Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 312.69 | Gross profit | 975.62 | Gross loss | -662.93 |
Profit factor | 1.47 | Expected payoff | 10.78 | ||
Absolute drawdown | 148.93 | Maximal drawdown | 235.70 (2.25%) | Relative drawdown | 2.25% (235.70) |
Total trades | 29 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 7 (28.57%) |
Profit trades (% of total) | 13 (44.83%) | Loss trades (% of total) | 16 (55.17%) | ||
Largest | profit trade | 110.97 | loss trade | -51.52 | |
Average | profit trade | 75.05 | loss trade | -41.43 | |
Maximum | consecutive wins (profit in money) | 4 (286.51) | consecutive losses (loss in money) | 3 (-149.36) | |
Maximal | consecutive profit (count of wins) | 290.49 (3) | consecutive loss (count of losses) | -149.36 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.10 12:00 | buy | 1 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
2 | 2022.10.10 12:00 | modify | 1 | 0.10 | 0.63168 | 0.62668 | 0.64268 | ||
3 | 2022.10.11 04:00 | s/l | 1 | 0.10 | 0.62668 | 0.62668 | 0.64268 | -50.38 | 9949.62 |
4 | 2022.10.11 08:00 | buy | 2 | 0.10 | 0.62664 | 0.00000 | 0.00000 | ||
5 | 2022.10.11 08:00 | modify | 2 | 0.10 | 0.62664 | 0.62164 | 0.63764 | ||
6 | 2022.10.13 16:00 | s/l | 2 | 0.10 | 0.62164 | 0.62164 | 0.63764 | -51.52 | 9898.11 |
7 | 2022.10.27 04:00 | sell | 3 | 0.10 | 0.64949 | 0.00000 | 0.00000 | ||
8 | 2022.10.27 04:00 | modify | 3 | 0.10 | 0.64949 | 0.65449 | 0.63849 | ||
9 | 2022.10.27 12:00 | sell | 4 | 0.10 | 0.64427 | 0.00000 | 0.00000 | ||
10 | 2022.10.27 12:00 | modify | 4 | 0.10 | 0.64427 | 0.64674 | 0.63849 | ||
11 | 2022.10.27 12:00 | modify | 3 | 0.10 | 0.64949 | 0.64674 | 0.63849 | ||
12 | 2022.10.27 16:00 | s/l | 3 | 0.10 | 0.64674 | 0.64674 | 0.63849 | 27.50 | 9925.61 |
13 | 2022.10.27 16:00 | s/l | 4 | 0.10 | 0.64674 | 0.64674 | 0.63849 | -24.70 | 9900.91 |
14 | 2023.01.13 00:00 | sell | 5 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
15 | 2023.01.13 00:00 | modify | 5 | 0.10 | 0.69664 | 0.70164 | 0.68564 | ||
16 | 2023.01.16 04:00 | s/l | 5 | 0.10 | 0.70164 | 0.70164 | 0.68564 | -49.84 | 9851.07 |
17 | 2023.01.18 12:00 | sell | 6 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
18 | 2023.01.18 12:00 | modify | 6 | 0.10 | 0.70178 | 0.70678 | 0.69078 | ||
19 | 2023.01.19 04:00 | t/p | 6 | 0.10 | 0.69078 | 0.70678 | 0.69078 | 110.48 | 9961.55 |
20 | 2023.01.23 04:00 | sell | 7 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
21 | 2023.01.23 04:00 | modify | 7 | 0.10 | 0.69833 | 0.70333 | 0.68733 | ||
22 | 2023.01.23 16:00 | s/l | 7 | 0.10 | 0.70333 | 0.70333 | 0.68733 | -50.00 | 9911.55 |
23 | 2023.01.25 08:00 | sell | 8 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
24 | 2023.01.25 08:00 | modify | 8 | 0.10 | 0.70986 | 0.71486 | 0.69886 | ||
25 | 2023.01.31 12:00 | t/p | 8 | 0.10 | 0.69886 | 0.71486 | 0.69886 | 110.97 | 10022.52 |
26 | 2023.02.02 04:00 | sell | 9 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
27 | 2023.02.02 04:00 | modify | 9 | 0.10 | 0.71422 | 0.71922 | 0.70322 | ||
28 | 2023.02.02 16:00 | sell | 10 | 0.10 | 0.71014 | 0.00000 | 0.00000 | ||
29 | 2023.02.02 16:00 | modify | 10 | 0.10 | 0.71014 | 0.71367 | 0.70322 | ||
30 | 2023.02.02 16:00 | modify | 9 | 0.10 | 0.71422 | 0.71367 | 0.70322 | ||
31 | 2023.02.03 16:00 | t/p | 9 | 0.10 | 0.70322 | 0.71367 | 0.70322 | 110.16 | 10132.68 |
32 | 2023.02.03 16:00 | t/p | 10 | 0.10 | 0.70322 | 0.71367 | 0.70322 | 69.36 | 10202.04 |
33 | 2023.02.06 04:00 | buy | 11 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
34 | 2023.02.06 04:00 | modify | 11 | 0.10 | 0.69280 | 0.68780 | 0.70380 | ||
35 | 2023.02.06 16:00 | s/l | 11 | 0.10 | 0.68780 | 0.68780 | 0.70380 | -50.00 | 10152.04 |
36 | 2023.02.15 00:00 | sell | 12 | 0.10 | 0.69864 | 0.00000 | 0.00000 | ||
37 | 2023.02.15 00:00 | modify | 12 | 0.10 | 0.69864 | 0.70364 | 0.68764 | ||
38 | 2023.02.15 04:00 | sell | 13 | 0.10 | 0.69366 | 0.00000 | 0.00000 | ||
39 | 2023.02.15 04:00 | modify | 13 | 0.10 | 0.69366 | 0.69589 | 0.68764 | ||
40 | 2023.02.15 04:00 | modify | 12 | 0.10 | 0.69864 | 0.69589 | 0.68764 | ||
41 | 2023.02.15 16:00 | t/p | 12 | 0.10 | 0.68764 | 0.69589 | 0.68764 | 110.00 | 10262.04 |
42 | 2023.02.15 16:00 | t/p | 13 | 0.10 | 0.68764 | 0.69589 | 0.68764 | 60.20 | 10322.24 |
43 | 2023.04.04 00:00 | sell | 14 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
44 | 2023.04.04 00:00 | modify | 14 | 0.10 | 0.67859 | 0.68359 | 0.66759 | ||
45 | 2023.04.06 16:00 | t/p | 14 | 0.10 | 0.66759 | 0.68359 | 0.66759 | 110.64 | 10432.89 |
46 | 2023.05.02 12:00 | sell | 15 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
47 | 2023.05.02 12:00 | modify | 15 | 0.10 | 0.67005 | 0.67505 | 0.65905 | ||
48 | 2023.05.03 08:00 | sell | 16 | 0.10 | 0.66609 | 0.00000 | 0.00000 | ||
49 | 2023.05.03 08:00 | modify | 16 | 0.10 | 0.66609 | 0.66950 | 0.65905 | ||
50 | 2023.05.03 08:00 | modify | 15 | 0.10 | 0.67005 | 0.66950 | 0.65905 | ||
51 | 2023.05.03 20:00 | s/l | 15 | 0.10 | 0.66950 | 0.66950 | 0.65905 | 5.66 | 10438.55 |
52 | 2023.05.03 20:00 | s/l | 16 | 0.10 | 0.66950 | 0.66950 | 0.65905 | -34.10 | 10404.45 |
53 | 2023.05.05 08:00 | sell | 17 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
54 | 2023.05.05 08:00 | modify | 17 | 0.10 | 0.67310 | 0.67810 | 0.66210 | ||
55 | 2023.05.08 08:00 | s/l | 17 | 0.10 | 0.67810 | 0.67810 | 0.66210 | -49.84 | 10354.61 |
56 | 2023.05.25 00:00 | buy | 18 | 0.10 | 0.65456 | 0.00000 | 0.00000 | ||
57 | 2023.05.25 00:00 | modify | 18 | 0.10 | 0.65456 | 0.64956 | 0.66556 | ||
58 | 2023.05.26 04:00 | s/l | 18 | 0.10 | 0.64956 | 0.64956 | 0.66556 | -50.38 | 10304.23 |
59 | 2023.05.31 12:00 | buy | 19 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
60 | 2023.05.31 12:00 | modify | 19 | 0.10 | 0.64795 | 0.64295 | 0.65895 | ||
61 | 2023.06.02 04:00 | t/p | 19 | 0.10 | 0.65895 | 0.64295 | 0.65895 | 108.48 | 10412.71 |
62 | 2023.06.02 08:00 | sell | 20 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
63 | 2023.06.02 08:00 | modify | 20 | 0.10 | 0.66099 | 0.66599 | 0.64999 | ||
64 | 2023.06.06 08:00 | s/l | 20 | 0.10 | 0.66599 | 0.66599 | 0.64999 | -49.68 | 10363.04 |
65 | 2023.06.06 12:00 | sell | 21 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
66 | 2023.06.06 12:00 | modify | 21 | 0.10 | 0.66617 | 0.67117 | 0.65517 | ||
67 | 2023.06.07 16:00 | s/l | 21 | 0.10 | 0.67117 | 0.67117 | 0.65517 | -49.84 | 10313.20 |
68 | 2023.06.09 00:00 | sell | 22 | 0.10 | 0.67120 | 0.00000 | 0.00000 | ||
69 | 2023.06.09 00:00 | modify | 22 | 0.10 | 0.67120 | 0.67620 | 0.66020 | ||
70 | 2023.06.12 08:00 | s/l | 22 | 0.10 | 0.67620 | 0.67620 | 0.66020 | -49.84 | 10263.36 |
71 | 2023.07.26 00:00 | sell | 23 | 0.10 | 0.67870 | 0.00000 | 0.00000 | ||
72 | 2023.07.26 00:00 | modify | 23 | 0.10 | 0.67870 | 0.68370 | 0.66770 | ||
73 | 2023.07.28 04:00 | t/p | 23 | 0.10 | 0.66770 | 0.68370 | 0.66770 | 110.64 | 10374.00 |
74 | 2023.08.03 12:00 | buy | 24 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
75 | 2023.08.03 12:00 | modify | 24 | 0.10 | 0.65311 | 0.64811 | 0.66411 | ||
76 | 2023.08.10 12:00 | buy | 25 | 0.10 | 0.65712 | 0.00000 | 0.00000 | ||
77 | 2023.08.10 12:00 | modify | 25 | 0.10 | 0.65712 | 0.65366 | 0.66411 | ||
78 | 2023.08.10 12:00 | modify | 24 | 0.10 | 0.65311 | 0.65366 | 0.66411 | ||
79 | 2023.08.10 20:00 | s/l | 24 | 0.10 | 0.65366 | 0.65366 | 0.66411 | 2.85 | 10376.85 |
80 | 2023.08.10 20:00 | s/l | 25 | 0.10 | 0.65366 | 0.65366 | 0.66411 | -34.60 | 10342.25 |
81 | 2023.08.24 04:00 | sell | 26 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
82 | 2023.08.24 04:00 | modify | 26 | 0.10 | 0.64798 | 0.65298 | 0.63698 | ||
83 | 2023.08.24 12:00 | sell | 27 | 0.10 | 0.64384 | 0.00000 | 0.00000 | ||
84 | 2023.08.24 12:00 | modify | 27 | 0.10 | 0.64384 | 0.64743 | 0.63698 | ||
85 | 2023.08.24 12:00 | modify | 26 | 0.10 | 0.64798 | 0.64743 | 0.63698 | ||
86 | 2023.08.24 16:00 | sell | 28 | 0.10 | 0.64242 | 0.00000 | 0.00000 | ||
87 | 2023.08.24 16:00 | modify | 28 | 0.10 | 0.64242 | 0.64413 | 0.63698 | ||
88 | 2023.08.24 16:00 | modify | 27 | 0.10 | 0.64384 | 0.64413 | 0.63698 | ||
89 | 2023.08.24 16:00 | modify | 26 | 0.10 | 0.64798 | 0.64413 | 0.63698 | ||
90 | 2023.08.25 16:00 | s/l | 26 | 0.10 | 0.64413 | 0.64413 | 0.63698 | 38.66 | 10380.91 |
91 | 2023.08.25 16:00 | s/l | 27 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -2.74 | 10378.17 |
92 | 2023.08.25 16:00 | s/l | 28 | 0.10 | 0.64413 | 0.64413 | 0.63698 | -16.94 | 10361.24 |
93 | 2023.09.11 12:00 | sell | 29 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
94 | 2023.09.11 12:00 | modify | 29 | 0.10 | 0.64304 | 0.64804 | 0.63204 | ||
95 | 2023.09.20 12:00 | s/l | 29 | 0.10 | 0.64804 | 0.64804 | 0.63204 | -48.55 | 10312.69 |