Symbol | EURAUD (Euro vs Australian 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=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=19; 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 | 40 | ||
Total net profit | 307.25 | Gross profit | 771.37 | Gross loss | -464.12 |
Profit factor | 1.66 | Expected payoff | 13.97 | ||
Absolute drawdown | 58.32 | Maximal drawdown | 285.86 (2.72%) | Relative drawdown | 2.72% (285.86) |
Total trades | 22 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 100.03 | loss trade | -60.19 | |
Average | profit trade | 70.12 | loss trade | -42.19 | |
Maximum | consecutive wins (profit in money) | 6 (500.23) | consecutive losses (loss in money) | 5 (-211.46) | |
Maximal | consecutive profit (count of wins) | 500.23 (6) | consecutive loss (count of losses) | -211.46 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.28 20:00 | sell | 1 | 0.10 | 1.44743 | 0.00000 | 0.00000 | ||
2 | 2022.08.28 20:00 | modify | 1 | 0.10 | 1.44743 | 1.45643 | 1.43243 | ||
3 | 2022.08.30 16:00 | s/l | 1 | 0.10 | 1.45643 | 1.45643 | 1.43243 | -58.32 | 9941.68 |
4 | 2022.09.09 20:00 | buy | 2 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
5 | 2022.09.09 20:00 | modify | 2 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
6 | 2022.09.13 04:00 | buy | 3 | 0.10 | 1.47496 | 0.00000 | 0.00000 | ||
7 | 2022.09.13 04:00 | modify | 3 | 0.10 | 1.47496 | 1.47171 | 1.48296 | ||
8 | 2022.09.13 04:00 | modify | 2 | 0.10 | 1.46796 | 1.47171 | 1.48296 | ||
9 | 2022.09.13 12:00 | s/l | 2 | 0.10 | 1.47171 | 1.47171 | 1.48296 | 23.28 | 9964.96 |
10 | 2022.09.13 12:00 | s/l | 3 | 0.10 | 1.47171 | 1.47171 | 1.48296 | -21.28 | 9943.68 |
11 | 2022.10.02 20:00 | sell | 4 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
12 | 2022.10.02 20:00 | modify | 4 | 0.10 | 1.52792 | 1.53692 | 1.51292 | ||
13 | 2022.10.03 12:00 | t/p | 4 | 0.10 | 1.51292 | 1.53692 | 1.51292 | 98.52 | 10042.20 |
14 | 2022.10.04 20:00 | sell | 5 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
15 | 2022.10.04 20:00 | modify | 5 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
16 | 2022.10.05 20:00 | t/p | 5 | 0.10 | 1.52112 | 1.54512 | 1.52112 | 98.51 | 10140.72 |
17 | 2022.10.16 20:00 | sell | 6 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
18 | 2022.10.16 20:00 | modify | 6 | 0.10 | 1.56511 | 1.57411 | 1.55011 | ||
19 | 2022.10.20 16:00 | t/p | 6 | 0.10 | 1.55011 | 1.57411 | 1.55011 | 100.03 | 10240.75 |
20 | 2022.11.09 20:00 | sell | 7 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
21 | 2022.11.09 20:00 | modify | 7 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
22 | 2022.11.11 00:00 | t/p | 7 | 0.10 | 1.54210 | 1.56610 | 1.54210 | 99.43 | 10340.18 |
23 | 2022.12.12 20:00 | sell | 8 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
24 | 2022.12.12 20:00 | modify | 8 | 0.10 | 1.56069 | 1.56969 | 1.54569 | ||
25 | 2022.12.13 16:00 | t/p | 8 | 0.10 | 1.54569 | 1.56969 | 1.54569 | 98.51 | 10438.69 |
26 | 2023.02.05 20:00 | sell | 9 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
27 | 2023.02.05 20:00 | modify | 9 | 0.10 | 1.56285 | 1.57185 | 1.54785 | ||
28 | 2023.02.06 08:00 | sell | 10 | 0.10 | 1.55660 | 0.00000 | 0.00000 | ||
29 | 2023.02.06 08:00 | modify | 10 | 0.10 | 1.55660 | 1.56210 | 1.54785 | ||
30 | 2023.02.06 08:00 | modify | 9 | 0.10 | 1.56285 | 1.56210 | 1.54785 | ||
31 | 2023.02.06 12:00 | s/l | 9 | 0.10 | 1.56210 | 1.56210 | 1.54785 | 5.21 | 10443.91 |
32 | 2023.02.06 12:00 | s/l | 10 | 0.10 | 1.56210 | 1.56210 | 1.54785 | -36.02 | 10407.89 |
33 | 2023.02.26 20:00 | sell | 11 | 0.10 | 1.56589 | 0.00000 | 0.00000 | ||
34 | 2023.02.26 20:00 | modify | 11 | 0.10 | 1.56589 | 1.57489 | 1.55089 | ||
35 | 2023.02.27 16:00 | s/l | 11 | 0.10 | 1.57489 | 1.57489 | 1.55089 | -58.63 | 10349.26 |
36 | 2023.02.27 20:00 | sell | 12 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
37 | 2023.02.27 20:00 | modify | 12 | 0.10 | 1.57482 | 1.58382 | 1.55982 | ||
38 | 2023.03.06 12:00 | s/l | 12 | 0.10 | 1.58382 | 1.58382 | 1.55982 | -56.81 | 10292.45 |
39 | 2023.03.12 20:00 | sell | 13 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
40 | 2023.03.12 20:00 | modify | 13 | 0.10 | 1.61392 | 1.62292 | 1.59892 | ||
41 | 2023.03.13 08:00 | sell | 14 | 0.10 | 1.60687 | 0.00000 | 0.00000 | ||
42 | 2023.03.13 08:00 | modify | 14 | 0.10 | 1.60687 | 1.61017 | 1.59892 | ||
43 | 2023.03.13 08:00 | modify | 13 | 0.10 | 1.61392 | 1.61017 | 1.59892 | ||
44 | 2023.03.13 12:00 | s/l | 13 | 0.10 | 1.61017 | 1.61017 | 1.59892 | 24.85 | 10317.31 |
45 | 2023.03.13 12:00 | s/l | 14 | 0.10 | 1.61017 | 1.61017 | 1.59892 | -21.61 | 10295.70 |
46 | 2023.04.03 20:00 | buy | 15 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
47 | 2023.04.03 20:00 | modify | 15 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
48 | 2023.04.04 16:00 | t/p | 15 | 0.10 | 1.62169 | 1.59769 | 1.62169 | 97.56 | 10393.25 |
49 | 2023.04.06 20:00 | sell | 16 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
50 | 2023.04.06 20:00 | modify | 16 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
51 | 2023.04.17 16:00 | sell | 17 | 0.10 | 1.63090 | 0.00000 | 0.00000 | ||
52 | 2023.04.17 16:00 | modify | 17 | 0.10 | 1.63090 | 1.63621 | 1.62196 | ||
53 | 2023.04.17 16:00 | modify | 16 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
54 | 2023.04.17 20:00 | sell | 18 | 0.10 | 1.63014 | 0.00000 | 0.00000 | ||
55 | 2023.04.17 20:00 | modify | 18 | 0.10 | 1.63014 | 1.63321 | 1.62196 | ||
56 | 2023.04.17 20:00 | modify | 17 | 0.10 | 1.63090 | 1.63321 | 1.62196 | ||
57 | 2023.04.17 20:00 | modify | 16 | 0.10 | 1.63696 | 1.63321 | 1.62196 | ||
58 | 2023.04.19 08:00 | s/l | 16 | 0.10 | 1.63321 | 1.63321 | 1.62196 | 27.89 | 10421.14 |
59 | 2023.04.19 08:00 | s/l | 17 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -14.52 | 10406.61 |
60 | 2023.04.19 08:00 | s/l | 18 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -19.50 | 10387.11 |
61 | 2023.04.24 20:00 | sell | 19 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
62 | 2023.04.24 20:00 | modify | 19 | 0.10 | 1.64959 | 1.65859 | 1.63459 | ||
63 | 2023.04.25 16:00 | s/l | 19 | 0.10 | 1.65859 | 1.65859 | 1.63459 | -58.62 | 10328.49 |
64 | 2023.06.04 20:00 | buy | 20 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
65 | 2023.06.04 20:00 | modify | 20 | 0.10 | 1.62035 | 1.61135 | 1.63535 | ||
66 | 2023.06.06 08:00 | s/l | 20 | 0.10 | 1.61135 | 1.61135 | 1.63535 | -60.19 | 10268.31 |
67 | 2023.06.22 20:00 | sell | 21 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
68 | 2023.06.22 20:00 | modify | 21 | 0.10 | 1.62150 | 1.63050 | 1.60650 | ||
69 | 2023.06.23 04:00 | s/l | 21 | 0.10 | 1.63050 | 1.63050 | 1.60650 | -58.63 | 10209.68 |
70 | 2023.07.25 20:00 | buy | 22 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
71 | 2023.07.25 20:00 | modify | 22 | 0.10 | 1.62829 | 1.61929 | 1.64329 | ||
72 | 2023.07.26 16:00 | t/p | 22 | 0.10 | 1.64329 | 1.61929 | 1.64329 | 97.57 | 10307.25 |