Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
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=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79577 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 619.27 | Gross profit | 784.30 | Gross loss | -165.04 |
Profit factor | 4.75 | Expected payoff | 30.96 | ||
Absolute drawdown | 15.59 | Maximal drawdown | 137.42 (1.31%) | Relative drawdown | 1.33% (135.44) |
Total trades | 20 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 8 (100.00%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 98.53 | loss trade | -85.71 | |
Average | profit trade | 56.02 | loss trade | -27.51 | |
Maximum | consecutive wins (profit in money) | 5 (262.57) | consecutive losses (loss in money) | 2 (-26.67) | |
Maximal | consecutive profit (count of wins) | 262.57 (5) | consecutive loss (count of losses) | -85.71 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.04.03 20:00 | buy | 1 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
2 | 2023.04.03 20:00 | modify | 1 | 0.10 | 1.60669 | 1.59369 | 1.62169 | ||
3 | 2023.04.04 04:40 | buy | 2 | 0.10 | 1.61216 | 0.00000 | 0.00000 | ||
4 | 2023.04.04 04:40 | modify | 2 | 0.10 | 1.61216 | 1.60819 | 1.62169 | ||
5 | 2023.04.04 04:40 | modify | 1 | 0.10 | 1.60669 | 1.60819 | 1.62169 | ||
6 | 2023.04.04 06:50 | buy | 3 | 0.10 | 1.61281 | 0.00000 | 0.00000 | ||
7 | 2023.04.04 06:50 | modify | 3 | 0.10 | 1.61281 | 1.61044 | 1.62169 | ||
8 | 2023.04.04 06:50 | modify | 2 | 0.10 | 1.61216 | 1.61044 | 1.62169 | ||
9 | 2023.04.04 06:50 | modify | 1 | 0.10 | 1.60669 | 1.61044 | 1.62169 | ||
10 | 2023.04.04 10:45 | buy | 4 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
11 | 2023.04.04 10:45 | modify | 4 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
12 | 2023.04.04 10:45 | modify | 3 | 0.10 | 1.61281 | 1.61419 | 1.62169 | ||
13 | 2023.04.04 10:45 | modify | 2 | 0.10 | 1.61216 | 1.61419 | 1.62169 | ||
14 | 2023.04.04 10:45 | modify | 1 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
15 | 2023.04.04 14:30 | t/p | 1 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 98.53 | 10098.53 |
16 | 2023.04.04 14:30 | t/p | 2 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 62.72 | 10161.25 |
17 | 2023.04.04 14:30 | t/p | 3 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 58.44 | 10219.69 |
18 | 2023.04.04 14:30 | t/p | 4 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 33.23 | 10252.92 |
19 | 2023.06.22 12:00 | sell | 5 | 0.10 | 1.61939 | 0.00000 | 0.00000 | ||
20 | 2023.06.22 12:00 | modify | 5 | 0.10 | 1.61939 | 1.63239 | 1.60439 | ||
21 | 2023.06.23 04:30 | s/l | 5 | 0.10 | 1.63239 | 1.63239 | 1.60439 | -85.71 | 10167.21 |
22 | 2023.07.25 20:00 | buy | 6 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
23 | 2023.07.25 20:00 | modify | 6 | 0.10 | 1.62829 | 1.61529 | 1.64329 | ||
24 | 2023.07.26 03:20 | buy | 7 | 0.10 | 1.63367 | 0.00000 | 0.00000 | ||
25 | 2023.07.26 03:20 | modify | 7 | 0.10 | 1.63367 | 1.62979 | 1.64329 | ||
26 | 2023.07.26 03:20 | modify | 6 | 0.10 | 1.62829 | 1.62979 | 1.64329 | ||
27 | 2023.07.26 03:40 | buy | 8 | 0.10 | 1.63458 | 0.00000 | 0.00000 | ||
28 | 2023.07.26 03:40 | modify | 8 | 0.10 | 1.63458 | 1.63204 | 1.64329 | ||
29 | 2023.07.26 03:40 | modify | 7 | 0.10 | 1.63367 | 1.63204 | 1.64329 | ||
30 | 2023.07.26 03:40 | modify | 6 | 0.10 | 1.62829 | 1.63204 | 1.64329 | ||
31 | 2023.07.26 09:20 | buy | 9 | 0.10 | 1.63811 | 0.00000 | 0.00000 | ||
32 | 2023.07.26 09:20 | modify | 9 | 0.10 | 1.63811 | 1.63579 | 1.64329 | ||
33 | 2023.07.26 09:20 | modify | 8 | 0.10 | 1.63458 | 1.63579 | 1.64329 | ||
34 | 2023.07.26 09:20 | modify | 7 | 0.10 | 1.63367 | 1.63579 | 1.64329 | ||
35 | 2023.07.26 09:20 | modify | 6 | 0.10 | 1.62829 | 1.63579 | 1.64329 | ||
36 | 2023.07.26 12:40 | t/p | 6 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 98.53 | 10265.73 |
37 | 2023.07.26 12:40 | t/p | 7 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 63.31 | 10329.04 |
38 | 2023.07.26 12:40 | t/p | 8 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 57.32 | 10386.36 |
39 | 2023.07.26 12:40 | t/p | 9 | 0.10 | 1.64329 | 1.63579 | 1.64329 | 34.09 | 10420.45 |
40 | 2023.08.02 12:00 | sell | 10 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
41 | 2023.08.02 12:00 | modify | 10 | 0.10 | 1.66928 | 1.68228 | 1.65428 | ||
42 | 2023.08.04 01:50 | sell | 11 | 0.10 | 1.66397 | 0.00000 | 0.00000 | ||
43 | 2023.08.04 01:50 | modify | 11 | 0.10 | 1.66397 | 1.66778 | 1.65428 | ||
44 | 2023.08.04 01:50 | modify | 10 | 0.10 | 1.66928 | 1.66778 | 1.65428 | ||
45 | 2023.08.04 02:30 | s/l | 10 | 0.10 | 1.66778 | 1.66778 | 1.65428 | 9.33 | 10429.78 |
46 | 2023.08.04 02:30 | s/l | 11 | 0.10 | 1.66778 | 1.66778 | 1.65428 | -25.08 | 10404.70 |
47 | 2023.09.05 12:00 | sell | 12 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
48 | 2023.09.05 12:00 | modify | 12 | 0.10 | 1.68598 | 1.69898 | 1.67098 | ||
49 | 2023.09.05 14:40 | sell | 13 | 0.10 | 1.67990 | 0.00000 | 0.00000 | ||
50 | 2023.09.05 14:40 | modify | 13 | 0.10 | 1.67990 | 1.68223 | 1.67098 | ||
51 | 2023.09.05 14:40 | modify | 12 | 0.10 | 1.68598 | 1.68223 | 1.67098 | ||
52 | 2023.09.05 15:35 | sell | 14 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
53 | 2023.09.05 15:35 | modify | 14 | 0.10 | 1.68051 | 1.68448 | 1.67098 | ||
54 | 2023.09.05 15:40 | modify | 14 | 0.10 | 1.68051 | 1.68223 | 1.67098 | ||
55 | 2023.09.05 23:20 | s/l | 12 | 0.10 | 1.68223 | 1.68223 | 1.67098 | 24.68 | 10429.38 |
56 | 2023.09.05 23:20 | s/l | 13 | 0.10 | 1.68223 | 1.68223 | 1.67098 | -15.34 | 10414.04 |
57 | 2023.09.05 23:20 | s/l | 14 | 0.10 | 1.68223 | 1.68223 | 1.67098 | -11.33 | 10402.71 |
58 | 2023.10.03 16:00 | sell | 15 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
59 | 2023.10.03 16:00 | modify | 15 | 0.10 | 1.66118 | 1.67418 | 1.64618 | ||
60 | 2023.10.04 04:50 | sell | 16 | 0.10 | 1.65573 | 0.00000 | 0.00000 | ||
61 | 2023.10.04 04:50 | modify | 16 | 0.10 | 1.65573 | 1.65968 | 1.64618 | ||
62 | 2023.10.04 04:50 | modify | 15 | 0.10 | 1.66118 | 1.65968 | 1.64618 | ||
63 | 2023.10.04 05:15 | sell | 17 | 0.10 | 1.65494 | 0.00000 | 0.00000 | ||
64 | 2023.10.04 05:15 | modify | 17 | 0.10 | 1.65494 | 1.65743 | 1.64618 | ||
65 | 2023.10.04 05:15 | modify | 16 | 0.10 | 1.65573 | 1.65743 | 1.64618 | ||
66 | 2023.10.04 05:15 | modify | 15 | 0.10 | 1.66118 | 1.65743 | 1.64618 | ||
67 | 2023.10.04 05:30 | s/l | 15 | 0.10 | 1.65743 | 1.65743 | 1.64618 | 24.55 | 10427.27 |
68 | 2023.10.04 05:30 | s/l | 16 | 0.10 | 1.65743 | 1.65743 | 1.64618 | -11.19 | 10416.08 |
69 | 2023.10.04 05:30 | s/l | 17 | 0.10 | 1.65743 | 1.65743 | 1.64618 | -16.39 | 10399.69 |
70 | 2023.10.19 12:00 | sell | 18 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
71 | 2023.10.19 12:00 | modify | 18 | 0.10 | 1.67255 | 1.68555 | 1.65755 | ||
72 | 2023.10.24 17:20 | sell | 19 | 0.10 | 1.66709 | 0.00000 | 0.00000 | ||
73 | 2023.10.24 17:20 | modify | 19 | 0.10 | 1.66709 | 1.67105 | 1.65755 | ||
74 | 2023.10.24 17:20 | modify | 18 | 0.10 | 1.67255 | 1.67105 | 1.65755 | ||
75 | 2023.10.24 17:30 | sell | 20 | 0.10 | 1.66649 | 0.00000 | 0.00000 | ||
76 | 2023.10.24 17:30 | modify | 20 | 0.10 | 1.66649 | 1.66880 | 1.65755 | ||
77 | 2023.10.24 17:30 | modify | 19 | 0.10 | 1.66709 | 1.66880 | 1.65755 | ||
78 | 2023.10.24 17:30 | modify | 18 | 0.10 | 1.67255 | 1.66880 | 1.65755 | ||
79 | 2023.10.25 00:40 | t/p | 18 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 98.20 | 10497.89 |
80 | 2023.10.25 00:40 | t/p | 19 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 62.66 | 10560.55 |
81 | 2023.10.25 00:40 | t/p | 20 | 0.10 | 1.65755 | 1.66880 | 1.65755 | 58.71 | 10619.27 |