Symbol | AUDUSD (Australian dollar vs US dollar - 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=2; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=200; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=80; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 79409 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2186.68 | Gross profit | 3079.68 | Gross loss | -893.00 |
Profit factor | 3.45 | Expected payoff | 80.99 | ||
Absolute drawdown | 4.82 | Maximal drawdown | 404.07 (3.37%) | Relative drawdown | 3.37% (404.07) |
Total trades | 27 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
Largest | profit trade | 223.22 | loss trade | -204.55 | |
Average | profit trade | 162.09 | loss trade | -111.63 | |
Maximum | consecutive wins (profit in money) | 6 (1211.19) | consecutive losses (loss in money) | 2 (-248.36) | |
Maximal | consecutive profit (count of wins) | 1211.19 (6) | consecutive loss (count of losses) | -248.36 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.07 12:05 | sell | 1 | 0.10 | 0.74906 | 0.00000 | 0.00000 | ||
2 | 2022.04.07 12:05 | modify | 1 | 0.10 | 0.74906 | 0.76906 | 0.72706 | ||
3 | 2022.04.22 14:20 | t/p | 1 | 0.10 | 0.72706 | 0.76906 | 0.72706 | 222.42 | 10222.42 |
4 | 2022.04.25 16:40 | sell | 2 | 0.10 | 0.71706 | 0.00000 | 0.00000 | ||
5 | 2022.04.25 16:40 | modify | 2 | 0.10 | 0.71706 | 0.73706 | 0.69506 | ||
6 | 2022.05.09 19:40 | t/p | 2 | 0.10 | 0.69506 | 0.73706 | 0.69506 | 222.26 | 10444.68 |
7 | 2022.05.13 18:05 | buy | 3 | 0.10 | 0.69063 | 0.00000 | 0.00000 | ||
8 | 2022.05.13 18:05 | modify | 3 | 0.10 | 0.69063 | 0.67063 | 0.71263 | ||
9 | 2022.05.23 11:15 | t/p | 3 | 0.10 | 0.71263 | 0.67063 | 0.71263 | 216.97 | 10661.65 |
10 | 2022.05.25 07:30 | buy | 4 | 0.10 | 0.71023 | 0.00000 | 0.00000 | ||
11 | 2022.05.25 07:30 | modify | 4 | 0.10 | 0.71023 | 0.69023 | 0.73223 | ||
12 | 2022.06.05 21:00 | close | 4 | 0.10 | 0.72115 | 0.69023 | 0.73223 | 105.03 | 10766.68 |
13 | 2022.06.05 21:00 | sell | 5 | 0.10 | 0.72115 | 0.00000 | 0.00000 | ||
14 | 2022.06.05 21:00 | modify | 5 | 0.10 | 0.72115 | 0.74115 | 0.69915 | ||
15 | 2022.06.13 08:40 | t/p | 5 | 0.10 | 0.69915 | 0.74115 | 0.69915 | 221.29 | 10987.97 |
16 | 2022.06.13 12:40 | sell | 6 | 0.10 | 0.69906 | 0.00000 | 0.00000 | ||
17 | 2022.06.13 12:40 | modify | 6 | 0.10 | 0.69906 | 0.71906 | 0.67706 | ||
18 | 2022.07.01 12:40 | t/p | 6 | 0.10 | 0.67706 | 0.71906 | 0.67706 | 223.22 | 11211.19 |
19 | 2022.07.05 07:00 | buy | 7 | 0.10 | 0.68609 | 0.00000 | 0.00000 | ||
20 | 2022.07.05 07:00 | modify | 7 | 0.10 | 0.68609 | 0.66609 | 0.70809 | ||
21 | 2022.07.11 12:30 | modify | 7 | 0.10 | 0.68609 | 0.66609 | 0.69809 | ||
22 | 2022.07.11 13:30 | modify | 7 | 0.10 | 0.68609 | 0.66609 | 0.69459 | ||
23 | 2022.07.12 10:05 | close | 7 | 0.10 | 0.67357 | 0.66609 | 0.69459 | -127.85 | 11083.34 |
24 | 2022.07.12 10:05 | sell | 8 | 0.10 | 0.67357 | 0.00000 | 0.00000 | ||
25 | 2022.07.12 10:05 | modify | 8 | 0.10 | 0.67357 | 0.69357 | 0.65157 | ||
26 | 2022.07.18 07:40 | modify | 8 | 0.10 | 0.67357 | 0.69357 | 0.66157 | ||
27 | 2022.07.18 12:05 | close | 8 | 0.10 | 0.68189 | 0.69357 | 0.66157 | -82.23 | 11001.11 |
28 | 2022.07.18 12:05 | buy | 9 | 0.10 | 0.68189 | 0.00000 | 0.00000 | ||
29 | 2022.07.18 12:05 | modify | 9 | 0.10 | 0.68189 | 0.66189 | 0.70389 | ||
30 | 2022.08.01 09:40 | t/p | 9 | 0.10 | 0.70389 | 0.66189 | 0.70389 | 214.70 | 11215.81 |
31 | 2022.08.09 21:40 | sell | 10 | 0.10 | 0.69666 | 0.00000 | 0.00000 | ||
32 | 2022.08.09 21:40 | modify | 10 | 0.10 | 0.69666 | 0.71666 | 0.67466 | ||
33 | 2022.08.10 12:40 | modify | 10 | 0.10 | 0.69666 | 0.71666 | 0.68466 | ||
34 | 2022.08.10 14:40 | modify | 10 | 0.10 | 0.69666 | 0.71666 | 0.68816 | ||
35 | 2022.08.11 13:40 | modify | 10 | 0.10 | 0.69666 | 0.71666 | 0.69166 | ||
36 | 2022.08.11 17:40 | close | 10 | 0.10 | 0.71073 | 0.71666 | 0.69166 | -140.06 | 11075.75 |
37 | 2022.08.11 17:40 | buy | 11 | 0.10 | 0.71073 | 0.00000 | 0.00000 | ||
38 | 2022.08.11 17:40 | modify | 11 | 0.10 | 0.71073 | 0.69073 | 0.73273 | ||
39 | 2022.08.16 00:30 | modify | 11 | 0.10 | 0.71073 | 0.69073 | 0.72273 | ||
40 | 2022.08.16 08:15 | close | 11 | 0.10 | 0.70202 | 0.69073 | 0.72273 | -88.24 | 10987.51 |
41 | 2022.08.16 08:15 | sell | 12 | 0.10 | 0.70202 | 0.00000 | 0.00000 | ||
42 | 2022.08.16 08:15 | modify | 12 | 0.10 | 0.70202 | 0.72202 | 0.68002 | ||
43 | 2022.09.01 03:40 | t/p | 12 | 0.10 | 0.68002 | 0.72202 | 0.68002 | 222.90 | 11210.42 |
44 | 2022.09.14 08:30 | sell | 13 | 0.10 | 0.67373 | 0.00000 | 0.00000 | ||
45 | 2022.09.14 08:30 | modify | 13 | 0.10 | 0.67373 | 0.69373 | 0.65173 | ||
46 | 2022.09.23 18:40 | t/p | 13 | 0.10 | 0.65173 | 0.69373 | 0.65173 | 221.77 | 11432.19 |
47 | 2022.09.26 07:30 | sell | 14 | 0.10 | 0.65194 | 0.00000 | 0.00000 | ||
48 | 2022.09.26 07:30 | modify | 14 | 0.10 | 0.65194 | 0.67194 | 0.62994 | ||
49 | 2022.10.10 08:30 | t/p | 14 | 0.10 | 0.62994 | 0.67194 | 0.62994 | 222.26 | 11654.45 |
50 | 2022.10.10 18:15 | sell | 15 | 0.10 | 0.63078 | 0.00000 | 0.00000 | ||
51 | 2022.10.10 18:15 | modify | 15 | 0.10 | 0.63078 | 0.65078 | 0.60878 | ||
52 | 2022.10.18 07:30 | close | 15 | 0.10 | 0.62999 | 0.65078 | 0.60878 | 9.19 | 11663.64 |
53 | 2022.10.18 07:30 | buy | 16 | 0.10 | 0.62999 | 0.00000 | 0.00000 | ||
54 | 2022.10.18 07:30 | modify | 16 | 0.10 | 0.62999 | 0.60999 | 0.65199 | ||
55 | 2022.10.27 05:40 | t/p | 16 | 0.10 | 0.65199 | 0.60999 | 0.65199 | 215.83 | 11879.47 |
56 | 2022.11.01 13:40 | buy | 17 | 0.10 | 0.64307 | 0.00000 | 0.00000 | ||
57 | 2022.11.01 13:40 | modify | 17 | 0.10 | 0.64307 | 0.62307 | 0.66507 | ||
58 | 2022.11.03 00:05 | modify | 17 | 0.10 | 0.64307 | 0.62307 | 0.65507 | ||
59 | 2022.11.03 09:40 | modify | 17 | 0.10 | 0.64307 | 0.62307 | 0.65157 | ||
60 | 2022.11.08 15:30 | t/p | 17 | 0.10 | 0.65157 | 0.62307 | 0.65157 | 82.35 | 11961.82 |
61 | 2022.11.10 08:40 | sell | 18 | 0.10 | 0.64185 | 0.00000 | 0.00000 | ||
62 | 2022.11.10 08:40 | modify | 18 | 0.10 | 0.64185 | 0.66185 | 0.61985 | ||
63 | 2022.11.10 13:30 | modify | 18 | 0.10 | 0.64185 | 0.66185 | 0.62985 | ||
64 | 2022.11.10 13:40 | modify | 18 | 0.10 | 0.64185 | 0.66185 | 0.63335 | ||
65 | 2022.11.10 15:33 | modify | 18 | 0.10 | 0.64185 | 0.66185 | 0.63685 | ||
66 | 2022.11.10 20:40 | s/l | 18 | 0.10 | 0.66185 | 0.66185 | 0.63685 | -200.00 | 11761.82 |
67 | 2022.11.15 18:30 | buy | 19 | 0.10 | 0.67563 | 0.00000 | 0.00000 | ||
68 | 2022.11.15 18:30 | modify | 19 | 0.10 | 0.67563 | 0.65563 | 0.69763 | ||
69 | 2022.11.17 12:40 | modify | 19 | 0.10 | 0.67563 | 0.65563 | 0.68763 | ||
70 | 2022.11.21 09:30 | modify | 19 | 0.10 | 0.67563 | 0.65563 | 0.68413 | ||
71 | 2022.11.21 16:40 | modify | 19 | 0.10 | 0.67563 | 0.65563 | 0.68063 | ||
72 | 2022.12.01 00:30 | t/p | 19 | 0.10 | 0.68063 | 0.65563 | 0.68063 | 43.18 | 11805.00 |
73 | 2022.12.01 16:40 | buy | 20 | 0.10 | 0.68034 | 0.00000 | 0.00000 | ||
74 | 2022.12.01 16:40 | modify | 20 | 0.10 | 0.68034 | 0.66034 | 0.70234 | ||
75 | 2022.12.05 17:40 | modify | 20 | 0.10 | 0.68034 | 0.66034 | 0.69234 | ||
76 | 2022.12.07 12:15 | modify | 20 | 0.10 | 0.68034 | 0.66034 | 0.68884 | ||
77 | 2022.12.13 14:40 | t/p | 20 | 0.10 | 0.68884 | 0.66034 | 0.68884 | 81.21 | 11886.21 |
78 | 2022.12.16 16:30 | sell | 21 | 0.10 | 0.66915 | 0.00000 | 0.00000 | ||
79 | 2022.12.16 16:30 | modify | 21 | 0.10 | 0.66915 | 0.68915 | 0.64715 | ||
80 | 2022.12.23 16:05 | close | 21 | 0.10 | 0.66989 | 0.68915 | 0.64715 | -6.27 | 11879.94 |
81 | 2022.12.23 16:05 | buy | 22 | 0.10 | 0.66989 | 0.00000 | 0.00000 | ||
82 | 2022.12.23 16:05 | modify | 22 | 0.10 | 0.66989 | 0.64989 | 0.69189 | ||
83 | 2023.01.09 02:40 | t/p | 22 | 0.10 | 0.69189 | 0.64989 | 0.69189 | 214.32 | 12094.26 |
84 | 2023.01.12 07:00 | buy | 23 | 0.10 | 0.69048 | 0.00000 | 0.00000 | ||
85 | 2023.01.12 07:00 | modify | 23 | 0.10 | 0.69048 | 0.67048 | 0.71248 | ||
86 | 2023.01.26 05:40 | t/p | 23 | 0.10 | 0.71248 | 0.67048 | 0.71248 | 214.70 | 12308.96 |
87 | 2023.02.06 12:40 | sell | 24 | 0.10 | 0.69151 | 0.00000 | 0.00000 | ||
88 | 2023.02.06 12:40 | modify | 24 | 0.10 | 0.69151 | 0.71151 | 0.66951 | ||
89 | 2023.02.14 08:05 | close | 24 | 0.10 | 0.69602 | 0.71151 | 0.66951 | -43.81 | 12265.15 |
90 | 2023.02.14 08:05 | buy | 25 | 0.10 | 0.69602 | 0.00000 | 0.00000 | ||
91 | 2023.02.14 08:05 | modify | 25 | 0.10 | 0.69602 | 0.67602 | 0.71802 | ||
92 | 2023.02.16 15:05 | modify | 25 | 0.10 | 0.69602 | 0.67602 | 0.70802 | ||
93 | 2023.02.17 08:40 | modify | 25 | 0.10 | 0.69602 | 0.67602 | 0.70452 | ||
94 | 2023.02.23 16:40 | modify | 25 | 0.10 | 0.69602 | 0.67602 | 0.70102 | ||
95 | 2023.02.24 12:06 | s/l | 25 | 0.10 | 0.67602 | 0.67602 | 0.70102 | -204.55 | 12060.60 |
96 | 2023.03.02 16:05 | sell | 26 | 0.10 | 0.67322 | 0.00000 | 0.00000 | ||
97 | 2023.03.02 16:05 | modify | 26 | 0.10 | 0.67322 | 0.69322 | 0.65122 | ||
98 | 2023.03.16 16:05 | close | 26 | 0.10 | 0.66428 | 0.69322 | 0.65122 | 91.66 | 12152.26 |
99 | 2023.03.16 16:05 | buy | 27 | 0.10 | 0.66428 | 0.00000 | 0.00000 | ||
100 | 2023.03.16 16:05 | modify | 27 | 0.10 | 0.66428 | 0.64428 | 0.68628 | ||
101 | 2023.03.31 23:59 | close at stop | 27 | 0.10 | 0.66829 | 0.64428 | 0.68628 | 34.42 | 12186.68 |