Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1576.82 | Gross profit | 2279.38 | Gross loss | -702.56 |
Profit factor | 3.24 | Expected payoff | 42.62 | ||
Absolute drawdown | 118.00 | Maximal drawdown | 201.43 (1.94%) | Relative drawdown | 1.94% (201.43) |
Total trades | 37 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
Largest | profit trade | 151.32 | loss trade | -131.93 | |
Average | profit trade | 94.97 | loss trade | -54.04 | |
Maximum | consecutive wins (profit in money) | 5 (566.63) | consecutive losses (loss in money) | 2 (-56.23) | |
Maximal | consecutive profit (count of wins) | 566.63 (5) | consecutive loss (count of losses) | -131.93 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 08:00 | sell | 1 | 0.10 | 0.98751 | 0.00000 | 0.00000 | ||
2 | 2022.10.04 08:00 | modify | 1 | 0.10 | 0.98751 | 1.00051 | 0.97251 | ||
3 | 2022.10.07 08:00 | sell | 2 | 0.10 | 0.97985 | 0.00000 | 0.00000 | ||
4 | 2022.10.07 08:00 | modify | 2 | 0.10 | 0.97985 | 0.98376 | 0.97251 | ||
5 | 2022.10.07 08:00 | modify | 1 | 0.10 | 0.98751 | 0.98376 | 0.97251 | ||
6 | 2022.10.10 08:00 | t/p | 1 | 0.10 | 0.97251 | 0.98376 | 0.97251 | 151.32 | 10151.32 |
7 | 2022.10.10 08:00 | t/p | 2 | 0.10 | 0.97251 | 0.98376 | 0.97251 | 73.62 | 10224.94 |
8 | 2022.10.10 08:00 | buy | 3 | 0.10 | 0.97096 | 0.00000 | 0.00000 | ||
9 | 2022.10.10 08:00 | modify | 3 | 0.10 | 0.97096 | 0.95796 | 0.98596 | ||
10 | 2022.10.18 08:00 | t/p | 3 | 0.10 | 0.98596 | 0.95796 | 0.98596 | 144.86 | 10369.80 |
11 | 2022.10.28 00:00 | buy | 4 | 0.10 | 0.99698 | 0.00000 | 0.00000 | ||
12 | 2022.10.28 00:00 | modify | 4 | 0.10 | 0.99698 | 0.98398 | 1.01198 | ||
13 | 2022.11.02 20:00 | s/l | 4 | 0.10 | 0.98398 | 0.98398 | 1.01198 | -131.93 | 10237.87 |
14 | 2022.11.03 08:00 | buy | 5 | 0.10 | 0.97865 | 0.00000 | 0.00000 | ||
15 | 2022.11.03 08:00 | modify | 5 | 0.10 | 0.97865 | 0.96565 | 0.99365 | ||
16 | 2022.11.04 16:00 | t/p | 5 | 0.10 | 0.99365 | 0.96565 | 0.99365 | 149.36 | 10387.23 |
17 | 2022.11.10 12:00 | buy | 6 | 0.10 | 0.99474 | 0.00000 | 0.00000 | ||
18 | 2022.11.10 12:00 | modify | 6 | 0.10 | 0.99474 | 0.98174 | 1.00974 | ||
19 | 2022.11.10 16:00 | t/p | 6 | 0.10 | 1.00974 | 0.98174 | 1.00974 | 150.00 | 10537.23 |
20 | 2022.11.15 08:00 | sell | 7 | 0.10 | 1.04069 | 0.00000 | 0.00000 | ||
21 | 2022.11.15 08:00 | modify | 7 | 0.10 | 1.04069 | 1.05369 | 1.02569 | ||
22 | 2022.11.17 12:00 | sell | 8 | 0.10 | 1.03464 | 0.00000 | 0.00000 | ||
23 | 2022.11.17 12:00 | modify | 8 | 0.10 | 1.03464 | 1.03769 | 1.02569 | ||
24 | 2022.11.17 12:00 | modify | 7 | 0.10 | 1.04069 | 1.03769 | 1.02569 | ||
25 | 2022.11.18 04:00 | s/l | 7 | 0.10 | 1.03769 | 1.03769 | 1.02569 | 31.10 | 10568.33 |
26 | 2022.11.18 04:00 | s/l | 8 | 0.10 | 1.03769 | 1.03769 | 1.02569 | -30.28 | 10538.05 |
27 | 2022.11.21 08:00 | buy | 9 | 0.10 | 1.02580 | 0.00000 | 0.00000 | ||
28 | 2022.11.21 08:00 | modify | 9 | 0.10 | 1.02580 | 1.01280 | 1.04080 | ||
29 | 2022.11.23 04:00 | buy | 10 | 0.10 | 1.03183 | 0.00000 | 0.00000 | ||
30 | 2022.11.23 04:00 | modify | 10 | 0.10 | 1.03183 | 1.02880 | 1.04080 | ||
31 | 2022.11.23 04:00 | modify | 9 | 0.10 | 1.02580 | 1.02880 | 1.04080 | ||
32 | 2022.11.24 00:00 | t/p | 9 | 0.10 | 1.04080 | 1.02880 | 1.04080 | 146.79 | 10684.84 |
33 | 2022.11.24 00:00 | t/p | 10 | 0.10 | 1.04080 | 1.02880 | 1.04080 | 87.77 | 10772.61 |
34 | 2022.11.28 12:00 | sell | 11 | 0.10 | 1.04741 | 0.00000 | 0.00000 | ||
35 | 2022.11.28 12:00 | modify | 11 | 0.10 | 1.04741 | 1.06041 | 1.03241 | ||
36 | 2022.11.28 16:00 | sell | 12 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
37 | 2022.11.28 16:00 | modify | 12 | 0.10 | 1.03977 | 1.04366 | 1.03241 | ||
38 | 2022.11.28 16:00 | modify | 11 | 0.10 | 1.04741 | 1.04366 | 1.03241 | ||
39 | 2022.11.30 00:00 | t/p | 11 | 0.10 | 1.03241 | 1.04366 | 1.03241 | 150.44 | 10923.05 |
40 | 2022.11.30 00:00 | t/p | 12 | 0.10 | 1.03241 | 1.04366 | 1.03241 | 74.04 | 10997.09 |
41 | 2022.12.01 12:00 | sell | 13 | 0.10 | 1.04374 | 0.00000 | 0.00000 | ||
42 | 2022.12.01 12:00 | modify | 13 | 0.10 | 1.04374 | 1.05674 | 1.02874 | ||
43 | 2022.12.05 04:00 | s/l | 13 | 0.10 | 1.05674 | 1.05674 | 1.02874 | -129.56 | 10867.52 |
44 | 2022.12.05 04:00 | sell | 14 | 0.10 | 1.05802 | 0.00000 | 0.00000 | ||
45 | 2022.12.05 04:00 | modify | 14 | 0.10 | 1.05802 | 1.07102 | 1.04302 | ||
46 | 2022.12.08 04:00 | sell | 15 | 0.10 | 1.05038 | 0.00000 | 0.00000 | ||
47 | 2022.12.08 04:00 | modify | 15 | 0.10 | 1.05038 | 1.05427 | 1.04302 | ||
48 | 2022.12.08 04:00 | modify | 14 | 0.10 | 1.05802 | 1.05427 | 1.04302 | ||
49 | 2022.12.08 16:00 | s/l | 14 | 0.10 | 1.05427 | 1.05427 | 1.04302 | 38.60 | 10906.12 |
50 | 2022.12.08 16:00 | s/l | 15 | 0.10 | 1.05427 | 1.05427 | 1.04302 | -38.90 | 10867.22 |
51 | 2022.12.09 04:00 | sell | 16 | 0.10 | 1.05809 | 0.00000 | 0.00000 | ||
52 | 2022.12.09 04:00 | modify | 16 | 0.10 | 1.05809 | 1.07109 | 1.04309 | ||
53 | 2022.12.12 00:00 | sell | 17 | 0.10 | 1.05209 | 0.00000 | 0.00000 | ||
54 | 2022.12.12 00:00 | modify | 17 | 0.10 | 1.05209 | 1.05509 | 1.04309 | ||
55 | 2022.12.12 00:00 | modify | 16 | 0.10 | 1.05809 | 1.05509 | 1.04309 | ||
56 | 2022.12.12 12:00 | s/l | 16 | 0.10 | 1.05509 | 1.05509 | 1.04309 | 30.22 | 10897.44 |
57 | 2022.12.12 12:00 | s/l | 17 | 0.10 | 1.05509 | 1.05509 | 1.04309 | -30.00 | 10867.44 |
58 | 2022.12.14 12:00 | sell | 18 | 0.10 | 1.06518 | 0.00000 | 0.00000 | ||
59 | 2022.12.14 12:00 | modify | 18 | 0.10 | 1.06518 | 1.07818 | 1.05018 | ||
60 | 2022.12.18 20:00 | sell | 19 | 0.10 | 1.05895 | 0.00000 | 0.00000 | ||
61 | 2022.12.18 20:00 | modify | 19 | 0.10 | 1.05895 | 1.06218 | 1.05018 | ||
62 | 2022.12.18 20:00 | modify | 18 | 0.10 | 1.06518 | 1.06218 | 1.05018 | ||
63 | 2022.12.19 08:00 | s/l | 18 | 0.10 | 1.06218 | 1.06218 | 1.05018 | 31.10 | 10898.54 |
64 | 2022.12.19 08:00 | s/l | 19 | 0.10 | 1.06218 | 1.06218 | 1.05018 | -32.08 | 10866.46 |
65 | 2023.01.03 12:00 | buy | 20 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
66 | 2023.01.03 12:00 | modify | 20 | 0.10 | 1.05311 | 1.04011 | 1.06811 | ||
67 | 2023.01.04 12:00 | buy | 21 | 0.10 | 1.06074 | 0.00000 | 0.00000 | ||
68 | 2023.01.04 12:00 | modify | 21 | 0.10 | 1.06074 | 1.05686 | 1.06811 | ||
69 | 2023.01.04 12:00 | modify | 20 | 0.10 | 1.05311 | 1.05686 | 1.06811 | ||
70 | 2023.01.05 12:00 | buy | 22 | 0.10 | 1.06141 | 0.00000 | 0.00000 | ||
71 | 2023.01.05 12:00 | modify | 22 | 0.10 | 1.06141 | 1.05836 | 1.06811 | ||
72 | 2023.01.05 12:00 | modify | 21 | 0.10 | 1.06074 | 1.05836 | 1.06811 | ||
73 | 2023.01.05 12:00 | modify | 20 | 0.10 | 1.05311 | 1.05836 | 1.06811 | ||
74 | 2023.01.05 16:00 | s/l | 20 | 0.10 | 1.05836 | 1.05836 | 1.06811 | 49.93 | 10916.39 |
75 | 2023.01.05 16:00 | s/l | 21 | 0.10 | 1.05836 | 1.05836 | 1.06811 | -25.73 | 10890.66 |
76 | 2023.01.05 16:00 | s/l | 22 | 0.10 | 1.05836 | 1.05836 | 1.06811 | -30.50 | 10860.16 |
77 | 2023.01.06 00:00 | buy | 23 | 0.10 | 1.05239 | 0.00000 | 0.00000 | ||
78 | 2023.01.06 00:00 | modify | 23 | 0.10 | 1.05239 | 1.03939 | 1.06739 | ||
79 | 2023.01.09 04:00 | t/p | 23 | 0.10 | 1.06739 | 1.03939 | 1.06739 | 149.36 | 11009.52 |
80 | 2023.01.23 08:00 | sell | 24 | 0.10 | 1.09141 | 0.00000 | 0.00000 | ||
81 | 2023.01.23 08:00 | modify | 24 | 0.10 | 1.09141 | 1.10441 | 1.07641 | ||
82 | 2023.01.27 16:00 | sell | 25 | 0.10 | 1.08385 | 0.00000 | 0.00000 | ||
83 | 2023.01.27 16:00 | modify | 25 | 0.10 | 1.08385 | 1.08766 | 1.07641 | ||
84 | 2023.01.27 16:00 | modify | 24 | 0.10 | 1.09141 | 1.08766 | 1.07641 | ||
85 | 2023.01.30 04:00 | s/l | 24 | 0.10 | 1.08766 | 1.08766 | 1.07641 | 39.04 | 11048.55 |
86 | 2023.01.30 04:00 | s/l | 25 | 0.10 | 1.08766 | 1.08766 | 1.07641 | -37.88 | 11010.67 |
87 | 2023.03.01 12:00 | sell | 26 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
88 | 2023.03.01 12:00 | modify | 26 | 0.10 | 1.06696 | 1.07996 | 1.05196 | ||
89 | 2023.03.02 16:00 | sell | 27 | 0.10 | 1.06085 | 0.00000 | 0.00000 | ||
90 | 2023.03.02 16:00 | modify | 27 | 0.10 | 1.06085 | 1.06396 | 1.05196 | ||
91 | 2023.03.02 16:00 | modify | 26 | 0.10 | 1.06696 | 1.06396 | 1.05196 | ||
92 | 2023.03.05 20:00 | s/l | 26 | 0.10 | 1.06396 | 1.06396 | 1.05196 | 30.88 | 11041.55 |
93 | 2023.03.05 20:00 | s/l | 27 | 0.10 | 1.06396 | 1.06396 | 1.05196 | -30.88 | 11010.67 |
94 | 2023.03.13 00:00 | sell | 28 | 0.10 | 1.06811 | 0.00000 | 0.00000 | ||
95 | 2023.03.13 00:00 | modify | 28 | 0.10 | 1.06811 | 1.08111 | 1.05311 | ||
96 | 2023.03.15 16:00 | t/p | 28 | 0.10 | 1.05311 | 1.08111 | 1.05311 | 150.44 | 11161.11 |
97 | 2023.03.21 12:00 | sell | 29 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
98 | 2023.03.21 12:00 | modify | 29 | 0.10 | 1.07787 | 1.09087 | 1.06287 | ||
99 | 2023.03.22 20:00 | s/l | 29 | 0.10 | 1.09087 | 1.09087 | 1.06287 | -129.78 | 11031.33 |
100 | 2023.03.24 12:00 | buy | 30 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
101 | 2023.03.24 12:00 | modify | 30 | 0.10 | 1.07410 | 1.06110 | 1.08910 | ||
102 | 2023.03.28 04:00 | buy | 31 | 0.10 | 1.08181 | 0.00000 | 0.00000 | ||
103 | 2023.03.28 04:00 | modify | 31 | 0.10 | 1.08181 | 1.07785 | 1.08910 | ||
104 | 2023.03.28 04:00 | modify | 30 | 0.10 | 1.07410 | 1.07785 | 1.08910 | ||
105 | 2023.03.30 16:00 | t/p | 30 | 0.10 | 1.08910 | 1.07785 | 1.08910 | 146.15 | 11177.48 |
106 | 2023.03.30 16:00 | t/p | 31 | 0.10 | 1.08910 | 1.07785 | 1.08910 | 70.33 | 11247.81 |
107 | 2023.04.03 00:00 | buy | 32 | 0.10 | 1.08054 | 0.00000 | 0.00000 | ||
108 | 2023.04.03 00:00 | modify | 32 | 0.10 | 1.08054 | 1.06754 | 1.09554 | ||
109 | 2023.04.04 16:00 | t/p | 32 | 0.10 | 1.09554 | 1.06754 | 1.09554 | 149.36 | 11397.17 |
110 | 2023.04.14 04:00 | sell | 33 | 0.10 | 1.10702 | 0.00000 | 0.00000 | ||
111 | 2023.04.14 04:00 | modify | 33 | 0.10 | 1.10702 | 1.12002 | 1.09202 | ||
112 | 2023.04.17 16:00 | t/p | 33 | 0.10 | 1.09202 | 1.12002 | 1.09202 | 150.22 | 11547.38 |
113 | 2023.06.23 08:00 | buy | 34 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
114 | 2023.06.23 08:00 | modify | 34 | 0.10 | 1.08718 | 1.07418 | 1.10218 | ||
115 | 2023.06.27 12:00 | buy | 35 | 0.10 | 1.09475 | 0.00000 | 0.00000 | ||
116 | 2023.06.27 12:00 | modify | 35 | 0.10 | 1.09475 | 1.09093 | 1.10218 | ||
117 | 2023.06.27 12:00 | modify | 34 | 0.10 | 1.08718 | 1.09093 | 1.10218 | ||
118 | 2023.06.28 08:00 | buy | 36 | 0.10 | 1.09555 | 0.00000 | 0.00000 | ||
119 | 2023.06.28 08:00 | modify | 36 | 0.10 | 1.09555 | 1.09243 | 1.10218 | ||
120 | 2023.06.28 08:00 | modify | 35 | 0.10 | 1.09475 | 1.09243 | 1.10218 | ||
121 | 2023.06.28 08:00 | modify | 34 | 0.10 | 1.08718 | 1.09243 | 1.10218 | ||
122 | 2023.06.28 16:00 | s/l | 34 | 0.10 | 1.09243 | 1.09243 | 1.10218 | 50.57 | 11597.96 |
123 | 2023.06.28 16:00 | s/l | 35 | 0.10 | 1.09243 | 1.09243 | 1.10218 | -23.84 | 11574.12 |
124 | 2023.06.28 16:00 | s/l | 36 | 0.10 | 1.09243 | 1.09243 | 1.10218 | -31.20 | 11542.92 |
125 | 2023.09.29 08:00 | sell | 37 | 0.10 | 1.06063 | 0.00000 | 0.00000 | ||
126 | 2023.09.29 08:00 | modify | 37 | 0.10 | 1.06063 | 1.07363 | 1.04563 | ||
127 | 2023.09.29 23:59 | close at stop | 37 | 0.10 | 1.05724 | 1.07363 | 1.04563 | 33.90 | 11576.82 |