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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 866.17 | Gross profit | 1515.95 | Gross loss | -649.78 |
Profit factor | 2.33 | Expected payoff | 37.66 | ||
Absolute drawdown | 31.66 | Maximal drawdown | 294.88 (2.80%) | Relative drawdown | 2.80% (294.88) |
Total trades | 23 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
Largest | profit trade | 152.90 | loss trade | -120.38 | |
Average | profit trade | 116.61 | loss trade | -64.98 | |
Maximum | consecutive wins (profit in money) | 3 (452.74) | consecutive losses (loss in money) | 2 (-238.87) | |
Maximal | consecutive profit (count of wins) | 452.74 (3) | consecutive loss (count of losses) | -238.87 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.10 16:00 | sell | 1 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
2 | 2022.08.10 16:00 | modify | 1 | 0.10 | 0.70969 | 0.72169 | 0.69469 | ||
3 | 2022.08.17 12:00 | t/p | 1 | 0.10 | 0.69469 | 0.72169 | 0.69469 | 151.13 | 10151.13 |
4 | 2022.09.09 08:00 | sell | 2 | 0.10 | 0.68603 | 0.00000 | 0.00000 | ||
5 | 2022.09.09 08:00 | modify | 2 | 0.10 | 0.68603 | 0.69803 | 0.67103 | ||
6 | 2022.09.14 08:00 | t/p | 2 | 0.10 | 0.67103 | 0.69803 | 0.67103 | 150.48 | 10301.61 |
7 | 2022.10.03 16:00 | sell | 3 | 0.10 | 0.64994 | 0.00000 | 0.00000 | ||
8 | 2022.10.03 16:00 | modify | 3 | 0.10 | 0.64994 | 0.66194 | 0.63494 | ||
9 | 2022.10.10 00:00 | t/p | 3 | 0.10 | 0.63494 | 0.66194 | 0.63494 | 151.13 | 10452.74 |
10 | 2022.10.17 16:00 | sell | 4 | 0.10 | 0.63073 | 0.00000 | 0.00000 | ||
11 | 2022.10.17 16:00 | modify | 4 | 0.10 | 0.63073 | 0.64273 | 0.61573 | ||
12 | 2022.10.26 08:00 | s/l | 4 | 0.10 | 0.64273 | 0.64273 | 0.61573 | -118.55 | 10334.19 |
13 | 2022.10.26 08:00 | sell | 5 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
14 | 2022.10.26 08:00 | modify | 5 | 0.10 | 0.64702 | 0.65902 | 0.63202 | ||
15 | 2022.10.28 16:00 | sell | 6 | 0.10 | 0.63944 | 0.00000 | 0.00000 | ||
16 | 2022.10.28 16:00 | modify | 6 | 0.10 | 0.63944 | 0.64402 | 0.63202 | ||
17 | 2022.10.28 16:00 | sell | 7 | 0.10 | 0.63944 | 0.00000 | 0.00000 | ||
18 | 2022.10.28 16:00 | modify | 7 | 0.10 | 0.63944 | 0.64252 | 0.63202 | ||
19 | 2022.10.28 16:00 | modify | 5 | 0.10 | 0.64702 | 0.64252 | 0.63202 | ||
20 | 2022.10.28 20:00 | modify | 6 | 0.10 | 0.63944 | 0.64252 | 0.63202 | ||
21 | 2022.10.31 04:00 | s/l | 5 | 0.10 | 0.64252 | 0.64252 | 0.63202 | 45.81 | 10380.00 |
22 | 2022.10.31 04:00 | s/l | 6 | 0.10 | 0.64252 | 0.64252 | 0.63202 | -30.64 | 10349.36 |
23 | 2022.10.31 04:00 | s/l | 7 | 0.10 | 0.64252 | 0.64252 | 0.63202 | -30.64 | 10318.72 |
24 | 2022.11.03 12:00 | buy | 8 | 0.10 | 0.62909 | 0.00000 | 0.00000 | ||
25 | 2022.11.03 12:00 | modify | 8 | 0.10 | 0.62909 | 0.61709 | 0.64409 | ||
26 | 2022.11.04 16:00 | t/p | 8 | 0.10 | 0.64409 | 0.61709 | 0.64409 | 149.62 | 10468.34 |
27 | 2022.11.04 16:00 | sell | 9 | 0.10 | 0.64339 | 0.00000 | 0.00000 | ||
28 | 2022.11.04 16:00 | modify | 9 | 0.10 | 0.64339 | 0.65539 | 0.62839 | ||
29 | 2022.11.10 16:00 | s/l | 9 | 0.10 | 0.65539 | 0.65539 | 0.62839 | -119.03 | 10349.31 |
30 | 2022.11.10 16:00 | sell | 10 | 0.10 | 0.65955 | 0.00000 | 0.00000 | ||
31 | 2022.11.10 16:00 | modify | 10 | 0.10 | 0.65955 | 0.67155 | 0.64455 | ||
32 | 2022.11.11 20:00 | s/l | 10 | 0.10 | 0.67155 | 0.67155 | 0.64455 | -119.84 | 10229.47 |
33 | 2022.12.13 16:00 | sell | 11 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
34 | 2022.12.13 16:00 | modify | 11 | 0.10 | 0.68768 | 0.69968 | 0.67268 | ||
35 | 2022.12.15 12:00 | sell | 12 | 0.10 | 0.67643 | 0.00000 | 0.00000 | ||
36 | 2022.12.15 12:00 | modify | 12 | 0.10 | 0.67643 | 0.68168 | 0.67268 | ||
37 | 2022.12.15 12:00 | modify | 11 | 0.10 | 0.68768 | 0.68168 | 0.67268 | ||
38 | 2022.12.15 16:00 | t/p | 11 | 0.10 | 0.67268 | 0.68168 | 0.67268 | 150.64 | 10380.11 |
39 | 2022.12.15 16:00 | t/p | 12 | 0.10 | 0.67268 | 0.68168 | 0.67268 | 37.50 | 10417.61 |
40 | 2022.12.15 16:00 | buy | 13 | 0.10 | 0.67250 | 0.00000 | 0.00000 | ||
41 | 2022.12.15 16:00 | modify | 13 | 0.10 | 0.67250 | 0.66050 | 0.68750 | ||
42 | 2022.12.30 12:00 | buy | 14 | 0.10 | 0.68005 | 0.00000 | 0.00000 | ||
43 | 2022.12.30 12:00 | modify | 14 | 0.10 | 0.68005 | 0.67550 | 0.68750 | ||
44 | 2022.12.30 12:00 | buy | 15 | 0.10 | 0.68005 | 0.00000 | 0.00000 | ||
45 | 2022.12.30 12:00 | modify | 15 | 0.10 | 0.68005 | 0.67700 | 0.68750 | ||
46 | 2022.12.30 12:00 | modify | 13 | 0.10 | 0.67250 | 0.67700 | 0.68750 | ||
47 | 2022.12.30 16:00 | s/l | 13 | 0.10 | 0.67700 | 0.67700 | 0.68750 | 39.32 | 10456.93 |
48 | 2022.12.30 16:00 | s/l | 15 | 0.10 | 0.67700 | 0.67700 | 0.68750 | -30.50 | 10426.43 |
49 | 2022.12.30 16:00 | close | 14 | 0.10 | 0.67825 | 0.67550 | 0.68750 | -18.00 | 10408.43 |
50 | 2023.01.03 12:00 | buy | 16 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
51 | 2023.01.03 12:00 | modify | 16 | 0.10 | 0.67006 | 0.65806 | 0.68506 | ||
52 | 2023.01.04 12:00 | t/p | 16 | 0.10 | 0.68506 | 0.65806 | 0.68506 | 149.62 | 10558.05 |
53 | 2023.01.19 08:00 | buy | 17 | 0.10 | 0.68917 | 0.00000 | 0.00000 | ||
54 | 2023.01.19 08:00 | modify | 17 | 0.10 | 0.68917 | 0.67717 | 0.70417 | ||
55 | 2023.01.24 04:00 | t/p | 17 | 0.10 | 0.70417 | 0.67717 | 0.70417 | 148.86 | 10706.92 |
56 | 2023.02.03 16:00 | buy | 18 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
57 | 2023.02.03 16:00 | modify | 18 | 0.10 | 0.69781 | 0.68581 | 0.71281 | ||
58 | 2023.02.06 16:00 | s/l | 18 | 0.10 | 0.68581 | 0.68581 | 0.71281 | -120.38 | 10586.54 |
59 | 2023.03.07 16:00 | buy | 19 | 0.10 | 0.66089 | 0.00000 | 0.00000 | ||
60 | 2023.03.07 16:00 | modify | 19 | 0.10 | 0.66089 | 0.64889 | 0.67589 | ||
61 | 2023.03.24 04:00 | buy | 20 | 0.10 | 0.66850 | 0.00000 | 0.00000 | ||
62 | 2023.03.24 04:00 | modify | 20 | 0.10 | 0.66850 | 0.66389 | 0.67589 | ||
63 | 2023.03.24 04:00 | buy | 21 | 0.10 | 0.66850 | 0.00000 | 0.00000 | ||
64 | 2023.03.24 04:00 | modify | 21 | 0.10 | 0.66850 | 0.66539 | 0.67589 | ||
65 | 2023.03.24 04:00 | modify | 19 | 0.10 | 0.66089 | 0.66539 | 0.67589 | ||
66 | 2023.03.24 08:00 | modify | 20 | 0.10 | 0.66850 | 0.66539 | 0.67589 | ||
67 | 2023.03.24 12:00 | s/l | 19 | 0.10 | 0.66539 | 0.66539 | 0.67589 | 37.80 | 10624.34 |
68 | 2023.03.24 12:00 | s/l | 20 | 0.10 | 0.66539 | 0.66539 | 0.67589 | -31.10 | 10593.24 |
69 | 2023.03.24 12:00 | s/l | 21 | 0.10 | 0.66539 | 0.66539 | 0.67589 | -31.10 | 10562.14 |
70 | 2023.04.03 16:00 | sell | 22 | 0.10 | 0.67822 | 0.00000 | 0.00000 | ||
71 | 2023.04.03 16:00 | modify | 22 | 0.10 | 0.67822 | 0.69022 | 0.66322 | ||
72 | 2023.04.10 16:00 | t/p | 22 | 0.10 | 0.66322 | 0.69022 | 0.66322 | 151.13 | 10713.27 |
73 | 2023.07.12 16:00 | sell | 23 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
74 | 2023.07.12 16:00 | modify | 23 | 0.10 | 0.67813 | 0.69013 | 0.66313 | ||
75 | 2023.07.28 08:00 | t/p | 23 | 0.10 | 0.66313 | 0.69013 | 0.66313 | 152.90 | 10866.17 |