Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2619 | Ticks modelled | 78985 | Modelling quality | n/a |
Mismatched charts errors | 57 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1991.24 | Gross profit | 2215.98 | Gross loss | -224.75 |
Profit factor | 9.86 | Expected payoff | 60.34 | ||
Absolute drawdown | 7.30 | Maximal drawdown | 205.20 (1.84%) | Relative drawdown | 1.84% (198.91) |
Total trades | 33 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 26 (78.79%) | Loss trades (% of total) | 7 (21.21%) | ||
Largest | profit trade | 150.88 | loss trade | -89.78 | |
Average | profit trade | 85.23 | loss trade | -32.11 | |
Maximum | consecutive wins (profit in money) | 9 (740.89) | consecutive losses (loss in money) | 2 (-38.30) | |
Maximal | consecutive profit (count of wins) | 740.89 (9) | consecutive loss (count of losses) | -89.78 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 1.05311 | 1.04411 | 1.06811 | ||
3 | 2023.01.04 10:10 | buy | 2 | 0.10 | 1.06138 | 0.00000 | 0.00000 | ||
4 | 2023.01.04 10:10 | modify | 2 | 0.10 | 1.06138 | 1.05911 | 1.06811 | ||
5 | 2023.01.04 10:10 | modify | 1 | 0.10 | 1.05311 | 1.05911 | 1.06811 | ||
6 | 2023.01.04 10:30 | buy | 3 | 0.10 | 1.06217 | 0.00000 | 0.00000 | ||
7 | 2023.01.04 10:30 | modify | 3 | 0.10 | 1.06217 | 1.05986 | 1.06811 | ||
8 | 2023.01.04 10:30 | modify | 2 | 0.10 | 1.06138 | 1.05986 | 1.06811 | ||
9 | 2023.01.04 10:30 | modify | 1 | 0.10 | 1.05311 | 1.05986 | 1.06811 | ||
10 | 2023.01.04 12:15 | s/l | 1 | 0.10 | 1.05986 | 1.05986 | 1.06811 | 66.86 | 10066.86 |
11 | 2023.01.04 12:15 | s/l | 2 | 0.10 | 1.05986 | 1.05986 | 1.06811 | -15.20 | 10051.66 |
12 | 2023.01.04 12:15 | s/l | 3 | 0.10 | 1.05986 | 1.05986 | 1.06811 | -23.10 | 10028.56 |
13 | 2023.01.06 12:00 | buy | 4 | 0.10 | 1.04972 | 0.00000 | 0.00000 | ||
14 | 2023.01.06 12:00 | modify | 4 | 0.10 | 1.04972 | 1.04072 | 1.06472 | ||
15 | 2023.01.06 15:20 | buy | 5 | 0.10 | 1.05584 | 0.00000 | 0.00000 | ||
16 | 2023.01.06 15:20 | modify | 5 | 0.10 | 1.05584 | 1.05272 | 1.06472 | ||
17 | 2023.01.06 15:20 | modify | 4 | 0.10 | 1.04972 | 1.05272 | 1.06472 | ||
18 | 2023.01.06 19:33 | t/p | 4 | 0.10 | 1.06472 | 1.05272 | 1.06472 | 150.00 | 10178.56 |
19 | 2023.01.06 19:33 | t/p | 5 | 0.10 | 1.06472 | 1.05272 | 1.06472 | 88.80 | 10267.36 |
20 | 2023.03.01 12:00 | sell | 6 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
21 | 2023.03.01 12:00 | modify | 6 | 0.10 | 1.06696 | 1.07596 | 1.05196 | ||
22 | 2023.03.02 13:55 | sell | 7 | 0.10 | 1.05858 | 0.00000 | 0.00000 | ||
23 | 2023.03.02 13:55 | modify | 7 | 0.10 | 1.05858 | 1.06096 | 1.05196 | ||
24 | 2023.03.02 13:55 | modify | 6 | 0.10 | 1.06696 | 1.06096 | 1.05196 | ||
25 | 2023.03.02 14:40 | s/l | 6 | 0.10 | 1.06096 | 1.06096 | 1.05196 | 60.66 | 10328.02 |
26 | 2023.03.02 14:40 | s/l | 7 | 0.10 | 1.06096 | 1.06096 | 1.05196 | -23.80 | 10304.22 |
27 | 2023.03.13 00:00 | sell | 8 | 0.10 | 1.06811 | 0.00000 | 0.00000 | ||
28 | 2023.03.13 00:00 | modify | 8 | 0.10 | 1.06811 | 1.07711 | 1.05311 | ||
29 | 2023.03.15 10:40 | sell | 9 | 0.10 | 1.06196 | 0.00000 | 0.00000 | ||
30 | 2023.03.15 10:40 | modify | 9 | 0.10 | 1.06196 | 1.06511 | 1.05311 | ||
31 | 2023.03.15 10:40 | modify | 8 | 0.10 | 1.06811 | 1.06511 | 1.05311 | ||
32 | 2023.03.15 11:30 | sell | 10 | 0.10 | 1.05982 | 0.00000 | 0.00000 | ||
33 | 2023.03.15 11:30 | modify | 10 | 0.10 | 1.05982 | 1.06211 | 1.05311 | ||
34 | 2023.03.15 11:30 | modify | 9 | 0.10 | 1.06196 | 1.06211 | 1.05311 | ||
35 | 2023.03.15 11:30 | modify | 8 | 0.10 | 1.06811 | 1.06211 | 1.05311 | ||
36 | 2023.03.15 13:40 | t/p | 8 | 0.10 | 1.05311 | 1.06211 | 1.05311 | 150.44 | 10454.65 |
37 | 2023.03.15 13:40 | t/p | 9 | 0.10 | 1.05311 | 1.06211 | 1.05311 | 88.50 | 10543.15 |
38 | 2023.03.15 13:40 | t/p | 10 | 0.10 | 1.05311 | 1.06211 | 1.05311 | 67.10 | 10610.25 |
39 | 2023.03.21 12:00 | sell | 11 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
40 | 2023.03.21 12:00 | modify | 11 | 0.10 | 1.07787 | 1.08687 | 1.06287 | ||
41 | 2023.03.22 18:30 | s/l | 11 | 0.10 | 1.08687 | 1.08687 | 1.06287 | -89.78 | 10520.47 |
42 | 2023.03.24 12:00 | buy | 12 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
43 | 2023.03.24 12:00 | modify | 12 | 0.10 | 1.07410 | 1.06510 | 1.08910 | ||
44 | 2023.03.27 19:40 | buy | 13 | 0.10 | 1.08016 | 0.00000 | 0.00000 | ||
45 | 2023.03.27 19:40 | modify | 13 | 0.10 | 1.08016 | 1.07710 | 1.08910 | ||
46 | 2023.03.27 19:40 | modify | 12 | 0.10 | 1.07410 | 1.07710 | 1.08910 | ||
47 | 2023.03.28 08:05 | buy | 14 | 0.10 | 1.08259 | 0.00000 | 0.00000 | ||
48 | 2023.03.28 08:05 | modify | 14 | 0.10 | 1.08259 | 1.08010 | 1.08910 | ||
49 | 2023.03.28 08:05 | modify | 13 | 0.10 | 1.08016 | 1.08010 | 1.08910 | ||
50 | 2023.03.28 08:05 | modify | 12 | 0.10 | 1.07410 | 1.08010 | 1.08910 | ||
51 | 2023.03.28 10:40 | buy | 15 | 0.10 | 1.08322 | 0.00000 | 0.00000 | ||
52 | 2023.03.28 10:40 | modify | 15 | 0.10 | 1.08322 | 1.08085 | 1.08910 | ||
53 | 2023.03.28 10:40 | modify | 14 | 0.10 | 1.08259 | 1.08085 | 1.08910 | ||
54 | 2023.03.28 10:40 | modify | 13 | 0.10 | 1.08016 | 1.08085 | 1.08910 | ||
55 | 2023.03.28 10:40 | modify | 12 | 0.10 | 1.07410 | 1.08085 | 1.08910 | ||
56 | 2023.03.30 12:20 | t/p | 12 | 0.10 | 1.08910 | 1.08085 | 1.08910 | 146.15 | 10666.62 |
57 | 2023.03.30 12:20 | t/p | 13 | 0.10 | 1.08910 | 1.08085 | 1.08910 | 86.19 | 10752.81 |
58 | 2023.03.30 12:20 | t/p | 14 | 0.10 | 1.08910 | 1.08085 | 1.08910 | 62.53 | 10815.34 |
59 | 2023.03.30 12:20 | t/p | 15 | 0.10 | 1.08910 | 1.08085 | 1.08910 | 56.23 | 10871.57 |
60 | 2023.04.03 00:00 | buy | 16 | 0.10 | 1.08054 | 0.00000 | 0.00000 | ||
61 | 2023.04.03 00:00 | modify | 16 | 0.10 | 1.08054 | 1.07154 | 1.09554 | ||
62 | 2023.04.03 11:10 | buy | 17 | 0.10 | 1.08668 | 0.00000 | 0.00000 | ||
63 | 2023.04.03 11:10 | modify | 17 | 0.10 | 1.08668 | 1.08354 | 1.09554 | ||
64 | 2023.04.03 11:10 | modify | 16 | 0.10 | 1.08054 | 1.08354 | 1.09554 | ||
65 | 2023.04.03 13:30 | buy | 18 | 0.10 | 1.08909 | 0.00000 | 0.00000 | ||
66 | 2023.04.03 13:30 | modify | 18 | 0.10 | 1.08909 | 1.08654 | 1.09554 | ||
67 | 2023.04.03 13:30 | modify | 17 | 0.10 | 1.08668 | 1.08654 | 1.09554 | ||
68 | 2023.04.03 13:30 | modify | 16 | 0.10 | 1.08054 | 1.08654 | 1.09554 | ||
69 | 2023.04.03 13:50 | buy | 19 | 0.10 | 1.08968 | 0.00000 | 0.00000 | ||
70 | 2023.04.03 13:50 | modify | 19 | 0.10 | 1.08968 | 1.08729 | 1.09554 | ||
71 | 2023.04.03 13:50 | modify | 18 | 0.10 | 1.08909 | 1.08729 | 1.09554 | ||
72 | 2023.04.03 13:50 | modify | 17 | 0.10 | 1.08668 | 1.08729 | 1.09554 | ||
73 | 2023.04.03 13:50 | modify | 16 | 0.10 | 1.08054 | 1.08729 | 1.09554 | ||
74 | 2023.04.04 14:33 | t/p | 16 | 0.10 | 1.09554 | 1.08729 | 1.09554 | 149.36 | 11020.93 |
75 | 2023.04.04 14:33 | t/p | 17 | 0.10 | 1.09554 | 1.08729 | 1.09554 | 87.96 | 11108.89 |
76 | 2023.04.04 14:33 | t/p | 18 | 0.10 | 1.09554 | 1.08729 | 1.09554 | 63.86 | 11172.75 |
77 | 2023.04.04 14:33 | t/p | 19 | 0.10 | 1.09554 | 1.08729 | 1.09554 | 57.96 | 11230.71 |
78 | 2023.06.16 12:00 | sell | 20 | 0.10 | 1.09602 | 0.00000 | 0.00000 | ||
79 | 2023.06.16 12:00 | modify | 20 | 0.10 | 1.09602 | 1.10502 | 1.08102 | ||
80 | 2023.06.20 15:59 | sell | 21 | 0.10 | 1.08996 | 0.00000 | 0.00000 | ||
81 | 2023.06.20 15:59 | modify | 21 | 0.10 | 1.08996 | 1.09302 | 1.08102 | ||
82 | 2023.06.20 15:59 | modify | 20 | 0.10 | 1.09602 | 1.09302 | 1.08102 | ||
83 | 2023.06.21 08:40 | s/l | 20 | 0.10 | 1.09302 | 1.09302 | 1.08102 | 30.66 | 11261.36 |
84 | 2023.06.21 08:40 | s/l | 21 | 0.10 | 1.09302 | 1.09302 | 1.08102 | -30.38 | 11230.98 |
85 | 2023.06.23 08:00 | buy | 22 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
86 | 2023.06.23 08:00 | modify | 22 | 0.10 | 1.08718 | 1.07818 | 1.10218 | ||
87 | 2023.06.27 03:40 | buy | 23 | 0.10 | 1.09320 | 0.00000 | 0.00000 | ||
88 | 2023.06.27 03:40 | modify | 23 | 0.10 | 1.09320 | 1.09018 | 1.10218 | ||
89 | 2023.06.27 03:40 | modify | 22 | 0.10 | 1.08718 | 1.09018 | 1.10218 | ||
90 | 2023.06.27 10:40 | buy | 24 | 0.10 | 1.09558 | 0.00000 | 0.00000 | ||
91 | 2023.06.27 10:40 | modify | 24 | 0.10 | 1.09558 | 1.09318 | 1.10218 | ||
92 | 2023.06.27 10:40 | modify | 23 | 0.10 | 1.09320 | 1.09318 | 1.10218 | ||
93 | 2023.06.27 10:40 | modify | 22 | 0.10 | 1.08718 | 1.09318 | 1.10218 | ||
94 | 2023.06.27 14:25 | buy | 25 | 0.10 | 1.09640 | 0.00000 | 0.00000 | ||
95 | 2023.06.27 14:25 | modify | 25 | 0.10 | 1.09640 | 1.09393 | 1.10218 | ||
96 | 2023.06.27 14:25 | modify | 24 | 0.10 | 1.09558 | 1.09393 | 1.10218 | ||
97 | 2023.06.27 14:25 | modify | 23 | 0.10 | 1.09320 | 1.09393 | 1.10218 | ||
98 | 2023.06.27 14:25 | modify | 22 | 0.10 | 1.08718 | 1.09393 | 1.10218 | ||
99 | 2023.06.28 06:40 | s/l | 22 | 0.10 | 1.09393 | 1.09393 | 1.10218 | 65.57 | 11296.56 |
100 | 2023.06.28 06:40 | s/l | 23 | 0.10 | 1.09393 | 1.09393 | 1.10218 | 6.66 | 11303.21 |
101 | 2023.06.28 06:40 | s/l | 24 | 0.10 | 1.09393 | 1.09393 | 1.10218 | -17.14 | 11286.07 |
102 | 2023.06.28 06:40 | s/l | 25 | 0.10 | 1.09393 | 1.09393 | 1.10218 | -25.34 | 11260.73 |
103 | 2023.09.29 08:00 | sell | 26 | 0.10 | 1.06063 | 0.00000 | 0.00000 | ||
104 | 2023.09.29 08:00 | modify | 26 | 0.10 | 1.06063 | 1.06963 | 1.04563 | ||
105 | 2023.10.02 09:30 | sell | 27 | 0.10 | 1.05448 | 0.00000 | 0.00000 | ||
106 | 2023.10.02 09:30 | modify | 27 | 0.10 | 1.05448 | 1.05763 | 1.04563 | ||
107 | 2023.10.02 09:30 | modify | 26 | 0.10 | 1.06063 | 1.05763 | 1.04563 | ||
108 | 2023.10.02 13:30 | sell | 28 | 0.10 | 1.05214 | 0.00000 | 0.00000 | ||
109 | 2023.10.02 13:30 | modify | 28 | 0.10 | 1.05214 | 1.05463 | 1.04563 | ||
110 | 2023.10.02 13:30 | modify | 27 | 0.10 | 1.05448 | 1.05463 | 1.04563 | ||
111 | 2023.10.02 13:30 | modify | 26 | 0.10 | 1.06063 | 1.05463 | 1.04563 | ||
112 | 2023.10.02 13:40 | sell | 29 | 0.10 | 1.05150 | 0.00000 | 0.00000 | ||
113 | 2023.10.02 13:40 | modify | 29 | 0.10 | 1.05150 | 1.05388 | 1.04563 | ||
114 | 2023.10.02 13:40 | modify | 28 | 0.10 | 1.05214 | 1.05388 | 1.04563 | ||
115 | 2023.10.02 13:40 | modify | 27 | 0.10 | 1.05448 | 1.05388 | 1.04563 | ||
116 | 2023.10.02 13:40 | modify | 26 | 0.10 | 1.06063 | 1.05388 | 1.04563 | ||
117 | 2023.10.03 14:40 | t/p | 26 | 0.10 | 1.04563 | 1.05388 | 1.04563 | 150.44 | 11411.17 |
118 | 2023.10.03 14:40 | t/p | 27 | 0.10 | 1.04563 | 1.05388 | 1.04563 | 88.72 | 11499.89 |
119 | 2023.10.03 14:40 | t/p | 28 | 0.10 | 1.04563 | 1.05388 | 1.04563 | 65.32 | 11565.21 |
120 | 2023.10.03 14:40 | t/p | 29 | 0.10 | 1.04563 | 1.05388 | 1.04563 | 58.92 | 11624.13 |
121 | 2023.10.24 04:00 | sell | 30 | 0.10 | 1.06825 | 0.00000 | 0.00000 | ||
122 | 2023.10.24 04:00 | modify | 30 | 0.10 | 1.06825 | 1.07725 | 1.05325 | ||
123 | 2023.10.24 10:40 | sell | 31 | 0.10 | 1.06217 | 0.00000 | 0.00000 | ||
124 | 2023.10.24 10:40 | modify | 31 | 0.10 | 1.06217 | 1.06525 | 1.05325 | ||
125 | 2023.10.24 10:40 | modify | 30 | 0.10 | 1.06825 | 1.06525 | 1.05325 | ||
126 | 2023.10.24 13:50 | sell | 32 | 0.10 | 1.05989 | 0.00000 | 0.00000 | ||
127 | 2023.10.24 13:50 | modify | 32 | 0.10 | 1.05989 | 1.06225 | 1.05325 | ||
128 | 2023.10.24 13:50 | modify | 31 | 0.10 | 1.06217 | 1.06225 | 1.05325 | ||
129 | 2023.10.24 13:50 | modify | 30 | 0.10 | 1.06825 | 1.06225 | 1.05325 | ||
130 | 2023.10.24 14:40 | sell | 33 | 0.10 | 1.05905 | 0.00000 | 0.00000 | ||
131 | 2023.10.24 14:40 | modify | 33 | 0.10 | 1.05905 | 1.06150 | 1.05325 | ||
132 | 2023.10.24 14:40 | modify | 32 | 0.10 | 1.05989 | 1.06150 | 1.05325 | ||
133 | 2023.10.24 14:40 | modify | 31 | 0.10 | 1.06217 | 1.06150 | 1.05325 | ||
134 | 2023.10.24 14:40 | modify | 30 | 0.10 | 1.06825 | 1.06150 | 1.05325 | ||
135 | 2023.10.26 12:06 | t/p | 30 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 150.88 | 11775.00 |
136 | 2023.10.26 12:06 | t/p | 31 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 90.08 | 11865.08 |
137 | 2023.10.26 12:06 | t/p | 32 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 67.28 | 11932.36 |
138 | 2023.10.26 12:06 | t/p | 33 | 0.10 | 1.05325 | 1.06150 | 1.05325 | 58.88 | 11991.24 |