Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=11; MACD_SlowEMAPeriod=15; MACD_SignalPeriod=27; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=4; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=210; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=200; BreakEvenLockin=80; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=70; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="===================================="; CFDTickScaling=0; MagicNumber=181103; | ||||
Bars in test | 2610 | Ticks modelled | 4218 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1768.52 | Gross profit | 2533.83 | Gross loss | -765.31 |
Profit factor | 3.31 | Expected payoff | 50.53 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 337.92 (2.79%) | Relative drawdown | 2.79% (337.92) |
Total trades | 35 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 19 (63.16%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 138.01 | loss trade | -100.68 | |
Average | profit trade | 115.17 | loss trade | -58.87 | |
Maximum | consecutive wins (profit in money) | 7 (961.03) | consecutive losses (loss in money) | 4 (-337.92) | |
Maximal | consecutive profit (count of wins) | 961.03 (7) | consecutive loss (count of losses) | -337.92 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.23 12:00 | sell | 1 | 0.10 | 1.55656 | 0.00000 | 0.00000 | ||
2 | 2023.01.23 12:00 | modify | 1 | 0.10 | 1.55656 | 1.57156 | 1.53556 | ||
3 | 2023.01.25 04:00 | t/p | 1 | 0.10 | 1.53556 | 1.57156 | 1.53556 | 138.01 | 10138.01 |
4 | 2023.02.07 08:00 | sell | 2 | 0.10 | 1.54797 | 0.00000 | 0.00000 | ||
5 | 2023.02.07 08:00 | modify | 2 | 0.10 | 1.54797 | 1.56297 | 1.52697 | ||
6 | 2023.02.14 08:00 | close | 2 | 0.10 | 1.54168 | 1.56297 | 1.52697 | 40.47 | 10178.48 |
7 | 2023.02.14 08:00 | buy | 3 | 0.10 | 1.54168 | 0.00000 | 0.00000 | ||
8 | 2023.02.14 08:00 | modify | 3 | 0.10 | 1.54168 | 1.52668 | 1.56268 | ||
9 | 2023.02.20 12:00 | close | 3 | 0.10 | 1.54654 | 1.52668 | 1.56268 | 30.82 | 10209.30 |
10 | 2023.02.20 12:00 | sell | 4 | 0.10 | 1.54654 | 0.00000 | 0.00000 | ||
11 | 2023.02.20 12:00 | modify | 4 | 0.10 | 1.54654 | 1.56154 | 1.52554 | ||
12 | 2023.02.22 04:00 | modify | 4 | 0.10 | 1.54654 | 1.56154 | 1.53554 | ||
13 | 2023.02.22 08:00 | s/l | 4 | 0.10 | 1.56154 | 1.56154 | 1.53554 | -99.05 | 10110.25 |
14 | 2023.02.22 08:00 | buy | 5 | 0.10 | 1.56048 | 0.00000 | 0.00000 | ||
15 | 2023.02.22 08:00 | modify | 5 | 0.10 | 1.56048 | 1.54548 | 1.58148 | ||
16 | 2023.02.23 12:00 | close | 5 | 0.10 | 1.55239 | 1.54548 | 1.58148 | -53.83 | 10056.42 |
17 | 2023.02.23 12:00 | sell | 6 | 0.10 | 1.55239 | 0.00000 | 0.00000 | ||
18 | 2023.02.23 12:00 | modify | 6 | 0.10 | 1.55239 | 1.56739 | 1.53139 | ||
19 | 2023.02.24 08:00 | close | 6 | 0.10 | 1.55887 | 1.56739 | 1.53139 | -42.81 | 10013.61 |
20 | 2023.02.24 08:00 | buy | 7 | 0.10 | 1.55887 | 0.00000 | 0.00000 | ||
21 | 2023.02.24 08:00 | modify | 7 | 0.10 | 1.55887 | 1.54387 | 1.57987 | ||
22 | 2023.02.28 12:00 | t/p | 7 | 0.10 | 1.57987 | 1.54387 | 1.57987 | 137.84 | 10151.45 |
23 | 2023.03.10 12:00 | sell | 8 | 0.10 | 1.60682 | 0.00000 | 0.00000 | ||
24 | 2023.03.10 12:00 | modify | 8 | 0.10 | 1.60682 | 1.62182 | 1.58582 | ||
25 | 2023.03.15 16:00 | t/p | 8 | 0.10 | 1.58582 | 1.62182 | 1.58582 | 137.88 | 10289.34 |
26 | 2023.03.20 12:00 | buy | 9 | 0.10 | 1.59941 | 0.00000 | 0.00000 | ||
27 | 2023.03.20 12:00 | modify | 9 | 0.10 | 1.59941 | 1.58441 | 1.62041 | ||
28 | 2023.03.22 20:00 | t/p | 9 | 0.10 | 1.62041 | 1.58441 | 1.62041 | 137.84 | 10427.18 |
29 | 2023.04.21 08:00 | buy | 10 | 0.10 | 1.63866 | 0.00000 | 0.00000 | ||
30 | 2023.04.21 08:00 | modify | 10 | 0.10 | 1.63866 | 1.62366 | 1.65966 | ||
31 | 2023.04.26 04:00 | t/p | 10 | 0.10 | 1.65966 | 1.62366 | 1.65966 | 137.65 | 10564.82 |
32 | 2023.05.10 08:00 | buy | 11 | 0.10 | 1.62262 | 0.00000 | 0.00000 | ||
33 | 2023.05.10 08:00 | modify | 11 | 0.10 | 1.62262 | 1.60762 | 1.64362 | ||
34 | 2023.05.22 12:00 | buy | 12 | 0.10 | 1.62972 | 0.00000 | 0.00000 | ||
35 | 2023.05.22 12:00 | modify | 12 | 0.10 | 1.62972 | 1.61472 | 1.65072 | ||
36 | 2023.05.23 08:00 | buy | 13 | 0.10 | 1.63019 | 0.00000 | 0.00000 | ||
37 | 2023.05.23 08:00 | modify | 13 | 0.10 | 1.63019 | 1.61519 | 1.65119 | ||
38 | 2023.05.24 16:00 | t/p | 11 | 0.10 | 1.64362 | 1.60762 | 1.64362 | 135.50 | 10700.32 |
39 | 2023.05.26 00:00 | modify | 12 | 0.10 | 1.62972 | 1.64300 | 1.65072 | ||
40 | 2023.05.26 04:00 | t/p | 12 | 0.10 | 1.65072 | 1.64300 | 1.65072 | 137.06 | 10837.39 |
41 | 2023.05.26 04:00 | t/p | 13 | 0.10 | 1.65119 | 1.61519 | 1.65119 | 137.26 | 10974.64 |
42 | 2023.06.28 08:00 | buy | 14 | 0.10 | 1.64941 | 0.00000 | 0.00000 | ||
43 | 2023.06.28 08:00 | modify | 14 | 0.10 | 1.64941 | 1.63441 | 1.67041 | ||
44 | 2023.06.29 12:00 | close | 14 | 0.10 | 1.64844 | 1.63441 | 1.67041 | -6.97 | 10967.67 |
45 | 2023.06.29 12:00 | sell | 15 | 0.10 | 1.64844 | 0.00000 | 0.00000 | ||
46 | 2023.06.29 12:00 | modify | 15 | 0.10 | 1.64844 | 1.66344 | 1.62744 | ||
47 | 2023.07.04 16:00 | t/p | 15 | 0.10 | 1.62744 | 1.66344 | 1.62744 | 137.87 | 11105.54 |
48 | 2023.07.06 12:00 | buy | 16 | 0.10 | 1.62980 | 0.00000 | 0.00000 | ||
49 | 2023.07.06 12:00 | modify | 16 | 0.10 | 1.62980 | 1.61480 | 1.65080 | ||
50 | 2023.07.10 12:00 | t/p | 16 | 0.10 | 1.65080 | 1.61480 | 1.65080 | 137.84 | 11243.38 |
51 | 2023.07.20 08:00 | sell | 17 | 0.10 | 1.64221 | 0.00000 | 0.00000 | ||
52 | 2023.07.20 08:00 | modify | 17 | 0.10 | 1.64221 | 1.65721 | 1.62121 | ||
53 | 2023.07.21 20:00 | modify | 17 | 0.10 | 1.64221 | 1.65721 | 1.63121 | ||
54 | 2023.07.25 16:00 | t/p | 17 | 0.10 | 1.63121 | 1.65721 | 1.63121 | 72.03 | 11315.41 |
55 | 2023.07.27 12:00 | buy | 18 | 0.10 | 1.63846 | 0.00000 | 0.00000 | ||
56 | 2023.07.27 12:00 | modify | 18 | 0.10 | 1.63846 | 1.62346 | 1.65946 | ||
57 | 2023.08.01 08:00 | buy | 19 | 0.10 | 1.65266 | 0.00000 | 0.00000 | ||
58 | 2023.08.01 08:00 | modify | 19 | 0.10 | 1.65266 | 1.63766 | 1.67366 | ||
59 | 2023.08.01 16:00 | t/p | 18 | 0.10 | 1.65946 | 1.62346 | 1.65946 | 137.65 | 11453.06 |
60 | 2023.08.03 00:00 | modify | 19 | 0.10 | 1.65266 | 1.66590 | 1.67366 | ||
61 | 2023.08.03 04:00 | t/p | 19 | 0.10 | 1.67366 | 1.66590 | 1.67366 | 137.45 | 11590.51 |
62 | 2023.08.14 12:00 | sell | 20 | 0.10 | 1.68419 | 0.00000 | 0.00000 | ||
63 | 2023.08.14 12:00 | modify | 20 | 0.10 | 1.68419 | 1.69919 | 1.66319 | ||
64 | 2023.08.16 08:00 | sell | 21 | 0.10 | 1.68674 | 0.00000 | 0.00000 | ||
65 | 2023.08.16 08:00 | modify | 21 | 0.10 | 1.68674 | 1.70174 | 1.66574 | ||
66 | 2023.08.16 12:00 | close | 21 | 0.10 | 1.69032 | 1.70174 | 1.66574 | -23.58 | 11566.93 |
67 | 2023.08.16 12:00 | close | 20 | 0.10 | 1.69032 | 1.69919 | 1.66319 | -40.64 | 11526.29 |
68 | 2023.08.16 12:00 | buy | 22 | 0.10 | 1.69032 | 0.00000 | 0.00000 | ||
69 | 2023.08.16 12:00 | modify | 22 | 0.10 | 1.69032 | 1.67532 | 1.71132 | ||
70 | 2023.08.23 16:00 | modify | 22 | 0.10 | 1.69032 | 1.67532 | 1.70132 | ||
71 | 2023.08.24 00:00 | s/l | 22 | 0.10 | 1.67532 | 1.67532 | 1.70132 | -100.68 | 11425.61 |
72 | 2023.09.14 12:00 | sell | 23 | 0.10 | 1.66509 | 0.00000 | 0.00000 | ||
73 | 2023.09.14 12:00 | modify | 23 | 0.10 | 1.66509 | 1.68009 | 1.64409 | ||
74 | 2023.09.25 08:00 | close | 23 | 0.10 | 1.65663 | 1.68009 | 1.64409 | 54.49 | 11480.10 |
75 | 2023.09.25 08:00 | buy | 24 | 0.10 | 1.65663 | 0.00000 | 0.00000 | ||
76 | 2023.09.25 08:00 | modify | 24 | 0.10 | 1.65663 | 1.64163 | 1.67763 | ||
77 | 2023.09.28 08:00 | close | 24 | 0.10 | 1.65002 | 1.64163 | 1.67763 | -44.48 | 11435.62 |
78 | 2023.09.28 08:00 | sell | 25 | 0.10 | 1.65002 | 0.00000 | 0.00000 | ||
79 | 2023.09.28 08:00 | modify | 25 | 0.10 | 1.65002 | 1.66502 | 1.62902 | ||
80 | 2023.10.02 08:00 | close | 25 | 0.10 | 1.64949 | 1.66502 | 1.62902 | 3.22 | 11438.84 |
81 | 2023.10.02 08:00 | buy | 26 | 0.10 | 1.64949 | 0.00000 | 0.00000 | ||
82 | 2023.10.02 08:00 | modify | 26 | 0.10 | 1.64949 | 1.63449 | 1.67049 | ||
83 | 2023.10.13 16:00 | modify | 26 | 0.10 | 1.64949 | 1.66259 | 1.67049 | ||
84 | 2023.10.13 20:00 | t/p | 26 | 0.10 | 1.67049 | 1.66259 | 1.67049 | 135.70 | 11574.54 |
85 | 2023.10.19 08:00 | buy | 27 | 0.10 | 1.67331 | 0.00000 | 0.00000 | ||
86 | 2023.10.19 08:00 | modify | 27 | 0.10 | 1.67331 | 1.65831 | 1.69431 | ||
87 | 2023.10.24 12:00 | close | 27 | 0.10 | 1.67107 | 1.65831 | 1.69431 | -15.33 | 11559.20 |
88 | 2023.10.24 12:00 | sell | 28 | 0.10 | 1.67107 | 0.00000 | 0.00000 | ||
89 | 2023.10.24 12:00 | modify | 28 | 0.10 | 1.67107 | 1.68607 | 1.65007 | ||
90 | 2023.11.02 00:00 | t/p | 28 | 0.10 | 1.65007 | 1.68607 | 1.65007 | 136.79 | 11695.99 |
91 | 2023.11.06 12:00 | buy | 29 | 0.10 | 1.65214 | 0.00000 | 0.00000 | ||
92 | 2023.11.06 12:00 | modify | 29 | 0.10 | 1.65214 | 1.63714 | 1.67314 | ||
93 | 2023.11.08 20:00 | modify | 29 | 0.10 | 1.65214 | 1.66517 | 1.67314 | ||
94 | 2023.11.09 20:00 | t/p | 29 | 0.10 | 1.67314 | 1.66517 | 1.67314 | 137.26 | 11833.25 |
95 | 2023.11.13 12:00 | sell | 30 | 0.10 | 1.67638 | 0.00000 | 0.00000 | ||
96 | 2023.11.13 12:00 | modify | 30 | 0.10 | 1.67638 | 1.69138 | 1.65538 | ||
97 | 2023.11.17 12:00 | sell | 31 | 0.10 | 1.67152 | 0.00000 | 0.00000 | ||
98 | 2023.11.17 12:00 | modify | 31 | 0.10 | 1.67152 | 1.68652 | 1.65052 | ||
99 | 2023.11.28 04:00 | t/p | 30 | 0.10 | 1.65538 | 1.69138 | 1.65538 | 136.26 | 11969.51 |
100 | 2023.11.29 04:00 | t/p | 31 | 0.10 | 1.65052 | 1.68652 | 1.65052 | 136.94 | 12106.45 |
101 | 2023.11.29 12:00 | buy | 32 | 0.10 | 1.65914 | 0.00000 | 0.00000 | ||
102 | 2023.11.29 12:00 | modify | 32 | 0.10 | 1.65914 | 1.64414 | 1.68014 | ||
103 | 2023.11.30 16:00 | modify | 32 | 0.10 | 1.65914 | 1.64414 | 1.67014 | ||
104 | 2023.12.01 12:00 | s/l | 32 | 0.10 | 1.64414 | 1.64414 | 1.67014 | -99.51 | 12006.94 |
105 | 2023.12.08 08:00 | sell | 33 | 0.10 | 1.63065 | 0.00000 | 0.00000 | ||
106 | 2023.12.08 08:00 | modify | 33 | 0.10 | 1.63065 | 1.64565 | 1.60965 | ||
107 | 2023.12.11 04:00 | modify | 33 | 0.10 | 1.63065 | 1.64565 | 1.61965 | ||
108 | 2023.12.12 16:00 | s/l | 33 | 0.10 | 1.64565 | 1.64565 | 1.61965 | -99.05 | 11907.89 |
109 | 2023.12.15 08:00 | buy | 34 | 0.10 | 1.63864 | 0.00000 | 0.00000 | ||
110 | 2023.12.15 08:00 | modify | 34 | 0.10 | 1.63864 | 1.62364 | 1.65964 | ||
111 | 2023.12.15 12:00 | close | 34 | 0.10 | 1.63276 | 1.62364 | 1.65964 | -38.70 | 11869.19 |
112 | 2023.12.15 12:00 | sell | 35 | 0.10 | 1.63276 | 0.00000 | 0.00000 | ||
113 | 2023.12.15 12:00 | modify | 35 | 0.10 | 1.63276 | 1.64776 | 1.61176 | ||
114 | 2023.12.29 23:59 | s/l | 35 | 0.10 | 1.64776 | 1.64776 | 1.61176 | -100.66 | 11768.52 |