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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 766.22 | Gross profit | 1804.84 | Gross loss | -1038.62 |
Profit factor | 1.74 | Expected payoff | 19.65 | ||
Absolute drawdown | 305.40 | Maximal drawdown | 305.40 (30.54%) | Relative drawdown | 30.54% (305.40) |
Total trades | 39 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 109.94 | loss trade | -122.50 | |
Average | profit trade | 72.19 | loss trade | -74.19 | |
Maximum | consecutive wins (profit in money) | 13 (961.28) | consecutive losses (loss in money) | 2 (-242.20) | |
Maximal | consecutive profit (count of wins) | 961.28 (13) | consecutive loss (count of losses) | -242.20 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | 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 | 0.66506 | 0.68806 | ||
3 | 2024.01.05 16:00 | s/l | 1 | 0.10 | 0.66506 | 0.66506 | 0.68806 | -120.50 | 879.50 |
4 | 2024.01.11 16:00 | buy | 2 | 0.10 | 0.66630 | 0.00000 | 0.00000 | ||
5 | 2024.01.11 16:00 | modify | 2 | 0.10 | 0.66630 | 0.65430 | 0.67730 | ||
6 | 2024.01.17 12:00 | s/l | 2 | 0.10 | 0.65430 | 0.65430 | 0.67730 | -120.40 | 759.10 |
7 | 2024.02.05 16:00 | buy | 3 | 0.10 | 0.64751 | 0.00000 | 0.00000 | ||
8 | 2024.02.05 16:00 | modify | 3 | 0.10 | 0.64751 | 0.63551 | 0.65851 | ||
9 | 2024.02.07 00:00 | buy | 4 | 0.10 | 0.65304 | 0.00000 | 0.00000 | ||
10 | 2024.02.07 00:00 | modify | 4 | 0.10 | 0.65304 | 0.64806 | 0.65851 | ||
11 | 2024.02.07 00:00 | modify | 3 | 0.10 | 0.64751 | 0.64806 | 0.65851 | ||
12 | 2024.02.08 16:00 | s/l | 3 | 0.10 | 0.64806 | 0.64806 | 0.65851 | 5.00 | 764.10 |
13 | 2024.02.08 16:00 | s/l | 4 | 0.10 | 0.64806 | 0.64806 | 0.65851 | -50.10 | 714.00 |
14 | 2024.02.13 16:00 | buy | 5 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
15 | 2024.02.13 16:00 | modify | 5 | 0.10 | 0.64627 | 0.63427 | 0.65727 | ||
16 | 2024.02.15 16:00 | buy | 6 | 0.10 | 0.65193 | 0.00000 | 0.00000 | ||
17 | 2024.02.15 16:00 | modify | 6 | 0.10 | 0.65193 | 0.64682 | 0.65727 | ||
18 | 2024.02.15 16:00 | modify | 5 | 0.10 | 0.64627 | 0.64682 | 0.65727 | ||
19 | 2024.02.15 20:00 | buy | 7 | 0.10 | 0.65252 | 0.00000 | 0.00000 | ||
20 | 2024.02.15 20:00 | modify | 7 | 0.10 | 0.65252 | 0.64902 | 0.65727 | ||
21 | 2024.02.15 20:00 | modify | 6 | 0.10 | 0.65193 | 0.64902 | 0.65727 | ||
22 | 2024.02.15 20:00 | modify | 5 | 0.10 | 0.64627 | 0.64902 | 0.65727 | ||
23 | 2024.02.16 20:00 | buy | 8 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
24 | 2024.02.16 20:00 | modify | 8 | 0.10 | 0.65357 | 0.65067 | 0.65727 | ||
25 | 2024.02.16 20:00 | modify | 7 | 0.10 | 0.65252 | 0.65067 | 0.65727 | ||
26 | 2024.02.16 20:00 | modify | 6 | 0.10 | 0.65193 | 0.65067 | 0.65727 | ||
27 | 2024.02.16 20:00 | modify | 5 | 0.10 | 0.64627 | 0.65067 | 0.65727 | ||
28 | 2024.02.20 16:00 | t/p | 5 | 0.10 | 0.65727 | 0.65067 | 0.65727 | 109.30 | 823.30 |
29 | 2024.02.20 16:00 | t/p | 6 | 0.10 | 0.65727 | 0.65067 | 0.65727 | 53.10 | 876.40 |
30 | 2024.02.20 16:00 | t/p | 7 | 0.10 | 0.65727 | 0.65067 | 0.65727 | 47.20 | 923.60 |
31 | 2024.02.20 16:00 | t/p | 8 | 0.10 | 0.65727 | 0.65067 | 0.65727 | 36.80 | 960.40 |
32 | 2024.02.26 16:00 | buy | 9 | 0.10 | 0.65418 | 0.00000 | 0.00000 | ||
33 | 2024.02.26 16:00 | modify | 9 | 0.10 | 0.65418 | 0.64218 | 0.66518 | ||
34 | 2024.03.08 16:00 | t/p | 9 | 0.10 | 0.66518 | 0.64218 | 0.66518 | 108.70 | 1069.10 |
35 | 2024.04.01 16:00 | buy | 10 | 0.10 | 0.64855 | 0.00000 | 0.00000 | ||
36 | 2024.04.01 16:00 | modify | 10 | 0.10 | 0.64855 | 0.63655 | 0.65955 | ||
37 | 2024.04.03 16:00 | buy | 11 | 0.10 | 0.65598 | 0.00000 | 0.00000 | ||
38 | 2024.04.03 16:00 | modify | 11 | 0.10 | 0.65598 | 0.65295 | 0.65955 | ||
39 | 2024.04.03 16:00 | modify | 10 | 0.10 | 0.64855 | 0.65295 | 0.65955 | ||
40 | 2024.04.04 08:00 | t/p | 10 | 0.10 | 0.65955 | 0.65295 | 0.65955 | 109.50 | 1178.60 |
41 | 2024.04.04 08:00 | t/p | 11 | 0.10 | 0.65955 | 0.65295 | 0.65955 | 35.40 | 1213.99 |
42 | 2024.04.08 16:00 | sell | 12 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
43 | 2024.04.08 16:00 | modify | 12 | 0.10 | 0.66006 | 0.67206 | 0.64906 | ||
44 | 2024.04.12 04:00 | sell | 13 | 0.10 | 0.65277 | 0.00000 | 0.00000 | ||
45 | 2024.04.12 04:00 | modify | 13 | 0.10 | 0.65277 | 0.65566 | 0.64906 | ||
46 | 2024.04.12 04:00 | modify | 12 | 0.10 | 0.66006 | 0.65566 | 0.64906 | ||
47 | 2024.04.12 16:00 | t/p | 12 | 0.10 | 0.64906 | 0.65566 | 0.64906 | 109.64 | 1323.64 |
48 | 2024.04.12 16:00 | t/p | 13 | 0.10 | 0.64906 | 0.65566 | 0.64906 | 37.10 | 1360.74 |
49 | 2024.04.16 16:00 | buy | 14 | 0.10 | 0.64111 | 0.00000 | 0.00000 | ||
50 | 2024.04.16 16:00 | modify | 14 | 0.10 | 0.64111 | 0.62911 | 0.65211 | ||
51 | 2024.04.24 04:00 | t/p | 14 | 0.10 | 0.65211 | 0.62911 | 0.65211 | 109.20 | 1469.94 |
52 | 2024.04.30 16:00 | buy | 15 | 0.10 | 0.64915 | 0.00000 | 0.00000 | ||
53 | 2024.04.30 16:00 | modify | 15 | 0.10 | 0.64915 | 0.63715 | 0.66015 | ||
54 | 2024.05.02 16:00 | buy | 16 | 0.10 | 0.65489 | 0.00000 | 0.00000 | ||
55 | 2024.05.02 16:00 | modify | 16 | 0.10 | 0.65489 | 0.64970 | 0.66015 | ||
56 | 2024.05.02 16:00 | modify | 15 | 0.10 | 0.64915 | 0.64970 | 0.66015 | ||
57 | 2024.05.03 16:00 | t/p | 15 | 0.10 | 0.66015 | 0.64970 | 0.66015 | 109.50 | 1579.43 |
58 | 2024.05.03 16:00 | t/p | 16 | 0.10 | 0.66015 | 0.64970 | 0.66015 | 52.50 | 1631.93 |
59 | 2024.05.15 16:00 | sell | 17 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
60 | 2024.05.15 16:00 | modify | 17 | 0.10 | 0.66723 | 0.67923 | 0.65623 | ||
61 | 2024.05.22 20:00 | sell | 18 | 0.10 | 0.66164 | 0.00000 | 0.00000 | ||
62 | 2024.05.22 20:00 | modify | 18 | 0.10 | 0.66164 | 0.66668 | 0.65623 | ||
63 | 2024.05.22 20:00 | modify | 17 | 0.10 | 0.66723 | 0.66668 | 0.65623 | ||
64 | 2024.05.24 00:00 | sell | 19 | 0.10 | 0.66000 | 0.00000 | 0.00000 | ||
65 | 2024.05.24 00:00 | modify | 19 | 0.10 | 0.66000 | 0.66283 | 0.65623 | ||
66 | 2024.05.24 00:00 | modify | 18 | 0.10 | 0.66164 | 0.66283 | 0.65623 | ||
67 | 2024.05.24 00:00 | modify | 17 | 0.10 | 0.66723 | 0.66283 | 0.65623 | ||
68 | 2024.05.24 16:00 | s/l | 17 | 0.10 | 0.66283 | 0.66283 | 0.65623 | 43.34 | 1675.28 |
69 | 2024.05.24 16:00 | s/l | 18 | 0.10 | 0.66283 | 0.66283 | 0.65623 | -12.14 | 1663.14 |
70 | 2024.05.24 16:00 | s/l | 19 | 0.10 | 0.66283 | 0.66283 | 0.65623 | -28.30 | 1634.84 |
71 | 2024.05.29 16:00 | buy | 20 | 0.10 | 0.66204 | 0.00000 | 0.00000 | ||
72 | 2024.05.29 16:00 | modify | 20 | 0.10 | 0.66204 | 0.65004 | 0.67304 | ||
73 | 2024.06.04 00:00 | buy | 21 | 0.10 | 0.66924 | 0.00000 | 0.00000 | ||
74 | 2024.06.04 00:00 | modify | 21 | 0.10 | 0.66924 | 0.66644 | 0.67304 | ||
75 | 2024.06.04 00:00 | modify | 20 | 0.10 | 0.66204 | 0.66644 | 0.67304 | ||
76 | 2024.06.04 08:00 | s/l | 20 | 0.10 | 0.66644 | 0.66644 | 0.67304 | 43.40 | 1678.24 |
77 | 2024.06.04 08:00 | s/l | 21 | 0.10 | 0.66644 | 0.66644 | 0.67304 | -28.00 | 1650.24 |
78 | 2024.06.07 16:00 | buy | 22 | 0.10 | 0.65903 | 0.00000 | 0.00000 | ||
79 | 2024.06.07 16:00 | modify | 22 | 0.10 | 0.65903 | 0.64703 | 0.67003 | ||
80 | 2024.06.12 20:00 | t/p | 22 | 0.10 | 0.67003 | 0.64703 | 0.67003 | 109.70 | 1759.94 |
81 | 2024.06.18 16:00 | sell | 23 | 0.10 | 0.66505 | 0.00000 | 0.00000 | ||
82 | 2024.06.18 16:00 | modify | 23 | 0.10 | 0.66505 | 0.67705 | 0.65405 | ||
83 | 2024.07.11 16:00 | s/l | 23 | 0.10 | 0.67705 | 0.67705 | 0.65405 | -121.50 | 1638.44 |
84 | 2024.07.11 16:00 | sell | 24 | 0.10 | 0.67736 | 0.00000 | 0.00000 | ||
85 | 2024.07.11 16:00 | modify | 24 | 0.10 | 0.67736 | 0.68936 | 0.66636 | ||
86 | 2024.07.19 04:00 | sell | 25 | 0.10 | 0.67003 | 0.00000 | 0.00000 | ||
87 | 2024.07.19 04:00 | modify | 25 | 0.10 | 0.67003 | 0.67296 | 0.66636 | ||
88 | 2024.07.19 04:00 | modify | 24 | 0.10 | 0.67736 | 0.67296 | 0.66636 | ||
89 | 2024.07.22 08:00 | t/p | 24 | 0.10 | 0.66636 | 0.67296 | 0.66636 | 109.46 | 1747.90 |
90 | 2024.07.22 08:00 | t/p | 25 | 0.10 | 0.66636 | 0.67296 | 0.66636 | 36.64 | 1784.54 |
91 | 2024.08.16 16:00 | sell | 26 | 0.10 | 0.66483 | 0.00000 | 0.00000 | ||
92 | 2024.08.16 16:00 | modify | 26 | 0.10 | 0.66483 | 0.67683 | 0.65383 | ||
93 | 2024.08.23 16:00 | s/l | 26 | 0.10 | 0.67683 | 0.67683 | 0.65383 | -120.42 | 1664.13 |
94 | 2024.08.23 16:00 | sell | 27 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
95 | 2024.08.23 16:00 | modify | 27 | 0.10 | 0.67760 | 0.68960 | 0.66660 | ||
96 | 2024.09.03 16:00 | sell | 28 | 0.10 | 0.67196 | 0.00000 | 0.00000 | ||
97 | 2024.09.03 16:00 | modify | 28 | 0.10 | 0.67196 | 0.67705 | 0.66660 | ||
98 | 2024.09.03 16:00 | modify | 27 | 0.10 | 0.67760 | 0.67705 | 0.66660 | ||
99 | 2024.09.05 00:00 | sell | 29 | 0.10 | 0.67154 | 0.00000 | 0.00000 | ||
100 | 2024.09.05 00:00 | modify | 29 | 0.10 | 0.67154 | 0.67485 | 0.66660 | ||
101 | 2024.09.05 00:00 | modify | 28 | 0.10 | 0.67196 | 0.67485 | 0.66660 | ||
102 | 2024.09.05 00:00 | modify | 27 | 0.10 | 0.67760 | 0.67485 | 0.66660 | ||
103 | 2024.09.06 16:00 | s/l | 27 | 0.10 | 0.67485 | 0.67485 | 0.66660 | 26.66 | 1690.79 |
104 | 2024.09.06 16:00 | s/l | 28 | 0.10 | 0.67485 | 0.67485 | 0.66660 | -29.20 | 1661.59 |
105 | 2024.09.06 16:00 | s/l | 29 | 0.10 | 0.67485 | 0.67485 | 0.66660 | -33.16 | 1628.43 |
106 | 2024.09.06 16:00 | buy | 30 | 0.10 | 0.66781 | 0.00000 | 0.00000 | ||
107 | 2024.09.06 16:00 | modify | 30 | 0.10 | 0.66781 | 0.65581 | 0.67881 | ||
108 | 2024.09.16 12:00 | buy | 31 | 0.10 | 0.67504 | 0.00000 | 0.00000 | ||
109 | 2024.09.16 12:00 | modify | 31 | 0.10 | 0.67504 | 0.67221 | 0.67881 | ||
110 | 2024.09.16 12:00 | modify | 30 | 0.10 | 0.66781 | 0.67221 | 0.67881 | ||
111 | 2024.09.18 12:00 | t/p | 30 | 0.10 | 0.67881 | 0.67221 | 0.67881 | 109.00 | 1737.43 |
112 | 2024.09.18 12:00 | t/p | 31 | 0.10 | 0.67881 | 0.67221 | 0.67881 | 37.50 | 1774.93 |
113 | 2024.10.01 16:00 | buy | 32 | 0.10 | 0.68881 | 0.00000 | 0.00000 | ||
114 | 2024.10.01 16:00 | modify | 32 | 0.10 | 0.68881 | 0.67681 | 0.69981 | ||
115 | 2024.10.07 16:00 | s/l | 32 | 0.10 | 0.67681 | 0.67681 | 0.69981 | -120.60 | 1654.33 |
116 | 2024.10.07 16:00 | buy | 33 | 0.10 | 0.67619 | 0.00000 | 0.00000 | ||
117 | 2024.10.07 16:00 | modify | 33 | 0.10 | 0.67619 | 0.66419 | 0.68719 | ||
118 | 2024.10.23 12:00 | s/l | 33 | 0.10 | 0.66419 | 0.66419 | 0.68719 | -121.60 | 1532.73 |
119 | 2024.11.05 16:00 | sell | 34 | 0.10 | 0.66333 | 0.00000 | 0.00000 | ||
120 | 2024.11.05 16:00 | modify | 34 | 0.10 | 0.66333 | 0.67533 | 0.65233 | ||
121 | 2024.11.06 04:00 | t/p | 34 | 0.10 | 0.65233 | 0.67533 | 0.65233 | 109.94 | 1642.67 |
122 | 2024.11.07 16:00 | sell | 35 | 0.10 | 0.66852 | 0.00000 | 0.00000 | ||
123 | 2024.11.07 16:00 | modify | 35 | 0.10 | 0.66852 | 0.68052 | 0.65752 | ||
124 | 2024.11.08 20:00 | t/p | 35 | 0.10 | 0.65752 | 0.68052 | 0.65752 | 109.94 | 1752.61 |
125 | 2024.11.13 16:00 | buy | 36 | 0.10 | 0.65020 | 0.00000 | 0.00000 | ||
126 | 2024.11.13 16:00 | modify | 36 | 0.10 | 0.65020 | 0.63820 | 0.66120 | ||
127 | 2024.12.06 20:00 | s/l | 36 | 0.10 | 0.63820 | 0.63820 | 0.66120 | -122.50 | 1630.10 |
128 | 2024.12.09 16:00 | sell | 37 | 0.10 | 0.64662 | 0.00000 | 0.00000 | ||
129 | 2024.12.09 16:00 | modify | 37 | 0.10 | 0.64662 | 0.65862 | 0.63562 | ||
130 | 2024.12.10 04:00 | sell | 38 | 0.10 | 0.63927 | 0.00000 | 0.00000 | ||
131 | 2024.12.10 04:00 | modify | 38 | 0.10 | 0.63927 | 0.64222 | 0.63562 | ||
132 | 2024.12.10 04:00 | modify | 37 | 0.10 | 0.64662 | 0.64222 | 0.63562 | ||
133 | 2024.12.11 08:00 | t/p | 37 | 0.10 | 0.63562 | 0.64222 | 0.63562 | 109.88 | 1739.98 |
134 | 2024.12.11 08:00 | t/p | 38 | 0.10 | 0.63562 | 0.64222 | 0.63562 | 36.44 | 1776.42 |
135 | 2024.12.31 16:00 | buy | 39 | 0.10 | 0.61942 | 0.00000 | 0.00000 | ||
136 | 2024.12.31 16:00 | modify | 39 | 0.10 | 0.61942 | 0.60742 | 0.63042 | ||
137 | 2024.12.31 23:59 | close at stop | 39 | 0.10 | 0.61840 | 0.60742 | 0.63042 | -10.20 | 1766.22 |