Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 79213 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 714.39 | Gross profit | 832.88 | Gross loss | -118.48 |
Profit factor | 7.03 | Expected payoff | 44.65 | ||
Absolute drawdown | 69.24 | Maximal drawdown | 183.16 (1.81%) | Relative drawdown | 1.81% (183.16) |
Total trades | 16 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 140.54 | loss trade | -29.68 | |
Average | profit trade | 75.72 | loss trade | -23.70 | |
Maximum | consecutive wins (profit in money) | 9 (743.22) | consecutive losses (loss in money) | 2 (-45.00) | |
Maximal | consecutive profit (count of wins) | 743.22 (9) | consecutive loss (count of losses) | -45.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.04.14 00:00 | sell | 1 | 0.10 | 0.67833 | 0.00000 | 0.00000 | ||
2 | 2023.04.14 00:00 | modify | 1 | 0.10 | 0.67833 | 0.69133 | 0.66433 | ||
3 | 2023.04.14 15:50 | sell | 2 | 0.10 | 0.66974 | 0.00000 | 0.00000 | ||
4 | 2023.04.14 15:50 | modify | 2 | 0.10 | 0.66974 | 0.67273 | 0.66433 | ||
5 | 2023.04.14 15:50 | modify | 1 | 0.10 | 0.67833 | 0.67273 | 0.66433 | ||
6 | 2023.04.18 03:15 | s/l | 1 | 0.10 | 0.67273 | 0.67273 | 0.66433 | 56.22 | 10056.22 |
7 | 2023.04.18 03:15 | s/l | 2 | 0.10 | 0.67273 | 0.67273 | 0.66433 | -29.68 | 10026.53 |
8 | 2023.06.23 16:00 | buy | 3 | 0.10 | 0.66887 | 0.00000 | 0.00000 | ||
9 | 2023.06.23 16:00 | modify | 3 | 0.10 | 0.66887 | 0.65587 | 0.68287 | ||
10 | 2023.07.12 12:50 | buy | 4 | 0.10 | 0.67477 | 0.00000 | 0.00000 | ||
11 | 2023.07.12 12:50 | modify | 4 | 0.10 | 0.67477 | 0.66957 | 0.68287 | ||
12 | 2023.07.12 12:50 | buy | 5 | 0.10 | 0.67477 | 0.00000 | 0.00000 | ||
13 | 2023.07.12 12:50 | modify | 5 | 0.10 | 0.67477 | 0.67237 | 0.68287 | ||
14 | 2023.07.12 12:50 | modify | 3 | 0.10 | 0.66887 | 0.67237 | 0.68287 | ||
15 | 2023.07.12 12:55 | modify | 4 | 0.10 | 0.67477 | 0.67237 | 0.68287 | ||
16 | 2023.07.12 13:50 | buy | 6 | 0.10 | 0.67745 | 0.00000 | 0.00000 | ||
17 | 2023.07.12 13:50 | modify | 6 | 0.10 | 0.67745 | 0.67447 | 0.68287 | ||
18 | 2023.07.12 13:50 | modify | 5 | 0.10 | 0.67477 | 0.67447 | 0.68287 | ||
19 | 2023.07.12 13:50 | modify | 4 | 0.10 | 0.67477 | 0.67447 | 0.68287 | ||
20 | 2023.07.12 13:50 | modify | 3 | 0.10 | 0.66887 | 0.67447 | 0.68287 | ||
21 | 2023.07.13 06:40 | t/p | 3 | 0.10 | 0.68287 | 0.67447 | 0.68287 | 133.76 | 10160.29 |
22 | 2023.07.13 06:40 | t/p | 4 | 0.10 | 0.68287 | 0.67447 | 0.68287 | 80.06 | 10240.36 |
23 | 2023.07.13 06:40 | t/p | 5 | 0.10 | 0.68287 | 0.67447 | 0.68287 | 80.06 | 10320.42 |
24 | 2023.07.13 06:40 | t/p | 6 | 0.10 | 0.68287 | 0.67447 | 0.68287 | 53.26 | 10373.69 |
25 | 2023.11.06 04:00 | sell | 7 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
26 | 2023.11.06 04:00 | modify | 7 | 0.10 | 0.65116 | 0.66416 | 0.63716 | ||
27 | 2023.11.07 03:40 | sell | 8 | 0.10 | 0.64544 | 0.00000 | 0.00000 | ||
28 | 2023.11.07 03:40 | modify | 8 | 0.10 | 0.64544 | 0.65046 | 0.63716 | ||
29 | 2023.11.07 03:40 | sell | 9 | 0.10 | 0.64544 | 0.00000 | 0.00000 | ||
30 | 2023.11.07 03:40 | modify | 9 | 0.10 | 0.64544 | 0.64766 | 0.63716 | ||
31 | 2023.11.07 03:40 | modify | 7 | 0.10 | 0.65116 | 0.64766 | 0.63716 | ||
32 | 2023.11.07 03:45 | modify | 8 | 0.10 | 0.64544 | 0.64766 | 0.63716 | ||
33 | 2023.11.07 07:30 | sell | 10 | 0.10 | 0.64249 | 0.00000 | 0.00000 | ||
34 | 2023.11.07 07:30 | modify | 10 | 0.10 | 0.64249 | 0.64556 | 0.63716 | ||
35 | 2023.11.07 07:30 | modify | 9 | 0.10 | 0.64544 | 0.64556 | 0.63716 | ||
36 | 2023.11.07 07:30 | modify | 8 | 0.10 | 0.64544 | 0.64556 | 0.63716 | ||
37 | 2023.11.07 07:30 | modify | 7 | 0.10 | 0.65116 | 0.64556 | 0.63716 | ||
38 | 2023.11.09 19:40 | t/p | 7 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 140.54 | 10514.23 |
39 | 2023.11.09 19:40 | t/p | 8 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 83.23 | 10597.46 |
40 | 2023.11.09 19:40 | t/p | 9 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 83.23 | 10680.69 |
41 | 2023.11.09 19:40 | t/p | 10 | 0.10 | 0.63716 | 0.64556 | 0.63716 | 53.73 | 10734.43 |
42 | 2023.11.15 16:00 | sell | 11 | 0.10 | 0.65258 | 0.00000 | 0.00000 | ||
43 | 2023.11.15 16:00 | modify | 11 | 0.10 | 0.65258 | 0.66558 | 0.63858 | ||
44 | 2023.11.16 02:30 | sell | 12 | 0.10 | 0.64683 | 0.00000 | 0.00000 | ||
45 | 2023.11.16 02:30 | modify | 12 | 0.10 | 0.64683 | 0.65188 | 0.63858 | ||
46 | 2023.11.16 02:30 | sell | 13 | 0.10 | 0.64683 | 0.00000 | 0.00000 | ||
47 | 2023.11.16 02:30 | modify | 13 | 0.10 | 0.64683 | 0.64908 | 0.63858 | ||
48 | 2023.11.16 02:30 | modify | 11 | 0.10 | 0.65258 | 0.64908 | 0.63858 | ||
49 | 2023.11.16 02:35 | modify | 12 | 0.10 | 0.64683 | 0.64908 | 0.63858 | ||
50 | 2023.11.16 08:30 | s/l | 11 | 0.10 | 0.64908 | 0.64908 | 0.63858 | 35.32 | 10769.75 |
51 | 2023.11.16 08:30 | s/l | 12 | 0.10 | 0.64908 | 0.64908 | 0.63858 | -22.50 | 10747.25 |
52 | 2023.11.16 08:30 | s/l | 13 | 0.10 | 0.64908 | 0.64908 | 0.63858 | -22.50 | 10724.75 |
53 | 2024.01.17 12:00 | buy | 14 | 0.10 | 0.65593 | 0.00000 | 0.00000 | ||
54 | 2024.01.17 12:00 | modify | 14 | 0.10 | 0.65593 | 0.64293 | 0.66993 | ||
55 | 2024.01.22 01:15 | buy | 15 | 0.10 | 0.66162 | 0.00000 | 0.00000 | ||
56 | 2024.01.22 01:15 | modify | 15 | 0.10 | 0.66162 | 0.65663 | 0.66993 | ||
57 | 2024.01.22 01:15 | buy | 16 | 0.10 | 0.66162 | 0.00000 | 0.00000 | ||
58 | 2024.01.22 01:15 | modify | 16 | 0.10 | 0.66162 | 0.65943 | 0.66993 | ||
59 | 2024.01.22 01:15 | modify | 14 | 0.10 | 0.65593 | 0.65943 | 0.66993 | ||
60 | 2024.01.22 01:20 | modify | 15 | 0.10 | 0.66162 | 0.65943 | 0.66993 | ||
61 | 2024.01.22 03:40 | s/l | 14 | 0.10 | 0.65943 | 0.65943 | 0.66993 | 33.44 | 10758.19 |
62 | 2024.01.22 03:40 | s/l | 15 | 0.10 | 0.65943 | 0.65943 | 0.66993 | -21.90 | 10736.29 |
63 | 2024.01.22 03:40 | s/l | 16 | 0.10 | 0.65943 | 0.65943 | 0.66993 | -21.90 | 10714.39 |