Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2156.75 | Gross profit | 3242.23 | Gross loss | -1085.47 |
Profit factor | 2.99 | Expected payoff | 51.35 | ||
Absolute drawdown | 275.09 | Maximal drawdown | 427.94 (4.22%) | Relative drawdown | 4.22% (427.94) |
Total trades | 42 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 25 (68.00%) |
Profit trades (% of total) | 28 (66.67%) | Loss trades (% of total) | 14 (33.33%) | ||
Largest | profit trade | 163.38 | loss trade | -134.30 | |
Average | profit trade | 115.79 | loss trade | -77.53 | |
Maximum | consecutive wins (profit in money) | 11 (1314.74) | consecutive losses (loss in money) | 2 (-265.38) | |
Maximal | consecutive profit (count of wins) | 1314.74 (11) | consecutive loss (count of losses) | -265.38 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.10 12:00 | sell | 1 | 0.10 | 1.02585 | 0.00000 | 0.00000 | ||
2 | 2022.08.10 12:00 | modify | 1 | 0.10 | 1.02585 | 1.03885 | 1.01085 | ||
3 | 2022.08.17 08:00 | sell | 2 | 0.10 | 1.01662 | 0.00000 | 0.00000 | ||
4 | 2022.08.17 08:00 | modify | 2 | 0.10 | 1.01662 | 1.01910 | 1.01085 | ||
5 | 2022.08.17 08:00 | modify | 1 | 0.10 | 1.02585 | 1.01910 | 1.01085 | ||
6 | 2022.08.17 16:00 | s/l | 1 | 0.10 | 1.01910 | 1.01910 | 1.01085 | 72.70 | 10072.70 |
7 | 2022.08.17 16:00 | s/l | 2 | 0.10 | 1.01910 | 1.01910 | 1.01085 | -24.80 | 10047.90 |
8 | 2022.08.29 00:00 | buy | 3 | 0.10 | 0.99392 | 0.00000 | 0.00000 | ||
9 | 2022.08.29 00:00 | modify | 3 | 0.10 | 0.99392 | 0.98092 | 1.00892 | ||
10 | 2022.08.30 08:00 | buy | 4 | 0.10 | 1.00321 | 0.00000 | 0.00000 | ||
11 | 2022.08.30 08:00 | modify | 4 | 0.10 | 1.00321 | 1.00067 | 1.00892 | ||
12 | 2022.08.30 08:00 | modify | 3 | 0.10 | 0.99392 | 1.00067 | 1.00892 | ||
13 | 2022.08.30 16:00 | s/l | 3 | 0.10 | 1.00067 | 1.00067 | 1.00892 | 66.42 | 10114.33 |
14 | 2022.08.30 16:00 | s/l | 4 | 0.10 | 1.00067 | 1.00067 | 1.00892 | -25.40 | 10088.93 |
15 | 2022.09.05 00:00 | buy | 5 | 0.10 | 0.99105 | 0.00000 | 0.00000 | ||
16 | 2022.09.05 00:00 | modify | 5 | 0.10 | 0.99105 | 0.97805 | 1.00605 | ||
17 | 2022.09.06 08:00 | buy | 6 | 0.10 | 0.99785 | 0.00000 | 0.00000 | ||
18 | 2022.09.06 08:00 | modify | 6 | 0.10 | 0.99785 | 0.99255 | 1.00605 | ||
19 | 2022.09.06 08:00 | modify | 5 | 0.10 | 0.99105 | 0.99255 | 1.00605 | ||
20 | 2022.09.06 12:00 | s/l | 5 | 0.10 | 0.99255 | 0.99255 | 1.00605 | 13.92 | 10102.85 |
21 | 2022.09.06 12:00 | s/l | 6 | 0.10 | 0.99255 | 0.99255 | 1.00605 | -53.00 | 10049.85 |
22 | 2022.09.09 04:00 | sell | 7 | 0.10 | 1.00692 | 0.00000 | 0.00000 | ||
23 | 2022.09.09 04:00 | modify | 7 | 0.10 | 1.00692 | 1.01992 | 0.99192 | ||
24 | 2022.09.12 08:00 | s/l | 7 | 0.10 | 1.01992 | 1.01992 | 0.99192 | -129.26 | 9920.59 |
25 | 2022.09.12 08:00 | sell | 8 | 0.10 | 1.01747 | 0.00000 | 0.00000 | ||
26 | 2022.09.12 08:00 | modify | 8 | 0.10 | 1.01747 | 1.03047 | 1.00247 | ||
27 | 2022.09.13 16:00 | t/p | 8 | 0.10 | 1.00247 | 1.03047 | 1.00247 | 150.74 | 10071.34 |
28 | 2022.09.21 08:00 | buy | 9 | 0.10 | 0.99132 | 0.00000 | 0.00000 | ||
29 | 2022.09.21 08:00 | modify | 9 | 0.10 | 0.99132 | 0.97832 | 1.00632 | ||
30 | 2022.09.23 08:00 | s/l | 9 | 0.10 | 0.97832 | 0.97832 | 1.00632 | -134.30 | 9937.04 |
31 | 2022.09.23 08:00 | buy | 10 | 0.10 | 0.97781 | 0.00000 | 0.00000 | ||
32 | 2022.09.23 08:00 | modify | 10 | 0.10 | 0.97781 | 0.96481 | 0.99281 | ||
33 | 2022.09.26 04:00 | s/l | 10 | 0.10 | 0.96481 | 0.96481 | 0.99281 | -131.08 | 9805.96 |
34 | 2022.09.26 04:00 | buy | 11 | 0.10 | 0.96368 | 0.00000 | 0.00000 | ||
35 | 2022.09.26 04:00 | modify | 11 | 0.10 | 0.96368 | 0.95068 | 0.97868 | ||
36 | 2022.09.29 16:00 | t/p | 11 | 0.10 | 0.97868 | 0.95068 | 0.97868 | 144.62 | 9950.58 |
37 | 2022.09.30 12:00 | buy | 12 | 0.10 | 0.97493 | 0.00000 | 0.00000 | ||
38 | 2022.09.30 12:00 | modify | 12 | 0.10 | 0.97493 | 0.96193 | 0.98993 | ||
39 | 2022.10.04 12:00 | t/p | 12 | 0.10 | 0.98993 | 0.96193 | 0.98993 | 147.85 | 10098.43 |
40 | 2022.10.05 12:00 | buy | 13 | 0.10 | 0.99083 | 0.00000 | 0.00000 | ||
41 | 2022.10.05 12:00 | modify | 13 | 0.10 | 0.99083 | 0.97783 | 1.00583 | ||
42 | 2022.10.07 08:00 | s/l | 13 | 0.10 | 0.97783 | 0.97783 | 1.00583 | -134.30 | 9964.13 |
43 | 2022.10.14 12:00 | buy | 14 | 0.10 | 0.97217 | 0.00000 | 0.00000 | ||
44 | 2022.10.14 12:00 | modify | 14 | 0.10 | 0.97217 | 0.95917 | 0.98717 | ||
45 | 2022.10.18 08:00 | t/p | 14 | 0.10 | 0.98717 | 0.95917 | 0.98717 | 147.85 | 10111.97 |
46 | 2022.10.19 12:00 | buy | 15 | 0.10 | 0.97860 | 0.00000 | 0.00000 | ||
47 | 2022.10.19 12:00 | modify | 15 | 0.10 | 0.97860 | 0.96560 | 0.99360 | ||
48 | 2022.10.24 16:00 | buy | 16 | 0.10 | 0.98765 | 0.00000 | 0.00000 | ||
49 | 2022.10.24 16:00 | modify | 16 | 0.10 | 0.98765 | 0.98535 | 0.99360 | ||
50 | 2022.10.24 16:00 | modify | 15 | 0.10 | 0.97860 | 0.98535 | 0.99360 | ||
51 | 2022.10.25 08:00 | s/l | 15 | 0.10 | 0.98535 | 0.98535 | 0.99360 | 61.05 | 10173.02 |
52 | 2022.10.25 08:00 | s/l | 16 | 0.10 | 0.98535 | 0.98535 | 0.99360 | -24.08 | 10148.94 |
53 | 2022.10.26 08:00 | sell | 17 | 0.10 | 1.00330 | 0.00000 | 0.00000 | ||
54 | 2022.10.26 08:00 | modify | 17 | 0.10 | 1.00330 | 1.01630 | 0.98830 | ||
55 | 2022.10.31 16:00 | t/p | 17 | 0.10 | 0.98830 | 1.01630 | 0.98830 | 153.72 | 10302.66 |
56 | 2022.11.03 08:00 | buy | 18 | 0.10 | 0.97865 | 0.00000 | 0.00000 | ||
57 | 2022.11.03 08:00 | modify | 18 | 0.10 | 0.97865 | 0.96565 | 0.99365 | ||
58 | 2022.11.04 16:00 | t/p | 18 | 0.10 | 0.99365 | 0.96565 | 0.99365 | 148.92 | 10451.59 |
59 | 2022.11.10 12:00 | buy | 19 | 0.10 | 0.99474 | 0.00000 | 0.00000 | ||
60 | 2022.11.10 12:00 | modify | 19 | 0.10 | 0.99474 | 0.98174 | 1.00974 | ||
61 | 2022.11.10 16:00 | t/p | 19 | 0.10 | 1.00974 | 0.98174 | 1.00974 | 150.00 | 10601.59 |
62 | 2022.11.14 12:00 | buy | 20 | 0.10 | 1.02868 | 0.00000 | 0.00000 | ||
63 | 2022.11.14 12:00 | modify | 20 | 0.10 | 1.02868 | 1.01568 | 1.04368 | ||
64 | 2022.11.14 20:00 | buy | 21 | 0.10 | 1.03565 | 0.00000 | 0.00000 | ||
65 | 2022.11.14 20:00 | modify | 21 | 0.10 | 1.03565 | 1.03018 | 1.04368 | ||
66 | 2022.11.14 20:00 | modify | 20 | 0.10 | 1.02868 | 1.03018 | 1.04368 | ||
67 | 2022.11.15 12:00 | t/p | 20 | 0.10 | 1.04368 | 1.03018 | 1.04368 | 148.92 | 10750.51 |
68 | 2022.11.15 12:00 | t/p | 21 | 0.10 | 1.04368 | 1.03018 | 1.04368 | 79.22 | 10829.73 |
69 | 2022.11.16 12:00 | sell | 22 | 0.10 | 1.04166 | 0.00000 | 0.00000 | ||
70 | 2022.11.16 12:00 | modify | 22 | 0.10 | 1.04166 | 1.05466 | 1.02666 | ||
71 | 2022.11.17 12:00 | sell | 23 | 0.10 | 1.03464 | 0.00000 | 0.00000 | ||
72 | 2022.11.17 12:00 | modify | 23 | 0.10 | 1.03464 | 1.04016 | 1.02666 | ||
73 | 2022.11.17 12:00 | modify | 22 | 0.10 | 1.04166 | 1.04016 | 1.02666 | ||
74 | 2022.11.21 04:00 | sell | 24 | 0.10 | 1.03012 | 0.00000 | 0.00000 | ||
75 | 2022.11.21 04:00 | modify | 24 | 0.10 | 1.03012 | 1.03641 | 1.02666 | ||
76 | 2022.11.21 04:00 | modify | 23 | 0.10 | 1.03464 | 1.03641 | 1.02666 | ||
77 | 2022.11.21 04:00 | modify | 22 | 0.10 | 1.04166 | 1.03641 | 1.02666 | ||
78 | 2022.11.21 08:00 | t/p | 22 | 0.10 | 1.02666 | 1.03641 | 1.02666 | 153.72 | 10983.45 |
79 | 2022.11.21 08:00 | t/p | 23 | 0.10 | 1.02666 | 1.03641 | 1.02666 | 81.29 | 11064.74 |
80 | 2022.11.21 08:00 | t/p | 24 | 0.10 | 1.02666 | 1.03641 | 1.02666 | 34.60 | 11099.34 |
81 | 2022.11.21 08:00 | buy | 25 | 0.10 | 1.02580 | 0.00000 | 0.00000 | ||
82 | 2022.11.21 08:00 | modify | 25 | 0.10 | 1.02580 | 1.01280 | 1.04080 | ||
83 | 2022.11.24 00:00 | t/p | 25 | 0.10 | 1.04080 | 1.01280 | 1.04080 | 144.62 | 11243.96 |
84 | 2022.11.28 12:00 | sell | 26 | 0.10 | 1.04741 | 0.00000 | 0.00000 | ||
85 | 2022.11.28 12:00 | modify | 26 | 0.10 | 1.04741 | 1.06041 | 1.03241 | ||
86 | 2022.11.30 00:00 | t/p | 26 | 0.10 | 1.03241 | 1.06041 | 1.03241 | 151.49 | 11395.44 |
87 | 2022.12.05 04:00 | sell | 27 | 0.10 | 1.05802 | 0.00000 | 0.00000 | ||
88 | 2022.12.05 04:00 | modify | 27 | 0.10 | 1.05802 | 1.07102 | 1.04302 | ||
89 | 2022.12.06 08:00 | sell | 28 | 0.10 | 1.04902 | 0.00000 | 0.00000 | ||
90 | 2022.12.06 08:00 | modify | 28 | 0.10 | 1.04902 | 1.05127 | 1.04302 | ||
91 | 2022.12.06 08:00 | modify | 27 | 0.10 | 1.05802 | 1.05127 | 1.04302 | ||
92 | 2022.12.06 12:00 | s/l | 27 | 0.10 | 1.05127 | 1.05127 | 1.04302 | 68.24 | 11463.69 |
93 | 2022.12.06 12:00 | s/l | 28 | 0.10 | 1.05127 | 1.05127 | 1.04302 | -22.50 | 11441.19 |
94 | 2023.01.03 12:00 | buy | 29 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
95 | 2023.01.03 12:00 | modify | 29 | 0.10 | 1.05311 | 1.04011 | 1.06811 | ||
96 | 2023.01.09 08:00 | t/p | 29 | 0.10 | 1.06811 | 1.04011 | 1.06811 | 143.55 | 11584.73 |
97 | 2023.01.23 04:00 | sell | 30 | 0.10 | 1.08986 | 0.00000 | 0.00000 | ||
98 | 2023.01.23 04:00 | modify | 30 | 0.10 | 1.08986 | 1.10286 | 1.07486 | ||
99 | 2023.02.02 00:00 | s/l | 30 | 0.10 | 1.10286 | 1.10286 | 1.07486 | -121.08 | 11463.65 |
100 | 2023.03.01 12:00 | sell | 31 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
101 | 2023.03.01 12:00 | modify | 31 | 0.10 | 1.06696 | 1.07996 | 1.05196 | ||
102 | 2023.03.15 16:00 | t/p | 31 | 0.10 | 1.05196 | 1.07996 | 1.05196 | 160.41 | 11624.06 |
103 | 2023.03.16 08:00 | sell | 32 | 0.10 | 1.06250 | 0.00000 | 0.00000 | ||
104 | 2023.03.16 08:00 | modify | 32 | 0.10 | 1.06250 | 1.07550 | 1.04750 | ||
105 | 2023.03.21 12:00 | s/l | 32 | 0.10 | 1.07550 | 1.07550 | 1.04750 | -127.77 | 11496.29 |
106 | 2023.03.21 12:00 | sell | 33 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
107 | 2023.03.21 12:00 | modify | 33 | 0.10 | 1.07787 | 1.09087 | 1.06287 | ||
108 | 2023.03.22 20:00 | s/l | 33 | 0.10 | 1.09087 | 1.09087 | 1.06287 | -129.26 | 11367.03 |
109 | 2023.03.24 12:00 | buy | 34 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
110 | 2023.03.24 12:00 | modify | 34 | 0.10 | 1.07410 | 1.06110 | 1.08910 | ||
111 | 2023.03.28 00:00 | buy | 35 | 0.10 | 1.08091 | 0.00000 | 0.00000 | ||
112 | 2023.03.28 00:00 | modify | 35 | 0.10 | 1.08091 | 1.07560 | 1.08910 | ||
113 | 2023.03.28 00:00 | modify | 34 | 0.10 | 1.07410 | 1.07560 | 1.08910 | ||
114 | 2023.03.30 16:00 | t/p | 34 | 0.10 | 1.08910 | 1.07560 | 1.08910 | 143.55 | 11510.58 |
115 | 2023.03.30 16:00 | t/p | 35 | 0.10 | 1.08910 | 1.07560 | 1.08910 | 77.60 | 11588.17 |
116 | 2023.04.03 00:00 | buy | 36 | 0.10 | 1.08054 | 0.00000 | 0.00000 | ||
117 | 2023.04.03 00:00 | modify | 36 | 0.10 | 1.08054 | 1.06754 | 1.09554 | ||
118 | 2023.04.04 16:00 | t/p | 36 | 0.10 | 1.09554 | 1.06754 | 1.09554 | 148.92 | 11737.10 |
119 | 2023.04.26 12:00 | sell | 37 | 0.10 | 1.10460 | 0.00000 | 0.00000 | ||
120 | 2023.04.26 12:00 | modify | 37 | 0.10 | 1.10460 | 1.11760 | 1.08960 | ||
121 | 2023.05.09 08:00 | sell | 38 | 0.10 | 1.09780 | 0.00000 | 0.00000 | ||
122 | 2023.05.09 08:00 | modify | 38 | 0.10 | 1.09780 | 1.10310 | 1.08960 | ||
123 | 2023.05.09 08:00 | modify | 37 | 0.10 | 1.10460 | 1.10310 | 1.08960 | ||
124 | 2023.05.12 12:00 | t/p | 37 | 0.10 | 1.08960 | 1.10310 | 1.08960 | 163.38 | 11900.48 |
125 | 2023.05.12 12:00 | t/p | 38 | 0.10 | 1.08960 | 1.10310 | 1.08960 | 85.72 | 11986.19 |
126 | 2023.05.31 08:00 | buy | 39 | 0.10 | 1.06771 | 0.00000 | 0.00000 | ||
127 | 2023.05.31 08:00 | modify | 39 | 0.10 | 1.06771 | 1.05471 | 1.08271 | ||
128 | 2023.06.14 16:00 | t/p | 39 | 0.10 | 1.08271 | 1.05471 | 1.08271 | 134.94 | 12121.13 |
129 | 2023.06.23 08:00 | buy | 40 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
130 | 2023.06.23 08:00 | modify | 40 | 0.10 | 1.08718 | 1.07418 | 1.10218 | ||
131 | 2023.06.27 08:00 | buy | 41 | 0.10 | 1.09423 | 0.00000 | 0.00000 | ||
132 | 2023.06.27 08:00 | modify | 41 | 0.10 | 1.09423 | 1.08868 | 1.10218 | ||
133 | 2023.06.27 08:00 | modify | 40 | 0.10 | 1.08718 | 1.08868 | 1.10218 | ||
134 | 2023.06.27 16:00 | buy | 42 | 0.10 | 1.09628 | 0.00000 | 0.00000 | ||
135 | 2023.06.27 16:00 | modify | 42 | 0.10 | 1.09628 | 1.09393 | 1.10218 | ||
136 | 2023.06.27 16:00 | modify | 41 | 0.10 | 1.09423 | 1.09393 | 1.10218 | ||
137 | 2023.06.27 16:00 | modify | 40 | 0.10 | 1.08718 | 1.09393 | 1.10218 | ||
138 | 2023.06.28 08:00 | s/l | 40 | 0.10 | 1.09393 | 1.09393 | 1.10218 | 64.27 | 12185.41 |
139 | 2023.06.28 08:00 | s/l | 41 | 0.10 | 1.09393 | 1.09393 | 1.10218 | -4.08 | 12181.33 |
140 | 2023.06.28 08:00 | s/l | 42 | 0.10 | 1.09393 | 1.09393 | 1.10218 | -24.58 | 12156.75 |