Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7248 | Ticks modelled | 158677 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1250.45 | Gross profit | 1541.69 | Gross loss | -291.24 |
Profit factor | 5.29 | Expected payoff | 33.80 | ||
Absolute drawdown | 64.08 | Maximal drawdown | 356.90 (3.19%) | Relative drawdown | 3.19% (356.90) |
Total trades | 37 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 22 (77.27%) |
Profit trades (% of total) | 30 (81.08%) | Loss trades (% of total) | 7 (18.92%) | ||
Largest | profit trade | 98.43 | loss trade | -85.83 | |
Average | profit trade | 51.39 | loss trade | -41.61 | |
Maximum | consecutive wins (profit in money) | 14 (729.98) | consecutive losses (loss in money) | 3 (-147.83) | |
Maximal | consecutive profit (count of wins) | 729.98 (14) | consecutive loss (count of losses) | -147.83 (3) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.15 12:00 | buy | 1 | 0.10 | 1.59463 | 0.00000 | 0.00000 | ||
2 | 2023.03.15 12:00 | modify | 1 | 0.10 | 1.59463 | 1.58163 | 1.60963 | ||
3 | 2023.03.21 01:37 | buy | 2 | 0.10 | 1.60215 | 0.00000 | 0.00000 | ||
4 | 2023.03.21 01:37 | modify | 2 | 0.10 | 1.60215 | 1.59538 | 1.60963 | ||
5 | 2023.03.21 01:37 | modify | 1 | 0.10 | 1.59463 | 1.59538 | 1.60963 | ||
6 | 2023.03.21 06:40 | buy | 3 | 0.10 | 1.60374 | 0.00000 | 0.00000 | ||
7 | 2023.03.21 06:40 | modify | 3 | 0.10 | 1.60374 | 1.59838 | 1.60963 | ||
8 | 2023.03.21 06:40 | modify | 2 | 0.10 | 1.60215 | 1.59838 | 1.60963 | ||
9 | 2023.03.21 06:40 | modify | 1 | 0.10 | 1.59463 | 1.59838 | 1.60963 | ||
10 | 2023.03.21 08:45 | buy | 4 | 0.10 | 1.60668 | 0.00000 | 0.00000 | ||
11 | 2023.03.21 08:45 | modify | 4 | 0.10 | 1.60668 | 1.60138 | 1.60963 | ||
12 | 2023.03.21 08:45 | modify | 3 | 0.10 | 1.60374 | 1.60138 | 1.60963 | ||
13 | 2023.03.21 08:45 | modify | 2 | 0.10 | 1.60215 | 1.60138 | 1.60963 | ||
14 | 2023.03.21 08:45 | modify | 1 | 0.10 | 1.59463 | 1.60138 | 1.60963 | ||
15 | 2023.03.21 10:20 | t/p | 1 | 0.10 | 1.60963 | 1.60138 | 1.60963 | 97.25 | 10097.25 |
16 | 2023.03.21 10:20 | t/p | 2 | 0.10 | 1.60963 | 1.60138 | 1.60963 | 49.07 | 10146.32 |
17 | 2023.03.21 10:20 | t/p | 3 | 0.10 | 1.60963 | 1.60138 | 1.60963 | 38.64 | 10184.96 |
18 | 2023.03.21 10:20 | t/p | 4 | 0.10 | 1.60963 | 1.60138 | 1.60963 | 19.35 | 10204.31 |
19 | 2023.04.03 13:00 | buy | 5 | 0.10 | 1.60693 | 0.00000 | 0.00000 | ||
20 | 2023.04.03 13:00 | modify | 5 | 0.10 | 1.60693 | 1.59393 | 1.62193 | ||
21 | 2023.04.04 07:23 | buy | 6 | 0.10 | 1.61603 | 0.00000 | 0.00000 | ||
22 | 2023.04.04 07:23 | modify | 6 | 0.10 | 1.61603 | 1.61068 | 1.62193 | ||
23 | 2023.04.04 07:23 | modify | 5 | 0.10 | 1.60693 | 1.61068 | 1.62193 | ||
24 | 2023.04.04 07:50 | buy | 7 | 0.10 | 1.61909 | 0.00000 | 0.00000 | ||
25 | 2023.04.04 07:50 | modify | 7 | 0.10 | 1.61909 | 1.61368 | 1.62193 | ||
26 | 2023.04.04 07:50 | modify | 6 | 0.10 | 1.61603 | 1.61368 | 1.62193 | ||
27 | 2023.04.04 07:50 | modify | 5 | 0.10 | 1.60693 | 1.61368 | 1.62193 | ||
28 | 2023.04.04 14:15 | t/p | 5 | 0.10 | 1.62193 | 1.61368 | 1.62193 | 98.20 | 10302.51 |
29 | 2023.04.04 14:15 | t/p | 6 | 0.10 | 1.62193 | 1.61368 | 1.62193 | 38.70 | 10341.21 |
30 | 2023.04.04 14:15 | t/p | 7 | 0.10 | 1.62193 | 1.61368 | 1.62193 | 18.63 | 10359.84 |
31 | 2023.04.05 10:00 | sell | 8 | 0.10 | 1.63712 | 0.00000 | 0.00000 | ||
32 | 2023.04.05 10:00 | modify | 8 | 0.10 | 1.63712 | 1.65012 | 1.62212 | ||
33 | 2023.04.05 14:15 | sell | 9 | 0.10 | 1.62946 | 0.00000 | 0.00000 | ||
34 | 2023.04.05 14:15 | modify | 9 | 0.10 | 1.62946 | 1.63637 | 1.62212 | ||
35 | 2023.04.05 14:15 | modify | 8 | 0.10 | 1.63712 | 1.63637 | 1.62212 | ||
36 | 2023.04.05 14:50 | sell | 10 | 0.10 | 1.62488 | 0.00000 | 0.00000 | ||
37 | 2023.04.05 14:50 | modify | 10 | 0.10 | 1.62488 | 1.63037 | 1.62212 | ||
38 | 2023.04.05 14:50 | modify | 9 | 0.10 | 1.62946 | 1.63037 | 1.62212 | ||
39 | 2023.04.05 14:50 | modify | 8 | 0.10 | 1.63712 | 1.63037 | 1.62212 | ||
40 | 2023.04.05 21:00 | t/p | 8 | 0.10 | 1.62212 | 1.63037 | 1.62212 | 98.43 | 10458.27 |
41 | 2023.04.05 21:00 | t/p | 9 | 0.10 | 1.62212 | 1.63037 | 1.62212 | 48.16 | 10506.43 |
42 | 2023.04.05 21:00 | t/p | 10 | 0.10 | 1.62212 | 1.63037 | 1.62212 | 18.11 | 10524.54 |
43 | 2023.05.02 05:00 | buy | 11 | 0.10 | 1.64126 | 0.00000 | 0.00000 | ||
44 | 2023.05.02 05:00 | modify | 11 | 0.10 | 1.64126 | 1.62826 | 1.65626 | ||
45 | 2023.05.02 14:46 | buy | 12 | 0.10 | 1.64876 | 0.00000 | 0.00000 | ||
46 | 2023.05.02 14:46 | modify | 12 | 0.10 | 1.64876 | 1.64201 | 1.65626 | ||
47 | 2023.05.02 14:46 | modify | 11 | 0.10 | 1.64126 | 1.64201 | 1.65626 | ||
48 | 2023.05.02 15:50 | buy | 13 | 0.10 | 1.65030 | 0.00000 | 0.00000 | ||
49 | 2023.05.02 15:50 | modify | 13 | 0.10 | 1.65030 | 1.64501 | 1.65626 | ||
50 | 2023.05.02 15:50 | modify | 12 | 0.10 | 1.64876 | 1.64501 | 1.65626 | ||
51 | 2023.05.02 15:50 | modify | 11 | 0.10 | 1.64126 | 1.64501 | 1.65626 | ||
52 | 2023.05.03 00:47 | buy | 14 | 0.10 | 1.65331 | 0.00000 | 0.00000 | ||
53 | 2023.05.03 00:47 | modify | 14 | 0.10 | 1.65331 | 1.64801 | 1.65626 | ||
54 | 2023.05.03 00:47 | modify | 13 | 0.10 | 1.65030 | 1.64801 | 1.65626 | ||
55 | 2023.05.03 00:47 | modify | 12 | 0.10 | 1.64876 | 1.64801 | 1.65626 | ||
56 | 2023.05.03 00:47 | modify | 11 | 0.10 | 1.64126 | 1.64801 | 1.65626 | ||
57 | 2023.05.03 07:20 | t/p | 11 | 0.10 | 1.65626 | 1.64801 | 1.65626 | 98.20 | 10622.73 |
58 | 2023.05.03 07:20 | t/p | 12 | 0.10 | 1.65626 | 1.64801 | 1.65626 | 49.00 | 10671.73 |
59 | 2023.05.03 07:20 | t/p | 13 | 0.10 | 1.65626 | 1.64801 | 1.65626 | 38.90 | 10710.63 |
60 | 2023.05.03 07:20 | t/p | 14 | 0.10 | 1.65626 | 1.64801 | 1.65626 | 19.35 | 10729.98 |
61 | 2023.06.20 03:00 | sell | 15 | 0.10 | 1.60568 | 0.00000 | 0.00000 | ||
62 | 2023.06.20 03:00 | modify | 15 | 0.10 | 1.60568 | 1.61868 | 1.59068 | ||
63 | 2023.06.21 13:20 | s/l | 15 | 0.10 | 1.61868 | 1.61868 | 1.59068 | -85.44 | 10644.54 |
64 | 2023.06.28 02:00 | sell | 16 | 0.10 | 1.65061 | 0.00000 | 0.00000 | ||
65 | 2023.06.28 02:00 | modify | 16 | 0.10 | 1.65061 | 1.66361 | 1.63561 | ||
66 | 2023.06.29 14:45 | sell | 17 | 0.10 | 1.64301 | 0.00000 | 0.00000 | ||
67 | 2023.06.29 14:45 | modify | 17 | 0.10 | 1.64301 | 1.64986 | 1.63561 | ||
68 | 2023.06.29 14:45 | modify | 16 | 0.10 | 1.65061 | 1.64986 | 1.63561 | ||
69 | 2023.06.29 14:50 | sell | 18 | 0.10 | 1.64132 | 0.00000 | 0.00000 | ||
70 | 2023.06.29 14:50 | modify | 18 | 0.10 | 1.64132 | 1.64686 | 1.63561 | ||
71 | 2023.06.29 14:50 | modify | 17 | 0.10 | 1.64301 | 1.64686 | 1.63561 | ||
72 | 2023.06.29 14:50 | modify | 16 | 0.10 | 1.65061 | 1.64686 | 1.63561 | ||
73 | 2023.06.30 02:16 | sell | 19 | 0.10 | 1.63846 | 0.00000 | 0.00000 | ||
74 | 2023.06.30 02:16 | modify | 19 | 0.10 | 1.63846 | 1.64386 | 1.63561 | ||
75 | 2023.06.30 02:16 | modify | 18 | 0.10 | 1.64132 | 1.64386 | 1.63561 | ||
76 | 2023.06.30 02:16 | modify | 17 | 0.10 | 1.64301 | 1.64386 | 1.63561 | ||
77 | 2023.06.30 02:16 | modify | 16 | 0.10 | 1.65061 | 1.64386 | 1.63561 | ||
78 | 2023.07.03 05:50 | t/p | 16 | 0.10 | 1.63561 | 1.64386 | 1.63561 | 97.76 | 10742.30 |
79 | 2023.07.03 05:50 | t/p | 17 | 0.10 | 1.63561 | 1.64386 | 1.63561 | 48.29 | 10790.60 |
80 | 2023.07.03 05:50 | t/p | 18 | 0.10 | 1.63561 | 1.64386 | 1.63561 | 37.20 | 10827.80 |
81 | 2023.07.03 05:50 | t/p | 19 | 0.10 | 1.63561 | 1.64386 | 1.63561 | 18.57 | 10846.37 |
82 | 2023.07.06 14:00 | sell | 20 | 0.10 | 1.64060 | 0.00000 | 0.00000 | ||
83 | 2023.07.06 14:00 | modify | 20 | 0.10 | 1.64060 | 1.65360 | 1.62560 | ||
84 | 2023.07.13 08:27 | sell | 21 | 0.10 | 1.63155 | 0.00000 | 0.00000 | ||
85 | 2023.07.13 08:27 | modify | 21 | 0.10 | 1.63155 | 1.63685 | 1.62560 | ||
86 | 2023.07.13 08:27 | modify | 20 | 0.10 | 1.64060 | 1.63685 | 1.62560 | ||
87 | 2023.07.13 10:50 | sell | 22 | 0.10 | 1.62850 | 0.00000 | 0.00000 | ||
88 | 2023.07.13 10:50 | modify | 22 | 0.10 | 1.62850 | 1.63385 | 1.62560 | ||
89 | 2023.07.13 10:50 | modify | 21 | 0.10 | 1.63155 | 1.63385 | 1.62560 | ||
90 | 2023.07.13 10:50 | modify | 20 | 0.10 | 1.64060 | 1.63385 | 1.62560 | ||
91 | 2023.07.13 13:50 | t/p | 20 | 0.10 | 1.62560 | 1.63385 | 1.62560 | 97.50 | 10943.86 |
92 | 2023.07.13 13:50 | t/p | 21 | 0.10 | 1.62560 | 1.63385 | 1.62560 | 39.05 | 10982.91 |
93 | 2023.07.13 13:50 | t/p | 22 | 0.10 | 1.62560 | 1.63385 | 1.62560 | 19.03 | 11001.94 |
94 | 2023.07.20 03:00 | buy | 23 | 0.10 | 1.64187 | 0.00000 | 0.00000 | ||
95 | 2023.07.20 03:00 | modify | 23 | 0.10 | 1.64187 | 1.62887 | 1.65687 | ||
96 | 2023.07.21 08:32 | buy | 24 | 0.10 | 1.65105 | 0.00000 | 0.00000 | ||
97 | 2023.07.21 08:32 | modify | 24 | 0.10 | 1.65105 | 1.64562 | 1.65687 | ||
98 | 2023.07.21 08:32 | modify | 23 | 0.10 | 1.64187 | 1.64562 | 1.65687 | ||
99 | 2023.07.21 08:52 | buy | 25 | 0.10 | 1.64965 | 0.00000 | 0.00000 | ||
100 | 2023.07.21 08:52 | modify | 25 | 0.10 | 1.64965 | 1.64262 | 1.65687 | ||
101 | 2023.07.21 08:55 | modify | 25 | 0.10 | 1.64965 | 1.64562 | 1.65687 | ||
102 | 2023.07.21 13:20 | buy | 26 | 0.10 | 1.65391 | 0.00000 | 0.00000 | ||
103 | 2023.07.21 13:20 | modify | 26 | 0.10 | 1.65391 | 1.64862 | 1.65687 | ||
104 | 2023.07.21 13:20 | modify | 24 | 0.10 | 1.65105 | 1.64862 | 1.65687 | ||
105 | 2023.07.21 13:20 | modify | 25 | 0.10 | 1.64965 | 1.64862 | 1.65687 | ||
106 | 2023.07.21 13:20 | modify | 23 | 0.10 | 1.64187 | 1.64862 | 1.65687 | ||
107 | 2023.07.24 07:40 | s/l | 23 | 0.10 | 1.64862 | 1.64862 | 1.65687 | 43.90 | 11045.84 |
108 | 2023.07.24 07:40 | s/l | 24 | 0.10 | 1.64862 | 1.64862 | 1.65687 | -16.13 | 11029.71 |
109 | 2023.07.24 07:40 | s/l | 25 | 0.10 | 1.64862 | 1.64862 | 1.65687 | -6.94 | 11022.77 |
110 | 2023.07.24 07:40 | s/l | 26 | 0.10 | 1.64862 | 1.64862 | 1.65687 | -34.89 | 10987.87 |
111 | 2023.09.14 14:00 | buy | 27 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
112 | 2023.09.14 14:00 | modify | 27 | 0.10 | 1.65571 | 1.64271 | 1.67071 | ||
113 | 2023.09.21 08:15 | buy | 28 | 0.10 | 1.66343 | 0.00000 | 0.00000 | ||
114 | 2023.09.21 08:15 | modify | 28 | 0.10 | 1.66343 | 1.65646 | 1.67071 | ||
115 | 2023.09.21 08:15 | modify | 27 | 0.10 | 1.65571 | 1.65646 | 1.67071 | ||
116 | 2023.09.21 09:15 | buy | 29 | 0.10 | 1.66494 | 0.00000 | 0.00000 | ||
117 | 2023.09.21 09:15 | modify | 29 | 0.10 | 1.66494 | 1.65946 | 1.67071 | ||
118 | 2023.09.21 09:15 | modify | 28 | 0.10 | 1.66343 | 1.65946 | 1.67071 | ||
119 | 2023.09.21 09:15 | modify | 27 | 0.10 | 1.65571 | 1.65946 | 1.67071 | ||
120 | 2023.09.21 15:15 | s/l | 27 | 0.10 | 1.65946 | 1.65946 | 1.67071 | 23.25 | 11011.12 |
121 | 2023.09.21 15:15 | s/l | 28 | 0.10 | 1.65946 | 1.65946 | 1.67071 | -26.05 | 10985.07 |
122 | 2023.09.21 15:15 | s/l | 29 | 0.10 | 1.65946 | 1.65946 | 1.67071 | -35.95 | 10949.12 |
123 | 2023.11.07 05:00 | sell | 30 | 0.10 | 1.66294 | 0.00000 | 0.00000 | ||
124 | 2023.11.07 05:00 | modify | 30 | 0.10 | 1.66294 | 1.67594 | 1.64794 | ||
125 | 2023.11.09 19:50 | s/l | 30 | 0.10 | 1.67594 | 1.67594 | 1.64794 | -85.83 | 10863.29 |
126 | 2023.12.01 16:00 | buy | 31 | 0.10 | 1.63260 | 0.00000 | 0.00000 | ||
127 | 2023.12.01 16:00 | modify | 31 | 0.10 | 1.63260 | 1.61960 | 1.64760 | ||
128 | 2023.12.05 01:50 | buy | 32 | 0.10 | 1.64023 | 0.00000 | 0.00000 | ||
129 | 2023.12.05 01:50 | modify | 32 | 0.10 | 1.64023 | 1.63335 | 1.64760 | ||
130 | 2023.12.05 01:50 | modify | 31 | 0.10 | 1.63260 | 1.63335 | 1.64760 | ||
131 | 2023.12.05 02:40 | buy | 33 | 0.10 | 1.64182 | 0.00000 | 0.00000 | ||
132 | 2023.12.05 02:40 | modify | 33 | 0.10 | 1.64182 | 1.63635 | 1.64760 | ||
133 | 2023.12.05 02:40 | modify | 32 | 0.10 | 1.64023 | 1.63635 | 1.64760 | ||
134 | 2023.12.05 02:40 | modify | 31 | 0.10 | 1.63260 | 1.63635 | 1.64760 | ||
135 | 2023.12.05 03:40 | buy | 34 | 0.10 | 1.64470 | 0.00000 | 0.00000 | ||
136 | 2023.12.05 03:40 | modify | 34 | 0.10 | 1.64470 | 1.63935 | 1.64760 | ||
137 | 2023.12.05 03:40 | modify | 33 | 0.10 | 1.64182 | 1.63935 | 1.64760 | ||
138 | 2023.12.05 03:40 | modify | 32 | 0.10 | 1.64023 | 1.63935 | 1.64760 | ||
139 | 2023.12.05 03:40 | modify | 31 | 0.10 | 1.63260 | 1.63935 | 1.64760 | ||
140 | 2023.12.05 03:50 | t/p | 31 | 0.10 | 1.64760 | 1.63935 | 1.64760 | 98.02 | 10961.30 |
141 | 2023.12.05 03:50 | t/p | 32 | 0.10 | 1.64760 | 1.63935 | 1.64760 | 48.35 | 11009.65 |
142 | 2023.12.05 03:50 | t/p | 33 | 0.10 | 1.64760 | 1.63935 | 1.64760 | 37.92 | 11047.57 |
143 | 2023.12.05 03:50 | t/p | 34 | 0.10 | 1.64760 | 1.63935 | 1.64760 | 19.03 | 11066.60 |
144 | 2023.12.14 16:00 | sell | 35 | 0.10 | 1.64087 | 0.00000 | 0.00000 | ||
145 | 2023.12.14 16:00 | modify | 35 | 0.10 | 1.64087 | 1.65387 | 1.62587 | ||
146 | 2023.12.15 08:40 | sell | 36 | 0.10 | 1.63157 | 0.00000 | 0.00000 | ||
147 | 2023.12.15 08:40 | modify | 36 | 0.10 | 1.63157 | 1.63712 | 1.62587 | ||
148 | 2023.12.15 08:40 | modify | 35 | 0.10 | 1.64087 | 1.63712 | 1.62587 | ||
149 | 2023.12.15 14:15 | sell | 37 | 0.10 | 1.63321 | 0.00000 | 0.00000 | ||
150 | 2023.12.15 14:15 | modify | 37 | 0.10 | 1.63321 | 1.64012 | 1.62587 | ||
151 | 2023.12.15 14:17 | modify | 37 | 0.10 | 1.63321 | 1.63712 | 1.62587 | ||
152 | 2023.12.15 15:45 | t/p | 35 | 0.10 | 1.62587 | 1.63712 | 1.62587 | 98.29 | 11164.89 |
153 | 2023.12.15 15:45 | t/p | 36 | 0.10 | 1.62587 | 1.63712 | 1.62587 | 37.40 | 11202.29 |
154 | 2023.12.15 15:45 | t/p | 37 | 0.10 | 1.62587 | 1.63712 | 1.62587 | 48.16 | 11250.45 |