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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 459.62 | Gross profit | 1667.47 | Gross loss | -1207.85 |
Profit factor | 1.38 | Expected payoff | 13.93 | ||
Absolute drawdown | 341.02 | Maximal drawdown | 567.56 (5.55%) | Relative drawdown | 5.55% (567.56) |
Total trades | 33 | Short positions (won %) | 20 (60.00%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 18 (54.55%) | Loss trades (% of total) | 15 (45.45%) | ||
Largest | profit trade | 141.95 | loss trade | -154.68 | |
Average | profit trade | 92.64 | loss trade | -80.52 | |
Maximum | consecutive wins (profit in money) | 6 (581.98) | consecutive losses (loss in money) | 3 (-213.08) | |
Maximal | consecutive profit (count of wins) | 581.98 (6) | consecutive loss (count of losses) | -296.21 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 0.67006 | 0.65506 | 0.68406 | ||
3 | 2023.01.04 08:00 | t/p | 1 | 0.10 | 0.68406 | 0.65506 | 0.68406 | 139.69 | 10139.69 |
4 | 2023.01.12 20:00 | sell | 2 | 0.10 | 0.69711 | 0.00000 | 0.00000 | ||
5 | 2023.01.12 20:00 | modify | 2 | 0.10 | 0.69711 | 0.71211 | 0.68311 | ||
6 | 2023.01.25 08:00 | s/l | 2 | 0.10 | 0.71211 | 0.71211 | 0.68311 | -148.81 | 9990.88 |
7 | 2023.01.26 08:00 | sell | 3 | 0.10 | 0.71181 | 0.00000 | 0.00000 | ||
8 | 2023.01.26 08:00 | modify | 3 | 0.10 | 0.71181 | 0.72681 | 0.69781 | ||
9 | 2023.02.03 16:00 | t/p | 3 | 0.10 | 0.69781 | 0.72681 | 0.69781 | 140.87 | 10131.74 |
10 | 2023.02.03 16:00 | buy | 4 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
11 | 2023.02.03 16:00 | modify | 4 | 0.10 | 0.69781 | 0.68281 | 0.71181 | ||
12 | 2023.02.17 12:00 | s/l | 4 | 0.10 | 0.68281 | 0.68281 | 0.71181 | -154.37 | 9977.38 |
13 | 2023.02.17 12:00 | buy | 5 | 0.10 | 0.68187 | 0.00000 | 0.00000 | ||
14 | 2023.02.17 12:00 | modify | 5 | 0.10 | 0.68187 | 0.66687 | 0.69587 | ||
15 | 2023.02.20 04:00 | buy | 6 | 0.10 | 0.68899 | 0.00000 | 0.00000 | ||
16 | 2023.02.20 04:00 | modify | 6 | 0.10 | 0.68899 | 0.68327 | 0.69587 | ||
17 | 2023.02.20 04:00 | buy | 7 | 0.10 | 0.68899 | 0.00000 | 0.00000 | ||
18 | 2023.02.20 04:00 | modify | 7 | 0.10 | 0.68899 | 0.68607 | 0.69587 | ||
19 | 2023.02.20 04:00 | modify | 5 | 0.10 | 0.68187 | 0.68607 | 0.69587 | ||
20 | 2023.02.20 08:00 | modify | 6 | 0.10 | 0.68899 | 0.68607 | 0.69587 | ||
21 | 2023.02.21 16:00 | s/l | 5 | 0.10 | 0.68607 | 0.68607 | 0.69587 | 41.38 | 10018.75 |
22 | 2023.02.21 16:00 | s/l | 6 | 0.10 | 0.68607 | 0.68607 | 0.69587 | -29.51 | 9989.24 |
23 | 2023.02.21 16:00 | s/l | 7 | 0.10 | 0.68607 | 0.68607 | 0.69587 | -29.51 | 9959.73 |
24 | 2023.02.22 20:00 | buy | 8 | 0.10 | 0.67975 | 0.00000 | 0.00000 | ||
25 | 2023.02.22 20:00 | modify | 8 | 0.10 | 0.67975 | 0.66475 | 0.69375 | ||
26 | 2023.03.07 16:00 | s/l | 8 | 0.10 | 0.66475 | 0.66475 | 0.69375 | -154.05 | 9805.68 |
27 | 2023.03.23 08:00 | sell | 9 | 0.10 | 0.67360 | 0.00000 | 0.00000 | ||
28 | 2023.03.23 08:00 | modify | 9 | 0.10 | 0.67360 | 0.68860 | 0.65960 | ||
29 | 2023.04.07 16:00 | sell | 10 | 0.10 | 0.66645 | 0.00000 | 0.00000 | ||
30 | 2023.04.07 16:00 | modify | 10 | 0.10 | 0.66645 | 0.67220 | 0.65960 | ||
31 | 2023.04.07 16:00 | sell | 11 | 0.10 | 0.66645 | 0.00000 | 0.00000 | ||
32 | 2023.04.07 16:00 | modify | 11 | 0.10 | 0.66645 | 0.66940 | 0.65960 | ||
33 | 2023.04.07 16:00 | modify | 9 | 0.10 | 0.67360 | 0.66940 | 0.65960 | ||
34 | 2023.04.07 20:00 | modify | 10 | 0.10 | 0.66645 | 0.66940 | 0.65960 | ||
35 | 2023.04.12 16:00 | s/l | 9 | 0.10 | 0.66940 | 0.66940 | 0.65960 | 43.95 | 9849.62 |
36 | 2023.04.12 16:00 | s/l | 10 | 0.10 | 0.66940 | 0.66940 | 0.65960 | -29.18 | 9820.45 |
37 | 2023.04.12 16:00 | s/l | 11 | 0.10 | 0.66940 | 0.66940 | 0.65960 | -29.18 | 9791.27 |
38 | 2023.04.13 04:00 | sell | 12 | 0.10 | 0.67089 | 0.00000 | 0.00000 | ||
39 | 2023.04.13 04:00 | modify | 12 | 0.10 | 0.67089 | 0.68589 | 0.65689 | ||
40 | 2023.04.26 20:00 | sell | 13 | 0.10 | 0.65961 | 0.00000 | 0.00000 | ||
41 | 2023.04.26 20:00 | modify | 13 | 0.10 | 0.65961 | 0.66599 | 0.65689 | ||
42 | 2023.04.26 20:00 | modify | 12 | 0.10 | 0.67089 | 0.66599 | 0.65689 | ||
43 | 2023.05.01 16:00 | s/l | 12 | 0.10 | 0.66599 | 0.66599 | 0.65689 | 50.73 | 9842.00 |
44 | 2023.05.01 16:00 | s/l | 13 | 0.10 | 0.66599 | 0.66599 | 0.65689 | -63.26 | 9778.74 |
45 | 2023.05.02 08:00 | sell | 14 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
46 | 2023.05.02 08:00 | modify | 14 | 0.10 | 0.67010 | 0.68510 | 0.65610 | ||
47 | 2023.05.17 08:00 | sell | 15 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
48 | 2023.05.17 08:00 | modify | 15 | 0.10 | 0.66292 | 0.66870 | 0.65610 | ||
49 | 2023.05.17 08:00 | sell | 16 | 0.10 | 0.66292 | 0.00000 | 0.00000 | ||
50 | 2023.05.17 08:00 | modify | 16 | 0.10 | 0.66292 | 0.66590 | 0.65610 | ||
51 | 2023.05.17 08:00 | modify | 14 | 0.10 | 0.67010 | 0.66590 | 0.65610 | ||
52 | 2023.05.17 12:00 | s/l | 14 | 0.10 | 0.66590 | 0.66590 | 0.65610 | 43.62 | 9822.37 |
53 | 2023.05.17 12:00 | s/l | 16 | 0.10 | 0.66590 | 0.66590 | 0.65610 | -29.80 | 9792.57 |
54 | 2023.05.17 12:00 | close | 15 | 0.10 | 0.66596 | 0.66870 | 0.65610 | -30.40 | 9762.17 |
55 | 2023.05.24 08:00 | buy | 17 | 0.10 | 0.65730 | 0.00000 | 0.00000 | ||
56 | 2023.05.24 08:00 | modify | 17 | 0.10 | 0.65730 | 0.64230 | 0.67130 | ||
57 | 2023.06.07 16:00 | t/p | 17 | 0.10 | 0.67130 | 0.64230 | 0.67130 | 135.63 | 9897.80 |
58 | 2023.06.12 08:00 | sell | 18 | 0.10 | 0.67615 | 0.00000 | 0.00000 | ||
59 | 2023.06.12 08:00 | modify | 18 | 0.10 | 0.67615 | 0.69115 | 0.66215 | ||
60 | 2023.06.28 04:00 | t/p | 18 | 0.10 | 0.66215 | 0.69115 | 0.66215 | 141.73 | 10039.53 |
61 | 2023.06.28 12:00 | buy | 19 | 0.10 | 0.66260 | 0.00000 | 0.00000 | ||
62 | 2023.06.28 12:00 | modify | 19 | 0.10 | 0.66260 | 0.64760 | 0.67660 | ||
63 | 2023.07.12 16:00 | t/p | 19 | 0.10 | 0.67660 | 0.64760 | 0.67660 | 135.63 | 10175.17 |
64 | 2023.07.12 16:00 | sell | 20 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
65 | 2023.07.12 16:00 | modify | 20 | 0.10 | 0.67813 | 0.69313 | 0.66413 | ||
66 | 2023.07.28 08:00 | t/p | 20 | 0.10 | 0.66413 | 0.69313 | 0.66413 | 141.95 | 10317.11 |
67 | 2023.07.28 08:00 | buy | 21 | 0.10 | 0.66305 | 0.00000 | 0.00000 | ||
68 | 2023.07.28 08:00 | modify | 21 | 0.10 | 0.66305 | 0.64805 | 0.67705 | ||
69 | 2023.08.14 04:00 | s/l | 21 | 0.10 | 0.64805 | 0.64805 | 0.67705 | -154.68 | 10162.43 |
70 | 2023.08.17 04:00 | buy | 22 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
71 | 2023.08.17 04:00 | modify | 22 | 0.10 | 0.63847 | 0.62347 | 0.65247 | ||
72 | 2023.09.19 08:00 | buy | 23 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
73 | 2023.09.19 08:00 | modify | 23 | 0.10 | 0.64549 | 0.63987 | 0.65247 | ||
74 | 2023.09.19 08:00 | buy | 24 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
75 | 2023.09.19 08:00 | modify | 24 | 0.10 | 0.64549 | 0.64267 | 0.65247 | ||
76 | 2023.09.19 08:00 | modify | 22 | 0.10 | 0.63847 | 0.64267 | 0.65247 | ||
77 | 2023.09.19 12:00 | modify | 23 | 0.10 | 0.64549 | 0.64267 | 0.65247 | ||
78 | 2023.09.21 04:00 | s/l | 22 | 0.10 | 0.64267 | 0.64267 | 0.65247 | 31.08 | 10193.52 |
79 | 2023.09.21 04:00 | s/l | 23 | 0.10 | 0.64267 | 0.64267 | 0.65247 | -29.45 | 10164.07 |
80 | 2023.09.21 04:00 | s/l | 24 | 0.10 | 0.64267 | 0.64267 | 0.65247 | -29.45 | 10134.62 |
81 | 2023.09.29 04:00 | sell | 25 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
82 | 2023.09.29 04:00 | modify | 25 | 0.10 | 0.64567 | 0.66067 | 0.63167 | ||
83 | 2023.10.03 04:00 | sell | 26 | 0.10 | 0.63447 | 0.00000 | 0.00000 | ||
84 | 2023.10.03 04:00 | modify | 26 | 0.10 | 0.63447 | 0.64077 | 0.63167 | ||
85 | 2023.10.03 04:00 | modify | 25 | 0.10 | 0.64567 | 0.64077 | 0.63167 | ||
86 | 2023.10.03 08:00 | t/p | 25 | 0.10 | 0.63167 | 0.64077 | 0.63167 | 140.22 | 10274.84 |
87 | 2023.10.03 08:00 | t/p | 26 | 0.10 | 0.63167 | 0.64077 | 0.63167 | 28.00 | 10302.84 |
88 | 2023.10.12 16:00 | buy | 27 | 0.10 | 0.63360 | 0.00000 | 0.00000 | ||
89 | 2023.10.12 16:00 | modify | 27 | 0.10 | 0.63360 | 0.61860 | 0.64760 | ||
90 | 2023.11.03 16:00 | t/p | 27 | 0.10 | 0.64760 | 0.61860 | 0.64760 | 133.14 | 10435.98 |
91 | 2023.11.03 16:00 | sell | 28 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
92 | 2023.11.03 16:00 | modify | 28 | 0.10 | 0.65032 | 0.66532 | 0.63632 | ||
93 | 2023.11.08 12:00 | sell | 29 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
94 | 2023.11.08 12:00 | modify | 29 | 0.10 | 0.64327 | 0.64892 | 0.63632 | ||
95 | 2023.11.08 12:00 | sell | 30 | 0.10 | 0.64327 | 0.00000 | 0.00000 | ||
96 | 2023.11.08 12:00 | modify | 30 | 0.10 | 0.64327 | 0.64612 | 0.63632 | ||
97 | 2023.11.08 12:00 | modify | 28 | 0.10 | 0.65032 | 0.64612 | 0.63632 | ||
98 | 2023.11.08 16:00 | modify | 29 | 0.10 | 0.64327 | 0.64612 | 0.63632 | ||
99 | 2023.11.10 00:00 | t/p | 28 | 0.10 | 0.63632 | 0.64612 | 0.63632 | 140.76 | 10576.73 |
100 | 2023.11.10 00:00 | t/p | 29 | 0.10 | 0.63632 | 0.64612 | 0.63632 | 69.93 | 10646.67 |
101 | 2023.11.10 00:00 | t/p | 30 | 0.10 | 0.63632 | 0.64612 | 0.63632 | 69.93 | 10716.60 |
102 | 2023.11.14 16:00 | sell | 31 | 0.10 | 0.64793 | 0.00000 | 0.00000 | ||
103 | 2023.11.14 16:00 | modify | 31 | 0.10 | 0.64793 | 0.66293 | 0.63393 | ||
104 | 2023.11.28 04:00 | s/l | 31 | 0.10 | 0.66293 | 0.66293 | 0.63393 | -148.49 | 10568.11 |
105 | 2023.11.28 04:00 | sell | 32 | 0.10 | 0.66187 | 0.00000 | 0.00000 | ||
106 | 2023.11.28 04:00 | modify | 32 | 0.10 | 0.66187 | 0.67687 | 0.64787 | ||
107 | 2023.12.19 16:00 | s/l | 32 | 0.10 | 0.67687 | 0.67687 | 0.64787 | -147.73 | 10420.39 |
108 | 2023.12.27 16:00 | sell | 33 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
109 | 2023.12.27 16:00 | modify | 33 | 0.10 | 0.68496 | 0.69996 | 0.67096 | ||
110 | 2023.12.29 23:59 | close at stop | 33 | 0.10 | 0.68108 | 0.69996 | 0.67096 | 39.23 | 10459.62 |