Symbol | EURAUD (Euro vs Australian 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=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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 190.45 | Gross profit | 836.28 | Gross loss | -645.83 |
Profit factor | 1.29 | Expected payoff | 5.29 | ||
Absolute drawdown | 55.58 | Maximal drawdown | 375.28 (3.55%) | Relative drawdown | 3.55% (375.28) |
Total trades | 36 | Short positions (won %) | 25 (28.00%) | Long positions (won %) | 11 (36.36%) |
Profit trades (% of total) | 11 (30.56%) | Loss trades (% of total) | 25 (69.44%) | ||
Largest | profit trade | 100.33 | loss trade | -31.68 | |
Average | profit trade | 76.03 | loss trade | -25.83 | |
Maximum | consecutive wins (profit in money) | 4 (339.69) | consecutive losses (loss in money) | 11 (-295.71) | |
Maximal | consecutive profit (count of wins) | 339.69 (4) | consecutive loss (count of losses) | -295.71 (11) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | 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 | 1.47411 | ||
3 | 2022.07.28 12:00 | s/l | 1 | 0.10 | 1.45511 | 1.45511 | 1.47411 | -29.21 | 9970.79 |
4 | 2022.08.28 20:00 | sell | 2 | 0.10 | 1.44743 | 0.00000 | 0.00000 | ||
5 | 2022.08.28 20:00 | modify | 2 | 0.10 | 1.44743 | 1.45143 | 1.43243 | ||
6 | 2022.08.29 08:00 | s/l | 2 | 0.10 | 1.45143 | 1.45143 | 1.43243 | -26.38 | 9944.42 |
7 | 2022.09.09 20:00 | buy | 3 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
8 | 2022.09.09 20:00 | modify | 3 | 0.10 | 1.46796 | 1.46396 | 1.48296 | ||
9 | 2022.09.14 04:00 | t/p | 3 | 0.10 | 1.48296 | 1.46396 | 1.48296 | 98.11 | 10042.53 |
10 | 2022.10.02 20:00 | sell | 4 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
11 | 2022.10.02 20:00 | modify | 4 | 0.10 | 1.52792 | 1.53192 | 1.51292 | ||
12 | 2022.10.03 12:00 | t/p | 4 | 0.10 | 1.51292 | 1.53192 | 1.51292 | 100.33 | 10142.86 |
13 | 2022.10.04 20:00 | sell | 5 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
14 | 2022.10.04 20:00 | modify | 5 | 0.10 | 1.53612 | 1.54012 | 1.52112 | ||
15 | 2022.10.05 20:00 | t/p | 5 | 0.10 | 1.52112 | 1.54012 | 1.52112 | 100.33 | 10243.19 |
16 | 2022.10.16 20:00 | sell | 6 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
17 | 2022.10.16 20:00 | modify | 6 | 0.10 | 1.56511 | 1.56911 | 1.55011 | ||
18 | 2022.10.19 12:00 | sell | 7 | 0.10 | 1.55672 | 0.00000 | 0.00000 | ||
19 | 2022.10.19 12:00 | modify | 7 | 0.10 | 1.55672 | 1.55911 | 1.55011 | ||
20 | 2022.10.19 12:00 | modify | 6 | 0.10 | 1.56511 | 1.55911 | 1.55011 | ||
21 | 2022.10.19 16:00 | s/l | 6 | 0.10 | 1.55911 | 1.55911 | 1.55011 | 40.92 | 10284.11 |
22 | 2022.10.19 16:00 | s/l | 7 | 0.10 | 1.55911 | 1.55911 | 1.55011 | -15.94 | 10268.17 |
23 | 2022.11.09 20:00 | sell | 8 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
24 | 2022.11.09 20:00 | modify | 8 | 0.10 | 1.55710 | 1.56110 | 1.54210 | ||
25 | 2022.11.10 04:00 | s/l | 8 | 0.10 | 1.56110 | 1.56110 | 1.54210 | -25.76 | 10242.41 |
26 | 2022.11.10 08:00 | sell | 9 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
27 | 2022.11.10 08:00 | modify | 9 | 0.10 | 1.56174 | 1.56574 | 1.54674 | ||
28 | 2022.11.10 16:00 | t/p | 9 | 0.10 | 1.54674 | 1.56574 | 1.54674 | 100.03 | 10342.44 |
29 | 2022.12.12 16:00 | sell | 10 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
30 | 2022.12.12 16:00 | modify | 10 | 0.10 | 1.56076 | 1.56476 | 1.54576 | ||
31 | 2022.12.12 20:00 | s/l | 10 | 0.10 | 1.56476 | 1.56476 | 1.54576 | -26.68 | 10315.76 |
32 | 2022.12.12 20:00 | sell | 11 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
33 | 2022.12.12 20:00 | modify | 11 | 0.10 | 1.56069 | 1.56469 | 1.54569 | ||
34 | 2022.12.13 16:00 | t/p | 11 | 0.10 | 1.54569 | 1.56469 | 1.54569 | 100.33 | 10416.10 |
35 | 2022.12.16 12:00 | sell | 12 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
36 | 2022.12.16 12:00 | modify | 12 | 0.10 | 1.58770 | 1.59170 | 1.57270 | ||
37 | 2022.12.18 20:00 | sell | 13 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
38 | 2022.12.18 20:00 | modify | 13 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
39 | 2022.12.18 20:00 | modify | 12 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
40 | 2022.12.19 00:00 | s/l | 12 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 50.32 | 10466.42 |
41 | 2022.12.19 00:00 | s/l | 13 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -16.04 | 10450.38 |
42 | 2023.01.10 16:00 | sell | 14 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
43 | 2023.01.10 16:00 | modify | 14 | 0.10 | 1.55881 | 1.56281 | 1.54381 | ||
44 | 2023.01.11 16:00 | s/l | 14 | 0.10 | 1.56281 | 1.56281 | 1.54381 | -26.37 | 10424.02 |
45 | 2023.01.18 08:00 | buy | 15 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
46 | 2023.01.18 08:00 | modify | 15 | 0.10 | 1.54257 | 1.53857 | 1.55757 | ||
47 | 2023.01.19 04:00 | t/p | 15 | 0.10 | 1.55757 | 1.53857 | 1.55757 | 98.11 | 10522.12 |
48 | 2023.01.25 12:00 | buy | 16 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
49 | 2023.01.25 12:00 | modify | 16 | 0.10 | 1.53411 | 1.53011 | 1.54911 | ||
50 | 2023.01.26 12:00 | s/l | 16 | 0.10 | 1.53011 | 1.53011 | 1.54911 | -28.57 | 10493.55 |
51 | 2023.02.05 20:00 | sell | 17 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
52 | 2023.02.05 20:00 | modify | 17 | 0.10 | 1.56285 | 1.56685 | 1.54785 | ||
53 | 2023.02.06 08:00 | sell | 18 | 0.10 | 1.55660 | 0.00000 | 0.00000 | ||
54 | 2023.02.06 08:00 | modify | 18 | 0.10 | 1.55660 | 1.56135 | 1.54785 | ||
55 | 2023.02.06 08:00 | modify | 17 | 0.10 | 1.56285 | 1.56135 | 1.54785 | ||
56 | 2023.02.06 12:00 | s/l | 17 | 0.10 | 1.56135 | 1.56135 | 1.54785 | 10.30 | 10503.86 |
57 | 2023.02.06 12:00 | s/l | 18 | 0.10 | 1.56135 | 1.56135 | 1.54785 | -31.68 | 10472.18 |
58 | 2023.02.08 12:00 | buy | 19 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
59 | 2023.02.08 12:00 | modify | 19 | 0.10 | 1.54041 | 1.53641 | 1.55541 | ||
60 | 2023.02.08 20:00 | buy | 20 | 0.10 | 1.54878 | 0.00000 | 0.00000 | ||
61 | 2023.02.08 20:00 | modify | 20 | 0.10 | 1.54878 | 1.54641 | 1.55541 | ||
62 | 2023.02.08 20:00 | modify | 19 | 0.10 | 1.54041 | 1.54641 | 1.55541 | ||
63 | 2023.02.09 00:00 | s/l | 19 | 0.10 | 1.54641 | 1.54641 | 1.55541 | 38.10 | 10510.27 |
64 | 2023.02.09 00:00 | s/l | 20 | 0.10 | 1.54641 | 1.54641 | 1.55541 | -17.71 | 10492.56 |
65 | 2023.02.26 20:00 | sell | 21 | 0.10 | 1.56589 | 0.00000 | 0.00000 | ||
66 | 2023.02.26 20:00 | modify | 21 | 0.10 | 1.56589 | 1.56989 | 1.55089 | ||
67 | 2023.02.27 04:00 | s/l | 21 | 0.10 | 1.56989 | 1.56989 | 1.55089 | -26.38 | 10466.19 |
68 | 2023.02.27 08:00 | sell | 22 | 0.10 | 1.57061 | 0.00000 | 0.00000 | ||
69 | 2023.02.27 08:00 | modify | 22 | 0.10 | 1.57061 | 1.57461 | 1.55561 | ||
70 | 2023.02.27 16:00 | s/l | 22 | 0.10 | 1.57461 | 1.57461 | 1.55561 | -26.67 | 10439.52 |
71 | 2023.02.27 20:00 | sell | 23 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
72 | 2023.02.27 20:00 | modify | 23 | 0.10 | 1.57482 | 1.57882 | 1.55982 | ||
73 | 2023.02.28 12:00 | s/l | 23 | 0.10 | 1.57882 | 1.57882 | 1.55982 | -26.38 | 10413.14 |
74 | 2023.03.12 20:00 | sell | 24 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
75 | 2023.03.12 20:00 | modify | 24 | 0.10 | 1.61392 | 1.61792 | 1.59892 | ||
76 | 2023.03.13 00:00 | s/l | 24 | 0.10 | 1.61792 | 1.61792 | 1.59892 | -26.37 | 10386.77 |
77 | 2023.04.03 20:00 | buy | 25 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
78 | 2023.04.03 20:00 | modify | 25 | 0.10 | 1.60669 | 1.60269 | 1.62169 | ||
79 | 2023.04.04 16:00 | t/p | 25 | 0.10 | 1.62169 | 1.60269 | 1.62169 | 99.39 | 10486.16 |
80 | 2023.04.06 20:00 | sell | 26 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
81 | 2023.04.06 20:00 | modify | 26 | 0.10 | 1.63696 | 1.64096 | 1.62196 | ||
82 | 2023.04.11 12:00 | s/l | 26 | 0.10 | 1.64096 | 1.64096 | 1.62196 | -25.77 | 10460.39 |
83 | 2023.04.24 08:00 | sell | 27 | 0.10 | 1.64367 | 0.00000 | 0.00000 | ||
84 | 2023.04.24 08:00 | modify | 27 | 0.10 | 1.64367 | 1.64767 | 1.62867 | ||
85 | 2023.04.24 12:00 | s/l | 27 | 0.10 | 1.64767 | 1.64767 | 1.62867 | -26.67 | 10433.72 |
86 | 2023.04.24 20:00 | sell | 28 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
87 | 2023.04.24 20:00 | modify | 28 | 0.10 | 1.64959 | 1.65359 | 1.63459 | ||
88 | 2023.04.25 04:00 | s/l | 28 | 0.10 | 1.65359 | 1.65359 | 1.63459 | -26.37 | 10407.35 |
89 | 2023.04.25 12:00 | sell | 29 | 0.10 | 1.65584 | 0.00000 | 0.00000 | ||
90 | 2023.04.25 12:00 | modify | 29 | 0.10 | 1.65584 | 1.65984 | 1.64084 | ||
91 | 2023.04.26 04:00 | s/l | 29 | 0.10 | 1.65984 | 1.65984 | 1.64084 | -26.38 | 10380.98 |
92 | 2023.05.29 16:00 | buy | 30 | 0.10 | 1.63816 | 0.00000 | 0.00000 | ||
93 | 2023.05.29 16:00 | modify | 30 | 0.10 | 1.63816 | 1.63416 | 1.65316 | ||
94 | 2023.06.01 16:00 | s/l | 30 | 0.10 | 1.63416 | 1.63416 | 1.65316 | -29.84 | 10351.14 |
95 | 2023.06.02 08:00 | buy | 31 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
96 | 2023.06.02 08:00 | modify | 31 | 0.10 | 1.62825 | 1.62425 | 1.64325 | ||
97 | 2023.06.02 12:00 | s/l | 31 | 0.10 | 1.62425 | 1.62425 | 1.64325 | -26.67 | 10324.47 |
98 | 2023.06.04 20:00 | buy | 32 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
99 | 2023.06.04 20:00 | modify | 32 | 0.10 | 1.62035 | 1.61635 | 1.63535 | ||
100 | 2023.06.05 16:00 | s/l | 32 | 0.10 | 1.61635 | 1.61635 | 1.63535 | -27.30 | 10297.16 |
101 | 2023.06.12 16:00 | buy | 33 | 0.10 | 1.59307 | 0.00000 | 0.00000 | ||
102 | 2023.06.12 16:00 | modify | 33 | 0.10 | 1.59307 | 1.58907 | 1.60807 | ||
103 | 2023.06.13 16:00 | s/l | 33 | 0.10 | 1.58907 | 1.58907 | 1.60807 | -27.29 | 10269.87 |
104 | 2023.06.20 16:00 | sell | 34 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
105 | 2023.06.20 16:00 | modify | 34 | 0.10 | 1.61018 | 1.61418 | 1.59518 | ||
106 | 2023.06.21 08:00 | s/l | 34 | 0.10 | 1.61418 | 1.61418 | 1.59518 | -26.37 | 10243.50 |
107 | 2023.06.22 12:00 | sell | 35 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
108 | 2023.06.22 12:00 | modify | 35 | 0.10 | 1.61939 | 1.62339 | 1.60439 | ||
109 | 2023.06.22 16:00 | s/l | 35 | 0.10 | 1.62339 | 1.62339 | 1.60439 | -26.68 | 10216.82 |
110 | 2023.06.22 20:00 | sell | 36 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
111 | 2023.06.22 20:00 | modify | 36 | 0.10 | 1.62150 | 1.62550 | 1.60650 | ||
112 | 2023.06.23 04:00 | s/l | 36 | 0.10 | 1.62550 | 1.62550 | 1.60650 | -26.38 | 10190.45 |