Symbol | EURAUD (Euro vs Australian 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 40 | ||
Total net profit | 768.65 | Gross profit | 1022.83 | Gross loss | -254.19 |
Profit factor | 4.02 | Expected payoff | 33.42 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 145.22 (1.37%) | Relative drawdown | 1.37% (145.22) |
Total trades | 23 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
Largest | profit trade | 97.46 | loss trade | -30.31 | |
Average | profit trade | 78.68 | loss trade | -25.42 | |
Maximum | consecutive wins (profit in money) | 5 (392.77) | consecutive losses (loss in money) | 3 (-81.07) | |
Maximal | consecutive profit (count of wins) | 392.77 (5) | consecutive loss (count of losses) | -81.07 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.09 20:00 | buy | 1 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
2 | 2022.09.09 20:00 | modify | 1 | 0.10 | 1.46796 | 1.46396 | 1.48296 | ||
3 | 2022.09.14 04:00 | t/p | 1 | 0.10 | 1.48296 | 1.46396 | 1.48296 | 93.73 | 10093.73 |
4 | 2022.10.02 20:00 | sell | 2 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
5 | 2022.10.02 20:00 | modify | 2 | 0.10 | 1.52792 | 1.53192 | 1.51292 | ||
6 | 2022.10.03 12:00 | t/p | 2 | 0.10 | 1.51292 | 1.53192 | 1.51292 | 96.01 | 10189.74 |
7 | 2022.10.04 20:00 | sell | 3 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
8 | 2022.10.04 20:00 | modify | 3 | 0.10 | 1.53612 | 1.54012 | 1.52112 | ||
9 | 2022.10.05 20:00 | t/p | 3 | 0.10 | 1.52112 | 1.54012 | 1.52112 | 96.00 | 10285.74 |
10 | 2022.10.16 20:00 | sell | 4 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
11 | 2022.10.16 20:00 | modify | 4 | 0.10 | 1.56511 | 1.56911 | 1.55011 | ||
12 | 2022.10.20 16:00 | t/p | 4 | 0.10 | 1.55011 | 1.56911 | 1.55011 | 97.46 | 10383.20 |
13 | 2022.12.06 00:00 | sell | 5 | 0.10 | 1.56483 | 0.00000 | 0.00000 | ||
14 | 2022.12.06 00:00 | modify | 5 | 0.10 | 1.56483 | 1.56883 | 1.54983 | ||
15 | 2022.12.06 08:00 | sell | 6 | 0.10 | 1.55883 | 0.00000 | 0.00000 | ||
16 | 2022.12.06 08:00 | modify | 6 | 0.10 | 1.55883 | 1.56333 | 1.54983 | ||
17 | 2022.12.06 08:00 | modify | 5 | 0.10 | 1.56483 | 1.56333 | 1.54983 | ||
18 | 2022.12.06 12:00 | s/l | 5 | 0.10 | 1.56333 | 1.56333 | 1.54983 | 9.57 | 10392.77 |
19 | 2022.12.06 12:00 | s/l | 6 | 0.10 | 1.56333 | 1.56333 | 1.54983 | -28.72 | 10364.05 |
20 | 2022.12.12 20:00 | sell | 7 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
21 | 2022.12.12 20:00 | modify | 7 | 0.10 | 1.56069 | 1.56469 | 1.54569 | ||
22 | 2022.12.13 16:00 | t/p | 7 | 0.10 | 1.54569 | 1.56469 | 1.54569 | 96.00 | 10460.05 |
23 | 2022.12.16 04:00 | sell | 8 | 0.10 | 1.58503 | 0.00000 | 0.00000 | ||
24 | 2022.12.16 04:00 | modify | 8 | 0.10 | 1.58503 | 1.58903 | 1.57003 | ||
25 | 2022.12.16 08:00 | s/l | 8 | 0.10 | 1.58903 | 1.58903 | 1.57003 | -25.52 | 10434.53 |
26 | 2022.12.16 12:00 | sell | 9 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
27 | 2022.12.16 12:00 | modify | 9 | 0.10 | 1.58770 | 1.59170 | 1.57270 | ||
28 | 2022.12.18 20:00 | sell | 10 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
29 | 2022.12.18 20:00 | modify | 10 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
30 | 2022.12.18 20:00 | modify | 9 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
31 | 2022.12.19 00:00 | s/l | 9 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 48.14 | 10482.67 |
32 | 2022.12.19 00:00 | s/l | 10 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -15.35 | 10467.32 |
33 | 2023.01.18 08:00 | buy | 11 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
34 | 2023.01.18 08:00 | modify | 11 | 0.10 | 1.54257 | 1.53857 | 1.55757 | ||
35 | 2023.01.19 04:00 | t/p | 11 | 0.10 | 1.55757 | 1.53857 | 1.55757 | 93.73 | 10561.05 |
36 | 2023.01.25 12:00 | buy | 12 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
37 | 2023.01.25 12:00 | modify | 12 | 0.10 | 1.53411 | 1.53011 | 1.54911 | ||
38 | 2023.01.26 12:00 | s/l | 12 | 0.10 | 1.53011 | 1.53011 | 1.54911 | -27.30 | 10533.76 |
39 | 2023.02.05 20:00 | sell | 13 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
40 | 2023.02.05 20:00 | modify | 13 | 0.10 | 1.56285 | 1.56685 | 1.54785 | ||
41 | 2023.02.06 08:00 | sell | 14 | 0.10 | 1.55660 | 0.00000 | 0.00000 | ||
42 | 2023.02.06 08:00 | modify | 14 | 0.10 | 1.55660 | 1.56135 | 1.54785 | ||
43 | 2023.02.06 08:00 | modify | 13 | 0.10 | 1.56285 | 1.56135 | 1.54785 | ||
44 | 2023.02.06 12:00 | s/l | 13 | 0.10 | 1.56135 | 1.56135 | 1.54785 | 9.87 | 10543.63 |
45 | 2023.02.06 12:00 | s/l | 14 | 0.10 | 1.56135 | 1.56135 | 1.54785 | -30.31 | 10513.32 |
46 | 2023.03.07 00:00 | sell | 15 | 0.10 | 1.58734 | 0.00000 | 0.00000 | ||
47 | 2023.03.07 00:00 | modify | 15 | 0.10 | 1.58734 | 1.59134 | 1.57234 | ||
48 | 2023.03.07 04:00 | s/l | 15 | 0.10 | 1.59134 | 1.59134 | 1.57234 | -25.52 | 10487.80 |
49 | 2023.03.12 20:00 | sell | 16 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
50 | 2023.03.12 20:00 | modify | 16 | 0.10 | 1.61392 | 1.61792 | 1.59892 | ||
51 | 2023.03.13 00:00 | s/l | 16 | 0.10 | 1.61792 | 1.61792 | 1.59892 | -25.24 | 10462.56 |
52 | 2023.04.03 20:00 | buy | 17 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
53 | 2023.04.03 20:00 | modify | 17 | 0.10 | 1.60669 | 1.60269 | 1.62169 | ||
54 | 2023.04.04 16:00 | t/p | 17 | 0.10 | 1.62169 | 1.60269 | 1.62169 | 94.94 | 10557.50 |
55 | 2023.06.02 08:00 | buy | 18 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
56 | 2023.06.02 08:00 | modify | 18 | 0.10 | 1.62825 | 1.62425 | 1.64325 | ||
57 | 2023.06.02 12:00 | s/l | 18 | 0.10 | 1.62425 | 1.62425 | 1.64325 | -25.48 | 10532.02 |
58 | 2023.06.20 16:00 | sell | 19 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
59 | 2023.06.20 16:00 | modify | 19 | 0.10 | 1.61018 | 1.61418 | 1.59518 | ||
60 | 2023.06.21 08:00 | s/l | 19 | 0.10 | 1.61418 | 1.61418 | 1.59518 | -25.23 | 10506.79 |
61 | 2023.07.25 20:00 | buy | 20 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
62 | 2023.07.25 20:00 | modify | 20 | 0.10 | 1.62829 | 1.62429 | 1.64329 | ||
63 | 2023.07.26 16:00 | t/p | 20 | 0.10 | 1.64329 | 1.62429 | 1.64329 | 94.94 | 10601.74 |
64 | 2023.08.01 00:00 | buy | 21 | 0.10 | 1.63766 | 0.00000 | 0.00000 | ||
65 | 2023.08.01 00:00 | modify | 21 | 0.10 | 1.63766 | 1.63366 | 1.65266 | ||
66 | 2023.08.01 08:00 | t/p | 21 | 0.10 | 1.65266 | 1.63366 | 1.65266 | 95.55 | 10697.29 |
67 | 2023.08.02 12:00 | sell | 22 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
68 | 2023.08.02 12:00 | modify | 22 | 0.10 | 1.66928 | 1.67328 | 1.65428 | ||
69 | 2023.08.02 16:00 | s/l | 22 | 0.10 | 1.67328 | 1.67328 | 1.65428 | -25.52 | 10671.77 |
70 | 2023.08.17 08:00 | sell | 23 | 0.10 | 1.70115 | 0.00000 | 0.00000 | ||
71 | 2023.08.17 08:00 | modify | 23 | 0.10 | 1.70115 | 1.70515 | 1.68615 | ||
72 | 2023.08.23 04:00 | t/p | 23 | 0.10 | 1.68615 | 1.70515 | 1.68615 | 96.88 | 10768.65 |