Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=6; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=200; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=40; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=180; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2619 | Ticks modelled | 79387 | Modelling quality | n/a |
Mismatched charts errors | 29 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1404.91 | Gross profit | 1522.62 | Gross loss | -117.71 |
Profit factor | 12.94 | Expected payoff | 93.66 | ||
Absolute drawdown | 59.89 | Maximal drawdown | 298.18 (2.73%) | Relative drawdown | 2.75% (284.81) |
Total trades | 15 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
Largest | profit trade | 241.41 | loss trade | -62.50 | |
Average | profit trade | 117.12 | loss trade | -58.85 | |
Maximum | consecutive wins (profit in money) | 8 (698.81) | consecutive losses (loss in money) | 1 (-62.50) | |
Maximal | consecutive profit (count of wins) | 698.81 (8) | consecutive loss (count of losses) | -62.50 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.02 13:20 | sell | 1 | 0.10 | 0.67934 | 0.00000 | 0.00000 | ||
2 | 2022.12.02 13:20 | modify | 1 | 0.10 | 0.67934 | 0.69934 | 0.65534 | ||
3 | 2022.12.07 13:40 | close | 1 | 0.10 | 0.67180 | 0.69934 | 0.65534 | 75.72 | 10075.72 |
4 | 2022.12.07 13:40 | buy | 2 | 0.10 | 0.67180 | 0.00000 | 0.00000 | ||
5 | 2022.12.07 13:40 | modify | 2 | 0.10 | 0.67180 | 0.65180 | 0.69580 | ||
6 | 2023.01.09 00:40 | modify | 2 | 0.10 | 0.67180 | 0.68595 | 0.69580 | ||
7 | 2023.01.09 02:30 | modify | 2 | 0.10 | 0.67180 | 0.68785 | 0.69580 | ||
8 | 2023.01.09 05:40 | modify | 2 | 0.10 | 0.67180 | 0.68972 | 0.69580 | ||
9 | 2023.01.09 15:40 | modify | 2 | 0.10 | 0.67180 | 0.69380 | 0.69580 | ||
10 | 2023.01.09 17:30 | s/l | 2 | 0.10 | 0.69380 | 0.69380 | 0.69580 | 209.71 | 10285.43 |
11 | 2023.01.16 08:20 | sell | 3 | 0.10 | 0.69638 | 0.00000 | 0.00000 | ||
12 | 2023.01.16 08:20 | modify | 3 | 0.10 | 0.69638 | 0.71638 | 0.67238 | ||
13 | 2023.01.25 07:15 | modify | 3 | 0.10 | 0.69638 | 0.71638 | 0.68838 | ||
14 | 2023.02.06 14:40 | t/p | 3 | 0.10 | 0.68838 | 0.71638 | 0.68838 | 82.27 | 10367.70 |
15 | 2023.02.14 13:05 | sell | 4 | 0.10 | 0.69442 | 0.00000 | 0.00000 | ||
16 | 2023.02.14 13:05 | modify | 4 | 0.10 | 0.69442 | 0.71442 | 0.67042 | ||
17 | 2023.02.24 12:06 | modify | 4 | 0.10 | 0.69442 | 0.68023 | 0.67042 | ||
18 | 2023.02.24 13:20 | modify | 4 | 0.10 | 0.69442 | 0.67867 | 0.67042 | ||
19 | 2023.02.24 13:40 | modify | 4 | 0.10 | 0.69442 | 0.67698 | 0.67042 | ||
20 | 2023.02.27 03:40 | modify | 4 | 0.10 | 0.69442 | 0.67242 | 0.67042 | ||
21 | 2023.02.27 05:40 | t/p | 4 | 0.10 | 0.67042 | 0.67242 | 0.67042 | 241.41 | 10609.11 |
22 | 2023.02.27 18:40 | buy | 5 | 0.10 | 0.67446 | 0.00000 | 0.00000 | ||
23 | 2023.02.27 18:40 | modify | 5 | 0.10 | 0.67446 | 0.65446 | 0.69846 | ||
24 | 2023.03.07 19:40 | modify | 5 | 0.10 | 0.67446 | 0.65446 | 0.68246 | ||
25 | 2023.03.31 06:40 | close | 5 | 0.10 | 0.67000 | 0.65446 | 0.68246 | -55.20 | 10553.91 |
26 | 2023.03.31 06:40 | sell | 6 | 0.10 | 0.67000 | 0.00000 | 0.00000 | ||
27 | 2023.03.31 06:40 | modify | 6 | 0.10 | 0.67000 | 0.69000 | 0.64600 | ||
28 | 2023.04.27 06:00 | close | 6 | 0.10 | 0.66312 | 0.69000 | 0.64600 | 71.72 | 10625.63 |
29 | 2023.04.27 06:00 | buy | 7 | 0.10 | 0.66312 | 0.00000 | 0.00000 | ||
30 | 2023.04.27 06:00 | modify | 7 | 0.10 | 0.66312 | 0.64312 | 0.68712 | ||
31 | 2023.05.10 12:40 | modify | 7 | 0.10 | 0.66312 | 0.67776 | 0.68712 | ||
32 | 2023.05.10 13:40 | s/l | 7 | 0.10 | 0.67776 | 0.67776 | 0.68712 | 142.97 | 10768.60 |
33 | 2023.06.13 18:40 | sell | 8 | 0.10 | 0.67555 | 0.00000 | 0.00000 | ||
34 | 2023.06.13 18:40 | modify | 8 | 0.10 | 0.67555 | 0.69555 | 0.65155 | ||
35 | 2023.08.02 06:30 | modify | 8 | 0.10 | 0.67555 | 0.66142 | 0.65155 | ||
36 | 2023.08.02 13:40 | modify | 8 | 0.10 | 0.67555 | 0.65957 | 0.65155 | ||
37 | 2023.08.02 14:40 | modify | 8 | 0.10 | 0.67555 | 0.65693 | 0.65155 | ||
38 | 2023.08.03 07:05 | modify | 8 | 0.10 | 0.67555 | 0.65355 | 0.65155 | ||
39 | 2023.08.03 07:40 | s/l | 8 | 0.10 | 0.65355 | 0.65355 | 0.65155 | 225.73 | 10994.33 |
40 | 2023.08.25 18:40 | buy | 9 | 0.10 | 0.64288 | 0.00000 | 0.00000 | ||
41 | 2023.08.25 18:40 | modify | 9 | 0.10 | 0.64288 | 0.62288 | 0.66688 | ||
42 | 2023.08.31 08:40 | close | 9 | 0.10 | 0.64702 | 0.62288 | 0.66688 | 39.53 | 11033.86 |
43 | 2023.08.31 08:40 | sell | 10 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
44 | 2023.08.31 08:40 | modify | 10 | 0.10 | 0.64702 | 0.66702 | 0.62302 | ||
45 | 2023.10.03 14:40 | modify | 10 | 0.10 | 0.64702 | 0.63299 | 0.62302 | ||
46 | 2023.10.04 09:40 | s/l | 10 | 0.10 | 0.63299 | 0.63299 | 0.62302 | 143.76 | 11177.62 |
47 | 2023.10.04 11:05 | buy | 11 | 0.10 | 0.63350 | 0.00000 | 0.00000 | ||
48 | 2023.10.04 11:05 | modify | 11 | 0.10 | 0.63350 | 0.61350 | 0.65750 | ||
49 | 2023.10.06 11:40 | close | 11 | 0.10 | 0.63530 | 0.61350 | 0.65750 | 16.75 | 11194.37 |
50 | 2023.10.06 11:40 | sell | 12 | 0.10 | 0.63530 | 0.00000 | 0.00000 | ||
51 | 2023.10.06 11:40 | modify | 12 | 0.10 | 0.63530 | 0.65530 | 0.61130 | ||
52 | 2023.10.16 06:20 | close | 12 | 0.10 | 0.63277 | 0.65530 | 0.61130 | 26.17 | 11220.54 |
53 | 2023.10.16 06:20 | buy | 13 | 0.10 | 0.63277 | 0.00000 | 0.00000 | ||
54 | 2023.10.16 06:20 | modify | 13 | 0.10 | 0.63277 | 0.61277 | 0.65677 | ||
55 | 2023.10.18 12:30 | close | 13 | 0.10 | 0.63605 | 0.61277 | 0.65677 | 32.18 | 11252.72 |
56 | 2023.10.18 12:30 | sell | 14 | 0.10 | 0.63605 | 0.00000 | 0.00000 | ||
57 | 2023.10.18 12:30 | modify | 14 | 0.10 | 0.63605 | 0.65605 | 0.61205 | ||
58 | 2023.11.03 17:40 | modify | 14 | 0.10 | 0.63605 | 0.65605 | 0.62805 | ||
59 | 2023.11.09 14:30 | close | 14 | 0.10 | 0.64256 | 0.65605 | 0.62805 | -62.50 | 11190.21 |
60 | 2023.11.09 14:30 | buy | 15 | 0.10 | 0.64256 | 0.00000 | 0.00000 | ||
61 | 2023.11.09 14:30 | modify | 15 | 0.10 | 0.64256 | 0.62256 | 0.66656 | ||
62 | 2023.11.27 11:05 | modify | 15 | 0.10 | 0.64256 | 0.65669 | 0.66656 | ||
63 | 2023.11.28 01:40 | modify | 15 | 0.10 | 0.64256 | 0.65849 | 0.66656 | ||
64 | 2023.11.28 15:30 | modify | 15 | 0.10 | 0.64256 | 0.66011 | 0.66656 | ||
65 | 2023.11.28 16:30 | modify | 15 | 0.10 | 0.64256 | 0.66456 | 0.66656 | ||
66 | 2023.11.28 18:10 | s/l | 15 | 0.10 | 0.66456 | 0.66456 | 0.66656 | 214.70 | 11404.91 |