Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=5; 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 | 80003 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 892.83 | Gross profit | 1038.40 | Gross loss | -145.57 |
Profit factor | 7.13 | Expected payoff | 30.79 | ||
Absolute drawdown | 15.29 | Maximal drawdown | 112.20 (1.11%) | Relative drawdown | 1.11% (112.20) |
Total trades | 29 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 19 (68.42%) |
Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
Largest | profit trade | 86.94 | loss trade | -26.65 | |
Average | profit trade | 51.92 | loss trade | -16.17 | |
Maximum | consecutive wins (profit in money) | 11 (585.82) | consecutive losses (loss in money) | 3 (-35.78) | |
Maximal | consecutive profit (count of wins) | 585.82 (11) | consecutive loss (count of losses) | -53.01 (2) | |
Average | consecutive wins | 5 | 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 | 1.45511 | 1.47211 | ||
3 | 2022.07.27 01:55 | buy | 2 | 0.10 | 1.46497 | 0.00000 | 0.00000 | ||
4 | 2022.07.27 01:55 | modify | 2 | 0.10 | 1.46497 | 1.46301 | 1.47211 | ||
5 | 2022.07.27 01:55 | buy | 3 | 0.10 | 1.46497 | 0.00000 | 0.00000 | ||
6 | 2022.07.27 01:55 | modify | 3 | 0.10 | 1.46497 | 1.46301 | 1.47211 | ||
7 | 2022.07.27 01:55 | modify | 1 | 0.10 | 1.45911 | 1.46301 | 1.47211 | ||
8 | 2022.07.27 02:30 | buy | 4 | 0.10 | 1.46641 | 0.00000 | 0.00000 | ||
9 | 2022.07.27 02:30 | modify | 4 | 0.10 | 1.46641 | 1.46366 | 1.47211 | ||
10 | 2022.07.27 02:30 | modify | 3 | 0.10 | 1.46497 | 1.46366 | 1.47211 | ||
11 | 2022.07.27 02:30 | modify | 2 | 0.10 | 1.46497 | 1.46366 | 1.47211 | ||
12 | 2022.07.27 02:30 | modify | 1 | 0.10 | 1.45911 | 1.46366 | 1.47211 | ||
13 | 2022.07.27 04:40 | s/l | 1 | 0.10 | 1.46366 | 1.46366 | 1.47211 | 29.69 | 10029.69 |
14 | 2022.07.27 04:40 | s/l | 2 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -8.73 | 10020.96 |
15 | 2022.07.27 04:40 | s/l | 3 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -8.73 | 10012.23 |
16 | 2022.07.27 04:40 | s/l | 4 | 0.10 | 1.46366 | 1.46366 | 1.47211 | -18.32 | 9993.91 |
17 | 2022.09.09 20:00 | buy | 5 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
18 | 2022.09.09 20:00 | modify | 5 | 0.10 | 1.46796 | 1.46396 | 1.48096 | ||
19 | 2022.09.12 01:33 | buy | 6 | 0.10 | 1.47385 | 0.00000 | 0.00000 | ||
20 | 2022.09.12 01:33 | modify | 6 | 0.10 | 1.47385 | 1.47186 | 1.48096 | ||
21 | 2022.09.12 01:33 | buy | 7 | 0.10 | 1.47385 | 0.00000 | 0.00000 | ||
22 | 2022.09.12 01:33 | modify | 7 | 0.10 | 1.47385 | 1.47186 | 1.48096 | ||
23 | 2022.09.12 01:33 | modify | 5 | 0.10 | 1.46796 | 1.47186 | 1.48096 | ||
24 | 2022.09.12 02:20 | buy | 8 | 0.10 | 1.47537 | 0.00000 | 0.00000 | ||
25 | 2022.09.12 02:20 | modify | 8 | 0.10 | 1.47537 | 1.47251 | 1.48096 | ||
26 | 2022.09.12 02:20 | modify | 7 | 0.10 | 1.47385 | 1.47251 | 1.48096 | ||
27 | 2022.09.12 02:20 | modify | 6 | 0.10 | 1.47385 | 1.47251 | 1.48096 | ||
28 | 2022.09.12 02:20 | modify | 5 | 0.10 | 1.46796 | 1.47251 | 1.48096 | ||
29 | 2022.09.12 07:40 | t/p | 5 | 0.10 | 1.48096 | 1.47251 | 1.48096 | 86.00 | 10079.90 |
30 | 2022.09.12 07:40 | t/p | 6 | 0.10 | 1.48096 | 1.47251 | 1.48096 | 47.38 | 10127.28 |
31 | 2022.09.12 07:40 | t/p | 7 | 0.10 | 1.48096 | 1.47251 | 1.48096 | 47.38 | 10174.66 |
32 | 2022.09.12 07:40 | t/p | 8 | 0.10 | 1.48096 | 1.47251 | 1.48096 | 37.25 | 10211.91 |
33 | 2022.10.04 20:00 | sell | 9 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
34 | 2022.10.04 20:00 | modify | 9 | 0.10 | 1.53612 | 1.54012 | 1.52312 | ||
35 | 2022.10.05 14:50 | sell | 10 | 0.10 | 1.52883 | 0.00000 | 0.00000 | ||
36 | 2022.10.05 14:50 | modify | 10 | 0.10 | 1.52883 | 1.53157 | 1.52312 | ||
37 | 2022.10.05 14:50 | modify | 9 | 0.10 | 1.53612 | 1.53157 | 1.52312 | ||
38 | 2022.10.05 18:30 | t/p | 9 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 86.94 | 10298.86 |
39 | 2022.10.05 18:30 | t/p | 10 | 0.10 | 1.52312 | 1.53157 | 1.52312 | 38.05 | 10336.91 |
40 | 2022.11.10 08:00 | sell | 11 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
41 | 2022.11.10 08:00 | modify | 11 | 0.10 | 1.56174 | 1.56574 | 1.54874 | ||
42 | 2022.11.10 10:50 | sell | 12 | 0.10 | 1.55447 | 0.00000 | 0.00000 | ||
43 | 2022.11.10 10:50 | modify | 12 | 0.10 | 1.55447 | 1.55719 | 1.54874 | ||
44 | 2022.11.10 10:50 | modify | 11 | 0.10 | 1.56174 | 1.55719 | 1.54874 | ||
45 | 2022.11.10 12:10 | sell | 13 | 0.10 | 1.55562 | 0.00000 | 0.00000 | ||
46 | 2022.11.10 12:10 | modify | 13 | 0.10 | 1.55562 | 1.55784 | 1.54874 | ||
47 | 2022.11.10 12:10 | sell | 14 | 0.10 | 1.55562 | 0.00000 | 0.00000 | ||
48 | 2022.11.10 12:10 | modify | 14 | 0.10 | 1.55562 | 1.55784 | 1.54874 | ||
49 | 2022.11.10 12:15 | modify | 14 | 0.10 | 1.55562 | 1.55719 | 1.54874 | ||
50 | 2022.11.10 12:15 | modify | 13 | 0.10 | 1.55562 | 1.55719 | 1.54874 | ||
51 | 2022.11.10 13:30 | t/p | 11 | 0.10 | 1.54874 | 1.55719 | 1.54874 | 86.64 | 10423.55 |
52 | 2022.11.10 13:30 | t/p | 12 | 0.10 | 1.54874 | 1.55719 | 1.54874 | 38.19 | 10461.74 |
53 | 2022.11.10 13:30 | t/p | 13 | 0.10 | 1.54874 | 1.55719 | 1.54874 | 45.85 | 10507.59 |
54 | 2022.11.10 13:30 | t/p | 14 | 0.10 | 1.54874 | 1.55719 | 1.54874 | 45.85 | 10553.44 |
55 | 2023.01.10 16:00 | sell | 15 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
56 | 2023.01.10 16:00 | modify | 15 | 0.10 | 1.55881 | 1.56281 | 1.54581 | ||
57 | 2023.01.11 09:40 | sell | 16 | 0.10 | 1.55275 | 0.00000 | 0.00000 | ||
58 | 2023.01.11 09:40 | modify | 16 | 0.10 | 1.55275 | 1.55491 | 1.54581 | ||
59 | 2023.01.11 09:40 | sell | 17 | 0.10 | 1.55275 | 0.00000 | 0.00000 | ||
60 | 2023.01.11 09:40 | modify | 17 | 0.10 | 1.55275 | 1.55491 | 1.54581 | ||
61 | 2023.01.11 09:40 | modify | 15 | 0.10 | 1.55881 | 1.55491 | 1.54581 | ||
62 | 2023.01.11 10:20 | s/l | 15 | 0.10 | 1.55491 | 1.55491 | 1.54581 | 26.29 | 10579.73 |
63 | 2023.01.11 10:20 | s/l | 16 | 0.10 | 1.55491 | 1.55491 | 1.54581 | -14.40 | 10565.33 |
64 | 2023.01.11 10:20 | s/l | 17 | 0.10 | 1.55491 | 1.55491 | 1.54581 | -14.40 | 10550.93 |
65 | 2023.01.18 08:00 | buy | 18 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
66 | 2023.01.18 08:00 | modify | 18 | 0.10 | 1.54257 | 1.53857 | 1.55557 | ||
67 | 2023.01.18 16:30 | buy | 19 | 0.10 | 1.54843 | 0.00000 | 0.00000 | ||
68 | 2023.01.18 16:30 | modify | 19 | 0.10 | 1.54843 | 1.54647 | 1.55557 | ||
69 | 2023.01.18 16:30 | buy | 20 | 0.10 | 1.54843 | 0.00000 | 0.00000 | ||
70 | 2023.01.18 16:30 | modify | 20 | 0.10 | 1.54843 | 1.54647 | 1.55557 | ||
71 | 2023.01.18 16:30 | modify | 18 | 0.10 | 1.54257 | 1.54647 | 1.55557 | ||
72 | 2023.01.18 16:40 | buy | 21 | 0.10 | 1.54995 | 0.00000 | 0.00000 | ||
73 | 2023.01.18 16:40 | modify | 21 | 0.10 | 1.54995 | 1.54712 | 1.55557 | ||
74 | 2023.01.18 16:40 | modify | 20 | 0.10 | 1.54843 | 1.54712 | 1.55557 | ||
75 | 2023.01.18 16:40 | modify | 19 | 0.10 | 1.54843 | 1.54712 | 1.55557 | ||
76 | 2023.01.18 16:40 | modify | 18 | 0.10 | 1.54257 | 1.54712 | 1.55557 | ||
77 | 2023.01.18 20:40 | t/p | 18 | 0.10 | 1.55557 | 1.54712 | 1.55557 | 86.62 | 10637.55 |
78 | 2023.01.18 20:40 | t/p | 19 | 0.10 | 1.55557 | 1.54712 | 1.55557 | 47.58 | 10685.13 |
79 | 2023.01.18 20:40 | t/p | 20 | 0.10 | 1.55557 | 1.54712 | 1.55557 | 47.58 | 10732.71 |
80 | 2023.01.18 20:40 | t/p | 21 | 0.10 | 1.55557 | 1.54712 | 1.55557 | 37.45 | 10770.16 |
81 | 2023.01.25 12:00 | buy | 22 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
82 | 2023.01.25 12:00 | modify | 22 | 0.10 | 1.53411 | 1.53011 | 1.54711 | ||
83 | 2023.01.25 14:50 | buy | 23 | 0.10 | 1.54011 | 0.00000 | 0.00000 | ||
84 | 2023.01.25 14:50 | modify | 23 | 0.10 | 1.54011 | 1.53801 | 1.54711 | ||
85 | 2023.01.25 14:50 | buy | 24 | 0.10 | 1.54011 | 0.00000 | 0.00000 | ||
86 | 2023.01.25 14:50 | modify | 24 | 0.10 | 1.54011 | 1.53801 | 1.54711 | ||
87 | 2023.01.25 14:50 | modify | 22 | 0.10 | 1.53411 | 1.53801 | 1.54711 | ||
88 | 2023.01.25 16:40 | s/l | 22 | 0.10 | 1.53801 | 1.53801 | 1.54711 | 25.99 | 10796.15 |
89 | 2023.01.25 16:40 | s/l | 23 | 0.10 | 1.53801 | 1.53801 | 1.54711 | -13.99 | 10782.16 |
90 | 2023.01.25 16:40 | s/l | 24 | 0.10 | 1.53801 | 1.53801 | 1.54711 | -13.99 | 10768.17 |
91 | 2023.04.03 20:00 | buy | 25 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
92 | 2023.04.03 20:00 | modify | 25 | 0.10 | 1.60669 | 1.60269 | 1.61969 | ||
93 | 2023.04.04 06:50 | buy | 26 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
94 | 2023.04.04 06:50 | modify | 26 | 0.10 | 1.61281 | 1.61059 | 1.61969 | ||
95 | 2023.04.04 06:50 | buy | 27 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
96 | 2023.04.04 06:50 | modify | 27 | 0.10 | 1.61281 | 1.61059 | 1.61969 | ||
97 | 2023.04.04 06:50 | modify | 25 | 0.10 | 1.60669 | 1.61059 | 1.61969 | ||
98 | 2023.04.04 08:40 | t/p | 25 | 0.10 | 1.61969 | 1.61059 | 1.61969 | 85.99 | 10854.16 |
99 | 2023.04.04 08:40 | t/p | 26 | 0.10 | 1.61969 | 1.61059 | 1.61969 | 45.84 | 10900.00 |
100 | 2023.04.04 08:40 | t/p | 27 | 0.10 | 1.61969 | 1.61059 | 1.61969 | 45.84 | 10945.84 |
101 | 2023.06.02 08:00 | buy | 28 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
102 | 2023.06.02 08:00 | modify | 28 | 0.10 | 1.62825 | 1.62425 | 1.64125 | ||
103 | 2023.06.02 09:30 | s/l | 28 | 0.10 | 1.62425 | 1.62425 | 1.64125 | -26.65 | 10919.19 |
104 | 2023.06.20 16:00 | sell | 29 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
105 | 2023.06.20 16:00 | modify | 29 | 0.10 | 1.61018 | 1.61418 | 1.59718 | ||
106 | 2023.06.21 07:40 | s/l | 29 | 0.10 | 1.61418 | 1.61418 | 1.59718 | -26.36 | 10892.83 |