Symbol | EURAUD (Euro vs Australian 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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 4218 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 649.22 | Gross profit | 942.55 | Gross loss | -293.33 |
Profit factor | 3.21 | Expected payoff | 40.58 | ||
Absolute drawdown | 51.90 | Maximal drawdown | 139.31 (1.38%) | Relative drawdown | 1.38% (139.31) |
Total trades | 16 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 98.76 | loss trade | -68.57 | |
Average | profit trade | 85.69 | loss trade | -58.67 | |
Maximum | consecutive wins (profit in money) | 5 (411.19) | consecutive losses (loss in money) | 2 (-131.86) | |
Maximal | consecutive profit (count of wins) | 411.19 (5) | consecutive loss (count of losses) | -131.86 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.02.03 16:00 | sell | 1 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
2 | 2023.02.03 16:00 | modify | 1 | 0.10 | 1.55647 | 1.56647 | 1.54147 | ||
3 | 2023.02.07 20:00 | t/p | 1 | 0.10 | 1.54147 | 1.56647 | 1.54147 | 98.51 | 10098.51 |
4 | 2023.03.07 04:00 | sell | 2 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
5 | 2023.03.07 04:00 | modify | 2 | 0.10 | 1.59194 | 1.60194 | 1.57694 | ||
6 | 2023.03.07 16:00 | s/l | 2 | 0.10 | 1.60194 | 1.60194 | 1.57694 | -65.86 | 10032.65 |
7 | 2023.03.21 12:00 | sell | 3 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
8 | 2023.03.21 12:00 | modify | 3 | 0.10 | 1.61279 | 1.62279 | 1.59779 | ||
9 | 2023.03.22 20:00 | s/l | 3 | 0.10 | 1.62279 | 1.62279 | 1.59779 | -66.00 | 9966.65 |
10 | 2023.04.26 12:00 | sell | 4 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
11 | 2023.04.26 12:00 | modify | 4 | 0.10 | 1.67293 | 1.68293 | 1.65793 | ||
12 | 2023.04.27 20:00 | sell | 5 | 0.10 | 1.66290 | 0.00000 | 0.00000 | ||
13 | 2023.04.27 20:00 | modify | 5 | 0.10 | 1.66290 | 1.66693 | 1.65793 | ||
14 | 2023.04.27 20:00 | modify | 4 | 0.10 | 1.67293 | 1.66693 | 1.65793 | ||
15 | 2023.04.28 08:00 | s/l | 4 | 0.10 | 1.66693 | 1.66693 | 1.65793 | 38.97 | 10005.62 |
16 | 2023.04.28 08:00 | s/l | 5 | 0.10 | 1.66693 | 1.66693 | 1.65793 | -26.68 | 9978.95 |
17 | 2023.05.02 08:00 | buy | 6 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
18 | 2023.05.02 08:00 | modify | 6 | 0.10 | 1.63957 | 1.62957 | 1.65457 | ||
19 | 2023.05.03 08:00 | t/p | 6 | 0.10 | 1.65457 | 1.62957 | 1.65457 | 98.57 | 10077.51 |
20 | 2023.06.02 16:00 | buy | 7 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
21 | 2023.06.02 16:00 | modify | 7 | 0.10 | 1.62136 | 1.61136 | 1.63636 | ||
22 | 2023.06.06 08:00 | s/l | 7 | 0.10 | 1.61136 | 1.61136 | 1.63636 | -66.23 | 10011.28 |
23 | 2023.07.13 16:00 | buy | 8 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
24 | 2023.07.13 16:00 | modify | 8 | 0.10 | 1.62918 | 1.61918 | 1.64418 | ||
25 | 2023.07.17 04:00 | t/p | 8 | 0.10 | 1.64418 | 1.61918 | 1.64418 | 98.38 | 10109.66 |
26 | 2023.07.25 16:00 | buy | 9 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
27 | 2023.07.25 16:00 | modify | 9 | 0.10 | 1.62799 | 1.61799 | 1.64299 | ||
28 | 2023.07.26 04:00 | buy | 10 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
29 | 2023.07.26 04:00 | modify | 10 | 0.10 | 1.63416 | 1.63099 | 1.64299 | ||
30 | 2023.07.26 04:00 | buy | 11 | 0.10 | 1.63416 | 0.00000 | 0.00000 | ||
31 | 2023.07.26 04:00 | modify | 11 | 0.10 | 1.63416 | 1.63174 | 1.64299 | ||
32 | 2023.07.26 04:00 | modify | 9 | 0.10 | 1.62799 | 1.63174 | 1.64299 | ||
33 | 2023.07.26 08:00 | modify | 10 | 0.10 | 1.63416 | 1.63174 | 1.64299 | ||
34 | 2023.07.26 16:00 | t/p | 9 | 0.10 | 1.64299 | 1.63174 | 1.64299 | 98.57 | 10208.23 |
35 | 2023.07.26 16:00 | t/p | 10 | 0.10 | 1.64299 | 1.63174 | 1.64299 | 58.14 | 10266.37 |
36 | 2023.07.26 16:00 | t/p | 11 | 0.10 | 1.64299 | 1.63174 | 1.64299 | 58.14 | 10324.51 |
37 | 2023.09.05 08:00 | sell | 12 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
38 | 2023.09.05 08:00 | modify | 12 | 0.10 | 1.68668 | 1.69668 | 1.67168 | ||
39 | 2023.09.11 04:00 | t/p | 12 | 0.10 | 1.67168 | 1.69668 | 1.67168 | 97.97 | 10422.48 |
40 | 2023.09.14 16:00 | buy | 13 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
41 | 2023.09.14 16:00 | modify | 13 | 0.10 | 1.65504 | 1.64504 | 1.67004 | ||
42 | 2023.09.28 20:00 | s/l | 13 | 0.10 | 1.64504 | 1.64504 | 1.67004 | -68.57 | 10353.91 |
43 | 2023.10.25 04:00 | buy | 14 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
44 | 2023.10.25 04:00 | modify | 14 | 0.10 | 1.66176 | 1.65176 | 1.67676 | ||
45 | 2023.10.26 00:00 | t/p | 14 | 0.10 | 1.67676 | 1.65176 | 1.67676 | 98.19 | 10452.09 |
46 | 2023.12.01 16:00 | buy | 15 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
47 | 2023.12.01 16:00 | modify | 15 | 0.10 | 1.63260 | 1.62260 | 1.64760 | ||
48 | 2023.12.05 04:00 | t/p | 15 | 0.10 | 1.64760 | 1.62260 | 1.64760 | 98.37 | 10550.46 |
49 | 2023.12.14 04:00 | buy | 16 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
50 | 2023.12.14 04:00 | modify | 16 | 0.10 | 1.62447 | 1.61447 | 1.63947 | ||
51 | 2023.12.14 16:00 | t/p | 16 | 0.10 | 1.63947 | 1.61447 | 1.63947 | 98.76 | 10649.22 |