Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 7224 | Ticks modelled | 13446 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 730.45 | Gross profit | 919.75 | Gross loss | -189.30 |
Profit factor | 4.86 | Expected payoff | 31.76 | ||
Absolute drawdown | 4.15 | Maximal drawdown | 254.77 (2.42%) | Relative drawdown | 2.42% (254.77) |
Total trades | 23 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
Largest | profit trade | 98.75 | loss trade | -36.09 | |
Average | profit trade | 57.48 | loss trade | -27.04 | |
Maximum | consecutive wins (profit in money) | 5 (284.82) | consecutive losses (loss in money) | 3 (-45.70) | |
Maximal | consecutive profit (count of wins) | 333.93 (4) | consecutive loss (count of losses) | -45.70 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.19 11:00 | sell | 1 | 0.10 | 1.57202 | 0.00000 | 0.00000 | ||
2 | 2023.01.19 11:00 | modify | 1 | 0.10 | 1.57202 | 1.58402 | 1.55702 | ||
3 | 2023.01.20 19:00 | t/p | 1 | 0.10 | 1.55702 | 1.58402 | 1.55702 | 98.62 | 10098.62 |
4 | 2023.01.31 12:00 | sell | 2 | 0.10 | 1.54840 | 0.00000 | 0.00000 | ||
5 | 2023.01.31 12:00 | modify | 2 | 0.10 | 1.54840 | 1.56040 | 1.53340 | ||
6 | 2023.01.31 16:00 | sell | 3 | 0.10 | 1.54147 | 0.00000 | 0.00000 | ||
7 | 2023.01.31 16:00 | modify | 3 | 0.10 | 1.54147 | 1.54690 | 1.53340 | ||
8 | 2023.01.31 16:00 | modify | 2 | 0.10 | 1.54840 | 1.54690 | 1.53340 | ||
9 | 2023.02.01 20:00 | s/l | 2 | 0.10 | 1.54690 | 1.54690 | 1.53340 | 9.74 | 10108.37 |
10 | 2023.02.01 20:00 | s/l | 3 | 0.10 | 1.54690 | 1.54690 | 1.53340 | -35.89 | 10072.48 |
11 | 2023.02.03 16:00 | sell | 4 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
12 | 2023.02.03 16:00 | modify | 4 | 0.10 | 1.55647 | 1.56847 | 1.54147 | ||
13 | 2023.02.07 18:00 | t/p | 4 | 0.10 | 1.54147 | 1.56847 | 1.54147 | 98.49 | 10170.97 |
14 | 2023.04.03 16:00 | buy | 5 | 0.10 | 1.60588 | 0.00000 | 0.00000 | ||
15 | 2023.04.03 16:00 | modify | 5 | 0.10 | 1.60588 | 1.59388 | 1.62088 | ||
16 | 2023.04.04 15:00 | t/p | 5 | 0.10 | 1.62088 | 1.59388 | 1.62088 | 98.55 | 10269.52 |
17 | 2023.04.05 11:00 | sell | 6 | 0.10 | 1.63688 | 0.00000 | 0.00000 | ||
18 | 2023.04.05 11:00 | modify | 6 | 0.10 | 1.63688 | 1.64888 | 1.62188 | ||
19 | 2023.04.05 21:00 | t/p | 6 | 0.10 | 1.62188 | 1.64888 | 1.62188 | 98.75 | 10368.27 |
20 | 2023.04.06 16:00 | sell | 7 | 0.10 | 1.63720 | 0.00000 | 0.00000 | ||
21 | 2023.04.06 16:00 | modify | 7 | 0.10 | 1.63720 | 1.64920 | 1.62220 | ||
22 | 2023.04.17 19:00 | sell | 8 | 0.10 | 1.63038 | 0.00000 | 0.00000 | ||
23 | 2023.04.17 19:00 | modify | 8 | 0.10 | 1.63038 | 1.63570 | 1.62220 | ||
24 | 2023.04.17 19:00 | modify | 7 | 0.10 | 1.63720 | 1.63570 | 1.62220 | ||
25 | 2023.04.18 05:00 | sell | 9 | 0.10 | 1.62815 | 0.00000 | 0.00000 | ||
26 | 2023.04.18 05:00 | modify | 9 | 0.10 | 1.62815 | 1.63120 | 1.62220 | ||
27 | 2023.04.18 05:00 | sell | 10 | 0.10 | 1.62815 | 0.00000 | 0.00000 | ||
28 | 2023.04.18 05:00 | modify | 10 | 0.10 | 1.62815 | 1.63120 | 1.62220 | ||
29 | 2023.04.18 05:00 | modify | 8 | 0.10 | 1.63038 | 1.63120 | 1.62220 | ||
30 | 2023.04.18 05:00 | modify | 7 | 0.10 | 1.63720 | 1.63120 | 1.62220 | ||
31 | 2023.04.18 15:00 | s/l | 7 | 0.10 | 1.63120 | 1.63120 | 1.62220 | 38.15 | 10406.42 |
32 | 2023.04.18 15:00 | s/l | 8 | 0.10 | 1.63120 | 1.63120 | 1.62220 | -5.54 | 10400.88 |
33 | 2023.04.18 15:00 | s/l | 9 | 0.10 | 1.63120 | 1.63120 | 1.62220 | -20.08 | 10380.80 |
34 | 2023.04.18 15:00 | s/l | 10 | 0.10 | 1.63120 | 1.63120 | 1.62220 | -20.08 | 10360.72 |
35 | 2023.04.26 11:00 | sell | 11 | 0.10 | 1.67273 | 0.00000 | 0.00000 | ||
36 | 2023.04.26 11:00 | modify | 11 | 0.10 | 1.67273 | 1.68473 | 1.65773 | ||
37 | 2023.04.27 13:00 | sell | 12 | 0.10 | 1.66577 | 0.00000 | 0.00000 | ||
38 | 2023.04.27 13:00 | modify | 12 | 0.10 | 1.66577 | 1.67123 | 1.65773 | ||
39 | 2023.04.27 13:00 | modify | 11 | 0.10 | 1.67273 | 1.67123 | 1.65773 | ||
40 | 2023.04.28 14:00 | s/l | 11 | 0.10 | 1.67123 | 1.67123 | 1.65773 | 9.34 | 10370.06 |
41 | 2023.04.28 14:00 | s/l | 12 | 0.10 | 1.67123 | 1.67123 | 1.65773 | -36.09 | 10333.98 |
42 | 2023.07.06 17:00 | sell | 13 | 0.10 | 1.64195 | 0.00000 | 0.00000 | ||
43 | 2023.07.06 17:00 | modify | 13 | 0.10 | 1.64195 | 1.65395 | 1.62695 | ||
44 | 2023.07.13 14:00 | t/p | 13 | 0.10 | 1.62695 | 1.65395 | 1.62695 | 97.80 | 10431.78 |
45 | 2023.07.31 16:00 | buy | 14 | 0.10 | 1.63764 | 0.00000 | 0.00000 | ||
46 | 2023.07.31 16:00 | modify | 14 | 0.10 | 1.63764 | 1.62564 | 1.65264 | ||
47 | 2023.08.01 05:00 | buy | 15 | 0.10 | 1.64666 | 0.00000 | 0.00000 | ||
48 | 2023.08.01 05:00 | modify | 15 | 0.10 | 1.64666 | 1.64364 | 1.65264 | ||
49 | 2023.08.01 05:00 | buy | 16 | 0.10 | 1.64666 | 0.00000 | 0.00000 | ||
50 | 2023.08.01 05:00 | modify | 16 | 0.10 | 1.64666 | 1.64364 | 1.65264 | ||
51 | 2023.08.01 05:00 | modify | 14 | 0.10 | 1.63764 | 1.64364 | 1.65264 | ||
52 | 2023.08.01 08:00 | t/p | 14 | 0.10 | 1.65264 | 1.64364 | 1.65264 | 98.55 | 10530.32 |
53 | 2023.08.01 08:00 | t/p | 15 | 0.10 | 1.65264 | 1.64364 | 1.65264 | 39.37 | 10569.69 |
54 | 2023.08.01 08:00 | t/p | 16 | 0.10 | 1.65264 | 1.64364 | 1.65264 | 39.37 | 10609.06 |
55 | 2023.09.05 08:00 | sell | 17 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
56 | 2023.09.05 08:00 | modify | 17 | 0.10 | 1.68668 | 1.69868 | 1.67168 | ||
57 | 2023.09.05 19:00 | sell | 18 | 0.10 | 1.67977 | 0.00000 | 0.00000 | ||
58 | 2023.09.05 19:00 | modify | 18 | 0.10 | 1.67977 | 1.68518 | 1.67168 | ||
59 | 2023.09.05 19:00 | modify | 17 | 0.10 | 1.68668 | 1.68518 | 1.67168 | ||
60 | 2023.09.06 02:00 | s/l | 17 | 0.10 | 1.68518 | 1.68518 | 1.67168 | 9.73 | 10618.80 |
61 | 2023.09.06 02:00 | s/l | 18 | 0.10 | 1.68518 | 1.68518 | 1.67168 | -35.76 | 10583.04 |
62 | 2023.09.14 15:00 | buy | 19 | 0.10 | 1.65490 | 0.00000 | 0.00000 | ||
63 | 2023.09.14 15:00 | modify | 19 | 0.10 | 1.65490 | 1.64290 | 1.66990 | ||
64 | 2023.09.21 08:00 | buy | 20 | 0.10 | 1.66182 | 0.00000 | 0.00000 | ||
65 | 2023.09.21 08:00 | modify | 20 | 0.10 | 1.66182 | 1.65640 | 1.66990 | ||
66 | 2023.09.21 08:00 | modify | 19 | 0.10 | 1.65490 | 1.65640 | 1.66990 | ||
67 | 2023.09.22 08:00 | s/l | 19 | 0.10 | 1.65640 | 1.65640 | 1.66990 | 8.31 | 10591.35 |
68 | 2023.09.22 08:00 | s/l | 20 | 0.10 | 1.65640 | 1.65640 | 1.66990 | -35.87 | 10555.48 |
69 | 2023.12.01 17:00 | buy | 21 | 0.10 | 1.63370 | 0.00000 | 0.00000 | ||
70 | 2023.12.01 17:00 | modify | 21 | 0.10 | 1.63370 | 1.62170 | 1.64870 | ||
71 | 2023.12.05 03:00 | buy | 22 | 0.10 | 1.64288 | 0.00000 | 0.00000 | ||
72 | 2023.12.05 03:00 | modify | 22 | 0.10 | 1.64288 | 1.63970 | 1.64870 | ||
73 | 2023.12.05 03:00 | buy | 23 | 0.10 | 1.64288 | 0.00000 | 0.00000 | ||
74 | 2023.12.05 03:00 | modify | 23 | 0.10 | 1.64288 | 1.63970 | 1.64870 | ||
75 | 2023.12.05 03:00 | modify | 21 | 0.10 | 1.63370 | 1.63970 | 1.64870 | ||
76 | 2023.12.05 04:00 | t/p | 21 | 0.10 | 1.64870 | 1.63970 | 1.64870 | 98.35 | 10653.83 |
77 | 2023.12.05 04:00 | t/p | 22 | 0.10 | 1.64870 | 1.63970 | 1.64870 | 38.31 | 10692.14 |
78 | 2023.12.05 04:00 | t/p | 23 | 0.10 | 1.64870 | 1.63970 | 1.64870 | 38.31 | 10730.45 |