Symbol | AUDUSD (Australian dollar vs US dollar - 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=15; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=120; TakeProfit=80; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=140; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=100; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=180; DynamicTarget_Step=25; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7257 | Ticks modelled | 157534 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2082.78 | Gross profit | 2576.95 | Gross loss | -494.17 |
Profit factor | 5.21 | Expected payoff | 50.80 | ||
Absolute drawdown | 84.08 | Maximal drawdown | 344.25 (2.79%) | Relative drawdown | 2.79% (344.25) |
Total trades | 41 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 22 (86.36%) |
Profit trades (% of total) | 34 (82.93%) | Loss trades (% of total) | 7 (17.07%) | ||
Largest | profit trade | 80.81 | loss trade | -123.03 | |
Average | profit trade | 75.79 | loss trade | -70.60 | |
Maximum | consecutive wins (profit in money) | 17 (1357.32) | consecutive losses (loss in money) | 2 (-239.47) | |
Maximal | consecutive profit (count of wins) | 1357.32 (17) | consecutive loss (count of losses) | -239.47 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.01 07:40 | sell | 1 | 0.10 | 0.74908 | 0.00000 | 0.00000 | ||
2 | 2022.04.01 07:40 | modify | 1 | 0.10 | 0.74908 | 0.76108 | 0.74108 | ||
3 | 2022.04.01 14:15 | close | 1 | 0.10 | 0.74969 | 0.76108 | 0.74108 | -6.10 | 9993.90 |
4 | 2022.04.01 14:15 | buy | 2 | 0.10 | 0.74969 | 0.00000 | 0.00000 | ||
5 | 2022.04.01 14:15 | modify | 2 | 0.10 | 0.74969 | 0.73769 | 0.75769 | ||
6 | 2022.04.05 04:45 | t/p | 2 | 0.10 | 0.75769 | 0.73769 | 0.75769 | 79.24 | 10073.14 |
7 | 2022.04.08 05:32 | sell | 3 | 0.10 | 0.74912 | 0.00000 | 0.00000 | ||
8 | 2022.04.08 05:32 | modify | 3 | 0.10 | 0.74912 | 0.76112 | 0.74112 | ||
9 | 2022.04.12 00:50 | t/p | 3 | 0.10 | 0.74112 | 0.76112 | 0.74112 | 80.32 | 10153.46 |
10 | 2022.04.14 07:20 | buy | 4 | 0.10 | 0.74491 | 0.00000 | 0.00000 | ||
11 | 2022.04.14 07:20 | modify | 4 | 0.10 | 0.74491 | 0.73291 | 0.75291 | ||
12 | 2022.04.22 06:40 | s/l | 4 | 0.10 | 0.73291 | 0.73291 | 0.75291 | -123.03 | 10030.43 |
13 | 2022.04.28 07:10 | sell | 5 | 0.10 | 0.71297 | 0.00000 | 0.00000 | ||
14 | 2022.04.28 07:10 | modify | 5 | 0.10 | 0.71297 | 0.72497 | 0.70497 | ||
15 | 2022.04.29 14:32 | close | 5 | 0.10 | 0.71367 | 0.72497 | 0.70497 | -6.84 | 10023.60 |
16 | 2022.04.29 14:32 | buy | 6 | 0.10 | 0.71367 | 0.00000 | 0.00000 | ||
17 | 2022.04.29 14:32 | modify | 6 | 0.10 | 0.71367 | 0.70167 | 0.72167 | ||
18 | 2022.05.04 18:50 | t/p | 6 | 0.10 | 0.72167 | 0.70167 | 0.72167 | 78.86 | 10102.46 |
19 | 2022.05.06 15:20 | sell | 7 | 0.10 | 0.71169 | 0.00000 | 0.00000 | ||
20 | 2022.05.06 15:20 | modify | 7 | 0.10 | 0.71169 | 0.72369 | 0.70369 | ||
21 | 2022.05.09 00:15 | t/p | 7 | 0.10 | 0.70369 | 0.72369 | 0.70369 | 80.16 | 10182.62 |
22 | 2022.05.11 12:40 | buy | 8 | 0.10 | 0.69596 | 0.00000 | 0.00000 | ||
23 | 2022.05.11 12:40 | modify | 8 | 0.10 | 0.69596 | 0.68396 | 0.70396 | ||
24 | 2022.05.11 13:50 | t/p | 8 | 0.10 | 0.70396 | 0.68396 | 0.70396 | 80.00 | 10262.62 |
25 | 2022.05.18 13:15 | buy | 9 | 0.10 | 0.70128 | 0.00000 | 0.00000 | ||
26 | 2022.05.18 13:15 | modify | 9 | 0.10 | 0.70128 | 0.68928 | 0.70928 | ||
27 | 2022.05.20 19:40 | close | 9 | 0.10 | 0.70362 | 0.68928 | 0.70928 | 21.88 | 10284.51 |
28 | 2022.05.20 19:40 | sell | 10 | 0.10 | 0.70362 | 0.00000 | 0.00000 | ||
29 | 2022.05.20 19:40 | modify | 10 | 0.10 | 0.70362 | 0.71562 | 0.69562 | ||
30 | 2022.05.25 07:45 | close | 10 | 0.10 | 0.70982 | 0.71562 | 0.69562 | -61.52 | 10222.99 |
31 | 2022.05.25 07:45 | buy | 11 | 0.10 | 0.70982 | 0.00000 | 0.00000 | ||
32 | 2022.05.25 07:45 | modify | 11 | 0.10 | 0.70982 | 0.69782 | 0.71782 | ||
33 | 2022.05.30 01:50 | t/p | 11 | 0.10 | 0.71782 | 0.69782 | 0.71782 | 78.11 | 10301.10 |
34 | 2022.06.07 13:45 | sell | 12 | 0.10 | 0.71910 | 0.00000 | 0.00000 | ||
35 | 2022.06.07 13:45 | modify | 12 | 0.10 | 0.71910 | 0.73110 | 0.71110 | ||
36 | 2022.06.09 17:37 | t/p | 12 | 0.10 | 0.71110 | 0.73110 | 0.71110 | 80.64 | 10381.74 |
37 | 2022.06.16 07:10 | buy | 13 | 0.10 | 0.69701 | 0.00000 | 0.00000 | ||
38 | 2022.06.16 07:10 | modify | 13 | 0.10 | 0.69701 | 0.68501 | 0.70501 | ||
39 | 2022.06.16 17:15 | t/p | 13 | 0.10 | 0.70501 | 0.68501 | 0.70501 | 80.00 | 10461.74 |
40 | 2022.06.20 04:15 | sell | 14 | 0.10 | 0.69628 | 0.00000 | 0.00000 | ||
41 | 2022.06.20 04:15 | modify | 14 | 0.10 | 0.69628 | 0.70828 | 0.68828 | ||
42 | 2022.06.23 07:20 | t/p | 14 | 0.10 | 0.68828 | 0.70828 | 0.68828 | 80.81 | 10542.55 |
43 | 2022.06.30 02:10 | sell | 15 | 0.10 | 0.68891 | 0.00000 | 0.00000 | ||
44 | 2022.06.30 02:10 | modify | 15 | 0.10 | 0.68891 | 0.70091 | 0.68091 | ||
45 | 2022.07.01 07:20 | t/p | 15 | 0.10 | 0.68091 | 0.70091 | 0.68091 | 80.16 | 10622.71 |
46 | 2022.07.18 19:45 | buy | 16 | 0.10 | 0.68125 | 0.00000 | 0.00000 | ||
47 | 2022.07.18 19:45 | modify | 16 | 0.10 | 0.68125 | 0.66925 | 0.68925 | ||
48 | 2022.07.19 08:20 | t/p | 16 | 0.10 | 0.68925 | 0.66925 | 0.68925 | 79.62 | 10702.33 |
49 | 2022.07.27 12:07 | buy | 17 | 0.10 | 0.69426 | 0.00000 | 0.00000 | ||
50 | 2022.07.27 12:07 | modify | 17 | 0.10 | 0.69426 | 0.68226 | 0.70226 | ||
51 | 2022.07.29 06:20 | t/p | 17 | 0.10 | 0.70226 | 0.68226 | 0.70226 | 78.48 | 10780.81 |
52 | 2022.08.09 05:20 | buy | 18 | 0.10 | 0.69735 | 0.00000 | 0.00000 | ||
53 | 2022.08.09 05:20 | modify | 18 | 0.10 | 0.69735 | 0.68535 | 0.70535 | ||
54 | 2022.08.10 12:50 | t/p | 18 | 0.10 | 0.70535 | 0.68535 | 0.70535 | 79.62 | 10860.43 |
55 | 2022.08.26 07:15 | sell | 19 | 0.10 | 0.69584 | 0.00000 | 0.00000 | ||
56 | 2022.08.26 07:15 | modify | 19 | 0.10 | 0.69584 | 0.70784 | 0.68784 | ||
57 | 2022.08.28 22:20 | t/p | 19 | 0.10 | 0.68784 | 0.70784 | 0.68784 | 80.00 | 10940.43 |
58 | 2022.08.29 12:20 | sell | 20 | 0.10 | 0.68945 | 0.00000 | 0.00000 | ||
59 | 2022.08.29 12:20 | modify | 20 | 0.10 | 0.68945 | 0.70145 | 0.68145 | ||
60 | 2022.09.01 00:50 | t/p | 20 | 0.10 | 0.68145 | 0.70145 | 0.68145 | 80.81 | 11021.24 |
61 | 2022.09.02 08:15 | sell | 21 | 0.10 | 0.68023 | 0.00000 | 0.00000 | ||
62 | 2022.09.02 08:15 | modify | 21 | 0.10 | 0.68023 | 0.69223 | 0.67223 | ||
63 | 2022.09.07 00:15 | t/p | 21 | 0.10 | 0.67223 | 0.69223 | 0.67223 | 80.48 | 11101.72 |
64 | 2022.09.12 02:50 | buy | 22 | 0.10 | 0.68266 | 0.00000 | 0.00000 | ||
65 | 2022.09.12 02:50 | modify | 22 | 0.10 | 0.68266 | 0.67066 | 0.69066 | ||
66 | 2022.09.13 09:20 | t/p | 22 | 0.10 | 0.69066 | 0.67066 | 0.69066 | 79.62 | 11181.35 |
67 | 2022.09.14 15:03 | sell | 23 | 0.10 | 0.67584 | 0.00000 | 0.00000 | ||
68 | 2022.09.14 15:03 | modify | 23 | 0.10 | 0.67584 | 0.68784 | 0.66784 | ||
69 | 2022.09.16 07:50 | t/p | 23 | 0.10 | 0.66784 | 0.68784 | 0.66784 | 80.64 | 11261.99 |
70 | 2022.09.19 14:45 | sell | 24 | 0.10 | 0.66987 | 0.00000 | 0.00000 | ||
71 | 2022.09.19 14:45 | modify | 24 | 0.10 | 0.66987 | 0.68187 | 0.66187 | ||
72 | 2022.09.21 23:20 | t/p | 24 | 0.10 | 0.66187 | 0.68187 | 0.66187 | 80.32 | 11342.31 |
73 | 2022.09.22 08:15 | sell | 25 | 0.10 | 0.66426 | 0.00000 | 0.00000 | ||
74 | 2022.09.22 08:15 | modify | 25 | 0.10 | 0.66426 | 0.67626 | 0.65626 | ||
75 | 2022.09.23 10:50 | t/p | 25 | 0.10 | 0.65626 | 0.67626 | 0.65626 | 80.16 | 11422.47 |
76 | 2022.10.12 14:50 | sell | 26 | 0.10 | 0.62759 | 0.00000 | 0.00000 | ||
77 | 2022.10.12 14:50 | modify | 26 | 0.10 | 0.62759 | 0.63959 | 0.61959 | ||
78 | 2022.10.13 12:46 | t/p | 26 | 0.10 | 0.61959 | 0.63959 | 0.61959 | 80.48 | 11502.96 |
79 | 2022.10.14 08:45 | buy | 27 | 0.10 | 0.63023 | 0.00000 | 0.00000 | ||
80 | 2022.10.14 08:45 | modify | 27 | 0.10 | 0.63023 | 0.61823 | 0.63823 | ||
81 | 2022.10.21 19:15 | t/p | 27 | 0.10 | 0.63823 | 0.61823 | 0.63823 | 77.35 | 11580.31 |
82 | 2022.10.27 08:50 | buy | 28 | 0.10 | 0.64691 | 0.00000 | 0.00000 | ||
83 | 2022.10.27 08:50 | modify | 28 | 0.10 | 0.64691 | 0.63491 | 0.65491 | ||
84 | 2022.11.02 17:40 | close | 28 | 0.10 | 0.64134 | 0.63491 | 0.65491 | -57.22 | 11523.09 |
85 | 2022.11.02 17:40 | sell | 29 | 0.10 | 0.64134 | 0.00000 | 0.00000 | ||
86 | 2022.11.02 17:40 | modify | 29 | 0.10 | 0.64134 | 0.65334 | 0.63334 | ||
87 | 2022.11.03 00:20 | t/p | 29 | 0.10 | 0.63334 | 0.65334 | 0.63334 | 80.48 | 11603.58 |
88 | 2022.11.14 10:50 | buy | 30 | 0.10 | 0.66678 | 0.00000 | 0.00000 | ||
89 | 2022.11.14 10:50 | modify | 30 | 0.10 | 0.66678 | 0.65478 | 0.67478 | ||
90 | 2022.11.15 07:20 | t/p | 30 | 0.10 | 0.67478 | 0.65478 | 0.67478 | 79.62 | 11683.20 |
91 | 2022.11.15 14:50 | buy | 31 | 0.10 | 0.67072 | 0.00000 | 0.00000 | ||
92 | 2022.11.15 14:50 | modify | 31 | 0.10 | 0.67072 | 0.65872 | 0.67872 | ||
93 | 2022.11.15 16:50 | t/p | 31 | 0.10 | 0.67872 | 0.65872 | 0.67872 | 80.00 | 11763.20 |
94 | 2022.11.29 14:20 | buy | 32 | 0.10 | 0.67011 | 0.00000 | 0.00000 | ||
95 | 2022.11.29 14:20 | modify | 32 | 0.10 | 0.67011 | 0.65811 | 0.67811 | ||
96 | 2022.11.30 19:20 | t/p | 32 | 0.10 | 0.67811 | 0.65811 | 0.67811 | 79.62 | 11842.82 |
97 | 2022.12.01 17:02 | buy | 33 | 0.10 | 0.67872 | 0.00000 | 0.00000 | ||
98 | 2022.12.01 17:02 | modify | 33 | 0.10 | 0.67872 | 0.66672 | 0.68672 | ||
99 | 2022.12.13 13:50 | t/p | 33 | 0.10 | 0.68672 | 0.66672 | 0.68672 | 76.21 | 11919.03 |
100 | 2022.12.19 05:15 | buy | 34 | 0.10 | 0.67076 | 0.00000 | 0.00000 | ||
101 | 2022.12.19 05:15 | modify | 34 | 0.10 | 0.67076 | 0.65876 | 0.67876 | ||
102 | 2022.12.28 11:45 | t/p | 34 | 0.10 | 0.67876 | 0.65876 | 0.67876 | 76.59 | 11995.62 |
103 | 2022.12.30 15:15 | buy | 35 | 0.10 | 0.67770 | 0.00000 | 0.00000 | ||
104 | 2022.12.30 15:15 | modify | 35 | 0.10 | 0.67770 | 0.66570 | 0.68570 | ||
105 | 2023.01.04 08:15 | t/p | 35 | 0.10 | 0.68570 | 0.66570 | 0.68570 | 78.86 | 12074.48 |
106 | 2023.01.24 09:32 | buy | 36 | 0.10 | 0.70177 | 0.00000 | 0.00000 | ||
107 | 2023.01.24 09:32 | modify | 36 | 0.10 | 0.70177 | 0.68977 | 0.70977 | ||
108 | 2023.01.25 02:40 | t/p | 36 | 0.10 | 0.70977 | 0.68977 | 0.70977 | 79.62 | 12154.11 |
109 | 2023.02.07 11:50 | buy | 37 | 0.10 | 0.69227 | 0.00000 | 0.00000 | ||
110 | 2023.02.07 11:50 | modify | 37 | 0.10 | 0.69227 | 0.68027 | 0.70027 | ||
111 | 2023.02.09 13:45 | t/p | 37 | 0.10 | 0.70027 | 0.68027 | 0.70027 | 78.48 | 12232.59 |
112 | 2023.02.21 15:45 | sell | 38 | 0.10 | 0.68923 | 0.00000 | 0.00000 | ||
113 | 2023.02.21 15:45 | modify | 38 | 0.10 | 0.68923 | 0.70123 | 0.68123 | ||
114 | 2023.02.22 15:32 | t/p | 38 | 0.10 | 0.68123 | 0.70123 | 0.68123 | 80.16 | 12312.75 |
115 | 2023.03.03 15:02 | buy | 39 | 0.10 | 0.67374 | 0.00000 | 0.00000 | ||
116 | 2023.03.03 15:02 | modify | 39 | 0.10 | 0.67374 | 0.66174 | 0.68174 | ||
117 | 2023.03.07 15:16 | s/l | 39 | 0.10 | 0.66174 | 0.66174 | 0.68174 | -120.76 | 12191.99 |
118 | 2023.03.09 04:40 | sell | 40 | 0.10 | 0.66020 | 0.00000 | 0.00000 | ||
119 | 2023.03.09 04:40 | modify | 40 | 0.10 | 0.66020 | 0.67220 | 0.65220 | ||
120 | 2023.03.17 07:02 | s/l | 40 | 0.10 | 0.67220 | 0.67220 | 0.65220 | -118.71 | 12073.28 |
121 | 2023.03.20 10:45 | sell | 41 | 0.10 | 0.66933 | 0.00000 | 0.00000 | ||
122 | 2023.03.20 10:45 | modify | 41 | 0.10 | 0.66933 | 0.68133 | 0.66133 | ||
123 | 2023.03.31 20:59 | close at stop | 41 | 0.10 | 0.66859 | 0.68133 | 0.66133 | 9.50 | 12082.78 |