Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 80092 | Modelling quality | n/a |
Mismatched charts errors | 22 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 987.02 | Gross profit | 1264.25 | Gross loss | -277.22 |
Profit factor | 4.56 | Expected payoff | 26.68 | ||
Absolute drawdown | 52.79 | Maximal drawdown | 149.05 (1.48%) | Relative drawdown | 1.48% (149.05) |
Total trades | 37 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 22 (77.27%) |
Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
Largest | profit trade | 98.57 | loss trade | -72.58 | |
Average | profit trade | 54.97 | loss trade | -19.80 | |
Maximum | consecutive wins (profit in money) | 8 (492.47) | consecutive losses (loss in money) | 2 (-22.80) | |
Maximal | consecutive profit (count of wins) | 492.47 (8) | consecutive loss (count of losses) | -72.58 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.05 20:00 | sell | 1 | 0.10 | 1.56671 | 0.00000 | 0.00000 | ||
2 | 2022.12.05 20:00 | modify | 1 | 0.10 | 1.56671 | 1.57771 | 1.55171 | ||
3 | 2022.12.06 03:59 | sell | 2 | 0.10 | 1.56048 | 0.00000 | 0.00000 | ||
4 | 2022.12.06 03:59 | modify | 2 | 0.10 | 1.56048 | 1.56596 | 1.55171 | ||
5 | 2022.12.06 03:59 | sell | 3 | 0.10 | 1.56048 | 0.00000 | 0.00000 | ||
6 | 2022.12.06 03:59 | modify | 3 | 0.10 | 1.56048 | 1.56221 | 1.55171 | ||
7 | 2022.12.06 03:59 | modify | 1 | 0.10 | 1.56671 | 1.56221 | 1.55171 | ||
8 | 2022.12.06 04:00 | modify | 2 | 0.10 | 1.56048 | 1.56221 | 1.55171 | ||
9 | 2022.12.06 08:30 | s/l | 1 | 0.10 | 1.56221 | 1.56221 | 1.55171 | 29.52 | 10029.52 |
10 | 2022.12.06 08:30 | s/l | 2 | 0.10 | 1.56221 | 1.56221 | 1.55171 | -11.40 | 10018.12 |
11 | 2022.12.06 08:30 | s/l | 3 | 0.10 | 1.56221 | 1.56221 | 1.55171 | -11.40 | 10006.72 |
12 | 2023.02.03 16:00 | sell | 4 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
13 | 2023.02.03 16:00 | modify | 4 | 0.10 | 1.55647 | 1.56747 | 1.54147 | ||
14 | 2023.02.07 04:05 | sell | 5 | 0.10 | 1.54654 | 0.00000 | 0.00000 | ||
15 | 2023.02.07 04:05 | modify | 5 | 0.10 | 1.54654 | 1.55122 | 1.54147 | ||
16 | 2023.02.07 04:05 | modify | 4 | 0.10 | 1.55647 | 1.55122 | 1.54147 | ||
17 | 2023.02.07 17:40 | t/p | 4 | 0.10 | 1.54147 | 1.55122 | 1.54147 | 98.57 | 10105.29 |
18 | 2023.02.07 17:40 | t/p | 5 | 0.10 | 1.54147 | 1.55122 | 1.54147 | 33.41 | 10138.70 |
19 | 2023.03.07 04:00 | sell | 6 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
20 | 2023.03.07 04:00 | modify | 6 | 0.10 | 1.59194 | 1.60294 | 1.57694 | ||
21 | 2023.03.07 15:30 | s/l | 6 | 0.10 | 1.60294 | 1.60294 | 1.57694 | -72.48 | 10066.22 |
22 | 2023.03.21 12:00 | sell | 7 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
23 | 2023.03.21 12:00 | modify | 7 | 0.10 | 1.61279 | 1.62379 | 1.59779 | ||
24 | 2023.03.22 06:40 | sell | 8 | 0.10 | 1.60674 | 0.00000 | 0.00000 | ||
25 | 2023.03.22 06:40 | modify | 8 | 0.10 | 1.60674 | 1.61204 | 1.59779 | ||
26 | 2023.03.22 06:40 | sell | 9 | 0.10 | 1.60674 | 0.00000 | 0.00000 | ||
27 | 2023.03.22 06:40 | modify | 9 | 0.10 | 1.60674 | 1.60829 | 1.59779 | ||
28 | 2023.03.22 06:40 | modify | 7 | 0.10 | 1.61279 | 1.60829 | 1.59779 | ||
29 | 2023.03.22 06:45 | modify | 8 | 0.10 | 1.60674 | 1.60829 | 1.59779 | ||
30 | 2023.03.22 07:40 | s/l | 7 | 0.10 | 1.60829 | 1.60829 | 1.59779 | 29.52 | 10095.74 |
31 | 2023.03.22 07:40 | s/l | 8 | 0.10 | 1.60829 | 1.60829 | 1.59779 | -10.22 | 10085.52 |
32 | 2023.03.22 07:40 | s/l | 9 | 0.10 | 1.60829 | 1.60829 | 1.59779 | -10.22 | 10075.30 |
33 | 2023.04.26 12:00 | sell | 10 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
34 | 2023.04.26 12:00 | modify | 10 | 0.10 | 1.67293 | 1.68393 | 1.65793 | ||
35 | 2023.04.27 05:40 | sell | 11 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
36 | 2023.04.27 05:40 | modify | 11 | 0.10 | 1.66671 | 1.67218 | 1.65793 | ||
37 | 2023.04.27 05:40 | sell | 12 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
38 | 2023.04.27 05:40 | modify | 12 | 0.10 | 1.66671 | 1.66843 | 1.65793 | ||
39 | 2023.04.27 05:40 | modify | 10 | 0.10 | 1.67293 | 1.66843 | 1.65793 | ||
40 | 2023.04.27 05:45 | modify | 11 | 0.10 | 1.66671 | 1.66843 | 1.65793 | ||
41 | 2023.04.27 05:55 | s/l | 10 | 0.10 | 1.66843 | 1.66843 | 1.65793 | 29.25 | 10104.55 |
42 | 2023.04.27 05:55 | s/l | 11 | 0.10 | 1.66843 | 1.66843 | 1.65793 | -11.34 | 10093.21 |
43 | 2023.04.27 05:55 | s/l | 12 | 0.10 | 1.66843 | 1.66843 | 1.65793 | -11.34 | 10081.87 |
44 | 2023.05.02 08:00 | buy | 13 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
45 | 2023.05.02 08:00 | modify | 13 | 0.10 | 1.63957 | 1.62857 | 1.65457 | ||
46 | 2023.05.02 14:30 | buy | 14 | 0.10 | 1.64575 | 0.00000 | 0.00000 | ||
47 | 2023.05.02 14:30 | modify | 14 | 0.10 | 1.64575 | 1.64032 | 1.65457 | ||
48 | 2023.05.02 14:30 | buy | 15 | 0.10 | 1.64575 | 0.00000 | 0.00000 | ||
49 | 2023.05.02 14:30 | modify | 15 | 0.10 | 1.64575 | 1.64407 | 1.65457 | ||
50 | 2023.05.02 14:30 | modify | 13 | 0.10 | 1.63957 | 1.64407 | 1.65457 | ||
51 | 2023.05.02 14:35 | modify | 14 | 0.10 | 1.64575 | 1.64407 | 1.65457 | ||
52 | 2023.05.02 15:30 | buy | 16 | 0.10 | 1.64955 | 0.00000 | 0.00000 | ||
53 | 2023.05.02 15:30 | modify | 16 | 0.10 | 1.64955 | 1.64482 | 1.65457 | ||
54 | 2023.05.02 15:30 | modify | 15 | 0.10 | 1.64575 | 1.64482 | 1.65457 | ||
55 | 2023.05.02 15:30 | modify | 14 | 0.10 | 1.64575 | 1.64482 | 1.65457 | ||
56 | 2023.05.02 15:30 | modify | 13 | 0.10 | 1.63957 | 1.64482 | 1.65457 | ||
57 | 2023.05.03 06:40 | t/p | 13 | 0.10 | 1.65457 | 1.64482 | 1.65457 | 98.25 | 10180.12 |
58 | 2023.05.03 06:40 | t/p | 14 | 0.10 | 1.65457 | 1.64482 | 1.65457 | 57.69 | 10237.80 |
59 | 2023.05.03 06:40 | t/p | 15 | 0.10 | 1.65457 | 1.64482 | 1.65457 | 57.69 | 10295.49 |
60 | 2023.05.03 06:40 | t/p | 16 | 0.10 | 1.65457 | 1.64482 | 1.65457 | 32.75 | 10328.24 |
61 | 2023.06.02 16:00 | buy | 17 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
62 | 2023.06.02 16:00 | modify | 17 | 0.10 | 1.62136 | 1.61036 | 1.63636 | ||
63 | 2023.06.06 04:40 | s/l | 17 | 0.10 | 1.61036 | 1.61036 | 1.63636 | -72.58 | 10255.66 |
64 | 2023.07.13 16:00 | buy | 18 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
65 | 2023.07.13 16:00 | modify | 18 | 0.10 | 1.62918 | 1.61818 | 1.64418 | ||
66 | 2023.07.14 11:50 | buy | 19 | 0.10 | 1.63524 | 0.00000 | 0.00000 | ||
67 | 2023.07.14 11:50 | modify | 19 | 0.10 | 1.63524 | 1.62993 | 1.64418 | ||
68 | 2023.07.14 11:50 | buy | 20 | 0.10 | 1.63524 | 0.00000 | 0.00000 | ||
69 | 2023.07.14 11:50 | modify | 20 | 0.10 | 1.63524 | 1.63368 | 1.64418 | ||
70 | 2023.07.14 11:50 | modify | 18 | 0.10 | 1.62918 | 1.63368 | 1.64418 | ||
71 | 2023.07.14 11:55 | modify | 19 | 0.10 | 1.63524 | 1.63368 | 1.64418 | ||
72 | 2023.07.17 01:30 | t/p | 18 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 98.06 | 10353.71 |
73 | 2023.07.17 01:30 | t/p | 19 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 58.48 | 10412.19 |
74 | 2023.07.17 01:30 | t/p | 20 | 0.10 | 1.64418 | 1.63368 | 1.64418 | 58.48 | 10470.67 |
75 | 2023.07.25 16:00 | buy | 21 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
76 | 2023.07.25 16:00 | modify | 21 | 0.10 | 1.62799 | 1.61699 | 1.64299 | ||
77 | 2023.07.26 01:20 | buy | 22 | 0.10 | 1.63421 | 0.00000 | 0.00000 | ||
78 | 2023.07.26 01:20 | modify | 22 | 0.10 | 1.63421 | 1.62874 | 1.64299 | ||
79 | 2023.07.26 01:20 | buy | 23 | 0.10 | 1.63421 | 0.00000 | 0.00000 | ||
80 | 2023.07.26 01:20 | modify | 23 | 0.10 | 1.63421 | 1.63249 | 1.64299 | ||
81 | 2023.07.26 01:20 | modify | 21 | 0.10 | 1.62799 | 1.63249 | 1.64299 | ||
82 | 2023.07.26 01:25 | modify | 22 | 0.10 | 1.63421 | 1.63249 | 1.64299 | ||
83 | 2023.07.26 08:40 | buy | 24 | 0.10 | 1.63776 | 0.00000 | 0.00000 | ||
84 | 2023.07.26 08:40 | modify | 24 | 0.10 | 1.63776 | 1.63324 | 1.64299 | ||
85 | 2023.07.26 08:40 | modify | 23 | 0.10 | 1.63421 | 1.63324 | 1.64299 | ||
86 | 2023.07.26 08:40 | modify | 22 | 0.10 | 1.63421 | 1.63324 | 1.64299 | ||
87 | 2023.07.26 08:40 | modify | 21 | 0.10 | 1.62799 | 1.63324 | 1.64299 | ||
88 | 2023.07.26 12:40 | t/p | 21 | 0.10 | 1.64299 | 1.63324 | 1.64299 | 98.25 | 10568.92 |
89 | 2023.07.26 12:40 | t/p | 22 | 0.10 | 1.64299 | 1.63324 | 1.64299 | 57.62 | 10626.54 |
90 | 2023.07.26 12:40 | t/p | 23 | 0.10 | 1.64299 | 1.63324 | 1.64299 | 57.62 | 10684.16 |
91 | 2023.07.26 12:40 | t/p | 24 | 0.10 | 1.64299 | 1.63324 | 1.64299 | 34.32 | 10718.48 |
92 | 2023.09.05 08:00 | sell | 25 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
93 | 2023.09.05 08:00 | modify | 25 | 0.10 | 1.68668 | 1.69768 | 1.67168 | ||
94 | 2023.09.05 15:35 | sell | 26 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
95 | 2023.09.05 15:35 | modify | 26 | 0.10 | 1.68051 | 1.68593 | 1.67168 | ||
96 | 2023.09.05 15:35 | sell | 27 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
97 | 2023.09.05 15:35 | modify | 27 | 0.10 | 1.68051 | 1.68218 | 1.67168 | ||
98 | 2023.09.05 15:35 | modify | 25 | 0.10 | 1.68668 | 1.68218 | 1.67168 | ||
99 | 2023.09.05 15:40 | modify | 26 | 0.10 | 1.68051 | 1.68218 | 1.67168 | ||
100 | 2023.09.05 22:40 | s/l | 25 | 0.10 | 1.68218 | 1.68218 | 1.67168 | 29.65 | 10748.13 |
101 | 2023.09.05 22:40 | s/l | 26 | 0.10 | 1.68218 | 1.68218 | 1.67168 | -11.01 | 10737.12 |
102 | 2023.09.05 22:40 | s/l | 27 | 0.10 | 1.68218 | 1.68218 | 1.67168 | -11.01 | 10726.11 |
103 | 2023.09.14 16:00 | buy | 28 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
104 | 2023.09.14 16:00 | modify | 28 | 0.10 | 1.65504 | 1.64404 | 1.67004 | ||
105 | 2023.09.18 14:50 | buy | 29 | 0.10 | 1.66123 | 0.00000 | 0.00000 | ||
106 | 2023.09.18 14:50 | modify | 29 | 0.10 | 1.66123 | 1.65579 | 1.67004 | ||
107 | 2023.09.18 14:50 | buy | 30 | 0.10 | 1.66123 | 0.00000 | 0.00000 | ||
108 | 2023.09.18 14:50 | modify | 30 | 0.10 | 1.66123 | 1.65954 | 1.67004 | ||
109 | 2023.09.18 14:50 | modify | 28 | 0.10 | 1.65504 | 1.65954 | 1.67004 | ||
110 | 2023.09.18 14:55 | modify | 29 | 0.10 | 1.66123 | 1.65954 | 1.67004 | ||
111 | 2023.09.18 16:05 | s/l | 28 | 0.10 | 1.65954 | 1.65954 | 1.67004 | 29.15 | 10755.25 |
112 | 2023.09.18 16:05 | s/l | 29 | 0.10 | 1.65954 | 1.65954 | 1.67004 | -11.09 | 10744.16 |
113 | 2023.09.18 16:05 | s/l | 30 | 0.10 | 1.65954 | 1.65954 | 1.67004 | -11.09 | 10733.07 |
114 | 2023.10.25 04:00 | buy | 31 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
115 | 2023.10.25 04:00 | modify | 31 | 0.10 | 1.66176 | 1.65076 | 1.67676 | ||
116 | 2023.10.25 12:30 | buy | 32 | 0.10 | 1.66796 | 0.00000 | 0.00000 | ||
117 | 2023.10.25 12:30 | modify | 32 | 0.10 | 1.66796 | 1.66251 | 1.67676 | ||
118 | 2023.10.25 12:30 | buy | 33 | 0.10 | 1.66796 | 0.00000 | 0.00000 | ||
119 | 2023.10.25 12:30 | modify | 33 | 0.10 | 1.66796 | 1.66626 | 1.67676 | ||
120 | 2023.10.25 12:30 | modify | 31 | 0.10 | 1.66176 | 1.66626 | 1.67676 | ||
121 | 2023.10.25 12:35 | modify | 32 | 0.10 | 1.66796 | 1.66626 | 1.67676 | ||
122 | 2023.10.25 13:50 | buy | 34 | 0.10 | 1.67181 | 0.00000 | 0.00000 | ||
123 | 2023.10.25 13:50 | modify | 34 | 0.10 | 1.67181 | 1.66701 | 1.67676 | ||
124 | 2023.10.25 13:50 | modify | 33 | 0.10 | 1.66796 | 1.66701 | 1.67676 | ||
125 | 2023.10.25 13:50 | modify | 32 | 0.10 | 1.66796 | 1.66701 | 1.67676 | ||
126 | 2023.10.25 13:50 | modify | 31 | 0.10 | 1.66176 | 1.66701 | 1.67676 | ||
127 | 2023.10.25 22:20 | t/p | 31 | 0.10 | 1.67676 | 1.66701 | 1.67676 | 98.45 | 10831.52 |
128 | 2023.10.25 22:20 | t/p | 32 | 0.10 | 1.67676 | 1.66701 | 1.67676 | 57.76 | 10889.28 |
129 | 2023.10.25 22:20 | t/p | 33 | 0.10 | 1.67676 | 1.66701 | 1.67676 | 57.76 | 10947.04 |
130 | 2023.10.25 22:20 | t/p | 34 | 0.10 | 1.67676 | 1.66701 | 1.67676 | 32.49 | 10979.53 |
131 | 2023.11.02 00:00 | buy | 35 | 0.10 | 1.64866 | 0.00000 | 0.00000 | ||
132 | 2023.11.02 00:00 | modify | 35 | 0.10 | 1.64866 | 1.63766 | 1.66366 | ||
133 | 2023.11.02 12:40 | buy | 36 | 0.10 | 1.65484 | 0.00000 | 0.00000 | ||
134 | 2023.11.02 12:40 | modify | 36 | 0.10 | 1.65484 | 1.64941 | 1.66366 | ||
135 | 2023.11.02 12:40 | buy | 37 | 0.10 | 1.65484 | 0.00000 | 0.00000 | ||
136 | 2023.11.02 12:40 | modify | 37 | 0.10 | 1.65484 | 1.65316 | 1.66366 | ||
137 | 2023.11.02 12:40 | modify | 35 | 0.10 | 1.64866 | 1.65316 | 1.66366 | ||
138 | 2023.11.02 12:45 | modify | 36 | 0.10 | 1.65484 | 1.65316 | 1.66366 | ||
139 | 2023.11.02 12:55 | s/l | 35 | 0.10 | 1.65316 | 1.65316 | 1.66366 | 29.53 | 11009.06 |
140 | 2023.11.02 12:55 | s/l | 36 | 0.10 | 1.65316 | 1.65316 | 1.66366 | -11.02 | 10998.04 |
141 | 2023.11.02 12:55 | s/l | 37 | 0.10 | 1.65316 | 1.65316 | 1.66366 | -11.02 | 10987.02 |