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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 58.04 | Gross profit | 876.34 | Gross loss | -818.31 |
Profit factor | 1.07 | Expected payoff | 2.64 | ||
Absolute drawdown | 168.83 | Maximal drawdown | 368.98 (3.54%) | Relative drawdown | 3.54% (368.98) |
Total trades | 22 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
Largest | profit trade | 125.20 | loss trade | -146.45 | |
Average | profit trade | 73.03 | loss trade | -81.83 | |
Maximum | consecutive wins (profit in money) | 4 (332.23) | consecutive losses (loss in money) | 3 (-311.60) | |
Maximal | consecutive profit (count of wins) | 332.23 (4) | consecutive loss (count of losses) | -311.60 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.16 00:00 | buy | 1 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
2 | 2022.08.16 00:00 | modify | 1 | 0.10 | 1.01644 | 1.00244 | 1.02844 | ||
3 | 2022.08.22 04:00 | s/l | 1 | 0.10 | 1.00244 | 1.00244 | 1.02844 | -146.45 | 9853.55 |
4 | 2022.08.22 20:00 | buy | 2 | 0.10 | 0.99458 | 0.00000 | 0.00000 | ||
5 | 2022.08.22 20:00 | modify | 2 | 0.10 | 0.99458 | 0.98058 | 1.00658 | ||
6 | 2022.08.25 08:00 | buy | 3 | 0.10 | 1.00023 | 0.00000 | 0.00000 | ||
7 | 2022.08.25 08:00 | modify | 3 | 0.10 | 1.00023 | 0.99818 | 1.00658 | ||
8 | 2022.08.25 08:00 | modify | 2 | 0.10 | 0.99458 | 0.99818 | 1.00658 | ||
9 | 2022.08.25 12:00 | s/l | 2 | 0.10 | 0.99818 | 0.99818 | 1.00658 | 30.62 | 9884.17 |
10 | 2022.08.25 12:00 | s/l | 3 | 0.10 | 0.99818 | 0.99818 | 1.00658 | -20.50 | 9863.67 |
11 | 2022.10.05 00:00 | sell | 4 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
12 | 2022.10.05 00:00 | modify | 4 | 0.10 | 0.99839 | 1.01239 | 0.98639 | ||
13 | 2022.10.05 16:00 | t/p | 4 | 0.10 | 0.98639 | 1.01239 | 0.98639 | 120.00 | 9983.67 |
14 | 2022.10.13 20:00 | sell | 5 | 0.10 | 0.97745 | 0.00000 | 0.00000 | ||
15 | 2022.10.13 20:00 | modify | 5 | 0.10 | 0.97745 | 0.99145 | 0.96545 | ||
16 | 2022.10.14 12:00 | sell | 6 | 0.10 | 0.97187 | 0.00000 | 0.00000 | ||
17 | 2022.10.14 12:00 | modify | 6 | 0.10 | 0.97187 | 0.97385 | 0.96545 | ||
18 | 2022.10.14 12:00 | modify | 5 | 0.10 | 0.97745 | 0.97385 | 0.96545 | ||
19 | 2022.10.14 16:00 | s/l | 5 | 0.10 | 0.97385 | 0.97385 | 0.96545 | 36.74 | 10020.41 |
20 | 2022.10.14 16:00 | s/l | 6 | 0.10 | 0.97385 | 0.97385 | 0.96545 | -19.80 | 10000.61 |
21 | 2022.10.17 20:00 | sell | 7 | 0.10 | 0.98353 | 0.00000 | 0.00000 | ||
22 | 2022.10.17 20:00 | modify | 7 | 0.10 | 0.98353 | 0.99753 | 0.97153 | ||
23 | 2022.10.19 16:00 | sell | 8 | 0.10 | 0.97786 | 0.00000 | 0.00000 | ||
24 | 2022.10.19 16:00 | modify | 8 | 0.10 | 0.97786 | 0.97993 | 0.97153 | ||
25 | 2022.10.19 16:00 | modify | 7 | 0.10 | 0.98353 | 0.97993 | 0.97153 | ||
26 | 2022.10.20 12:00 | s/l | 7 | 0.10 | 0.97993 | 0.97993 | 0.97153 | 39.72 | 10040.33 |
27 | 2022.10.20 12:00 | s/l | 8 | 0.10 | 0.97993 | 0.97993 | 0.97153 | -18.47 | 10021.86 |
28 | 2022.10.26 00:00 | sell | 9 | 0.10 | 0.99617 | 0.00000 | 0.00000 | ||
29 | 2022.10.26 00:00 | modify | 9 | 0.10 | 0.99617 | 1.01017 | 0.98417 | ||
30 | 2022.11.02 20:00 | t/p | 9 | 0.10 | 0.98417 | 1.01017 | 0.98417 | 125.20 | 10147.06 |
31 | 2022.11.13 20:00 | sell | 10 | 0.10 | 1.03354 | 0.00000 | 0.00000 | ||
32 | 2022.11.13 20:00 | modify | 10 | 0.10 | 1.03354 | 1.04754 | 1.02154 | ||
33 | 2022.11.15 16:00 | s/l | 10 | 0.10 | 1.04754 | 1.04754 | 1.02154 | -138.51 | 10008.55 |
34 | 2022.11.21 16:00 | buy | 11 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
35 | 2022.11.21 16:00 | modify | 11 | 0.10 | 1.02427 | 1.01027 | 1.03627 | ||
36 | 2022.11.22 20:00 | buy | 12 | 0.10 | 1.02981 | 0.00000 | 0.00000 | ||
37 | 2022.11.22 20:00 | modify | 12 | 0.10 | 1.02981 | 1.02787 | 1.03627 | ||
38 | 2022.11.22 20:00 | modify | 11 | 0.10 | 1.02427 | 1.02787 | 1.03627 | ||
39 | 2022.11.23 16:00 | t/p | 11 | 0.10 | 1.03627 | 1.02787 | 1.03627 | 117.85 | 10126.39 |
40 | 2022.11.23 16:00 | t/p | 12 | 0.10 | 1.03627 | 1.02787 | 1.03627 | 63.52 | 10189.92 |
41 | 2022.12.02 04:00 | sell | 13 | 0.10 | 1.05242 | 0.00000 | 0.00000 | ||
42 | 2022.12.02 04:00 | modify | 13 | 0.10 | 1.05242 | 1.06642 | 1.04042 | ||
43 | 2022.12.13 16:00 | s/l | 13 | 0.10 | 1.06642 | 1.06642 | 1.04042 | -133.31 | 10056.61 |
44 | 2022.12.13 20:00 | sell | 14 | 0.10 | 1.06357 | 0.00000 | 0.00000 | ||
45 | 2022.12.13 20:00 | modify | 14 | 0.10 | 1.06357 | 1.07757 | 1.05157 | ||
46 | 2022.12.16 20:00 | sell | 15 | 0.10 | 1.05993 | 0.00000 | 0.00000 | ||
47 | 2022.12.16 20:00 | modify | 15 | 0.10 | 1.05993 | 1.06297 | 1.05157 | ||
48 | 2022.12.16 20:00 | modify | 14 | 0.10 | 1.06357 | 1.06297 | 1.05157 | ||
49 | 2022.12.19 08:00 | s/l | 14 | 0.10 | 1.06297 | 1.06297 | 1.05157 | 10.46 | 10067.07 |
50 | 2022.12.19 08:00 | s/l | 15 | 0.10 | 1.06297 | 1.06297 | 1.05157 | -29.66 | 10037.41 |
51 | 2023.04.13 20:00 | sell | 16 | 0.10 | 1.10466 | 0.00000 | 0.00000 | ||
52 | 2023.04.13 20:00 | modify | 16 | 0.10 | 1.10466 | 1.11866 | 1.09266 | ||
53 | 2023.04.14 16:00 | sell | 17 | 0.10 | 1.09789 | 0.00000 | 0.00000 | ||
54 | 2023.04.14 16:00 | modify | 17 | 0.10 | 1.09789 | 1.10046 | 1.09266 | ||
55 | 2023.04.14 16:00 | modify | 16 | 0.10 | 1.10466 | 1.10046 | 1.09266 | ||
56 | 2023.04.17 16:00 | t/p | 16 | 0.10 | 1.09266 | 1.10046 | 1.09266 | 121.49 | 10158.90 |
57 | 2023.04.17 16:00 | t/p | 17 | 0.10 | 1.09266 | 1.10046 | 1.09266 | 53.04 | 10211.94 |
58 | 2023.04.25 20:00 | buy | 18 | 0.10 | 1.09730 | 0.00000 | 0.00000 | ||
59 | 2023.04.25 20:00 | modify | 18 | 0.10 | 1.09730 | 1.08330 | 1.10930 | ||
60 | 2023.04.26 16:00 | t/p | 18 | 0.10 | 1.10930 | 1.08330 | 1.10930 | 118.92 | 10330.87 |
61 | 2023.06.23 12:00 | buy | 19 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
62 | 2023.06.23 12:00 | modify | 19 | 0.10 | 1.08792 | 1.07392 | 1.09992 | ||
63 | 2023.06.27 12:00 | buy | 20 | 0.10 | 1.09475 | 0.00000 | 0.00000 | ||
64 | 2023.06.27 12:00 | modify | 20 | 0.10 | 1.09475 | 1.09212 | 1.09992 | ||
65 | 2023.06.27 12:00 | modify | 19 | 0.10 | 1.08792 | 1.09212 | 1.09992 | ||
66 | 2023.06.28 16:00 | s/l | 19 | 0.10 | 1.09212 | 1.09212 | 1.09992 | 38.77 | 10369.64 |
67 | 2023.06.28 16:00 | s/l | 20 | 0.10 | 1.09212 | 1.09212 | 1.09992 | -27.38 | 10342.26 |
68 | 2023.07.09 20:00 | sell | 21 | 0.10 | 1.09593 | 0.00000 | 0.00000 | ||
69 | 2023.07.09 20:00 | modify | 21 | 0.10 | 1.09593 | 1.10993 | 1.08393 | ||
70 | 2023.07.12 16:00 | s/l | 21 | 0.10 | 1.10993 | 1.10993 | 1.08393 | -137.77 | 10204.49 |
71 | 2023.07.21 00:00 | buy | 22 | 0.10 | 1.11375 | 0.00000 | 0.00000 | ||
72 | 2023.07.21 00:00 | modify | 22 | 0.10 | 1.11375 | 1.09975 | 1.12575 | ||
73 | 2023.07.27 16:00 | s/l | 22 | 0.10 | 1.09975 | 1.09975 | 1.12575 | -146.45 | 10058.04 |