Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 269.89 | Gross profit | 1087.45 | Gross loss | -817.57 |
Profit factor | 1.33 | Expected payoff | 8.71 | ||
Absolute drawdown | 242.60 | Maximal drawdown | 268.09 (22.37%) | Relative drawdown | 25.85% (264.10) |
Total trades | 31 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
Largest | profit trade | 109.82 | loss trade | -113.53 | |
Average | profit trade | 57.23 | loss trade | -68.13 | |
Maximum | consecutive wins (profit in money) | 5 (305.16) | consecutive losses (loss in money) | 2 (-223.20) | |
Maximal | consecutive profit (count of wins) | 305.16 (5) | consecutive loss (count of losses) | -223.20 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.03 12:00 | buy | 1 | 0.10 | 0.67319 | 0.00000 | 0.00000 | ||
2 | 2024.01.03 12:00 | modify | 1 | 0.10 | 0.67319 | 0.66219 | 0.68419 | ||
3 | 2024.01.16 04:00 | s/l | 1 | 0.10 | 0.66219 | 0.66219 | 0.68419 | -111.30 | 888.70 |
4 | 2024.01.16 04:00 | buy | 2 | 0.10 | 0.66154 | 0.00000 | 0.00000 | ||
5 | 2024.01.16 04:00 | modify | 2 | 0.10 | 0.66154 | 0.65054 | 0.67254 | ||
6 | 2024.02.02 20:00 | s/l | 2 | 0.10 | 0.65054 | 0.65054 | 0.67254 | -111.90 | 776.80 |
7 | 2024.02.13 16:00 | buy | 3 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
8 | 2024.02.13 16:00 | modify | 3 | 0.10 | 0.64627 | 0.63527 | 0.65727 | ||
9 | 2024.02.14 20:00 | buy | 4 | 0.10 | 0.64930 | 0.00000 | 0.00000 | ||
10 | 2024.02.14 20:00 | modify | 4 | 0.10 | 0.64930 | 0.64682 | 0.65727 | ||
11 | 2024.02.14 20:00 | modify | 3 | 0.10 | 0.64627 | 0.64682 | 0.65727 | ||
12 | 2024.02.15 20:00 | buy | 5 | 0.10 | 0.65252 | 0.00000 | 0.00000 | ||
13 | 2024.02.15 20:00 | modify | 5 | 0.10 | 0.65252 | 0.64902 | 0.65727 | ||
14 | 2024.02.15 20:00 | modify | 4 | 0.10 | 0.64930 | 0.64902 | 0.65727 | ||
15 | 2024.02.15 20:00 | modify | 3 | 0.10 | 0.64627 | 0.64902 | 0.65727 | ||
16 | 2024.02.19 04:00 | buy | 6 | 0.10 | 0.65399 | 0.00000 | 0.00000 | ||
17 | 2024.02.19 04:00 | modify | 6 | 0.10 | 0.65399 | 0.65177 | 0.65727 | ||
18 | 2024.02.19 04:00 | modify | 5 | 0.10 | 0.65252 | 0.65177 | 0.65727 | ||
19 | 2024.02.19 04:00 | modify | 4 | 0.10 | 0.64930 | 0.65177 | 0.65727 | ||
20 | 2024.02.19 04:00 | modify | 3 | 0.10 | 0.64627 | 0.65177 | 0.65727 | ||
21 | 2024.02.20 16:00 | t/p | 3 | 0.10 | 0.65727 | 0.65177 | 0.65727 | 109.30 | 886.10 |
22 | 2024.02.20 16:00 | t/p | 4 | 0.10 | 0.65727 | 0.65177 | 0.65727 | 79.10 | 965.20 |
23 | 2024.02.20 16:00 | t/p | 5 | 0.10 | 0.65727 | 0.65177 | 0.65727 | 47.20 | 1012.40 |
24 | 2024.02.20 16:00 | t/p | 6 | 0.10 | 0.65727 | 0.65177 | 0.65727 | 32.70 | 1045.10 |
25 | 2024.03.06 16:00 | sell | 7 | 0.10 | 0.65650 | 0.00000 | 0.00000 | ||
26 | 2024.03.06 16:00 | modify | 7 | 0.10 | 0.65650 | 0.66750 | 0.64550 | ||
27 | 2024.03.26 16:00 | sell | 8 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
28 | 2024.03.26 16:00 | modify | 8 | 0.10 | 0.65357 | 0.65595 | 0.64550 | ||
29 | 2024.03.26 16:00 | modify | 7 | 0.10 | 0.65650 | 0.65595 | 0.64550 | ||
30 | 2024.04.03 16:00 | s/l | 7 | 0.10 | 0.65595 | 0.65595 | 0.64550 | 3.83 | 1048.92 |
31 | 2024.04.03 16:00 | s/l | 8 | 0.10 | 0.65595 | 0.65595 | 0.64550 | -24.28 | 1024.64 |
32 | 2024.04.04 08:00 | sell | 9 | 0.10 | 0.65923 | 0.00000 | 0.00000 | ||
33 | 2024.04.04 08:00 | modify | 9 | 0.10 | 0.65923 | 0.67023 | 0.64823 | ||
34 | 2024.04.12 16:00 | t/p | 9 | 0.10 | 0.64823 | 0.67023 | 0.64823 | 109.52 | 1134.16 |
35 | 2024.04.24 04:00 | sell | 10 | 0.10 | 0.65169 | 0.00000 | 0.00000 | ||
36 | 2024.04.24 04:00 | modify | 10 | 0.10 | 0.65169 | 0.66269 | 0.64069 | ||
37 | 2024.04.30 16:00 | sell | 11 | 0.10 | 0.64885 | 0.00000 | 0.00000 | ||
38 | 2024.04.30 16:00 | modify | 11 | 0.10 | 0.64885 | 0.65114 | 0.64069 | ||
39 | 2024.04.30 16:00 | modify | 10 | 0.10 | 0.65169 | 0.65114 | 0.64069 | ||
40 | 2024.05.01 20:00 | s/l | 10 | 0.10 | 0.65114 | 0.65114 | 0.64069 | 5.08 | 1139.25 |
41 | 2024.05.01 20:00 | s/l | 11 | 0.10 | 0.65114 | 0.65114 | 0.64069 | -22.96 | 1116.29 |
42 | 2024.05.03 16:00 | sell | 12 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
43 | 2024.05.03 16:00 | modify | 12 | 0.10 | 0.66136 | 0.67236 | 0.65036 | ||
44 | 2024.07.03 16:00 | s/l | 12 | 0.10 | 0.67236 | 0.67236 | 0.65036 | -113.53 | 1002.76 |
45 | 2024.07.03 16:00 | sell | 13 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
46 | 2024.07.03 16:00 | modify | 13 | 0.10 | 0.67175 | 0.68275 | 0.66075 | ||
47 | 2024.07.23 00:00 | sell | 14 | 0.10 | 0.66382 | 0.00000 | 0.00000 | ||
48 | 2024.07.23 00:00 | modify | 14 | 0.10 | 0.66382 | 0.66625 | 0.66075 | ||
49 | 2024.07.23 00:00 | modify | 13 | 0.10 | 0.67175 | 0.66625 | 0.66075 | ||
50 | 2024.07.24 04:00 | t/p | 13 | 0.10 | 0.66075 | 0.66625 | 0.66075 | 108.74 | 1111.50 |
51 | 2024.07.24 04:00 | t/p | 14 | 0.10 | 0.66075 | 0.66625 | 0.66075 | 30.64 | 1142.14 |
52 | 2024.07.25 08:00 | buy | 15 | 0.10 | 0.65365 | 0.00000 | 0.00000 | ||
53 | 2024.07.25 08:00 | modify | 15 | 0.10 | 0.65365 | 0.64265 | 0.66465 | ||
54 | 2024.08.05 08:00 | s/l | 15 | 0.10 | 0.64265 | 0.64265 | 0.66465 | -110.90 | 1031.24 |
55 | 2024.08.05 08:00 | buy | 16 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
56 | 2024.08.05 08:00 | modify | 16 | 0.10 | 0.64519 | 0.63419 | 0.65619 | ||
57 | 2024.08.07 04:00 | t/p | 16 | 0.10 | 0.65619 | 0.63419 | 0.65619 | 109.80 | 1141.04 |
58 | 2024.08.07 04:00 | sell | 17 | 0.10 | 0.65617 | 0.00000 | 0.00000 | ||
59 | 2024.08.07 04:00 | modify | 17 | 0.10 | 0.65617 | 0.66717 | 0.64517 | ||
60 | 2024.08.16 20:00 | s/l | 17 | 0.10 | 0.66717 | 0.66717 | 0.64517 | -110.66 | 1030.38 |
61 | 2024.08.23 16:00 | sell | 18 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
62 | 2024.08.23 16:00 | modify | 18 | 0.10 | 0.67760 | 0.68860 | 0.66660 | ||
63 | 2024.09.05 00:00 | sell | 19 | 0.10 | 0.67154 | 0.00000 | 0.00000 | ||
64 | 2024.09.05 00:00 | modify | 19 | 0.10 | 0.67154 | 0.67485 | 0.66660 | ||
65 | 2024.09.05 00:00 | modify | 18 | 0.10 | 0.67760 | 0.67485 | 0.66660 | ||
66 | 2024.09.06 16:00 | s/l | 18 | 0.10 | 0.67485 | 0.67485 | 0.66660 | 26.66 | 1057.05 |
67 | 2024.09.06 16:00 | s/l | 19 | 0.10 | 0.67485 | 0.67485 | 0.66660 | -33.16 | 1023.89 |
68 | 2024.09.06 16:00 | buy | 20 | 0.10 | 0.66781 | 0.00000 | 0.00000 | ||
69 | 2024.09.06 16:00 | modify | 20 | 0.10 | 0.66781 | 0.65681 | 0.67881 | ||
70 | 2024.09.18 12:00 | t/p | 20 | 0.10 | 0.67881 | 0.65681 | 0.67881 | 109.00 | 1132.88 |
71 | 2024.09.25 00:00 | sell | 21 | 0.10 | 0.69053 | 0.00000 | 0.00000 | ||
72 | 2024.09.25 00:00 | modify | 21 | 0.10 | 0.69053 | 0.70153 | 0.67953 | ||
73 | 2024.09.25 12:00 | sell | 22 | 0.10 | 0.68769 | 0.00000 | 0.00000 | ||
74 | 2024.09.25 12:00 | modify | 22 | 0.10 | 0.68769 | 0.68998 | 0.67953 | ||
75 | 2024.09.25 12:00 | modify | 21 | 0.10 | 0.69053 | 0.68998 | 0.67953 | ||
76 | 2024.09.26 16:00 | s/l | 21 | 0.10 | 0.68998 | 0.68998 | 0.67953 | 5.32 | 1138.21 |
77 | 2024.09.26 16:00 | s/l | 22 | 0.10 | 0.68998 | 0.68998 | 0.67953 | -23.08 | 1115.13 |
78 | 2024.11.06 04:00 | buy | 23 | 0.10 | 0.65202 | 0.00000 | 0.00000 | ||
79 | 2024.11.06 04:00 | modify | 23 | 0.10 | 0.65202 | 0.64102 | 0.66302 | ||
80 | 2024.11.07 08:00 | t/p | 23 | 0.10 | 0.66302 | 0.64102 | 0.66302 | 109.70 | 1224.83 |
81 | 2024.11.07 12:00 | sell | 24 | 0.10 | 0.66303 | 0.00000 | 0.00000 | ||
82 | 2024.11.07 12:00 | modify | 24 | 0.10 | 0.66303 | 0.67403 | 0.65203 | ||
83 | 2024.11.11 16:00 | sell | 25 | 0.10 | 0.65693 | 0.00000 | 0.00000 | ||
84 | 2024.11.11 16:00 | modify | 25 | 0.10 | 0.65693 | 0.66028 | 0.65203 | ||
85 | 2024.11.11 16:00 | modify | 24 | 0.10 | 0.66303 | 0.66028 | 0.65203 | ||
86 | 2024.11.12 04:00 | sell | 26 | 0.10 | 0.65515 | 0.00000 | 0.00000 | ||
87 | 2024.11.12 04:00 | modify | 26 | 0.10 | 0.65515 | 0.65753 | 0.65203 | ||
88 | 2024.11.12 04:00 | modify | 25 | 0.10 | 0.65693 | 0.65753 | 0.65203 | ||
89 | 2024.11.12 04:00 | modify | 24 | 0.10 | 0.66303 | 0.65753 | 0.65203 | ||
90 | 2024.11.12 20:00 | t/p | 24 | 0.10 | 0.65203 | 0.65753 | 0.65203 | 109.82 | 1334.65 |
91 | 2024.11.12 20:00 | t/p | 25 | 0.10 | 0.65203 | 0.65753 | 0.65203 | 48.94 | 1383.59 |
92 | 2024.11.12 20:00 | t/p | 26 | 0.10 | 0.65203 | 0.65753 | 0.65203 | 31.20 | 1414.79 |
93 | 2024.11.26 00:00 | buy | 27 | 0.10 | 0.64659 | 0.00000 | 0.00000 | ||
94 | 2024.11.26 00:00 | modify | 27 | 0.10 | 0.64659 | 0.63559 | 0.65759 | ||
95 | 2024.11.26 04:00 | buy | 28 | 0.10 | 0.64938 | 0.00000 | 0.00000 | ||
96 | 2024.11.26 04:00 | modify | 28 | 0.10 | 0.64938 | 0.64714 | 0.65759 | ||
97 | 2024.11.26 04:00 | modify | 27 | 0.10 | 0.64659 | 0.64714 | 0.65759 | ||
98 | 2024.11.26 16:00 | s/l | 27 | 0.10 | 0.64714 | 0.64714 | 0.65759 | 5.50 | 1420.29 |
99 | 2024.11.26 16:00 | s/l | 28 | 0.10 | 0.64714 | 0.64714 | 0.65759 | -22.40 | 1397.89 |
100 | 2024.12.02 16:00 | buy | 29 | 0.10 | 0.64496 | 0.00000 | 0.00000 | ||
101 | 2024.12.02 16:00 | modify | 29 | 0.10 | 0.64496 | 0.63396 | 0.65596 | ||
102 | 2024.12.03 00:00 | buy | 30 | 0.10 | 0.64771 | 0.00000 | 0.00000 | ||
103 | 2024.12.03 00:00 | modify | 30 | 0.10 | 0.64771 | 0.64551 | 0.65596 | ||
104 | 2024.12.03 00:00 | modify | 29 | 0.10 | 0.64496 | 0.64551 | 0.65596 | ||
105 | 2024.12.03 04:00 | s/l | 29 | 0.10 | 0.64551 | 0.64551 | 0.65596 | 5.40 | 1403.29 |
106 | 2024.12.03 04:00 | s/l | 30 | 0.10 | 0.64551 | 0.64551 | 0.65596 | -22.00 | 1381.29 |
107 | 2024.12.04 04:00 | buy | 31 | 0.10 | 0.64174 | 0.00000 | 0.00000 | ||
108 | 2024.12.04 04:00 | modify | 31 | 0.10 | 0.64174 | 0.63074 | 0.65274 | ||
109 | 2024.12.18 12:00 | s/l | 31 | 0.10 | 0.63074 | 0.63074 | 0.65274 | -111.40 | 1269.88 |