Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=120; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=1; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1172.66 | Gross profit | 1791.43 | Gross loss | -618.77 |
Profit factor | 2.90 | Expected payoff | 30.07 | ||
Absolute drawdown | 229.25 | Maximal drawdown | 420.43 (4.13%) | Relative drawdown | 4.13% (420.43) |
Total trades | 39 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 22 (59.09%) |
Profit trades (% of total) | 27 (69.23%) | Loss trades (% of total) | 12 (30.77%) | ||
Largest | profit trade | 110.65 | loss trade | -124.37 | |
Average | profit trade | 66.35 | loss trade | -51.56 | |
Maximum | consecutive wins (profit in money) | 13 (901.61) | consecutive losses (loss in money) | 3 (-276.67) | |
Maximal | consecutive profit (count of wins) | 901.61 (13) | consecutive loss (count of losses) | -276.67 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.15 12:00 | buy | 1 | 0.10 | 0.66429 | 0.00000 | 0.00000 | ||
2 | 2023.03.15 12:00 | modify | 1 | 0.10 | 0.66429 | 0.65229 | 0.67529 | ||
3 | 2023.03.17 03:00 | buy | 2 | 0.10 | 0.66992 | 0.00000 | 0.00000 | ||
4 | 2023.03.17 03:00 | modify | 2 | 0.10 | 0.66992 | 0.66814 | 0.67529 | ||
5 | 2023.03.17 03:00 | buy | 3 | 0.10 | 0.66992 | 0.00000 | 0.00000 | ||
6 | 2023.03.17 03:00 | modify | 3 | 0.10 | 0.66992 | 0.66704 | 0.67529 | ||
7 | 2023.03.17 03:00 | modify | 1 | 0.10 | 0.66429 | 0.66704 | 0.67529 | ||
8 | 2023.03.17 04:00 | modify | 2 | 0.10 | 0.66992 | 0.66704 | 0.67529 | ||
9 | 2023.03.17 05:00 | buy | 4 | 0.10 | 0.67174 | 0.00000 | 0.00000 | ||
10 | 2023.03.17 05:00 | modify | 4 | 0.10 | 0.67174 | 0.66814 | 0.67529 | ||
11 | 2023.03.17 05:00 | modify | 3 | 0.10 | 0.66992 | 0.66814 | 0.67529 | ||
12 | 2023.03.17 05:00 | modify | 2 | 0.10 | 0.66992 | 0.66814 | 0.67529 | ||
13 | 2023.03.17 05:00 | modify | 1 | 0.10 | 0.66429 | 0.66814 | 0.67529 | ||
14 | 2023.03.17 14:00 | s/l | 1 | 0.10 | 0.66814 | 0.66814 | 0.67529 | 37.25 | 10037.25 |
15 | 2023.03.17 14:00 | s/l | 2 | 0.10 | 0.66814 | 0.66814 | 0.67529 | -17.80 | 10019.45 |
16 | 2023.03.17 14:00 | s/l | 3 | 0.10 | 0.66814 | 0.66814 | 0.67529 | -17.80 | 10001.65 |
17 | 2023.03.17 14:00 | s/l | 4 | 0.10 | 0.66814 | 0.66814 | 0.67529 | -36.00 | 9965.65 |
18 | 2023.04.10 15:00 | buy | 5 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
19 | 2023.04.10 15:00 | modify | 5 | 0.10 | 0.66280 | 0.65080 | 0.67380 | ||
20 | 2023.04.12 17:00 | buy | 6 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
21 | 2023.04.12 17:00 | modify | 6 | 0.10 | 0.67006 | 0.66665 | 0.67380 | ||
22 | 2023.04.12 17:00 | modify | 5 | 0.10 | 0.66280 | 0.66665 | 0.67380 | ||
23 | 2023.04.13 12:00 | t/p | 5 | 0.10 | 0.67380 | 0.66665 | 0.67380 | 108.44 | 10074.09 |
24 | 2023.04.13 12:00 | t/p | 6 | 0.10 | 0.67380 | 0.66665 | 0.67380 | 36.46 | 10110.56 |
25 | 2023.04.13 15:00 | sell | 7 | 0.10 | 0.67667 | 0.00000 | 0.00000 | ||
26 | 2023.04.13 15:00 | modify | 7 | 0.10 | 0.67667 | 0.68867 | 0.66567 | ||
27 | 2023.04.17 01:00 | sell | 8 | 0.10 | 0.66941 | 0.00000 | 0.00000 | ||
28 | 2023.04.17 01:00 | modify | 8 | 0.10 | 0.66941 | 0.67282 | 0.66567 | ||
29 | 2023.04.17 01:00 | modify | 7 | 0.10 | 0.67667 | 0.67282 | 0.66567 | ||
30 | 2023.04.18 06:00 | s/l | 7 | 0.10 | 0.67282 | 0.67282 | 0.66567 | 38.82 | 10149.38 |
31 | 2023.04.18 06:00 | s/l | 8 | 0.10 | 0.67282 | 0.67282 | 0.66567 | -33.99 | 10115.39 |
32 | 2023.05.11 15:00 | buy | 9 | 0.10 | 0.67043 | 0.00000 | 0.00000 | ||
33 | 2023.05.11 15:00 | modify | 9 | 0.10 | 0.67043 | 0.65843 | 0.68143 | ||
34 | 2023.05.24 07:00 | s/l | 9 | 0.10 | 0.65843 | 0.65843 | 0.68143 | -123.43 | 9991.96 |
35 | 2023.06.06 06:00 | sell | 10 | 0.10 | 0.66600 | 0.00000 | 0.00000 | ||
36 | 2023.06.06 06:00 | modify | 10 | 0.10 | 0.66600 | 0.67800 | 0.65500 | ||
37 | 2023.06.13 07:00 | s/l | 10 | 0.10 | 0.67800 | 0.67800 | 0.65500 | -119.24 | 9872.72 |
38 | 2023.06.23 06:00 | buy | 11 | 0.10 | 0.66984 | 0.00000 | 0.00000 | ||
39 | 2023.06.23 06:00 | modify | 11 | 0.10 | 0.66984 | 0.65784 | 0.68084 | ||
40 | 2023.07.13 04:00 | t/p | 11 | 0.10 | 0.68084 | 0.65784 | 0.68084 | 103.76 | 9976.48 |
41 | 2023.07.20 04:00 | sell | 12 | 0.10 | 0.68311 | 0.00000 | 0.00000 | ||
42 | 2023.07.20 04:00 | modify | 12 | 0.10 | 0.68311 | 0.69511 | 0.67211 | ||
43 | 2023.07.21 01:00 | sell | 13 | 0.10 | 0.67742 | 0.00000 | 0.00000 | ||
44 | 2023.07.21 01:00 | modify | 13 | 0.10 | 0.67742 | 0.67926 | 0.67211 | ||
45 | 2023.07.21 01:00 | sell | 14 | 0.10 | 0.67742 | 0.00000 | 0.00000 | ||
46 | 2023.07.21 01:00 | modify | 14 | 0.10 | 0.67742 | 0.68036 | 0.67211 | ||
47 | 2023.07.21 01:00 | modify | 12 | 0.10 | 0.68311 | 0.68036 | 0.67211 | ||
48 | 2023.07.21 02:00 | modify | 13 | 0.10 | 0.67742 | 0.68036 | 0.67211 | ||
49 | 2023.07.21 08:00 | sell | 15 | 0.10 | 0.67567 | 0.00000 | 0.00000 | ||
50 | 2023.07.21 08:00 | modify | 15 | 0.10 | 0.67567 | 0.67926 | 0.67211 | ||
51 | 2023.07.21 08:00 | modify | 14 | 0.10 | 0.67742 | 0.67926 | 0.67211 | ||
52 | 2023.07.21 08:00 | modify | 13 | 0.10 | 0.67742 | 0.67926 | 0.67211 | ||
53 | 2023.07.21 08:00 | modify | 12 | 0.10 | 0.68311 | 0.67926 | 0.67211 | ||
54 | 2023.07.24 02:00 | t/p | 12 | 0.10 | 0.67211 | 0.67926 | 0.67211 | 110.22 | 10086.69 |
55 | 2023.07.24 02:00 | t/p | 13 | 0.10 | 0.67211 | 0.67926 | 0.67211 | 53.21 | 10139.90 |
56 | 2023.07.24 02:00 | t/p | 14 | 0.10 | 0.67211 | 0.67926 | 0.67211 | 53.21 | 10193.11 |
57 | 2023.07.24 02:00 | t/p | 15 | 0.10 | 0.67211 | 0.67926 | 0.67211 | 35.71 | 10228.82 |
58 | 2023.07.25 04:00 | sell | 16 | 0.10 | 0.67642 | 0.00000 | 0.00000 | ||
59 | 2023.07.25 04:00 | modify | 16 | 0.10 | 0.67642 | 0.68842 | 0.66542 | ||
60 | 2023.07.28 05:00 | t/p | 16 | 0.10 | 0.66542 | 0.68842 | 0.66542 | 110.54 | 10339.36 |
61 | 2023.08.02 16:00 | buy | 17 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
62 | 2023.08.02 16:00 | modify | 17 | 0.10 | 0.65437 | 0.64237 | 0.66537 | ||
63 | 2023.08.16 19:00 | s/l | 17 | 0.10 | 0.64237 | 0.64237 | 0.66537 | -124.37 | 10214.99 |
64 | 2023.08.17 04:00 | buy | 18 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
65 | 2023.08.17 04:00 | modify | 18 | 0.10 | 0.63847 | 0.62647 | 0.64947 | ||
66 | 2023.08.17 13:00 | buy | 19 | 0.10 | 0.64399 | 0.00000 | 0.00000 | ||
67 | 2023.08.17 13:00 | modify | 19 | 0.10 | 0.64399 | 0.64232 | 0.64947 | ||
68 | 2023.08.17 13:00 | buy | 20 | 0.10 | 0.64399 | 0.00000 | 0.00000 | ||
69 | 2023.08.17 13:00 | modify | 20 | 0.10 | 0.64399 | 0.64122 | 0.64947 | ||
70 | 2023.08.17 13:00 | modify | 18 | 0.10 | 0.63847 | 0.64122 | 0.64947 | ||
71 | 2023.08.17 14:00 | modify | 19 | 0.10 | 0.64399 | 0.64122 | 0.64947 | ||
72 | 2023.08.17 16:00 | s/l | 18 | 0.10 | 0.64122 | 0.64122 | 0.64947 | 27.50 | 10242.49 |
73 | 2023.08.17 16:00 | s/l | 19 | 0.10 | 0.64122 | 0.64122 | 0.64947 | -27.70 | 10214.79 |
74 | 2023.08.17 16:00 | s/l | 20 | 0.10 | 0.64122 | 0.64122 | 0.64947 | -27.70 | 10187.09 |
75 | 2023.09.05 09:00 | buy | 21 | 0.10 | 0.63797 | 0.00000 | 0.00000 | ||
76 | 2023.09.05 09:00 | modify | 21 | 0.10 | 0.63797 | 0.62597 | 0.64897 | ||
77 | 2023.09.11 20:00 | buy | 22 | 0.10 | 0.64347 | 0.00000 | 0.00000 | ||
78 | 2023.09.11 20:00 | modify | 22 | 0.10 | 0.64347 | 0.64182 | 0.64897 | ||
79 | 2023.09.11 20:00 | buy | 23 | 0.10 | 0.64347 | 0.00000 | 0.00000 | ||
80 | 2023.09.11 20:00 | modify | 23 | 0.10 | 0.64347 | 0.64072 | 0.64897 | ||
81 | 2023.09.11 20:00 | modify | 21 | 0.10 | 0.63797 | 0.64072 | 0.64897 | ||
82 | 2023.09.11 21:00 | modify | 22 | 0.10 | 0.64347 | 0.64072 | 0.64897 | ||
83 | 2023.09.13 03:00 | s/l | 21 | 0.10 | 0.64072 | 0.64072 | 0.64897 | 25.00 | 10212.10 |
84 | 2023.09.13 03:00 | s/l | 22 | 0.10 | 0.64072 | 0.64072 | 0.64897 | -28.12 | 10183.97 |
85 | 2023.09.13 03:00 | s/l | 23 | 0.10 | 0.64072 | 0.64072 | 0.64897 | -28.12 | 10155.85 |
86 | 2023.09.29 04:00 | sell | 24 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
87 | 2023.09.29 04:00 | modify | 24 | 0.10 | 0.64567 | 0.65767 | 0.63467 | ||
88 | 2023.10.03 03:00 | t/p | 24 | 0.10 | 0.63467 | 0.65767 | 0.63467 | 110.22 | 10266.07 |
89 | 2023.10.05 03:00 | sell | 25 | 0.10 | 0.63617 | 0.00000 | 0.00000 | ||
90 | 2023.10.05 03:00 | modify | 25 | 0.10 | 0.63617 | 0.64817 | 0.62517 | ||
91 | 2023.10.13 16:00 | sell | 26 | 0.10 | 0.62886 | 0.00000 | 0.00000 | ||
92 | 2023.10.13 16:00 | modify | 26 | 0.10 | 0.62886 | 0.63232 | 0.62517 | ||
93 | 2023.10.13 16:00 | modify | 25 | 0.10 | 0.63617 | 0.63232 | 0.62517 | ||
94 | 2023.10.16 03:00 | s/l | 25 | 0.10 | 0.63232 | 0.63232 | 0.62517 | 39.47 | 10305.54 |
95 | 2023.10.16 03:00 | s/l | 26 | 0.10 | 0.63232 | 0.63232 | 0.62517 | -34.49 | 10271.05 |
96 | 2023.10.25 02:00 | sell | 27 | 0.10 | 0.63905 | 0.00000 | 0.00000 | ||
97 | 2023.10.25 02:00 | modify | 27 | 0.10 | 0.63905 | 0.65105 | 0.62805 | ||
98 | 2023.10.25 14:00 | sell | 28 | 0.10 | 0.63325 | 0.00000 | 0.00000 | ||
99 | 2023.10.25 14:00 | modify | 28 | 0.10 | 0.63325 | 0.63520 | 0.62805 | ||
100 | 2023.10.25 14:00 | sell | 29 | 0.10 | 0.63325 | 0.00000 | 0.00000 | ||
101 | 2023.10.25 14:00 | modify | 29 | 0.10 | 0.63325 | 0.63630 | 0.62805 | ||
102 | 2023.10.25 14:00 | modify | 27 | 0.10 | 0.63905 | 0.63630 | 0.62805 | ||
103 | 2023.10.25 15:00 | modify | 28 | 0.10 | 0.63325 | 0.63630 | 0.62805 | ||
104 | 2023.10.25 17:00 | sell | 30 | 0.10 | 0.63190 | 0.00000 | 0.00000 | ||
105 | 2023.10.25 17:00 | modify | 30 | 0.10 | 0.63190 | 0.63520 | 0.62805 | ||
106 | 2023.10.25 17:00 | modify | 29 | 0.10 | 0.63325 | 0.63520 | 0.62805 | ||
107 | 2023.10.25 17:00 | modify | 28 | 0.10 | 0.63325 | 0.63520 | 0.62805 | ||
108 | 2023.10.25 17:00 | modify | 27 | 0.10 | 0.63905 | 0.63520 | 0.62805 | ||
109 | 2023.10.26 01:00 | t/p | 27 | 0.10 | 0.62805 | 0.63520 | 0.62805 | 110.32 | 10381.37 |
110 | 2023.10.26 01:00 | t/p | 28 | 0.10 | 0.62805 | 0.63520 | 0.62805 | 52.32 | 10433.70 |
111 | 2023.10.26 01:00 | t/p | 29 | 0.10 | 0.62805 | 0.63520 | 0.62805 | 52.32 | 10486.02 |
112 | 2023.10.26 01:00 | t/p | 30 | 0.10 | 0.62805 | 0.63520 | 0.62805 | 38.82 | 10524.85 |
113 | 2023.11.03 15:00 | sell | 31 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
114 | 2023.11.03 15:00 | modify | 31 | 0.10 | 0.64964 | 0.66164 | 0.63864 | ||
115 | 2023.11.07 08:00 | sell | 32 | 0.10 | 0.64232 | 0.00000 | 0.00000 | ||
116 | 2023.11.07 08:00 | modify | 32 | 0.10 | 0.64232 | 0.64579 | 0.63864 | ||
117 | 2023.11.07 08:00 | modify | 31 | 0.10 | 0.64964 | 0.64579 | 0.63864 | ||
118 | 2023.11.09 20:00 | t/p | 31 | 0.10 | 0.63864 | 0.64579 | 0.63864 | 110.65 | 10635.50 |
119 | 2023.11.09 20:00 | t/p | 32 | 0.10 | 0.63864 | 0.64579 | 0.63864 | 37.23 | 10672.73 |
120 | 2023.11.16 04:00 | buy | 33 | 0.10 | 0.64695 | 0.00000 | 0.00000 | ||
121 | 2023.11.16 04:00 | modify | 33 | 0.10 | 0.64695 | 0.63495 | 0.65795 | ||
122 | 2023.11.21 03:00 | t/p | 33 | 0.10 | 0.65795 | 0.63495 | 0.65795 | 109.06 | 10781.79 |
123 | 2023.12.04 17:00 | buy | 34 | 0.10 | 0.66216 | 0.00000 | 0.00000 | ||
124 | 2023.12.04 17:00 | modify | 34 | 0.10 | 0.66216 | 0.65016 | 0.67316 | ||
125 | 2023.12.15 15:00 | buy | 35 | 0.10 | 0.66946 | 0.00000 | 0.00000 | ||
126 | 2023.12.15 15:00 | modify | 35 | 0.10 | 0.66946 | 0.66601 | 0.67316 | ||
127 | 2023.12.15 15:00 | modify | 34 | 0.10 | 0.66216 | 0.66601 | 0.67316 | ||
128 | 2023.12.18 10:00 | t/p | 34 | 0.10 | 0.67316 | 0.66601 | 0.67316 | 105.63 | 10887.43 |
129 | 2023.12.18 10:00 | t/p | 35 | 0.10 | 0.67316 | 0.66601 | 0.67316 | 36.69 | 10924.12 |
130 | 2024.02.13 16:00 | buy | 36 | 0.10 | 0.64627 | 0.00000 | 0.00000 | ||
131 | 2024.02.13 16:00 | modify | 36 | 0.10 | 0.64627 | 0.63427 | 0.65727 | ||
132 | 2024.02.15 19:00 | buy | 37 | 0.10 | 0.65195 | 0.00000 | 0.00000 | ||
133 | 2024.02.15 19:00 | modify | 37 | 0.10 | 0.65195 | 0.65012 | 0.65727 | ||
134 | 2024.02.15 19:00 | buy | 38 | 0.10 | 0.65195 | 0.00000 | 0.00000 | ||
135 | 2024.02.15 19:00 | modify | 38 | 0.10 | 0.65195 | 0.64902 | 0.65727 | ||
136 | 2024.02.15 19:00 | modify | 36 | 0.10 | 0.64627 | 0.64902 | 0.65727 | ||
137 | 2024.02.15 20:00 | modify | 37 | 0.10 | 0.65195 | 0.64902 | 0.65727 | ||
138 | 2024.02.20 08:00 | buy | 39 | 0.10 | 0.65365 | 0.00000 | 0.00000 | ||
139 | 2024.02.20 08:00 | modify | 39 | 0.10 | 0.65365 | 0.65012 | 0.65727 | ||
140 | 2024.02.20 08:00 | modify | 38 | 0.10 | 0.65195 | 0.65012 | 0.65727 | ||
141 | 2024.02.20 08:00 | modify | 37 | 0.10 | 0.65195 | 0.65012 | 0.65727 | ||
142 | 2024.02.20 08:00 | modify | 36 | 0.10 | 0.64627 | 0.65012 | 0.65727 | ||
143 | 2024.02.20 14:00 | t/p | 36 | 0.10 | 0.65727 | 0.65012 | 0.65727 | 107.82 | 11031.93 |
144 | 2024.02.20 14:00 | t/p | 37 | 0.10 | 0.65727 | 0.65012 | 0.65727 | 52.26 | 11084.20 |
145 | 2024.02.20 14:00 | t/p | 38 | 0.10 | 0.65727 | 0.65012 | 0.65727 | 52.26 | 11136.46 |
146 | 2024.02.20 14:00 | t/p | 39 | 0.10 | 0.65727 | 0.65012 | 0.65727 | 36.20 | 11172.66 |