Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | -109.62 | Gross profit | 427.31 | Gross loss | -536.93 |
Profit factor | 0.80 | Expected payoff | -6.85 | ||
Absolute drawdown | 287.60 | Maximal drawdown | 360.26 (3.58%) | Relative drawdown | 3.58% (360.26) |
Total trades | 16 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 7 (43.75%) | Loss trades (% of total) | 9 (56.25%) | ||
Largest | profit trade | 98.31 | loss trade | -93.32 | |
Average | profit trade | 61.04 | loss trade | -59.66 | |
Maximum | consecutive wins (profit in money) | 1 (98.31) | consecutive losses (loss in money) | 3 (-277.16) | |
Maximal | consecutive profit (count of wins) | 98.31 (1) | consecutive loss (count of losses) | -277.16 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.16 12:00 | sell | 1 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
2 | 2022.12.16 12:00 | modify | 1 | 0.10 | 1.58770 | 1.60170 | 1.57270 | ||
3 | 2022.12.18 20:00 | sell | 2 | 0.10 | 1.57775 | 0.00000 | 0.00000 | ||
4 | 2022.12.18 20:00 | modify | 2 | 0.10 | 1.57775 | 1.58020 | 1.57270 | ||
5 | 2022.12.18 20:00 | modify | 1 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
6 | 2022.12.19 00:00 | s/l | 1 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 49.29 | 10049.29 |
7 | 2022.12.19 00:00 | s/l | 2 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -16.27 | 10033.01 |
8 | 2023.02.05 20:00 | sell | 3 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
9 | 2023.02.05 20:00 | modify | 3 | 0.10 | 1.56285 | 1.57685 | 1.54785 | ||
10 | 2023.02.06 08:00 | sell | 4 | 0.10 | 1.55660 | 0.00000 | 0.00000 | ||
11 | 2023.02.06 08:00 | modify | 4 | 0.10 | 1.55660 | 1.55910 | 1.54785 | ||
12 | 2023.02.06 08:00 | modify | 3 | 0.10 | 1.56285 | 1.55910 | 1.54785 | ||
13 | 2023.02.06 12:00 | s/l | 3 | 0.10 | 1.55910 | 1.55910 | 1.54785 | 24.58 | 10057.59 |
14 | 2023.02.06 12:00 | s/l | 4 | 0.10 | 1.55910 | 1.55910 | 1.54785 | -16.48 | 10041.11 |
15 | 2023.02.27 20:00 | sell | 5 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
16 | 2023.02.27 20:00 | modify | 5 | 0.10 | 1.57482 | 1.58882 | 1.55982 | ||
17 | 2023.03.07 04:00 | s/l | 5 | 0.10 | 1.58882 | 1.58882 | 1.55982 | -93.32 | 9947.79 |
18 | 2023.04.03 20:00 | buy | 6 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
19 | 2023.04.03 20:00 | modify | 6 | 0.10 | 1.60669 | 1.59269 | 1.62169 | ||
20 | 2023.04.04 16:00 | t/p | 6 | 0.10 | 1.62169 | 1.59269 | 1.62169 | 98.25 | 10046.04 |
21 | 2023.04.24 20:00 | sell | 7 | 0.10 | 1.64959 | 0.00000 | 0.00000 | ||
22 | 2023.04.24 20:00 | modify | 7 | 0.10 | 1.64959 | 1.66359 | 1.63459 | ||
23 | 2023.04.26 08:00 | s/l | 7 | 0.10 | 1.66359 | 1.66359 | 1.63459 | -92.52 | 9953.53 |
24 | 2023.06.04 20:00 | buy | 8 | 0.10 | 1.62035 | 0.00000 | 0.00000 | ||
25 | 2023.06.04 20:00 | modify | 8 | 0.10 | 1.62035 | 1.60635 | 1.63535 | ||
26 | 2023.06.06 08:00 | s/l | 8 | 0.10 | 1.60635 | 1.60635 | 1.63535 | -92.26 | 9861.26 |
27 | 2023.06.22 12:00 | sell | 9 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
28 | 2023.06.22 12:00 | modify | 9 | 0.10 | 1.61939 | 1.63339 | 1.60439 | ||
29 | 2023.06.23 08:00 | s/l | 9 | 0.10 | 1.63339 | 1.63339 | 1.60439 | -92.38 | 9768.88 |
30 | 2023.07.25 20:00 | buy | 10 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
31 | 2023.07.25 20:00 | modify | 10 | 0.10 | 1.62829 | 1.61429 | 1.64329 | ||
32 | 2023.07.26 16:00 | t/p | 10 | 0.10 | 1.64329 | 1.61429 | 1.64329 | 98.25 | 9867.13 |
33 | 2023.08.02 12:00 | sell | 11 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
34 | 2023.08.02 12:00 | modify | 11 | 0.10 | 1.66928 | 1.68328 | 1.65428 | ||
35 | 2023.08.08 08:00 | s/l | 11 | 0.10 | 1.68328 | 1.68328 | 1.65428 | -93.05 | 9774.08 |
36 | 2023.09.05 12:00 | sell | 12 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
37 | 2023.09.05 12:00 | modify | 12 | 0.10 | 1.68598 | 1.69998 | 1.67098 | ||
38 | 2023.09.05 20:00 | sell | 13 | 0.10 | 1.68069 | 0.00000 | 0.00000 | ||
39 | 2023.09.05 20:00 | modify | 13 | 0.10 | 1.68069 | 1.68448 | 1.67098 | ||
40 | 2023.09.05 20:00 | modify | 12 | 0.10 | 1.68598 | 1.68448 | 1.67098 | ||
41 | 2023.09.06 04:00 | s/l | 12 | 0.10 | 1.68448 | 1.68448 | 1.67098 | 9.76 | 9783.84 |
42 | 2023.09.06 04:00 | s/l | 13 | 0.10 | 1.68448 | 1.68448 | 1.67098 | -25.10 | 9758.73 |
43 | 2023.10.03 16:00 | sell | 14 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
44 | 2023.10.03 16:00 | modify | 14 | 0.10 | 1.66118 | 1.67518 | 1.64618 | ||
45 | 2023.10.05 04:00 | sell | 15 | 0.10 | 1.65132 | 0.00000 | 0.00000 | ||
46 | 2023.10.05 04:00 | modify | 15 | 0.10 | 1.65132 | 1.65368 | 1.64618 | ||
47 | 2023.10.05 04:00 | modify | 14 | 0.10 | 1.66118 | 1.65368 | 1.64618 | ||
48 | 2023.10.05 08:00 | s/l | 14 | 0.10 | 1.65368 | 1.65368 | 1.64618 | 48.89 | 9807.62 |
49 | 2023.10.05 08:00 | s/l | 15 | 0.10 | 1.65368 | 1.65368 | 1.64618 | -15.55 | 9792.07 |
50 | 2023.10.19 12:00 | sell | 16 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
51 | 2023.10.19 12:00 | modify | 16 | 0.10 | 1.67255 | 1.68655 | 1.65755 | ||
52 | 2023.10.25 04:00 | t/p | 16 | 0.10 | 1.65755 | 1.68655 | 1.65755 | 98.31 | 9890.38 |