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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 566.19 | Gross profit | 1511.15 | Gross loss | -944.96 |
Profit factor | 1.60 | Expected payoff | 20.97 | ||
Absolute drawdown | 189.63 | Maximal drawdown | 611.25 (5.87%) | Relative drawdown | 5.87% (611.25) |
Total trades | 27 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
Largest | profit trade | 142.74 | loss trade | -103.41 | |
Average | profit trade | 94.45 | loss trade | -85.91 | |
Maximum | consecutive wins (profit in money) | 4 (426.81) | consecutive losses (loss in money) | 4 (-343.43) | |
Maximal | consecutive profit (count of wins) | 426.81 (4) | consecutive loss (count of losses) | -343.43 (4) | |
Average | consecutive wins | 3 | 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 04:00 | sell | 4 | 0.10 | 0.70005 | 0.00000 | 0.00000 | ||
10 | 2022.08.17 04:00 | modify | 4 | 0.10 | 0.70005 | 0.70451 | 0.69401 | ||
11 | 2022.08.17 04:00 | modify | 3 | 0.10 | 0.70229 | 0.70451 | 0.69401 | ||
12 | 2022.08.17 04:00 | modify | 2 | 0.10 | 0.70801 | 0.70451 | 0.69401 | ||
13 | 2022.08.17 12:00 | t/p | 2 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 141.13 | 10278.10 |
14 | 2022.08.17 12:00 | t/p | 3 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 83.12 | 10361.22 |
15 | 2022.08.17 12:00 | t/p | 4 | 0.10 | 0.69401 | 0.70451 | 0.69401 | 60.40 | 10421.62 |
16 | 2022.09.21 12:00 | buy | 5 | 0.10 | 0.66744 | 0.00000 | 0.00000 | ||
17 | 2022.09.21 12:00 | modify | 5 | 0.10 | 0.66744 | 0.65744 | 0.68144 | ||
18 | 2022.09.22 08:00 | s/l | 5 | 0.10 | 0.65744 | 0.65744 | 0.68144 | -101.14 | 10320.48 |
19 | 2022.09.25 20:00 | buy | 6 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
20 | 2022.09.25 20:00 | modify | 6 | 0.10 | 0.65171 | 0.64171 | 0.66571 | ||
21 | 2022.09.27 20:00 | s/l | 6 | 0.10 | 0.64171 | 0.64171 | 0.66571 | -100.76 | 10219.73 |
22 | 2022.10.10 12:00 | buy | 7 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
23 | 2022.10.10 12:00 | modify | 7 | 0.10 | 0.63168 | 0.62168 | 0.64568 | ||
24 | 2022.10.13 16:00 | s/l | 7 | 0.10 | 0.62168 | 0.62168 | 0.64568 | -101.89 | 10117.83 |
25 | 2022.10.26 20:00 | sell | 8 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
26 | 2022.10.26 20:00 | modify | 8 | 0.10 | 0.64896 | 0.65896 | 0.63496 | ||
27 | 2022.10.31 08:00 | sell | 9 | 0.10 | 0.64102 | 0.00000 | 0.00000 | ||
28 | 2022.10.31 08:00 | modify | 9 | 0.10 | 0.64102 | 0.64546 | 0.63496 | ||
29 | 2022.10.31 08:00 | modify | 8 | 0.10 | 0.64896 | 0.64546 | 0.63496 | ||
30 | 2022.11.01 12:00 | s/l | 8 | 0.10 | 0.64546 | 0.64546 | 0.63496 | 35.97 | 10153.80 |
31 | 2022.11.01 12:00 | s/l | 9 | 0.10 | 0.64546 | 0.64546 | 0.63496 | -44.24 | 10109.56 |
32 | 2022.11.06 20:00 | sell | 10 | 0.10 | 0.64140 | 0.00000 | 0.00000 | ||
33 | 2022.11.06 20:00 | modify | 10 | 0.10 | 0.64140 | 0.65140 | 0.62740 | ||
34 | 2022.11.08 16:00 | s/l | 10 | 0.10 | 0.65140 | 0.65140 | 0.62740 | -99.68 | 10009.88 |
35 | 2022.11.10 20:00 | sell | 11 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
36 | 2022.11.10 20:00 | modify | 11 | 0.10 | 0.65913 | 0.66913 | 0.64513 | ||
37 | 2022.11.11 16:00 | s/l | 11 | 0.10 | 0.66913 | 0.66913 | 0.64513 | -99.84 | 9910.05 |
38 | 2022.11.13 20:00 | sell | 12 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
39 | 2022.11.13 20:00 | modify | 12 | 0.10 | 0.66994 | 0.67994 | 0.65594 | ||
40 | 2022.11.15 16:00 | s/l | 12 | 0.10 | 0.67994 | 0.67994 | 0.65594 | -99.68 | 9810.37 |
41 | 2022.11.21 20:00 | buy | 13 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
42 | 2022.11.21 20:00 | modify | 13 | 0.10 | 0.66006 | 0.65006 | 0.67406 | ||
43 | 2022.11.24 00:00 | t/p | 13 | 0.10 | 0.67406 | 0.65006 | 0.67406 | 138.11 | 9948.47 |
44 | 2023.01.18 12:00 | sell | 14 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
45 | 2023.01.18 12:00 | modify | 14 | 0.10 | 0.70178 | 0.71178 | 0.68778 | ||
46 | 2023.01.19 12:00 | t/p | 14 | 0.10 | 0.68778 | 0.71178 | 0.68778 | 140.48 | 10088.96 |
47 | 2023.01.25 08:00 | sell | 15 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
48 | 2023.01.25 08:00 | modify | 15 | 0.10 | 0.70986 | 0.71986 | 0.69586 | ||
49 | 2023.02.03 16:00 | t/p | 15 | 0.10 | 0.69586 | 0.71986 | 0.69586 | 141.77 | 10230.73 |
50 | 2023.02.24 20:00 | buy | 16 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
51 | 2023.02.24 20:00 | modify | 16 | 0.10 | 0.67288 | 0.66288 | 0.68688 | ||
52 | 2023.03.07 16:00 | s/l | 16 | 0.10 | 0.66288 | 0.66288 | 0.68688 | -103.41 | 10127.32 |
53 | 2023.05.02 12:00 | sell | 17 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
54 | 2023.05.02 12:00 | modify | 17 | 0.10 | 0.67005 | 0.68005 | 0.65605 | ||
55 | 2023.05.04 00:00 | sell | 18 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
56 | 2023.05.04 00:00 | modify | 18 | 0.10 | 0.66415 | 0.66935 | 0.65605 | ||
57 | 2023.05.04 00:00 | modify | 17 | 0.10 | 0.67005 | 0.66935 | 0.65605 | ||
58 | 2023.05.04 04:00 | s/l | 17 | 0.10 | 0.66935 | 0.66935 | 0.65605 | 7.64 | 10134.97 |
59 | 2023.05.04 04:00 | s/l | 18 | 0.10 | 0.66935 | 0.66935 | 0.65605 | -52.00 | 10082.97 |
60 | 2023.05.05 08:00 | sell | 19 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
61 | 2023.05.05 08:00 | modify | 19 | 0.10 | 0.67310 | 0.68310 | 0.65910 | ||
62 | 2023.05.16 12:00 | sell | 20 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
63 | 2023.05.16 12:00 | modify | 20 | 0.10 | 0.66721 | 0.67240 | 0.65910 | ||
64 | 2023.05.16 12:00 | modify | 19 | 0.10 | 0.67310 | 0.67240 | 0.65910 | ||
65 | 2023.05.16 20:00 | sell | 21 | 0.10 | 0.66529 | 0.00000 | 0.00000 | ||
66 | 2023.05.16 20:00 | modify | 21 | 0.10 | 0.66529 | 0.66960 | 0.65910 | ||
67 | 2023.05.16 20:00 | modify | 20 | 0.10 | 0.66721 | 0.66960 | 0.65910 | ||
68 | 2023.05.16 20:00 | modify | 19 | 0.10 | 0.67310 | 0.66960 | 0.65910 | ||
69 | 2023.05.24 04:00 | t/p | 19 | 0.10 | 0.65910 | 0.66960 | 0.65910 | 142.74 | 10225.71 |
70 | 2023.05.24 04:00 | t/p | 20 | 0.10 | 0.65910 | 0.66960 | 0.65910 | 82.39 | 10308.10 |
71 | 2023.05.24 04:00 | t/p | 21 | 0.10 | 0.65910 | 0.66960 | 0.65910 | 63.19 | 10371.29 |
72 | 2023.05.31 12:00 | buy | 22 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
73 | 2023.05.31 12:00 | modify | 22 | 0.10 | 0.64795 | 0.63795 | 0.66195 | ||
74 | 2023.06.02 12:00 | t/p | 22 | 0.10 | 0.66195 | 0.63795 | 0.66195 | 138.48 | 10509.77 |
75 | 2023.06.06 12:00 | sell | 23 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
76 | 2023.06.06 12:00 | modify | 23 | 0.10 | 0.66617 | 0.67617 | 0.65217 | ||
77 | 2023.06.12 08:00 | s/l | 23 | 0.10 | 0.67617 | 0.67617 | 0.65217 | -99.03 | 10410.74 |
78 | 2023.06.23 16:00 | buy | 24 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
79 | 2023.06.23 16:00 | modify | 24 | 0.10 | 0.66887 | 0.65887 | 0.68287 | ||
80 | 2023.07.13 00:00 | buy | 25 | 0.10 | 0.67951 | 0.00000 | 0.00000 | ||
81 | 2023.07.13 00:00 | modify | 25 | 0.10 | 0.67951 | 0.67657 | 0.68287 | ||
82 | 2023.07.13 00:00 | modify | 24 | 0.10 | 0.66887 | 0.67657 | 0.68287 | ||
83 | 2023.07.13 08:00 | t/p | 24 | 0.10 | 0.68287 | 0.67657 | 0.68287 | 132.42 | 10543.16 |
84 | 2023.07.13 08:00 | t/p | 25 | 0.10 | 0.68287 | 0.67657 | 0.68287 | 33.60 | 10576.76 |
85 | 2023.07.21 16:00 | buy | 26 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
86 | 2023.07.21 16:00 | modify | 26 | 0.10 | 0.67386 | 0.66386 | 0.68786 | ||
87 | 2023.07.27 08:00 | buy | 27 | 0.10 | 0.68169 | 0.00000 | 0.00000 | ||
88 | 2023.07.27 08:00 | modify | 27 | 0.10 | 0.68169 | 0.67736 | 0.68786 | ||
89 | 2023.07.27 08:00 | modify | 26 | 0.10 | 0.67386 | 0.67736 | 0.68786 | ||
90 | 2023.07.27 16:00 | s/l | 26 | 0.10 | 0.67736 | 0.67736 | 0.68786 | 32.73 | 10609.49 |
91 | 2023.07.27 16:00 | s/l | 27 | 0.10 | 0.67736 | 0.67736 | 0.68786 | -43.30 | 10566.19 |