Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=40; 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=50; 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=16; 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 | 527.75 | Gross profit | 1279.75 | Gross loss | -752.00 |
Profit factor | 1.70 | Expected payoff | 15.99 | ||
Absolute drawdown | 18.90 | Maximal drawdown | 232.63 (2.20%) | Relative drawdown | 2.20% (232.63) |
Total trades | 33 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 14 (42.86%) |
Profit trades (% of total) | 14 (42.42%) | Loss trades (% of total) | 19 (57.58%) | ||
Largest | profit trade | 150.65 | loss trade | -55.31 | |
Average | profit trade | 91.41 | loss trade | -39.58 | |
Maximum | consecutive wins (profit in money) | 6 (542.50) | consecutive losses (loss in money) | 5 (-173.68) | |
Maximal | consecutive profit (count of wins) | 542.50 (6) | consecutive loss (count of losses) | -173.74 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.08 00:00 | buy | 1 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
2 | 2023.03.08 00:00 | modify | 1 | 0.10 | 0.65914 | 0.65514 | 0.67414 | ||
3 | 2023.03.22 20:00 | t/p | 1 | 0.10 | 0.67414 | 0.65514 | 0.67414 | 145.63 | 10145.63 |
4 | 2023.04.04 00:00 | sell | 2 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
5 | 2023.04.04 00:00 | modify | 2 | 0.10 | 0.67859 | 0.68259 | 0.66359 | ||
6 | 2023.04.05 08:00 | sell | 3 | 0.10 | 0.67105 | 0.00000 | 0.00000 | ||
7 | 2023.04.05 08:00 | modify | 3 | 0.10 | 0.67105 | 0.67784 | 0.66359 | ||
8 | 2023.04.05 08:00 | sell | 4 | 0.10 | 0.67105 | 0.00000 | 0.00000 | ||
9 | 2023.04.05 08:00 | modify | 4 | 0.10 | 0.67105 | 0.67334 | 0.66359 | ||
10 | 2023.04.05 08:00 | modify | 2 | 0.10 | 0.67859 | 0.67334 | 0.66359 | ||
11 | 2023.04.05 12:00 | modify | 3 | 0.10 | 0.67105 | 0.67334 | 0.66359 | ||
12 | 2023.04.06 12:00 | sell | 5 | 0.10 | 0.66939 | 0.00000 | 0.00000 | ||
13 | 2023.04.06 12:00 | modify | 5 | 0.10 | 0.66939 | 0.67484 | 0.66359 | ||
14 | 2023.04.06 16:00 | modify | 5 | 0.10 | 0.66939 | 0.67334 | 0.66359 | ||
15 | 2023.04.10 16:00 | t/p | 2 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 150.65 | 10296.28 |
16 | 2023.04.10 16:00 | t/p | 3 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 75.14 | 10371.42 |
17 | 2023.04.10 16:00 | t/p | 4 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 75.14 | 10446.56 |
18 | 2023.04.10 16:00 | t/p | 5 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 58.22 | 10504.78 |
19 | 2023.04.14 00:00 | sell | 6 | 0.10 | 0.67833 | 0.00000 | 0.00000 | ||
20 | 2023.04.14 00:00 | modify | 6 | 0.10 | 0.67833 | 0.68233 | 0.66333 | ||
21 | 2023.04.17 16:00 | sell | 7 | 0.10 | 0.66913 | 0.00000 | 0.00000 | ||
22 | 2023.04.17 16:00 | modify | 7 | 0.10 | 0.66913 | 0.67458 | 0.66333 | ||
23 | 2023.04.17 16:00 | modify | 6 | 0.10 | 0.67833 | 0.67458 | 0.66333 | ||
24 | 2023.04.18 12:00 | s/l | 6 | 0.10 | 0.67458 | 0.67458 | 0.66333 | 37.72 | 10542.50 |
25 | 2023.04.18 12:00 | s/l | 7 | 0.10 | 0.67458 | 0.67458 | 0.66333 | -54.39 | 10488.11 |
26 | 2023.05.02 12:00 | sell | 8 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
27 | 2023.05.02 12:00 | modify | 8 | 0.10 | 0.67005 | 0.67405 | 0.65505 | ||
28 | 2023.05.05 08:00 | s/l | 8 | 0.10 | 0.67405 | 0.67405 | 0.65505 | -39.46 | 10448.65 |
29 | 2023.05.05 08:00 | sell | 9 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
30 | 2023.05.05 08:00 | modify | 9 | 0.10 | 0.67310 | 0.67710 | 0.65810 | ||
31 | 2023.05.08 04:00 | s/l | 9 | 0.10 | 0.67710 | 0.67710 | 0.65810 | -39.89 | 10408.75 |
32 | 2023.05.25 00:00 | buy | 10 | 0.10 | 0.65456 | 0.00000 | 0.00000 | ||
33 | 2023.05.25 00:00 | modify | 10 | 0.10 | 0.65456 | 0.65056 | 0.66956 | ||
34 | 2023.05.25 16:00 | s/l | 10 | 0.10 | 0.65056 | 0.65056 | 0.66956 | -40.00 | 10368.75 |
35 | 2023.05.31 12:00 | buy | 11 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
36 | 2023.05.31 12:00 | modify | 11 | 0.10 | 0.64795 | 0.64395 | 0.66295 | ||
37 | 2023.06.02 12:00 | t/p | 11 | 0.10 | 0.66295 | 0.64395 | 0.66295 | 148.75 | 10517.51 |
38 | 2023.06.06 12:00 | sell | 12 | 0.10 | 0.66617 | 0.00000 | 0.00000 | ||
39 | 2023.06.06 12:00 | modify | 12 | 0.10 | 0.66617 | 0.67017 | 0.65117 | ||
40 | 2023.06.07 12:00 | s/l | 12 | 0.10 | 0.67017 | 0.67017 | 0.65117 | -39.89 | 10477.62 |
41 | 2023.06.09 00:00 | sell | 13 | 0.10 | 0.67120 | 0.00000 | 0.00000 | ||
42 | 2023.06.09 00:00 | modify | 13 | 0.10 | 0.67120 | 0.67520 | 0.65620 | ||
43 | 2023.06.09 16:00 | s/l | 13 | 0.10 | 0.67520 | 0.67520 | 0.65620 | -40.00 | 10437.62 |
44 | 2023.07.26 00:00 | sell | 14 | 0.10 | 0.67870 | 0.00000 | 0.00000 | ||
45 | 2023.07.26 00:00 | modify | 14 | 0.10 | 0.67870 | 0.68270 | 0.66370 | ||
46 | 2023.07.28 08:00 | t/p | 14 | 0.10 | 0.66370 | 0.68270 | 0.66370 | 150.43 | 10588.05 |
47 | 2023.08.03 12:00 | buy | 15 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
48 | 2023.08.03 12:00 | modify | 15 | 0.10 | 0.65311 | 0.64911 | 0.66811 | ||
49 | 2023.08.04 16:00 | buy | 16 | 0.10 | 0.66064 | 0.00000 | 0.00000 | ||
50 | 2023.08.04 16:00 | modify | 16 | 0.10 | 0.66064 | 0.65386 | 0.66811 | ||
51 | 2023.08.04 16:00 | buy | 17 | 0.10 | 0.66064 | 0.00000 | 0.00000 | ||
52 | 2023.08.04 16:00 | modify | 17 | 0.10 | 0.66064 | 0.65836 | 0.66811 | ||
53 | 2023.08.04 16:00 | modify | 15 | 0.10 | 0.65311 | 0.65836 | 0.66811 | ||
54 | 2023.08.04 20:00 | s/l | 15 | 0.10 | 0.65836 | 0.65836 | 0.66811 | 52.19 | 10640.24 |
55 | 2023.08.04 20:00 | s/l | 17 | 0.10 | 0.65836 | 0.65836 | 0.66811 | -22.80 | 10617.44 |
56 | 2023.08.04 20:00 | close | 16 | 0.10 | 0.65648 | 0.65386 | 0.66811 | -41.60 | 10575.84 |
57 | 2023.08.24 04:00 | sell | 18 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
58 | 2023.08.24 04:00 | modify | 18 | 0.10 | 0.64798 | 0.65198 | 0.63298 | ||
59 | 2023.08.27 20:00 | sell | 19 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
60 | 2023.08.27 20:00 | modify | 19 | 0.10 | 0.64020 | 0.64723 | 0.63298 | ||
61 | 2023.08.27 20:00 | sell | 20 | 0.10 | 0.64020 | 0.00000 | 0.00000 | ||
62 | 2023.08.27 20:00 | modify | 20 | 0.10 | 0.64020 | 0.64273 | 0.63298 | ||
63 | 2023.08.27 20:00 | modify | 18 | 0.10 | 0.64798 | 0.64273 | 0.63298 | ||
64 | 2023.08.28 00:00 | modify | 19 | 0.10 | 0.64020 | 0.64273 | 0.63298 | ||
65 | 2023.08.28 04:00 | s/l | 18 | 0.10 | 0.64273 | 0.64273 | 0.63298 | 52.72 | 10628.55 |
66 | 2023.08.28 04:00 | s/l | 19 | 0.10 | 0.64273 | 0.64273 | 0.63298 | -25.19 | 10603.36 |
67 | 2023.08.28 04:00 | s/l | 20 | 0.10 | 0.64273 | 0.64273 | 0.63298 | -25.19 | 10578.17 |
68 | 2023.09.11 12:00 | sell | 21 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
69 | 2023.09.11 12:00 | modify | 21 | 0.10 | 0.64304 | 0.64704 | 0.62804 | ||
70 | 2023.09.15 08:00 | s/l | 21 | 0.10 | 0.64704 | 0.64704 | 0.62804 | -39.35 | 10538.82 |
71 | 2023.10.13 00:00 | buy | 22 | 0.10 | 0.63187 | 0.00000 | 0.00000 | ||
72 | 2023.10.13 00:00 | modify | 22 | 0.10 | 0.63187 | 0.62787 | 0.64687 | ||
73 | 2023.10.26 04:00 | s/l | 22 | 0.10 | 0.62787 | 0.62787 | 0.64687 | -44.05 | 10494.76 |
74 | 2023.11.02 08:00 | sell | 23 | 0.10 | 0.64268 | 0.00000 | 0.00000 | ||
75 | 2023.11.02 08:00 | modify | 23 | 0.10 | 0.64268 | 0.64668 | 0.62768 | ||
76 | 2023.11.03 16:00 | s/l | 23 | 0.10 | 0.64668 | 0.64668 | 0.62768 | -39.89 | 10454.87 |
77 | 2023.11.06 04:00 | sell | 24 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
78 | 2023.11.06 04:00 | modify | 24 | 0.10 | 0.65116 | 0.65516 | 0.63616 | ||
79 | 2023.11.10 00:00 | t/p | 24 | 0.10 | 0.63616 | 0.65516 | 0.63616 | 150.65 | 10605.52 |
80 | 2023.11.15 00:00 | sell | 25 | 0.10 | 0.64978 | 0.00000 | 0.00000 | ||
81 | 2023.11.15 00:00 | modify | 25 | 0.10 | 0.64978 | 0.65378 | 0.63478 | ||
82 | 2023.11.15 16:00 | s/l | 25 | 0.10 | 0.65378 | 0.65378 | 0.63478 | -40.00 | 10565.52 |
83 | 2023.12.06 00:00 | buy | 26 | 0.10 | 0.65574 | 0.00000 | 0.00000 | ||
84 | 2023.12.06 00:00 | modify | 26 | 0.10 | 0.65574 | 0.65174 | 0.67074 | ||
85 | 2023.12.14 04:00 | t/p | 26 | 0.10 | 0.67074 | 0.65174 | 0.67074 | 146.88 | 10712.40 |
86 | 2023.12.14 08:00 | sell | 27 | 0.10 | 0.67093 | 0.00000 | 0.00000 | ||
87 | 2023.12.14 08:00 | modify | 27 | 0.10 | 0.67093 | 0.67493 | 0.65593 | ||
88 | 2023.12.19 16:00 | s/l | 27 | 0.10 | 0.67493 | 0.67493 | 0.65593 | -39.68 | 10672.73 |
89 | 2024.01.16 08:00 | buy | 28 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
90 | 2024.01.16 08:00 | modify | 28 | 0.10 | 0.66199 | 0.65799 | 0.67699 | ||
91 | 2024.01.16 20:00 | s/l | 28 | 0.10 | 0.65799 | 0.65799 | 0.67699 | -40.00 | 10632.73 |
92 | 2024.01.17 00:00 | buy | 29 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
93 | 2024.01.17 00:00 | modify | 29 | 0.10 | 0.65914 | 0.65514 | 0.67414 | ||
94 | 2024.01.17 08:00 | s/l | 29 | 0.10 | 0.65514 | 0.65514 | 0.67414 | -40.00 | 10592.73 |
95 | 2024.01.17 12:00 | buy | 30 | 0.10 | 0.65593 | 0.00000 | 0.00000 | ||
96 | 2024.01.17 12:00 | modify | 30 | 0.10 | 0.65593 | 0.65193 | 0.67093 | ||
97 | 2024.02.01 12:00 | s/l | 30 | 0.10 | 0.65193 | 0.65193 | 0.67093 | -45.30 | 10547.42 |
98 | 2024.02.14 00:00 | buy | 31 | 0.10 | 0.64555 | 0.00000 | 0.00000 | ||
99 | 2024.02.14 00:00 | modify | 31 | 0.10 | 0.64555 | 0.64155 | 0.66055 | ||
100 | 2024.02.19 08:00 | buy | 32 | 0.10 | 0.65455 | 0.00000 | 0.00000 | ||
101 | 2024.02.19 08:00 | modify | 32 | 0.10 | 0.65455 | 0.64930 | 0.66055 | ||
102 | 2024.02.19 08:00 | modify | 31 | 0.10 | 0.64555 | 0.64930 | 0.66055 | ||
103 | 2024.02.28 12:00 | s/l | 31 | 0.10 | 0.64930 | 0.64930 | 0.66055 | 33.13 | 10580.56 |
104 | 2024.02.28 12:00 | s/l | 32 | 0.10 | 0.64930 | 0.64930 | 0.66055 | -55.31 | 10525.25 |
105 | 2024.02.29 00:00 | buy | 33 | 0.10 | 0.64972 | 0.00000 | 0.00000 | ||
106 | 2024.02.29 00:00 | modify | 33 | 0.10 | 0.64972 | 0.64572 | 0.66472 | ||
107 | 2024.02.29 23:59 | close at stop | 33 | 0.10 | 0.64997 | 0.64572 | 0.66472 | 2.50 | 10527.75 |