Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 4 Hours (H4) 2018.04.02 00:00 - 2019.05.23 20:00 (2018.04.01 - 2019.05.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | BS="---------------- Base settings---------------"; MagicNumber=89539346; ProfitFactor=4; StopLossFactor=3; Slippage=3; AccountOrders=5; MinDistance=10; BarsControl=true; MM="---------------- Money Managment---------------"; FixedLot=false; Lots=0.01; MaximumRisk=50; DecreaseFactor=1.9; TS="---------------- Trailing Settings ---------------"; Trailing=false; MinProfit=110; TrailingStep=60; NS="---------------- NoLoss Settings ---------------"; NoLoss=true; MinProfitB=30; NoLossLevel=19; STS="---------------- Strategy Settings ---------------"; RsiTeacher=true; RsiTeacher2=true; BBTeacher=true; BBTeacher2=true; RTS="---------------- RSI Teacher Settings ---------------"; RSIPeriod=4; RSIMA=28; RSIPeriod2=26; RSIMA2=66; RSISellLevel=40; RSIBuyLevel=83; RSISellLevel2=42; RSIBuyLevel2=61; Shift=0; TrendFilter=false; MAMode=0; MAPrice=0; MAFilter=20; ATS="---------------- ATR Settings ---------------"; ATRPeriod=5; ATRPeriod2=38; BBS="---------------- Bolinger Bands Settings ---------------"; BBperiod1=46; BBperiod2=27; TMS="---------------- Time Settings ---------------"; TradeOnFriday=true; BaginTradeHour=0; EndTradeHour=0; | ||||
Bars in test | 2762 | Ticks modelled | 17852336 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 250.00 | Spread | Current (11) | ||
Total net profit | 3530139.59 | Gross profit | 4375829.59 | Gross loss | -845690.00 |
Profit factor | 5.17 | Expected payoff | 95409.18 | ||
Absolute drawdown | 45.00 | Maximal drawdown | 576718.58 (24.10%) | Relative drawdown | 92.46% (4043.07) |
Total trades | 37 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 30 (86.67%) |
Profit trades (% of total) | 33 (89.19%) | Loss trades (% of total) | 4 (10.81%) | ||
Largest | profit trade | 523775.00 | loss trade | -381845.00 | |
Average | profit trade | 132600.90 | loss trade | -211422.50 | |
Maximum | consecutive wins (profit in money) | 13 (1555526.93) | consecutive losses (loss in money) | 1 (-381845.00) | |
Maximal | consecutive profit (count of wins) | 1555526.93 (13) | consecutive loss (count of losses) | -381845.00 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.04.12 04:00 | sell | 1 | 1.25 | 1.23757 | 0.00000 | 0.00000 | ||
2 | 2018.04.12 04:00 | modify | 1 | 1.25 | 1.23757 | 1.24307 | 1.23024 | ||
3 | 2018.04.12 12:00 | modify | 1 | 1.25 | 1.23757 | 1.23567 | 1.23024 | ||
4 | 2018.04.12 16:57 | t/p | 1 | 1.25 | 1.23024 | 1.23567 | 1.23024 | 916.25 | 1166.25 |
5 | 2018.06.12 04:00 | buy | 2 | 5.83 | 1.17540 | 0.00000 | 0.00000 | ||
6 | 2018.06.12 04:00 | modify | 2 | 5.83 | 1.17540 | 1.16890 | 1.18407 | ||
7 | 2018.06.12 10:10 | modify | 2 | 5.83 | 1.17540 | 1.17730 | 1.18407 | ||
8 | 2018.06.12 19:58 | s/l | 2 | 5.83 | 1.17730 | 1.17730 | 1.18407 | 1107.70 | 2273.95 |
9 | 2018.06.13 00:09 | buy | 3 | 11.37 | 1.17472 | 0.00000 | 0.00000 | ||
10 | 2018.06.13 00:09 | modify | 3 | 11.37 | 1.17472 | 1.16742 | 1.18446 | ||
11 | 2018.06.13 16:01 | modify | 3 | 11.37 | 1.17472 | 1.17662 | 1.18446 | ||
12 | 2018.06.13 21:00 | s/l | 3 | 11.37 | 1.17662 | 1.17662 | 1.18446 | 2160.30 | 4434.25 |
13 | 2018.06.14 16:00 | sell | 4 | 22.17 | 1.16884 | 0.00000 | 0.00000 | ||
14 | 2018.06.14 16:00 | modify | 4 | 22.17 | 1.16884 | 1.18486 | 1.14748 | ||
15 | 2018.06.14 16:51 | modify | 4 | 22.17 | 1.16884 | 1.16694 | 1.14748 | ||
16 | 2018.06.21 20:00 | buy | 5 | 104.78 | 1.16082 | 0.00000 | 0.00000 | ||
17 | 2018.06.21 20:00 | modify | 5 | 104.78 | 1.16082 | 1.14491 | 1.18203 | ||
18 | 2018.06.22 09:30 | modify | 5 | 104.78 | 1.16082 | 1.16272 | 1.18203 | ||
19 | 2018.06.22 10:01 | s/l | 4 | 22.17 | 1.16694 | 1.16694 | 1.14748 | 4254.87 | 8689.12 |
20 | 2018.06.22 17:27 | s/l | 5 | 104.78 | 1.16272 | 1.16272 | 1.18203 | 19207.22 | 27896.34 |
21 | 2018.07.04 12:00 | buy | 6 | 139.48 | 1.16455 | 0.00000 | 0.00000 | ||
22 | 2018.07.04 12:00 | modify | 6 | 139.48 | 1.16455 | 1.15839 | 1.17276 | ||
23 | 2018.07.05 08:42 | modify | 6 | 139.48 | 1.16455 | 1.16645 | 1.17276 | ||
24 | 2018.07.06 15:30 | t/p | 6 | 139.48 | 1.17276 | 1.16645 | 1.17276 | 110780.60 | 138676.93 |
25 | 2018.07.13 12:00 | buy | 7 | 500.00 | 1.16282 | 0.00000 | 0.00000 | ||
26 | 2018.07.13 12:00 | modify | 7 | 500.00 | 1.16282 | 1.15640 | 1.17138 | ||
27 | 2018.07.13 17:50 | modify | 7 | 500.00 | 1.16282 | 1.16472 | 1.17138 | ||
28 | 2018.07.16 13:53 | t/p | 7 | 500.00 | 1.17138 | 1.16472 | 1.17138 | 424655.00 | 563331.93 |
29 | 2018.08.21 08:00 | sell | 8 | 500.00 | 1.15306 | 0.00000 | 0.00000 | ||
30 | 2018.08.21 08:00 | modify | 8 | 500.00 | 1.15306 | 1.16173 | 1.14150 | ||
31 | 2018.08.21 15:16 | modify | 8 | 500.00 | 1.15306 | 1.15116 | 1.14150 | ||
32 | 2018.08.21 16:15 | s/l | 8 | 500.00 | 1.15116 | 1.15116 | 1.14150 | 95000.00 | 658331.93 |
33 | 2018.08.22 20:00 | sell | 9 | 500.00 | 1.15896 | 0.00000 | 0.00000 | ||
34 | 2018.08.22 20:00 | modify | 9 | 500.00 | 1.15896 | 1.16746 | 1.14763 | ||
35 | 2018.08.23 04:50 | modify | 9 | 500.00 | 1.15896 | 1.15706 | 1.14763 | ||
36 | 2018.08.23 08:00 | buy | 10 | 500.00 | 1.15570 | 0.00000 | 0.00000 | ||
37 | 2018.08.23 08:00 | modify | 10 | 500.00 | 1.15570 | 1.14781 | 1.16622 | ||
38 | 2018.08.23 09:18 | s/l | 9 | 500.00 | 1.15706 | 1.15706 | 1.14763 | 95360.00 | 753691.93 |
39 | 2018.08.23 13:54 | modify | 10 | 500.00 | 1.15570 | 1.15760 | 1.16622 | ||
40 | 2018.08.23 14:23 | s/l | 10 | 500.00 | 1.15760 | 1.15760 | 1.16622 | 95000.00 | 848691.93 |
41 | 2018.09.17 00:02 | buy | 11 | 500.00 | 1.16242 | 0.00000 | 0.00000 | ||
42 | 2018.09.17 00:02 | modify | 11 | 500.00 | 1.16242 | 1.15431 | 1.17323 | ||
43 | 2018.09.17 11:16 | modify | 11 | 500.00 | 1.16242 | 1.16432 | 1.17323 | ||
44 | 2018.09.20 14:30 | t/p | 11 | 500.00 | 1.17323 | 1.16432 | 1.17323 | 523775.00 | 1372466.93 |
45 | 2018.09.21 20:00 | buy | 12 | 500.00 | 1.17430 | 0.00000 | 0.00000 | ||
46 | 2018.09.21 20:00 | modify | 12 | 500.00 | 1.17430 | 1.16598 | 1.18540 | ||
47 | 2018.09.24 12:36 | modify | 12 | 500.00 | 1.17430 | 1.17620 | 1.18540 | ||
48 | 2018.09.24 14:59 | s/l | 12 | 500.00 | 1.17620 | 1.17620 | 1.18540 | 91655.00 | 1464121.93 |
49 | 2018.10.12 20:00 | buy | 13 | 500.00 | 1.15634 | 0.00000 | 0.00000 | ||
50 | 2018.10.12 20:00 | modify | 13 | 500.00 | 1.15634 | 1.14841 | 1.16691 | ||
51 | 2018.10.15 13:37 | modify | 13 | 500.00 | 1.15634 | 1.15824 | 1.16691 | ||
52 | 2018.10.15 14:56 | s/l | 13 | 500.00 | 1.15824 | 1.15824 | 1.16691 | 91655.00 | 1555776.93 |
53 | 2018.10.17 08:00 | buy | 14 | 500.00 | 1.15590 | 0.00000 | 0.00000 | ||
54 | 2018.10.17 08:00 | modify | 14 | 500.00 | 1.15590 | 1.15234 | 1.16065 | ||
55 | 2018.10.17 15:43 | s/l | 14 | 500.00 | 1.15234 | 1.15234 | 1.16065 | -178000.00 | 1377776.93 |
56 | 2018.11.21 04:00 | buy | 15 | 500.00 | 1.13705 | 0.00000 | 0.00000 | ||
57 | 2018.11.21 04:00 | modify | 15 | 500.00 | 1.13705 | 1.13205 | 1.14372 | ||
58 | 2018.11.21 08:53 | modify | 15 | 500.00 | 1.13705 | 1.13895 | 1.14372 | ||
59 | 2018.11.21 09:03 | s/l | 15 | 500.00 | 1.13895 | 1.13895 | 1.14372 | 95000.00 | 1472776.93 |
60 | 2018.11.28 04:00 | buy | 16 | 500.00 | 1.12886 | 0.00000 | 0.00000 | ||
61 | 2018.11.28 04:00 | modify | 16 | 500.00 | 1.12886 | 1.12250 | 1.13734 | ||
62 | 2018.11.28 19:01 | modify | 16 | 500.00 | 1.12886 | 1.13076 | 1.13734 | ||
63 | 2018.11.28 20:11 | t/p | 16 | 500.00 | 1.13734 | 1.13076 | 1.13734 | 424000.00 | 1896776.93 |
64 | 2018.11.29 00:00 | sell | 17 | 500.00 | 1.13658 | 0.00000 | 0.00000 | ||
65 | 2018.11.29 00:00 | modify | 17 | 500.00 | 1.13658 | 1.14917 | 1.11980 | ||
66 | 2018.11.30 16:48 | modify | 17 | 500.00 | 1.13658 | 1.13468 | 1.11980 | ||
67 | 2018.12.03 00:02 | s/l | 17 | 500.00 | 1.13468 | 1.13468 | 1.11980 | 95240.00 | 1992016.93 |
68 | 2018.12.04 20:00 | buy | 18 | 500.00 | 1.13434 | 0.00000 | 0.00000 | ||
69 | 2018.12.04 20:00 | modify | 18 | 500.00 | 1.13434 | 1.12238 | 1.15029 | ||
70 | 2018.12.06 16:07 | modify | 18 | 500.00 | 1.13434 | 1.13624 | 1.15029 | ||
71 | 2018.12.06 18:34 | s/l | 18 | 500.00 | 1.13624 | 1.13624 | 1.15029 | 81620.00 | 2073636.93 |
72 | 2018.12.21 20:00 | buy | 19 | 500.00 | 1.13864 | 0.00000 | 0.00000 | ||
73 | 2018.12.21 20:00 | modify | 19 | 500.00 | 1.13864 | 1.12872 | 1.15187 | ||
74 | 2018.12.24 00:00 | modify | 19 | 500.00 | 1.13864 | 1.12872 | 1.14701 | ||
75 | 2018.12.24 00:00 | buy | 20 | 93.10 | 1.13686 | 0.00000 | 0.00000 | ||
76 | 2018.12.24 00:00 | modify | 20 | 93.10 | 1.13686 | 1.12925 | 1.14701 | ||
77 | 2018.12.28 12:45 | t/p | 19 | 500.00 | 1.14701 | 1.12872 | 1.14701 | 395085.00 | 2468721.93 |
78 | 2018.12.28 12:45 | t/p | 20 | 93.10 | 1.14701 | 1.12925 | 1.14701 | 90759.47 | 2559481.40 |
79 | 2019.01.02 16:00 | sell | 21 | 500.00 | 1.13712 | 0.00000 | 0.00000 | ||
80 | 2019.01.02 16:00 | modify | 21 | 500.00 | 1.13712 | 1.15103 | 1.11857 | ||
81 | 2019.01.02 19:23 | modify | 21 | 500.00 | 1.13712 | 1.13522 | 1.11857 | ||
82 | 2019.01.03 00:55 | s/l | 21 | 500.00 | 1.13522 | 1.13522 | 1.11857 | 95360.00 | 2654841.40 |
83 | 2019.01.11 00:00 | buy | 22 | 500.00 | 1.15009 | 0.00000 | 0.00000 | ||
84 | 2019.01.11 00:00 | modify | 22 | 500.00 | 1.15009 | 1.14329 | 1.15916 | ||
85 | 2019.01.11 09:25 | modify | 22 | 500.00 | 1.15009 | 1.15199 | 1.15916 | ||
86 | 2019.01.11 10:16 | s/l | 22 | 500.00 | 1.15199 | 1.15199 | 1.15916 | 95000.00 | 2749841.40 |
87 | 2019.02.01 00:00 | buy | 23 | 500.00 | 1.14479 | 0.00000 | 0.00000 | ||
88 | 2019.02.01 00:00 | modify | 23 | 500.00 | 1.14479 | 1.13761 | 1.15436 | ||
89 | 2019.02.01 15:45 | modify | 23 | 500.00 | 1.14479 | 1.14669 | 1.15436 | ||
90 | 2019.02.01 16:20 | s/l | 23 | 500.00 | 1.14669 | 1.14669 | 1.15436 | 95000.00 | 2844841.40 |
91 | 2019.02.08 20:00 | buy | 24 | 500.00 | 1.13304 | 0.00000 | 0.00000 | ||
92 | 2019.02.08 20:00 | modify | 24 | 500.00 | 1.13304 | 1.12751 | 1.14041 | ||
93 | 2019.02.11 17:39 | s/l | 24 | 500.00 | 1.12751 | 1.12751 | 1.14041 | -279845.00 | 2564996.40 |
94 | 2019.02.13 08:00 | sell | 25 | 500.00 | 1.13376 | 0.00000 | 0.00000 | ||
95 | 2019.02.13 08:00 | modify | 25 | 500.00 | 1.13376 | 1.13693 | 1.12954 | ||
96 | 2019.02.13 14:54 | modify | 25 | 500.00 | 1.13376 | 1.13186 | 1.12954 | ||
97 | 2019.02.13 15:30 | t/p | 25 | 500.00 | 1.12954 | 1.13186 | 1.12954 | 211000.00 | 2775996.40 |
98 | 2019.02.25 00:02 | buy | 26 | 500.00 | 1.13343 | 0.00000 | 0.00000 | ||
99 | 2019.02.25 00:02 | modify | 26 | 500.00 | 1.13343 | 1.12757 | 1.14124 | ||
100 | 2019.02.25 12:46 | modify | 26 | 500.00 | 1.13343 | 1.13533 | 1.14124 | ||
101 | 2019.02.25 15:11 | s/l | 26 | 500.00 | 1.13533 | 1.13533 | 1.14124 | 95000.00 | 2870996.40 |
102 | 2019.02.28 00:00 | buy | 27 | 500.00 | 1.13703 | 0.00000 | 0.00000 | ||
103 | 2019.02.28 00:00 | modify | 27 | 500.00 | 1.13703 | 1.13200 | 1.14374 | ||
104 | 2019.02.28 12:43 | modify | 27 | 500.00 | 1.13703 | 1.13893 | 1.14374 | ||
105 | 2019.02.28 15:30 | s/l | 27 | 500.00 | 1.13893 | 1.13893 | 1.14374 | 95000.00 | 2965996.40 |
106 | 2019.03.01 00:00 | buy | 28 | 500.00 | 1.13708 | 0.00000 | 0.00000 | ||
107 | 2019.03.01 00:00 | modify | 28 | 500.00 | 1.13708 | 1.13013 | 1.14635 | ||
108 | 2019.03.01 12:00 | modify | 28 | 500.00 | 1.13708 | 1.13013 | 1.14005 | ||
109 | 2019.03.01 12:00 | buy | 29 | 139.80 | 1.13608 | 0.00000 | 0.00000 | ||
110 | 2019.03.01 12:00 | modify | 29 | 139.80 | 1.13608 | 1.13310 | 1.14005 | ||
111 | 2019.03.01 17:00 | t/p | 28 | 500.00 | 1.14005 | 1.13013 | 1.14005 | 148500.00 | 3114496.40 |
112 | 2019.03.01 17:00 | t/p | 29 | 139.80 | 1.14005 | 1.13310 | 1.14005 | 55500.60 | 3169997.00 |
113 | 2019.03.04 00:02 | buy | 30 | 500.00 | 1.13745 | 0.00000 | 0.00000 | ||
114 | 2019.03.04 00:02 | modify | 30 | 500.00 | 1.13745 | 1.12988 | 1.14755 | ||
115 | 2019.03.05 17:26 | s/l | 30 | 500.00 | 1.12988 | 1.12988 | 1.14755 | -381845.00 | 2788152.00 |
116 | 2019.04.05 00:00 | buy | 31 | 500.00 | 1.12211 | 0.00000 | 0.00000 | ||
117 | 2019.04.05 00:00 | modify | 31 | 500.00 | 1.12211 | 1.11783 | 1.12782 | ||
118 | 2019.04.08 15:43 | modify | 31 | 500.00 | 1.12211 | 1.12401 | 1.12782 | ||
119 | 2019.04.09 11:44 | t/p | 31 | 500.00 | 1.12782 | 1.12401 | 1.12782 | 278810.00 | 3066962.00 |
120 | 2019.04.11 16:00 | buy | 32 | 500.00 | 1.12607 | 0.00000 | 0.00000 | ||
121 | 2019.04.11 16:00 | modify | 32 | 500.00 | 1.12607 | 1.12233 | 1.13106 | ||
122 | 2019.04.12 03:52 | modify | 32 | 500.00 | 1.12607 | 1.12797 | 1.13106 | ||
123 | 2019.04.12 03:55 | s/l | 32 | 500.00 | 1.12797 | 1.12797 | 1.13106 | 91655.00 | 3158617.00 |
124 | 2019.04.17 00:00 | buy | 33 | 500.00 | 1.12811 | 0.00000 | 0.00000 | ||
125 | 2019.04.17 00:00 | modify | 33 | 500.00 | 1.12811 | 1.12300 | 1.13493 | ||
126 | 2019.04.17 08:54 | modify | 33 | 500.00 | 1.12811 | 1.13001 | 1.13493 | ||
127 | 2019.04.17 15:01 | s/l | 33 | 500.00 | 1.13001 | 1.13001 | 1.13493 | 95000.00 | 3253617.00 |
128 | 2019.05.02 00:00 | buy | 34 | 500.00 | 1.11953 | 0.00000 | 0.00000 | ||
129 | 2019.05.02 00:00 | modify | 34 | 500.00 | 1.11953 | 1.11036 | 1.13176 | ||
130 | 2019.05.02 20:00 | modify | 34 | 500.00 | 1.11953 | 1.11036 | 1.12558 | ||
131 | 2019.05.02 20:00 | buy | 35 | 111.26 | 1.11794 | 0.00000 | 0.00000 | ||
132 | 2019.05.02 20:00 | modify | 35 | 111.26 | 1.11794 | 1.11221 | 1.12558 | ||
133 | 2019.05.03 12:00 | modify | 34 | 500.00 | 1.11953 | 1.11036 | 1.11986 | ||
134 | 2019.05.03 12:00 | modify | 35 | 111.26 | 1.11794 | 1.11221 | 1.11986 | ||
135 | 2019.05.03 18:06 | t/p | 34 | 500.00 | 1.11986 | 1.11036 | 1.11986 | 13155.00 | 3266772.00 |
136 | 2019.05.03 18:06 | t/p | 35 | 111.26 | 1.11986 | 1.11221 | 1.11986 | 20617.59 | 3287389.59 |
137 | 2019.05.09 12:00 | buy | 36 | 500.00 | 1.11895 | 0.00000 | 0.00000 | ||
138 | 2019.05.09 12:00 | modify | 36 | 500.00 | 1.11895 | 1.11522 | 1.12393 | ||
139 | 2019.05.09 16:51 | modify | 36 | 500.00 | 1.11895 | 1.12085 | 1.12393 | ||
140 | 2019.05.09 16:58 | t/p | 36 | 500.00 | 1.12393 | 1.12085 | 1.12393 | 249000.00 | 3536389.59 |
141 | 2019.05.23 20:00 | buy | 37 | 500.00 | 1.11828 | 0.00000 | 0.00000 | ||
142 | 2019.05.23 20:00 | modify | 37 | 500.00 | 1.11828 | 1.10978 | 1.12961 | ||
143 | 2019.05.23 23:59 | close at stop | 37 | 500.00 | 1.11816 | 1.10978 | 1.12961 | -6000.00 | 3530389.59 |