Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=10; MACD_SlowEMAPeriod=13; MACD_SignalPeriod=15; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=10; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=250; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=180; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=70; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=181103; | ||||
Bars in test | 2610 | Ticks modelled | 78396 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 3327.53 | Gross profit | 4187.82 | Gross loss | -860.28 |
Profit factor | 4.87 | Expected payoff | 75.63 | ||
Absolute drawdown | 125.07 | Maximal drawdown | 541.52 (5.20%) | Relative drawdown | 5.20% (541.52) |
Total trades | 44 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 32 (72.73%) | Loss trades (% of total) | 12 (27.27%) | ||
Largest | profit trade | 259.87 | loss trade | -156.42 | |
Average | profit trade | 130.87 | loss trade | -71.69 | |
Maximum | consecutive wins (profit in money) | 7 (592.48) | consecutive losses (loss in money) | 3 (-153.61) | |
Maximal | consecutive profit (count of wins) | 1296.77 (6) | consecutive loss (count of losses) | -297.37 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.02 16:00 | sell | 1 | 0.10 | 1.06598 | 0.00000 | 0.00000 | ||
2 | 2023.01.02 16:00 | modify | 1 | 0.10 | 1.06598 | 1.08098 | 1.04098 | ||
3 | 2023.01.06 16:00 | close | 1 | 0.10 | 1.06048 | 1.08098 | 1.04098 | 56.32 | 10056.32 |
4 | 2023.01.06 16:00 | buy | 2 | 0.10 | 1.06048 | 0.00000 | 0.00000 | ||
5 | 2023.01.06 16:00 | modify | 2 | 0.10 | 1.06048 | 1.04548 | 1.08548 | ||
6 | 2023.01.12 13:30 | modify | 2 | 0.10 | 1.06048 | 1.06048 | 1.08548 | ||
7 | 2023.01.12 18:20 | t/p | 2 | 0.10 | 1.08548 | 1.06048 | 1.08548 | 246.15 | 10302.46 |
8 | 2023.01.24 12:00 | sell | 3 | 0.10 | 1.08665 | 0.00000 | 0.00000 | ||
9 | 2023.01.24 12:00 | modify | 3 | 0.10 | 1.08665 | 1.10165 | 1.06165 | ||
10 | 2023.01.26 16:00 | sell | 4 | 0.10 | 1.08551 | 0.00000 | 0.00000 | ||
11 | 2023.01.26 16:00 | modify | 4 | 0.10 | 1.08551 | 1.10051 | 1.06051 | ||
12 | 2023.02.01 20:30 | modify | 4 | 0.10 | 1.08551 | 1.10051 | 1.07451 | ||
13 | 2023.02.01 20:40 | modify | 4 | 0.10 | 1.08551 | 1.10051 | 1.07501 | ||
14 | 2023.02.01 23:20 | s/l | 4 | 0.10 | 1.10051 | 1.10051 | 1.07501 | -149.12 | 10153.34 |
15 | 2023.02.01 23:20 | modify | 3 | 0.10 | 1.08665 | 1.10165 | 1.07565 | ||
16 | 2023.02.01 23:30 | s/l | 3 | 0.10 | 1.10165 | 1.10165 | 1.07565 | -148.25 | 10005.09 |
17 | 2023.02.10 16:00 | sell | 5 | 0.10 | 1.06768 | 0.00000 | 0.00000 | ||
18 | 2023.02.10 16:00 | modify | 5 | 0.10 | 1.06768 | 1.08268 | 1.04268 | ||
19 | 2023.02.15 16:00 | sell | 6 | 0.10 | 1.06757 | 0.00000 | 0.00000 | ||
20 | 2023.02.15 16:00 | modify | 6 | 0.10 | 1.06757 | 1.08257 | 1.04257 | ||
21 | 2023.02.27 12:00 | close | 6 | 0.10 | 1.05650 | 1.08257 | 1.04257 | 113.33 | 10118.43 |
22 | 2023.02.27 12:00 | close | 5 | 0.10 | 1.05650 | 1.08268 | 1.04268 | 115.09 | 10233.52 |
23 | 2023.02.27 12:00 | buy | 7 | 0.10 | 1.05650 | 0.00000 | 0.00000 | ||
24 | 2023.02.27 12:00 | modify | 7 | 0.10 | 1.05650 | 1.04150 | 1.08150 | ||
25 | 2023.03.02 16:00 | close | 7 | 0.10 | 1.06085 | 1.04150 | 1.08150 | 40.29 | 10273.81 |
26 | 2023.03.02 16:00 | sell | 8 | 0.10 | 1.06085 | 0.00000 | 0.00000 | ||
27 | 2023.03.02 16:00 | modify | 8 | 0.10 | 1.06085 | 1.07585 | 1.03585 | ||
28 | 2023.03.07 16:00 | sell | 9 | 0.10 | 1.05853 | 0.00000 | 0.00000 | ||
29 | 2023.03.07 16:00 | modify | 9 | 0.10 | 1.05853 | 1.07353 | 1.03353 | ||
30 | 2023.03.09 16:00 | close | 9 | 0.10 | 1.05716 | 1.07353 | 1.03353 | 14.58 | 10288.38 |
31 | 2023.03.09 16:00 | close | 8 | 0.10 | 1.05716 | 1.07585 | 1.03585 | 38.44 | 10326.82 |
32 | 2023.03.09 16:00 | buy | 10 | 0.10 | 1.05716 | 0.00000 | 0.00000 | ||
33 | 2023.03.09 16:00 | modify | 10 | 0.10 | 1.05716 | 1.04216 | 1.08216 | ||
34 | 2023.03.15 02:30 | modify | 10 | 0.10 | 1.05716 | 1.05716 | 1.08216 | ||
35 | 2023.03.15 12:30 | s/l | 10 | 0.10 | 1.05716 | 1.05716 | 1.08216 | -2.57 | 10324.25 |
36 | 2023.03.31 16:00 | sell | 11 | 0.10 | 1.08718 | 0.00000 | 0.00000 | ||
37 | 2023.03.31 16:00 | modify | 11 | 0.10 | 1.08718 | 1.10218 | 1.06218 | ||
38 | 2023.04.11 16:00 | close | 11 | 0.10 | 1.09078 | 1.10218 | 1.06218 | -34.03 | 10290.22 |
39 | 2023.04.11 16:00 | buy | 12 | 0.10 | 1.09078 | 0.00000 | 0.00000 | ||
40 | 2023.04.11 16:00 | modify | 12 | 0.10 | 1.09078 | 1.07578 | 1.11578 | ||
41 | 2023.04.14 16:00 | close | 12 | 0.10 | 1.09789 | 1.07578 | 1.11578 | 67.89 | 10358.11 |
42 | 2023.04.14 16:00 | sell | 13 | 0.10 | 1.09789 | 0.00000 | 0.00000 | ||
43 | 2023.04.14 16:00 | modify | 13 | 0.10 | 1.09789 | 1.11289 | 1.07289 | ||
44 | 2023.04.25 16:00 | sell | 14 | 0.10 | 1.09685 | 0.00000 | 0.00000 | ||
45 | 2023.04.25 16:00 | modify | 14 | 0.10 | 1.09685 | 1.11185 | 1.07185 | ||
46 | 2023.04.27 16:00 | sell | 15 | 0.10 | 1.10156 | 0.00000 | 0.00000 | ||
47 | 2023.04.27 16:00 | modify | 15 | 0.10 | 1.10156 | 1.11656 | 1.07656 | ||
48 | 2023.05.11 12:00 | sell | 16 | 0.10 | 1.09315 | 0.00000 | 0.00000 | ||
49 | 2023.05.11 12:00 | modify | 16 | 0.10 | 1.09315 | 1.10815 | 1.06815 | ||
50 | 2023.05.15 12:00 | close | 16 | 0.10 | 1.08805 | 1.10815 | 1.06815 | 51.44 | 10409.55 |
51 | 2023.05.15 12:00 | close | 15 | 0.10 | 1.08805 | 1.11656 | 1.07656 | 138.61 | 10548.16 |
52 | 2023.05.15 12:00 | close | 14 | 0.10 | 1.08805 | 1.11185 | 1.07185 | 92.39 | 10640.55 |
53 | 2023.05.15 12:00 | close | 13 | 0.10 | 1.08805 | 1.11289 | 1.07289 | 104.76 | 10745.31 |
54 | 2023.05.15 12:00 | buy | 17 | 0.10 | 1.08805 | 0.00000 | 0.00000 | ||
55 | 2023.05.15 12:00 | modify | 17 | 0.10 | 1.08805 | 1.07305 | 1.11305 | ||
56 | 2023.05.17 16:00 | close | 17 | 0.10 | 1.08292 | 1.07305 | 1.11305 | -52.58 | 10692.72 |
57 | 2023.05.17 16:00 | sell | 18 | 0.10 | 1.08292 | 0.00000 | 0.00000 | ||
58 | 2023.05.17 16:00 | modify | 18 | 0.10 | 1.08292 | 1.09792 | 1.05792 | ||
59 | 2023.05.19 16:00 | close | 18 | 0.10 | 1.08219 | 1.09792 | 1.05792 | 8.18 | 10700.90 |
60 | 2023.05.19 16:00 | buy | 19 | 0.10 | 1.08219 | 0.00000 | 0.00000 | ||
61 | 2023.05.19 16:00 | modify | 19 | 0.10 | 1.08219 | 1.06719 | 1.10719 | ||
62 | 2023.05.23 16:00 | close | 19 | 0.10 | 1.07707 | 1.06719 | 1.10719 | -52.48 | 10648.41 |
63 | 2023.05.23 16:00 | sell | 20 | 0.10 | 1.07707 | 0.00000 | 0.00000 | ||
64 | 2023.05.23 16:00 | modify | 20 | 0.10 | 1.07707 | 1.09207 | 1.05207 | ||
65 | 2023.05.30 12:00 | close | 20 | 0.10 | 1.07469 | 1.09207 | 1.05207 | 25.34 | 10673.75 |
66 | 2023.05.30 12:00 | buy | 21 | 0.10 | 1.07469 | 0.00000 | 0.00000 | ||
67 | 2023.05.30 12:00 | modify | 21 | 0.10 | 1.07469 | 1.05969 | 1.09969 | ||
68 | 2023.06.01 12:00 | buy | 22 | 0.10 | 1.07089 | 0.00000 | 0.00000 | ||
69 | 2023.06.01 12:00 | modify | 22 | 0.10 | 1.07089 | 1.05589 | 1.09589 | ||
70 | 2023.06.07 12:00 | buy | 23 | 0.10 | 1.07183 | 0.00000 | 0.00000 | ||
71 | 2023.06.07 12:00 | modify | 23 | 0.10 | 1.07183 | 1.05683 | 1.09683 | ||
72 | 2023.06.13 12:00 | buy | 24 | 0.10 | 1.07971 | 0.00000 | 0.00000 | ||
73 | 2023.06.13 12:00 | modify | 24 | 0.10 | 1.07971 | 1.06471 | 1.10471 | ||
74 | 2023.06.15 13:30 | modify | 22 | 0.10 | 1.07089 | 1.07089 | 1.09589 | ||
75 | 2023.06.15 13:40 | modify | 23 | 0.10 | 1.07183 | 1.07183 | 1.09683 | ||
76 | 2023.06.15 15:30 | modify | 21 | 0.10 | 1.07469 | 1.07469 | 1.09969 | ||
77 | 2023.06.16 06:40 | t/p | 22 | 0.10 | 1.09589 | 1.07089 | 1.09589 | 240.37 | 10914.12 |
78 | 2023.06.16 12:05 | t/p | 23 | 0.10 | 1.09683 | 1.07183 | 1.09683 | 242.94 | 11157.05 |
79 | 2023.06.21 17:40 | modify | 24 | 0.10 | 1.07971 | 1.07971 | 1.10471 | ||
80 | 2023.06.22 07:40 | t/p | 21 | 0.10 | 1.09969 | 1.07469 | 1.09969 | 233.95 | 11391.00 |
81 | 2023.07.12 12:30 | t/p | 24 | 0.10 | 1.10471 | 1.07971 | 1.10471 | 231.38 | 11622.38 |
82 | 2023.07.12 16:00 | buy | 25 | 0.10 | 1.11250 | 0.00000 | 0.00000 | ||
83 | 2023.07.12 16:00 | modify | 25 | 0.10 | 1.11250 | 1.09750 | 1.13750 | ||
84 | 2023.07.25 12:00 | close | 25 | 0.10 | 1.10492 | 1.09750 | 1.13750 | -84.15 | 11538.23 |
85 | 2023.07.25 12:00 | sell | 26 | 0.10 | 1.10492 | 0.00000 | 0.00000 | ||
86 | 2023.07.25 12:00 | modify | 26 | 0.10 | 1.10492 | 1.11992 | 1.07992 | ||
87 | 2023.08.01 16:00 | sell | 27 | 0.10 | 1.09703 | 0.00000 | 0.00000 | ||
88 | 2023.08.01 16:00 | modify | 27 | 0.10 | 1.09703 | 1.11203 | 1.07203 | ||
89 | 2023.08.02 16:00 | sell | 28 | 0.10 | 1.09382 | 0.00000 | 0.00000 | ||
90 | 2023.08.02 16:00 | modify | 28 | 0.10 | 1.09382 | 1.10882 | 1.06882 | ||
91 | 2023.08.11 16:00 | sell | 29 | 0.10 | 1.09563 | 0.00000 | 0.00000 | ||
92 | 2023.08.11 16:00 | modify | 29 | 0.10 | 1.09563 | 1.11063 | 1.07063 | ||
93 | 2023.08.17 01:30 | modify | 26 | 0.10 | 1.10492 | 1.10492 | 1.07992 | ||
94 | 2023.08.24 23:33 | t/p | 26 | 0.10 | 1.07992 | 1.10492 | 1.07992 | 257.02 | 11795.25 |
95 | 2023.08.25 01:40 | modify | 27 | 0.10 | 1.09703 | 1.09703 | 1.07203 | ||
96 | 2023.08.25 07:40 | modify | 29 | 0.10 | 1.09563 | 1.09563 | 1.07063 | ||
97 | 2023.08.31 16:00 | sell | 30 | 0.10 | 1.08385 | 0.00000 | 0.00000 | ||
98 | 2023.08.31 16:00 | modify | 30 | 0.10 | 1.08385 | 1.09885 | 1.05885 | ||
99 | 2023.09.05 07:40 | modify | 28 | 0.10 | 1.09382 | 1.09382 | 1.06882 | ||
100 | 2023.09.05 12:15 | t/p | 27 | 0.10 | 1.07203 | 1.09703 | 1.07203 | 257.68 | 12052.93 |
101 | 2023.09.06 14:33 | t/p | 29 | 0.10 | 1.07063 | 1.09563 | 1.07063 | 255.26 | 12308.19 |
102 | 2023.09.14 12:40 | t/p | 28 | 0.10 | 1.06882 | 1.09382 | 1.06882 | 259.87 | 12568.06 |
103 | 2023.09.14 12:40 | modify | 30 | 0.10 | 1.08385 | 1.08385 | 1.05885 | ||
104 | 2023.09.25 14:40 | t/p | 30 | 0.10 | 1.05885 | 1.08385 | 1.05885 | 255.04 | 12823.10 |
105 | 2023.09.25 16:00 | sell | 31 | 0.10 | 1.05900 | 0.00000 | 0.00000 | ||
106 | 2023.09.25 16:00 | modify | 31 | 0.10 | 1.05900 | 1.07400 | 1.03400 | ||
107 | 2023.09.28 16:00 | close | 31 | 0.10 | 1.05792 | 1.07400 | 1.03400 | 11.90 | 12835.00 |
108 | 2023.09.28 16:00 | buy | 32 | 0.10 | 1.05792 | 0.00000 | 0.00000 | ||
109 | 2023.09.28 16:00 | modify | 32 | 0.10 | 1.05792 | 1.04292 | 1.08292 | ||
110 | 2023.10.02 16:00 | close | 32 | 0.10 | 1.04989 | 1.04292 | 1.08292 | -81.58 | 12753.42 |
111 | 2023.10.02 16:00 | sell | 33 | 0.10 | 1.04989 | 0.00000 | 0.00000 | ||
112 | 2023.10.02 16:00 | modify | 33 | 0.10 | 1.04989 | 1.06489 | 1.02489 | ||
113 | 2023.10.04 12:00 | close | 33 | 0.10 | 1.05009 | 1.06489 | 1.02489 | -1.56 | 12751.85 |
114 | 2023.10.04 12:00 | buy | 34 | 0.10 | 1.05009 | 0.00000 | 0.00000 | ||
115 | 2023.10.04 12:00 | modify | 34 | 0.10 | 1.05009 | 1.03509 | 1.07509 | ||
116 | 2023.10.10 16:00 | buy | 35 | 0.10 | 1.06200 | 0.00000 | 0.00000 | ||
117 | 2023.10.10 16:00 | modify | 35 | 0.10 | 1.06200 | 1.04700 | 1.08700 | ||
118 | 2023.10.12 16:00 | close | 35 | 0.10 | 1.05521 | 1.04700 | 1.08700 | -70.47 | 12681.39 |
119 | 2023.10.12 16:00 | close | 34 | 0.10 | 1.05521 | 1.03509 | 1.07509 | 44.78 | 12726.16 |
120 | 2023.10.12 16:00 | sell | 36 | 0.10 | 1.05521 | 0.00000 | 0.00000 | ||
121 | 2023.10.12 16:00 | modify | 36 | 0.10 | 1.05521 | 1.07021 | 1.03021 | ||
122 | 2023.10.16 16:00 | close | 36 | 0.10 | 1.05477 | 1.07021 | 1.03021 | 4.84 | 12731.00 |
123 | 2023.10.16 16:00 | buy | 37 | 0.10 | 1.05477 | 0.00000 | 0.00000 | ||
124 | 2023.10.16 16:00 | modify | 37 | 0.10 | 1.05477 | 1.03977 | 1.07977 | ||
125 | 2023.10.24 16:00 | close | 37 | 0.10 | 1.05937 | 1.03977 | 1.07977 | 40.86 | 12771.87 |
126 | 2023.10.24 16:00 | sell | 38 | 0.10 | 1.05937 | 0.00000 | 0.00000 | ||
127 | 2023.10.24 16:00 | modify | 38 | 0.10 | 1.05937 | 1.07437 | 1.03437 | ||
128 | 2023.10.27 16:00 | close | 38 | 0.10 | 1.05943 | 1.07437 | 1.03437 | 0.50 | 12772.36 |
129 | 2023.10.27 16:00 | buy | 39 | 0.10 | 1.05943 | 0.00000 | 0.00000 | ||
130 | 2023.10.27 16:00 | modify | 39 | 0.10 | 1.05943 | 1.04443 | 1.08443 | ||
131 | 2023.11.02 12:00 | buy | 40 | 0.10 | 1.06368 | 0.00000 | 0.00000 | ||
132 | 2023.11.02 12:00 | modify | 40 | 0.10 | 1.06368 | 1.04868 | 1.08868 | ||
133 | 2023.11.14 13:40 | modify | 39 | 0.10 | 1.05943 | 1.05943 | 1.08443 | ||
134 | 2023.11.14 14:30 | modify | 40 | 0.10 | 1.06368 | 1.06368 | 1.08868 | ||
135 | 2023.11.14 16:20 | t/p | 39 | 0.10 | 1.08443 | 1.05943 | 1.08443 | 239.73 | 13012.09 |
136 | 2023.11.14 20:40 | t/p | 40 | 0.10 | 1.08868 | 1.06368 | 1.08868 | 243.58 | 13255.67 |
137 | 2023.11.21 16:00 | sell | 41 | 0.10 | 1.09342 | 0.00000 | 0.00000 | ||
138 | 2023.11.21 16:00 | modify | 41 | 0.10 | 1.09342 | 1.10842 | 1.06842 | ||
139 | 2023.11.24 12:00 | close | 41 | 0.10 | 1.09171 | 1.10842 | 1.06842 | 18.20 | 13273.86 |
140 | 2023.11.24 12:00 | buy | 42 | 0.10 | 1.09171 | 0.00000 | 0.00000 | ||
141 | 2023.11.24 12:00 | modify | 42 | 0.10 | 1.09171 | 1.07671 | 1.11671 | ||
142 | 2023.12.06 08:40 | modify | 42 | 0.10 | 1.09171 | 1.07671 | 1.10271 | ||
143 | 2023.12.06 16:00 | buy | 43 | 0.10 | 1.07929 | 0.00000 | 0.00000 | ||
144 | 2023.12.06 16:00 | modify | 43 | 0.10 | 1.07929 | 1.06429 | 1.10429 | ||
145 | 2023.12.06 18:40 | modify | 42 | 0.10 | 1.09171 | 1.07671 | 1.10221 | ||
146 | 2023.12.06 19:40 | s/l | 42 | 0.10 | 1.07671 | 1.07671 | 1.10221 | -156.42 | 13117.44 |
147 | 2023.12.14 14:30 | modify | 43 | 0.10 | 1.07929 | 1.07929 | 1.10429 | ||
148 | 2023.12.26 19:40 | t/p | 43 | 0.10 | 1.10429 | 1.07929 | 1.10429 | 237.16 | 13354.60 |
149 | 2023.12.27 12:00 | buy | 44 | 0.10 | 1.10619 | 0.00000 | 0.00000 | ||
150 | 2023.12.27 12:00 | modify | 44 | 0.10 | 1.10619 | 1.09119 | 1.13119 | ||
151 | 2023.12.29 23:59 | close at stop | 44 | 0.10 | 1.10374 | 1.09119 | 1.13119 | -27.07 | 13327.53 |