Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 80071 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 800.69 | Gross profit | 1244.08 | Gross loss | -443.39 |
Profit factor | 2.81 | Expected payoff | 19.53 | ||
Absolute drawdown | 57.10 | Maximal drawdown | 225.78 (2.05%) | Relative drawdown | 2.05% (225.78) |
Total trades | 41 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 24 (58.54%) | Loss trades (% of total) | 17 (41.46%) | ||
Largest | profit trade | 102.14 | loss trade | -60.41 | |
Average | profit trade | 51.84 | loss trade | -26.08 | |
Maximum | consecutive wins (profit in money) | 9 (461.64) | consecutive losses (loss in money) | 4 (-158.61) | |
Maximal | consecutive profit (count of wins) | 461.64 (9) | consecutive loss (count of losses) | -158.61 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.26 20:00 | buy | 1 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
2 | 2022.07.26 20:00 | modify | 1 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
3 | 2022.07.29 12:40 | buy | 2 | 0.10 | 1.46665 | 0.00000 | 0.00000 | ||
4 | 2022.07.29 12:40 | modify | 2 | 0.10 | 1.46665 | 1.45986 | 1.47411 | ||
5 | 2022.07.29 12:40 | modify | 1 | 0.10 | 1.45911 | 1.45986 | 1.47411 | ||
6 | 2022.07.29 13:30 | buy | 3 | 0.10 | 1.46751 | 0.00000 | 0.00000 | ||
7 | 2022.07.29 13:30 | modify | 3 | 0.10 | 1.46751 | 1.46436 | 1.47411 | ||
8 | 2022.07.29 13:30 | modify | 2 | 0.10 | 1.46665 | 1.46436 | 1.47411 | ||
9 | 2022.07.29 13:30 | modify | 1 | 0.10 | 1.45911 | 1.46436 | 1.47411 | ||
10 | 2022.07.29 14:30 | s/l | 1 | 0.10 | 1.46436 | 1.46436 | 1.47411 | 32.08 | 10032.08 |
11 | 2022.07.29 14:30 | s/l | 2 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -15.43 | 10016.65 |
12 | 2022.07.29 14:30 | s/l | 3 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -21.22 | 9995.43 |
13 | 2022.09.09 20:00 | buy | 4 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
14 | 2022.09.09 20:00 | modify | 4 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
15 | 2022.09.11 21:40 | buy | 5 | 0.10 | 1.47549 | 0.00000 | 0.00000 | ||
16 | 2022.09.11 21:40 | modify | 5 | 0.10 | 1.47549 | 1.46871 | 1.48296 | ||
17 | 2022.09.11 21:40 | modify | 4 | 0.10 | 1.46796 | 1.46871 | 1.48296 | ||
18 | 2022.09.11 21:53 | buy | 6 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
19 | 2022.09.11 21:53 | modify | 6 | 0.10 | 1.47622 | 1.47321 | 1.48296 | ||
20 | 2022.09.11 21:53 | modify | 5 | 0.10 | 1.47549 | 1.47321 | 1.48296 | ||
21 | 2022.09.11 21:53 | modify | 4 | 0.10 | 1.46796 | 1.47321 | 1.48296 | ||
22 | 2022.09.11 22:20 | s/l | 4 | 0.10 | 1.47321 | 1.47321 | 1.48296 | 35.36 | 10030.79 |
23 | 2022.09.11 22:20 | s/l | 5 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -15.36 | 10015.43 |
24 | 2022.09.11 22:20 | s/l | 6 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -20.27 | 9995.16 |
25 | 2022.10.04 20:00 | sell | 7 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
26 | 2022.10.04 20:00 | modify | 7 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
27 | 2022.10.05 17:06 | sell | 8 | 0.10 | 1.52473 | 0.00000 | 0.00000 | ||
28 | 2022.10.05 17:06 | modify | 8 | 0.10 | 1.52473 | 1.53087 | 1.52112 | ||
29 | 2022.10.05 17:06 | modify | 7 | 0.10 | 1.53612 | 1.53087 | 1.52112 | ||
30 | 2022.10.05 19:20 | t/p | 7 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 101.50 | 10096.67 |
31 | 2022.10.05 19:20 | t/p | 8 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 24.35 | 10121.02 |
32 | 2022.11.09 20:00 | sell | 9 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
33 | 2022.11.09 20:00 | modify | 9 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
34 | 2022.11.10 14:05 | sell | 10 | 0.10 | 1.54942 | 0.00000 | 0.00000 | ||
35 | 2022.11.10 14:05 | modify | 10 | 0.10 | 1.54942 | 1.55635 | 1.54210 | ||
36 | 2022.11.10 14:05 | modify | 9 | 0.10 | 1.55710 | 1.55635 | 1.54210 | ||
37 | 2022.11.10 16:45 | sell | 11 | 0.10 | 1.54557 | 0.00000 | 0.00000 | ||
38 | 2022.11.10 16:45 | modify | 11 | 0.10 | 1.54557 | 1.55185 | 1.54210 | ||
39 | 2022.11.10 16:45 | modify | 10 | 0.10 | 1.54942 | 1.55185 | 1.54210 | ||
40 | 2022.11.10 16:45 | modify | 9 | 0.10 | 1.55710 | 1.55185 | 1.54210 | ||
41 | 2022.11.10 20:30 | t/p | 9 | 0.10 | 1.54210 | 1.55185 | 1.54210 | 102.14 | 10223.15 |
42 | 2022.11.10 20:30 | t/p | 10 | 0.10 | 1.54210 | 1.55185 | 1.54210 | 49.38 | 10272.53 |
43 | 2022.11.10 20:30 | t/p | 11 | 0.10 | 1.54210 | 1.55185 | 1.54210 | 23.41 | 10295.94 |
44 | 2022.12.12 16:00 | sell | 12 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
45 | 2022.12.12 16:00 | modify | 12 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
46 | 2022.12.13 14:40 | t/p | 12 | 0.10 | 1.54576 | 1.56976 | 1.54576 | 101.51 | 10397.46 |
47 | 2022.12.16 12:00 | sell | 13 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
48 | 2022.12.16 12:00 | modify | 13 | 0.10 | 1.58770 | 1.59670 | 1.57270 | ||
49 | 2022.12.19 01:30 | sell | 14 | 0.10 | 1.57936 | 0.00000 | 0.00000 | ||
50 | 2022.12.19 01:30 | modify | 14 | 0.10 | 1.57936 | 1.58245 | 1.57270 | ||
51 | 2022.12.19 01:30 | modify | 13 | 0.10 | 1.58770 | 1.58245 | 1.57270 | ||
52 | 2022.12.19 02:45 | sell | 15 | 0.10 | 1.57997 | 0.00000 | 0.00000 | ||
53 | 2022.12.19 02:45 | modify | 15 | 0.10 | 1.57997 | 1.58695 | 1.57270 | ||
54 | 2022.12.19 02:50 | modify | 15 | 0.10 | 1.57997 | 1.58245 | 1.57270 | ||
55 | 2022.12.19 05:40 | s/l | 13 | 0.10 | 1.58245 | 1.58245 | 1.57270 | 35.73 | 10433.19 |
56 | 2022.12.19 05:40 | s/l | 14 | 0.10 | 1.58245 | 1.58245 | 1.57270 | -20.85 | 10412.34 |
57 | 2022.12.19 05:40 | s/l | 15 | 0.10 | 1.58245 | 1.58245 | 1.57270 | -16.73 | 10395.61 |
58 | 2023.01.10 16:00 | sell | 16 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
59 | 2023.01.10 16:00 | modify | 16 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
60 | 2023.01.12 14:00 | sell | 17 | 0.10 | 1.55103 | 0.00000 | 0.00000 | ||
61 | 2023.01.12 14:00 | modify | 17 | 0.10 | 1.55103 | 1.55806 | 1.54381 | ||
62 | 2023.01.12 14:00 | modify | 16 | 0.10 | 1.55881 | 1.55806 | 1.54381 | ||
63 | 2023.01.12 14:15 | sell | 18 | 0.10 | 1.55050 | 0.00000 | 0.00000 | ||
64 | 2023.01.12 14:15 | modify | 18 | 0.10 | 1.55050 | 1.55356 | 1.54381 | ||
65 | 2023.01.12 14:15 | modify | 17 | 0.10 | 1.55103 | 1.55356 | 1.54381 | ||
66 | 2023.01.12 14:15 | modify | 16 | 0.10 | 1.55881 | 1.55356 | 1.54381 | ||
67 | 2023.01.12 14:20 | s/l | 16 | 0.10 | 1.55356 | 1.55356 | 1.54381 | 36.67 | 10432.28 |
68 | 2023.01.12 14:20 | s/l | 17 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -17.07 | 10415.21 |
69 | 2023.01.12 14:20 | s/l | 18 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -20.64 | 10394.57 |
70 | 2023.01.18 08:00 | buy | 19 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
71 | 2023.01.18 08:00 | modify | 19 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
72 | 2023.01.18 17:20 | buy | 20 | 0.10 | 1.55027 | 0.00000 | 0.00000 | ||
73 | 2023.01.18 17:20 | modify | 20 | 0.10 | 1.55027 | 1.54332 | 1.55757 | ||
74 | 2023.01.18 17:20 | modify | 19 | 0.10 | 1.54257 | 1.54332 | 1.55757 | ||
75 | 2023.01.18 17:30 | buy | 21 | 0.10 | 1.55109 | 0.00000 | 0.00000 | ||
76 | 2023.01.18 17:30 | modify | 21 | 0.10 | 1.55109 | 1.54782 | 1.55757 | ||
77 | 2023.01.18 17:30 | modify | 20 | 0.10 | 1.55027 | 1.54782 | 1.55757 | ||
78 | 2023.01.18 17:30 | modify | 19 | 0.10 | 1.54257 | 1.54782 | 1.55757 | ||
79 | 2023.01.18 19:20 | buy | 22 | 0.10 | 1.55397 | 0.00000 | 0.00000 | ||
80 | 2023.01.18 19:20 | modify | 22 | 0.10 | 1.55397 | 1.54782 | 1.55757 | ||
81 | 2023.01.19 00:20 | t/p | 19 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 99.06 | 10493.63 |
82 | 2023.01.19 00:20 | t/p | 20 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 47.20 | 10540.83 |
83 | 2023.01.19 00:20 | t/p | 21 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 41.68 | 10582.51 |
84 | 2023.01.19 00:20 | t/p | 22 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 22.28 | 10604.79 |
85 | 2023.01.25 12:00 | buy | 23 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
86 | 2023.01.25 12:00 | modify | 23 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
87 | 2023.01.31 03:30 | buy | 24 | 0.10 | 1.54167 | 0.00000 | 0.00000 | ||
88 | 2023.01.31 03:30 | modify | 24 | 0.10 | 1.54167 | 1.53486 | 1.54911 | ||
89 | 2023.01.31 03:30 | modify | 23 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
90 | 2023.01.31 03:40 | buy | 25 | 0.10 | 1.54237 | 0.00000 | 0.00000 | ||
91 | 2023.01.31 03:40 | modify | 25 | 0.10 | 1.54237 | 1.53936 | 1.54911 | ||
92 | 2023.01.31 03:40 | modify | 24 | 0.10 | 1.54167 | 1.53936 | 1.54911 | ||
93 | 2023.01.31 03:40 | modify | 23 | 0.10 | 1.53411 | 1.53936 | 1.54911 | ||
94 | 2023.01.31 10:10 | buy | 26 | 0.10 | 1.54563 | 0.00000 | 0.00000 | ||
95 | 2023.01.31 10:10 | modify | 26 | 0.10 | 1.54563 | 1.53936 | 1.54911 | ||
96 | 2023.01.31 10:40 | t/p | 23 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 97.11 | 10701.90 |
97 | 2023.01.31 10:40 | t/p | 24 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 50.11 | 10752.01 |
98 | 2023.01.31 10:40 | t/p | 25 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 45.40 | 10797.41 |
99 | 2023.01.31 10:40 | t/p | 26 | 0.10 | 1.54911 | 1.53936 | 1.54911 | 23.44 | 10820.85 |
100 | 2023.02.08 12:00 | buy | 27 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
101 | 2023.02.08 12:00 | modify | 27 | 0.10 | 1.54041 | 1.53141 | 1.55541 | ||
102 | 2023.02.08 17:40 | buy | 28 | 0.10 | 1.54816 | 0.00000 | 0.00000 | ||
103 | 2023.02.08 17:40 | modify | 28 | 0.10 | 1.54816 | 1.54116 | 1.55541 | ||
104 | 2023.02.08 17:40 | modify | 27 | 0.10 | 1.54041 | 1.54116 | 1.55541 | ||
105 | 2023.02.08 18:40 | buy | 29 | 0.10 | 1.54885 | 0.00000 | 0.00000 | ||
106 | 2023.02.08 18:40 | modify | 29 | 0.10 | 1.54885 | 1.54566 | 1.55541 | ||
107 | 2023.02.08 18:40 | modify | 28 | 0.10 | 1.54816 | 1.54566 | 1.55541 | ||
108 | 2023.02.08 18:40 | modify | 27 | 0.10 | 1.54041 | 1.54566 | 1.55541 | ||
109 | 2023.02.08 22:05 | s/l | 27 | 0.10 | 1.54566 | 1.54566 | 1.55541 | 35.36 | 10856.21 |
110 | 2023.02.08 22:05 | s/l | 28 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -16.84 | 10839.37 |
111 | 2023.02.08 22:05 | s/l | 29 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -21.48 | 10817.89 |
112 | 2023.02.27 08:00 | sell | 30 | 0.10 | 1.57061 | 0.00000 | 0.00000 | ||
113 | 2023.02.27 08:00 | modify | 30 | 0.10 | 1.57061 | 1.57961 | 1.55561 | ||
114 | 2023.02.28 08:06 | s/l | 30 | 0.10 | 1.57961 | 1.57961 | 1.55561 | -60.41 | 10757.49 |
115 | 2023.04.03 20:00 | buy | 31 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
116 | 2023.04.03 20:00 | modify | 31 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
117 | 2023.04.04 07:06 | buy | 32 | 0.10 | 1.61521 | 0.00000 | 0.00000 | ||
118 | 2023.04.04 07:06 | modify | 32 | 0.10 | 1.61521 | 1.61194 | 1.62169 | ||
119 | 2023.04.04 07:06 | modify | 31 | 0.10 | 1.60669 | 1.61194 | 1.62169 | ||
120 | 2023.04.04 09:45 | buy | 33 | 0.10 | 1.61808 | 0.00000 | 0.00000 | ||
121 | 2023.04.04 09:45 | modify | 33 | 0.10 | 1.61808 | 1.61194 | 1.62169 | ||
122 | 2023.04.04 14:30 | t/p | 31 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 100.37 | 10857.85 |
123 | 2023.04.04 14:30 | t/p | 32 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 43.64 | 10901.49 |
124 | 2023.04.04 14:30 | t/p | 33 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 24.31 | 10925.80 |
125 | 2023.04.06 20:00 | sell | 34 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
126 | 2023.04.06 20:00 | modify | 34 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
127 | 2023.04.13 17:10 | sell | 35 | 0.10 | 1.62860 | 0.00000 | 0.00000 | ||
128 | 2023.04.13 17:10 | modify | 35 | 0.10 | 1.62860 | 1.63171 | 1.62196 | ||
129 | 2023.04.13 17:10 | modify | 34 | 0.10 | 1.63696 | 1.63171 | 1.62196 | ||
130 | 2023.04.14 02:15 | sell | 36 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
131 | 2023.04.14 02:15 | modify | 36 | 0.10 | 1.62917 | 1.63621 | 1.62196 | ||
132 | 2023.04.14 02:20 | modify | 36 | 0.10 | 1.62917 | 1.63171 | 1.62196 | ||
133 | 2023.04.14 02:40 | s/l | 34 | 0.10 | 1.63171 | 1.63171 | 1.62196 | 37.92 | 10963.72 |
134 | 2023.04.14 02:40 | s/l | 35 | 0.10 | 1.63171 | 1.63171 | 1.62196 | -20.67 | 10943.06 |
135 | 2023.04.14 02:40 | s/l | 36 | 0.10 | 1.63171 | 1.63171 | 1.62196 | -17.13 | 10925.93 |
136 | 2023.04.24 08:00 | sell | 37 | 0.10 | 1.64367 | 0.00000 | 0.00000 | ||
137 | 2023.04.24 08:00 | modify | 37 | 0.10 | 1.64367 | 1.65267 | 1.62867 | ||
138 | 2023.04.25 01:40 | s/l | 37 | 0.10 | 1.65267 | 1.65267 | 1.62867 | -60.41 | 10865.52 |
139 | 2023.04.25 12:00 | sell | 38 | 0.10 | 1.65584 | 0.00000 | 0.00000 | ||
140 | 2023.04.25 12:00 | modify | 38 | 0.10 | 1.65584 | 1.66484 | 1.64084 | ||
141 | 2023.04.26 06:40 | s/l | 38 | 0.10 | 1.66484 | 1.66484 | 1.64084 | -60.41 | 10805.11 |
142 | 2023.05.29 16:00 | buy | 39 | 0.10 | 1.63816 | 0.00000 | 0.00000 | ||
143 | 2023.05.29 16:00 | modify | 39 | 0.10 | 1.63816 | 1.62916 | 1.65316 | ||
144 | 2023.05.30 14:00 | buy | 40 | 0.10 | 1.64578 | 0.00000 | 0.00000 | ||
145 | 2023.05.30 14:00 | modify | 40 | 0.10 | 1.64578 | 1.63891 | 1.65316 | ||
146 | 2023.05.30 14:00 | modify | 39 | 0.10 | 1.63816 | 1.63891 | 1.65316 | ||
147 | 2023.05.30 14:55 | buy | 41 | 0.10 | 1.64656 | 0.00000 | 0.00000 | ||
148 | 2023.05.30 14:55 | modify | 41 | 0.10 | 1.64656 | 1.64341 | 1.65316 | ||
149 | 2023.05.30 14:55 | modify | 40 | 0.10 | 1.64578 | 1.64341 | 1.65316 | ||
150 | 2023.05.30 14:55 | modify | 39 | 0.10 | 1.63816 | 1.64341 | 1.65316 | ||
151 | 2023.05.31 01:05 | s/l | 39 | 0.10 | 1.64341 | 1.64341 | 1.65316 | 34.05 | 10839.17 |
152 | 2023.05.31 01:05 | s/l | 40 | 0.10 | 1.64341 | 1.64341 | 1.65316 | -16.61 | 10822.55 |
153 | 2023.05.31 01:05 | s/l | 41 | 0.10 | 1.64341 | 1.64341 | 1.65316 | -21.86 | 10800.69 |