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=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 | 79576 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1359.66 | Gross profit | 1618.52 | Gross loss | -258.87 |
Profit factor | 6.25 | Expected payoff | 36.75 | ||
Absolute drawdown | 59.48 | Maximal drawdown | 148.17 (1.40%) | Relative drawdown | 1.40% (148.17) |
Total trades | 37 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 25 (88.00%) |
Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
Largest | profit trade | 98.77 | loss trade | -66.23 | |
Average | profit trade | 59.95 | loss trade | -25.89 | |
Maximum | consecutive wins (profit in money) | 10 (677.23) | consecutive losses (loss in money) | 2 (-30.28) | |
Maximal | consecutive profit (count of wins) | 677.23 (10) | consecutive loss (count of losses) | -66.23 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 04:05 | sell | 2 | 0.10 | 1.54654 | 0.00000 | 0.00000 | ||
4 | 2023.02.07 04:05 | modify | 2 | 0.10 | 1.54654 | 1.55047 | 1.54147 | ||
5 | 2023.02.07 04:05 | modify | 1 | 0.10 | 1.55647 | 1.55047 | 1.54147 | ||
6 | 2023.02.07 17:40 | t/p | 1 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 98.52 | 10098.52 |
7 | 2023.02.07 17:40 | t/p | 2 | 0.10 | 1.54147 | 1.55047 | 1.54147 | 33.39 | 10131.91 |
8 | 2023.03.07 04:00 | sell | 3 | 0.10 | 1.59194 | 0.00000 | 0.00000 | ||
9 | 2023.03.07 04:00 | modify | 3 | 0.10 | 1.59194 | 1.60194 | 1.57694 | ||
10 | 2023.03.07 15:20 | s/l | 3 | 0.10 | 1.60194 | 1.60194 | 1.57694 | -65.86 | 10066.05 |
11 | 2023.03.21 12:00 | sell | 4 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
12 | 2023.03.21 12:00 | modify | 4 | 0.10 | 1.61279 | 1.62279 | 1.59779 | ||
13 | 2023.03.22 06:40 | sell | 5 | 0.10 | 1.60674 | 0.00000 | 0.00000 | ||
14 | 2023.03.22 06:40 | modify | 5 | 0.10 | 1.60674 | 1.60979 | 1.59779 | ||
15 | 2023.03.22 06:40 | sell | 6 | 0.10 | 1.60674 | 0.00000 | 0.00000 | ||
16 | 2023.03.22 06:40 | modify | 6 | 0.10 | 1.60674 | 1.60904 | 1.59779 | ||
17 | 2023.03.22 06:40 | modify | 4 | 0.10 | 1.61279 | 1.60904 | 1.59779 | ||
18 | 2023.03.22 06:45 | modify | 5 | 0.10 | 1.60674 | 1.60904 | 1.59779 | ||
19 | 2023.03.22 08:06 | s/l | 4 | 0.10 | 1.60904 | 1.60904 | 1.59779 | 24.56 | 10090.61 |
20 | 2023.03.22 08:06 | s/l | 5 | 0.10 | 1.60904 | 1.60904 | 1.59779 | -15.14 | 10075.47 |
21 | 2023.03.22 08:06 | s/l | 6 | 0.10 | 1.60904 | 1.60904 | 1.59779 | -15.14 | 10060.33 |
22 | 2023.04.26 12:00 | sell | 7 | 0.10 | 1.67293 | 0.00000 | 0.00000 | ||
23 | 2023.04.26 12:00 | modify | 7 | 0.10 | 1.67293 | 1.68293 | 1.65793 | ||
24 | 2023.04.27 05:40 | sell | 8 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
25 | 2023.04.27 05:40 | modify | 8 | 0.10 | 1.66671 | 1.66993 | 1.65793 | ||
26 | 2023.04.27 05:40 | sell | 9 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
27 | 2023.04.27 05:40 | modify | 9 | 0.10 | 1.66671 | 1.66918 | 1.65793 | ||
28 | 2023.04.27 05:40 | modify | 7 | 0.10 | 1.67293 | 1.66918 | 1.65793 | ||
29 | 2023.04.27 05:45 | modify | 8 | 0.10 | 1.66671 | 1.66918 | 1.65793 | ||
30 | 2023.04.27 06:15 | s/l | 7 | 0.10 | 1.66918 | 1.66918 | 1.65793 | 24.29 | 10084.63 |
31 | 2023.04.27 06:15 | s/l | 8 | 0.10 | 1.66918 | 1.66918 | 1.65793 | -16.26 | 10068.37 |
32 | 2023.04.27 06:15 | s/l | 9 | 0.10 | 1.66918 | 1.66918 | 1.65793 | -16.26 | 10052.11 |
33 | 2023.05.02 08:00 | buy | 10 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
34 | 2023.05.02 08:00 | modify | 10 | 0.10 | 1.63957 | 1.62957 | 1.65457 | ||
35 | 2023.05.02 14:30 | buy | 11 | 0.10 | 1.64575 | 0.00000 | 0.00000 | ||
36 | 2023.05.02 14:30 | modify | 11 | 0.10 | 1.64575 | 1.64257 | 1.65457 | ||
37 | 2023.05.02 14:30 | buy | 12 | 0.10 | 1.64575 | 0.00000 | 0.00000 | ||
38 | 2023.05.02 14:30 | modify | 12 | 0.10 | 1.64575 | 1.64332 | 1.65457 | ||
39 | 2023.05.02 14:30 | modify | 10 | 0.10 | 1.63957 | 1.64332 | 1.65457 | ||
40 | 2023.05.02 14:35 | modify | 11 | 0.10 | 1.64575 | 1.64332 | 1.65457 | ||
41 | 2023.05.02 15:30 | buy | 13 | 0.10 | 1.64955 | 0.00000 | 0.00000 | ||
42 | 2023.05.02 15:30 | modify | 13 | 0.10 | 1.64955 | 1.64557 | 1.65457 | ||
43 | 2023.05.02 15:30 | modify | 12 | 0.10 | 1.64575 | 1.64557 | 1.65457 | ||
44 | 2023.05.02 15:30 | modify | 11 | 0.10 | 1.64575 | 1.64557 | 1.65457 | ||
45 | 2023.05.02 15:30 | modify | 10 | 0.10 | 1.63957 | 1.64557 | 1.65457 | ||
46 | 2023.05.03 06:40 | t/p | 10 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 98.58 | 10150.68 |
47 | 2023.05.03 06:40 | t/p | 11 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 57.88 | 10208.56 |
48 | 2023.05.03 06:40 | t/p | 12 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 57.88 | 10266.43 |
49 | 2023.05.03 06:40 | t/p | 13 | 0.10 | 1.65457 | 1.64557 | 1.65457 | 32.86 | 10299.29 |
50 | 2023.06.02 16:00 | buy | 14 | 0.10 | 1.62136 | 0.00000 | 0.00000 | ||
51 | 2023.06.02 16:00 | modify | 14 | 0.10 | 1.62136 | 1.61136 | 1.63636 | ||
52 | 2023.06.06 04:30 | s/l | 14 | 0.10 | 1.61136 | 1.61136 | 1.63636 | -66.23 | 10233.06 |
53 | 2023.07.13 16:00 | buy | 15 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
54 | 2023.07.13 16:00 | modify | 15 | 0.10 | 1.62918 | 1.61918 | 1.64418 | ||
55 | 2023.07.14 11:50 | buy | 16 | 0.10 | 1.63524 | 0.00000 | 0.00000 | ||
56 | 2023.07.14 11:50 | modify | 16 | 0.10 | 1.63524 | 1.63218 | 1.64418 | ||
57 | 2023.07.14 11:50 | buy | 17 | 0.10 | 1.63524 | 0.00000 | 0.00000 | ||
58 | 2023.07.14 11:50 | modify | 17 | 0.10 | 1.63524 | 1.63293 | 1.64418 | ||
59 | 2023.07.14 11:50 | modify | 15 | 0.10 | 1.62918 | 1.63293 | 1.64418 | ||
60 | 2023.07.14 11:55 | modify | 16 | 0.10 | 1.63524 | 1.63293 | 1.64418 | ||
61 | 2023.07.17 01:30 | t/p | 15 | 0.10 | 1.64418 | 1.63293 | 1.64418 | 98.38 | 10331.44 |
62 | 2023.07.17 01:30 | t/p | 16 | 0.10 | 1.64418 | 1.63293 | 1.64418 | 58.68 | 10390.11 |
63 | 2023.07.17 01:30 | t/p | 17 | 0.10 | 1.64418 | 1.63293 | 1.64418 | 58.68 | 10448.79 |
64 | 2023.07.25 16:00 | buy | 18 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
65 | 2023.07.25 16:00 | modify | 18 | 0.10 | 1.62799 | 1.61799 | 1.64299 | ||
66 | 2023.07.26 01:20 | buy | 19 | 0.10 | 1.63421 | 0.00000 | 0.00000 | ||
67 | 2023.07.26 01:20 | modify | 19 | 0.10 | 1.63421 | 1.63099 | 1.64299 | ||
68 | 2023.07.26 01:20 | buy | 20 | 0.10 | 1.63421 | 0.00000 | 0.00000 | ||
69 | 2023.07.26 01:20 | modify | 20 | 0.10 | 1.63421 | 1.63174 | 1.64299 | ||
70 | 2023.07.26 01:20 | modify | 18 | 0.10 | 1.62799 | 1.63174 | 1.64299 | ||
71 | 2023.07.26 01:25 | modify | 19 | 0.10 | 1.63421 | 1.63174 | 1.64299 | ||
72 | 2023.07.26 08:40 | buy | 21 | 0.10 | 1.63776 | 0.00000 | 0.00000 | ||
73 | 2023.07.26 08:40 | modify | 21 | 0.10 | 1.63776 | 1.63399 | 1.64299 | ||
74 | 2023.07.26 08:40 | modify | 20 | 0.10 | 1.63421 | 1.63399 | 1.64299 | ||
75 | 2023.07.26 08:40 | modify | 19 | 0.10 | 1.63421 | 1.63399 | 1.64299 | ||
76 | 2023.07.26 08:40 | modify | 18 | 0.10 | 1.62799 | 1.63399 | 1.64299 | ||
77 | 2023.07.26 12:40 | t/p | 18 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 98.57 | 10547.35 |
78 | 2023.07.26 12:40 | t/p | 19 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 57.81 | 10605.16 |
79 | 2023.07.26 12:40 | t/p | 20 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 57.81 | 10662.97 |
80 | 2023.07.26 12:40 | t/p | 21 | 0.10 | 1.64299 | 1.63399 | 1.64299 | 34.43 | 10697.40 |
81 | 2023.09.05 08:00 | sell | 22 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
82 | 2023.09.05 08:00 | modify | 22 | 0.10 | 1.68668 | 1.69668 | 1.67168 | ||
83 | 2023.09.05 15:35 | sell | 23 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
84 | 2023.09.05 15:35 | modify | 23 | 0.10 | 1.68051 | 1.68368 | 1.67168 | ||
85 | 2023.09.05 15:35 | sell | 24 | 0.10 | 1.68051 | 0.00000 | 0.00000 | ||
86 | 2023.09.05 15:35 | modify | 24 | 0.10 | 1.68051 | 1.68293 | 1.67168 | ||
87 | 2023.09.05 15:35 | modify | 22 | 0.10 | 1.68668 | 1.68293 | 1.67168 | ||
88 | 2023.09.05 15:40 | modify | 23 | 0.10 | 1.68051 | 1.68293 | 1.67168 | ||
89 | 2023.09.05 23:40 | s/l | 22 | 0.10 | 1.68293 | 1.68293 | 1.67168 | 24.70 | 10722.10 |
90 | 2023.09.05 23:40 | s/l | 23 | 0.10 | 1.68293 | 1.68293 | 1.67168 | -15.93 | 10706.17 |
91 | 2023.09.05 23:40 | s/l | 24 | 0.10 | 1.68293 | 1.68293 | 1.67168 | -15.93 | 10690.24 |
92 | 2023.09.14 16:00 | buy | 25 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
93 | 2023.09.14 16:00 | modify | 25 | 0.10 | 1.65504 | 1.64504 | 1.67004 | ||
94 | 2023.09.18 14:50 | buy | 26 | 0.10 | 1.66123 | 0.00000 | 0.00000 | ||
95 | 2023.09.18 14:50 | modify | 26 | 0.10 | 1.66123 | 1.65804 | 1.67004 | ||
96 | 2023.09.18 14:50 | buy | 27 | 0.10 | 1.66123 | 0.00000 | 0.00000 | ||
97 | 2023.09.18 14:50 | modify | 27 | 0.10 | 1.66123 | 1.65879 | 1.67004 | ||
98 | 2023.09.18 14:50 | modify | 25 | 0.10 | 1.65504 | 1.65879 | 1.67004 | ||
99 | 2023.09.18 14:55 | modify | 26 | 0.10 | 1.66123 | 1.65879 | 1.67004 | ||
100 | 2023.09.18 21:05 | s/l | 25 | 0.10 | 1.65879 | 1.65879 | 1.67004 | 24.30 | 10714.54 |
101 | 2023.09.18 21:05 | s/l | 26 | 0.10 | 1.65879 | 1.65879 | 1.67004 | -16.06 | 10698.48 |
102 | 2023.09.18 21:05 | s/l | 27 | 0.10 | 1.65879 | 1.65879 | 1.67004 | -16.06 | 10682.42 |
103 | 2023.10.25 04:00 | buy | 28 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
104 | 2023.10.25 04:00 | modify | 28 | 0.10 | 1.66176 | 1.65176 | 1.67676 | ||
105 | 2023.10.25 12:30 | buy | 29 | 0.10 | 1.66796 | 0.00000 | 0.00000 | ||
106 | 2023.10.25 12:30 | modify | 29 | 0.10 | 1.66796 | 1.66476 | 1.67676 | ||
107 | 2023.10.25 12:30 | buy | 30 | 0.10 | 1.66796 | 0.00000 | 0.00000 | ||
108 | 2023.10.25 12:30 | modify | 30 | 0.10 | 1.66796 | 1.66551 | 1.67676 | ||
109 | 2023.10.25 12:30 | modify | 28 | 0.10 | 1.66176 | 1.66551 | 1.67676 | ||
110 | 2023.10.25 12:35 | modify | 29 | 0.10 | 1.66796 | 1.66551 | 1.67676 | ||
111 | 2023.10.25 13:50 | buy | 31 | 0.10 | 1.67181 | 0.00000 | 0.00000 | ||
112 | 2023.10.25 13:50 | modify | 31 | 0.10 | 1.67181 | 1.66776 | 1.67676 | ||
113 | 2023.10.25 13:50 | modify | 30 | 0.10 | 1.66796 | 1.66776 | 1.67676 | ||
114 | 2023.10.25 13:50 | modify | 29 | 0.10 | 1.66796 | 1.66776 | 1.67676 | ||
115 | 2023.10.25 13:50 | modify | 28 | 0.10 | 1.66176 | 1.66776 | 1.67676 | ||
116 | 2023.10.25 22:20 | t/p | 28 | 0.10 | 1.67676 | 1.66776 | 1.67676 | 98.77 | 10781.19 |
117 | 2023.10.25 22:20 | t/p | 29 | 0.10 | 1.67676 | 1.66776 | 1.67676 | 57.94 | 10839.13 |
118 | 2023.10.25 22:20 | t/p | 30 | 0.10 | 1.67676 | 1.66776 | 1.67676 | 57.94 | 10897.07 |
119 | 2023.10.25 22:20 | t/p | 31 | 0.10 | 1.67676 | 1.66776 | 1.67676 | 32.59 | 10929.66 |
120 | 2023.12.01 16:00 | buy | 32 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
121 | 2023.12.01 16:00 | modify | 32 | 0.10 | 1.63260 | 1.62260 | 1.64760 | ||
122 | 2023.12.05 00:30 | buy | 33 | 0.10 | 1.63880 | 0.00000 | 0.00000 | ||
123 | 2023.12.05 00:30 | modify | 33 | 0.10 | 1.63880 | 1.63560 | 1.64760 | ||
124 | 2023.12.05 00:30 | buy | 34 | 0.10 | 1.63880 | 0.00000 | 0.00000 | ||
125 | 2023.12.05 00:30 | modify | 34 | 0.10 | 1.63880 | 1.63635 | 1.64760 | ||
126 | 2023.12.05 00:30 | modify | 32 | 0.10 | 1.63260 | 1.63635 | 1.64760 | ||
127 | 2023.12.05 00:35 | modify | 33 | 0.10 | 1.63880 | 1.63635 | 1.64760 | ||
128 | 2023.12.05 03:40 | t/p | 32 | 0.10 | 1.64760 | 1.63635 | 1.64760 | 98.38 | 11028.05 |
129 | 2023.12.05 03:40 | t/p | 33 | 0.10 | 1.64760 | 1.63635 | 1.64760 | 57.95 | 11086.00 |
130 | 2023.12.05 03:40 | t/p | 34 | 0.10 | 1.64760 | 1.63635 | 1.64760 | 57.95 | 11143.95 |
131 | 2023.12.14 04:00 | buy | 35 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
132 | 2023.12.14 04:00 | modify | 35 | 0.10 | 1.62447 | 1.61447 | 1.63947 | ||
133 | 2023.12.14 13:20 | buy | 36 | 0.10 | 1.63059 | 0.00000 | 0.00000 | ||
134 | 2023.12.14 13:20 | modify | 36 | 0.10 | 1.63059 | 1.62747 | 1.63947 | ||
135 | 2023.12.14 13:20 | buy | 37 | 0.10 | 1.63059 | 0.00000 | 0.00000 | ||
136 | 2023.12.14 13:20 | modify | 37 | 0.10 | 1.63059 | 1.62822 | 1.63947 | ||
137 | 2023.12.14 13:20 | modify | 35 | 0.10 | 1.62447 | 1.62822 | 1.63947 | ||
138 | 2023.12.14 13:25 | modify | 36 | 0.10 | 1.63059 | 1.62822 | 1.63947 | ||
139 | 2023.12.14 15:30 | t/p | 35 | 0.10 | 1.63947 | 1.62822 | 1.63947 | 98.77 | 11242.72 |
140 | 2023.12.14 15:30 | t/p | 36 | 0.10 | 1.63947 | 1.62822 | 1.63947 | 58.47 | 11301.19 |
141 | 2023.12.14 15:30 | t/p | 37 | 0.10 | 1.63947 | 1.62822 | 1.63947 | 58.47 | 11359.66 |