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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6548 | Ticks modelled | 15690611 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1459.98 | Gross profit | 1652.42 | Gross loss | -192.44 |
Profit factor | 8.59 | Expected payoff | 45.62 | ||
Absolute drawdown | 81.25 | Maximal drawdown | 195.57 (1.76%) | Relative drawdown | 1.76% (195.57) |
Total trades | 32 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 25 (78.12%) | Loss trades (% of total) | 7 (21.88%) | ||
Largest | profit trade | 120.76 | loss trade | -50.31 | |
Average | profit trade | 66.10 | loss trade | -27.49 | |
Maximum | consecutive wins (profit in money) | 12 (944.76) | consecutive losses (loss in money) | 2 (-48.00) | |
Maximal | consecutive profit (count of wins) | 944.76 (12) | consecutive loss (count of losses) | -50.31 (1) | |
Average | consecutive wins | 5 | 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 06:15 | 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 00:59 | buy | 3 | 0.10 | 0.65737 | 0.00000 | 0.00000 | ||
7 | 2023.08.04 00:59 | modify | 3 | 0.10 | 0.65737 | 0.65497 | 0.66637 | ||
8 | 2023.08.04 00:59 | modify | 2 | 0.10 | 0.65437 | 0.65497 | 0.66637 | ||
9 | 2023.08.04 10:37 | s/l | 2 | 0.10 | 0.65497 | 0.65497 | 0.66637 | 4.75 | 9954.44 |
10 | 2023.08.04 10:37 | s/l | 3 | 0.10 | 0.65497 | 0.65497 | 0.66637 | -24.00 | 9930.44 |
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 14:52 | sell | 5 | 0.10 | 0.65538 | 0.00000 | 0.00000 | ||
14 | 2023.08.10 14:52 | modify | 5 | 0.10 | 0.65538 | 0.65778 | 0.64638 | ||
15 | 2023.08.10 14:52 | modify | 4 | 0.10 | 0.65838 | 0.65778 | 0.64638 | ||
16 | 2023.08.10 20:32 | sell | 6 | 0.10 | 0.65178 | 0.00000 | 0.00000 | ||
17 | 2023.08.10 20:32 | modify | 6 | 0.10 | 0.65178 | 0.65478 | 0.64638 | ||
18 | 2023.08.10 20:32 | sell | 7 | 0.10 | 0.65178 | 0.00000 | 0.00000 | ||
19 | 2023.08.10 20:32 | modify | 7 | 0.10 | 0.65178 | 0.65418 | 0.64638 | ||
20 | 2023.08.10 20:32 | modify | 5 | 0.10 | 0.65538 | 0.65418 | 0.64638 | ||
21 | 2023.08.10 20:32 | modify | 4 | 0.10 | 0.65838 | 0.65418 | 0.64638 | ||
22 | 2023.08.10 20:32 | modify | 6 | 0.10 | 0.65178 | 0.65418 | 0.64638 | ||
23 | 2023.08.14 02:14 | t/p | 4 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 120.22 | 10050.66 |
24 | 2023.08.14 02:14 | t/p | 5 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 90.22 | 10140.87 |
25 | 2023.08.14 02:14 | t/p | 6 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 54.22 | 10195.09 |
26 | 2023.08.14 02:14 | t/p | 7 | 0.10 | 0.64638 | 0.65418 | 0.64638 | 54.22 | 10249.31 |
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 | 2023.09.20 18:01 | sell | 9 | 0.10 | 0.64662 | 0.00000 | 0.00000 | ||
30 | 2023.09.20 18:01 | modify | 9 | 0.10 | 0.64662 | 0.64904 | 0.63764 | ||
31 | 2023.09.20 18:01 | modify | 8 | 0.10 | 0.64964 | 0.64904 | 0.63764 | ||
32 | 2023.09.20 18:25 | s/l | 8 | 0.10 | 0.64904 | 0.64904 | 0.63764 | 6.00 | 10255.31 |
33 | 2023.09.20 18:25 | s/l | 9 | 0.10 | 0.64904 | 0.64904 | 0.63764 | -24.20 | 10231.11 |
34 | 2023.09.22 14:00 | sell | 10 | 0.10 | 0.64566 | 0.00000 | 0.00000 | ||
35 | 2023.09.22 14:00 | modify | 10 | 0.10 | 0.64566 | 0.65066 | 0.63366 | ||
36 | 2023.09.25 01:59 | sell | 11 | 0.10 | 0.64266 | 0.00000 | 0.00000 | ||
37 | 2023.09.25 01:59 | modify | 11 | 0.10 | 0.64266 | 0.64506 | 0.63366 | ||
38 | 2023.09.25 01:59 | modify | 10 | 0.10 | 0.64566 | 0.64506 | 0.63366 | ||
39 | 2023.09.26 07:12 | sell | 12 | 0.10 | 0.63906 | 0.00000 | 0.00000 | ||
40 | 2023.09.26 07:12 | modify | 12 | 0.10 | 0.63906 | 0.64206 | 0.63366 | ||
41 | 2023.09.26 07:12 | sell | 13 | 0.10 | 0.63906 | 0.00000 | 0.00000 | ||
42 | 2023.09.26 07:12 | modify | 13 | 0.10 | 0.63906 | 0.64146 | 0.63366 | ||
43 | 2023.09.26 07:12 | modify | 11 | 0.10 | 0.64266 | 0.64146 | 0.63366 | ||
44 | 2023.09.26 07:12 | modify | 10 | 0.10 | 0.64566 | 0.64146 | 0.63366 | ||
45 | 2023.09.26 07:12 | modify | 12 | 0.10 | 0.63906 | 0.64146 | 0.63366 | ||
46 | 2023.09.26 08:05 | s/l | 10 | 0.10 | 0.64146 | 0.64146 | 0.63366 | 42.22 | 10273.32 |
47 | 2023.09.26 08:05 | s/l | 11 | 0.10 | 0.64146 | 0.64146 | 0.63366 | 12.11 | 10285.43 |
48 | 2023.09.26 08:05 | s/l | 12 | 0.10 | 0.64146 | 0.64146 | 0.63366 | -24.00 | 10261.43 |
49 | 2023.09.26 08:05 | s/l | 13 | 0.10 | 0.64146 | 0.64146 | 0.63366 | -24.00 | 10237.43 |
50 | 2023.09.29 04:00 | sell | 14 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
51 | 2023.09.29 04:00 | modify | 14 | 0.10 | 0.64567 | 0.65067 | 0.63367 | ||
52 | 2023.09.29 17:13 | sell | 15 | 0.10 | 0.64267 | 0.00000 | 0.00000 | ||
53 | 2023.09.29 17:13 | modify | 15 | 0.10 | 0.64267 | 0.64507 | 0.63367 | ||
54 | 2023.09.29 17:13 | modify | 14 | 0.10 | 0.64567 | 0.64507 | 0.63367 | ||
55 | 2023.10.02 12:04 | sell | 16 | 0.10 | 0.63907 | 0.00000 | 0.00000 | ||
56 | 2023.10.02 12:04 | modify | 16 | 0.10 | 0.63907 | 0.64207 | 0.63367 | ||
57 | 2023.10.02 12:04 | sell | 17 | 0.10 | 0.63907 | 0.00000 | 0.00000 | ||
58 | 2023.10.02 12:04 | modify | 17 | 0.10 | 0.63907 | 0.64147 | 0.63367 | ||
59 | 2023.10.02 12:04 | modify | 15 | 0.10 | 0.64267 | 0.64147 | 0.63367 | ||
60 | 2023.10.02 12:04 | modify | 14 | 0.10 | 0.64567 | 0.64147 | 0.63367 | ||
61 | 2023.10.02 12:04 | modify | 16 | 0.10 | 0.63907 | 0.64147 | 0.63367 | ||
62 | 2023.10.03 04:16 | t/p | 14 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 120.22 | 10357.65 |
63 | 2023.10.03 04:16 | t/p | 15 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 90.22 | 10447.86 |
64 | 2023.10.03 04:16 | t/p | 16 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 54.11 | 10501.97 |
65 | 2023.10.03 04:16 | t/p | 17 | 0.10 | 0.63367 | 0.64147 | 0.63367 | 54.11 | 10556.08 |
66 | 2024.02.08 15:00 | buy | 18 | 0.10 | 0.64892 | 0.00000 | 0.00000 | ||
67 | 2024.02.08 15:00 | modify | 18 | 0.10 | 0.64892 | 0.64392 | 0.66092 | ||
68 | 2024.02.09 13:31 | buy | 19 | 0.10 | 0.65195 | 0.00000 | 0.00000 | ||
69 | 2024.02.09 13:31 | modify | 19 | 0.10 | 0.65195 | 0.64952 | 0.66092 | ||
70 | 2024.02.09 13:31 | modify | 18 | 0.10 | 0.64892 | 0.64952 | 0.66092 | ||
71 | 2024.02.13 13:30 | s/l | 18 | 0.10 | 0.64952 | 0.64952 | 0.66092 | 5.06 | 10561.14 |
72 | 2024.02.13 13:30 | s/l | 19 | 0.10 | 0.64952 | 0.64952 | 0.66092 | -24.92 | 10536.22 |
73 | 2024.02.28 08:00 | buy | 20 | 0.10 | 0.65111 | 0.00000 | 0.00000 | ||
74 | 2024.02.28 08:00 | modify | 20 | 0.10 | 0.65111 | 0.64611 | 0.66311 | ||
75 | 2024.03.06 13:49 | buy | 21 | 0.10 | 0.65411 | 0.00000 | 0.00000 | ||
76 | 2024.03.06 13:49 | modify | 21 | 0.10 | 0.65411 | 0.65171 | 0.66311 | ||
77 | 2024.03.06 13:49 | modify | 20 | 0.10 | 0.65111 | 0.65171 | 0.66311 | ||
78 | 2024.03.06 16:30 | buy | 22 | 0.10 | 0.65771 | 0.00000 | 0.00000 | ||
79 | 2024.03.06 16:30 | modify | 22 | 0.10 | 0.65771 | 0.65471 | 0.66311 | ||
80 | 2024.03.06 16:30 | buy | 23 | 0.10 | 0.65771 | 0.00000 | 0.00000 | ||
81 | 2024.03.06 16:30 | modify | 23 | 0.10 | 0.65771 | 0.65531 | 0.66311 | ||
82 | 2024.03.06 16:30 | modify | 21 | 0.10 | 0.65411 | 0.65531 | 0.66311 | ||
83 | 2024.03.06 16:30 | modify | 20 | 0.10 | 0.65111 | 0.65531 | 0.66311 | ||
84 | 2024.03.06 16:31 | modify | 22 | 0.10 | 0.65771 | 0.65531 | 0.66311 | ||
85 | 2024.03.08 05:55 | t/p | 20 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 116.57 | 10652.79 |
86 | 2024.03.08 05:55 | t/p | 21 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 88.75 | 10741.54 |
87 | 2024.03.08 05:55 | t/p | 22 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 52.75 | 10794.29 |
88 | 2024.03.08 05:55 | t/p | 23 | 0.10 | 0.66311 | 0.65531 | 0.66311 | 52.75 | 10847.05 |
89 | 2024.03.21 06:00 | sell | 24 | 0.10 | 0.66231 | 0.00000 | 0.00000 | ||
90 | 2024.03.21 06:00 | modify | 24 | 0.10 | 0.66231 | 0.66731 | 0.65031 | ||
91 | 2024.03.21 13:16 | sell | 25 | 0.10 | 0.65931 | 0.00000 | 0.00000 | ||
92 | 2024.03.21 13:16 | modify | 25 | 0.10 | 0.65931 | 0.66171 | 0.65031 | ||
93 | 2024.03.21 13:16 | modify | 24 | 0.10 | 0.66231 | 0.66171 | 0.65031 | ||
94 | 2024.03.22 01:39 | sell | 26 | 0.10 | 0.65571 | 0.00000 | 0.00000 | ||
95 | 2024.03.22 01:39 | modify | 26 | 0.10 | 0.65571 | 0.65871 | 0.65031 | ||
96 | 2024.03.22 01:39 | sell | 27 | 0.10 | 0.65571 | 0.00000 | 0.00000 | ||
97 | 2024.03.22 01:39 | modify | 27 | 0.10 | 0.65571 | 0.65811 | 0.65031 | ||
98 | 2024.03.22 01:39 | modify | 25 | 0.10 | 0.65931 | 0.65811 | 0.65031 | ||
99 | 2024.03.22 01:39 | modify | 24 | 0.10 | 0.66231 | 0.65811 | 0.65031 | ||
100 | 2024.03.22 01:39 | modify | 26 | 0.10 | 0.65571 | 0.65811 | 0.65031 | ||
101 | 2024.03.28 08:07 | t/p | 24 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 120.76 | 10967.80 |
102 | 2024.03.28 08:07 | t/p | 25 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 90.76 | 11058.56 |
103 | 2024.03.28 08:07 | t/p | 26 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 54.65 | 11113.21 |
104 | 2024.03.28 08:07 | t/p | 27 | 0.10 | 0.65031 | 0.65811 | 0.65031 | 54.65 | 11167.86 |
105 | 2024.04.01 18:00 | buy | 28 | 0.10 | 0.64871 | 0.00000 | 0.00000 | ||
106 | 2024.04.01 18:00 | modify | 28 | 0.10 | 0.64871 | 0.64371 | 0.66071 | ||
107 | 2024.04.02 14:22 | buy | 29 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
108 | 2024.04.02 14:22 | modify | 29 | 0.10 | 0.65171 | 0.64931 | 0.66071 | ||
109 | 2024.04.02 14:22 | modify | 28 | 0.10 | 0.64871 | 0.64931 | 0.66071 | ||
110 | 2024.04.03 15:21 | buy | 30 | 0.10 | 0.65532 | 0.00000 | 0.00000 | ||
111 | 2024.04.03 15:21 | modify | 30 | 0.10 | 0.65532 | 0.65231 | 0.66071 | ||
112 | 2024.04.03 15:21 | buy | 31 | 0.10 | 0.65532 | 0.00000 | 0.00000 | ||
113 | 2024.04.03 15:21 | modify | 31 | 0.10 | 0.65532 | 0.65291 | 0.66071 | ||
114 | 2024.04.03 15:21 | modify | 29 | 0.10 | 0.65171 | 0.65291 | 0.66071 | ||
115 | 2024.04.03 15:21 | modify | 28 | 0.10 | 0.64871 | 0.65291 | 0.66071 | ||
116 | 2024.04.03 15:21 | modify | 30 | 0.10 | 0.65532 | 0.65291 | 0.66071 | ||
117 | 2024.04.04 10:21 | t/p | 28 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 118.44 | 11286.30 |
118 | 2024.04.04 10:21 | t/p | 29 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 88.75 | 11375.05 |
119 | 2024.04.04 10:21 | t/p | 30 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 52.96 | 11428.02 |
120 | 2024.04.04 10:21 | t/p | 31 | 0.10 | 0.66071 | 0.65291 | 0.66071 | 52.96 | 11480.98 |
121 | 2024.04.30 15:00 | buy | 32 | 0.10 | 0.64953 | 0.00000 | 0.00000 | ||
122 | 2024.04.30 15:00 | modify | 32 | 0.10 | 0.64953 | 0.64453 | 0.66153 | ||
123 | 2024.04.30 23:59 | close at stop | 32 | 0.10 | 0.64743 | 0.64453 | 0.66153 | -21.00 | 11459.98 |