Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
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=11; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7241 | Ticks modelled | 155858 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1763.65 | Gross profit | 2051.23 | Gross loss | -287.58 |
Profit factor | 7.13 | Expected payoff | 48.99 | ||
Absolute drawdown | 123.80 | Maximal drawdown | 418.40 (32.32%) | Relative drawdown | 32.32% (418.40) |
Total trades | 36 | Short positions (won %) | 24 (75.00%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
Largest | profit trade | 149.58 | loss trade | -25.20 | |
Average | profit trade | 85.47 | loss trade | -23.97 | |
Maximum | consecutive wins (profit in money) | 13 (1158.83) | consecutive losses (loss in money) | 3 (-75.60) | |
Maximal | consecutive profit (count of wins) | 1158.83 (13) | consecutive loss (count of losses) | -75.60 (3) | |
Average | consecutive wins | 6 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.13 16:00 | buy | 1 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
2 | 2024.02.13 16:00 | modify | 1 | 0.10 | 0.64627 | 0.63127 | 0.66127 | ||
3 | 2024.02.16 17:45 | buy | 2 | 0.10 | 0.65394 | 0.00000 | 0.00000 | ||
4 | 2024.02.16 17:45 | modify | 2 | 0.10 | 0.65394 | 0.65152 | 0.66127 | ||
5 | 2024.02.16 17:45 | buy | 3 | 0.10 | 0.65394 | 0.00000 | 0.00000 | ||
6 | 2024.02.16 17:45 | modify | 3 | 0.10 | 0.65394 | 0.65002 | 0.66127 | ||
7 | 2024.02.16 17:45 | buy | 4 | 0.10 | 0.65394 | 0.00000 | 0.00000 | ||
8 | 2024.02.16 17:45 | modify | 4 | 0.10 | 0.65394 | 0.65152 | 0.66127 | ||
9 | 2024.02.16 17:45 | modify | 1 | 0.10 | 0.64627 | 0.65152 | 0.66127 | ||
10 | 2024.02.16 17:47 | modify | 3 | 0.10 | 0.65394 | 0.65152 | 0.66127 | ||
11 | 2024.02.28 05:33 | s/l | 1 | 0.10 | 0.65152 | 0.65152 | 0.66127 | 51.00 | 1051.00 |
12 | 2024.02.28 05:33 | s/l | 2 | 0.10 | 0.65152 | 0.65152 | 0.66127 | -25.20 | 1025.80 |
13 | 2024.02.28 05:33 | s/l | 3 | 0.10 | 0.65152 | 0.65152 | 0.66127 | -25.20 | 1000.60 |
14 | 2024.02.28 05:33 | s/l | 4 | 0.10 | 0.65152 | 0.65152 | 0.66127 | -25.20 | 975.40 |
15 | 2024.03.06 18:00 | sell | 5 | 0.10 | 0.65717 | 0.00000 | 0.00000 | ||
16 | 2024.03.06 18:00 | modify | 5 | 0.10 | 0.65717 | 0.67217 | 0.64217 | ||
17 | 2024.03.28 08:20 | sell | 6 | 0.10 | 0.64961 | 0.00000 | 0.00000 | ||
18 | 2024.03.28 08:20 | modify | 6 | 0.10 | 0.64961 | 0.65192 | 0.64217 | ||
19 | 2024.03.28 08:20 | sell | 7 | 0.10 | 0.64961 | 0.00000 | 0.00000 | ||
20 | 2024.03.28 08:20 | modify | 7 | 0.10 | 0.64961 | 0.65342 | 0.64217 | ||
21 | 2024.03.28 08:20 | sell | 8 | 0.10 | 0.64961 | 0.00000 | 0.00000 | ||
22 | 2024.03.28 08:20 | modify | 8 | 0.10 | 0.64961 | 0.65192 | 0.64217 | ||
23 | 2024.03.28 08:20 | modify | 5 | 0.10 | 0.65717 | 0.65192 | 0.64217 | ||
24 | 2024.03.28 08:22 | modify | 7 | 0.10 | 0.64961 | 0.65192 | 0.64217 | ||
25 | 2024.03.28 14:02 | s/l | 5 | 0.10 | 0.65192 | 0.65192 | 0.64217 | 51.06 | 1026.46 |
26 | 2024.03.28 14:02 | s/l | 6 | 0.10 | 0.65192 | 0.65192 | 0.64217 | -23.10 | 1003.36 |
27 | 2024.03.28 14:02 | s/l | 7 | 0.10 | 0.65192 | 0.65192 | 0.64217 | -23.10 | 980.26 |
28 | 2024.03.28 14:02 | s/l | 8 | 0.10 | 0.65192 | 0.65192 | 0.64217 | -23.10 | 957.16 |
29 | 2024.04.03 19:00 | sell | 9 | 0.10 | 0.65664 | 0.00000 | 0.00000 | ||
30 | 2024.04.03 19:00 | modify | 9 | 0.10 | 0.65664 | 0.67164 | 0.64164 | ||
31 | 2024.04.12 10:50 | sell | 10 | 0.10 | 0.64893 | 0.00000 | 0.00000 | ||
32 | 2024.04.12 10:50 | modify | 10 | 0.10 | 0.64893 | 0.65139 | 0.64164 | ||
33 | 2024.04.12 10:50 | sell | 11 | 0.10 | 0.64893 | 0.00000 | 0.00000 | ||
34 | 2024.04.12 10:50 | modify | 11 | 0.10 | 0.64893 | 0.65289 | 0.64164 | ||
35 | 2024.04.12 10:50 | sell | 12 | 0.10 | 0.64893 | 0.00000 | 0.00000 | ||
36 | 2024.04.12 10:50 | modify | 12 | 0.10 | 0.64893 | 0.65139 | 0.64164 | ||
37 | 2024.04.12 10:50 | modify | 9 | 0.10 | 0.65664 | 0.65139 | 0.64164 | ||
38 | 2024.04.12 10:52 | modify | 11 | 0.10 | 0.64893 | 0.65139 | 0.64164 | ||
39 | 2024.04.16 01:20 | t/p | 9 | 0.10 | 0.64164 | 0.65139 | 0.64164 | 149.22 | 1106.38 |
40 | 2024.04.16 01:20 | t/p | 10 | 0.10 | 0.64164 | 0.65139 | 0.64164 | 72.78 | 1179.16 |
41 | 2024.04.16 01:20 | t/p | 11 | 0.10 | 0.64164 | 0.65139 | 0.64164 | 72.78 | 1251.94 |
42 | 2024.04.16 01:20 | t/p | 12 | 0.10 | 0.64164 | 0.65139 | 0.64164 | 72.78 | 1324.72 |
43 | 2024.07.03 16:00 | sell | 13 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
44 | 2024.07.03 16:00 | modify | 13 | 0.10 | 0.67175 | 0.68675 | 0.65675 | ||
45 | 2024.07.22 13:20 | sell | 14 | 0.10 | 0.66419 | 0.00000 | 0.00000 | ||
46 | 2024.07.22 13:20 | modify | 14 | 0.10 | 0.66419 | 0.66650 | 0.65675 | ||
47 | 2024.07.22 13:20 | sell | 15 | 0.10 | 0.66419 | 0.00000 | 0.00000 | ||
48 | 2024.07.22 13:20 | modify | 15 | 0.10 | 0.66419 | 0.66800 | 0.65675 | ||
49 | 2024.07.22 13:20 | sell | 16 | 0.10 | 0.66419 | 0.00000 | 0.00000 | ||
50 | 2024.07.22 13:20 | modify | 16 | 0.10 | 0.66419 | 0.66650 | 0.65675 | ||
51 | 2024.07.22 13:20 | modify | 13 | 0.10 | 0.67175 | 0.66650 | 0.65675 | ||
52 | 2024.07.22 13:23 | modify | 15 | 0.10 | 0.66419 | 0.66650 | 0.65675 | ||
53 | 2024.07.25 00:20 | t/p | 13 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 148.56 | 1473.29 |
54 | 2024.07.25 00:20 | t/p | 14 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 74.10 | 1547.39 |
55 | 2024.07.25 00:20 | t/p | 15 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 74.10 | 1621.49 |
56 | 2024.07.25 00:20 | t/p | 16 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 74.10 | 1695.59 |
57 | 2024.08.23 19:00 | sell | 17 | 0.10 | 0.67908 | 0.00000 | 0.00000 | ||
58 | 2024.08.23 19:00 | modify | 17 | 0.10 | 0.67908 | 0.69408 | 0.66408 | ||
59 | 2024.09.03 14:25 | sell | 18 | 0.10 | 0.67143 | 0.00000 | 0.00000 | ||
60 | 2024.09.03 14:25 | modify | 18 | 0.10 | 0.67143 | 0.67383 | 0.66408 | ||
61 | 2024.09.03 14:25 | sell | 19 | 0.10 | 0.67143 | 0.00000 | 0.00000 | ||
62 | 2024.09.03 14:25 | modify | 19 | 0.10 | 0.67143 | 0.67533 | 0.66408 | ||
63 | 2024.09.03 14:25 | sell | 20 | 0.10 | 0.67143 | 0.00000 | 0.00000 | ||
64 | 2024.09.03 14:25 | modify | 20 | 0.10 | 0.67143 | 0.67383 | 0.66408 | ||
65 | 2024.09.03 14:25 | modify | 17 | 0.10 | 0.67908 | 0.67383 | 0.66408 | ||
66 | 2024.09.03 14:27 | modify | 19 | 0.10 | 0.67143 | 0.67383 | 0.66408 | ||
67 | 2024.09.04 14:10 | s/l | 17 | 0.10 | 0.67383 | 0.67383 | 0.66408 | 51.90 | 1747.49 |
68 | 2024.09.04 14:10 | s/l | 18 | 0.10 | 0.67383 | 0.67383 | 0.66408 | -24.06 | 1723.43 |
69 | 2024.09.04 14:10 | s/l | 19 | 0.10 | 0.67383 | 0.67383 | 0.66408 | -24.06 | 1699.37 |
70 | 2024.09.04 14:10 | s/l | 20 | 0.10 | 0.67383 | 0.67383 | 0.66408 | -24.06 | 1675.31 |
71 | 2024.09.06 18:00 | buy | 21 | 0.10 | 0.66745 | 0.00000 | 0.00000 | ||
72 | 2024.09.06 18:00 | modify | 21 | 0.10 | 0.66745 | 0.65245 | 0.68245 | ||
73 | 2024.09.16 11:50 | buy | 22 | 0.10 | 0.67505 | 0.00000 | 0.00000 | ||
74 | 2024.09.16 11:50 | modify | 22 | 0.10 | 0.67505 | 0.67270 | 0.68245 | ||
75 | 2024.09.16 11:50 | buy | 23 | 0.10 | 0.67505 | 0.00000 | 0.00000 | ||
76 | 2024.09.16 11:50 | modify | 23 | 0.10 | 0.67505 | 0.67120 | 0.68245 | ||
77 | 2024.09.16 11:50 | buy | 24 | 0.10 | 0.67505 | 0.00000 | 0.00000 | ||
78 | 2024.09.16 11:50 | modify | 24 | 0.10 | 0.67505 | 0.67270 | 0.68245 | ||
79 | 2024.09.16 11:50 | modify | 21 | 0.10 | 0.66745 | 0.67270 | 0.68245 | ||
80 | 2024.09.16 11:52 | modify | 23 | 0.10 | 0.67505 | 0.67270 | 0.68245 | ||
81 | 2024.09.19 06:50 | t/p | 21 | 0.10 | 0.68245 | 0.67270 | 0.68245 | 148.70 | 1824.01 |
82 | 2024.09.19 06:50 | t/p | 22 | 0.10 | 0.68245 | 0.67270 | 0.68245 | 73.50 | 1897.51 |
83 | 2024.09.19 06:50 | t/p | 23 | 0.10 | 0.68245 | 0.67270 | 0.68245 | 73.50 | 1971.01 |
84 | 2024.09.19 06:50 | t/p | 24 | 0.10 | 0.68245 | 0.67270 | 0.68245 | 73.50 | 2044.51 |
85 | 2024.09.19 08:00 | sell | 25 | 0.10 | 0.68173 | 0.00000 | 0.00000 | ||
86 | 2024.09.19 08:00 | modify | 25 | 0.10 | 0.68173 | 0.69673 | 0.66673 | ||
87 | 2024.10.08 02:15 | sell | 26 | 0.10 | 0.67397 | 0.00000 | 0.00000 | ||
88 | 2024.10.08 02:15 | modify | 26 | 0.10 | 0.67397 | 0.67648 | 0.66673 | ||
89 | 2024.10.08 02:15 | sell | 27 | 0.10 | 0.67397 | 0.00000 | 0.00000 | ||
90 | 2024.10.08 02:15 | modify | 27 | 0.10 | 0.67397 | 0.67798 | 0.66673 | ||
91 | 2024.10.08 02:15 | sell | 28 | 0.10 | 0.67397 | 0.00000 | 0.00000 | ||
92 | 2024.10.08 02:15 | modify | 28 | 0.10 | 0.67397 | 0.67648 | 0.66673 | ||
93 | 2024.10.08 02:15 | modify | 25 | 0.10 | 0.68173 | 0.67648 | 0.66673 | ||
94 | 2024.10.08 02:17 | modify | 27 | 0.10 | 0.67397 | 0.67648 | 0.66673 | ||
95 | 2024.10.16 14:32 | t/p | 25 | 0.10 | 0.66673 | 0.67648 | 0.66673 | 148.50 | 2193.02 |
96 | 2024.10.16 14:32 | t/p | 26 | 0.10 | 0.66673 | 0.67648 | 0.66673 | 71.92 | 2264.94 |
97 | 2024.10.16 14:32 | t/p | 27 | 0.10 | 0.66673 | 0.67648 | 0.66673 | 71.92 | 2336.86 |
98 | 2024.10.16 14:32 | t/p | 28 | 0.10 | 0.66673 | 0.67648 | 0.66673 | 71.92 | 2408.78 |
99 | 2024.11.07 08:00 | sell | 29 | 0.10 | 0.66224 | 0.00000 | 0.00000 | ||
100 | 2024.11.07 08:00 | modify | 29 | 0.10 | 0.66224 | 0.67724 | 0.64724 | ||
101 | 2024.11.12 06:02 | sell | 30 | 0.10 | 0.65471 | 0.00000 | 0.00000 | ||
102 | 2024.11.12 06:02 | modify | 30 | 0.10 | 0.65471 | 0.65699 | 0.64724 | ||
103 | 2024.11.12 06:02 | sell | 31 | 0.10 | 0.65471 | 0.00000 | 0.00000 | ||
104 | 2024.11.12 06:02 | modify | 31 | 0.10 | 0.65471 | 0.65849 | 0.64724 | ||
105 | 2024.11.12 06:02 | sell | 32 | 0.10 | 0.65471 | 0.00000 | 0.00000 | ||
106 | 2024.11.12 06:02 | modify | 32 | 0.10 | 0.65471 | 0.65699 | 0.64724 | ||
107 | 2024.11.12 06:02 | modify | 29 | 0.10 | 0.66224 | 0.65699 | 0.64724 | ||
108 | 2024.11.12 06:05 | modify | 31 | 0.10 | 0.65471 | 0.65699 | 0.64724 | ||
109 | 2024.11.14 03:46 | t/p | 29 | 0.10 | 0.64724 | 0.65699 | 0.64724 | 149.58 | 2558.36 |
110 | 2024.11.14 03:46 | t/p | 30 | 0.10 | 0.64724 | 0.65699 | 0.64724 | 74.46 | 2632.82 |
111 | 2024.11.14 03:46 | t/p | 31 | 0.10 | 0.64724 | 0.65699 | 0.64724 | 74.46 | 2707.28 |
112 | 2024.11.14 03:46 | t/p | 32 | 0.10 | 0.64724 | 0.65699 | 0.64724 | 74.46 | 2781.75 |
113 | 2024.12.06 19:00 | buy | 33 | 0.10 | 0.63819 | 0.00000 | 0.00000 | ||
114 | 2024.12.06 19:00 | modify | 33 | 0.10 | 0.63819 | 0.62319 | 0.65319 | ||
115 | 2024.12.09 13:15 | buy | 34 | 0.10 | 0.64579 | 0.00000 | 0.00000 | ||
116 | 2024.12.09 13:15 | modify | 34 | 0.10 | 0.64579 | 0.64344 | 0.65319 | ||
117 | 2024.12.09 13:15 | buy | 35 | 0.10 | 0.64579 | 0.00000 | 0.00000 | ||
118 | 2024.12.09 13:15 | modify | 35 | 0.10 | 0.64579 | 0.64194 | 0.65319 | ||
119 | 2024.12.09 13:15 | buy | 36 | 0.10 | 0.64579 | 0.00000 | 0.00000 | ||
120 | 2024.12.09 13:15 | modify | 36 | 0.10 | 0.64579 | 0.64344 | 0.65319 | ||
121 | 2024.12.09 13:15 | modify | 33 | 0.10 | 0.63819 | 0.64344 | 0.65319 | ||
122 | 2024.12.09 13:17 | modify | 35 | 0.10 | 0.64579 | 0.64344 | 0.65319 | ||
123 | 2024.12.09 20:20 | s/l | 33 | 0.10 | 0.64344 | 0.64344 | 0.65319 | 52.40 | 2834.15 |
124 | 2024.12.09 20:20 | s/l | 34 | 0.10 | 0.64344 | 0.64344 | 0.65319 | -23.50 | 2810.65 |
125 | 2024.12.09 20:20 | s/l | 35 | 0.10 | 0.64344 | 0.64344 | 0.65319 | -23.50 | 2787.15 |
126 | 2024.12.09 20:20 | s/l | 36 | 0.10 | 0.64344 | 0.64344 | 0.65319 | -23.50 | 2763.65 |