Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=19; 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 | 2610 | Ticks modelled | 4219 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1546.74 | Gross profit | 2280.34 | Gross loss | -733.60 |
Profit factor | 3.11 | Expected payoff | 53.34 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 492.93 (4.58%) | Relative drawdown | 4.58% (492.93) |
Total trades | 29 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
Largest | profit trade | 142.38 | loss trade | -134.05 | |
Average | profit trade | 103.65 | loss trade | -104.80 | |
Maximum | consecutive wins (profit in money) | 8 (777.93) | consecutive losses (loss in money) | 3 (-393.18) | |
Maximal | consecutive profit (count of wins) | 777.93 (8) | consecutive loss (count of losses) | -393.18 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 0.67006 | 0.65706 | 0.68406 | ||
3 | 2023.01.04 08:00 | t/p | 1 | 0.10 | 0.68406 | 0.65706 | 0.68406 | 139.69 | 10139.69 |
4 | 2023.01.04 12:00 | sell | 2 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
5 | 2023.01.04 12:00 | modify | 2 | 0.10 | 0.68713 | 0.70013 | 0.67313 | ||
6 | 2023.01.06 12:00 | t/p | 2 | 0.10 | 0.67313 | 0.70013 | 0.67313 | 140.43 | 10280.12 |
7 | 2023.01.06 12:00 | buy | 3 | 0.10 | 0.67317 | 0.00000 | 0.00000 | ||
8 | 2023.01.06 12:00 | modify | 3 | 0.10 | 0.67317 | 0.66017 | 0.68717 | ||
9 | 2023.01.06 20:00 | t/p | 3 | 0.10 | 0.68717 | 0.66017 | 0.68717 | 140.00 | 10420.12 |
10 | 2023.01.19 04:00 | buy | 4 | 0.10 | 0.69085 | 0.00000 | 0.00000 | ||
11 | 2023.01.19 04:00 | modify | 4 | 0.10 | 0.69085 | 0.67785 | 0.70485 | ||
12 | 2023.01.23 00:00 | buy | 5 | 0.10 | 0.69860 | 0.00000 | 0.00000 | ||
13 | 2023.01.23 00:00 | modify | 5 | 0.10 | 0.69860 | 0.69435 | 0.70485 | ||
14 | 2023.01.23 00:00 | modify | 4 | 0.10 | 0.69085 | 0.69435 | 0.70485 | ||
15 | 2023.01.24 08:00 | t/p | 4 | 0.10 | 0.70485 | 0.69435 | 0.70485 | 139.06 | 10559.19 |
16 | 2023.01.24 08:00 | t/p | 5 | 0.10 | 0.70485 | 0.69435 | 0.70485 | 62.19 | 10621.37 |
17 | 2023.01.25 04:00 | sell | 6 | 0.10 | 0.71000 | 0.00000 | 0.00000 | ||
18 | 2023.01.25 04:00 | modify | 6 | 0.10 | 0.71000 | 0.72300 | 0.69600 | ||
19 | 2023.02.03 16:00 | t/p | 6 | 0.10 | 0.69600 | 0.72300 | 0.69600 | 141.19 | 10762.56 |
20 | 2023.02.03 16:00 | buy | 7 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
21 | 2023.02.03 16:00 | modify | 7 | 0.10 | 0.69781 | 0.68481 | 0.71181 | ||
22 | 2023.02.16 16:00 | s/l | 7 | 0.10 | 0.68481 | 0.68481 | 0.71181 | -134.05 | 10628.51 |
23 | 2023.02.24 16:00 | buy | 8 | 0.10 | 0.67244 | 0.00000 | 0.00000 | ||
24 | 2023.02.24 16:00 | modify | 8 | 0.10 | 0.67244 | 0.65944 | 0.68644 | ||
25 | 2023.03.07 20:00 | s/l | 8 | 0.10 | 0.65944 | 0.65944 | 0.68644 | -132.81 | 10495.70 |
26 | 2023.03.13 08:00 | sell | 9 | 0.10 | 0.66736 | 0.00000 | 0.00000 | ||
27 | 2023.03.13 08:00 | modify | 9 | 0.10 | 0.66736 | 0.68036 | 0.65336 | ||
28 | 2023.04.14 16:00 | s/l | 9 | 0.10 | 0.68036 | 0.68036 | 0.65336 | -126.32 | 10369.38 |
29 | 2023.05.02 08:00 | sell | 10 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
30 | 2023.05.02 08:00 | modify | 10 | 0.10 | 0.67010 | 0.68310 | 0.65610 | ||
31 | 2023.05.17 08:00 | sell | 11 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
32 | 2023.05.17 08:00 | modify | 11 | 0.10 | 0.66292 | 0.66800 | 0.65610 | ||
33 | 2023.05.17 08:00 | modify | 10 | 0.10 | 0.67010 | 0.66800 | 0.65610 | ||
34 | 2023.05.24 16:00 | t/p | 10 | 0.10 | 0.65610 | 0.66800 | 0.65610 | 142.38 | 10511.76 |
35 | 2023.05.24 16:00 | t/p | 11 | 0.10 | 0.65610 | 0.66800 | 0.65610 | 68.96 | 10580.72 |
36 | 2023.05.24 16:00 | buy | 12 | 0.10 | 0.65425 | 0.00000 | 0.00000 | ||
37 | 2023.05.24 16:00 | modify | 12 | 0.10 | 0.65425 | 0.64125 | 0.66825 | ||
38 | 2023.06.02 12:00 | buy | 13 | 0.10 | 0.66213 | 0.00000 | 0.00000 | ||
39 | 2023.06.02 12:00 | modify | 13 | 0.10 | 0.66213 | 0.65775 | 0.66825 | ||
40 | 2023.06.02 12:00 | modify | 12 | 0.10 | 0.65425 | 0.65775 | 0.66825 | ||
41 | 2023.06.06 08:00 | t/p | 12 | 0.10 | 0.66825 | 0.65775 | 0.66825 | 135.95 | 10716.66 |
42 | 2023.06.06 08:00 | t/p | 13 | 0.10 | 0.66825 | 0.65775 | 0.66825 | 60.58 | 10777.24 |
43 | 2023.06.15 16:00 | sell | 14 | 0.10 | 0.68689 | 0.00000 | 0.00000 | ||
44 | 2023.06.15 16:00 | modify | 14 | 0.10 | 0.68689 | 0.69989 | 0.67289 | ||
45 | 2023.06.21 08:00 | sell | 15 | 0.10 | 0.67638 | 0.00000 | 0.00000 | ||
46 | 2023.06.21 08:00 | modify | 15 | 0.10 | 0.67638 | 0.68199 | 0.67289 | ||
47 | 2023.06.21 08:00 | modify | 14 | 0.10 | 0.68689 | 0.68199 | 0.67289 | ||
48 | 2023.06.22 04:00 | sell | 16 | 0.10 | 0.67889 | 0.00000 | 0.00000 | ||
49 | 2023.06.22 04:00 | modify | 16 | 0.10 | 0.67889 | 0.68339 | 0.67289 | ||
50 | 2023.06.22 08:00 | modify | 16 | 0.10 | 0.67889 | 0.68199 | 0.67289 | ||
51 | 2023.06.23 04:00 | t/p | 14 | 0.10 | 0.67289 | 0.68199 | 0.67289 | 140.87 | 10918.11 |
52 | 2023.06.23 04:00 | t/p | 15 | 0.10 | 0.67289 | 0.68199 | 0.67289 | 35.33 | 10953.44 |
53 | 2023.06.23 04:00 | t/p | 16 | 0.10 | 0.67289 | 0.68199 | 0.67289 | 60.11 | 11013.55 |
54 | 2023.06.23 08:00 | buy | 17 | 0.10 | 0.66957 | 0.00000 | 0.00000 | ||
55 | 2023.06.23 08:00 | modify | 17 | 0.10 | 0.66957 | 0.65657 | 0.68357 | ||
56 | 2023.07.13 08:00 | t/p | 17 | 0.10 | 0.68357 | 0.65657 | 0.68357 | 133.76 | 11147.31 |
57 | 2023.07.28 04:00 | buy | 18 | 0.10 | 0.66683 | 0.00000 | 0.00000 | ||
58 | 2023.07.28 04:00 | modify | 18 | 0.10 | 0.66683 | 0.65383 | 0.68083 | ||
59 | 2023.08.02 16:00 | s/l | 18 | 0.10 | 0.65383 | 0.65383 | 0.68083 | -130.94 | 11016.37 |
60 | 2023.08.17 04:00 | buy | 19 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
61 | 2023.08.17 04:00 | modify | 19 | 0.10 | 0.63847 | 0.62547 | 0.65247 | ||
62 | 2023.09.19 08:00 | buy | 20 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
63 | 2023.09.19 08:00 | modify | 20 | 0.10 | 0.64549 | 0.64057 | 0.65247 | ||
64 | 2023.09.19 08:00 | modify | 19 | 0.10 | 0.63847 | 0.64057 | 0.65247 | ||
65 | 2023.09.20 08:00 | buy | 21 | 0.10 | 0.64632 | 0.00000 | 0.00000 | ||
66 | 2023.09.20 08:00 | modify | 21 | 0.10 | 0.64632 | 0.64197 | 0.65247 | ||
67 | 2023.09.20 08:00 | modify | 20 | 0.10 | 0.64549 | 0.64197 | 0.65247 | ||
68 | 2023.09.20 08:00 | modify | 19 | 0.10 | 0.63847 | 0.64197 | 0.65247 | ||
69 | 2023.09.21 04:00 | s/l | 19 | 0.10 | 0.64197 | 0.64197 | 0.65247 | 24.08 | 11040.46 |
70 | 2023.09.21 04:00 | s/l | 20 | 0.10 | 0.64197 | 0.64197 | 0.65247 | -36.45 | 11004.01 |
71 | 2023.09.21 04:00 | s/l | 21 | 0.10 | 0.64197 | 0.64197 | 0.65247 | -44.44 | 10959.57 |
72 | 2023.09.29 04:00 | sell | 22 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
73 | 2023.09.29 04:00 | modify | 22 | 0.10 | 0.64567 | 0.65867 | 0.63167 | ||
74 | 2023.10.03 08:00 | t/p | 22 | 0.10 | 0.63167 | 0.65867 | 0.63167 | 140.22 | 11099.79 |
75 | 2023.10.12 16:00 | buy | 23 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
76 | 2023.10.12 16:00 | modify | 23 | 0.10 | 0.63360 | 0.62060 | 0.64760 | ||
77 | 2023.11.03 16:00 | t/p | 23 | 0.10 | 0.64760 | 0.62060 | 0.64760 | 133.14 | 11232.93 |
78 | 2023.11.03 16:00 | sell | 24 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
79 | 2023.11.03 16:00 | modify | 24 | 0.10 | 0.65032 | 0.66332 | 0.63632 | ||
80 | 2023.11.07 08:00 | sell | 25 | 0.10 | 0.64232 | 0.00000 | 0.00000 | ||
81 | 2023.11.07 08:00 | modify | 25 | 0.10 | 0.64232 | 0.64682 | 0.63632 | ||
82 | 2023.11.07 08:00 | modify | 24 | 0.10 | 0.65032 | 0.64682 | 0.63632 | ||
83 | 2023.11.08 12:00 | sell | 26 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
84 | 2023.11.08 12:00 | modify | 26 | 0.10 | 0.64327 | 0.64822 | 0.63632 | ||
85 | 2023.11.08 16:00 | modify | 26 | 0.10 | 0.64327 | 0.64682 | 0.63632 | ||
86 | 2023.11.09 12:00 | sell | 27 | 0.10 | 0.63977 | 0.00000 | 0.00000 | ||
87 | 2023.11.09 12:00 | modify | 27 | 0.10 | 0.63977 | 0.64542 | 0.63632 | ||
88 | 2023.11.09 12:00 | modify | 25 | 0.10 | 0.64232 | 0.64542 | 0.63632 | ||
89 | 2023.11.09 12:00 | modify | 26 | 0.10 | 0.64327 | 0.64542 | 0.63632 | ||
90 | 2023.11.09 12:00 | modify | 24 | 0.10 | 0.65032 | 0.64542 | 0.63632 | ||
91 | 2023.11.10 00:00 | t/p | 24 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 140.76 | 11373.68 |
92 | 2023.11.10 00:00 | t/p | 25 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 60.54 | 11434.23 |
93 | 2023.11.10 00:00 | t/p | 26 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 69.93 | 11504.16 |
94 | 2023.11.10 00:00 | t/p | 27 | 0.10 | 0.63632 | 0.64542 | 0.63632 | 34.61 | 11538.77 |
95 | 2023.11.14 16:00 | sell | 28 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
96 | 2023.11.14 16:00 | modify | 28 | 0.10 | 0.64793 | 0.66093 | 0.63393 | ||
97 | 2023.11.27 12:00 | s/l | 28 | 0.10 | 0.66093 | 0.66093 | 0.63393 | -128.59 | 11410.17 |
98 | 2023.12.05 12:00 | buy | 29 | 0.10 | 0.65641 | 0.00000 | 0.00000 | ||
99 | 2023.12.05 12:00 | modify | 29 | 0.10 | 0.65641 | 0.64341 | 0.67041 | ||
100 | 2023.12.14 04:00 | t/p | 29 | 0.10 | 0.67041 | 0.64341 | 0.67041 | 136.57 | 11546.74 |