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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 641.82 | Gross profit | 800.58 | Gross loss | -158.76 |
Profit factor | 5.04 | Expected payoff | 32.09 | ||
Absolute drawdown | 80.33 | Maximal drawdown | 160.54 (1.56%) | Relative drawdown | 1.56% (160.54) |
Total trades | 20 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 77.44 | loss trade | -88.46 | |
Average | profit trade | 57.18 | loss trade | -26.46 | |
Maximum | consecutive wins (profit in money) | 4 (265.45) | consecutive losses (loss in money) | 1 (-88.46) | |
Maximal | consecutive profit (count of wins) | 265.45 (4) | consecutive loss (count of losses) | -88.46 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.30 16:00 | sell | 1 | 0.10 | 1.51999 | 0.00000 | 0.00000 | ||
2 | 2022.09.30 16:00 | modify | 1 | 0.10 | 1.51999 | 1.53399 | 1.50799 | ||
3 | 2022.10.03 16:00 | t/p | 1 | 0.10 | 1.50799 | 1.53399 | 1.50799 | 76.87 | 10076.87 |
4 | 2022.10.13 16:00 | sell | 2 | 0.10 | 1.55635 | 0.00000 | 0.00000 | ||
5 | 2022.10.13 16:00 | modify | 2 | 0.10 | 1.55635 | 1.57035 | 1.54435 | ||
6 | 2022.10.14 08:00 | t/p | 2 | 0.10 | 1.54435 | 1.57035 | 1.54435 | 76.86 | 10153.73 |
7 | 2022.10.14 16:00 | sell | 3 | 0.10 | 1.56572 | 0.00000 | 0.00000 | ||
8 | 2022.10.14 16:00 | modify | 3 | 0.10 | 1.56572 | 1.57972 | 1.55372 | ||
9 | 2022.10.17 04:00 | sell | 4 | 0.10 | 1.56246 | 0.00000 | 0.00000 | ||
10 | 2022.10.17 04:00 | modify | 4 | 0.10 | 1.56246 | 1.56512 | 1.55372 | ||
11 | 2022.10.17 04:00 | modify | 3 | 0.10 | 1.56572 | 1.56512 | 1.55372 | ||
12 | 2022.10.17 20:00 | s/l | 3 | 0.10 | 1.56512 | 1.56512 | 1.55372 | 4.12 | 10157.85 |
13 | 2022.10.17 20:00 | s/l | 4 | 0.10 | 1.56512 | 1.56512 | 1.55372 | -16.97 | 10140.88 |
14 | 2022.10.24 16:00 | sell | 5 | 0.10 | 1.56479 | 0.00000 | 0.00000 | ||
15 | 2022.10.24 16:00 | modify | 5 | 0.10 | 1.56479 | 1.57879 | 1.55279 | ||
16 | 2022.10.25 08:00 | sell | 6 | 0.10 | 1.55754 | 0.00000 | 0.00000 | ||
17 | 2022.10.25 08:00 | modify | 6 | 0.10 | 1.55754 | 1.55939 | 1.55279 | ||
18 | 2022.10.25 08:00 | modify | 5 | 0.10 | 1.56479 | 1.55939 | 1.55279 | ||
19 | 2022.10.25 12:00 | s/l | 5 | 0.10 | 1.55939 | 1.55939 | 1.55279 | 34.74 | 10175.62 |
20 | 2022.10.25 12:00 | s/l | 6 | 0.10 | 1.55939 | 1.55939 | 1.55279 | -11.81 | 10163.81 |
21 | 2022.11.28 12:00 | sell | 7 | 0.10 | 1.56053 | 0.00000 | 0.00000 | ||
22 | 2022.11.28 12:00 | modify | 7 | 0.10 | 1.56053 | 1.57453 | 1.54853 | ||
23 | 2022.11.29 04:00 | t/p | 7 | 0.10 | 1.54853 | 1.57453 | 1.54853 | 76.86 | 10240.67 |
24 | 2022.12.15 16:00 | sell | 8 | 0.10 | 1.58382 | 0.00000 | 0.00000 | ||
25 | 2022.12.15 16:00 | modify | 8 | 0.10 | 1.58382 | 1.59782 | 1.57182 | ||
26 | 2022.12.20 16:00 | s/l | 8 | 0.10 | 1.59782 | 1.59782 | 1.57182 | -88.46 | 10152.21 |
27 | 2023.01.04 08:00 | buy | 9 | 0.10 | 1.54861 | 0.00000 | 0.00000 | ||
28 | 2023.01.04 08:00 | modify | 9 | 0.10 | 1.54861 | 1.53461 | 1.56061 | ||
29 | 2023.01.05 16:00 | t/p | 9 | 0.10 | 1.56061 | 1.53461 | 1.56061 | 74.62 | 10226.83 |
30 | 2023.01.19 04:00 | sell | 10 | 0.10 | 1.56376 | 0.00000 | 0.00000 | ||
31 | 2023.01.19 04:00 | modify | 10 | 0.10 | 1.56376 | 1.57776 | 1.55176 | ||
32 | 2023.01.23 12:00 | sell | 11 | 0.10 | 1.55656 | 0.00000 | 0.00000 | ||
33 | 2023.01.23 12:00 | modify | 11 | 0.10 | 1.55656 | 1.55836 | 1.55176 | ||
34 | 2023.01.23 12:00 | modify | 10 | 0.10 | 1.56376 | 1.55836 | 1.55176 | ||
35 | 2023.01.23 16:00 | s/l | 10 | 0.10 | 1.55836 | 1.55836 | 1.55176 | 35.03 | 10261.86 |
36 | 2023.01.23 16:00 | s/l | 11 | 0.10 | 1.55836 | 1.55836 | 1.55176 | -11.49 | 10250.37 |
37 | 2023.02.03 16:00 | sell | 12 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
38 | 2023.02.03 16:00 | modify | 12 | 0.10 | 1.55647 | 1.57047 | 1.54447 | ||
39 | 2023.02.07 12:00 | t/p | 12 | 0.10 | 1.54447 | 1.57047 | 1.54447 | 77.16 | 10327.53 |
40 | 2023.03.15 16:00 | buy | 13 | 0.10 | 1.59386 | 0.00000 | 0.00000 | ||
41 | 2023.03.15 16:00 | modify | 13 | 0.10 | 1.59386 | 1.57986 | 1.60586 | ||
42 | 2023.03.16 16:00 | buy | 14 | 0.10 | 1.59712 | 0.00000 | 0.00000 | ||
43 | 2023.03.16 16:00 | modify | 14 | 0.10 | 1.59712 | 1.59446 | 1.60586 | ||
44 | 2023.03.16 16:00 | modify | 13 | 0.10 | 1.59386 | 1.59446 | 1.60586 | ||
45 | 2023.03.16 20:00 | s/l | 13 | 0.10 | 1.59446 | 1.59446 | 1.60586 | 2.00 | 10329.53 |
46 | 2023.03.16 20:00 | s/l | 14 | 0.10 | 1.59446 | 1.59446 | 1.60586 | -16.94 | 10312.59 |
47 | 2023.03.21 16:00 | sell | 15 | 0.10 | 1.61892 | 0.00000 | 0.00000 | ||
48 | 2023.03.21 16:00 | modify | 15 | 0.10 | 1.61892 | 1.63292 | 1.60692 | ||
49 | 2023.03.22 08:00 | t/p | 15 | 0.10 | 1.60692 | 1.63292 | 1.60692 | 76.86 | 10389.45 |
50 | 2023.04.05 12:00 | sell | 16 | 0.10 | 1.63351 | 0.00000 | 0.00000 | ||
51 | 2023.04.05 12:00 | modify | 16 | 0.10 | 1.63351 | 1.64751 | 1.62151 | ||
52 | 2023.04.06 00:00 | t/p | 16 | 0.10 | 1.62151 | 1.64751 | 1.62151 | 77.44 | 10466.89 |
53 | 2023.05.02 08:00 | buy | 17 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
54 | 2023.05.02 08:00 | modify | 17 | 0.10 | 1.63957 | 1.62557 | 1.65157 | ||
55 | 2023.05.03 00:00 | t/p | 17 | 0.10 | 1.65157 | 1.62557 | 1.65157 | 75.83 | 10542.73 |
56 | 2023.06.28 04:00 | sell | 18 | 0.10 | 1.64783 | 0.00000 | 0.00000 | ||
57 | 2023.06.28 04:00 | modify | 18 | 0.10 | 1.64783 | 1.66183 | 1.63583 | ||
58 | 2023.06.29 16:00 | sell | 19 | 0.10 | 1.64038 | 0.00000 | 0.00000 | ||
59 | 2023.06.29 16:00 | modify | 19 | 0.10 | 1.64038 | 1.64243 | 1.63583 | ||
60 | 2023.06.29 16:00 | modify | 18 | 0.10 | 1.64783 | 1.64243 | 1.63583 | ||
61 | 2023.06.29 20:00 | s/l | 18 | 0.10 | 1.64243 | 1.64243 | 1.63583 | 35.32 | 10578.05 |
62 | 2023.06.29 20:00 | s/l | 19 | 0.10 | 1.64243 | 1.64243 | 1.63583 | -13.09 | 10564.96 |
63 | 2023.07.28 08:00 | sell | 20 | 0.10 | 1.65225 | 0.00000 | 0.00000 | ||
64 | 2023.07.28 08:00 | modify | 20 | 0.10 | 1.65225 | 1.66625 | 1.64025 | ||
65 | 2023.07.31 16:00 | t/p | 20 | 0.10 | 1.64025 | 1.66625 | 1.64025 | 76.86 | 10641.82 |