Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 78577 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1611.82 | Gross profit | 1776.15 | Gross loss | -164.34 |
Profit factor | 10.81 | Expected payoff | 46.05 | ||
Absolute drawdown | 3.10 | Maximal drawdown | 169.88 (1.57%) | Relative drawdown | 1.57% (169.88) |
Total trades | 35 | Short positions (won %) | 25 (88.00%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 28 (80.00%) | Loss trades (% of total) | 7 (20.00%) | ||
Largest | profit trade | 131.54 | loss trade | -35.40 | |
Average | profit trade | 63.43 | loss trade | -23.48 | |
Maximum | consecutive wins (profit in money) | 10 (797.10) | consecutive losses (loss in money) | 2 (-42.08) | |
Maximal | consecutive profit (count of wins) | 797.10 (10) | consecutive loss (count of losses) | -42.08 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.06.23 12:00 | buy | 1 | 0.10 | 1.08792 | 0.00000 | 0.00000 | ||
2 | 2023.06.23 12:00 | modify | 1 | 0.10 | 1.08792 | 1.07292 | 1.10092 | ||
3 | 2023.06.26 11:40 | buy | 2 | 0.10 | 1.09209 | 0.00000 | 0.00000 | ||
4 | 2023.06.26 11:40 | modify | 2 | 0.10 | 1.09209 | 1.08857 | 1.10092 | ||
5 | 2023.06.26 11:40 | modify | 1 | 0.10 | 1.08792 | 1.08857 | 1.10092 | ||
6 | 2023.06.27 07:40 | buy | 3 | 0.10 | 1.09444 | 0.00000 | 0.00000 | ||
7 | 2023.06.27 07:40 | modify | 3 | 0.10 | 1.09444 | 1.09117 | 1.10092 | ||
8 | 2023.06.27 07:40 | modify | 2 | 0.10 | 1.09209 | 1.09117 | 1.10092 | ||
9 | 2023.06.27 07:40 | modify | 1 | 0.10 | 1.08792 | 1.09117 | 1.10092 | ||
10 | 2023.06.27 13:40 | buy | 4 | 0.10 | 1.09796 | 0.00000 | 0.00000 | ||
11 | 2023.06.27 13:40 | modify | 4 | 0.10 | 1.09796 | 1.09507 | 1.10092 | ||
12 | 2023.06.27 13:40 | modify | 3 | 0.10 | 1.09444 | 1.09507 | 1.10092 | ||
13 | 2023.06.27 13:40 | modify | 2 | 0.10 | 1.09209 | 1.09507 | 1.10092 | ||
14 | 2023.06.27 13:40 | modify | 1 | 0.10 | 1.08792 | 1.09507 | 1.10092 | ||
15 | 2023.06.27 14:40 | s/l | 1 | 0.10 | 1.09507 | 1.09507 | 1.10092 | 70.22 | 10070.22 |
16 | 2023.06.27 14:40 | s/l | 2 | 0.10 | 1.09507 | 1.09507 | 1.10092 | 29.16 | 10099.37 |
17 | 2023.06.27 14:40 | s/l | 3 | 0.10 | 1.09507 | 1.09507 | 1.10092 | 6.30 | 10105.67 |
18 | 2023.06.27 14:40 | s/l | 4 | 0.10 | 1.09507 | 1.09507 | 1.10092 | -28.90 | 10076.77 |
19 | 2023.08.02 20:00 | buy | 5 | 0.10 | 1.09424 | 0.00000 | 0.00000 | ||
20 | 2023.08.02 20:00 | modify | 5 | 0.10 | 1.09424 | 1.07924 | 1.10724 | ||
21 | 2023.08.04 12:30 | buy | 6 | 0.10 | 1.09836 | 0.00000 | 0.00000 | ||
22 | 2023.08.04 12:30 | modify | 6 | 0.10 | 1.09836 | 1.09489 | 1.10724 | ||
23 | 2023.08.04 12:30 | modify | 5 | 0.10 | 1.09424 | 1.09489 | 1.10724 | ||
24 | 2023.08.04 13:20 | buy | 7 | 0.10 | 1.10091 | 0.00000 | 0.00000 | ||
25 | 2023.08.04 13:20 | modify | 7 | 0.10 | 1.10091 | 1.09749 | 1.10724 | ||
26 | 2023.08.04 13:20 | modify | 6 | 0.10 | 1.09836 | 1.09749 | 1.10724 | ||
27 | 2023.08.04 13:20 | modify | 5 | 0.10 | 1.09424 | 1.09749 | 1.10724 | ||
28 | 2023.08.04 16:05 | buy | 8 | 0.10 | 1.10413 | 0.00000 | 0.00000 | ||
29 | 2023.08.04 16:05 | modify | 8 | 0.10 | 1.10413 | 1.10139 | 1.10724 | ||
30 | 2023.08.04 16:05 | modify | 7 | 0.10 | 1.10091 | 1.10139 | 1.10724 | ||
31 | 2023.08.04 16:05 | modify | 6 | 0.10 | 1.09836 | 1.10139 | 1.10724 | ||
32 | 2023.08.04 16:05 | modify | 5 | 0.10 | 1.09424 | 1.10139 | 1.10724 | ||
33 | 2023.08.04 18:33 | s/l | 5 | 0.10 | 1.10139 | 1.10139 | 1.10724 | 68.93 | 10145.71 |
34 | 2023.08.04 18:33 | s/l | 6 | 0.10 | 1.10139 | 1.10139 | 1.10724 | 30.30 | 10176.01 |
35 | 2023.08.04 18:33 | s/l | 7 | 0.10 | 1.10139 | 1.10139 | 1.10724 | 4.80 | 10180.81 |
36 | 2023.08.04 18:33 | s/l | 8 | 0.10 | 1.10139 | 1.10139 | 1.10724 | -27.40 | 10153.41 |
37 | 2023.08.10 16:00 | sell | 9 | 0.10 | 1.10152 | 0.00000 | 0.00000 | ||
38 | 2023.08.10 16:00 | modify | 9 | 0.10 | 1.10152 | 1.11652 | 1.08852 | ||
39 | 2023.08.10 17:40 | sell | 10 | 0.10 | 1.09761 | 0.00000 | 0.00000 | ||
40 | 2023.08.10 17:40 | modify | 10 | 0.10 | 1.09761 | 1.10087 | 1.08852 | ||
41 | 2023.08.10 17:40 | modify | 9 | 0.10 | 1.10152 | 1.10087 | 1.08852 | ||
42 | 2023.08.11 17:30 | sell | 11 | 0.10 | 1.09475 | 0.00000 | 0.00000 | ||
43 | 2023.08.11 17:30 | modify | 11 | 0.10 | 1.09475 | 1.09827 | 1.08852 | ||
44 | 2023.08.11 17:30 | modify | 10 | 0.10 | 1.09761 | 1.09827 | 1.08852 | ||
45 | 2023.08.11 17:30 | modify | 9 | 0.10 | 1.10152 | 1.09827 | 1.08852 | ||
46 | 2023.08.14 12:30 | sell | 12 | 0.10 | 1.09161 | 0.00000 | 0.00000 | ||
47 | 2023.08.14 12:30 | modify | 12 | 0.10 | 1.09161 | 1.09437 | 1.08852 | ||
48 | 2023.08.14 12:30 | modify | 11 | 0.10 | 1.09475 | 1.09437 | 1.08852 | ||
49 | 2023.08.14 12:30 | modify | 10 | 0.10 | 1.09761 | 1.09437 | 1.08852 | ||
50 | 2023.08.14 12:30 | modify | 9 | 0.10 | 1.10152 | 1.09437 | 1.08852 | ||
51 | 2023.08.14 13:40 | t/p | 9 | 0.10 | 1.08852 | 1.09437 | 1.08852 | 130.44 | 10283.84 |
52 | 2023.08.14 13:40 | t/p | 10 | 0.10 | 1.08852 | 1.09437 | 1.08852 | 91.34 | 10375.18 |
53 | 2023.08.14 13:40 | t/p | 11 | 0.10 | 1.08852 | 1.09437 | 1.08852 | 62.52 | 10437.70 |
54 | 2023.08.14 13:40 | t/p | 12 | 0.10 | 1.08852 | 1.09437 | 1.08852 | 30.90 | 10468.60 |
55 | 2023.08.30 20:00 | sell | 13 | 0.10 | 1.09217 | 0.00000 | 0.00000 | ||
56 | 2023.08.30 20:00 | modify | 13 | 0.10 | 1.09217 | 1.10717 | 1.07917 | ||
57 | 2023.08.31 12:45 | sell | 14 | 0.10 | 1.08813 | 0.00000 | 0.00000 | ||
58 | 2023.08.31 12:45 | modify | 14 | 0.10 | 1.08813 | 1.09152 | 1.07917 | ||
59 | 2023.08.31 12:45 | modify | 13 | 0.10 | 1.09217 | 1.09152 | 1.07917 | ||
60 | 2023.08.31 15:10 | sell | 15 | 0.10 | 1.08549 | 0.00000 | 0.00000 | ||
61 | 2023.08.31 15:10 | modify | 15 | 0.10 | 1.08549 | 1.08892 | 1.07917 | ||
62 | 2023.08.31 15:10 | modify | 14 | 0.10 | 1.08813 | 1.08892 | 1.07917 | ||
63 | 2023.08.31 15:10 | modify | 13 | 0.10 | 1.09217 | 1.08892 | 1.07917 | ||
64 | 2023.09.01 14:20 | sell | 16 | 0.10 | 1.08219 | 0.00000 | 0.00000 | ||
65 | 2023.09.01 14:20 | modify | 16 | 0.10 | 1.08219 | 1.08502 | 1.07917 | ||
66 | 2023.09.01 14:20 | modify | 15 | 0.10 | 1.08549 | 1.08502 | 1.07917 | ||
67 | 2023.09.01 14:20 | modify | 14 | 0.10 | 1.08813 | 1.08502 | 1.07917 | ||
68 | 2023.09.01 14:20 | modify | 13 | 0.10 | 1.09217 | 1.08502 | 1.07917 | ||
69 | 2023.09.01 15:33 | t/p | 13 | 0.10 | 1.07917 | 1.08502 | 1.07917 | 130.88 | 10599.48 |
70 | 2023.09.01 15:33 | t/p | 14 | 0.10 | 1.07917 | 1.08502 | 1.07917 | 89.82 | 10689.30 |
71 | 2023.09.01 15:33 | t/p | 15 | 0.10 | 1.07917 | 1.08502 | 1.07917 | 63.42 | 10752.72 |
72 | 2023.09.01 15:33 | t/p | 16 | 0.10 | 1.07917 | 1.08502 | 1.07917 | 30.20 | 10782.92 |
73 | 2023.09.25 20:00 | buy | 17 | 0.10 | 1.05957 | 0.00000 | 0.00000 | ||
74 | 2023.09.25 20:00 | modify | 17 | 0.10 | 1.05957 | 1.04457 | 1.07257 | ||
75 | 2023.10.11 13:40 | buy | 18 | 0.10 | 1.06376 | 0.00000 | 0.00000 | ||
76 | 2023.10.11 13:40 | modify | 18 | 0.10 | 1.06376 | 1.06022 | 1.07257 | ||
77 | 2023.10.11 13:40 | modify | 17 | 0.10 | 1.05957 | 1.06022 | 1.07257 | ||
78 | 2023.10.11 16:40 | s/l | 17 | 0.10 | 1.06022 | 1.06022 | 1.07257 | -3.77 | 10779.14 |
79 | 2023.10.11 16:40 | s/l | 18 | 0.10 | 1.06022 | 1.06022 | 1.07257 | -35.40 | 10743.74 |
80 | 2023.11.03 20:00 | sell | 19 | 0.10 | 1.07248 | 0.00000 | 0.00000 | ||
81 | 2023.11.03 20:00 | modify | 19 | 0.10 | 1.07248 | 1.08748 | 1.05948 | ||
82 | 2023.11.07 09:33 | sell | 20 | 0.10 | 1.06830 | 0.00000 | 0.00000 | ||
83 | 2023.11.07 09:33 | modify | 20 | 0.10 | 1.06830 | 1.07183 | 1.05948 | ||
84 | 2023.11.07 09:33 | modify | 19 | 0.10 | 1.07248 | 1.07183 | 1.05948 | ||
85 | 2023.11.08 10:15 | sell | 21 | 0.10 | 1.06593 | 0.00000 | 0.00000 | ||
86 | 2023.11.08 10:15 | modify | 21 | 0.10 | 1.06593 | 1.06923 | 1.05948 | ||
87 | 2023.11.08 10:15 | modify | 20 | 0.10 | 1.06830 | 1.06923 | 1.05948 | ||
88 | 2023.11.08 10:15 | modify | 19 | 0.10 | 1.07248 | 1.06923 | 1.05948 | ||
89 | 2023.11.08 14:40 | s/l | 19 | 0.10 | 1.06923 | 1.06923 | 1.05948 | 33.16 | 10776.90 |
90 | 2023.11.08 14:40 | s/l | 20 | 0.10 | 1.06923 | 1.06923 | 1.05948 | -9.08 | 10767.82 |
91 | 2023.11.08 14:40 | s/l | 21 | 0.10 | 1.06923 | 1.06923 | 1.05948 | -33.00 | 10734.82 |
92 | 2023.12.14 20:00 | sell | 22 | 0.10 | 1.09922 | 0.00000 | 0.00000 | ||
93 | 2023.12.14 20:00 | modify | 22 | 0.10 | 1.09922 | 1.11422 | 1.08622 | ||
94 | 2023.12.15 08:50 | sell | 23 | 0.10 | 1.09508 | 0.00000 | 0.00000 | ||
95 | 2023.12.15 08:50 | modify | 23 | 0.10 | 1.09508 | 1.09857 | 1.08622 | ||
96 | 2023.12.15 08:50 | modify | 22 | 0.10 | 1.09922 | 1.09857 | 1.08622 | ||
97 | 2023.12.15 14:45 | sell | 24 | 0.10 | 1.09249 | 0.00000 | 0.00000 | ||
98 | 2023.12.15 14:45 | modify | 24 | 0.10 | 1.09249 | 1.09597 | 1.08622 | ||
99 | 2023.12.15 14:45 | modify | 23 | 0.10 | 1.09508 | 1.09597 | 1.08622 | ||
100 | 2023.12.15 14:45 | modify | 22 | 0.10 | 1.09922 | 1.09597 | 1.08622 | ||
101 | 2023.12.15 18:55 | sell | 25 | 0.10 | 1.08937 | 0.00000 | 0.00000 | ||
102 | 2023.12.15 18:55 | modify | 25 | 0.10 | 1.08937 | 1.09207 | 1.08622 | ||
103 | 2023.12.15 18:55 | modify | 24 | 0.10 | 1.09249 | 1.09207 | 1.08622 | ||
104 | 2023.12.15 18:55 | modify | 23 | 0.10 | 1.09508 | 1.09207 | 1.08622 | ||
105 | 2023.12.15 18:55 | modify | 22 | 0.10 | 1.09922 | 1.09207 | 1.08622 | ||
106 | 2023.12.18 06:30 | s/l | 22 | 0.10 | 1.09207 | 1.09207 | 1.08622 | 71.94 | 10806.76 |
107 | 2023.12.18 06:30 | s/l | 23 | 0.10 | 1.09207 | 1.09207 | 1.08622 | 30.32 | 10837.08 |
108 | 2023.12.18 06:30 | s/l | 24 | 0.10 | 1.09207 | 1.09207 | 1.08622 | 4.42 | 10841.50 |
109 | 2023.12.18 06:30 | s/l | 25 | 0.10 | 1.09207 | 1.09207 | 1.08622 | -26.78 | 10814.72 |
110 | 2023.12.27 20:00 | sell | 26 | 0.10 | 1.11015 | 0.00000 | 0.00000 | ||
111 | 2023.12.27 20:00 | modify | 26 | 0.10 | 1.11015 | 1.12515 | 1.09715 | ||
112 | 2023.12.28 18:30 | sell | 27 | 0.10 | 1.10620 | 0.00000 | 0.00000 | ||
113 | 2023.12.28 18:30 | modify | 27 | 0.10 | 1.10620 | 1.10950 | 1.09715 | ||
114 | 2023.12.28 18:30 | modify | 26 | 0.10 | 1.11015 | 1.10950 | 1.09715 | ||
115 | 2023.12.29 21:20 | sell | 28 | 0.10 | 1.10365 | 0.00000 | 0.00000 | ||
116 | 2023.12.29 21:20 | modify | 28 | 0.10 | 1.10365 | 1.10690 | 1.09715 | ||
117 | 2023.12.29 21:20 | modify | 27 | 0.10 | 1.10620 | 1.10690 | 1.09715 | ||
118 | 2023.12.29 21:20 | modify | 26 | 0.10 | 1.11015 | 1.10690 | 1.09715 | ||
119 | 2024.01.02 11:05 | sell | 29 | 0.10 | 1.10040 | 0.00000 | 0.00000 | ||
120 | 2024.01.02 11:05 | modify | 29 | 0.10 | 1.10040 | 1.10300 | 1.09715 | ||
121 | 2024.01.02 11:05 | modify | 28 | 0.10 | 1.10365 | 1.10300 | 1.09715 | ||
122 | 2024.01.02 11:05 | modify | 27 | 0.10 | 1.10620 | 1.10300 | 1.09715 | ||
123 | 2024.01.02 11:05 | modify | 26 | 0.10 | 1.11015 | 1.10300 | 1.09715 | ||
124 | 2024.01.02 11:40 | t/p | 26 | 0.10 | 1.09715 | 1.10300 | 1.09715 | 131.32 | 10946.03 |
125 | 2024.01.02 11:40 | t/p | 27 | 0.10 | 1.09715 | 1.10300 | 1.09715 | 91.16 | 11037.19 |
126 | 2024.01.02 11:40 | t/p | 28 | 0.10 | 1.09715 | 1.10300 | 1.09715 | 65.44 | 11102.63 |
127 | 2024.01.02 11:40 | t/p | 29 | 0.10 | 1.09715 | 1.10300 | 1.09715 | 32.50 | 11135.13 |
128 | 2024.03.21 04:00 | sell | 30 | 0.10 | 1.09349 | 0.00000 | 0.00000 | ||
129 | 2024.03.21 04:00 | modify | 30 | 0.10 | 1.09349 | 1.10849 | 1.08049 | ||
130 | 2024.03.21 13:30 | sell | 31 | 0.10 | 1.08938 | 0.00000 | 0.00000 | ||
131 | 2024.03.21 13:30 | modify | 31 | 0.10 | 1.08938 | 1.09284 | 1.08049 | ||
132 | 2024.03.21 13:30 | modify | 30 | 0.10 | 1.09349 | 1.09284 | 1.08049 | ||
133 | 2024.03.22 03:40 | sell | 32 | 0.10 | 1.08359 | 0.00000 | 0.00000 | ||
134 | 2024.03.22 03:40 | modify | 32 | 0.10 | 1.08359 | 1.08634 | 1.08049 | ||
135 | 2024.03.22 03:40 | modify | 31 | 0.10 | 1.08938 | 1.08634 | 1.08049 | ||
136 | 2024.03.22 03:40 | modify | 30 | 0.10 | 1.09349 | 1.08634 | 1.08049 | ||
137 | 2024.03.22 19:15 | t/p | 30 | 0.10 | 1.08049 | 1.08634 | 1.08049 | 130.22 | 11265.35 |
138 | 2024.03.22 19:15 | t/p | 31 | 0.10 | 1.08049 | 1.08634 | 1.08049 | 89.12 | 11354.47 |
139 | 2024.03.22 19:15 | t/p | 32 | 0.10 | 1.08049 | 1.08634 | 1.08049 | 31.00 | 11385.47 |
140 | 2024.04.04 12:00 | sell | 33 | 0.10 | 1.08529 | 0.00000 | 0.00000 | ||
141 | 2024.04.04 12:00 | modify | 33 | 0.10 | 1.08529 | 1.10029 | 1.07229 | ||
142 | 2024.04.10 12:50 | sell | 34 | 0.10 | 1.07861 | 0.00000 | 0.00000 | ||
143 | 2024.04.10 12:50 | modify | 34 | 0.10 | 1.07861 | 1.08204 | 1.07229 | ||
144 | 2024.04.10 12:50 | modify | 33 | 0.10 | 1.08529 | 1.08204 | 1.07229 | ||
145 | 2024.04.10 14:55 | sell | 35 | 0.10 | 1.07532 | 0.00000 | 0.00000 | ||
146 | 2024.04.10 14:55 | modify | 35 | 0.10 | 1.07532 | 1.07814 | 1.07229 | ||
147 | 2024.04.10 14:55 | modify | 34 | 0.10 | 1.07861 | 1.07814 | 1.07229 | ||
148 | 2024.04.10 14:55 | modify | 33 | 0.10 | 1.08529 | 1.07814 | 1.07229 | ||
149 | 2024.04.11 12:05 | t/p | 33 | 0.10 | 1.07229 | 1.07814 | 1.07229 | 131.54 | 11517.00 |
150 | 2024.04.11 12:05 | t/p | 34 | 0.10 | 1.07229 | 1.07814 | 1.07229 | 63.86 | 11580.86 |
151 | 2024.04.11 12:05 | t/p | 35 | 0.10 | 1.07229 | 1.07814 | 1.07229 | 30.96 | 11611.82 |