Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
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=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 | 79329 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1479.79 | Gross profit | 1990.83 | Gross loss | -511.05 |
Profit factor | 3.90 | Expected payoff | 41.11 | ||
Absolute drawdown | 72.79 | Maximal drawdown | 320.13 (2.71%) | Relative drawdown | 2.71% (320.13) |
Total trades | 36 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 27 (75.00%) | Loss trades (% of total) | 9 (25.00%) | ||
Largest | profit trade | 151.13 | loss trade | -81.14 | |
Average | profit trade | 73.73 | loss trade | -56.78 | |
Maximum | consecutive wins (profit in money) | 12 (1025.06) | consecutive losses (loss in money) | 2 (-159.52) | |
Maximal | consecutive profit (count of wins) | 1025.06 (12) | consecutive loss (count of losses) | -159.52 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | 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 | 2022.07.18 01:40 | buy | 2 | 0.10 | 0.68212 | 0.00000 | 0.00000 | ||
4 | 2022.07.18 01:40 | modify | 2 | 0.10 | 0.68212 | 0.67594 | 0.69019 | ||
5 | 2022.07.18 01:40 | modify | 1 | 0.10 | 0.67519 | 0.67594 | 0.69019 | ||
6 | 2022.07.18 12:30 | buy | 3 | 0.10 | 0.68298 | 0.00000 | 0.00000 | ||
7 | 2022.07.18 12:30 | modify | 3 | 0.10 | 0.68298 | 0.67894 | 0.69019 | ||
8 | 2022.07.18 12:30 | modify | 2 | 0.10 | 0.68212 | 0.67894 | 0.69019 | ||
9 | 2022.07.18 12:30 | modify | 1 | 0.10 | 0.67519 | 0.67894 | 0.69019 | ||
10 | 2022.07.19 07:20 | buy | 4 | 0.10 | 0.68661 | 0.00000 | 0.00000 | ||
11 | 2022.07.19 07:20 | modify | 4 | 0.10 | 0.68661 | 0.68344 | 0.69019 | ||
12 | 2022.07.19 07:20 | modify | 3 | 0.10 | 0.68298 | 0.68344 | 0.69019 | ||
13 | 2022.07.19 07:20 | modify | 2 | 0.10 | 0.68212 | 0.68344 | 0.69019 | ||
14 | 2022.07.19 07:20 | modify | 1 | 0.10 | 0.67519 | 0.68344 | 0.69019 | ||
15 | 2022.07.19 09:40 | t/p | 1 | 0.10 | 0.69019 | 0.68344 | 0.69019 | 146.97 | 10146.97 |
16 | 2022.07.19 09:40 | t/p | 2 | 0.10 | 0.69019 | 0.68344 | 0.69019 | 80.32 | 10227.29 |
17 | 2022.07.19 09:40 | t/p | 3 | 0.10 | 0.69019 | 0.68344 | 0.69019 | 71.72 | 10299.01 |
18 | 2022.07.19 09:40 | t/p | 4 | 0.10 | 0.69019 | 0.68344 | 0.69019 | 35.80 | 10334.81 |
19 | 2022.08.10 16:00 | sell | 5 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
20 | 2022.08.10 16:00 | modify | 5 | 0.10 | 0.70969 | 0.71769 | 0.69469 | ||
21 | 2022.08.15 09:40 | sell | 6 | 0.10 | 0.70219 | 0.00000 | 0.00000 | ||
22 | 2022.08.15 09:40 | modify | 6 | 0.10 | 0.70219 | 0.70594 | 0.69469 | ||
23 | 2022.08.15 09:40 | modify | 5 | 0.10 | 0.70969 | 0.70594 | 0.69469 | ||
24 | 2022.08.15 10:25 | sell | 7 | 0.10 | 0.70287 | 0.00000 | 0.00000 | ||
25 | 2022.08.15 10:25 | modify | 7 | 0.10 | 0.70287 | 0.70894 | 0.69469 | ||
26 | 2022.08.15 10:30 | modify | 7 | 0.10 | 0.70287 | 0.70594 | 0.69469 | ||
27 | 2022.08.17 07:30 | sell | 8 | 0.10 | 0.69832 | 0.00000 | 0.00000 | ||
28 | 2022.08.17 07:30 | modify | 8 | 0.10 | 0.69832 | 0.70144 | 0.69469 | ||
29 | 2022.08.17 07:30 | modify | 6 | 0.10 | 0.70219 | 0.70144 | 0.69469 | ||
30 | 2022.08.17 07:30 | modify | 7 | 0.10 | 0.70287 | 0.70144 | 0.69469 | ||
31 | 2022.08.17 07:30 | modify | 5 | 0.10 | 0.70969 | 0.70144 | 0.69469 | ||
32 | 2022.08.17 11:20 | t/p | 5 | 0.10 | 0.69469 | 0.70144 | 0.69469 | 151.13 | 10485.94 |
33 | 2022.08.17 11:20 | t/p | 6 | 0.10 | 0.69469 | 0.70144 | 0.69469 | 75.32 | 10561.26 |
34 | 2022.08.17 11:20 | t/p | 7 | 0.10 | 0.69469 | 0.70144 | 0.69469 | 82.12 | 10643.39 |
35 | 2022.08.17 11:20 | t/p | 8 | 0.10 | 0.69469 | 0.70144 | 0.69469 | 36.30 | 10679.69 |
36 | 2022.09.09 08:00 | sell | 9 | 0.10 | 0.68603 | 0.00000 | 0.00000 | ||
37 | 2022.09.09 08:00 | modify | 9 | 0.10 | 0.68603 | 0.69403 | 0.67103 | ||
38 | 2022.09.13 12:40 | sell | 10 | 0.10 | 0.67927 | 0.00000 | 0.00000 | ||
39 | 2022.09.13 12:40 | modify | 10 | 0.10 | 0.67927 | 0.68528 | 0.67103 | ||
40 | 2022.09.13 12:40 | modify | 9 | 0.10 | 0.68603 | 0.68528 | 0.67103 | ||
41 | 2022.09.13 14:30 | sell | 11 | 0.10 | 0.67840 | 0.00000 | 0.00000 | ||
42 | 2022.09.13 14:30 | modify | 11 | 0.10 | 0.67840 | 0.68228 | 0.67103 | ||
43 | 2022.09.13 14:30 | modify | 10 | 0.10 | 0.67927 | 0.68228 | 0.67103 | ||
44 | 2022.09.13 14:30 | modify | 9 | 0.10 | 0.68603 | 0.68228 | 0.67103 | ||
45 | 2022.09.14 07:05 | t/p | 9 | 0.10 | 0.67103 | 0.68228 | 0.67103 | 150.48 | 10830.17 |
46 | 2022.09.14 07:05 | t/p | 10 | 0.10 | 0.67103 | 0.68228 | 0.67103 | 82.56 | 10912.73 |
47 | 2022.09.14 07:05 | t/p | 11 | 0.10 | 0.67103 | 0.68228 | 0.67103 | 73.86 | 10986.59 |
48 | 2022.10.26 08:00 | sell | 12 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
49 | 2022.10.26 08:00 | modify | 12 | 0.10 | 0.64702 | 0.65502 | 0.63202 | ||
50 | 2022.10.28 09:40 | sell | 13 | 0.10 | 0.64023 | 0.00000 | 0.00000 | ||
51 | 2022.10.28 09:40 | modify | 13 | 0.10 | 0.64023 | 0.64627 | 0.63202 | ||
52 | 2022.10.28 09:40 | modify | 12 | 0.10 | 0.64702 | 0.64627 | 0.63202 | ||
53 | 2022.10.28 14:40 | sell | 14 | 0.10 | 0.63947 | 0.00000 | 0.00000 | ||
54 | 2022.10.28 14:40 | modify | 14 | 0.10 | 0.63947 | 0.64327 | 0.63202 | ||
55 | 2022.10.28 14:40 | modify | 13 | 0.10 | 0.64023 | 0.64327 | 0.63202 | ||
56 | 2022.10.28 14:40 | modify | 12 | 0.10 | 0.64702 | 0.64327 | 0.63202 | ||
57 | 2022.11.01 02:20 | s/l | 12 | 0.10 | 0.64327 | 0.64327 | 0.63202 | 38.47 | 11025.06 |
58 | 2022.11.01 02:20 | s/l | 13 | 0.10 | 0.64327 | 0.64327 | 0.63202 | -30.08 | 10994.98 |
59 | 2022.11.01 02:20 | s/l | 14 | 0.10 | 0.64327 | 0.64327 | 0.63202 | -37.68 | 10957.30 |
60 | 2022.11.03 12:00 | buy | 15 | 0.10 | 0.62909 | 0.00000 | 0.00000 | ||
61 | 2022.11.03 12:00 | modify | 15 | 0.10 | 0.62909 | 0.62109 | 0.64409 | ||
62 | 2022.11.04 05:15 | buy | 16 | 0.10 | 0.63593 | 0.00000 | 0.00000 | ||
63 | 2022.11.04 05:15 | modify | 16 | 0.10 | 0.63593 | 0.62984 | 0.64409 | ||
64 | 2022.11.04 05:15 | modify | 15 | 0.10 | 0.62909 | 0.62984 | 0.64409 | ||
65 | 2022.11.04 12:40 | t/p | 15 | 0.10 | 0.64409 | 0.62984 | 0.64409 | 149.62 | 11106.93 |
66 | 2022.11.04 12:40 | t/p | 16 | 0.10 | 0.64409 | 0.62984 | 0.64409 | 81.60 | 11188.53 |
67 | 2022.11.04 16:00 | sell | 17 | 0.10 | 0.64339 | 0.00000 | 0.00000 | ||
68 | 2022.11.04 16:00 | modify | 17 | 0.10 | 0.64339 | 0.65139 | 0.62839 | ||
69 | 2022.11.08 15:30 | s/l | 17 | 0.10 | 0.65139 | 0.65139 | 0.62839 | -79.68 | 11108.85 |
70 | 2022.11.10 16:00 | sell | 18 | 0.10 | 0.65955 | 0.00000 | 0.00000 | ||
71 | 2022.11.10 16:00 | modify | 18 | 0.10 | 0.65955 | 0.66755 | 0.64455 | ||
72 | 2022.11.11 08:40 | s/l | 18 | 0.10 | 0.66755 | 0.66755 | 0.64455 | -79.84 | 11029.01 |
73 | 2022.12.05 20:00 | buy | 19 | 0.10 | 0.66986 | 0.00000 | 0.00000 | ||
74 | 2022.12.05 20:00 | modify | 19 | 0.10 | 0.66986 | 0.66186 | 0.68486 | ||
75 | 2022.12.08 15:00 | buy | 20 | 0.10 | 0.67686 | 0.00000 | 0.00000 | ||
76 | 2022.12.08 15:00 | modify | 20 | 0.10 | 0.67686 | 0.67061 | 0.68486 | ||
77 | 2022.12.08 15:00 | modify | 19 | 0.10 | 0.66986 | 0.67061 | 0.68486 | ||
78 | 2022.12.08 16:40 | buy | 21 | 0.10 | 0.67737 | 0.00000 | 0.00000 | ||
79 | 2022.12.08 16:40 | modify | 21 | 0.10 | 0.67737 | 0.67361 | 0.68486 | ||
80 | 2022.12.08 16:40 | modify | 20 | 0.10 | 0.67686 | 0.67361 | 0.68486 | ||
81 | 2022.12.08 16:40 | modify | 19 | 0.10 | 0.66986 | 0.67361 | 0.68486 | ||
82 | 2022.12.09 17:15 | buy | 22 | 0.10 | 0.68118 | 0.00000 | 0.00000 | ||
83 | 2022.12.09 17:15 | modify | 22 | 0.10 | 0.68118 | 0.67811 | 0.68486 | ||
84 | 2022.12.09 17:15 | modify | 21 | 0.10 | 0.67737 | 0.67811 | 0.68486 | ||
85 | 2022.12.09 17:15 | modify | 20 | 0.10 | 0.67686 | 0.67811 | 0.68486 | ||
86 | 2022.12.09 17:15 | modify | 19 | 0.10 | 0.66986 | 0.67811 | 0.68486 | ||
87 | 2022.12.11 22:05 | s/l | 19 | 0.10 | 0.67811 | 0.67811 | 0.68486 | 80.23 | 11109.24 |
88 | 2022.12.11 22:05 | s/l | 20 | 0.10 | 0.67811 | 0.67811 | 0.68486 | 12.12 | 11121.36 |
89 | 2022.12.11 22:05 | s/l | 21 | 0.10 | 0.67811 | 0.67811 | 0.68486 | 7.02 | 11128.38 |
90 | 2022.12.11 22:05 | s/l | 22 | 0.10 | 0.67811 | 0.67811 | 0.68486 | -30.70 | 11097.68 |
91 | 2022.12.13 16:00 | sell | 23 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
92 | 2022.12.13 16:00 | modify | 23 | 0.10 | 0.68768 | 0.69568 | 0.67268 | ||
93 | 2022.12.15 11:35 | sell | 24 | 0.10 | 0.67634 | 0.00000 | 0.00000 | ||
94 | 2022.12.15 11:35 | modify | 24 | 0.10 | 0.67634 | 0.67943 | 0.67268 | ||
95 | 2022.12.15 11:35 | modify | 23 | 0.10 | 0.68768 | 0.67943 | 0.67268 | ||
96 | 2022.12.15 15:30 | t/p | 23 | 0.10 | 0.67268 | 0.67943 | 0.67268 | 150.64 | 11248.32 |
97 | 2022.12.15 15:30 | t/p | 24 | 0.10 | 0.67268 | 0.67943 | 0.67268 | 36.60 | 11284.92 |
98 | 2022.12.15 16:00 | buy | 25 | 0.10 | 0.67250 | 0.00000 | 0.00000 | ||
99 | 2022.12.15 16:00 | modify | 25 | 0.10 | 0.67250 | 0.66450 | 0.68750 | ||
100 | 2022.12.20 04:40 | s/l | 25 | 0.10 | 0.66450 | 0.66450 | 0.68750 | -81.14 | 11203.79 |
101 | 2023.01.03 12:00 | buy | 26 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
102 | 2023.01.03 12:00 | modify | 26 | 0.10 | 0.67006 | 0.66206 | 0.68506 | ||
103 | 2023.01.03 14:40 | buy | 27 | 0.10 | 0.67699 | 0.00000 | 0.00000 | ||
104 | 2023.01.03 14:40 | modify | 27 | 0.10 | 0.67699 | 0.67081 | 0.68506 | ||
105 | 2023.01.03 14:40 | modify | 26 | 0.10 | 0.67006 | 0.67081 | 0.68506 | ||
106 | 2023.01.04 03:20 | buy | 28 | 0.10 | 0.67768 | 0.00000 | 0.00000 | ||
107 | 2023.01.04 03:20 | modify | 28 | 0.10 | 0.67768 | 0.67381 | 0.68506 | ||
108 | 2023.01.04 03:20 | modify | 27 | 0.10 | 0.67699 | 0.67381 | 0.68506 | ||
109 | 2023.01.04 03:20 | modify | 26 | 0.10 | 0.67006 | 0.67381 | 0.68506 | ||
110 | 2023.01.04 04:50 | buy | 29 | 0.10 | 0.68154 | 0.00000 | 0.00000 | ||
111 | 2023.01.04 04:50 | modify | 29 | 0.10 | 0.68154 | 0.67831 | 0.68506 | ||
112 | 2023.01.04 04:50 | modify | 28 | 0.10 | 0.67768 | 0.67831 | 0.68506 | ||
113 | 2023.01.04 04:50 | modify | 27 | 0.10 | 0.67699 | 0.67831 | 0.68506 | ||
114 | 2023.01.04 04:50 | modify | 26 | 0.10 | 0.67006 | 0.67831 | 0.68506 | ||
115 | 2023.01.04 08:20 | t/p | 26 | 0.10 | 0.68506 | 0.67831 | 0.68506 | 149.62 | 11353.41 |
116 | 2023.01.04 08:20 | t/p | 27 | 0.10 | 0.68506 | 0.67831 | 0.68506 | 80.32 | 11433.73 |
117 | 2023.01.04 08:20 | t/p | 28 | 0.10 | 0.68506 | 0.67831 | 0.68506 | 73.80 | 11507.53 |
118 | 2023.01.04 08:20 | t/p | 29 | 0.10 | 0.68506 | 0.67831 | 0.68506 | 35.20 | 11542.73 |
119 | 2023.01.04 12:00 | sell | 30 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
120 | 2023.01.04 12:00 | modify | 30 | 0.10 | 0.68713 | 0.69513 | 0.67213 | ||
121 | 2023.01.05 03:50 | sell | 31 | 0.10 | 0.68023 | 0.00000 | 0.00000 | ||
122 | 2023.01.05 03:50 | modify | 31 | 0.10 | 0.68023 | 0.68638 | 0.67213 | ||
123 | 2023.01.05 03:50 | modify | 30 | 0.10 | 0.68713 | 0.68638 | 0.67213 | ||
124 | 2023.01.05 13:30 | sell | 32 | 0.10 | 0.67956 | 0.00000 | 0.00000 | ||
125 | 2023.01.05 13:30 | modify | 32 | 0.10 | 0.67956 | 0.68338 | 0.67213 | ||
126 | 2023.01.05 13:30 | modify | 31 | 0.10 | 0.68023 | 0.68338 | 0.67213 | ||
127 | 2023.01.05 13:30 | modify | 30 | 0.10 | 0.68713 | 0.68338 | 0.67213 | ||
128 | 2023.01.05 19:40 | sell | 33 | 0.10 | 0.67569 | 0.00000 | 0.00000 | ||
129 | 2023.01.05 19:40 | modify | 33 | 0.10 | 0.67569 | 0.67888 | 0.67213 | ||
130 | 2023.01.05 19:40 | modify | 32 | 0.10 | 0.67956 | 0.67888 | 0.67213 | ||
131 | 2023.01.05 19:40 | modify | 31 | 0.10 | 0.68023 | 0.67888 | 0.67213 | ||
132 | 2023.01.05 19:40 | modify | 30 | 0.10 | 0.68713 | 0.67888 | 0.67213 | ||
133 | 2023.01.06 03:40 | s/l | 30 | 0.10 | 0.67888 | 0.67888 | 0.67213 | 83.14 | 11625.87 |
134 | 2023.01.06 03:40 | s/l | 31 | 0.10 | 0.67888 | 0.67888 | 0.67213 | 13.66 | 11639.54 |
135 | 2023.01.06 03:40 | s/l | 32 | 0.10 | 0.67888 | 0.67888 | 0.67213 | 6.96 | 11646.50 |
136 | 2023.01.06 03:40 | s/l | 33 | 0.10 | 0.67888 | 0.67888 | 0.67213 | -31.74 | 11614.76 |
137 | 2023.02.03 16:00 | buy | 34 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
138 | 2023.02.03 16:00 | modify | 34 | 0.10 | 0.69781 | 0.68981 | 0.71281 | ||
139 | 2023.02.05 22:00 | s/l | 34 | 0.10 | 0.68981 | 0.68981 | 0.71281 | -80.00 | 11534.76 |
140 | 2023.03.07 16:00 | buy | 35 | 0.10 | 0.66089 | 0.00000 | 0.00000 | ||
141 | 2023.03.07 16:00 | modify | 35 | 0.10 | 0.66089 | 0.65289 | 0.67589 | ||
142 | 2023.03.13 07:59 | buy | 36 | 0.10 | 0.66766 | 0.00000 | 0.00000 | ||
143 | 2023.03.13 07:59 | modify | 36 | 0.10 | 0.66766 | 0.66164 | 0.67589 | ||
144 | 2023.03.13 07:59 | modify | 35 | 0.10 | 0.66089 | 0.66164 | 0.67589 | ||
145 | 2023.03.13 10:05 | s/l | 35 | 0.10 | 0.66164 | 0.66164 | 0.67589 | 5.23 | 11539.99 |
146 | 2023.03.13 10:05 | s/l | 36 | 0.10 | 0.66164 | 0.66164 | 0.67589 | -60.20 | 11479.79 |