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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 139.42 | Gross profit | 954.61 | Gross loss | -815.20 |
Profit factor | 1.17 | Expected payoff | 6.34 | ||
Absolute drawdown | 111.89 | Maximal drawdown | 315.90 (3.02%) | Relative drawdown | 3.02% (315.90) |
Total trades | 22 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 6 (33.33%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 141.77 | loss trade | -114.92 | |
Average | profit trade | 86.78 | loss trade | -74.11 | |
Maximum | consecutive wins (profit in money) | 3 (308.83) | consecutive losses (loss in money) | 2 (-226.82) | |
Maximal | consecutive profit (count of wins) | 308.83 (3) | consecutive loss (count of losses) | -226.82 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | 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 | 0.62068 | 0.64568 | ||
3 | 2022.10.13 16:00 | s/l | 1 | 0.10 | 0.62068 | 0.62068 | 0.64568 | -111.89 | 9888.11 |
4 | 2022.10.27 04:00 | sell | 2 | 0.10 | 0.64949 | 0.00000 | 0.00000 | ||
5 | 2022.10.27 04:00 | modify | 2 | 0.10 | 0.64949 | 0.66049 | 0.63549 | ||
6 | 2022.11.02 20:00 | t/p | 2 | 0.10 | 0.63549 | 0.66049 | 0.63549 | 140.64 | 10028.75 |
7 | 2023.01.18 12:00 | sell | 3 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
8 | 2023.01.18 12:00 | modify | 3 | 0.10 | 0.70178 | 0.71278 | 0.68778 | ||
9 | 2023.01.19 04:00 | sell | 4 | 0.10 | 0.69055 | 0.00000 | 0.00000 | ||
10 | 2023.01.19 04:00 | modify | 4 | 0.10 | 0.69055 | 0.69268 | 0.68778 | ||
11 | 2023.01.19 04:00 | modify | 3 | 0.10 | 0.70178 | 0.69268 | 0.68778 | ||
12 | 2023.01.19 12:00 | t/p | 3 | 0.10 | 0.68778 | 0.69268 | 0.68778 | 140.48 | 10169.23 |
13 | 2023.01.19 12:00 | t/p | 4 | 0.10 | 0.68778 | 0.69268 | 0.68778 | 27.70 | 10196.93 |
14 | 2023.01.23 04:00 | sell | 5 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
15 | 2023.01.23 04:00 | modify | 5 | 0.10 | 0.69833 | 0.70933 | 0.68433 | ||
16 | 2023.01.25 04:00 | s/l | 5 | 0.10 | 0.70933 | 0.70933 | 0.68433 | -109.68 | 10087.26 |
17 | 2023.01.25 08:00 | sell | 6 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
18 | 2023.01.25 08:00 | modify | 6 | 0.10 | 0.70986 | 0.72086 | 0.69586 | ||
19 | 2023.02.03 16:00 | t/p | 6 | 0.10 | 0.69586 | 0.72086 | 0.69586 | 141.77 | 10229.03 |
20 | 2023.02.06 04:00 | buy | 7 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
21 | 2023.02.06 04:00 | modify | 7 | 0.10 | 0.69280 | 0.68180 | 0.70680 | ||
22 | 2023.02.17 12:00 | s/l | 7 | 0.10 | 0.68180 | 0.68180 | 0.70680 | -114.92 | 10114.11 |
23 | 2023.05.02 12:00 | sell | 8 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
24 | 2023.05.02 12:00 | modify | 8 | 0.10 | 0.67005 | 0.68105 | 0.65605 | ||
25 | 2023.05.04 00:00 | sell | 9 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
26 | 2023.05.04 00:00 | modify | 9 | 0.10 | 0.66415 | 0.66935 | 0.65605 | ||
27 | 2023.05.04 00:00 | sell | 10 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
28 | 2023.05.04 00:00 | modify | 10 | 0.10 | 0.66415 | 0.66655 | 0.65605 | ||
29 | 2023.05.04 00:00 | modify | 8 | 0.10 | 0.67005 | 0.66655 | 0.65605 | ||
30 | 2023.05.04 04:00 | s/l | 8 | 0.10 | 0.66655 | 0.66655 | 0.65605 | 35.64 | 10149.75 |
31 | 2023.05.04 04:00 | s/l | 9 | 0.10 | 0.66935 | 0.66935 | 0.65605 | -52.00 | 10097.75 |
32 | 2023.05.04 04:00 | s/l | 10 | 0.10 | 0.66655 | 0.66655 | 0.65605 | -24.00 | 10073.75 |
33 | 2023.05.05 08:00 | sell | 11 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
34 | 2023.05.05 08:00 | modify | 11 | 0.10 | 0.67310 | 0.68410 | 0.65910 | ||
35 | 2023.05.16 12:00 | sell | 12 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
36 | 2023.05.16 12:00 | modify | 12 | 0.10 | 0.66721 | 0.67240 | 0.65910 | ||
37 | 2023.05.16 12:00 | sell | 13 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
38 | 2023.05.16 12:00 | modify | 13 | 0.10 | 0.66721 | 0.66960 | 0.65910 | ||
39 | 2023.05.16 12:00 | modify | 11 | 0.10 | 0.67310 | 0.66960 | 0.65910 | ||
40 | 2023.05.16 16:00 | modify | 12 | 0.10 | 0.66721 | 0.66960 | 0.65910 | ||
41 | 2023.05.18 16:00 | sell | 14 | 0.10 | 0.66167 | 0.00000 | 0.00000 | ||
42 | 2023.05.18 16:00 | modify | 14 | 0.10 | 0.66167 | 0.66400 | 0.65910 | ||
43 | 2023.05.18 16:00 | modify | 13 | 0.10 | 0.66721 | 0.66400 | 0.65910 | ||
44 | 2023.05.18 16:00 | modify | 12 | 0.10 | 0.66721 | 0.66400 | 0.65910 | ||
45 | 2023.05.18 16:00 | modify | 11 | 0.10 | 0.67310 | 0.66400 | 0.65910 | ||
46 | 2023.05.19 04:00 | s/l | 11 | 0.10 | 0.66400 | 0.66400 | 0.65910 | 93.26 | 10167.01 |
47 | 2023.05.19 04:00 | s/l | 12 | 0.10 | 0.66400 | 0.66400 | 0.65910 | 32.91 | 10199.91 |
48 | 2023.05.19 04:00 | s/l | 13 | 0.10 | 0.66400 | 0.66400 | 0.65910 | 32.91 | 10232.82 |
49 | 2023.05.19 04:00 | s/l | 14 | 0.10 | 0.66400 | 0.66400 | 0.65910 | -23.14 | 10209.68 |
50 | 2023.05.31 12:00 | buy | 15 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
51 | 2023.05.31 12:00 | modify | 15 | 0.10 | 0.64795 | 0.63695 | 0.66195 | ||
52 | 2023.06.02 12:00 | t/p | 15 | 0.10 | 0.66195 | 0.63695 | 0.66195 | 138.48 | 10348.17 |
53 | 2023.06.06 12:00 | sell | 16 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
54 | 2023.06.06 12:00 | modify | 16 | 0.10 | 0.66617 | 0.67717 | 0.65217 | ||
55 | 2023.06.12 12:00 | s/l | 16 | 0.10 | 0.67717 | 0.67717 | 0.65217 | -109.03 | 10239.13 |
56 | 2023.06.23 16:00 | buy | 17 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
57 | 2023.06.23 16:00 | modify | 17 | 0.10 | 0.66887 | 0.65787 | 0.68287 | ||
58 | 2023.07.13 08:00 | t/p | 17 | 0.10 | 0.68287 | 0.65787 | 0.68287 | 132.42 | 10371.56 |
59 | 2023.07.21 16:00 | buy | 18 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
60 | 2023.07.21 16:00 | modify | 18 | 0.10 | 0.67386 | 0.66286 | 0.68786 | ||
61 | 2023.07.28 08:00 | s/l | 18 | 0.10 | 0.66286 | 0.66286 | 0.68786 | -112.65 | 10258.91 |
62 | 2023.08.03 12:00 | buy | 19 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
63 | 2023.08.03 12:00 | modify | 19 | 0.10 | 0.65311 | 0.64211 | 0.66711 | ||
64 | 2023.08.16 20:00 | s/l | 19 | 0.10 | 0.64211 | 0.64211 | 0.66711 | -114.17 | 10144.74 |
65 | 2023.08.24 04:00 | sell | 20 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
66 | 2023.08.24 04:00 | modify | 20 | 0.10 | 0.64798 | 0.65898 | 0.63398 | ||
67 | 2023.09.12 12:00 | sell | 21 | 0.10 | 0.64223 | 0.00000 | 0.00000 | ||
68 | 2023.09.12 12:00 | modify | 21 | 0.10 | 0.64223 | 0.64728 | 0.63398 | ||
69 | 2023.09.12 12:00 | sell | 22 | 0.10 | 0.64223 | 0.00000 | 0.00000 | ||
70 | 2023.09.12 12:00 | modify | 22 | 0.10 | 0.64223 | 0.64448 | 0.63398 | ||
71 | 2023.09.12 12:00 | modify | 20 | 0.10 | 0.64798 | 0.64448 | 0.63398 | ||
72 | 2023.09.12 16:00 | modify | 21 | 0.10 | 0.64223 | 0.64448 | 0.63398 | ||
73 | 2023.09.14 04:00 | s/l | 20 | 0.10 | 0.64448 | 0.64448 | 0.63398 | 38.39 | 10183.13 |
74 | 2023.09.14 04:00 | s/l | 21 | 0.10 | 0.64448 | 0.64448 | 0.63398 | -21.86 | 10161.27 |
75 | 2023.09.14 04:00 | s/l | 22 | 0.10 | 0.64448 | 0.64448 | 0.63398 | -21.86 | 10139.42 |