Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2608 | Ticks modelled | 79513 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 713.39 | Gross profit | 914.51 | Gross loss | -201.12 |
Profit factor | 4.55 | Expected payoff | 18.77 | ||
Absolute drawdown | 74.61 | Maximal drawdown | 161.94 (1.61%) | Relative drawdown | 1.61% (161.94) |
Total trades | 38 | Short positions (won %) | 28 (75.00%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
Largest | profit trade | 73.97 | loss trade | -21.26 | |
Average | profit trade | 35.17 | loss trade | -16.76 | |
Maximum | consecutive wins (profit in money) | 9 (386.29) | consecutive losses (loss in money) | 2 (-28.98) | |
Maximal | consecutive profit (count of wins) | 386.29 (9) | consecutive loss (count of losses) | -28.98 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 12:00 | sell | 1 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
2 | 2023.09.05 12:00 | modify | 1 | 0.10 | 1.68598 | 1.69898 | 1.67498 | ||
3 | 2023.09.05 13:05 | sell | 2 | 0.10 | 1.68258 | 0.00000 | 0.00000 | ||
4 | 2023.09.05 13:05 | modify | 2 | 0.10 | 1.68258 | 1.68543 | 1.67498 | ||
5 | 2023.09.05 13:05 | modify | 1 | 0.10 | 1.68598 | 1.68543 | 1.67498 | ||
6 | 2023.09.05 14:40 | sell | 3 | 0.10 | 1.67990 | 0.00000 | 0.00000 | ||
7 | 2023.09.05 14:40 | modify | 3 | 0.10 | 1.67990 | 1.68213 | 1.67498 | ||
8 | 2023.09.05 14:40 | modify | 2 | 0.10 | 1.68258 | 1.68213 | 1.67498 | ||
9 | 2023.09.05 14:40 | modify | 1 | 0.10 | 1.68598 | 1.68213 | 1.67498 | ||
10 | 2023.09.05 14:50 | sell | 4 | 0.10 | 1.68030 | 0.00000 | 0.00000 | ||
11 | 2023.09.05 14:50 | modify | 4 | 0.10 | 1.68030 | 1.68268 | 1.67498 | ||
12 | 2023.09.05 14:55 | modify | 4 | 0.10 | 1.68030 | 1.68213 | 1.67498 | ||
13 | 2023.09.05 22:40 | s/l | 1 | 0.10 | 1.68213 | 1.68213 | 1.67498 | 25.89 | 10025.89 |
14 | 2023.09.05 22:40 | s/l | 2 | 0.10 | 1.68213 | 1.68213 | 1.67498 | 3.03 | 10028.92 |
15 | 2023.09.05 22:40 | s/l | 3 | 0.10 | 1.68213 | 1.68213 | 1.67498 | -14.99 | 10013.93 |
16 | 2023.09.05 22:40 | s/l | 4 | 0.10 | 1.68213 | 1.68213 | 1.67498 | -12.30 | 10001.63 |
17 | 2023.10.03 16:00 | sell | 5 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
18 | 2023.10.03 16:00 | modify | 5 | 0.10 | 1.66118 | 1.67418 | 1.65018 | ||
19 | 2023.10.04 05:15 | sell | 6 | 0.10 | 1.65494 | 0.00000 | 0.00000 | ||
20 | 2023.10.04 05:15 | modify | 6 | 0.10 | 1.65494 | 1.65733 | 1.65018 | ||
21 | 2023.10.04 05:15 | modify | 5 | 0.10 | 1.66118 | 1.65733 | 1.65018 | ||
22 | 2023.10.04 05:30 | s/l | 5 | 0.10 | 1.65733 | 1.65733 | 1.65018 | 25.79 | 10027.42 |
23 | 2023.10.04 05:30 | s/l | 6 | 0.10 | 1.65733 | 1.65733 | 1.65018 | -16.07 | 10011.35 |
24 | 2023.10.10 04:00 | buy | 7 | 0.10 | 1.64788 | 0.00000 | 0.00000 | ||
25 | 2023.10.10 04:00 | modify | 7 | 0.10 | 1.64788 | 1.63488 | 1.65888 | ||
26 | 2023.10.10 09:20 | buy | 8 | 0.10 | 1.65357 | 0.00000 | 0.00000 | ||
27 | 2023.10.10 09:20 | modify | 8 | 0.10 | 1.65357 | 1.65118 | 1.65888 | ||
28 | 2023.10.10 09:20 | modify | 7 | 0.10 | 1.64788 | 1.65118 | 1.65888 | ||
29 | 2023.10.10 09:33 | buy | 9 | 0.10 | 1.65420 | 0.00000 | 0.00000 | ||
30 | 2023.10.10 09:33 | modify | 9 | 0.10 | 1.65420 | 1.65173 | 1.65888 | ||
31 | 2023.10.10 09:33 | modify | 8 | 0.10 | 1.65357 | 1.65173 | 1.65888 | ||
32 | 2023.10.10 09:33 | modify | 7 | 0.10 | 1.64788 | 1.65173 | 1.65888 | ||
33 | 2023.10.10 14:40 | s/l | 7 | 0.10 | 1.65173 | 1.65173 | 1.65888 | 25.88 | 10037.23 |
34 | 2023.10.10 14:40 | s/l | 8 | 0.10 | 1.65173 | 1.65173 | 1.65888 | -12.37 | 10024.86 |
35 | 2023.10.10 14:40 | s/l | 9 | 0.10 | 1.65173 | 1.65173 | 1.65888 | -16.61 | 10008.25 |
36 | 2023.10.19 12:00 | sell | 10 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
37 | 2023.10.19 12:00 | modify | 10 | 0.10 | 1.67255 | 1.68555 | 1.66155 | ||
38 | 2023.10.24 12:30 | sell | 11 | 0.10 | 1.66922 | 0.00000 | 0.00000 | ||
39 | 2023.10.24 12:30 | modify | 11 | 0.10 | 1.66922 | 1.67200 | 1.66155 | ||
40 | 2023.10.24 12:30 | modify | 10 | 0.10 | 1.67255 | 1.67200 | 1.66155 | ||
41 | 2023.10.24 17:30 | sell | 12 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
42 | 2023.10.24 17:30 | modify | 12 | 0.10 | 1.66649 | 1.66870 | 1.66155 | ||
43 | 2023.10.24 17:30 | modify | 11 | 0.10 | 1.66922 | 1.66870 | 1.66155 | ||
44 | 2023.10.24 17:30 | modify | 10 | 0.10 | 1.67255 | 1.66870 | 1.66155 | ||
45 | 2023.10.25 00:30 | t/p | 10 | 0.10 | 1.66155 | 1.66870 | 1.66155 | 73.55 | 10081.80 |
46 | 2023.10.25 00:30 | t/p | 11 | 0.10 | 1.66155 | 1.66870 | 1.66155 | 51.48 | 10133.28 |
47 | 2023.10.25 00:30 | t/p | 12 | 0.10 | 1.66155 | 1.66870 | 1.66155 | 33.12 | 10166.39 |
48 | 2023.11.09 00:00 | sell | 13 | 0.10 | 1.67149 | 0.00000 | 0.00000 | ||
49 | 2023.11.09 00:00 | modify | 13 | 0.10 | 1.67149 | 1.68449 | 1.66049 | ||
50 | 2023.11.09 06:55 | sell | 14 | 0.10 | 1.66794 | 0.00000 | 0.00000 | ||
51 | 2023.11.09 06:55 | modify | 14 | 0.10 | 1.66794 | 1.67094 | 1.66049 | ||
52 | 2023.11.09 06:55 | modify | 13 | 0.10 | 1.67149 | 1.67094 | 1.66049 | ||
53 | 2023.11.09 08:30 | s/l | 13 | 0.10 | 1.67094 | 1.67094 | 1.66049 | 3.70 | 10170.09 |
54 | 2023.11.09 08:30 | s/l | 14 | 0.10 | 1.67094 | 1.67094 | 1.66049 | -20.17 | 10149.92 |
55 | 2023.11.15 16:00 | buy | 15 | 0.10 | 1.66511 | 0.00000 | 0.00000 | ||
56 | 2023.11.15 16:00 | modify | 15 | 0.10 | 1.66511 | 1.65211 | 1.67611 | ||
57 | 2023.11.16 00:50 | buy | 16 | 0.10 | 1.67065 | 0.00000 | 0.00000 | ||
58 | 2023.11.16 00:50 | modify | 16 | 0.10 | 1.67065 | 1.66841 | 1.67611 | ||
59 | 2023.11.16 00:50 | modify | 15 | 0.10 | 1.66511 | 1.66841 | 1.67611 | ||
60 | 2023.11.16 02:40 | t/p | 15 | 0.10 | 1.67611 | 1.66841 | 1.67611 | 72.46 | 10222.38 |
61 | 2023.11.16 02:40 | t/p | 16 | 0.10 | 1.67611 | 1.66841 | 1.67611 | 36.71 | 10259.09 |
62 | 2024.01.16 08:00 | sell | 17 | 0.10 | 1.64979 | 0.00000 | 0.00000 | ||
63 | 2024.01.16 08:00 | modify | 17 | 0.10 | 1.64979 | 1.66279 | 1.63879 | ||
64 | 2024.01.16 08:40 | sell | 18 | 0.10 | 1.64645 | 0.00000 | 0.00000 | ||
65 | 2024.01.16 08:40 | modify | 18 | 0.10 | 1.64645 | 1.64924 | 1.63879 | ||
66 | 2024.01.16 08:40 | modify | 17 | 0.10 | 1.64979 | 1.64924 | 1.63879 | ||
67 | 2024.01.16 08:55 | s/l | 17 | 0.10 | 1.64924 | 1.64924 | 1.63879 | 3.70 | 10262.79 |
68 | 2024.01.16 08:55 | s/l | 18 | 0.10 | 1.64924 | 1.64924 | 1.63879 | -18.76 | 10244.03 |
69 | 2024.01.18 00:00 | sell | 19 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
70 | 2024.01.18 00:00 | modify | 19 | 0.10 | 1.66136 | 1.67436 | 1.65036 | ||
71 | 2024.01.18 09:40 | sell | 20 | 0.10 | 1.65778 | 0.00000 | 0.00000 | ||
72 | 2024.01.18 09:40 | modify | 20 | 0.10 | 1.65778 | 1.66081 | 1.65036 | ||
73 | 2024.01.18 09:40 | modify | 19 | 0.10 | 1.66136 | 1.66081 | 1.65036 | ||
74 | 2024.01.18 14:50 | sell | 21 | 0.10 | 1.65576 | 0.00000 | 0.00000 | ||
75 | 2024.01.18 14:50 | modify | 21 | 0.10 | 1.65576 | 1.65806 | 1.65036 | ||
76 | 2024.01.18 14:50 | modify | 20 | 0.10 | 1.65778 | 1.65806 | 1.65036 | ||
77 | 2024.01.18 14:50 | modify | 19 | 0.10 | 1.66136 | 1.65806 | 1.65036 | ||
78 | 2024.01.18 16:30 | sell | 22 | 0.10 | 1.65512 | 0.00000 | 0.00000 | ||
79 | 2024.01.18 16:30 | modify | 22 | 0.10 | 1.65512 | 1.65751 | 1.65036 | ||
80 | 2024.01.18 16:30 | modify | 21 | 0.10 | 1.65576 | 1.65751 | 1.65036 | ||
81 | 2024.01.18 16:30 | modify | 20 | 0.10 | 1.65778 | 1.65751 | 1.65036 | ||
82 | 2024.01.18 16:30 | modify | 19 | 0.10 | 1.66136 | 1.65751 | 1.65036 | ||
83 | 2024.01.19 09:30 | t/p | 19 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 73.87 | 10317.90 |
84 | 2024.01.19 09:30 | t/p | 20 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 49.80 | 10367.70 |
85 | 2024.01.19 09:30 | t/p | 21 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 36.21 | 10403.90 |
86 | 2024.01.19 09:30 | t/p | 22 | 0.10 | 1.65036 | 1.65751 | 1.65036 | 31.91 | 10435.81 |
87 | 2024.04.10 20:00 | sell | 23 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
88 | 2024.04.10 20:00 | modify | 23 | 0.10 | 1.64952 | 1.66252 | 1.63852 | ||
89 | 2024.04.11 06:55 | sell | 24 | 0.10 | 1.64600 | 0.00000 | 0.00000 | ||
90 | 2024.04.11 06:55 | modify | 24 | 0.10 | 1.64600 | 1.64897 | 1.63852 | ||
91 | 2024.04.11 06:55 | modify | 23 | 0.10 | 1.64952 | 1.64897 | 1.63852 | ||
92 | 2024.04.11 14:20 | sell | 25 | 0.10 | 1.64372 | 0.00000 | 0.00000 | ||
93 | 2024.04.11 14:20 | modify | 25 | 0.10 | 1.64372 | 1.64622 | 1.63852 | ||
94 | 2024.04.11 14:20 | modify | 24 | 0.10 | 1.64600 | 1.64622 | 1.63852 | ||
95 | 2024.04.11 14:20 | modify | 23 | 0.10 | 1.64952 | 1.64622 | 1.63852 | ||
96 | 2024.04.11 15:59 | sell | 26 | 0.10 | 1.64334 | 0.00000 | 0.00000 | ||
97 | 2024.04.11 15:59 | modify | 26 | 0.10 | 1.64334 | 1.64567 | 1.63852 | ||
98 | 2024.04.11 15:59 | modify | 25 | 0.10 | 1.64372 | 1.64567 | 1.63852 | ||
99 | 2024.04.11 15:59 | modify | 24 | 0.10 | 1.64600 | 1.64567 | 1.63852 | ||
100 | 2024.04.11 15:59 | modify | 23 | 0.10 | 1.64952 | 1.64567 | 1.63852 | ||
101 | 2024.04.12 08:20 | t/p | 23 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 73.55 | 10509.36 |
102 | 2024.04.12 08:20 | t/p | 24 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 50.20 | 10559.56 |
103 | 2024.04.12 08:20 | t/p | 25 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 34.87 | 10594.43 |
104 | 2024.04.12 08:20 | t/p | 26 | 0.10 | 1.63852 | 1.64567 | 1.63852 | 32.31 | 10626.73 |
105 | 2024.04.16 20:00 | sell | 27 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
106 | 2024.04.16 20:00 | modify | 27 | 0.10 | 1.65789 | 1.67089 | 1.64689 | ||
107 | 2024.04.17 07:00 | sell | 28 | 0.10 | 1.65431 | 0.00000 | 0.00000 | ||
108 | 2024.04.17 07:00 | modify | 28 | 0.10 | 1.65431 | 1.65734 | 1.64689 | ||
109 | 2024.04.17 07:00 | modify | 27 | 0.10 | 1.65789 | 1.65734 | 1.64689 | ||
110 | 2024.04.17 07:40 | s/l | 27 | 0.10 | 1.65734 | 1.65734 | 1.64689 | 3.60 | 10630.33 |
111 | 2024.04.17 07:40 | s/l | 28 | 0.10 | 1.65734 | 1.65734 | 1.64689 | -20.38 | 10609.95 |
112 | 2024.04.24 08:00 | buy | 29 | 0.10 | 1.64333 | 0.00000 | 0.00000 | ||
113 | 2024.04.24 08:00 | modify | 29 | 0.10 | 1.64333 | 1.63033 | 1.65433 | ||
114 | 2024.04.24 14:20 | buy | 30 | 0.10 | 1.64682 | 0.00000 | 0.00000 | ||
115 | 2024.04.24 14:20 | modify | 30 | 0.10 | 1.64682 | 1.64388 | 1.65433 | ||
116 | 2024.04.24 14:20 | modify | 29 | 0.10 | 1.64333 | 1.64388 | 1.65433 | ||
117 | 2024.04.25 07:30 | s/l | 29 | 0.10 | 1.64388 | 1.64388 | 1.65433 | 2.20 | 10612.15 |
118 | 2024.04.25 07:30 | s/l | 30 | 0.10 | 1.64388 | 1.64388 | 1.65433 | -21.26 | 10590.89 |
119 | 2024.05.01 00:00 | sell | 31 | 0.10 | 1.64722 | 0.00000 | 0.00000 | ||
120 | 2024.05.01 00:00 | modify | 31 | 0.10 | 1.64722 | 1.66022 | 1.63622 | ||
121 | 2024.05.01 14:15 | sell | 32 | 0.10 | 1.64367 | 0.00000 | 0.00000 | ||
122 | 2024.05.01 14:15 | modify | 32 | 0.10 | 1.64367 | 1.64667 | 1.63622 | ||
123 | 2024.05.01 14:15 | modify | 31 | 0.10 | 1.64722 | 1.64667 | 1.63622 | ||
124 | 2024.05.01 14:40 | s/l | 31 | 0.10 | 1.64667 | 1.64667 | 1.63622 | 3.70 | 10594.59 |
125 | 2024.05.01 14:40 | s/l | 32 | 0.10 | 1.64667 | 1.64667 | 1.63622 | -20.18 | 10574.41 |
126 | 2024.08.15 00:00 | sell | 33 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
127 | 2024.08.15 00:00 | modify | 33 | 0.10 | 1.66889 | 1.68189 | 1.65789 | ||
128 | 2024.08.15 02:40 | sell | 34 | 0.10 | 1.66275 | 0.00000 | 0.00000 | ||
129 | 2024.08.15 02:40 | modify | 34 | 0.10 | 1.66275 | 1.66504 | 1.65789 | ||
130 | 2024.08.15 02:40 | modify | 33 | 0.10 | 1.66889 | 1.66504 | 1.65789 | ||
131 | 2024.08.15 02:50 | sell | 35 | 0.10 | 1.66309 | 0.00000 | 0.00000 | ||
132 | 2024.08.15 02:50 | modify | 35 | 0.10 | 1.66309 | 1.66559 | 1.65789 | ||
133 | 2024.08.15 02:55 | modify | 35 | 0.10 | 1.66309 | 1.66504 | 1.65789 | ||
134 | 2024.08.15 12:40 | t/p | 33 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 73.97 | 10648.38 |
135 | 2024.08.15 12:40 | t/p | 34 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 32.68 | 10681.06 |
136 | 2024.08.15 12:40 | t/p | 35 | 0.10 | 1.65789 | 1.66504 | 1.65789 | 34.97 | 10716.03 |
137 | 2024.08.29 16:00 | buy | 36 | 0.10 | 1.62925 | 0.00000 | 0.00000 | ||
138 | 2024.08.29 16:00 | modify | 36 | 0.10 | 1.62925 | 1.61625 | 1.64025 | ||
139 | 2024.08.30 15:50 | buy | 37 | 0.10 | 1.63550 | 0.00000 | 0.00000 | ||
140 | 2024.08.30 15:50 | modify | 37 | 0.10 | 1.63550 | 1.63310 | 1.64025 | ||
141 | 2024.08.30 15:50 | modify | 36 | 0.10 | 1.62925 | 1.63310 | 1.64025 | ||
142 | 2024.08.30 18:25 | buy | 38 | 0.10 | 1.63487 | 0.00000 | 0.00000 | ||
143 | 2024.08.30 18:25 | modify | 38 | 0.10 | 1.63487 | 1.63255 | 1.64025 | ||
144 | 2024.08.30 18:30 | modify | 38 | 0.10 | 1.63487 | 1.63310 | 1.64025 | ||
145 | 2024.08.30 19:30 | s/l | 36 | 0.10 | 1.63310 | 1.63310 | 1.64025 | 25.39 | 10741.42 |
146 | 2024.08.30 19:30 | s/l | 37 | 0.10 | 1.63310 | 1.63310 | 1.64025 | -16.13 | 10725.29 |
147 | 2024.08.30 19:30 | s/l | 38 | 0.10 | 1.63310 | 1.63310 | 1.64025 | -11.90 | 10713.39 |