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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=70; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 850.93 | Gross profit | 1081.94 | Gross loss | -231.01 |
Profit factor | 4.68 | Expected payoff | 28.36 | ||
Absolute drawdown | 11.60 | Maximal drawdown | 344.01 (3.30%) | Relative drawdown | 3.30% (344.01) |
Total trades | 30 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
Largest | profit trade | 100.44 | loss trade | -71.28 | |
Average | profit trade | 49.18 | loss trade | -28.88 | |
Maximum | consecutive wins (profit in money) | 9 (470.35) | consecutive losses (loss in money) | 4 (-148.85) | |
Maximal | consecutive profit (count of wins) | 470.35 (9) | consecutive loss (count of losses) | -148.85 (4) | |
Average | consecutive wins | 4 | 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 | 1.11353 | 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 15:10 | sell | 3 | 0.10 | 1.10032 | 0.00000 | 0.00000 | ||
7 | 2023.04.14 15:10 | modify | 3 | 0.10 | 1.10032 | 1.10403 | 1.09653 | ||
8 | 2023.04.14 15:10 | modify | 2 | 0.10 | 1.10299 | 1.10403 | 1.09653 | ||
9 | 2023.04.14 15:10 | modify | 1 | 0.10 | 1.10653 | 1.10403 | 1.09653 | ||
10 | 2023.04.14 17:35 | sell | 4 | 0.10 | 1.09847 | 0.00000 | 0.00000 | ||
11 | 2023.04.14 17:35 | modify | 4 | 0.10 | 1.09847 | 1.10303 | 1.09653 | ||
12 | 2023.04.14 17:35 | modify | 3 | 0.10 | 1.10032 | 1.10303 | 1.09653 | ||
13 | 2023.04.14 17:35 | modify | 2 | 0.10 | 1.10299 | 1.10303 | 1.09653 | ||
14 | 2023.04.14 17:35 | modify | 1 | 0.10 | 1.10653 | 1.10303 | 1.09653 | ||
15 | 2023.04.17 01:40 | t/p | 1 | 0.10 | 1.09653 | 1.10303 | 1.09653 | 100.22 | 10100.22 |
16 | 2023.04.17 01:40 | t/p | 2 | 0.10 | 1.09653 | 1.10303 | 1.09653 | 64.82 | 10165.04 |
17 | 2023.04.17 01:40 | t/p | 3 | 0.10 | 1.09653 | 1.10303 | 1.09653 | 38.12 | 10203.16 |
18 | 2023.04.17 01:40 | t/p | 4 | 0.10 | 1.09653 | 1.10303 | 1.09653 | 19.62 | 10222.78 |
19 | 2023.06.23 12:00 | buy | 5 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
20 | 2023.06.23 12:00 | modify | 5 | 0.10 | 1.08792 | 1.08092 | 1.09792 | ||
21 | 2023.06.26 11:30 | buy | 6 | 0.10 | 1.09168 | 0.00000 | 0.00000 | ||
22 | 2023.06.26 11:30 | modify | 6 | 0.10 | 1.09168 | 1.08842 | 1.09792 | ||
23 | 2023.06.26 11:30 | modify | 5 | 0.10 | 1.08792 | 1.08842 | 1.09792 | ||
24 | 2023.06.27 07:30 | buy | 7 | 0.10 | 1.09410 | 0.00000 | 0.00000 | ||
25 | 2023.06.27 07:30 | modify | 7 | 0.10 | 1.09410 | 1.09042 | 1.09792 | ||
26 | 2023.06.27 07:30 | modify | 6 | 0.10 | 1.09168 | 1.09042 | 1.09792 | ||
27 | 2023.06.27 07:30 | modify | 5 | 0.10 | 1.08792 | 1.09042 | 1.09792 | ||
28 | 2023.06.27 12:20 | buy | 8 | 0.10 | 1.09598 | 0.00000 | 0.00000 | ||
29 | 2023.06.27 12:20 | modify | 8 | 0.10 | 1.09598 | 1.09142 | 1.09792 | ||
30 | 2023.06.27 12:20 | modify | 7 | 0.10 | 1.09410 | 1.09142 | 1.09792 | ||
31 | 2023.06.27 12:20 | modify | 6 | 0.10 | 1.09168 | 1.09142 | 1.09792 | ||
32 | 2023.06.27 12:20 | modify | 5 | 0.10 | 1.08792 | 1.09142 | 1.09792 | ||
33 | 2023.06.28 14:30 | s/l | 5 | 0.10 | 1.09142 | 1.09142 | 1.09792 | 33.07 | 10255.85 |
34 | 2023.06.28 14:30 | s/l | 6 | 0.10 | 1.09142 | 1.09142 | 1.09792 | -3.88 | 10251.97 |
35 | 2023.06.28 14:30 | s/l | 7 | 0.10 | 1.09142 | 1.09142 | 1.09792 | -27.44 | 10224.52 |
36 | 2023.06.28 14:30 | s/l | 8 | 0.10 | 1.09142 | 1.09142 | 1.09792 | -46.24 | 10178.28 |
37 | 2023.07.21 16:00 | buy | 9 | 0.10 | 1.11225 | 0.00000 | 0.00000 | ||
38 | 2023.07.21 16:00 | modify | 9 | 0.10 | 1.11225 | 1.10525 | 1.12225 | ||
39 | 2023.07.25 09:30 | s/l | 9 | 0.10 | 1.10525 | 1.10525 | 1.12225 | -71.28 | 10107.00 |
40 | 2023.08.10 16:00 | sell | 10 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
41 | 2023.08.10 16:00 | modify | 10 | 0.10 | 1.10152 | 1.10852 | 1.09152 | ||
42 | 2023.08.10 17:50 | sell | 11 | 0.10 | 1.09796 | 0.00000 | 0.00000 | ||
43 | 2023.08.10 17:50 | modify | 11 | 0.10 | 1.09796 | 1.10102 | 1.09152 | ||
44 | 2023.08.10 17:50 | modify | 10 | 0.10 | 1.10152 | 1.10102 | 1.09152 | ||
45 | 2023.08.11 13:40 | sell | 12 | 0.10 | 1.09548 | 0.00000 | 0.00000 | ||
46 | 2023.08.11 13:40 | modify | 12 | 0.10 | 1.09548 | 1.09902 | 1.09152 | ||
47 | 2023.08.11 13:40 | modify | 11 | 0.10 | 1.09796 | 1.09902 | 1.09152 | ||
48 | 2023.08.11 13:40 | modify | 10 | 0.10 | 1.10152 | 1.09902 | 1.09152 | ||
49 | 2023.08.14 01:30 | sell | 13 | 0.10 | 1.09346 | 0.00000 | 0.00000 | ||
50 | 2023.08.14 01:30 | modify | 13 | 0.10 | 1.09346 | 1.09802 | 1.09152 | ||
51 | 2023.08.14 01:30 | modify | 12 | 0.10 | 1.09548 | 1.09802 | 1.09152 | ||
52 | 2023.08.14 01:30 | modify | 11 | 0.10 | 1.09796 | 1.09802 | 1.09152 | ||
53 | 2023.08.14 01:30 | modify | 10 | 0.10 | 1.10152 | 1.09802 | 1.09152 | ||
54 | 2023.08.14 12:40 | t/p | 10 | 0.10 | 1.09152 | 1.09802 | 1.09152 | 100.44 | 10207.44 |
55 | 2023.08.14 12:40 | t/p | 11 | 0.10 | 1.09152 | 1.09802 | 1.09152 | 64.84 | 10272.28 |
56 | 2023.08.14 12:40 | t/p | 12 | 0.10 | 1.09152 | 1.09802 | 1.09152 | 39.82 | 10312.09 |
57 | 2023.08.14 12:40 | t/p | 13 | 0.10 | 1.09152 | 1.09802 | 1.09152 | 19.40 | 10331.49 |
58 | 2023.09.28 08:00 | buy | 14 | 0.10 | 1.05114 | 0.00000 | 0.00000 | ||
59 | 2023.09.28 08:00 | modify | 14 | 0.10 | 1.05114 | 1.04414 | 1.06114 | ||
60 | 2023.09.28 11:30 | buy | 15 | 0.10 | 1.05482 | 0.00000 | 0.00000 | ||
61 | 2023.09.28 11:30 | modify | 15 | 0.10 | 1.05482 | 1.05164 | 1.06114 | ||
62 | 2023.09.28 11:30 | modify | 14 | 0.10 | 1.05114 | 1.05164 | 1.06114 | ||
63 | 2023.09.29 01:20 | buy | 16 | 0.10 | 1.05714 | 0.00000 | 0.00000 | ||
64 | 2023.09.29 01:20 | modify | 16 | 0.10 | 1.05714 | 1.05364 | 1.06114 | ||
65 | 2023.09.29 01:20 | modify | 15 | 0.10 | 1.05482 | 1.05364 | 1.06114 | ||
66 | 2023.09.29 01:20 | modify | 14 | 0.10 | 1.05114 | 1.05364 | 1.06114 | ||
67 | 2023.09.29 06:55 | buy | 17 | 0.10 | 1.05929 | 0.00000 | 0.00000 | ||
68 | 2023.09.29 06:55 | modify | 17 | 0.10 | 1.05929 | 1.05464 | 1.06114 | ||
69 | 2023.09.29 06:55 | modify | 16 | 0.10 | 1.05714 | 1.05464 | 1.06114 | ||
70 | 2023.09.29 06:55 | modify | 15 | 0.10 | 1.05482 | 1.05464 | 1.06114 | ||
71 | 2023.09.29 06:55 | modify | 14 | 0.10 | 1.05114 | 1.05464 | 1.06114 | ||
72 | 2023.09.29 08:30 | t/p | 14 | 0.10 | 1.06114 | 1.05464 | 1.06114 | 99.36 | 10430.85 |
73 | 2023.09.29 08:30 | t/p | 15 | 0.10 | 1.06114 | 1.05464 | 1.06114 | 62.56 | 10493.41 |
74 | 2023.09.29 08:30 | t/p | 16 | 0.10 | 1.06114 | 1.05464 | 1.06114 | 40.00 | 10533.41 |
75 | 2023.09.29 08:30 | t/p | 17 | 0.10 | 1.06114 | 1.05464 | 1.06114 | 18.50 | 10551.91 |
76 | 2023.11.06 08:00 | sell | 18 | 0.10 | 1.07333 | 0.00000 | 0.00000 | ||
77 | 2023.11.06 08:00 | modify | 18 | 0.10 | 1.07333 | 1.08033 | 1.06333 | ||
78 | 2023.11.07 07:20 | sell | 19 | 0.10 | 1.06978 | 0.00000 | 0.00000 | ||
79 | 2023.11.07 07:20 | modify | 19 | 0.10 | 1.06978 | 1.07283 | 1.06333 | ||
80 | 2023.11.07 07:20 | modify | 18 | 0.10 | 1.07333 | 1.07283 | 1.06333 | ||
81 | 2023.11.07 11:30 | sell | 20 | 0.10 | 1.06719 | 0.00000 | 0.00000 | ||
82 | 2023.11.07 11:30 | modify | 20 | 0.10 | 1.06719 | 1.07083 | 1.06333 | ||
83 | 2023.11.07 11:30 | modify | 19 | 0.10 | 1.06978 | 1.07083 | 1.06333 | ||
84 | 2023.11.07 11:30 | modify | 18 | 0.10 | 1.07333 | 1.07083 | 1.06333 | ||
85 | 2023.11.08 15:40 | s/l | 18 | 0.10 | 1.07083 | 1.07083 | 1.06333 | 25.44 | 10577.35 |
86 | 2023.11.08 15:40 | s/l | 19 | 0.10 | 1.07083 | 1.07083 | 1.06333 | -10.28 | 10567.07 |
87 | 2023.11.08 15:40 | s/l | 20 | 0.10 | 1.07083 | 1.07083 | 1.06333 | -36.18 | 10530.89 |
88 | 2023.11.15 08:00 | sell | 21 | 0.10 | 1.08728 | 0.00000 | 0.00000 | ||
89 | 2023.11.15 08:00 | modify | 21 | 0.10 | 1.08728 | 1.09428 | 1.07728 | ||
90 | 2023.11.15 14:55 | sell | 22 | 0.10 | 1.08360 | 0.00000 | 0.00000 | ||
91 | 2023.11.15 14:55 | modify | 22 | 0.10 | 1.08360 | 1.08678 | 1.07728 | ||
92 | 2023.11.15 14:55 | modify | 21 | 0.10 | 1.08728 | 1.08678 | 1.07728 | ||
93 | 2023.11.15 15:40 | s/l | 21 | 0.10 | 1.08678 | 1.08678 | 1.07728 | 5.00 | 10535.89 |
94 | 2023.11.15 15:40 | s/l | 22 | 0.10 | 1.08678 | 1.08678 | 1.07728 | -31.80 | 10504.09 |
95 | 2023.12.15 08:00 | sell | 23 | 0.10 | 1.09938 | 0.00000 | 0.00000 | ||
96 | 2023.12.15 08:00 | modify | 23 | 0.10 | 1.09938 | 1.10638 | 1.08938 | ||
97 | 2023.12.15 09:00 | sell | 24 | 0.10 | 1.09560 | 0.00000 | 0.00000 | ||
98 | 2023.12.15 09:00 | modify | 24 | 0.10 | 1.09560 | 1.09888 | 1.08938 | ||
99 | 2023.12.15 09:00 | modify | 23 | 0.10 | 1.09938 | 1.09888 | 1.08938 | ||
100 | 2023.12.15 13:20 | sell | 25 | 0.10 | 1.09322 | 0.00000 | 0.00000 | ||
101 | 2023.12.15 13:20 | modify | 25 | 0.10 | 1.09322 | 1.09688 | 1.08938 | ||
102 | 2023.12.15 13:20 | modify | 24 | 0.10 | 1.09560 | 1.09688 | 1.08938 | ||
103 | 2023.12.15 13:20 | modify | 23 | 0.10 | 1.09938 | 1.09688 | 1.08938 | ||
104 | 2023.12.15 14:05 | sell | 26 | 0.10 | 1.09119 | 0.00000 | 0.00000 | ||
105 | 2023.12.15 14:05 | modify | 26 | 0.10 | 1.09119 | 1.09588 | 1.08938 | ||
106 | 2023.12.15 14:05 | modify | 25 | 0.10 | 1.09322 | 1.09588 | 1.08938 | ||
107 | 2023.12.15 14:05 | modify | 24 | 0.10 | 1.09560 | 1.09588 | 1.08938 | ||
108 | 2023.12.15 14:05 | modify | 23 | 0.10 | 1.09938 | 1.09588 | 1.08938 | ||
109 | 2023.12.15 18:40 | t/p | 23 | 0.10 | 1.08938 | 1.09588 | 1.08938 | 100.00 | 10604.09 |
110 | 2023.12.15 18:40 | t/p | 24 | 0.10 | 1.08938 | 1.09588 | 1.08938 | 62.20 | 10666.29 |
111 | 2023.12.15 18:40 | t/p | 25 | 0.10 | 1.08938 | 1.09588 | 1.08938 | 38.40 | 10704.69 |
112 | 2023.12.15 18:40 | t/p | 26 | 0.10 | 1.08938 | 1.09588 | 1.08938 | 18.10 | 10722.79 |
113 | 2023.12.28 08:00 | sell | 27 | 0.10 | 1.11167 | 0.00000 | 0.00000 | ||
114 | 2023.12.28 08:00 | modify | 27 | 0.10 | 1.11167 | 1.11867 | 1.10167 | ||
115 | 2023.12.28 18:40 | sell | 28 | 0.10 | 1.10552 | 0.00000 | 0.00000 | ||
116 | 2023.12.28 18:40 | modify | 28 | 0.10 | 1.10552 | 1.10917 | 1.10167 | ||
117 | 2023.12.28 18:40 | modify | 27 | 0.10 | 1.11167 | 1.10917 | 1.10167 | ||
118 | 2023.12.29 01:35 | sell | 29 | 0.10 | 1.10809 | 0.00000 | 0.00000 | ||
119 | 2023.12.29 01:35 | modify | 29 | 0.10 | 1.10809 | 1.11117 | 1.10167 | ||
120 | 2023.12.29 01:40 | modify | 29 | 0.10 | 1.10809 | 1.10917 | 1.10167 | ||
121 | 2023.12.29 21:20 | sell | 30 | 0.10 | 1.10365 | 0.00000 | 0.00000 | ||
122 | 2023.12.29 21:20 | modify | 30 | 0.10 | 1.10365 | 1.10817 | 1.10167 | ||
123 | 2023.12.29 21:20 | modify | 28 | 0.10 | 1.10552 | 1.10817 | 1.10167 | ||
124 | 2023.12.29 21:20 | modify | 29 | 0.10 | 1.10809 | 1.10817 | 1.10167 | ||
125 | 2023.12.29 21:20 | modify | 27 | 0.10 | 1.11167 | 1.10817 | 1.10167 | ||
126 | 2023.12.29 23:59 | close at stop | 30 | 0.10 | 1.10404 | 1.10817 | 1.10167 | -3.90 | 10718.89 |
127 | 2023.12.29 23:59 | close at stop | 29 | 0.10 | 1.10404 | 1.10817 | 1.10167 | 40.50 | 10759.39 |
128 | 2023.12.29 23:59 | close at stop | 28 | 0.10 | 1.10404 | 1.10817 | 1.10167 | 15.02 | 10774.41 |
129 | 2023.12.29 23:59 | close at stop | 27 | 0.10 | 1.10404 | 1.10817 | 1.10167 | 76.52 | 10850.93 |