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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 659.67 | Gross profit | 1035.00 | Gross loss | -375.33 |
Profit factor | 2.76 | Expected payoff | 32.98 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 228.98 (2.21%) | Relative drawdown | 2.21% (228.98) |
Total trades | 20 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
Largest | profit trade | 121.19 | loss trade | -99.68 | |
Average | profit trade | 79.62 | loss trade | -53.62 | |
Maximum | consecutive wins (profit in money) | 4 (204.41) | consecutive losses (loss in money) | 2 (-118.70) | |
Maximal | consecutive profit (count of wins) | 319.21 (3) | consecutive loss (count of losses) | -118.70 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.18 12:00 | sell | 1 | 0.10 | 0.70178 | 0.00000 | 0.00000 | ||
2 | 2023.01.18 12:00 | modify | 1 | 0.10 | 0.70178 | 0.71178 | 0.68978 | ||
3 | 2023.01.19 04:00 | t/p | 1 | 0.10 | 0.68978 | 0.71178 | 0.68978 | 120.32 | 10120.32 |
4 | 2023.01.25 08:00 | sell | 2 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
5 | 2023.01.25 08:00 | modify | 2 | 0.10 | 0.70986 | 0.71986 | 0.69786 | ||
6 | 2023.02.03 12:00 | sell | 3 | 0.10 | 0.70563 | 0.00000 | 0.00000 | ||
7 | 2023.02.03 12:00 | modify | 3 | 0.10 | 0.70563 | 0.70926 | 0.69786 | ||
8 | 2023.02.03 12:00 | modify | 2 | 0.10 | 0.70986 | 0.70926 | 0.69786 | ||
9 | 2023.02.03 16:00 | t/p | 2 | 0.10 | 0.69786 | 0.70926 | 0.69786 | 121.19 | 10241.51 |
10 | 2023.02.03 16:00 | t/p | 3 | 0.10 | 0.69786 | 0.70926 | 0.69786 | 77.70 | 10319.21 |
11 | 2023.05.02 12:00 | sell | 4 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
12 | 2023.05.02 12:00 | modify | 4 | 0.10 | 0.67005 | 0.68005 | 0.65805 | ||
13 | 2023.05.08 16:00 | s/l | 4 | 0.10 | 0.68005 | 0.68005 | 0.65805 | -99.35 | 10219.86 |
14 | 2023.05.31 12:00 | buy | 5 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
15 | 2023.05.31 12:00 | modify | 5 | 0.10 | 0.64795 | 0.63795 | 0.65995 | ||
16 | 2023.06.02 04:00 | t/p | 5 | 0.10 | 0.65995 | 0.63795 | 0.65995 | 118.75 | 10338.62 |
17 | 2023.06.02 08:00 | sell | 6 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
18 | 2023.06.02 08:00 | modify | 6 | 0.10 | 0.66099 | 0.67099 | 0.64899 | ||
19 | 2023.06.07 16:00 | s/l | 6 | 0.10 | 0.67099 | 0.67099 | 0.64899 | -99.68 | 10238.94 |
20 | 2023.06.23 16:00 | buy | 7 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
21 | 2023.06.23 16:00 | modify | 7 | 0.10 | 0.66887 | 0.65887 | 0.68087 | ||
22 | 2023.07.13 04:00 | t/p | 7 | 0.10 | 0.68087 | 0.65887 | 0.68087 | 113.76 | 10352.70 |
23 | 2023.07.21 16:00 | buy | 8 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
24 | 2023.07.21 16:00 | modify | 8 | 0.10 | 0.67386 | 0.66386 | 0.68586 | ||
25 | 2023.07.27 08:00 | buy | 9 | 0.10 | 0.68169 | 0.00000 | 0.00000 | ||
26 | 2023.07.27 08:00 | modify | 9 | 0.10 | 0.68169 | 0.67986 | 0.68586 | ||
27 | 2023.07.27 08:00 | modify | 8 | 0.10 | 0.67386 | 0.67986 | 0.68586 | ||
28 | 2023.07.27 12:00 | s/l | 8 | 0.10 | 0.67986 | 0.67986 | 0.68586 | 58.13 | 10410.83 |
29 | 2023.07.27 12:00 | s/l | 9 | 0.10 | 0.67986 | 0.67986 | 0.68586 | -18.30 | 10392.53 |
30 | 2023.08.24 04:00 | sell | 10 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
31 | 2023.08.24 04:00 | modify | 10 | 0.10 | 0.64798 | 0.65798 | 0.63598 | ||
32 | 2023.08.25 16:00 | sell | 11 | 0.10 | 0.63988 | 0.00000 | 0.00000 | ||
33 | 2023.08.25 16:00 | modify | 11 | 0.10 | 0.63988 | 0.64198 | 0.63598 | ||
34 | 2023.08.25 16:00 | modify | 10 | 0.10 | 0.64798 | 0.64198 | 0.63598 | ||
35 | 2023.08.25 20:00 | s/l | 10 | 0.10 | 0.64198 | 0.64198 | 0.63598 | 60.11 | 10452.64 |
36 | 2023.08.25 20:00 | s/l | 11 | 0.10 | 0.64198 | 0.64198 | 0.63598 | -21.00 | 10431.64 |
37 | 2023.09.11 12:00 | sell | 12 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
38 | 2023.09.11 12:00 | modify | 12 | 0.10 | 0.64304 | 0.65304 | 0.63104 | ||
39 | 2023.09.28 08:00 | sell | 13 | 0.10 | 0.63684 | 0.00000 | 0.00000 | ||
40 | 2023.09.28 08:00 | modify | 13 | 0.10 | 0.63684 | 0.63884 | 0.63104 | ||
41 | 2023.09.28 08:00 | modify | 12 | 0.10 | 0.64304 | 0.63884 | 0.63104 | ||
42 | 2023.09.28 12:00 | s/l | 12 | 0.10 | 0.63884 | 0.63884 | 0.63104 | 44.06 | 10475.70 |
43 | 2023.09.28 12:00 | s/l | 13 | 0.10 | 0.63884 | 0.63884 | 0.63104 | -20.00 | 10455.70 |
44 | 2023.10.24 12:00 | sell | 14 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
45 | 2023.10.24 12:00 | modify | 14 | 0.10 | 0.63635 | 0.64635 | 0.62435 | ||
46 | 2023.11.03 16:00 | s/l | 14 | 0.10 | 0.64635 | 0.64635 | 0.62435 | -98.70 | 10356.99 |
47 | 2023.11.06 04:00 | sell | 15 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
48 | 2023.11.06 04:00 | modify | 15 | 0.10 | 0.65116 | 0.66116 | 0.63916 | ||
49 | 2023.11.08 12:00 | sell | 16 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
50 | 2023.11.08 12:00 | modify | 16 | 0.10 | 0.64327 | 0.64516 | 0.63916 | ||
51 | 2023.11.08 12:00 | modify | 15 | 0.10 | 0.65116 | 0.64516 | 0.63916 | ||
52 | 2023.11.09 20:00 | t/p | 15 | 0.10 | 0.63916 | 0.64516 | 0.63916 | 120.54 | 10477.54 |
53 | 2023.11.09 20:00 | t/p | 16 | 0.10 | 0.63916 | 0.64516 | 0.63916 | 41.42 | 10518.96 |
54 | 2023.11.15 16:00 | sell | 17 | 0.10 | 0.65258 | 0.00000 | 0.00000 | ||
55 | 2023.11.15 16:00 | modify | 17 | 0.10 | 0.65258 | 0.66258 | 0.64058 | ||
56 | 2023.11.16 16:00 | sell | 18 | 0.10 | 0.64837 | 0.00000 | 0.00000 | ||
57 | 2023.11.16 16:00 | modify | 18 | 0.10 | 0.64837 | 0.65198 | 0.64058 | ||
58 | 2023.11.16 16:00 | modify | 17 | 0.10 | 0.65258 | 0.65198 | 0.64058 | ||
59 | 2023.11.17 04:00 | sell | 19 | 0.10 | 0.64655 | 0.00000 | 0.00000 | ||
60 | 2023.11.17 04:00 | modify | 19 | 0.10 | 0.64655 | 0.64838 | 0.64058 | ||
61 | 2023.11.17 04:00 | modify | 18 | 0.10 | 0.64837 | 0.64838 | 0.64058 | ||
62 | 2023.11.17 04:00 | modify | 17 | 0.10 | 0.65258 | 0.64838 | 0.64058 | ||
63 | 2023.11.17 12:00 | s/l | 17 | 0.10 | 0.64838 | 0.64838 | 0.64058 | 42.43 | 10561.39 |
64 | 2023.11.17 12:00 | s/l | 18 | 0.10 | 0.64838 | 0.64838 | 0.64058 | 0.01 | 10561.40 |
65 | 2023.11.17 12:00 | s/l | 19 | 0.10 | 0.64838 | 0.64838 | 0.64058 | -18.30 | 10543.10 |
66 | 2023.12.05 16:00 | buy | 20 | 0.10 | 0.65653 | 0.00000 | 0.00000 | ||
67 | 2023.12.05 16:00 | modify | 20 | 0.10 | 0.65653 | 0.64653 | 0.66853 | ||
68 | 2023.12.14 04:00 | t/p | 20 | 0.10 | 0.66853 | 0.64653 | 0.66853 | 116.57 | 10659.67 |