Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 78788 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1027.02 | Gross profit | 1309.72 | Gross loss | -282.70 |
Profit factor | 4.63 | Expected payoff | 46.68 | ||
Absolute drawdown | 265.97 | Maximal drawdown | 291.16 (14.65%) | Relative drawdown | 26.60% (265.97) |
Total trades | 22 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 129.62 | loss trade | -61.38 | |
Average | profit trade | 77.04 | loss trade | -56.54 | |
Maximum | consecutive wins (profit in money) | 12 (979.03) | consecutive losses (loss in money) | 3 (-180.66) | |
Maximal | consecutive profit (count of wins) | 979.03 (12) | consecutive loss (count of losses) | -180.66 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.22 00:00 | buy | 1 | 0.10 | 0.66982 | 0.00000 | 0.00000 | ||
2 | 2024.07.22 00:00 | modify | 1 | 0.10 | 0.66982 | 0.66382 | 0.68282 | ||
3 | 2024.07.22 13:40 | s/l | 1 | 0.10 | 0.66382 | 0.66382 | 0.68282 | -60.00 | 940.00 |
4 | 2024.07.24 08:00 | buy | 2 | 0.10 | 0.66013 | 0.00000 | 0.00000 | ||
5 | 2024.07.24 08:00 | modify | 2 | 0.10 | 0.66013 | 0.65413 | 0.67313 | ||
6 | 2024.07.25 04:33 | s/l | 2 | 0.10 | 0.65413 | 0.65413 | 0.67313 | -60.59 | 879.41 |
7 | 2024.08.19 08:00 | sell | 3 | 0.10 | 0.66889 | 0.00000 | 0.00000 | ||
8 | 2024.08.19 08:00 | modify | 3 | 0.10 | 0.66889 | 0.67489 | 0.65589 | ||
9 | 2024.08.20 14:40 | s/l | 3 | 0.10 | 0.67489 | 0.67489 | 0.65589 | -60.06 | 819.34 |
10 | 2024.08.21 00:00 | sell | 4 | 0.10 | 0.67459 | 0.00000 | 0.00000 | ||
11 | 2024.08.21 00:00 | modify | 4 | 0.10 | 0.67459 | 0.68059 | 0.66159 | ||
12 | 2024.08.22 14:33 | sell | 5 | 0.10 | 0.66988 | 0.00000 | 0.00000 | ||
13 | 2024.08.22 14:33 | modify | 5 | 0.10 | 0.66988 | 0.67394 | 0.66159 | ||
14 | 2024.08.22 14:33 | modify | 4 | 0.10 | 0.67459 | 0.67394 | 0.66159 | ||
15 | 2024.08.23 14:10 | s/l | 4 | 0.10 | 0.67394 | 0.67394 | 0.66159 | 6.25 | 825.59 |
16 | 2024.08.23 14:10 | s/l | 5 | 0.10 | 0.67394 | 0.67394 | 0.66159 | -40.66 | 784.93 |
17 | 2024.09.09 00:00 | buy | 6 | 0.10 | 0.66722 | 0.00000 | 0.00000 | ||
18 | 2024.09.09 00:00 | modify | 6 | 0.10 | 0.66722 | 0.66122 | 0.68022 | ||
19 | 2024.09.12 18:00 | buy | 7 | 0.10 | 0.67200 | 0.00000 | 0.00000 | ||
20 | 2024.09.12 18:00 | modify | 7 | 0.10 | 0.67200 | 0.66787 | 0.68022 | ||
21 | 2024.09.12 18:00 | modify | 6 | 0.10 | 0.66722 | 0.66787 | 0.68022 | ||
22 | 2024.09.16 09:05 | buy | 8 | 0.10 | 0.67444 | 0.00000 | 0.00000 | ||
23 | 2024.09.16 09:05 | modify | 8 | 0.10 | 0.67444 | 0.67047 | 0.68022 | ||
24 | 2024.09.16 09:05 | buy | 9 | 0.10 | 0.67444 | 0.00000 | 0.00000 | ||
25 | 2024.09.16 09:05 | modify | 9 | 0.10 | 0.67444 | 0.67177 | 0.68022 | ||
26 | 2024.09.16 09:05 | modify | 7 | 0.10 | 0.67200 | 0.67177 | 0.68022 | ||
27 | 2024.09.16 09:05 | modify | 6 | 0.10 | 0.66722 | 0.67177 | 0.68022 | ||
28 | 2024.09.16 09:10 | modify | 8 | 0.10 | 0.67444 | 0.67177 | 0.68022 | ||
29 | 2024.09.18 18:20 | t/p | 6 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 128.22 | 913.15 |
30 | 2024.09.18 18:20 | t/p | 7 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 81.41 | 994.56 |
31 | 2024.09.18 18:20 | t/p | 8 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 57.41 | 1051.97 |
32 | 2024.09.18 18:20 | t/p | 9 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 57.41 | 1109.37 |
33 | 2024.10.08 00:00 | buy | 10 | 0.10 | 0.67580 | 0.00000 | 0.00000 | ||
34 | 2024.10.08 00:00 | modify | 10 | 0.10 | 0.67580 | 0.66980 | 0.68880 | ||
35 | 2024.10.15 20:15 | s/l | 10 | 0.10 | 0.66980 | 0.66980 | 0.68880 | -61.38 | 1047.99 |
36 | 2025.02.21 00:00 | sell | 11 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
37 | 2025.02.21 00:00 | modify | 11 | 0.10 | 0.64020 | 0.64620 | 0.62720 | ||
38 | 2025.02.21 19:30 | sell | 12 | 0.10 | 0.63548 | 0.00000 | 0.00000 | ||
39 | 2025.02.21 19:30 | modify | 12 | 0.10 | 0.63548 | 0.63955 | 0.62720 | ||
40 | 2025.02.21 19:30 | modify | 11 | 0.10 | 0.64020 | 0.63955 | 0.62720 | ||
41 | 2025.02.25 10:20 | sell | 13 | 0.10 | 0.63299 | 0.00000 | 0.00000 | ||
42 | 2025.02.25 10:20 | modify | 13 | 0.10 | 0.63299 | 0.63695 | 0.62720 | ||
43 | 2025.02.25 10:20 | sell | 14 | 0.10 | 0.63299 | 0.00000 | 0.00000 | ||
44 | 2025.02.25 10:20 | modify | 14 | 0.10 | 0.63299 | 0.63565 | 0.62720 | ||
45 | 2025.02.25 10:20 | modify | 12 | 0.10 | 0.63548 | 0.63565 | 0.62720 | ||
46 | 2025.02.25 10:20 | modify | 11 | 0.10 | 0.64020 | 0.63565 | 0.62720 | ||
47 | 2025.02.25 10:25 | modify | 13 | 0.10 | 0.63299 | 0.63565 | 0.62720 | ||
48 | 2025.02.27 13:40 | t/p | 11 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 129.62 | 1177.61 |
49 | 2025.02.27 13:40 | t/p | 12 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 82.42 | 1260.03 |
50 | 2025.02.27 13:40 | t/p | 13 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 57.65 | 1317.67 |
51 | 2025.02.27 13:40 | t/p | 14 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 57.65 | 1375.32 |
52 | 2025.02.28 08:00 | buy | 15 | 0.10 | 0.62154 | 0.00000 | 0.00000 | ||
53 | 2025.02.28 08:00 | modify | 15 | 0.10 | 0.62154 | 0.61554 | 0.63454 | ||
54 | 2025.03.04 21:20 | buy | 16 | 0.10 | 0.62618 | 0.00000 | 0.00000 | ||
55 | 2025.03.04 21:20 | modify | 16 | 0.10 | 0.62618 | 0.62219 | 0.63454 | ||
56 | 2025.03.04 21:20 | modify | 15 | 0.10 | 0.62154 | 0.62219 | 0.63454 | ||
57 | 2025.03.05 09:55 | buy | 17 | 0.10 | 0.62881 | 0.00000 | 0.00000 | ||
58 | 2025.03.05 09:55 | modify | 17 | 0.10 | 0.62881 | 0.62479 | 0.63454 | ||
59 | 2025.03.05 09:55 | buy | 18 | 0.10 | 0.62881 | 0.00000 | 0.00000 | ||
60 | 2025.03.05 09:55 | modify | 18 | 0.10 | 0.62881 | 0.62609 | 0.63454 | ||
61 | 2025.03.05 09:55 | modify | 16 | 0.10 | 0.62618 | 0.62609 | 0.63454 | ||
62 | 2025.03.05 09:55 | modify | 15 | 0.10 | 0.62154 | 0.62609 | 0.63454 | ||
63 | 2025.03.05 09:55 | modify | 17 | 0.10 | 0.62881 | 0.62609 | 0.63454 | ||
64 | 2025.03.06 01:30 | t/p | 15 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 128.82 | 1504.13 |
65 | 2025.03.06 01:30 | t/p | 16 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 82.81 | 1586.94 |
66 | 2025.03.06 01:30 | t/p | 17 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 56.71 | 1643.65 |
67 | 2025.03.06 01:30 | t/p | 18 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 56.71 | 1700.36 |
68 | 2025.03.18 00:00 | sell | 19 | 0.10 | 0.63802 | 0.00000 | 0.00000 | ||
69 | 2025.03.18 00:00 | modify | 19 | 0.10 | 0.63802 | 0.64402 | 0.62502 | ||
70 | 2025.03.19 07:30 | sell | 20 | 0.10 | 0.63346 | 0.00000 | 0.00000 | ||
71 | 2025.03.19 07:30 | modify | 20 | 0.10 | 0.63346 | 0.63737 | 0.62502 | ||
72 | 2025.03.19 07:30 | modify | 19 | 0.10 | 0.63802 | 0.63737 | 0.62502 | ||
73 | 2025.03.20 08:40 | sell | 21 | 0.10 | 0.63077 | 0.00000 | 0.00000 | ||
74 | 2025.03.20 08:40 | modify | 21 | 0.10 | 0.63077 | 0.63477 | 0.62502 | ||
75 | 2025.03.20 08:40 | sell | 22 | 0.10 | 0.63077 | 0.00000 | 0.00000 | ||
76 | 2025.03.20 08:40 | modify | 22 | 0.10 | 0.63077 | 0.63347 | 0.62502 | ||
77 | 2025.03.20 08:40 | modify | 20 | 0.10 | 0.63346 | 0.63347 | 0.62502 | ||
78 | 2025.03.20 08:40 | modify | 19 | 0.10 | 0.63802 | 0.63347 | 0.62502 | ||
79 | 2025.03.20 08:45 | modify | 21 | 0.10 | 0.63077 | 0.63347 | 0.62502 | ||
80 | 2025.03.31 10:05 | t/p | 19 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 129.17 | 1829.53 |
81 | 2025.03.31 10:05 | t/p | 20 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 83.64 | 1913.17 |
82 | 2025.03.31 10:05 | t/p | 21 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 56.93 | 1970.09 |
83 | 2025.03.31 10:05 | t/p | 22 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 56.93 | 2027.02 |