Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=26; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=200; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=40; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=180; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 7256 | Ticks modelled | 157883 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2497.27 | Gross profit | 2753.80 | Gross loss | -256.53 |
Profit factor | 10.73 | Expected payoff | 78.04 | ||
Absolute drawdown | 27.25 | Maximal drawdown | 252.68 (2.14%) | Relative drawdown | 2.14% (252.68) |
Total trades | 32 | Short positions (won %) | 18 (88.89%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 27 (84.38%) | Loss trades (% of total) | 5 (15.62%) | ||
Largest | profit trade | 187.30 | loss trade | -156.19 | |
Average | profit trade | 101.99 | loss trade | -51.31 | |
Maximum | consecutive wins (profit in money) | 9 (832.87) | consecutive losses (loss in money) | 3 (-80.44) | |
Maximal | consecutive profit (count of wins) | 1024.85 (8) | consecutive loss (count of losses) | -156.19 (1) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.08 16:45 | buy | 1 | 0.10 | 92.820 | 0.000 | 0.000 | ||
2 | 2022.04.08 16:45 | modify | 1 | 0.10 | 92.820 | 90.820 | 95.220 | ||
3 | 2022.04.19 03:10 | modify | 1 | 0.10 | 92.820 | 93.020 | 95.220 | ||
4 | 2022.04.19 06:20 | modify | 1 | 0.10 | 92.820 | 94.020 | 95.220 | ||
5 | 2022.04.19 19:15 | modify | 1 | 0.10 | 92.820 | 94.650 | 95.220 | ||
6 | 2022.04.19 19:50 | modify | 1 | 0.10 | 92.820 | 95.020 | 95.220 | ||
7 | 2022.04.19 21:07 | s/l | 1 | 0.10 | 95.020 | 95.020 | 95.220 | 171.14 | 10171.14 |
8 | 2022.04.29 14:40 | sell | 2 | 0.10 | 92.514 | 0.000 | 0.000 | ||
9 | 2022.04.29 14:40 | modify | 2 | 0.10 | 92.514 | 94.514 | 90.114 | ||
10 | 2022.05.09 14:40 | modify | 2 | 0.10 | 92.514 | 92.314 | 90.114 | ||
11 | 2022.05.09 18:20 | modify | 2 | 0.10 | 92.514 | 91.314 | 90.114 | ||
12 | 2022.05.10 00:15 | modify | 2 | 0.10 | 92.514 | 90.713 | 90.114 | ||
13 | 2022.05.10 00:20 | t/p | 2 | 0.10 | 90.114 | 90.713 | 90.114 | 175.14 | 10346.28 |
14 | 2022.05.19 02:50 | buy | 3 | 0.10 | 90.096 | 0.000 | 0.000 | ||
15 | 2022.05.19 02:50 | modify | 3 | 0.10 | 90.096 | 88.096 | 92.496 | ||
16 | 2022.05.30 06:10 | modify | 3 | 0.10 | 90.096 | 90.296 | 92.496 | ||
17 | 2022.05.30 23:40 | modify | 3 | 0.10 | 90.096 | 91.296 | 92.496 | ||
18 | 2022.05.31 13:45 | modify | 3 | 0.10 | 90.096 | 91.927 | 92.496 | ||
19 | 2022.05.31 13:50 | modify | 3 | 0.10 | 90.096 | 92.296 | 92.496 | ||
20 | 2022.05.31 13:57 | s/l | 3 | 0.10 | 92.296 | 92.296 | 92.496 | 171.65 | 10517.92 |
21 | 2022.06.17 14:20 | sell | 4 | 0.10 | 93.544 | 0.000 | 0.000 | ||
22 | 2022.06.17 14:20 | modify | 4 | 0.10 | 93.544 | 95.544 | 91.144 | ||
23 | 2022.06.21 14:20 | modify | 4 | 0.10 | 93.544 | 95.544 | 92.744 | ||
24 | 2022.06.23 16:50 | t/p | 4 | 0.10 | 92.744 | 95.544 | 92.744 | 56.26 | 10574.18 |
25 | 2022.06.28 01:45 | sell | 5 | 0.10 | 93.604 | 0.000 | 0.000 | ||
26 | 2022.06.28 01:45 | modify | 5 | 0.10 | 93.604 | 95.604 | 91.204 | ||
27 | 2022.07.01 03:45 | modify | 5 | 0.10 | 93.604 | 93.404 | 91.204 | ||
28 | 2022.07.01 11:20 | modify | 5 | 0.10 | 93.604 | 92.404 | 91.204 | ||
29 | 2022.07.04 05:40 | s/l | 5 | 0.10 | 92.404 | 92.404 | 91.204 | 86.52 | 10660.70 |
30 | 2022.07.06 07:20 | buy | 6 | 0.10 | 92.544 | 0.000 | 0.000 | ||
31 | 2022.07.06 07:20 | modify | 6 | 0.10 | 92.544 | 90.544 | 94.944 | ||
32 | 2022.07.14 06:50 | modify | 6 | 0.10 | 92.544 | 92.744 | 94.944 | ||
33 | 2022.07.18 07:20 | modify | 6 | 0.10 | 92.544 | 93.744 | 94.944 | ||
34 | 2022.07.19 07:20 | modify | 6 | 0.10 | 92.544 | 94.386 | 94.944 | ||
35 | 2022.07.19 07:37 | modify | 6 | 0.10 | 92.544 | 94.744 | 94.944 | ||
36 | 2022.07.19 07:45 | s/l | 6 | 0.10 | 94.744 | 94.744 | 94.944 | 173.17 | 10833.87 |
37 | 2022.07.21 13:20 | sell | 7 | 0.10 | 95.132 | 0.000 | 0.000 | ||
38 | 2022.07.21 13:20 | modify | 7 | 0.10 | 95.132 | 97.132 | 92.732 | ||
39 | 2022.07.25 02:02 | modify | 7 | 0.10 | 95.132 | 94.932 | 92.732 | ||
40 | 2022.07.25 10:50 | s/l | 7 | 0.10 | 94.932 | 94.932 | 92.732 | 13.72 | 10847.59 |
41 | 2022.07.26 09:20 | sell | 8 | 0.10 | 94.835 | 0.000 | 0.000 | ||
42 | 2022.07.26 09:20 | modify | 8 | 0.10 | 94.835 | 96.835 | 92.435 | ||
43 | 2022.07.28 17:02 | modify | 8 | 0.10 | 94.835 | 94.635 | 92.435 | ||
44 | 2022.07.29 06:50 | modify | 8 | 0.10 | 94.835 | 93.635 | 92.435 | ||
45 | 2022.08.01 01:15 | modify | 8 | 0.10 | 94.835 | 92.635 | 92.435 | ||
46 | 2022.08.01 01:20 | t/p | 8 | 0.10 | 92.435 | 92.635 | 92.435 | 177.26 | 11024.85 |
47 | 2022.08.05 08:03 | sell | 9 | 0.10 | 92.735 | 0.000 | 0.000 | ||
48 | 2022.08.05 08:03 | modify | 9 | 0.10 | 92.735 | 94.735 | 90.335 | ||
49 | 2022.08.08 14:45 | modify | 9 | 0.10 | 92.735 | 94.735 | 91.935 | ||
50 | 2022.08.12 02:40 | s/l | 9 | 0.10 | 94.735 | 94.735 | 91.935 | -156.19 | 10868.66 |
51 | 2022.08.18 08:45 | buy | 10 | 0.10 | 93.883 | 0.000 | 0.000 | ||
52 | 2022.08.18 08:45 | modify | 10 | 0.10 | 93.883 | 91.883 | 96.283 | ||
53 | 2022.08.25 04:45 | modify | 10 | 0.10 | 93.883 | 94.083 | 96.283 | ||
54 | 2022.08.26 13:20 | modify | 10 | 0.10 | 93.883 | 95.083 | 96.283 | ||
55 | 2022.08.26 15:15 | s/l | 10 | 0.10 | 95.083 | 95.083 | 96.283 | 94.92 | 10963.58 |
56 | 2022.08.31 03:50 | buy | 11 | 0.10 | 95.393 | 0.000 | 0.000 | ||
57 | 2022.08.31 03:50 | modify | 11 | 0.10 | 95.393 | 93.393 | 97.793 | ||
58 | 2022.09.06 22:50 | modify | 11 | 0.10 | 95.393 | 95.593 | 97.793 | ||
59 | 2022.09.07 10:20 | modify | 11 | 0.10 | 95.393 | 96.593 | 97.793 | ||
60 | 2022.09.09 00:45 | modify | 11 | 0.10 | 95.393 | 97.195 | 97.793 | ||
61 | 2022.09.09 02:20 | modify | 11 | 0.10 | 95.393 | 97.593 | 97.793 | ||
62 | 2022.09.09 02:40 | t/p | 11 | 0.10 | 97.793 | 97.593 | 97.793 | 187.30 | 11150.87 |
63 | 2022.09.13 02:32 | sell | 12 | 0.10 | 97.803 | 0.000 | 0.000 | ||
64 | 2022.09.13 02:32 | modify | 12 | 0.10 | 97.803 | 99.803 | 95.403 | ||
65 | 2022.09.14 06:20 | modify | 12 | 0.10 | 97.803 | 97.603 | 95.403 | ||
66 | 2022.09.15 22:20 | modify | 12 | 0.10 | 97.803 | 96.603 | 95.403 | ||
67 | 2022.09.16 12:50 | modify | 12 | 0.10 | 97.803 | 95.985 | 95.403 | ||
68 | 2022.09.16 14:50 | s/l | 12 | 0.10 | 95.985 | 95.985 | 95.403 | 133.95 | 11284.83 |
69 | 2022.09.19 14:50 | buy | 13 | 0.10 | 96.127 | 0.000 | 0.000 | ||
70 | 2022.09.19 14:50 | modify | 13 | 0.10 | 96.127 | 94.127 | 98.527 | ||
71 | 2022.09.20 08:20 | close | 13 | 0.10 | 96.165 | 94.127 | 98.527 | 3.38 | 11288.21 |
72 | 2022.09.20 08:20 | sell | 14 | 0.10 | 96.165 | 0.000 | 0.000 | ||
73 | 2022.09.20 08:20 | modify | 14 | 0.10 | 96.165 | 98.165 | 93.765 | ||
74 | 2022.09.22 02:32 | modify | 14 | 0.10 | 96.165 | 95.965 | 93.765 | ||
75 | 2022.09.22 07:15 | s/l | 14 | 0.10 | 95.965 | 95.965 | 93.765 | 12.31 | 11300.51 |
76 | 2022.10.04 10:45 | sell | 15 | 0.10 | 93.735 | 0.000 | 0.000 | ||
77 | 2022.10.04 10:45 | modify | 15 | 0.10 | 93.735 | 95.735 | 91.335 | ||
78 | 2022.10.07 12:50 | modify | 15 | 0.10 | 93.735 | 93.535 | 91.335 | ||
79 | 2022.10.10 06:20 | modify | 15 | 0.10 | 93.735 | 92.535 | 91.335 | ||
80 | 2022.10.10 15:02 | modify | 15 | 0.10 | 93.735 | 91.920 | 91.335 | ||
81 | 2022.10.11 01:50 | modify | 15 | 0.10 | 93.735 | 91.535 | 91.335 | ||
82 | 2022.10.11 01:57 | s/l | 15 | 0.10 | 91.535 | 91.535 | 91.335 | 161.43 | 11461.95 |
83 | 2022.10.12 05:50 | buy | 16 | 0.10 | 91.827 | 0.000 | 0.000 | ||
84 | 2022.10.12 05:50 | modify | 16 | 0.10 | 91.827 | 89.827 | 94.227 | ||
85 | 2022.10.14 01:40 | modify | 16 | 0.10 | 91.827 | 92.027 | 94.227 | ||
86 | 2022.10.17 15:40 | modify | 16 | 0.10 | 91.827 | 93.027 | 94.227 | ||
87 | 2022.10.18 04:15 | modify | 16 | 0.10 | 91.827 | 93.673 | 94.227 | ||
88 | 2022.10.18 04:20 | modify | 16 | 0.10 | 91.827 | 94.027 | 94.227 | ||
89 | 2022.10.18 04:50 | s/l | 16 | 0.10 | 94.027 | 94.027 | 94.227 | 169.61 | 11631.55 |
90 | 2022.10.20 01:03 | sell | 17 | 0.10 | 93.808 | 0.000 | 0.000 | ||
91 | 2022.10.20 01:03 | modify | 17 | 0.10 | 93.808 | 95.808 | 91.408 | ||
92 | 2022.10.21 13:45 | modify | 17 | 0.10 | 93.808 | 95.808 | 93.008 | ||
93 | 2022.10.23 23:50 | t/p | 17 | 0.10 | 93.008 | 95.808 | 93.008 | 59.79 | 11691.35 |
94 | 2022.10.28 14:15 | sell | 18 | 0.10 | 94.524 | 0.000 | 0.000 | ||
95 | 2022.10.28 14:15 | modify | 18 | 0.10 | 94.524 | 96.524 | 92.124 | ||
96 | 2022.11.03 09:45 | modify | 18 | 0.10 | 94.524 | 94.324 | 92.124 | ||
97 | 2022.11.04 11:15 | s/l | 18 | 0.10 | 94.324 | 94.324 | 92.124 | 10.18 | 11701.53 |
98 | 2022.11.18 07:45 | buy | 19 | 0.10 | 93.866 | 0.000 | 0.000 | ||
99 | 2022.11.18 07:45 | modify | 19 | 0.10 | 93.866 | 91.866 | 96.266 | ||
100 | 2022.11.18 11:50 | close | 19 | 0.10 | 93.829 | 91.866 | 96.266 | -2.80 | 11698.73 |
101 | 2022.11.18 11:50 | sell | 20 | 0.10 | 93.829 | 0.000 | 0.000 | ||
102 | 2022.11.18 11:50 | modify | 20 | 0.10 | 93.829 | 95.829 | 91.429 | ||
103 | 2022.11.24 04:40 | close | 20 | 0.10 | 93.886 | 95.829 | 91.429 | -8.54 | 11690.19 |
104 | 2022.11.24 04:40 | buy | 21 | 0.10 | 93.886 | 0.000 | 0.000 | ||
105 | 2022.11.24 04:40 | modify | 21 | 0.10 | 93.886 | 91.886 | 96.286 | ||
106 | 2022.11.28 06:20 | modify | 21 | 0.10 | 93.886 | 91.886 | 94.686 | ||
107 | 2022.11.29 15:02 | close | 21 | 0.10 | 92.953 | 91.886 | 94.686 | -69.10 | 11621.09 |
108 | 2022.11.29 15:02 | sell | 22 | 0.10 | 92.953 | 0.000 | 0.000 | ||
109 | 2022.11.29 15:02 | modify | 22 | 0.10 | 92.953 | 94.953 | 90.553 | ||
110 | 2022.12.02 08:30 | modify | 22 | 0.10 | 92.953 | 92.753 | 90.553 | ||
111 | 2022.12.04 22:02 | modify | 22 | 0.10 | 92.953 | 91.753 | 90.553 | ||
112 | 2022.12.05 00:15 | s/l | 22 | 0.10 | 91.753 | 91.753 | 90.553 | 86.52 | 11707.60 |
113 | 2022.12.05 03:20 | buy | 23 | 0.10 | 92.074 | 0.000 | 0.000 | ||
114 | 2022.12.05 03:20 | modify | 23 | 0.10 | 92.074 | 90.074 | 94.474 | ||
115 | 2022.12.13 08:15 | modify | 23 | 0.10 | 92.074 | 92.274 | 94.474 | ||
116 | 2022.12.15 01:45 | close | 23 | 0.10 | 92.721 | 92.274 | 94.474 | 55.10 | 11762.70 |
117 | 2022.12.15 01:45 | sell | 24 | 0.10 | 92.721 | 0.000 | 0.000 | ||
118 | 2022.12.15 01:45 | modify | 24 | 0.10 | 92.721 | 94.721 | 90.321 | ||
119 | 2022.12.16 15:20 | modify | 24 | 0.10 | 92.721 | 92.521 | 90.321 | ||
120 | 2022.12.20 03:15 | t/p | 24 | 0.10 | 90.321 | 92.521 | 90.321 | 179.38 | 11942.08 |
121 | 2023.01.17 15:15 | buy | 25 | 0.10 | 89.615 | 0.000 | 0.000 | ||
122 | 2023.01.17 15:15 | modify | 25 | 0.10 | 89.615 | 87.615 | 92.015 | ||
123 | 2023.01.18 02:45 | modify | 25 | 0.10 | 89.615 | 89.815 | 92.015 | ||
124 | 2023.01.18 03:15 | modify | 25 | 0.10 | 89.615 | 90.815 | 92.015 | ||
125 | 2023.01.18 04:20 | modify | 25 | 0.10 | 89.615 | 91.452 | 92.015 | ||
126 | 2023.01.18 05:07 | modify | 25 | 0.10 | 89.615 | 91.815 | 92.015 | ||
127 | 2023.01.18 05:15 | s/l | 25 | 0.10 | 91.815 | 91.815 | 92.015 | 167.06 | 12109.14 |
128 | 2023.02.03 15:15 | buy | 26 | 0.10 | 91.303 | 0.000 | 0.000 | ||
129 | 2023.02.03 15:15 | modify | 26 | 0.10 | 91.303 | 89.303 | 93.703 | ||
130 | 2023.02.14 13:50 | modify | 26 | 0.10 | 91.303 | 91.503 | 93.703 | ||
131 | 2023.02.21 16:50 | close | 26 | 0.10 | 92.572 | 91.503 | 93.703 | 104.22 | 12213.37 |
132 | 2023.02.21 16:50 | sell | 27 | 0.10 | 92.572 | 0.000 | 0.000 | ||
133 | 2023.02.21 16:50 | modify | 27 | 0.10 | 92.572 | 94.572 | 90.172 | ||
134 | 2023.02.23 03:07 | close | 27 | 0.10 | 92.209 | 94.572 | 90.172 | 24.63 | 12237.99 |
135 | 2023.02.23 03:07 | buy | 28 | 0.10 | 92.209 | 0.000 | 0.000 | ||
136 | 2023.02.23 03:07 | modify | 28 | 0.10 | 92.209 | 90.209 | 94.609 | ||
137 | 2023.03.02 16:45 | close | 28 | 0.10 | 91.899 | 90.209 | 94.609 | -19.90 | 12218.09 |
138 | 2023.03.02 16:45 | sell | 29 | 0.10 | 91.899 | 0.000 | 0.000 | ||
139 | 2023.03.02 16:45 | modify | 29 | 0.10 | 91.899 | 93.899 | 89.499 | ||
140 | 2023.03.07 08:50 | modify | 29 | 0.10 | 91.899 | 91.699 | 89.499 | ||
141 | 2023.03.09 09:45 | modify | 29 | 0.10 | 91.899 | 90.699 | 89.499 | ||
142 | 2023.03.09 20:10 | modify | 29 | 0.10 | 91.899 | 90.078 | 89.499 | ||
143 | 2023.03.09 20:20 | modify | 29 | 0.10 | 91.899 | 89.699 | 89.499 | ||
144 | 2023.03.09 20:50 | s/l | 29 | 0.10 | 89.699 | 89.699 | 89.499 | 161.43 | 12379.52 |
145 | 2023.03.15 09:20 | sell | 30 | 0.10 | 89.521 | 0.000 | 0.000 | ||
146 | 2023.03.15 09:20 | modify | 30 | 0.10 | 89.521 | 91.521 | 87.121 | ||
147 | 2023.03.15 12:40 | modify | 30 | 0.10 | 89.521 | 89.321 | 87.121 | ||
148 | 2023.03.15 16:10 | modify | 30 | 0.10 | 89.521 | 88.321 | 87.121 | ||
149 | 2023.03.15 18:20 | s/l | 30 | 0.10 | 88.321 | 88.321 | 87.121 | 90.75 | 12470.27 |
150 | 2023.03.16 15:50 | buy | 31 | 0.10 | 88.667 | 0.000 | 0.000 | ||
151 | 2023.03.16 15:50 | modify | 31 | 0.10 | 88.667 | 86.667 | 91.067 | ||
152 | 2023.03.17 11:15 | close | 31 | 0.10 | 88.845 | 86.667 | 91.067 | 13.98 | 12484.25 |
153 | 2023.03.17 11:15 | sell | 32 | 0.10 | 88.845 | 0.000 | 0.000 | ||
154 | 2023.03.17 11:15 | modify | 32 | 0.10 | 88.845 | 90.845 | 86.445 | ||
155 | 2023.03.20 06:50 | modify | 32 | 0.10 | 88.845 | 88.645 | 86.445 | ||
156 | 2023.03.22 01:33 | s/l | 32 | 0.10 | 88.645 | 88.645 | 86.445 | 13.01 | 12497.27 |