Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1903 | Ticks modelled | 15319364 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 951.97 | Gross profit | 1084.97 | Gross loss | -133.00 |
Profit factor | 8.16 | Expected payoff | 41.39 | ||
Absolute drawdown | 14.71 | Maximal drawdown | 181.17 (1.77%) | Relative drawdown | 1.77% (181.17) |
Total trades | 23 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 19 (82.61%) | Loss trades (% of total) | 4 (17.39%) | ||
Largest | profit trade | 110.97 | loss trade | -50.00 | |
Average | profit trade | 57.10 | loss trade | -33.25 | |
Maximum | consecutive wins (profit in money) | 12 (751.18) | consecutive losses (loss in money) | 2 (-77.60) | |
Maximal | consecutive profit (count of wins) | 751.18 (12) | consecutive loss (count of losses) | -77.60 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.08.03 12:00 | buy | 1 | 0.10 | 0.65311 | 0.00000 | 0.00000 | ||
2 | 2023.08.03 12:00 | modify | 1 | 0.10 | 0.65311 | 0.64811 | 0.66411 | ||
3 | 2023.08.04 01:40 | buy | 2 | 0.10 | 0.65865 | 0.00000 | 0.00000 | ||
4 | 2023.08.04 01:40 | modify | 2 | 0.10 | 0.65865 | 0.65586 | 0.66411 | ||
5 | 2023.08.04 01:40 | modify | 1 | 0.10 | 0.65311 | 0.65586 | 0.66411 | ||
6 | 2023.08.04 02:51 | s/l | 1 | 0.10 | 0.65586 | 0.65586 | 0.66411 | 27.19 | 10027.19 |
7 | 2023.08.04 02:51 | s/l | 2 | 0.10 | 0.65586 | 0.65586 | 0.66411 | -27.90 | 9999.29 |
8 | 2023.11.06 04:00 | sell | 3 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
9 | 2023.11.06 04:00 | modify | 3 | 0.10 | 0.65116 | 0.65616 | 0.64016 | ||
10 | 2023.11.07 03:31 | sell | 4 | 0.10 | 0.64561 | 0.00000 | 0.00000 | ||
11 | 2023.11.07 03:31 | modify | 4 | 0.10 | 0.64561 | 0.64841 | 0.64016 | ||
12 | 2023.11.07 03:31 | modify | 3 | 0.10 | 0.65116 | 0.64841 | 0.64016 | ||
13 | 2023.11.07 04:32 | sell | 5 | 0.10 | 0.64455 | 0.00000 | 0.00000 | ||
14 | 2023.11.07 04:32 | modify | 5 | 0.10 | 0.64455 | 0.64676 | 0.64016 | ||
15 | 2023.11.07 04:32 | sell | 6 | 0.10 | 0.64455 | 0.00000 | 0.00000 | ||
16 | 2023.11.07 04:32 | modify | 6 | 0.10 | 0.64455 | 0.64731 | 0.64016 | ||
17 | 2023.11.07 04:32 | modify | 4 | 0.10 | 0.64561 | 0.64731 | 0.64016 | ||
18 | 2023.11.07 04:32 | modify | 3 | 0.10 | 0.65116 | 0.64731 | 0.64016 | ||
19 | 2023.11.07 04:32 | modify | 5 | 0.10 | 0.64455 | 0.64731 | 0.64016 | ||
20 | 2023.11.08 19:59 | t/p | 3 | 0.10 | 0.64016 | 0.64731 | 0.64016 | 110.22 | 10109.50 |
21 | 2023.11.08 19:59 | t/p | 4 | 0.10 | 0.64016 | 0.64731 | 0.64016 | 54.61 | 10164.11 |
22 | 2023.11.08 19:59 | t/p | 5 | 0.10 | 0.64016 | 0.64731 | 0.64016 | 44.01 | 10208.12 |
23 | 2023.11.08 19:59 | t/p | 6 | 0.10 | 0.64016 | 0.64731 | 0.64016 | 44.01 | 10252.13 |
24 | 2023.11.15 16:00 | sell | 7 | 0.10 | 0.65258 | 0.00000 | 0.00000 | ||
25 | 2023.11.15 16:00 | modify | 7 | 0.10 | 0.65258 | 0.65758 | 0.64158 | ||
26 | 2023.11.16 02:08 | sell | 8 | 0.10 | 0.64707 | 0.00000 | 0.00000 | ||
27 | 2023.11.16 02:08 | modify | 8 | 0.10 | 0.64707 | 0.64983 | 0.64158 | ||
28 | 2023.11.16 02:08 | modify | 7 | 0.10 | 0.65258 | 0.64983 | 0.64158 | ||
29 | 2023.11.16 08:55 | s/l | 7 | 0.10 | 0.64983 | 0.64983 | 0.64158 | 27.82 | 10279.95 |
30 | 2023.11.16 08:55 | s/l | 8 | 0.10 | 0.64983 | 0.64983 | 0.64158 | -27.60 | 10252.35 |
31 | 2024.01.17 00:00 | buy | 9 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
32 | 2024.01.17 00:00 | modify | 9 | 0.10 | 0.65914 | 0.65414 | 0.67014 | ||
33 | 2024.01.17 08:54 | s/l | 9 | 0.10 | 0.65414 | 0.65414 | 0.67014 | -50.00 | 10202.35 |
34 | 2024.01.17 12:00 | buy | 10 | 0.10 | 0.65593 | 0.00000 | 0.00000 | ||
35 | 2024.01.17 12:00 | modify | 10 | 0.10 | 0.65593 | 0.65093 | 0.66693 | ||
36 | 2024.01.22 01:07 | buy | 11 | 0.10 | 0.66143 | 0.00000 | 0.00000 | ||
37 | 2024.01.22 01:07 | modify | 11 | 0.10 | 0.66143 | 0.65868 | 0.66693 | ||
38 | 2024.01.22 01:07 | modify | 10 | 0.10 | 0.65593 | 0.65868 | 0.66693 | ||
39 | 2024.01.22 05:27 | s/l | 10 | 0.10 | 0.65868 | 0.65868 | 0.66693 | 25.94 | 10228.29 |
40 | 2024.01.22 05:27 | s/l | 11 | 0.10 | 0.65868 | 0.65868 | 0.66693 | -27.50 | 10200.79 |
41 | 2024.02.29 00:00 | buy | 12 | 0.10 | 0.64972 | 0.00000 | 0.00000 | ||
42 | 2024.02.29 00:00 | modify | 12 | 0.10 | 0.64972 | 0.64472 | 0.66072 | ||
43 | 2024.03.06 14:45 | buy | 13 | 0.10 | 0.65523 | 0.00000 | 0.00000 | ||
44 | 2024.03.06 14:45 | modify | 13 | 0.10 | 0.65523 | 0.65247 | 0.66072 | ||
45 | 2024.03.06 14:45 | modify | 12 | 0.10 | 0.64972 | 0.65247 | 0.66072 | ||
46 | 2024.03.06 15:50 | buy | 14 | 0.10 | 0.65633 | 0.00000 | 0.00000 | ||
47 | 2024.03.06 15:50 | modify | 14 | 0.10 | 0.65633 | 0.65412 | 0.66072 | ||
48 | 2024.03.06 15:50 | buy | 15 | 0.10 | 0.65633 | 0.00000 | 0.00000 | ||
49 | 2024.03.06 15:50 | modify | 15 | 0.10 | 0.65633 | 0.65357 | 0.66072 | ||
50 | 2024.03.06 15:50 | modify | 13 | 0.10 | 0.65523 | 0.65357 | 0.66072 | ||
51 | 2024.03.06 15:50 | modify | 12 | 0.10 | 0.64972 | 0.65357 | 0.66072 | ||
52 | 2024.03.06 15:50 | modify | 14 | 0.10 | 0.65633 | 0.65357 | 0.66072 | ||
53 | 2024.03.07 11:06 | t/p | 12 | 0.10 | 0.66072 | 0.65357 | 0.66072 | 107.82 | 10308.61 |
54 | 2024.03.07 11:06 | t/p | 13 | 0.10 | 0.66072 | 0.65357 | 0.66072 | 53.96 | 10362.58 |
55 | 2024.03.07 11:06 | t/p | 14 | 0.10 | 0.66072 | 0.65357 | 0.66072 | 42.96 | 10405.54 |
56 | 2024.03.07 11:06 | t/p | 15 | 0.10 | 0.66072 | 0.65357 | 0.66072 | 42.96 | 10448.50 |
57 | 2024.03.08 00:00 | sell | 16 | 0.10 | 0.66207 | 0.00000 | 0.00000 | ||
58 | 2024.03.08 00:00 | modify | 16 | 0.10 | 0.66207 | 0.66707 | 0.65107 | ||
59 | 2024.03.15 01:23 | sell | 17 | 0.10 | 0.65656 | 0.00000 | 0.00000 | ||
60 | 2024.03.15 01:23 | modify | 17 | 0.10 | 0.65656 | 0.65932 | 0.65107 | ||
61 | 2024.03.15 01:23 | modify | 16 | 0.10 | 0.66207 | 0.65932 | 0.65107 | ||
62 | 2024.03.15 08:02 | sell | 18 | 0.10 | 0.65547 | 0.00000 | 0.00000 | ||
63 | 2024.03.15 08:02 | modify | 18 | 0.10 | 0.65547 | 0.65767 | 0.65107 | ||
64 | 2024.03.15 08:02 | sell | 19 | 0.10 | 0.65547 | 0.00000 | 0.00000 | ||
65 | 2024.03.15 08:02 | modify | 19 | 0.10 | 0.65547 | 0.65822 | 0.65107 | ||
66 | 2024.03.15 08:02 | modify | 17 | 0.10 | 0.65656 | 0.65822 | 0.65107 | ||
67 | 2024.03.15 08:02 | modify | 16 | 0.10 | 0.66207 | 0.65822 | 0.65107 | ||
68 | 2024.03.15 08:02 | modify | 18 | 0.10 | 0.65547 | 0.65822 | 0.65107 | ||
69 | 2024.03.19 09:19 | t/p | 16 | 0.10 | 0.65107 | 0.65822 | 0.65107 | 110.97 | 10559.48 |
70 | 2024.03.19 09:19 | t/p | 17 | 0.10 | 0.65107 | 0.65822 | 0.65107 | 55.12 | 10614.59 |
71 | 2024.03.19 09:19 | t/p | 18 | 0.10 | 0.65107 | 0.65822 | 0.65107 | 44.22 | 10658.81 |
72 | 2024.03.19 09:19 | t/p | 19 | 0.10 | 0.65107 | 0.65822 | 0.65107 | 44.22 | 10703.03 |
73 | 2024.03.19 12:00 | buy | 20 | 0.10 | 0.65215 | 0.00000 | 0.00000 | ||
74 | 2024.03.19 12:00 | modify | 20 | 0.10 | 0.65215 | 0.64715 | 0.66315 | ||
75 | 2024.03.20 18:49 | buy | 21 | 0.10 | 0.65765 | 0.00000 | 0.00000 | ||
76 | 2024.03.20 18:49 | modify | 21 | 0.10 | 0.65765 | 0.65490 | 0.66315 | ||
77 | 2024.03.20 18:49 | modify | 20 | 0.10 | 0.65215 | 0.65490 | 0.66315 | ||
78 | 2024.03.20 19:31 | buy | 22 | 0.10 | 0.65875 | 0.00000 | 0.00000 | ||
79 | 2024.03.20 19:31 | modify | 22 | 0.10 | 0.65875 | 0.65655 | 0.66315 | ||
80 | 2024.03.20 19:31 | buy | 23 | 0.10 | 0.65875 | 0.00000 | 0.00000 | ||
81 | 2024.03.20 19:31 | modify | 23 | 0.10 | 0.65875 | 0.65600 | 0.66315 | ||
82 | 2024.03.20 19:31 | modify | 21 | 0.10 | 0.65765 | 0.65600 | 0.66315 | ||
83 | 2024.03.20 19:31 | modify | 20 | 0.10 | 0.65215 | 0.65600 | 0.66315 | ||
84 | 2024.03.20 19:31 | modify | 22 | 0.10 | 0.65875 | 0.65600 | 0.66315 | ||
85 | 2024.03.21 07:08 | t/p | 20 | 0.10 | 0.66315 | 0.65600 | 0.66315 | 108.75 | 10811.78 |
86 | 2024.03.21 07:08 | t/p | 21 | 0.10 | 0.66315 | 0.65600 | 0.66315 | 54.06 | 10865.84 |
87 | 2024.03.21 07:08 | t/p | 22 | 0.10 | 0.66315 | 0.65600 | 0.66315 | 43.06 | 10908.91 |
88 | 2024.03.21 07:08 | t/p | 23 | 0.10 | 0.66315 | 0.65600 | 0.66315 | 43.06 | 10951.97 |