Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=14; 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 | 78400 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2044.75 | Gross profit | 2361.70 | Gross loss | -316.95 |
Profit factor | 7.45 | Expected payoff | 58.42 | ||
Absolute drawdown | 7.30 | Maximal drawdown | 225.37 (1.95%) | Relative drawdown | 1.95% (225.37) |
Total trades | 35 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 26 (74.29%) | Loss trades (% of total) | 9 (25.71%) | ||
Largest | profit trade | 150.88 | loss trade | -89.78 | |
Average | profit trade | 90.83 | loss trade | -35.22 | |
Maximum | consecutive wins (profit in money) | 9 (805.93) | consecutive losses (loss in money) | 3 (-57.83) | |
Maximal | consecutive profit (count of wins) | 805.93 (9) | consecutive loss (count of losses) | -89.78 (1) | |
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 | 1.05311 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 1.05311 | 1.04411 | 1.06811 | ||
3 | 2023.01.03 14:40 | buy | 2 | 0.10 | 1.06003 | 0.00000 | 0.00000 | ||
4 | 2023.01.03 14:40 | modify | 2 | 0.10 | 1.06003 | 1.05836 | 1.06811 | ||
5 | 2023.01.03 14:40 | modify | 1 | 0.10 | 1.05311 | 1.05836 | 1.06811 | ||
6 | 2023.01.03 14:55 | s/l | 1 | 0.10 | 1.05836 | 1.05836 | 1.06811 | 52.50 | 10052.50 |
7 | 2023.01.03 14:55 | s/l | 2 | 0.10 | 1.05836 | 1.05836 | 1.06811 | -16.70 | 10035.80 |
8 | 2023.01.06 12:00 | buy | 3 | 0.10 | 1.04972 | 0.00000 | 0.00000 | ||
9 | 2023.01.06 12:00 | modify | 3 | 0.10 | 1.04972 | 1.04072 | 1.06472 | ||
10 | 2023.01.06 15:20 | buy | 4 | 0.10 | 1.05584 | 0.00000 | 0.00000 | ||
11 | 2023.01.06 15:20 | modify | 4 | 0.10 | 1.05584 | 1.05272 | 1.06472 | ||
12 | 2023.01.06 15:20 | modify | 3 | 0.10 | 1.04972 | 1.05272 | 1.06472 | ||
13 | 2023.01.06 19:33 | t/p | 3 | 0.10 | 1.06472 | 1.05272 | 1.06472 | 150.00 | 10185.80 |
14 | 2023.01.06 19:33 | t/p | 4 | 0.10 | 1.06472 | 1.05272 | 1.06472 | 88.80 | 10274.60 |
15 | 2023.03.01 12:00 | sell | 5 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
16 | 2023.03.01 12:00 | modify | 5 | 0.10 | 1.06696 | 1.07596 | 1.05196 | ||
17 | 2023.03.02 13:20 | sell | 6 | 0.10 | 1.05996 | 0.00000 | 0.00000 | ||
18 | 2023.03.02 13:20 | modify | 6 | 0.10 | 1.05996 | 1.06171 | 1.05196 | ||
19 | 2023.03.02 13:20 | modify | 5 | 0.10 | 1.06696 | 1.06171 | 1.05196 | ||
20 | 2023.03.02 13:55 | sell | 7 | 0.10 | 1.05858 | 0.00000 | 0.00000 | ||
21 | 2023.03.02 13:55 | modify | 7 | 0.10 | 1.05858 | 1.06171 | 1.05196 | ||
22 | 2023.03.02 15:40 | s/l | 5 | 0.10 | 1.06171 | 1.06171 | 1.05196 | 53.16 | 10327.76 |
23 | 2023.03.02 15:40 | s/l | 6 | 0.10 | 1.06171 | 1.06171 | 1.05196 | -17.50 | 10310.26 |
24 | 2023.03.02 15:40 | s/l | 7 | 0.10 | 1.06171 | 1.06171 | 1.05196 | -31.30 | 10278.96 |
25 | 2023.03.13 00:00 | sell | 8 | 0.10 | 1.06811 | 0.00000 | 0.00000 | ||
26 | 2023.03.13 00:00 | modify | 8 | 0.10 | 1.06811 | 1.07711 | 1.05311 | ||
27 | 2023.03.15 10:40 | sell | 9 | 0.10 | 1.06196 | 0.00000 | 0.00000 | ||
28 | 2023.03.15 10:40 | modify | 9 | 0.10 | 1.06196 | 1.06511 | 1.05311 | ||
29 | 2023.03.15 10:40 | modify | 8 | 0.10 | 1.06811 | 1.06511 | 1.05311 | ||
30 | 2023.03.15 11:20 | sell | 10 | 0.10 | 1.06115 | 0.00000 | 0.00000 | ||
31 | 2023.03.15 11:20 | modify | 10 | 0.10 | 1.06115 | 1.06286 | 1.05311 | ||
32 | 2023.03.15 11:20 | modify | 9 | 0.10 | 1.06196 | 1.06286 | 1.05311 | ||
33 | 2023.03.15 11:20 | modify | 8 | 0.10 | 1.06811 | 1.06286 | 1.05311 | ||
34 | 2023.03.15 11:30 | sell | 11 | 0.10 | 1.05982 | 0.00000 | 0.00000 | ||
35 | 2023.03.15 11:30 | modify | 11 | 0.10 | 1.05982 | 1.06286 | 1.05311 | ||
36 | 2023.03.15 13:40 | t/p | 8 | 0.10 | 1.05311 | 1.06286 | 1.05311 | 150.44 | 10429.40 |
37 | 2023.03.15 13:40 | t/p | 9 | 0.10 | 1.05311 | 1.06286 | 1.05311 | 88.50 | 10517.90 |
38 | 2023.03.15 13:40 | t/p | 10 | 0.10 | 1.05311 | 1.06286 | 1.05311 | 80.40 | 10598.30 |
39 | 2023.03.15 13:40 | t/p | 11 | 0.10 | 1.05311 | 1.06286 | 1.05311 | 67.10 | 10665.40 |
40 | 2023.03.21 12:00 | sell | 12 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
41 | 2023.03.21 12:00 | modify | 12 | 0.10 | 1.07787 | 1.08687 | 1.06287 | ||
42 | 2023.03.22 18:30 | s/l | 12 | 0.10 | 1.08687 | 1.08687 | 1.06287 | -89.78 | 10575.62 |
43 | 2023.03.24 12:00 | buy | 13 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
44 | 2023.03.24 12:00 | modify | 13 | 0.10 | 1.07410 | 1.06510 | 1.08910 | ||
45 | 2023.03.27 19:40 | buy | 14 | 0.10 | 1.08016 | 0.00000 | 0.00000 | ||
46 | 2023.03.27 19:40 | modify | 14 | 0.10 | 1.08016 | 1.07710 | 1.08910 | ||
47 | 2023.03.27 19:40 | modify | 13 | 0.10 | 1.07410 | 1.07710 | 1.08910 | ||
48 | 2023.03.27 23:40 | buy | 15 | 0.10 | 1.08106 | 0.00000 | 0.00000 | ||
49 | 2023.03.27 23:40 | modify | 15 | 0.10 | 1.08106 | 1.07935 | 1.08910 | ||
50 | 2023.03.27 23:40 | modify | 14 | 0.10 | 1.08016 | 1.07935 | 1.08910 | ||
51 | 2023.03.27 23:40 | modify | 13 | 0.10 | 1.07410 | 1.07935 | 1.08910 | ||
52 | 2023.03.28 08:05 | buy | 16 | 0.10 | 1.08259 | 0.00000 | 0.00000 | ||
53 | 2023.03.28 08:05 | modify | 16 | 0.10 | 1.08259 | 1.07935 | 1.08910 | ||
54 | 2023.03.30 12:20 | t/p | 13 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 146.15 | 10721.76 |
55 | 2023.03.30 12:20 | t/p | 14 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 86.19 | 10807.95 |
56 | 2023.03.30 12:20 | t/p | 15 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 77.19 | 10885.14 |
57 | 2023.03.30 12:20 | t/p | 16 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 62.53 | 10947.67 |
58 | 2023.04.03 00:00 | buy | 17 | 0.10 | 1.08054 | 0.00000 | 0.00000 | ||
59 | 2023.04.03 00:00 | modify | 17 | 0.10 | 1.08054 | 1.07154 | 1.09554 | ||
60 | 2023.04.03 10:40 | buy | 18 | 0.10 | 1.08750 | 0.00000 | 0.00000 | ||
61 | 2023.04.03 10:40 | modify | 18 | 0.10 | 1.08750 | 1.08579 | 1.09554 | ||
62 | 2023.04.03 10:40 | modify | 17 | 0.10 | 1.08054 | 1.08579 | 1.09554 | ||
63 | 2023.04.03 11:10 | buy | 19 | 0.10 | 1.08668 | 0.00000 | 0.00000 | ||
64 | 2023.04.03 11:10 | modify | 19 | 0.10 | 1.08668 | 1.08354 | 1.09554 | ||
65 | 2023.04.03 11:15 | modify | 19 | 0.10 | 1.08668 | 1.08579 | 1.09554 | ||
66 | 2023.04.03 13:30 | buy | 20 | 0.10 | 1.08909 | 0.00000 | 0.00000 | ||
67 | 2023.04.03 13:30 | modify | 20 | 0.10 | 1.08909 | 1.08579 | 1.09554 | ||
68 | 2023.04.04 14:33 | t/p | 17 | 0.10 | 1.09554 | 1.08579 | 1.09554 | 149.36 | 11097.03 |
69 | 2023.04.04 14:33 | t/p | 18 | 0.10 | 1.09554 | 1.08579 | 1.09554 | 79.76 | 11176.79 |
70 | 2023.04.04 14:33 | t/p | 19 | 0.10 | 1.09554 | 1.08579 | 1.09554 | 87.96 | 11264.75 |
71 | 2023.04.04 14:33 | t/p | 20 | 0.10 | 1.09554 | 1.08579 | 1.09554 | 63.86 | 11328.61 |
72 | 2023.06.16 12:00 | sell | 21 | 0.10 | 1.09602 | 0.00000 | 0.00000 | ||
73 | 2023.06.16 12:00 | modify | 21 | 0.10 | 1.09602 | 1.10502 | 1.08102 | ||
74 | 2023.06.20 14:40 | sell | 22 | 0.10 | 1.08921 | 0.00000 | 0.00000 | ||
75 | 2023.06.20 14:40 | modify | 22 | 0.10 | 1.08921 | 1.09077 | 1.08102 | ||
76 | 2023.06.20 14:40 | modify | 21 | 0.10 | 1.09602 | 1.09077 | 1.08102 | ||
77 | 2023.06.20 15:06 | s/l | 21 | 0.10 | 1.09077 | 1.09077 | 1.08102 | 52.94 | 11381.54 |
78 | 2023.06.20 15:06 | s/l | 22 | 0.10 | 1.09077 | 1.09077 | 1.08102 | -15.60 | 11365.94 |
79 | 2023.06.23 08:00 | buy | 23 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
80 | 2023.06.23 08:00 | modify | 23 | 0.10 | 1.08718 | 1.07818 | 1.10218 | ||
81 | 2023.06.27 03:40 | buy | 24 | 0.10 | 1.09320 | 0.00000 | 0.00000 | ||
82 | 2023.06.27 03:40 | modify | 24 | 0.10 | 1.09320 | 1.09018 | 1.10218 | ||
83 | 2023.06.27 03:40 | modify | 23 | 0.10 | 1.08718 | 1.09018 | 1.10218 | ||
84 | 2023.06.27 07:30 | buy | 25 | 0.10 | 1.09410 | 0.00000 | 0.00000 | ||
85 | 2023.06.27 07:30 | modify | 25 | 0.10 | 1.09410 | 1.09243 | 1.10218 | ||
86 | 2023.06.27 07:30 | modify | 24 | 0.10 | 1.09320 | 1.09243 | 1.10218 | ||
87 | 2023.06.27 07:30 | modify | 23 | 0.10 | 1.08718 | 1.09243 | 1.10218 | ||
88 | 2023.06.27 10:40 | buy | 26 | 0.10 | 1.09558 | 0.00000 | 0.00000 | ||
89 | 2023.06.27 10:40 | modify | 26 | 0.10 | 1.09558 | 1.09243 | 1.10218 | ||
90 | 2023.06.28 13:15 | s/l | 23 | 0.10 | 1.09243 | 1.09243 | 1.10218 | 50.57 | 11416.52 |
91 | 2023.06.28 13:15 | s/l | 24 | 0.10 | 1.09243 | 1.09243 | 1.10218 | -8.34 | 11408.18 |
92 | 2023.06.28 13:15 | s/l | 25 | 0.10 | 1.09243 | 1.09243 | 1.10218 | -17.34 | 11390.83 |
93 | 2023.06.28 13:15 | s/l | 26 | 0.10 | 1.09243 | 1.09243 | 1.10218 | -32.14 | 11358.69 |
94 | 2023.09.29 08:00 | sell | 27 | 0.10 | 1.06063 | 0.00000 | 0.00000 | ||
95 | 2023.09.29 08:00 | modify | 27 | 0.10 | 1.06063 | 1.06963 | 1.04563 | ||
96 | 2023.10.02 09:30 | sell | 28 | 0.10 | 1.05448 | 0.00000 | 0.00000 | ||
97 | 2023.10.02 09:30 | modify | 28 | 0.10 | 1.05448 | 1.05763 | 1.04563 | ||
98 | 2023.10.02 09:30 | modify | 27 | 0.10 | 1.06063 | 1.05763 | 1.04563 | ||
99 | 2023.10.02 09:50 | sell | 29 | 0.10 | 1.05372 | 0.00000 | 0.00000 | ||
100 | 2023.10.02 09:50 | modify | 29 | 0.10 | 1.05372 | 1.05538 | 1.04563 | ||
101 | 2023.10.02 09:50 | modify | 28 | 0.10 | 1.05448 | 1.05538 | 1.04563 | ||
102 | 2023.10.02 09:50 | modify | 27 | 0.10 | 1.06063 | 1.05538 | 1.04563 | ||
103 | 2023.10.02 13:30 | sell | 30 | 0.10 | 1.05214 | 0.00000 | 0.00000 | ||
104 | 2023.10.02 13:30 | modify | 30 | 0.10 | 1.05214 | 1.05538 | 1.04563 | ||
105 | 2023.10.03 14:40 | t/p | 27 | 0.10 | 1.04563 | 1.05538 | 1.04563 | 150.44 | 11509.13 |
106 | 2023.10.03 14:40 | t/p | 28 | 0.10 | 1.04563 | 1.05538 | 1.04563 | 88.72 | 11597.85 |
107 | 2023.10.03 14:40 | t/p | 29 | 0.10 | 1.04563 | 1.05538 | 1.04563 | 81.12 | 11678.97 |
108 | 2023.10.03 14:40 | t/p | 30 | 0.10 | 1.04563 | 1.05538 | 1.04563 | 65.32 | 11744.29 |
109 | 2023.10.24 04:00 | sell | 31 | 0.10 | 1.06825 | 0.00000 | 0.00000 | ||
110 | 2023.10.24 04:00 | modify | 31 | 0.10 | 1.06825 | 1.07725 | 1.05325 | ||
111 | 2023.10.24 10:40 | sell | 32 | 0.10 | 1.06217 | 0.00000 | 0.00000 | ||
112 | 2023.10.24 10:40 | modify | 32 | 0.10 | 1.06217 | 1.06525 | 1.05325 | ||
113 | 2023.10.24 10:40 | modify | 31 | 0.10 | 1.06825 | 1.06525 | 1.05325 | ||
114 | 2023.10.24 12:40 | sell | 33 | 0.10 | 1.06121 | 0.00000 | 0.00000 | ||
115 | 2023.10.24 12:40 | modify | 33 | 0.10 | 1.06121 | 1.06300 | 1.05325 | ||
116 | 2023.10.24 12:40 | modify | 32 | 0.10 | 1.06217 | 1.06300 | 1.05325 | ||
117 | 2023.10.24 12:40 | modify | 31 | 0.10 | 1.06825 | 1.06300 | 1.05325 | ||
118 | 2023.10.24 13:50 | sell | 34 | 0.10 | 1.05989 | 0.00000 | 0.00000 | ||
119 | 2023.10.24 13:50 | modify | 34 | 0.10 | 1.05989 | 1.06300 | 1.05325 | ||
120 | 2023.10.26 12:06 | t/p | 31 | 0.10 | 1.05325 | 1.06300 | 1.05325 | 150.88 | 11895.17 |
121 | 2023.10.26 12:06 | t/p | 32 | 0.10 | 1.05325 | 1.06300 | 1.05325 | 90.08 | 11985.24 |
122 | 2023.10.26 12:06 | t/p | 33 | 0.10 | 1.05325 | 1.06300 | 1.05325 | 80.48 | 12065.72 |
123 | 2023.10.26 12:06 | t/p | 34 | 0.10 | 1.05325 | 1.06300 | 1.05325 | 67.28 | 12133.00 |
124 | 2023.12.14 12:00 | sell | 35 | 0.10 | 1.09295 | 0.00000 | 0.00000 | ||
125 | 2023.12.14 12:00 | modify | 35 | 0.10 | 1.09295 | 1.10195 | 1.07795 | ||
126 | 2023.12.22 10:40 | s/l | 35 | 0.10 | 1.10195 | 1.10195 | 1.07795 | -88.25 | 12044.75 |