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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1428.91 | Gross profit | 1951.11 | Gross loss | -522.19 |
Profit factor | 3.74 | Expected payoff | 49.27 | ||
Absolute drawdown | 243.17 | Maximal drawdown | 329.17 (3.26%) | Relative drawdown | 3.26% (329.17) |
Total trades | 29 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 22 (77.27%) |
Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
Largest | profit trade | 141.77 | loss trade | -124.17 | |
Average | profit trade | 88.69 | loss trade | -74.60 | |
Maximum | consecutive wins (profit in money) | 10 (926.72) | consecutive losses (loss in money) | 2 (-169.99) | |
Maximal | consecutive profit (count of wins) | 926.72 (10) | consecutive loss (count of losses) | -169.99 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.11 04:00 | buy | 1 | 0.10 | 0.62652 | 0.00000 | 0.00000 | ||
2 | 2022.10.11 04:00 | modify | 1 | 0.10 | 0.62652 | 0.61452 | 0.64052 | ||
3 | 2022.10.11 16:00 | buy | 2 | 0.10 | 0.63308 | 0.00000 | 0.00000 | ||
4 | 2022.10.11 16:00 | modify | 2 | 0.10 | 0.63308 | 0.62792 | 0.64052 | ||
5 | 2022.10.11 16:00 | modify | 1 | 0.10 | 0.62652 | 0.62792 | 0.64052 | ||
6 | 2022.10.11 20:00 | s/l | 1 | 0.10 | 0.62792 | 0.62792 | 0.64052 | 14.00 | 10014.00 |
7 | 2022.10.11 20:00 | s/l | 2 | 0.10 | 0.62792 | 0.62792 | 0.64052 | -51.60 | 9962.40 |
8 | 2022.10.14 04:00 | sell | 3 | 0.10 | 0.63319 | 0.00000 | 0.00000 | ||
9 | 2022.10.14 04:00 | modify | 3 | 0.10 | 0.63319 | 0.64519 | 0.61919 | ||
10 | 2022.10.26 08:00 | s/l | 3 | 0.10 | 0.64519 | 0.64519 | 0.61919 | -118.39 | 9844.01 |
11 | 2022.12.09 04:00 | sell | 4 | 0.10 | 0.67923 | 0.00000 | 0.00000 | ||
12 | 2022.12.09 04:00 | modify | 4 | 0.10 | 0.67923 | 0.69123 | 0.66523 | ||
13 | 2022.12.15 16:00 | sell | 5 | 0.10 | 0.67220 | 0.00000 | 0.00000 | ||
14 | 2022.12.15 16:00 | modify | 5 | 0.10 | 0.67220 | 0.67503 | 0.66523 | ||
15 | 2022.12.15 16:00 | modify | 4 | 0.10 | 0.67923 | 0.67503 | 0.66523 | ||
16 | 2022.12.20 08:00 | t/p | 4 | 0.10 | 0.66523 | 0.67503 | 0.66523 | 141.45 | 9985.46 |
17 | 2022.12.20 08:00 | t/p | 5 | 0.10 | 0.66523 | 0.67503 | 0.66523 | 70.18 | 10055.65 |
18 | 2023.01.03 12:00 | buy | 6 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
19 | 2023.01.03 12:00 | modify | 6 | 0.10 | 0.67006 | 0.65806 | 0.68406 | ||
20 | 2023.01.04 04:00 | buy | 7 | 0.10 | 0.67852 | 0.00000 | 0.00000 | ||
21 | 2023.01.04 04:00 | modify | 7 | 0.10 | 0.67852 | 0.67636 | 0.68406 | ||
22 | 2023.01.04 04:00 | modify | 6 | 0.10 | 0.67006 | 0.67636 | 0.68406 | ||
23 | 2023.01.04 08:00 | t/p | 6 | 0.10 | 0.68406 | 0.67636 | 0.68406 | 139.62 | 10195.27 |
24 | 2023.01.04 08:00 | t/p | 7 | 0.10 | 0.68406 | 0.67636 | 0.68406 | 55.40 | 10250.67 |
25 | 2023.01.25 04:00 | sell | 8 | 0.10 | 0.71000 | 0.00000 | 0.00000 | ||
26 | 2023.01.25 04:00 | modify | 8 | 0.10 | 0.71000 | 0.72200 | 0.69600 | ||
27 | 2023.02.03 16:00 | t/p | 8 | 0.10 | 0.69600 | 0.72200 | 0.69600 | 141.77 | 10392.44 |
28 | 2023.02.24 12:00 | buy | 9 | 0.10 | 0.67688 | 0.00000 | 0.00000 | ||
29 | 2023.02.24 12:00 | modify | 9 | 0.10 | 0.67688 | 0.66488 | 0.69088 | ||
30 | 2023.03.07 16:00 | s/l | 9 | 0.10 | 0.66488 | 0.66488 | 0.69088 | -123.41 | 10269.03 |
31 | 2023.04.10 16:00 | buy | 10 | 0.10 | 0.66272 | 0.00000 | 0.00000 | ||
32 | 2023.04.10 16:00 | modify | 10 | 0.10 | 0.66272 | 0.65072 | 0.67672 | ||
33 | 2023.04.13 00:00 | buy | 11 | 0.10 | 0.66990 | 0.00000 | 0.00000 | ||
34 | 2023.04.13 00:00 | modify | 11 | 0.10 | 0.66990 | 0.66692 | 0.67672 | ||
35 | 2023.04.13 00:00 | modify | 10 | 0.10 | 0.66272 | 0.66692 | 0.67672 | ||
36 | 2023.04.13 04:00 | buy | 12 | 0.10 | 0.67119 | 0.00000 | 0.00000 | ||
37 | 2023.04.13 04:00 | modify | 12 | 0.10 | 0.67119 | 0.66902 | 0.67672 | ||
38 | 2023.04.13 04:00 | modify | 11 | 0.10 | 0.66990 | 0.66902 | 0.67672 | ||
39 | 2023.04.13 04:00 | modify | 10 | 0.10 | 0.66272 | 0.66902 | 0.67672 | ||
40 | 2023.04.13 16:00 | t/p | 10 | 0.10 | 0.67672 | 0.66902 | 0.67672 | 138.11 | 10407.14 |
41 | 2023.04.13 16:00 | t/p | 11 | 0.10 | 0.67672 | 0.66902 | 0.67672 | 68.20 | 10475.34 |
42 | 2023.04.13 16:00 | t/p | 12 | 0.10 | 0.67672 | 0.66902 | 0.67672 | 55.30 | 10530.64 |
43 | 2023.04.25 16:00 | buy | 13 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
44 | 2023.04.25 16:00 | modify | 13 | 0.10 | 0.66280 | 0.65080 | 0.67680 | ||
45 | 2023.05.04 20:00 | buy | 14 | 0.10 | 0.66934 | 0.00000 | 0.00000 | ||
46 | 2023.05.04 20:00 | modify | 14 | 0.10 | 0.66934 | 0.66420 | 0.67680 | ||
47 | 2023.05.04 20:00 | modify | 13 | 0.10 | 0.66280 | 0.66420 | 0.67680 | ||
48 | 2023.05.05 00:00 | buy | 15 | 0.10 | 0.66987 | 0.00000 | 0.00000 | ||
49 | 2023.05.05 00:00 | modify | 15 | 0.10 | 0.66987 | 0.66700 | 0.67680 | ||
50 | 2023.05.05 00:00 | modify | 14 | 0.10 | 0.66934 | 0.66700 | 0.67680 | ||
51 | 2023.05.05 00:00 | modify | 13 | 0.10 | 0.66280 | 0.66700 | 0.67680 | ||
52 | 2023.05.08 04:00 | t/p | 13 | 0.10 | 0.67680 | 0.66700 | 0.67680 | 135.08 | 10665.71 |
53 | 2023.05.08 04:00 | t/p | 14 | 0.10 | 0.67680 | 0.66700 | 0.67680 | 73.84 | 10739.56 |
54 | 2023.05.08 04:00 | t/p | 15 | 0.10 | 0.67680 | 0.66700 | 0.67680 | 68.92 | 10808.48 |
55 | 2023.05.08 08:00 | sell | 16 | 0.10 | 0.67818 | 0.00000 | 0.00000 | ||
56 | 2023.05.08 08:00 | modify | 16 | 0.10 | 0.67818 | 0.69018 | 0.66418 | ||
57 | 2023.05.12 20:00 | t/p | 16 | 0.10 | 0.66418 | 0.69018 | 0.66418 | 140.97 | 10949.45 |
58 | 2023.05.25 16:00 | buy | 17 | 0.10 | 0.65069 | 0.00000 | 0.00000 | ||
59 | 2023.05.25 16:00 | modify | 17 | 0.10 | 0.65069 | 0.63869 | 0.66469 | ||
60 | 2023.06.01 16:00 | buy | 18 | 0.10 | 0.65788 | 0.00000 | 0.00000 | ||
61 | 2023.06.01 16:00 | modify | 18 | 0.10 | 0.65788 | 0.65489 | 0.66469 | ||
62 | 2023.06.01 16:00 | modify | 17 | 0.10 | 0.65069 | 0.65489 | 0.66469 | ||
63 | 2023.06.06 08:00 | t/p | 17 | 0.10 | 0.66469 | 0.65489 | 0.66469 | 136.21 | 11085.66 |
64 | 2023.06.06 08:00 | t/p | 18 | 0.10 | 0.66469 | 0.65489 | 0.66469 | 66.96 | 11152.62 |
65 | 2023.06.14 16:00 | sell | 19 | 0.10 | 0.68303 | 0.00000 | 0.00000 | ||
66 | 2023.06.14 16:00 | modify | 19 | 0.10 | 0.68303 | 0.69503 | 0.66903 | ||
67 | 2023.06.21 12:00 | sell | 20 | 0.10 | 0.67601 | 0.00000 | 0.00000 | ||
68 | 2023.06.21 12:00 | modify | 20 | 0.10 | 0.67601 | 0.67883 | 0.66903 | ||
69 | 2023.06.21 12:00 | modify | 19 | 0.10 | 0.68303 | 0.67883 | 0.66903 | ||
70 | 2023.06.21 20:00 | s/l | 19 | 0.10 | 0.67883 | 0.67883 | 0.66903 | 43.13 | 11195.75 |
71 | 2023.06.21 20:00 | s/l | 20 | 0.10 | 0.67883 | 0.67883 | 0.66903 | -28.20 | 11167.55 |
72 | 2023.06.23 04:00 | buy | 21 | 0.10 | 0.67101 | 0.00000 | 0.00000 | ||
73 | 2023.06.23 04:00 | modify | 21 | 0.10 | 0.67101 | 0.65901 | 0.68501 | ||
74 | 2023.07.13 00:00 | buy | 22 | 0.10 | 0.67951 | 0.00000 | 0.00000 | ||
75 | 2023.07.13 00:00 | modify | 22 | 0.10 | 0.67951 | 0.67731 | 0.68501 | ||
76 | 2023.07.13 00:00 | modify | 21 | 0.10 | 0.67101 | 0.67731 | 0.68501 | ||
77 | 2023.07.13 12:00 | t/p | 21 | 0.10 | 0.68501 | 0.67731 | 0.68501 | 132.42 | 11299.97 |
78 | 2023.07.13 12:00 | t/p | 22 | 0.10 | 0.68501 | 0.67731 | 0.68501 | 55.00 | 11354.97 |
79 | 2023.07.19 12:00 | buy | 23 | 0.10 | 0.67665 | 0.00000 | 0.00000 | ||
80 | 2023.07.19 12:00 | modify | 23 | 0.10 | 0.67665 | 0.66465 | 0.69065 | ||
81 | 2023.07.28 08:00 | s/l | 23 | 0.10 | 0.66465 | 0.66465 | 0.69065 | -124.17 | 11230.81 |
82 | 2023.08.17 04:00 | buy | 24 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
83 | 2023.08.17 04:00 | modify | 24 | 0.10 | 0.63847 | 0.62647 | 0.65247 | ||
84 | 2023.08.23 16:00 | buy | 25 | 0.10 | 0.64708 | 0.00000 | 0.00000 | ||
85 | 2023.08.23 16:00 | modify | 25 | 0.10 | 0.64708 | 0.64477 | 0.65247 | ||
86 | 2023.08.23 16:00 | modify | 24 | 0.10 | 0.63847 | 0.64477 | 0.65247 | ||
87 | 2023.08.24 12:00 | s/l | 24 | 0.10 | 0.64477 | 0.64477 | 0.65247 | 60.35 | 11291.16 |
88 | 2023.08.24 12:00 | s/l | 25 | 0.10 | 0.64477 | 0.64477 | 0.65247 | -24.24 | 11266.92 |
89 | 2023.09.05 08:00 | buy | 26 | 0.10 | 0.63794 | 0.00000 | 0.00000 | ||
90 | 2023.09.05 08:00 | modify | 26 | 0.10 | 0.63794 | 0.62594 | 0.65194 | ||
91 | 2023.09.18 16:00 | buy | 27 | 0.10 | 0.64437 | 0.00000 | 0.00000 | ||
92 | 2023.09.18 16:00 | modify | 27 | 0.10 | 0.64437 | 0.63934 | 0.65194 | ||
93 | 2023.09.18 16:00 | modify | 26 | 0.10 | 0.63794 | 0.63934 | 0.65194 | ||
94 | 2023.09.21 16:00 | s/l | 26 | 0.10 | 0.63934 | 0.63934 | 0.65194 | 7.18 | 11274.10 |
95 | 2023.09.21 16:00 | s/l | 27 | 0.10 | 0.63934 | 0.63934 | 0.65194 | -52.19 | 11221.91 |
96 | 2023.09.27 20:00 | buy | 28 | 0.10 | 0.63559 | 0.00000 | 0.00000 | ||
97 | 2023.09.27 20:00 | modify | 28 | 0.10 | 0.63559 | 0.62359 | 0.64959 | ||
98 | 2023.09.28 16:00 | buy | 29 | 0.10 | 0.64270 | 0.00000 | 0.00000 | ||
99 | 2023.09.28 16:00 | modify | 29 | 0.10 | 0.64270 | 0.63979 | 0.64959 | ||
100 | 2023.09.28 16:00 | modify | 28 | 0.10 | 0.63559 | 0.63979 | 0.64959 | ||
101 | 2023.09.29 12:00 | t/p | 28 | 0.10 | 0.64959 | 0.63979 | 0.64959 | 138.48 | 11360.39 |
102 | 2023.09.29 12:00 | t/p | 29 | 0.10 | 0.64959 | 0.63979 | 0.64959 | 68.52 | 11428.91 |