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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1361.21 | Gross profit | 2113.97 | Gross loss | -752.76 |
Profit factor | 2.81 | Expected payoff | 36.79 | ||
Absolute drawdown | 16.80 | Maximal drawdown | 394.14 (3.52%) | Relative drawdown | 3.52% (394.14) |
Total trades | 37 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 140.64 | loss trade | -114.17 | |
Average | profit trade | 81.31 | loss trade | -68.43 | |
Maximum | consecutive wins (profit in money) | 8 (724.36) | consecutive losses (loss in money) | 3 (-253.10) | |
Maximal | consecutive profit (count of wins) | 724.36 (8) | consecutive loss (count of losses) | -253.10 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.07 02:00 | buy | 1 | 0.10 | 0.67184 | 0.00000 | 0.00000 | ||
2 | 2022.09.07 02:00 | modify | 1 | 0.10 | 0.67184 | 0.66084 | 0.68584 | ||
3 | 2022.09.09 08:00 | t/p | 1 | 0.10 | 0.68584 | 0.66084 | 0.68584 | 138.48 | 10138.48 |
4 | 2022.11.03 11:00 | buy | 2 | 0.10 | 0.62936 | 0.00000 | 0.00000 | ||
5 | 2022.11.03 11:00 | modify | 2 | 0.10 | 0.62936 | 0.61836 | 0.64336 | ||
6 | 2022.11.04 10:00 | buy | 3 | 0.10 | 0.63568 | 0.00000 | 0.00000 | ||
7 | 2022.11.04 10:00 | modify | 3 | 0.10 | 0.63568 | 0.63076 | 0.64336 | ||
8 | 2022.11.04 10:00 | modify | 2 | 0.10 | 0.62936 | 0.63076 | 0.64336 | ||
9 | 2022.11.04 13:00 | t/p | 2 | 0.10 | 0.64336 | 0.63076 | 0.64336 | 139.62 | 10278.11 |
10 | 2022.11.04 13:00 | t/p | 3 | 0.10 | 0.64336 | 0.63076 | 0.64336 | 76.80 | 10354.91 |
11 | 2022.11.10 17:00 | sell | 4 | 0.10 | 0.65887 | 0.00000 | 0.00000 | ||
12 | 2022.11.10 17:00 | modify | 4 | 0.10 | 0.65887 | 0.66987 | 0.64487 | ||
13 | 2022.11.11 16:00 | s/l | 4 | 0.10 | 0.66987 | 0.66987 | 0.64487 | -109.84 | 10245.07 |
14 | 2022.12.13 16:00 | sell | 5 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
15 | 2022.12.13 16:00 | modify | 5 | 0.10 | 0.68768 | 0.69868 | 0.67368 | ||
16 | 2022.12.15 08:00 | sell | 6 | 0.10 | 0.68122 | 0.00000 | 0.00000 | ||
17 | 2022.12.15 08:00 | modify | 6 | 0.10 | 0.68122 | 0.68628 | 0.67368 | ||
18 | 2022.12.15 08:00 | modify | 5 | 0.10 | 0.68768 | 0.68628 | 0.67368 | ||
19 | 2022.12.15 09:00 | sell | 7 | 0.10 | 0.67842 | 0.00000 | 0.00000 | ||
20 | 2022.12.15 09:00 | modify | 7 | 0.10 | 0.67842 | 0.68278 | 0.67368 | ||
21 | 2022.12.15 09:00 | modify | 6 | 0.10 | 0.68122 | 0.68278 | 0.67368 | ||
22 | 2022.12.15 09:00 | modify | 5 | 0.10 | 0.68768 | 0.68278 | 0.67368 | ||
23 | 2022.12.15 16:00 | t/p | 5 | 0.10 | 0.67368 | 0.68278 | 0.67368 | 140.64 | 10385.71 |
24 | 2022.12.15 16:00 | t/p | 6 | 0.10 | 0.67368 | 0.68278 | 0.67368 | 75.40 | 10461.11 |
25 | 2022.12.15 16:00 | t/p | 7 | 0.10 | 0.67368 | 0.68278 | 0.67368 | 47.40 | 10508.51 |
26 | 2022.12.22 20:00 | buy | 8 | 0.10 | 0.66605 | 0.00000 | 0.00000 | ||
27 | 2022.12.22 20:00 | modify | 8 | 0.10 | 0.66605 | 0.65505 | 0.68005 | ||
28 | 2022.12.26 21:00 | buy | 9 | 0.10 | 0.67239 | 0.00000 | 0.00000 | ||
29 | 2022.12.26 21:00 | modify | 9 | 0.10 | 0.67239 | 0.66745 | 0.68005 | ||
30 | 2022.12.26 21:00 | modify | 8 | 0.10 | 0.66605 | 0.66745 | 0.68005 | ||
31 | 2022.12.27 02:00 | buy | 10 | 0.10 | 0.67544 | 0.00000 | 0.00000 | ||
32 | 2022.12.27 02:00 | modify | 10 | 0.10 | 0.67544 | 0.67095 | 0.68005 | ||
33 | 2022.12.27 02:00 | modify | 9 | 0.10 | 0.67239 | 0.67095 | 0.68005 | ||
34 | 2022.12.27 02:00 | modify | 8 | 0.10 | 0.66605 | 0.67095 | 0.68005 | ||
35 | 2022.12.27 15:00 | buy | 11 | 0.10 | 0.67399 | 0.00000 | 0.00000 | ||
36 | 2022.12.27 15:00 | modify | 11 | 0.10 | 0.67399 | 0.67095 | 0.68005 | ||
37 | 2022.12.28 14:00 | t/p | 8 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 138.48 | 10647.00 |
38 | 2022.12.28 14:00 | t/p | 9 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 75.84 | 10722.84 |
39 | 2022.12.28 14:00 | t/p | 10 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 45.72 | 10768.56 |
40 | 2022.12.28 14:00 | t/p | 11 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 60.22 | 10828.78 |
41 | 2023.01.04 12:00 | sell | 12 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
42 | 2023.01.04 12:00 | modify | 12 | 0.10 | 0.68713 | 0.69813 | 0.67313 | ||
43 | 2023.01.06 12:00 | t/p | 12 | 0.10 | 0.67313 | 0.69813 | 0.67313 | 140.64 | 10969.43 |
44 | 2023.01.23 10:00 | sell | 13 | 0.10 | 0.70076 | 0.00000 | 0.00000 | ||
45 | 2023.01.23 10:00 | modify | 13 | 0.10 | 0.70076 | 0.71176 | 0.68676 | ||
46 | 2023.01.25 07:00 | s/l | 13 | 0.10 | 0.71176 | 0.71176 | 0.68676 | -109.68 | 10859.75 |
47 | 2023.02.02 01:00 | sell | 14 | 0.10 | 0.71456 | 0.00000 | 0.00000 | ||
48 | 2023.02.02 01:00 | modify | 14 | 0.10 | 0.71456 | 0.72556 | 0.70056 | ||
49 | 2023.02.02 17:00 | sell | 15 | 0.10 | 0.70819 | 0.00000 | 0.00000 | ||
50 | 2023.02.02 17:00 | modify | 15 | 0.10 | 0.70819 | 0.71316 | 0.70056 | ||
51 | 2023.02.02 17:00 | modify | 14 | 0.10 | 0.71456 | 0.71316 | 0.70056 | ||
52 | 2023.02.03 03:00 | sell | 16 | 0.10 | 0.70535 | 0.00000 | 0.00000 | ||
53 | 2023.02.03 03:00 | modify | 16 | 0.10 | 0.70535 | 0.70966 | 0.70056 | ||
54 | 2023.02.03 03:00 | modify | 15 | 0.10 | 0.70819 | 0.70966 | 0.70056 | ||
55 | 2023.02.03 03:00 | modify | 14 | 0.10 | 0.71456 | 0.70966 | 0.70056 | ||
56 | 2023.02.03 14:00 | t/p | 14 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 140.16 | 10999.91 |
57 | 2023.02.03 14:00 | t/p | 15 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 76.46 | 11076.37 |
58 | 2023.02.03 14:00 | t/p | 16 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 47.90 | 11124.27 |
59 | 2023.02.03 18:00 | buy | 17 | 0.10 | 0.69483 | 0.00000 | 0.00000 | ||
60 | 2023.02.03 18:00 | modify | 17 | 0.10 | 0.69483 | 0.68383 | 0.70883 | ||
61 | 2023.02.09 14:00 | buy | 18 | 0.10 | 0.70129 | 0.00000 | 0.00000 | ||
62 | 2023.02.09 14:00 | modify | 18 | 0.10 | 0.70129 | 0.69623 | 0.70883 | ||
63 | 2023.02.09 14:00 | modify | 17 | 0.10 | 0.69483 | 0.69623 | 0.70883 | ||
64 | 2023.02.09 17:00 | s/l | 17 | 0.10 | 0.69623 | 0.69623 | 0.70883 | 11.73 | 11136.00 |
65 | 2023.02.09 17:00 | s/l | 18 | 0.10 | 0.69623 | 0.69623 | 0.70883 | -50.60 | 11085.40 |
66 | 2023.03.07 21:00 | buy | 19 | 0.10 | 0.65941 | 0.00000 | 0.00000 | ||
67 | 2023.03.07 21:00 | modify | 19 | 0.10 | 0.65941 | 0.64841 | 0.67341 | ||
68 | 2023.03.14 08:00 | buy | 20 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
69 | 2023.03.14 08:00 | modify | 20 | 0.10 | 0.66723 | 0.66431 | 0.67341 | ||
70 | 2023.03.14 08:00 | modify | 19 | 0.10 | 0.65941 | 0.66431 | 0.67341 | ||
71 | 2023.03.14 10:00 | s/l | 19 | 0.10 | 0.66431 | 0.66431 | 0.67341 | 46.35 | 11131.75 |
72 | 2023.03.14 10:00 | s/l | 20 | 0.10 | 0.66431 | 0.66431 | 0.67341 | -29.20 | 11102.55 |
73 | 2023.04.13 15:00 | sell | 21 | 0.10 | 0.67667 | 0.00000 | 0.00000 | ||
74 | 2023.04.13 15:00 | modify | 21 | 0.10 | 0.67667 | 0.68767 | 0.66267 | ||
75 | 2023.04.14 16:00 | sell | 22 | 0.10 | 0.67008 | 0.00000 | 0.00000 | ||
76 | 2023.04.14 16:00 | modify | 22 | 0.10 | 0.67008 | 0.67527 | 0.66267 | ||
77 | 2023.04.14 16:00 | modify | 21 | 0.10 | 0.67667 | 0.67527 | 0.66267 | ||
78 | 2023.04.17 14:00 | sell | 23 | 0.10 | 0.66872 | 0.00000 | 0.00000 | ||
79 | 2023.04.17 14:00 | modify | 23 | 0.10 | 0.66872 | 0.67177 | 0.66267 | ||
80 | 2023.04.17 14:00 | modify | 22 | 0.10 | 0.67008 | 0.67177 | 0.66267 | ||
81 | 2023.04.17 14:00 | modify | 21 | 0.10 | 0.67667 | 0.67177 | 0.66267 | ||
82 | 2023.04.18 03:00 | s/l | 21 | 0.10 | 0.67177 | 0.67177 | 0.66267 | 49.48 | 11152.03 |
83 | 2023.04.18 03:00 | s/l | 22 | 0.10 | 0.67177 | 0.67177 | 0.66267 | -16.58 | 11135.45 |
84 | 2023.04.18 03:00 | s/l | 23 | 0.10 | 0.67177 | 0.67177 | 0.66267 | -30.34 | 11105.11 |
85 | 2023.04.25 15:00 | buy | 24 | 0.10 | 0.66355 | 0.00000 | 0.00000 | ||
86 | 2023.04.25 15:00 | modify | 24 | 0.10 | 0.66355 | 0.65255 | 0.67755 | ||
87 | 2023.05.02 07:00 | buy | 25 | 0.10 | 0.67144 | 0.00000 | 0.00000 | ||
88 | 2023.05.02 07:00 | modify | 25 | 0.10 | 0.67144 | 0.66845 | 0.67755 | ||
89 | 2023.05.02 07:00 | modify | 24 | 0.10 | 0.66355 | 0.66845 | 0.67755 | ||
90 | 2023.05.02 11:00 | s/l | 24 | 0.10 | 0.66845 | 0.66845 | 0.67755 | 46.35 | 11151.46 |
91 | 2023.05.02 11:00 | s/l | 25 | 0.10 | 0.66845 | 0.66845 | 0.67755 | -29.90 | 11121.56 |
92 | 2023.05.11 15:00 | buy | 26 | 0.10 | 0.67043 | 0.00000 | 0.00000 | ||
93 | 2023.05.11 15:00 | modify | 26 | 0.10 | 0.67043 | 0.65943 | 0.68443 | ||
94 | 2023.05.24 03:00 | s/l | 26 | 0.10 | 0.65943 | 0.65943 | 0.68443 | -114.17 | 11007.40 |
95 | 2023.06.06 06:00 | sell | 27 | 0.10 | 0.66600 | 0.00000 | 0.00000 | ||
96 | 2023.06.06 06:00 | modify | 27 | 0.10 | 0.66600 | 0.67700 | 0.65200 | ||
97 | 2023.06.12 09:00 | s/l | 27 | 0.10 | 0.67700 | 0.67700 | 0.65200 | -109.03 | 10898.36 |
98 | 2023.06.23 06:00 | buy | 28 | 0.10 | 0.66984 | 0.00000 | 0.00000 | ||
99 | 2023.06.23 06:00 | modify | 28 | 0.10 | 0.66984 | 0.65884 | 0.68384 | ||
100 | 2023.07.12 14:00 | buy | 29 | 0.10 | 0.67776 | 0.00000 | 0.00000 | ||
101 | 2023.07.12 14:00 | modify | 29 | 0.10 | 0.67776 | 0.67474 | 0.68384 | ||
102 | 2023.07.12 14:00 | modify | 28 | 0.10 | 0.66984 | 0.67474 | 0.68384 | ||
103 | 2023.07.12 23:00 | buy | 30 | 0.10 | 0.67911 | 0.00000 | 0.00000 | ||
104 | 2023.07.12 23:00 | modify | 30 | 0.10 | 0.67911 | 0.67474 | 0.68384 | ||
105 | 2023.07.13 08:00 | t/p | 28 | 0.10 | 0.68384 | 0.67474 | 0.68384 | 132.42 | 11030.79 |
106 | 2023.07.13 08:00 | t/p | 29 | 0.10 | 0.68384 | 0.67474 | 0.68384 | 59.66 | 11090.45 |
107 | 2023.07.13 08:00 | t/p | 30 | 0.10 | 0.68384 | 0.67474 | 0.68384 | 46.16 | 11136.62 |
108 | 2023.07.13 12:00 | sell | 31 | 0.10 | 0.68572 | 0.00000 | 0.00000 | ||
109 | 2023.07.13 12:00 | modify | 31 | 0.10 | 0.68572 | 0.69672 | 0.67172 | ||
110 | 2023.07.19 09:00 | sell | 32 | 0.10 | 0.67658 | 0.00000 | 0.00000 | ||
111 | 2023.07.19 09:00 | modify | 32 | 0.10 | 0.67658 | 0.68082 | 0.67172 | ||
112 | 2023.07.19 09:00 | modify | 31 | 0.10 | 0.68572 | 0.68082 | 0.67172 | ||
113 | 2023.07.20 02:00 | s/l | 31 | 0.10 | 0.68082 | 0.68082 | 0.67172 | 50.13 | 11186.74 |
114 | 2023.07.20 02:00 | s/l | 32 | 0.10 | 0.68082 | 0.68082 | 0.67172 | -41.92 | 11144.83 |
115 | 2023.08.01 11:00 | buy | 33 | 0.10 | 0.66350 | 0.00000 | 0.00000 | ||
116 | 2023.08.01 11:00 | modify | 33 | 0.10 | 0.66350 | 0.65250 | 0.67750 | ||
117 | 2023.08.03 06:00 | s/l | 33 | 0.10 | 0.65250 | 0.65250 | 0.67750 | -111.52 | 11033.31 |
118 | 2023.08.10 14:00 | sell | 34 | 0.10 | 0.65838 | 0.00000 | 0.00000 | ||
119 | 2023.08.10 14:00 | modify | 34 | 0.10 | 0.65838 | 0.66938 | 0.64438 | ||
120 | 2023.08.11 03:00 | sell | 35 | 0.10 | 0.65197 | 0.00000 | 0.00000 | ||
121 | 2023.08.11 03:00 | modify | 35 | 0.10 | 0.65197 | 0.65698 | 0.64438 | ||
122 | 2023.08.11 03:00 | modify | 34 | 0.10 | 0.65838 | 0.65698 | 0.64438 | ||
123 | 2023.08.11 13:00 | sell | 36 | 0.10 | 0.65057 | 0.00000 | 0.00000 | ||
124 | 2023.08.11 13:00 | modify | 36 | 0.10 | 0.65057 | 0.65348 | 0.64438 | ||
125 | 2023.08.11 13:00 | modify | 35 | 0.10 | 0.65197 | 0.65348 | 0.64438 | ||
126 | 2023.08.11 13:00 | modify | 34 | 0.10 | 0.65838 | 0.65348 | 0.64438 | ||
127 | 2023.08.11 16:00 | sell | 37 | 0.10 | 0.64918 | 0.00000 | 0.00000 | ||
128 | 2023.08.11 16:00 | modify | 37 | 0.10 | 0.64918 | 0.65348 | 0.64438 | ||
129 | 2023.08.16 01:00 | t/p | 34 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 140.64 | 11173.96 |
130 | 2023.08.16 01:00 | t/p | 35 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 76.38 | 11250.34 |
131 | 2023.08.16 01:00 | t/p | 36 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 62.38 | 11312.73 |
132 | 2023.08.16 01:00 | t/p | 37 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 48.48 | 11361.21 |