Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 5.61 | Gross profit | 902.37 | Gross loss | -896.76 |
Profit factor | 1.01 | Expected payoff | 0.27 | ||
Absolute drawdown | 104.90 | Maximal drawdown | 448.74 (4.32%) | Relative drawdown | 4.32% (448.74) |
Total trades | 21 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) | ||
Largest | profit trade | 111.13 | loss trade | -104.92 | |
Average | profit trade | 90.24 | loss trade | -81.52 | |
Maximum | consecutive wins (profit in money) | 4 (440.85) | consecutive losses (loss in money) | 3 (-307.37) | |
Maximal | consecutive profit (count of wins) | 440.85 (4) | consecutive loss (count of losses) | -307.37 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 0.69379 | 0.00000 | 0.00000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 0.69379 | 0.68379 | 0.70479 | ||
3 | 2022.08.08 16:00 | buy | 2 | 0.10 | 0.69929 | 0.00000 | 0.00000 | ||
4 | 2022.08.08 16:00 | modify | 2 | 0.10 | 0.69929 | 0.69489 | 0.70479 | ||
5 | 2022.08.08 16:00 | buy | 3 | 0.10 | 0.69929 | 0.00000 | 0.00000 | ||
6 | 2022.08.08 16:00 | modify | 3 | 0.10 | 0.69929 | 0.69654 | 0.70479 | ||
7 | 2022.08.08 16:00 | modify | 1 | 0.10 | 0.69379 | 0.69654 | 0.70479 | ||
8 | 2022.08.08 20:00 | modify | 2 | 0.10 | 0.69929 | 0.69654 | 0.70479 | ||
9 | 2022.08.09 08:00 | s/l | 1 | 0.10 | 0.69654 | 0.69654 | 0.70479 | 24.85 | 10024.85 |
10 | 2022.08.09 08:00 | s/l | 2 | 0.10 | 0.69654 | 0.69654 | 0.70479 | -27.88 | 9996.97 |
11 | 2022.08.09 08:00 | s/l | 3 | 0.10 | 0.69654 | 0.69654 | 0.70479 | -27.88 | 9969.09 |
12 | 2022.08.10 20:00 | sell | 4 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
13 | 2022.08.10 20:00 | modify | 4 | 0.10 | 0.70801 | 0.71801 | 0.69701 | ||
14 | 2022.08.15 20:00 | sell | 5 | 0.10 | 0.70229 | 0.00000 | 0.00000 | ||
15 | 2022.08.15 20:00 | modify | 5 | 0.10 | 0.70229 | 0.70691 | 0.69701 | ||
16 | 2022.08.15 20:00 | sell | 6 | 0.10 | 0.70229 | 0.00000 | 0.00000 | ||
17 | 2022.08.15 20:00 | modify | 6 | 0.10 | 0.70229 | 0.70526 | 0.69701 | ||
18 | 2022.08.15 20:00 | modify | 4 | 0.10 | 0.70801 | 0.70526 | 0.69701 | ||
19 | 2022.08.16 00:00 | modify | 5 | 0.10 | 0.70229 | 0.70526 | 0.69701 | ||
20 | 2022.08.17 12:00 | t/p | 4 | 0.10 | 0.69701 | 0.70526 | 0.69701 | 111.13 | 10080.22 |
21 | 2022.08.17 12:00 | t/p | 5 | 0.10 | 0.69701 | 0.70526 | 0.69701 | 53.12 | 10133.34 |
22 | 2022.08.17 12:00 | t/p | 6 | 0.10 | 0.69701 | 0.70526 | 0.69701 | 53.12 | 10186.46 |
23 | 2022.09.26 08:00 | buy | 7 | 0.10 | 0.65062 | 0.00000 | 0.00000 | ||
24 | 2022.09.26 08:00 | modify | 7 | 0.10 | 0.65062 | 0.64062 | 0.66162 | ||
25 | 2022.09.28 04:00 | s/l | 7 | 0.10 | 0.64062 | 0.64062 | 0.66162 | -100.76 | 10085.71 |
26 | 2022.10.10 12:00 | buy | 8 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
27 | 2022.10.10 12:00 | modify | 8 | 0.10 | 0.63168 | 0.62168 | 0.64268 | ||
28 | 2022.10.13 16:00 | s/l | 8 | 0.10 | 0.62168 | 0.62168 | 0.64268 | -101.89 | 9983.81 |
29 | 2022.10.26 20:00 | sell | 9 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
30 | 2022.10.26 20:00 | modify | 9 | 0.10 | 0.64896 | 0.65896 | 0.63796 | ||
31 | 2022.10.31 16:00 | t/p | 9 | 0.10 | 0.63796 | 0.65896 | 0.63796 | 110.81 | 10094.62 |
32 | 2022.11.10 20:00 | sell | 10 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
33 | 2022.11.10 20:00 | modify | 10 | 0.10 | 0.65913 | 0.66913 | 0.64813 | ||
34 | 2022.11.11 16:00 | s/l | 10 | 0.10 | 0.66913 | 0.66913 | 0.64813 | -99.84 | 9994.78 |
35 | 2022.11.13 20:00 | sell | 11 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
36 | 2022.11.13 20:00 | modify | 11 | 0.10 | 0.66994 | 0.67994 | 0.65894 | ||
37 | 2022.11.15 16:00 | s/l | 11 | 0.10 | 0.67994 | 0.67994 | 0.65894 | -99.68 | 9895.10 |
38 | 2022.11.21 20:00 | buy | 12 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
39 | 2022.11.21 20:00 | modify | 12 | 0.10 | 0.66006 | 0.65006 | 0.67106 | ||
40 | 2022.11.23 16:00 | t/p | 12 | 0.10 | 0.67106 | 0.65006 | 0.67106 | 109.24 | 10004.35 |
41 | 2023.01.18 12:00 | sell | 13 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
42 | 2023.01.18 12:00 | modify | 13 | 0.10 | 0.70178 | 0.71178 | 0.69078 | ||
43 | 2023.01.19 04:00 | t/p | 13 | 0.10 | 0.69078 | 0.71178 | 0.69078 | 110.48 | 10114.83 |
44 | 2023.01.25 08:00 | sell | 14 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
45 | 2023.01.25 08:00 | modify | 14 | 0.10 | 0.70986 | 0.71986 | 0.69886 | ||
46 | 2023.01.31 12:00 | t/p | 14 | 0.10 | 0.69886 | 0.71986 | 0.69886 | 110.97 | 10225.80 |
47 | 2023.02.02 04:00 | sell | 15 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
48 | 2023.02.02 04:00 | modify | 15 | 0.10 | 0.71422 | 0.72422 | 0.70322 | ||
49 | 2023.02.03 16:00 | t/p | 15 | 0.10 | 0.70322 | 0.72422 | 0.70322 | 110.16 | 10335.96 |
50 | 2023.02.06 04:00 | buy | 16 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
51 | 2023.02.06 04:00 | modify | 16 | 0.10 | 0.69280 | 0.68280 | 0.70380 | ||
52 | 2023.02.17 12:00 | s/l | 16 | 0.10 | 0.68280 | 0.68280 | 0.70380 | -104.92 | 10231.03 |
53 | 2023.02.24 20:00 | buy | 17 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
54 | 2023.02.24 20:00 | modify | 17 | 0.10 | 0.67288 | 0.66288 | 0.68388 | ||
55 | 2023.03.07 16:00 | s/l | 17 | 0.10 | 0.66288 | 0.66288 | 0.68388 | -103.41 | 10127.62 |
56 | 2023.05.02 12:00 | sell | 18 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
57 | 2023.05.02 12:00 | modify | 18 | 0.10 | 0.67005 | 0.68005 | 0.65905 | ||
58 | 2023.05.08 16:00 | s/l | 18 | 0.10 | 0.68005 | 0.68005 | 0.65905 | -99.03 | 10028.59 |
59 | 2023.05.31 12:00 | buy | 19 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
60 | 2023.05.31 12:00 | modify | 19 | 0.10 | 0.64795 | 0.63795 | 0.65895 | ||
61 | 2023.06.02 04:00 | t/p | 19 | 0.10 | 0.65895 | 0.63795 | 0.65895 | 108.48 | 10137.08 |
62 | 2023.06.02 08:00 | sell | 20 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
63 | 2023.06.02 08:00 | modify | 20 | 0.10 | 0.66099 | 0.67099 | 0.64999 | ||
64 | 2023.06.07 16:00 | s/l | 20 | 0.10 | 0.67099 | 0.67099 | 0.64999 | -99.52 | 10037.56 |
65 | 2023.06.23 16:00 | buy | 21 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
66 | 2023.06.23 16:00 | modify | 21 | 0.10 | 0.66887 | 0.65887 | 0.67987 | ||
67 | 2023.06.30 23:59 | close at stop | 21 | 0.10 | 0.66594 | 0.65887 | 0.67987 | -31.95 | 10005.61 |