Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=0; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1349.22 | Gross profit | 2234.85 | Gross loss | -885.63 |
Profit factor | 2.52 | Expected payoff | 40.89 | ||
Absolute drawdown | 44.28 | Maximal drawdown | 321.23 (2.77%) | Relative drawdown | 2.88% (309.29) |
Total trades | 33 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
Largest | profit trade | 157.43 | loss trade | -133.98 | |
Average | profit trade | 101.58 | loss trade | -80.51 | |
Maximum | consecutive wins (profit in money) | 3 (335.81) | consecutive losses (loss in money) | 2 (-248.78) | |
Maximal | consecutive profit (count of wins) | 335.81 (3) | consecutive loss (count of losses) | -248.78 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.11 20:00 | buy | 1 | 0.10 | 1.00481 | 0.00000 | 0.00000 | ||
2 | 2022.07.11 20:00 | modify | 1 | 0.10 | 1.00481 | 0.99281 | 1.01981 | ||
3 | 2022.07.18 16:00 | t/p | 1 | 0.10 | 1.01981 | 0.99281 | 1.01981 | 142.47 | 10142.47 |
4 | 2022.08.10 16:00 | sell | 2 | 0.10 | 1.03333 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 16:00 | modify | 2 | 0.10 | 1.03333 | 1.04533 | 1.01833 | ||
6 | 2022.08.15 20:00 | t/p | 2 | 0.10 | 1.01833 | 1.04533 | 1.01833 | 153.72 | 10296.19 |
7 | 2022.09.26 20:00 | buy | 3 | 0.10 | 0.96118 | 0.00000 | 0.00000 | ||
8 | 2022.09.26 20:00 | modify | 3 | 0.10 | 0.96118 | 0.94918 | 0.97618 | ||
9 | 2022.09.28 16:00 | buy | 4 | 0.10 | 0.96821 | 0.00000 | 0.00000 | ||
10 | 2022.09.28 16:00 | modify | 4 | 0.10 | 0.96821 | 0.96568 | 0.97618 | ||
11 | 2022.09.28 16:00 | modify | 3 | 0.10 | 0.96118 | 0.96568 | 0.97618 | ||
12 | 2022.09.29 08:00 | s/l | 3 | 0.10 | 0.96568 | 0.96568 | 0.97618 | 39.62 | 10335.81 |
13 | 2022.09.29 08:00 | s/l | 4 | 0.10 | 0.96568 | 0.96568 | 0.97618 | -28.53 | 10307.28 |
14 | 2022.10.04 16:00 | sell | 5 | 0.10 | 0.99763 | 0.00000 | 0.00000 | ||
15 | 2022.10.04 16:00 | modify | 5 | 0.10 | 0.99763 | 1.00963 | 0.98263 | ||
16 | 2022.10.06 16:00 | t/p | 5 | 0.10 | 0.98263 | 1.00963 | 0.98263 | 152.97 | 10460.25 |
17 | 2022.10.07 20:00 | buy | 6 | 0.10 | 0.97415 | 0.00000 | 0.00000 | ||
18 | 2022.10.07 20:00 | modify | 6 | 0.10 | 0.97415 | 0.96215 | 0.98915 | ||
19 | 2022.10.21 20:00 | buy | 7 | 0.10 | 0.98645 | 0.00000 | 0.00000 | ||
20 | 2022.10.21 20:00 | modify | 7 | 0.10 | 0.98645 | 0.98090 | 0.98915 | ||
21 | 2022.10.21 20:00 | modify | 6 | 0.10 | 0.97415 | 0.98090 | 0.98915 | ||
22 | 2022.10.24 00:00 | t/p | 6 | 0.10 | 0.98915 | 0.98090 | 0.98915 | 133.86 | 10594.12 |
23 | 2022.10.24 00:00 | t/p | 7 | 0.10 | 0.98915 | 0.98090 | 0.98915 | 25.92 | 10620.04 |
24 | 2022.10.25 16:00 | sell | 8 | 0.10 | 0.99577 | 0.00000 | 0.00000 | ||
25 | 2022.10.25 16:00 | modify | 8 | 0.10 | 0.99577 | 1.00777 | 0.98077 | ||
26 | 2022.10.26 16:00 | s/l | 8 | 0.10 | 1.00777 | 1.00777 | 0.98077 | -119.26 | 10500.79 |
27 | 2022.10.26 16:00 | sell | 9 | 0.10 | 1.00677 | 0.00000 | 0.00000 | ||
28 | 2022.10.26 16:00 | modify | 9 | 0.10 | 1.00677 | 1.01877 | 0.99177 | ||
29 | 2022.10.28 08:00 | sell | 10 | 0.10 | 0.99457 | 0.00000 | 0.00000 | ||
30 | 2022.10.28 08:00 | modify | 10 | 0.10 | 0.99457 | 1.00002 | 0.99177 | ||
31 | 2022.10.28 08:00 | modify | 9 | 0.10 | 1.00677 | 1.00002 | 0.99177 | ||
32 | 2022.10.31 12:00 | t/p | 9 | 0.10 | 0.99177 | 1.00002 | 0.99177 | 153.72 | 10654.50 |
33 | 2022.10.31 12:00 | t/p | 10 | 0.10 | 0.99177 | 1.00002 | 0.99177 | 28.74 | 10683.24 |
34 | 2022.11.04 20:00 | sell | 11 | 0.10 | 0.99605 | 0.00000 | 0.00000 | ||
35 | 2022.11.04 20:00 | modify | 11 | 0.10 | 0.99605 | 1.00805 | 0.98105 | ||
36 | 2022.11.08 20:00 | s/l | 11 | 0.10 | 1.00805 | 1.00805 | 0.98105 | -118.51 | 10564.73 |
37 | 2022.11.23 20:00 | sell | 12 | 0.10 | 1.04008 | 0.00000 | 0.00000 | ||
38 | 2022.11.23 20:00 | modify | 12 | 0.10 | 1.04008 | 1.05208 | 1.02508 | ||
39 | 2022.12.01 16:00 | s/l | 12 | 0.10 | 1.05208 | 1.05208 | 1.02508 | -112.57 | 10452.16 |
40 | 2022.12.29 20:00 | sell | 13 | 0.10 | 1.06779 | 0.00000 | 0.00000 | ||
41 | 2022.12.29 20:00 | modify | 13 | 0.10 | 1.06779 | 1.07979 | 1.05279 | ||
42 | 2023.01.03 12:00 | t/p | 13 | 0.10 | 1.05279 | 1.07979 | 1.05279 | 152.23 | 10604.39 |
43 | 2023.01.05 16:00 | buy | 14 | 0.10 | 1.05213 | 0.00000 | 0.00000 | ||
44 | 2023.01.05 16:00 | modify | 14 | 0.10 | 1.05213 | 1.04013 | 1.06713 | ||
45 | 2023.01.09 04:00 | t/p | 14 | 0.10 | 1.06713 | 1.04013 | 1.06713 | 147.85 | 10752.24 |
46 | 2023.01.09 16:00 | sell | 15 | 0.10 | 1.07402 | 0.00000 | 0.00000 | ||
47 | 2023.01.09 16:00 | modify | 15 | 0.10 | 1.07402 | 1.08602 | 1.05902 | ||
48 | 2023.01.12 20:00 | s/l | 15 | 0.10 | 1.08602 | 1.08602 | 1.05902 | -116.28 | 10635.96 |
49 | 2023.02.01 16:00 | sell | 16 | 0.10 | 1.09195 | 0.00000 | 0.00000 | ||
50 | 2023.02.01 16:00 | modify | 16 | 0.10 | 1.09195 | 1.10395 | 1.07695 | ||
51 | 2023.02.03 16:00 | sell | 17 | 0.10 | 1.08582 | 0.00000 | 0.00000 | ||
52 | 2023.02.03 16:00 | modify | 17 | 0.10 | 1.08582 | 1.09045 | 1.07695 | ||
53 | 2023.02.03 16:00 | modify | 16 | 0.10 | 1.09195 | 1.09045 | 1.07695 | ||
54 | 2023.02.06 12:00 | t/p | 16 | 0.10 | 1.07695 | 1.09045 | 1.07695 | 153.72 | 10789.67 |
55 | 2023.02.06 12:00 | t/p | 17 | 0.10 | 1.07695 | 1.09045 | 1.07695 | 89.44 | 10879.12 |
56 | 2023.02.22 20:00 | buy | 18 | 0.10 | 1.06039 | 0.00000 | 0.00000 | ||
57 | 2023.02.22 20:00 | modify | 18 | 0.10 | 1.06039 | 1.04839 | 1.07539 | ||
58 | 2023.03.01 12:00 | buy | 19 | 0.10 | 1.06726 | 0.00000 | 0.00000 | ||
59 | 2023.03.01 12:00 | modify | 19 | 0.10 | 1.06726 | 1.06489 | 1.07539 | ||
60 | 2023.03.01 12:00 | modify | 18 | 0.10 | 1.06039 | 1.06489 | 1.07539 | ||
61 | 2023.03.01 16:00 | s/l | 18 | 0.10 | 1.06489 | 1.06489 | 1.07539 | 37.47 | 10916.59 |
62 | 2023.03.01 16:00 | s/l | 19 | 0.10 | 1.06489 | 1.06489 | 1.07539 | -23.70 | 10892.89 |
63 | 2023.03.07 20:00 | buy | 20 | 0.10 | 1.05546 | 0.00000 | 0.00000 | ||
64 | 2023.03.07 20:00 | modify | 20 | 0.10 | 1.05546 | 1.04346 | 1.07046 | ||
65 | 2023.03.13 04:00 | t/p | 20 | 0.10 | 1.07046 | 1.04346 | 1.07046 | 143.55 | 11036.43 |
66 | 2023.03.15 16:00 | buy | 21 | 0.10 | 1.05368 | 0.00000 | 0.00000 | ||
67 | 2023.03.15 16:00 | modify | 21 | 0.10 | 1.05368 | 1.04168 | 1.06868 | ||
68 | 2023.03.19 20:00 | t/p | 21 | 0.10 | 1.06868 | 1.04168 | 1.06868 | 145.70 | 11182.13 |
69 | 2023.03.22 20:00 | sell | 22 | 0.10 | 1.08652 | 0.00000 | 0.00000 | ||
70 | 2023.03.22 20:00 | modify | 22 | 0.10 | 1.08652 | 1.09852 | 1.07152 | ||
71 | 2023.04.03 00:00 | sell | 23 | 0.10 | 1.08024 | 0.00000 | 0.00000 | ||
72 | 2023.04.03 00:00 | modify | 23 | 0.10 | 1.08024 | 1.08502 | 1.07152 | ||
73 | 2023.04.03 00:00 | modify | 22 | 0.10 | 1.08652 | 1.08502 | 1.07152 | ||
74 | 2023.04.03 12:00 | s/l | 22 | 0.10 | 1.08502 | 1.08502 | 1.07152 | 23.92 | 11206.05 |
75 | 2023.04.03 12:00 | s/l | 23 | 0.10 | 1.08502 | 1.08502 | 1.07152 | -47.80 | 11158.25 |
76 | 2023.04.10 16:00 | buy | 24 | 0.10 | 1.08421 | 0.00000 | 0.00000 | ||
77 | 2023.04.10 16:00 | modify | 24 | 0.10 | 1.08421 | 1.07221 | 1.09921 | ||
78 | 2023.04.12 16:00 | t/p | 24 | 0.10 | 1.09921 | 1.07221 | 1.09921 | 147.85 | 11306.10 |
79 | 2023.04.12 16:00 | sell | 25 | 0.10 | 1.09864 | 0.00000 | 0.00000 | ||
80 | 2023.04.12 16:00 | modify | 25 | 0.10 | 1.09864 | 1.11064 | 1.08364 | ||
81 | 2023.04.18 00:00 | sell | 26 | 0.10 | 1.09245 | 0.00000 | 0.00000 | ||
82 | 2023.04.18 00:00 | modify | 26 | 0.10 | 1.09245 | 1.09714 | 1.08364 | ||
83 | 2023.04.18 00:00 | modify | 25 | 0.10 | 1.09864 | 1.09714 | 1.08364 | ||
84 | 2023.04.18 08:00 | s/l | 25 | 0.10 | 1.09714 | 1.09714 | 1.08364 | 19.46 | 11325.56 |
85 | 2023.04.18 08:00 | s/l | 26 | 0.10 | 1.09714 | 1.09714 | 1.08364 | -46.90 | 11278.66 |
86 | 2023.04.24 20:00 | sell | 27 | 0.10 | 1.10433 | 0.00000 | 0.00000 | ||
87 | 2023.04.24 20:00 | modify | 27 | 0.10 | 1.10433 | 1.11633 | 1.08933 | ||
88 | 2023.04.26 04:00 | sell | 28 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
89 | 2023.04.26 04:00 | modify | 28 | 0.10 | 1.09750 | 1.09983 | 1.08933 | ||
90 | 2023.04.26 04:00 | modify | 27 | 0.10 | 1.10433 | 1.09983 | 1.08933 | ||
91 | 2023.04.26 08:00 | s/l | 27 | 0.10 | 1.09983 | 1.09983 | 1.08933 | 46.49 | 11325.14 |
92 | 2023.04.26 08:00 | s/l | 28 | 0.10 | 1.09983 | 1.09983 | 1.08933 | -23.30 | 11301.84 |
93 | 2023.05.03 20:00 | sell | 29 | 0.10 | 1.10544 | 0.00000 | 0.00000 | ||
94 | 2023.05.03 20:00 | modify | 29 | 0.10 | 1.10544 | 1.11744 | 1.09044 | ||
95 | 2023.05.09 04:00 | sell | 30 | 0.10 | 1.09939 | 0.00000 | 0.00000 | ||
96 | 2023.05.09 04:00 | modify | 30 | 0.10 | 1.09939 | 1.10394 | 1.09044 | ||
97 | 2023.05.09 04:00 | modify | 29 | 0.10 | 1.10544 | 1.10394 | 1.09044 | ||
98 | 2023.05.11 16:00 | t/p | 29 | 0.10 | 1.09044 | 1.10394 | 1.09044 | 157.43 | 11459.28 |
99 | 2023.05.11 16:00 | t/p | 30 | 0.10 | 1.09044 | 1.10394 | 1.09044 | 92.47 | 11551.75 |
100 | 2023.05.12 16:00 | buy | 31 | 0.10 | 1.08583 | 0.00000 | 0.00000 | ||
101 | 2023.05.12 16:00 | modify | 31 | 0.10 | 1.08583 | 1.07383 | 1.10083 | ||
102 | 2023.05.25 04:00 | s/l | 31 | 0.10 | 1.07383 | 1.07383 | 1.10083 | -133.98 | 11417.77 |
103 | 2023.06.08 16:00 | sell | 32 | 0.10 | 1.07788 | 0.00000 | 0.00000 | ||
104 | 2023.06.08 16:00 | modify | 32 | 0.10 | 1.07788 | 1.08988 | 1.06288 | ||
105 | 2023.06.15 16:00 | s/l | 32 | 0.10 | 1.08988 | 1.08988 | 1.06288 | -114.80 | 11302.97 |
106 | 2023.06.15 20:00 | sell | 33 | 0.10 | 1.09476 | 0.00000 | 0.00000 | ||
107 | 2023.06.15 20:00 | modify | 33 | 0.10 | 1.09476 | 1.10676 | 1.07976 | ||
108 | 2023.06.30 23:59 | close at stop | 33 | 0.10 | 1.09125 | 1.10676 | 1.07976 | 46.25 | 11349.22 |