Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 7239 | Ticks modelled | 154935 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 2419.34 | Gross profit | 2637.74 | Gross loss | -218.41 |
Profit factor | 12.08 | Expected payoff | 63.67 | ||
Absolute drawdown | 111.52 | Maximal drawdown | 247.62 (11.75%) | Relative drawdown | 16.40% (189.86) |
Total trades | 38 | Short positions (won %) | 26 (88.46%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 32 (84.21%) | Loss trades (% of total) | 6 (15.79%) | ||
Largest | profit trade | 143.47 | loss trade | -41.33 | |
Average | profit trade | 82.43 | loss trade | -36.40 | |
Maximum | consecutive wins (profit in money) | 20 (1665.40) | consecutive losses (loss in money) | 2 (-77.22) | |
Maximal | consecutive profit (count of wins) | 1665.40 (20) | consecutive loss (count of losses) | -77.22 (2) | |
Average | consecutive wins | 11 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.14 19:00 | sell | 1 | 0.10 | 1.08699 | 0.00000 | 0.00000 | ||
2 | 2023.11.14 19:00 | modify | 1 | 0.10 | 1.08699 | 1.09099 | 1.07299 | ||
3 | 2023.11.17 20:50 | s/l | 1 | 0.10 | 1.09099 | 1.09099 | 1.07299 | -38.27 | 961.74 |
4 | 2023.12.13 21:00 | sell | 2 | 0.10 | 1.08812 | 0.00000 | 0.00000 | ||
5 | 2023.12.13 21:00 | modify | 2 | 0.10 | 1.08812 | 1.09212 | 1.07412 | ||
6 | 2023.12.14 11:10 | s/l | 2 | 0.10 | 1.09212 | 1.09212 | 1.07412 | -38.96 | 922.78 |
7 | 2023.12.15 15:00 | buy | 3 | 0.10 | 1.09228 | 0.00000 | 0.00000 | ||
8 | 2023.12.15 15:00 | modify | 3 | 0.10 | 1.09228 | 1.08828 | 1.10628 | ||
9 | 2023.12.21 15:45 | buy | 4 | 0.10 | 1.09944 | 0.00000 | 0.00000 | ||
10 | 2023.12.21 15:45 | modify | 4 | 0.10 | 1.09944 | 1.09438 | 1.10628 | ||
11 | 2023.12.21 15:45 | buy | 5 | 0.10 | 1.09944 | 0.00000 | 0.00000 | ||
12 | 2023.12.21 15:45 | modify | 5 | 0.10 | 1.09944 | 1.09648 | 1.10628 | ||
13 | 2023.12.21 15:45 | modify | 3 | 0.10 | 1.09228 | 1.09648 | 1.10628 | ||
14 | 2023.12.21 15:47 | modify | 4 | 0.10 | 1.09944 | 1.09648 | 1.10628 | ||
15 | 2023.12.21 21:10 | buy | 6 | 0.10 | 1.10071 | 0.00000 | 0.00000 | ||
16 | 2023.12.21 21:10 | modify | 6 | 0.10 | 1.10071 | 1.09718 | 1.10628 | ||
17 | 2023.12.21 21:10 | modify | 5 | 0.10 | 1.09944 | 1.09718 | 1.10628 | ||
18 | 2023.12.21 21:10 | modify | 4 | 0.10 | 1.09944 | 1.09718 | 1.10628 | ||
19 | 2023.12.21 21:10 | modify | 3 | 0.10 | 1.09228 | 1.09718 | 1.10628 | ||
20 | 2023.12.27 12:20 | t/p | 3 | 0.10 | 1.10628 | 1.09718 | 1.10628 | 133.36 | 1056.14 |
21 | 2023.12.27 12:20 | t/p | 4 | 0.10 | 1.10628 | 1.09718 | 1.10628 | 65.74 | 1121.88 |
22 | 2023.12.27 12:20 | t/p | 5 | 0.10 | 1.10628 | 1.09718 | 1.10628 | 65.74 | 1187.62 |
23 | 2023.12.27 12:20 | t/p | 6 | 0.10 | 1.10628 | 1.09718 | 1.10628 | 53.04 | 1240.67 |
24 | 2023.12.27 18:00 | sell | 7 | 0.10 | 1.11054 | 0.00000 | 0.00000 | ||
25 | 2023.12.27 18:00 | modify | 7 | 0.10 | 1.11054 | 1.11454 | 1.09654 | ||
26 | 2023.12.29 21:16 | sell | 8 | 0.10 | 1.10339 | 0.00000 | 0.00000 | ||
27 | 2023.12.29 21:16 | modify | 8 | 0.10 | 1.10339 | 1.10844 | 1.09654 | ||
28 | 2023.12.29 21:16 | sell | 9 | 0.10 | 1.10339 | 0.00000 | 0.00000 | ||
29 | 2023.12.29 21:16 | modify | 9 | 0.10 | 1.10339 | 1.10634 | 1.09654 | ||
30 | 2023.12.29 21:16 | modify | 7 | 0.10 | 1.11054 | 1.10634 | 1.09654 | ||
31 | 2023.12.29 21:20 | modify | 8 | 0.10 | 1.10339 | 1.10634 | 1.09654 | ||
32 | 2024.01.02 02:45 | sell | 10 | 0.10 | 1.10213 | 0.00000 | 0.00000 | ||
33 | 2024.01.02 02:45 | modify | 10 | 0.10 | 1.10213 | 1.10564 | 1.09654 | ||
34 | 2024.01.02 02:45 | modify | 9 | 0.10 | 1.10339 | 1.10564 | 1.09654 | ||
35 | 2024.01.02 02:45 | modify | 8 | 0.10 | 1.10339 | 1.10564 | 1.09654 | ||
36 | 2024.01.02 02:45 | modify | 7 | 0.10 | 1.11054 | 1.10564 | 1.09654 | ||
37 | 2024.01.02 12:20 | t/p | 7 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 142.08 | 1382.75 |
38 | 2024.01.02 12:20 | t/p | 8 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 69.19 | 1451.94 |
39 | 2024.01.02 12:20 | t/p | 9 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 69.19 | 1521.14 |
40 | 2024.01.02 12:20 | t/p | 10 | 0.10 | 1.09654 | 1.10564 | 1.09654 | 55.90 | 1577.04 |
41 | 2024.01.25 17:00 | buy | 11 | 0.10 | 1.08393 | 0.00000 | 0.00000 | ||
42 | 2024.01.25 17:00 | modify | 11 | 0.10 | 1.08393 | 1.07993 | 1.09793 | ||
43 | 2024.01.29 15:20 | s/l | 11 | 0.10 | 1.07993 | 1.07993 | 1.09793 | -41.33 | 1535.71 |
44 | 2024.02.01 19:00 | sell | 12 | 0.10 | 1.08698 | 0.00000 | 0.00000 | ||
45 | 2024.02.01 19:00 | modify | 12 | 0.10 | 1.08698 | 1.09098 | 1.07298 | ||
46 | 2024.02.02 14:15 | sell | 13 | 0.10 | 1.07977 | 0.00000 | 0.00000 | ||
47 | 2024.02.02 14:15 | modify | 13 | 0.10 | 1.07977 | 1.08488 | 1.07298 | ||
48 | 2024.02.02 14:15 | sell | 14 | 0.10 | 1.07977 | 0.00000 | 0.00000 | ||
49 | 2024.02.02 14:15 | modify | 14 | 0.10 | 1.07977 | 1.08278 | 1.07298 | ||
50 | 2024.02.02 14:15 | modify | 12 | 0.10 | 1.08698 | 1.08278 | 1.07298 | ||
51 | 2024.02.02 14:17 | modify | 13 | 0.10 | 1.07977 | 1.08278 | 1.07298 | ||
52 | 2024.02.02 15:20 | sell | 15 | 0.10 | 1.07840 | 0.00000 | 0.00000 | ||
53 | 2024.02.02 15:20 | modify | 15 | 0.10 | 1.07840 | 1.08208 | 1.07298 | ||
54 | 2024.02.02 15:20 | modify | 14 | 0.10 | 1.07977 | 1.08208 | 1.07298 | ||
55 | 2024.02.02 15:20 | modify | 13 | 0.10 | 1.07977 | 1.08208 | 1.07298 | ||
56 | 2024.02.02 15:20 | modify | 12 | 0.10 | 1.08698 | 1.08208 | 1.07298 | ||
57 | 2024.02.05 15:16 | t/p | 12 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 140.69 | 1676.40 |
58 | 2024.02.05 15:16 | t/p | 13 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 68.25 | 1744.65 |
59 | 2024.02.05 15:16 | t/p | 14 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 68.25 | 1812.90 |
60 | 2024.02.05 15:16 | t/p | 15 | 0.10 | 1.07298 | 1.08208 | 1.07298 | 54.55 | 1867.44 |
61 | 2024.03.20 22:00 | sell | 16 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
62 | 2024.03.20 22:00 | modify | 16 | 0.10 | 1.09206 | 1.09606 | 1.07806 | ||
63 | 2024.03.22 01:46 | sell | 17 | 0.10 | 1.08500 | 0.00000 | 0.00000 | ||
64 | 2024.03.22 01:46 | modify | 17 | 0.10 | 1.08500 | 1.08996 | 1.07806 | ||
65 | 2024.03.22 01:46 | sell | 18 | 0.10 | 1.08500 | 0.00000 | 0.00000 | ||
66 | 2024.03.22 01:46 | modify | 18 | 0.10 | 1.08500 | 1.08786 | 1.07806 | ||
67 | 2024.03.22 01:46 | modify | 16 | 0.10 | 1.09206 | 1.08786 | 1.07806 | ||
68 | 2024.03.22 01:50 | modify | 17 | 0.10 | 1.08500 | 1.08786 | 1.07806 | ||
69 | 2024.03.22 03:20 | sell | 19 | 0.10 | 1.08366 | 0.00000 | 0.00000 | ||
70 | 2024.03.22 03:20 | modify | 19 | 0.10 | 1.08366 | 1.08716 | 1.07806 | ||
71 | 2024.03.22 03:20 | modify | 18 | 0.10 | 1.08500 | 1.08716 | 1.07806 | ||
72 | 2024.03.22 03:20 | modify | 17 | 0.10 | 1.08500 | 1.08716 | 1.07806 | ||
73 | 2024.03.22 03:20 | modify | 16 | 0.10 | 1.09206 | 1.08716 | 1.07806 | ||
74 | 2024.03.28 09:20 | t/p | 16 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 143.47 | 2010.91 |
75 | 2024.03.28 09:20 | t/p | 17 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 71.48 | 2082.40 |
76 | 2024.03.28 09:20 | t/p | 18 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 71.48 | 2153.88 |
77 | 2024.03.28 09:20 | t/p | 19 | 0.10 | 1.07806 | 1.08716 | 1.07806 | 58.08 | 2211.96 |
78 | 2024.04.01 17:00 | buy | 20 | 0.10 | 1.07396 | 0.00000 | 0.00000 | ||
79 | 2024.04.01 17:00 | modify | 20 | 0.10 | 1.07396 | 1.06996 | 1.08796 | ||
80 | 2024.04.03 14:59 | buy | 21 | 0.10 | 1.08258 | 0.00000 | 0.00000 | ||
81 | 2024.04.03 14:59 | modify | 21 | 0.10 | 1.08258 | 1.07886 | 1.08796 | ||
82 | 2024.04.03 14:59 | modify | 20 | 0.10 | 1.07396 | 1.07886 | 1.08796 | ||
83 | 2024.04.05 12:50 | buy | 22 | 0.10 | 1.08113 | 0.00000 | 0.00000 | ||
84 | 2024.04.05 12:50 | modify | 22 | 0.10 | 1.08113 | 1.07606 | 1.08796 | ||
85 | 2024.04.05 12:50 | buy | 23 | 0.10 | 1.08113 | 0.00000 | 0.00000 | ||
86 | 2024.04.05 12:50 | modify | 23 | 0.10 | 1.08113 | 1.07816 | 1.08796 | ||
87 | 2024.04.05 12:53 | modify | 23 | 0.10 | 1.08113 | 1.07886 | 1.08796 | ||
88 | 2024.04.05 12:53 | modify | 22 | 0.10 | 1.08113 | 1.07886 | 1.08796 | ||
89 | 2024.04.09 12:50 | t/p | 20 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 134.69 | 2346.65 |
90 | 2024.04.09 12:50 | t/p | 21 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 49.82 | 2396.46 |
91 | 2024.04.09 12:50 | t/p | 22 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 66.97 | 2463.44 |
92 | 2024.04.09 12:50 | t/p | 23 | 0.10 | 1.08796 | 1.07886 | 1.08796 | 66.97 | 2530.41 |
93 | 2024.06.03 17:00 | sell | 24 | 0.10 | 1.08849 | 0.00000 | 0.00000 | ||
94 | 2024.06.03 17:00 | modify | 24 | 0.10 | 1.08849 | 1.09249 | 1.07449 | ||
95 | 2024.06.07 14:20 | sell | 25 | 0.10 | 1.08128 | 0.00000 | 0.00000 | ||
96 | 2024.06.07 14:20 | modify | 25 | 0.10 | 1.08128 | 1.08639 | 1.07449 | ||
97 | 2024.06.07 14:20 | sell | 26 | 0.10 | 1.08128 | 0.00000 | 0.00000 | ||
98 | 2024.06.07 14:20 | modify | 26 | 0.10 | 1.08128 | 1.08429 | 1.07449 | ||
99 | 2024.06.07 14:20 | modify | 24 | 0.10 | 1.08849 | 1.08429 | 1.07449 | ||
100 | 2024.06.07 14:22 | modify | 25 | 0.10 | 1.08128 | 1.08429 | 1.07449 | ||
101 | 2024.06.07 17:16 | sell | 27 | 0.10 | 1.08009 | 0.00000 | 0.00000 | ||
102 | 2024.06.07 17:16 | modify | 27 | 0.10 | 1.08009 | 1.08359 | 1.07449 | ||
103 | 2024.06.07 17:16 | modify | 26 | 0.10 | 1.08128 | 1.08359 | 1.07449 | ||
104 | 2024.06.07 17:16 | modify | 25 | 0.10 | 1.08128 | 1.08359 | 1.07449 | ||
105 | 2024.06.07 17:16 | modify | 24 | 0.10 | 1.08849 | 1.08359 | 1.07449 | ||
106 | 2024.06.10 09:50 | t/p | 24 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 142.43 | 2672.84 |
107 | 2024.06.10 09:50 | t/p | 25 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 68.25 | 2741.08 |
108 | 2024.06.10 09:50 | t/p | 26 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 68.25 | 2809.33 |
109 | 2024.06.10 09:50 | t/p | 27 | 0.10 | 1.07449 | 1.08359 | 1.07449 | 56.35 | 2865.68 |
110 | 2024.06.12 16:00 | sell | 28 | 0.10 | 1.08424 | 0.00000 | 0.00000 | ||
111 | 2024.06.12 16:00 | modify | 28 | 0.10 | 1.08424 | 1.08824 | 1.07024 | ||
112 | 2024.06.13 14:20 | sell | 29 | 0.10 | 1.07719 | 0.00000 | 0.00000 | ||
113 | 2024.06.13 14:20 | modify | 29 | 0.10 | 1.07719 | 1.08214 | 1.07024 | ||
114 | 2024.06.13 14:20 | sell | 30 | 0.10 | 1.07719 | 0.00000 | 0.00000 | ||
115 | 2024.06.13 14:20 | modify | 30 | 0.10 | 1.07719 | 1.08004 | 1.07024 | ||
116 | 2024.06.13 14:20 | modify | 28 | 0.10 | 1.08424 | 1.08004 | 1.07024 | ||
117 | 2024.06.13 14:22 | modify | 29 | 0.10 | 1.07719 | 1.08004 | 1.07024 | ||
118 | 2024.06.13 15:20 | sell | 31 | 0.10 | 1.07564 | 0.00000 | 0.00000 | ||
119 | 2024.06.13 15:20 | modify | 31 | 0.10 | 1.07564 | 1.07934 | 1.07024 | ||
120 | 2024.06.13 15:20 | modify | 30 | 0.10 | 1.07719 | 1.07934 | 1.07024 | ||
121 | 2024.06.13 15:20 | modify | 29 | 0.10 | 1.07719 | 1.07934 | 1.07024 | ||
122 | 2024.06.13 15:20 | modify | 28 | 0.10 | 1.08424 | 1.07934 | 1.07024 | ||
123 | 2024.06.14 08:40 | t/p | 28 | 0.10 | 1.07024 | 1.07934 | 1.07024 | 141.39 | 3007.07 |
124 | 2024.06.14 08:40 | t/p | 29 | 0.10 | 1.07024 | 1.07934 | 1.07024 | 69.85 | 3076.91 |
125 | 2024.06.14 08:40 | t/p | 30 | 0.10 | 1.07024 | 1.07934 | 1.07024 | 69.85 | 3146.76 |
126 | 2024.06.14 08:40 | t/p | 31 | 0.10 | 1.07024 | 1.07934 | 1.07024 | 54.35 | 3201.11 |
127 | 2024.08.02 16:00 | sell | 32 | 0.10 | 1.09132 | 0.00000 | 0.00000 | ||
128 | 2024.08.02 16:00 | modify | 32 | 0.10 | 1.09132 | 1.09532 | 1.07732 | ||
129 | 2024.08.05 07:40 | s/l | 32 | 0.10 | 1.09532 | 1.09532 | 1.07732 | -39.65 | 3161.45 |
130 | 2024.08.23 19:00 | sell | 33 | 0.10 | 1.11872 | 0.00000 | 0.00000 | ||
131 | 2024.08.23 19:00 | modify | 33 | 0.10 | 1.11872 | 1.12272 | 1.10472 | ||
132 | 2024.08.28 12:15 | sell | 34 | 0.10 | 1.11143 | 0.00000 | 0.00000 | ||
133 | 2024.08.28 12:15 | modify | 34 | 0.10 | 1.11143 | 1.11662 | 1.10472 | ||
134 | 2024.08.28 12:15 | sell | 35 | 0.10 | 1.11143 | 0.00000 | 0.00000 | ||
135 | 2024.08.28 12:15 | modify | 35 | 0.10 | 1.11143 | 1.11452 | 1.10472 | ||
136 | 2024.08.28 12:15 | modify | 33 | 0.10 | 1.11872 | 1.11452 | 1.10472 | ||
137 | 2024.08.28 12:17 | modify | 34 | 0.10 | 1.11143 | 1.11452 | 1.10472 | ||
138 | 2024.08.30 16:37 | t/p | 33 | 0.10 | 1.10472 | 1.11452 | 1.10472 | 142.43 | 3303.88 |
139 | 2024.08.30 16:37 | t/p | 34 | 0.10 | 1.10472 | 1.11452 | 1.10472 | 68.49 | 3372.37 |
140 | 2024.08.30 16:37 | t/p | 35 | 0.10 | 1.10472 | 1.11452 | 1.10472 | 68.49 | 3440.86 |
141 | 2024.09.25 18:00 | buy | 36 | 0.10 | 1.11398 | 0.00000 | 0.00000 | ||
142 | 2024.09.25 18:00 | modify | 36 | 0.10 | 1.11398 | 1.10998 | 1.12798 | ||
143 | 2024.09.30 08:46 | buy | 37 | 0.10 | 1.12119 | 0.00000 | 0.00000 | ||
144 | 2024.09.30 08:46 | modify | 37 | 0.10 | 1.12119 | 1.11608 | 1.12798 | ||
145 | 2024.09.30 08:46 | buy | 38 | 0.10 | 1.12119 | 0.00000 | 0.00000 | ||
146 | 2024.09.30 08:46 | modify | 38 | 0.10 | 1.12119 | 1.11818 | 1.12798 | ||
147 | 2024.09.30 08:46 | modify | 36 | 0.10 | 1.11398 | 1.11818 | 1.12798 | ||
148 | 2024.09.30 08:50 | modify | 37 | 0.10 | 1.12119 | 1.11818 | 1.12798 | ||
149 | 2024.09.30 13:15 | s/l | 36 | 0.10 | 1.11818 | 1.11818 | 1.12798 | 38.68 | 3479.54 |
150 | 2024.09.30 13:15 | s/l | 37 | 0.10 | 1.11818 | 1.11818 | 1.12798 | -30.10 | 3449.44 |
151 | 2024.09.30 13:15 | s/l | 38 | 0.10 | 1.11818 | 1.11818 | 1.12798 | -30.10 | 3419.34 |