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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=8; 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 | 815.20 | Gross profit | 1446.96 | Gross loss | -631.76 |
Profit factor | 2.29 | Expected payoff | 33.97 | ||
Absolute drawdown | 296.35 | Maximal drawdown | 382.10 (3.79%) | Relative drawdown | 3.79% (382.10) |
Total trades | 24 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 150.65 | loss trade | -104.05 | |
Average | profit trade | 96.46 | loss trade | -70.20 | |
Maximum | consecutive wins (profit in money) | 7 (626.23) | consecutive losses (loss in money) | 4 (-330.60) | |
Maximal | consecutive profit (count of wins) | 626.23 (7) | consecutive loss (count of losses) | -330.60 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.13 00:00 | sell | 1 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
2 | 2023.01.13 00:00 | modify | 1 | 0.10 | 0.69664 | 0.70664 | 0.68164 | ||
3 | 2023.01.19 08:00 | sell | 2 | 0.10 | 0.68887 | 0.00000 | 0.00000 | ||
4 | 2023.01.19 08:00 | modify | 2 | 0.10 | 0.68887 | 0.69139 | 0.68164 | ||
5 | 2023.01.19 08:00 | modify | 1 | 0.10 | 0.69664 | 0.69139 | 0.68164 | ||
6 | 2023.01.19 16:00 | s/l | 1 | 0.10 | 0.69139 | 0.69139 | 0.68164 | 53.15 | 10053.15 |
7 | 2023.01.19 16:00 | s/l | 2 | 0.10 | 0.69139 | 0.69139 | 0.68164 | -25.20 | 10027.95 |
8 | 2023.01.23 04:00 | sell | 3 | 0.10 | 0.69833 | 0.00000 | 0.00000 | ||
9 | 2023.01.23 04:00 | modify | 3 | 0.10 | 0.69833 | 0.70833 | 0.68333 | ||
10 | 2023.01.25 04:00 | s/l | 3 | 0.10 | 0.70833 | 0.70833 | 0.68333 | -99.78 | 9928.17 |
11 | 2023.01.31 00:00 | buy | 4 | 0.10 | 0.70604 | 0.00000 | 0.00000 | ||
12 | 2023.01.31 00:00 | modify | 4 | 0.10 | 0.70604 | 0.69604 | 0.72104 | ||
13 | 2023.02.03 16:00 | s/l | 4 | 0.10 | 0.69604 | 0.69604 | 0.72104 | -101.56 | 9826.61 |
14 | 2023.02.06 04:00 | buy | 5 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
15 | 2023.02.06 04:00 | modify | 5 | 0.10 | 0.69280 | 0.68280 | 0.70780 | ||
16 | 2023.02.17 12:00 | s/l | 5 | 0.10 | 0.68280 | 0.68280 | 0.70780 | -104.05 | 9722.55 |
17 | 2023.03.08 00:00 | buy | 6 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
18 | 2023.03.08 00:00 | modify | 6 | 0.10 | 0.65914 | 0.64914 | 0.67414 | ||
19 | 2023.03.16 08:00 | buy | 7 | 0.10 | 0.66613 | 0.00000 | 0.00000 | ||
20 | 2023.03.16 08:00 | modify | 7 | 0.10 | 0.66613 | 0.66064 | 0.67414 | ||
21 | 2023.03.16 08:00 | modify | 6 | 0.10 | 0.65914 | 0.66064 | 0.67414 | ||
22 | 2023.03.22 20:00 | t/p | 6 | 0.10 | 0.67414 | 0.66064 | 0.67414 | 145.63 | 9868.18 |
23 | 2023.03.22 20:00 | t/p | 7 | 0.10 | 0.67414 | 0.66064 | 0.67414 | 78.85 | 9947.04 |
24 | 2023.04.04 00:00 | sell | 8 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
25 | 2023.04.04 00:00 | modify | 8 | 0.10 | 0.67859 | 0.68859 | 0.66359 | ||
26 | 2023.04.05 08:00 | sell | 9 | 0.10 | 0.67105 | 0.00000 | 0.00000 | ||
27 | 2023.04.05 08:00 | modify | 9 | 0.10 | 0.67105 | 0.67334 | 0.66359 | ||
28 | 2023.04.05 08:00 | modify | 8 | 0.10 | 0.67859 | 0.67334 | 0.66359 | ||
29 | 2023.04.06 00:00 | sell | 10 | 0.10 | 0.67157 | 0.00000 | 0.00000 | ||
30 | 2023.04.06 00:00 | modify | 10 | 0.10 | 0.67157 | 0.67709 | 0.66359 | ||
31 | 2023.04.06 04:00 | modify | 10 | 0.10 | 0.67157 | 0.67334 | 0.66359 | ||
32 | 2023.04.06 12:00 | sell | 11 | 0.10 | 0.66939 | 0.00000 | 0.00000 | ||
33 | 2023.04.06 12:00 | modify | 11 | 0.10 | 0.66939 | 0.67484 | 0.66359 | ||
34 | 2023.04.06 16:00 | modify | 11 | 0.10 | 0.66939 | 0.67334 | 0.66359 | ||
35 | 2023.04.10 16:00 | t/p | 8 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 150.65 | 10097.69 |
36 | 2023.04.10 16:00 | t/p | 9 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 75.14 | 10172.83 |
37 | 2023.04.10 16:00 | t/p | 10 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 80.02 | 10252.84 |
38 | 2023.04.10 16:00 | t/p | 11 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 58.22 | 10311.06 |
39 | 2023.04.14 00:00 | sell | 12 | 0.10 | 0.67833 | 0.00000 | 0.00000 | ||
40 | 2023.04.14 00:00 | modify | 12 | 0.10 | 0.67833 | 0.68833 | 0.66333 | ||
41 | 2023.04.17 16:00 | sell | 13 | 0.10 | 0.66913 | 0.00000 | 0.00000 | ||
42 | 2023.04.17 16:00 | modify | 13 | 0.10 | 0.66913 | 0.67458 | 0.66333 | ||
43 | 2023.04.17 16:00 | modify | 12 | 0.10 | 0.67833 | 0.67458 | 0.66333 | ||
44 | 2023.04.18 12:00 | s/l | 12 | 0.10 | 0.67458 | 0.67458 | 0.66333 | 37.72 | 10348.78 |
45 | 2023.04.18 12:00 | s/l | 13 | 0.10 | 0.67458 | 0.67458 | 0.66333 | -54.39 | 10294.38 |
46 | 2023.05.25 00:00 | buy | 14 | 0.10 | 0.65456 | 0.00000 | 0.00000 | ||
47 | 2023.05.25 00:00 | modify | 14 | 0.10 | 0.65456 | 0.64456 | 0.66956 | ||
48 | 2023.06.02 12:00 | buy | 15 | 0.10 | 0.66213 | 0.00000 | 0.00000 | ||
49 | 2023.06.02 12:00 | modify | 15 | 0.10 | 0.66213 | 0.65981 | 0.66956 | ||
50 | 2023.06.02 12:00 | modify | 14 | 0.10 | 0.65456 | 0.65981 | 0.66956 | ||
51 | 2023.06.04 20:00 | s/l | 14 | 0.10 | 0.65981 | 0.65981 | 0.66956 | 50.00 | 10344.39 |
52 | 2023.06.04 20:00 | s/l | 15 | 0.10 | 0.65981 | 0.65981 | 0.66956 | -23.20 | 10321.19 |
53 | 2023.06.09 00:00 | sell | 16 | 0.10 | 0.67120 | 0.00000 | 0.00000 | ||
54 | 2023.06.09 00:00 | modify | 16 | 0.10 | 0.67120 | 0.68120 | 0.65620 | ||
55 | 2023.06.14 16:00 | s/l | 16 | 0.10 | 0.68120 | 0.68120 | 0.65620 | -99.68 | 10221.51 |
56 | 2023.07.26 00:00 | sell | 17 | 0.10 | 0.67870 | 0.00000 | 0.00000 | ||
57 | 2023.07.26 00:00 | modify | 17 | 0.10 | 0.67870 | 0.68870 | 0.66370 | ||
58 | 2023.07.28 08:00 | t/p | 17 | 0.10 | 0.66370 | 0.68870 | 0.66370 | 150.43 | 10371.95 |
59 | 2023.08.24 04:00 | sell | 18 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
60 | 2023.08.24 04:00 | modify | 18 | 0.10 | 0.64798 | 0.65798 | 0.63298 | ||
61 | 2023.08.27 20:00 | sell | 19 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
62 | 2023.08.27 20:00 | modify | 19 | 0.10 | 0.64020 | 0.64273 | 0.63298 | ||
63 | 2023.08.27 20:00 | modify | 18 | 0.10 | 0.64798 | 0.64273 | 0.63298 | ||
64 | 2023.08.28 04:00 | s/l | 18 | 0.10 | 0.64273 | 0.64273 | 0.63298 | 52.72 | 10424.66 |
65 | 2023.08.28 04:00 | s/l | 19 | 0.10 | 0.64273 | 0.64273 | 0.63298 | -25.19 | 10399.47 |
66 | 2023.10.13 00:00 | buy | 20 | 0.10 | 0.63187 | 0.00000 | 0.00000 | ||
67 | 2023.10.13 00:00 | modify | 20 | 0.10 | 0.63187 | 0.62187 | 0.64687 | ||
68 | 2023.11.01 20:00 | buy | 21 | 0.10 | 0.63940 | 0.00000 | 0.00000 | ||
69 | 2023.11.01 20:00 | modify | 21 | 0.10 | 0.63940 | 0.63712 | 0.64687 | ||
70 | 2023.11.01 20:00 | modify | 20 | 0.10 | 0.63187 | 0.63712 | 0.64687 | ||
71 | 2023.11.03 16:00 | t/p | 20 | 0.10 | 0.64687 | 0.63712 | 0.64687 | 143.45 | 10542.92 |
72 | 2023.11.03 16:00 | t/p | 21 | 0.10 | 0.64687 | 0.63712 | 0.64687 | 73.45 | 10616.37 |
73 | 2023.11.06 04:00 | sell | 22 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
74 | 2023.11.06 04:00 | modify | 22 | 0.10 | 0.65116 | 0.66116 | 0.63616 | ||
75 | 2023.11.10 00:00 | t/p | 22 | 0.10 | 0.63616 | 0.66116 | 0.63616 | 150.65 | 10767.02 |
76 | 2023.11.15 00:00 | sell | 23 | 0.10 | 0.64978 | 0.00000 | 0.00000 | ||
77 | 2023.11.15 00:00 | modify | 23 | 0.10 | 0.64978 | 0.65978 | 0.63478 | ||
78 | 2023.11.27 12:00 | s/l | 23 | 0.10 | 0.65978 | 0.65978 | 0.63478 | -98.70 | 10668.32 |
79 | 2023.12.06 00:00 | buy | 24 | 0.10 | 0.65574 | 0.00000 | 0.00000 | ||
80 | 2023.12.06 00:00 | modify | 24 | 0.10 | 0.65574 | 0.64574 | 0.67074 | ||
81 | 2023.12.14 04:00 | t/p | 24 | 0.10 | 0.67074 | 0.64574 | 0.67074 | 146.88 | 10815.20 |