Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=22; MACD_SlowEMAPeriod=10; MACD_SignalPeriod=11; MACD_AppliedPrice=0; PositionAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=3; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=130; TakeProfit=190; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=160; BreakEvenLockin=60; TSMHelp="------------------------------------"; TrailingStart=240; TrailingStop=230; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=240; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2856.64 | Gross profit | 4688.11 | Gross loss | -1831.47 |
Profit factor | 2.56 | Expected payoff | 68.02 | ||
Absolute drawdown | 117.96 | Maximal drawdown | 432.98 (3.40%) | Relative drawdown | 3.41% (399.28) |
Total trades | 42 | Short positions (won %) | 26 (61.54%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 27 (64.29%) | Loss trades (% of total) | 15 (35.71%) | ||
Largest | profit trade | 199.95 | loss trade | -134.37 | |
Average | profit trade | 173.63 | loss trade | -122.10 | |
Maximum | consecutive wins (profit in money) | 7 (1243.69) | consecutive losses (loss in money) | 3 (-377.34) | |
Maximal | consecutive profit (count of wins) | 1243.69 (7) | consecutive loss (count of losses) | -377.34 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.09 08:00 | buy | 1 | 0.10 | 0.67611 | 0.00000 | 0.00000 | ||
2 | 2023.05.09 08:00 | modify | 1 | 0.10 | 0.67611 | 0.66311 | 0.69511 | ||
3 | 2023.05.12 16:00 | modify | 1 | 0.10 | 0.67611 | 0.66311 | 0.68511 | ||
4 | 2023.05.15 12:00 | sell | 2 | 0.10 | 0.66893 | 0.00000 | 0.00000 | ||
5 | 2023.05.15 12:00 | modify | 2 | 0.10 | 0.66893 | 0.68193 | 0.64993 | ||
6 | 2023.05.17 08:00 | s/l | 1 | 0.10 | 0.66311 | 0.66311 | 0.68511 | -132.50 | 9867.50 |
7 | 2023.05.18 04:00 | sell | 3 | 0.10 | 0.66495 | 0.00000 | 0.00000 | ||
8 | 2023.05.18 04:00 | modify | 3 | 0.10 | 0.66495 | 0.67795 | 0.64595 | ||
9 | 2023.05.18 08:00 | buy | 4 | 0.10 | 0.66388 | 0.00000 | 0.00000 | ||
10 | 2023.05.18 08:00 | modify | 4 | 0.10 | 0.66388 | 0.65088 | 0.68288 | ||
11 | 2023.05.24 20:00 | modify | 4 | 0.10 | 0.66388 | 0.65088 | 0.67288 | ||
12 | 2023.05.25 16:00 | s/l | 4 | 0.10 | 0.65088 | 0.65088 | 0.67288 | -132.18 | 9735.32 |
13 | 2023.05.25 16:00 | modify | 2 | 0.10 | 0.66893 | 0.66293 | 0.64993 | ||
14 | 2023.05.26 04:00 | t/p | 2 | 0.10 | 0.64993 | 0.66293 | 0.64993 | 191.41 | 9926.73 |
15 | 2023.05.26 12:00 | sell | 5 | 0.10 | 0.65410 | 0.00000 | 0.00000 | ||
16 | 2023.05.26 12:00 | modify | 5 | 0.10 | 0.65410 | 0.66710 | 0.63510 | ||
17 | 2023.05.31 04:00 | buy | 6 | 0.10 | 0.64967 | 0.00000 | 0.00000 | ||
18 | 2023.05.31 04:00 | modify | 6 | 0.10 | 0.64967 | 0.63667 | 0.66867 | ||
19 | 2023.05.31 08:00 | modify | 3 | 0.10 | 0.66495 | 0.65895 | 0.64595 | ||
20 | 2023.06.02 04:00 | s/l | 3 | 0.10 | 0.65895 | 0.65895 | 0.64595 | 61.62 | 9988.35 |
21 | 2023.06.05 12:00 | buy | 7 | 0.10 | 0.65880 | 0.00000 | 0.00000 | ||
22 | 2023.06.05 12:00 | modify | 7 | 0.10 | 0.65880 | 0.64580 | 0.67780 | ||
23 | 2023.06.06 08:00 | s/l | 5 | 0.10 | 0.66710 | 0.66710 | 0.63510 | -129.03 | 9859.32 |
24 | 2023.06.06 08:00 | sell | 8 | 0.10 | 0.66634 | 0.00000 | 0.00000 | ||
25 | 2023.06.06 08:00 | modify | 8 | 0.10 | 0.66634 | 0.67934 | 0.64734 | ||
26 | 2023.06.06 08:00 | modify | 6 | 0.10 | 0.64967 | 0.65567 | 0.66867 | ||
27 | 2023.06.07 04:00 | t/p | 6 | 0.10 | 0.66867 | 0.65567 | 0.66867 | 187.82 | 10047.14 |
28 | 2023.06.09 04:00 | buy | 9 | 0.10 | 0.67009 | 0.00000 | 0.00000 | ||
29 | 2023.06.09 04:00 | modify | 9 | 0.10 | 0.67009 | 0.65709 | 0.68909 | ||
30 | 2023.06.12 08:00 | modify | 8 | 0.10 | 0.66634 | 0.67934 | 0.65734 | ||
31 | 2023.06.12 08:00 | modify | 7 | 0.10 | 0.65880 | 0.66480 | 0.67780 | ||
32 | 2023.06.13 08:00 | t/p | 7 | 0.10 | 0.67780 | 0.66480 | 0.67780 | 187.50 | 10234.65 |
33 | 2023.06.13 16:00 | s/l | 8 | 0.10 | 0.67934 | 0.67934 | 0.65734 | -129.24 | 10105.40 |
34 | 2023.06.14 16:00 | sell | 10 | 0.10 | 0.68303 | 0.00000 | 0.00000 | ||
35 | 2023.06.14 16:00 | modify | 10 | 0.10 | 0.68303 | 0.69603 | 0.66403 | ||
36 | 2023.06.15 08:00 | sell | 11 | 0.10 | 0.68177 | 0.00000 | 0.00000 | ||
37 | 2023.06.15 08:00 | modify | 11 | 0.10 | 0.68177 | 0.69477 | 0.66277 | ||
38 | 2023.06.15 16:00 | modify | 9 | 0.10 | 0.67009 | 0.67609 | 0.68909 | ||
39 | 2023.06.15 20:00 | t/p | 9 | 0.10 | 0.68909 | 0.67609 | 0.68909 | 188.13 | 10293.53 |
40 | 2023.06.22 04:00 | sell | 12 | 0.10 | 0.67889 | 0.00000 | 0.00000 | ||
41 | 2023.06.22 04:00 | modify | 12 | 0.10 | 0.67889 | 0.69189 | 0.65989 | ||
42 | 2023.06.28 04:00 | t/p | 10 | 0.10 | 0.66403 | 0.69603 | 0.66403 | 191.51 | 10485.05 |
43 | 2023.06.28 04:00 | t/p | 11 | 0.10 | 0.66277 | 0.69477 | 0.66277 | 191.19 | 10676.24 |
44 | 2023.06.28 12:00 | buy | 13 | 0.10 | 0.66260 | 0.00000 | 0.00000 | ||
45 | 2023.06.28 12:00 | modify | 13 | 0.10 | 0.66260 | 0.64960 | 0.68160 | ||
46 | 2023.06.28 12:00 | modify | 12 | 0.10 | 0.67889 | 0.67289 | 0.65989 | ||
47 | 2023.06.29 04:00 | t/p | 12 | 0.10 | 0.65989 | 0.67289 | 0.65989 | 190.76 | 10866.99 |
48 | 2023.06.29 16:00 | sell | 14 | 0.10 | 0.66319 | 0.00000 | 0.00000 | ||
49 | 2023.06.29 16:00 | modify | 14 | 0.10 | 0.66319 | 0.67619 | 0.64419 | ||
50 | 2023.07.05 12:00 | buy | 15 | 0.10 | 0.66656 | 0.00000 | 0.00000 | ||
51 | 2023.07.05 12:00 | modify | 15 | 0.10 | 0.66656 | 0.65356 | 0.68556 | ||
52 | 2023.07.12 16:00 | s/l | 14 | 0.10 | 0.67619 | 0.67619 | 0.64419 | -128.81 | 10738.19 |
53 | 2023.07.12 20:00 | modify | 13 | 0.10 | 0.66260 | 0.66860 | 0.68160 | ||
54 | 2023.07.13 04:00 | t/p | 13 | 0.10 | 0.68160 | 0.66860 | 0.68160 | 184.70 | 10922.88 |
55 | 2023.07.13 08:00 | modify | 15 | 0.10 | 0.66656 | 0.67256 | 0.68556 | ||
56 | 2023.07.13 12:00 | t/p | 15 | 0.10 | 0.68556 | 0.67256 | 0.68556 | 186.88 | 11109.76 |
57 | 2023.07.20 08:00 | sell | 16 | 0.10 | 0.68223 | 0.00000 | 0.00000 | ||
58 | 2023.07.20 08:00 | modify | 16 | 0.10 | 0.68223 | 0.69523 | 0.66323 | ||
59 | 2023.07.28 08:00 | t/p | 16 | 0.10 | 0.66323 | 0.69523 | 0.66323 | 190.87 | 11300.63 |
60 | 2023.07.31 12:00 | sell | 17 | 0.10 | 0.67083 | 0.00000 | 0.00000 | ||
61 | 2023.07.31 12:00 | modify | 17 | 0.10 | 0.67083 | 0.68383 | 0.65183 | ||
62 | 2023.08.01 16:00 | buy | 18 | 0.10 | 0.66128 | 0.00000 | 0.00000 | ||
63 | 2023.08.01 16:00 | modify | 18 | 0.10 | 0.66128 | 0.64828 | 0.68028 | ||
64 | 2023.08.02 16:00 | modify | 17 | 0.10 | 0.67083 | 0.66483 | 0.65183 | ||
65 | 2023.08.03 12:00 | t/p | 17 | 0.10 | 0.65183 | 0.66483 | 0.65183 | 190.54 | 11491.17 |
66 | 2023.08.08 08:00 | buy | 19 | 0.10 | 0.65269 | 0.00000 | 0.00000 | ||
67 | 2023.08.08 08:00 | modify | 19 | 0.10 | 0.65269 | 0.63969 | 0.67169 | ||
68 | 2023.08.08 12:00 | modify | 18 | 0.10 | 0.66128 | 0.64828 | 0.67028 | ||
69 | 2023.08.09 08:00 | sell | 20 | 0.10 | 0.65660 | 0.00000 | 0.00000 | ||
70 | 2023.08.09 08:00 | modify | 20 | 0.10 | 0.65660 | 0.66960 | 0.63760 | ||
71 | 2023.08.14 04:00 | s/l | 18 | 0.10 | 0.64828 | 0.64828 | 0.67028 | -134.05 | 11357.12 |
72 | 2023.08.15 04:00 | sell | 21 | 0.10 | 0.65068 | 0.00000 | 0.00000 | ||
73 | 2023.08.15 04:00 | modify | 21 | 0.10 | 0.65068 | 0.66368 | 0.63168 | ||
74 | 2023.08.16 20:00 | modify | 19 | 0.10 | 0.65269 | 0.63969 | 0.66169 | ||
75 | 2023.08.17 04:00 | s/l | 19 | 0.10 | 0.63969 | 0.63969 | 0.66169 | -133.43 | 11223.68 |
76 | 2023.08.17 04:00 | t/p | 20 | 0.10 | 0.63760 | 0.66960 | 0.63760 | 191.08 | 11414.77 |
77 | 2023.08.18 08:00 | sell | 22 | 0.10 | 0.63992 | 0.00000 | 0.00000 | ||
78 | 2023.08.18 08:00 | modify | 22 | 0.10 | 0.63992 | 0.65292 | 0.62092 | ||
79 | 2023.08.28 16:00 | sell | 23 | 0.10 | 0.64245 | 0.00000 | 0.00000 | ||
80 | 2023.08.28 16:00 | modify | 23 | 0.10 | 0.64245 | 0.65545 | 0.62345 | ||
81 | 2023.09.20 16:00 | modify | 22 | 0.10 | 0.63992 | 0.65292 | 0.63092 | ||
82 | 2023.10.03 08:00 | t/p | 21 | 0.10 | 0.63168 | 0.66368 | 0.63168 | 195.30 | 11610.07 |
83 | 2023.10.03 08:00 | t/p | 22 | 0.10 | 0.63092 | 0.65292 | 0.63092 | 94.76 | 11704.83 |
84 | 2023.10.04 16:00 | sell | 24 | 0.10 | 0.63356 | 0.00000 | 0.00000 | ||
85 | 2023.10.04 16:00 | modify | 24 | 0.10 | 0.63356 | 0.64656 | 0.61456 | ||
86 | 2023.10.09 12:00 | buy | 25 | 0.10 | 0.63667 | 0.00000 | 0.00000 | ||
87 | 2023.10.09 12:00 | modify | 25 | 0.10 | 0.63667 | 0.62367 | 0.65567 | ||
88 | 2023.11.02 12:00 | modify | 24 | 0.10 | 0.63356 | 0.64656 | 0.62456 | ||
89 | 2023.11.03 16:00 | s/l | 24 | 0.10 | 0.64656 | 0.64656 | 0.62456 | -126.54 | 11578.29 |
90 | 2023.11.13 08:00 | sell | 26 | 0.10 | 0.63721 | 0.00000 | 0.00000 | ||
91 | 2023.11.13 08:00 | modify | 26 | 0.10 | 0.63721 | 0.65021 | 0.61821 | ||
92 | 2023.11.14 16:00 | modify | 26 | 0.10 | 0.63721 | 0.65021 | 0.62821 | ||
93 | 2023.11.14 20:00 | s/l | 26 | 0.10 | 0.65021 | 0.65021 | 0.62821 | -129.89 | 11448.40 |
94 | 2023.11.15 12:00 | modify | 25 | 0.10 | 0.63667 | 0.64267 | 0.65567 | ||
95 | 2023.11.15 12:00 | modify | 23 | 0.10 | 0.64245 | 0.65545 | 0.63345 | ||
96 | 2023.11.16 12:00 | buy | 27 | 0.10 | 0.64933 | 0.00000 | 0.00000 | ||
97 | 2023.11.16 12:00 | modify | 27 | 0.10 | 0.64933 | 0.63633 | 0.66833 | ||
98 | 2023.11.20 08:00 | s/l | 23 | 0.10 | 0.65545 | 0.65545 | 0.63345 | -120.91 | 11327.49 |
99 | 2023.11.20 08:00 | t/p | 25 | 0.10 | 0.65567 | 0.64267 | 0.65567 | 176.90 | 11504.39 |
100 | 2023.11.24 16:00 | sell | 28 | 0.10 | 0.65859 | 0.00000 | 0.00000 | ||
101 | 2023.11.24 16:00 | modify | 28 | 0.10 | 0.65859 | 0.67159 | 0.63959 | ||
102 | 2023.11.29 00:00 | modify | 27 | 0.10 | 0.64933 | 0.65533 | 0.66833 | ||
103 | 2023.11.29 16:00 | buy | 29 | 0.10 | 0.66235 | 0.00000 | 0.00000 | ||
104 | 2023.11.29 16:00 | modify | 29 | 0.10 | 0.66235 | 0.64935 | 0.68135 | ||
105 | 2023.12.04 00:00 | t/p | 27 | 0.10 | 0.66833 | 0.65533 | 0.66833 | 185.01 | 11689.40 |
106 | 2023.12.04 16:00 | buy | 30 | 0.10 | 0.66183 | 0.00000 | 0.00000 | ||
107 | 2023.12.04 16:00 | modify | 30 | 0.10 | 0.66183 | 0.64883 | 0.68083 | ||
108 | 2023.12.14 04:00 | s/l | 28 | 0.10 | 0.67159 | 0.67159 | 0.63959 | -127.84 | 11561.56 |
109 | 2023.12.21 16:00 | modify | 30 | 0.10 | 0.66183 | 0.66783 | 0.68083 | ||
110 | 2023.12.21 16:00 | modify | 29 | 0.10 | 0.66235 | 0.66835 | 0.68135 | ||
111 | 2023.12.22 04:00 | buy | 31 | 0.10 | 0.67789 | 0.00000 | 0.00000 | ||
112 | 2023.12.22 04:00 | modify | 31 | 0.10 | 0.67789 | 0.66489 | 0.69689 | ||
113 | 2023.12.22 12:00 | t/p | 30 | 0.10 | 0.68083 | 0.66783 | 0.68083 | 183.76 | 11745.32 |
114 | 2023.12.22 12:00 | sell | 32 | 0.10 | 0.68094 | 0.00000 | 0.00000 | ||
115 | 2023.12.22 12:00 | modify | 32 | 0.10 | 0.68094 | 0.69394 | 0.66194 | ||
116 | 2023.12.22 16:00 | t/p | 29 | 0.10 | 0.68135 | 0.66835 | 0.68135 | 182.20 | 11927.53 |
117 | 2023.12.27 04:00 | sell | 33 | 0.10 | 0.68322 | 0.00000 | 0.00000 | ||
118 | 2023.12.27 04:00 | modify | 33 | 0.10 | 0.68322 | 0.69622 | 0.66422 | ||
119 | 2024.01.05 16:00 | s/l | 31 | 0.10 | 0.66489 | 0.66489 | 0.69689 | -134.37 | 11793.16 |
120 | 2024.01.05 16:00 | sell | 34 | 0.10 | 0.67344 | 0.00000 | 0.00000 | ||
121 | 2024.01.05 16:00 | modify | 34 | 0.10 | 0.67344 | 0.68644 | 0.65444 | ||
122 | 2024.01.11 16:00 | modify | 33 | 0.10 | 0.68322 | 0.67722 | 0.66422 | ||
123 | 2024.01.16 04:00 | t/p | 32 | 0.10 | 0.66194 | 0.69394 | 0.66194 | 192.49 | 11985.65 |
124 | 2024.01.16 04:00 | t/p | 33 | 0.10 | 0.66422 | 0.67722 | 0.66422 | 192.16 | 12177.81 |
125 | 2024.01.17 04:00 | modify | 34 | 0.10 | 0.67344 | 0.66744 | 0.65444 | ||
126 | 2024.01.17 12:00 | t/p | 34 | 0.10 | 0.65444 | 0.66744 | 0.65444 | 191.08 | 12368.90 |
127 | 2024.01.18 08:00 | sell | 35 | 0.10 | 0.65580 | 0.00000 | 0.00000 | ||
128 | 2024.01.18 08:00 | modify | 35 | 0.10 | 0.65580 | 0.66880 | 0.63680 | ||
129 | 2024.01.23 16:00 | buy | 36 | 0.10 | 0.65670 | 0.00000 | 0.00000 | ||
130 | 2024.01.23 16:00 | modify | 36 | 0.10 | 0.65670 | 0.64370 | 0.67570 | ||
131 | 2024.01.24 12:00 | sell | 37 | 0.10 | 0.65980 | 0.00000 | 0.00000 | ||
132 | 2024.01.24 12:00 | modify | 37 | 0.10 | 0.65980 | 0.67280 | 0.64080 | ||
133 | 2024.02.13 16:00 | modify | 36 | 0.10 | 0.65670 | 0.64370 | 0.66570 | ||
134 | 2024.03.08 16:00 | t/p | 36 | 0.10 | 0.66570 | 0.64370 | 0.66570 | 75.34 | 12444.24 |
135 | 2024.03.18 16:00 | sell | 38 | 0.10 | 0.65605 | 0.00000 | 0.00000 | ||
136 | 2024.03.18 16:00 | modify | 38 | 0.10 | 0.65605 | 0.66905 | 0.63705 | ||
137 | 2024.04.16 04:00 | modify | 37 | 0.10 | 0.65980 | 0.65380 | 0.64080 | ||
138 | 2024.04.16 16:00 | t/p | 37 | 0.10 | 0.64080 | 0.65380 | 0.64080 | 198.98 | 12643.22 |
139 | 2024.04.17 08:00 | sell | 39 | 0.10 | 0.64165 | 0.00000 | 0.00000 | ||
140 | 2024.04.17 08:00 | modify | 39 | 0.10 | 0.64165 | 0.65465 | 0.62265 | ||
141 | 2024.04.19 04:00 | t/p | 35 | 0.10 | 0.63680 | 0.66880 | 0.63680 | 199.95 | 12843.17 |
142 | 2024.04.19 04:00 | t/p | 38 | 0.10 | 0.63705 | 0.66905 | 0.63705 | 193.68 | 13036.85 |
143 | 2024.04.24 04:00 | modify | 39 | 0.10 | 0.64165 | 0.65465 | 0.63265 | ||
144 | 2024.04.26 08:00 | s/l | 39 | 0.10 | 0.65465 | 0.65465 | 0.63265 | -128.81 | 12908.04 |
145 | 2024.04.26 08:00 | sell | 40 | 0.10 | 0.65421 | 0.00000 | 0.00000 | ||
146 | 2024.04.26 08:00 | modify | 40 | 0.10 | 0.65421 | 0.66721 | 0.63521 | ||
147 | 2024.04.26 16:00 | buy | 41 | 0.10 | 0.65294 | 0.00000 | 0.00000 | ||
148 | 2024.04.26 16:00 | modify | 41 | 0.10 | 0.65294 | 0.63994 | 0.67194 | ||
149 | 2024.04.29 04:00 | sell | 42 | 0.10 | 0.65647 | 0.00000 | 0.00000 | ||
150 | 2024.04.29 04:00 | modify | 42 | 0.10 | 0.65647 | 0.66947 | 0.63747 | ||
151 | 2024.04.30 23:59 | close at stop | 42 | 0.10 | 0.66255 | 0.66947 | 0.63747 | -60.69 | 12847.35 |
152 | 2024.04.30 23:59 | close at stop | 41 | 0.10 | 0.66225 | 0.63994 | 0.67194 | 92.48 | 12939.82 |
153 | 2024.04.30 23:59 | close at stop | 40 | 0.10 | 0.66255 | 0.66721 | 0.63521 | -83.18 | 12856.64 |