Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=17; 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 | 355.51 | Gross profit | 708.05 | Gross loss | -352.54 |
Profit factor | 2.01 | Expected payoff | 20.91 | ||
Absolute drawdown | 120.65 | Maximal drawdown | 123.18 (1.20%) | Relative drawdown | 1.21% (120.65) |
Total trades | 17 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 9 (52.94%) | Loss trades (% of total) | 8 (47.06%) | ||
Largest | profit trade | 110.97 | loss trade | -61.14 | |
Average | profit trade | 78.67 | loss trade | -44.07 | |
Maximum | consecutive wins (profit in money) | 3 (281.17) | consecutive losses (loss in money) | 2 (-120.65) | |
Maximal | consecutive profit (count of wins) | 281.17 (3) | consecutive loss (count of losses) | -120.65 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.21 12:00 | buy | 1 | 0.10 | 0.66744 | 0.00000 | 0.00000 | ||
2 | 2022.09.21 12:00 | modify | 1 | 0.10 | 0.66744 | 0.66144 | 0.67844 | ||
3 | 2022.09.22 00:00 | s/l | 1 | 0.10 | 0.66144 | 0.66144 | 0.67844 | -61.14 | 9938.86 |
4 | 2023.01.13 00:00 | sell | 2 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
5 | 2023.01.13 00:00 | modify | 2 | 0.10 | 0.69664 | 0.70264 | 0.68564 | ||
6 | 2023.01.18 08:00 | s/l | 2 | 0.10 | 0.70264 | 0.70264 | 0.68564 | -59.52 | 9879.35 |
7 | 2023.01.18 12:00 | sell | 3 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
8 | 2023.01.18 12:00 | modify | 3 | 0.10 | 0.70178 | 0.70778 | 0.69078 | ||
9 | 2023.01.19 04:00 | t/p | 3 | 0.10 | 0.69078 | 0.70778 | 0.69078 | 110.48 | 9989.83 |
10 | 2023.01.23 04:00 | sell | 4 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
11 | 2023.01.23 04:00 | modify | 4 | 0.10 | 0.69833 | 0.70433 | 0.68733 | ||
12 | 2023.01.24 04:00 | s/l | 4 | 0.10 | 0.70433 | 0.70433 | 0.68733 | -59.84 | 9929.99 |
13 | 2023.01.25 08:00 | sell | 5 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
14 | 2023.01.25 08:00 | modify | 5 | 0.10 | 0.70986 | 0.71586 | 0.69886 | ||
15 | 2023.01.31 12:00 | t/p | 5 | 0.10 | 0.69886 | 0.71586 | 0.69886 | 110.97 | 10040.96 |
16 | 2023.02.15 00:00 | sell | 6 | 0.10 | 0.69864 | 0.00000 | 0.00000 | ||
17 | 2023.02.15 00:00 | modify | 6 | 0.10 | 0.69864 | 0.70464 | 0.68764 | ||
18 | 2023.02.15 04:00 | sell | 7 | 0.10 | 0.69366 | 0.00000 | 0.00000 | ||
19 | 2023.02.15 04:00 | modify | 7 | 0.10 | 0.69366 | 0.69534 | 0.68764 | ||
20 | 2023.02.15 04:00 | modify | 6 | 0.10 | 0.69864 | 0.69534 | 0.68764 | ||
21 | 2023.02.15 16:00 | t/p | 6 | 0.10 | 0.68764 | 0.69534 | 0.68764 | 110.00 | 10150.96 |
22 | 2023.02.15 16:00 | t/p | 7 | 0.10 | 0.68764 | 0.69534 | 0.68764 | 60.20 | 10211.16 |
23 | 2023.05.02 12:00 | sell | 8 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
24 | 2023.05.02 12:00 | modify | 8 | 0.10 | 0.67005 | 0.67605 | 0.65905 | ||
25 | 2023.05.08 04:00 | s/l | 8 | 0.10 | 0.67605 | 0.67605 | 0.65905 | -59.03 | 10152.13 |
26 | 2023.05.31 12:00 | buy | 9 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
27 | 2023.05.31 12:00 | modify | 9 | 0.10 | 0.64795 | 0.64195 | 0.65895 | ||
28 | 2023.06.02 04:00 | t/p | 9 | 0.10 | 0.65895 | 0.64195 | 0.65895 | 108.48 | 10260.61 |
29 | 2023.06.06 12:00 | sell | 10 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
30 | 2023.06.06 12:00 | modify | 10 | 0.10 | 0.66617 | 0.67217 | 0.65517 | ||
31 | 2023.06.09 08:00 | s/l | 10 | 0.10 | 0.67217 | 0.67217 | 0.65517 | -59.19 | 10201.42 |
32 | 2023.07.21 16:00 | buy | 11 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
33 | 2023.07.21 16:00 | modify | 11 | 0.10 | 0.67386 | 0.66786 | 0.68486 | ||
34 | 2023.07.25 16:00 | buy | 12 | 0.10 | 0.67907 | 0.00000 | 0.00000 | ||
35 | 2023.07.25 16:00 | modify | 12 | 0.10 | 0.67907 | 0.67716 | 0.68486 | ||
36 | 2023.07.25 16:00 | modify | 11 | 0.10 | 0.67386 | 0.67716 | 0.68486 | ||
37 | 2023.07.26 00:00 | s/l | 11 | 0.10 | 0.67716 | 0.67716 | 0.68486 | 31.86 | 10233.28 |
38 | 2023.07.26 00:00 | s/l | 12 | 0.10 | 0.67716 | 0.67716 | 0.68486 | -19.48 | 10213.80 |
39 | 2023.07.26 00:00 | sell | 13 | 0.10 | 0.67870 | 0.00000 | 0.00000 | ||
40 | 2023.07.26 00:00 | modify | 13 | 0.10 | 0.67870 | 0.68470 | 0.66770 | ||
41 | 2023.07.28 04:00 | t/p | 13 | 0.10 | 0.66770 | 0.68470 | 0.66770 | 110.64 | 10324.45 |
42 | 2023.08.03 12:00 | buy | 14 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
43 | 2023.08.03 12:00 | modify | 14 | 0.10 | 0.65311 | 0.64711 | 0.66411 | ||
44 | 2023.08.07 00:00 | buy | 15 | 0.10 | 0.65760 | 0.00000 | 0.00000 | ||
45 | 2023.08.07 00:00 | modify | 15 | 0.10 | 0.65760 | 0.65586 | 0.66411 | ||
46 | 2023.08.07 00:00 | modify | 14 | 0.10 | 0.65311 | 0.65586 | 0.66411 | ||
47 | 2023.08.07 12:00 | s/l | 14 | 0.10 | 0.65586 | 0.65586 | 0.66411 | 26.74 | 10351.19 |
48 | 2023.08.07 12:00 | s/l | 15 | 0.10 | 0.65586 | 0.65586 | 0.66411 | -17.40 | 10333.79 |
49 | 2023.08.24 04:00 | sell | 16 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
50 | 2023.08.24 04:00 | modify | 16 | 0.10 | 0.64798 | 0.65398 | 0.63698 | ||
51 | 2023.08.24 16:00 | sell | 17 | 0.10 | 0.64242 | 0.00000 | 0.00000 | ||
52 | 2023.08.24 16:00 | modify | 17 | 0.10 | 0.64242 | 0.64413 | 0.63698 | ||
53 | 2023.08.24 16:00 | modify | 16 | 0.10 | 0.64798 | 0.64413 | 0.63698 | ||
54 | 2023.08.25 16:00 | s/l | 16 | 0.10 | 0.64413 | 0.64413 | 0.63698 | 38.66 | 10372.45 |
55 | 2023.08.25 16:00 | s/l | 17 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -16.94 | 10355.51 |