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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -253.97 | Gross profit | 1036.44 | Gross loss | -1290.40 |
Profit factor | 0.80 | Expected payoff | -12.09 | ||
Absolute drawdown | 416.42 | Maximal drawdown | 416.42 (4.16%) | Relative drawdown | 4.16% (416.42) |
Total trades | 21 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) | ||
Largest | profit trade | 141.77 | loss trade | -156.44 | |
Average | profit trade | 103.64 | loss trade | -117.31 | |
Maximum | consecutive wins (profit in money) | 3 (420.36) | consecutive losses (loss in money) | 3 (-322.29) | |
Maximal | consecutive profit (count of wins) | 420.36 (3) | consecutive loss (count of losses) | -322.29 (3) | |
Average | consecutive wins | 2 | 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 | 0.65244 | 0.68144 | ||
3 | 2022.09.23 20:00 | s/l | 1 | 0.10 | 0.65244 | 0.65244 | 0.68144 | -151.52 | 9848.48 |
4 | 2022.09.25 20:00 | buy | 2 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
5 | 2022.09.25 20:00 | modify | 2 | 0.10 | 0.65171 | 0.63671 | 0.66571 | ||
6 | 2022.09.28 08:00 | s/l | 2 | 0.10 | 0.63671 | 0.63671 | 0.66571 | -151.14 | 9697.35 |
7 | 2022.10.10 12:00 | buy | 3 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
8 | 2022.10.10 12:00 | modify | 3 | 0.10 | 0.63168 | 0.61668 | 0.64568 | ||
9 | 2022.10.26 08:00 | t/p | 3 | 0.10 | 0.64568 | 0.61668 | 0.64568 | 133.94 | 9831.29 |
10 | 2022.10.26 20:00 | sell | 4 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
11 | 2022.10.26 20:00 | modify | 4 | 0.10 | 0.64896 | 0.66396 | 0.63496 | ||
12 | 2022.10.31 12:00 | sell | 5 | 0.10 | 0.63887 | 0.00000 | 0.00000 | ||
13 | 2022.10.31 12:00 | modify | 5 | 0.10 | 0.63887 | 0.64126 | 0.63496 | ||
14 | 2022.10.31 12:00 | modify | 4 | 0.10 | 0.64896 | 0.64126 | 0.63496 | ||
15 | 2022.11.01 00:00 | s/l | 4 | 0.10 | 0.64126 | 0.64126 | 0.63496 | 77.97 | 9909.26 |
16 | 2022.11.01 00:00 | s/l | 5 | 0.10 | 0.64126 | 0.64126 | 0.63496 | -23.74 | 9885.52 |
17 | 2022.11.06 20:00 | sell | 6 | 0.10 | 0.64140 | 0.00000 | 0.00000 | ||
18 | 2022.11.06 20:00 | modify | 6 | 0.10 | 0.64140 | 0.65640 | 0.62740 | ||
19 | 2022.11.10 16:00 | s/l | 6 | 0.10 | 0.65640 | 0.65640 | 0.62740 | -149.03 | 9736.48 |
20 | 2022.11.10 20:00 | sell | 7 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
21 | 2022.11.10 20:00 | modify | 7 | 0.10 | 0.65913 | 0.67413 | 0.64513 | ||
22 | 2022.11.15 08:00 | s/l | 7 | 0.10 | 0.67413 | 0.67413 | 0.64513 | -149.52 | 9586.97 |
23 | 2022.11.21 20:00 | buy | 8 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
24 | 2022.11.21 20:00 | modify | 8 | 0.10 | 0.66006 | 0.64506 | 0.67406 | ||
25 | 2022.11.24 00:00 | t/p | 8 | 0.10 | 0.67406 | 0.64506 | 0.67406 | 138.11 | 9725.07 |
26 | 2023.01.18 12:00 | sell | 9 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
27 | 2023.01.18 12:00 | modify | 9 | 0.10 | 0.70178 | 0.71678 | 0.68778 | ||
28 | 2023.01.19 12:00 | t/p | 9 | 0.10 | 0.68778 | 0.71678 | 0.68778 | 140.48 | 9865.56 |
29 | 2023.01.25 08:00 | sell | 10 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
30 | 2023.01.25 08:00 | modify | 10 | 0.10 | 0.70986 | 0.72486 | 0.69586 | ||
31 | 2023.02.03 16:00 | t/p | 10 | 0.10 | 0.69586 | 0.72486 | 0.69586 | 141.77 | 10007.33 |
32 | 2023.02.24 20:00 | buy | 11 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
33 | 2023.02.24 20:00 | modify | 11 | 0.10 | 0.67288 | 0.65788 | 0.68688 | ||
34 | 2023.03.08 04:00 | s/l | 11 | 0.10 | 0.65788 | 0.65788 | 0.68688 | -153.79 | 9853.54 |
35 | 2023.05.02 12:00 | sell | 12 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
36 | 2023.05.02 12:00 | modify | 12 | 0.10 | 0.67005 | 0.68505 | 0.65605 | ||
37 | 2023.05.04 00:00 | sell | 13 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
38 | 2023.05.04 00:00 | modify | 13 | 0.10 | 0.66415 | 0.66725 | 0.65605 | ||
39 | 2023.05.04 00:00 | modify | 12 | 0.10 | 0.67005 | 0.66725 | 0.65605 | ||
40 | 2023.05.04 04:00 | s/l | 12 | 0.10 | 0.66725 | 0.66725 | 0.65605 | 28.64 | 9882.19 |
41 | 2023.05.04 04:00 | s/l | 13 | 0.10 | 0.66725 | 0.66725 | 0.65605 | -31.00 | 9851.19 |
42 | 2023.05.05 08:00 | sell | 14 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
43 | 2023.05.05 08:00 | modify | 14 | 0.10 | 0.67310 | 0.68810 | 0.65910 | ||
44 | 2023.05.12 20:00 | sell | 15 | 0.10 | 0.66461 | 0.00000 | 0.00000 | ||
45 | 2023.05.12 20:00 | modify | 15 | 0.10 | 0.66461 | 0.66680 | 0.65910 | ||
46 | 2023.05.12 20:00 | modify | 14 | 0.10 | 0.67310 | 0.66680 | 0.65910 | ||
47 | 2023.05.15 04:00 | s/l | 14 | 0.10 | 0.66680 | 0.66680 | 0.65910 | 64.29 | 9915.48 |
48 | 2023.05.15 04:00 | s/l | 15 | 0.10 | 0.66680 | 0.66680 | 0.65910 | -21.74 | 9893.74 |
49 | 2023.05.31 12:00 | buy | 16 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
50 | 2023.05.31 12:00 | modify | 16 | 0.10 | 0.64795 | 0.63295 | 0.66195 | ||
51 | 2023.06.01 16:00 | buy | 17 | 0.10 | 0.65788 | 0.00000 | 0.00000 | ||
52 | 2023.06.01 16:00 | modify | 17 | 0.10 | 0.65788 | 0.65565 | 0.66195 | ||
53 | 2023.06.01 16:00 | modify | 16 | 0.10 | 0.64795 | 0.65565 | 0.66195 | ||
54 | 2023.06.02 12:00 | t/p | 16 | 0.10 | 0.66195 | 0.65565 | 0.66195 | 138.48 | 10032.22 |
55 | 2023.06.02 12:00 | t/p | 17 | 0.10 | 0.66195 | 0.65565 | 0.66195 | 40.32 | 10072.54 |
56 | 2023.06.06 12:00 | sell | 18 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
57 | 2023.06.06 12:00 | modify | 18 | 0.10 | 0.66617 | 0.68117 | 0.65217 | ||
58 | 2023.06.14 16:00 | s/l | 18 | 0.10 | 0.68117 | 0.68117 | 0.65217 | -148.71 | 9923.83 |
59 | 2023.06.23 16:00 | buy | 19 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
60 | 2023.06.23 16:00 | modify | 19 | 0.10 | 0.66887 | 0.65387 | 0.68287 | ||
61 | 2023.07.13 08:00 | t/p | 19 | 0.10 | 0.68287 | 0.65387 | 0.68287 | 132.42 | 10056.26 |
62 | 2023.07.21 16:00 | buy | 20 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
63 | 2023.07.21 16:00 | modify | 20 | 0.10 | 0.67386 | 0.65886 | 0.68786 | ||
64 | 2023.08.02 04:00 | s/l | 20 | 0.10 | 0.65886 | 0.65886 | 0.68786 | -153.79 | 9902.47 |
65 | 2023.08.02 20:00 | buy | 21 | 0.10 | 0.65451 | 0.00000 | 0.00000 | ||
66 | 2023.08.02 20:00 | modify | 21 | 0.10 | 0.65451 | 0.63951 | 0.66851 | ||
67 | 2023.08.17 04:00 | s/l | 21 | 0.10 | 0.63951 | 0.63951 | 0.66851 | -156.44 | 9746.03 |