Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1550.19 | Gross profit | 2208.79 | Gross loss | -658.60 |
Profit factor | 3.35 | Expected payoff | 40.79 | ||
Absolute drawdown | 163.57 | Maximal drawdown | 263.45 (2.51%) | Relative drawdown | 2.51% (263.45) |
Total trades | 38 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
Largest | profit trade | 141.13 | loss trade | -104.92 | |
Average | profit trade | 84.95 | loss trade | -54.88 | |
Maximum | consecutive wins (profit in money) | 8 (772.64) | consecutive losses (loss in money) | 2 (-45.48) | |
Maximal | consecutive profit (count of wins) | 772.64 (8) | consecutive loss (count of losses) | -104.92 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.09 21:00 | buy | 1 | 0.10 | 0.70984 | 0.00000 | 0.00000 | ||
2 | 2022.06.09 21:00 | modify | 1 | 0.10 | 0.70984 | 0.69984 | 0.72384 | ||
3 | 2022.06.13 08:00 | s/l | 1 | 0.10 | 0.69984 | 0.69984 | 0.72384 | -100.76 | 9899.24 |
4 | 2022.06.15 21:00 | sell | 2 | 0.10 | 0.69998 | 0.00000 | 0.00000 | ||
5 | 2022.06.15 21:00 | modify | 2 | 0.10 | 0.69998 | 0.70998 | 0.68598 | ||
6 | 2022.06.20 02:00 | sell | 3 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
7 | 2022.06.20 02:00 | modify | 3 | 0.10 | 0.69280 | 0.69578 | 0.68598 | ||
8 | 2022.06.20 02:00 | modify | 2 | 0.10 | 0.69998 | 0.69578 | 0.68598 | ||
9 | 2022.06.20 03:00 | s/l | 2 | 0.10 | 0.69578 | 0.69578 | 0.68598 | 42.81 | 9942.05 |
10 | 2022.06.20 03:00 | s/l | 3 | 0.10 | 0.69578 | 0.69578 | 0.68598 | -29.80 | 9912.25 |
11 | 2022.07.27 21:00 | sell | 4 | 0.10 | 0.69904 | 0.00000 | 0.00000 | ||
12 | 2022.07.27 21:00 | modify | 4 | 0.10 | 0.69904 | 0.70904 | 0.68504 | ||
13 | 2022.08.02 09:00 | sell | 5 | 0.10 | 0.69199 | 0.00000 | 0.00000 | ||
14 | 2022.08.02 09:00 | modify | 5 | 0.10 | 0.69199 | 0.69484 | 0.68504 | ||
15 | 2022.08.02 09:00 | modify | 4 | 0.10 | 0.69904 | 0.69484 | 0.68504 | ||
16 | 2022.08.02 14:00 | s/l | 4 | 0.10 | 0.69484 | 0.69484 | 0.68504 | 42.97 | 9955.22 |
17 | 2022.08.02 14:00 | s/l | 5 | 0.10 | 0.69484 | 0.69484 | 0.68504 | -28.50 | 9926.72 |
18 | 2022.08.10 18:00 | sell | 6 | 0.10 | 0.70992 | 0.00000 | 0.00000 | ||
19 | 2022.08.10 18:00 | modify | 6 | 0.10 | 0.70992 | 0.71992 | 0.69592 | ||
20 | 2022.08.15 12:00 | sell | 7 | 0.10 | 0.70272 | 0.00000 | 0.00000 | ||
21 | 2022.08.15 12:00 | modify | 7 | 0.10 | 0.70272 | 0.70572 | 0.69592 | ||
22 | 2022.08.15 12:00 | modify | 6 | 0.10 | 0.70992 | 0.70572 | 0.69592 | ||
23 | 2022.08.15 21:00 | sell | 8 | 0.10 | 0.70212 | 0.00000 | 0.00000 | ||
24 | 2022.08.15 21:00 | modify | 8 | 0.10 | 0.70212 | 0.70502 | 0.69592 | ||
25 | 2022.08.15 21:00 | modify | 7 | 0.10 | 0.70272 | 0.70502 | 0.69592 | ||
26 | 2022.08.15 21:00 | modify | 6 | 0.10 | 0.70992 | 0.70502 | 0.69592 | ||
27 | 2022.08.17 11:00 | t/p | 6 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 141.13 | 10067.84 |
28 | 2022.08.17 11:00 | t/p | 7 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 68.32 | 10136.17 |
29 | 2022.08.17 11:00 | t/p | 8 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 62.32 | 10198.49 |
30 | 2022.08.26 20:00 | buy | 9 | 0.10 | 0.68942 | 0.00000 | 0.00000 | ||
31 | 2022.08.26 20:00 | modify | 9 | 0.10 | 0.68942 | 0.67942 | 0.70342 | ||
32 | 2022.09.01 05:00 | s/l | 9 | 0.10 | 0.67942 | 0.67942 | 0.70342 | -102.27 | 10096.22 |
33 | 2022.09.06 20:00 | buy | 10 | 0.10 | 0.67352 | 0.00000 | 0.00000 | ||
34 | 2022.09.06 20:00 | modify | 10 | 0.10 | 0.67352 | 0.66352 | 0.68752 | ||
35 | 2022.09.09 02:00 | buy | 11 | 0.10 | 0.67926 | 0.00000 | 0.00000 | ||
36 | 2022.09.09 02:00 | modify | 11 | 0.10 | 0.67926 | 0.67492 | 0.68752 | ||
37 | 2022.09.09 02:00 | modify | 10 | 0.10 | 0.67352 | 0.67492 | 0.68752 | ||
38 | 2022.09.09 09:00 | t/p | 10 | 0.10 | 0.68752 | 0.67492 | 0.68752 | 138.11 | 10234.32 |
39 | 2022.09.09 09:00 | t/p | 11 | 0.10 | 0.68752 | 0.67492 | 0.68752 | 82.60 | 10316.92 |
40 | 2022.09.12 18:00 | sell | 12 | 0.10 | 0.68930 | 0.00000 | 0.00000 | ||
41 | 2022.09.12 18:00 | modify | 12 | 0.10 | 0.68930 | 0.69930 | 0.67530 | ||
42 | 2022.09.13 19:00 | t/p | 12 | 0.10 | 0.67530 | 0.69930 | 0.67530 | 140.16 | 10457.08 |
43 | 2022.09.13 22:00 | buy | 13 | 0.10 | 0.67372 | 0.00000 | 0.00000 | ||
44 | 2022.09.13 22:00 | modify | 13 | 0.10 | 0.67372 | 0.66372 | 0.68772 | ||
45 | 2022.09.21 19:00 | s/l | 13 | 0.10 | 0.66372 | 0.66372 | 0.68772 | -103.03 | 10354.05 |
46 | 2022.10.03 18:00 | sell | 14 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
47 | 2022.10.03 18:00 | modify | 14 | 0.10 | 0.65032 | 0.66032 | 0.63632 | ||
48 | 2022.10.05 15:00 | sell | 15 | 0.10 | 0.64456 | 0.00000 | 0.00000 | ||
49 | 2022.10.05 15:00 | modify | 15 | 0.10 | 0.64456 | 0.64892 | 0.63632 | ||
50 | 2022.10.05 15:00 | modify | 14 | 0.10 | 0.65032 | 0.64892 | 0.63632 | ||
51 | 2022.10.05 19:00 | s/l | 14 | 0.10 | 0.64892 | 0.64892 | 0.63632 | 14.32 | 10368.38 |
52 | 2022.10.05 19:00 | s/l | 15 | 0.10 | 0.64892 | 0.64892 | 0.63632 | -43.60 | 10324.78 |
53 | 2022.10.21 18:00 | sell | 16 | 0.10 | 0.63576 | 0.00000 | 0.00000 | ||
54 | 2022.10.21 18:00 | modify | 16 | 0.10 | 0.63576 | 0.64576 | 0.62176 | ||
55 | 2022.10.24 15:00 | sell | 17 | 0.10 | 0.63009 | 0.00000 | 0.00000 | ||
56 | 2022.10.24 15:00 | modify | 17 | 0.10 | 0.63009 | 0.63436 | 0.62176 | ||
57 | 2022.10.24 15:00 | modify | 16 | 0.10 | 0.63576 | 0.63436 | 0.62176 | ||
58 | 2022.10.25 01:00 | s/l | 16 | 0.10 | 0.63436 | 0.63436 | 0.62176 | 14.32 | 10339.10 |
59 | 2022.10.25 01:00 | s/l | 17 | 0.10 | 0.63436 | 0.63436 | 0.62176 | -42.54 | 10296.56 |
60 | 2022.11.02 22:00 | buy | 18 | 0.10 | 0.63541 | 0.00000 | 0.00000 | ||
61 | 2022.11.02 22:00 | modify | 18 | 0.10 | 0.63541 | 0.62541 | 0.64941 | ||
62 | 2022.11.07 04:00 | buy | 19 | 0.10 | 0.64321 | 0.00000 | 0.00000 | ||
63 | 2022.11.07 04:00 | modify | 19 | 0.10 | 0.64321 | 0.64031 | 0.64941 | ||
64 | 2022.11.07 04:00 | modify | 18 | 0.10 | 0.63541 | 0.64031 | 0.64941 | ||
65 | 2022.11.08 16:00 | t/p | 18 | 0.10 | 0.64941 | 0.64031 | 0.64941 | 137.73 | 10434.29 |
66 | 2022.11.08 16:00 | t/p | 19 | 0.10 | 0.64941 | 0.64031 | 0.64941 | 61.62 | 10495.91 |
67 | 2022.11.09 21:00 | buy | 20 | 0.10 | 0.64269 | 0.00000 | 0.00000 | ||
68 | 2022.11.09 21:00 | modify | 20 | 0.10 | 0.64269 | 0.63269 | 0.65669 | ||
69 | 2022.11.10 16:00 | t/p | 20 | 0.10 | 0.65669 | 0.63269 | 0.65669 | 138.86 | 10634.77 |
70 | 2022.11.30 21:00 | sell | 21 | 0.10 | 0.67877 | 0.00000 | 0.00000 | ||
71 | 2022.11.30 21:00 | modify | 21 | 0.10 | 0.67877 | 0.68877 | 0.66477 | ||
72 | 2022.12.06 07:00 | sell | 22 | 0.10 | 0.67176 | 0.00000 | 0.00000 | ||
73 | 2022.12.06 07:00 | modify | 22 | 0.10 | 0.67176 | 0.67457 | 0.66477 | ||
74 | 2022.12.06 07:00 | modify | 21 | 0.10 | 0.67877 | 0.67457 | 0.66477 | ||
75 | 2022.12.06 13:00 | s/l | 21 | 0.10 | 0.67457 | 0.67457 | 0.66477 | 42.97 | 10677.74 |
76 | 2022.12.06 13:00 | s/l | 22 | 0.10 | 0.67457 | 0.67457 | 0.66477 | -28.10 | 10649.64 |
77 | 2022.12.22 20:00 | buy | 23 | 0.10 | 0.66605 | 0.00000 | 0.00000 | ||
78 | 2022.12.22 20:00 | modify | 23 | 0.10 | 0.66605 | 0.65605 | 0.68005 | ||
79 | 2022.12.23 18:00 | buy | 24 | 0.10 | 0.67176 | 0.00000 | 0.00000 | ||
80 | 2022.12.23 18:00 | modify | 24 | 0.10 | 0.67176 | 0.66745 | 0.68005 | ||
81 | 2022.12.23 18:00 | modify | 23 | 0.10 | 0.66605 | 0.66745 | 0.68005 | ||
82 | 2022.12.27 15:00 | buy | 25 | 0.10 | 0.67399 | 0.00000 | 0.00000 | ||
83 | 2022.12.27 15:00 | modify | 25 | 0.10 | 0.67399 | 0.67095 | 0.68005 | ||
84 | 2022.12.27 15:00 | modify | 24 | 0.10 | 0.67176 | 0.67095 | 0.68005 | ||
85 | 2022.12.27 15:00 | modify | 23 | 0.10 | 0.66605 | 0.67095 | 0.68005 | ||
86 | 2022.12.27 23:00 | buy | 26 | 0.10 | 0.67320 | 0.00000 | 0.00000 | ||
87 | 2022.12.27 23:00 | modify | 26 | 0.10 | 0.67320 | 0.67025 | 0.68005 | ||
88 | 2022.12.28 00:00 | modify | 26 | 0.10 | 0.67320 | 0.67095 | 0.68005 | ||
89 | 2022.12.28 14:00 | t/p | 23 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 138.48 | 10788.12 |
90 | 2022.12.28 14:00 | t/p | 24 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 81.76 | 10869.89 |
91 | 2022.12.28 14:00 | t/p | 25 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 60.22 | 10930.11 |
92 | 2022.12.28 14:00 | t/p | 26 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 68.12 | 10998.23 |
93 | 2023.01.05 18:00 | buy | 27 | 0.10 | 0.67477 | 0.00000 | 0.00000 | ||
94 | 2023.01.05 18:00 | modify | 27 | 0.10 | 0.67477 | 0.66477 | 0.68877 | ||
95 | 2023.01.09 00:00 | t/p | 27 | 0.10 | 0.68877 | 0.66477 | 0.68877 | 139.24 | 11137.47 |
96 | 2023.02.01 23:00 | sell | 28 | 0.10 | 0.71309 | 0.00000 | 0.00000 | ||
97 | 2023.02.01 23:00 | modify | 28 | 0.10 | 0.71309 | 0.72309 | 0.69909 | ||
98 | 2023.02.02 20:00 | sell | 29 | 0.10 | 0.70723 | 0.00000 | 0.00000 | ||
99 | 2023.02.02 20:00 | modify | 29 | 0.10 | 0.70723 | 0.71169 | 0.69909 | ||
100 | 2023.02.02 20:00 | modify | 28 | 0.10 | 0.71309 | 0.71169 | 0.69909 | ||
101 | 2023.02.03 03:00 | sell | 30 | 0.10 | 0.70535 | 0.00000 | 0.00000 | ||
102 | 2023.02.03 03:00 | modify | 30 | 0.10 | 0.70535 | 0.70819 | 0.69909 | ||
103 | 2023.02.03 03:00 | modify | 29 | 0.10 | 0.70723 | 0.70819 | 0.69909 | ||
104 | 2023.02.03 03:00 | modify | 28 | 0.10 | 0.71309 | 0.70819 | 0.69909 | ||
105 | 2023.02.03 14:00 | t/p | 28 | 0.10 | 0.69909 | 0.70819 | 0.69909 | 140.64 | 11278.12 |
106 | 2023.02.03 14:00 | t/p | 29 | 0.10 | 0.69909 | 0.70819 | 0.69909 | 81.56 | 11359.68 |
107 | 2023.02.03 14:00 | t/p | 30 | 0.10 | 0.69909 | 0.70819 | 0.69909 | 62.60 | 11422.28 |
108 | 2023.02.03 18:00 | buy | 31 | 0.10 | 0.69483 | 0.00000 | 0.00000 | ||
109 | 2023.02.03 18:00 | modify | 31 | 0.10 | 0.69483 | 0.68483 | 0.70883 | ||
110 | 2023.02.16 16:00 | s/l | 31 | 0.10 | 0.68483 | 0.68483 | 0.70883 | -104.92 | 11317.35 |
111 | 2023.03.09 21:00 | buy | 32 | 0.10 | 0.65900 | 0.00000 | 0.00000 | ||
112 | 2023.03.09 21:00 | modify | 32 | 0.10 | 0.65900 | 0.64900 | 0.67300 | ||
113 | 2023.03.13 03:00 | buy | 33 | 0.10 | 0.66686 | 0.00000 | 0.00000 | ||
114 | 2023.03.13 03:00 | modify | 33 | 0.10 | 0.66686 | 0.66390 | 0.67300 | ||
115 | 2023.03.13 03:00 | modify | 32 | 0.10 | 0.65900 | 0.66390 | 0.67300 | ||
116 | 2023.03.13 10:00 | s/l | 32 | 0.10 | 0.66390 | 0.66390 | 0.67300 | 48.24 | 11365.60 |
117 | 2023.03.13 10:00 | s/l | 33 | 0.10 | 0.66390 | 0.66390 | 0.67300 | -29.60 | 11336.00 |
118 | 2023.04.13 19:00 | sell | 34 | 0.10 | 0.67886 | 0.00000 | 0.00000 | ||
119 | 2023.04.13 19:00 | modify | 34 | 0.10 | 0.67886 | 0.68886 | 0.66486 | ||
120 | 2023.04.14 15:00 | sell | 35 | 0.10 | 0.67160 | 0.00000 | 0.00000 | ||
121 | 2023.04.14 15:00 | modify | 35 | 0.10 | 0.67160 | 0.67466 | 0.66486 | ||
122 | 2023.04.14 15:00 | modify | 34 | 0.10 | 0.67886 | 0.67466 | 0.66486 | ||
123 | 2023.04.18 07:00 | sell | 36 | 0.10 | 0.67314 | 0.00000 | 0.00000 | ||
124 | 2023.04.18 07:00 | modify | 36 | 0.10 | 0.67314 | 0.67746 | 0.66486 | ||
125 | 2023.04.18 08:00 | modify | 36 | 0.10 | 0.67314 | 0.67466 | 0.66486 | ||
126 | 2023.04.18 10:00 | s/l | 34 | 0.10 | 0.67466 | 0.67466 | 0.66486 | 42.48 | 11378.48 |
127 | 2023.04.18 10:00 | s/l | 35 | 0.10 | 0.67466 | 0.67466 | 0.66486 | -30.28 | 11348.20 |
128 | 2023.04.18 10:00 | s/l | 36 | 0.10 | 0.67466 | 0.67466 | 0.66486 | -15.20 | 11333.00 |
129 | 2023.04.25 19:00 | buy | 37 | 0.10 | 0.66205 | 0.00000 | 0.00000 | ||
130 | 2023.04.25 19:00 | modify | 37 | 0.10 | 0.66205 | 0.65205 | 0.67605 | ||
131 | 2023.05.03 16:00 | buy | 38 | 0.10 | 0.66765 | 0.00000 | 0.00000 | ||
132 | 2023.05.03 16:00 | modify | 38 | 0.10 | 0.66765 | 0.66345 | 0.67605 | ||
133 | 2023.05.03 16:00 | modify | 37 | 0.10 | 0.66205 | 0.66345 | 0.67605 | ||
134 | 2023.05.08 03:00 | t/p | 37 | 0.10 | 0.67605 | 0.66345 | 0.67605 | 135.08 | 11468.08 |
135 | 2023.05.08 03:00 | t/p | 38 | 0.10 | 0.67605 | 0.66345 | 0.67605 | 82.11 | 11550.19 |