Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 283.92 | Gross profit | 823.53 | Gross loss | -539.61 |
Profit factor | 1.53 | Expected payoff | 12.91 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 273.56 (2.61%) | Relative drawdown | 2.61% (273.56) |
Total trades | 22 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
Largest | profit trade | 110.65 | loss trade | -99.68 | |
Average | profit trade | 68.63 | loss trade | -53.96 | |
Maximum | consecutive wins (profit in money) | 4 (357.02) | consecutive losses (loss in money) | 3 (-147.95) | |
Maximal | consecutive profit (count of wins) | 357.02 (4) | consecutive loss (count of losses) | -147.95 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.18 12:00 | sell | 1 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
2 | 2023.01.18 12:00 | modify | 1 | 0.10 | 0.70178 | 0.71178 | 0.69078 | ||
3 | 2023.01.19 04:00 | t/p | 1 | 0.10 | 0.69078 | 0.71178 | 0.69078 | 110.32 | 10110.32 |
4 | 2023.01.25 08:00 | sell | 2 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
5 | 2023.01.25 08:00 | modify | 2 | 0.10 | 0.70986 | 0.71986 | 0.69886 | ||
6 | 2023.01.31 12:00 | t/p | 2 | 0.10 | 0.69886 | 0.71986 | 0.69886 | 110.65 | 10220.97 |
7 | 2023.02.02 04:00 | sell | 3 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
8 | 2023.02.02 04:00 | modify | 3 | 0.10 | 0.71422 | 0.72422 | 0.70322 | ||
9 | 2023.02.03 16:00 | t/p | 3 | 0.10 | 0.70322 | 0.72422 | 0.70322 | 110.11 | 10331.08 |
10 | 2023.02.06 04:00 | buy | 4 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
11 | 2023.02.06 04:00 | modify | 4 | 0.10 | 0.69280 | 0.68280 | 0.70380 | ||
12 | 2023.02.09 12:00 | buy | 5 | 0.10 | 0.69798 | 0.00000 | 0.00000 | ||
13 | 2023.02.09 12:00 | modify | 5 | 0.10 | 0.69798 | 0.69445 | 0.70380 | ||
14 | 2023.02.09 12:00 | buy | 6 | 0.10 | 0.69798 | 0.00000 | 0.00000 | ||
15 | 2023.02.09 12:00 | modify | 6 | 0.10 | 0.69798 | 0.69555 | 0.70380 | ||
16 | 2023.02.09 12:00 | modify | 4 | 0.10 | 0.69280 | 0.69555 | 0.70380 | ||
17 | 2023.02.09 16:00 | modify | 5 | 0.10 | 0.69798 | 0.69555 | 0.70380 | ||
18 | 2023.02.09 20:00 | s/l | 4 | 0.10 | 0.69555 | 0.69555 | 0.70380 | 25.94 | 10357.02 |
19 | 2023.02.09 20:00 | s/l | 5 | 0.10 | 0.69555 | 0.69555 | 0.70380 | -24.30 | 10332.72 |
20 | 2023.02.09 20:00 | s/l | 6 | 0.10 | 0.69555 | 0.69555 | 0.70380 | -24.30 | 10308.42 |
21 | 2023.05.02 12:00 | sell | 7 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
22 | 2023.05.02 12:00 | modify | 7 | 0.10 | 0.67005 | 0.68005 | 0.65905 | ||
23 | 2023.05.08 16:00 | s/l | 7 | 0.10 | 0.68005 | 0.68005 | 0.65905 | -99.35 | 10209.07 |
24 | 2023.05.31 12:00 | buy | 8 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
25 | 2023.05.31 12:00 | modify | 8 | 0.10 | 0.64795 | 0.63795 | 0.65895 | ||
26 | 2023.06.02 04:00 | t/p | 8 | 0.10 | 0.65895 | 0.63795 | 0.65895 | 108.75 | 10317.82 |
27 | 2023.06.02 08:00 | sell | 9 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
28 | 2023.06.02 08:00 | modify | 9 | 0.10 | 0.66099 | 0.67099 | 0.64999 | ||
29 | 2023.06.07 16:00 | s/l | 9 | 0.10 | 0.67099 | 0.67099 | 0.64999 | -99.68 | 10218.15 |
30 | 2023.06.23 16:00 | buy | 10 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
31 | 2023.06.23 16:00 | modify | 10 | 0.10 | 0.66887 | 0.65887 | 0.67987 | ||
32 | 2023.07.13 04:00 | t/p | 10 | 0.10 | 0.67987 | 0.65887 | 0.67987 | 103.76 | 10321.91 |
33 | 2023.07.21 16:00 | buy | 11 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
34 | 2023.07.21 16:00 | modify | 11 | 0.10 | 0.67386 | 0.66386 | 0.68486 | ||
35 | 2023.07.25 16:00 | buy | 12 | 0.10 | 0.67907 | 0.00000 | 0.00000 | ||
36 | 2023.07.25 16:00 | modify | 12 | 0.10 | 0.67907 | 0.67551 | 0.68486 | ||
37 | 2023.07.25 16:00 | buy | 13 | 0.10 | 0.67907 | 0.00000 | 0.00000 | ||
38 | 2023.07.25 16:00 | modify | 13 | 0.10 | 0.67907 | 0.67661 | 0.68486 | ||
39 | 2023.07.25 16:00 | modify | 11 | 0.10 | 0.67386 | 0.67661 | 0.68486 | ||
40 | 2023.07.25 20:00 | modify | 12 | 0.10 | 0.67907 | 0.67661 | 0.68486 | ||
41 | 2023.07.26 04:00 | s/l | 11 | 0.10 | 0.67661 | 0.67661 | 0.68486 | 26.56 | 10348.48 |
42 | 2023.07.26 04:00 | s/l | 12 | 0.10 | 0.67661 | 0.67661 | 0.68486 | -24.91 | 10323.56 |
43 | 2023.07.26 04:00 | s/l | 13 | 0.10 | 0.67661 | 0.67661 | 0.68486 | -24.91 | 10298.65 |
44 | 2023.08.24 04:00 | sell | 14 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
45 | 2023.08.24 04:00 | modify | 14 | 0.10 | 0.64798 | 0.65798 | 0.63698 | ||
46 | 2023.08.27 20:00 | sell | 15 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
47 | 2023.08.27 20:00 | modify | 15 | 0.10 | 0.64020 | 0.64248 | 0.63698 | ||
48 | 2023.08.27 20:00 | modify | 14 | 0.10 | 0.64798 | 0.64248 | 0.63698 | ||
49 | 2023.08.28 04:00 | s/l | 14 | 0.10 | 0.64248 | 0.64248 | 0.63698 | 55.22 | 10353.87 |
50 | 2023.08.28 04:00 | s/l | 15 | 0.10 | 0.64248 | 0.64248 | 0.63698 | -22.69 | 10331.18 |
51 | 2023.09.11 12:00 | sell | 16 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
52 | 2023.09.11 12:00 | modify | 16 | 0.10 | 0.64304 | 0.65304 | 0.63204 | ||
53 | 2023.09.27 08:00 | sell | 17 | 0.10 | 0.63789 | 0.00000 | 0.00000 | ||
54 | 2023.09.27 08:00 | modify | 17 | 0.10 | 0.63789 | 0.64139 | 0.63204 | ||
55 | 2023.09.27 08:00 | sell | 18 | 0.10 | 0.63789 | 0.00000 | 0.00000 | ||
56 | 2023.09.27 08:00 | modify | 18 | 0.10 | 0.63789 | 0.64029 | 0.63204 | ||
57 | 2023.09.27 08:00 | modify | 16 | 0.10 | 0.64304 | 0.64029 | 0.63204 | ||
58 | 2023.09.27 12:00 | modify | 17 | 0.10 | 0.63789 | 0.64029 | 0.63204 | ||
59 | 2023.09.27 20:00 | sell | 19 | 0.10 | 0.63529 | 0.00000 | 0.00000 | ||
60 | 2023.09.27 20:00 | modify | 19 | 0.10 | 0.63529 | 0.63754 | 0.63204 | ||
61 | 2023.09.27 20:00 | modify | 18 | 0.10 | 0.63789 | 0.63754 | 0.63204 | ||
62 | 2023.09.27 20:00 | modify | 17 | 0.10 | 0.63789 | 0.63754 | 0.63204 | ||
63 | 2023.09.27 20:00 | modify | 16 | 0.10 | 0.64304 | 0.63754 | 0.63204 | ||
64 | 2023.09.28 04:00 | s/l | 16 | 0.10 | 0.63754 | 0.63754 | 0.63204 | 57.06 | 10388.23 |
65 | 2023.09.28 04:00 | s/l | 17 | 0.10 | 0.63754 | 0.63754 | 0.63204 | 3.82 | 10392.06 |
66 | 2023.09.28 04:00 | s/l | 18 | 0.10 | 0.63754 | 0.63754 | 0.63204 | 3.82 | 10395.88 |
67 | 2023.09.28 04:00 | s/l | 19 | 0.10 | 0.63754 | 0.63754 | 0.63204 | -22.18 | 10373.71 |
68 | 2023.10.24 12:00 | sell | 20 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
69 | 2023.10.24 12:00 | modify | 20 | 0.10 | 0.63635 | 0.64635 | 0.62535 | ||
70 | 2023.11.03 16:00 | s/l | 20 | 0.10 | 0.64635 | 0.64635 | 0.62535 | -98.70 | 10275.00 |
71 | 2023.11.07 16:00 | buy | 21 | 0.10 | 0.64249 | 0.00000 | 0.00000 | ||
72 | 2023.11.07 16:00 | modify | 21 | 0.10 | 0.64249 | 0.63249 | 0.65349 | ||
73 | 2023.11.15 16:00 | t/p | 21 | 0.10 | 0.65349 | 0.63249 | 0.65349 | 107.50 | 10382.51 |
74 | 2023.11.15 16:00 | sell | 22 | 0.10 | 0.65258 | 0.00000 | 0.00000 | ||
75 | 2023.11.15 16:00 | modify | 22 | 0.10 | 0.65258 | 0.66258 | 0.64158 | ||
76 | 2023.11.28 04:00 | s/l | 22 | 0.10 | 0.66258 | 0.66258 | 0.64158 | -98.59 | 10283.92 |