Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (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=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 | 79164 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1305.92 | Gross profit | 1574.20 | Gross loss | -268.28 |
Profit factor | 5.87 | Expected payoff | 35.30 | ||
Absolute drawdown | 116.06 | Maximal drawdown | 177.68 (1.77%) | Relative drawdown | 1.77% (177.68) |
Total trades | 37 | Short positions (won %) | 25 (92.00%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 31 (83.78%) | Loss trades (% of total) | 6 (16.22%) | ||
Largest | profit trade | 91.73 | loss trade | -90.31 | |
Average | profit trade | 50.78 | loss trade | -44.71 | |
Maximum | consecutive wins (profit in money) | 15 (804.69) | consecutive losses (loss in money) | 3 (-56.90) | |
Maximal | consecutive profit (count of wins) | 804.69 (15) | consecutive loss (count of losses) | -90.31 (1) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | 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 | 2023.05.02 16:05 | sell | 2 | 0.10 | 0.66645 | 0.00000 | 0.00000 | ||
4 | 2023.05.02 16:05 | modify | 2 | 0.10 | 0.66645 | 0.66960 | 0.66105 | ||
5 | 2023.05.02 16:05 | modify | 1 | 0.10 | 0.67005 | 0.66960 | 0.66105 | ||
6 | 2023.05.03 18:40 | s/l | 1 | 0.10 | 0.66960 | 0.66960 | 0.66105 | 4.61 | 10004.61 |
7 | 2023.05.03 18:40 | s/l | 2 | 0.10 | 0.66960 | 0.66960 | 0.66105 | -31.39 | 9973.22 |
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 15:30 | sell | 4 | 0.10 | 0.66933 | 0.00000 | 0.00000 | ||
11 | 2023.05.11 15:30 | modify | 4 | 0.10 | 0.66933 | 0.67265 | 0.66410 | ||
12 | 2023.05.11 15:30 | modify | 3 | 0.10 | 0.67310 | 0.67265 | 0.66410 | ||
13 | 2023.05.12 12:20 | sell | 5 | 0.10 | 0.66761 | 0.00000 | 0.00000 | ||
14 | 2023.05.12 12:20 | modify | 5 | 0.10 | 0.66761 | 0.67085 | 0.66410 | ||
15 | 2023.05.12 12:20 | modify | 4 | 0.10 | 0.66933 | 0.67085 | 0.66410 | ||
16 | 2023.05.12 12:20 | modify | 3 | 0.10 | 0.67310 | 0.67085 | 0.66410 | ||
17 | 2023.05.12 14:20 | sell | 6 | 0.10 | 0.66716 | 0.00000 | 0.00000 | ||
18 | 2023.05.12 14:20 | modify | 6 | 0.10 | 0.66716 | 0.66995 | 0.66410 | ||
19 | 2023.05.12 14:20 | modify | 5 | 0.10 | 0.66761 | 0.66995 | 0.66410 | ||
20 | 2023.05.12 14:20 | modify | 4 | 0.10 | 0.66933 | 0.66995 | 0.66410 | ||
21 | 2023.05.12 14:20 | modify | 3 | 0.10 | 0.67310 | 0.66995 | 0.66410 | ||
22 | 2023.05.12 18:40 | t/p | 3 | 0.10 | 0.66410 | 0.66995 | 0.66410 | 90.76 | 10063.97 |
23 | 2023.05.12 18:40 | t/p | 4 | 0.10 | 0.66410 | 0.66995 | 0.66410 | 52.41 | 10116.38 |
24 | 2023.05.12 18:40 | t/p | 5 | 0.10 | 0.66410 | 0.66995 | 0.66410 | 35.10 | 10151.48 |
25 | 2023.05.12 18:40 | t/p | 6 | 0.10 | 0.66410 | 0.66995 | 0.66410 | 30.60 | 10182.08 |
26 | 2023.05.31 12:00 | buy | 7 | 0.10 | 0.64795 | 0.00000 | 0.00000 | ||
27 | 2023.05.31 12:00 | modify | 7 | 0.10 | 0.64795 | 0.63895 | 0.65695 | ||
28 | 2023.06.01 02:40 | buy | 8 | 0.10 | 0.65178 | 0.00000 | 0.00000 | ||
29 | 2023.06.01 02:40 | modify | 8 | 0.10 | 0.65178 | 0.64840 | 0.65695 | ||
30 | 2023.06.01 02:40 | modify | 7 | 0.10 | 0.64795 | 0.64840 | 0.65695 | ||
31 | 2023.06.01 13:30 | buy | 9 | 0.10 | 0.65357 | 0.00000 | 0.00000 | ||
32 | 2023.06.01 13:30 | modify | 9 | 0.10 | 0.65357 | 0.65020 | 0.65695 | ||
33 | 2023.06.01 13:30 | modify | 8 | 0.10 | 0.65178 | 0.65020 | 0.65695 | ||
34 | 2023.06.01 13:30 | modify | 7 | 0.10 | 0.64795 | 0.65020 | 0.65695 | ||
35 | 2023.06.01 13:40 | buy | 10 | 0.10 | 0.65403 | 0.00000 | 0.00000 | ||
36 | 2023.06.01 13:40 | modify | 10 | 0.10 | 0.65403 | 0.65110 | 0.65695 | ||
37 | 2023.06.01 13:40 | modify | 9 | 0.10 | 0.65357 | 0.65110 | 0.65695 | ||
38 | 2023.06.01 13:40 | modify | 8 | 0.10 | 0.65178 | 0.65110 | 0.65695 | ||
39 | 2023.06.01 13:40 | modify | 7 | 0.10 | 0.64795 | 0.65110 | 0.65695 | ||
40 | 2023.06.01 15:30 | t/p | 7 | 0.10 | 0.65695 | 0.65110 | 0.65695 | 89.06 | 10271.15 |
41 | 2023.06.01 15:30 | t/p | 8 | 0.10 | 0.65695 | 0.65110 | 0.65695 | 51.70 | 10322.85 |
42 | 2023.06.01 15:30 | t/p | 9 | 0.10 | 0.65695 | 0.65110 | 0.65695 | 33.80 | 10356.65 |
43 | 2023.06.01 15:30 | t/p | 10 | 0.10 | 0.65695 | 0.65110 | 0.65695 | 29.20 | 10385.85 |
44 | 2023.06.02 08:00 | sell | 11 | 0.10 | 0.66099 | 0.00000 | 0.00000 | ||
45 | 2023.06.02 08:00 | modify | 11 | 0.10 | 0.66099 | 0.66999 | 0.65199 | ||
46 | 2023.06.07 10:20 | s/l | 11 | 0.10 | 0.66999 | 0.66999 | 0.65199 | -89.68 | 10296.17 |
47 | 2023.08.03 12:00 | buy | 12 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
48 | 2023.08.03 12:00 | modify | 12 | 0.10 | 0.65311 | 0.64411 | 0.66211 | ||
49 | 2023.08.04 00:30 | buy | 13 | 0.10 | 0.65693 | 0.00000 | 0.00000 | ||
50 | 2023.08.04 00:30 | modify | 13 | 0.10 | 0.65693 | 0.65356 | 0.66211 | ||
51 | 2023.08.04 00:30 | modify | 12 | 0.10 | 0.65311 | 0.65356 | 0.66211 | ||
52 | 2023.08.04 01:40 | buy | 14 | 0.10 | 0.65901 | 0.00000 | 0.00000 | ||
53 | 2023.08.04 01:40 | modify | 14 | 0.10 | 0.65901 | 0.65626 | 0.66211 | ||
54 | 2023.08.04 01:40 | modify | 13 | 0.10 | 0.65693 | 0.65626 | 0.66211 | ||
55 | 2023.08.04 01:40 | modify | 12 | 0.10 | 0.65311 | 0.65626 | 0.66211 | ||
56 | 2023.08.04 01:55 | buy | 15 | 0.10 | 0.65853 | 0.00000 | 0.00000 | ||
57 | 2023.08.04 01:55 | modify | 15 | 0.10 | 0.65853 | 0.65536 | 0.66211 | ||
58 | 2023.08.04 02:00 | modify | 15 | 0.10 | 0.65853 | 0.65626 | 0.66211 | ||
59 | 2023.08.04 02:40 | s/l | 12 | 0.10 | 0.65626 | 0.65626 | 0.66211 | 31.19 | 10327.36 |
60 | 2023.08.04 02:40 | s/l | 13 | 0.10 | 0.65626 | 0.65626 | 0.66211 | -6.70 | 10320.66 |
61 | 2023.08.04 02:40 | s/l | 14 | 0.10 | 0.65626 | 0.65626 | 0.66211 | -27.50 | 10293.16 |
62 | 2023.08.04 02:40 | s/l | 15 | 0.10 | 0.65626 | 0.65626 | 0.66211 | -22.70 | 10270.46 |
63 | 2023.08.24 04:00 | sell | 16 | 0.10 | 0.64798 | 0.00000 | 0.00000 | ||
64 | 2023.08.24 04:00 | modify | 16 | 0.10 | 0.64798 | 0.65698 | 0.63898 | ||
65 | 2023.08.24 11:30 | sell | 17 | 0.10 | 0.64435 | 0.00000 | 0.00000 | ||
66 | 2023.08.24 11:30 | modify | 17 | 0.10 | 0.64435 | 0.64753 | 0.63898 | ||
67 | 2023.08.24 11:30 | modify | 16 | 0.10 | 0.64798 | 0.64753 | 0.63898 | ||
68 | 2023.08.24 13:06 | sell | 18 | 0.10 | 0.64234 | 0.00000 | 0.00000 | ||
69 | 2023.08.24 13:06 | modify | 18 | 0.10 | 0.64234 | 0.64573 | 0.63898 | ||
70 | 2023.08.24 13:06 | modify | 17 | 0.10 | 0.64435 | 0.64573 | 0.63898 | ||
71 | 2023.08.24 13:06 | modify | 16 | 0.10 | 0.64798 | 0.64573 | 0.63898 | ||
72 | 2023.08.24 17:40 | sell | 19 | 0.10 | 0.64202 | 0.00000 | 0.00000 | ||
73 | 2023.08.24 17:40 | modify | 19 | 0.10 | 0.64202 | 0.64483 | 0.63898 | ||
74 | 2023.08.24 17:40 | modify | 18 | 0.10 | 0.64234 | 0.64483 | 0.63898 | ||
75 | 2023.08.24 17:40 | modify | 17 | 0.10 | 0.64435 | 0.64483 | 0.63898 | ||
76 | 2023.08.24 17:40 | modify | 16 | 0.10 | 0.64798 | 0.64483 | 0.63898 | ||
77 | 2023.08.25 14:40 | t/p | 16 | 0.10 | 0.63898 | 0.64483 | 0.63898 | 90.11 | 10360.57 |
78 | 2023.08.25 14:40 | t/p | 17 | 0.10 | 0.63898 | 0.64483 | 0.63898 | 53.81 | 10414.38 |
79 | 2023.08.25 14:40 | t/p | 18 | 0.10 | 0.63898 | 0.64483 | 0.63898 | 33.71 | 10448.08 |
80 | 2023.08.25 14:40 | t/p | 19 | 0.10 | 0.63898 | 0.64483 | 0.63898 | 30.51 | 10478.59 |
81 | 2023.09.11 12:00 | sell | 20 | 0.10 | 0.64304 | 0.00000 | 0.00000 | ||
82 | 2023.09.11 12:00 | modify | 20 | 0.10 | 0.64304 | 0.65204 | 0.63404 | ||
83 | 2023.09.26 07:25 | sell | 21 | 0.10 | 0.63934 | 0.00000 | 0.00000 | ||
84 | 2023.09.26 07:25 | modify | 21 | 0.10 | 0.63934 | 0.64259 | 0.63404 | ||
85 | 2023.09.26 07:25 | modify | 20 | 0.10 | 0.64304 | 0.64259 | 0.63404 | ||
86 | 2023.09.27 04:15 | sell | 22 | 0.10 | 0.63761 | 0.00000 | 0.00000 | ||
87 | 2023.09.27 04:15 | modify | 22 | 0.10 | 0.63761 | 0.64079 | 0.63404 | ||
88 | 2023.09.27 04:15 | modify | 21 | 0.10 | 0.63934 | 0.64079 | 0.63404 | ||
89 | 2023.09.27 04:15 | modify | 20 | 0.10 | 0.64304 | 0.64079 | 0.63404 | ||
90 | 2023.09.27 06:05 | sell | 23 | 0.10 | 0.63715 | 0.00000 | 0.00000 | ||
91 | 2023.09.27 06:05 | modify | 23 | 0.10 | 0.63715 | 0.63989 | 0.63404 | ||
92 | 2023.09.27 06:05 | modify | 22 | 0.10 | 0.63761 | 0.63989 | 0.63404 | ||
93 | 2023.09.27 06:05 | modify | 21 | 0.10 | 0.63934 | 0.63989 | 0.63404 | ||
94 | 2023.09.27 06:05 | modify | 20 | 0.10 | 0.64304 | 0.63989 | 0.63404 | ||
95 | 2023.09.27 17:40 | t/p | 20 | 0.10 | 0.63404 | 0.63989 | 0.63404 | 91.73 | 10570.32 |
96 | 2023.09.27 17:40 | t/p | 21 | 0.10 | 0.63404 | 0.63989 | 0.63404 | 53.11 | 10623.43 |
97 | 2023.09.27 17:40 | t/p | 22 | 0.10 | 0.63404 | 0.63989 | 0.63404 | 35.70 | 10659.13 |
98 | 2023.09.27 17:40 | t/p | 23 | 0.10 | 0.63404 | 0.63989 | 0.63404 | 31.10 | 10690.23 |
99 | 2023.10.24 12:00 | sell | 24 | 0.10 | 0.63635 | 0.00000 | 0.00000 | ||
100 | 2023.10.24 12:00 | modify | 24 | 0.10 | 0.63635 | 0.64535 | 0.62735 | ||
101 | 2023.10.25 13:50 | sell | 25 | 0.10 | 0.63258 | 0.00000 | 0.00000 | ||
102 | 2023.10.25 13:50 | modify | 25 | 0.10 | 0.63258 | 0.63590 | 0.62735 | ||
103 | 2023.10.25 13:50 | modify | 24 | 0.10 | 0.63635 | 0.63590 | 0.62735 | ||
104 | 2023.10.25 17:55 | sell | 26 | 0.10 | 0.63085 | 0.00000 | 0.00000 | ||
105 | 2023.10.25 17:55 | modify | 26 | 0.10 | 0.63085 | 0.63410 | 0.62735 | ||
106 | 2023.10.25 17:55 | modify | 25 | 0.10 | 0.63258 | 0.63410 | 0.62735 | ||
107 | 2023.10.25 17:55 | modify | 24 | 0.10 | 0.63635 | 0.63410 | 0.62735 | ||
108 | 2023.10.25 18:15 | sell | 27 | 0.10 | 0.63049 | 0.00000 | 0.00000 | ||
109 | 2023.10.25 18:15 | modify | 27 | 0.10 | 0.63049 | 0.63320 | 0.62735 | ||
110 | 2023.10.25 18:15 | modify | 26 | 0.10 | 0.63085 | 0.63320 | 0.62735 | ||
111 | 2023.10.25 18:15 | modify | 25 | 0.10 | 0.63258 | 0.63320 | 0.62735 | ||
112 | 2023.10.25 18:15 | modify | 24 | 0.10 | 0.63635 | 0.63320 | 0.62735 | ||
113 | 2023.10.26 02:40 | t/p | 24 | 0.10 | 0.62735 | 0.63320 | 0.62735 | 90.43 | 10780.66 |
114 | 2023.10.26 02:40 | t/p | 25 | 0.10 | 0.62735 | 0.63320 | 0.62735 | 52.62 | 10833.29 |
115 | 2023.10.26 02:40 | t/p | 26 | 0.10 | 0.62735 | 0.63320 | 0.62735 | 35.32 | 10868.61 |
116 | 2023.10.26 02:40 | t/p | 27 | 0.10 | 0.62735 | 0.63320 | 0.62735 | 31.72 | 10900.34 |
117 | 2023.11.06 04:00 | sell | 28 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
118 | 2023.11.06 04:00 | modify | 28 | 0.10 | 0.65116 | 0.66016 | 0.64216 | ||
119 | 2023.11.07 01:53 | sell | 29 | 0.10 | 0.64753 | 0.00000 | 0.00000 | ||
120 | 2023.11.07 01:53 | modify | 29 | 0.10 | 0.64753 | 0.65071 | 0.64216 | ||
121 | 2023.11.07 01:53 | modify | 28 | 0.10 | 0.65116 | 0.65071 | 0.64216 | ||
122 | 2023.11.07 04:20 | sell | 30 | 0.10 | 0.64526 | 0.00000 | 0.00000 | ||
123 | 2023.11.07 04:20 | modify | 30 | 0.10 | 0.64526 | 0.64801 | 0.64216 | ||
124 | 2023.11.07 04:20 | modify | 29 | 0.10 | 0.64753 | 0.64801 | 0.64216 | ||
125 | 2023.11.07 04:20 | modify | 28 | 0.10 | 0.65116 | 0.64801 | 0.64216 | ||
126 | 2023.11.07 10:05 | t/p | 28 | 0.10 | 0.64216 | 0.64801 | 0.64216 | 90.11 | 10990.45 |
127 | 2023.11.07 10:05 | t/p | 29 | 0.10 | 0.64216 | 0.64801 | 0.64216 | 53.70 | 11044.15 |
128 | 2023.11.07 10:05 | t/p | 30 | 0.10 | 0.64216 | 0.64801 | 0.64216 | 31.00 | 11075.15 |
129 | 2024.01.16 08:00 | buy | 31 | 0.10 | 0.66199 | 0.00000 | 0.00000 | ||
130 | 2024.01.16 08:00 | modify | 31 | 0.10 | 0.66199 | 0.65299 | 0.67099 | ||
131 | 2024.01.17 14:40 | s/l | 31 | 0.10 | 0.65299 | 0.65299 | 0.67099 | -90.31 | 10984.83 |
132 | 2024.03.19 12:00 | buy | 32 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
133 | 2024.03.19 12:00 | modify | 32 | 0.10 | 0.65215 | 0.64315 | 0.66115 | ||
134 | 2024.03.20 18:33 | buy | 33 | 0.10 | 0.65826 | 0.00000 | 0.00000 | ||
135 | 2024.03.20 18:33 | modify | 33 | 0.10 | 0.65826 | 0.65530 | 0.66115 | ||
136 | 2024.03.20 18:33 | modify | 32 | 0.10 | 0.65215 | 0.65530 | 0.66115 | ||
137 | 2024.03.20 18:46 | buy | 34 | 0.10 | 0.65783 | 0.00000 | 0.00000 | ||
138 | 2024.03.20 18:46 | modify | 34 | 0.10 | 0.65783 | 0.65440 | 0.66115 | ||
139 | 2024.03.20 18:53 | modify | 34 | 0.10 | 0.65783 | 0.65530 | 0.66115 | ||
140 | 2024.03.21 00:40 | t/p | 32 | 0.10 | 0.66115 | 0.65530 | 0.66115 | 88.75 | 11073.59 |
141 | 2024.03.21 00:40 | t/p | 33 | 0.10 | 0.66115 | 0.65530 | 0.66115 | 27.96 | 11101.55 |
142 | 2024.03.21 00:40 | t/p | 34 | 0.10 | 0.66115 | 0.65530 | 0.66115 | 32.26 | 11133.82 |
143 | 2024.04.29 08:00 | sell | 35 | 0.10 | 0.65629 | 0.00000 | 0.00000 | ||
144 | 2024.04.29 08:00 | modify | 35 | 0.10 | 0.65629 | 0.66529 | 0.64729 | ||
145 | 2024.04.30 05:30 | sell | 36 | 0.10 | 0.65253 | 0.00000 | 0.00000 | ||
146 | 2024.04.30 05:30 | modify | 36 | 0.10 | 0.65253 | 0.65584 | 0.64729 | ||
147 | 2024.04.30 05:30 | modify | 35 | 0.10 | 0.65629 | 0.65584 | 0.64729 | ||
148 | 2024.04.30 13:20 | sell | 37 | 0.10 | 0.65025 | 0.00000 | 0.00000 | ||
149 | 2024.04.30 13:20 | modify | 37 | 0.10 | 0.65025 | 0.65314 | 0.64729 | ||
150 | 2024.04.30 13:20 | modify | 36 | 0.10 | 0.65253 | 0.65314 | 0.64729 | ||
151 | 2024.04.30 13:20 | modify | 35 | 0.10 | 0.65629 | 0.65314 | 0.64729 | ||
152 | 2024.04.30 21:05 | t/p | 35 | 0.10 | 0.64729 | 0.65314 | 0.64729 | 90.11 | 11223.92 |
153 | 2024.04.30 21:05 | t/p | 36 | 0.10 | 0.64729 | 0.65314 | 0.64729 | 52.40 | 11276.32 |
154 | 2024.04.30 21:05 | t/p | 37 | 0.10 | 0.64729 | 0.65314 | 0.64729 | 29.60 | 11305.92 |