Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
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=5; 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=90; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=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=15; 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 | 706.28 | Gross profit | 947.16 | Gross loss | -240.89 |
Profit factor | 3.93 | Expected payoff | 39.24 | ||
Absolute drawdown | 58.06 | Maximal drawdown | 141.83 (1.38%) | Relative drawdown | 1.38% (141.83) |
Total trades | 18 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
Largest | profit trade | 91.73 | loss trade | -90.31 | |
Average | profit trade | 67.65 | loss trade | -60.22 | |
Maximum | consecutive wins (profit in money) | 6 (449.49) | consecutive losses (loss in money) | 1 (-90.31) | |
Maximal | consecutive profit (count of wins) | 449.49 (6) | consecutive loss (count of losses) | -90.31 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 12:00 | sell | 1 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 12:00 | modify | 1 | 0.10 | 0.67005 | 0.67905 | 0.66105 | ||
3 | 2023.05.04 00:00 | sell | 2 | 0.10 | 0.66415 | 0.00000 | 0.00000 | ||
4 | 2023.05.04 00:00 | modify | 2 | 0.10 | 0.66415 | 0.66690 | 0.66105 | ||
5 | 2023.05.04 00:00 | modify | 1 | 0.10 | 0.67005 | 0.66690 | 0.66105 | ||
6 | 2023.05.04 04:00 | s/l | 1 | 0.10 | 0.66690 | 0.66690 | 0.66105 | 31.93 | 10031.93 |
7 | 2023.05.04 04:00 | s/l | 2 | 0.10 | 0.66690 | 0.66690 | 0.66105 | -27.50 | 10004.43 |
8 | 2023.05.05 08:00 | sell | 3 | 0.10 | 0.67310 | 0.00000 | 0.00000 | ||
9 | 2023.05.05 08:00 | modify | 3 | 0.10 | 0.67310 | 0.68210 | 0.66410 | ||
10 | 2023.05.11 16:00 | sell | 4 | 0.10 | 0.66923 | 0.00000 | 0.00000 | ||
11 | 2023.05.11 16:00 | modify | 4 | 0.10 | 0.66923 | 0.67265 | 0.66410 | ||
12 | 2023.05.11 16:00 | modify | 3 | 0.10 | 0.67310 | 0.67265 | 0.66410 | ||
13 | 2023.05.12 20:00 | t/p | 3 | 0.10 | 0.66410 | 0.67265 | 0.66410 | 90.76 | 10095.19 |
14 | 2023.05.12 20:00 | t/p | 4 | 0.10 | 0.66410 | 0.67265 | 0.66410 | 51.41 | 10146.60 |
15 | 2023.05.31 12:00 | buy | 5 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
16 | 2023.05.31 12:00 | modify | 5 | 0.10 | 0.64795 | 0.63895 | 0.65695 | ||
17 | 2023.06.01 04:00 | buy | 6 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
18 | 2023.06.01 04:00 | modify | 6 | 0.10 | 0.65171 | 0.64840 | 0.65695 | ||
19 | 2023.06.01 04:00 | modify | 5 | 0.10 | 0.64795 | 0.64840 | 0.65695 | ||
20 | 2023.06.01 16:00 | t/p | 5 | 0.10 | 0.65695 | 0.64840 | 0.65695 | 89.06 | 10235.66 |
21 | 2023.06.01 16:00 | t/p | 6 | 0.10 | 0.65695 | 0.64840 | 0.65695 | 52.40 | 10288.06 |
22 | 2023.06.02 08:00 | sell | 7 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
23 | 2023.06.02 08:00 | modify | 7 | 0.10 | 0.66099 | 0.66999 | 0.65199 | ||
24 | 2023.06.07 12:00 | s/l | 7 | 0.10 | 0.66999 | 0.66999 | 0.65199 | -89.68 | 10198.39 |
25 | 2023.08.03 12:00 | buy | 8 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
26 | 2023.08.03 12:00 | modify | 8 | 0.10 | 0.65311 | 0.64411 | 0.66211 | ||
27 | 2023.08.09 08:00 | buy | 9 | 0.10 | 0.65690 | 0.00000 | 0.00000 | ||
28 | 2023.08.09 08:00 | modify | 9 | 0.10 | 0.65690 | 0.65356 | 0.66211 | ||
29 | 2023.08.09 08:00 | modify | 8 | 0.10 | 0.65311 | 0.65356 | 0.66211 | ||
30 | 2023.08.09 16:00 | s/l | 8 | 0.10 | 0.65356 | 0.65356 | 0.66211 | 3.25 | 10201.64 |
31 | 2023.08.09 16:00 | s/l | 9 | 0.10 | 0.65356 | 0.65356 | 0.66211 | -33.40 | 10168.24 |
32 | 2023.08.24 04:00 | sell | 10 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
33 | 2023.08.24 04:00 | modify | 10 | 0.10 | 0.64798 | 0.65698 | 0.63898 | ||
34 | 2023.08.24 16:00 | sell | 11 | 0.10 | 0.64242 | 0.00000 | 0.00000 | ||
35 | 2023.08.24 16:00 | modify | 11 | 0.10 | 0.64242 | 0.64573 | 0.63898 | ||
36 | 2023.08.24 16:00 | modify | 10 | 0.10 | 0.64798 | 0.64573 | 0.63898 | ||
37 | 2023.08.25 16:00 | t/p | 10 | 0.10 | 0.63898 | 0.64573 | 0.63898 | 90.11 | 10258.35 |
38 | 2023.08.25 16:00 | t/p | 11 | 0.10 | 0.63898 | 0.64573 | 0.63898 | 34.51 | 10292.86 |
39 | 2023.09.11 12:00 | sell | 12 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
40 | 2023.09.11 12:00 | modify | 12 | 0.10 | 0.64304 | 0.65204 | 0.63404 | ||
41 | 2023.09.27 00:00 | sell | 13 | 0.10 | 0.63930 | 0.00000 | 0.00000 | ||
42 | 2023.09.27 00:00 | modify | 13 | 0.10 | 0.63930 | 0.64259 | 0.63404 | ||
43 | 2023.09.27 00:00 | modify | 12 | 0.10 | 0.64304 | 0.64259 | 0.63404 | ||
44 | 2023.09.27 20:00 | t/p | 12 | 0.10 | 0.63404 | 0.64259 | 0.63404 | 91.73 | 10384.59 |
45 | 2023.09.27 20:00 | t/p | 13 | 0.10 | 0.63404 | 0.64259 | 0.63404 | 52.60 | 10437.19 |
46 | 2023.10.24 12:00 | sell | 14 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
47 | 2023.10.24 12:00 | modify | 14 | 0.10 | 0.63635 | 0.64535 | 0.62735 | ||
48 | 2023.10.26 04:00 | t/p | 14 | 0.10 | 0.62735 | 0.64535 | 0.62735 | 90.43 | 10527.62 |
49 | 2023.11.06 04:00 | sell | 15 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
50 | 2023.11.06 04:00 | modify | 15 | 0.10 | 0.65116 | 0.66016 | 0.64216 | ||
51 | 2023.11.07 12:00 | t/p | 15 | 0.10 | 0.64216 | 0.66016 | 0.64216 | 90.11 | 10617.73 |
52 | 2024.01.16 08:00 | buy | 16 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
53 | 2024.01.16 08:00 | modify | 16 | 0.10 | 0.66199 | 0.65299 | 0.67099 | ||
54 | 2024.01.17 16:00 | s/l | 16 | 0.10 | 0.65299 | 0.65299 | 0.67099 | -90.31 | 10527.42 |
55 | 2024.03.19 12:00 | buy | 17 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
56 | 2024.03.19 12:00 | modify | 17 | 0.10 | 0.65215 | 0.64315 | 0.66115 | ||
57 | 2024.03.21 04:00 | t/p | 17 | 0.10 | 0.66115 | 0.64315 | 0.66115 | 88.75 | 10616.17 |
58 | 2024.04.29 08:00 | sell | 18 | 0.10 | 0.65629 | 0.00000 | 0.00000 | ||
59 | 2024.04.29 08:00 | modify | 18 | 0.10 | 0.65629 | 0.66529 | 0.64729 | ||
60 | 2024.04.30 23:59 | t/p | 18 | 0.10 | 0.64729 | 0.66529 | 0.64729 | 90.11 | 10706.28 |