Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=8; RSI_OBSLevels=6; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=40; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2617 | Ticks modelled | 79433 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1810.49 | Gross profit | 1974.25 | Gross loss | -163.76 |
Profit factor | 12.06 | Expected payoff | 62.43 | ||
Absolute drawdown | 101.58 | Maximal drawdown | 148.87 (1.41%) | Relative drawdown | 1.41% (148.87) |
Total trades | 29 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 18 (83.33%) |
Profit trades (% of total) | 24 (82.76%) | Loss trades (% of total) | 5 (17.24%) | ||
Largest | profit trade | 180.78 | loss trade | -37.02 | |
Average | profit trade | 82.26 | loss trade | -32.75 | |
Maximum | consecutive wins (profit in money) | 14 (855.38) | consecutive losses (loss in money) | 2 (-72.47) | |
Maximal | consecutive profit (count of wins) | 961.68 (9) | consecutive loss (count of losses) | -72.47 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.06 14:40 | buy | 1 | 0.10 | 93.239 | 0.000 | 0.000 | ||
2 | 2022.04.06 14:40 | modify | 1 | 0.10 | 93.239 | 91.639 | 95.639 | ||
3 | 2022.04.08 00:15 | close | 1 | 0.10 | 92.894 | 91.639 | 95.639 | -24.07 | 9975.93 |
4 | 2022.04.08 00:15 | sell | 2 | 0.10 | 92.894 | 0.000 | 0.000 | ||
5 | 2022.04.08 00:15 | modify | 2 | 0.10 | 92.894 | 94.494 | 90.494 | ||
6 | 2022.04.13 11:40 | close | 2 | 0.10 | 93.268 | 94.494 | 90.494 | -30.40 | 9945.53 |
7 | 2022.04.13 11:40 | buy | 3 | 0.10 | 93.268 | 0.000 | 0.000 | ||
8 | 2022.04.13 11:40 | modify | 3 | 0.10 | 93.268 | 91.668 | 95.668 | ||
9 | 2022.04.19 03:20 | modify | 3 | 0.10 | 93.268 | 93.618 | 95.668 | ||
10 | 2022.04.19 04:40 | modify | 3 | 0.10 | 93.268 | 94.113 | 95.668 | ||
11 | 2022.04.19 08:40 | modify | 3 | 0.10 | 93.268 | 94.168 | 95.668 | ||
12 | 2022.04.19 13:40 | modify | 3 | 0.10 | 93.268 | 94.268 | 95.668 | ||
13 | 2022.04.19 19:20 | modify | 3 | 0.10 | 93.268 | 94.368 | 95.668 | ||
14 | 2022.04.19 19:30 | modify | 3 | 0.10 | 93.268 | 94.468 | 95.668 | ||
15 | 2022.04.19 19:40 | modify | 3 | 0.10 | 93.268 | 94.568 | 95.668 | ||
16 | 2022.04.19 22:10 | modify | 3 | 0.10 | 93.268 | 94.668 | 95.668 | ||
17 | 2022.04.19 22:20 | modify | 3 | 0.10 | 93.268 | 94.968 | 95.668 | ||
18 | 2022.04.19 22:30 | modify | 3 | 0.10 | 93.268 | 95.268 | 95.668 | ||
19 | 2022.04.19 22:40 | modify | 3 | 0.10 | 93.268 | 95.568 | 95.668 | ||
20 | 2022.04.19 22:45 | s/l | 3 | 0.10 | 95.568 | 95.568 | 95.668 | 177.18 | 10122.71 |
21 | 2022.04.27 06:40 | sell | 4 | 0.10 | 91.982 | 0.000 | 0.000 | ||
22 | 2022.04.27 06:40 | modify | 4 | 0.10 | 91.982 | 93.582 | 89.582 | ||
23 | 2022.04.27 14:40 | modify | 4 | 0.10 | 91.982 | 91.632 | 89.582 | ||
24 | 2022.04.27 16:30 | s/l | 4 | 0.10 | 91.632 | 91.632 | 89.582 | 26.47 | 10149.18 |
25 | 2022.05.18 04:05 | buy | 5 | 0.10 | 90.262 | 0.000 | 0.000 | ||
26 | 2022.05.18 04:05 | modify | 5 | 0.10 | 90.262 | 88.662 | 92.662 | ||
27 | 2022.05.29 22:40 | modify | 5 | 0.10 | 90.262 | 90.612 | 92.662 | ||
28 | 2022.05.30 08:30 | modify | 5 | 0.10 | 90.262 | 91.068 | 92.662 | ||
29 | 2022.05.30 23:20 | modify | 5 | 0.10 | 90.262 | 91.539 | 92.662 | ||
30 | 2022.05.31 00:30 | modify | 5 | 0.10 | 90.262 | 91.562 | 92.662 | ||
31 | 2022.05.31 00:40 | modify | 5 | 0.10 | 90.262 | 91.762 | 92.662 | ||
32 | 2022.05.31 07:30 | s/l | 5 | 0.10 | 91.762 | 91.762 | 92.662 | 120.18 | 10269.36 |
33 | 2022.06.06 01:33 | buy | 6 | 0.10 | 93.876 | 0.000 | 0.000 | ||
34 | 2022.06.06 01:33 | modify | 6 | 0.10 | 93.876 | 92.276 | 96.276 | ||
35 | 2022.06.06 14:20 | modify | 6 | 0.10 | 93.876 | 94.226 | 96.276 | ||
36 | 2022.06.06 23:40 | modify | 6 | 0.10 | 93.876 | 94.695 | 96.276 | ||
37 | 2022.06.07 04:20 | modify | 6 | 0.10 | 93.876 | 95.175 | 96.276 | ||
38 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.876 | 95.376 | 96.276 | ||
39 | 2022.06.07 04:40 | modify | 6 | 0.10 | 93.876 | 95.976 | 96.276 | ||
40 | 2022.06.07 04:45 | s/l | 6 | 0.10 | 95.976 | 95.976 | 96.276 | 159.49 | 10428.85 |
41 | 2022.06.15 11:40 | sell | 7 | 0.10 | 93.504 | 0.000 | 0.000 | ||
42 | 2022.06.15 11:40 | modify | 7 | 0.10 | 93.504 | 95.104 | 91.104 | ||
43 | 2022.06.16 09:30 | modify | 7 | 0.10 | 93.504 | 93.154 | 91.104 | ||
44 | 2022.06.16 14:40 | modify | 7 | 0.10 | 93.504 | 92.661 | 91.104 | ||
45 | 2022.06.16 16:30 | s/l | 7 | 0.10 | 92.661 | 92.661 | 91.104 | 61.63 | 10490.49 |
46 | 2022.06.24 10:15 | sell | 8 | 0.10 | 93.463 | 0.000 | 0.000 | ||
47 | 2022.06.24 10:15 | modify | 8 | 0.10 | 93.463 | 95.063 | 91.063 | ||
48 | 2022.07.01 03:30 | modify | 8 | 0.10 | 93.463 | 93.113 | 91.063 | ||
49 | 2022.07.01 03:40 | modify | 8 | 0.10 | 93.463 | 92.597 | 91.063 | ||
50 | 2022.07.01 11:40 | modify | 8 | 0.10 | 93.463 | 92.140 | 91.063 | ||
51 | 2022.07.01 12:40 | modify | 8 | 0.10 | 93.463 | 91.863 | 91.063 | ||
52 | 2022.07.01 13:30 | s/l | 8 | 0.10 | 91.863 | 91.863 | 91.063 | 116.06 | 10606.55 |
53 | 2022.07.11 09:40 | buy | 9 | 0.10 | 93.002 | 0.000 | 0.000 | ||
54 | 2022.07.11 09:40 | modify | 9 | 0.10 | 93.002 | 91.402 | 95.402 | ||
55 | 2022.07.14 07:20 | modify | 9 | 0.10 | 93.002 | 93.352 | 95.402 | ||
56 | 2022.07.14 07:40 | modify | 9 | 0.10 | 93.002 | 93.851 | 95.402 | ||
57 | 2022.07.14 08:40 | s/l | 9 | 0.10 | 93.851 | 93.851 | 95.402 | 66.82 | 10673.37 |
58 | 2022.07.25 08:40 | sell | 10 | 0.10 | 94.672 | 0.000 | 0.000 | ||
59 | 2022.07.25 08:40 | modify | 10 | 0.10 | 94.672 | 96.272 | 92.272 | ||
60 | 2022.07.28 13:40 | modify | 10 | 0.10 | 94.672 | 94.322 | 92.272 | ||
61 | 2022.07.29 03:40 | modify | 10 | 0.10 | 94.672 | 93.656 | 92.272 | ||
62 | 2022.07.29 13:40 | modify | 10 | 0.10 | 94.672 | 93.572 | 92.272 | ||
63 | 2022.08.01 00:30 | modify | 10 | 0.10 | 94.672 | 93.472 | 92.272 | ||
64 | 2022.08.01 00:40 | modify | 10 | 0.10 | 94.672 | 93.172 | 92.272 | ||
65 | 2022.08.01 01:20 | modify | 10 | 0.10 | 94.672 | 93.072 | 92.272 | ||
66 | 2022.08.01 01:30 | modify | 10 | 0.10 | 94.672 | 92.772 | 92.272 | ||
67 | 2022.08.01 01:40 | modify | 10 | 0.10 | 94.672 | 92.372 | 92.272 | ||
68 | 2022.08.01 01:45 | s/l | 10 | 0.10 | 92.372 | 92.372 | 92.272 | 168.99 | 10842.36 |
69 | 2022.08.10 04:40 | buy | 11 | 0.10 | 93.890 | 0.000 | 0.000 | ||
70 | 2022.08.10 04:40 | modify | 11 | 0.10 | 93.890 | 92.290 | 96.290 | ||
71 | 2022.08.12 02:30 | modify | 11 | 0.10 | 93.890 | 94.240 | 96.290 | ||
72 | 2022.08.12 18:20 | modify | 11 | 0.10 | 93.890 | 94.713 | 96.290 | ||
73 | 2022.08.15 00:40 | s/l | 11 | 0.10 | 94.713 | 94.713 | 96.290 | 64.85 | 10907.21 |
74 | 2022.08.15 02:40 | buy | 12 | 0.10 | 94.580 | 0.000 | 0.000 | ||
75 | 2022.08.15 02:40 | modify | 12 | 0.10 | 94.580 | 92.980 | 96.980 | ||
76 | 2022.08.16 11:30 | close | 12 | 0.10 | 94.105 | 92.980 | 96.980 | -35.45 | 10871.76 |
77 | 2022.08.16 11:30 | sell | 13 | 0.10 | 94.105 | 0.000 | 0.000 | ||
78 | 2022.08.16 11:30 | modify | 13 | 0.10 | 94.105 | 95.705 | 91.705 | ||
79 | 2022.08.24 01:30 | close | 13 | 0.10 | 94.520 | 95.705 | 91.705 | -37.02 | 10834.73 |
80 | 2022.08.24 01:30 | buy | 14 | 0.10 | 94.520 | 0.000 | 0.000 | ||
81 | 2022.08.24 01:30 | modify | 14 | 0.10 | 94.520 | 92.920 | 96.920 | ||
82 | 2022.08.25 08:30 | modify | 14 | 0.10 | 94.520 | 94.870 | 96.920 | ||
83 | 2022.08.26 14:15 | modify | 14 | 0.10 | 94.520 | 95.367 | 96.920 | ||
84 | 2022.08.26 14:40 | s/l | 14 | 0.10 | 95.367 | 95.367 | 96.920 | 66.16 | 10900.89 |
85 | 2022.08.30 13:40 | buy | 15 | 0.10 | 95.343 | 0.000 | 0.000 | ||
86 | 2022.08.30 13:40 | modify | 15 | 0.10 | 95.343 | 93.743 | 97.743 | ||
87 | 2022.09.06 07:40 | modify | 15 | 0.10 | 95.343 | 95.693 | 97.743 | ||
88 | 2022.09.06 22:40 | modify | 15 | 0.10 | 95.343 | 96.229 | 97.743 | ||
89 | 2022.09.07 00:30 | s/l | 15 | 0.10 | 96.229 | 96.229 | 97.743 | 71.16 | 10972.05 |
90 | 2022.09.11 21:00 | buy | 16 | 0.10 | 97.144 | 0.000 | 0.000 | ||
91 | 2022.09.11 21:00 | modify | 16 | 0.10 | 97.144 | 95.544 | 99.544 | ||
92 | 2022.09.12 05:30 | modify | 16 | 0.10 | 97.144 | 97.494 | 99.544 | ||
93 | 2022.09.12 06:40 | modify | 16 | 0.10 | 97.144 | 97.957 | 99.544 | ||
94 | 2022.09.12 11:05 | s/l | 16 | 0.10 | 97.957 | 97.957 | 99.544 | 62.05 | 11034.10 |
95 | 2022.09.13 06:05 | buy | 17 | 0.10 | 97.767 | 0.000 | 0.000 | ||
96 | 2022.09.13 06:05 | modify | 17 | 0.10 | 97.767 | 96.167 | 100.167 | ||
97 | 2022.09.13 12:15 | modify | 17 | 0.10 | 97.767 | 98.117 | 100.167 | ||
98 | 2022.09.13 12:30 | s/l | 17 | 0.10 | 98.117 | 98.117 | 100.167 | 26.50 | 11060.60 |
99 | 2022.09.19 16:40 | sell | 18 | 0.10 | 96.175 | 0.000 | 0.000 | ||
100 | 2022.09.19 16:40 | modify | 18 | 0.10 | 96.175 | 97.775 | 93.775 | ||
101 | 2022.09.21 23:40 | modify | 18 | 0.10 | 96.175 | 95.825 | 93.775 | ||
102 | 2022.09.22 02:05 | modify | 18 | 0.10 | 96.175 | 95.260 | 93.775 | ||
103 | 2022.09.22 02:30 | s/l | 18 | 0.10 | 95.260 | 95.260 | 93.775 | 65.66 | 11126.26 |
104 | 2022.09.27 05:40 | sell | 19 | 0.10 | 93.925 | 0.000 | 0.000 | ||
105 | 2022.09.27 05:40 | modify | 19 | 0.10 | 93.925 | 95.525 | 91.525 | ||
106 | 2022.09.27 16:30 | modify | 19 | 0.10 | 93.925 | 93.575 | 91.525 | ||
107 | 2022.09.28 01:40 | modify | 19 | 0.10 | 93.925 | 92.998 | 91.525 | ||
108 | 2022.09.28 06:40 | modify | 19 | 0.10 | 93.925 | 92.825 | 91.525 | ||
109 | 2022.09.28 10:30 | s/l | 19 | 0.10 | 92.825 | 92.825 | 91.525 | 82.47 | 11208.74 |
110 | 2022.10.04 10:40 | buy | 20 | 0.10 | 93.667 | 0.000 | 0.000 | ||
111 | 2022.10.04 10:40 | modify | 20 | 0.10 | 93.667 | 92.067 | 96.067 | ||
112 | 2022.10.06 02:40 | modify | 20 | 0.10 | 93.667 | 94.017 | 96.067 | ||
113 | 2022.10.06 07:40 | s/l | 20 | 0.10 | 94.017 | 94.017 | 96.067 | 28.53 | 11237.26 |
114 | 2022.10.18 09:15 | buy | 21 | 0.10 | 93.170 | 0.000 | 0.000 | ||
115 | 2022.10.18 09:15 | modify | 21 | 0.10 | 93.170 | 91.570 | 95.570 | ||
116 | 2022.10.18 11:20 | modify | 21 | 0.10 | 93.170 | 93.520 | 95.570 | ||
117 | 2022.10.19 09:40 | modify | 21 | 0.10 | 93.170 | 93.989 | 95.570 | ||
118 | 2022.10.19 11:40 | s/l | 21 | 0.10 | 93.989 | 93.989 | 95.570 | 62.51 | 11299.77 |
119 | 2022.10.19 17:05 | buy | 22 | 0.10 | 93.735 | 0.000 | 0.000 | ||
120 | 2022.10.19 17:05 | modify | 22 | 0.10 | 93.735 | 92.135 | 96.135 | ||
121 | 2022.10.20 11:30 | modify | 22 | 0.10 | 93.735 | 94.085 | 96.135 | ||
122 | 2022.10.20 14:30 | modify | 22 | 0.10 | 93.735 | 94.581 | 96.135 | ||
123 | 2022.10.20 16:40 | s/l | 22 | 0.10 | 94.581 | 94.581 | 96.135 | 65.58 | 11365.35 |
124 | 2022.11.04 04:40 | sell | 23 | 0.10 | 93.902 | 0.000 | 0.000 | ||
125 | 2022.11.04 04:40 | modify | 23 | 0.10 | 93.902 | 95.502 | 91.502 | ||
126 | 2022.11.10 14:40 | modify | 23 | 0.10 | 93.902 | 93.552 | 91.502 | ||
127 | 2022.11.10 22:40 | s/l | 23 | 0.10 | 93.552 | 93.552 | 91.502 | 22.23 | 11387.58 |
128 | 2022.12.12 00:40 | buy | 24 | 0.10 | 92.416 | 0.000 | 0.000 | ||
129 | 2022.12.12 00:40 | modify | 24 | 0.10 | 92.416 | 90.816 | 94.816 | ||
130 | 2022.12.13 08:20 | modify | 24 | 0.10 | 92.416 | 92.766 | 94.816 | ||
131 | 2022.12.13 13:30 | s/l | 24 | 0.10 | 92.766 | 92.766 | 94.816 | 27.01 | 11414.59 |
132 | 2022.12.19 14:06 | sell | 25 | 0.10 | 91.768 | 0.000 | 0.000 | ||
133 | 2022.12.19 14:06 | modify | 25 | 0.10 | 91.768 | 93.368 | 89.368 | ||
134 | 2022.12.20 03:20 | modify | 25 | 0.10 | 91.768 | 91.418 | 89.368 | ||
135 | 2022.12.20 03:30 | modify | 25 | 0.10 | 91.768 | 90.410 | 89.368 | ||
136 | 2022.12.20 03:40 | t/p | 25 | 0.10 | 89.368 | 90.410 | 89.368 | 180.78 | 11595.37 |
137 | 2023.01.25 15:30 | buy | 26 | 0.10 | 91.572 | 0.000 | 0.000 | ||
138 | 2023.01.25 15:30 | modify | 26 | 0.10 | 91.572 | 89.972 | 93.972 | ||
139 | 2023.01.26 08:33 | modify | 26 | 0.10 | 91.572 | 91.922 | 93.972 | ||
140 | 2023.01.26 14:40 | modify | 26 | 0.10 | 91.572 | 92.413 | 93.972 | ||
141 | 2023.01.26 15:40 | s/l | 26 | 0.10 | 92.413 | 92.413 | 93.972 | 65.19 | 11660.56 |
142 | 2023.02.15 07:30 | buy | 27 | 0.10 | 92.056 | 0.000 | 0.000 | ||
143 | 2023.02.15 07:30 | modify | 27 | 0.10 | 92.056 | 90.456 | 94.456 | ||
144 | 2023.02.21 00:05 | modify | 27 | 0.10 | 92.056 | 92.406 | 94.456 | ||
145 | 2023.02.21 19:05 | s/l | 27 | 0.10 | 92.406 | 92.406 | 94.456 | 29.55 | 11690.11 |
146 | 2023.02.21 19:05 | buy | 28 | 0.10 | 92.407 | 0.000 | 0.000 | ||
147 | 2023.02.21 19:05 | modify | 28 | 0.10 | 92.407 | 90.807 | 94.807 | ||
148 | 2023.02.24 16:40 | close | 28 | 0.10 | 91.887 | 90.807 | 94.807 | -36.82 | 11653.29 |
149 | 2023.02.24 16:40 | sell | 29 | 0.10 | 91.887 | 0.000 | 0.000 | ||
150 | 2023.02.24 16:40 | modify | 29 | 0.10 | 91.887 | 93.487 | 89.487 | ||
151 | 2023.03.07 03:40 | modify | 29 | 0.10 | 91.887 | 91.537 | 89.487 | ||
152 | 2023.03.07 08:40 | modify | 29 | 0.10 | 91.887 | 91.075 | 89.487 | ||
153 | 2023.03.07 18:15 | modify | 29 | 0.10 | 91.887 | 90.987 | 89.487 | ||
154 | 2023.03.09 00:40 | modify | 29 | 0.10 | 91.887 | 90.887 | 89.487 | ||
155 | 2023.03.09 09:30 | modify | 29 | 0.10 | 91.887 | 90.787 | 89.487 | ||
156 | 2023.03.09 09:40 | modify | 29 | 0.10 | 91.887 | 90.587 | 89.487 | ||
157 | 2023.03.09 18:30 | modify | 29 | 0.10 | 91.887 | 90.487 | 89.487 | ||
158 | 2023.03.09 18:40 | modify | 29 | 0.10 | 91.887 | 90.287 | 89.487 | ||
159 | 2023.03.09 19:20 | modify | 29 | 0.10 | 91.887 | 90.187 | 89.487 | ||
160 | 2023.03.09 19:30 | modify | 29 | 0.10 | 91.887 | 90.087 | 89.487 | ||
161 | 2023.03.09 19:40 | modify | 29 | 0.10 | 91.887 | 89.987 | 89.487 | ||
162 | 2023.03.09 20:20 | modify | 29 | 0.10 | 91.887 | 89.887 | 89.487 | ||
163 | 2023.03.09 20:30 | modify | 29 | 0.10 | 91.887 | 89.787 | 89.487 | ||
164 | 2023.03.09 20:40 | modify | 29 | 0.10 | 91.887 | 89.687 | 89.487 | ||
165 | 2023.03.09 20:55 | s/l | 29 | 0.10 | 89.687 | 89.687 | 89.487 | 157.20 | 11810.49 |