Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 78673 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 2106.50 | Gross profit | 2347.53 | Gross loss | -241.03 |
Profit factor | 9.74 | Expected payoff | 54.01 | ||
Absolute drawdown | 83.77 | Maximal drawdown | 332.14 (18.62%) | Relative drawdown | 18.62% (332.14) |
Total trades | 39 | Short positions (won %) | 25 (88.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 31 (79.49%) | Loss trades (% of total) | 8 (20.51%) | ||
Largest | profit trade | 149.93 | loss trade | -39.50 | |
Average | profit trade | 75.73 | loss trade | -30.13 | |
Maximum | consecutive wins (profit in money) | 10 (842.94) | consecutive losses (loss in money) | 2 (-54.27) | |
Maximal | consecutive profit (count of wins) | 842.94 (10) | consecutive loss (count of losses) | -54.27 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.03 16:00 | sell | 1 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
2 | 2024.05.03 16:00 | modify | 1 | 0.10 | 0.66136 | 0.67136 | 0.64636 | ||
3 | 2024.05.08 08:06 | sell | 2 | 0.10 | 0.65676 | 0.00000 | 0.00000 | ||
4 | 2024.05.08 08:06 | modify | 2 | 0.10 | 0.65676 | 0.66061 | 0.64636 | ||
5 | 2024.05.08 08:06 | modify | 1 | 0.10 | 0.66136 | 0.66061 | 0.64636 | ||
6 | 2024.05.09 12:40 | s/l | 1 | 0.10 | 0.66061 | 0.66061 | 0.64636 | 7.08 | 1007.08 |
7 | 2024.05.09 12:40 | s/l | 2 | 0.10 | 0.66061 | 0.66061 | 0.64636 | -38.71 | 968.38 |
8 | 2024.05.15 16:00 | sell | 3 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
9 | 2024.05.15 16:00 | modify | 3 | 0.10 | 0.66723 | 0.67723 | 0.65223 | ||
10 | 2024.05.22 18:10 | sell | 4 | 0.10 | 0.66262 | 0.00000 | 0.00000 | ||
11 | 2024.05.22 18:10 | modify | 4 | 0.10 | 0.66262 | 0.66648 | 0.65223 | ||
12 | 2024.05.22 18:10 | modify | 3 | 0.10 | 0.66723 | 0.66648 | 0.65223 | ||
13 | 2024.05.23 18:40 | sell | 5 | 0.10 | 0.65972 | 0.00000 | 0.00000 | ||
14 | 2024.05.23 18:40 | modify | 5 | 0.10 | 0.65972 | 0.66198 | 0.65223 | ||
15 | 2024.05.23 18:40 | modify | 4 | 0.10 | 0.66262 | 0.66198 | 0.65223 | ||
16 | 2024.05.23 18:40 | modify | 3 | 0.10 | 0.66723 | 0.66198 | 0.65223 | ||
17 | 2024.05.24 10:30 | s/l | 3 | 0.10 | 0.66198 | 0.66198 | 0.65223 | 51.74 | 1020.12 |
18 | 2024.05.24 10:30 | s/l | 4 | 0.10 | 0.66198 | 0.66198 | 0.65223 | 6.12 | 1026.24 |
19 | 2024.05.24 10:30 | s/l | 5 | 0.10 | 0.66198 | 0.66198 | 0.65223 | -22.67 | 1003.57 |
20 | 2024.06.07 16:00 | buy | 6 | 0.10 | 0.65903 | 0.00000 | 0.00000 | ||
21 | 2024.06.07 16:00 | modify | 6 | 0.10 | 0.65903 | 0.64903 | 0.67403 | ||
22 | 2024.06.12 18:40 | buy | 7 | 0.10 | 0.66729 | 0.00000 | 0.00000 | ||
23 | 2024.06.12 18:40 | modify | 7 | 0.10 | 0.66729 | 0.66428 | 0.67403 | ||
24 | 2024.06.12 18:40 | modify | 6 | 0.10 | 0.65903 | 0.66428 | 0.67403 | ||
25 | 2024.06.12 19:55 | buy | 8 | 0.10 | 0.66659 | 0.00000 | 0.00000 | ||
26 | 2024.06.12 19:55 | modify | 8 | 0.10 | 0.66659 | 0.66428 | 0.67403 | ||
27 | 2024.06.13 05:30 | s/l | 6 | 0.10 | 0.66428 | 0.66428 | 0.67403 | 51.43 | 1055.00 |
28 | 2024.06.13 05:30 | s/l | 7 | 0.10 | 0.66428 | 0.66428 | 0.67403 | -30.64 | 1024.36 |
29 | 2024.06.13 05:30 | s/l | 8 | 0.10 | 0.66428 | 0.66428 | 0.67403 | -23.64 | 1000.73 |
30 | 2024.07.03 16:00 | sell | 9 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
31 | 2024.07.03 16:00 | modify | 9 | 0.10 | 0.67175 | 0.68175 | 0.65675 | ||
32 | 2024.07.22 01:40 | sell | 10 | 0.10 | 0.66713 | 0.00000 | 0.00000 | ||
33 | 2024.07.22 01:40 | modify | 10 | 0.10 | 0.66713 | 0.67100 | 0.65675 | ||
34 | 2024.07.22 01:40 | modify | 9 | 0.10 | 0.67175 | 0.67100 | 0.65675 | ||
35 | 2024.07.22 13:30 | sell | 11 | 0.10 | 0.66397 | 0.00000 | 0.00000 | ||
36 | 2024.07.22 13:30 | modify | 11 | 0.10 | 0.66397 | 0.66650 | 0.65675 | ||
37 | 2024.07.22 13:30 | modify | 10 | 0.10 | 0.66713 | 0.66650 | 0.65675 | ||
38 | 2024.07.22 13:30 | modify | 9 | 0.10 | 0.67175 | 0.66650 | 0.65675 | ||
39 | 2024.07.22 13:40 | sell | 12 | 0.10 | 0.66349 | 0.00000 | 0.00000 | ||
40 | 2024.07.22 13:40 | modify | 12 | 0.10 | 0.66349 | 0.66650 | 0.65675 | ||
41 | 2024.07.25 00:30 | t/p | 9 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 148.34 | 1149.07 |
42 | 2024.07.25 00:30 | t/p | 10 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 103.45 | 1252.52 |
43 | 2024.07.25 00:30 | t/p | 11 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 71.85 | 1324.37 |
44 | 2024.07.25 00:30 | t/p | 12 | 0.10 | 0.65675 | 0.66650 | 0.65675 | 67.05 | 1391.43 |
45 | 2024.08.23 16:00 | sell | 13 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
46 | 2024.08.23 16:00 | modify | 13 | 0.10 | 0.67760 | 0.68760 | 0.66260 | ||
47 | 2024.09.03 06:05 | sell | 14 | 0.10 | 0.67308 | 0.00000 | 0.00000 | ||
48 | 2024.09.03 06:05 | modify | 14 | 0.10 | 0.67308 | 0.67685 | 0.66260 | ||
49 | 2024.09.03 06:05 | modify | 13 | 0.10 | 0.67760 | 0.67685 | 0.66260 | ||
50 | 2024.09.04 01:53 | sell | 15 | 0.10 | 0.66990 | 0.00000 | 0.00000 | ||
51 | 2024.09.04 01:53 | modify | 15 | 0.10 | 0.66990 | 0.67235 | 0.66260 | ||
52 | 2024.09.04 01:53 | modify | 14 | 0.10 | 0.67308 | 0.67235 | 0.66260 | ||
53 | 2024.09.04 01:53 | modify | 13 | 0.10 | 0.67760 | 0.67235 | 0.66260 | ||
54 | 2024.09.04 12:40 | s/l | 13 | 0.10 | 0.67235 | 0.67235 | 0.66260 | 51.81 | 1443.24 |
55 | 2024.09.04 12:40 | s/l | 14 | 0.10 | 0.67235 | 0.67235 | 0.66260 | 7.23 | 1450.47 |
56 | 2024.09.04 12:40 | s/l | 15 | 0.10 | 0.67235 | 0.67235 | 0.66260 | -24.50 | 1425.97 |
57 | 2024.09.06 20:00 | buy | 16 | 0.10 | 0.66772 | 0.00000 | 0.00000 | ||
58 | 2024.09.06 20:00 | modify | 16 | 0.10 | 0.66772 | 0.65772 | 0.68272 | ||
59 | 2024.09.12 18:40 | buy | 17 | 0.10 | 0.67247 | 0.00000 | 0.00000 | ||
60 | 2024.09.12 18:40 | modify | 17 | 0.10 | 0.67247 | 0.66847 | 0.68272 | ||
61 | 2024.09.12 18:40 | modify | 16 | 0.10 | 0.66772 | 0.66847 | 0.68272 | ||
62 | 2024.09.16 19:40 | buy | 18 | 0.10 | 0.67546 | 0.00000 | 0.00000 | ||
63 | 2024.09.16 19:40 | modify | 18 | 0.10 | 0.67546 | 0.67297 | 0.68272 | ||
64 | 2024.09.16 19:40 | modify | 17 | 0.10 | 0.67247 | 0.67297 | 0.68272 | ||
65 | 2024.09.16 19:40 | modify | 16 | 0.10 | 0.66772 | 0.67297 | 0.68272 | ||
66 | 2024.09.17 06:20 | buy | 19 | 0.10 | 0.67614 | 0.00000 | 0.00000 | ||
67 | 2024.09.17 06:20 | modify | 19 | 0.10 | 0.67614 | 0.67297 | 0.68272 | ||
68 | 2024.09.19 06:40 | t/p | 16 | 0.10 | 0.68272 | 0.67297 | 0.68272 | 147.68 | 1573.64 |
69 | 2024.09.19 06:40 | t/p | 17 | 0.10 | 0.68272 | 0.67297 | 0.68272 | 101.25 | 1674.89 |
70 | 2024.09.19 06:40 | t/p | 18 | 0.10 | 0.68272 | 0.67297 | 0.68272 | 71.71 | 1746.60 |
71 | 2024.09.19 06:40 | t/p | 19 | 0.10 | 0.68272 | 0.67297 | 0.68272 | 65.09 | 1811.69 |
72 | 2024.11.07 16:00 | sell | 20 | 0.10 | 0.66852 | 0.00000 | 0.00000 | ||
73 | 2024.11.07 16:00 | modify | 20 | 0.10 | 0.66852 | 0.67852 | 0.65352 | ||
74 | 2024.11.08 10:20 | sell | 21 | 0.10 | 0.66390 | 0.00000 | 0.00000 | ||
75 | 2024.11.08 10:20 | modify | 21 | 0.10 | 0.66390 | 0.66777 | 0.65352 | ||
76 | 2024.11.08 10:20 | modify | 20 | 0.10 | 0.66852 | 0.66777 | 0.65352 | ||
77 | 2024.11.08 13:55 | sell | 22 | 0.10 | 0.66073 | 0.00000 | 0.00000 | ||
78 | 2024.11.08 13:55 | modify | 22 | 0.10 | 0.66073 | 0.66327 | 0.65352 | ||
79 | 2024.11.08 13:55 | modify | 21 | 0.10 | 0.66390 | 0.66327 | 0.65352 | ||
80 | 2024.11.08 13:55 | modify | 20 | 0.10 | 0.66852 | 0.66327 | 0.65352 | ||
81 | 2024.11.08 15:30 | sell | 23 | 0.10 | 0.66015 | 0.00000 | 0.00000 | ||
82 | 2024.11.08 15:30 | modify | 23 | 0.10 | 0.66015 | 0.66327 | 0.65352 | ||
83 | 2024.11.12 16:30 | t/p | 20 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 149.79 | 1961.48 |
84 | 2024.11.12 16:30 | t/p | 21 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 103.66 | 2065.14 |
85 | 2024.11.12 16:30 | t/p | 22 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 71.96 | 2137.10 |
86 | 2024.11.12 16:30 | t/p | 23 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 66.16 | 2203.26 |
87 | 2024.12.02 16:00 | buy | 24 | 0.10 | 0.64496 | 0.00000 | 0.00000 | ||
88 | 2024.12.02 16:00 | modify | 24 | 0.10 | 0.64496 | 0.63496 | 0.65996 | ||
89 | 2024.12.03 08:20 | buy | 25 | 0.10 | 0.64952 | 0.00000 | 0.00000 | ||
90 | 2024.12.03 08:20 | modify | 25 | 0.10 | 0.64952 | 0.64571 | 0.65996 | ||
91 | 2024.12.03 08:20 | modify | 24 | 0.10 | 0.64496 | 0.64571 | 0.65996 | ||
92 | 2024.12.04 01:40 | s/l | 24 | 0.10 | 0.64571 | 0.64571 | 0.65996 | 7.14 | 2210.41 |
93 | 2024.12.04 01:40 | s/l | 25 | 0.10 | 0.64571 | 0.64571 | 0.65996 | -38.28 | 2172.13 |
94 | 2024.12.18 20:00 | buy | 26 | 0.10 | 0.62436 | 0.00000 | 0.00000 | ||
95 | 2024.12.18 20:00 | modify | 26 | 0.10 | 0.62436 | 0.61436 | 0.63936 | ||
96 | 2025.01.06 11:40 | buy | 27 | 0.10 | 0.62906 | 0.00000 | 0.00000 | ||
97 | 2025.01.06 11:40 | modify | 27 | 0.10 | 0.62906 | 0.62511 | 0.63936 | ||
98 | 2025.01.06 11:40 | modify | 26 | 0.10 | 0.62436 | 0.62511 | 0.63936 | ||
99 | 2025.01.06 14:40 | s/l | 26 | 0.10 | 0.62511 | 0.62511 | 0.63936 | 4.11 | 2176.24 |
100 | 2025.01.06 14:40 | s/l | 27 | 0.10 | 0.62511 | 0.62511 | 0.63936 | -39.50 | 2136.74 |
101 | 2025.02.14 16:00 | sell | 28 | 0.10 | 0.63618 | 0.00000 | 0.00000 | ||
102 | 2025.02.14 16:00 | modify | 28 | 0.10 | 0.63618 | 0.64618 | 0.62118 | ||
103 | 2025.02.26 11:10 | sell | 29 | 0.10 | 0.63164 | 0.00000 | 0.00000 | ||
104 | 2025.02.26 11:10 | modify | 29 | 0.10 | 0.63164 | 0.63543 | 0.62118 | ||
105 | 2025.02.26 11:10 | modify | 28 | 0.10 | 0.63618 | 0.63543 | 0.62118 | ||
106 | 2025.02.27 04:40 | sell | 30 | 0.10 | 0.62850 | 0.00000 | 0.00000 | ||
107 | 2025.02.27 04:40 | modify | 30 | 0.10 | 0.62850 | 0.63093 | 0.62118 | ||
108 | 2025.02.27 04:40 | modify | 29 | 0.10 | 0.63164 | 0.63093 | 0.62118 | ||
109 | 2025.02.27 04:40 | modify | 28 | 0.10 | 0.63618 | 0.63093 | 0.62118 | ||
110 | 2025.02.27 13:30 | sell | 31 | 0.10 | 0.62771 | 0.00000 | 0.00000 | ||
111 | 2025.02.27 13:30 | modify | 31 | 0.10 | 0.62771 | 0.63093 | 0.62118 | ||
112 | 2025.02.28 07:05 | t/p | 28 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 149.03 | 2285.77 |
113 | 2025.02.28 07:05 | t/p | 29 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 104.32 | 2390.09 |
114 | 2025.02.28 07:05 | t/p | 30 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 73.13 | 2463.22 |
115 | 2025.02.28 07:05 | t/p | 31 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 65.23 | 2528.45 |
116 | 2025.03.17 20:00 | sell | 32 | 0.10 | 0.63858 | 0.00000 | 0.00000 | ||
117 | 2025.03.17 20:00 | modify | 32 | 0.10 | 0.63858 | 0.64858 | 0.62358 | ||
118 | 2025.03.19 07:20 | sell | 33 | 0.10 | 0.63408 | 0.00000 | 0.00000 | ||
119 | 2025.03.19 07:20 | modify | 33 | 0.10 | 0.63408 | 0.63783 | 0.62358 | ||
120 | 2025.03.19 07:20 | modify | 32 | 0.10 | 0.63858 | 0.63783 | 0.62358 | ||
121 | 2025.03.20 08:55 | sell | 34 | 0.10 | 0.63104 | 0.00000 | 0.00000 | ||
122 | 2025.03.20 08:55 | modify | 34 | 0.10 | 0.63104 | 0.63333 | 0.62358 | ||
123 | 2025.03.20 08:55 | modify | 33 | 0.10 | 0.63408 | 0.63333 | 0.62358 | ||
124 | 2025.03.20 08:55 | modify | 32 | 0.10 | 0.63858 | 0.63333 | 0.62358 | ||
125 | 2025.03.20 20:30 | sell | 35 | 0.10 | 0.63022 | 0.00000 | 0.00000 | ||
126 | 2025.03.20 20:30 | modify | 35 | 0.10 | 0.63022 | 0.63333 | 0.62358 | ||
127 | 2025.03.31 13:30 | t/p | 32 | 0.10 | 0.62358 | 0.63333 | 0.62358 | 149.03 | 2677.48 |
128 | 2025.03.31 13:30 | t/p | 33 | 0.10 | 0.62358 | 0.63333 | 0.62358 | 104.17 | 2781.65 |
129 | 2025.03.31 13:30 | t/p | 34 | 0.10 | 0.62358 | 0.63333 | 0.62358 | 73.98 | 2855.63 |
130 | 2025.03.31 13:30 | t/p | 35 | 0.10 | 0.62358 | 0.63333 | 0.62358 | 65.78 | 2921.41 |
131 | 2025.03.31 16:00 | buy | 36 | 0.10 | 0.62370 | 0.00000 | 0.00000 | ||
132 | 2025.03.31 16:00 | modify | 36 | 0.10 | 0.62370 | 0.61370 | 0.63870 | ||
133 | 2025.04.01 15:30 | buy | 37 | 0.10 | 0.62832 | 0.00000 | 0.00000 | ||
134 | 2025.04.01 15:30 | modify | 37 | 0.10 | 0.62832 | 0.62445 | 0.63870 | ||
135 | 2025.04.01 15:30 | modify | 36 | 0.10 | 0.62370 | 0.62445 | 0.63870 | ||
136 | 2025.04.02 09:20 | buy | 38 | 0.10 | 0.63126 | 0.00000 | 0.00000 | ||
137 | 2025.04.02 09:20 | modify | 38 | 0.10 | 0.63126 | 0.62895 | 0.63870 | ||
138 | 2025.04.02 09:20 | modify | 37 | 0.10 | 0.62832 | 0.62895 | 0.63870 | ||
139 | 2025.04.02 09:20 | modify | 36 | 0.10 | 0.62370 | 0.62895 | 0.63870 | ||
140 | 2025.04.02 18:40 | s/l | 36 | 0.10 | 0.62895 | 0.62895 | 0.63870 | 52.14 | 2973.55 |
141 | 2025.04.02 18:40 | s/l | 37 | 0.10 | 0.62895 | 0.62895 | 0.63870 | 6.12 | 2979.67 |
142 | 2025.04.02 18:40 | s/l | 38 | 0.10 | 0.62895 | 0.62895 | 0.63870 | -23.10 | 2956.57 |
143 | 2025.04.03 12:00 | sell | 39 | 0.10 | 0.63593 | 0.00000 | 0.00000 | ||
144 | 2025.04.03 12:00 | modify | 39 | 0.10 | 0.63593 | 0.64593 | 0.62093 | ||
145 | 2025.04.04 08:40 | t/p | 39 | 0.10 | 0.62093 | 0.64593 | 0.62093 | 149.93 | 3106.50 |