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=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=100; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 78399 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 919.61 | Gross profit | 982.55 | Gross loss | -62.94 |
Profit factor | 15.61 | Expected payoff | 43.79 | ||
Absolute drawdown | 11.60 | Maximal drawdown | 146.40 (1.38%) | Relative drawdown | 1.38% (146.40) |
Total trades | 21 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
Largest | profit trade | 100.22 | loss trade | -27.58 | |
Average | profit trade | 54.59 | loss trade | -20.98 | |
Maximum | consecutive wins (profit in money) | 8 (472.14) | consecutive losses (loss in money) | 2 (-35.36) | |
Maximal | consecutive profit (count of wins) | 472.14 (8) | consecutive loss (count of losses) | -35.36 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.04.14 08:00 | sell | 1 | 0.10 | 1.10653 | 0.00000 | 0.00000 | ||
2 | 2023.04.14 08:00 | modify | 1 | 0.10 | 1.10653 | 1.12053 | 1.09653 | ||
3 | 2023.04.14 13:20 | sell | 2 | 0.10 | 1.10299 | 0.00000 | 0.00000 | ||
4 | 2023.04.14 13:20 | modify | 2 | 0.10 | 1.10299 | 1.10603 | 1.09653 | ||
5 | 2023.04.14 13:20 | modify | 1 | 0.10 | 1.10653 | 1.10603 | 1.09653 | ||
6 | 2023.04.14 15:30 | sell | 3 | 0.10 | 1.09875 | 0.00000 | 0.00000 | ||
7 | 2023.04.14 15:30 | modify | 3 | 0.10 | 1.09875 | 1.10153 | 1.09653 | ||
8 | 2023.04.14 15:30 | modify | 2 | 0.10 | 1.10299 | 1.10153 | 1.09653 | ||
9 | 2023.04.14 15:30 | modify | 1 | 0.10 | 1.10653 | 1.10153 | 1.09653 | ||
10 | 2023.04.17 01:40 | t/p | 1 | 0.10 | 1.09653 | 1.10153 | 1.09653 | 100.22 | 10100.22 |
11 | 2023.04.17 01:40 | t/p | 2 | 0.10 | 1.09653 | 1.10153 | 1.09653 | 64.82 | 10165.04 |
12 | 2023.04.17 01:40 | t/p | 3 | 0.10 | 1.09653 | 1.10153 | 1.09653 | 22.42 | 10187.46 |
13 | 2023.04.25 04:00 | sell | 4 | 0.10 | 1.10528 | 0.00000 | 0.00000 | ||
14 | 2023.04.25 04:00 | modify | 4 | 0.10 | 1.10528 | 1.11928 | 1.09528 | ||
15 | 2023.04.25 13:00 | sell | 5 | 0.10 | 1.10172 | 0.00000 | 0.00000 | ||
16 | 2023.04.25 13:00 | modify | 5 | 0.10 | 1.10172 | 1.10478 | 1.09528 | ||
17 | 2023.04.25 13:00 | modify | 4 | 0.10 | 1.10528 | 1.10478 | 1.09528 | ||
18 | 2023.04.25 14:40 | sell | 6 | 0.10 | 1.09750 | 0.00000 | 0.00000 | ||
19 | 2023.04.25 14:40 | modify | 6 | 0.10 | 1.09750 | 1.10028 | 1.09528 | ||
20 | 2023.04.25 14:40 | modify | 5 | 0.10 | 1.10172 | 1.10028 | 1.09528 | ||
21 | 2023.04.25 14:40 | modify | 4 | 0.10 | 1.10528 | 1.10028 | 1.09528 | ||
22 | 2023.04.26 06:30 | s/l | 4 | 0.10 | 1.10028 | 1.10028 | 1.09528 | 50.22 | 10237.68 |
23 | 2023.04.26 06:30 | s/l | 5 | 0.10 | 1.10028 | 1.10028 | 1.09528 | 14.62 | 10252.30 |
24 | 2023.04.26 06:30 | s/l | 6 | 0.10 | 1.10028 | 1.10028 | 1.09528 | -27.58 | 10224.72 |
25 | 2023.09.28 08:00 | buy | 7 | 0.10 | 1.05114 | 0.00000 | 0.00000 | ||
26 | 2023.09.28 08:00 | modify | 7 | 0.10 | 1.05114 | 1.03714 | 1.06114 | ||
27 | 2023.09.28 11:30 | buy | 8 | 0.10 | 1.05482 | 0.00000 | 0.00000 | ||
28 | 2023.09.28 11:30 | modify | 8 | 0.10 | 1.05482 | 1.05164 | 1.06114 | ||
29 | 2023.09.28 11:30 | modify | 7 | 0.10 | 1.05114 | 1.05164 | 1.06114 | ||
30 | 2023.09.28 16:45 | buy | 9 | 0.10 | 1.05633 | 0.00000 | 0.00000 | ||
31 | 2023.09.28 16:45 | modify | 9 | 0.10 | 1.05633 | 1.05364 | 1.06114 | ||
32 | 2023.09.28 16:45 | modify | 8 | 0.10 | 1.05482 | 1.05364 | 1.06114 | ||
33 | 2023.09.28 16:45 | modify | 7 | 0.10 | 1.05114 | 1.05364 | 1.06114 | ||
34 | 2023.09.29 05:05 | buy | 10 | 0.10 | 1.05881 | 0.00000 | 0.00000 | ||
35 | 2023.09.29 05:05 | modify | 10 | 0.10 | 1.05881 | 1.05614 | 1.06114 | ||
36 | 2023.09.29 05:05 | modify | 9 | 0.10 | 1.05633 | 1.05614 | 1.06114 | ||
37 | 2023.09.29 05:05 | modify | 8 | 0.10 | 1.05482 | 1.05614 | 1.06114 | ||
38 | 2023.09.29 05:05 | modify | 7 | 0.10 | 1.05114 | 1.05614 | 1.06114 | ||
39 | 2023.09.29 08:30 | t/p | 7 | 0.10 | 1.06114 | 1.05614 | 1.06114 | 99.36 | 10324.07 |
40 | 2023.09.29 08:30 | t/p | 8 | 0.10 | 1.06114 | 1.05614 | 1.06114 | 62.56 | 10386.63 |
41 | 2023.09.29 08:30 | t/p | 9 | 0.10 | 1.06114 | 1.05614 | 1.06114 | 47.46 | 10434.09 |
42 | 2023.09.29 08:30 | t/p | 10 | 0.10 | 1.06114 | 1.05614 | 1.06114 | 23.30 | 10457.39 |
43 | 2023.11.06 08:00 | sell | 11 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
44 | 2023.11.06 08:00 | modify | 11 | 0.10 | 1.07333 | 1.08733 | 1.06333 | ||
45 | 2023.11.07 07:20 | sell | 12 | 0.10 | 1.06978 | 0.00000 | 0.00000 | ||
46 | 2023.11.07 07:20 | modify | 12 | 0.10 | 1.06978 | 1.07283 | 1.06333 | ||
47 | 2023.11.07 07:20 | modify | 11 | 0.10 | 1.07333 | 1.07283 | 1.06333 | ||
48 | 2023.11.07 09:33 | sell | 13 | 0.10 | 1.06830 | 0.00000 | 0.00000 | ||
49 | 2023.11.07 09:33 | modify | 13 | 0.10 | 1.06830 | 1.07083 | 1.06333 | ||
50 | 2023.11.07 09:33 | modify | 12 | 0.10 | 1.06978 | 1.07083 | 1.06333 | ||
51 | 2023.11.07 09:33 | modify | 11 | 0.10 | 1.07333 | 1.07083 | 1.06333 | ||
52 | 2023.11.08 15:40 | s/l | 11 | 0.10 | 1.07083 | 1.07083 | 1.06333 | 25.44 | 10482.83 |
53 | 2023.11.08 15:40 | s/l | 12 | 0.10 | 1.07083 | 1.07083 | 1.06333 | -10.28 | 10472.55 |
54 | 2023.11.08 15:40 | s/l | 13 | 0.10 | 1.07083 | 1.07083 | 1.06333 | -25.08 | 10447.47 |
55 | 2023.12.15 08:00 | sell | 14 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
56 | 2023.12.15 08:00 | modify | 14 | 0.10 | 1.09938 | 1.11338 | 1.08938 | ||
57 | 2023.12.15 09:00 | sell | 15 | 0.10 | 1.09560 | 0.00000 | 0.00000 | ||
58 | 2023.12.15 09:00 | modify | 15 | 0.10 | 1.09560 | 1.09888 | 1.08938 | ||
59 | 2023.12.15 09:00 | modify | 14 | 0.10 | 1.09938 | 1.09888 | 1.08938 | ||
60 | 2023.12.15 12:50 | sell | 16 | 0.10 | 1.09433 | 0.00000 | 0.00000 | ||
61 | 2023.12.15 12:50 | modify | 16 | 0.10 | 1.09433 | 1.09688 | 1.08938 | ||
62 | 2023.12.15 12:50 | modify | 15 | 0.10 | 1.09560 | 1.09688 | 1.08938 | ||
63 | 2023.12.15 12:50 | modify | 14 | 0.10 | 1.09938 | 1.09688 | 1.08938 | ||
64 | 2023.12.15 14:00 | sell | 17 | 0.10 | 1.09164 | 0.00000 | 0.00000 | ||
65 | 2023.12.15 14:00 | modify | 17 | 0.10 | 1.09164 | 1.09438 | 1.08938 | ||
66 | 2023.12.15 14:00 | modify | 16 | 0.10 | 1.09433 | 1.09438 | 1.08938 | ||
67 | 2023.12.15 14:00 | modify | 15 | 0.10 | 1.09560 | 1.09438 | 1.08938 | ||
68 | 2023.12.15 14:00 | modify | 14 | 0.10 | 1.09938 | 1.09438 | 1.08938 | ||
69 | 2023.12.15 18:40 | t/p | 14 | 0.10 | 1.08938 | 1.09438 | 1.08938 | 100.00 | 10547.47 |
70 | 2023.12.15 18:40 | t/p | 15 | 0.10 | 1.08938 | 1.09438 | 1.08938 | 62.20 | 10609.67 |
71 | 2023.12.15 18:40 | t/p | 16 | 0.10 | 1.08938 | 1.09438 | 1.08938 | 49.50 | 10659.17 |
72 | 2023.12.15 18:40 | t/p | 17 | 0.10 | 1.08938 | 1.09438 | 1.08938 | 22.60 | 10681.77 |
73 | 2023.12.28 08:00 | sell | 18 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
74 | 2023.12.28 08:00 | modify | 18 | 0.10 | 1.11167 | 1.12567 | 1.10167 | ||
75 | 2023.12.28 17:15 | sell | 19 | 0.10 | 1.10659 | 0.00000 | 0.00000 | ||
76 | 2023.12.28 17:15 | modify | 19 | 0.10 | 1.10659 | 1.10917 | 1.10167 | ||
77 | 2023.12.28 17:15 | modify | 18 | 0.10 | 1.11167 | 1.10917 | 1.10167 | ||
78 | 2023.12.29 01:35 | sell | 20 | 0.10 | 1.10809 | 0.00000 | 0.00000 | ||
79 | 2023.12.29 01:35 | modify | 20 | 0.10 | 1.10809 | 1.11117 | 1.10167 | ||
80 | 2023.12.29 01:40 | modify | 20 | 0.10 | 1.10809 | 1.10917 | 1.10167 | ||
81 | 2023.12.29 19:59 | sell | 21 | 0.10 | 1.10407 | 0.00000 | 0.00000 | ||
82 | 2023.12.29 19:59 | modify | 21 | 0.10 | 1.10407 | 1.10667 | 1.10167 | ||
83 | 2023.12.29 19:59 | modify | 19 | 0.10 | 1.10659 | 1.10667 | 1.10167 | ||
84 | 2023.12.29 19:59 | modify | 20 | 0.10 | 1.10809 | 1.10667 | 1.10167 | ||
85 | 2023.12.29 19:59 | modify | 18 | 0.10 | 1.11167 | 1.10667 | 1.10167 | ||
86 | 2023.12.29 21:06 | t/p | 18 | 0.10 | 1.10167 | 1.10667 | 1.10167 | 100.22 | 10781.99 |
87 | 2023.12.29 21:06 | t/p | 19 | 0.10 | 1.10167 | 1.10667 | 1.10167 | 49.42 | 10831.41 |
88 | 2023.12.29 21:06 | t/p | 20 | 0.10 | 1.10167 | 1.10667 | 1.10167 | 64.20 | 10895.61 |
89 | 2023.12.29 21:06 | t/p | 21 | 0.10 | 1.10167 | 1.10667 | 1.10167 | 24.00 | 10919.61 |