Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 80019 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 851.16 | Gross profit | 1181.27 | Gross loss | -330.11 |
Profit factor | 3.58 | Expected payoff | 23.64 | ||
Absolute drawdown | 65.91 | Maximal drawdown | 173.17 (1.61%) | Relative drawdown | 1.61% (173.17) |
Total trades | 36 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
Largest | profit trade | 98.48 | loss trade | -39.27 | |
Average | profit trade | 49.22 | loss trade | -27.51 | |
Maximum | consecutive wins (profit in money) | 7 (437.37) | consecutive losses (loss in money) | 3 (-107.82) | |
Maximal | consecutive profit (count of wins) | 437.37 (7) | consecutive loss (count of losses) | -107.82 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.09 20:00 | buy | 1 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
2 | 2022.09.09 20:00 | modify | 1 | 0.10 | 1.46796 | 1.46196 | 1.48296 | ||
3 | 2022.09.11 21:53 | buy | 2 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
4 | 2022.09.11 21:53 | modify | 2 | 0.10 | 1.47622 | 1.47171 | 1.48296 | ||
5 | 2022.09.11 21:53 | modify | 1 | 0.10 | 1.46796 | 1.47171 | 1.48296 | ||
6 | 2022.09.11 22:13 | buy | 3 | 0.10 | 1.47416 | 0.00000 | 0.00000 | ||
7 | 2022.09.11 22:13 | modify | 3 | 0.10 | 1.47416 | 1.46946 | 1.48296 | ||
8 | 2022.09.11 22:20 | s/l | 1 | 0.10 | 1.47171 | 1.47171 | 1.48296 | 24.54 | 10024.54 |
9 | 2022.09.11 22:20 | s/l | 2 | 0.10 | 1.47171 | 1.47171 | 1.48296 | -29.51 | 9995.03 |
10 | 2022.09.11 22:20 | close | 3 | 0.10 | 1.47168 | 1.46946 | 1.48296 | -16.23 | 9978.80 |
11 | 2022.11.09 20:00 | sell | 4 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
12 | 2022.11.09 20:00 | modify | 4 | 0.10 | 1.55710 | 1.56310 | 1.54210 | ||
13 | 2022.11.10 04:40 | s/l | 4 | 0.10 | 1.56310 | 1.56310 | 1.54210 | -38.36 | 9940.44 |
14 | 2022.11.10 08:00 | sell | 5 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
15 | 2022.11.10 08:00 | modify | 5 | 0.10 | 1.56174 | 1.56774 | 1.54674 | ||
16 | 2022.11.10 09:50 | sell | 6 | 0.10 | 1.55552 | 0.00000 | 0.00000 | ||
17 | 2022.11.10 09:50 | modify | 6 | 0.10 | 1.55552 | 1.56024 | 1.54674 | ||
18 | 2022.11.10 09:50 | modify | 5 | 0.10 | 1.56174 | 1.56024 | 1.54674 | ||
19 | 2022.11.10 12:50 | sell | 7 | 0.10 | 1.55331 | 0.00000 | 0.00000 | ||
20 | 2022.11.10 12:50 | modify | 7 | 0.10 | 1.55331 | 1.55799 | 1.54674 | ||
21 | 2022.11.10 12:50 | modify | 6 | 0.10 | 1.55552 | 1.55799 | 1.54674 | ||
22 | 2022.11.10 12:50 | modify | 5 | 0.10 | 1.56174 | 1.55799 | 1.54674 | ||
23 | 2022.11.10 13:10 | sell | 8 | 0.10 | 1.55185 | 0.00000 | 0.00000 | ||
24 | 2022.11.10 13:10 | modify | 8 | 0.10 | 1.55185 | 1.55424 | 1.54674 | ||
25 | 2022.11.10 13:10 | modify | 7 | 0.10 | 1.55331 | 1.55424 | 1.54674 | ||
26 | 2022.11.10 13:10 | modify | 6 | 0.10 | 1.55552 | 1.55424 | 1.54674 | ||
27 | 2022.11.10 13:10 | modify | 5 | 0.10 | 1.56174 | 1.55424 | 1.54674 | ||
28 | 2022.11.10 13:40 | t/p | 5 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 98.17 | 10038.61 |
29 | 2022.11.10 13:40 | t/p | 6 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 57.46 | 10096.07 |
30 | 2022.11.10 13:40 | t/p | 7 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 43.00 | 10139.07 |
31 | 2022.11.10 13:40 | t/p | 8 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 33.44 | 10172.51 |
32 | 2022.12.12 16:00 | sell | 9 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
33 | 2022.12.12 16:00 | modify | 9 | 0.10 | 1.56076 | 1.56676 | 1.54576 | ||
34 | 2022.12.13 12:50 | sell | 10 | 0.10 | 1.55458 | 0.00000 | 0.00000 | ||
35 | 2022.12.13 12:50 | modify | 10 | 0.10 | 1.55458 | 1.55926 | 1.54576 | ||
36 | 2022.12.13 12:50 | modify | 9 | 0.10 | 1.56076 | 1.55926 | 1.54576 | ||
37 | 2022.12.13 14:40 | t/p | 9 | 0.10 | 1.54576 | 1.55926 | 1.54576 | 98.48 | 10270.99 |
38 | 2022.12.13 14:40 | t/p | 10 | 0.10 | 1.54576 | 1.55926 | 1.54576 | 57.73 | 10328.72 |
39 | 2022.12.16 12:00 | sell | 11 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
40 | 2022.12.16 12:00 | modify | 11 | 0.10 | 1.58770 | 1.59370 | 1.57270 | ||
41 | 2022.12.18 22:00 | sell | 12 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
42 | 2022.12.18 22:00 | modify | 12 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
43 | 2022.12.18 22:00 | modify | 11 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
44 | 2022.12.18 22:30 | s/l | 11 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 49.09 | 10377.81 |
45 | 2022.12.18 22:30 | s/l | 12 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -16.04 | 10361.77 |
46 | 2023.01.10 16:00 | sell | 13 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
47 | 2023.01.10 16:00 | modify | 13 | 0.10 | 1.55881 | 1.56481 | 1.54381 | ||
48 | 2023.01.11 05:25 | sell | 14 | 0.10 | 1.55278 | 0.00000 | 0.00000 | ||
49 | 2023.01.11 05:25 | modify | 14 | 0.10 | 1.55278 | 1.55731 | 1.54381 | ||
50 | 2023.01.11 05:25 | modify | 13 | 0.10 | 1.55881 | 1.55731 | 1.54381 | ||
51 | 2023.01.11 07:40 | s/l | 13 | 0.10 | 1.55731 | 1.55731 | 1.54381 | 10.12 | 10371.90 |
52 | 2023.01.11 07:40 | s/l | 14 | 0.10 | 1.55731 | 1.55731 | 1.54381 | -29.65 | 10342.25 |
53 | 2023.01.18 08:00 | buy | 15 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
54 | 2023.01.18 08:00 | modify | 15 | 0.10 | 1.54257 | 1.53657 | 1.55757 | ||
55 | 2023.01.18 17:30 | buy | 16 | 0.10 | 1.55109 | 0.00000 | 0.00000 | ||
56 | 2023.01.18 17:30 | modify | 16 | 0.10 | 1.55109 | 1.54632 | 1.55757 | ||
57 | 2023.01.18 17:30 | modify | 15 | 0.10 | 1.54257 | 1.54632 | 1.55757 | ||
58 | 2023.01.18 18:20 | buy | 17 | 0.10 | 1.55262 | 0.00000 | 0.00000 | ||
59 | 2023.01.18 18:20 | modify | 17 | 0.10 | 1.55262 | 1.55007 | 1.55757 | ||
60 | 2023.01.18 18:20 | modify | 16 | 0.10 | 1.55109 | 1.55007 | 1.55757 | ||
61 | 2023.01.18 18:20 | modify | 15 | 0.10 | 1.54257 | 1.55007 | 1.55757 | ||
62 | 2023.01.19 00:20 | t/p | 15 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 96.26 | 10438.50 |
63 | 2023.01.19 00:20 | t/p | 16 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 40.51 | 10479.01 |
64 | 2023.01.19 00:20 | t/p | 17 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 30.49 | 10509.50 |
65 | 2023.01.25 12:00 | buy | 18 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
66 | 2023.01.25 12:00 | modify | 18 | 0.10 | 1.53411 | 1.52811 | 1.54911 | ||
67 | 2023.01.25 14:40 | buy | 19 | 0.10 | 1.54033 | 0.00000 | 0.00000 | ||
68 | 2023.01.25 14:40 | modify | 19 | 0.10 | 1.54033 | 1.53561 | 1.54911 | ||
69 | 2023.01.25 14:40 | modify | 18 | 0.10 | 1.53411 | 1.53561 | 1.54911 | ||
70 | 2023.01.25 22:40 | s/l | 18 | 0.10 | 1.53561 | 1.53561 | 1.54911 | 9.81 | 10519.31 |
71 | 2023.01.25 22:40 | s/l | 19 | 0.10 | 1.53561 | 1.53561 | 1.54911 | -30.89 | 10488.42 |
72 | 2023.04.03 20:00 | buy | 20 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
73 | 2023.04.03 20:00 | modify | 20 | 0.10 | 1.60669 | 1.60069 | 1.62169 | ||
74 | 2023.04.04 06:50 | buy | 21 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
75 | 2023.04.04 06:50 | modify | 21 | 0.10 | 1.61281 | 1.60819 | 1.62169 | ||
76 | 2023.04.04 06:50 | modify | 20 | 0.10 | 1.60669 | 1.60819 | 1.62169 | ||
77 | 2023.04.04 07:06 | buy | 22 | 0.10 | 1.61521 | 0.00000 | 0.00000 | ||
78 | 2023.04.04 07:06 | modify | 22 | 0.10 | 1.61521 | 1.61044 | 1.62169 | ||
79 | 2023.04.04 07:06 | modify | 21 | 0.10 | 1.61281 | 1.61044 | 1.62169 | ||
80 | 2023.04.04 07:06 | modify | 20 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
81 | 2023.04.04 10:45 | buy | 23 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
82 | 2023.04.04 10:45 | modify | 23 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
83 | 2023.04.04 10:45 | modify | 22 | 0.10 | 1.61521 | 1.61419 | 1.62169 | ||
84 | 2023.04.04 10:45 | modify | 21 | 0.10 | 1.61281 | 1.61419 | 1.62169 | ||
85 | 2023.04.04 10:45 | modify | 20 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
86 | 2023.04.04 14:30 | t/p | 20 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 97.53 | 10585.95 |
87 | 2023.04.04 14:30 | t/p | 21 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 58.11 | 10644.06 |
88 | 2023.04.04 14:30 | t/p | 22 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 42.41 | 10686.47 |
89 | 2023.04.04 14:30 | t/p | 23 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 33.05 | 10719.52 |
90 | 2023.04.06 20:00 | sell | 24 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
91 | 2023.04.06 20:00 | modify | 24 | 0.10 | 1.63696 | 1.64296 | 1.62196 | ||
92 | 2023.04.11 04:05 | sell | 25 | 0.10 | 1.63094 | 0.00000 | 0.00000 | ||
93 | 2023.04.11 04:05 | modify | 25 | 0.10 | 1.63094 | 1.63546 | 1.62196 | ||
94 | 2023.04.11 04:05 | modify | 24 | 0.10 | 1.63696 | 1.63546 | 1.62196 | ||
95 | 2023.04.11 08:30 | s/l | 24 | 0.10 | 1.63546 | 1.63546 | 1.62196 | 10.73 | 10730.25 |
96 | 2023.04.11 08:30 | s/l | 25 | 0.10 | 1.63546 | 1.63546 | 1.62196 | -29.58 | 10700.67 |
97 | 2023.06.02 08:00 | buy | 26 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
98 | 2023.06.02 08:00 | modify | 26 | 0.10 | 1.62825 | 1.62225 | 1.64325 | ||
99 | 2023.06.02 12:40 | s/l | 26 | 0.10 | 1.62225 | 1.62225 | 1.64325 | -39.27 | 10661.40 |
100 | 2023.06.22 12:00 | sell | 27 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
101 | 2023.06.22 12:00 | modify | 27 | 0.10 | 1.61939 | 1.62539 | 1.60439 | ||
102 | 2023.06.23 01:40 | s/l | 27 | 0.10 | 1.62539 | 1.62539 | 1.60439 | -38.97 | 10622.43 |
103 | 2023.07.10 16:00 | sell | 28 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
104 | 2023.07.10 16:00 | modify | 28 | 0.10 | 1.64819 | 1.65419 | 1.63319 | ||
105 | 2023.07.12 00:30 | sell | 29 | 0.10 | 1.64218 | 0.00000 | 0.00000 | ||
106 | 2023.07.12 00:30 | modify | 29 | 0.10 | 1.64218 | 1.64669 | 1.63319 | ||
107 | 2023.07.12 00:30 | modify | 28 | 0.10 | 1.64819 | 1.64669 | 1.63319 | ||
108 | 2023.07.12 02:20 | sell | 30 | 0.10 | 1.63972 | 0.00000 | 0.00000 | ||
109 | 2023.07.12 02:20 | modify | 30 | 0.10 | 1.63972 | 1.64444 | 1.63319 | ||
110 | 2023.07.12 02:20 | modify | 29 | 0.10 | 1.64218 | 1.64444 | 1.63319 | ||
111 | 2023.07.12 02:20 | modify | 28 | 0.10 | 1.64819 | 1.64444 | 1.63319 | ||
112 | 2023.07.12 02:30 | sell | 31 | 0.10 | 1.63820 | 0.00000 | 0.00000 | ||
113 | 2023.07.12 02:30 | modify | 31 | 0.10 | 1.63820 | 1.64069 | 1.63319 | ||
114 | 2023.07.12 02:30 | modify | 30 | 0.10 | 1.63972 | 1.64069 | 1.63319 | ||
115 | 2023.07.12 02:30 | modify | 29 | 0.10 | 1.64218 | 1.64069 | 1.63319 | ||
116 | 2023.07.12 02:30 | modify | 28 | 0.10 | 1.64819 | 1.64069 | 1.63319 | ||
117 | 2023.07.12 03:30 | s/l | 28 | 0.10 | 1.64069 | 1.64069 | 1.63319 | 49.70 | 10672.13 |
118 | 2023.07.12 03:30 | s/l | 29 | 0.10 | 1.64069 | 1.64069 | 1.63319 | 9.75 | 10681.88 |
119 | 2023.07.12 03:30 | s/l | 30 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -6.35 | 10675.53 |
120 | 2023.07.12 03:30 | s/l | 31 | 0.10 | 1.64069 | 1.64069 | 1.63319 | -16.30 | 10659.23 |
121 | 2023.07.17 12:00 | sell | 32 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
122 | 2023.07.17 12:00 | modify | 32 | 0.10 | 1.64832 | 1.65432 | 1.63332 | ||
123 | 2023.07.18 07:40 | s/l | 32 | 0.10 | 1.65432 | 1.65432 | 1.63332 | -38.97 | 10620.26 |
124 | 2023.07.25 20:00 | buy | 33 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
125 | 2023.07.25 20:00 | modify | 33 | 0.10 | 1.62829 | 1.62229 | 1.64329 | ||
126 | 2023.07.26 02:05 | buy | 34 | 0.10 | 1.63680 | 0.00000 | 0.00000 | ||
127 | 2023.07.26 02:05 | modify | 34 | 0.10 | 1.63680 | 1.63204 | 1.64329 | ||
128 | 2023.07.26 02:05 | modify | 33 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
129 | 2023.07.26 03:40 | buy | 35 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
130 | 2023.07.26 03:40 | modify | 35 | 0.10 | 1.63458 | 1.62979 | 1.64329 | ||
131 | 2023.07.26 03:45 | modify | 35 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
132 | 2023.07.26 09:20 | buy | 36 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
133 | 2023.07.26 09:20 | modify | 36 | 0.10 | 1.63811 | 1.63579 | 1.64329 | ||
134 | 2023.07.26 09:20 | modify | 34 | 0.10 | 1.63680 | 1.63579 | 1.64329 | ||
135 | 2023.07.26 09:20 | modify | 35 | 0.10 | 1.63458 | 1.63579 | 1.64329 | ||
136 | 2023.07.26 09:20 | modify | 33 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
137 | 2023.07.26 12:40 | t/p | 33 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 97.53 | 10717.79 |
138 | 2023.07.26 12:40 | t/p | 34 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 42.47 | 10760.26 |
139 | 2023.07.26 12:40 | t/p | 35 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 57.00 | 10817.26 |
140 | 2023.07.26 12:40 | t/p | 36 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 33.90 | 10851.16 |