Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (2023.11.01 - 2024.11.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=60; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=40; StopLoss=80; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=200; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=3; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=0; MagicNumber=120826; | ||||
Bars in test | 25244 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -404.25 | Gross profit | 4783.32 | Gross loss | -5187.57 |
Profit factor | 0.92 | Expected payoff | -13.94 | ||
Absolute drawdown | 404.25 | Maximal drawdown | 1439.38 (70.73%) | Relative drawdown | 70.73% (1439.38) |
Total trades | 29 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
Largest | profit trade | 285.27 | loss trade | -558.19 | |
Average | profit trade | 251.75 | loss trade | -518.76 | |
Maximum | consecutive wins (profit in money) | 4 (989.43) | consecutive losses (loss in money) | 2 (-1016.31) | |
Maximal | consecutive profit (count of wins) | 989.43 (4) | consecutive loss (count of losses) | -1016.31 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:15 | buy | 1 | 1.00 | 95.945 | 0.000 | 0.000 | ||
2 | 2023.11.01 00:15 | modify | 1 | 1.00 | 95.945 | 95.145 | 96.345 | ||
3 | 2023.11.01 14:00 | t/p | 1 | 1.00 | 96.345 | 95.145 | 96.345 | 257.13 | 1257.13 |
4 | 2023.11.01 23:15 | buy | 2 | 1.00 | 96.665 | 0.000 | 0.000 | ||
5 | 2023.11.01 23:15 | modify | 2 | 1.00 | 96.665 | 95.865 | 97.065 | ||
6 | 2023.11.02 01:15 | sell | 3 | 1.00 | 96.745 | 0.000 | 0.000 | ||
7 | 2023.11.02 01:15 | modify | 3 | 1.00 | 96.745 | 97.545 | 96.345 | ||
8 | 2023.11.03 12:31 | t/p | 2 | 1.00 | 97.065 | 95.865 | 97.065 | 273.20 | 1530.33 |
9 | 2023.11.05 22:00 | buy | 4 | 1.00 | 97.163 | 0.000 | 0.000 | ||
10 | 2023.11.05 22:00 | modify | 4 | 1.00 | 97.163 | 96.363 | 97.563 | ||
11 | 2023.11.07 03:30 | s/l | 3 | 1.00 | 97.545 | 97.545 | 96.345 | -547.18 | 983.15 |
12 | 2023.11.07 03:30 | t/p | 4 | 1.00 | 97.563 | 96.363 | 97.563 | 265.17 | 1248.32 |
13 | 2023.11.07 22:45 | buy | 5 | 1.00 | 96.795 | 0.000 | 0.000 | ||
14 | 2023.11.07 22:45 | modify | 5 | 1.00 | 96.795 | 95.995 | 97.195 | ||
15 | 2023.11.08 01:00 | sell | 6 | 1.00 | 96.738 | 0.000 | 0.000 | ||
16 | 2023.11.08 01:00 | modify | 6 | 1.00 | 96.738 | 97.538 | 96.338 | ||
17 | 2023.11.09 19:46 | t/p | 6 | 1.00 | 96.338 | 97.538 | 96.338 | 224.08 | 1472.39 |
18 | 2023.11.09 21:00 | sell | 7 | 1.00 | 96.375 | 0.000 | 0.000 | ||
19 | 2023.11.09 21:00 | modify | 7 | 1.00 | 96.375 | 97.175 | 95.975 | ||
20 | 2023.11.14 13:31 | s/l | 7 | 1.00 | 97.175 | 97.175 | 95.975 | -547.19 | 925.20 |
21 | 2023.11.14 13:32 | t/p | 5 | 1.00 | 97.195 | 95.995 | 97.195 | 285.27 | 1210.47 |
22 | 2023.11.14 21:00 | buy | 8 | 1.00 | 97.804 | 0.000 | 0.000 | ||
23 | 2023.11.14 21:00 | modify | 8 | 1.00 | 97.804 | 97.004 | 98.204 | ||
24 | 2023.11.14 23:15 | sell | 9 | 1.00 | 97.844 | 0.000 | 0.000 | ||
25 | 2023.11.14 23:15 | modify | 9 | 1.00 | 97.844 | 98.644 | 97.444 | ||
26 | 2023.11.15 13:30 | t/p | 8 | 1.00 | 98.204 | 97.004 | 98.204 | 261.13 | 1471.61 |
27 | 2023.11.15 21:00 | buy | 10 | 1.00 | 98.550 | 0.000 | 0.000 | ||
28 | 2023.11.15 21:00 | modify | 10 | 1.00 | 98.550 | 97.750 | 98.950 | ||
29 | 2023.11.16 14:30 | s/l | 10 | 1.00 | 97.750 | 97.750 | 98.950 | -502.15 | 969.46 |
30 | 2023.11.16 16:22 | t/p | 9 | 1.00 | 97.444 | 98.644 | 97.444 | 213.06 | 1182.52 |
31 | 2023.11.16 22:45 | buy | 11 | 1.00 | 97.506 | 0.000 | 0.000 | ||
32 | 2023.11.16 22:45 | modify | 11 | 1.00 | 97.506 | 96.706 | 97.906 | ||
33 | 2023.11.17 21:00 | sell | 12 | 1.00 | 97.500 | 0.000 | 0.000 | ||
34 | 2023.11.17 21:00 | modify | 12 | 1.00 | 97.500 | 98.300 | 97.100 | ||
35 | 2023.11.20 11:31 | t/p | 12 | 1.00 | 97.100 | 98.300 | 97.100 | 246.09 | 1428.61 |
36 | 2023.11.21 00:15 | sell | 13 | 1.00 | 97.341 | 0.000 | 0.000 | ||
37 | 2023.11.21 00:15 | modify | 13 | 1.00 | 97.341 | 98.141 | 96.941 | ||
38 | 2023.11.21 07:02 | t/p | 13 | 1.00 | 96.941 | 98.141 | 96.941 | 257.08 | 1685.69 |
39 | 2023.11.21 21:00 | sell | 14 | 1.00 | 97.286 | 0.000 | 0.000 | ||
40 | 2023.11.21 21:00 | modify | 14 | 1.00 | 97.286 | 98.086 | 96.886 | ||
41 | 2023.11.22 18:30 | t/p | 11 | 1.00 | 97.906 | 96.706 | 97.906 | 273.20 | 1958.89 |
42 | 2023.11.22 22:45 | buy | 15 | 1.00 | 97.804 | 0.000 | 0.000 | ||
43 | 2023.11.22 22:45 | modify | 15 | 1.00 | 97.804 | 97.004 | 98.204 | ||
44 | 2023.11.23 13:36 | s/l | 14 | 1.00 | 98.086 | 98.086 | 96.886 | -558.19 | 1400.70 |
45 | 2023.11.23 22:45 | buy | 16 | 1.00 | 98.043 | 0.000 | 0.000 | ||
46 | 2023.11.23 22:45 | modify | 16 | 1.00 | 98.043 | 97.243 | 98.443 | ||
47 | 2023.11.24 00:02 | t/p | 15 | 1.00 | 98.204 | 97.004 | 98.204 | 273.20 | 1673.91 |
48 | 2023.11.24 01:00 | sell | 17 | 1.00 | 98.189 | 0.000 | 0.000 | ||
49 | 2023.11.24 01:00 | modify | 17 | 1.00 | 98.189 | 98.989 | 97.789 | ||
50 | 2023.11.24 15:01 | t/p | 16 | 1.00 | 98.443 | 97.243 | 98.443 | 261.13 | 1935.04 |
51 | 2023.11.24 21:15 | buy | 18 | 1.00 | 98.466 | 0.000 | 0.000 | ||
52 | 2023.11.24 21:15 | modify | 18 | 1.00 | 98.466 | 97.666 | 98.866 | ||
53 | 2023.11.29 00:30 | t/p | 17 | 1.00 | 97.789 | 98.989 | 97.789 | 224.07 | 2159.11 |
54 | 2023.11.29 00:30 | sell | 19 | 1.00 | 97.753 | 0.000 | 0.000 | ||
55 | 2023.11.29 00:30 | modify | 19 | 1.00 | 97.753 | 98.553 | 97.353 | ||
56 | 2023.11.29 00:32 | s/l | 18 | 1.00 | 97.666 | 97.666 | 98.866 | -502.15 | 1656.96 |
57 | 2023.11.29 02:30 | buy | 20 | 1.00 | 97.817 | 0.000 | 0.000 | ||
58 | 2023.11.29 02:30 | modify | 20 | 1.00 | 97.817 | 97.017 | 98.217 | ||
59 | 2023.11.29 22:05 | t/p | 19 | 1.00 | 97.353 | 98.553 | 97.353 | 257.09 | 1914.05 |
60 | 2023.11.30 00:15 | sell | 21 | 1.00 | 97.376 | 0.000 | 0.000 | ||
61 | 2023.11.30 00:15 | modify | 21 | 1.00 | 97.376 | 98.176 | 96.976 | ||
62 | 2023.12.05 03:30 | s/l | 20 | 1.00 | 97.017 | 97.017 | 98.217 | -490.08 | 1423.97 |
63 | 2023.12.05 03:30 | t/p | 21 | 1.00 | 96.976 | 98.176 | 96.976 | 224.08 | 1648.04 |
64 | 2023.12.05 22:45 | buy | 22 | 1.00 | 96.421 | 0.000 | 0.000 | ||
65 | 2023.12.05 22:45 | modify | 22 | 1.00 | 96.421 | 95.621 | 96.821 | ||
66 | 2023.12.06 00:45 | sell | 23 | 1.00 | 96.721 | 0.000 | 0.000 | ||
67 | 2023.12.06 00:45 | modify | 23 | 1.00 | 96.721 | 97.521 | 96.321 | ||
68 | 2023.12.06 01:24 | t/p | 22 | 1.00 | 96.821 | 95.621 | 96.821 | 261.12 | 1909.17 |
69 | 2023.12.06 21:00 | buy | 24 | 1.00 | 96.557 | 0.000 | 0.000 | ||
70 | 2023.12.06 21:00 | modify | 24 | 1.00 | 96.557 | 95.757 | 96.957 | ||
71 | 2023.12.07 01:31 | t/p | 23 | 1.00 | 96.321 | 97.521 | 96.321 | 224.06 | 2133.22 |
72 | 2023.12.07 01:45 | buy | 25 | 1.00 | 96.319 | 0.000 | 0.000 | ||
73 | 2023.12.07 01:45 | modify | 25 | 1.00 | 96.319 | 95.519 | 96.719 | ||
74 | 2023.12.07 05:50 | s/l | 24 | 1.00 | 95.757 | 95.757 | 96.957 | -502.12 | 1631.10 |
75 | 2023.12.07 07:44 | s/l | 25 | 1.00 | 95.519 | 95.519 | 96.719 | -514.19 | 1116.91 |
76 | 2023.12.07 21:00 | sell | 26 | 1.00 | 94.909 | 0.000 | 0.000 | ||
77 | 2023.12.07 21:00 | modify | 26 | 1.00 | 94.909 | 95.709 | 94.509 | ||
78 | 2023.12.07 23:30 | buy | 27 | 1.00 | 94.987 | 0.000 | 0.000 | ||
79 | 2023.12.07 23:30 | modify | 27 | 1.00 | 94.987 | 94.187 | 95.387 | ||
80 | 2023.12.08 00:54 | t/p | 26 | 1.00 | 94.509 | 95.709 | 94.509 | 246.07 | 1362.98 |
81 | 2023.12.08 01:07 | s/l | 27 | 1.00 | 94.187 | 94.187 | 95.387 | -510.17 | 852.81 |
82 | 2023.12.08 01:15 | buy | 28 | 1.00 | 94.433 | 0.000 | 0.000 | ||
83 | 2023.12.08 01:15 | modify | 28 | 1.00 | 94.433 | 93.633 | 94.833 | ||
84 | 2023.12.08 01:39 | t/p | 28 | 1.00 | 94.833 | 93.633 | 94.833 | 257.09 | 1109.90 |
85 | 2023.12.08 01:45 | sell | 29 | 1.00 | 94.751 | 0.000 | 0.000 | ||
86 | 2023.12.08 01:45 | modify | 29 | 1.00 | 94.751 | 95.551 | 94.351 | ||
87 | 2023.12.08 11:11 | s/l | 29 | 1.00 | 95.551 | 95.551 | 94.351 | -514.15 | 595.75 |