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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 755.74 | Gross profit | 1868.57 | Gross loss | -1112.83 |
Profit factor | 1.68 | Expected payoff | 19.89 | ||
Absolute drawdown | 117.04 | Maximal drawdown | 362.45 (3.54%) | Relative drawdown | 3.54% (362.45) |
Total trades | 38 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 19 (68.42%) |
Profit trades (% of total) | 23 (60.53%) | Loss trades (% of total) | 15 (39.47%) | ||
Largest | profit trade | 98.74 | loss trade | -88.50 | |
Average | profit trade | 81.24 | loss trade | -74.19 | |
Maximum | consecutive wins (profit in money) | 6 (539.40) | consecutive losses (loss in money) | 4 (-344.20) | |
Maximal | consecutive profit (count of wins) | 539.40 (6) | consecutive loss (count of losses) | -344.20 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.19 08:00 | sell | 1 | 0.10 | 1.56871 | 0.00000 | 0.00000 | ||
2 | 2023.01.19 08:00 | modify | 1 | 0.10 | 1.56871 | 1.58171 | 1.55371 | ||
3 | 2023.01.23 16:00 | t/p | 1 | 0.10 | 1.55371 | 1.58171 | 1.55371 | 98.49 | 10098.49 |
4 | 2023.01.25 08:00 | buy | 2 | 0.10 | 1.53332 | 0.00000 | 0.00000 | ||
5 | 2023.01.25 08:00 | modify | 2 | 0.10 | 1.53332 | 1.52032 | 1.54832 | ||
6 | 2023.01.25 16:00 | buy | 3 | 0.10 | 1.54105 | 0.00000 | 0.00000 | ||
7 | 2023.01.25 16:00 | modify | 3 | 0.10 | 1.54105 | 1.53707 | 1.54832 | ||
8 | 2023.01.25 16:00 | modify | 2 | 0.10 | 1.53332 | 1.53707 | 1.54832 | ||
9 | 2023.01.25 20:00 | s/l | 2 | 0.10 | 1.53707 | 1.53707 | 1.54832 | 24.68 | 10123.17 |
10 | 2023.01.25 20:00 | s/l | 3 | 0.10 | 1.53707 | 1.53707 | 1.54832 | -26.20 | 10096.97 |
11 | 2023.02.03 16:00 | sell | 4 | 0.10 | 1.55647 | 0.00000 | 0.00000 | ||
12 | 2023.02.03 16:00 | modify | 4 | 0.10 | 1.55647 | 1.56947 | 1.54147 | ||
13 | 2023.02.07 20:00 | t/p | 4 | 0.10 | 1.54147 | 1.56947 | 1.54147 | 98.49 | 10195.46 |
14 | 2023.02.24 16:00 | sell | 5 | 0.10 | 1.56821 | 0.00000 | 0.00000 | ||
15 | 2023.02.24 16:00 | modify | 5 | 0.10 | 1.56821 | 1.58121 | 1.55321 | ||
16 | 2023.02.28 12:00 | s/l | 5 | 0.10 | 1.58121 | 1.58121 | 1.55321 | -85.86 | 10109.60 |
17 | 2023.03.06 12:00 | sell | 6 | 0.10 | 1.58311 | 0.00000 | 0.00000 | ||
18 | 2023.03.06 12:00 | modify | 6 | 0.10 | 1.58311 | 1.59611 | 1.56811 | ||
19 | 2023.03.07 04:00 | s/l | 6 | 0.10 | 1.59611 | 1.59611 | 1.56811 | -85.73 | 10023.87 |
20 | 2023.03.10 04:00 | sell | 7 | 0.10 | 1.61051 | 0.00000 | 0.00000 | ||
21 | 2023.03.10 04:00 | modify | 7 | 0.10 | 1.61051 | 1.62351 | 1.59551 | ||
22 | 2023.03.15 12:00 | t/p | 7 | 0.10 | 1.59551 | 1.62351 | 1.59551 | 98.35 | 10122.23 |
23 | 2023.03.21 12:00 | sell | 8 | 0.10 | 1.61279 | 0.00000 | 0.00000 | ||
24 | 2023.03.21 12:00 | modify | 8 | 0.10 | 1.61279 | 1.62579 | 1.59779 | ||
25 | 2023.03.23 00:00 | s/l | 8 | 0.10 | 1.62579 | 1.62579 | 1.59779 | -86.13 | 10036.10 |
26 | 2023.04.03 16:00 | buy | 9 | 0.10 | 1.60588 | 0.00000 | 0.00000 | ||
27 | 2023.04.03 16:00 | modify | 9 | 0.10 | 1.60588 | 1.59288 | 1.62088 | ||
28 | 2023.04.04 16:00 | t/p | 9 | 0.10 | 1.62088 | 1.59288 | 1.62088 | 98.55 | 10134.64 |
29 | 2023.04.24 12:00 | sell | 10 | 0.10 | 1.64652 | 0.00000 | 0.00000 | ||
30 | 2023.04.24 12:00 | modify | 10 | 0.10 | 1.64652 | 1.65952 | 1.63152 | ||
31 | 2023.04.26 04:00 | s/l | 10 | 0.10 | 1.65952 | 1.65952 | 1.63152 | -85.86 | 10048.78 |
32 | 2023.04.26 08:00 | sell | 11 | 0.10 | 1.66680 | 0.00000 | 0.00000 | ||
33 | 2023.04.26 08:00 | modify | 11 | 0.10 | 1.66680 | 1.67980 | 1.65180 | ||
34 | 2023.05.01 16:00 | t/p | 11 | 0.10 | 1.65180 | 1.67980 | 1.65180 | 98.07 | 10146.86 |
35 | 2023.05.02 08:00 | buy | 12 | 0.10 | 1.63957 | 0.00000 | 0.00000 | ||
36 | 2023.05.02 08:00 | modify | 12 | 0.10 | 1.63957 | 1.62657 | 1.65457 | ||
37 | 2023.05.03 08:00 | t/p | 12 | 0.10 | 1.65457 | 1.62657 | 1.65457 | 98.55 | 10245.40 |
38 | 2023.05.08 08:00 | buy | 13 | 0.10 | 1.62938 | 0.00000 | 0.00000 | ||
39 | 2023.05.08 08:00 | modify | 13 | 0.10 | 1.62938 | 1.61638 | 1.64438 | ||
40 | 2023.05.10 16:00 | s/l | 13 | 0.10 | 1.61638 | 1.61638 | 1.64438 | -85.96 | 10159.44 |
41 | 2023.06.02 12:00 | buy | 14 | 0.10 | 1.62564 | 0.00000 | 0.00000 | ||
42 | 2023.06.02 12:00 | modify | 14 | 0.10 | 1.62564 | 1.61264 | 1.64064 | ||
43 | 2023.06.06 08:00 | s/l | 14 | 0.10 | 1.61264 | 1.61264 | 1.64064 | -85.96 | 10073.48 |
44 | 2023.06.06 08:00 | buy | 15 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
45 | 2023.06.06 08:00 | modify | 15 | 0.10 | 1.60815 | 1.59515 | 1.62315 | ||
46 | 2023.06.09 16:00 | s/l | 15 | 0.10 | 1.59515 | 1.59515 | 1.62315 | -86.55 | 9986.93 |
47 | 2023.06.22 04:00 | sell | 16 | 0.10 | 1.61902 | 0.00000 | 0.00000 | ||
48 | 2023.06.22 04:00 | modify | 16 | 0.10 | 1.61902 | 1.63202 | 1.60402 | ||
49 | 2023.06.23 08:00 | s/l | 16 | 0.10 | 1.63202 | 1.63202 | 1.60402 | -85.73 | 9901.20 |
50 | 2023.06.28 12:00 | sell | 17 | 0.10 | 1.65170 | 0.00000 | 0.00000 | ||
51 | 2023.06.28 12:00 | modify | 17 | 0.10 | 1.65170 | 1.66470 | 1.63670 | ||
52 | 2023.07.02 20:00 | t/p | 17 | 0.10 | 1.63670 | 1.66470 | 1.63670 | 98.22 | 9999.42 |
53 | 2023.07.04 12:00 | buy | 18 | 0.10 | 1.62975 | 0.00000 | 0.00000 | ||
54 | 2023.07.04 12:00 | modify | 18 | 0.10 | 1.62975 | 1.61675 | 1.64475 | ||
55 | 2023.07.07 16:00 | t/p | 18 | 0.10 | 1.64475 | 1.61675 | 1.64475 | 97.77 | 10097.19 |
56 | 2023.07.13 16:00 | buy | 19 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
57 | 2023.07.13 16:00 | modify | 19 | 0.10 | 1.62918 | 1.61618 | 1.64418 | ||
58 | 2023.07.17 04:00 | t/p | 19 | 0.10 | 1.64418 | 1.61618 | 1.64418 | 98.35 | 10195.54 |
59 | 2023.07.17 08:00 | sell | 20 | 0.10 | 1.64935 | 0.00000 | 0.00000 | ||
60 | 2023.07.17 08:00 | modify | 20 | 0.10 | 1.64935 | 1.66235 | 1.63435 | ||
61 | 2023.07.24 16:00 | sell | 21 | 0.10 | 1.64179 | 0.00000 | 0.00000 | ||
62 | 2023.07.24 16:00 | modify | 21 | 0.10 | 1.64179 | 1.64560 | 1.63435 | ||
63 | 2023.07.24 16:00 | modify | 20 | 0.10 | 1.64935 | 1.64560 | 1.63435 | ||
64 | 2023.07.25 12:00 | t/p | 20 | 0.10 | 1.63435 | 1.64560 | 1.63435 | 97.68 | 10293.21 |
65 | 2023.07.25 12:00 | t/p | 21 | 0.10 | 1.63435 | 1.64560 | 1.63435 | 48.84 | 10342.06 |
66 | 2023.07.25 16:00 | buy | 22 | 0.10 | 1.62799 | 0.00000 | 0.00000 | ||
67 | 2023.07.25 16:00 | modify | 22 | 0.10 | 1.62799 | 1.61499 | 1.64299 | ||
68 | 2023.07.26 16:00 | t/p | 22 | 0.10 | 1.64299 | 1.61499 | 1.64299 | 98.55 | 10440.60 |
69 | 2023.08.02 04:00 | sell | 23 | 0.10 | 1.66636 | 0.00000 | 0.00000 | ||
70 | 2023.08.02 04:00 | modify | 23 | 0.10 | 1.66636 | 1.67936 | 1.65136 | ||
71 | 2023.08.08 04:00 | s/l | 23 | 0.10 | 1.67936 | 1.67936 | 1.65136 | -86.40 | 10354.20 |
72 | 2023.08.24 00:00 | buy | 24 | 0.10 | 1.67682 | 0.00000 | 0.00000 | ||
73 | 2023.08.24 00:00 | modify | 24 | 0.10 | 1.67682 | 1.66382 | 1.69182 | ||
74 | 2023.08.29 00:00 | buy | 25 | 0.10 | 1.68439 | 0.00000 | 0.00000 | ||
75 | 2023.08.29 00:00 | modify | 25 | 0.10 | 1.68439 | 1.68057 | 1.69182 | ||
76 | 2023.08.29 00:00 | modify | 24 | 0.10 | 1.67682 | 1.68057 | 1.69182 | ||
77 | 2023.08.29 04:00 | s/l | 24 | 0.10 | 1.68057 | 1.68057 | 1.69182 | 24.11 | 10378.31 |
78 | 2023.08.29 04:00 | s/l | 25 | 0.10 | 1.68057 | 1.68057 | 1.69182 | -25.14 | 10353.17 |
79 | 2023.09.05 08:00 | sell | 26 | 0.10 | 1.68668 | 0.00000 | 0.00000 | ||
80 | 2023.09.05 08:00 | modify | 26 | 0.10 | 1.68668 | 1.69968 | 1.67168 | ||
81 | 2023.09.07 08:00 | sell | 27 | 0.10 | 1.67757 | 0.00000 | 0.00000 | ||
82 | 2023.09.07 08:00 | modify | 27 | 0.10 | 1.67757 | 1.68293 | 1.67168 | ||
83 | 2023.09.07 08:00 | modify | 26 | 0.10 | 1.68668 | 1.68293 | 1.67168 | ||
84 | 2023.09.11 04:00 | t/p | 26 | 0.10 | 1.67168 | 1.68293 | 1.67168 | 97.95 | 10451.12 |
85 | 2023.09.11 04:00 | t/p | 27 | 0.10 | 1.67168 | 1.68293 | 1.67168 | 38.51 | 10489.63 |
86 | 2023.09.14 16:00 | buy | 28 | 0.10 | 1.65504 | 0.00000 | 0.00000 | ||
87 | 2023.09.14 16:00 | modify | 28 | 0.10 | 1.65504 | 1.64204 | 1.67004 | ||
88 | 2023.09.29 04:00 | s/l | 28 | 0.10 | 1.64204 | 1.64204 | 1.67004 | -88.50 | 10401.12 |
89 | 2023.09.29 04:00 | buy | 29 | 0.10 | 1.63806 | 0.00000 | 0.00000 | ||
90 | 2023.09.29 04:00 | modify | 29 | 0.10 | 1.63806 | 1.62506 | 1.65306 | ||
91 | 2023.10.03 08:00 | t/p | 29 | 0.10 | 1.65306 | 1.62506 | 1.65306 | 98.35 | 10499.47 |
92 | 2023.10.03 12:00 | sell | 30 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
93 | 2023.10.03 12:00 | modify | 30 | 0.10 | 1.66145 | 1.67445 | 1.64645 | ||
94 | 2023.10.06 04:00 | sell | 31 | 0.10 | 1.65377 | 0.00000 | 0.00000 | ||
95 | 2023.10.06 04:00 | modify | 31 | 0.10 | 1.65377 | 1.65770 | 1.64645 | ||
96 | 2023.10.06 04:00 | modify | 30 | 0.10 | 1.66145 | 1.65770 | 1.64645 | ||
97 | 2023.10.06 08:00 | s/l | 30 | 0.10 | 1.65770 | 1.65770 | 1.64645 | 24.01 | 10523.49 |
98 | 2023.10.06 08:00 | s/l | 31 | 0.10 | 1.65770 | 1.65770 | 1.64645 | -25.87 | 10497.62 |
99 | 2023.10.12 16:00 | sell | 32 | 0.10 | 1.66599 | 0.00000 | 0.00000 | ||
100 | 2023.10.12 16:00 | modify | 32 | 0.10 | 1.66599 | 1.67899 | 1.65099 | ||
101 | 2023.10.20 12:00 | s/l | 32 | 0.10 | 1.67899 | 1.67899 | 1.65099 | -86.67 | 10410.94 |
102 | 2023.10.25 04:00 | buy | 33 | 0.10 | 1.66176 | 0.00000 | 0.00000 | ||
103 | 2023.10.25 04:00 | modify | 33 | 0.10 | 1.66176 | 1.64876 | 1.67676 | ||
104 | 2023.10.26 00:00 | t/p | 33 | 0.10 | 1.67676 | 1.64876 | 1.67676 | 98.17 | 10509.11 |
105 | 2023.11.02 00:00 | buy | 34 | 0.10 | 1.64866 | 0.00000 | 0.00000 | ||
106 | 2023.11.02 00:00 | modify | 34 | 0.10 | 1.64866 | 1.63566 | 1.66366 | ||
107 | 2023.11.07 04:00 | buy | 35 | 0.10 | 1.65794 | 0.00000 | 0.00000 | ||
108 | 2023.11.07 04:00 | modify | 35 | 0.10 | 1.65794 | 1.65241 | 1.66366 | ||
109 | 2023.11.07 04:00 | modify | 34 | 0.10 | 1.64866 | 1.65241 | 1.66366 | ||
110 | 2023.11.07 08:00 | t/p | 34 | 0.10 | 1.66366 | 1.65241 | 1.66366 | 98.16 | 10607.27 |
111 | 2023.11.07 08:00 | t/p | 35 | 0.10 | 1.66366 | 1.65241 | 1.66366 | 37.65 | 10644.92 |
112 | 2023.11.07 08:00 | sell | 36 | 0.10 | 1.66510 | 0.00000 | 0.00000 | ||
113 | 2023.11.07 08:00 | modify | 36 | 0.10 | 1.66510 | 1.67810 | 1.65010 | ||
114 | 2023.11.10 04:00 | s/l | 36 | 0.10 | 1.67810 | 1.67810 | 1.65010 | -86.27 | 10558.65 |
115 | 2023.12.01 16:00 | buy | 37 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
116 | 2023.12.01 16:00 | modify | 37 | 0.10 | 1.63260 | 1.61960 | 1.64760 | ||
117 | 2023.12.05 04:00 | t/p | 37 | 0.10 | 1.64760 | 1.61960 | 1.64760 | 98.35 | 10657.00 |
118 | 2023.12.14 04:00 | buy | 38 | 0.10 | 1.62447 | 0.00000 | 0.00000 | ||
119 | 2023.12.14 04:00 | modify | 38 | 0.10 | 1.62447 | 1.61147 | 1.63947 | ||
120 | 2023.12.14 16:00 | t/p | 38 | 0.10 | 1.63947 | 1.61147 | 1.63947 | 98.74 | 10755.74 |