Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2604 | Ticks modelled | 4206 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 728.14 | Gross profit | 896.76 | Gross loss | -168.63 |
Profit factor | 5.32 | Expected payoff | 40.45 | ||
Absolute drawdown | 12.59 | Maximal drawdown | 136.29 (1.28%) | Relative drawdown | 1.28% (136.29) |
Total trades | 18 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
Largest | profit trade | 101.11 | loss trade | -88.78 | |
Average | profit trade | 68.98 | loss trade | -33.73 | |
Maximum | consecutive wins (profit in money) | 6 (456.24) | consecutive losses (loss in money) | 1 (-88.78) | |
Maximal | consecutive profit (count of wins) | 456.24 (6) | consecutive loss (count of losses) | -88.78 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.10 16:00 | sell | 1 | 0.10 | 1.64819 | 0.00000 | 0.00000 | ||
2 | 2023.07.10 16:00 | modify | 1 | 0.10 | 1.64819 | 1.66119 | 1.63319 | ||
3 | 2023.07.13 08:00 | t/p | 1 | 0.10 | 1.63319 | 1.66119 | 1.63319 | 100.81 | 10100.81 |
4 | 2023.07.25 20:00 | buy | 2 | 0.10 | 1.62829 | 0.00000 | 0.00000 | ||
5 | 2023.07.25 20:00 | modify | 2 | 0.10 | 1.62829 | 1.61529 | 1.64329 | ||
6 | 2023.07.26 16:00 | t/p | 2 | 0.10 | 1.64329 | 1.61529 | 1.64329 | 101.11 | 10201.92 |
7 | 2023.08.02 12:00 | sell | 3 | 0.10 | 1.66928 | 0.00000 | 0.00000 | ||
8 | 2023.08.02 12:00 | modify | 3 | 0.10 | 1.66928 | 1.68228 | 1.65428 | ||
9 | 2023.08.08 08:00 | s/l | 3 | 0.10 | 1.68228 | 1.68228 | 1.65428 | -88.78 | 10113.13 |
10 | 2023.08.08 12:00 | sell | 4 | 0.10 | 1.68249 | 0.00000 | 0.00000 | ||
11 | 2023.08.08 12:00 | modify | 4 | 0.10 | 1.68249 | 1.69549 | 1.66749 | ||
12 | 2023.08.10 12:00 | sell | 5 | 0.10 | 1.67708 | 0.00000 | 0.00000 | ||
13 | 2023.08.10 12:00 | modify | 5 | 0.10 | 1.67708 | 1.68024 | 1.66749 | ||
14 | 2023.08.10 12:00 | modify | 4 | 0.10 | 1.68249 | 1.68024 | 1.66749 | ||
15 | 2023.08.10 16:00 | s/l | 4 | 0.10 | 1.68024 | 1.68024 | 1.66749 | 14.68 | 10127.82 |
16 | 2023.08.10 16:00 | s/l | 5 | 0.10 | 1.68024 | 1.68024 | 1.66749 | -21.38 | 10106.44 |
17 | 2023.09.05 12:00 | sell | 6 | 0.10 | 1.68598 | 0.00000 | 0.00000 | ||
18 | 2023.09.05 12:00 | modify | 6 | 0.10 | 1.68598 | 1.69898 | 1.67098 | ||
19 | 2023.09.05 20:00 | sell | 7 | 0.10 | 1.68069 | 0.00000 | 0.00000 | ||
20 | 2023.09.05 20:00 | modify | 7 | 0.10 | 1.68069 | 1.68373 | 1.67098 | ||
21 | 2023.09.05 20:00 | modify | 6 | 0.10 | 1.68598 | 1.68373 | 1.67098 | ||
22 | 2023.09.06 04:00 | s/l | 6 | 0.10 | 1.68373 | 1.68373 | 1.67098 | 15.08 | 10121.52 |
23 | 2023.09.06 04:00 | s/l | 7 | 0.10 | 1.68373 | 1.68373 | 1.67098 | -20.71 | 10100.81 |
24 | 2023.10.03 16:00 | sell | 8 | 0.10 | 1.66118 | 0.00000 | 0.00000 | ||
25 | 2023.10.03 16:00 | modify | 8 | 0.10 | 1.66118 | 1.67418 | 1.64618 | ||
26 | 2023.10.09 08:00 | sell | 9 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
27 | 2023.10.09 08:00 | modify | 9 | 0.10 | 1.65571 | 1.65893 | 1.64618 | ||
28 | 2023.10.09 08:00 | modify | 8 | 0.10 | 1.66118 | 1.65893 | 1.64618 | ||
29 | 2023.10.10 04:00 | t/p | 8 | 0.10 | 1.64618 | 1.65893 | 1.64618 | 100.54 | 10201.35 |
30 | 2023.10.10 04:00 | t/p | 9 | 0.10 | 1.64618 | 1.65893 | 1.64618 | 64.34 | 10265.69 |
31 | 2023.10.19 12:00 | sell | 10 | 0.10 | 1.67255 | 0.00000 | 0.00000 | ||
32 | 2023.10.19 12:00 | modify | 10 | 0.10 | 1.67255 | 1.68555 | 1.65755 | ||
33 | 2023.10.25 04:00 | t/p | 10 | 0.10 | 1.65755 | 1.68555 | 1.65755 | 100.95 | 10366.64 |
34 | 2023.12.03 20:00 | buy | 11 | 0.10 | 1.63119 | 0.00000 | 0.00000 | ||
35 | 2023.12.03 20:00 | modify | 11 | 0.10 | 1.63119 | 1.61819 | 1.64619 | ||
36 | 2023.12.04 20:00 | buy | 12 | 0.10 | 1.63655 | 0.00000 | 0.00000 | ||
37 | 2023.12.04 20:00 | modify | 12 | 0.10 | 1.63655 | 1.63344 | 1.64619 | ||
38 | 2023.12.04 20:00 | modify | 11 | 0.10 | 1.63119 | 1.63344 | 1.64619 | ||
39 | 2023.12.05 04:00 | t/p | 11 | 0.10 | 1.64619 | 1.63344 | 1.64619 | 100.73 | 10467.37 |
40 | 2023.12.05 04:00 | t/p | 12 | 0.10 | 1.64619 | 1.63344 | 1.64619 | 64.85 | 10532.22 |
41 | 2024.04.10 20:00 | sell | 13 | 0.10 | 1.64952 | 0.00000 | 0.00000 | ||
42 | 2024.04.10 20:00 | modify | 13 | 0.10 | 1.64952 | 1.66252 | 1.63452 | ||
43 | 2024.04.11 16:00 | sell | 14 | 0.10 | 1.64332 | 0.00000 | 0.00000 | ||
44 | 2024.04.11 16:00 | modify | 14 | 0.10 | 1.64332 | 1.64577 | 1.63452 | ||
45 | 2024.04.11 16:00 | modify | 13 | 0.10 | 1.64952 | 1.64577 | 1.63452 | ||
46 | 2024.04.12 20:00 | s/l | 13 | 0.10 | 1.64577 | 1.64577 | 1.63452 | 24.83 | 10557.05 |
47 | 2024.04.12 20:00 | s/l | 14 | 0.10 | 1.64577 | 1.64577 | 1.63452 | -16.72 | 10540.33 |
48 | 2024.04.16 20:00 | sell | 15 | 0.10 | 1.65789 | 0.00000 | 0.00000 | ||
49 | 2024.04.16 20:00 | modify | 15 | 0.10 | 1.65789 | 1.67089 | 1.64289 | ||
50 | 2024.04.24 04:00 | t/p | 15 | 0.10 | 1.64289 | 1.67089 | 1.64289 | 100.40 | 10640.73 |
51 | 2024.05.03 12:00 | buy | 16 | 0.10 | 1.63327 | 0.00000 | 0.00000 | ||
52 | 2024.05.03 12:00 | modify | 16 | 0.10 | 1.63327 | 1.62027 | 1.64827 | ||
53 | 2024.05.24 04:00 | buy | 17 | 0.10 | 1.63863 | 0.00000 | 0.00000 | ||
54 | 2024.05.24 04:00 | modify | 17 | 0.10 | 1.63863 | 1.63552 | 1.64827 | ||
55 | 2024.05.24 04:00 | modify | 16 | 0.10 | 1.63327 | 1.63552 | 1.64827 | ||
56 | 2024.05.24 16:00 | s/l | 16 | 0.10 | 1.63552 | 1.63552 | 1.64827 | 7.35 | 10648.09 |
57 | 2024.05.24 16:00 | s/l | 17 | 0.10 | 1.63552 | 1.63552 | 1.64827 | -21.04 | 10627.05 |
58 | 2024.06.09 20:00 | sell | 18 | 0.10 | 1.63376 | 0.00000 | 0.00000 | ||
59 | 2024.06.09 20:00 | modify | 18 | 0.10 | 1.63376 | 1.64676 | 1.61876 | ||
60 | 2024.06.12 16:00 | t/p | 18 | 0.10 | 1.61876 | 1.64676 | 1.61876 | 101.09 | 10728.14 |