Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=16; MA_Shift=11; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=24; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=60; TakeProfit=290; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=6; 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="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 2615 | Ticks modelled | 78924 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -413.65 | Gross profit | 181.39 | Gross loss | -595.04 |
Profit factor | 0.30 | Expected payoff | -17.24 | ||
Absolute drawdown | 413.65 | Maximal drawdown | 1750.42 (74.91%) | Relative drawdown | 74.91% (1750.42) |
Total trades | 24 | Short positions (won %) | 23 (26.09%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 6 (25.00%) | Loss trades (% of total) | 18 (75.00%) | ||
Largest | profit trade | 67.78 | loss trade | -60.06 | |
Average | profit trade | 30.23 | loss trade | -33.06 | |
Maximum | consecutive wins (profit in money) | 4 (156.79) | consecutive losses (loss in money) | 11 (-480.31) | |
Maximal | consecutive profit (count of wins) | 156.79 (4) | consecutive loss (count of losses) | -480.31 (11) | |
Average | consecutive wins | 2 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.02 08:00 | buy | 1 | 0.10 | 0.68219 | 0.00000 | 0.00000 | ||
2 | 2024.01.02 08:00 | modify | 1 | 0.10 | 0.68219 | 0.67619 | 0.71119 | ||
3 | 2024.01.02 12:00 | sell | 2 | 0.10 | 0.67998 | 0.00000 | 0.00000 | ||
4 | 2024.01.02 12:00 | modify | 2 | 0.10 | 0.67998 | 0.68598 | 0.65098 | ||
5 | 2024.01.02 15:40 | s/l | 1 | 0.10 | 0.67619 | 0.67619 | 0.71119 | -60.00 | 940.00 |
6 | 2024.01.02 16:00 | sell | 3 | 0.10 | 0.67676 | 0.00000 | 0.00000 | ||
7 | 2024.01.02 16:00 | modify | 3 | 0.10 | 0.67676 | 0.68276 | 0.64776 | ||
8 | 2024.01.02 20:00 | sell | 4 | 0.10 | 0.67605 | 0.00000 | 0.00000 | ||
9 | 2024.01.02 20:00 | modify | 4 | 0.10 | 0.67605 | 0.68205 | 0.64705 | ||
10 | 2024.01.03 08:00 | sell | 5 | 0.10 | 0.67569 | 0.00000 | 0.00000 | ||
11 | 2024.01.03 08:00 | modify | 5 | 0.10 | 0.67569 | 0.68169 | 0.64669 | ||
12 | 2024.01.03 12:00 | sell | 6 | 0.10 | 0.67289 | 0.00000 | 0.00000 | ||
13 | 2024.01.03 12:00 | modify | 6 | 0.10 | 0.67289 | 0.67889 | 0.64389 | ||
14 | 2024.01.03 16:00 | sell | 7 | 0.10 | 0.67114 | 0.00000 | 0.00000 | ||
15 | 2024.01.03 16:00 | modify | 7 | 0.10 | 0.67114 | 0.67714 | 0.64214 | ||
16 | 2024.01.03 20:00 | sell | 8 | 0.10 | 0.67292 | 0.00000 | 0.00000 | ||
17 | 2024.01.03 20:00 | modify | 8 | 0.10 | 0.67292 | 0.67892 | 0.64392 | ||
18 | 2024.01.04 08:00 | sell | 9 | 0.10 | 0.67537 | 0.00000 | 0.00000 | ||
19 | 2024.01.04 08:00 | modify | 9 | 0.10 | 0.67537 | 0.68137 | 0.64637 | ||
20 | 2024.01.04 12:00 | sell | 10 | 0.10 | 0.67281 | 0.00000 | 0.00000 | ||
21 | 2024.01.04 12:00 | modify | 10 | 0.10 | 0.67281 | 0.67881 | 0.64381 | ||
22 | 2024.01.04 16:00 | sell | 11 | 0.10 | 0.67098 | 0.00000 | 0.00000 | ||
23 | 2024.01.04 16:00 | modify | 11 | 0.10 | 0.67098 | 0.67698 | 0.64198 | ||
24 | 2024.01.04 20:00 | sell | 12 | 0.10 | 0.67030 | 0.00000 | 0.00000 | ||
25 | 2024.01.04 20:00 | modify | 12 | 0.10 | 0.67030 | 0.67630 | 0.64130 | ||
26 | 2024.01.05 08:00 | sell | 13 | 0.10 | 0.66978 | 0.00000 | 0.00000 | ||
27 | 2024.01.05 08:00 | modify | 13 | 0.10 | 0.66978 | 0.67578 | 0.64078 | ||
28 | 2024.01.05 12:00 | sell | 14 | 0.10 | 0.66802 | 0.00000 | 0.00000 | ||
29 | 2024.01.05 12:00 | modify | 14 | 0.10 | 0.66802 | 0.67402 | 0.63902 | ||
30 | 2024.01.05 15:40 | s/l | 14 | 0.10 | 0.67402 | 0.67402 | 0.63902 | -60.00 | 880.00 |
31 | 2024.01.05 16:00 | sell | 15 | 0.10 | 0.67344 | 0.00000 | 0.00000 | ||
32 | 2024.01.05 16:00 | modify | 15 | 0.10 | 0.67344 | 0.67944 | 0.64444 | ||
33 | 2024.01.05 20:00 | sell | 16 | 0.10 | 0.67137 | 0.00000 | 0.00000 | ||
34 | 2024.01.05 20:00 | modify | 16 | 0.10 | 0.67137 | 0.67737 | 0.64237 | ||
35 | 2024.01.08 08:00 | sell | 17 | 0.10 | 0.67029 | 0.00000 | 0.00000 | ||
36 | 2024.01.08 08:00 | modify | 17 | 0.10 | 0.67029 | 0.67629 | 0.64129 | ||
37 | 2024.01.08 12:00 | sell | 18 | 0.10 | 0.66832 | 0.00000 | 0.00000 | ||
38 | 2024.01.08 12:00 | modify | 18 | 0.10 | 0.66832 | 0.67432 | 0.63932 | ||
39 | 2024.01.08 16:00 | sell | 19 | 0.10 | 0.67087 | 0.00000 | 0.00000 | ||
40 | 2024.01.08 16:00 | modify | 19 | 0.10 | 0.67087 | 0.67687 | 0.64187 | ||
41 | 2024.01.09 12:00 | sell | 20 | 0.10 | 0.66910 | 0.00000 | 0.00000 | ||
42 | 2024.01.09 12:00 | modify | 20 | 0.10 | 0.66910 | 0.67510 | 0.64010 | ||
43 | 2024.01.09 16:00 | sell | 21 | 0.10 | 0.66826 | 0.00000 | 0.00000 | ||
44 | 2024.01.09 16:00 | modify | 21 | 0.10 | 0.66826 | 0.67426 | 0.63926 | ||
45 | 2024.01.09 20:00 | sell | 22 | 0.10 | 0.66839 | 0.00000 | 0.00000 | ||
46 | 2024.01.09 20:00 | modify | 22 | 0.10 | 0.66839 | 0.67439 | 0.63939 | ||
47 | 2024.01.11 16:00 | sell | 23 | 0.10 | 0.66600 | 0.00000 | 0.00000 | ||
48 | 2024.01.11 16:00 | modify | 23 | 0.10 | 0.66600 | 0.67200 | 0.63700 | ||
49 | 2024.01.11 20:00 | sell | 24 | 0.10 | 0.66866 | 0.00000 | 0.00000 | ||
50 | 2024.01.11 20:00 | modify | 24 | 0.10 | 0.66866 | 0.67466 | 0.63966 | ||
51 | 2024.01.12 14:30 | s/l | 23 | 0.10 | 0.67200 | 0.67200 | 0.63700 | -60.06 | 819.94 |
52 | 2024.01.12 14:40 | close at stop | 24 | 0.10 | 0.67313 | 0.67466 | 0.63966 | -44.76 | 775.18 |
53 | 2024.01.12 14:40 | close at stop | 22 | 0.10 | 0.67313 | 0.67439 | 0.63939 | -47.70 | 727.48 |
54 | 2024.01.12 14:40 | close at stop | 21 | 0.10 | 0.67313 | 0.67426 | 0.63926 | -49.00 | 678.48 |
55 | 2024.01.12 14:40 | close at stop | 20 | 0.10 | 0.67313 | 0.67510 | 0.64010 | -40.60 | 637.88 |
56 | 2024.01.12 14:40 | close at stop | 19 | 0.10 | 0.67313 | 0.67687 | 0.64187 | -22.96 | 614.92 |
57 | 2024.01.12 14:40 | close at stop | 18 | 0.10 | 0.67313 | 0.67432 | 0.63932 | -48.46 | 566.47 |
58 | 2024.01.12 14:40 | close at stop | 17 | 0.10 | 0.67313 | 0.67629 | 0.64129 | -28.76 | 537.71 |
59 | 2024.01.12 14:40 | close at stop | 16 | 0.10 | 0.67313 | 0.67737 | 0.64237 | -18.02 | 519.69 |
60 | 2024.01.12 14:40 | close at stop | 15 | 0.10 | 0.67313 | 0.67944 | 0.64444 | 2.68 | 522.37 |
61 | 2024.01.12 14:40 | close at stop | 13 | 0.10 | 0.67313 | 0.67578 | 0.64078 | -33.92 | 488.45 |
62 | 2024.01.12 14:40 | close at stop | 12 | 0.10 | 0.67313 | 0.67630 | 0.64130 | -28.78 | 459.67 |
63 | 2024.01.12 14:40 | close at stop | 11 | 0.10 | 0.67313 | 0.67698 | 0.64198 | -21.98 | 437.69 |
64 | 2024.01.12 14:40 | close at stop | 10 | 0.10 | 0.67313 | 0.67881 | 0.64381 | -3.68 | 434.02 |
65 | 2024.01.12 14:40 | close at stop | 9 | 0.10 | 0.67313 | 0.68137 | 0.64637 | 21.92 | 455.94 |
66 | 2024.01.12 14:40 | close at stop | 8 | 0.10 | 0.67313 | 0.67892 | 0.64392 | -2.76 | 453.18 |
67 | 2024.01.12 14:40 | close at stop | 7 | 0.10 | 0.67313 | 0.67714 | 0.64214 | -20.56 | 432.62 |
68 | 2024.01.12 14:40 | close at stop | 6 | 0.10 | 0.67313 | 0.67889 | 0.64389 | -3.06 | 429.56 |
69 | 2024.01.12 14:40 | close at stop | 5 | 0.10 | 0.67313 | 0.68169 | 0.64669 | 24.94 | 454.51 |
70 | 2024.01.12 14:40 | close at stop | 4 | 0.10 | 0.67313 | 0.68205 | 0.64705 | 28.48 | 482.99 |
71 | 2024.01.12 14:40 | close at stop | 3 | 0.10 | 0.67313 | 0.68276 | 0.64776 | 35.58 | 518.57 |
72 | 2024.01.12 14:40 | close at stop | 2 | 0.10 | 0.67313 | 0.68598 | 0.65098 | 67.78 | 586.35 |