Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; 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=18; 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 | 7242 | Ticks modelled | 154900 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 2355.29 | Gross profit | 2592.18 | Gross loss | -236.89 |
Profit factor | 10.94 | Expected payoff | 73.60 | ||
Absolute drawdown | 28.62 | Maximal drawdown | 325.21 (24.04%) | Relative drawdown | 24.04% (325.21) |
Total trades | 32 | Short positions (won %) | 32 (87.50%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 28 (87.50%) | Loss trades (% of total) | 4 (12.50%) | ||
Largest | profit trade | 153.40 | loss trade | -59.72 | |
Average | profit trade | 92.58 | loss trade | -59.22 | |
Maximum | consecutive wins (profit in money) | 20 (1852.08) | consecutive losses (loss in money) | 3 (-177.45) | |
Maximal | consecutive profit (count of wins) | 1852.08 (20) | consecutive loss (count of losses) | -177.45 (3) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.01 21:00 | sell | 1 | 0.10 | 1.08715 | 0.00000 | 0.00000 | ||
2 | 2024.02.01 21:00 | modify | 1 | 0.10 | 1.08715 | 1.09315 | 1.07215 | ||
3 | 2024.02.02 13:46 | sell | 2 | 0.10 | 1.08036 | 0.00000 | 0.00000 | ||
4 | 2024.02.02 13:46 | modify | 2 | 0.10 | 1.08036 | 1.08490 | 1.07215 | ||
5 | 2024.02.02 13:46 | modify | 1 | 0.10 | 1.08715 | 1.08490 | 1.07215 | ||
6 | 2024.02.02 14:32 | sell | 3 | 0.10 | 1.07961 | 0.00000 | 0.00000 | ||
7 | 2024.02.02 14:32 | modify | 3 | 0.10 | 1.07961 | 1.08340 | 1.07215 | ||
8 | 2024.02.02 14:32 | modify | 2 | 0.10 | 1.08036 | 1.08340 | 1.07215 | ||
9 | 2024.02.02 14:32 | modify | 1 | 0.10 | 1.08715 | 1.08340 | 1.07215 | ||
10 | 2024.02.02 17:50 | sell | 4 | 0.10 | 1.07808 | 0.00000 | 0.00000 | ||
11 | 2024.02.02 17:50 | modify | 4 | 0.10 | 1.07808 | 1.08190 | 1.07215 | ||
12 | 2024.02.02 17:50 | modify | 3 | 0.10 | 1.07961 | 1.08190 | 1.07215 | ||
13 | 2024.02.02 17:50 | modify | 2 | 0.10 | 1.08036 | 1.08190 | 1.07215 | ||
14 | 2024.02.02 17:50 | modify | 1 | 0.10 | 1.08715 | 1.08190 | 1.07215 | ||
15 | 2024.02.13 13:50 | t/p | 1 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 152.83 | 1152.83 |
16 | 2024.02.13 13:50 | t/p | 2 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 84.65 | 1237.48 |
17 | 2024.02.13 13:50 | t/p | 3 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 77.15 | 1314.62 |
18 | 2024.02.13 13:50 | t/p | 4 | 0.10 | 1.07215 | 1.08190 | 1.07215 | 61.85 | 1376.47 |
19 | 2024.03.20 22:00 | sell | 5 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
20 | 2024.03.20 22:00 | modify | 5 | 0.10 | 1.09206 | 1.09806 | 1.07706 | ||
21 | 2024.03.22 01:59 | sell | 6 | 0.10 | 1.08504 | 0.00000 | 0.00000 | ||
22 | 2024.03.22 01:59 | modify | 6 | 0.10 | 1.08504 | 1.08981 | 1.07706 | ||
23 | 2024.03.22 01:59 | modify | 5 | 0.10 | 1.09206 | 1.08981 | 1.07706 | ||
24 | 2024.03.22 02:33 | sell | 7 | 0.10 | 1.08448 | 0.00000 | 0.00000 | ||
25 | 2024.03.22 02:33 | modify | 7 | 0.10 | 1.08448 | 1.08831 | 1.07706 | ||
26 | 2024.03.22 02:33 | modify | 6 | 0.10 | 1.08504 | 1.08831 | 1.07706 | ||
27 | 2024.03.22 02:33 | modify | 5 | 0.10 | 1.09206 | 1.08831 | 1.07706 | ||
28 | 2024.03.22 06:45 | sell | 8 | 0.10 | 1.08291 | 0.00000 | 0.00000 | ||
29 | 2024.03.22 06:45 | modify | 8 | 0.10 | 1.08291 | 1.08681 | 1.07706 | ||
30 | 2024.03.22 06:45 | modify | 7 | 0.10 | 1.08448 | 1.08681 | 1.07706 | ||
31 | 2024.03.22 06:45 | modify | 6 | 0.10 | 1.08504 | 1.08681 | 1.07706 | ||
32 | 2024.03.22 06:45 | modify | 5 | 0.10 | 1.09206 | 1.08681 | 1.07706 | ||
33 | 2024.04.01 14:03 | t/p | 5 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 153.40 | 1529.87 |
34 | 2024.04.01 14:03 | t/p | 6 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 82.06 | 1611.93 |
35 | 2024.04.01 14:03 | t/p | 7 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 76.46 | 1688.39 |
36 | 2024.04.01 14:03 | t/p | 8 | 0.10 | 1.07706 | 1.08681 | 1.07706 | 60.76 | 1749.16 |
37 | 2024.04.03 20:00 | sell | 9 | 0.10 | 1.08334 | 0.00000 | 0.00000 | ||
38 | 2024.04.03 20:00 | modify | 9 | 0.10 | 1.08334 | 1.08934 | 1.06834 | ||
39 | 2024.04.10 13:20 | sell | 10 | 0.10 | 1.07629 | 0.00000 | 0.00000 | ||
40 | 2024.04.10 13:20 | modify | 10 | 0.10 | 1.07629 | 1.08109 | 1.06834 | ||
41 | 2024.04.10 13:20 | modify | 9 | 0.10 | 1.08334 | 1.08109 | 1.06834 | ||
42 | 2024.04.10 13:45 | sell | 11 | 0.10 | 1.07584 | 0.00000 | 0.00000 | ||
43 | 2024.04.10 13:45 | modify | 11 | 0.10 | 1.07584 | 1.07959 | 1.06834 | ||
44 | 2024.04.10 13:45 | modify | 10 | 0.10 | 1.07629 | 1.07959 | 1.06834 | ||
45 | 2024.04.10 13:45 | modify | 9 | 0.10 | 1.08334 | 1.07959 | 1.06834 | ||
46 | 2024.04.10 15:20 | sell | 12 | 0.10 | 1.07418 | 0.00000 | 0.00000 | ||
47 | 2024.04.10 15:20 | modify | 12 | 0.10 | 1.07418 | 1.07809 | 1.06834 | ||
48 | 2024.04.10 15:20 | modify | 11 | 0.10 | 1.07584 | 1.07809 | 1.06834 | ||
49 | 2024.04.10 15:20 | modify | 10 | 0.10 | 1.07629 | 1.07809 | 1.06834 | ||
50 | 2024.04.10 15:20 | modify | 9 | 0.10 | 1.08334 | 1.07809 | 1.06834 | ||
51 | 2024.04.12 07:15 | t/p | 9 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 153.11 | 1902.27 |
52 | 2024.04.12 07:15 | t/p | 10 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 80.63 | 1982.90 |
53 | 2024.04.12 07:15 | t/p | 11 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 76.13 | 2059.04 |
54 | 2024.04.12 07:15 | t/p | 12 | 0.10 | 1.06834 | 1.07809 | 1.06834 | 59.53 | 2118.57 |
55 | 2024.06.03 22:00 | sell | 13 | 0.10 | 1.09028 | 0.00000 | 0.00000 | ||
56 | 2024.06.03 22:00 | modify | 13 | 0.10 | 1.09028 | 1.09628 | 1.07528 | ||
57 | 2024.06.07 12:59 | sell | 14 | 0.10 | 1.08331 | 0.00000 | 0.00000 | ||
58 | 2024.06.07 12:59 | modify | 14 | 0.10 | 1.08331 | 1.08803 | 1.07528 | ||
59 | 2024.06.07 12:59 | modify | 13 | 0.10 | 1.09028 | 1.08803 | 1.07528 | ||
60 | 2024.06.07 13:15 | sell | 15 | 0.10 | 1.08265 | 0.00000 | 0.00000 | ||
61 | 2024.06.07 13:15 | modify | 15 | 0.10 | 1.08265 | 1.08653 | 1.07528 | ||
62 | 2024.06.07 13:15 | modify | 14 | 0.10 | 1.08331 | 1.08653 | 1.07528 | ||
63 | 2024.06.07 13:15 | modify | 13 | 0.10 | 1.09028 | 1.08653 | 1.07528 | ||
64 | 2024.06.07 14:20 | sell | 16 | 0.10 | 1.08128 | 0.00000 | 0.00000 | ||
65 | 2024.06.07 14:20 | modify | 16 | 0.10 | 1.08128 | 1.08503 | 1.07528 | ||
66 | 2024.06.07 14:20 | modify | 15 | 0.10 | 1.08265 | 1.08503 | 1.07528 | ||
67 | 2024.06.07 14:20 | modify | 14 | 0.10 | 1.08331 | 1.08503 | 1.07528 | ||
68 | 2024.06.07 14:20 | modify | 13 | 0.10 | 1.09028 | 1.08503 | 1.07528 | ||
69 | 2024.06.10 04:20 | t/p | 13 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 151.98 | 2270.55 |
70 | 2024.06.10 04:20 | t/p | 14 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 80.58 | 2351.13 |
71 | 2024.06.10 04:20 | t/p | 15 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 73.98 | 2425.12 |
72 | 2024.06.10 04:20 | t/p | 16 | 0.10 | 1.07528 | 1.08503 | 1.07528 | 60.28 | 2485.40 |
73 | 2024.06.12 18:00 | sell | 17 | 0.10 | 1.08384 | 0.00000 | 0.00000 | ||
74 | 2024.06.12 18:00 | modify | 17 | 0.10 | 1.08384 | 1.08984 | 1.06884 | ||
75 | 2024.06.13 14:40 | sell | 18 | 0.10 | 1.07707 | 0.00000 | 0.00000 | ||
76 | 2024.06.13 14:40 | modify | 18 | 0.10 | 1.07707 | 1.08159 | 1.06884 | ||
77 | 2024.06.13 14:40 | modify | 17 | 0.10 | 1.08384 | 1.08159 | 1.06884 | ||
78 | 2024.06.13 14:50 | sell | 19 | 0.10 | 1.07630 | 0.00000 | 0.00000 | ||
79 | 2024.06.13 14:50 | modify | 19 | 0.10 | 1.07630 | 1.08009 | 1.06884 | ||
80 | 2024.06.13 14:50 | modify | 18 | 0.10 | 1.07707 | 1.08009 | 1.06884 | ||
81 | 2024.06.13 14:50 | modify | 17 | 0.10 | 1.08384 | 1.08009 | 1.06884 | ||
82 | 2024.06.13 16:15 | sell | 20 | 0.10 | 1.07462 | 0.00000 | 0.00000 | ||
83 | 2024.06.13 16:15 | modify | 20 | 0.10 | 1.07462 | 1.07859 | 1.06884 | ||
84 | 2024.06.13 16:15 | modify | 19 | 0.10 | 1.07630 | 1.07859 | 1.06884 | ||
85 | 2024.06.13 16:15 | modify | 18 | 0.10 | 1.07707 | 1.07859 | 1.06884 | ||
86 | 2024.06.13 16:15 | modify | 17 | 0.10 | 1.08384 | 1.07859 | 1.06884 | ||
87 | 2024.06.14 09:15 | t/p | 17 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 151.13 | 2636.53 |
88 | 2024.06.14 09:15 | t/p | 18 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 82.58 | 2719.11 |
89 | 2024.06.14 09:15 | t/p | 19 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 74.88 | 2794.00 |
90 | 2024.06.14 09:15 | t/p | 20 | 0.10 | 1.06884 | 1.07859 | 1.06884 | 58.08 | 2852.08 |
91 | 2024.08.02 18:00 | sell | 21 | 0.10 | 1.09110 | 0.00000 | 0.00000 | ||
92 | 2024.08.02 18:00 | modify | 21 | 0.10 | 1.09110 | 1.09710 | 1.07610 | ||
93 | 2024.08.05 08:20 | s/l | 21 | 0.10 | 1.09710 | 1.09710 | 1.07610 | -59.72 | 2792.36 |
94 | 2024.08.13 20:00 | sell | 22 | 0.10 | 1.09960 | 0.00000 | 0.00000 | ||
95 | 2024.08.13 20:00 | modify | 22 | 0.10 | 1.09960 | 1.10560 | 1.08460 | ||
96 | 2024.08.19 14:15 | s/l | 22 | 0.10 | 1.10560 | 1.10560 | 1.08460 | -58.30 | 2734.06 |
97 | 2024.08.19 22:00 | sell | 23 | 0.10 | 1.10836 | 0.00000 | 0.00000 | ||
98 | 2024.08.19 22:00 | modify | 23 | 0.10 | 1.10836 | 1.11436 | 1.09336 | ||
99 | 2024.08.21 15:20 | s/l | 23 | 0.10 | 1.11436 | 1.11436 | 1.09336 | -59.43 | 2674.63 |
100 | 2024.08.25 21:00 | sell | 24 | 0.10 | 1.11854 | 0.00000 | 0.00000 | ||
101 | 2024.08.25 21:00 | modify | 24 | 0.10 | 1.11854 | 1.12454 | 1.10354 | ||
102 | 2024.08.28 11:50 | sell | 25 | 0.10 | 1.11173 | 0.00000 | 0.00000 | ||
103 | 2024.08.28 11:50 | modify | 25 | 0.10 | 1.11173 | 1.11629 | 1.10354 | ||
104 | 2024.08.28 11:50 | modify | 24 | 0.10 | 1.11854 | 1.11629 | 1.10354 | ||
105 | 2024.08.28 12:20 | sell | 26 | 0.10 | 1.11094 | 0.00000 | 0.00000 | ||
106 | 2024.08.28 12:20 | modify | 26 | 0.10 | 1.11094 | 1.11479 | 1.10354 | ||
107 | 2024.08.28 12:20 | modify | 25 | 0.10 | 1.11173 | 1.11479 | 1.10354 | ||
108 | 2024.08.28 12:20 | modify | 24 | 0.10 | 1.11854 | 1.11479 | 1.10354 | ||
109 | 2024.08.29 08:10 | sell | 27 | 0.10 | 1.10930 | 0.00000 | 0.00000 | ||
110 | 2024.08.29 08:10 | modify | 27 | 0.10 | 1.10930 | 1.11329 | 1.10354 | ||
111 | 2024.08.29 08:10 | modify | 26 | 0.10 | 1.11094 | 1.11329 | 1.10354 | ||
112 | 2024.08.29 08:10 | modify | 25 | 0.10 | 1.11173 | 1.11329 | 1.10354 | ||
113 | 2024.08.29 08:10 | modify | 24 | 0.10 | 1.11854 | 1.11329 | 1.10354 | ||
114 | 2024.09.03 17:40 | t/p | 24 | 0.10 | 1.10354 | 1.11329 | 1.10354 | 152.55 | 2827.17 |
115 | 2024.09.03 17:40 | t/p | 25 | 0.10 | 1.10354 | 1.11329 | 1.10354 | 83.60 | 2910.77 |
116 | 2024.09.03 17:40 | t/p | 26 | 0.10 | 1.10354 | 1.11329 | 1.10354 | 75.70 | 2986.47 |
117 | 2024.09.03 17:40 | t/p | 27 | 0.10 | 1.10354 | 1.11329 | 1.10354 | 58.45 | 3044.92 |
118 | 2024.09.12 22:00 | sell | 28 | 0.10 | 1.10738 | 0.00000 | 0.00000 | ||
119 | 2024.09.12 22:00 | modify | 28 | 0.10 | 1.10738 | 1.11338 | 1.09238 | ||
120 | 2024.09.16 12:32 | s/l | 28 | 0.10 | 1.11338 | 1.11338 | 1.09238 | -59.43 | 2985.48 |
121 | 2024.09.24 22:00 | sell | 29 | 0.10 | 1.11782 | 0.00000 | 0.00000 | ||
122 | 2024.09.24 22:00 | modify | 29 | 0.10 | 1.11782 | 1.12382 | 1.10282 | ||
123 | 2024.10.01 08:20 | sell | 30 | 0.10 | 1.11005 | 0.00000 | 0.00000 | ||
124 | 2024.10.01 08:20 | modify | 30 | 0.10 | 1.11005 | 1.11407 | 1.10282 | ||
125 | 2024.10.01 08:20 | modify | 29 | 0.10 | 1.11782 | 1.11407 | 1.10282 | ||
126 | 2024.10.01 09:13 | sell | 31 | 0.10 | 1.11102 | 0.00000 | 0.00000 | ||
127 | 2024.10.01 09:13 | modify | 31 | 0.10 | 1.11102 | 1.11557 | 1.10282 | ||
128 | 2024.10.01 09:16 | modify | 31 | 0.10 | 1.11102 | 1.11407 | 1.10282 | ||
129 | 2024.10.01 10:20 | sell | 32 | 0.10 | 1.10872 | 0.00000 | 0.00000 | ||
130 | 2024.10.01 10:20 | modify | 32 | 0.10 | 1.10872 | 1.11257 | 1.10282 | ||
131 | 2024.10.01 10:20 | modify | 30 | 0.10 | 1.11005 | 1.11257 | 1.10282 | ||
132 | 2024.10.01 10:20 | modify | 31 | 0.10 | 1.11102 | 1.11257 | 1.10282 | ||
133 | 2024.10.01 10:20 | modify | 29 | 0.10 | 1.11782 | 1.11257 | 1.10282 | ||
134 | 2024.10.03 05:20 | t/p | 29 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 153.11 | 3138.60 |
135 | 2024.10.03 05:20 | t/p | 30 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 73.43 | 3212.03 |
136 | 2024.10.03 05:20 | t/p | 31 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 83.13 | 3295.16 |
137 | 2024.10.03 05:20 | t/p | 32 | 0.10 | 1.10282 | 1.11257 | 1.10282 | 60.13 | 3355.29 |