Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79762 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 748.56 | Gross profit | 982.67 | Gross loss | -234.10 |
Profit factor | 4.20 | Expected payoff | 29.94 | ||
Absolute drawdown | 25.65 | Maximal drawdown | 197.09 (1.84%) | Relative drawdown | 1.84% (197.09) |
Total trades | 25 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 96.05 | loss trade | -64.38 | |
Average | profit trade | 57.80 | loss trade | -29.26 | |
Maximum | consecutive wins (profit in money) | 8 (512.29) | consecutive losses (loss in money) | 4 (-163.05) | |
Maximal | consecutive profit (count of wins) | 512.29 (8) | consecutive loss (count of losses) | -163.05 (4) | |
Average | consecutive wins | 6 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 1.53612 | 1.54612 | 1.52112 | ||
3 | 2022.10.05 16:20 | sell | 2 | 0.10 | 1.52632 | 0.00000 | 0.00000 | ||
4 | 2022.10.05 16:20 | modify | 2 | 0.10 | 1.52632 | 1.53087 | 1.52112 | ||
5 | 2022.10.05 16:20 | modify | 1 | 0.10 | 1.53612 | 1.53087 | 1.52112 | ||
6 | 2022.10.05 19:20 | t/p | 1 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 96.05 | 10096.05 |
7 | 2022.10.05 19:20 | t/p | 2 | 0.10 | 1.52112 | 1.53087 | 1.52112 | 33.34 | 10129.39 |
8 | 2022.11.09 20:00 | sell | 3 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
9 | 2022.11.09 20:00 | modify | 3 | 0.10 | 1.55710 | 1.56710 | 1.54210 | ||
10 | 2022.11.10 14:55 | sell | 4 | 0.10 | 1.55105 | 0.00000 | 0.00000 | ||
11 | 2022.11.10 14:55 | modify | 4 | 0.10 | 1.55105 | 1.55635 | 1.54210 | ||
12 | 2022.11.10 14:55 | modify | 3 | 0.10 | 1.55710 | 1.55635 | 1.54210 | ||
13 | 2022.11.10 15:05 | sell | 5 | 0.10 | 1.55035 | 0.00000 | 0.00000 | ||
14 | 2022.11.10 15:05 | modify | 5 | 0.10 | 1.55035 | 1.55335 | 1.54210 | ||
15 | 2022.11.10 15:05 | modify | 4 | 0.10 | 1.55105 | 1.55335 | 1.54210 | ||
16 | 2022.11.10 15:05 | modify | 3 | 0.10 | 1.55710 | 1.55335 | 1.54210 | ||
17 | 2022.11.10 20:30 | t/p | 3 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 95.79 | 10225.18 |
18 | 2022.11.10 20:30 | t/p | 4 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 57.38 | 10282.56 |
19 | 2022.11.10 20:30 | t/p | 5 | 0.10 | 1.54210 | 1.55335 | 1.54210 | 52.89 | 10335.45 |
20 | 2022.12.12 20:00 | sell | 6 | 0.10 | 1.56069 | 0.00000 | 0.00000 | ||
21 | 2022.12.12 20:00 | modify | 6 | 0.10 | 1.56069 | 1.57069 | 1.54569 | ||
22 | 2022.12.13 12:50 | sell | 7 | 0.10 | 1.55458 | 0.00000 | 0.00000 | ||
23 | 2022.12.13 12:50 | modify | 7 | 0.10 | 1.55458 | 1.55994 | 1.54569 | ||
24 | 2022.12.13 12:50 | modify | 6 | 0.10 | 1.56069 | 1.55994 | 1.54569 | ||
25 | 2022.12.13 14:40 | t/p | 6 | 0.10 | 1.54569 | 1.55994 | 1.54569 | 96.05 | 10431.49 |
26 | 2022.12.13 14:40 | t/p | 7 | 0.10 | 1.54569 | 1.55994 | 1.54569 | 57.01 | 10488.50 |
27 | 2023.02.27 20:00 | sell | 8 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
28 | 2023.02.27 20:00 | modify | 8 | 0.10 | 1.57482 | 1.58482 | 1.55982 | ||
29 | 2023.03.01 04:30 | sell | 9 | 0.10 | 1.56881 | 0.00000 | 0.00000 | ||
30 | 2023.03.01 04:30 | modify | 9 | 0.10 | 1.56881 | 1.57407 | 1.55982 | ||
31 | 2023.03.01 04:30 | modify | 8 | 0.10 | 1.57482 | 1.57407 | 1.55982 | ||
32 | 2023.03.01 06:30 | sell | 10 | 0.10 | 1.56785 | 0.00000 | 0.00000 | ||
33 | 2023.03.01 06:30 | modify | 10 | 0.10 | 1.56785 | 1.57107 | 1.55982 | ||
34 | 2023.03.01 06:30 | modify | 9 | 0.10 | 1.56881 | 1.57107 | 1.55982 | ||
35 | 2023.03.01 06:30 | modify | 8 | 0.10 | 1.57482 | 1.57107 | 1.55982 | ||
36 | 2023.03.01 07:30 | s/l | 8 | 0.10 | 1.57107 | 1.57107 | 1.55982 | 23.79 | 10512.29 |
37 | 2023.03.01 07:30 | s/l | 9 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -14.49 | 10497.80 |
38 | 2023.03.01 07:30 | s/l | 10 | 0.10 | 1.57107 | 1.57107 | 1.55982 | -20.65 | 10477.15 |
39 | 2023.04.03 20:00 | buy | 11 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
40 | 2023.04.03 20:00 | modify | 11 | 0.10 | 1.60669 | 1.59669 | 1.62169 | ||
41 | 2023.04.04 06:50 | buy | 12 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
42 | 2023.04.04 06:50 | modify | 12 | 0.10 | 1.61281 | 1.60744 | 1.62169 | ||
43 | 2023.04.04 06:50 | modify | 11 | 0.10 | 1.60669 | 1.60744 | 1.62169 | ||
44 | 2023.04.04 10:45 | buy | 13 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
45 | 2023.04.04 10:45 | modify | 13 | 0.10 | 1.61664 | 1.61194 | 1.62169 | ||
46 | 2023.04.04 10:45 | modify | 12 | 0.10 | 1.61281 | 1.61194 | 1.62169 | ||
47 | 2023.04.04 10:45 | modify | 11 | 0.10 | 1.60669 | 1.61194 | 1.62169 | ||
48 | 2023.04.04 14:30 | t/p | 11 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 95.97 | 10573.12 |
49 | 2023.04.04 14:30 | t/p | 12 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 56.93 | 10630.05 |
50 | 2023.04.04 14:30 | t/p | 13 | 0.10 | 1.62169 | 1.61194 | 1.62169 | 32.37 | 10662.42 |
51 | 2023.04.06 20:00 | sell | 14 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
52 | 2023.04.06 20:00 | modify | 14 | 0.10 | 1.63696 | 1.64696 | 1.62196 | ||
53 | 2023.04.11 04:05 | sell | 15 | 0.10 | 1.63094 | 0.00000 | 0.00000 | ||
54 | 2023.04.11 04:05 | modify | 15 | 0.10 | 1.63094 | 1.63621 | 1.62196 | ||
55 | 2023.04.11 04:05 | modify | 14 | 0.10 | 1.63696 | 1.63621 | 1.62196 | ||
56 | 2023.04.11 06:05 | sell | 16 | 0.10 | 1.63011 | 0.00000 | 0.00000 | ||
57 | 2023.04.11 06:05 | modify | 16 | 0.10 | 1.63011 | 1.63321 | 1.62196 | ||
58 | 2023.04.11 06:05 | modify | 15 | 0.10 | 1.63094 | 1.63321 | 1.62196 | ||
59 | 2023.04.11 06:05 | modify | 14 | 0.10 | 1.63696 | 1.63321 | 1.62196 | ||
60 | 2023.04.11 07:20 | s/l | 14 | 0.10 | 1.63321 | 1.63321 | 1.62196 | 23.66 | 10686.08 |
61 | 2023.04.11 07:20 | s/l | 15 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -14.55 | 10671.53 |
62 | 2023.04.11 07:20 | s/l | 16 | 0.10 | 1.63321 | 1.63321 | 1.62196 | -19.87 | 10651.66 |
63 | 2023.04.24 20:00 | sell | 17 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
64 | 2023.04.24 20:00 | modify | 17 | 0.10 | 1.64959 | 1.65959 | 1.63459 | ||
65 | 2023.04.26 01:40 | s/l | 17 | 0.10 | 1.65959 | 1.65959 | 1.63459 | -64.38 | 10587.28 |
66 | 2023.06.22 20:00 | sell | 18 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
67 | 2023.06.22 20:00 | modify | 18 | 0.10 | 1.62150 | 1.63150 | 1.60650 | ||
68 | 2023.06.23 03:40 | s/l | 18 | 0.10 | 1.63150 | 1.63150 | 1.60650 | -64.25 | 10523.03 |
69 | 2023.07.25 20:00 | buy | 19 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
70 | 2023.07.25 20:00 | modify | 19 | 0.10 | 1.62829 | 1.61829 | 1.64329 | ||
71 | 2023.07.26 02:35 | buy | 20 | 0.10 | 1.63504 | 0.00000 | 0.00000 | ||
72 | 2023.07.26 02:35 | modify | 20 | 0.10 | 1.63504 | 1.63204 | 1.64329 | ||
73 | 2023.07.26 02:35 | modify | 19 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
74 | 2023.07.26 03:40 | buy | 21 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
75 | 2023.07.26 03:40 | modify | 21 | 0.10 | 1.63458 | 1.62904 | 1.64329 | ||
76 | 2023.07.26 03:45 | modify | 21 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
77 | 2023.07.26 09:20 | buy | 22 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
78 | 2023.07.26 09:20 | modify | 22 | 0.10 | 1.63811 | 1.63354 | 1.64329 | ||
79 | 2023.07.26 09:20 | modify | 20 | 0.10 | 1.63504 | 1.63354 | 1.64329 | ||
80 | 2023.07.26 09:20 | modify | 21 | 0.10 | 1.63458 | 1.63354 | 1.64329 | ||
81 | 2023.07.26 09:20 | modify | 19 | 0.10 | 1.62829 | 1.63354 | 1.64329 | ||
82 | 2023.07.26 12:40 | t/p | 19 | 0.10 | 1.64329 | 1.63354 | 1.64329 | 95.98 | 10619.01 |
83 | 2023.07.26 12:40 | t/p | 20 | 0.10 | 1.64329 | 1.63354 | 1.64329 | 52.90 | 10671.91 |
84 | 2023.07.26 12:40 | t/p | 21 | 0.10 | 1.64329 | 1.63354 | 1.64329 | 55.84 | 10727.75 |
85 | 2023.07.26 12:40 | t/p | 22 | 0.10 | 1.64329 | 1.63354 | 1.64329 | 33.21 | 10760.96 |
86 | 2023.08.02 20:00 | sell | 23 | 0.10 | 1.67188 | 0.00000 | 0.00000 | ||
87 | 2023.08.02 20:00 | modify | 23 | 0.10 | 1.67188 | 1.68188 | 1.65688 | ||
88 | 2023.08.04 03:50 | sell | 24 | 0.10 | 1.66508 | 0.00000 | 0.00000 | ||
89 | 2023.08.04 03:50 | modify | 24 | 0.10 | 1.66508 | 1.66813 | 1.65688 | ||
90 | 2023.08.04 03:50 | modify | 23 | 0.10 | 1.67188 | 1.66813 | 1.65688 | ||
91 | 2023.08.04 05:05 | sell | 25 | 0.10 | 1.66558 | 0.00000 | 0.00000 | ||
92 | 2023.08.04 05:05 | modify | 25 | 0.10 | 1.66558 | 1.67113 | 1.65688 | ||
93 | 2023.08.04 05:10 | modify | 25 | 0.10 | 1.66558 | 1.66813 | 1.65688 | ||
94 | 2023.08.04 05:40 | s/l | 23 | 0.10 | 1.66813 | 1.66813 | 1.65688 | 23.52 | 10784.47 |
95 | 2023.08.04 05:40 | s/l | 24 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -19.56 | 10764.91 |
96 | 2023.08.04 05:40 | s/l | 25 | 0.10 | 1.66813 | 1.66813 | 1.65688 | -16.35 | 10748.56 |