Symbol | AUDUSD (Australian dollar vs US 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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 30 | ||
Total net profit | 1524.95 | Gross profit | 1766.35 | Gross loss | -241.40 |
Profit factor | 7.32 | Expected payoff | 76.25 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 232.75 (2.01%) | Relative drawdown | 2.01% (232.75) |
Total trades | 20 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
Largest | profit trade | 141.95 | loss trade | -122.81 | |
Average | profit trade | 98.13 | loss trade | -120.70 | |
Maximum | consecutive wins (profit in money) | 13 (1340.90) | consecutive losses (loss in money) | 1 (-122.81) | |
Maximal | consecutive profit (count of wins) | 1340.90 (13) | consecutive loss (count of losses) | -122.81 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.13 16:00 | sell | 1 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
2 | 2022.12.13 16:00 | modify | 1 | 0.10 | 0.68768 | 0.69968 | 0.67368 | ||
3 | 2022.12.15 16:00 | t/p | 1 | 0.10 | 0.67368 | 0.69968 | 0.67368 | 140.43 | 10140.43 |
4 | 2023.01.03 12:00 | buy | 2 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
5 | 2023.01.03 12:00 | modify | 2 | 0.10 | 0.67006 | 0.65806 | 0.68406 | ||
6 | 2023.01.04 04:00 | buy | 3 | 0.10 | 0.67852 | 0.00000 | 0.00000 | ||
7 | 2023.01.04 04:00 | modify | 3 | 0.10 | 0.67852 | 0.67496 | 0.68406 | ||
8 | 2023.01.04 04:00 | buy | 4 | 0.10 | 0.67852 | 0.00000 | 0.00000 | ||
9 | 2023.01.04 04:00 | modify | 4 | 0.10 | 0.67852 | 0.67496 | 0.68406 | ||
10 | 2023.01.04 04:00 | modify | 2 | 0.10 | 0.67006 | 0.67496 | 0.68406 | ||
11 | 2023.01.04 08:00 | t/p | 2 | 0.10 | 0.68406 | 0.67496 | 0.68406 | 139.69 | 10280.12 |
12 | 2023.01.04 08:00 | t/p | 3 | 0.10 | 0.68406 | 0.67496 | 0.68406 | 55.40 | 10335.52 |
13 | 2023.01.04 08:00 | t/p | 4 | 0.10 | 0.68406 | 0.67496 | 0.68406 | 55.40 | 10390.92 |
14 | 2023.02.24 12:00 | buy | 5 | 0.10 | 0.67688 | 0.00000 | 0.00000 | ||
15 | 2023.02.24 12:00 | modify | 5 | 0.10 | 0.67688 | 0.66488 | 0.69088 | ||
16 | 2023.03.07 16:00 | s/l | 5 | 0.10 | 0.66488 | 0.66488 | 0.69088 | -122.81 | 10268.11 |
17 | 2023.04.10 16:00 | buy | 6 | 0.10 | 0.66272 | 0.00000 | 0.00000 | ||
18 | 2023.04.10 16:00 | modify | 6 | 0.10 | 0.66272 | 0.65072 | 0.67672 | ||
19 | 2023.04.13 00:00 | buy | 7 | 0.10 | 0.66990 | 0.00000 | 0.00000 | ||
20 | 2023.04.13 00:00 | modify | 7 | 0.10 | 0.66990 | 0.66412 | 0.67672 | ||
21 | 2023.04.13 00:00 | modify | 6 | 0.10 | 0.66272 | 0.66412 | 0.67672 | ||
22 | 2023.04.13 04:00 | buy | 8 | 0.10 | 0.67119 | 0.00000 | 0.00000 | ||
23 | 2023.04.13 04:00 | modify | 8 | 0.10 | 0.67119 | 0.66762 | 0.67672 | ||
24 | 2023.04.13 04:00 | buy | 9 | 0.10 | 0.67119 | 0.00000 | 0.00000 | ||
25 | 2023.04.13 04:00 | modify | 9 | 0.10 | 0.67119 | 0.66762 | 0.67672 | ||
26 | 2023.04.13 04:00 | modify | 7 | 0.10 | 0.66990 | 0.66762 | 0.67672 | ||
27 | 2023.04.13 04:00 | modify | 6 | 0.10 | 0.66272 | 0.66762 | 0.67672 | ||
28 | 2023.04.13 16:00 | t/p | 6 | 0.10 | 0.67672 | 0.66762 | 0.67672 | 138.44 | 10406.55 |
29 | 2023.04.13 16:00 | t/p | 7 | 0.10 | 0.67672 | 0.66762 | 0.67672 | 68.20 | 10474.75 |
30 | 2023.04.13 16:00 | t/p | 8 | 0.10 | 0.67672 | 0.66762 | 0.67672 | 55.30 | 10530.05 |
31 | 2023.04.13 16:00 | t/p | 9 | 0.10 | 0.67672 | 0.66762 | 0.67672 | 55.30 | 10585.35 |
32 | 2023.04.25 16:00 | buy | 10 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
33 | 2023.04.25 16:00 | modify | 10 | 0.10 | 0.66280 | 0.65080 | 0.67680 | ||
34 | 2023.05.05 00:00 | buy | 11 | 0.10 | 0.66987 | 0.00000 | 0.00000 | ||
35 | 2023.05.05 00:00 | modify | 11 | 0.10 | 0.66987 | 0.66420 | 0.67680 | ||
36 | 2023.05.05 00:00 | modify | 10 | 0.10 | 0.66280 | 0.66420 | 0.67680 | ||
37 | 2023.05.08 04:00 | t/p | 10 | 0.10 | 0.67680 | 0.66420 | 0.67680 | 135.95 | 10721.30 |
38 | 2023.05.08 04:00 | t/p | 11 | 0.10 | 0.67680 | 0.66420 | 0.67680 | 68.99 | 10790.29 |
39 | 2023.05.08 08:00 | sell | 12 | 0.10 | 0.67818 | 0.00000 | 0.00000 | ||
40 | 2023.05.08 08:00 | modify | 12 | 0.10 | 0.67818 | 0.69018 | 0.66418 | ||
41 | 2023.05.12 20:00 | t/p | 12 | 0.10 | 0.66418 | 0.69018 | 0.66418 | 140.65 | 10930.94 |
42 | 2023.05.25 16:00 | buy | 13 | 0.10 | 0.65069 | 0.00000 | 0.00000 | ||
43 | 2023.05.25 16:00 | modify | 13 | 0.10 | 0.65069 | 0.63869 | 0.66469 | ||
44 | 2023.06.01 16:00 | buy | 14 | 0.10 | 0.65788 | 0.00000 | 0.00000 | ||
45 | 2023.06.01 16:00 | modify | 14 | 0.10 | 0.65788 | 0.65209 | 0.66469 | ||
46 | 2023.06.01 16:00 | modify | 13 | 0.10 | 0.65069 | 0.65209 | 0.66469 | ||
47 | 2023.06.06 08:00 | t/p | 13 | 0.10 | 0.66469 | 0.65209 | 0.66469 | 136.88 | 11067.82 |
48 | 2023.06.06 08:00 | t/p | 14 | 0.10 | 0.66469 | 0.65209 | 0.66469 | 67.16 | 11134.98 |
49 | 2023.06.14 16:00 | sell | 15 | 0.10 | 0.68303 | 0.00000 | 0.00000 | ||
50 | 2023.06.14 16:00 | modify | 15 | 0.10 | 0.68303 | 0.69503 | 0.66903 | ||
51 | 2023.06.21 12:00 | sell | 16 | 0.10 | 0.67601 | 0.00000 | 0.00000 | ||
52 | 2023.06.21 12:00 | modify | 16 | 0.10 | 0.67601 | 0.68163 | 0.66903 | ||
53 | 2023.06.21 12:00 | modify | 15 | 0.10 | 0.68303 | 0.68163 | 0.66903 | ||
54 | 2023.06.23 08:00 | t/p | 15 | 0.10 | 0.66903 | 0.68163 | 0.66903 | 141.19 | 11276.17 |
55 | 2023.06.23 08:00 | t/p | 16 | 0.10 | 0.66903 | 0.68163 | 0.66903 | 70.23 | 11346.41 |
56 | 2023.07.12 16:00 | sell | 17 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
57 | 2023.07.12 16:00 | modify | 17 | 0.10 | 0.67813 | 0.69013 | 0.66413 | ||
58 | 2023.07.28 08:00 | t/p | 17 | 0.10 | 0.66413 | 0.69013 | 0.66413 | 141.95 | 11488.35 |
59 | 2023.09.05 08:00 | buy | 18 | 0.10 | 0.63794 | 0.00000 | 0.00000 | ||
60 | 2023.09.05 08:00 | modify | 18 | 0.10 | 0.63794 | 0.62594 | 0.65194 | ||
61 | 2023.11.06 04:00 | t/p | 18 | 0.10 | 0.65194 | 0.62594 | 0.65194 | 120.66 | 11609.01 |
62 | 2023.11.14 16:00 | sell | 19 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
63 | 2023.11.14 16:00 | modify | 19 | 0.10 | 0.64793 | 0.65993 | 0.63393 | ||
64 | 2023.11.27 12:00 | s/l | 19 | 0.10 | 0.65993 | 0.65993 | 0.63393 | -118.59 | 11490.42 |
65 | 2023.11.28 16:00 | sell | 20 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
66 | 2023.11.28 16:00 | modify | 20 | 0.10 | 0.66413 | 0.67613 | 0.65013 | ||
67 | 2023.11.30 23:59 | close at stop | 20 | 0.10 | 0.66072 | 0.67613 | 0.65013 | 34.53 | 11524.95 |