Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=9; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=90; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=120; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2610 | Ticks modelled | 78891 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1732.01 | Gross profit | 1733.65 | Gross loss | -1.64 |
Profit factor | 1059.88 | Expected payoff | 144.33 | ||
Absolute drawdown | 48.20 | Maximal drawdown | 316.05 (2.97%) | Relative drawdown | 2.97% (316.05) |
Total trades | 12 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
Largest | profit trade | 241.41 | loss trade | -1.64 | |
Average | profit trade | 157.60 | loss trade | -1.64 | |
Maximum | consecutive wins (profit in money) | 9 (1255.36) | consecutive losses (loss in money) | 1 (-1.64) | |
Maximal | consecutive profit (count of wins) | 1255.36 (9) | consecutive loss (count of losses) | -1.64 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.06 13:40 | buy | 1 | 0.10 | 0.67936 | 0.00000 | 0.00000 | ||
2 | 2023.01.06 13:40 | modify | 1 | 0.10 | 0.67936 | 0.65536 | 0.70336 | ||
3 | 2023.01.06 20:40 | modify | 1 | 0.10 | 0.67936 | 0.67986 | 0.70336 | ||
4 | 2023.01.09 04:40 | modify | 1 | 0.10 | 0.67936 | 0.68104 | 0.70336 | ||
5 | 2023.01.09 07:05 | modify | 1 | 0.10 | 0.67936 | 0.68231 | 0.70336 | ||
6 | 2023.01.12 13:40 | modify | 1 | 0.10 | 0.67936 | 0.68633 | 0.70336 | ||
7 | 2023.01.13 08:40 | modify | 1 | 0.10 | 0.67936 | 0.68736 | 0.70336 | ||
8 | 2023.01.16 01:30 | modify | 1 | 0.10 | 0.67936 | 0.68877 | 0.70336 | ||
9 | 2023.01.16 02:40 | modify | 1 | 0.10 | 0.67936 | 0.68987 | 0.70336 | ||
10 | 2023.01.18 07:40 | modify | 1 | 0.10 | 0.67936 | 0.69117 | 0.70336 | ||
11 | 2023.01.18 08:05 | t/p | 1 | 0.10 | 0.70336 | 0.69117 | 0.70336 | 236.88 | 10236.88 |
12 | 2023.02.14 13:05 | sell | 2 | 0.10 | 0.69442 | 0.00000 | 0.00000 | ||
13 | 2023.02.14 13:05 | modify | 2 | 0.10 | 0.69442 | 0.71842 | 0.67042 | ||
14 | 2023.02.16 15:05 | modify | 2 | 0.10 | 0.69442 | 0.69392 | 0.67042 | ||
15 | 2023.02.22 19:40 | modify | 2 | 0.10 | 0.69442 | 0.69171 | 0.67042 | ||
16 | 2023.02.23 16:40 | modify | 2 | 0.10 | 0.69442 | 0.69067 | 0.67042 | ||
17 | 2023.02.24 11:20 | modify | 2 | 0.10 | 0.69442 | 0.68966 | 0.67042 | ||
18 | 2023.02.24 11:40 | modify | 2 | 0.10 | 0.69442 | 0.68843 | 0.67042 | ||
19 | 2023.02.24 12:33 | modify | 2 | 0.10 | 0.69442 | 0.68708 | 0.67042 | ||
20 | 2023.02.24 13:30 | modify | 2 | 0.10 | 0.69442 | 0.68595 | 0.67042 | ||
21 | 2023.02.24 14:40 | modify | 2 | 0.10 | 0.69442 | 0.68409 | 0.67042 | ||
22 | 2023.02.27 03:40 | modify | 2 | 0.10 | 0.69442 | 0.68303 | 0.67042 | ||
23 | 2023.02.27 05:40 | t/p | 2 | 0.10 | 0.67042 | 0.68303 | 0.67042 | 241.41 | 10478.29 |
24 | 2023.03.09 14:05 | buy | 3 | 0.10 | 0.66370 | 0.00000 | 0.00000 | ||
25 | 2023.03.09 14:05 | modify | 3 | 0.10 | 0.66370 | 0.63970 | 0.68770 | ||
26 | 2023.03.14 04:15 | close | 3 | 0.10 | 0.66363 | 0.63970 | 0.68770 | -1.64 | 10476.65 |
27 | 2023.03.14 04:15 | sell | 4 | 0.10 | 0.66363 | 0.00000 | 0.00000 | ||
28 | 2023.03.14 04:15 | modify | 4 | 0.10 | 0.66363 | 0.68763 | 0.63963 | ||
29 | 2023.04.27 05:40 | close | 4 | 0.10 | 0.66380 | 0.68763 | 0.63963 | 3.28 | 10479.93 |
30 | 2023.04.27 05:40 | buy | 5 | 0.10 | 0.66380 | 0.00000 | 0.00000 | ||
31 | 2023.04.27 05:40 | modify | 5 | 0.10 | 0.66380 | 0.63980 | 0.68780 | ||
32 | 2023.05.05 03:30 | modify | 5 | 0.10 | 0.66380 | 0.66430 | 0.68780 | ||
33 | 2023.05.08 04:40 | modify | 5 | 0.10 | 0.66380 | 0.66546 | 0.68780 | ||
34 | 2023.05.08 06:40 | modify | 5 | 0.10 | 0.66380 | 0.66678 | 0.68780 | ||
35 | 2023.05.08 13:20 | modify | 5 | 0.10 | 0.66380 | 0.66782 | 0.68780 | ||
36 | 2023.05.10 12:40 | modify | 5 | 0.10 | 0.66380 | 0.66976 | 0.68780 | ||
37 | 2023.05.11 14:05 | s/l | 5 | 0.10 | 0.66976 | 0.66976 | 0.68780 | 55.23 | 10535.16 |
38 | 2023.05.19 06:30 | buy | 6 | 0.10 | 0.66499 | 0.00000 | 0.00000 | ||
39 | 2023.05.19 06:30 | modify | 6 | 0.10 | 0.66499 | 0.64099 | 0.68899 | ||
40 | 2023.06.09 14:20 | modify | 6 | 0.10 | 0.66499 | 0.66549 | 0.68899 | ||
41 | 2023.06.13 07:40 | modify | 6 | 0.10 | 0.66499 | 0.66666 | 0.68899 | ||
42 | 2023.06.13 12:40 | modify | 6 | 0.10 | 0.66499 | 0.66793 | 0.68899 | ||
43 | 2023.06.14 13:20 | modify | 6 | 0.10 | 0.66499 | 0.66905 | 0.68899 | ||
44 | 2023.06.14 14:20 | modify | 6 | 0.10 | 0.66499 | 0.67042 | 0.68899 | ||
45 | 2023.06.14 14:40 | modify | 6 | 0.10 | 0.66499 | 0.67152 | 0.68899 | ||
46 | 2023.06.15 13:40 | modify | 6 | 0.10 | 0.66499 | 0.67338 | 0.68899 | ||
47 | 2023.06.15 15:30 | modify | 6 | 0.10 | 0.66499 | 0.67457 | 0.68899 | ||
48 | 2023.06.15 16:40 | modify | 6 | 0.10 | 0.66499 | 0.67571 | 0.68899 | ||
49 | 2023.06.15 18:30 | modify | 6 | 0.10 | 0.66499 | 0.67686 | 0.68899 | ||
50 | 2023.06.15 18:40 | t/p | 6 | 0.10 | 0.68899 | 0.67686 | 0.68899 | 231.58 | 10766.74 |
51 | 2023.06.22 10:15 | buy | 7 | 0.10 | 0.68006 | 0.00000 | 0.00000 | ||
52 | 2023.06.22 10:15 | modify | 7 | 0.10 | 0.68006 | 0.65606 | 0.70406 | ||
53 | 2023.06.28 14:40 | modify | 7 | 0.10 | 0.68006 | 0.65606 | 0.68406 | ||
54 | 2023.07.13 07:40 | t/p | 7 | 0.10 | 0.68406 | 0.65606 | 0.68406 | 33.45 | 10800.19 |
55 | 2023.07.20 14:20 | sell | 8 | 0.10 | 0.68010 | 0.00000 | 0.00000 | ||
56 | 2023.07.20 14:20 | modify | 8 | 0.10 | 0.68010 | 0.70410 | 0.65610 | ||
57 | 2023.07.27 18:40 | modify | 8 | 0.10 | 0.68010 | 0.67960 | 0.65610 | ||
58 | 2023.07.28 03:40 | modify | 8 | 0.10 | 0.68010 | 0.67780 | 0.65610 | ||
59 | 2023.07.28 04:40 | modify | 8 | 0.10 | 0.68010 | 0.67654 | 0.65610 | ||
60 | 2023.07.28 07:30 | modify | 8 | 0.10 | 0.68010 | 0.67551 | 0.65610 | ||
61 | 2023.08.01 12:20 | modify | 8 | 0.10 | 0.68010 | 0.67435 | 0.65610 | ||
62 | 2023.08.01 12:40 | modify | 8 | 0.10 | 0.68010 | 0.67280 | 0.65610 | ||
63 | 2023.08.02 03:30 | modify | 8 | 0.10 | 0.68010 | 0.67154 | 0.65610 | ||
64 | 2023.08.02 04:40 | modify | 8 | 0.10 | 0.68010 | 0.67009 | 0.65610 | ||
65 | 2023.08.02 06:40 | modify | 8 | 0.10 | 0.68010 | 0.66878 | 0.65610 | ||
66 | 2023.08.02 13:30 | t/p | 8 | 0.10 | 0.65610 | 0.66878 | 0.65610 | 241.19 | 11041.38 |
67 | 2023.10.11 12:05 | sell | 9 | 0.10 | 0.64018 | 0.00000 | 0.00000 | ||
68 | 2023.10.11 12:05 | modify | 9 | 0.10 | 0.64018 | 0.66418 | 0.61618 | ||
69 | 2023.10.12 18:40 | modify | 9 | 0.10 | 0.64018 | 0.63968 | 0.61618 | ||
70 | 2023.10.25 01:05 | s/l | 9 | 0.10 | 0.63968 | 0.63968 | 0.61618 | 6.51 | 11047.90 |
71 | 2023.11.09 14:40 | buy | 10 | 0.10 | 0.64309 | 0.00000 | 0.00000 | ||
72 | 2023.11.09 14:40 | modify | 10 | 0.10 | 0.64309 | 0.61909 | 0.66709 | ||
73 | 2023.11.15 11:20 | modify | 10 | 0.10 | 0.64309 | 0.64359 | 0.66709 | ||
74 | 2023.11.21 00:30 | modify | 10 | 0.10 | 0.64309 | 0.64471 | 0.66709 | ||
75 | 2023.11.21 02:40 | modify | 10 | 0.10 | 0.64309 | 0.64596 | 0.66709 | ||
76 | 2023.11.24 15:40 | modify | 10 | 0.10 | 0.64309 | 0.64704 | 0.66709 | ||
77 | 2023.11.27 10:30 | modify | 10 | 0.10 | 0.64309 | 0.64807 | 0.66709 | ||
78 | 2023.11.27 13:05 | modify | 10 | 0.10 | 0.64309 | 0.64924 | 0.66709 | ||
79 | 2023.11.28 01:40 | modify | 10 | 0.10 | 0.64309 | 0.65049 | 0.66709 | ||
80 | 2023.11.28 15:30 | modify | 10 | 0.10 | 0.64309 | 0.65211 | 0.66709 | ||
81 | 2023.11.28 16:30 | modify | 10 | 0.10 | 0.64309 | 0.65372 | 0.66709 | ||
82 | 2023.11.29 01:30 | modify | 10 | 0.10 | 0.64309 | 0.65497 | 0.66709 | ||
83 | 2023.11.29 01:40 | t/p | 10 | 0.10 | 0.66709 | 0.65497 | 0.66709 | 234.39 | 11282.28 |
84 | 2023.12.07 13:30 | buy | 11 | 0.10 | 0.65841 | 0.00000 | 0.00000 | ||
85 | 2023.12.07 13:30 | modify | 11 | 0.10 | 0.65841 | 0.63441 | 0.68241 | ||
86 | 2023.12.14 00:20 | modify | 11 | 0.10 | 0.65841 | 0.65891 | 0.68241 | ||
87 | 2023.12.14 03:05 | modify | 11 | 0.10 | 0.65841 | 0.66066 | 0.68241 | ||
88 | 2023.12.19 12:30 | modify | 11 | 0.10 | 0.65841 | 0.66171 | 0.68241 | ||
89 | 2023.12.19 14:20 | modify | 11 | 0.10 | 0.65841 | 0.66302 | 0.68241 | ||
90 | 2023.12.19 14:40 | modify | 11 | 0.10 | 0.65841 | 0.66460 | 0.68241 | ||
91 | 2023.12.20 04:40 | modify | 11 | 0.10 | 0.65841 | 0.66564 | 0.68241 | ||
92 | 2023.12.21 13:40 | modify | 11 | 0.10 | 0.65841 | 0.66707 | 0.68241 | ||
93 | 2023.12.21 20:40 | modify | 11 | 0.10 | 0.65841 | 0.66815 | 0.68241 | ||
94 | 2023.12.22 12:05 | modify | 11 | 0.10 | 0.65841 | 0.66940 | 0.68241 | ||
95 | 2023.12.22 14:40 | t/p | 11 | 0.10 | 0.68241 | 0.66940 | 0.68241 | 235.32 | 11517.60 |
96 | 2023.12.28 09:33 | sell | 12 | 0.10 | 0.68235 | 0.00000 | 0.00000 | ||
97 | 2023.12.28 09:33 | modify | 12 | 0.10 | 0.68235 | 0.70635 | 0.65835 | ||
98 | 2023.12.29 21:20 | modify | 12 | 0.10 | 0.68235 | 0.68050 | 0.65835 | ||
99 | 2023.12.29 21:33 | modify | 12 | 0.10 | 0.68235 | 0.67290 | 0.65835 | ||
100 | 2023.12.29 23:59 | close at stop | 12 | 0.10 | 0.66092 | 0.67290 | 0.65835 | 214.41 | 11732.01 |