Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=75; 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=11; 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 | 2605 | Ticks modelled | 78508 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 976.72 | Gross profit | 1319.48 | Gross loss | -342.76 |
Profit factor | 3.85 | Expected payoff | 39.07 | ||
Absolute drawdown | 93.28 | Maximal drawdown | 290.08 (15.70%) | Relative drawdown | 21.16% (266.86) |
Total trades | 25 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
Largest | profit trade | 130.34 | loss trade | -124.19 | |
Average | profit trade | 62.83 | loss trade | -85.69 | |
Maximum | consecutive wins (profit in money) | 13 (892.03) | consecutive losses (loss in money) | 2 (-247.26) | |
Maximal | consecutive profit (count of wins) | 892.03 (13) | consecutive loss (count of losses) | -247.26 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.09.04 00:00 | buy | 1 | 0.10 | 0.67158 | 0.00000 | 0.00000 | ||
2 | 2024.09.04 00:00 | modify | 1 | 0.10 | 0.67158 | 0.65958 | 0.68458 | ||
3 | 2024.09.06 12:40 | buy | 2 | 0.10 | 0.67699 | 0.00000 | 0.00000 | ||
4 | 2024.09.06 12:40 | modify | 2 | 0.10 | 0.67699 | 0.67223 | 0.68458 | ||
5 | 2024.09.06 12:40 | modify | 1 | 0.10 | 0.67158 | 0.67223 | 0.68458 | ||
6 | 2024.09.06 13:40 | s/l | 1 | 0.10 | 0.67223 | 0.67223 | 0.68458 | 5.38 | 1005.38 |
7 | 2024.09.06 13:40 | s/l | 2 | 0.10 | 0.67223 | 0.67223 | 0.68458 | -47.60 | 957.78 |
8 | 2024.09.09 00:00 | buy | 3 | 0.10 | 0.66722 | 0.00000 | 0.00000 | ||
9 | 2024.09.09 00:00 | modify | 3 | 0.10 | 0.66722 | 0.65522 | 0.68022 | ||
10 | 2024.09.12 18:40 | buy | 4 | 0.10 | 0.67247 | 0.00000 | 0.00000 | ||
11 | 2024.09.12 18:40 | modify | 4 | 0.10 | 0.67247 | 0.66787 | 0.68022 | ||
12 | 2024.09.12 18:40 | modify | 3 | 0.10 | 0.66722 | 0.66787 | 0.68022 | ||
13 | 2024.09.16 09:05 | buy | 5 | 0.10 | 0.67444 | 0.00000 | 0.00000 | ||
14 | 2024.09.16 09:05 | modify | 5 | 0.10 | 0.67444 | 0.67047 | 0.68022 | ||
15 | 2024.09.16 09:05 | modify | 4 | 0.10 | 0.67247 | 0.67047 | 0.68022 | ||
16 | 2024.09.16 09:05 | modify | 3 | 0.10 | 0.66722 | 0.67047 | 0.68022 | ||
17 | 2024.09.17 09:05 | buy | 6 | 0.10 | 0.67708 | 0.00000 | 0.00000 | ||
18 | 2024.09.17 09:05 | modify | 6 | 0.10 | 0.67708 | 0.67177 | 0.68022 | ||
19 | 2024.09.17 09:05 | modify | 5 | 0.10 | 0.67444 | 0.67177 | 0.68022 | ||
20 | 2024.09.17 09:05 | modify | 4 | 0.10 | 0.67247 | 0.67177 | 0.68022 | ||
21 | 2024.09.17 09:05 | modify | 3 | 0.10 | 0.66722 | 0.67177 | 0.68022 | ||
22 | 2024.09.18 18:20 | t/p | 3 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 127.49 | 1085.27 |
23 | 2024.09.18 18:20 | t/p | 4 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 76.38 | 1161.65 |
24 | 2024.09.18 18:20 | t/p | 5 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 57.24 | 1218.90 |
25 | 2024.09.18 18:20 | t/p | 6 | 0.10 | 0.68022 | 0.67177 | 0.68022 | 31.12 | 1250.02 |
26 | 2024.10.08 00:00 | buy | 7 | 0.10 | 0.67580 | 0.00000 | 0.00000 | ||
27 | 2024.10.08 00:00 | modify | 7 | 0.10 | 0.67580 | 0.66380 | 0.68880 | ||
28 | 2024.10.23 11:40 | s/l | 7 | 0.10 | 0.66380 | 0.66380 | 0.68880 | -124.19 | 1125.83 |
29 | 2024.10.24 00:00 | buy | 8 | 0.10 | 0.66372 | 0.00000 | 0.00000 | ||
30 | 2024.10.24 00:00 | modify | 8 | 0.10 | 0.66372 | 0.65172 | 0.67672 | ||
31 | 2024.11.06 03:40 | s/l | 8 | 0.10 | 0.65172 | 0.65172 | 0.67672 | -123.07 | 1002.76 |
32 | 2025.02.21 00:00 | sell | 9 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
33 | 2025.02.21 00:00 | modify | 9 | 0.10 | 0.64020 | 0.65220 | 0.62720 | ||
34 | 2025.02.24 20:30 | sell | 10 | 0.10 | 0.63497 | 0.00000 | 0.00000 | ||
35 | 2025.02.24 20:30 | modify | 10 | 0.10 | 0.63497 | 0.63955 | 0.62720 | ||
36 | 2025.02.24 20:30 | modify | 9 | 0.10 | 0.64020 | 0.63955 | 0.62720 | ||
37 | 2025.02.25 10:20 | sell | 11 | 0.10 | 0.63299 | 0.00000 | 0.00000 | ||
38 | 2025.02.25 10:20 | modify | 11 | 0.10 | 0.63299 | 0.63695 | 0.62720 | ||
39 | 2025.02.25 10:20 | modify | 10 | 0.10 | 0.63497 | 0.63695 | 0.62720 | ||
40 | 2025.02.25 10:20 | modify | 9 | 0.10 | 0.64020 | 0.63695 | 0.62720 | ||
41 | 2025.02.26 13:40 | sell | 12 | 0.10 | 0.63044 | 0.00000 | 0.00000 | ||
42 | 2025.02.26 13:40 | modify | 12 | 0.10 | 0.63044 | 0.63565 | 0.62720 | ||
43 | 2025.02.26 13:40 | modify | 11 | 0.10 | 0.63299 | 0.63565 | 0.62720 | ||
44 | 2025.02.26 13:40 | modify | 10 | 0.10 | 0.63497 | 0.63565 | 0.62720 | ||
45 | 2025.02.26 13:40 | modify | 9 | 0.10 | 0.64020 | 0.63565 | 0.62720 | ||
46 | 2025.02.27 13:40 | t/p | 9 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 130.16 | 1132.92 |
47 | 2025.02.27 13:40 | t/p | 10 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 77.83 | 1210.75 |
48 | 2025.02.27 13:40 | t/p | 11 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 58.01 | 1268.75 |
49 | 2025.02.27 13:40 | t/p | 12 | 0.10 | 0.62720 | 0.63565 | 0.62720 | 32.48 | 1301.23 |
50 | 2025.02.28 08:00 | buy | 13 | 0.10 | 0.62154 | 0.00000 | 0.00000 | ||
51 | 2025.02.28 08:00 | modify | 13 | 0.10 | 0.62154 | 0.60954 | 0.63454 | ||
52 | 2025.03.04 21:30 | buy | 14 | 0.10 | 0.62685 | 0.00000 | 0.00000 | ||
53 | 2025.03.04 21:30 | modify | 14 | 0.10 | 0.62685 | 0.62219 | 0.63454 | ||
54 | 2025.03.04 21:30 | modify | 13 | 0.10 | 0.62154 | 0.62219 | 0.63454 | ||
55 | 2025.03.05 09:55 | buy | 15 | 0.10 | 0.62881 | 0.00000 | 0.00000 | ||
56 | 2025.03.05 09:55 | modify | 15 | 0.10 | 0.62881 | 0.62479 | 0.63454 | ||
57 | 2025.03.05 09:55 | modify | 14 | 0.10 | 0.62685 | 0.62479 | 0.63454 | ||
58 | 2025.03.05 09:55 | modify | 13 | 0.10 | 0.62154 | 0.62479 | 0.63454 | ||
59 | 2025.03.05 14:30 | buy | 16 | 0.10 | 0.63141 | 0.00000 | 0.00000 | ||
60 | 2025.03.05 14:30 | modify | 16 | 0.10 | 0.63141 | 0.62609 | 0.63454 | ||
61 | 2025.03.05 14:30 | modify | 15 | 0.10 | 0.62881 | 0.62609 | 0.63454 | ||
62 | 2025.03.05 14:30 | modify | 14 | 0.10 | 0.62685 | 0.62609 | 0.63454 | ||
63 | 2025.03.05 14:30 | modify | 13 | 0.10 | 0.62154 | 0.62609 | 0.63454 | ||
64 | 2025.03.06 01:30 | t/p | 13 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 128.32 | 1429.56 |
65 | 2025.03.06 01:30 | t/p | 14 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 75.78 | 1505.34 |
66 | 2025.03.06 01:30 | t/p | 15 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 56.46 | 1561.80 |
67 | 2025.03.06 01:30 | t/p | 16 | 0.10 | 0.63454 | 0.62609 | 0.63454 | 30.46 | 1592.26 |
68 | 2025.03.18 00:00 | sell | 17 | 0.10 | 0.63802 | 0.00000 | 0.00000 | ||
69 | 2025.03.18 00:00 | modify | 17 | 0.10 | 0.63802 | 0.65002 | 0.62502 | ||
70 | 2025.03.19 07:40 | sell | 18 | 0.10 | 0.63265 | 0.00000 | 0.00000 | ||
71 | 2025.03.19 07:40 | modify | 18 | 0.10 | 0.63265 | 0.63737 | 0.62502 | ||
72 | 2025.03.19 07:40 | modify | 17 | 0.10 | 0.63802 | 0.63737 | 0.62502 | ||
73 | 2025.03.20 08:40 | sell | 19 | 0.10 | 0.63077 | 0.00000 | 0.00000 | ||
74 | 2025.03.20 08:40 | modify | 19 | 0.10 | 0.63077 | 0.63477 | 0.62502 | ||
75 | 2025.03.20 08:40 | modify | 18 | 0.10 | 0.63265 | 0.63477 | 0.62502 | ||
76 | 2025.03.20 08:40 | modify | 17 | 0.10 | 0.63802 | 0.63477 | 0.62502 | ||
77 | 2025.03.20 10:40 | sell | 20 | 0.10 | 0.62824 | 0.00000 | 0.00000 | ||
78 | 2025.03.20 10:40 | modify | 20 | 0.10 | 0.62824 | 0.63347 | 0.62502 | ||
79 | 2025.03.20 10:40 | modify | 19 | 0.10 | 0.63077 | 0.63347 | 0.62502 | ||
80 | 2025.03.20 10:40 | modify | 18 | 0.10 | 0.63265 | 0.63347 | 0.62502 | ||
81 | 2025.03.20 10:40 | modify | 17 | 0.10 | 0.63802 | 0.63347 | 0.62502 | ||
82 | 2025.03.31 10:05 | t/p | 17 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 130.34 | 1722.61 |
83 | 2025.03.31 10:05 | t/p | 18 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 76.62 | 1799.22 |
84 | 2025.03.31 10:05 | t/p | 19 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 57.74 | 1856.96 |
85 | 2025.03.31 10:05 | t/p | 20 | 0.10 | 0.62502 | 0.63347 | 0.62502 | 32.44 | 1889.40 |
86 | 2025.05.08 00:00 | buy | 21 | 0.10 | 0.64335 | 0.00000 | 0.00000 | ||
87 | 2025.05.08 00:00 | modify | 21 | 0.10 | 0.64335 | 0.63135 | 0.65635 | ||
88 | 2025.05.14 01:55 | buy | 22 | 0.10 | 0.64879 | 0.00000 | 0.00000 | ||
89 | 2025.05.14 01:55 | modify | 22 | 0.10 | 0.64879 | 0.64400 | 0.65635 | ||
90 | 2025.05.14 01:55 | modify | 21 | 0.10 | 0.64335 | 0.64400 | 0.65635 | ||
91 | 2025.05.14 15:33 | s/l | 21 | 0.10 | 0.64400 | 0.64400 | 0.65635 | 5.38 | 1894.78 |
92 | 2025.05.14 15:33 | s/l | 22 | 0.10 | 0.64400 | 0.64400 | 0.65635 | -47.90 | 1846.88 |
93 | 2025.08.20 00:00 | buy | 23 | 0.10 | 0.64561 | 0.00000 | 0.00000 | ||
94 | 2025.08.20 00:00 | modify | 23 | 0.10 | 0.64561 | 0.63361 | 0.65861 | ||
95 | 2025.08.27 16:30 | buy | 24 | 0.10 | 0.65085 | 0.00000 | 0.00000 | ||
96 | 2025.08.27 16:30 | modify | 24 | 0.10 | 0.65085 | 0.64626 | 0.65861 | ||
97 | 2025.08.27 16:30 | modify | 23 | 0.10 | 0.64561 | 0.64626 | 0.65861 | ||
98 | 2025.08.28 10:30 | buy | 25 | 0.10 | 0.65292 | 0.00000 | 0.00000 | ||
99 | 2025.08.28 10:30 | modify | 25 | 0.10 | 0.65292 | 0.64886 | 0.65861 | ||
100 | 2025.08.28 10:30 | modify | 24 | 0.10 | 0.65085 | 0.64886 | 0.65861 | ||
101 | 2025.08.28 10:30 | modify | 23 | 0.10 | 0.64561 | 0.64886 | 0.65861 | ||
102 | 2025.08.31 23:59 | close at stop | 25 | 0.10 | 0.65427 | 0.64886 | 0.65861 | 13.22 | 1860.10 |
103 | 2025.08.31 23:59 | close at stop | 24 | 0.10 | 0.65427 | 0.64886 | 0.65861 | 33.08 | 1893.19 |
104 | 2025.08.31 23:59 | close at stop | 23 | 0.10 | 0.65427 | 0.64886 | 0.65861 | 83.53 | 1976.72 |