Symbol | DJ30 (US30 Cash) | ||||
Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=60; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=45; StopLoss=10; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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=2; MagicNumber=120826; | ||||
Bars in test | 6880 | Ticks modelled | 147967 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 240 | ||
Total net profit | 260.00 | Gross profit | 900.00 | Gross loss | -640.00 |
Profit factor | 1.41 | Expected payoff | 6.19 | ||
Absolute drawdown | 161.64 | Maximal drawdown | 259.30 (21.80%) | Relative drawdown | 22.78% (247.26) |
Total trades | 42 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 27 (22.22%) |
Profit trades (% of total) | 10 (23.81%) | Loss trades (% of total) | 32 (76.19%) | ||
Largest | profit trade | 90.00 | loss trade | -20.00 | |
Average | profit trade | 90.00 | loss trade | -20.00 | |
Maximum | consecutive wins (profit in money) | 3 (270.00) | consecutive losses (loss in money) | 10 (-200.00) | |
Maximal | consecutive profit (count of wins) | 270.00 (3) | consecutive loss (count of losses) | -200.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.08.02 03:00 | buy | 1 | 0.20 | 40143.69 | 0.00 | 0.00 | ||
2 | 2024.08.02 03:00 | modify | 1 | 0.20 | 40143.69 | 40133.69 | 40188.69 | ||
3 | 2024.08.02 04:50 | s/l | 1 | 0.20 | 40133.69 | 40133.69 | 40188.69 | -20.00 | 980.00 |
4 | 2024.08.05 03:00 | sell | 2 | 0.20 | 39469.20 | 0.00 | 0.00 | ||
5 | 2024.08.05 03:00 | modify | 2 | 0.20 | 39469.20 | 39479.20 | 39424.20 | ||
6 | 2024.08.05 03:02 | s/l | 2 | 0.20 | 39479.20 | 39479.20 | 39424.20 | -20.00 | 960.00 |
7 | 2024.09.04 03:00 | buy | 3 | 0.20 | 40828.16 | 0.00 | 0.00 | ||
8 | 2024.09.04 03:00 | modify | 3 | 0.20 | 40828.16 | 40818.16 | 40873.16 | ||
9 | 2024.09.04 03:20 | s/l | 3 | 0.20 | 40818.16 | 40818.16 | 40873.16 | -20.00 | 940.00 |
10 | 2024.09.05 04:00 | buy | 4 | 0.20 | 40932.18 | 0.00 | 0.00 | ||
11 | 2024.09.05 04:00 | modify | 4 | 0.20 | 40932.18 | 40922.18 | 40977.18 | ||
12 | 2024.09.05 05:02 | s/l | 4 | 0.20 | 40922.18 | 40922.18 | 40977.18 | -20.00 | 920.00 |
13 | 2024.09.11 03:00 | buy | 5 | 0.20 | 40618.72 | 0.00 | 0.00 | ||
14 | 2024.09.11 03:00 | modify | 5 | 0.20 | 40618.72 | 40608.72 | 40663.72 | ||
15 | 2024.09.11 03:10 | s/l | 5 | 0.20 | 40608.72 | 40608.72 | 40663.72 | -20.00 | 900.00 |
16 | 2024.09.19 03:00 | sell | 6 | 0.20 | 41748.28 | 0.00 | 0.00 | ||
17 | 2024.09.19 03:00 | modify | 6 | 0.20 | 41748.28 | 41758.28 | 41703.28 | ||
18 | 2024.09.19 03:20 | s/l | 6 | 0.20 | 41758.28 | 41758.28 | 41703.28 | -20.00 | 880.00 |
19 | 2024.10.08 03:00 | buy | 7 | 0.20 | 41940.32 | 0.00 | 0.00 | ||
20 | 2024.10.08 03:00 | modify | 7 | 0.20 | 41940.32 | 41930.32 | 41985.32 | ||
21 | 2024.10.08 03:20 | s/l | 7 | 0.20 | 41930.32 | 41930.32 | 41985.32 | -20.00 | 860.00 |
22 | 2024.11.01 03:00 | buy | 8 | 0.20 | 41798.08 | 0.00 | 0.00 | ||
23 | 2024.11.01 03:00 | modify | 8 | 0.20 | 41798.08 | 41788.08 | 41843.08 | ||
24 | 2024.11.01 05:20 | t/p | 8 | 0.20 | 41843.08 | 41788.08 | 41843.08 | 90.00 | 950.00 |
25 | 2024.11.06 03:00 | sell | 9 | 0.20 | 42799.18 | 0.00 | 0.00 | ||
26 | 2024.11.06 03:00 | modify | 9 | 0.20 | 42799.18 | 42809.18 | 42754.18 | ||
27 | 2024.11.06 03:10 | s/l | 9 | 0.20 | 42809.18 | 42809.18 | 42754.18 | -20.00 | 930.00 |
28 | 2024.12.19 03:00 | buy | 10 | 0.20 | 42386.10 | 0.00 | 0.00 | ||
29 | 2024.12.19 03:00 | modify | 10 | 0.20 | 42386.10 | 42376.10 | 42431.10 | ||
30 | 2024.12.19 03:02 | s/l | 10 | 0.20 | 42376.10 | 42376.10 | 42431.10 | -20.00 | 910.00 |
31 | 2024.12.19 04:00 | sell | 11 | 0.20 | 42400.78 | 0.00 | 0.00 | ||
32 | 2024.12.19 04:00 | modify | 11 | 0.20 | 42400.78 | 42410.78 | 42355.78 | ||
33 | 2024.12.19 04:02 | s/l | 11 | 0.20 | 42410.78 | 42410.78 | 42355.78 | -20.00 | 890.00 |
34 | 2024.12.20 03:00 | buy | 12 | 0.20 | 42222.65 | 0.00 | 0.00 | ||
35 | 2024.12.20 03:00 | modify | 12 | 0.20 | 42222.65 | 42212.65 | 42267.65 | ||
36 | 2024.12.20 03:20 | s/l | 12 | 0.20 | 42212.65 | 42212.65 | 42267.65 | -20.00 | 870.00 |
37 | 2025.01.02 03:00 | sell | 13 | 0.20 | 42676.30 | 0.00 | 0.00 | ||
38 | 2025.01.02 03:00 | modify | 13 | 0.20 | 42676.30 | 42686.30 | 42631.30 | ||
39 | 2025.01.02 03:20 | s/l | 13 | 0.20 | 42686.30 | 42686.30 | 42631.30 | -20.00 | 850.00 |
40 | 2025.01.13 04:00 | buy | 14 | 0.20 | 41823.52 | 0.00 | 0.00 | ||
41 | 2025.01.13 04:00 | modify | 14 | 0.20 | 41823.52 | 41813.52 | 41868.52 | ||
42 | 2025.01.13 06:10 | t/p | 14 | 0.20 | 41868.52 | 41813.52 | 41868.52 | 90.00 | 940.00 |
43 | 2025.01.21 03:00 | buy | 15 | 0.20 | 43598.23 | 0.00 | 0.00 | ||
44 | 2025.01.21 03:00 | modify | 15 | 0.20 | 43598.23 | 43588.23 | 43643.23 | ||
45 | 2025.01.21 03:20 | t/p | 15 | 0.20 | 43643.23 | 43588.23 | 43643.23 | 90.00 | 1030.00 |
46 | 2025.01.21 04:00 | sell | 16 | 0.20 | 43634.40 | 0.00 | 0.00 | ||
47 | 2025.01.21 04:00 | modify | 16 | 0.20 | 43634.40 | 43644.40 | 43589.40 | ||
48 | 2025.01.21 05:46 | t/p | 16 | 0.20 | 43589.40 | 43644.40 | 43589.40 | 90.00 | 1120.00 |
49 | 2025.01.28 03:00 | buy | 17 | 0.20 | 44639.40 | 0.00 | 0.00 | ||
50 | 2025.01.28 03:00 | modify | 17 | 0.20 | 44639.40 | 44629.40 | 44684.40 | ||
51 | 2025.01.28 04:15 | s/l | 17 | 0.20 | 44629.40 | 44629.40 | 44684.40 | -20.00 | 1100.00 |
52 | 2025.02.03 03:00 | buy | 18 | 0.20 | 43910.65 | 0.00 | 0.00 | ||
53 | 2025.02.03 03:00 | modify | 18 | 0.20 | 43910.65 | 43900.65 | 43955.65 | ||
54 | 2025.02.03 03:03 | s/l | 18 | 0.20 | 43900.65 | 43900.65 | 43955.65 | -20.00 | 1080.00 |
55 | 2025.02.27 03:00 | sell | 19 | 0.20 | 43434.74 | 0.00 | 0.00 | ||
56 | 2025.02.27 03:00 | modify | 19 | 0.20 | 43434.74 | 43444.74 | 43389.74 | ||
57 | 2025.02.27 03:32 | s/l | 19 | 0.20 | 43444.74 | 43444.74 | 43389.74 | -20.00 | 1060.00 |
58 | 2025.02.28 03:00 | buy | 20 | 0.20 | 43161.40 | 0.00 | 0.00 | ||
59 | 2025.02.28 03:00 | modify | 20 | 0.20 | 43161.40 | 43151.40 | 43206.40 | ||
60 | 2025.02.28 03:02 | s/l | 20 | 0.20 | 43151.40 | 43151.40 | 43206.40 | -20.00 | 1040.00 |
61 | 2025.03.03 04:00 | buy | 21 | 0.20 | 43792.10 | 0.00 | 0.00 | ||
62 | 2025.03.03 04:00 | modify | 21 | 0.20 | 43792.10 | 43782.10 | 43837.10 | ||
63 | 2025.03.03 04:50 | t/p | 21 | 0.20 | 43837.10 | 43782.10 | 43837.10 | 90.00 | 1130.00 |
64 | 2025.03.04 03:00 | buy | 22 | 0.20 | 43222.18 | 0.00 | 0.00 | ||
65 | 2025.03.04 03:00 | modify | 22 | 0.20 | 43222.18 | 43212.18 | 43267.18 | ||
66 | 2025.03.04 03:02 | s/l | 22 | 0.20 | 43212.18 | 43212.18 | 43267.18 | -20.00 | 1110.00 |
67 | 2025.03.04 04:00 | sell | 23 | 0.20 | 43232.70 | 0.00 | 0.00 | ||
68 | 2025.03.04 04:00 | modify | 23 | 0.20 | 43232.70 | 43242.70 | 43187.70 | ||
69 | 2025.03.04 04:15 | s/l | 23 | 0.20 | 43242.70 | 43242.70 | 43187.70 | -20.00 | 1090.00 |
70 | 2025.03.05 03:00 | buy | 24 | 0.20 | 42689.19 | 0.00 | 0.00 | ||
71 | 2025.03.05 03:00 | modify | 24 | 0.20 | 42689.19 | 42679.19 | 42734.19 | ||
72 | 2025.03.05 03:02 | s/l | 24 | 0.20 | 42679.19 | 42679.19 | 42734.19 | -20.00 | 1070.00 |
73 | 2025.03.05 04:00 | sell | 25 | 0.20 | 42761.72 | 0.00 | 0.00 | ||
74 | 2025.03.05 04:00 | modify | 25 | 0.20 | 42761.72 | 42771.72 | 42716.72 | ||
75 | 2025.03.05 04:10 | s/l | 25 | 0.20 | 42771.72 | 42771.72 | 42716.72 | -20.00 | 1050.00 |
76 | 2025.03.11 03:00 | sell | 26 | 0.20 | 41922.80 | 0.00 | 0.00 | ||
77 | 2025.03.11 03:00 | modify | 26 | 0.20 | 41922.80 | 41932.80 | 41877.80 | ||
78 | 2025.03.11 03:02 | s/l | 26 | 0.20 | 41932.80 | 41932.80 | 41877.80 | -20.00 | 1030.00 |
79 | 2025.03.31 03:00 | buy | 27 | 0.20 | 41387.00 | 0.00 | 0.00 | ||
80 | 2025.03.31 03:00 | modify | 27 | 0.20 | 41387.00 | 41377.00 | 41432.00 | ||
81 | 2025.03.31 03:10 | s/l | 27 | 0.20 | 41377.00 | 41377.00 | 41432.00 | -20.00 | 1010.00 |
82 | 2025.04.03 03:00 | buy | 28 | 0.20 | 41439.28 | 0.00 | 0.00 | ||
83 | 2025.04.03 03:00 | modify | 28 | 0.20 | 41439.28 | 41429.28 | 41484.28 | ||
84 | 2025.04.03 03:05 | s/l | 28 | 0.20 | 41429.28 | 41429.28 | 41484.28 | -20.00 | 990.00 |
85 | 2025.04.04 03:00 | buy | 29 | 0.20 | 40365.69 | 0.00 | 0.00 | ||
86 | 2025.04.04 03:00 | modify | 29 | 0.20 | 40365.69 | 40355.69 | 40410.69 | ||
87 | 2025.04.04 03:05 | s/l | 29 | 0.20 | 40355.69 | 40355.69 | 40410.69 | -20.00 | 970.00 |
88 | 2025.04.07 03:00 | buy | 30 | 0.20 | 37436.49 | 0.00 | 0.00 | ||
89 | 2025.04.07 03:00 | modify | 30 | 0.20 | 37436.49 | 37426.49 | 37481.49 | ||
90 | 2025.04.07 03:05 | s/l | 30 | 0.20 | 37426.49 | 37426.49 | 37481.49 | -20.00 | 950.00 |
91 | 2025.04.08 03:00 | buy | 31 | 0.20 | 38709.09 | 0.00 | 0.00 | ||
92 | 2025.04.08 03:00 | modify | 31 | 0.20 | 38709.09 | 38699.09 | 38754.09 | ||
93 | 2025.04.08 03:15 | s/l | 31 | 0.20 | 38699.09 | 38699.09 | 38754.09 | -20.00 | 930.00 |
94 | 2025.04.09 04:00 | buy | 32 | 0.20 | 37032.90 | 0.00 | 0.00 | ||
95 | 2025.04.09 04:00 | modify | 32 | 0.20 | 37032.90 | 37022.90 | 37077.90 | ||
96 | 2025.04.09 04:02 | t/p | 32 | 0.20 | 37077.90 | 37022.90 | 37077.90 | 90.00 | 1020.00 |
97 | 2025.04.10 03:00 | buy | 33 | 0.20 | 40560.48 | 0.00 | 0.00 | ||
98 | 2025.04.10 03:00 | modify | 33 | 0.20 | 40560.48 | 40550.48 | 40605.48 | ||
99 | 2025.04.10 03:10 | s/l | 33 | 0.20 | 40550.48 | 40550.48 | 40605.48 | -20.00 | 1000.00 |
100 | 2025.04.10 04:00 | sell | 34 | 0.20 | 40566.09 | 0.00 | 0.00 | ||
101 | 2025.04.10 04:00 | modify | 34 | 0.20 | 40566.09 | 40576.09 | 40521.09 | ||
102 | 2025.04.10 04:15 | t/p | 34 | 0.20 | 40521.09 | 40576.09 | 40521.09 | 90.00 | 1090.00 |
103 | 2025.04.11 04:00 | sell | 35 | 0.20 | 39536.80 | 0.00 | 0.00 | ||
104 | 2025.04.11 04:00 | modify | 35 | 0.20 | 39536.80 | 39546.80 | 39491.80 | ||
105 | 2025.04.11 04:03 | s/l | 35 | 0.20 | 39546.80 | 39546.80 | 39491.80 | -20.00 | 1070.00 |
106 | 2025.05.02 03:00 | buy | 36 | 0.20 | 41106.60 | 0.00 | 0.00 | ||
107 | 2025.05.02 03:00 | modify | 36 | 0.20 | 41106.60 | 41096.60 | 41151.60 | ||
108 | 2025.05.02 03:20 | s/l | 36 | 0.20 | 41096.60 | 41096.60 | 41151.60 | -20.00 | 1050.00 |
109 | 2025.05.07 03:00 | buy | 37 | 0.20 | 41046.68 | 0.00 | 0.00 | ||
110 | 2025.05.07 03:00 | modify | 37 | 0.20 | 41046.68 | 41036.68 | 41091.68 | ||
111 | 2025.05.07 04:20 | t/p | 37 | 0.20 | 41091.68 | 41036.68 | 41091.68 | 90.00 | 1140.00 |
112 | 2025.05.29 03:00 | sell | 38 | 0.20 | 42661.50 | 0.00 | 0.00 | ||
113 | 2025.05.29 03:00 | modify | 38 | 0.20 | 42661.50 | 42671.50 | 42616.50 | ||
114 | 2025.05.29 03:10 | s/l | 38 | 0.20 | 42671.50 | 42671.50 | 42616.50 | -20.00 | 1120.00 |
115 | 2025.06.13 03:00 | buy | 39 | 0.20 | 42319.40 | 0.00 | 0.00 | ||
116 | 2025.06.13 03:00 | modify | 39 | 0.20 | 42319.40 | 42309.40 | 42364.40 | ||
117 | 2025.06.13 03:02 | s/l | 39 | 0.20 | 42309.40 | 42309.40 | 42364.40 | -20.00 | 1100.00 |
118 | 2025.06.13 04:00 | sell | 40 | 0.20 | 42392.05 | 0.00 | 0.00 | ||
119 | 2025.06.13 04:00 | modify | 40 | 0.20 | 42392.05 | 42402.05 | 42347.05 | ||
120 | 2025.06.13 04:15 | t/p | 40 | 0.20 | 42347.05 | 42402.05 | 42347.05 | 90.00 | 1190.00 |
121 | 2025.06.17 03:00 | sell | 41 | 0.20 | 42410.80 | 0.00 | 0.00 | ||
122 | 2025.06.17 03:00 | modify | 41 | 0.20 | 42410.80 | 42420.80 | 42365.80 | ||
123 | 2025.06.17 03:20 | t/p | 41 | 0.20 | 42365.80 | 42420.80 | 42365.80 | 90.00 | 1280.00 |
124 | 2025.06.17 04:00 | buy | 42 | 0.20 | 42378.18 | 0.00 | 0.00 | ||
125 | 2025.06.17 04:00 | modify | 42 | 0.20 | 42378.18 | 42368.18 | 42423.18 | ||
126 | 2025.06.17 04:20 | s/l | 42 | 0.20 | 42368.18 | 42368.18 | 42423.18 | -20.00 | 1260.00 |