Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=7; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=220; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=30; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=220; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 7247 | Ticks modelled | 156476 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1913.39 | Gross profit | 2329.74 | Gross loss | -416.36 |
Profit factor | 5.60 | Expected payoff | 50.35 | ||
Absolute drawdown | 68.79 | Maximal drawdown | 303.06 (2.77%) | Relative drawdown | 2.77% (303.06) |
Total trades | 38 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
Largest | profit trade | 241.51 | loss trade | -126.42 | |
Average | profit trade | 83.21 | loss trade | -41.64 | |
Maximum | consecutive wins (profit in money) | 10 (1016.23) | consecutive losses (loss in money) | 3 (-38.54) | |
Maximal | consecutive profit (count of wins) | 1016.23 (10) | consecutive loss (count of losses) | -126.42 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.08 06:45 | buy | 1 | 0.10 | 0.65996 | 0.00000 | 0.00000 | ||
2 | 2023.03.08 06:45 | modify | 1 | 0.10 | 0.65996 | 0.63796 | 0.68396 | ||
3 | 2023.03.13 09:15 | close | 1 | 0.10 | 0.66411 | 0.63796 | 0.68396 | 39.94 | 10039.94 |
4 | 2023.03.13 09:15 | sell | 2 | 0.10 | 0.66411 | 0.00000 | 0.00000 | ||
5 | 2023.03.13 09:15 | modify | 2 | 0.10 | 0.66411 | 0.68611 | 0.64011 | ||
6 | 2023.03.20 10:45 | close | 2 | 0.10 | 0.66963 | 0.68611 | 0.64011 | -54.44 | 9985.50 |
7 | 2023.03.20 10:45 | buy | 3 | 0.10 | 0.66963 | 0.00000 | 0.00000 | ||
8 | 2023.03.20 10:45 | modify | 3 | 0.10 | 0.66963 | 0.64763 | 0.69363 | ||
9 | 2023.03.23 09:46 | close | 3 | 0.10 | 0.67192 | 0.64763 | 0.69363 | 21.34 | 10006.84 |
10 | 2023.03.23 09:46 | sell | 4 | 0.10 | 0.67192 | 0.00000 | 0.00000 | ||
11 | 2023.03.23 09:46 | modify | 4 | 0.10 | 0.67192 | 0.69392 | 0.64792 | ||
12 | 2023.04.10 06:40 | close | 4 | 0.10 | 0.66664 | 0.69392 | 0.64792 | 54.53 | 10061.37 |
13 | 2023.04.10 06:40 | buy | 5 | 0.10 | 0.66664 | 0.00000 | 0.00000 | ||
14 | 2023.04.10 06:40 | modify | 5 | 0.10 | 0.66664 | 0.64464 | 0.69064 | ||
15 | 2023.04.13 16:50 | modify | 5 | 0.10 | 0.66664 | 0.66964 | 0.69064 | ||
16 | 2023.04.14 15:50 | s/l | 5 | 0.10 | 0.66964 | 0.66964 | 0.69064 | 28.13 | 10089.50 |
17 | 2023.04.26 11:50 | buy | 6 | 0.10 | 0.66174 | 0.00000 | 0.00000 | ||
18 | 2023.04.26 11:50 | modify | 6 | 0.10 | 0.66174 | 0.63974 | 0.68574 | ||
19 | 2023.05.04 06:20 | close | 6 | 0.10 | 0.66688 | 0.63974 | 0.68574 | 48.28 | 10137.78 |
20 | 2023.05.04 06:20 | sell | 7 | 0.10 | 0.66688 | 0.00000 | 0.00000 | ||
21 | 2023.05.04 06:20 | modify | 7 | 0.10 | 0.66688 | 0.68888 | 0.64288 | ||
22 | 2023.05.24 14:10 | modify | 7 | 0.10 | 0.66688 | 0.66388 | 0.64288 | ||
23 | 2023.05.25 01:37 | modify | 7 | 0.10 | 0.66688 | 0.66288 | 0.64288 | ||
24 | 2023.05.31 07:20 | modify | 7 | 0.10 | 0.66688 | 0.65288 | 0.64288 | ||
25 | 2023.06.01 11:07 | s/l | 7 | 0.10 | 0.65288 | 0.65288 | 0.64288 | 143.03 | 10280.81 |
26 | 2023.06.27 08:10 | sell | 8 | 0.10 | 0.66956 | 0.00000 | 0.00000 | ||
27 | 2023.06.27 08:10 | modify | 8 | 0.10 | 0.66956 | 0.69156 | 0.64556 | ||
28 | 2023.07.05 07:20 | close | 8 | 0.10 | 0.66897 | 0.69156 | 0.64556 | 6.77 | 10287.57 |
29 | 2023.07.05 07:20 | buy | 9 | 0.10 | 0.66897 | 0.00000 | 0.00000 | ||
30 | 2023.07.05 07:20 | modify | 9 | 0.10 | 0.66897 | 0.64697 | 0.69297 | ||
31 | 2023.07.13 03:15 | modify | 9 | 0.10 | 0.66897 | 0.67197 | 0.69297 | ||
32 | 2023.07.13 06:45 | modify | 9 | 0.10 | 0.66897 | 0.67297 | 0.69297 | ||
33 | 2023.07.13 13:45 | modify | 9 | 0.10 | 0.66897 | 0.68297 | 0.69297 | ||
34 | 2023.07.14 06:15 | close | 9 | 0.10 | 0.68805 | 0.68297 | 0.69297 | 187.37 | 10474.94 |
35 | 2023.07.14 06:15 | sell | 10 | 0.10 | 0.68805 | 0.00000 | 0.00000 | ||
36 | 2023.07.14 06:15 | modify | 10 | 0.10 | 0.68805 | 0.71005 | 0.66405 | ||
37 | 2023.07.19 10:50 | modify | 10 | 0.10 | 0.68805 | 0.68505 | 0.66405 | ||
38 | 2023.07.21 11:50 | modify | 10 | 0.10 | 0.68805 | 0.68405 | 0.66405 | ||
39 | 2023.07.28 01:50 | modify | 10 | 0.10 | 0.68805 | 0.67405 | 0.66405 | ||
40 | 2023.07.28 07:15 | t/p | 10 | 0.10 | 0.66405 | 0.67405 | 0.66405 | 241.51 | 10716.46 |
41 | 2023.07.28 11:20 | buy | 11 | 0.10 | 0.66724 | 0.00000 | 0.00000 | ||
42 | 2023.07.28 11:20 | modify | 11 | 0.10 | 0.66724 | 0.64524 | 0.69124 | ||
43 | 2023.08.08 09:50 | modify | 11 | 0.10 | 0.66724 | 0.64524 | 0.67524 | ||
44 | 2023.08.09 09:20 | close | 11 | 0.10 | 0.65491 | 0.64524 | 0.67524 | -126.42 | 10590.04 |
45 | 2023.08.09 09:20 | sell | 12 | 0.10 | 0.65491 | 0.00000 | 0.00000 | ||
46 | 2023.08.09 09:20 | modify | 12 | 0.10 | 0.65491 | 0.67691 | 0.63091 | ||
47 | 2023.08.16 18:02 | modify | 12 | 0.10 | 0.65491 | 0.65191 | 0.63091 | ||
48 | 2023.08.17 00:20 | modify | 12 | 0.10 | 0.65491 | 0.65091 | 0.63091 | ||
49 | 2023.08.18 10:20 | close | 12 | 0.10 | 0.64082 | 0.65091 | 0.63091 | 142.09 | 10732.13 |
50 | 2023.08.18 10:20 | buy | 13 | 0.10 | 0.64082 | 0.00000 | 0.00000 | ||
51 | 2023.08.18 10:20 | modify | 13 | 0.10 | 0.64082 | 0.61882 | 0.66482 | ||
52 | 2023.08.24 06:20 | close | 13 | 0.10 | 0.64714 | 0.61882 | 0.66482 | 61.33 | 10793.46 |
53 | 2023.08.24 06:20 | sell | 14 | 0.10 | 0.64714 | 0.00000 | 0.00000 | ||
54 | 2023.08.24 06:20 | modify | 14 | 0.10 | 0.64714 | 0.66914 | 0.62314 | ||
55 | 2023.08.25 07:10 | close | 14 | 0.10 | 0.64209 | 0.66914 | 0.62314 | 50.61 | 10844.07 |
56 | 2023.08.25 07:10 | buy | 15 | 0.10 | 0.64209 | 0.00000 | 0.00000 | ||
57 | 2023.08.25 07:10 | modify | 15 | 0.10 | 0.64209 | 0.62009 | 0.66609 | ||
58 | 2023.09.28 08:15 | close | 15 | 0.10 | 0.63659 | 0.62009 | 0.66609 | -65.60 | 10778.46 |
59 | 2023.09.28 08:15 | sell | 16 | 0.10 | 0.63659 | 0.00000 | 0.00000 | ||
60 | 2023.09.28 08:15 | modify | 16 | 0.10 | 0.63659 | 0.65859 | 0.61259 | ||
61 | 2023.10.09 07:20 | close | 16 | 0.10 | 0.63639 | 0.65859 | 0.61259 | 2.97 | 10781.44 |
62 | 2023.10.09 07:20 | buy | 17 | 0.10 | 0.63639 | 0.00000 | 0.00000 | ||
63 | 2023.10.09 07:20 | modify | 17 | 0.10 | 0.63639 | 0.61439 | 0.66039 | ||
64 | 2023.10.10 06:10 | close | 17 | 0.10 | 0.64060 | 0.61439 | 0.66039 | 41.79 | 10823.22 |
65 | 2023.10.10 06:10 | sell | 18 | 0.10 | 0.64060 | 0.00000 | 0.00000 | ||
66 | 2023.10.10 06:10 | modify | 18 | 0.10 | 0.64060 | 0.66260 | 0.61660 | ||
67 | 2023.10.13 07:20 | close | 18 | 0.10 | 0.63289 | 0.66260 | 0.61660 | 77.64 | 10900.86 |
68 | 2023.10.13 07:20 | buy | 19 | 0.10 | 0.63289 | 0.00000 | 0.00000 | ||
69 | 2023.10.13 07:20 | modify | 19 | 0.10 | 0.63289 | 0.61089 | 0.65689 | ||
70 | 2023.10.17 08:45 | close | 19 | 0.10 | 0.63457 | 0.61089 | 0.65689 | 16.18 | 10917.04 |
71 | 2023.10.17 08:45 | sell | 20 | 0.10 | 0.63457 | 0.00000 | 0.00000 | ||
72 | 2023.10.17 08:45 | modify | 20 | 0.10 | 0.63457 | 0.65657 | 0.61057 | ||
73 | 2023.10.26 06:20 | close | 20 | 0.10 | 0.62988 | 0.65657 | 0.61057 | 48.09 | 10965.13 |
74 | 2023.10.26 06:20 | buy | 21 | 0.10 | 0.62988 | 0.00000 | 0.00000 | ||
75 | 2023.10.26 06:20 | modify | 21 | 0.10 | 0.62988 | 0.60788 | 0.65388 | ||
76 | 2023.11.01 23:43 | modify | 21 | 0.10 | 0.62988 | 0.63288 | 0.65388 | ||
77 | 2023.11.02 09:20 | modify | 21 | 0.10 | 0.62988 | 0.63388 | 0.65388 | ||
78 | 2023.11.03 12:46 | modify | 21 | 0.10 | 0.62988 | 0.64388 | 0.65388 | ||
79 | 2023.11.06 07:20 | close | 21 | 0.10 | 0.65056 | 0.64388 | 0.65388 | 203.99 | 11169.12 |
80 | 2023.11.06 07:20 | sell | 22 | 0.10 | 0.65056 | 0.00000 | 0.00000 | ||
81 | 2023.11.06 07:20 | modify | 22 | 0.10 | 0.65056 | 0.67256 | 0.62656 | ||
82 | 2023.11.09 19:15 | modify | 22 | 0.10 | 0.65056 | 0.64756 | 0.62656 | ||
83 | 2023.11.09 22:20 | modify | 22 | 0.10 | 0.65056 | 0.64656 | 0.62656 | ||
84 | 2023.11.14 09:20 | close | 22 | 0.10 | 0.63750 | 0.64656 | 0.62656 | 131.47 | 11300.59 |
85 | 2023.11.14 09:20 | buy | 23 | 0.10 | 0.63750 | 0.00000 | 0.00000 | ||
86 | 2023.11.14 09:20 | modify | 23 | 0.10 | 0.63750 | 0.61550 | 0.66150 | ||
87 | 2023.11.14 17:50 | modify | 23 | 0.10 | 0.63750 | 0.64050 | 0.66150 | ||
88 | 2023.11.15 08:20 | modify | 23 | 0.10 | 0.63750 | 0.64150 | 0.66150 | ||
89 | 2023.11.21 00:33 | modify | 23 | 0.10 | 0.63750 | 0.65150 | 0.66150 | ||
90 | 2023.11.28 01:10 | t/p | 23 | 0.10 | 0.66150 | 0.65150 | 0.66150 | 235.63 | 11536.22 |
91 | 2023.11.30 07:40 | sell | 24 | 0.10 | 0.66287 | 0.00000 | 0.00000 | ||
92 | 2023.11.30 07:40 | modify | 24 | 0.10 | 0.66287 | 0.68487 | 0.63887 | ||
93 | 2023.12.11 10:16 | close | 24 | 0.10 | 0.65659 | 0.68487 | 0.63887 | 63.77 | 11600.00 |
94 | 2023.12.11 10:16 | buy | 25 | 0.10 | 0.65659 | 0.00000 | 0.00000 | ||
95 | 2023.12.11 10:16 | modify | 25 | 0.10 | 0.65659 | 0.63459 | 0.68059 | ||
96 | 2023.12.14 00:40 | modify | 25 | 0.10 | 0.65659 | 0.65959 | 0.68059 | ||
97 | 2023.12.14 01:02 | modify | 25 | 0.10 | 0.65659 | 0.66059 | 0.68059 | ||
98 | 2023.12.19 14:45 | modify | 25 | 0.10 | 0.65659 | 0.67059 | 0.68059 | ||
99 | 2023.12.20 09:50 | close | 25 | 0.10 | 0.67634 | 0.67059 | 0.68059 | 194.69 | 11794.69 |
100 | 2023.12.20 09:50 | sell | 26 | 0.10 | 0.67634 | 0.00000 | 0.00000 | ||
101 | 2023.12.20 09:50 | modify | 26 | 0.10 | 0.67634 | 0.69834 | 0.65234 | ||
102 | 2023.12.22 07:20 | close | 26 | 0.10 | 0.67852 | 0.69834 | 0.65234 | -21.37 | 11773.32 |
103 | 2023.12.22 07:20 | buy | 27 | 0.10 | 0.67852 | 0.00000 | 0.00000 | ||
104 | 2023.12.22 07:20 | modify | 27 | 0.10 | 0.67852 | 0.65652 | 0.70252 | ||
105 | 2023.12.26 07:50 | close | 27 | 0.10 | 0.68038 | 0.65652 | 0.70252 | 17.98 | 11791.30 |
106 | 2023.12.26 07:50 | sell | 28 | 0.10 | 0.68038 | 0.00000 | 0.00000 | ||
107 | 2023.12.26 07:50 | modify | 28 | 0.10 | 0.68038 | 0.70238 | 0.65638 | ||
108 | 2024.01.05 07:20 | close | 28 | 0.10 | 0.67115 | 0.70238 | 0.65638 | 93.60 | 11884.90 |
109 | 2024.01.05 07:20 | buy | 29 | 0.10 | 0.67115 | 0.00000 | 0.00000 | ||
110 | 2024.01.05 07:20 | modify | 29 | 0.10 | 0.67115 | 0.64915 | 0.69515 | ||
111 | 2024.01.11 09:10 | close | 29 | 0.10 | 0.67114 | 0.64915 | 0.69515 | -1.97 | 11882.93 |
112 | 2024.01.11 09:10 | sell | 30 | 0.10 | 0.67114 | 0.00000 | 0.00000 | ||
113 | 2024.01.11 09:10 | modify | 30 | 0.10 | 0.67114 | 0.69314 | 0.64714 | ||
114 | 2024.01.16 08:20 | close | 30 | 0.10 | 0.66357 | 0.69314 | 0.64714 | 76.02 | 11958.95 |
115 | 2024.01.16 08:20 | buy | 31 | 0.10 | 0.66357 | 0.00000 | 0.00000 | ||
116 | 2024.01.16 08:20 | modify | 31 | 0.10 | 0.66357 | 0.64157 | 0.68757 | ||
117 | 2024.01.18 08:15 | close | 31 | 0.10 | 0.65536 | 0.64157 | 0.68757 | -83.35 | 11875.60 |
118 | 2024.01.18 08:15 | sell | 32 | 0.10 | 0.65536 | 0.00000 | 0.00000 | ||
119 | 2024.01.18 08:15 | modify | 32 | 0.10 | 0.65536 | 0.67736 | 0.63136 | ||
120 | 2024.01.24 06:20 | close | 32 | 0.10 | 0.65787 | 0.67736 | 0.63136 | -24.67 | 11850.94 |
121 | 2024.01.24 06:20 | buy | 33 | 0.10 | 0.65787 | 0.00000 | 0.00000 | ||
122 | 2024.01.24 06:20 | modify | 33 | 0.10 | 0.65787 | 0.63587 | 0.68187 | ||
123 | 2024.01.26 06:16 | close | 33 | 0.10 | 0.65848 | 0.63587 | 0.68187 | 4.85 | 11855.79 |
124 | 2024.01.26 06:16 | sell | 34 | 0.10 | 0.65848 | 0.00000 | 0.00000 | ||
125 | 2024.01.26 06:16 | modify | 34 | 0.10 | 0.65848 | 0.68048 | 0.63448 | ||
126 | 2024.02.13 10:32 | close | 34 | 0.10 | 0.65235 | 0.68048 | 0.63448 | 63.03 | 11918.82 |
127 | 2024.02.13 10:32 | buy | 35 | 0.10 | 0.65235 | 0.00000 | 0.00000 | ||
128 | 2024.02.13 10:32 | modify | 35 | 0.10 | 0.65235 | 0.63035 | 0.67635 | ||
129 | 2024.02.21 06:45 | close | 35 | 0.10 | 0.65591 | 0.63035 | 0.67635 | 33.10 | 11951.92 |
130 | 2024.02.21 06:45 | sell | 36 | 0.10 | 0.65591 | 0.00000 | 0.00000 | ||
131 | 2024.02.21 06:45 | modify | 36 | 0.10 | 0.65591 | 0.67791 | 0.63191 | ||
132 | 2024.02.26 07:16 | close | 36 | 0.10 | 0.65613 | 0.67791 | 0.63191 | -1.66 | 11950.26 |
133 | 2024.02.26 07:16 | buy | 37 | 0.10 | 0.65613 | 0.00000 | 0.00000 | ||
134 | 2024.02.26 07:16 | modify | 37 | 0.10 | 0.65613 | 0.63413 | 0.68013 | ||
135 | 2024.02.27 11:20 | close | 37 | 0.10 | 0.65445 | 0.63413 | 0.68013 | -17.11 | 11933.15 |
136 | 2024.02.27 11:20 | sell | 38 | 0.10 | 0.65445 | 0.00000 | 0.00000 | ||
137 | 2024.02.27 11:20 | modify | 38 | 0.10 | 0.65445 | 0.67645 | 0.63045 | ||
138 | 2024.02.29 23:59 | close at stop | 38 | 0.10 | 0.65647 | 0.67645 | 0.63045 | -19.77 | 11913.39 |