Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1705.52 | Gross profit | 2485.58 | Gross loss | -780.07 |
Profit factor | 3.19 | Expected payoff | 42.64 | ||
Absolute drawdown | 144.31 | Maximal drawdown | 308.33 (2.92%) | Relative drawdown | 2.92% (308.33) |
Total trades | 40 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 25 (68.00%) |
Profit trades (% of total) | 27 (67.50%) | Loss trades (% of total) | 13 (32.50%) | ||
Largest | profit trade | 153.72 | loss trade | -74.30 | |
Average | profit trade | 92.06 | loss trade | -60.01 | |
Maximum | consecutive wins (profit in money) | 10 (979.60) | consecutive losses (loss in money) | 3 (-214.30) | |
Maximal | consecutive profit (count of wins) | 979.60 (10) | consecutive loss (count of losses) | -214.30 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 15:00 | buy | 1 | 0.10 | 1.03932 | 0.00000 | 0.00000 | ||
2 | 2022.07.01 15:00 | modify | 1 | 0.10 | 1.03932 | 1.03232 | 1.05432 | ||
3 | 2022.07.04 11:00 | buy | 2 | 0.10 | 1.04547 | 0.00000 | 0.00000 | ||
4 | 2022.07.04 11:00 | modify | 2 | 0.10 | 1.04547 | 1.04157 | 1.05432 | ||
5 | 2022.07.04 11:00 | modify | 1 | 0.10 | 1.03932 | 1.04157 | 1.05432 | ||
6 | 2022.07.05 08:00 | s/l | 1 | 0.10 | 1.04157 | 1.04157 | 1.05432 | 20.35 | 10020.35 |
7 | 2022.07.05 08:00 | s/l | 2 | 0.10 | 1.04157 | 1.04157 | 1.05432 | -40.08 | 9980.27 |
8 | 2022.07.06 11:00 | buy | 3 | 0.10 | 1.01983 | 0.00000 | 0.00000 | ||
9 | 2022.07.06 11:00 | modify | 3 | 0.10 | 1.01983 | 1.01283 | 1.03483 | ||
10 | 2022.07.08 08:00 | s/l | 3 | 0.10 | 1.01283 | 1.01283 | 1.03483 | -74.30 | 9905.97 |
11 | 2022.07.26 11:00 | buy | 4 | 0.10 | 1.01544 | 0.00000 | 0.00000 | ||
12 | 2022.07.26 11:00 | modify | 4 | 0.10 | 1.01544 | 1.00844 | 1.03044 | ||
13 | 2022.07.29 04:00 | buy | 5 | 0.10 | 1.02160 | 0.00000 | 0.00000 | ||
14 | 2022.07.29 04:00 | modify | 5 | 0.10 | 1.02160 | 1.01769 | 1.03044 | ||
15 | 2022.07.29 04:00 | modify | 4 | 0.10 | 1.01544 | 1.01769 | 1.03044 | ||
16 | 2022.07.29 07:00 | buy | 6 | 0.10 | 1.02449 | 0.00000 | 0.00000 | ||
17 | 2022.07.29 07:00 | modify | 6 | 0.10 | 1.02449 | 1.02219 | 1.03044 | ||
18 | 2022.07.29 07:00 | modify | 5 | 0.10 | 1.02160 | 1.02219 | 1.03044 | ||
19 | 2022.07.29 07:00 | modify | 4 | 0.10 | 1.01544 | 1.02219 | 1.03044 | ||
20 | 2022.07.29 09:00 | s/l | 4 | 0.10 | 1.02219 | 1.02219 | 1.03044 | 62.12 | 9968.09 |
21 | 2022.07.29 09:00 | s/l | 5 | 0.10 | 1.02219 | 1.02219 | 1.03044 | 5.90 | 9973.99 |
22 | 2022.07.29 09:00 | s/l | 6 | 0.10 | 1.02219 | 1.02219 | 1.03044 | -23.00 | 9950.99 |
23 | 2022.08.05 13:00 | buy | 7 | 0.10 | 1.01608 | 0.00000 | 0.00000 | ||
24 | 2022.08.05 13:00 | modify | 7 | 0.10 | 1.01608 | 1.00908 | 1.03108 | ||
25 | 2022.08.10 03:00 | buy | 8 | 0.10 | 1.02210 | 0.00000 | 0.00000 | ||
26 | 2022.08.10 03:00 | modify | 8 | 0.10 | 1.02210 | 1.01833 | 1.03108 | ||
27 | 2022.08.10 03:00 | modify | 7 | 0.10 | 1.01608 | 1.01833 | 1.03108 | ||
28 | 2022.08.10 13:00 | t/p | 7 | 0.10 | 1.03108 | 1.01833 | 1.03108 | 146.77 | 10097.76 |
29 | 2022.08.10 13:00 | t/p | 8 | 0.10 | 1.03108 | 1.01833 | 1.03108 | 89.80 | 10187.56 |
30 | 2022.08.10 13:00 | sell | 9 | 0.10 | 1.03242 | 0.00000 | 0.00000 | ||
31 | 2022.08.10 13:00 | modify | 9 | 0.10 | 1.03242 | 1.03942 | 1.01742 | ||
32 | 2022.08.15 08:00 | sell | 10 | 0.10 | 1.02340 | 0.00000 | 0.00000 | ||
33 | 2022.08.15 08:00 | modify | 10 | 0.10 | 1.02340 | 1.02567 | 1.01742 | ||
34 | 2022.08.15 08:00 | modify | 9 | 0.10 | 1.03242 | 1.02567 | 1.01742 | ||
35 | 2022.08.15 18:00 | t/p | 9 | 0.10 | 1.01742 | 1.02567 | 1.01742 | 153.72 | 10341.28 |
36 | 2022.08.15 18:00 | t/p | 10 | 0.10 | 1.01742 | 1.02567 | 1.01742 | 59.80 | 10401.08 |
37 | 2022.08.18 17:00 | buy | 11 | 0.10 | 1.00930 | 0.00000 | 0.00000 | ||
38 | 2022.08.18 17:00 | modify | 11 | 0.10 | 1.00930 | 1.00230 | 1.02430 | ||
39 | 2022.08.22 07:00 | s/l | 11 | 0.10 | 1.00230 | 1.00230 | 1.02430 | -72.15 | 10328.93 |
40 | 2022.08.22 16:00 | buy | 12 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
41 | 2022.08.22 16:00 | modify | 12 | 0.10 | 0.99375 | 0.98675 | 1.00875 | ||
42 | 2022.08.26 15:00 | t/p | 12 | 0.10 | 1.00875 | 0.98675 | 1.00875 | 143.55 | 10472.47 |
43 | 2022.09.01 15:00 | buy | 13 | 0.10 | 0.99350 | 0.00000 | 0.00000 | ||
44 | 2022.09.01 15:00 | modify | 13 | 0.10 | 0.99350 | 0.98650 | 1.00850 | ||
45 | 2022.09.06 15:00 | s/l | 13 | 0.10 | 0.98650 | 0.98650 | 1.00850 | -73.23 | 10399.25 |
46 | 2022.09.23 15:00 | buy | 14 | 0.10 | 0.97076 | 0.00000 | 0.00000 | ||
47 | 2022.09.23 15:00 | modify | 14 | 0.10 | 0.97076 | 0.96376 | 0.98576 | ||
48 | 2022.09.26 01:00 | s/l | 14 | 0.10 | 0.96376 | 0.96376 | 0.98576 | -71.08 | 10328.17 |
49 | 2022.10.04 13:00 | sell | 15 | 0.10 | 0.99242 | 0.00000 | 0.00000 | ||
50 | 2022.10.04 13:00 | modify | 15 | 0.10 | 0.99242 | 0.99942 | 0.97742 | ||
51 | 2022.10.04 17:00 | s/l | 15 | 0.10 | 0.99942 | 0.99942 | 0.97742 | -70.00 | 10258.17 |
52 | 2022.10.04 19:00 | sell | 16 | 0.10 | 0.99977 | 0.00000 | 0.00000 | ||
53 | 2022.10.04 19:00 | modify | 16 | 0.10 | 0.99977 | 1.00677 | 0.98477 | ||
54 | 2022.10.05 12:00 | sell | 17 | 0.10 | 0.99053 | 0.00000 | 0.00000 | ||
55 | 2022.10.05 12:00 | modify | 17 | 0.10 | 0.99053 | 0.99302 | 0.98477 | ||
56 | 2022.10.05 12:00 | modify | 16 | 0.10 | 0.99977 | 0.99302 | 0.98477 | ||
57 | 2022.10.05 15:00 | t/p | 16 | 0.10 | 0.98477 | 0.99302 | 0.98477 | 150.74 | 10408.91 |
58 | 2022.10.05 15:00 | t/p | 17 | 0.10 | 0.98477 | 0.99302 | 0.98477 | 57.60 | 10466.51 |
59 | 2022.10.06 14:00 | buy | 18 | 0.10 | 0.98322 | 0.00000 | 0.00000 | ||
60 | 2022.10.06 14:00 | modify | 18 | 0.10 | 0.98322 | 0.97622 | 0.99822 | ||
61 | 2022.10.07 13:00 | s/l | 18 | 0.10 | 0.97622 | 0.97622 | 0.99822 | -71.08 | 10395.44 |
62 | 2022.10.25 14:00 | sell | 19 | 0.10 | 0.99677 | 0.00000 | 0.00000 | ||
63 | 2022.10.25 14:00 | modify | 19 | 0.10 | 0.99677 | 1.00377 | 0.98177 | ||
64 | 2022.10.26 09:00 | s/l | 19 | 0.10 | 1.00377 | 1.00377 | 0.98177 | -69.26 | 10326.18 |
65 | 2022.11.03 10:00 | buy | 20 | 0.10 | 0.97562 | 0.00000 | 0.00000 | ||
66 | 2022.11.03 10:00 | modify | 20 | 0.10 | 0.97562 | 0.96862 | 0.99062 | ||
67 | 2022.11.04 14:00 | buy | 21 | 0.10 | 0.98694 | 0.00000 | 0.00000 | ||
68 | 2022.11.04 14:00 | modify | 21 | 0.10 | 0.98694 | 0.98387 | 0.99062 | ||
69 | 2022.11.04 14:00 | modify | 20 | 0.10 | 0.97562 | 0.98387 | 0.99062 | ||
70 | 2022.11.04 15:00 | t/p | 20 | 0.10 | 0.99062 | 0.98387 | 0.99062 | 148.92 | 10475.11 |
71 | 2022.11.04 15:00 | t/p | 21 | 0.10 | 0.99062 | 0.98387 | 0.99062 | 36.80 | 10511.91 |
72 | 2022.11.10 11:00 | buy | 22 | 0.10 | 0.99580 | 0.00000 | 0.00000 | ||
73 | 2022.11.10 11:00 | modify | 22 | 0.10 | 0.99580 | 0.98880 | 1.01080 | ||
74 | 2022.11.10 14:00 | t/p | 22 | 0.10 | 1.01080 | 0.98880 | 1.01080 | 150.00 | 10661.91 |
75 | 2022.11.15 11:00 | sell | 23 | 0.10 | 1.04278 | 0.00000 | 0.00000 | ||
76 | 2022.11.15 11:00 | modify | 23 | 0.10 | 1.04278 | 1.04978 | 1.02778 | ||
77 | 2022.11.16 19:00 | sell | 24 | 0.10 | 1.03666 | 0.00000 | 0.00000 | ||
78 | 2022.11.16 19:00 | modify | 24 | 0.10 | 1.03666 | 1.04053 | 1.02778 | ||
79 | 2022.11.16 19:00 | modify | 23 | 0.10 | 1.04278 | 1.04053 | 1.02778 | ||
80 | 2022.11.16 21:00 | s/l | 23 | 0.10 | 1.04053 | 1.04053 | 1.02778 | 23.24 | 10685.15 |
81 | 2022.11.16 21:00 | s/l | 24 | 0.10 | 1.04053 | 1.04053 | 1.02778 | -38.70 | 10646.45 |
82 | 2022.12.13 14:00 | sell | 25 | 0.10 | 1.06466 | 0.00000 | 0.00000 | ||
83 | 2022.12.13 14:00 | modify | 25 | 0.10 | 1.06466 | 1.07166 | 1.04966 | ||
84 | 2022.12.15 15:00 | s/l | 25 | 0.10 | 1.07166 | 1.07166 | 1.04966 | -67.03 | 10579.42 |
85 | 2023.01.05 15:00 | buy | 26 | 0.10 | 1.05422 | 0.00000 | 0.00000 | ||
86 | 2023.01.05 15:00 | modify | 26 | 0.10 | 1.05422 | 1.04722 | 1.06922 | ||
87 | 2023.01.06 16:00 | buy | 27 | 0.10 | 1.06048 | 0.00000 | 0.00000 | ||
88 | 2023.01.06 16:00 | modify | 27 | 0.10 | 1.06048 | 1.05647 | 1.06922 | ||
89 | 2023.01.06 16:00 | modify | 26 | 0.10 | 1.05422 | 1.05647 | 1.06922 | ||
90 | 2023.01.09 08:00 | t/p | 26 | 0.10 | 1.06922 | 1.05647 | 1.06922 | 147.85 | 10727.27 |
91 | 2023.01.09 08:00 | t/p | 27 | 0.10 | 1.06922 | 1.05647 | 1.06922 | 86.32 | 10813.60 |
92 | 2023.01.12 14:00 | sell | 28 | 0.10 | 1.08292 | 0.00000 | 0.00000 | ||
93 | 2023.01.12 14:00 | modify | 28 | 0.10 | 1.08292 | 1.08992 | 1.06792 | ||
94 | 2023.01.12 15:00 | sell | 29 | 0.10 | 1.07676 | 0.00000 | 0.00000 | ||
95 | 2023.01.12 15:00 | modify | 29 | 0.10 | 1.07676 | 1.08067 | 1.06792 | ||
96 | 2023.01.12 15:00 | modify | 28 | 0.10 | 1.08292 | 1.08067 | 1.06792 | ||
97 | 2023.01.12 16:00 | s/l | 28 | 0.10 | 1.08067 | 1.08067 | 1.06792 | 22.50 | 10836.10 |
98 | 2023.01.12 16:00 | s/l | 29 | 0.10 | 1.08067 | 1.08067 | 1.06792 | -39.10 | 10797.00 |
99 | 2023.02.01 20:00 | sell | 30 | 0.10 | 1.09778 | 0.00000 | 0.00000 | ||
100 | 2023.02.01 20:00 | modify | 30 | 0.10 | 1.09778 | 1.10478 | 1.08278 | ||
101 | 2023.02.02 17:00 | sell | 31 | 0.10 | 1.09168 | 0.00000 | 0.00000 | ||
102 | 2023.02.02 17:00 | modify | 31 | 0.10 | 1.09168 | 1.09553 | 1.08278 | ||
103 | 2023.02.02 17:00 | modify | 30 | 0.10 | 1.09778 | 1.09553 | 1.08278 | ||
104 | 2023.02.03 16:00 | t/p | 30 | 0.10 | 1.08278 | 1.09553 | 1.08278 | 152.97 | 10949.97 |
105 | 2023.02.03 16:00 | t/p | 31 | 0.10 | 1.08278 | 1.09553 | 1.08278 | 89.74 | 11039.71 |
106 | 2023.03.07 16:00 | buy | 32 | 0.10 | 1.05883 | 0.00000 | 0.00000 | ||
107 | 2023.03.07 16:00 | modify | 32 | 0.10 | 1.05883 | 1.05183 | 1.07383 | ||
108 | 2023.03.13 14:00 | buy | 33 | 0.10 | 1.07020 | 0.00000 | 0.00000 | ||
109 | 2023.03.13 14:00 | modify | 33 | 0.10 | 1.07020 | 1.06708 | 1.07383 | ||
110 | 2023.03.13 14:00 | modify | 32 | 0.10 | 1.05883 | 1.06708 | 1.07383 | ||
111 | 2023.03.13 17:00 | t/p | 32 | 0.10 | 1.07383 | 1.06708 | 1.07383 | 143.55 | 11183.26 |
112 | 2023.03.13 17:00 | t/p | 33 | 0.10 | 1.07383 | 1.06708 | 1.07383 | 36.30 | 11219.56 |
113 | 2023.03.22 19:00 | sell | 34 | 0.10 | 1.08805 | 0.00000 | 0.00000 | ||
114 | 2023.03.22 19:00 | modify | 34 | 0.10 | 1.08805 | 1.09505 | 1.07305 | ||
115 | 2023.03.24 03:00 | sell | 35 | 0.10 | 1.08205 | 0.00000 | 0.00000 | ||
116 | 2023.03.24 03:00 | modify | 35 | 0.10 | 1.08205 | 1.08580 | 1.07305 | ||
117 | 2023.03.24 03:00 | modify | 34 | 0.10 | 1.08805 | 1.08580 | 1.07305 | ||
118 | 2023.03.24 10:00 | t/p | 34 | 0.10 | 1.07305 | 1.08580 | 1.07305 | 152.97 | 11372.53 |
119 | 2023.03.24 10:00 | t/p | 35 | 0.10 | 1.07305 | 1.08580 | 1.07305 | 90.00 | 11462.53 |
120 | 2023.03.24 10:00 | buy | 36 | 0.10 | 1.07287 | 0.00000 | 0.00000 | ||
121 | 2023.03.24 10:00 | modify | 36 | 0.10 | 1.07287 | 1.06587 | 1.08787 | ||
122 | 2023.03.27 16:00 | buy | 37 | 0.10 | 1.07906 | 0.00000 | 0.00000 | ||
123 | 2023.03.27 16:00 | modify | 37 | 0.10 | 1.07906 | 1.07512 | 1.08787 | ||
124 | 2023.03.27 16:00 | modify | 36 | 0.10 | 1.07287 | 1.07512 | 1.08787 | ||
125 | 2023.03.28 01:00 | buy | 38 | 0.10 | 1.08188 | 0.00000 | 0.00000 | ||
126 | 2023.03.28 01:00 | modify | 38 | 0.10 | 1.08188 | 1.07962 | 1.08787 | ||
127 | 2023.03.28 01:00 | modify | 37 | 0.10 | 1.07906 | 1.07962 | 1.08787 | ||
128 | 2023.03.28 01:00 | modify | 36 | 0.10 | 1.07287 | 1.07962 | 1.08787 | ||
129 | 2023.03.28 13:00 | buy | 39 | 0.10 | 1.08422 | 0.00000 | 0.00000 | ||
130 | 2023.03.28 13:00 | modify | 39 | 0.10 | 1.08422 | 1.08112 | 1.08787 | ||
131 | 2023.03.28 13:00 | modify | 38 | 0.10 | 1.08188 | 1.08112 | 1.08787 | ||
132 | 2023.03.28 13:00 | modify | 37 | 0.10 | 1.07906 | 1.08112 | 1.08787 | ||
133 | 2023.03.28 13:00 | modify | 36 | 0.10 | 1.07287 | 1.08112 | 1.08787 | ||
134 | 2023.03.30 09:00 | t/p | 36 | 0.10 | 1.08787 | 1.08112 | 1.08787 | 143.55 | 11606.08 |
135 | 2023.03.30 09:00 | t/p | 37 | 0.10 | 1.08787 | 1.08112 | 1.08787 | 82.72 | 11688.80 |
136 | 2023.03.30 09:00 | t/p | 38 | 0.10 | 1.08787 | 1.08112 | 1.08787 | 55.60 | 11744.39 |
137 | 2023.03.30 09:00 | t/p | 39 | 0.10 | 1.08787 | 1.08112 | 1.08787 | 32.20 | 11776.59 |
138 | 2023.04.14 16:00 | buy | 40 | 0.10 | 1.09819 | 0.00000 | 0.00000 | ||
139 | 2023.04.14 16:00 | modify | 40 | 0.10 | 1.09819 | 1.09119 | 1.11319 | ||
140 | 2023.04.17 15:00 | s/l | 40 | 0.10 | 1.09119 | 1.09119 | 1.11319 | -71.08 | 11705.52 |