Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79263 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1306.02 | Gross profit | 1557.79 | Gross loss | -251.77 |
Profit factor | 6.19 | Expected payoff | 37.31 | ||
Absolute drawdown | 107.56 | Maximal drawdown | 211.81 (2.06%) | Relative drawdown | 2.06% (211.81) |
Total trades | 35 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 19 (63.16%) |
Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
Largest | profit trade | 152.23 | loss trade | -25.40 | |
Average | profit trade | 64.91 | loss trade | -22.89 | |
Maximum | consecutive wins (profit in money) | 6 (499.46) | consecutive losses (loss in money) | 2 (-40.11) | |
Maximal | consecutive profit (count of wins) | 499.46 (6) | consecutive loss (count of losses) | -40.11 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.12 00:00 | buy | 1 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
2 | 2022.07.12 00:00 | modify | 1 | 0.10 | 1.00486 | 0.99086 | 1.01986 | ||
3 | 2022.07.13 14:40 | buy | 2 | 0.10 | 1.01252 | 0.00000 | 0.00000 | ||
4 | 2022.07.13 14:40 | modify | 2 | 0.10 | 1.01252 | 1.01011 | 1.01986 | ||
5 | 2022.07.13 14:40 | modify | 1 | 0.10 | 1.00486 | 1.01011 | 1.01986 | ||
6 | 2022.07.13 14:55 | s/l | 1 | 0.10 | 1.01011 | 1.01011 | 1.01986 | 51.42 | 10051.42 |
7 | 2022.07.13 14:55 | s/l | 2 | 0.10 | 1.01011 | 1.01011 | 1.01986 | -24.10 | 10027.32 |
8 | 2022.07.18 12:00 | sell | 3 | 0.10 | 1.01425 | 0.00000 | 0.00000 | ||
9 | 2022.07.18 12:00 | modify | 3 | 0.10 | 1.01425 | 1.02825 | 0.99925 | ||
10 | 2022.07.27 14:50 | sell | 4 | 0.10 | 1.01119 | 0.00000 | 0.00000 | ||
11 | 2022.07.27 14:50 | modify | 4 | 0.10 | 1.01119 | 1.01350 | 0.99925 | ||
12 | 2022.07.27 14:50 | modify | 3 | 0.10 | 1.01425 | 1.01350 | 0.99925 | ||
13 | 2022.07.27 15:06 | s/l | 3 | 0.10 | 1.01350 | 1.01350 | 0.99925 | 14.19 | 10041.51 |
14 | 2022.07.27 15:06 | s/l | 4 | 0.10 | 1.01350 | 1.01350 | 0.99925 | -23.10 | 10018.41 |
15 | 2022.08.16 00:00 | buy | 5 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
16 | 2022.08.16 00:00 | modify | 5 | 0.10 | 1.01644 | 1.00244 | 1.03144 | ||
17 | 2022.08.16 14:50 | buy | 6 | 0.10 | 1.01951 | 0.00000 | 0.00000 | ||
18 | 2022.08.16 14:50 | modify | 6 | 0.10 | 1.01951 | 1.01719 | 1.03144 | ||
19 | 2022.08.16 14:50 | modify | 5 | 0.10 | 1.01644 | 1.01719 | 1.03144 | ||
20 | 2022.08.16 15:40 | s/l | 5 | 0.10 | 1.01719 | 1.01719 | 1.03144 | 7.50 | 10025.91 |
21 | 2022.08.16 15:40 | s/l | 6 | 0.10 | 1.01719 | 1.01719 | 1.03144 | -23.20 | 10002.71 |
22 | 2022.08.23 04:00 | buy | 7 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
23 | 2022.08.23 04:00 | modify | 7 | 0.10 | 0.99447 | 0.98047 | 1.00947 | ||
24 | 2022.08.23 14:15 | buy | 8 | 0.10 | 1.00211 | 0.00000 | 0.00000 | ||
25 | 2022.08.23 14:15 | modify | 8 | 0.10 | 1.00211 | 0.99972 | 1.00947 | ||
26 | 2022.08.23 14:15 | modify | 7 | 0.10 | 0.99447 | 0.99972 | 1.00947 | ||
27 | 2022.08.23 14:30 | s/l | 7 | 0.10 | 0.99972 | 0.99972 | 1.00947 | 52.50 | 10055.21 |
28 | 2022.08.23 14:30 | s/l | 8 | 0.10 | 0.99972 | 0.99972 | 1.00947 | -23.90 | 10031.31 |
29 | 2022.10.05 00:00 | sell | 9 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
30 | 2022.10.05 00:00 | modify | 9 | 0.10 | 0.99839 | 1.01239 | 0.98339 | ||
31 | 2022.10.05 07:30 | sell | 10 | 0.10 | 0.99514 | 0.00000 | 0.00000 | ||
32 | 2022.10.05 07:30 | modify | 10 | 0.10 | 0.99514 | 0.99764 | 0.98339 | ||
33 | 2022.10.05 07:30 | modify | 9 | 0.10 | 0.99839 | 0.99764 | 0.98339 | ||
34 | 2022.10.05 23:45 | sell | 11 | 0.10 | 0.99076 | 0.00000 | 0.00000 | ||
35 | 2022.10.05 23:45 | modify | 11 | 0.10 | 0.99076 | 0.99314 | 0.98339 | ||
36 | 2022.10.05 23:45 | modify | 10 | 0.10 | 0.99514 | 0.99314 | 0.98339 | ||
37 | 2022.10.05 23:45 | modify | 9 | 0.10 | 0.99839 | 0.99314 | 0.98339 | ||
38 | 2022.10.06 01:10 | sell | 12 | 0.10 | 0.99163 | 0.00000 | 0.00000 | ||
39 | 2022.10.06 01:10 | modify | 12 | 0.10 | 0.99163 | 0.99389 | 0.98339 | ||
40 | 2022.10.06 01:15 | modify | 12 | 0.10 | 0.99163 | 0.99314 | 0.98339 | ||
41 | 2022.10.06 13:40 | t/p | 9 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 152.23 | 10183.54 |
42 | 2022.10.06 13:40 | t/p | 10 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 119.73 | 10303.27 |
43 | 2022.10.06 13:40 | t/p | 11 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 75.93 | 10379.20 |
44 | 2022.10.06 13:40 | t/p | 12 | 0.10 | 0.98339 | 0.99314 | 0.98339 | 82.40 | 10461.60 |
45 | 2022.10.10 04:00 | buy | 13 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
46 | 2022.10.10 04:00 | modify | 13 | 0.10 | 0.97405 | 0.96005 | 0.98905 | ||
47 | 2022.10.13 16:45 | buy | 14 | 0.10 | 0.97735 | 0.00000 | 0.00000 | ||
48 | 2022.10.13 16:45 | modify | 14 | 0.10 | 0.97735 | 0.97480 | 0.98905 | ||
49 | 2022.10.13 16:45 | modify | 13 | 0.10 | 0.97405 | 0.97480 | 0.98905 | ||
50 | 2022.10.13 17:40 | buy | 15 | 0.10 | 0.98087 | 0.00000 | 0.00000 | ||
51 | 2022.10.13 17:40 | modify | 15 | 0.10 | 0.98087 | 0.97855 | 0.98905 | ||
52 | 2022.10.13 17:40 | modify | 14 | 0.10 | 0.97735 | 0.97855 | 0.98905 | ||
53 | 2022.10.13 17:40 | modify | 13 | 0.10 | 0.97405 | 0.97855 | 0.98905 | ||
54 | 2022.10.13 18:40 | s/l | 13 | 0.10 | 0.97855 | 0.97855 | 0.98905 | 39.62 | 10501.22 |
55 | 2022.10.13 18:40 | s/l | 14 | 0.10 | 0.97855 | 0.97855 | 0.98905 | 12.00 | 10513.22 |
56 | 2022.10.13 18:40 | s/l | 15 | 0.10 | 0.97855 | 0.97855 | 0.98905 | -23.20 | 10490.02 |
57 | 2022.11.21 16:00 | buy | 16 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
58 | 2022.11.21 16:00 | modify | 16 | 0.10 | 1.02427 | 1.01027 | 1.03927 | ||
59 | 2022.11.22 09:55 | buy | 17 | 0.10 | 1.02736 | 0.00000 | 0.00000 | ||
60 | 2022.11.22 09:55 | modify | 17 | 0.10 | 1.02736 | 1.02502 | 1.03927 | ||
61 | 2022.11.22 09:55 | modify | 16 | 0.10 | 1.02427 | 1.02502 | 1.03927 | ||
62 | 2022.11.22 18:40 | buy | 18 | 0.10 | 1.03112 | 0.00000 | 0.00000 | ||
63 | 2022.11.22 18:40 | modify | 18 | 0.10 | 1.03112 | 1.02877 | 1.03927 | ||
64 | 2022.11.22 18:40 | modify | 17 | 0.10 | 1.02736 | 1.02877 | 1.03927 | ||
65 | 2022.11.22 18:40 | modify | 16 | 0.10 | 1.02427 | 1.02877 | 1.03927 | ||
66 | 2022.11.23 02:20 | buy | 19 | 0.10 | 1.03186 | 0.00000 | 0.00000 | ||
67 | 2022.11.23 02:20 | modify | 19 | 0.10 | 1.03186 | 1.02952 | 1.03927 | ||
68 | 2022.11.23 02:20 | modify | 18 | 0.10 | 1.03112 | 1.02952 | 1.03927 | ||
69 | 2022.11.23 02:20 | modify | 17 | 0.10 | 1.02736 | 1.02952 | 1.03927 | ||
70 | 2022.11.23 02:20 | modify | 16 | 0.10 | 1.02427 | 1.02952 | 1.03927 | ||
71 | 2022.11.23 19:30 | t/p | 16 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 147.85 | 10637.87 |
72 | 2022.11.23 19:30 | t/p | 17 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 118.02 | 10755.90 |
73 | 2022.11.23 19:30 | t/p | 18 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 80.42 | 10836.32 |
74 | 2022.11.23 19:30 | t/p | 19 | 0.10 | 1.03927 | 1.02952 | 1.03927 | 74.10 | 10910.42 |
75 | 2023.02.07 00:00 | buy | 20 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
76 | 2023.02.07 00:00 | modify | 20 | 0.10 | 1.07318 | 1.05918 | 1.08818 | ||
77 | 2023.02.07 17:50 | buy | 21 | 0.10 | 1.07624 | 0.00000 | 0.00000 | ||
78 | 2023.02.07 17:50 | modify | 21 | 0.10 | 1.07624 | 1.07393 | 1.08818 | ||
79 | 2023.02.07 17:50 | modify | 20 | 0.10 | 1.07318 | 1.07393 | 1.08818 | ||
80 | 2023.02.07 17:55 | s/l | 20 | 0.10 | 1.07393 | 1.07393 | 1.08818 | 7.50 | 10917.92 |
81 | 2023.02.07 17:55 | s/l | 21 | 0.10 | 1.07393 | 1.07393 | 1.08818 | -23.10 | 10894.82 |
82 | 2023.04.14 08:00 | sell | 22 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
83 | 2023.04.14 08:00 | modify | 22 | 0.10 | 1.10653 | 1.12053 | 1.09153 | ||
84 | 2023.04.14 12:55 | sell | 23 | 0.10 | 1.10345 | 0.00000 | 0.00000 | ||
85 | 2023.04.14 12:55 | modify | 23 | 0.10 | 1.10345 | 1.10578 | 1.09153 | ||
86 | 2023.04.14 12:55 | modify | 22 | 0.10 | 1.10653 | 1.10578 | 1.09153 | ||
87 | 2023.04.14 14:33 | sell | 24 | 0.10 | 1.09962 | 0.00000 | 0.00000 | ||
88 | 2023.04.14 14:33 | modify | 24 | 0.10 | 1.09962 | 1.10203 | 1.09153 | ||
89 | 2023.04.14 14:33 | modify | 23 | 0.10 | 1.10345 | 1.10203 | 1.09153 | ||
90 | 2023.04.14 14:33 | modify | 22 | 0.10 | 1.10653 | 1.10203 | 1.09153 | ||
91 | 2023.04.14 15:30 | sell | 25 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
92 | 2023.04.14 15:30 | modify | 25 | 0.10 | 1.09875 | 1.10128 | 1.09153 | ||
93 | 2023.04.14 15:30 | modify | 24 | 0.10 | 1.09962 | 1.10128 | 1.09153 | ||
94 | 2023.04.14 15:30 | modify | 23 | 0.10 | 1.10345 | 1.10128 | 1.09153 | ||
95 | 2023.04.14 15:30 | modify | 22 | 0.10 | 1.10653 | 1.10128 | 1.09153 | ||
96 | 2023.04.17 14:40 | t/p | 22 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 150.74 | 11045.56 |
97 | 2023.04.17 14:40 | t/p | 23 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 119.94 | 11165.51 |
98 | 2023.04.17 14:40 | t/p | 24 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 81.64 | 11247.15 |
99 | 2023.04.17 14:40 | t/p | 25 | 0.10 | 1.09153 | 1.10128 | 1.09153 | 72.94 | 11320.09 |
100 | 2023.04.25 04:00 | sell | 26 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
101 | 2023.04.25 04:00 | modify | 26 | 0.10 | 1.10528 | 1.11928 | 1.09028 | ||
102 | 2023.04.25 11:00 | sell | 27 | 0.10 | 1.10205 | 0.00000 | 0.00000 | ||
103 | 2023.04.25 11:00 | modify | 27 | 0.10 | 1.10205 | 1.10453 | 1.09028 | ||
104 | 2023.04.25 11:00 | modify | 26 | 0.10 | 1.10528 | 1.10453 | 1.09028 | ||
105 | 2023.04.25 14:40 | sell | 28 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
106 | 2023.04.25 14:40 | modify | 28 | 0.10 | 1.09750 | 1.10003 | 1.09028 | ||
107 | 2023.04.25 14:40 | modify | 27 | 0.10 | 1.10205 | 1.10003 | 1.09028 | ||
108 | 2023.04.25 14:40 | modify | 26 | 0.10 | 1.10528 | 1.10003 | 1.09028 | ||
109 | 2023.04.25 15:13 | sell | 29 | 0.10 | 1.09840 | 0.00000 | 0.00000 | ||
110 | 2023.04.25 15:13 | modify | 29 | 0.10 | 1.09840 | 1.10078 | 1.09028 | ||
111 | 2023.04.25 15:20 | modify | 29 | 0.10 | 1.09840 | 1.10003 | 1.09028 | ||
112 | 2023.04.26 06:30 | s/l | 26 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 53.24 | 11373.34 |
113 | 2023.04.26 06:30 | s/l | 27 | 0.10 | 1.10003 | 1.10003 | 1.09028 | 20.94 | 11394.28 |
114 | 2023.04.26 06:30 | s/l | 28 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -24.56 | 11369.72 |
115 | 2023.04.26 06:30 | s/l | 29 | 0.10 | 1.10003 | 1.10003 | 1.09028 | -15.56 | 11354.17 |
116 | 2023.05.15 00:00 | buy | 30 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
117 | 2023.05.15 00:00 | modify | 30 | 0.10 | 1.08556 | 1.07156 | 1.10056 | ||
118 | 2023.05.16 02:40 | buy | 31 | 0.10 | 1.08865 | 0.00000 | 0.00000 | ||
119 | 2023.05.16 02:40 | modify | 31 | 0.10 | 1.08865 | 1.08631 | 1.10056 | ||
120 | 2023.05.16 02:40 | modify | 30 | 0.10 | 1.08556 | 1.08631 | 1.10056 | ||
121 | 2023.05.16 06:15 | s/l | 30 | 0.10 | 1.08631 | 1.08631 | 1.10056 | 6.42 | 11360.59 |
122 | 2023.05.16 06:15 | s/l | 31 | 0.10 | 1.08631 | 1.08631 | 1.10056 | -23.40 | 11337.19 |
123 | 2023.05.19 00:00 | buy | 32 | 0.10 | 1.07779 | 0.00000 | 0.00000 | ||
124 | 2023.05.19 00:00 | modify | 32 | 0.10 | 1.07779 | 1.06379 | 1.09279 | ||
125 | 2023.05.19 13:15 | buy | 33 | 0.10 | 1.08108 | 0.00000 | 0.00000 | ||
126 | 2023.05.19 13:15 | modify | 33 | 0.10 | 1.08108 | 1.07854 | 1.09279 | ||
127 | 2023.05.19 13:15 | modify | 32 | 0.10 | 1.07779 | 1.07854 | 1.09279 | ||
128 | 2023.05.19 14:40 | s/l | 32 | 0.10 | 1.07854 | 1.07854 | 1.09279 | 7.50 | 11344.69 |
129 | 2023.05.19 14:40 | s/l | 33 | 0.10 | 1.07854 | 1.07854 | 1.09279 | -25.40 | 11319.29 |
130 | 2023.06.16 00:00 | sell | 34 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
131 | 2023.06.16 00:00 | modify | 34 | 0.10 | 1.09455 | 1.10855 | 1.07955 | ||
132 | 2023.06.19 10:35 | sell | 35 | 0.10 | 1.09150 | 0.00000 | 0.00000 | ||
133 | 2023.06.19 10:35 | modify | 35 | 0.10 | 1.09150 | 1.09380 | 1.07955 | ||
134 | 2023.06.19 10:35 | modify | 34 | 0.10 | 1.09455 | 1.09380 | 1.07955 | ||
135 | 2023.06.20 07:30 | s/l | 34 | 0.10 | 1.09380 | 1.09380 | 1.07955 | 8.99 | 11328.28 |
136 | 2023.06.20 07:30 | s/l | 35 | 0.10 | 1.09380 | 1.09380 | 1.07955 | -22.26 | 11306.02 |