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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 524.56 | Gross profit | 1769.92 | Gross loss | -1245.36 |
Profit factor | 1.42 | Expected payoff | 12.79 | ||
Absolute drawdown | 70.40 | Maximal drawdown | 464.24 (29.68%) | Relative drawdown | 29.68% (464.24) |
Total trades | 41 | Short positions (won %) | 27 (59.26%) | Long positions (won %) | 14 (28.57%) |
Profit trades (% of total) | 20 (48.78%) | Loss trades (% of total) | 21 (51.22%) | ||
Largest | profit trade | 149.76 | loss trade | -72.60 | |
Average | profit trade | 88.50 | loss trade | -59.30 | |
Maximum | consecutive wins (profit in money) | 4 (438.95) | consecutive losses (loss in money) | 4 (-234.85) | |
Maximal | consecutive profit (count of wins) | 438.95 (4) | consecutive loss (count of losses) | -234.85 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.02 16:00 | buy | 1 | 0.10 | 0.67706 | 0.00000 | 0.00000 | ||
2 | 2024.01.02 16:00 | modify | 1 | 0.10 | 0.67706 | 0.67006 | 0.69206 | ||
3 | 2024.01.04 16:00 | s/l | 1 | 0.10 | 0.67006 | 0.67006 | 0.69206 | -70.40 | 929.60 |
4 | 2024.01.11 04:00 | sell | 2 | 0.10 | 0.67227 | 0.00000 | 0.00000 | ||
5 | 2024.01.11 04:00 | modify | 2 | 0.10 | 0.67227 | 0.67927 | 0.65727 | ||
6 | 2024.01.15 08:00 | sell | 3 | 0.10 | 0.66696 | 0.00000 | 0.00000 | ||
7 | 2024.01.15 08:00 | modify | 3 | 0.10 | 0.66696 | 0.67152 | 0.65727 | ||
8 | 2024.01.15 08:00 | modify | 2 | 0.10 | 0.67227 | 0.67152 | 0.65727 | ||
9 | 2024.01.17 04:00 | t/p | 2 | 0.10 | 0.65727 | 0.67152 | 0.65727 | 149.76 | 1079.36 |
10 | 2024.01.17 04:00 | t/p | 3 | 0.10 | 0.65727 | 0.67152 | 0.65727 | 96.78 | 1176.14 |
11 | 2024.01.19 12:00 | sell | 4 | 0.10 | 0.65987 | 0.00000 | 0.00000 | ||
12 | 2024.01.19 12:00 | modify | 4 | 0.10 | 0.65987 | 0.66687 | 0.64487 | ||
13 | 2024.02.09 04:00 | sell | 5 | 0.10 | 0.64926 | 0.00000 | 0.00000 | ||
14 | 2024.02.09 04:00 | modify | 5 | 0.10 | 0.64926 | 0.65462 | 0.64487 | ||
15 | 2024.02.09 04:00 | modify | 4 | 0.10 | 0.65987 | 0.65462 | 0.64487 | ||
16 | 2024.02.13 20:00 | t/p | 4 | 0.10 | 0.64487 | 0.65462 | 0.64487 | 148.62 | 1324.77 |
17 | 2024.02.13 20:00 | t/p | 5 | 0.10 | 0.64487 | 0.65462 | 0.64487 | 43.78 | 1368.55 |
18 | 2024.02.15 16:00 | sell | 6 | 0.10 | 0.65163 | 0.00000 | 0.00000 | ||
19 | 2024.02.15 16:00 | modify | 6 | 0.10 | 0.65163 | 0.65863 | 0.63663 | ||
20 | 2024.02.22 08:00 | s/l | 6 | 0.10 | 0.65863 | 0.65863 | 0.63663 | -70.42 | 1298.13 |
21 | 2024.02.22 08:00 | sell | 7 | 0.10 | 0.65889 | 0.00000 | 0.00000 | ||
22 | 2024.02.22 08:00 | modify | 7 | 0.10 | 0.65889 | 0.66589 | 0.64389 | ||
23 | 2024.02.26 20:00 | sell | 8 | 0.10 | 0.65355 | 0.00000 | 0.00000 | ||
24 | 2024.02.26 20:00 | modify | 8 | 0.10 | 0.65355 | 0.65814 | 0.64389 | ||
25 | 2024.02.26 20:00 | modify | 7 | 0.10 | 0.65889 | 0.65814 | 0.64389 | ||
26 | 2024.02.29 12:00 | sell | 9 | 0.10 | 0.64980 | 0.00000 | 0.00000 | ||
27 | 2024.02.29 12:00 | modify | 9 | 0.10 | 0.64980 | 0.65289 | 0.64389 | ||
28 | 2024.02.29 12:00 | modify | 8 | 0.10 | 0.65355 | 0.65289 | 0.64389 | ||
29 | 2024.02.29 12:00 | modify | 7 | 0.10 | 0.65889 | 0.65289 | 0.64389 | ||
30 | 2024.02.29 16:00 | s/l | 7 | 0.10 | 0.65289 | 0.65289 | 0.64389 | 59.58 | 1357.71 |
31 | 2024.02.29 16:00 | s/l | 8 | 0.10 | 0.65289 | 0.65289 | 0.64389 | 6.30 | 1364.01 |
32 | 2024.02.29 16:00 | s/l | 9 | 0.10 | 0.65289 | 0.65289 | 0.64389 | -30.90 | 1333.11 |
33 | 2024.03.05 08:00 | buy | 10 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
34 | 2024.03.05 08:00 | modify | 10 | 0.10 | 0.64871 | 0.64171 | 0.66371 | ||
35 | 2024.03.08 12:00 | t/p | 10 | 0.10 | 0.66371 | 0.64171 | 0.66371 | 149.50 | 1482.61 |
36 | 2024.03.19 04:00 | buy | 11 | 0.10 | 0.65441 | 0.00000 | 0.00000 | ||
37 | 2024.03.19 04:00 | modify | 11 | 0.10 | 0.65441 | 0.64741 | 0.66941 | ||
38 | 2024.04.12 16:00 | s/l | 11 | 0.10 | 0.64741 | 0.64741 | 0.66941 | -72.60 | 1410.01 |
39 | 2024.04.18 04:00 | sell | 12 | 0.10 | 0.64538 | 0.00000 | 0.00000 | ||
40 | 2024.04.18 04:00 | modify | 12 | 0.10 | 0.64538 | 0.65238 | 0.63038 | ||
41 | 2024.04.24 04:00 | s/l | 12 | 0.10 | 0.65238 | 0.65238 | 0.63038 | -70.24 | 1339.77 |
42 | 2024.04.29 04:00 | sell | 13 | 0.10 | 0.65647 | 0.00000 | 0.00000 | ||
43 | 2024.04.29 04:00 | modify | 13 | 0.10 | 0.65647 | 0.66347 | 0.64147 | ||
44 | 2024.05.01 00:00 | sell | 14 | 0.10 | 0.64747 | 0.00000 | 0.00000 | ||
45 | 2024.05.01 00:00 | modify | 14 | 0.10 | 0.64747 | 0.65047 | 0.64147 | ||
46 | 2024.05.01 00:00 | modify | 13 | 0.10 | 0.65647 | 0.65047 | 0.64147 | ||
47 | 2024.05.01 20:00 | s/l | 13 | 0.10 | 0.65047 | 0.65047 | 0.64147 | 59.88 | 1399.65 |
48 | 2024.05.01 20:00 | s/l | 14 | 0.10 | 0.65047 | 0.65047 | 0.64147 | -30.00 | 1369.65 |
49 | 2024.05.15 04:00 | sell | 15 | 0.10 | 0.66468 | 0.00000 | 0.00000 | ||
50 | 2024.05.15 04:00 | modify | 15 | 0.10 | 0.66468 | 0.67168 | 0.64968 | ||
51 | 2024.06.11 12:00 | sell | 16 | 0.10 | 0.65934 | 0.00000 | 0.00000 | ||
52 | 2024.06.11 12:00 | modify | 16 | 0.10 | 0.65934 | 0.66393 | 0.64968 | ||
53 | 2024.06.11 12:00 | modify | 15 | 0.10 | 0.66468 | 0.66393 | 0.64968 | ||
54 | 2024.06.12 16:00 | s/l | 15 | 0.10 | 0.66393 | 0.66393 | 0.64968 | 5.83 | 1375.47 |
55 | 2024.06.12 16:00 | s/l | 16 | 0.10 | 0.66393 | 0.66393 | 0.64968 | -45.96 | 1329.51 |
56 | 2024.06.12 16:00 | sell | 17 | 0.10 | 0.66990 | 0.00000 | 0.00000 | ||
57 | 2024.06.12 16:00 | modify | 17 | 0.10 | 0.66990 | 0.67690 | 0.65490 | ||
58 | 2024.06.17 12:00 | sell | 18 | 0.10 | 0.65924 | 0.00000 | 0.00000 | ||
59 | 2024.06.17 12:00 | modify | 18 | 0.10 | 0.65924 | 0.66465 | 0.65490 | ||
60 | 2024.06.17 12:00 | modify | 17 | 0.10 | 0.66990 | 0.66465 | 0.65490 | ||
61 | 2024.06.18 04:00 | sell | 19 | 0.10 | 0.66073 | 0.00000 | 0.00000 | ||
62 | 2024.06.18 04:00 | modify | 19 | 0.10 | 0.66073 | 0.66390 | 0.65490 | ||
63 | 2024.06.18 08:00 | modify | 19 | 0.10 | 0.66073 | 0.66465 | 0.65490 | ||
64 | 2024.06.18 16:00 | s/l | 17 | 0.10 | 0.66465 | 0.66465 | 0.65490 | 52.14 | 1381.65 |
65 | 2024.06.18 16:00 | s/l | 18 | 0.10 | 0.66465 | 0.66465 | 0.65490 | -54.16 | 1327.49 |
66 | 2024.06.18 16:00 | s/l | 19 | 0.10 | 0.66465 | 0.66465 | 0.65490 | -39.20 | 1288.29 |
67 | 2024.06.18 16:00 | sell | 20 | 0.10 | 0.66505 | 0.00000 | 0.00000 | ||
68 | 2024.06.18 16:00 | modify | 20 | 0.10 | 0.66505 | 0.67205 | 0.65005 | ||
69 | 2024.07.03 16:00 | s/l | 20 | 0.10 | 0.67205 | 0.67205 | 0.65005 | -70.90 | 1217.40 |
70 | 2024.07.03 16:00 | sell | 21 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
71 | 2024.07.03 16:00 | modify | 21 | 0.10 | 0.67175 | 0.67875 | 0.65675 | ||
72 | 2024.07.11 16:00 | s/l | 21 | 0.10 | 0.67875 | 0.67875 | 0.65675 | -70.60 | 1146.80 |
73 | 2024.07.11 16:00 | sell | 22 | 0.10 | 0.67736 | 0.00000 | 0.00000 | ||
74 | 2024.07.11 16:00 | modify | 22 | 0.10 | 0.67736 | 0.68436 | 0.66236 | ||
75 | 2024.07.19 20:00 | sell | 23 | 0.10 | 0.66826 | 0.00000 | 0.00000 | ||
76 | 2024.07.19 20:00 | modify | 23 | 0.10 | 0.66826 | 0.67136 | 0.66236 | ||
77 | 2024.07.19 20:00 | modify | 22 | 0.10 | 0.67736 | 0.67136 | 0.66236 | ||
78 | 2024.07.23 12:00 | t/p | 22 | 0.10 | 0.66236 | 0.67136 | 0.66236 | 149.40 | 1296.20 |
79 | 2024.07.23 12:00 | t/p | 23 | 0.10 | 0.66236 | 0.67136 | 0.66236 | 58.88 | 1355.08 |
80 | 2024.07.24 04:00 | buy | 24 | 0.10 | 0.65969 | 0.00000 | 0.00000 | ||
81 | 2024.07.24 04:00 | modify | 24 | 0.10 | 0.65969 | 0.65269 | 0.67469 | ||
82 | 2024.07.25 08:00 | s/l | 24 | 0.10 | 0.65269 | 0.65269 | 0.67469 | -70.30 | 1284.78 |
83 | 2024.07.31 04:00 | buy | 25 | 0.10 | 0.65004 | 0.00000 | 0.00000 | ||
84 | 2024.07.31 04:00 | modify | 25 | 0.10 | 0.65004 | 0.64304 | 0.66504 | ||
85 | 2024.08.05 08:00 | s/l | 25 | 0.10 | 0.64304 | 0.64304 | 0.66504 | -70.50 | 1214.28 |
86 | 2024.08.16 16:00 | sell | 26 | 0.10 | 0.66483 | 0.00000 | 0.00000 | ||
87 | 2024.08.16 16:00 | modify | 26 | 0.10 | 0.66483 | 0.67183 | 0.64983 | ||
88 | 2024.08.19 16:00 | s/l | 26 | 0.10 | 0.67183 | 0.67183 | 0.64983 | -70.06 | 1144.22 |
89 | 2024.08.23 16:00 | sell | 27 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
90 | 2024.08.23 16:00 | modify | 27 | 0.10 | 0.67760 | 0.68460 | 0.66260 | ||
91 | 2024.09.09 08:00 | sell | 28 | 0.10 | 0.66688 | 0.00000 | 0.00000 | ||
92 | 2024.09.09 08:00 | modify | 28 | 0.10 | 0.66688 | 0.67235 | 0.66260 | ||
93 | 2024.09.09 08:00 | modify | 27 | 0.10 | 0.67760 | 0.67235 | 0.66260 | ||
94 | 2024.09.11 16:00 | t/p | 27 | 0.10 | 0.66260 | 0.67235 | 0.66260 | 148.98 | 1293.21 |
95 | 2024.09.11 16:00 | t/p | 28 | 0.10 | 0.66260 | 0.67235 | 0.66260 | 42.68 | 1335.89 |
96 | 2024.09.16 12:00 | sell | 29 | 0.10 | 0.67474 | 0.00000 | 0.00000 | ||
97 | 2024.09.16 12:00 | modify | 29 | 0.10 | 0.67474 | 0.68174 | 0.65974 | ||
98 | 2024.09.18 20:00 | s/l | 29 | 0.10 | 0.68174 | 0.68174 | 0.65974 | -70.12 | 1265.77 |
99 | 2024.09.30 04:00 | sell | 30 | 0.10 | 0.69289 | 0.00000 | 0.00000 | ||
100 | 2024.09.30 04:00 | modify | 30 | 0.10 | 0.69289 | 0.69989 | 0.67789 | ||
101 | 2024.10.07 16:00 | t/p | 30 | 0.10 | 0.67789 | 0.69989 | 0.67789 | 149.58 | 1415.35 |
102 | 2024.10.16 16:00 | buy | 31 | 0.10 | 0.66646 | 0.00000 | 0.00000 | ||
103 | 2024.10.16 16:00 | modify | 31 | 0.10 | 0.66646 | 0.65946 | 0.68146 | ||
104 | 2024.10.21 04:00 | buy | 32 | 0.10 | 0.67192 | 0.00000 | 0.00000 | ||
105 | 2024.10.21 04:00 | modify | 32 | 0.10 | 0.67192 | 0.66721 | 0.68146 | ||
106 | 2024.10.21 04:00 | modify | 31 | 0.10 | 0.66646 | 0.66721 | 0.68146 | ||
107 | 2024.10.21 16:00 | s/l | 31 | 0.10 | 0.66721 | 0.66721 | 0.68146 | 7.00 | 1422.35 |
108 | 2024.10.21 16:00 | s/l | 32 | 0.10 | 0.66721 | 0.66721 | 0.68146 | -47.10 | 1375.25 |
109 | 2024.10.21 16:00 | buy | 33 | 0.10 | 0.66612 | 0.00000 | 0.00000 | ||
110 | 2024.10.21 16:00 | modify | 33 | 0.10 | 0.66612 | 0.65912 | 0.68112 | ||
111 | 2024.10.28 04:00 | s/l | 33 | 0.10 | 0.65912 | 0.65912 | 0.68112 | -70.70 | 1304.55 |
112 | 2024.10.28 04:00 | buy | 34 | 0.10 | 0.65851 | 0.00000 | 0.00000 | ||
113 | 2024.10.28 04:00 | modify | 34 | 0.10 | 0.65851 | 0.65151 | 0.67351 | ||
114 | 2024.11.06 04:00 | s/l | 34 | 0.10 | 0.65151 | 0.65151 | 0.67351 | -70.90 | 1233.65 |
115 | 2024.11.06 04:00 | buy | 35 | 0.10 | 0.65202 | 0.00000 | 0.00000 | ||
116 | 2024.11.06 04:00 | modify | 35 | 0.10 | 0.65202 | 0.64502 | 0.66702 | ||
117 | 2024.11.07 08:00 | buy | 36 | 0.10 | 0.66254 | 0.00000 | 0.00000 | ||
118 | 2024.11.07 08:00 | modify | 36 | 0.10 | 0.66254 | 0.65727 | 0.66702 | ||
119 | 2024.11.07 08:00 | modify | 35 | 0.10 | 0.65202 | 0.65727 | 0.66702 | ||
120 | 2024.11.07 16:00 | t/p | 35 | 0.10 | 0.66702 | 0.65727 | 0.66702 | 149.70 | 1383.34 |
121 | 2024.11.07 16:00 | t/p | 36 | 0.10 | 0.66702 | 0.65727 | 0.66702 | 44.80 | 1428.14 |
122 | 2024.11.13 16:00 | buy | 37 | 0.10 | 0.65020 | 0.00000 | 0.00000 | ||
123 | 2024.11.13 16:00 | modify | 37 | 0.10 | 0.65020 | 0.64320 | 0.66520 | ||
124 | 2024.12.04 04:00 | s/l | 37 | 0.10 | 0.64320 | 0.64320 | 0.66520 | -72.10 | 1356.04 |
125 | 2024.12.04 04:00 | buy | 38 | 0.10 | 0.64174 | 0.00000 | 0.00000 | ||
126 | 2024.12.04 04:00 | modify | 38 | 0.10 | 0.64174 | 0.63474 | 0.65674 | ||
127 | 2024.12.11 08:00 | s/l | 38 | 0.10 | 0.63474 | 0.63474 | 0.65674 | -70.70 | 1285.34 |
128 | 2024.12.12 04:00 | sell | 39 | 0.10 | 0.64161 | 0.00000 | 0.00000 | ||
129 | 2024.12.12 04:00 | modify | 39 | 0.10 | 0.64161 | 0.64861 | 0.62661 | ||
130 | 2024.12.12 20:00 | sell | 40 | 0.10 | 0.63633 | 0.00000 | 0.00000 | ||
131 | 2024.12.12 20:00 | modify | 40 | 0.10 | 0.63633 | 0.64086 | 0.62661 | ||
132 | 2024.12.12 20:00 | modify | 39 | 0.10 | 0.64161 | 0.64086 | 0.62661 | ||
133 | 2024.12.18 20:00 | t/p | 39 | 0.10 | 0.62661 | 0.64086 | 0.62661 | 149.76 | 1435.10 |
134 | 2024.12.18 20:00 | t/p | 40 | 0.10 | 0.62661 | 0.64086 | 0.62661 | 96.96 | 1532.06 |
135 | 2024.12.31 16:00 | buy | 41 | 0.10 | 0.61942 | 0.00000 | 0.00000 | ||
136 | 2024.12.31 16:00 | modify | 41 | 0.10 | 0.61942 | 0.61242 | 0.63442 | ||
137 | 2024.12.31 23:59 | close at stop | 41 | 0.10 | 0.61867 | 0.61242 | 0.63442 | -7.50 | 1524.56 |