Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=13; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 746.84 | Gross profit | 2092.36 | Gross loss | -1345.52 |
Profit factor | 1.56 | Expected payoff | 17.78 | ||
Absolute drawdown | 143.33 | Maximal drawdown | 513.74 (4.66%) | Relative drawdown | 4.66% (513.74) |
Total trades | 42 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 32 (56.25%) |
Profit trades (% of total) | 22 (52.38%) | Loss trades (% of total) | 20 (47.62%) | ||
Largest | profit trade | 151.54 | loss trade | -98.35 | |
Average | profit trade | 95.11 | loss trade | -67.28 | |
Maximum | consecutive wins (profit in money) | 4 (427.15) | consecutive losses (loss in money) | 6 (-354.99) | |
Maximal | consecutive profit (count of wins) | 427.15 (4) | consecutive loss (count of losses) | -354.99 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 12:00 | sell | 1 | 0.10 | 1.06696 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 12:00 | modify | 1 | 0.10 | 1.06696 | 1.07596 | 1.05196 | ||
3 | 2023.03.15 04:00 | s/l | 1 | 0.10 | 1.07596 | 1.07596 | 1.05196 | -86.93 | 9913.07 |
4 | 2023.03.15 12:00 | buy | 2 | 0.10 | 1.05902 | 0.00000 | 0.00000 | ||
5 | 2023.03.15 12:00 | modify | 2 | 0.10 | 1.05902 | 1.05002 | 1.07402 | ||
6 | 2023.03.17 04:00 | buy | 3 | 0.10 | 1.06432 | 0.00000 | 0.00000 | ||
7 | 2023.03.17 04:00 | modify | 3 | 0.10 | 1.06432 | 1.06052 | 1.07402 | ||
8 | 2023.03.17 04:00 | modify | 2 | 0.10 | 1.05902 | 1.06052 | 1.07402 | ||
9 | 2023.03.21 12:00 | t/p | 2 | 0.10 | 1.07402 | 1.06052 | 1.07402 | 146.15 | 10059.22 |
10 | 2023.03.21 12:00 | t/p | 3 | 0.10 | 1.07402 | 1.06052 | 1.07402 | 95.72 | 10154.93 |
11 | 2023.03.21 12:00 | sell | 4 | 0.10 | 1.07787 | 0.00000 | 0.00000 | ||
12 | 2023.03.21 12:00 | modify | 4 | 0.10 | 1.07787 | 1.08687 | 1.06287 | ||
13 | 2023.03.22 20:00 | s/l | 4 | 0.10 | 1.08687 | 1.08687 | 1.06287 | -89.78 | 10065.15 |
14 | 2023.03.24 12:00 | buy | 5 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
15 | 2023.03.24 12:00 | modify | 5 | 0.10 | 1.07410 | 1.06510 | 1.08910 | ||
16 | 2023.03.28 00:00 | buy | 6 | 0.10 | 1.08091 | 0.00000 | 0.00000 | ||
17 | 2023.03.28 00:00 | modify | 6 | 0.10 | 1.08091 | 1.07785 | 1.08910 | ||
18 | 2023.03.28 00:00 | modify | 5 | 0.10 | 1.07410 | 1.07785 | 1.08910 | ||
19 | 2023.03.30 16:00 | t/p | 5 | 0.10 | 1.08910 | 1.07785 | 1.08910 | 146.15 | 10211.30 |
20 | 2023.03.30 16:00 | t/p | 6 | 0.10 | 1.08910 | 1.07785 | 1.08910 | 79.33 | 10290.63 |
21 | 2023.04.04 08:00 | sell | 7 | 0.10 | 1.09250 | 0.00000 | 0.00000 | ||
22 | 2023.04.04 08:00 | modify | 7 | 0.10 | 1.09250 | 1.10150 | 1.07750 | ||
23 | 2023.04.13 12:00 | s/l | 7 | 0.10 | 1.10150 | 1.10150 | 1.07750 | -87.59 | 10203.04 |
24 | 2023.04.17 00:00 | buy | 8 | 0.10 | 1.09874 | 0.00000 | 0.00000 | ||
25 | 2023.04.17 00:00 | modify | 8 | 0.10 | 1.09874 | 1.08974 | 1.11374 | ||
26 | 2023.04.28 16:00 | buy | 9 | 0.10 | 1.10424 | 0.00000 | 0.00000 | ||
27 | 2023.04.28 16:00 | modify | 9 | 0.10 | 1.10424 | 1.10024 | 1.11374 | ||
28 | 2023.04.28 16:00 | modify | 8 | 0.10 | 1.09874 | 1.10024 | 1.11374 | ||
29 | 2023.05.01 04:00 | s/l | 8 | 0.10 | 1.10024 | 1.10024 | 1.11374 | 6.01 | 10209.05 |
30 | 2023.05.01 04:00 | s/l | 9 | 0.10 | 1.10024 | 1.10024 | 1.11374 | -40.64 | 10168.41 |
31 | 2023.05.04 00:00 | sell | 10 | 0.10 | 1.10686 | 0.00000 | 0.00000 | ||
32 | 2023.05.04 00:00 | modify | 10 | 0.10 | 1.10686 | 1.11586 | 1.09186 | ||
33 | 2023.05.11 16:00 | t/p | 10 | 0.10 | 1.09186 | 1.11586 | 1.09186 | 151.54 | 10319.95 |
34 | 2023.06.05 00:00 | buy | 11 | 0.10 | 1.07000 | 0.00000 | 0.00000 | ||
35 | 2023.06.05 00:00 | modify | 11 | 0.10 | 1.07000 | 1.06100 | 1.08500 | ||
36 | 2023.06.12 00:00 | buy | 12 | 0.10 | 1.07529 | 0.00000 | 0.00000 | ||
37 | 2023.06.12 00:00 | modify | 12 | 0.10 | 1.07529 | 1.07150 | 1.08500 | ||
38 | 2023.06.12 00:00 | modify | 11 | 0.10 | 1.07000 | 1.07150 | 1.08500 | ||
39 | 2023.06.14 16:00 | t/p | 11 | 0.10 | 1.08500 | 1.07150 | 1.08500 | 144.22 | 10464.17 |
40 | 2023.06.14 16:00 | t/p | 12 | 0.10 | 1.08500 | 1.07150 | 1.08500 | 95.82 | 10559.98 |
41 | 2023.06.23 08:00 | buy | 13 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
42 | 2023.06.23 08:00 | modify | 13 | 0.10 | 1.08718 | 1.07818 | 1.10218 | ||
43 | 2023.06.27 08:00 | buy | 14 | 0.10 | 1.09423 | 0.00000 | 0.00000 | ||
44 | 2023.06.27 08:00 | modify | 14 | 0.10 | 1.09423 | 1.09093 | 1.10218 | ||
45 | 2023.06.27 08:00 | modify | 13 | 0.10 | 1.08718 | 1.09093 | 1.10218 | ||
46 | 2023.06.28 16:00 | s/l | 13 | 0.10 | 1.09093 | 1.09093 | 1.10218 | 35.57 | 10595.56 |
47 | 2023.06.28 16:00 | s/l | 14 | 0.10 | 1.09093 | 1.09093 | 1.10218 | -33.64 | 10561.92 |
48 | 2023.06.29 04:00 | buy | 15 | 0.10 | 1.08959 | 0.00000 | 0.00000 | ||
49 | 2023.06.29 04:00 | modify | 15 | 0.10 | 1.08959 | 1.08059 | 1.10459 | ||
50 | 2023.07.07 16:00 | buy | 16 | 0.10 | 1.09660 | 0.00000 | 0.00000 | ||
51 | 2023.07.07 16:00 | modify | 16 | 0.10 | 1.09660 | 1.09334 | 1.10459 | ||
52 | 2023.07.07 16:00 | modify | 15 | 0.10 | 1.08959 | 1.09334 | 1.10459 | ||
53 | 2023.07.11 16:00 | buy | 17 | 0.10 | 1.09946 | 0.00000 | 0.00000 | ||
54 | 2023.07.11 16:00 | modify | 17 | 0.10 | 1.09946 | 1.09484 | 1.10459 | ||
55 | 2023.07.11 16:00 | modify | 16 | 0.10 | 1.09660 | 1.09484 | 1.10459 | ||
56 | 2023.07.11 16:00 | modify | 15 | 0.10 | 1.08959 | 1.09484 | 1.10459 | ||
57 | 2023.07.12 16:00 | t/p | 15 | 0.10 | 1.10459 | 1.09484 | 1.10459 | 142.94 | 10704.85 |
58 | 2023.07.12 16:00 | t/p | 16 | 0.10 | 1.10459 | 1.09484 | 1.10459 | 77.97 | 10782.83 |
59 | 2023.07.12 16:00 | t/p | 17 | 0.10 | 1.10459 | 1.09484 | 1.10459 | 50.66 | 10833.48 |
60 | 2023.07.21 08:00 | buy | 18 | 0.10 | 1.11306 | 0.00000 | 0.00000 | ||
61 | 2023.07.21 08:00 | modify | 18 | 0.10 | 1.11306 | 1.10406 | 1.12806 | ||
62 | 2023.07.25 12:00 | s/l | 18 | 0.10 | 1.10406 | 1.10406 | 1.12806 | -91.28 | 10742.20 |
63 | 2023.07.27 08:00 | sell | 19 | 0.10 | 1.11284 | 0.00000 | 0.00000 | ||
64 | 2023.07.27 08:00 | modify | 19 | 0.10 | 1.11284 | 1.12184 | 1.09784 | ||
65 | 2023.07.27 20:00 | t/p | 19 | 0.10 | 1.09784 | 1.12184 | 1.09784 | 150.00 | 10892.20 |
66 | 2023.08.03 08:00 | buy | 20 | 0.10 | 1.09219 | 0.00000 | 0.00000 | ||
67 | 2023.08.03 08:00 | modify | 20 | 0.10 | 1.09219 | 1.08319 | 1.10719 | ||
68 | 2023.08.09 16:00 | buy | 21 | 0.10 | 1.09772 | 0.00000 | 0.00000 | ||
69 | 2023.08.09 16:00 | modify | 21 | 0.10 | 1.09772 | 1.09369 | 1.10719 | ||
70 | 2023.08.09 16:00 | modify | 20 | 0.10 | 1.09219 | 1.09369 | 1.10719 | ||
71 | 2023.08.10 12:00 | buy | 22 | 0.10 | 1.10196 | 0.00000 | 0.00000 | ||
72 | 2023.08.10 12:00 | modify | 22 | 0.10 | 1.10196 | 1.09744 | 1.10719 | ||
73 | 2023.08.10 12:00 | modify | 21 | 0.10 | 1.09772 | 1.09744 | 1.10719 | ||
74 | 2023.08.10 12:00 | modify | 20 | 0.10 | 1.09219 | 1.09744 | 1.10719 | ||
75 | 2023.08.11 04:00 | buy | 23 | 0.10 | 1.09902 | 0.00000 | 0.00000 | ||
76 | 2023.08.11 04:00 | modify | 23 | 0.10 | 1.09902 | 1.09594 | 1.10719 | ||
77 | 2023.08.11 08:00 | modify | 23 | 0.10 | 1.09902 | 1.09744 | 1.10719 | ||
78 | 2023.08.11 16:00 | s/l | 20 | 0.10 | 1.09744 | 1.09744 | 1.10719 | 47.36 | 10939.56 |
79 | 2023.08.11 16:00 | s/l | 21 | 0.10 | 1.09744 | 1.09744 | 1.10719 | -5.37 | 10934.20 |
80 | 2023.08.11 16:00 | s/l | 22 | 0.10 | 1.09744 | 1.09744 | 1.10719 | -45.84 | 10888.35 |
81 | 2023.08.11 16:00 | s/l | 23 | 0.10 | 1.09744 | 1.09744 | 1.10719 | -15.80 | 10872.55 |
82 | 2023.08.23 08:00 | buy | 24 | 0.10 | 1.08208 | 0.00000 | 0.00000 | ||
83 | 2023.08.23 08:00 | modify | 24 | 0.10 | 1.08208 | 1.07308 | 1.09708 | ||
84 | 2023.09.05 12:00 | s/l | 24 | 0.10 | 1.07308 | 1.07308 | 1.09708 | -98.35 | 10774.21 |
85 | 2023.09.05 12:00 | buy | 25 | 0.10 | 1.07355 | 0.00000 | 0.00000 | ||
86 | 2023.09.05 12:00 | modify | 25 | 0.10 | 1.07355 | 1.06455 | 1.08855 | ||
87 | 2023.09.14 20:00 | s/l | 25 | 0.10 | 1.06455 | 1.06455 | 1.08855 | -97.06 | 10677.14 |
88 | 2023.09.21 04:00 | buy | 26 | 0.10 | 1.06396 | 0.00000 | 0.00000 | ||
89 | 2023.09.21 04:00 | modify | 26 | 0.10 | 1.06396 | 1.05496 | 1.07896 | ||
90 | 2023.09.27 12:00 | s/l | 26 | 0.10 | 1.05496 | 1.05496 | 1.07896 | -92.57 | 10584.57 |
91 | 2023.09.29 04:00 | sell | 27 | 0.10 | 1.05753 | 0.00000 | 0.00000 | ||
92 | 2023.09.29 04:00 | modify | 27 | 0.10 | 1.05753 | 1.06653 | 1.04253 | ||
93 | 2023.10.05 00:00 | sell | 28 | 0.10 | 1.05068 | 0.00000 | 0.00000 | ||
94 | 2023.10.05 00:00 | modify | 28 | 0.10 | 1.05068 | 1.05378 | 1.04253 | ||
95 | 2023.10.05 00:00 | modify | 27 | 0.10 | 1.05753 | 1.05378 | 1.04253 | ||
96 | 2023.10.05 16:00 | s/l | 27 | 0.10 | 1.05378 | 1.05378 | 1.04253 | 38.82 | 10623.39 |
97 | 2023.10.05 16:00 | s/l | 28 | 0.10 | 1.05378 | 1.05378 | 1.04253 | -31.00 | 10592.39 |
98 | 2023.10.13 12:00 | buy | 29 | 0.10 | 1.05277 | 0.00000 | 0.00000 | ||
99 | 2023.10.13 12:00 | modify | 29 | 0.10 | 1.05277 | 1.04377 | 1.06777 | ||
100 | 2023.10.18 08:00 | buy | 30 | 0.10 | 1.05817 | 0.00000 | 0.00000 | ||
101 | 2023.10.18 08:00 | modify | 30 | 0.10 | 1.05817 | 1.05427 | 1.06777 | ||
102 | 2023.10.18 08:00 | modify | 29 | 0.10 | 1.05277 | 1.05427 | 1.06777 | ||
103 | 2023.10.18 16:00 | s/l | 29 | 0.10 | 1.05427 | 1.05427 | 1.06777 | 13.07 | 10605.46 |
104 | 2023.10.18 16:00 | s/l | 30 | 0.10 | 1.05427 | 1.05427 | 1.06777 | -39.00 | 10566.46 |
105 | 2023.10.25 08:00 | buy | 31 | 0.10 | 1.05900 | 0.00000 | 0.00000 | ||
106 | 2023.10.25 08:00 | modify | 31 | 0.10 | 1.05900 | 1.05000 | 1.07400 | ||
107 | 2023.10.31 12:00 | buy | 32 | 0.10 | 1.06586 | 0.00000 | 0.00000 | ||
108 | 2023.10.31 12:00 | modify | 32 | 0.10 | 1.06586 | 1.06275 | 1.07400 | ||
109 | 2023.10.31 12:00 | modify | 31 | 0.10 | 1.05900 | 1.06275 | 1.07400 | ||
110 | 2023.10.31 16:00 | s/l | 31 | 0.10 | 1.06275 | 1.06275 | 1.07400 | 33.65 | 10600.11 |
111 | 2023.10.31 16:00 | s/l | 32 | 0.10 | 1.06275 | 1.06275 | 1.07400 | -31.10 | 10569.01 |
112 | 2023.11.01 12:00 | buy | 33 | 0.10 | 1.05459 | 0.00000 | 0.00000 | ||
113 | 2023.11.01 12:00 | modify | 33 | 0.10 | 1.05459 | 1.04559 | 1.06959 | ||
114 | 2023.11.03 16:00 | t/p | 33 | 0.10 | 1.06959 | 1.04559 | 1.06959 | 147.43 | 10716.44 |
115 | 2023.11.07 12:00 | buy | 34 | 0.10 | 1.06770 | 0.00000 | 0.00000 | ||
116 | 2023.11.07 12:00 | modify | 34 | 0.10 | 1.06770 | 1.05870 | 1.08270 | ||
117 | 2023.11.14 16:00 | t/p | 34 | 0.10 | 1.08270 | 1.05870 | 1.08270 | 145.51 | 10861.95 |
118 | 2023.11.20 04:00 | sell | 35 | 0.10 | 1.09238 | 0.00000 | 0.00000 | ||
119 | 2023.11.20 04:00 | modify | 35 | 0.10 | 1.09238 | 1.10138 | 1.07738 | ||
120 | 2023.11.29 04:00 | s/l | 35 | 0.10 | 1.10138 | 1.10138 | 1.07738 | -88.03 | 10773.92 |
121 | 2023.11.30 12:00 | buy | 36 | 0.10 | 1.09187 | 0.00000 | 0.00000 | ||
122 | 2023.11.30 12:00 | modify | 36 | 0.10 | 1.09187 | 1.08287 | 1.10687 | ||
123 | 2023.12.01 20:00 | s/l | 36 | 0.10 | 1.08287 | 1.08287 | 1.10687 | -90.64 | 10683.28 |
124 | 2023.12.05 08:00 | buy | 37 | 0.10 | 1.08101 | 0.00000 | 0.00000 | ||
125 | 2023.12.05 08:00 | modify | 37 | 0.10 | 1.08101 | 1.07201 | 1.09601 | ||
126 | 2023.12.14 04:00 | buy | 38 | 0.10 | 1.09088 | 0.00000 | 0.00000 | ||
127 | 2023.12.14 04:00 | modify | 38 | 0.10 | 1.09088 | 1.08626 | 1.09601 | ||
128 | 2023.12.14 04:00 | modify | 37 | 0.10 | 1.08101 | 1.08626 | 1.09601 | ||
129 | 2023.12.14 16:00 | t/p | 37 | 0.10 | 1.09601 | 1.08626 | 1.09601 | 142.94 | 10826.22 |
130 | 2023.12.14 16:00 | t/p | 38 | 0.10 | 1.09601 | 1.08626 | 1.09601 | 51.30 | 10877.52 |
131 | 2023.12.22 12:00 | sell | 39 | 0.10 | 1.10258 | 0.00000 | 0.00000 | ||
132 | 2023.12.22 12:00 | modify | 39 | 0.10 | 1.10258 | 1.11158 | 1.08758 | ||
133 | 2023.12.27 16:00 | s/l | 39 | 0.10 | 1.11158 | 1.11158 | 1.08758 | -89.34 | 10788.17 |
134 | 2024.01.02 12:00 | buy | 40 | 0.10 | 1.09721 | 0.00000 | 0.00000 | ||
135 | 2024.01.02 12:00 | modify | 40 | 0.10 | 1.09721 | 1.08821 | 1.11221 | ||
136 | 2024.01.05 16:00 | s/l | 40 | 0.10 | 1.08821 | 1.08821 | 1.11221 | -93.21 | 10694.96 |
137 | 2024.01.16 12:00 | buy | 41 | 0.10 | 1.08953 | 0.00000 | 0.00000 | ||
138 | 2024.01.16 12:00 | modify | 41 | 0.10 | 1.08953 | 1.08053 | 1.10453 | ||
139 | 2024.01.29 16:00 | s/l | 41 | 0.10 | 1.08053 | 1.08053 | 1.10453 | -98.35 | 10596.62 |
140 | 2024.02.02 08:00 | sell | 42 | 0.10 | 1.08809 | 0.00000 | 0.00000 | ||
141 | 2024.02.02 08:00 | modify | 42 | 0.10 | 1.08809 | 1.09709 | 1.07309 | ||
142 | 2024.02.05 16:00 | t/p | 42 | 0.10 | 1.07309 | 1.09709 | 1.07309 | 150.22 | 10746.84 |