Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 156270 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1756.81 | Gross profit | 1932.33 | Gross loss | -175.52 |
Profit factor | 11.01 | Expected payoff | 53.24 | ||
Absolute drawdown | 81.25 | Maximal drawdown | 209.38 (2.01%) | Relative drawdown | 2.01% (209.38) |
Total trades | 33 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 27 (81.82%) | Loss trades (% of total) | 6 (18.18%) | ||
Largest | profit trade | 120.76 | loss trade | -50.31 | |
Average | profit trade | 71.57 | loss trade | -29.25 | |
Maximum | consecutive wins (profit in money) | 12 (929.43) | consecutive losses (loss in money) | 2 (-52.18) | |
Maximal | consecutive profit (count of wins) | 929.43 (12) | consecutive loss (count of losses) | -52.18 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.08.01 14:00 | buy | 1 | 0.10 | 0.66197 | 0.00000 | 0.00000 | ||
2 | 2023.08.01 14:00 | modify | 1 | 0.10 | 0.66197 | 0.65697 | 0.67397 | ||
3 | 2023.08.02 06:20 | s/l | 1 | 0.10 | 0.65697 | 0.65697 | 0.67397 | -50.31 | 9949.69 |
4 | 2023.08.02 16:00 | buy | 2 | 0.10 | 0.65437 | 0.00000 | 0.00000 | ||
5 | 2023.08.02 16:00 | modify | 2 | 0.10 | 0.65437 | 0.64937 | 0.66637 | ||
6 | 2023.08.04 00:50 | buy | 3 | 0.10 | 0.65741 | 0.00000 | 0.00000 | ||
7 | 2023.08.04 00:50 | modify | 3 | 0.10 | 0.65741 | 0.65497 | 0.66637 | ||
8 | 2023.08.04 00:50 | modify | 2 | 0.10 | 0.65437 | 0.65497 | 0.66637 | ||
9 | 2023.08.04 10:45 | s/l | 2 | 0.10 | 0.65497 | 0.65497 | 0.66637 | 4.75 | 9954.44 |
10 | 2023.08.04 10:45 | s/l | 3 | 0.10 | 0.65497 | 0.65497 | 0.66637 | -24.40 | 9930.04 |
11 | 2023.08.10 14:00 | sell | 4 | 0.10 | 0.65838 | 0.00000 | 0.00000 | ||
12 | 2023.08.10 14:00 | modify | 4 | 0.10 | 0.65838 | 0.66338 | 0.64638 | ||
13 | 2023.08.10 14:46 | sell | 5 | 0.10 | 0.65534 | 0.00000 | 0.00000 | ||
14 | 2023.08.10 14:46 | modify | 5 | 0.10 | 0.65534 | 0.65778 | 0.64638 | ||
15 | 2023.08.10 14:46 | modify | 4 | 0.10 | 0.65838 | 0.65778 | 0.64638 | ||
16 | 2023.08.10 20:43 | sell | 6 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
17 | 2023.08.10 20:43 | modify | 6 | 0.10 | 0.65171 | 0.65478 | 0.64638 | ||
18 | 2023.08.10 20:43 | sell | 7 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
19 | 2023.08.10 20:43 | modify | 7 | 0.10 | 0.65171 | 0.65418 | 0.64638 | ||
20 | 2023.08.10 20:43 | modify | 5 | 0.10 | 0.65534 | 0.65418 | 0.64638 | ||
21 | 2023.08.10 20:43 | modify | 4 | 0.10 | 0.65838 | 0.65418 | 0.64638 | ||
22 | 2023.08.10 20:46 | modify | 6 | 0.10 | 0.65171 | 0.65418 | 0.64638 | ||
23 | 2023.08.14 02:20 | t/p | 4 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 120.22 | 10050.26 |
24 | 2023.08.14 02:20 | t/p | 5 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 89.82 | 10140.07 |
25 | 2023.08.14 02:20 | t/p | 6 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 53.52 | 10193.59 |
26 | 2023.08.14 02:20 | t/p | 7 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 53.52 | 10247.11 |
27 | 2023.09.20 15:00 | sell | 8 | 0.10 | 0.64964 | 0.00000 | 0.00000 | ||
28 | 2023.09.20 15:00 | modify | 8 | 0.10 | 0.64964 | 0.65464 | 0.63764 | ||
29 | 2023.09.21 00:20 | sell | 9 | 0.10 | 0.64282 | 0.00000 | 0.00000 | ||
30 | 2023.09.21 00:20 | modify | 9 | 0.10 | 0.64282 | 0.64604 | 0.63764 | ||
31 | 2023.09.21 00:20 | sell | 10 | 0.10 | 0.64282 | 0.00000 | 0.00000 | ||
32 | 2023.09.21 00:20 | modify | 10 | 0.10 | 0.64282 | 0.64544 | 0.63764 | ||
33 | 2023.09.21 00:20 | modify | 8 | 0.10 | 0.64964 | 0.64544 | 0.63764 | ||
34 | 2023.09.21 00:22 | modify | 9 | 0.10 | 0.64282 | 0.64544 | 0.63764 | ||
35 | 2023.09.22 11:40 | s/l | 8 | 0.10 | 0.64544 | 0.64544 | 0.63764 | 42.43 | 10289.54 |
36 | 2023.09.22 11:40 | s/l | 9 | 0.10 | 0.64544 | 0.64544 | 0.63764 | -26.09 | 10263.45 |
37 | 2023.09.22 11:40 | s/l | 10 | 0.10 | 0.64544 | 0.64544 | 0.63764 | -26.09 | 10237.36 |
38 | 2023.09.22 14:00 | sell | 11 | 0.10 | 0.64566 | 0.00000 | 0.00000 | ||
39 | 2023.09.22 14:00 | modify | 11 | 0.10 | 0.64566 | 0.65066 | 0.63366 | ||
40 | 2023.09.25 01:50 | sell | 12 | 0.10 | 0.64266 | 0.00000 | 0.00000 | ||
41 | 2023.09.25 01:50 | modify | 12 | 0.10 | 0.64266 | 0.64506 | 0.63366 | ||
42 | 2023.09.25 01:50 | modify | 11 | 0.10 | 0.64566 | 0.64506 | 0.63366 | ||
43 | 2023.09.27 00:40 | sell | 13 | 0.10 | 0.63896 | 0.00000 | 0.00000 | ||
44 | 2023.09.27 00:40 | modify | 13 | 0.10 | 0.63896 | 0.64206 | 0.63366 | ||
45 | 2023.09.27 00:40 | sell | 14 | 0.10 | 0.63896 | 0.00000 | 0.00000 | ||
46 | 2023.09.27 00:40 | modify | 14 | 0.10 | 0.63896 | 0.64146 | 0.63366 | ||
47 | 2023.09.27 00:40 | modify | 12 | 0.10 | 0.64266 | 0.64146 | 0.63366 | ||
48 | 2023.09.27 00:40 | modify | 11 | 0.10 | 0.64566 | 0.64146 | 0.63366 | ||
49 | 2023.09.27 00:43 | modify | 13 | 0.10 | 0.63896 | 0.64146 | 0.63366 | ||
50 | 2023.09.27 17:32 | t/p | 11 | 0.10 | 0.63366 | 0.64146 | 0.63366 | 120.32 | 10357.68 |
51 | 2023.09.27 17:32 | t/p | 12 | 0.10 | 0.63366 | 0.64146 | 0.63366 | 90.22 | 10447.90 |
52 | 2023.09.27 17:32 | t/p | 13 | 0.10 | 0.63366 | 0.64146 | 0.63366 | 53.00 | 10500.90 |
53 | 2023.09.27 17:32 | t/p | 14 | 0.10 | 0.63366 | 0.64146 | 0.63366 | 53.00 | 10553.90 |
54 | 2023.09.29 04:00 | sell | 15 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
55 | 2023.09.29 04:00 | modify | 15 | 0.10 | 0.64567 | 0.65067 | 0.63367 | ||
56 | 2023.09.29 17:20 | sell | 16 | 0.10 | 0.64263 | 0.00000 | 0.00000 | ||
57 | 2023.09.29 17:20 | modify | 16 | 0.10 | 0.64263 | 0.64507 | 0.63367 | ||
58 | 2023.09.29 17:20 | modify | 15 | 0.10 | 0.64567 | 0.64507 | 0.63367 | ||
59 | 2023.10.02 12:07 | sell | 17 | 0.10 | 0.63901 | 0.00000 | 0.00000 | ||
60 | 2023.10.02 12:07 | modify | 17 | 0.10 | 0.63901 | 0.64207 | 0.63367 | ||
61 | 2023.10.02 12:07 | sell | 18 | 0.10 | 0.63901 | 0.00000 | 0.00000 | ||
62 | 2023.10.02 12:07 | modify | 18 | 0.10 | 0.63901 | 0.64147 | 0.63367 | ||
63 | 2023.10.02 12:07 | modify | 16 | 0.10 | 0.64263 | 0.64147 | 0.63367 | ||
64 | 2023.10.02 12:07 | modify | 15 | 0.10 | 0.64567 | 0.64147 | 0.63367 | ||
65 | 2023.10.02 12:10 | modify | 17 | 0.10 | 0.63901 | 0.64147 | 0.63367 | ||
66 | 2023.10.03 04:15 | t/p | 15 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 120.22 | 10674.11 |
67 | 2023.10.03 04:15 | t/p | 16 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 89.82 | 10763.93 |
68 | 2023.10.03 04:15 | t/p | 17 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 53.51 | 10817.44 |
69 | 2023.10.03 04:15 | t/p | 18 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 53.51 | 10870.95 |
70 | 2024.02.08 15:00 | buy | 19 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
71 | 2024.02.08 15:00 | modify | 19 | 0.10 | 0.64892 | 0.64392 | 0.66092 | ||
72 | 2024.02.09 14:27 | buy | 20 | 0.10 | 0.65222 | 0.00000 | 0.00000 | ||
73 | 2024.02.09 14:27 | modify | 20 | 0.10 | 0.65222 | 0.64952 | 0.66092 | ||
74 | 2024.02.09 14:27 | modify | 19 | 0.10 | 0.64892 | 0.64952 | 0.66092 | ||
75 | 2024.02.13 13:45 | s/l | 19 | 0.10 | 0.64952 | 0.64952 | 0.66092 | 5.06 | 10876.01 |
76 | 2024.02.13 13:45 | s/l | 20 | 0.10 | 0.64952 | 0.64952 | 0.66092 | -27.62 | 10848.39 |
77 | 2024.02.28 08:00 | buy | 21 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
78 | 2024.02.28 08:00 | modify | 21 | 0.10 | 0.65111 | 0.64611 | 0.66311 | ||
79 | 2024.03.06 13:55 | buy | 22 | 0.10 | 0.65429 | 0.00000 | 0.00000 | ||
80 | 2024.03.06 13:55 | modify | 22 | 0.10 | 0.65429 | 0.65171 | 0.66311 | ||
81 | 2024.03.06 13:55 | modify | 21 | 0.10 | 0.65111 | 0.65171 | 0.66311 | ||
82 | 2024.03.06 16:40 | buy | 23 | 0.10 | 0.65787 | 0.00000 | 0.00000 | ||
83 | 2024.03.06 16:40 | modify | 23 | 0.10 | 0.65787 | 0.65471 | 0.66311 | ||
84 | 2024.03.06 16:40 | buy | 24 | 0.10 | 0.65787 | 0.00000 | 0.00000 | ||
85 | 2024.03.06 16:40 | modify | 24 | 0.10 | 0.65787 | 0.65531 | 0.66311 | ||
86 | 2024.03.06 16:40 | modify | 22 | 0.10 | 0.65429 | 0.65531 | 0.66311 | ||
87 | 2024.03.06 16:40 | modify | 21 | 0.10 | 0.65111 | 0.65531 | 0.66311 | ||
88 | 2024.03.06 16:42 | modify | 23 | 0.10 | 0.65787 | 0.65531 | 0.66311 | ||
89 | 2024.03.08 05:45 | t/p | 21 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 116.57 | 10964.96 |
90 | 2024.03.08 05:45 | t/p | 22 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 86.95 | 11051.91 |
91 | 2024.03.08 05:45 | t/p | 23 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 51.15 | 11103.06 |
92 | 2024.03.08 05:45 | t/p | 24 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 51.15 | 11154.21 |
93 | 2024.03.21 06:00 | sell | 25 | 0.10 | 0.66231 | 0.00000 | 0.00000 | ||
94 | 2024.03.21 06:00 | modify | 25 | 0.10 | 0.66231 | 0.66731 | 0.65031 | ||
95 | 2024.03.21 13:16 | sell | 26 | 0.10 | 0.65906 | 0.00000 | 0.00000 | ||
96 | 2024.03.21 13:16 | modify | 26 | 0.10 | 0.65906 | 0.66171 | 0.65031 | ||
97 | 2024.03.21 13:16 | modify | 25 | 0.10 | 0.66231 | 0.66171 | 0.65031 | ||
98 | 2024.03.26 10:22 | sell | 27 | 0.10 | 0.65569 | 0.00000 | 0.00000 | ||
99 | 2024.03.26 10:22 | modify | 27 | 0.10 | 0.65569 | 0.65871 | 0.65031 | ||
100 | 2024.03.26 10:22 | sell | 28 | 0.10 | 0.65569 | 0.00000 | 0.00000 | ||
101 | 2024.03.26 10:22 | modify | 28 | 0.10 | 0.65569 | 0.65811 | 0.65031 | ||
102 | 2024.03.26 10:22 | modify | 26 | 0.10 | 0.65906 | 0.65811 | 0.65031 | ||
103 | 2024.03.26 10:22 | modify | 25 | 0.10 | 0.66231 | 0.65811 | 0.65031 | ||
104 | 2024.03.26 10:25 | modify | 27 | 0.10 | 0.65569 | 0.65811 | 0.65031 | ||
105 | 2024.03.28 08:15 | t/p | 25 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 120.76 | 11274.97 |
106 | 2024.03.28 08:15 | t/p | 26 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 88.26 | 11363.23 |
107 | 2024.03.28 08:15 | t/p | 27 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 54.23 | 11417.46 |
108 | 2024.03.28 08:15 | t/p | 28 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 54.23 | 11471.69 |
109 | 2024.04.01 18:00 | buy | 29 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
110 | 2024.04.01 18:00 | modify | 29 | 0.10 | 0.64871 | 0.64371 | 0.66071 | ||
111 | 2024.04.02 14:15 | buy | 30 | 0.10 | 0.65201 | 0.00000 | 0.00000 | ||
112 | 2024.04.02 14:15 | modify | 30 | 0.10 | 0.65201 | 0.64931 | 0.66071 | ||
113 | 2024.04.02 14:15 | modify | 29 | 0.10 | 0.64871 | 0.64931 | 0.66071 | ||
114 | 2024.04.03 15:15 | buy | 31 | 0.10 | 0.65552 | 0.00000 | 0.00000 | ||
115 | 2024.04.03 15:15 | modify | 31 | 0.10 | 0.65552 | 0.65231 | 0.66071 | ||
116 | 2024.04.03 15:15 | buy | 32 | 0.10 | 0.65552 | 0.00000 | 0.00000 | ||
117 | 2024.04.03 15:15 | modify | 32 | 0.10 | 0.65552 | 0.65291 | 0.66071 | ||
118 | 2024.04.03 15:15 | modify | 30 | 0.10 | 0.65201 | 0.65291 | 0.66071 | ||
119 | 2024.04.03 15:15 | modify | 29 | 0.10 | 0.64871 | 0.65291 | 0.66071 | ||
120 | 2024.04.03 15:17 | modify | 31 | 0.10 | 0.65552 | 0.65291 | 0.66071 | ||
121 | 2024.04.04 10:20 | t/p | 29 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 118.44 | 11590.13 |
122 | 2024.04.04 10:20 | t/p | 30 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 85.75 | 11675.89 |
123 | 2024.04.04 10:20 | t/p | 31 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 50.96 | 11726.85 |
124 | 2024.04.04 10:20 | t/p | 32 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 50.96 | 11777.81 |
125 | 2024.04.30 15:00 | buy | 33 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
126 | 2024.04.30 15:00 | modify | 33 | 0.10 | 0.64953 | 0.64453 | 0.66153 | ||
127 | 2024.04.30 23:59 | close at stop | 33 | 0.10 | 0.64743 | 0.64453 | 0.66153 | -21.00 | 11756.81 |