Symbol | AUDUSD (Australian dollar vs US 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=7; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 734.63 | Gross profit | 1215.40 | Gross loss | -480.77 |
Profit factor | 2.53 | Expected payoff | 38.66 | ||
Absolute drawdown | 35.19 | Maximal drawdown | 399.17 (3.59%) | Relative drawdown | 3.59% (399.17) |
Total trades | 19 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 151.13 | loss trade | -81.14 | |
Average | profit trade | 101.28 | loss trade | -68.68 | |
Maximum | consecutive wins (profit in money) | 5 (567.67) | consecutive losses (loss in money) | 2 (-159.52) | |
Maximal | consecutive profit (count of wins) | 567.67 (5) | consecutive loss (count of losses) | -159.52 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.11 16:00 | buy | 1 | 0.10 | 0.67519 | 0.00000 | 0.00000 | ||
2 | 2022.07.11 16:00 | modify | 1 | 0.10 | 0.67519 | 0.66719 | 0.69019 | ||
3 | 2022.07.19 12:00 | t/p | 1 | 0.10 | 0.69019 | 0.66719 | 0.69019 | 146.97 | 10146.97 |
4 | 2022.08.10 16:00 | sell | 2 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 16:00 | modify | 2 | 0.10 | 0.70969 | 0.71769 | 0.69469 | ||
6 | 2022.08.15 12:00 | sell | 3 | 0.10 | 0.70272 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 12:00 | modify | 3 | 0.10 | 0.70272 | 0.70894 | 0.69469 | ||
8 | 2022.08.15 12:00 | modify | 2 | 0.10 | 0.70969 | 0.70894 | 0.69469 | ||
9 | 2022.08.17 12:00 | t/p | 2 | 0.10 | 0.69469 | 0.70894 | 0.69469 | 151.13 | 10298.10 |
10 | 2022.08.17 12:00 | t/p | 3 | 0.10 | 0.69469 | 0.70894 | 0.69469 | 80.62 | 10378.72 |
11 | 2022.09.09 08:00 | sell | 4 | 0.10 | 0.68603 | 0.00000 | 0.00000 | ||
12 | 2022.09.09 08:00 | modify | 4 | 0.10 | 0.68603 | 0.69403 | 0.67103 | ||
13 | 2022.09.14 08:00 | t/p | 4 | 0.10 | 0.67103 | 0.69403 | 0.67103 | 150.48 | 10529.20 |
14 | 2022.10.26 08:00 | sell | 5 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
15 | 2022.10.26 08:00 | modify | 5 | 0.10 | 0.64702 | 0.65502 | 0.63202 | ||
16 | 2022.10.28 16:00 | sell | 6 | 0.10 | 0.63944 | 0.00000 | 0.00000 | ||
17 | 2022.10.28 16:00 | modify | 6 | 0.10 | 0.63944 | 0.64327 | 0.63202 | ||
18 | 2022.10.28 16:00 | modify | 5 | 0.10 | 0.64702 | 0.64327 | 0.63202 | ||
19 | 2022.11.01 04:00 | s/l | 5 | 0.10 | 0.64327 | 0.64327 | 0.63202 | 38.47 | 10567.67 |
20 | 2022.11.01 04:00 | s/l | 6 | 0.10 | 0.64327 | 0.64327 | 0.63202 | -37.98 | 10529.69 |
21 | 2022.11.03 12:00 | buy | 7 | 0.10 | 0.62909 | 0.00000 | 0.00000 | ||
22 | 2022.11.03 12:00 | modify | 7 | 0.10 | 0.62909 | 0.62109 | 0.64409 | ||
23 | 2022.11.04 16:00 | t/p | 7 | 0.10 | 0.64409 | 0.62109 | 0.64409 | 149.62 | 10679.32 |
24 | 2022.11.04 16:00 | sell | 8 | 0.10 | 0.64339 | 0.00000 | 0.00000 | ||
25 | 2022.11.04 16:00 | modify | 8 | 0.10 | 0.64339 | 0.65139 | 0.62839 | ||
26 | 2022.11.08 16:00 | s/l | 8 | 0.10 | 0.65139 | 0.65139 | 0.62839 | -79.68 | 10599.64 |
27 | 2022.11.10 16:00 | sell | 9 | 0.10 | 0.65955 | 0.00000 | 0.00000 | ||
28 | 2022.11.10 16:00 | modify | 9 | 0.10 | 0.65955 | 0.66755 | 0.64455 | ||
29 | 2022.11.11 12:00 | s/l | 9 | 0.10 | 0.66755 | 0.66755 | 0.64455 | -79.84 | 10519.80 |
30 | 2022.12.05 20:00 | buy | 10 | 0.10 | 0.66986 | 0.00000 | 0.00000 | ||
31 | 2022.12.05 20:00 | modify | 10 | 0.10 | 0.66986 | 0.66186 | 0.68486 | ||
32 | 2022.12.13 16:00 | t/p | 10 | 0.10 | 0.68486 | 0.66186 | 0.68486 | 146.97 | 10666.77 |
33 | 2022.12.13 16:00 | sell | 11 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
34 | 2022.12.13 16:00 | modify | 11 | 0.10 | 0.68768 | 0.69568 | 0.67268 | ||
35 | 2022.12.15 12:00 | sell | 12 | 0.10 | 0.67643 | 0.00000 | 0.00000 | ||
36 | 2022.12.15 12:00 | modify | 12 | 0.10 | 0.67643 | 0.67943 | 0.67268 | ||
37 | 2022.12.15 12:00 | modify | 11 | 0.10 | 0.68768 | 0.67943 | 0.67268 | ||
38 | 2022.12.15 16:00 | t/p | 11 | 0.10 | 0.67268 | 0.67943 | 0.67268 | 150.64 | 10817.41 |
39 | 2022.12.15 16:00 | t/p | 12 | 0.10 | 0.67268 | 0.67943 | 0.67268 | 37.50 | 10854.91 |
40 | 2022.12.15 16:00 | buy | 13 | 0.10 | 0.67250 | 0.00000 | 0.00000 | ||
41 | 2022.12.15 16:00 | modify | 13 | 0.10 | 0.67250 | 0.66450 | 0.68750 | ||
42 | 2022.12.20 08:00 | s/l | 13 | 0.10 | 0.66450 | 0.66450 | 0.68750 | -81.14 | 10773.78 |
43 | 2023.01.03 12:00 | buy | 14 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
44 | 2023.01.03 12:00 | modify | 14 | 0.10 | 0.67006 | 0.66206 | 0.68506 | ||
45 | 2023.01.04 12:00 | t/p | 14 | 0.10 | 0.68506 | 0.66206 | 0.68506 | 149.62 | 10923.40 |
46 | 2023.01.04 12:00 | sell | 15 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
47 | 2023.01.04 12:00 | modify | 15 | 0.10 | 0.68713 | 0.69513 | 0.67213 | ||
48 | 2023.01.05 04:00 | sell | 16 | 0.10 | 0.68017 | 0.00000 | 0.00000 | ||
49 | 2023.01.05 04:00 | modify | 16 | 0.10 | 0.68017 | 0.68638 | 0.67213 | ||
50 | 2023.01.05 04:00 | modify | 15 | 0.10 | 0.68713 | 0.68638 | 0.67213 | ||
51 | 2023.01.06 20:00 | s/l | 15 | 0.10 | 0.68638 | 0.68638 | 0.67213 | 8.14 | 10931.54 |
52 | 2023.01.06 20:00 | s/l | 16 | 0.10 | 0.68638 | 0.68638 | 0.67213 | -61.94 | 10869.60 |
53 | 2023.02.03 16:00 | buy | 17 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
54 | 2023.02.03 16:00 | modify | 17 | 0.10 | 0.69781 | 0.68981 | 0.71281 | ||
55 | 2023.02.05 20:00 | s/l | 17 | 0.10 | 0.68981 | 0.68981 | 0.71281 | -80.00 | 10789.60 |
56 | 2023.03.07 16:00 | buy | 18 | 0.10 | 0.66089 | 0.00000 | 0.00000 | ||
57 | 2023.03.07 16:00 | modify | 18 | 0.10 | 0.66089 | 0.65289 | 0.67589 | ||
58 | 2023.03.13 08:00 | buy | 19 | 0.10 | 0.66766 | 0.00000 | 0.00000 | ||
59 | 2023.03.13 08:00 | modify | 19 | 0.10 | 0.66766 | 0.66164 | 0.67589 | ||
60 | 2023.03.13 08:00 | modify | 18 | 0.10 | 0.66089 | 0.66164 | 0.67589 | ||
61 | 2023.03.13 12:00 | s/l | 18 | 0.10 | 0.66164 | 0.66164 | 0.67589 | 5.23 | 10794.83 |
62 | 2023.03.13 12:00 | s/l | 19 | 0.10 | 0.66164 | 0.66164 | 0.67589 | -60.20 | 10734.63 |