Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 453.06 | Gross profit | 1323.14 | Gross loss | -870.07 |
Profit factor | 1.52 | Expected payoff | 12.94 | ||
Absolute drawdown | 56.60 | Maximal drawdown | 435.45 (4.00%) | Relative drawdown | 4.00% (435.45) |
Total trades | 35 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 24 (45.83%) |
Profit trades (% of total) | 17 (48.57%) | Loss trades (% of total) | 18 (51.43%) | ||
Largest | profit trade | 130.48 | loss trade | -64.55 | |
Average | profit trade | 77.83 | loss trade | -48.34 | |
Maximum | consecutive wins (profit in money) | 4 (462.57) | consecutive losses (loss in money) | 8 (-383.61) | |
Maximal | consecutive profit (count of wins) | 462.57 (4) | consecutive loss (count of losses) | -383.61 (8) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.02 16:00 | sell | 1 | 0.10 | 0.68435 | 0.00000 | 0.00000 | ||
2 | 2022.09.02 16:00 | modify | 1 | 0.10 | 0.68435 | 0.69035 | 0.67135 | ||
3 | 2022.09.05 02:00 | sell | 2 | 0.10 | 0.67845 | 0.00000 | 0.00000 | ||
4 | 2022.09.05 02:00 | modify | 2 | 0.10 | 0.67845 | 0.68175 | 0.67135 | ||
5 | 2022.09.05 02:00 | modify | 1 | 0.10 | 0.68435 | 0.68175 | 0.67135 | ||
6 | 2022.09.06 00:00 | s/l | 1 | 0.10 | 0.68175 | 0.68175 | 0.67135 | 26.32 | 10026.32 |
7 | 2022.09.06 00:00 | s/l | 2 | 0.10 | 0.68175 | 0.68175 | 0.67135 | -32.84 | 9993.48 |
8 | 2022.09.06 16:00 | buy | 3 | 0.10 | 0.67513 | 0.00000 | 0.00000 | ||
9 | 2022.09.06 16:00 | modify | 3 | 0.10 | 0.67513 | 0.66913 | 0.68813 | ||
10 | 2022.09.09 04:00 | buy | 4 | 0.10 | 0.68258 | 0.00000 | 0.00000 | ||
11 | 2022.09.09 04:00 | modify | 4 | 0.10 | 0.68258 | 0.67838 | 0.68813 | ||
12 | 2022.09.09 04:00 | modify | 3 | 0.10 | 0.67513 | 0.67838 | 0.68813 | ||
13 | 2022.09.12 08:00 | t/p | 3 | 0.10 | 0.68813 | 0.67838 | 0.68813 | 127.73 | 10121.21 |
14 | 2022.09.12 08:00 | t/p | 4 | 0.10 | 0.68813 | 0.67838 | 0.68813 | 55.12 | 10176.33 |
15 | 2022.09.23 10:00 | buy | 5 | 0.10 | 0.65854 | 0.00000 | 0.00000 | ||
16 | 2022.09.23 10:00 | modify | 5 | 0.10 | 0.65854 | 0.65254 | 0.67154 | ||
17 | 2022.09.23 18:00 | s/l | 5 | 0.10 | 0.65254 | 0.65254 | 0.67154 | -60.00 | 10116.33 |
18 | 2022.10.06 17:00 | buy | 6 | 0.10 | 0.64149 | 0.00000 | 0.00000 | ||
19 | 2022.10.06 17:00 | modify | 6 | 0.10 | 0.64149 | 0.63549 | 0.65449 | ||
20 | 2022.10.07 20:00 | s/l | 6 | 0.10 | 0.63549 | 0.63549 | 0.65449 | -60.38 | 10055.95 |
21 | 2022.10.21 17:00 | sell | 7 | 0.10 | 0.63611 | 0.00000 | 0.00000 | ||
22 | 2022.10.21 17:00 | modify | 7 | 0.10 | 0.63611 | 0.64211 | 0.62311 | ||
23 | 2022.10.24 15:00 | sell | 8 | 0.10 | 0.63009 | 0.00000 | 0.00000 | ||
24 | 2022.10.24 15:00 | modify | 8 | 0.10 | 0.63009 | 0.63351 | 0.62311 | ||
25 | 2022.10.24 15:00 | modify | 7 | 0.10 | 0.63611 | 0.63351 | 0.62311 | ||
26 | 2022.10.25 00:00 | s/l | 7 | 0.10 | 0.63351 | 0.63351 | 0.62311 | 26.32 | 10082.28 |
27 | 2022.10.25 00:00 | s/l | 8 | 0.10 | 0.63351 | 0.63351 | 0.62311 | -34.04 | 10048.24 |
28 | 2022.11.03 11:00 | buy | 9 | 0.10 | 0.62936 | 0.00000 | 0.00000 | ||
29 | 2022.11.03 11:00 | modify | 9 | 0.10 | 0.62936 | 0.62336 | 0.64236 | ||
30 | 2022.11.04 13:00 | t/p | 9 | 0.10 | 0.64236 | 0.62336 | 0.64236 | 129.62 | 10177.86 |
31 | 2022.11.09 21:00 | buy | 10 | 0.10 | 0.64269 | 0.00000 | 0.00000 | ||
32 | 2022.11.09 21:00 | modify | 10 | 0.10 | 0.64269 | 0.63669 | 0.65569 | ||
33 | 2022.11.10 14:00 | t/p | 10 | 0.10 | 0.65569 | 0.63669 | 0.65569 | 128.86 | 10306.72 |
34 | 2022.12.02 15:00 | buy | 11 | 0.10 | 0.67729 | 0.00000 | 0.00000 | ||
35 | 2022.12.02 15:00 | modify | 11 | 0.10 | 0.67729 | 0.67129 | 0.69029 | ||
36 | 2022.12.05 03:00 | buy | 12 | 0.10 | 0.68453 | 0.00000 | 0.00000 | ||
37 | 2022.12.05 03:00 | modify | 12 | 0.10 | 0.68453 | 0.68054 | 0.69029 | ||
38 | 2022.12.05 03:00 | modify | 11 | 0.10 | 0.67729 | 0.68054 | 0.69029 | ||
39 | 2022.12.05 08:00 | s/l | 11 | 0.10 | 0.68054 | 0.68054 | 0.69029 | 32.12 | 10338.84 |
40 | 2022.12.05 08:00 | s/l | 12 | 0.10 | 0.68054 | 0.68054 | 0.69029 | -39.90 | 10298.94 |
41 | 2022.12.15 12:00 | buy | 13 | 0.10 | 0.67673 | 0.00000 | 0.00000 | ||
42 | 2022.12.15 12:00 | modify | 13 | 0.10 | 0.67673 | 0.67073 | 0.68973 | ||
43 | 2022.12.15 16:00 | s/l | 13 | 0.10 | 0.67073 | 0.67073 | 0.68973 | -60.00 | 10238.94 |
44 | 2023.01.04 12:00 | sell | 14 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
45 | 2023.01.04 12:00 | modify | 14 | 0.10 | 0.68713 | 0.69313 | 0.67413 | ||
46 | 2023.01.05 16:00 | t/p | 14 | 0.10 | 0.67413 | 0.69313 | 0.67413 | 130.48 | 10369.43 |
47 | 2023.01.05 17:00 | buy | 15 | 0.10 | 0.67451 | 0.00000 | 0.00000 | ||
48 | 2023.01.05 17:00 | modify | 15 | 0.10 | 0.67451 | 0.66851 | 0.68751 | ||
49 | 2023.01.06 19:00 | t/p | 15 | 0.10 | 0.68751 | 0.66851 | 0.68751 | 129.62 | 10499.05 |
50 | 2023.01.18 09:00 | sell | 16 | 0.10 | 0.70181 | 0.00000 | 0.00000 | ||
51 | 2023.01.18 09:00 | modify | 16 | 0.10 | 0.70181 | 0.70781 | 0.68881 | ||
52 | 2023.01.18 18:00 | sell | 17 | 0.10 | 0.69596 | 0.00000 | 0.00000 | ||
53 | 2023.01.18 18:00 | modify | 17 | 0.10 | 0.69596 | 0.69921 | 0.68881 | ||
54 | 2023.01.18 18:00 | modify | 16 | 0.10 | 0.70181 | 0.69921 | 0.68881 | ||
55 | 2023.01.19 08:00 | t/p | 16 | 0.10 | 0.68881 | 0.69921 | 0.68881 | 130.48 | 10629.53 |
56 | 2023.01.19 08:00 | t/p | 17 | 0.10 | 0.68881 | 0.69921 | 0.68881 | 71.98 | 10701.52 |
57 | 2023.02.03 18:00 | buy | 18 | 0.10 | 0.69483 | 0.00000 | 0.00000 | ||
58 | 2023.02.03 18:00 | modify | 18 | 0.10 | 0.69483 | 0.68883 | 0.70783 | ||
59 | 2023.02.06 14:00 | s/l | 18 | 0.10 | 0.68883 | 0.68883 | 0.70783 | -60.38 | 10641.14 |
60 | 2023.02.08 17:00 | buy | 19 | 0.10 | 0.69427 | 0.00000 | 0.00000 | ||
61 | 2023.02.08 17:00 | modify | 19 | 0.10 | 0.69427 | 0.68827 | 0.70727 | ||
62 | 2023.02.15 14:00 | s/l | 19 | 0.10 | 0.68827 | 0.68827 | 0.70727 | -62.65 | 10578.49 |
63 | 2023.03.15 12:00 | buy | 20 | 0.10 | 0.66429 | 0.00000 | 0.00000 | ||
64 | 2023.03.15 12:00 | modify | 20 | 0.10 | 0.66429 | 0.65829 | 0.67729 | ||
65 | 2023.03.17 05:00 | buy | 21 | 0.10 | 0.67174 | 0.00000 | 0.00000 | ||
66 | 2023.03.17 05:00 | modify | 21 | 0.10 | 0.67174 | 0.66754 | 0.67729 | ||
67 | 2023.03.17 05:00 | modify | 20 | 0.10 | 0.66429 | 0.66754 | 0.67729 | ||
68 | 2023.03.17 16:00 | s/l | 20 | 0.10 | 0.66754 | 0.66754 | 0.67729 | 30.98 | 10609.47 |
69 | 2023.03.17 16:00 | s/l | 21 | 0.10 | 0.66754 | 0.66754 | 0.67729 | -42.00 | 10567.47 |
70 | 2023.03.24 13:00 | buy | 22 | 0.10 | 0.66408 | 0.00000 | 0.00000 | ||
71 | 2023.03.24 13:00 | modify | 22 | 0.10 | 0.66408 | 0.65808 | 0.67708 | ||
72 | 2023.03.28 15:00 | buy | 23 | 0.10 | 0.67007 | 0.00000 | 0.00000 | ||
73 | 2023.03.28 15:00 | modify | 23 | 0.10 | 0.67007 | 0.66668 | 0.67708 | ||
74 | 2023.03.28 15:00 | modify | 22 | 0.10 | 0.66408 | 0.66668 | 0.67708 | ||
75 | 2023.03.29 09:00 | s/l | 22 | 0.10 | 0.66668 | 0.66668 | 0.67708 | 24.86 | 10592.33 |
76 | 2023.03.29 09:00 | s/l | 23 | 0.10 | 0.66668 | 0.66668 | 0.67708 | -34.28 | 10558.05 |
77 | 2023.04.10 15:00 | buy | 24 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
78 | 2023.04.10 15:00 | modify | 24 | 0.10 | 0.66280 | 0.65680 | 0.67580 | ||
79 | 2023.04.12 13:00 | buy | 25 | 0.10 | 0.67086 | 0.00000 | 0.00000 | ||
80 | 2023.04.12 13:00 | modify | 25 | 0.10 | 0.67086 | 0.66735 | 0.67580 | ||
81 | 2023.04.12 13:00 | modify | 24 | 0.10 | 0.66280 | 0.66735 | 0.67580 | ||
82 | 2023.04.12 17:00 | buy | 26 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
83 | 2023.04.12 17:00 | modify | 26 | 0.10 | 0.67006 | 0.66605 | 0.67580 | ||
84 | 2023.04.12 18:00 | modify | 26 | 0.10 | 0.67006 | 0.66735 | 0.67580 | ||
85 | 2023.04.13 13:00 | t/p | 24 | 0.10 | 0.67580 | 0.66735 | 0.67580 | 128.11 | 10686.16 |
86 | 2023.04.13 13:00 | t/p | 25 | 0.10 | 0.67580 | 0.66735 | 0.67580 | 48.26 | 10734.42 |
87 | 2023.04.13 13:00 | t/p | 26 | 0.10 | 0.67580 | 0.66735 | 0.67580 | 56.26 | 10790.69 |
88 | 2023.04.13 15:00 | sell | 27 | 0.10 | 0.67667 | 0.00000 | 0.00000 | ||
89 | 2023.04.13 15:00 | modify | 27 | 0.10 | 0.67667 | 0.68267 | 0.66367 | ||
90 | 2023.04.17 01:00 | sell | 28 | 0.10 | 0.66941 | 0.00000 | 0.00000 | ||
91 | 2023.04.17 01:00 | modify | 28 | 0.10 | 0.66941 | 0.67342 | 0.66367 | ||
92 | 2023.04.17 01:00 | modify | 27 | 0.10 | 0.67667 | 0.67342 | 0.66367 | ||
93 | 2023.04.17 04:00 | sell | 29 | 0.10 | 0.67073 | 0.00000 | 0.00000 | ||
94 | 2023.04.17 04:00 | modify | 29 | 0.10 | 0.67073 | 0.67407 | 0.66367 | ||
95 | 2023.04.17 05:00 | modify | 29 | 0.10 | 0.67073 | 0.67342 | 0.66367 | ||
96 | 2023.04.17 14:00 | sell | 30 | 0.10 | 0.66872 | 0.00000 | 0.00000 | ||
97 | 2023.04.17 14:00 | modify | 30 | 0.10 | 0.66872 | 0.67212 | 0.66367 | ||
98 | 2023.04.17 14:00 | modify | 28 | 0.10 | 0.66941 | 0.67212 | 0.66367 | ||
99 | 2023.04.17 14:00 | modify | 29 | 0.10 | 0.67073 | 0.67212 | 0.66367 | ||
100 | 2023.04.17 14:00 | modify | 27 | 0.10 | 0.67667 | 0.67212 | 0.66367 | ||
101 | 2023.04.18 03:00 | s/l | 27 | 0.10 | 0.67212 | 0.67212 | 0.66367 | 45.98 | 10836.67 |
102 | 2023.04.18 03:00 | s/l | 28 | 0.10 | 0.67212 | 0.67212 | 0.66367 | -26.94 | 10809.73 |
103 | 2023.04.18 03:00 | s/l | 29 | 0.10 | 0.67212 | 0.67212 | 0.66367 | -13.74 | 10795.99 |
104 | 2023.04.18 03:00 | s/l | 30 | 0.10 | 0.67212 | 0.67212 | 0.66367 | -33.84 | 10762.16 |
105 | 2023.04.21 09:00 | buy | 31 | 0.10 | 0.66906 | 0.00000 | 0.00000 | ||
106 | 2023.04.21 09:00 | modify | 31 | 0.10 | 0.66906 | 0.66306 | 0.68206 | ||
107 | 2023.04.25 14:00 | s/l | 31 | 0.10 | 0.66306 | 0.66306 | 0.68206 | -60.76 | 10701.40 |
108 | 2023.04.25 15:00 | buy | 32 | 0.10 | 0.66355 | 0.00000 | 0.00000 | ||
109 | 2023.04.25 15:00 | modify | 32 | 0.10 | 0.66355 | 0.65755 | 0.67655 | ||
110 | 2023.04.28 13:00 | s/l | 32 | 0.10 | 0.65755 | 0.65755 | 0.67655 | -61.89 | 10639.50 |
111 | 2023.05.11 15:00 | buy | 33 | 0.10 | 0.67043 | 0.00000 | 0.00000 | ||
112 | 2023.05.11 15:00 | modify | 33 | 0.10 | 0.67043 | 0.66443 | 0.68343 | ||
113 | 2023.05.12 16:00 | s/l | 33 | 0.10 | 0.66443 | 0.66443 | 0.68343 | -60.38 | 10579.13 |
114 | 2023.05.18 15:00 | buy | 34 | 0.10 | 0.66133 | 0.00000 | 0.00000 | ||
115 | 2023.05.18 15:00 | modify | 34 | 0.10 | 0.66133 | 0.65533 | 0.67433 | ||
116 | 2023.05.24 14:00 | s/l | 34 | 0.10 | 0.65533 | 0.65533 | 0.67433 | -61.52 | 10517.61 |
117 | 2023.08.02 16:00 | buy | 35 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
118 | 2023.08.02 16:00 | modify | 35 | 0.10 | 0.65437 | 0.64837 | 0.66737 | ||
119 | 2023.08.14 01:00 | s/l | 35 | 0.10 | 0.64837 | 0.64837 | 0.66737 | -64.55 | 10453.06 |