Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=20; MA_Shift=19; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=15; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=120; TakeProfit=300; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7214 | Ticks modelled | 156802 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -626.51 | Gross profit | 226.67 | Gross loss | -853.18 |
Profit factor | 0.27 | Expected payoff | -28.48 | ||
Absolute drawdown | 764.56 | Maximal drawdown | 2958.77 (88.79%) | Relative drawdown | 88.79% (2958.77) |
Total trades | 22 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 19 (15.79%) |
Profit trades (% of total) | 3 (13.64%) | Loss trades (% of total) | 19 (86.36%) | ||
Largest | profit trade | 211.48 | loss trade | -93.71 | |
Average | profit trade | 75.56 | loss trade | -44.90 | |
Maximum | consecutive wins (profit in money) | 1 (211.48) | consecutive losses (loss in money) | 9 (-43.16) | |
Maximal | consecutive profit (count of wins) | 211.48 (1) | consecutive loss (count of losses) | -438.84 (5) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.01 15:00 | buy | 1 | 0.10 | 97.840 | 0.000 | 0.000 | ||
2 | 2024.03.01 15:00 | modify | 1 | 0.10 | 97.840 | 96.640 | 100.840 | ||
3 | 2024.03.01 16:00 | buy | 2 | 0.10 | 98.094 | 0.000 | 0.000 | ||
4 | 2024.03.01 16:00 | modify | 2 | 0.10 | 98.094 | 96.894 | 101.094 | ||
5 | 2024.03.01 17:00 | buy | 3 | 0.10 | 98.078 | 0.000 | 0.000 | ||
6 | 2024.03.01 17:00 | modify | 3 | 0.10 | 98.078 | 96.878 | 101.078 | ||
7 | 2024.03.01 18:00 | buy | 4 | 0.10 | 98.081 | 0.000 | 0.000 | ||
8 | 2024.03.01 18:00 | modify | 4 | 0.10 | 98.081 | 96.881 | 101.081 | ||
9 | 2024.03.01 19:00 | buy | 5 | 0.10 | 98.070 | 0.000 | 0.000 | ||
10 | 2024.03.01 19:00 | modify | 5 | 0.10 | 98.070 | 96.870 | 101.070 | ||
11 | 2024.03.01 20:00 | buy | 6 | 0.10 | 98.064 | 0.000 | 0.000 | ||
12 | 2024.03.01 20:00 | modify | 6 | 0.10 | 98.064 | 96.864 | 101.064 | ||
13 | 2024.03.04 15:00 | buy | 7 | 0.10 | 98.057 | 0.000 | 0.000 | ||
14 | 2024.03.04 15:00 | modify | 7 | 0.10 | 98.057 | 96.857 | 101.057 | ||
15 | 2024.03.04 16:00 | buy | 8 | 0.10 | 98.124 | 0.000 | 0.000 | ||
16 | 2024.03.04 16:00 | modify | 8 | 0.10 | 98.124 | 96.924 | 101.124 | ||
17 | 2024.03.04 17:00 | buy | 9 | 0.10 | 98.119 | 0.000 | 0.000 | ||
18 | 2024.03.04 17:00 | modify | 9 | 0.10 | 98.119 | 96.919 | 101.119 | ||
19 | 2024.03.04 18:00 | buy | 10 | 0.10 | 98.091 | 0.000 | 0.000 | ||
20 | 2024.03.04 18:00 | modify | 10 | 0.10 | 98.091 | 96.891 | 101.091 | ||
21 | 2024.03.04 19:00 | buy | 11 | 0.10 | 98.067 | 0.000 | 0.000 | ||
22 | 2024.03.04 19:00 | modify | 11 | 0.10 | 98.067 | 96.867 | 101.067 | ||
23 | 2024.03.04 20:00 | buy | 12 | 0.10 | 98.038 | 0.000 | 0.000 | ||
24 | 2024.03.04 20:00 | modify | 12 | 0.10 | 98.038 | 96.838 | 101.038 | ||
25 | 2024.03.05 16:00 | sell | 13 | 0.10 | 97.798 | 0.000 | 0.000 | ||
26 | 2024.03.05 16:00 | modify | 13 | 0.10 | 97.798 | 98.998 | 94.798 | ||
27 | 2024.03.05 17:00 | sell | 14 | 0.10 | 97.680 | 0.000 | 0.000 | ||
28 | 2024.03.05 17:00 | modify | 14 | 0.10 | 97.680 | 98.880 | 94.680 | ||
29 | 2024.03.05 18:00 | sell | 15 | 0.10 | 97.717 | 0.000 | 0.000 | ||
30 | 2024.03.05 18:00 | modify | 15 | 0.10 | 97.717 | 98.917 | 94.717 | ||
31 | 2024.03.11 08:50 | s/l | 8 | 0.10 | 96.924 | 96.924 | 101.124 | -78.87 | 921.13 |
32 | 2024.03.11 08:50 | s/l | 9 | 0.10 | 96.919 | 96.919 | 101.119 | -78.86 | 842.27 |
33 | 2024.03.12 15:00 | buy | 16 | 0.10 | 97.593 | 0.000 | 0.000 | ||
34 | 2024.03.12 15:00 | modify | 16 | 0.10 | 97.593 | 96.393 | 100.593 | ||
35 | 2024.03.13 15:00 | buy | 17 | 0.10 | 97.893 | 0.000 | 0.000 | ||
36 | 2024.03.13 15:00 | modify | 17 | 0.10 | 97.893 | 96.693 | 100.893 | ||
37 | 2024.03.20 02:20 | s/l | 14 | 0.10 | 98.880 | 98.880 | 94.680 | -93.70 | 748.57 |
38 | 2024.03.20 02:50 | s/l | 15 | 0.10 | 98.917 | 98.917 | 94.717 | -93.71 | 654.87 |
39 | 2024.03.20 06:15 | s/l | 13 | 0.10 | 98.998 | 98.998 | 94.798 | -93.71 | 561.16 |
40 | 2024.03.20 15:00 | buy | 18 | 0.10 | 99.017 | 0.000 | 0.000 | ||
41 | 2024.03.20 15:00 | modify | 18 | 0.10 | 99.017 | 97.817 | 102.017 | ||
42 | 2024.03.20 16:00 | buy | 19 | 0.10 | 99.038 | 0.000 | 0.000 | ||
43 | 2024.03.20 16:00 | modify | 19 | 0.10 | 99.038 | 97.838 | 102.038 | ||
44 | 2024.03.20 17:00 | buy | 20 | 0.10 | 99.077 | 0.000 | 0.000 | ||
45 | 2024.03.20 17:00 | modify | 20 | 0.10 | 99.077 | 97.877 | 102.077 | ||
46 | 2024.04.09 12:40 | t/p | 16 | 0.10 | 100.593 | 96.393 | 100.593 | 211.48 | 772.63 |
47 | 2024.04.09 15:00 | buy | 21 | 0.10 | 100.465 | 0.000 | 0.000 | ||
48 | 2024.04.09 15:00 | modify | 21 | 0.10 | 100.465 | 99.265 | 103.465 | ||
49 | 2024.04.12 12:40 | s/l | 21 | 0.10 | 99.265 | 99.265 | 103.465 | -79.50 | 693.14 |
50 | 2024.04.12 15:00 | buy | 22 | 0.10 | 98.971 | 0.000 | 0.000 | ||
51 | 2024.04.12 15:00 | modify | 22 | 0.10 | 98.971 | 97.771 | 101.971 | ||
52 | 2024.04.19 02:20 | s/l | 19 | 0.10 | 97.838 | 97.838 | 102.038 | -71.01 | 622.13 |
53 | 2024.04.19 02:20 | s/l | 20 | 0.10 | 97.877 | 97.877 | 102.077 | -71.01 | 551.13 |
54 | 2024.04.19 02:32 | s/l | 18 | 0.10 | 97.817 | 97.817 | 102.017 | -71.01 | 480.12 |
55 | 2024.04.19 02:37 | close at stop | 22 | 0.10 | 97.774 | 97.771 | 101.971 | -78.66 | 401.46 |
56 | 2024.04.19 02:37 | close at stop | 17 | 0.10 | 97.774 | 96.693 | 100.893 | 4.24 | 405.70 |
57 | 2024.04.19 02:37 | close at stop | 12 | 0.10 | 97.774 | 96.838 | 101.038 | -2.73 | 402.96 |
58 | 2024.04.19 02:37 | close at stop | 11 | 0.10 | 97.774 | 96.867 | 101.067 | -4.69 | 398.27 |
59 | 2024.04.19 02:37 | close at stop | 10 | 0.10 | 97.774 | 96.891 | 101.091 | -6.31 | 391.95 |
60 | 2024.04.19 02:37 | close at stop | 7 | 0.10 | 97.774 | 96.857 | 101.057 | -4.01 | 387.94 |
61 | 2024.04.19 02:37 | close at stop | 6 | 0.10 | 97.774 | 96.864 | 101.064 | -4.18 | 383.76 |
62 | 2024.04.19 02:37 | close at stop | 5 | 0.10 | 97.774 | 96.870 | 101.070 | -4.58 | 379.18 |
63 | 2024.04.19 02:37 | close at stop | 4 | 0.10 | 97.774 | 96.881 | 101.081 | -5.33 | 373.85 |
64 | 2024.04.19 02:37 | close at stop | 3 | 0.10 | 97.774 | 96.878 | 101.078 | -5.12 | 368.73 |
65 | 2024.04.19 02:37 | close at stop | 2 | 0.10 | 97.774 | 96.894 | 101.094 | -6.20 | 362.53 |
66 | 2024.04.19 02:37 | close at stop | 1 | 0.10 | 97.774 | 96.640 | 100.840 | 10.96 | 373.49 |