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=0; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 90.78 | Gross profit | 1794.84 | Gross loss | -1704.06 |
Profit factor | 1.05 | Expected payoff | 2.27 | ||
Absolute drawdown | 262.68 | Maximal drawdown | 838.94 (7.71%) | Relative drawdown | 7.71% (838.94) |
Total trades | 40 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 20 (35.00%) |
Profit trades (% of total) | 21 (52.50%) | Loss trades (% of total) | 19 (47.50%) | ||
Largest | profit trade | 151.73 | loss trade | -166.53 | |
Average | profit trade | 85.47 | loss trade | -89.69 | |
Maximum | consecutive wins (profit in money) | 9 (799.93) | consecutive losses (loss in money) | 3 (-457.23) | |
Maximal | consecutive profit (count of wins) | 799.93 (9) | consecutive loss (count of losses) | -457.23 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.09 04:00 | sell | 1 | 0.10 | 0.67923 | 0.00000 | 0.00000 | ||
2 | 2022.12.09 04:00 | modify | 1 | 0.10 | 0.67923 | 0.69423 | 0.66423 | ||
3 | 2022.12.20 08:00 | t/p | 1 | 0.10 | 0.66423 | 0.69423 | 0.66423 | 150.97 | 10150.97 |
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 | 0.65506 | 0.68506 | ||
6 | 2023.01.04 12:00 | t/p | 2 | 0.10 | 0.68506 | 0.65506 | 0.68506 | 149.69 | 10300.66 |
7 | 2023.01.12 20:00 | sell | 3 | 0.10 | 0.69711 | 0.00000 | 0.00000 | ||
8 | 2023.01.12 20:00 | modify | 3 | 0.10 | 0.69711 | 0.71211 | 0.68211 | ||
9 | 2023.01.25 08:00 | s/l | 3 | 0.10 | 0.71211 | 0.71211 | 0.68211 | -148.81 | 10151.85 |
10 | 2023.01.26 08:00 | sell | 4 | 0.10 | 0.71181 | 0.00000 | 0.00000 | ||
11 | 2023.01.26 08:00 | modify | 4 | 0.10 | 0.71181 | 0.72681 | 0.69681 | ||
12 | 2023.01.31 12:00 | sell | 5 | 0.10 | 0.69970 | 0.00000 | 0.00000 | ||
13 | 2023.01.31 12:00 | modify | 5 | 0.10 | 0.69970 | 0.70656 | 0.69681 | ||
14 | 2023.01.31 12:00 | modify | 4 | 0.10 | 0.71181 | 0.70656 | 0.69681 | ||
15 | 2023.02.01 08:00 | s/l | 4 | 0.10 | 0.70656 | 0.70656 | 0.69681 | 52.93 | 10204.78 |
16 | 2023.02.01 08:00 | s/l | 5 | 0.10 | 0.70656 | 0.70656 | 0.69681 | -68.49 | 10136.29 |
17 | 2023.02.03 16:00 | buy | 6 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
18 | 2023.02.03 16:00 | modify | 6 | 0.10 | 0.69781 | 0.68281 | 0.71281 | ||
19 | 2023.02.17 12:00 | s/l | 6 | 0.10 | 0.68281 | 0.68281 | 0.71281 | -154.37 | 9981.93 |
20 | 2023.02.17 12:00 | buy | 7 | 0.10 | 0.68187 | 0.00000 | 0.00000 | ||
21 | 2023.02.17 12:00 | modify | 7 | 0.10 | 0.68187 | 0.66687 | 0.69687 | ||
22 | 2023.02.21 16:00 | buy | 8 | 0.10 | 0.68950 | 0.00000 | 0.00000 | ||
23 | 2023.02.21 16:00 | modify | 8 | 0.10 | 0.68950 | 0.68487 | 0.69687 | ||
24 | 2023.02.21 16:00 | buy | 9 | 0.10 | 0.68950 | 0.00000 | 0.00000 | ||
25 | 2023.02.21 16:00 | modify | 9 | 0.10 | 0.68950 | 0.68562 | 0.69687 | ||
26 | 2023.02.21 16:00 | modify | 7 | 0.10 | 0.68187 | 0.68562 | 0.69687 | ||
27 | 2023.02.21 20:00 | s/l | 7 | 0.10 | 0.68562 | 0.68562 | 0.69687 | 36.88 | 10018.80 |
28 | 2023.02.21 20:00 | s/l | 8 | 0.10 | 0.68487 | 0.68487 | 0.69687 | -46.30 | 9972.50 |
29 | 2023.02.21 20:00 | s/l | 9 | 0.10 | 0.68562 | 0.68562 | 0.69687 | -38.80 | 9933.70 |
30 | 2023.02.22 20:00 | buy | 10 | 0.10 | 0.67975 | 0.00000 | 0.00000 | ||
31 | 2023.02.22 20:00 | modify | 10 | 0.10 | 0.67975 | 0.66475 | 0.69475 | ||
32 | 2023.03.07 16:00 | s/l | 10 | 0.10 | 0.66475 | 0.66475 | 0.69475 | -154.05 | 9779.65 |
33 | 2023.03.23 08:00 | sell | 11 | 0.10 | 0.67360 | 0.00000 | 0.00000 | ||
34 | 2023.03.23 08:00 | modify | 11 | 0.10 | 0.67360 | 0.68860 | 0.65860 | ||
35 | 2023.04.03 00:00 | sell | 12 | 0.10 | 0.66581 | 0.00000 | 0.00000 | ||
36 | 2023.04.03 00:00 | modify | 12 | 0.10 | 0.66581 | 0.67060 | 0.65860 | ||
37 | 2023.04.03 00:00 | sell | 13 | 0.10 | 0.66581 | 0.00000 | 0.00000 | ||
38 | 2023.04.03 00:00 | modify | 13 | 0.10 | 0.66581 | 0.66985 | 0.65860 | ||
39 | 2023.04.03 00:00 | modify | 11 | 0.10 | 0.67360 | 0.66985 | 0.65860 | ||
40 | 2023.04.03 04:00 | modify | 12 | 0.10 | 0.66581 | 0.66985 | 0.65860 | ||
41 | 2023.04.03 08:00 | s/l | 11 | 0.10 | 0.66985 | 0.66985 | 0.65860 | 38.47 | 9818.12 |
42 | 2023.04.03 08:00 | s/l | 12 | 0.10 | 0.66985 | 0.66985 | 0.65860 | -40.40 | 9777.72 |
43 | 2023.04.03 08:00 | s/l | 13 | 0.10 | 0.66985 | 0.66985 | 0.65860 | -40.40 | 9737.32 |
44 | 2023.04.03 20:00 | sell | 14 | 0.10 | 0.67888 | 0.00000 | 0.00000 | ||
45 | 2023.04.03 20:00 | modify | 14 | 0.10 | 0.67888 | 0.69388 | 0.66388 | ||
46 | 2023.04.10 16:00 | t/p | 14 | 0.10 | 0.66388 | 0.69388 | 0.66388 | 150.76 | 9888.08 |
47 | 2023.04.10 16:00 | buy | 15 | 0.10 | 0.66272 | 0.00000 | 0.00000 | ||
48 | 2023.04.10 16:00 | modify | 15 | 0.10 | 0.66272 | 0.64772 | 0.67772 | ||
49 | 2023.04.13 16:00 | t/p | 15 | 0.10 | 0.67772 | 0.64772 | 0.67772 | 148.44 | 10036.52 |
50 | 2023.04.25 16:00 | buy | 16 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
51 | 2023.04.25 16:00 | modify | 16 | 0.10 | 0.66280 | 0.64780 | 0.67780 | ||
52 | 2023.05.02 08:00 | buy | 17 | 0.10 | 0.67040 | 0.00000 | 0.00000 | ||
53 | 2023.05.02 08:00 | modify | 17 | 0.10 | 0.67040 | 0.66580 | 0.67780 | ||
54 | 2023.05.02 08:00 | buy | 18 | 0.10 | 0.67040 | 0.00000 | 0.00000 | ||
55 | 2023.05.02 08:00 | modify | 18 | 0.10 | 0.67040 | 0.66655 | 0.67780 | ||
56 | 2023.05.02 08:00 | modify | 16 | 0.10 | 0.66280 | 0.66655 | 0.67780 | ||
57 | 2023.05.02 12:00 | modify | 17 | 0.10 | 0.67040 | 0.66655 | 0.67780 | ||
58 | 2023.05.02 16:00 | s/l | 16 | 0.10 | 0.66655 | 0.66655 | 0.67780 | 35.32 | 10071.84 |
59 | 2023.05.02 16:00 | s/l | 17 | 0.10 | 0.66655 | 0.66655 | 0.67780 | -38.50 | 10033.34 |
60 | 2023.05.02 16:00 | s/l | 18 | 0.10 | 0.66655 | 0.66655 | 0.67780 | -38.50 | 9994.84 |
61 | 2023.05.08 04:00 | sell | 19 | 0.10 | 0.67688 | 0.00000 | 0.00000 | ||
62 | 2023.05.08 04:00 | modify | 19 | 0.10 | 0.67688 | 0.69188 | 0.66188 | ||
63 | 2023.05.11 16:00 | sell | 20 | 0.10 | 0.66923 | 0.00000 | 0.00000 | ||
64 | 2023.05.11 16:00 | modify | 20 | 0.10 | 0.66923 | 0.67388 | 0.66188 | ||
65 | 2023.05.11 16:00 | sell | 21 | 0.10 | 0.66923 | 0.00000 | 0.00000 | ||
66 | 2023.05.11 16:00 | modify | 21 | 0.10 | 0.66923 | 0.67313 | 0.66188 | ||
67 | 2023.05.11 16:00 | modify | 19 | 0.10 | 0.67688 | 0.67313 | 0.66188 | ||
68 | 2023.05.11 20:00 | modify | 20 | 0.10 | 0.66923 | 0.67313 | 0.66188 | ||
69 | 2023.05.12 16:00 | sell | 22 | 0.10 | 0.66479 | 0.00000 | 0.00000 | ||
70 | 2023.05.12 16:00 | modify | 22 | 0.10 | 0.66479 | 0.67163 | 0.66188 | ||
71 | 2023.05.12 16:00 | modify | 21 | 0.10 | 0.66923 | 0.67163 | 0.66188 | ||
72 | 2023.05.12 16:00 | modify | 20 | 0.10 | 0.66923 | 0.67163 | 0.66188 | ||
73 | 2023.05.12 16:00 | modify | 19 | 0.10 | 0.67688 | 0.67163 | 0.66188 | ||
74 | 2023.05.18 16:00 | t/p | 19 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 151.30 | 10146.13 |
75 | 2023.05.18 16:00 | t/p | 20 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 74.26 | 10220.39 |
76 | 2023.05.18 16:00 | t/p | 21 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 74.26 | 10294.65 |
77 | 2023.05.18 16:00 | t/p | 22 | 0.10 | 0.66188 | 0.67163 | 0.66188 | 29.75 | 10324.40 |
78 | 2023.05.24 08:00 | buy | 23 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
79 | 2023.05.24 08:00 | modify | 23 | 0.10 | 0.65730 | 0.64230 | 0.67230 | ||
80 | 2023.06.09 08:00 | t/p | 23 | 0.10 | 0.67230 | 0.64230 | 0.67230 | 144.39 | 10468.78 |
81 | 2023.06.12 08:00 | sell | 24 | 0.10 | 0.67615 | 0.00000 | 0.00000 | ||
82 | 2023.06.12 08:00 | modify | 24 | 0.10 | 0.67615 | 0.69115 | 0.66115 | ||
83 | 2023.06.23 12:00 | sell | 25 | 0.10 | 0.66835 | 0.00000 | 0.00000 | ||
84 | 2023.06.23 12:00 | modify | 25 | 0.10 | 0.66835 | 0.67315 | 0.66115 | ||
85 | 2023.06.23 12:00 | sell | 26 | 0.10 | 0.66835 | 0.00000 | 0.00000 | ||
86 | 2023.06.23 12:00 | modify | 26 | 0.10 | 0.66835 | 0.67240 | 0.66115 | ||
87 | 2023.06.23 12:00 | modify | 24 | 0.10 | 0.67615 | 0.67240 | 0.66115 | ||
88 | 2023.06.23 16:00 | modify | 25 | 0.10 | 0.66835 | 0.67240 | 0.66115 | ||
89 | 2023.06.28 08:00 | sell | 27 | 0.10 | 0.66411 | 0.00000 | 0.00000 | ||
90 | 2023.06.28 08:00 | modify | 27 | 0.10 | 0.66411 | 0.67090 | 0.66115 | ||
91 | 2023.06.28 08:00 | modify | 26 | 0.10 | 0.66835 | 0.67090 | 0.66115 | ||
92 | 2023.06.28 08:00 | modify | 25 | 0.10 | 0.66835 | 0.67090 | 0.66115 | ||
93 | 2023.06.28 08:00 | modify | 24 | 0.10 | 0.67615 | 0.67090 | 0.66115 | ||
94 | 2023.06.28 16:00 | t/p | 24 | 0.10 | 0.66115 | 0.67090 | 0.66115 | 151.73 | 10620.52 |
95 | 2023.06.28 16:00 | t/p | 25 | 0.10 | 0.66115 | 0.67090 | 0.66115 | 72.32 | 10692.84 |
96 | 2023.06.28 16:00 | t/p | 26 | 0.10 | 0.66115 | 0.67090 | 0.66115 | 72.32 | 10765.17 |
97 | 2023.06.28 16:00 | t/p | 27 | 0.10 | 0.66115 | 0.67090 | 0.66115 | 29.60 | 10794.77 |
98 | 2023.07.04 16:00 | sell | 28 | 0.10 | 0.67033 | 0.00000 | 0.00000 | ||
99 | 2023.07.04 16:00 | modify | 28 | 0.10 | 0.67033 | 0.68533 | 0.65533 | ||
100 | 2023.07.13 12:00 | s/l | 28 | 0.10 | 0.68533 | 0.68533 | 0.65533 | -148.81 | 10645.96 |
101 | 2023.07.19 12:00 | buy | 29 | 0.10 | 0.67665 | 0.00000 | 0.00000 | ||
102 | 2023.07.19 12:00 | modify | 29 | 0.10 | 0.67665 | 0.66165 | 0.69165 | ||
103 | 2023.08.01 16:00 | s/l | 29 | 0.10 | 0.66165 | 0.66165 | 0.69165 | -154.05 | 10491.90 |
104 | 2023.08.02 08:00 | buy | 30 | 0.10 | 0.65836 | 0.00000 | 0.00000 | ||
105 | 2023.08.02 08:00 | modify | 30 | 0.10 | 0.65836 | 0.64336 | 0.67336 | ||
106 | 2023.08.16 04:00 | s/l | 30 | 0.10 | 0.64336 | 0.64336 | 0.67336 | -154.37 | 10337.53 |
107 | 2023.08.17 04:00 | buy | 31 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
108 | 2023.08.17 04:00 | modify | 31 | 0.10 | 0.63847 | 0.62347 | 0.65347 | ||
109 | 2023.08.29 16:00 | buy | 32 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
110 | 2023.08.29 16:00 | modify | 32 | 0.10 | 0.64613 | 0.64147 | 0.65347 | ||
111 | 2023.08.29 16:00 | buy | 33 | 0.10 | 0.64613 | 0.00000 | 0.00000 | ||
112 | 2023.08.29 16:00 | modify | 33 | 0.10 | 0.64613 | 0.64222 | 0.65347 | ||
113 | 2023.08.29 16:00 | modify | 31 | 0.10 | 0.63847 | 0.64222 | 0.65347 | ||
114 | 2023.08.29 20:00 | modify | 32 | 0.10 | 0.64613 | 0.64222 | 0.65347 | ||
115 | 2023.09.05 04:00 | s/l | 31 | 0.10 | 0.64222 | 0.64222 | 0.65347 | 32.20 | 10369.73 |
116 | 2023.09.05 04:00 | s/l | 32 | 0.10 | 0.64222 | 0.64222 | 0.65347 | -41.28 | 10328.45 |
117 | 2023.09.05 04:00 | s/l | 33 | 0.10 | 0.64222 | 0.64222 | 0.65347 | -41.28 | 10287.17 |
118 | 2023.09.05 04:00 | buy | 34 | 0.10 | 0.64286 | 0.00000 | 0.00000 | ||
119 | 2023.09.05 04:00 | modify | 34 | 0.10 | 0.64286 | 0.62786 | 0.65786 | ||
120 | 2023.10.26 04:00 | s/l | 34 | 0.10 | 0.62786 | 0.62786 | 0.65786 | -166.53 | 10120.63 |
121 | 2023.10.26 04:00 | buy | 35 | 0.10 | 0.62797 | 0.00000 | 0.00000 | ||
122 | 2023.10.26 04:00 | modify | 35 | 0.10 | 0.62797 | 0.61297 | 0.64297 | ||
123 | 2023.10.30 04:00 | buy | 36 | 0.10 | 0.63572 | 0.00000 | 0.00000 | ||
124 | 2023.10.30 04:00 | modify | 36 | 0.10 | 0.63572 | 0.63097 | 0.64297 | ||
125 | 2023.10.30 04:00 | buy | 37 | 0.10 | 0.63572 | 0.00000 | 0.00000 | ||
126 | 2023.10.30 04:00 | modify | 37 | 0.10 | 0.63572 | 0.63172 | 0.64297 | ||
127 | 2023.10.30 04:00 | modify | 35 | 0.10 | 0.62797 | 0.63172 | 0.64297 | ||
128 | 2023.10.30 08:00 | modify | 36 | 0.10 | 0.63572 | 0.63172 | 0.64297 | ||
129 | 2023.10.31 16:00 | s/l | 35 | 0.10 | 0.63172 | 0.63172 | 0.64297 | 36.56 | 10157.20 |
130 | 2023.10.31 16:00 | s/l | 36 | 0.10 | 0.63172 | 0.63172 | 0.64297 | -40.31 | 10116.89 |
131 | 2023.10.31 16:00 | s/l | 37 | 0.10 | 0.63172 | 0.63172 | 0.64297 | -40.31 | 10076.57 |
132 | 2023.11.03 16:00 | sell | 38 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
133 | 2023.11.03 16:00 | modify | 38 | 0.10 | 0.65032 | 0.66532 | 0.63532 | ||
134 | 2023.11.10 12:00 | t/p | 38 | 0.10 | 0.63532 | 0.66532 | 0.63532 | 150.76 | 10227.33 |
135 | 2023.11.14 16:00 | sell | 39 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
136 | 2023.11.14 16:00 | modify | 39 | 0.10 | 0.64793 | 0.66293 | 0.63293 | ||
137 | 2023.11.28 04:00 | s/l | 39 | 0.10 | 0.66293 | 0.66293 | 0.63293 | -148.49 | 10078.85 |
138 | 2023.11.28 04:00 | sell | 40 | 0.10 | 0.66187 | 0.00000 | 0.00000 | ||
139 | 2023.11.28 04:00 | modify | 40 | 0.10 | 0.66187 | 0.67687 | 0.64687 | ||
140 | 2023.11.30 23:59 | close at stop | 40 | 0.10 | 0.66072 | 0.67687 | 0.64687 | 11.93 | 10090.78 |