Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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 | 79244 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1431.06 | Gross profit | 1765.93 | Gross loss | -334.87 |
Profit factor | 5.27 | Expected payoff | 38.68 | ||
Absolute drawdown | 61.60 | Maximal drawdown | 232.40 (2.19%) | Relative drawdown | 2.19% (232.40) |
Total trades | 37 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 145.95 | loss trade | -70.00 | |
Average | profit trade | 67.92 | loss trade | -30.44 | |
Maximum | consecutive wins (profit in money) | 12 (971.87) | consecutive losses (loss in money) | 2 (-91.70) | |
Maximal | consecutive profit (count of wins) | 971.87 (12) | consecutive loss (count of losses) | -91.70 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.16 12:00 | buy | 1 | 0.10 | 1.01306 | 0.00000 | 0.00000 | ||
2 | 2022.08.16 12:00 | modify | 1 | 0.10 | 1.01306 | 1.00606 | 1.02706 | ||
3 | 2022.08.16 15:15 | buy | 2 | 0.10 | 1.01867 | 0.00000 | 0.00000 | ||
4 | 2022.08.16 15:15 | modify | 2 | 0.10 | 1.01867 | 1.01656 | 1.02706 | ||
5 | 2022.08.16 15:15 | modify | 1 | 0.10 | 1.01306 | 1.01656 | 1.02706 | ||
6 | 2022.08.16 16:40 | s/l | 1 | 0.10 | 1.01656 | 1.01656 | 1.02706 | 35.00 | 10035.00 |
7 | 2022.08.16 16:40 | s/l | 2 | 0.10 | 1.01656 | 1.01656 | 1.02706 | -21.10 | 10013.90 |
8 | 2022.08.22 16:00 | buy | 3 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
9 | 2022.08.22 16:00 | modify | 3 | 0.10 | 0.99375 | 0.98675 | 1.00775 | ||
10 | 2022.08.23 13:50 | buy | 4 | 0.10 | 0.99941 | 0.00000 | 0.00000 | ||
11 | 2022.08.23 13:50 | modify | 4 | 0.10 | 0.99941 | 0.99725 | 1.00775 | ||
12 | 2022.08.23 13:50 | modify | 3 | 0.10 | 0.99375 | 0.99725 | 1.00775 | ||
13 | 2022.08.23 13:55 | s/l | 3 | 0.10 | 0.99725 | 0.99725 | 1.00775 | 33.92 | 10047.82 |
14 | 2022.08.23 13:55 | s/l | 4 | 0.10 | 0.99725 | 0.99725 | 1.00775 | -21.60 | 10026.22 |
15 | 2022.09.21 20:00 | buy | 5 | 0.10 | 0.98537 | 0.00000 | 0.00000 | ||
16 | 2022.09.21 20:00 | modify | 5 | 0.10 | 0.98537 | 0.97837 | 0.99937 | ||
17 | 2022.09.22 08:40 | buy | 6 | 0.10 | 0.99104 | 0.00000 | 0.00000 | ||
18 | 2022.09.22 08:40 | modify | 6 | 0.10 | 0.99104 | 0.98887 | 0.99937 | ||
19 | 2022.09.22 08:40 | modify | 5 | 0.10 | 0.98537 | 0.98887 | 0.99937 | ||
20 | 2022.09.22 08:55 | s/l | 5 | 0.10 | 0.98887 | 0.98887 | 0.99937 | 31.77 | 10058.00 |
21 | 2022.09.22 08:55 | s/l | 6 | 0.10 | 0.98887 | 0.98887 | 0.99937 | -21.70 | 10036.30 |
22 | 2022.09.23 12:00 | buy | 7 | 0.10 | 0.97541 | 0.00000 | 0.00000 | ||
23 | 2022.09.23 12:00 | modify | 7 | 0.10 | 0.97541 | 0.96841 | 0.98941 | ||
24 | 2022.09.23 17:40 | s/l | 7 | 0.10 | 0.96841 | 0.96841 | 0.98941 | -70.00 | 9966.30 |
25 | 2022.09.26 20:00 | buy | 8 | 0.10 | 0.96118 | 0.00000 | 0.00000 | ||
26 | 2022.09.26 20:00 | modify | 8 | 0.10 | 0.96118 | 0.95418 | 0.97518 | ||
27 | 2022.09.27 07:40 | buy | 9 | 0.10 | 0.96703 | 0.00000 | 0.00000 | ||
28 | 2022.09.27 07:40 | modify | 9 | 0.10 | 0.96703 | 0.96468 | 0.97518 | ||
29 | 2022.09.27 07:40 | modify | 8 | 0.10 | 0.96118 | 0.96468 | 0.97518 | ||
30 | 2022.09.27 08:06 | s/l | 8 | 0.10 | 0.96468 | 0.96468 | 0.97518 | 33.92 | 10000.22 |
31 | 2022.09.27 08:06 | s/l | 9 | 0.10 | 0.96468 | 0.96468 | 0.97518 | -23.50 | 9976.72 |
32 | 2022.10.26 20:00 | sell | 10 | 0.10 | 1.00814 | 0.00000 | 0.00000 | ||
33 | 2022.10.26 20:00 | modify | 10 | 0.10 | 1.00814 | 1.01514 | 0.99414 | ||
34 | 2022.10.27 12:30 | sell | 11 | 0.10 | 1.00093 | 0.00000 | 0.00000 | ||
35 | 2022.10.27 12:30 | modify | 11 | 0.10 | 1.00093 | 1.00744 | 0.99414 | ||
36 | 2022.10.27 12:30 | modify | 10 | 0.10 | 1.00814 | 1.00744 | 0.99414 | ||
37 | 2022.10.27 14:20 | sell | 12 | 0.10 | 1.00236 | 0.00000 | 0.00000 | ||
38 | 2022.10.27 14:20 | modify | 12 | 0.10 | 1.00236 | 1.00464 | 0.99414 | ||
39 | 2022.10.27 14:20 | modify | 11 | 0.10 | 1.00093 | 1.00464 | 0.99414 | ||
40 | 2022.10.27 14:20 | modify | 10 | 0.10 | 1.00814 | 1.00464 | 0.99414 | ||
41 | 2022.10.27 15:50 | sell | 13 | 0.10 | 0.99806 | 0.00000 | 0.00000 | ||
42 | 2022.10.27 15:50 | modify | 13 | 0.10 | 0.99806 | 1.00324 | 0.99414 | ||
43 | 2022.10.27 15:50 | modify | 12 | 0.10 | 1.00236 | 1.00324 | 0.99414 | ||
44 | 2022.10.27 15:50 | modify | 11 | 0.10 | 1.00093 | 1.00324 | 0.99414 | ||
45 | 2022.10.27 15:50 | modify | 10 | 0.10 | 1.00814 | 1.00324 | 0.99414 | ||
46 | 2022.10.28 07:40 | t/p | 10 | 0.10 | 0.99414 | 1.00324 | 0.99414 | 142.97 | 10119.69 |
47 | 2022.10.28 07:40 | t/p | 11 | 0.10 | 0.99414 | 1.00324 | 0.99414 | 68.64 | 10188.34 |
48 | 2022.10.28 07:40 | t/p | 12 | 0.10 | 0.99414 | 1.00324 | 0.99414 | 82.94 | 10271.28 |
49 | 2022.10.28 07:40 | t/p | 13 | 0.10 | 0.99414 | 1.00324 | 0.99414 | 39.94 | 10311.22 |
50 | 2022.11.11 20:00 | sell | 14 | 0.10 | 1.03622 | 0.00000 | 0.00000 | ||
51 | 2022.11.11 20:00 | modify | 14 | 0.10 | 1.03622 | 1.04322 | 1.02222 | ||
52 | 2022.11.14 04:40 | sell | 15 | 0.10 | 1.03051 | 0.00000 | 0.00000 | ||
53 | 2022.11.14 04:40 | modify | 15 | 0.10 | 1.03051 | 1.03272 | 1.02222 | ||
54 | 2022.11.14 04:40 | modify | 14 | 0.10 | 1.03622 | 1.03272 | 1.02222 | ||
55 | 2022.11.14 06:40 | s/l | 14 | 0.10 | 1.03272 | 1.03272 | 1.02222 | 35.74 | 10346.97 |
56 | 2022.11.14 06:40 | s/l | 15 | 0.10 | 1.03272 | 1.03272 | 1.02222 | -22.10 | 10324.87 |
57 | 2023.01.12 20:00 | sell | 16 | 0.10 | 1.08490 | 0.00000 | 0.00000 | ||
58 | 2023.01.12 20:00 | modify | 16 | 0.10 | 1.08490 | 1.09190 | 1.07090 | ||
59 | 2023.01.13 13:40 | sell | 17 | 0.10 | 1.07925 | 0.00000 | 0.00000 | ||
60 | 2023.01.13 13:40 | modify | 17 | 0.10 | 1.07925 | 1.08140 | 1.07090 | ||
61 | 2023.01.13 13:40 | modify | 16 | 0.10 | 1.08490 | 1.08140 | 1.07090 | ||
62 | 2023.01.13 14:40 | s/l | 16 | 0.10 | 1.08140 | 1.08140 | 1.07090 | 35.74 | 10360.61 |
63 | 2023.01.13 14:40 | s/l | 17 | 0.10 | 1.08140 | 1.08140 | 1.07090 | -21.50 | 10339.11 |
64 | 2023.02.02 00:00 | sell | 18 | 0.10 | 1.10123 | 0.00000 | 0.00000 | ||
65 | 2023.02.02 00:00 | modify | 18 | 0.10 | 1.10123 | 1.10823 | 1.08723 | ||
66 | 2023.02.02 14:10 | sell | 19 | 0.10 | 1.09550 | 0.00000 | 0.00000 | ||
67 | 2023.02.02 14:10 | modify | 19 | 0.10 | 1.09550 | 1.09773 | 1.08723 | ||
68 | 2023.02.02 14:10 | modify | 18 | 0.10 | 1.10123 | 1.09773 | 1.08723 | ||
69 | 2023.02.02 16:10 | sell | 20 | 0.10 | 1.09412 | 0.00000 | 0.00000 | ||
70 | 2023.02.02 16:10 | modify | 20 | 0.10 | 1.09412 | 1.10053 | 1.08723 | ||
71 | 2023.02.02 16:15 | modify | 20 | 0.10 | 1.09412 | 1.09773 | 1.08723 | ||
72 | 2023.02.02 17:30 | sell | 21 | 0.10 | 1.09131 | 0.00000 | 0.00000 | ||
73 | 2023.02.02 17:30 | modify | 21 | 0.10 | 1.09131 | 1.09633 | 1.08723 | ||
74 | 2023.02.02 17:30 | modify | 19 | 0.10 | 1.09550 | 1.09633 | 1.08723 | ||
75 | 2023.02.02 17:30 | modify | 20 | 0.10 | 1.09412 | 1.09633 | 1.08723 | ||
76 | 2023.02.02 17:30 | modify | 18 | 0.10 | 1.10123 | 1.09633 | 1.08723 | ||
77 | 2023.02.03 13:30 | t/p | 18 | 0.10 | 1.08723 | 1.09633 | 1.08723 | 140.74 | 10479.85 |
78 | 2023.02.03 13:30 | t/p | 19 | 0.10 | 1.08723 | 1.09633 | 1.08723 | 83.44 | 10563.30 |
79 | 2023.02.03 13:30 | t/p | 20 | 0.10 | 1.08723 | 1.09633 | 1.08723 | 69.64 | 10632.94 |
80 | 2023.02.03 13:30 | t/p | 21 | 0.10 | 1.08723 | 1.09633 | 1.08723 | 41.54 | 10674.48 |
81 | 2023.03.22 20:00 | sell | 22 | 0.10 | 1.08652 | 0.00000 | 0.00000 | ||
82 | 2023.03.22 20:00 | modify | 22 | 0.10 | 1.08652 | 1.09352 | 1.07252 | ||
83 | 2023.03.24 08:20 | sell | 23 | 0.10 | 1.08080 | 0.00000 | 0.00000 | ||
84 | 2023.03.24 08:20 | modify | 23 | 0.10 | 1.08080 | 1.08302 | 1.07252 | ||
85 | 2023.03.24 08:20 | modify | 22 | 0.10 | 1.08652 | 1.08302 | 1.07252 | ||
86 | 2023.03.24 09:20 | sell | 24 | 0.10 | 1.07655 | 0.00000 | 0.00000 | ||
87 | 2023.03.24 09:20 | modify | 24 | 0.10 | 1.07655 | 1.08162 | 1.07252 | ||
88 | 2023.03.24 09:20 | modify | 23 | 0.10 | 1.08080 | 1.08162 | 1.07252 | ||
89 | 2023.03.24 09:20 | modify | 22 | 0.10 | 1.08652 | 1.08162 | 1.07252 | ||
90 | 2023.03.24 09:40 | t/p | 22 | 0.10 | 1.07252 | 1.08162 | 1.07252 | 142.97 | 10817.46 |
91 | 2023.03.24 09:40 | t/p | 23 | 0.10 | 1.07252 | 1.08162 | 1.07252 | 82.80 | 10900.26 |
92 | 2023.03.24 09:40 | t/p | 24 | 0.10 | 1.07252 | 1.08162 | 1.07252 | 40.30 | 10940.56 |
93 | 2023.04.13 16:00 | sell | 25 | 0.10 | 1.10530 | 0.00000 | 0.00000 | ||
94 | 2023.04.13 16:00 | modify | 25 | 0.10 | 1.10530 | 1.11230 | 1.09130 | ||
95 | 2023.04.14 14:33 | sell | 26 | 0.10 | 1.09962 | 0.00000 | 0.00000 | ||
96 | 2023.04.14 14:33 | modify | 26 | 0.10 | 1.09962 | 1.10180 | 1.09130 | ||
97 | 2023.04.14 14:33 | modify | 25 | 0.10 | 1.10530 | 1.10180 | 1.09130 | ||
98 | 2023.04.14 16:10 | sell | 27 | 0.10 | 1.09828 | 0.00000 | 0.00000 | ||
99 | 2023.04.14 16:10 | modify | 27 | 0.10 | 1.09828 | 1.10460 | 1.09130 | ||
100 | 2023.04.14 16:15 | modify | 27 | 0.10 | 1.09828 | 1.10180 | 1.09130 | ||
101 | 2023.04.17 12:50 | sell | 28 | 0.10 | 1.09546 | 0.00000 | 0.00000 | ||
102 | 2023.04.17 12:50 | modify | 28 | 0.10 | 1.09546 | 1.10040 | 1.09130 | ||
103 | 2023.04.17 12:50 | modify | 26 | 0.10 | 1.09962 | 1.10040 | 1.09130 | ||
104 | 2023.04.17 12:50 | modify | 27 | 0.10 | 1.09828 | 1.10040 | 1.09130 | ||
105 | 2023.04.17 12:50 | modify | 25 | 0.10 | 1.10530 | 1.10040 | 1.09130 | ||
106 | 2023.04.17 14:40 | t/p | 25 | 0.10 | 1.09130 | 1.10040 | 1.09130 | 141.49 | 11082.04 |
107 | 2023.04.17 14:40 | t/p | 26 | 0.10 | 1.09130 | 1.10040 | 1.09130 | 83.94 | 11165.99 |
108 | 2023.04.17 14:40 | t/p | 27 | 0.10 | 1.09130 | 1.10040 | 1.09130 | 70.54 | 11236.53 |
109 | 2023.04.17 14:40 | t/p | 28 | 0.10 | 1.09130 | 1.10040 | 1.09130 | 41.60 | 11278.13 |
110 | 2023.05.18 16:00 | buy | 29 | 0.10 | 1.07782 | 0.00000 | 0.00000 | ||
111 | 2023.05.18 16:00 | modify | 29 | 0.10 | 1.07782 | 1.07082 | 1.09182 | ||
112 | 2023.05.22 12:15 | buy | 30 | 0.10 | 1.08343 | 0.00000 | 0.00000 | ||
113 | 2023.05.22 12:15 | modify | 30 | 0.10 | 1.08343 | 1.08132 | 1.09182 | ||
114 | 2023.05.22 12:15 | modify | 29 | 0.10 | 1.07782 | 1.08132 | 1.09182 | ||
115 | 2023.05.22 13:30 | s/l | 29 | 0.10 | 1.08132 | 1.08132 | 1.09182 | 32.85 | 11310.98 |
116 | 2023.05.22 13:30 | s/l | 30 | 0.10 | 1.08132 | 1.08132 | 1.09182 | -21.10 | 11289.88 |
117 | 2023.06.14 16:00 | sell | 31 | 0.10 | 1.08577 | 0.00000 | 0.00000 | ||
118 | 2023.06.14 16:00 | modify | 31 | 0.10 | 1.08577 | 1.09277 | 1.07177 | ||
119 | 2023.06.14 18:33 | sell | 32 | 0.10 | 1.08013 | 0.00000 | 0.00000 | ||
120 | 2023.06.14 18:33 | modify | 32 | 0.10 | 1.08013 | 1.08227 | 1.07177 | ||
121 | 2023.06.14 18:33 | modify | 31 | 0.10 | 1.08577 | 1.08227 | 1.07177 | ||
122 | 2023.06.14 18:53 | s/l | 31 | 0.10 | 1.08227 | 1.08227 | 1.07177 | 35.00 | 11324.88 |
123 | 2023.06.14 18:53 | s/l | 32 | 0.10 | 1.08227 | 1.08227 | 1.07177 | -21.40 | 11303.48 |
124 | 2023.07.12 16:00 | sell | 33 | 0.10 | 1.11220 | 0.00000 | 0.00000 | ||
125 | 2023.07.12 16:00 | modify | 33 | 0.10 | 1.11220 | 1.11920 | 1.09820 | ||
126 | 2023.07.13 12:40 | s/l | 33 | 0.10 | 1.11920 | 1.11920 | 1.09820 | -67.77 | 11235.71 |
127 | 2023.07.14 12:00 | sell | 34 | 0.10 | 1.12243 | 0.00000 | 0.00000 | ||
128 | 2023.07.14 12:00 | modify | 34 | 0.10 | 1.12243 | 1.12943 | 1.10843 | ||
129 | 2023.07.20 16:30 | sell | 35 | 0.10 | 1.11257 | 0.00000 | 0.00000 | ||
130 | 2023.07.20 16:30 | modify | 35 | 0.10 | 1.11257 | 1.11753 | 1.10843 | ||
131 | 2023.07.20 16:30 | modify | 34 | 0.10 | 1.12243 | 1.11753 | 1.10843 | ||
132 | 2023.07.24 07:40 | t/p | 34 | 0.10 | 1.10843 | 1.11753 | 1.10843 | 145.95 | 11381.65 |
133 | 2023.07.24 07:40 | t/p | 35 | 0.10 | 1.10843 | 1.11753 | 1.10843 | 42.89 | 11424.54 |
134 | 2023.07.24 08:00 | buy | 36 | 0.10 | 1.10841 | 0.00000 | 0.00000 | ||
135 | 2023.07.24 08:00 | modify | 36 | 0.10 | 1.10841 | 1.10141 | 1.12241 | ||
136 | 2023.07.27 08:40 | buy | 37 | 0.10 | 1.11422 | 0.00000 | 0.00000 | ||
137 | 2023.07.27 08:40 | modify | 37 | 0.10 | 1.11422 | 1.11191 | 1.12241 | ||
138 | 2023.07.27 08:40 | modify | 36 | 0.10 | 1.10841 | 1.11191 | 1.12241 | ||
139 | 2023.07.27 12:20 | s/l | 36 | 0.10 | 1.11191 | 1.11191 | 1.12241 | 29.62 | 11454.16 |
140 | 2023.07.27 12:20 | s/l | 37 | 0.10 | 1.11191 | 1.11191 | 1.12241 | -23.10 | 11431.06 |