Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 165.15 | Gross profit | 1069.76 | Gross loss | -904.61 |
Profit factor | 1.18 | Expected payoff | 6.88 | ||
Absolute drawdown | 377.04 | Maximal drawdown | 513.24 (5.06%) | Relative drawdown | 5.06% (513.24) |
Total trades | 24 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 14 (58.33%) | Loss trades (% of total) | 10 (41.67%) | ||
Largest | profit trade | 115.20 | loss trade | -146.45 | |
Average | profit trade | 76.41 | loss trade | -90.46 | |
Maximum | consecutive wins (profit in money) | 4 (316.40) | consecutive losses (loss in money) | 2 (-288.61) | |
Maximal | consecutive profit (count of wins) | 316.40 (4) | consecutive loss (count of losses) | -288.61 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.01 20:00 | buy | 1 | 0.10 | 1.06530 | 0.00000 | 0.00000 | ||
2 | 2022.06.01 20:00 | modify | 1 | 0.10 | 1.06530 | 1.05130 | 1.07630 | ||
3 | 2022.06.03 04:00 | t/p | 1 | 0.10 | 1.07630 | 1.05130 | 1.07630 | 105.70 | 10105.70 |
4 | 2022.06.30 00:00 | buy | 2 | 0.10 | 1.04486 | 0.00000 | 0.00000 | ||
5 | 2022.06.30 00:00 | modify | 2 | 0.10 | 1.04486 | 1.03086 | 1.05586 | ||
6 | 2022.07.05 12:00 | s/l | 2 | 0.10 | 1.03086 | 1.03086 | 1.05586 | -143.23 | 9962.47 |
7 | 2022.07.05 20:00 | buy | 3 | 0.10 | 1.02688 | 0.00000 | 0.00000 | ||
8 | 2022.07.05 20:00 | modify | 3 | 0.10 | 1.02688 | 1.01288 | 1.03788 | ||
9 | 2022.07.08 08:00 | s/l | 3 | 0.10 | 1.01288 | 1.01288 | 1.03788 | -145.38 | 9817.09 |
10 | 2022.07.12 00:00 | buy | 4 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
11 | 2022.07.12 00:00 | modify | 4 | 0.10 | 1.00486 | 0.99086 | 1.01586 | ||
12 | 2022.07.18 12:00 | t/p | 4 | 0.10 | 1.01586 | 0.99086 | 1.01586 | 103.55 | 9920.64 |
13 | 2022.07.18 12:00 | sell | 5 | 0.10 | 1.01425 | 0.00000 | 0.00000 | ||
14 | 2022.07.18 12:00 | modify | 5 | 0.10 | 1.01425 | 1.02825 | 1.00325 | ||
15 | 2022.08.02 04:00 | s/l | 5 | 0.10 | 1.02825 | 1.02825 | 1.00325 | -128.85 | 9791.79 |
16 | 2022.08.16 00:00 | buy | 6 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
17 | 2022.08.16 00:00 | modify | 6 | 0.10 | 1.01644 | 1.00244 | 1.02744 | ||
18 | 2022.08.22 04:00 | s/l | 6 | 0.10 | 1.00244 | 1.00244 | 1.02744 | -146.45 | 9645.33 |
19 | 2022.08.22 20:00 | buy | 7 | 0.10 | 0.99458 | 0.00000 | 0.00000 | ||
20 | 2022.08.22 20:00 | modify | 7 | 0.10 | 0.99458 | 0.98058 | 1.00558 | ||
21 | 2022.08.25 08:00 | buy | 8 | 0.10 | 1.00023 | 0.00000 | 0.00000 | ||
22 | 2022.08.25 08:00 | modify | 8 | 0.10 | 1.00023 | 0.99843 | 1.00558 | ||
23 | 2022.08.25 08:00 | modify | 7 | 0.10 | 0.99458 | 0.99843 | 1.00558 | ||
24 | 2022.08.25 12:00 | s/l | 7 | 0.10 | 0.99843 | 0.99843 | 1.00558 | 33.12 | 9678.45 |
25 | 2022.08.25 12:00 | s/l | 8 | 0.10 | 0.99843 | 0.99843 | 1.00558 | -18.00 | 9660.45 |
26 | 2022.10.05 00:00 | sell | 9 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
27 | 2022.10.05 00:00 | modify | 9 | 0.10 | 0.99839 | 1.01239 | 0.98739 | ||
28 | 2022.10.05 16:00 | t/p | 9 | 0.10 | 0.98739 | 1.01239 | 0.98739 | 110.00 | 9770.45 |
29 | 2022.10.13 20:00 | sell | 10 | 0.10 | 0.97745 | 0.00000 | 0.00000 | ||
30 | 2022.10.13 20:00 | modify | 10 | 0.10 | 0.97745 | 0.99145 | 0.96645 | ||
31 | 2022.10.14 12:00 | sell | 11 | 0.10 | 0.97187 | 0.00000 | 0.00000 | ||
32 | 2022.10.14 12:00 | modify | 11 | 0.10 | 0.97187 | 0.97360 | 0.96645 | ||
33 | 2022.10.14 12:00 | modify | 10 | 0.10 | 0.97745 | 0.97360 | 0.96645 | ||
34 | 2022.10.14 16:00 | s/l | 10 | 0.10 | 0.97360 | 0.97360 | 0.96645 | 39.24 | 9809.70 |
35 | 2022.10.14 16:00 | s/l | 11 | 0.10 | 0.97360 | 0.97360 | 0.96645 | -17.30 | 9792.40 |
36 | 2022.10.17 20:00 | sell | 12 | 0.10 | 0.98353 | 0.00000 | 0.00000 | ||
37 | 2022.10.17 20:00 | modify | 12 | 0.10 | 0.98353 | 0.99753 | 0.97253 | ||
38 | 2022.10.19 16:00 | sell | 13 | 0.10 | 0.97786 | 0.00000 | 0.00000 | ||
39 | 2022.10.19 16:00 | modify | 13 | 0.10 | 0.97786 | 0.97968 | 0.97253 | ||
40 | 2022.10.19 16:00 | modify | 12 | 0.10 | 0.98353 | 0.97968 | 0.97253 | ||
41 | 2022.10.20 08:00 | s/l | 12 | 0.10 | 0.97968 | 0.97968 | 0.97253 | 42.22 | 9834.61 |
42 | 2022.10.20 08:00 | s/l | 13 | 0.10 | 0.97968 | 0.97968 | 0.97253 | -15.97 | 9818.64 |
43 | 2022.10.26 00:00 | sell | 14 | 0.10 | 0.99617 | 0.00000 | 0.00000 | ||
44 | 2022.10.26 00:00 | modify | 14 | 0.10 | 0.99617 | 1.01017 | 0.98517 | ||
45 | 2022.11.02 20:00 | t/p | 14 | 0.10 | 0.98517 | 1.01017 | 0.98517 | 115.20 | 9933.85 |
46 | 2022.11.13 20:00 | sell | 15 | 0.10 | 1.03354 | 0.00000 | 0.00000 | ||
47 | 2022.11.13 20:00 | modify | 15 | 0.10 | 1.03354 | 1.04754 | 1.02254 | ||
48 | 2022.11.15 16:00 | s/l | 15 | 0.10 | 1.04754 | 1.04754 | 1.02254 | -138.51 | 9795.33 |
49 | 2022.11.21 16:00 | buy | 16 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
50 | 2022.11.21 16:00 | modify | 16 | 0.10 | 1.02427 | 1.01027 | 1.03527 | ||
51 | 2022.11.22 20:00 | buy | 17 | 0.10 | 1.02981 | 0.00000 | 0.00000 | ||
52 | 2022.11.22 20:00 | modify | 17 | 0.10 | 1.02981 | 1.02812 | 1.03527 | ||
53 | 2022.11.22 20:00 | modify | 16 | 0.10 | 1.02427 | 1.02812 | 1.03527 | ||
54 | 2022.11.23 16:00 | t/p | 16 | 0.10 | 1.03527 | 1.02812 | 1.03527 | 107.85 | 9903.18 |
55 | 2022.11.23 16:00 | t/p | 17 | 0.10 | 1.03527 | 1.02812 | 1.03527 | 53.52 | 9956.70 |
56 | 2022.12.02 04:00 | sell | 18 | 0.10 | 1.05242 | 0.00000 | 0.00000 | ||
57 | 2022.12.02 04:00 | modify | 18 | 0.10 | 1.05242 | 1.06642 | 1.04142 | ||
58 | 2022.12.13 16:00 | s/l | 18 | 0.10 | 1.06642 | 1.06642 | 1.04142 | -133.31 | 9823.39 |
59 | 2022.12.13 20:00 | sell | 19 | 0.10 | 1.06357 | 0.00000 | 0.00000 | ||
60 | 2022.12.13 20:00 | modify | 19 | 0.10 | 1.06357 | 1.07757 | 1.05257 | ||
61 | 2022.12.19 16:00 | sell | 20 | 0.10 | 1.05796 | 0.00000 | 0.00000 | ||
62 | 2022.12.19 16:00 | modify | 20 | 0.10 | 1.05796 | 1.05972 | 1.05257 | ||
63 | 2022.12.19 16:00 | modify | 19 | 0.10 | 1.06357 | 1.05972 | 1.05257 | ||
64 | 2022.12.19 20:00 | s/l | 19 | 0.10 | 1.05972 | 1.05972 | 1.05257 | 42.96 | 9866.35 |
65 | 2022.12.19 20:00 | s/l | 20 | 0.10 | 1.05972 | 1.05972 | 1.05257 | -17.60 | 9848.75 |
66 | 2023.04.13 20:00 | sell | 21 | 0.10 | 1.10466 | 0.00000 | 0.00000 | ||
67 | 2023.04.13 20:00 | modify | 21 | 0.10 | 1.10466 | 1.11866 | 1.09366 | ||
68 | 2023.04.14 16:00 | sell | 22 | 0.10 | 1.09789 | 0.00000 | 0.00000 | ||
69 | 2023.04.14 16:00 | modify | 22 | 0.10 | 1.09789 | 1.10081 | 1.09366 | ||
70 | 2023.04.14 16:00 | modify | 21 | 0.10 | 1.10466 | 1.10081 | 1.09366 | ||
71 | 2023.04.16 20:00 | sell | 23 | 0.10 | 1.09888 | 0.00000 | 0.00000 | ||
72 | 2023.04.16 20:00 | modify | 23 | 0.10 | 1.09888 | 1.10081 | 1.09366 | ||
73 | 2023.04.17 16:00 | t/p | 21 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 111.49 | 9960.24 |
74 | 2023.04.17 16:00 | t/p | 22 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 43.04 | 10003.28 |
75 | 2023.04.17 16:00 | t/p | 23 | 0.10 | 1.09366 | 1.10081 | 1.09366 | 52.94 | 10056.23 |
76 | 2023.04.25 20:00 | buy | 24 | 0.10 | 1.09730 | 0.00000 | 0.00000 | ||
77 | 2023.04.25 20:00 | modify | 24 | 0.10 | 1.09730 | 1.08330 | 1.10830 | ||
78 | 2023.04.26 16:00 | t/p | 24 | 0.10 | 1.10830 | 1.08330 | 1.10830 | 108.92 | 10165.15 |