Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 79306 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 808.24 | Gross profit | 1235.51 | Gross loss | -427.27 |
Profit factor | 2.89 | Expected payoff | 21.84 | ||
Absolute drawdown | 117.50 | Maximal drawdown | 147.50 (1.47%) | Relative drawdown | 1.47% (147.50) |
Total trades | 37 | Short positions (won %) | 26 (53.85%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) | ||
Largest | profit trade | 110.97 | loss trade | -60.00 | |
Average | profit trade | 61.78 | loss trade | -25.13 | |
Maximum | consecutive wins (profit in money) | 9 (600.73) | consecutive losses (loss in money) | 3 (-39.00) | |
Maximal | consecutive profit (count of wins) | 600.73 (9) | consecutive loss (count of losses) | -78.60 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | 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 | 2022.09.21 23:30 | s/l | 1 | 0.10 | 0.66144 | 0.66144 | 0.67844 | -60.00 | 9940.00 |
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 | 2023.01.13 13:50 | sell | 3 | 0.10 | 0.69208 | 0.00000 | 0.00000 | ||
7 | 2023.01.13 13:50 | modify | 3 | 0.10 | 0.69208 | 0.69389 | 0.68564 | ||
8 | 2023.01.13 13:50 | modify | 2 | 0.10 | 0.69664 | 0.69389 | 0.68564 | ||
9 | 2023.01.13 14:15 | sell | 4 | 0.10 | 0.69148 | 0.00000 | 0.00000 | ||
10 | 2023.01.13 14:15 | modify | 4 | 0.10 | 0.69148 | 0.69334 | 0.68564 | ||
11 | 2023.01.13 14:20 | s/l | 4 | 0.10 | 0.69334 | 0.69334 | 0.68564 | -18.60 | 9921.40 |
12 | 2023.01.13 14:30 | s/l | 2 | 0.10 | 0.69389 | 0.69389 | 0.68564 | 27.50 | 9948.90 |
13 | 2023.01.13 14:30 | s/l | 3 | 0.10 | 0.69389 | 0.69389 | 0.68564 | -18.10 | 9930.80 |
14 | 2023.01.18 12:00 | sell | 5 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
15 | 2023.01.18 12:00 | modify | 5 | 0.10 | 0.70178 | 0.70778 | 0.69078 | ||
16 | 2023.01.18 17:30 | sell | 6 | 0.10 | 0.69655 | 0.00000 | 0.00000 | ||
17 | 2023.01.18 17:30 | modify | 6 | 0.10 | 0.69655 | 0.69848 | 0.69078 | ||
18 | 2023.01.18 17:30 | modify | 5 | 0.10 | 0.70178 | 0.69848 | 0.69078 | ||
19 | 2023.01.19 00:40 | t/p | 5 | 0.10 | 0.69078 | 0.69848 | 0.69078 | 110.48 | 10041.28 |
20 | 2023.01.19 00:40 | t/p | 6 | 0.10 | 0.69078 | 0.69848 | 0.69078 | 58.18 | 10099.47 |
21 | 2023.01.23 04:00 | sell | 7 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
22 | 2023.01.23 04:00 | modify | 7 | 0.10 | 0.69833 | 0.70433 | 0.68733 | ||
23 | 2023.01.24 01:30 | s/l | 7 | 0.10 | 0.70433 | 0.70433 | 0.68733 | -59.84 | 10039.63 |
24 | 2023.01.25 08:00 | sell | 8 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
25 | 2023.01.25 08:00 | modify | 8 | 0.10 | 0.70986 | 0.71586 | 0.69886 | ||
26 | 2023.01.30 22:40 | sell | 9 | 0.10 | 0.70526 | 0.00000 | 0.00000 | ||
27 | 2023.01.30 22:40 | modify | 9 | 0.10 | 0.70526 | 0.70711 | 0.69886 | ||
28 | 2023.01.30 22:40 | modify | 8 | 0.10 | 0.70986 | 0.70711 | 0.69886 | ||
29 | 2023.01.31 00:30 | sell | 10 | 0.10 | 0.70463 | 0.00000 | 0.00000 | ||
30 | 2023.01.31 00:30 | modify | 10 | 0.10 | 0.70463 | 0.70656 | 0.69886 | ||
31 | 2023.01.31 00:35 | modify | 10 | 0.10 | 0.70463 | 0.70711 | 0.69886 | ||
32 | 2023.01.31 02:40 | sell | 11 | 0.10 | 0.70421 | 0.00000 | 0.00000 | ||
33 | 2023.01.31 02:40 | modify | 11 | 0.10 | 0.70421 | 0.70601 | 0.69886 | ||
34 | 2023.01.31 02:40 | modify | 9 | 0.10 | 0.70526 | 0.70601 | 0.69886 | ||
35 | 2023.01.31 02:40 | modify | 10 | 0.10 | 0.70463 | 0.70601 | 0.69886 | ||
36 | 2023.01.31 02:40 | modify | 8 | 0.10 | 0.70986 | 0.70601 | 0.69886 | ||
37 | 2023.01.31 11:05 | t/p | 8 | 0.10 | 0.69886 | 0.70601 | 0.69886 | 110.97 | 10150.60 |
38 | 2023.01.31 11:05 | t/p | 9 | 0.10 | 0.69886 | 0.70601 | 0.69886 | 64.16 | 10214.76 |
39 | 2023.01.31 11:05 | t/p | 10 | 0.10 | 0.69886 | 0.70601 | 0.69886 | 57.70 | 10272.46 |
40 | 2023.01.31 11:05 | t/p | 11 | 0.10 | 0.69886 | 0.70601 | 0.69886 | 53.50 | 10325.96 |
41 | 2023.02.15 00:00 | sell | 12 | 0.10 | 0.69864 | 0.00000 | 0.00000 | ||
42 | 2023.02.15 00:00 | modify | 12 | 0.10 | 0.69864 | 0.70464 | 0.68764 | ||
43 | 2023.02.15 03:30 | sell | 13 | 0.10 | 0.69409 | 0.00000 | 0.00000 | ||
44 | 2023.02.15 03:30 | modify | 13 | 0.10 | 0.69409 | 0.69589 | 0.68764 | ||
45 | 2023.02.15 03:30 | modify | 12 | 0.10 | 0.69864 | 0.69589 | 0.68764 | ||
46 | 2023.02.15 03:40 | sell | 14 | 0.10 | 0.69348 | 0.00000 | 0.00000 | ||
47 | 2023.02.15 03:40 | modify | 14 | 0.10 | 0.69348 | 0.69534 | 0.68764 | ||
48 | 2023.02.15 03:45 | modify | 14 | 0.10 | 0.69348 | 0.69589 | 0.68764 | ||
49 | 2023.02.15 06:10 | sell | 15 | 0.10 | 0.69304 | 0.00000 | 0.00000 | ||
50 | 2023.02.15 06:10 | modify | 15 | 0.10 | 0.69304 | 0.69479 | 0.68764 | ||
51 | 2023.02.15 06:10 | modify | 13 | 0.10 | 0.69409 | 0.69479 | 0.68764 | ||
52 | 2023.02.15 06:10 | modify | 14 | 0.10 | 0.69348 | 0.69479 | 0.68764 | ||
53 | 2023.02.15 06:10 | modify | 12 | 0.10 | 0.69864 | 0.69479 | 0.68764 | ||
54 | 2023.02.15 14:30 | t/p | 12 | 0.10 | 0.68764 | 0.69479 | 0.68764 | 110.00 | 10435.96 |
55 | 2023.02.15 14:30 | t/p | 13 | 0.10 | 0.68764 | 0.69479 | 0.68764 | 64.50 | 10500.46 |
56 | 2023.02.15 14:30 | t/p | 14 | 0.10 | 0.68764 | 0.69479 | 0.68764 | 58.40 | 10558.86 |
57 | 2023.02.15 14:30 | t/p | 15 | 0.10 | 0.68764 | 0.69479 | 0.68764 | 54.00 | 10612.86 |
58 | 2023.05.02 12:00 | sell | 16 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
59 | 2023.05.02 12:00 | modify | 16 | 0.10 | 0.67005 | 0.67605 | 0.65905 | ||
60 | 2023.05.02 21:05 | sell | 17 | 0.10 | 0.66565 | 0.00000 | 0.00000 | ||
61 | 2023.05.02 21:05 | modify | 17 | 0.10 | 0.66565 | 0.66730 | 0.65905 | ||
62 | 2023.05.02 21:05 | modify | 16 | 0.10 | 0.67005 | 0.66730 | 0.65905 | ||
63 | 2023.05.02 23:40 | s/l | 16 | 0.10 | 0.66730 | 0.66730 | 0.65905 | 27.50 | 10640.36 |
64 | 2023.05.02 23:40 | s/l | 17 | 0.10 | 0.66730 | 0.66730 | 0.65905 | -16.50 | 10623.86 |
65 | 2023.05.05 08:00 | sell | 18 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
66 | 2023.05.05 08:00 | modify | 18 | 0.10 | 0.67310 | 0.67910 | 0.66210 | ||
67 | 2023.05.08 07:05 | s/l | 18 | 0.10 | 0.67910 | 0.67910 | 0.66210 | -59.84 | 10564.02 |
68 | 2023.05.31 12:00 | buy | 19 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
69 | 2023.05.31 12:00 | modify | 19 | 0.10 | 0.64795 | 0.64195 | 0.65895 | ||
70 | 2023.06.01 10:40 | buy | 20 | 0.10 | 0.65253 | 0.00000 | 0.00000 | ||
71 | 2023.06.01 10:40 | modify | 20 | 0.10 | 0.65253 | 0.65070 | 0.65895 | ||
72 | 2023.06.01 10:40 | modify | 19 | 0.10 | 0.64795 | 0.65070 | 0.65895 | ||
73 | 2023.06.01 11:40 | buy | 21 | 0.10 | 0.65291 | 0.00000 | 0.00000 | ||
74 | 2023.06.01 11:40 | modify | 21 | 0.10 | 0.65291 | 0.65125 | 0.65895 | ||
75 | 2023.06.01 11:45 | modify | 21 | 0.10 | 0.65291 | 0.65070 | 0.65895 | ||
76 | 2023.06.01 13:30 | buy | 22 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
77 | 2023.06.01 13:30 | modify | 22 | 0.10 | 0.65357 | 0.65180 | 0.65895 | ||
78 | 2023.06.01 13:30 | modify | 20 | 0.10 | 0.65253 | 0.65180 | 0.65895 | ||
79 | 2023.06.01 13:30 | modify | 21 | 0.10 | 0.65291 | 0.65180 | 0.65895 | ||
80 | 2023.06.01 13:30 | modify | 19 | 0.10 | 0.64795 | 0.65180 | 0.65895 | ||
81 | 2023.06.02 01:30 | t/p | 19 | 0.10 | 0.65895 | 0.65180 | 0.65895 | 108.48 | 10672.50 |
82 | 2023.06.02 01:30 | t/p | 20 | 0.10 | 0.65895 | 0.65180 | 0.65895 | 63.82 | 10736.32 |
83 | 2023.06.02 01:30 | t/p | 21 | 0.10 | 0.65895 | 0.65180 | 0.65895 | 60.02 | 10796.35 |
84 | 2023.06.02 01:30 | t/p | 22 | 0.10 | 0.65895 | 0.65180 | 0.65895 | 53.42 | 10849.77 |
85 | 2023.06.06 12:00 | sell | 23 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
86 | 2023.06.06 12:00 | modify | 23 | 0.10 | 0.66617 | 0.67217 | 0.65517 | ||
87 | 2023.06.09 06:40 | s/l | 23 | 0.10 | 0.67217 | 0.67217 | 0.65517 | -59.19 | 10790.57 |
88 | 2023.07.21 16:00 | buy | 24 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
89 | 2023.07.21 16:00 | modify | 24 | 0.10 | 0.67386 | 0.66786 | 0.68486 | ||
90 | 2023.07.25 15:20 | buy | 25 | 0.10 | 0.67882 | 0.00000 | 0.00000 | ||
91 | 2023.07.25 15:20 | modify | 25 | 0.10 | 0.67882 | 0.67716 | 0.68486 | ||
92 | 2023.07.25 15:20 | modify | 24 | 0.10 | 0.67386 | 0.67716 | 0.68486 | ||
93 | 2023.07.25 16:05 | buy | 26 | 0.10 | 0.67943 | 0.00000 | 0.00000 | ||
94 | 2023.07.25 16:05 | modify | 26 | 0.10 | 0.67943 | 0.67771 | 0.68486 | ||
95 | 2023.07.25 16:05 | modify | 25 | 0.10 | 0.67882 | 0.67771 | 0.68486 | ||
96 | 2023.07.25 16:05 | modify | 24 | 0.10 | 0.67386 | 0.67771 | 0.68486 | ||
97 | 2023.07.25 21:00 | s/l | 24 | 0.10 | 0.67771 | 0.67771 | 0.68486 | 37.74 | 10828.32 |
98 | 2023.07.25 21:00 | s/l | 25 | 0.10 | 0.67771 | 0.67771 | 0.68486 | -11.10 | 10817.22 |
99 | 2023.07.25 21:00 | s/l | 26 | 0.10 | 0.67771 | 0.67771 | 0.68486 | -17.20 | 10800.02 |
100 | 2023.07.26 00:00 | sell | 27 | 0.10 | 0.67870 | 0.00000 | 0.00000 | ||
101 | 2023.07.26 00:00 | modify | 27 | 0.10 | 0.67870 | 0.68470 | 0.66770 | ||
102 | 2023.07.26 12:20 | sell | 28 | 0.10 | 0.67414 | 0.00000 | 0.00000 | ||
103 | 2023.07.26 12:20 | modify | 28 | 0.10 | 0.67414 | 0.67595 | 0.66770 | ||
104 | 2023.07.26 12:20 | modify | 27 | 0.10 | 0.67870 | 0.67595 | 0.66770 | ||
105 | 2023.07.26 12:40 | sell | 29 | 0.10 | 0.67345 | 0.00000 | 0.00000 | ||
106 | 2023.07.26 12:40 | modify | 29 | 0.10 | 0.67345 | 0.67540 | 0.66770 | ||
107 | 2023.07.26 12:45 | modify | 29 | 0.10 | 0.67345 | 0.67595 | 0.66770 | ||
108 | 2023.07.26 13:15 | sell | 30 | 0.10 | 0.67306 | 0.00000 | 0.00000 | ||
109 | 2023.07.26 13:15 | modify | 30 | 0.10 | 0.67306 | 0.67485 | 0.66770 | ||
110 | 2023.07.26 13:15 | modify | 28 | 0.10 | 0.67414 | 0.67485 | 0.66770 | ||
111 | 2023.07.26 13:15 | modify | 29 | 0.10 | 0.67345 | 0.67485 | 0.66770 | ||
112 | 2023.07.26 13:15 | modify | 27 | 0.10 | 0.67870 | 0.67485 | 0.66770 | ||
113 | 2023.07.26 13:40 | s/l | 27 | 0.10 | 0.67485 | 0.67485 | 0.66770 | 38.50 | 10838.52 |
114 | 2023.07.26 13:40 | s/l | 28 | 0.10 | 0.67485 | 0.67485 | 0.66770 | -7.10 | 10831.42 |
115 | 2023.07.26 13:40 | s/l | 29 | 0.10 | 0.67485 | 0.67485 | 0.66770 | -14.00 | 10817.42 |
116 | 2023.07.26 13:40 | s/l | 30 | 0.10 | 0.67485 | 0.67485 | 0.66770 | -17.90 | 10799.52 |
117 | 2023.08.03 12:00 | buy | 31 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
118 | 2023.08.03 12:00 | modify | 31 | 0.10 | 0.65311 | 0.64711 | 0.66411 | ||
119 | 2023.08.04 02:15 | buy | 32 | 0.10 | 0.65884 | 0.00000 | 0.00000 | ||
120 | 2023.08.04 02:15 | modify | 32 | 0.10 | 0.65884 | 0.65696 | 0.66411 | ||
121 | 2023.08.04 02:15 | modify | 31 | 0.10 | 0.65311 | 0.65696 | 0.66411 | ||
122 | 2023.08.04 02:25 | buy | 33 | 0.10 | 0.65808 | 0.00000 | 0.00000 | ||
123 | 2023.08.04 02:25 | modify | 33 | 0.10 | 0.65808 | 0.65641 | 0.66411 | ||
124 | 2023.08.04 02:30 | s/l | 31 | 0.10 | 0.65696 | 0.65696 | 0.66411 | 38.12 | 10837.64 |
125 | 2023.08.04 02:30 | s/l | 32 | 0.10 | 0.65696 | 0.65696 | 0.66411 | -18.80 | 10818.84 |
126 | 2023.08.04 02:30 | close | 33 | 0.10 | 0.65678 | 0.65641 | 0.66411 | -13.00 | 10805.84 |
127 | 2023.08.24 04:00 | sell | 34 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
128 | 2023.08.24 04:00 | modify | 34 | 0.10 | 0.64798 | 0.65398 | 0.63698 | ||
129 | 2023.08.24 12:20 | sell | 35 | 0.10 | 0.64342 | 0.00000 | 0.00000 | ||
130 | 2023.08.24 12:20 | modify | 35 | 0.10 | 0.64342 | 0.64523 | 0.63698 | ||
131 | 2023.08.24 12:20 | modify | 34 | 0.10 | 0.64798 | 0.64523 | 0.63698 | ||
132 | 2023.08.24 13:00 | sell | 36 | 0.10 | 0.64302 | 0.00000 | 0.00000 | ||
133 | 2023.08.24 13:00 | modify | 36 | 0.10 | 0.64302 | 0.64468 | 0.63698 | ||
134 | 2023.08.24 13:06 | sell | 37 | 0.10 | 0.64234 | 0.00000 | 0.00000 | ||
135 | 2023.08.24 13:06 | modify | 37 | 0.10 | 0.64234 | 0.64413 | 0.63698 | ||
136 | 2023.08.24 13:06 | modify | 35 | 0.10 | 0.64342 | 0.64413 | 0.63698 | ||
137 | 2023.08.24 13:06 | modify | 36 | 0.10 | 0.64302 | 0.64413 | 0.63698 | ||
138 | 2023.08.24 13:06 | modify | 34 | 0.10 | 0.64798 | 0.64413 | 0.63698 | ||
139 | 2023.08.24 13:53 | s/l | 34 | 0.10 | 0.64413 | 0.64413 | 0.63698 | 38.50 | 10844.34 |
140 | 2023.08.24 13:53 | s/l | 35 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -7.10 | 10837.24 |
141 | 2023.08.24 13:53 | s/l | 36 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -11.10 | 10826.14 |
142 | 2023.08.24 13:53 | s/l | 37 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -17.90 | 10808.24 |