Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7263 | Ticks modelled | 156259 | Modelling quality | n/a |
Mismatched charts errors | 41 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1624.53 | Gross profit | 1860.65 | Gross loss | -236.13 |
Profit factor | 7.88 | Expected payoff | 47.78 | ||
Absolute drawdown | 92.82 | Maximal drawdown | 289.36 (2.57%) | Relative drawdown | 2.57% (289.36) |
Total trades | 34 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 20 (90.00%) |
Profit trades (% of total) | 29 (85.29%) | Loss trades (% of total) | 5 (14.71%) | ||
Largest | profit trade | 130.22 | loss trade | -48.50 | |
Average | profit trade | 64.16 | loss trade | -47.23 | |
Maximum | consecutive wins (profit in money) | 13 (924.17) | consecutive losses (loss in money) | 1 (-48.50) | |
Maximal | consecutive profit (count of wins) | 924.17 (13) | consecutive loss (count of losses) | -48.50 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.13 15:00 | sell | 1 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
2 | 2022.12.13 15:00 | modify | 1 | 0.10 | 1.06454 | 1.07454 | 1.05154 | ||
3 | 2022.12.15 17:20 | sell | 2 | 0.10 | 1.05925 | 0.00000 | 0.00000 | ||
4 | 2022.12.15 17:20 | modify | 2 | 0.10 | 1.05925 | 1.06389 | 1.05154 | ||
5 | 2022.12.15 17:20 | modify | 1 | 0.10 | 1.06454 | 1.06389 | 1.05154 | ||
6 | 2022.12.15 19:50 | s/l | 1 | 0.10 | 1.06389 | 1.06389 | 1.05154 | 7.38 | 10007.38 |
7 | 2022.12.15 19:50 | s/l | 2 | 0.10 | 1.06389 | 1.06389 | 1.05154 | -46.40 | 9960.98 |
8 | 2023.01.05 17:00 | buy | 3 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
9 | 2023.01.05 17:00 | modify | 3 | 0.10 | 1.05238 | 1.04238 | 1.06538 | ||
10 | 2023.01.06 15:15 | buy | 4 | 0.10 | 1.05777 | 0.00000 | 0.00000 | ||
11 | 2023.01.06 15:15 | modify | 4 | 0.10 | 1.05777 | 1.05303 | 1.06538 | ||
12 | 2023.01.06 15:15 | modify | 3 | 0.10 | 1.05238 | 1.05303 | 1.06538 | ||
13 | 2023.01.06 15:40 | buy | 5 | 0.10 | 1.05977 | 0.00000 | 0.00000 | ||
14 | 2023.01.06 15:40 | modify | 5 | 0.10 | 1.05977 | 1.05628 | 1.06538 | ||
15 | 2023.01.06 15:40 | modify | 4 | 0.10 | 1.05777 | 1.05628 | 1.06538 | ||
16 | 2023.01.06 15:40 | modify | 3 | 0.10 | 1.05238 | 1.05628 | 1.06538 | ||
17 | 2023.01.06 16:32 | buy | 6 | 0.10 | 1.06083 | 0.00000 | 0.00000 | ||
18 | 2023.01.06 16:32 | modify | 6 | 0.10 | 1.06083 | 1.05758 | 1.06538 | ||
19 | 2023.01.06 16:32 | modify | 5 | 0.10 | 1.05977 | 1.05758 | 1.06538 | ||
20 | 2023.01.06 16:32 | modify | 4 | 0.10 | 1.05777 | 1.05758 | 1.06538 | ||
21 | 2023.01.06 16:32 | modify | 3 | 0.10 | 1.05238 | 1.05758 | 1.06538 | ||
22 | 2023.01.08 23:16 | t/p | 3 | 0.10 | 1.06538 | 1.05758 | 1.06538 | 129.36 | 10090.34 |
23 | 2023.01.08 23:16 | t/p | 4 | 0.10 | 1.06538 | 1.05758 | 1.06538 | 76.10 | 10166.44 |
24 | 2023.01.08 23:16 | t/p | 5 | 0.10 | 1.06538 | 1.05758 | 1.06538 | 56.10 | 10222.54 |
25 | 2023.01.08 23:16 | t/p | 6 | 0.10 | 1.06538 | 1.05758 | 1.06538 | 45.50 | 10268.04 |
26 | 2023.01.23 03:00 | sell | 7 | 0.10 | 1.08924 | 0.00000 | 0.00000 | ||
27 | 2023.01.23 03:00 | modify | 7 | 0.10 | 1.08924 | 1.09924 | 1.07624 | ||
28 | 2023.01.24 14:50 | sell | 8 | 0.10 | 1.08403 | 0.00000 | 0.00000 | ||
29 | 2023.01.24 14:50 | modify | 8 | 0.10 | 1.08403 | 1.08859 | 1.07624 | ||
30 | 2023.01.24 14:50 | modify | 7 | 0.10 | 1.08924 | 1.08859 | 1.07624 | ||
31 | 2023.01.24 16:37 | s/l | 7 | 0.10 | 1.08859 | 1.08859 | 1.07624 | 6.72 | 10274.75 |
32 | 2023.01.24 16:37 | s/l | 8 | 0.10 | 1.08859 | 1.08859 | 1.07624 | -45.60 | 10229.15 |
33 | 2023.02.02 02:00 | sell | 9 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
34 | 2023.02.02 02:00 | modify | 9 | 0.10 | 1.10129 | 1.11129 | 1.08829 | ||
35 | 2023.02.02 13:45 | sell | 10 | 0.10 | 1.09599 | 0.00000 | 0.00000 | ||
36 | 2023.02.02 13:45 | modify | 10 | 0.10 | 1.09599 | 1.10064 | 1.08829 | ||
37 | 2023.02.02 13:45 | modify | 9 | 0.10 | 1.10129 | 1.10064 | 1.08829 | ||
38 | 2023.02.02 15:47 | sell | 11 | 0.10 | 1.09260 | 0.00000 | 0.00000 | ||
39 | 2023.02.02 15:47 | modify | 11 | 0.10 | 1.09260 | 1.09609 | 1.08829 | ||
40 | 2023.02.02 15:47 | modify | 10 | 0.10 | 1.09599 | 1.09609 | 1.08829 | ||
41 | 2023.02.02 15:47 | modify | 9 | 0.10 | 1.10129 | 1.09609 | 1.08829 | ||
42 | 2023.02.02 16:10 | sell | 12 | 0.10 | 1.09401 | 0.00000 | 0.00000 | ||
43 | 2023.02.02 16:10 | modify | 12 | 0.10 | 1.09401 | 1.09739 | 1.08829 | ||
44 | 2023.02.02 16:12 | modify | 12 | 0.10 | 1.09401 | 1.09609 | 1.08829 | ||
45 | 2023.02.03 13:45 | t/p | 9 | 0.10 | 1.08829 | 1.09609 | 1.08829 | 130.22 | 10359.37 |
46 | 2023.02.03 13:45 | t/p | 10 | 0.10 | 1.08829 | 1.09609 | 1.08829 | 77.22 | 10436.59 |
47 | 2023.02.03 13:45 | t/p | 11 | 0.10 | 1.08829 | 1.09609 | 1.08829 | 43.32 | 10479.91 |
48 | 2023.02.03 13:45 | t/p | 12 | 0.10 | 1.08829 | 1.09609 | 1.08829 | 57.42 | 10537.33 |
49 | 2023.03.24 11:00 | buy | 13 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
50 | 2023.03.24 11:00 | modify | 13 | 0.10 | 1.07307 | 1.06307 | 1.08607 | ||
51 | 2023.03.26 22:16 | buy | 14 | 0.10 | 1.07828 | 0.00000 | 0.00000 | ||
52 | 2023.03.26 22:16 | modify | 14 | 0.10 | 1.07828 | 1.07372 | 1.08607 | ||
53 | 2023.03.26 22:16 | modify | 13 | 0.10 | 1.07307 | 1.07372 | 1.08607 | ||
54 | 2023.03.27 20:20 | buy | 15 | 0.10 | 1.08031 | 0.00000 | 0.00000 | ||
55 | 2023.03.27 20:20 | modify | 15 | 0.10 | 1.08031 | 1.07697 | 1.08607 | ||
56 | 2023.03.27 20:20 | modify | 14 | 0.10 | 1.07828 | 1.07697 | 1.08607 | ||
57 | 2023.03.27 20:20 | modify | 13 | 0.10 | 1.07307 | 1.07697 | 1.08607 | ||
58 | 2023.03.28 00:45 | buy | 16 | 0.10 | 1.08180 | 0.00000 | 0.00000 | ||
59 | 2023.03.28 00:45 | modify | 16 | 0.10 | 1.08180 | 1.07827 | 1.08607 | ||
60 | 2023.03.28 00:45 | modify | 15 | 0.10 | 1.08031 | 1.07827 | 1.08607 | ||
61 | 2023.03.28 00:45 | modify | 14 | 0.10 | 1.07828 | 1.07827 | 1.08607 | ||
62 | 2023.03.28 00:45 | modify | 13 | 0.10 | 1.07307 | 1.07827 | 1.08607 | ||
63 | 2023.03.29 09:50 | t/p | 13 | 0.10 | 1.08607 | 1.07827 | 1.08607 | 128.07 | 10665.41 |
64 | 2023.03.29 09:50 | t/p | 14 | 0.10 | 1.08607 | 1.07827 | 1.08607 | 75.97 | 10741.38 |
65 | 2023.03.29 09:50 | t/p | 15 | 0.10 | 1.08607 | 1.07827 | 1.08607 | 56.32 | 10797.69 |
66 | 2023.03.29 09:50 | t/p | 16 | 0.10 | 1.08607 | 1.07827 | 1.08607 | 42.06 | 10839.75 |
67 | 2023.04.10 15:00 | buy | 17 | 0.10 | 1.08412 | 0.00000 | 0.00000 | ||
68 | 2023.04.10 15:00 | modify | 17 | 0.10 | 1.08412 | 1.07412 | 1.09712 | ||
69 | 2023.04.11 05:45 | buy | 18 | 0.10 | 1.08950 | 0.00000 | 0.00000 | ||
70 | 2023.04.11 05:45 | modify | 18 | 0.10 | 1.08950 | 1.08477 | 1.09712 | ||
71 | 2023.04.11 05:45 | modify | 17 | 0.10 | 1.08412 | 1.08477 | 1.09712 | ||
72 | 2023.04.11 08:50 | buy | 19 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
73 | 2023.04.11 08:50 | modify | 19 | 0.10 | 1.09132 | 1.08802 | 1.09712 | ||
74 | 2023.04.11 08:50 | modify | 18 | 0.10 | 1.08950 | 1.08802 | 1.09712 | ||
75 | 2023.04.11 08:50 | modify | 17 | 0.10 | 1.08412 | 1.08802 | 1.09712 | ||
76 | 2023.04.11 11:02 | buy | 20 | 0.10 | 1.09260 | 0.00000 | 0.00000 | ||
77 | 2023.04.11 11:02 | modify | 20 | 0.10 | 1.09260 | 1.08932 | 1.09712 | ||
78 | 2023.04.11 11:02 | modify | 19 | 0.10 | 1.09132 | 1.08932 | 1.09712 | ||
79 | 2023.04.11 11:02 | modify | 18 | 0.10 | 1.08950 | 1.08932 | 1.09712 | ||
80 | 2023.04.11 11:02 | modify | 17 | 0.10 | 1.08412 | 1.08932 | 1.09712 | ||
81 | 2023.04.12 12:45 | t/p | 17 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 128.72 | 10968.47 |
82 | 2023.04.12 12:45 | t/p | 18 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 75.56 | 11044.03 |
83 | 2023.04.12 12:45 | t/p | 19 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 57.36 | 11101.38 |
84 | 2023.04.12 12:45 | t/p | 20 | 0.10 | 1.09712 | 1.08932 | 1.09712 | 44.56 | 11145.94 |
85 | 2023.04.26 10:00 | sell | 21 | 0.10 | 1.10411 | 0.00000 | 0.00000 | ||
86 | 2023.04.26 10:00 | modify | 21 | 0.10 | 1.10411 | 1.11411 | 1.09111 | ||
87 | 2023.04.28 09:15 | sell | 22 | 0.10 | 1.09861 | 0.00000 | 0.00000 | ||
88 | 2023.04.28 09:15 | modify | 22 | 0.10 | 1.09861 | 1.10346 | 1.09111 | ||
89 | 2023.04.28 09:15 | modify | 21 | 0.10 | 1.10411 | 1.10346 | 1.09111 | ||
90 | 2023.04.28 14:45 | s/l | 21 | 0.10 | 1.10346 | 1.10346 | 1.09111 | 7.38 | 11153.32 |
91 | 2023.04.28 14:45 | s/l | 22 | 0.10 | 1.10346 | 1.10346 | 1.09111 | -48.50 | 11104.82 |
92 | 2023.05.18 16:00 | buy | 23 | 0.10 | 1.07782 | 0.00000 | 0.00000 | ||
93 | 2023.05.18 16:00 | modify | 23 | 0.10 | 1.07782 | 1.06782 | 1.09082 | ||
94 | 2023.05.19 17:32 | buy | 24 | 0.10 | 1.08308 | 0.00000 | 0.00000 | ||
95 | 2023.05.19 17:32 | modify | 24 | 0.10 | 1.08308 | 1.07847 | 1.09082 | ||
96 | 2023.05.19 17:32 | modify | 23 | 0.10 | 1.07782 | 1.07847 | 1.09082 | ||
97 | 2023.05.23 09:45 | s/l | 23 | 0.10 | 1.07847 | 1.07847 | 1.09082 | 4.57 | 11109.39 |
98 | 2023.05.23 09:45 | s/l | 24 | 0.10 | 1.07847 | 1.07847 | 1.09082 | -47.38 | 11062.01 |
99 | 2023.09.14 15:00 | buy | 25 | 0.10 | 1.06669 | 0.00000 | 0.00000 | ||
100 | 2023.09.14 15:00 | modify | 25 | 0.10 | 1.06669 | 1.05669 | 1.07969 | ||
101 | 2023.09.19 12:20 | buy | 26 | 0.10 | 1.07210 | 0.00000 | 0.00000 | ||
102 | 2023.09.19 12:20 | modify | 26 | 0.10 | 1.07210 | 1.06734 | 1.07969 | ||
103 | 2023.09.19 12:20 | modify | 25 | 0.10 | 1.06669 | 1.06734 | 1.07969 | ||
104 | 2023.09.20 06:07 | s/l | 25 | 0.10 | 1.06734 | 1.06734 | 1.07969 | 3.93 | 11065.94 |
105 | 2023.09.20 06:07 | s/l | 26 | 0.10 | 1.06734 | 1.06734 | 1.07969 | -48.24 | 11017.70 |
106 | 2023.10.12 15:00 | buy | 27 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
107 | 2023.10.12 15:00 | modify | 27 | 0.10 | 1.05586 | 1.04586 | 1.06886 | ||
108 | 2023.10.23 08:20 | buy | 28 | 0.10 | 1.06135 | 0.00000 | 0.00000 | ||
109 | 2023.10.23 08:20 | modify | 28 | 0.10 | 1.06135 | 1.05651 | 1.06886 | ||
110 | 2023.10.23 08:20 | modify | 27 | 0.10 | 1.05586 | 1.05651 | 1.06886 | ||
111 | 2023.10.23 14:25 | buy | 29 | 0.10 | 1.06323 | 0.00000 | 0.00000 | ||
112 | 2023.10.23 14:25 | modify | 29 | 0.10 | 1.06323 | 1.05976 | 1.06886 | ||
113 | 2023.10.23 14:25 | modify | 28 | 0.10 | 1.06135 | 1.05976 | 1.06886 | ||
114 | 2023.10.23 14:25 | modify | 27 | 0.10 | 1.05586 | 1.05976 | 1.06886 | ||
115 | 2023.10.23 15:40 | buy | 30 | 0.10 | 1.06448 | 0.00000 | 0.00000 | ||
116 | 2023.10.23 15:40 | modify | 30 | 0.10 | 1.06448 | 1.06106 | 1.06886 | ||
117 | 2023.10.23 15:40 | modify | 29 | 0.10 | 1.06323 | 1.06106 | 1.06886 | ||
118 | 2023.10.23 15:40 | modify | 28 | 0.10 | 1.06135 | 1.06106 | 1.06886 | ||
119 | 2023.10.23 15:40 | modify | 27 | 0.10 | 1.05586 | 1.06106 | 1.06886 | ||
120 | 2023.10.24 07:02 | t/p | 27 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 123.58 | 11141.28 |
121 | 2023.10.24 07:02 | t/p | 28 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 74.46 | 11215.74 |
122 | 2023.10.24 07:02 | t/p | 29 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 55.66 | 11271.39 |
123 | 2023.10.24 07:02 | t/p | 30 | 0.10 | 1.06886 | 1.06106 | 1.06886 | 43.16 | 11314.55 |
124 | 2023.10.31 11:00 | sell | 31 | 0.10 | 1.06640 | 0.00000 | 0.00000 | ||
125 | 2023.10.31 11:00 | modify | 31 | 0.10 | 1.06640 | 1.07640 | 1.05340 | ||
126 | 2023.10.31 13:15 | sell | 32 | 0.10 | 1.06117 | 0.00000 | 0.00000 | ||
127 | 2023.10.31 13:15 | modify | 32 | 0.10 | 1.06117 | 1.06575 | 1.05340 | ||
128 | 2023.10.31 13:15 | modify | 31 | 0.10 | 1.06640 | 1.06575 | 1.05340 | ||
129 | 2023.10.31 15:15 | sell | 33 | 0.10 | 1.05902 | 0.00000 | 0.00000 | ||
130 | 2023.10.31 15:15 | modify | 33 | 0.10 | 1.05902 | 1.06250 | 1.05340 | ||
131 | 2023.10.31 15:15 | modify | 32 | 0.10 | 1.06117 | 1.06250 | 1.05340 | ||
132 | 2023.10.31 15:15 | modify | 31 | 0.10 | 1.06640 | 1.06250 | 1.05340 | ||
133 | 2023.10.31 15:40 | sell | 34 | 0.10 | 1.05792 | 0.00000 | 0.00000 | ||
134 | 2023.10.31 15:40 | modify | 34 | 0.10 | 1.05792 | 1.06120 | 1.05340 | ||
135 | 2023.10.31 15:40 | modify | 33 | 0.10 | 1.05902 | 1.06120 | 1.05340 | ||
136 | 2023.10.31 15:40 | modify | 32 | 0.10 | 1.06117 | 1.06120 | 1.05340 | ||
137 | 2023.10.31 15:40 | modify | 31 | 0.10 | 1.06640 | 1.06120 | 1.05340 | ||
138 | 2023.11.01 13:15 | t/p | 31 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 130.22 | 11444.77 |
139 | 2023.11.01 13:15 | t/p | 32 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 77.92 | 11522.69 |
140 | 2023.11.01 13:15 | t/p | 33 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 56.42 | 11579.11 |
141 | 2023.11.01 13:15 | t/p | 34 | 0.10 | 1.05340 | 1.06120 | 1.05340 | 45.42 | 11624.53 |