Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2608 | Ticks modelled | 78571 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 414.44 | Gross profit | 718.23 | Gross loss | -303.79 |
Profit factor | 2.36 | Expected payoff | 19.74 | ||
Absolute drawdown | 3.30 | Maximal drawdown | 381.19 (25.39%) | Relative drawdown | 25.39% (381.19) |
Total trades | 21 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) | ||
Largest | profit trade | 129.63 | loss trade | -51.39 | |
Average | profit trade | 71.82 | loss trade | -27.62 | |
Maximum | consecutive wins (profit in money) | 5 (357.62) | consecutive losses (loss in money) | 6 (-196.10) | |
Maximal | consecutive profit (count of wins) | 357.62 (5) | consecutive loss (count of losses) | -196.10 (6) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.08 16:00 | sell | 1 | 0.10 | 0.66406 | 0.00000 | 0.00000 | ||
2 | 2024.03.08 16:00 | modify | 1 | 0.10 | 0.66406 | 0.66906 | 0.65106 | ||
3 | 2024.03.14 15:20 | sell | 2 | 0.10 | 0.65810 | 0.00000 | 0.00000 | ||
4 | 2024.03.14 15:20 | modify | 2 | 0.10 | 0.65810 | 0.66211 | 0.65106 | ||
5 | 2024.03.14 15:20 | modify | 1 | 0.10 | 0.66406 | 0.66211 | 0.65106 | ||
6 | 2024.03.15 00:55 | sell | 3 | 0.10 | 0.65667 | 0.00000 | 0.00000 | ||
7 | 2024.03.15 00:55 | modify | 3 | 0.10 | 0.65667 | 0.66081 | 0.65106 | ||
8 | 2024.03.15 00:55 | modify | 2 | 0.10 | 0.65810 | 0.66081 | 0.65106 | ||
9 | 2024.03.15 00:55 | modify | 1 | 0.10 | 0.66406 | 0.66081 | 0.65106 | ||
10 | 2024.03.15 08:30 | sell | 4 | 0.10 | 0.65550 | 0.00000 | 0.00000 | ||
11 | 2024.03.15 08:30 | modify | 4 | 0.10 | 0.65550 | 0.65821 | 0.65106 | ||
12 | 2024.03.15 08:30 | modify | 3 | 0.10 | 0.65667 | 0.65821 | 0.65106 | ||
13 | 2024.03.15 08:30 | modify | 2 | 0.10 | 0.65810 | 0.65821 | 0.65106 | ||
14 | 2024.03.15 08:30 | modify | 1 | 0.10 | 0.66406 | 0.65821 | 0.65106 | ||
15 | 2024.03.19 09:40 | t/p | 1 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 129.45 | 1129.45 |
16 | 2024.03.19 09:40 | t/p | 2 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 70.22 | 1199.66 |
17 | 2024.03.19 09:40 | t/p | 3 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 55.98 | 1255.64 |
18 | 2024.03.19 09:40 | t/p | 4 | 0.10 | 0.65106 | 0.65821 | 0.65106 | 44.28 | 1299.92 |
19 | 2024.03.19 12:00 | buy | 5 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
20 | 2024.03.19 12:00 | modify | 5 | 0.10 | 0.65215 | 0.64715 | 0.66515 | ||
21 | 2024.03.20 18:33 | buy | 6 | 0.10 | 0.65826 | 0.00000 | 0.00000 | ||
22 | 2024.03.20 18:33 | modify | 6 | 0.10 | 0.65826 | 0.65410 | 0.66515 | ||
23 | 2024.03.20 18:33 | modify | 5 | 0.10 | 0.65215 | 0.65410 | 0.66515 | ||
24 | 2024.03.20 22:30 | buy | 7 | 0.10 | 0.65949 | 0.00000 | 0.00000 | ||
25 | 2024.03.20 22:30 | modify | 7 | 0.10 | 0.65949 | 0.65540 | 0.66515 | ||
26 | 2024.03.20 22:30 | modify | 6 | 0.10 | 0.65826 | 0.65540 | 0.66515 | ||
27 | 2024.03.20 22:30 | modify | 5 | 0.10 | 0.65215 | 0.65540 | 0.66515 | ||
28 | 2024.03.21 09:10 | buy | 8 | 0.10 | 0.66061 | 0.00000 | 0.00000 | ||
29 | 2024.03.21 09:10 | modify | 8 | 0.10 | 0.66061 | 0.65800 | 0.66515 | ||
30 | 2024.03.21 09:10 | modify | 7 | 0.10 | 0.65949 | 0.65800 | 0.66515 | ||
31 | 2024.03.21 09:10 | modify | 6 | 0.10 | 0.65826 | 0.65800 | 0.66515 | ||
32 | 2024.03.21 09:10 | modify | 5 | 0.10 | 0.65215 | 0.65800 | 0.66515 | ||
33 | 2024.03.21 14:20 | s/l | 5 | 0.10 | 0.65800 | 0.65800 | 0.66515 | 57.71 | 1357.62 |
34 | 2024.03.21 14:20 | s/l | 6 | 0.10 | 0.65800 | 0.65800 | 0.66515 | -3.20 | 1354.43 |
35 | 2024.03.21 14:20 | s/l | 7 | 0.10 | 0.65800 | 0.65800 | 0.66515 | -15.50 | 1338.93 |
36 | 2024.03.21 14:20 | s/l | 8 | 0.10 | 0.65800 | 0.65800 | 0.66515 | -26.10 | 1312.83 |
37 | 2024.05.03 08:00 | sell | 9 | 0.10 | 0.65743 | 0.00000 | 0.00000 | ||
38 | 2024.05.03 08:00 | modify | 9 | 0.10 | 0.65743 | 0.66243 | 0.64443 | ||
39 | 2024.05.03 12:30 | s/l | 9 | 0.10 | 0.66243 | 0.66243 | 0.64443 | -50.00 | 1262.83 |
40 | 2024.05.16 04:00 | sell | 10 | 0.10 | 0.66918 | 0.00000 | 0.00000 | ||
41 | 2024.05.16 04:00 | modify | 10 | 0.10 | 0.66918 | 0.67418 | 0.65618 | ||
42 | 2024.05.22 15:40 | sell | 11 | 0.10 | 0.66323 | 0.00000 | 0.00000 | ||
43 | 2024.05.22 15:40 | modify | 11 | 0.10 | 0.66323 | 0.66723 | 0.65618 | ||
44 | 2024.05.22 15:40 | modify | 10 | 0.10 | 0.66918 | 0.66723 | 0.65618 | ||
45 | 2024.05.22 21:45 | sell | 12 | 0.10 | 0.66193 | 0.00000 | 0.00000 | ||
46 | 2024.05.22 21:45 | modify | 12 | 0.10 | 0.66193 | 0.66593 | 0.65618 | ||
47 | 2024.05.22 21:45 | modify | 11 | 0.10 | 0.66323 | 0.66593 | 0.65618 | ||
48 | 2024.05.22 21:45 | modify | 10 | 0.10 | 0.66918 | 0.66593 | 0.65618 | ||
49 | 2024.05.23 17:53 | sell | 13 | 0.10 | 0.66050 | 0.00000 | 0.00000 | ||
50 | 2024.05.23 17:53 | modify | 13 | 0.10 | 0.66050 | 0.66333 | 0.65618 | ||
51 | 2024.05.23 17:53 | modify | 12 | 0.10 | 0.66193 | 0.66333 | 0.65618 | ||
52 | 2024.05.23 17:53 | modify | 11 | 0.10 | 0.66323 | 0.66333 | 0.65618 | ||
53 | 2024.05.23 17:53 | modify | 10 | 0.10 | 0.66918 | 0.66333 | 0.65618 | ||
54 | 2024.05.24 15:05 | s/l | 10 | 0.10 | 0.66333 | 0.66333 | 0.65618 | 58.01 | 1320.84 |
55 | 2024.05.24 15:05 | s/l | 11 | 0.10 | 0.66333 | 0.66333 | 0.65618 | -1.25 | 1319.60 |
56 | 2024.05.24 15:05 | s/l | 12 | 0.10 | 0.66333 | 0.66333 | 0.65618 | -14.25 | 1305.35 |
57 | 2024.05.24 15:05 | s/l | 13 | 0.10 | 0.66333 | 0.66333 | 0.65618 | -28.36 | 1276.99 |
58 | 2024.06.19 04:00 | sell | 14 | 0.10 | 0.66604 | 0.00000 | 0.00000 | ||
59 | 2024.06.19 04:00 | modify | 14 | 0.10 | 0.66604 | 0.67104 | 0.65304 | ||
60 | 2024.07.03 14:20 | s/l | 14 | 0.10 | 0.67104 | 0.67104 | 0.65304 | -50.86 | 1226.13 |
61 | 2024.08.19 08:00 | sell | 15 | 0.10 | 0.66889 | 0.00000 | 0.00000 | ||
62 | 2024.08.19 08:00 | modify | 15 | 0.10 | 0.66889 | 0.67389 | 0.65589 | ||
63 | 2024.08.19 23:30 | s/l | 15 | 0.10 | 0.67389 | 0.67389 | 0.65589 | -50.00 | 1176.13 |
64 | 2024.10.08 08:00 | buy | 16 | 0.10 | 0.67389 | 0.00000 | 0.00000 | ||
65 | 2024.10.08 08:00 | modify | 16 | 0.10 | 0.67389 | 0.66889 | 0.68689 | ||
66 | 2024.10.15 23:30 | s/l | 16 | 0.10 | 0.66889 | 0.66889 | 0.68689 | -51.39 | 1124.74 |
67 | 2025.02.21 04:00 | sell | 17 | 0.10 | 0.64010 | 0.00000 | 0.00000 | ||
68 | 2025.02.21 04:00 | modify | 17 | 0.10 | 0.64010 | 0.64510 | 0.62710 | ||
69 | 2025.02.24 23:20 | sell | 18 | 0.10 | 0.63423 | 0.00000 | 0.00000 | ||
70 | 2025.02.24 23:20 | modify | 18 | 0.10 | 0.63423 | 0.63815 | 0.62710 | ||
71 | 2025.02.24 23:20 | modify | 17 | 0.10 | 0.64010 | 0.63815 | 0.62710 | ||
72 | 2025.02.25 10:30 | sell | 19 | 0.10 | 0.63280 | 0.00000 | 0.00000 | ||
73 | 2025.02.25 10:30 | modify | 19 | 0.10 | 0.63280 | 0.63685 | 0.62710 | ||
74 | 2025.02.25 10:30 | modify | 18 | 0.10 | 0.63423 | 0.63685 | 0.62710 | ||
75 | 2025.02.25 10:30 | modify | 17 | 0.10 | 0.64010 | 0.63685 | 0.62710 | ||
76 | 2025.02.26 11:10 | sell | 20 | 0.10 | 0.63164 | 0.00000 | 0.00000 | ||
77 | 2025.02.26 11:10 | modify | 20 | 0.10 | 0.63164 | 0.63425 | 0.62710 | ||
78 | 2025.02.26 11:10 | modify | 19 | 0.10 | 0.63280 | 0.63425 | 0.62710 | ||
79 | 2025.02.26 11:10 | modify | 18 | 0.10 | 0.63423 | 0.63425 | 0.62710 | ||
80 | 2025.02.26 11:10 | modify | 17 | 0.10 | 0.64010 | 0.63425 | 0.62710 | ||
81 | 2025.02.27 13:40 | t/p | 17 | 0.10 | 0.62710 | 0.63425 | 0.62710 | 129.63 | 1254.37 |
82 | 2025.02.27 13:40 | t/p | 18 | 0.10 | 0.62710 | 0.63425 | 0.62710 | 70.99 | 1325.37 |
83 | 2025.02.27 13:40 | t/p | 19 | 0.10 | 0.62710 | 0.63425 | 0.62710 | 56.75 | 1382.12 |
84 | 2025.02.27 13:40 | t/p | 20 | 0.10 | 0.62710 | 0.63425 | 0.62710 | 45.22 | 1427.34 |
85 | 2025.02.28 08:00 | buy | 21 | 0.10 | 0.62154 | 0.00000 | 0.00000 | ||
86 | 2025.02.28 08:00 | modify | 21 | 0.10 | 0.62154 | 0.61654 | 0.63454 | ||
87 | 2025.02.28 23:59 | close at stop | 21 | 0.10 | 0.62025 | 0.61654 | 0.63454 | -12.90 | 1414.44 |