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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 632.04 | Gross profit | 677.14 | Gross loss | -45.10 |
Profit factor | 15.01 | Expected payoff | 48.62 | ||
Absolute drawdown | 3.30 | Maximal drawdown | 272.07 (18.11%) | Relative drawdown | 18.11% (272.07) |
Total trades | 13 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 11 (84.62%) | Loss trades (% of total) | 2 (15.38%) | ||
Largest | profit trade | 129.45 | loss trade | -26.70 | |
Average | profit trade | 61.56 | loss trade | -22.55 | |
Maximum | consecutive wins (profit in money) | 7 (390.19) | consecutive losses (loss in money) | 1 (-26.70) | |
Maximal | consecutive profit (count of wins) | 390.19 (7) | consecutive loss (count of losses) | -26.70 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | 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 | 0.67806 | 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 | 0.66016 | 0.65106 | ||
5 | 2024.03.14 15:20 | modify | 1 | 0.10 | 0.66406 | 0.66016 | 0.65106 | ||
6 | 2024.03.14 19:06 | sell | 3 | 0.10 | 0.65741 | 0.00000 | 0.00000 | ||
7 | 2024.03.14 19:06 | modify | 3 | 0.10 | 0.65741 | 0.66081 | 0.65106 | ||
8 | 2024.03.14 19:06 | modify | 2 | 0.10 | 0.65810 | 0.66081 | 0.65106 | ||
9 | 2024.03.14 19:06 | modify | 1 | 0.10 | 0.66406 | 0.66081 | 0.65106 | ||
10 | 2024.03.19 03:50 | sell | 4 | 0.10 | 0.65344 | 0.00000 | 0.00000 | ||
11 | 2024.03.19 03:50 | modify | 4 | 0.10 | 0.65344 | 0.65626 | 0.65106 | ||
12 | 2024.03.19 03:50 | modify | 3 | 0.10 | 0.65741 | 0.65626 | 0.65106 | ||
13 | 2024.03.19 03:50 | modify | 2 | 0.10 | 0.65810 | 0.65626 | 0.65106 | ||
14 | 2024.03.19 03:50 | modify | 1 | 0.10 | 0.66406 | 0.65626 | 0.65106 | ||
15 | 2024.03.19 09:40 | t/p | 1 | 0.10 | 0.65106 | 0.65626 | 0.65106 | 129.45 | 1129.45 |
16 | 2024.03.19 09:40 | t/p | 2 | 0.10 | 0.65106 | 0.65626 | 0.65106 | 70.22 | 1199.66 |
17 | 2024.03.19 09:40 | t/p | 3 | 0.10 | 0.65106 | 0.65626 | 0.65106 | 63.32 | 1262.98 |
18 | 2024.03.19 09:40 | t/p | 4 | 0.10 | 0.65106 | 0.65626 | 0.65106 | 23.80 | 1286.78 |
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 | 0.63815 | 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 | 0.65605 | 0.66515 | ||
23 | 2024.03.20 18:33 | modify | 5 | 0.10 | 0.65215 | 0.65605 | 0.66515 | ||
24 | 2024.03.20 19:40 | buy | 7 | 0.10 | 0.65890 | 0.00000 | 0.00000 | ||
25 | 2024.03.20 19:40 | modify | 7 | 0.10 | 0.65890 | 0.65540 | 0.66515 | ||
26 | 2024.03.20 19:40 | modify | 6 | 0.10 | 0.65826 | 0.65540 | 0.66515 | ||
27 | 2024.03.20 19:40 | modify | 5 | 0.10 | 0.65215 | 0.65540 | 0.66515 | ||
28 | 2024.03.21 01:40 | buy | 8 | 0.10 | 0.66262 | 0.00000 | 0.00000 | ||
29 | 2024.03.21 01:40 | modify | 8 | 0.10 | 0.66262 | 0.65995 | 0.66515 | ||
30 | 2024.03.21 01:40 | modify | 7 | 0.10 | 0.65890 | 0.65995 | 0.66515 | ||
31 | 2024.03.21 01:40 | modify | 6 | 0.10 | 0.65826 | 0.65995 | 0.66515 | ||
32 | 2024.03.21 01:40 | modify | 5 | 0.10 | 0.65215 | 0.65995 | 0.66515 | ||
33 | 2024.03.21 11:40 | s/l | 5 | 0.10 | 0.65995 | 0.65995 | 0.66515 | 77.21 | 1363.99 |
34 | 2024.03.21 11:40 | s/l | 6 | 0.10 | 0.65995 | 0.65995 | 0.66515 | 16.30 | 1380.29 |
35 | 2024.03.21 11:40 | s/l | 7 | 0.10 | 0.65995 | 0.65995 | 0.66515 | 9.90 | 1390.19 |
36 | 2024.03.21 11:40 | s/l | 8 | 0.10 | 0.65995 | 0.65995 | 0.66515 | -26.70 | 1363.49 |
37 | 2024.06.19 12:00 | sell | 9 | 0.10 | 0.66695 | 0.00000 | 0.00000 | ||
38 | 2024.06.19 12:00 | modify | 9 | 0.10 | 0.66695 | 0.68095 | 0.65395 | ||
39 | 2024.07.23 18:05 | sell | 10 | 0.10 | 0.66110 | 0.00000 | 0.00000 | ||
40 | 2024.07.23 18:05 | modify | 10 | 0.10 | 0.66110 | 0.66305 | 0.65395 | ||
41 | 2024.07.23 18:05 | modify | 9 | 0.10 | 0.66695 | 0.66305 | 0.65395 | ||
42 | 2024.07.24 01:40 | sell | 11 | 0.10 | 0.66044 | 0.00000 | 0.00000 | ||
43 | 2024.07.24 01:40 | modify | 11 | 0.10 | 0.66044 | 0.66370 | 0.65395 | ||
44 | 2024.07.24 01:40 | modify | 10 | 0.10 | 0.66110 | 0.66370 | 0.65395 | ||
45 | 2024.07.24 01:40 | modify | 9 | 0.10 | 0.66695 | 0.66370 | 0.65395 | ||
46 | 2024.07.25 00:30 | sell | 12 | 0.10 | 0.65628 | 0.00000 | 0.00000 | ||
47 | 2024.07.25 00:30 | modify | 12 | 0.10 | 0.65628 | 0.65915 | 0.65395 | ||
48 | 2024.07.25 00:30 | modify | 11 | 0.10 | 0.66044 | 0.65915 | 0.65395 | ||
49 | 2024.07.25 00:30 | modify | 10 | 0.10 | 0.66110 | 0.65915 | 0.65395 | ||
50 | 2024.07.25 00:30 | modify | 9 | 0.10 | 0.66695 | 0.65915 | 0.65395 | ||
51 | 2024.07.25 07:30 | t/p | 9 | 0.10 | 0.65395 | 0.65915 | 0.65395 | 127.67 | 1491.17 |
52 | 2024.07.25 07:30 | t/p | 10 | 0.10 | 0.65395 | 0.65915 | 0.65395 | 71.25 | 1562.42 |
53 | 2024.07.25 07:30 | t/p | 11 | 0.10 | 0.65395 | 0.65915 | 0.65395 | 64.72 | 1627.14 |
54 | 2024.07.25 07:30 | t/p | 12 | 0.10 | 0.65395 | 0.65915 | 0.65395 | 23.30 | 1650.44 |
55 | 2025.02.28 12:00 | buy | 13 | 0.10 | 0.62209 | 0.00000 | 0.00000 | ||
56 | 2025.02.28 12:00 | modify | 13 | 0.10 | 0.62209 | 0.60809 | 0.63509 | ||
57 | 2025.02.28 23:59 | close at stop | 13 | 0.10 | 0.62025 | 0.60809 | 0.63509 | -18.40 | 1632.04 |