Symbol | EURAUD (Euro vs Australian 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 40 | ||
Total net profit | 633.87 | Gross profit | 952.17 | Gross loss | -318.30 |
Profit factor | 2.99 | Expected payoff | 22.64 | ||
Absolute drawdown | 47.99 | Maximal drawdown | 273.40 (2.58%) | Relative drawdown | 2.58% (273.40) |
Total trades | 28 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
Largest | profit trade | 90.21 | loss trade | -89.52 | |
Average | profit trade | 52.90 | loss trade | -31.83 | |
Maximum | consecutive wins (profit in money) | 8 (546.91) | consecutive losses (loss in money) | 2 (-112.12) | |
Maximal | consecutive profit (count of wins) | 546.91 (8) | consecutive loss (count of losses) | -112.12 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.14 12:00 | sell | 1 | 0.10 | 1.51698 | 0.00000 | 0.00000 | ||
2 | 2022.06.14 12:00 | modify | 1 | 0.10 | 1.51698 | 1.52998 | 1.50398 | ||
3 | 2022.06.14 16:00 | sell | 2 | 0.10 | 1.51216 | 0.00000 | 0.00000 | ||
4 | 2022.06.14 16:00 | modify | 2 | 0.10 | 1.51216 | 1.51503 | 1.50398 | ||
5 | 2022.06.14 16:00 | modify | 1 | 0.10 | 1.51698 | 1.51503 | 1.50398 | ||
6 | 2022.06.14 20:00 | s/l | 1 | 0.10 | 1.51503 | 1.51503 | 1.50398 | 13.16 | 10013.16 |
7 | 2022.06.14 20:00 | s/l | 2 | 0.10 | 1.51503 | 1.51503 | 1.50398 | -19.36 | 9993.80 |
8 | 2022.06.17 16:00 | sell | 3 | 0.10 | 1.51299 | 0.00000 | 0.00000 | ||
9 | 2022.06.17 16:00 | modify | 3 | 0.10 | 1.51299 | 1.52599 | 1.49999 | ||
10 | 2022.06.20 12:00 | sell | 4 | 0.10 | 1.50627 | 0.00000 | 0.00000 | ||
11 | 2022.06.20 12:00 | modify | 4 | 0.10 | 1.50627 | 1.50844 | 1.49999 | ||
12 | 2022.06.20 12:00 | modify | 3 | 0.10 | 1.51299 | 1.50844 | 1.49999 | ||
13 | 2022.06.20 16:00 | s/l | 3 | 0.10 | 1.50844 | 1.50844 | 1.49999 | 31.01 | 10024.81 |
14 | 2022.06.20 16:00 | s/l | 4 | 0.10 | 1.50844 | 1.50844 | 1.49999 | -14.64 | 10010.17 |
15 | 2022.07.01 04:00 | sell | 5 | 0.10 | 1.53017 | 0.00000 | 0.00000 | ||
16 | 2022.07.01 04:00 | modify | 5 | 0.10 | 1.53017 | 1.54317 | 1.51717 | ||
17 | 2022.07.04 20:00 | t/p | 5 | 0.10 | 1.51717 | 1.54317 | 1.51717 | 88.01 | 10098.19 |
18 | 2022.08.02 08:00 | sell | 6 | 0.10 | 1.47593 | 0.00000 | 0.00000 | ||
19 | 2022.08.02 08:00 | modify | 6 | 0.10 | 1.47593 | 1.48893 | 1.46293 | ||
20 | 2022.08.03 08:00 | sell | 7 | 0.10 | 1.46861 | 0.00000 | 0.00000 | ||
21 | 2022.08.03 08:00 | modify | 7 | 0.10 | 1.46861 | 1.47203 | 1.46293 | ||
22 | 2022.08.03 08:00 | modify | 6 | 0.10 | 1.47593 | 1.47203 | 1.46293 | ||
23 | 2022.08.03 20:00 | t/p | 6 | 0.10 | 1.46293 | 1.47203 | 1.46293 | 88.01 | 10186.20 |
24 | 2022.08.03 20:00 | t/p | 7 | 0.10 | 1.46293 | 1.47203 | 1.46293 | 38.32 | 10224.52 |
25 | 2022.08.17 16:00 | sell | 8 | 0.10 | 1.46973 | 0.00000 | 0.00000 | ||
26 | 2022.08.17 16:00 | modify | 8 | 0.10 | 1.46973 | 1.48273 | 1.45673 | ||
27 | 2022.08.22 04:00 | t/p | 8 | 0.10 | 1.45673 | 1.48273 | 1.45673 | 89.26 | 10313.78 |
28 | 2022.09.30 20:00 | sell | 9 | 0.10 | 1.53218 | 0.00000 | 0.00000 | ||
29 | 2022.09.30 20:00 | modify | 9 | 0.10 | 1.53218 | 1.54518 | 1.51918 | ||
30 | 2022.10.03 04:00 | sell | 10 | 0.10 | 1.52488 | 0.00000 | 0.00000 | ||
31 | 2022.10.03 04:00 | modify | 10 | 0.10 | 1.52488 | 1.52828 | 1.51918 | ||
32 | 2022.10.03 04:00 | modify | 9 | 0.10 | 1.53218 | 1.52828 | 1.51918 | ||
33 | 2022.10.03 12:00 | t/p | 9 | 0.10 | 1.51918 | 1.52828 | 1.51918 | 88.01 | 10401.79 |
34 | 2022.10.03 12:00 | t/p | 10 | 0.10 | 1.51918 | 1.52828 | 1.51918 | 38.45 | 10440.24 |
35 | 2022.10.13 16:00 | sell | 11 | 0.10 | 1.55635 | 0.00000 | 0.00000 | ||
36 | 2022.10.13 16:00 | modify | 11 | 0.10 | 1.55635 | 1.56935 | 1.54335 | ||
37 | 2022.10.21 20:00 | t/p | 11 | 0.10 | 1.54335 | 1.56935 | 1.54335 | 90.21 | 10530.45 |
38 | 2022.10.24 16:00 | sell | 12 | 0.10 | 1.56479 | 0.00000 | 0.00000 | ||
39 | 2022.10.24 16:00 | modify | 12 | 0.10 | 1.56479 | 1.57779 | 1.55179 | ||
40 | 2022.10.25 08:00 | sell | 13 | 0.10 | 1.55754 | 0.00000 | 0.00000 | ||
41 | 2022.10.25 08:00 | modify | 13 | 0.10 | 1.55754 | 1.56089 | 1.55179 | ||
42 | 2022.10.25 08:00 | modify | 12 | 0.10 | 1.56479 | 1.56089 | 1.55179 | ||
43 | 2022.10.25 12:00 | s/l | 12 | 0.10 | 1.56089 | 1.56089 | 1.55179 | 26.63 | 10557.09 |
44 | 2022.10.25 12:00 | s/l | 13 | 0.10 | 1.56089 | 1.56089 | 1.55179 | -22.60 | 10534.49 |
45 | 2022.11.10 16:00 | buy | 14 | 0.10 | 1.54374 | 0.00000 | 0.00000 | ||
46 | 2022.11.10 16:00 | modify | 14 | 0.10 | 1.54374 | 1.53074 | 1.55674 | ||
47 | 2022.11.15 16:00 | s/l | 14 | 0.10 | 1.53074 | 1.53074 | 1.55674 | -89.52 | 10444.97 |
48 | 2022.11.28 12:00 | sell | 15 | 0.10 | 1.56053 | 0.00000 | 0.00000 | ||
49 | 2022.11.28 12:00 | modify | 15 | 0.10 | 1.56053 | 1.57353 | 1.54753 | ||
50 | 2022.11.28 16:00 | sell | 16 | 0.10 | 1.55402 | 0.00000 | 0.00000 | ||
51 | 2022.11.28 16:00 | modify | 16 | 0.10 | 1.55402 | 1.55598 | 1.54753 | ||
52 | 2022.11.28 16:00 | modify | 15 | 0.10 | 1.56053 | 1.55598 | 1.54753 | ||
53 | 2022.11.28 20:00 | s/l | 15 | 0.10 | 1.55598 | 1.55598 | 1.54753 | 30.70 | 10475.67 |
54 | 2022.11.28 20:00 | s/l | 16 | 0.10 | 1.55598 | 1.55598 | 1.54753 | -13.22 | 10462.45 |
55 | 2022.12.05 20:00 | sell | 17 | 0.10 | 1.56671 | 0.00000 | 0.00000 | ||
56 | 2022.12.05 20:00 | modify | 17 | 0.10 | 1.56671 | 1.57971 | 1.55371 | ||
57 | 2022.12.07 08:00 | sell | 18 | 0.10 | 1.56210 | 0.00000 | 0.00000 | ||
58 | 2022.12.07 08:00 | modify | 18 | 0.10 | 1.56210 | 1.56476 | 1.55371 | ||
59 | 2022.12.07 08:00 | modify | 17 | 0.10 | 1.56671 | 1.56476 | 1.55371 | ||
60 | 2022.12.07 12:00 | s/l | 17 | 0.10 | 1.56476 | 1.56476 | 1.55371 | 13.79 | 10476.23 |
61 | 2022.12.07 12:00 | s/l | 18 | 0.10 | 1.56476 | 1.56476 | 1.55371 | -17.94 | 10458.29 |
62 | 2022.12.15 16:00 | sell | 19 | 0.10 | 1.58382 | 0.00000 | 0.00000 | ||
63 | 2022.12.15 16:00 | modify | 19 | 0.10 | 1.58382 | 1.59682 | 1.57082 | ||
64 | 2022.12.20 08:00 | s/l | 19 | 0.10 | 1.59682 | 1.59682 | 1.57082 | -86.77 | 10371.52 |
65 | 2023.01.04 08:00 | buy | 20 | 0.10 | 1.54861 | 0.00000 | 0.00000 | ||
66 | 2023.01.04 08:00 | modify | 20 | 0.10 | 1.54861 | 1.53561 | 1.56161 | ||
67 | 2023.01.05 00:00 | buy | 21 | 0.10 | 1.55340 | 0.00000 | 0.00000 | ||
68 | 2023.01.05 00:00 | modify | 21 | 0.10 | 1.55340 | 1.55056 | 1.56161 | ||
69 | 2023.01.05 00:00 | modify | 20 | 0.10 | 1.54861 | 1.55056 | 1.56161 | ||
70 | 2023.01.05 16:00 | s/l | 20 | 0.10 | 1.55056 | 1.55056 | 1.56161 | 11.17 | 10382.69 |
71 | 2023.01.05 16:00 | s/l | 21 | 0.10 | 1.55056 | 1.55056 | 1.56161 | -19.13 | 10363.56 |
72 | 2023.01.19 04:00 | sell | 22 | 0.10 | 1.56376 | 0.00000 | 0.00000 | ||
73 | 2023.01.19 04:00 | modify | 22 | 0.10 | 1.56376 | 1.57676 | 1.55076 | ||
74 | 2023.01.20 20:00 | sell | 23 | 0.10 | 1.55715 | 0.00000 | 0.00000 | ||
75 | 2023.01.20 20:00 | modify | 23 | 0.10 | 1.55715 | 1.55921 | 1.55076 | ||
76 | 2023.01.20 20:00 | modify | 22 | 0.10 | 1.56376 | 1.55921 | 1.55076 | ||
77 | 2023.01.22 20:00 | s/l | 22 | 0.10 | 1.55921 | 1.55921 | 1.55076 | 31.01 | 10394.57 |
78 | 2023.01.22 20:00 | s/l | 23 | 0.10 | 1.55921 | 1.55921 | 1.55076 | -13.90 | 10380.67 |
79 | 2023.02.03 16:00 | sell | 24 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
80 | 2023.02.03 16:00 | modify | 24 | 0.10 | 1.55647 | 1.56947 | 1.54347 | ||
81 | 2023.02.07 20:00 | t/p | 24 | 0.10 | 1.54347 | 1.56947 | 1.54347 | 88.33 | 10469.00 |
82 | 2023.03.15 16:00 | buy | 25 | 0.10 | 1.59386 | 0.00000 | 0.00000 | ||
83 | 2023.03.15 16:00 | modify | 25 | 0.10 | 1.59386 | 1.58086 | 1.60686 | ||
84 | 2023.03.15 20:00 | buy | 26 | 0.10 | 1.59867 | 0.00000 | 0.00000 | ||
85 | 2023.03.15 20:00 | modify | 26 | 0.10 | 1.59867 | 1.59581 | 1.60686 | ||
86 | 2023.03.15 20:00 | modify | 25 | 0.10 | 1.59386 | 1.59581 | 1.60686 | ||
87 | 2023.03.16 04:00 | s/l | 25 | 0.10 | 1.59581 | 1.59581 | 1.60686 | 11.17 | 10480.17 |
88 | 2023.03.16 04:00 | s/l | 26 | 0.10 | 1.59581 | 1.59581 | 1.60686 | -21.22 | 10458.95 |
89 | 2023.03.21 16:00 | sell | 27 | 0.10 | 1.61892 | 0.00000 | 0.00000 | ||
90 | 2023.03.21 16:00 | modify | 27 | 0.10 | 1.61892 | 1.63192 | 1.60592 | ||
91 | 2023.03.22 08:00 | t/p | 27 | 0.10 | 1.60592 | 1.63192 | 1.60592 | 88.01 | 10546.96 |
92 | 2023.05.02 08:00 | buy | 28 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
93 | 2023.05.02 08:00 | modify | 28 | 0.10 | 1.63957 | 1.62657 | 1.65257 | ||
94 | 2023.05.03 00:00 | t/p | 28 | 0.10 | 1.65257 | 1.62657 | 1.65257 | 86.91 | 10633.87 |