Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
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=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=70; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 109.05 | Gross profit | 888.63 | Gross loss | -779.57 |
Profit factor | 1.14 | Expected payoff | 4.96 | ||
Absolute drawdown | 230.91 | Maximal drawdown | 530.64 (5.15%) | Relative drawdown | 5.15% (530.64) |
Total trades | 22 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 10 (45.45%) | Loss trades (% of total) | 12 (54.55%) | ||
Largest | profit trade | 131.77 | loss trade | -73.41 | |
Average | profit trade | 88.86 | loss trade | -64.96 | |
Maximum | consecutive wins (profit in money) | 4 (456.20) | consecutive losses (loss in money) | 5 (-280.69) | |
Maximal | consecutive profit (count of wins) | 456.20 (4) | consecutive loss (count of losses) | -283.41 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 0.67913 | 0.00000 | 0.00000 | ||
2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 0.67913 | 0.67213 | 0.69213 | ||
3 | 2022.07.11 16:00 | s/l | 1 | 0.10 | 0.67213 | 0.67213 | 0.69213 | -73.03 | 9926.97 |
4 | 2022.08.02 12:00 | buy | 2 | 0.10 | 0.69379 | 0.00000 | 0.00000 | ||
5 | 2022.08.02 12:00 | modify | 2 | 0.10 | 0.69379 | 0.68679 | 0.70679 | ||
6 | 2022.08.10 16:00 | t/p | 2 | 0.10 | 0.70679 | 0.68679 | 0.70679 | 126.97 | 10053.94 |
7 | 2022.08.10 20:00 | sell | 3 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
8 | 2022.08.10 20:00 | modify | 3 | 0.10 | 0.70801 | 0.71501 | 0.69501 | ||
9 | 2022.08.16 08:00 | sell | 4 | 0.10 | 0.70142 | 0.00000 | 0.00000 | ||
10 | 2022.08.16 08:00 | modify | 4 | 0.10 | 0.70142 | 0.70736 | 0.69501 | ||
11 | 2022.08.16 08:00 | modify | 3 | 0.10 | 0.70801 | 0.70736 | 0.69501 | ||
12 | 2022.08.17 04:00 | sell | 5 | 0.10 | 0.70005 | 0.00000 | 0.00000 | ||
13 | 2022.08.17 04:00 | modify | 5 | 0.10 | 0.70005 | 0.70476 | 0.69501 | ||
14 | 2022.08.17 04:00 | modify | 4 | 0.10 | 0.70142 | 0.70476 | 0.69501 | ||
15 | 2022.08.17 04:00 | modify | 3 | 0.10 | 0.70801 | 0.70476 | 0.69501 | ||
16 | 2022.08.17 12:00 | t/p | 3 | 0.10 | 0.69501 | 0.70476 | 0.69501 | 131.13 | 10185.07 |
17 | 2022.08.17 12:00 | t/p | 4 | 0.10 | 0.69501 | 0.70476 | 0.69501 | 64.26 | 10249.33 |
18 | 2022.08.17 12:00 | t/p | 5 | 0.10 | 0.69501 | 0.70476 | 0.69501 | 50.40 | 10299.73 |
19 | 2022.09.21 12:00 | buy | 6 | 0.10 | 0.66744 | 0.00000 | 0.00000 | ||
20 | 2022.09.21 12:00 | modify | 6 | 0.10 | 0.66744 | 0.66044 | 0.68044 | ||
21 | 2022.09.22 04:00 | s/l | 6 | 0.10 | 0.66044 | 0.66044 | 0.68044 | -71.14 | 10228.59 |
22 | 2022.09.25 20:00 | buy | 7 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
23 | 2022.09.25 20:00 | modify | 7 | 0.10 | 0.65171 | 0.64471 | 0.66471 | ||
24 | 2022.09.26 20:00 | s/l | 7 | 0.10 | 0.64471 | 0.64471 | 0.66471 | -70.38 | 10158.21 |
25 | 2022.10.10 12:00 | buy | 8 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
26 | 2022.10.10 12:00 | modify | 8 | 0.10 | 0.63168 | 0.62468 | 0.64468 | ||
27 | 2022.10.11 08:00 | s/l | 8 | 0.10 | 0.62468 | 0.62468 | 0.64468 | -70.38 | 10087.84 |
28 | 2022.10.11 08:00 | buy | 9 | 0.10 | 0.62664 | 0.00000 | 0.00000 | ||
29 | 2022.10.11 08:00 | modify | 9 | 0.10 | 0.62664 | 0.61964 | 0.63964 | ||
30 | 2022.10.13 16:00 | s/l | 9 | 0.10 | 0.61964 | 0.61964 | 0.63964 | -71.52 | 10016.32 |
31 | 2022.10.26 20:00 | sell | 10 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
32 | 2022.10.26 20:00 | modify | 10 | 0.10 | 0.64896 | 0.65596 | 0.63596 | ||
33 | 2022.10.31 08:00 | sell | 11 | 0.10 | 0.64102 | 0.00000 | 0.00000 | ||
34 | 2022.10.31 08:00 | modify | 11 | 0.10 | 0.64102 | 0.64571 | 0.63596 | ||
35 | 2022.10.31 08:00 | modify | 10 | 0.10 | 0.64896 | 0.64571 | 0.63596 | ||
36 | 2022.11.01 08:00 | sell | 12 | 0.10 | 0.64236 | 0.00000 | 0.00000 | ||
37 | 2022.11.01 08:00 | modify | 12 | 0.10 | 0.64236 | 0.64831 | 0.63596 | ||
38 | 2022.11.01 12:00 | s/l | 10 | 0.10 | 0.64571 | 0.64571 | 0.63596 | 33.47 | 10049.79 |
39 | 2022.11.01 12:00 | s/l | 11 | 0.10 | 0.64571 | 0.64571 | 0.63596 | -46.74 | 10003.05 |
40 | 2022.11.01 12:00 | close | 12 | 0.10 | 0.64482 | 0.64831 | 0.63596 | -24.60 | 9978.45 |
41 | 2022.11.06 20:00 | sell | 13 | 0.10 | 0.64140 | 0.00000 | 0.00000 | ||
42 | 2022.11.06 20:00 | modify | 13 | 0.10 | 0.64140 | 0.64840 | 0.62840 | ||
43 | 2022.11.07 16:00 | s/l | 13 | 0.10 | 0.64840 | 0.64840 | 0.62840 | -69.84 | 9908.61 |
44 | 2022.11.10 20:00 | sell | 14 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
45 | 2022.11.10 20:00 | modify | 14 | 0.10 | 0.65913 | 0.66613 | 0.64613 | ||
46 | 2022.11.11 08:00 | s/l | 14 | 0.10 | 0.66613 | 0.66613 | 0.64613 | -69.84 | 9838.77 |
47 | 2022.11.13 20:00 | sell | 15 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
48 | 2022.11.13 20:00 | modify | 15 | 0.10 | 0.66994 | 0.67694 | 0.65694 | ||
49 | 2022.11.15 12:00 | s/l | 15 | 0.10 | 0.67694 | 0.67694 | 0.65694 | -69.68 | 9769.09 |
50 | 2022.11.21 20:00 | buy | 16 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
51 | 2022.11.21 20:00 | modify | 16 | 0.10 | 0.66006 | 0.65306 | 0.67306 | ||
52 | 2022.11.23 08:00 | buy | 17 | 0.10 | 0.66659 | 0.00000 | 0.00000 | ||
53 | 2022.11.23 08:00 | modify | 17 | 0.10 | 0.66659 | 0.66071 | 0.67306 | ||
54 | 2022.11.23 08:00 | modify | 16 | 0.10 | 0.66006 | 0.66071 | 0.67306 | ||
55 | 2022.11.23 20:00 | t/p | 16 | 0.10 | 0.67306 | 0.66071 | 0.67306 | 129.24 | 9898.34 |
56 | 2022.11.23 20:00 | t/p | 17 | 0.10 | 0.67306 | 0.66071 | 0.67306 | 64.70 | 9963.04 |
57 | 2023.01.18 12:00 | sell | 18 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
58 | 2023.01.18 12:00 | modify | 18 | 0.10 | 0.70178 | 0.70878 | 0.68878 | ||
59 | 2023.01.19 08:00 | t/p | 18 | 0.10 | 0.68878 | 0.70878 | 0.68878 | 130.48 | 10093.52 |
60 | 2023.01.25 08:00 | sell | 19 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
61 | 2023.01.25 08:00 | modify | 19 | 0.10 | 0.70986 | 0.71686 | 0.69686 | ||
62 | 2023.02.03 16:00 | t/p | 19 | 0.10 | 0.69686 | 0.71686 | 0.69686 | 131.77 | 10225.29 |
63 | 2023.02.24 20:00 | buy | 20 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
64 | 2023.02.24 20:00 | modify | 20 | 0.10 | 0.67288 | 0.66588 | 0.68588 | ||
65 | 2023.03.07 16:00 | s/l | 20 | 0.10 | 0.66588 | 0.66588 | 0.68588 | -73.41 | 10151.88 |
66 | 2023.05.02 12:00 | sell | 21 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
67 | 2023.05.02 12:00 | modify | 21 | 0.10 | 0.67005 | 0.67705 | 0.65705 | ||
68 | 2023.05.08 04:00 | s/l | 21 | 0.10 | 0.67705 | 0.67705 | 0.65705 | -69.03 | 10082.85 |
69 | 2023.05.31 12:00 | buy | 22 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
70 | 2023.05.31 12:00 | modify | 22 | 0.10 | 0.64795 | 0.64095 | 0.66095 | ||
71 | 2023.05.31 23:59 | close at stop | 22 | 0.10 | 0.65057 | 0.64095 | 0.66095 | 26.20 | 10109.05 |