Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1596.70 | Gross profit | 1864.56 | Gross loss | -267.87 |
Profit factor | 6.96 | Expected payoff | 69.42 | ||
Absolute drawdown | 104.53 | Maximal drawdown | 268.89 (2.65%) | Relative drawdown | 2.65% (268.89) |
Total trades | 23 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
Largest | profit trade | 141.77 | loss trade | -103.41 | |
Average | profit trade | 93.23 | loss trade | -89.29 | |
Maximum | consecutive wins (profit in money) | 18 (1716.55) | consecutive losses (loss in money) | 2 (-203.79) | |
Maximal | consecutive profit (count of wins) | 1716.55 (18) | consecutive loss (count of losses) | -203.79 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 13:00 | buy | 1 | 0.10 | 0.67715 | 0.00000 | 0.00000 | ||
2 | 2022.07.01 13:00 | modify | 1 | 0.10 | 0.67715 | 0.66715 | 0.69115 | ||
3 | 2022.07.04 07:00 | buy | 2 | 0.10 | 0.68422 | 0.00000 | 0.00000 | ||
4 | 2022.07.04 07:00 | modify | 2 | 0.10 | 0.68422 | 0.67785 | 0.69115 | ||
5 | 2022.07.04 07:00 | modify | 1 | 0.10 | 0.67715 | 0.67785 | 0.69115 | ||
6 | 2022.07.05 12:00 | s/l | 1 | 0.10 | 0.67785 | 0.67785 | 0.69115 | 6.24 | 10006.24 |
7 | 2022.07.05 12:00 | s/l | 2 | 0.10 | 0.67785 | 0.67785 | 0.69115 | -64.08 | 9942.16 |
8 | 2022.07.11 13:00 | buy | 3 | 0.10 | 0.67443 | 0.00000 | 0.00000 | ||
9 | 2022.07.11 13:00 | modify | 3 | 0.10 | 0.67443 | 0.66443 | 0.68843 | ||
10 | 2022.07.18 00:00 | buy | 4 | 0.10 | 0.68157 | 0.00000 | 0.00000 | ||
11 | 2022.07.18 00:00 | modify | 4 | 0.10 | 0.68157 | 0.67513 | 0.68843 | ||
12 | 2022.07.18 00:00 | modify | 3 | 0.10 | 0.67443 | 0.67513 | 0.68843 | ||
13 | 2022.07.19 09:00 | t/p | 3 | 0.10 | 0.68843 | 0.67513 | 0.68843 | 136.97 | 10079.13 |
14 | 2022.07.19 09:00 | t/p | 4 | 0.10 | 0.68843 | 0.67513 | 0.68843 | 68.22 | 10147.35 |
15 | 2022.08.05 13:00 | buy | 5 | 0.10 | 0.68894 | 0.00000 | 0.00000 | ||
16 | 2022.08.05 13:00 | modify | 5 | 0.10 | 0.68894 | 0.67894 | 0.70294 | ||
17 | 2022.08.09 20:00 | buy | 6 | 0.10 | 0.69620 | 0.00000 | 0.00000 | ||
18 | 2022.08.09 20:00 | modify | 6 | 0.10 | 0.69620 | 0.68964 | 0.70294 | ||
19 | 2022.08.09 20:00 | modify | 5 | 0.10 | 0.68894 | 0.68964 | 0.70294 | ||
20 | 2022.08.10 13:00 | t/p | 5 | 0.10 | 0.70294 | 0.68964 | 0.70294 | 138.86 | 10286.22 |
21 | 2022.08.10 13:00 | t/p | 6 | 0.10 | 0.70294 | 0.68964 | 0.70294 | 67.02 | 10353.24 |
22 | 2022.08.10 13:00 | sell | 7 | 0.10 | 0.70507 | 0.00000 | 0.00000 | ||
23 | 2022.08.10 13:00 | modify | 7 | 0.10 | 0.70507 | 0.71507 | 0.69107 | ||
24 | 2022.08.18 07:00 | t/p | 7 | 0.10 | 0.69107 | 0.71507 | 0.69107 | 141.61 | 10494.85 |
25 | 2022.09.02 15:00 | sell | 8 | 0.10 | 0.68478 | 0.00000 | 0.00000 | ||
26 | 2022.09.02 15:00 | modify | 8 | 0.10 | 0.68478 | 0.69478 | 0.67078 | ||
27 | 2022.09.04 21:00 | sell | 9 | 0.10 | 0.67773 | 0.00000 | 0.00000 | ||
28 | 2022.09.04 21:00 | modify | 9 | 0.10 | 0.67773 | 0.68408 | 0.67078 | ||
29 | 2022.09.04 21:00 | modify | 8 | 0.10 | 0.68478 | 0.68408 | 0.67078 | ||
30 | 2022.09.07 02:00 | t/p | 8 | 0.10 | 0.67078 | 0.68408 | 0.67078 | 140.48 | 10635.34 |
31 | 2022.09.07 02:00 | t/p | 9 | 0.10 | 0.67078 | 0.68408 | 0.67078 | 69.98 | 10705.32 |
32 | 2022.09.09 08:00 | sell | 10 | 0.10 | 0.68603 | 0.00000 | 0.00000 | ||
33 | 2022.09.09 08:00 | modify | 10 | 0.10 | 0.68603 | 0.69603 | 0.67203 | ||
34 | 2022.09.13 15:00 | sell | 11 | 0.10 | 0.67743 | 0.00000 | 0.00000 | ||
35 | 2022.09.13 15:00 | modify | 11 | 0.10 | 0.67743 | 0.68253 | 0.67203 | ||
36 | 2022.09.13 15:00 | sell | 12 | 0.10 | 0.67743 | 0.00000 | 0.00000 | ||
37 | 2022.09.13 15:00 | modify | 12 | 0.10 | 0.67743 | 0.68113 | 0.67203 | ||
38 | 2022.09.13 15:00 | modify | 10 | 0.10 | 0.68603 | 0.68113 | 0.67203 | ||
39 | 2022.09.13 16:00 | modify | 11 | 0.10 | 0.67743 | 0.68113 | 0.67203 | ||
40 | 2022.09.14 07:00 | t/p | 10 | 0.10 | 0.67203 | 0.68113 | 0.67203 | 140.48 | 10845.80 |
41 | 2022.09.14 07:00 | t/p | 11 | 0.10 | 0.67203 | 0.68113 | 0.67203 | 54.16 | 10899.96 |
42 | 2022.09.14 07:00 | t/p | 12 | 0.10 | 0.67203 | 0.68113 | 0.67203 | 54.16 | 10954.13 |
43 | 2022.09.28 07:00 | buy | 13 | 0.10 | 0.63663 | 0.00000 | 0.00000 | ||
44 | 2022.09.28 07:00 | modify | 13 | 0.10 | 0.63663 | 0.62663 | 0.65063 | ||
45 | 2022.09.28 14:00 | buy | 14 | 0.10 | 0.64517 | 0.00000 | 0.00000 | ||
46 | 2022.09.28 14:00 | modify | 14 | 0.10 | 0.64517 | 0.64013 | 0.65063 | ||
47 | 2022.09.28 14:00 | buy | 15 | 0.10 | 0.64517 | 0.00000 | 0.00000 | ||
48 | 2022.09.28 14:00 | modify | 15 | 0.10 | 0.64517 | 0.64153 | 0.65063 | ||
49 | 2022.09.28 14:00 | modify | 13 | 0.10 | 0.63663 | 0.64153 | 0.65063 | ||
50 | 2022.09.28 15:00 | modify | 14 | 0.10 | 0.64517 | 0.64153 | 0.65063 | ||
51 | 2022.09.28 16:00 | t/p | 13 | 0.10 | 0.65063 | 0.64153 | 0.65063 | 140.00 | 11094.13 |
52 | 2022.09.28 16:00 | t/p | 14 | 0.10 | 0.65063 | 0.64153 | 0.65063 | 54.60 | 11148.73 |
53 | 2022.09.28 16:00 | t/p | 15 | 0.10 | 0.65063 | 0.64153 | 0.65063 | 54.60 | 11203.33 |
54 | 2022.12.13 14:00 | sell | 16 | 0.10 | 0.68652 | 0.00000 | 0.00000 | ||
55 | 2022.12.13 14:00 | modify | 16 | 0.10 | 0.68652 | 0.69652 | 0.67252 | ||
56 | 2022.12.15 16:00 | t/p | 16 | 0.10 | 0.67252 | 0.69652 | 0.67252 | 140.64 | 11343.97 |
57 | 2023.01.31 11:00 | buy | 17 | 0.10 | 0.69905 | 0.00000 | 0.00000 | ||
58 | 2023.01.31 11:00 | modify | 17 | 0.10 | 0.69905 | 0.68905 | 0.71305 | ||
59 | 2023.01.31 21:00 | buy | 18 | 0.10 | 0.70616 | 0.00000 | 0.00000 | ||
60 | 2023.01.31 21:00 | modify | 18 | 0.10 | 0.70616 | 0.69975 | 0.71305 | ||
61 | 2023.01.31 21:00 | modify | 17 | 0.10 | 0.69905 | 0.69975 | 0.71305 | ||
62 | 2023.02.01 08:00 | buy | 19 | 0.10 | 0.70772 | 0.00000 | 0.00000 | ||
63 | 2023.02.01 08:00 | modify | 19 | 0.10 | 0.70772 | 0.70255 | 0.71305 | ||
64 | 2023.02.01 08:00 | buy | 20 | 0.10 | 0.70772 | 0.00000 | 0.00000 | ||
65 | 2023.02.01 08:00 | modify | 20 | 0.10 | 0.70772 | 0.70395 | 0.71305 | ||
66 | 2023.02.01 08:00 | modify | 18 | 0.10 | 0.70616 | 0.70395 | 0.71305 | ||
67 | 2023.02.01 08:00 | modify | 17 | 0.10 | 0.69905 | 0.70395 | 0.71305 | ||
68 | 2023.02.01 09:00 | modify | 19 | 0.10 | 0.70772 | 0.70395 | 0.71305 | ||
69 | 2023.02.01 20:00 | t/p | 17 | 0.10 | 0.71305 | 0.70395 | 0.71305 | 139.62 | 11483.59 |
70 | 2023.02.01 20:00 | t/p | 18 | 0.10 | 0.71305 | 0.70395 | 0.71305 | 68.52 | 11552.11 |
71 | 2023.02.01 20:00 | t/p | 19 | 0.10 | 0.71305 | 0.70395 | 0.71305 | 53.30 | 11605.41 |
72 | 2023.02.01 20:00 | t/p | 20 | 0.10 | 0.71305 | 0.70395 | 0.71305 | 53.30 | 11658.71 |
73 | 2023.02.03 14:00 | buy | 21 | 0.10 | 0.69805 | 0.00000 | 0.00000 | ||
74 | 2023.02.03 14:00 | modify | 21 | 0.10 | 0.69805 | 0.68805 | 0.71205 | ||
75 | 2023.02.06 15:00 | s/l | 21 | 0.10 | 0.68805 | 0.68805 | 0.71205 | -100.38 | 11558.33 |
76 | 2023.02.24 14:00 | buy | 22 | 0.10 | 0.67445 | 0.00000 | 0.00000 | ||
77 | 2023.02.24 14:00 | modify | 22 | 0.10 | 0.67445 | 0.66445 | 0.68845 | ||
78 | 2023.03.07 16:00 | s/l | 22 | 0.10 | 0.66445 | 0.66445 | 0.68845 | -103.41 | 11454.92 |
79 | 2023.06.14 15:00 | sell | 23 | 0.10 | 0.68298 | 0.00000 | 0.00000 | ||
80 | 2023.06.14 15:00 | modify | 23 | 0.10 | 0.68298 | 0.69298 | 0.66898 | ||
81 | 2023.06.23 08:00 | t/p | 23 | 0.10 | 0.66898 | 0.69298 | 0.66898 | 141.77 | 11596.70 |