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=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 451.46 | Gross profit | 1092.73 | Gross loss | -641.27 |
Profit factor | 1.70 | Expected payoff | 18.06 | ||
Absolute drawdown | 9.48 | Maximal drawdown | 213.32 (2.08%) | Relative drawdown | 2.08% (213.32) |
Total trades | 25 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
Largest | profit trade | 141.19 | loss trade | -104.05 | |
Average | profit trade | 84.06 | loss trade | -53.44 | |
Maximum | consecutive wins (profit in money) | 3 (237.40) | consecutive losses (loss in money) | 2 (-125.73) | |
Maximal | consecutive profit (count of wins) | 237.40 (3) | consecutive loss (count of losses) | -125.73 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | 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 | 0.68778 | ||
3 | 2023.01.19 12:00 | t/p | 1 | 0.10 | 0.68778 | 0.71178 | 0.68778 | 140.32 | 10140.32 |
4 | 2023.01.23 04:00 | sell | 2 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
5 | 2023.01.23 04:00 | modify | 2 | 0.10 | 0.69833 | 0.70833 | 0.68433 | ||
6 | 2023.01.25 04:00 | s/l | 2 | 0.10 | 0.70833 | 0.70833 | 0.68433 | -99.78 | 10040.54 |
7 | 2023.01.25 08:00 | sell | 3 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
8 | 2023.01.25 08:00 | modify | 3 | 0.10 | 0.70986 | 0.71986 | 0.69586 | ||
9 | 2023.02.03 16:00 | t/p | 3 | 0.10 | 0.69586 | 0.71986 | 0.69586 | 141.19 | 10181.73 |
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 | 0.70680 | ||
12 | 2023.02.17 12:00 | s/l | 4 | 0.10 | 0.68280 | 0.68280 | 0.70680 | -104.05 | 10077.68 |
13 | 2023.05.02 12:00 | sell | 5 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
14 | 2023.05.02 12:00 | modify | 5 | 0.10 | 0.67005 | 0.68005 | 0.65605 | ||
15 | 2023.05.04 00:00 | sell | 6 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
16 | 2023.05.04 00:00 | modify | 6 | 0.10 | 0.66415 | 0.66655 | 0.65605 | ||
17 | 2023.05.04 00:00 | modify | 5 | 0.10 | 0.67005 | 0.66655 | 0.65605 | ||
18 | 2023.05.04 04:00 | s/l | 5 | 0.10 | 0.66655 | 0.66655 | 0.65605 | 35.43 | 10113.11 |
19 | 2023.05.04 04:00 | s/l | 6 | 0.10 | 0.66655 | 0.66655 | 0.65605 | -24.00 | 10089.11 |
20 | 2023.05.05 08:00 | sell | 7 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
21 | 2023.05.05 08:00 | modify | 7 | 0.10 | 0.67310 | 0.68310 | 0.65910 | ||
22 | 2023.05.16 12:00 | sell | 8 | 0.10 | 0.66721 | 0.00000 | 0.00000 | ||
23 | 2023.05.16 12:00 | modify | 8 | 0.10 | 0.66721 | 0.66960 | 0.65910 | ||
24 | 2023.05.16 12:00 | modify | 7 | 0.10 | 0.67310 | 0.66960 | 0.65910 | ||
25 | 2023.05.16 20:00 | sell | 9 | 0.10 | 0.66529 | 0.00000 | 0.00000 | ||
26 | 2023.05.16 20:00 | modify | 9 | 0.10 | 0.66529 | 0.66750 | 0.65910 | ||
27 | 2023.05.16 20:00 | modify | 8 | 0.10 | 0.66721 | 0.66750 | 0.65910 | ||
28 | 2023.05.16 20:00 | modify | 7 | 0.10 | 0.67310 | 0.66750 | 0.65910 | ||
29 | 2023.05.17 20:00 | s/l | 7 | 0.10 | 0.66750 | 0.66750 | 0.65910 | 57.08 | 10146.19 |
30 | 2023.05.17 20:00 | s/l | 8 | 0.10 | 0.66750 | 0.66750 | 0.65910 | -2.79 | 10143.40 |
31 | 2023.05.17 20:00 | s/l | 9 | 0.10 | 0.66750 | 0.66750 | 0.65910 | -21.99 | 10121.41 |
32 | 2023.05.31 12:00 | buy | 10 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
33 | 2023.05.31 12:00 | modify | 10 | 0.10 | 0.64795 | 0.63795 | 0.66195 | ||
34 | 2023.06.01 16:00 | buy | 11 | 0.10 | 0.65788 | 0.00000 | 0.00000 | ||
35 | 2023.06.01 16:00 | modify | 11 | 0.10 | 0.65788 | 0.65565 | 0.66195 | ||
36 | 2023.06.01 16:00 | modify | 10 | 0.10 | 0.64795 | 0.65565 | 0.66195 | ||
37 | 2023.06.02 12:00 | t/p | 10 | 0.10 | 0.66195 | 0.65565 | 0.66195 | 138.75 | 10260.16 |
38 | 2023.06.02 12:00 | t/p | 11 | 0.10 | 0.66195 | 0.65565 | 0.66195 | 40.39 | 10300.55 |
39 | 2023.06.06 12:00 | sell | 12 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
40 | 2023.06.06 12:00 | modify | 12 | 0.10 | 0.66617 | 0.67617 | 0.65217 | ||
41 | 2023.06.12 08:00 | s/l | 12 | 0.10 | 0.67617 | 0.67617 | 0.65217 | -99.35 | 10201.20 |
42 | 2023.06.23 16:00 | buy | 13 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
43 | 2023.06.23 16:00 | modify | 13 | 0.10 | 0.66887 | 0.65887 | 0.68287 | ||
44 | 2023.07.13 08:00 | t/p | 13 | 0.10 | 0.68287 | 0.65887 | 0.68287 | 133.76 | 10334.96 |
45 | 2023.07.21 16:00 | buy | 14 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
46 | 2023.07.21 16:00 | modify | 14 | 0.10 | 0.67386 | 0.66386 | 0.68786 | ||
47 | 2023.07.27 08:00 | buy | 15 | 0.10 | 0.68169 | 0.00000 | 0.00000 | ||
48 | 2023.07.27 08:00 | modify | 15 | 0.10 | 0.68169 | 0.67946 | 0.68786 | ||
49 | 2023.07.27 08:00 | modify | 14 | 0.10 | 0.67386 | 0.67946 | 0.68786 | ||
50 | 2023.07.27 12:00 | s/l | 14 | 0.10 | 0.67946 | 0.67946 | 0.68786 | 54.13 | 10389.09 |
51 | 2023.07.27 12:00 | s/l | 15 | 0.10 | 0.67946 | 0.67946 | 0.68786 | -22.30 | 10366.79 |
52 | 2023.08.03 12:00 | buy | 16 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
53 | 2023.08.03 12:00 | modify | 16 | 0.10 | 0.65311 | 0.64311 | 0.66711 | ||
54 | 2023.08.16 04:00 | s/l | 16 | 0.10 | 0.64311 | 0.64311 | 0.66711 | -103.43 | 10263.36 |
55 | 2023.08.24 04:00 | sell | 17 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
56 | 2023.08.24 04:00 | modify | 17 | 0.10 | 0.64798 | 0.65798 | 0.63398 | ||
57 | 2023.08.27 20:00 | sell | 18 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
58 | 2023.08.27 20:00 | modify | 18 | 0.10 | 0.64020 | 0.64238 | 0.63398 | ||
59 | 2023.08.27 20:00 | modify | 17 | 0.10 | 0.64798 | 0.64238 | 0.63398 | ||
60 | 2023.08.28 04:00 | s/l | 17 | 0.10 | 0.64238 | 0.64238 | 0.63398 | 56.22 | 10319.57 |
61 | 2023.08.28 04:00 | s/l | 18 | 0.10 | 0.64238 | 0.64238 | 0.63398 | -21.69 | 10297.88 |
62 | 2023.09.11 12:00 | sell | 19 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
63 | 2023.09.11 12:00 | modify | 19 | 0.10 | 0.64304 | 0.65304 | 0.62904 | ||
64 | 2023.09.27 20:00 | sell | 20 | 0.10 | 0.63529 | 0.00000 | 0.00000 | ||
65 | 2023.09.27 20:00 | modify | 20 | 0.10 | 0.63529 | 0.63744 | 0.62904 | ||
66 | 2023.09.27 20:00 | modify | 19 | 0.10 | 0.64304 | 0.63744 | 0.62904 | ||
67 | 2023.09.28 04:00 | s/l | 19 | 0.10 | 0.63744 | 0.63744 | 0.62904 | 58.06 | 10355.94 |
68 | 2023.09.28 04:00 | s/l | 20 | 0.10 | 0.63744 | 0.63744 | 0.62904 | -21.18 | 10334.76 |
69 | 2023.10.24 12:00 | sell | 21 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
70 | 2023.10.24 12:00 | modify | 21 | 0.10 | 0.63635 | 0.64635 | 0.62235 | ||
71 | 2023.11.03 16:00 | s/l | 21 | 0.10 | 0.64635 | 0.64635 | 0.62235 | -98.70 | 10236.06 |
72 | 2023.11.06 04:00 | sell | 22 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
73 | 2023.11.06 04:00 | modify | 22 | 0.10 | 0.65116 | 0.66116 | 0.63716 | ||
74 | 2023.11.08 12:00 | sell | 23 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
75 | 2023.11.08 12:00 | modify | 23 | 0.10 | 0.64327 | 0.64556 | 0.63716 | ||
76 | 2023.11.08 12:00 | modify | 22 | 0.10 | 0.65116 | 0.64556 | 0.63716 | ||
77 | 2023.11.09 20:00 | t/p | 22 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 140.54 | 10376.60 |
78 | 2023.11.09 20:00 | t/p | 23 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 61.42 | 10438.03 |
79 | 2023.11.15 16:00 | sell | 24 | 0.10 | 0.65258 | 0.00000 | 0.00000 | ||
80 | 2023.11.15 16:00 | modify | 24 | 0.10 | 0.65258 | 0.66258 | 0.63858 | ||
81 | 2023.11.17 00:00 | sell | 25 | 0.10 | 0.64688 | 0.00000 | 0.00000 | ||
82 | 2023.11.17 00:00 | modify | 25 | 0.10 | 0.64688 | 0.64908 | 0.63858 | ||
83 | 2023.11.17 00:00 | modify | 24 | 0.10 | 0.65258 | 0.64908 | 0.63858 | ||
84 | 2023.11.17 12:00 | s/l | 24 | 0.10 | 0.64908 | 0.64908 | 0.63858 | 35.43 | 10473.46 |
85 | 2023.11.17 12:00 | s/l | 25 | 0.10 | 0.64908 | 0.64908 | 0.63858 | -22.00 | 10451.46 |