Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 533.54 | Gross profit | 1249.97 | Gross loss | -716.43 |
Profit factor | 1.74 | Expected payoff | 24.25 | ||
Absolute drawdown | 48.49 | Maximal drawdown | 403.64 (3.90%) | Relative drawdown | 3.90% (403.64) |
Total trades | 22 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
Largest | profit trade | 141.77 | loss trade | -102.65 | |
Average | profit trade | 96.15 | loss trade | -79.60 | |
Maximum | consecutive wins (profit in money) | 5 (455.71) | consecutive losses (loss in money) | 3 (-303.79) | |
Maximal | consecutive profit (count of wins) | 455.71 (5) | consecutive loss (count of losses) | -303.79 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 0.69379 | 0.00000 | 0.00000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 0.69379 | 0.68379 | 0.70779 | ||
3 | 2022.08.10 16:00 | t/p | 1 | 0.10 | 0.70779 | 0.68379 | 0.70779 | 136.97 | 10136.97 |
4 | 2022.08.10 20:00 | sell | 2 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 20:00 | modify | 2 | 0.10 | 0.70801 | 0.71801 | 0.69401 | ||
6 | 2022.08.15 20:00 | sell | 3 | 0.10 | 0.70229 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 20:00 | modify | 3 | 0.10 | 0.70229 | 0.70731 | 0.69401 | ||
8 | 2022.08.15 20:00 | modify | 2 | 0.10 | 0.70801 | 0.70731 | 0.69401 | ||
9 | 2022.08.17 12:00 | t/p | 2 | 0.10 | 0.69401 | 0.70731 | 0.69401 | 141.13 | 10278.10 |
10 | 2022.08.17 12:00 | t/p | 3 | 0.10 | 0.69401 | 0.70731 | 0.69401 | 83.12 | 10361.22 |
11 | 2022.09.21 12:00 | buy | 4 | 0.10 | 0.66744 | 0.00000 | 0.00000 | ||
12 | 2022.09.21 12:00 | modify | 4 | 0.10 | 0.66744 | 0.65744 | 0.68144 | ||
13 | 2022.09.22 08:00 | s/l | 4 | 0.10 | 0.65744 | 0.65744 | 0.68144 | -101.14 | 10260.08 |
14 | 2022.09.26 08:00 | buy | 5 | 0.10 | 0.65062 | 0.00000 | 0.00000 | ||
15 | 2022.09.26 08:00 | modify | 5 | 0.10 | 0.65062 | 0.64062 | 0.66462 | ||
16 | 2022.09.28 04:00 | s/l | 5 | 0.10 | 0.64062 | 0.64062 | 0.66462 | -100.76 | 10159.33 |
17 | 2022.10.10 12:00 | buy | 6 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
18 | 2022.10.10 12:00 | modify | 6 | 0.10 | 0.63168 | 0.62168 | 0.64568 | ||
19 | 2022.10.13 16:00 | s/l | 6 | 0.10 | 0.62168 | 0.62168 | 0.64568 | -101.89 | 10057.43 |
20 | 2022.10.26 20:00 | sell | 7 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
21 | 2022.10.26 20:00 | modify | 7 | 0.10 | 0.64896 | 0.65896 | 0.63496 | ||
22 | 2022.10.28 08:00 | sell | 8 | 0.10 | 0.64183 | 0.00000 | 0.00000 | ||
23 | 2022.10.28 08:00 | modify | 8 | 0.10 | 0.64183 | 0.64546 | 0.63496 | ||
24 | 2022.10.28 08:00 | modify | 7 | 0.10 | 0.64896 | 0.64546 | 0.63496 | ||
25 | 2022.11.01 12:00 | s/l | 7 | 0.10 | 0.64546 | 0.64546 | 0.63496 | 35.97 | 10093.40 |
26 | 2022.11.01 12:00 | s/l | 8 | 0.10 | 0.64546 | 0.64546 | 0.63496 | -35.98 | 10057.42 |
27 | 2022.11.10 20:00 | sell | 9 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
28 | 2022.11.10 20:00 | modify | 9 | 0.10 | 0.65913 | 0.66913 | 0.64513 | ||
29 | 2022.11.11 16:00 | s/l | 9 | 0.10 | 0.66913 | 0.66913 | 0.64513 | -99.84 | 9957.58 |
30 | 2022.11.21 20:00 | buy | 10 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
31 | 2022.11.21 20:00 | modify | 10 | 0.10 | 0.66006 | 0.65006 | 0.67406 | ||
32 | 2022.11.24 00:00 | t/p | 10 | 0.10 | 0.67406 | 0.65006 | 0.67406 | 138.11 | 10095.69 |
33 | 2023.01.18 12:00 | sell | 11 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
34 | 2023.01.18 12:00 | modify | 11 | 0.10 | 0.70178 | 0.71178 | 0.68778 | ||
35 | 2023.01.19 04:00 | sell | 12 | 0.10 | 0.69055 | 0.00000 | 0.00000 | ||
36 | 2023.01.19 04:00 | modify | 12 | 0.10 | 0.69055 | 0.69268 | 0.68778 | ||
37 | 2023.01.19 04:00 | modify | 11 | 0.10 | 0.70178 | 0.69268 | 0.68778 | ||
38 | 2023.01.19 12:00 | t/p | 11 | 0.10 | 0.68778 | 0.69268 | 0.68778 | 140.48 | 10236.17 |
39 | 2023.01.19 12:00 | t/p | 12 | 0.10 | 0.68778 | 0.69268 | 0.68778 | 27.70 | 10263.87 |
40 | 2023.01.25 08:00 | sell | 13 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
41 | 2023.01.25 08:00 | modify | 13 | 0.10 | 0.70986 | 0.71986 | 0.69586 | ||
42 | 2023.02.03 16:00 | t/p | 13 | 0.10 | 0.69586 | 0.71986 | 0.69586 | 141.77 | 10405.65 |
43 | 2023.05.02 12:00 | sell | 14 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
44 | 2023.05.02 12:00 | modify | 14 | 0.10 | 0.67005 | 0.68005 | 0.65605 | ||
45 | 2023.05.04 00:00 | sell | 15 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
46 | 2023.05.04 00:00 | modify | 15 | 0.10 | 0.66415 | 0.66935 | 0.65605 | ||
47 | 2023.05.04 00:00 | modify | 14 | 0.10 | 0.67005 | 0.66935 | 0.65605 | ||
48 | 2023.05.04 04:00 | s/l | 14 | 0.10 | 0.66935 | 0.66935 | 0.65605 | 7.64 | 10413.29 |
49 | 2023.05.04 04:00 | s/l | 15 | 0.10 | 0.66935 | 0.66935 | 0.65605 | -52.00 | 10361.29 |
50 | 2023.05.05 08:00 | sell | 16 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
51 | 2023.05.05 08:00 | modify | 16 | 0.10 | 0.67310 | 0.68310 | 0.65910 | ||
52 | 2023.05.16 12:00 | sell | 17 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
53 | 2023.05.16 12:00 | modify | 17 | 0.10 | 0.66721 | 0.67240 | 0.65910 | ||
54 | 2023.05.16 12:00 | modify | 16 | 0.10 | 0.67310 | 0.67240 | 0.65910 | ||
55 | 2023.05.18 16:00 | sell | 18 | 0.10 | 0.66167 | 0.00000 | 0.00000 | ||
56 | 2023.05.18 16:00 | modify | 18 | 0.10 | 0.66167 | 0.66400 | 0.65910 | ||
57 | 2023.05.18 16:00 | modify | 17 | 0.10 | 0.66721 | 0.66400 | 0.65910 | ||
58 | 2023.05.18 16:00 | modify | 16 | 0.10 | 0.67310 | 0.66400 | 0.65910 | ||
59 | 2023.05.19 04:00 | s/l | 16 | 0.10 | 0.66400 | 0.66400 | 0.65910 | 93.26 | 10454.55 |
60 | 2023.05.19 04:00 | s/l | 17 | 0.10 | 0.66400 | 0.66400 | 0.65910 | 32.91 | 10487.46 |
61 | 2023.05.19 04:00 | s/l | 18 | 0.10 | 0.66400 | 0.66400 | 0.65910 | -23.14 | 10464.32 |
62 | 2023.05.31 12:00 | buy | 19 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
63 | 2023.05.31 12:00 | modify | 19 | 0.10 | 0.64795 | 0.63795 | 0.66195 | ||
64 | 2023.06.02 12:00 | t/p | 19 | 0.10 | 0.66195 | 0.63795 | 0.66195 | 138.48 | 10602.80 |
65 | 2023.06.06 12:00 | sell | 20 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
66 | 2023.06.06 12:00 | modify | 20 | 0.10 | 0.66617 | 0.67617 | 0.65217 | ||
67 | 2023.06.12 08:00 | s/l | 20 | 0.10 | 0.67617 | 0.67617 | 0.65217 | -99.03 | 10503.77 |
68 | 2023.06.23 16:00 | buy | 21 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
69 | 2023.06.23 16:00 | modify | 21 | 0.10 | 0.66887 | 0.65887 | 0.68287 | ||
70 | 2023.07.13 08:00 | t/p | 21 | 0.10 | 0.68287 | 0.65887 | 0.68287 | 132.42 | 10636.19 |
71 | 2023.07.21 16:00 | buy | 22 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
72 | 2023.07.21 16:00 | modify | 22 | 0.10 | 0.67386 | 0.66386 | 0.68786 | ||
73 | 2023.07.28 08:00 | s/l | 22 | 0.10 | 0.66386 | 0.66386 | 0.68786 | -102.65 | 10533.54 |