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=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 | 80019 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 839.98 | Gross profit | 1043.46 | Gross loss | -203.47 |
Profit factor | 5.13 | Expected payoff | 32.31 | ||
Absolute drawdown | 27.34 | Maximal drawdown | 187.17 (1.74%) | Relative drawdown | 1.74% (187.17) |
Total trades | 26 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
Largest | profit trade | 99.12 | loss trade | -58.63 | |
Average | profit trade | 54.92 | loss trade | -29.07 | |
Maximum | consecutive wins (profit in money) | 8 (526.19) | consecutive losses (loss in money) | 4 (-152.40) | |
Maximal | consecutive profit (count of wins) | 526.19 (8) | consecutive loss (count of losses) | -152.40 (4) | |
Average | consecutive wins | 5 | 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 | 1.45896 | 1.48296 | ||
3 | 2022.09.11 22:13 | buy | 2 | 0.10 | 1.47416 | 0.00000 | 0.00000 | ||
4 | 2022.09.11 22:13 | modify | 2 | 0.10 | 1.47416 | 1.46871 | 1.48296 | ||
5 | 2022.09.11 22:13 | modify | 1 | 0.10 | 1.46796 | 1.46871 | 1.48296 | ||
6 | 2022.09.12 05:45 | buy | 3 | 0.10 | 1.47482 | 0.00000 | 0.00000 | ||
7 | 2022.09.12 05:45 | modify | 3 | 0.10 | 1.47482 | 1.47171 | 1.48296 | ||
8 | 2022.09.12 05:45 | modify | 2 | 0.10 | 1.47416 | 1.47171 | 1.48296 | ||
9 | 2022.09.12 05:45 | modify | 1 | 0.10 | 1.46796 | 1.47171 | 1.48296 | ||
10 | 2022.09.12 10:05 | buy | 4 | 0.10 | 1.47778 | 0.00000 | 0.00000 | ||
11 | 2022.09.12 10:05 | modify | 4 | 0.10 | 1.47778 | 1.47546 | 1.48296 | ||
12 | 2022.09.12 10:05 | modify | 3 | 0.10 | 1.47482 | 1.47546 | 1.48296 | ||
13 | 2022.09.12 10:05 | modify | 2 | 0.10 | 1.47416 | 1.47546 | 1.48296 | ||
14 | 2022.09.12 10:05 | modify | 1 | 0.10 | 1.46796 | 1.47546 | 1.48296 | ||
15 | 2022.09.12 10:40 | s/l | 1 | 0.10 | 1.47546 | 1.47546 | 1.48296 | 48.47 | 10048.47 |
16 | 2022.09.12 10:40 | s/l | 2 | 0.10 | 1.47546 | 1.47546 | 1.48296 | 7.88 | 10056.34 |
17 | 2022.09.12 10:40 | s/l | 3 | 0.10 | 1.47546 | 1.47546 | 1.48296 | 4.19 | 10060.53 |
18 | 2022.09.12 10:40 | s/l | 4 | 0.10 | 1.47546 | 1.47546 | 1.48296 | -15.18 | 10045.35 |
19 | 2022.10.04 20:00 | sell | 5 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
20 | 2022.10.04 20:00 | modify | 5 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
21 | 2022.10.05 16:20 | sell | 6 | 0.10 | 1.52632 | 0.00000 | 0.00000 | ||
22 | 2022.10.05 16:20 | modify | 6 | 0.10 | 1.52632 | 1.52862 | 1.52112 | ||
23 | 2022.10.05 16:20 | modify | 5 | 0.10 | 1.53612 | 1.52862 | 1.52112 | ||
24 | 2022.10.05 19:20 | t/p | 5 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 98.51 | 10143.87 |
25 | 2022.10.05 19:20 | t/p | 6 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 34.05 | 10177.92 |
26 | 2022.11.09 20:00 | sell | 7 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
27 | 2022.11.09 20:00 | modify | 7 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
28 | 2022.11.10 14:55 | sell | 8 | 0.10 | 1.55105 | 0.00000 | 0.00000 | ||
29 | 2022.11.10 14:55 | modify | 8 | 0.10 | 1.55105 | 1.55635 | 1.54210 | ||
30 | 2022.11.10 14:55 | modify | 7 | 0.10 | 1.55710 | 1.55635 | 1.54210 | ||
31 | 2022.11.10 15:05 | sell | 9 | 0.10 | 1.55035 | 0.00000 | 0.00000 | ||
32 | 2022.11.10 15:05 | modify | 9 | 0.10 | 1.55035 | 1.55335 | 1.54210 | ||
33 | 2022.11.10 15:05 | modify | 8 | 0.10 | 1.55105 | 1.55335 | 1.54210 | ||
34 | 2022.11.10 15:05 | modify | 7 | 0.10 | 1.55710 | 1.55335 | 1.54210 | ||
35 | 2022.11.10 20:30 | t/p | 7 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 99.12 | 10277.04 |
36 | 2022.11.10 20:30 | t/p | 8 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 58.60 | 10335.64 |
37 | 2022.11.10 20:30 | t/p | 9 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 54.02 | 10389.66 |
38 | 2022.12.12 20:00 | sell | 10 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
39 | 2022.12.12 20:00 | modify | 10 | 0.10 | 1.56069 | 1.56969 | 1.54569 | ||
40 | 2022.12.13 12:50 | sell | 11 | 0.10 | 1.55458 | 0.00000 | 0.00000 | ||
41 | 2022.12.13 12:50 | modify | 11 | 0.10 | 1.55458 | 1.55994 | 1.54569 | ||
42 | 2022.12.13 12:50 | modify | 10 | 0.10 | 1.56069 | 1.55994 | 1.54569 | ||
43 | 2022.12.13 14:40 | t/p | 10 | 0.10 | 1.54569 | 1.55994 | 1.54569 | 98.52 | 10488.18 |
44 | 2022.12.13 14:40 | t/p | 11 | 0.10 | 1.54569 | 1.55994 | 1.54569 | 58.21 | 10546.39 |
45 | 2023.02.27 20:00 | sell | 12 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
46 | 2023.02.27 20:00 | modify | 12 | 0.10 | 1.57482 | 1.58382 | 1.55982 | ||
47 | 2023.03.01 04:30 | sell | 13 | 0.10 | 1.56881 | 0.00000 | 0.00000 | ||
48 | 2023.03.01 04:30 | modify | 13 | 0.10 | 1.56881 | 1.57407 | 1.55982 | ||
49 | 2023.03.01 04:30 | modify | 12 | 0.10 | 1.57482 | 1.57407 | 1.55982 | ||
50 | 2023.03.01 06:30 | sell | 14 | 0.10 | 1.56785 | 0.00000 | 0.00000 | ||
51 | 2023.03.01 06:30 | modify | 14 | 0.10 | 1.56785 | 1.57107 | 1.55982 | ||
52 | 2023.03.01 06:30 | modify | 13 | 0.10 | 1.56881 | 1.57107 | 1.55982 | ||
53 | 2023.03.01 06:30 | modify | 12 | 0.10 | 1.57482 | 1.57107 | 1.55982 | ||
54 | 2023.03.01 07:30 | s/l | 12 | 0.10 | 1.57107 | 1.57107 | 1.55982 | 25.16 | 10571.55 |
55 | 2023.03.01 07:30 | s/l | 13 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -14.80 | 10556.75 |
56 | 2023.03.01 07:30 | s/l | 14 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -21.09 | 10535.66 |
57 | 2023.04.03 20:00 | buy | 15 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
58 | 2023.04.03 20:00 | modify | 15 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
59 | 2023.04.04 06:50 | buy | 16 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
60 | 2023.04.04 06:50 | modify | 16 | 0.10 | 1.61281 | 1.60744 | 1.62169 | ||
61 | 2023.04.04 06:50 | modify | 15 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
62 | 2023.04.04 10:45 | buy | 17 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
63 | 2023.04.04 10:45 | modify | 17 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
64 | 2023.04.04 10:45 | modify | 16 | 0.10 | 1.61281 | 1.61419 | 1.62169 | ||
65 | 2023.04.04 10:45 | modify | 15 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
66 | 2023.04.04 14:30 | t/p | 15 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 97.57 | 10633.22 |
67 | 2023.04.04 14:30 | t/p | 16 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 58.14 | 10691.36 |
68 | 2023.04.04 14:30 | t/p | 17 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 33.06 | 10724.42 |
69 | 2023.04.06 20:00 | sell | 18 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
70 | 2023.04.06 20:00 | modify | 18 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
71 | 2023.04.11 04:05 | sell | 19 | 0.10 | 1.63094 | 0.00000 | 0.00000 | ||
72 | 2023.04.11 04:05 | modify | 19 | 0.10 | 1.63094 | 1.63621 | 1.62196 | ||
73 | 2023.04.11 04:05 | modify | 18 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
74 | 2023.04.11 06:05 | sell | 20 | 0.10 | 1.63011 | 0.00000 | 0.00000 | ||
75 | 2023.04.11 06:05 | modify | 20 | 0.10 | 1.63011 | 1.63321 | 1.62196 | ||
76 | 2023.04.11 06:05 | modify | 19 | 0.10 | 1.63094 | 1.63321 | 1.62196 | ||
77 | 2023.04.11 06:05 | modify | 18 | 0.10 | 1.63696 | 1.63321 | 1.62196 | ||
78 | 2023.04.11 07:20 | s/l | 18 | 0.10 | 1.63321 | 1.63321 | 1.62196 | 25.46 | 10749.88 |
79 | 2023.04.11 07:20 | s/l | 19 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -14.86 | 10735.02 |
80 | 2023.04.11 07:20 | s/l | 20 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -20.30 | 10714.72 |
81 | 2023.04.24 20:00 | sell | 21 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
82 | 2023.04.24 20:00 | modify | 21 | 0.10 | 1.64959 | 1.65859 | 1.63459 | ||
83 | 2023.04.25 13:40 | s/l | 21 | 0.10 | 1.65859 | 1.65859 | 1.63459 | -58.63 | 10656.09 |
84 | 2023.06.22 20:00 | sell | 22 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
85 | 2023.06.22 20:00 | modify | 22 | 0.10 | 1.62150 | 1.63050 | 1.60650 | ||
86 | 2023.06.23 03:20 | s/l | 22 | 0.10 | 1.63050 | 1.63050 | 1.60650 | -58.62 | 10597.48 |
87 | 2023.07.25 20:00 | buy | 23 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
88 | 2023.07.25 20:00 | modify | 23 | 0.10 | 1.62829 | 1.61929 | 1.64329 | ||
89 | 2023.07.26 02:35 | buy | 24 | 0.10 | 1.63504 | 0.00000 | 0.00000 | ||
90 | 2023.07.26 02:35 | modify | 24 | 0.10 | 1.63504 | 1.63204 | 1.64329 | ||
91 | 2023.07.26 02:35 | modify | 23 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
92 | 2023.07.26 03:40 | buy | 25 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
93 | 2023.07.26 03:40 | modify | 25 | 0.10 | 1.63458 | 1.62904 | 1.64329 | ||
94 | 2023.07.26 03:45 | modify | 25 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
95 | 2023.07.26 09:20 | buy | 26 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
96 | 2023.07.26 09:20 | modify | 26 | 0.10 | 1.63811 | 1.63579 | 1.64329 | ||
97 | 2023.07.26 09:20 | modify | 24 | 0.10 | 1.63504 | 1.63579 | 1.64329 | ||
98 | 2023.07.26 09:20 | modify | 25 | 0.10 | 1.63458 | 1.63579 | 1.64329 | ||
99 | 2023.07.26 09:20 | modify | 23 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
100 | 2023.07.26 12:40 | t/p | 23 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 97.57 | 10695.04 |
101 | 2023.07.26 12:40 | t/p | 24 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 54.01 | 10749.05 |
102 | 2023.07.26 12:40 | t/p | 25 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 57.02 | 10806.07 |
103 | 2023.07.26 12:40 | t/p | 26 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 33.91 | 10839.98 |