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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1326.55 | Gross profit | 2008.88 | Gross loss | -682.33 |
Profit factor | 2.94 | Expected payoff | 41.45 | ||
Absolute drawdown | 303.38 | Maximal drawdown | 475.83 (4.68%) | Relative drawdown | 4.68% (475.83) |
Total trades | 32 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 26 (69.23%) |
Profit trades (% of total) | 21 (65.62%) | Loss trades (% of total) | 11 (34.38%) | ||
Largest | profit trade | 151.77 | loss trade | -124.55 | |
Average | profit trade | 95.66 | loss trade | -62.03 | |
Maximum | consecutive wins (profit in money) | 8 (775.65) | consecutive losses (loss in money) | 5 (-321.99) | |
Maximal | consecutive profit (count of wins) | 775.65 (8) | consecutive loss (count of losses) | -321.99 (5) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.01 04:00 | buy | 1 | 0.10 | 0.68058 | 0.00000 | 0.00000 | ||
2 | 2022.09.01 04:00 | modify | 1 | 0.10 | 0.68058 | 0.66858 | 0.69558 | ||
3 | 2022.09.12 08:00 | buy | 2 | 0.10 | 0.68810 | 0.00000 | 0.00000 | ||
4 | 2022.09.12 08:00 | modify | 2 | 0.10 | 0.68810 | 0.68208 | 0.69558 | ||
5 | 2022.09.12 08:00 | buy | 3 | 0.10 | 0.68810 | 0.00000 | 0.00000 | ||
6 | 2022.09.12 08:00 | modify | 3 | 0.10 | 0.68810 | 0.68583 | 0.69558 | ||
7 | 2022.09.12 08:00 | modify | 1 | 0.10 | 0.68058 | 0.68583 | 0.69558 | ||
8 | 2022.09.12 12:00 | modify | 2 | 0.10 | 0.68810 | 0.68583 | 0.69558 | ||
9 | 2022.09.13 08:00 | buy | 4 | 0.10 | 0.68912 | 0.00000 | 0.00000 | ||
10 | 2022.09.13 08:00 | modify | 4 | 0.10 | 0.68912 | 0.68433 | 0.69558 | ||
11 | 2022.09.13 12:00 | modify | 4 | 0.10 | 0.68912 | 0.68583 | 0.69558 | ||
12 | 2022.09.13 16:00 | s/l | 1 | 0.10 | 0.68583 | 0.68583 | 0.69558 | 48.71 | 10048.71 |
13 | 2022.09.13 16:00 | s/l | 2 | 0.10 | 0.68583 | 0.68583 | 0.69558 | -23.08 | 10025.63 |
14 | 2022.09.13 16:00 | s/l | 3 | 0.10 | 0.68583 | 0.68583 | 0.69558 | -23.08 | 10002.55 |
15 | 2022.09.13 16:00 | s/l | 4 | 0.10 | 0.68583 | 0.68583 | 0.69558 | -32.90 | 9969.65 |
16 | 2022.09.28 04:00 | buy | 5 | 0.10 | 0.64018 | 0.00000 | 0.00000 | ||
17 | 2022.09.28 04:00 | modify | 5 | 0.10 | 0.64018 | 0.62818 | 0.65518 | ||
18 | 2022.10.10 16:00 | s/l | 5 | 0.10 | 0.62818 | 0.62818 | 0.65518 | -124.55 | 9845.11 |
19 | 2022.10.14 04:00 | sell | 6 | 0.10 | 0.63319 | 0.00000 | 0.00000 | ||
20 | 2022.10.14 04:00 | modify | 6 | 0.10 | 0.63319 | 0.64519 | 0.61819 | ||
21 | 2022.10.26 08:00 | s/l | 6 | 0.10 | 0.64519 | 0.64519 | 0.61819 | -118.39 | 9726.72 |
22 | 2022.11.21 12:00 | buy | 7 | 0.10 | 0.66206 | 0.00000 | 0.00000 | ||
23 | 2022.11.21 12:00 | modify | 7 | 0.10 | 0.66206 | 0.65006 | 0.67706 | ||
24 | 2022.11.24 16:00 | t/p | 7 | 0.10 | 0.67706 | 0.65006 | 0.67706 | 148.11 | 9874.83 |
25 | 2022.11.28 04:00 | buy | 8 | 0.10 | 0.66877 | 0.00000 | 0.00000 | ||
26 | 2022.11.28 04:00 | modify | 8 | 0.10 | 0.66877 | 0.65677 | 0.68377 | ||
27 | 2022.12.01 08:00 | t/p | 8 | 0.10 | 0.68377 | 0.65677 | 0.68377 | 148.11 | 10022.93 |
28 | 2022.12.09 04:00 | sell | 9 | 0.10 | 0.67923 | 0.00000 | 0.00000 | ||
29 | 2022.12.09 04:00 | modify | 9 | 0.10 | 0.67923 | 0.69123 | 0.66423 | ||
30 | 2022.12.20 08:00 | t/p | 9 | 0.10 | 0.66423 | 0.69123 | 0.66423 | 151.45 | 10174.38 |
31 | 2022.12.22 04:00 | sell | 10 | 0.10 | 0.67564 | 0.00000 | 0.00000 | ||
32 | 2022.12.22 04:00 | modify | 10 | 0.10 | 0.67564 | 0.68764 | 0.66064 | ||
33 | 2022.12.22 16:00 | sell | 11 | 0.10 | 0.66793 | 0.00000 | 0.00000 | ||
34 | 2022.12.22 16:00 | modify | 11 | 0.10 | 0.66793 | 0.67414 | 0.66064 | ||
35 | 2022.12.22 16:00 | sell | 12 | 0.10 | 0.66793 | 0.00000 | 0.00000 | ||
36 | 2022.12.22 16:00 | modify | 12 | 0.10 | 0.66793 | 0.67039 | 0.66064 | ||
37 | 2022.12.22 16:00 | modify | 10 | 0.10 | 0.67564 | 0.67039 | 0.66064 | ||
38 | 2022.12.22 20:00 | modify | 11 | 0.10 | 0.66793 | 0.67039 | 0.66064 | ||
39 | 2022.12.23 08:00 | s/l | 10 | 0.10 | 0.67039 | 0.67039 | 0.66064 | 52.66 | 10227.05 |
40 | 2022.12.23 08:00 | s/l | 11 | 0.10 | 0.67039 | 0.67039 | 0.66064 | -24.44 | 10202.61 |
41 | 2022.12.23 08:00 | s/l | 12 | 0.10 | 0.67039 | 0.67039 | 0.66064 | -24.44 | 10178.17 |
42 | 2023.01.03 12:00 | buy | 13 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
43 | 2023.01.03 12:00 | modify | 13 | 0.10 | 0.67006 | 0.65806 | 0.68506 | ||
44 | 2023.01.04 04:00 | buy | 14 | 0.10 | 0.67852 | 0.00000 | 0.00000 | ||
45 | 2023.01.04 04:00 | modify | 14 | 0.10 | 0.67852 | 0.67381 | 0.68506 | ||
46 | 2023.01.04 04:00 | modify | 13 | 0.10 | 0.67006 | 0.67381 | 0.68506 | ||
47 | 2023.01.04 12:00 | t/p | 13 | 0.10 | 0.68506 | 0.67381 | 0.68506 | 149.62 | 10327.79 |
48 | 2023.01.04 12:00 | t/p | 14 | 0.10 | 0.68506 | 0.67381 | 0.68506 | 65.40 | 10393.19 |
49 | 2023.01.19 04:00 | buy | 15 | 0.10 | 0.69085 | 0.00000 | 0.00000 | ||
50 | 2023.01.19 04:00 | modify | 15 | 0.10 | 0.69085 | 0.67885 | 0.70585 | ||
51 | 2023.01.23 00:00 | buy | 16 | 0.10 | 0.69860 | 0.00000 | 0.00000 | ||
52 | 2023.01.23 00:00 | modify | 16 | 0.10 | 0.69860 | 0.69235 | 0.70585 | ||
53 | 2023.01.23 00:00 | buy | 17 | 0.10 | 0.69860 | 0.00000 | 0.00000 | ||
54 | 2023.01.23 00:00 | modify | 17 | 0.10 | 0.69860 | 0.69610 | 0.70585 | ||
55 | 2023.01.23 00:00 | modify | 15 | 0.10 | 0.69085 | 0.69610 | 0.70585 | ||
56 | 2023.01.23 04:00 | modify | 16 | 0.10 | 0.69860 | 0.69610 | 0.70585 | ||
57 | 2023.01.23 12:00 | buy | 18 | 0.10 | 0.69926 | 0.00000 | 0.00000 | ||
58 | 2023.01.23 12:00 | modify | 18 | 0.10 | 0.69926 | 0.69460 | 0.70585 | ||
59 | 2023.01.23 16:00 | modify | 18 | 0.10 | 0.69926 | 0.69610 | 0.70585 | ||
60 | 2023.01.25 04:00 | t/p | 15 | 0.10 | 0.70585 | 0.69610 | 0.70585 | 148.48 | 10541.67 |
61 | 2023.01.25 04:00 | t/p | 16 | 0.10 | 0.70585 | 0.69610 | 0.70585 | 71.74 | 10613.42 |
62 | 2023.01.25 04:00 | t/p | 17 | 0.10 | 0.70585 | 0.69610 | 0.70585 | 71.74 | 10685.16 |
63 | 2023.01.25 04:00 | t/p | 18 | 0.10 | 0.70585 | 0.69610 | 0.70585 | 65.14 | 10750.30 |
64 | 2023.01.25 04:00 | sell | 19 | 0.10 | 0.71000 | 0.00000 | 0.00000 | ||
65 | 2023.01.25 04:00 | modify | 19 | 0.10 | 0.71000 | 0.72200 | 0.69500 | ||
66 | 2023.02.03 16:00 | t/p | 19 | 0.10 | 0.69500 | 0.72200 | 0.69500 | 151.77 | 10902.08 |
67 | 2023.02.17 12:00 | buy | 20 | 0.10 | 0.68187 | 0.00000 | 0.00000 | ||
68 | 2023.02.17 12:00 | modify | 20 | 0.10 | 0.68187 | 0.66987 | 0.69687 | ||
69 | 2023.02.21 16:00 | buy | 21 | 0.10 | 0.68950 | 0.00000 | 0.00000 | ||
70 | 2023.02.21 16:00 | modify | 21 | 0.10 | 0.68950 | 0.68337 | 0.69687 | ||
71 | 2023.02.21 16:00 | buy | 22 | 0.10 | 0.68950 | 0.00000 | 0.00000 | ||
72 | 2023.02.21 16:00 | modify | 22 | 0.10 | 0.68950 | 0.68712 | 0.69687 | ||
73 | 2023.02.21 16:00 | modify | 20 | 0.10 | 0.68187 | 0.68712 | 0.69687 | ||
74 | 2023.02.21 20:00 | s/l | 20 | 0.10 | 0.68712 | 0.68712 | 0.69687 | 51.74 | 10953.82 |
75 | 2023.02.21 20:00 | s/l | 22 | 0.10 | 0.68712 | 0.68712 | 0.69687 | -23.80 | 10930.02 |
76 | 2023.02.21 20:00 | close | 21 | 0.10 | 0.68534 | 0.68337 | 0.69687 | -41.60 | 10888.42 |
77 | 2023.02.22 12:00 | buy | 23 | 0.10 | 0.68224 | 0.00000 | 0.00000 | ||
78 | 2023.02.22 12:00 | modify | 23 | 0.10 | 0.68224 | 0.67024 | 0.69724 | ||
79 | 2023.02.27 08:00 | s/l | 23 | 0.10 | 0.67024 | 0.67024 | 0.69724 | -121.89 | 10766.52 |
80 | 2023.03.07 12:00 | buy | 24 | 0.10 | 0.66656 | 0.00000 | 0.00000 | ||
81 | 2023.03.07 12:00 | modify | 24 | 0.10 | 0.66656 | 0.65456 | 0.68156 | ||
82 | 2023.05.05 16:00 | buy | 25 | 0.10 | 0.67487 | 0.00000 | 0.00000 | ||
83 | 2023.05.05 16:00 | modify | 25 | 0.10 | 0.67487 | 0.67031 | 0.68156 | ||
84 | 2023.05.05 16:00 | modify | 24 | 0.10 | 0.66656 | 0.67031 | 0.68156 | ||
85 | 2023.05.10 16:00 | t/p | 24 | 0.10 | 0.68156 | 0.67031 | 0.68156 | 125.76 | 10892.28 |
86 | 2023.05.10 16:00 | t/p | 25 | 0.10 | 0.68156 | 0.67031 | 0.68156 | 65.76 | 10958.05 |
87 | 2023.05.24 08:00 | buy | 26 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
88 | 2023.05.24 08:00 | modify | 26 | 0.10 | 0.65730 | 0.64530 | 0.67230 | ||
89 | 2023.06.09 08:00 | t/p | 26 | 0.10 | 0.67230 | 0.64530 | 0.67230 | 143.18 | 11101.23 |
90 | 2023.06.23 04:00 | buy | 27 | 0.10 | 0.67101 | 0.00000 | 0.00000 | ||
91 | 2023.06.23 04:00 | modify | 27 | 0.10 | 0.67101 | 0.65901 | 0.68601 | ||
92 | 2023.07.13 00:00 | buy | 28 | 0.10 | 0.67951 | 0.00000 | 0.00000 | ||
93 | 2023.07.13 00:00 | modify | 28 | 0.10 | 0.67951 | 0.67476 | 0.68601 | ||
94 | 2023.07.13 00:00 | modify | 27 | 0.10 | 0.67101 | 0.67476 | 0.68601 | ||
95 | 2023.07.13 12:00 | t/p | 27 | 0.10 | 0.68601 | 0.67476 | 0.68601 | 142.42 | 11243.65 |
96 | 2023.07.13 12:00 | t/p | 28 | 0.10 | 0.68601 | 0.67476 | 0.68601 | 65.00 | 11308.65 |
97 | 2023.08.08 12:00 | buy | 29 | 0.10 | 0.65052 | 0.00000 | 0.00000 | ||
98 | 2023.08.08 12:00 | modify | 29 | 0.10 | 0.65052 | 0.63852 | 0.66552 | ||
99 | 2023.08.17 04:00 | s/l | 29 | 0.10 | 0.63852 | 0.63852 | 0.66552 | -124.17 | 11184.49 |
100 | 2023.08.17 04:00 | buy | 30 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
101 | 2023.08.17 04:00 | modify | 30 | 0.10 | 0.63847 | 0.62647 | 0.65347 | ||
102 | 2023.08.29 16:00 | buy | 31 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
103 | 2023.08.29 16:00 | modify | 31 | 0.10 | 0.64613 | 0.63997 | 0.65347 | ||
104 | 2023.08.29 16:00 | buy | 32 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
105 | 2023.08.29 16:00 | modify | 32 | 0.10 | 0.64613 | 0.64372 | 0.65347 | ||
106 | 2023.08.29 16:00 | modify | 30 | 0.10 | 0.63847 | 0.64372 | 0.65347 | ||
107 | 2023.08.29 20:00 | modify | 31 | 0.10 | 0.64613 | 0.64372 | 0.65347 | ||
108 | 2023.08.31 23:59 | close at stop | 32 | 0.10 | 0.64859 | 0.64372 | 0.65347 | 23.08 | 11207.57 |
109 | 2023.08.31 23:59 | close at stop | 31 | 0.10 | 0.64859 | 0.64372 | 0.65347 | 23.08 | 11230.65 |
110 | 2023.08.31 23:59 | close at stop | 30 | 0.10 | 0.64859 | 0.64372 | 0.65347 | 95.90 | 11326.55 |