Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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 | 822.35 | Gross profit | 1473.62 | Gross loss | -651.27 |
Profit factor | 2.26 | Expected payoff | 45.69 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 367.51 (3.50%) | Relative drawdown | 3.50% (367.51) |
Total trades | 18 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 164.12 | loss trade | -153.98 | |
Average | profit trade | 122.80 | loss trade | -108.55 | |
Maximum | consecutive wins (profit in money) | 5 (603.87) | consecutive losses (loss in money) | 2 (-288.45) | |
Maximal | consecutive profit (count of wins) | 603.87 (5) | consecutive loss (count of losses) | -288.45 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.05 00:00 | sell | 1 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
2 | 2022.10.05 00:00 | modify | 1 | 0.10 | 0.99839 | 1.01239 | 0.98339 | ||
3 | 2022.10.06 16:00 | t/p | 1 | 0.10 | 0.98339 | 1.01239 | 0.98339 | 152.23 | 10152.23 |
4 | 2022.10.10 04:00 | buy | 2 | 0.10 | 0.97405 | 0.00000 | 0.00000 | ||
5 | 2022.10.10 04:00 | modify | 2 | 0.10 | 0.97405 | 0.96005 | 0.98905 | ||
6 | 2022.10.24 00:00 | t/p | 2 | 0.10 | 0.98905 | 0.96005 | 0.98905 | 134.94 | 10287.17 |
7 | 2022.10.26 00:00 | sell | 3 | 0.10 | 0.99617 | 0.00000 | 0.00000 | ||
8 | 2022.10.26 00:00 | modify | 3 | 0.10 | 0.99617 | 1.01017 | 0.98117 | ||
9 | 2022.11.01 16:00 | sell | 4 | 0.10 | 0.98700 | 0.00000 | 0.00000 | ||
10 | 2022.11.01 16:00 | modify | 4 | 0.10 | 0.98700 | 0.99092 | 0.98117 | ||
11 | 2022.11.01 16:00 | modify | 3 | 0.10 | 0.99617 | 0.99092 | 0.98117 | ||
12 | 2022.11.01 20:00 | s/l | 3 | 0.10 | 0.99092 | 0.99092 | 0.98117 | 56.96 | 10344.13 |
13 | 2022.11.01 20:00 | s/l | 4 | 0.10 | 0.99092 | 0.99092 | 0.98117 | -39.20 | 10304.93 |
14 | 2022.11.21 16:00 | buy | 5 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
15 | 2022.11.21 16:00 | modify | 5 | 0.10 | 1.02427 | 1.01027 | 1.03927 | ||
16 | 2022.11.23 20:00 | t/p | 5 | 0.10 | 1.03927 | 1.01027 | 1.03927 | 147.85 | 10452.78 |
17 | 2023.02.06 04:00 | buy | 6 | 0.10 | 1.07930 | 0.00000 | 0.00000 | ||
18 | 2023.02.06 04:00 | modify | 6 | 0.10 | 1.07930 | 1.06530 | 1.09430 | ||
19 | 2023.02.17 04:00 | s/l | 6 | 0.10 | 1.06530 | 1.06530 | 1.09430 | -153.98 | 10298.79 |
20 | 2023.03.31 00:00 | sell | 7 | 0.10 | 1.09040 | 0.00000 | 0.00000 | ||
21 | 2023.03.31 00:00 | modify | 7 | 0.10 | 1.09040 | 1.10440 | 1.07540 | ||
22 | 2023.04.13 16:00 | s/l | 7 | 0.10 | 1.10440 | 1.10440 | 1.07540 | -130.34 | 10168.46 |
23 | 2023.04.14 08:00 | sell | 8 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
24 | 2023.04.14 08:00 | modify | 8 | 0.10 | 1.10653 | 1.12053 | 1.09153 | ||
25 | 2023.04.17 16:00 | t/p | 8 | 0.10 | 1.09153 | 1.12053 | 1.09153 | 150.74 | 10319.20 |
26 | 2023.04.25 04:00 | sell | 9 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
27 | 2023.04.25 04:00 | modify | 9 | 0.10 | 1.10528 | 1.11928 | 1.09028 | ||
28 | 2023.05.12 12:00 | t/p | 9 | 0.10 | 1.09028 | 1.11928 | 1.09028 | 164.12 | 10483.32 |
29 | 2023.05.15 00:00 | buy | 10 | 0.10 | 1.08556 | 0.00000 | 0.00000 | ||
30 | 2023.05.15 00:00 | modify | 10 | 0.10 | 1.08556 | 1.07156 | 1.10056 | ||
31 | 2023.05.25 08:00 | s/l | 10 | 0.10 | 1.07156 | 1.07156 | 1.10056 | -152.91 | 10330.41 |
32 | 2023.06.09 04:00 | sell | 11 | 0.10 | 1.07777 | 0.00000 | 0.00000 | ||
33 | 2023.06.09 04:00 | modify | 11 | 0.10 | 1.07777 | 1.09177 | 1.06277 | ||
34 | 2023.06.15 16:00 | s/l | 11 | 0.10 | 1.09177 | 1.09177 | 1.06277 | -135.54 | 10194.87 |
35 | 2023.06.16 00:00 | sell | 12 | 0.10 | 1.09455 | 0.00000 | 0.00000 | ||
36 | 2023.06.16 00:00 | modify | 12 | 0.10 | 1.09455 | 1.10855 | 1.07955 | ||
37 | 2023.06.30 12:00 | sell | 13 | 0.10 | 1.08537 | 0.00000 | 0.00000 | ||
38 | 2023.06.30 12:00 | modify | 13 | 0.10 | 1.08537 | 1.08930 | 1.07955 | ||
39 | 2023.06.30 12:00 | modify | 12 | 0.10 | 1.09455 | 1.08930 | 1.07955 | ||
40 | 2023.06.30 16:00 | s/l | 12 | 0.10 | 1.08930 | 1.08930 | 1.07955 | 62.91 | 10257.78 |
41 | 2023.06.30 16:00 | s/l | 13 | 0.10 | 1.08930 | 1.08930 | 1.07955 | -39.30 | 10218.48 |
42 | 2023.07.06 00:00 | buy | 14 | 0.10 | 1.08584 | 0.00000 | 0.00000 | ||
43 | 2023.07.06 00:00 | modify | 14 | 0.10 | 1.08584 | 1.07184 | 1.10084 | ||
44 | 2023.07.11 04:00 | t/p | 14 | 0.10 | 1.10084 | 1.07184 | 1.10084 | 146.77 | 10365.25 |
45 | 2023.07.14 00:00 | sell | 15 | 0.10 | 1.12235 | 0.00000 | 0.00000 | ||
46 | 2023.07.14 00:00 | modify | 15 | 0.10 | 1.12235 | 1.13635 | 1.10735 | ||
47 | 2023.07.20 20:00 | sell | 16 | 0.10 | 1.11319 | 0.00000 | 0.00000 | ||
48 | 2023.07.20 20:00 | modify | 16 | 0.10 | 1.11319 | 1.11710 | 1.10735 | ||
49 | 2023.07.20 20:00 | modify | 15 | 0.10 | 1.12235 | 1.11710 | 1.10735 | ||
50 | 2023.07.24 12:00 | t/p | 15 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 155.95 | 10521.20 |
51 | 2023.07.24 12:00 | t/p | 16 | 0.10 | 1.10735 | 1.11710 | 1.10735 | 59.89 | 10581.08 |
52 | 2023.08.10 16:00 | sell | 17 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
53 | 2023.08.10 16:00 | modify | 17 | 0.10 | 1.10152 | 1.11552 | 1.08652 | ||
54 | 2023.08.11 20:00 | sell | 18 | 0.10 | 1.09468 | 0.00000 | 0.00000 | ||
55 | 2023.08.11 20:00 | modify | 18 | 0.10 | 1.09468 | 1.09702 | 1.08652 | ||
56 | 2023.08.11 20:00 | modify | 17 | 0.10 | 1.10152 | 1.09702 | 1.08652 | ||
57 | 2023.08.17 04:00 | t/p | 17 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 155.20 | 10736.29 |
58 | 2023.08.17 04:00 | t/p | 18 | 0.10 | 1.08652 | 1.09702 | 1.08652 | 86.06 | 10822.35 |