Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1488.98 | Gross profit | 1798.74 | Gross loss | -309.76 |
Profit factor | 5.81 | Expected payoff | 51.34 | ||
Absolute drawdown | 96.92 | Maximal drawdown | 288.71 (2.45%) | Relative drawdown | 2.45% (288.71) |
Total trades | 29 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
Largest | profit trade | 141.13 | loss trade | -40.38 | |
Average | profit trade | 85.65 | loss trade | -38.72 | |
Maximum | consecutive wins (profit in money) | 11 (989.87) | consecutive losses (loss in money) | 2 (-80.22) | |
Maximal | consecutive profit (count of wins) | 989.87 (11) | consecutive loss (count of losses) | -80.22 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.06 17:00 | buy | 1 | 0.10 | 0.64149 | 0.00000 | 0.00000 | ||
2 | 2022.10.06 17:00 | modify | 1 | 0.10 | 0.64149 | 0.63749 | 0.65549 | ||
3 | 2022.10.07 13:00 | s/l | 1 | 0.10 | 0.63749 | 0.63749 | 0.65549 | -40.38 | 9959.62 |
4 | 2022.10.25 16:00 | sell | 2 | 0.10 | 0.63930 | 0.00000 | 0.00000 | ||
5 | 2022.10.25 16:00 | modify | 2 | 0.10 | 0.63930 | 0.64330 | 0.62530 | ||
6 | 2022.10.26 07:00 | s/l | 2 | 0.10 | 0.64330 | 0.64330 | 0.62530 | -39.84 | 9919.78 |
7 | 2022.11.03 11:00 | buy | 3 | 0.10 | 0.62936 | 0.00000 | 0.00000 | ||
8 | 2022.11.03 11:00 | modify | 3 | 0.10 | 0.62936 | 0.62536 | 0.64336 | ||
9 | 2022.11.04 10:00 | buy | 4 | 0.10 | 0.63568 | 0.00000 | 0.00000 | ||
10 | 2022.11.04 10:00 | modify | 4 | 0.10 | 0.63568 | 0.63006 | 0.64336 | ||
11 | 2022.11.04 10:00 | modify | 3 | 0.10 | 0.62936 | 0.63006 | 0.64336 | ||
12 | 2022.11.04 13:00 | t/p | 3 | 0.10 | 0.64336 | 0.63006 | 0.64336 | 139.62 | 10059.40 |
13 | 2022.11.04 13:00 | t/p | 4 | 0.10 | 0.64336 | 0.63006 | 0.64336 | 76.80 | 10136.20 |
14 | 2022.12.15 12:00 | buy | 5 | 0.10 | 0.67673 | 0.00000 | 0.00000 | ||
15 | 2022.12.15 12:00 | modify | 5 | 0.10 | 0.67673 | 0.67273 | 0.69073 | ||
16 | 2022.12.15 16:00 | s/l | 5 | 0.10 | 0.67273 | 0.67273 | 0.69073 | -40.00 | 10096.20 |
17 | 2022.12.22 20:00 | buy | 6 | 0.10 | 0.66605 | 0.00000 | 0.00000 | ||
18 | 2022.12.22 20:00 | modify | 6 | 0.10 | 0.66605 | 0.66205 | 0.68005 | ||
19 | 2022.12.26 21:00 | buy | 7 | 0.10 | 0.67239 | 0.00000 | 0.00000 | ||
20 | 2022.12.26 21:00 | modify | 7 | 0.10 | 0.67239 | 0.66675 | 0.68005 | ||
21 | 2022.12.26 21:00 | modify | 6 | 0.10 | 0.66605 | 0.66675 | 0.68005 | ||
22 | 2022.12.27 23:00 | buy | 8 | 0.10 | 0.67320 | 0.00000 | 0.00000 | ||
23 | 2022.12.27 23:00 | modify | 8 | 0.10 | 0.67320 | 0.66955 | 0.68005 | ||
24 | 2022.12.27 23:00 | modify | 7 | 0.10 | 0.67239 | 0.66955 | 0.68005 | ||
25 | 2022.12.27 23:00 | modify | 6 | 0.10 | 0.66605 | 0.66955 | 0.68005 | ||
26 | 2022.12.28 14:00 | t/p | 6 | 0.10 | 0.68005 | 0.66955 | 0.68005 | 138.48 | 10234.69 |
27 | 2022.12.28 14:00 | t/p | 7 | 0.10 | 0.68005 | 0.66955 | 0.68005 | 75.84 | 10310.53 |
28 | 2022.12.28 14:00 | t/p | 8 | 0.10 | 0.68005 | 0.66955 | 0.68005 | 68.12 | 10378.65 |
29 | 2023.01.04 12:00 | sell | 9 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
30 | 2023.01.04 12:00 | modify | 9 | 0.10 | 0.68713 | 0.69113 | 0.67313 | ||
31 | 2023.01.05 15:00 | sell | 10 | 0.10 | 0.67642 | 0.00000 | 0.00000 | ||
32 | 2023.01.05 15:00 | modify | 10 | 0.10 | 0.67642 | 0.68223 | 0.67313 | ||
33 | 2023.01.05 15:00 | modify | 9 | 0.10 | 0.68713 | 0.68223 | 0.67313 | ||
34 | 2023.01.06 12:00 | t/p | 9 | 0.10 | 0.67313 | 0.68223 | 0.67313 | 140.64 | 10519.30 |
35 | 2023.01.06 12:00 | t/p | 10 | 0.10 | 0.67313 | 0.68223 | 0.67313 | 33.06 | 10552.36 |
36 | 2023.01.19 03:00 | buy | 11 | 0.10 | 0.69080 | 0.00000 | 0.00000 | ||
37 | 2023.01.19 03:00 | modify | 11 | 0.10 | 0.69080 | 0.68680 | 0.70480 | ||
38 | 2023.01.20 20:00 | buy | 12 | 0.10 | 0.69725 | 0.00000 | 0.00000 | ||
39 | 2023.01.20 20:00 | modify | 12 | 0.10 | 0.69725 | 0.69150 | 0.70480 | ||
40 | 2023.01.20 20:00 | modify | 11 | 0.10 | 0.69080 | 0.69150 | 0.70480 | ||
41 | 2023.01.23 11:00 | buy | 13 | 0.10 | 0.70137 | 0.00000 | 0.00000 | ||
42 | 2023.01.23 11:00 | modify | 13 | 0.10 | 0.70137 | 0.69570 | 0.70480 | ||
43 | 2023.01.23 11:00 | modify | 12 | 0.10 | 0.69725 | 0.69570 | 0.70480 | ||
44 | 2023.01.23 11:00 | modify | 11 | 0.10 | 0.69080 | 0.69570 | 0.70480 | ||
45 | 2023.01.24 07:00 | t/p | 11 | 0.10 | 0.70480 | 0.69570 | 0.70480 | 138.86 | 10691.22 |
46 | 2023.01.24 07:00 | t/p | 12 | 0.10 | 0.70480 | 0.69570 | 0.70480 | 74.74 | 10765.96 |
47 | 2023.01.24 07:00 | t/p | 13 | 0.10 | 0.70480 | 0.69570 | 0.70480 | 33.92 | 10799.89 |
48 | 2023.02.02 01:00 | sell | 14 | 0.10 | 0.71456 | 0.00000 | 0.00000 | ||
49 | 2023.02.02 01:00 | modify | 14 | 0.10 | 0.71456 | 0.71856 | 0.70056 | ||
50 | 2023.02.02 17:00 | sell | 15 | 0.10 | 0.70819 | 0.00000 | 0.00000 | ||
51 | 2023.02.02 17:00 | modify | 15 | 0.10 | 0.70819 | 0.71386 | 0.70056 | ||
52 | 2023.02.02 17:00 | modify | 14 | 0.10 | 0.71456 | 0.71386 | 0.70056 | ||
53 | 2023.02.02 22:00 | sell | 16 | 0.10 | 0.70750 | 0.00000 | 0.00000 | ||
54 | 2023.02.02 22:00 | modify | 16 | 0.10 | 0.70750 | 0.71106 | 0.70056 | ||
55 | 2023.02.02 22:00 | modify | 15 | 0.10 | 0.70819 | 0.71106 | 0.70056 | ||
56 | 2023.02.02 22:00 | modify | 14 | 0.10 | 0.71456 | 0.71106 | 0.70056 | ||
57 | 2023.02.03 14:00 | t/p | 14 | 0.10 | 0.70056 | 0.71106 | 0.70056 | 140.16 | 10940.05 |
58 | 2023.02.03 14:00 | t/p | 15 | 0.10 | 0.70056 | 0.71106 | 0.70056 | 76.46 | 11016.51 |
59 | 2023.02.03 14:00 | t/p | 16 | 0.10 | 0.70056 | 0.71106 | 0.70056 | 69.56 | 11086.07 |
60 | 2023.02.03 18:00 | buy | 17 | 0.10 | 0.69483 | 0.00000 | 0.00000 | ||
61 | 2023.02.03 18:00 | modify | 17 | 0.10 | 0.69483 | 0.69083 | 0.70883 | ||
62 | 2023.02.05 22:00 | s/l | 17 | 0.10 | 0.69083 | 0.69083 | 0.70883 | -40.00 | 11046.07 |
63 | 2023.02.15 09:00 | buy | 18 | 0.10 | 0.69110 | 0.00000 | 0.00000 | ||
64 | 2023.02.15 09:00 | modify | 18 | 0.10 | 0.69110 | 0.68710 | 0.70510 | ||
65 | 2023.02.15 15:00 | s/l | 18 | 0.10 | 0.68710 | 0.68710 | 0.70510 | -40.00 | 11006.07 |
66 | 2023.04.03 18:00 | sell | 19 | 0.10 | 0.67784 | 0.00000 | 0.00000 | ||
67 | 2023.04.03 18:00 | modify | 19 | 0.10 | 0.67784 | 0.68184 | 0.66384 | ||
68 | 2023.04.06 01:00 | sell | 20 | 0.10 | 0.67066 | 0.00000 | 0.00000 | ||
69 | 2023.04.06 01:00 | modify | 20 | 0.10 | 0.67066 | 0.67434 | 0.66384 | ||
70 | 2023.04.06 01:00 | modify | 19 | 0.10 | 0.67784 | 0.67434 | 0.66384 | ||
71 | 2023.04.06 20:00 | sell | 21 | 0.10 | 0.66717 | 0.00000 | 0.00000 | ||
72 | 2023.04.06 20:00 | modify | 21 | 0.10 | 0.66717 | 0.67294 | 0.66384 | ||
73 | 2023.04.06 20:00 | modify | 20 | 0.10 | 0.67066 | 0.67294 | 0.66384 | ||
74 | 2023.04.06 20:00 | modify | 19 | 0.10 | 0.67784 | 0.67294 | 0.66384 | ||
75 | 2023.04.10 13:00 | t/p | 19 | 0.10 | 0.66384 | 0.67294 | 0.66384 | 141.13 | 11147.20 |
76 | 2023.04.10 13:00 | t/p | 20 | 0.10 | 0.66384 | 0.67294 | 0.66384 | 68.52 | 11215.72 |
77 | 2023.04.10 13:00 | t/p | 21 | 0.10 | 0.66384 | 0.67294 | 0.66384 | 33.62 | 11249.34 |
78 | 2023.06.06 06:00 | sell | 22 | 0.10 | 0.66600 | 0.00000 | 0.00000 | ||
79 | 2023.06.06 06:00 | modify | 22 | 0.10 | 0.66600 | 0.67000 | 0.65200 | ||
80 | 2023.06.07 11:00 | s/l | 22 | 0.10 | 0.67000 | 0.67000 | 0.65200 | -39.84 | 11209.50 |
81 | 2023.08.10 14:00 | sell | 23 | 0.10 | 0.65838 | 0.00000 | 0.00000 | ||
82 | 2023.08.10 14:00 | modify | 23 | 0.10 | 0.65838 | 0.66238 | 0.64438 | ||
83 | 2023.08.10 21:00 | sell | 24 | 0.10 | 0.65136 | 0.00000 | 0.00000 | ||
84 | 2023.08.10 21:00 | modify | 24 | 0.10 | 0.65136 | 0.65488 | 0.64438 | ||
85 | 2023.08.10 21:00 | modify | 23 | 0.10 | 0.65838 | 0.65488 | 0.64438 | ||
86 | 2023.08.11 03:00 | sell | 25 | 0.10 | 0.65197 | 0.00000 | 0.00000 | ||
87 | 2023.08.11 03:00 | modify | 25 | 0.10 | 0.65197 | 0.65768 | 0.64438 | ||
88 | 2023.08.11 04:00 | modify | 25 | 0.10 | 0.65197 | 0.65488 | 0.64438 | ||
89 | 2023.08.14 01:00 | sell | 26 | 0.10 | 0.64770 | 0.00000 | 0.00000 | ||
90 | 2023.08.14 01:00 | modify | 26 | 0.10 | 0.64770 | 0.65348 | 0.64438 | ||
91 | 2023.08.14 01:00 | modify | 24 | 0.10 | 0.65136 | 0.65348 | 0.64438 | ||
92 | 2023.08.14 01:00 | modify | 25 | 0.10 | 0.65197 | 0.65348 | 0.64438 | ||
93 | 2023.08.14 01:00 | modify | 23 | 0.10 | 0.65838 | 0.65348 | 0.64438 | ||
94 | 2023.08.16 01:00 | t/p | 23 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 140.64 | 11350.15 |
95 | 2023.08.16 01:00 | t/p | 24 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 70.44 | 11420.59 |
96 | 2023.08.16 01:00 | t/p | 25 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 76.38 | 11496.98 |
97 | 2023.08.16 01:00 | t/p | 26 | 0.10 | 0.64438 | 0.65348 | 0.64438 | 33.52 | 11530.50 |
98 | 2023.09.05 09:00 | buy | 27 | 0.10 | 0.63797 | 0.00000 | 0.00000 | ||
99 | 2023.09.05 09:00 | modify | 27 | 0.10 | 0.63797 | 0.63397 | 0.65197 | ||
100 | 2023.09.14 06:00 | buy | 28 | 0.10 | 0.64431 | 0.00000 | 0.00000 | ||
101 | 2023.09.14 06:00 | modify | 28 | 0.10 | 0.64431 | 0.63867 | 0.65197 | ||
102 | 2023.09.14 06:00 | modify | 27 | 0.10 | 0.63797 | 0.63867 | 0.65197 | ||
103 | 2023.09.14 17:00 | buy | 29 | 0.10 | 0.64507 | 0.00000 | 0.00000 | ||
104 | 2023.09.14 17:00 | modify | 29 | 0.10 | 0.64507 | 0.64147 | 0.65197 | ||
105 | 2023.09.14 17:00 | modify | 28 | 0.10 | 0.64431 | 0.64147 | 0.65197 | ||
106 | 2023.09.14 17:00 | modify | 27 | 0.10 | 0.63797 | 0.64147 | 0.65197 | ||
107 | 2023.09.21 03:00 | s/l | 27 | 0.10 | 0.64147 | 0.64147 | 0.65197 | 28.18 | 11558.68 |
108 | 2023.09.21 03:00 | s/l | 28 | 0.10 | 0.64147 | 0.64147 | 0.65197 | -31.05 | 11527.63 |
109 | 2023.09.21 03:00 | s/l | 29 | 0.10 | 0.64147 | 0.64147 | 0.65197 | -38.65 | 11488.98 |