Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=70; BreakEvenLockin=30; TSMHelp="------------------------------------"; TrailingStart=140; TrailingStop=180; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2615 | Ticks modelled | 79161 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1330.02 | Gross profit | 1364.50 | Gross loss | -34.48 |
Profit factor | 39.58 | Expected payoff | 88.67 | ||
Absolute drawdown | 236.41 | Maximal drawdown | 298.18 (2.96%) | Relative drawdown | 2.96% (298.18) |
Total trades | 15 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 8 (100.00%) |
Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
Largest | profit trade | 247.57 | loss trade | -34.48 | |
Average | profit trade | 97.46 | loss trade | -34.48 | |
Maximum | consecutive wins (profit in money) | 10 (1176.32) | consecutive losses (loss in money) | 1 (-34.48) | |
Maximal | consecutive profit (count of wins) | 1176.32 (10) | consecutive loss (count of losses) | -34.48 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.06.07 14:40 | sell | 1 | 0.10 | 0.66647 | 0.00000 | 0.00000 | ||
2 | 2023.06.07 14:40 | modify | 1 | 0.10 | 0.66647 | 0.00000 | 0.64247 | ||
3 | 2023.08.02 03:40 | modify | 1 | 0.10 | 0.66647 | 0.66347 | 0.64247 | ||
4 | 2023.08.16 01:40 | modify | 1 | 0.10 | 0.66647 | 0.66106 | 0.64247 | ||
5 | 2023.08.16 19:30 | t/p | 1 | 0.10 | 0.64247 | 0.66106 | 0.64247 | 247.57 | 10247.57 |
6 | 2023.08.31 08:40 | sell | 2 | 0.10 | 0.64702 | 0.00000 | 0.00000 | ||
7 | 2023.08.31 08:40 | modify | 2 | 0.10 | 0.64702 | 0.00000 | 0.62302 | ||
8 | 2023.09.05 06:10 | modify | 2 | 0.10 | 0.64702 | 0.64402 | 0.62302 | ||
9 | 2023.09.07 06:20 | close | 2 | 0.10 | 0.63867 | 0.64402 | 0.62302 | 84.26 | 10331.83 |
10 | 2023.09.07 06:20 | buy | 3 | 0.10 | 0.63867 | 0.00000 | 0.00000 | ||
11 | 2023.09.07 06:20 | modify | 3 | 0.10 | 0.63867 | 0.00000 | 0.66267 | ||
12 | 2023.09.14 13:40 | modify | 3 | 0.10 | 0.63867 | 0.64167 | 0.66267 | ||
13 | 2023.09.18 14:15 | s/l | 3 | 0.10 | 0.64167 | 0.64167 | 0.66267 | 27.19 | 10359.02 |
14 | 2023.10.04 04:40 | buy | 4 | 0.10 | 0.63269 | 0.00000 | 0.00000 | ||
15 | 2023.10.04 04:40 | modify | 4 | 0.10 | 0.63269 | 0.00000 | 0.65669 | ||
16 | 2023.10.06 05:40 | close | 4 | 0.10 | 0.63545 | 0.00000 | 0.65669 | 26.35 | 10385.38 |
17 | 2023.10.06 05:40 | sell | 5 | 0.10 | 0.63545 | 0.00000 | 0.00000 | ||
18 | 2023.10.06 05:40 | modify | 5 | 0.10 | 0.63545 | 0.00000 | 0.61145 | ||
19 | 2023.10.26 00:40 | modify | 5 | 0.10 | 0.63545 | 0.63245 | 0.61145 | ||
20 | 2023.10.26 12:40 | s/l | 5 | 0.10 | 0.63245 | 0.63245 | 0.61145 | 32.16 | 10417.54 |
21 | 2023.11.09 13:40 | buy | 6 | 0.10 | 0.64182 | 0.00000 | 0.00000 | ||
22 | 2023.11.09 13:40 | modify | 6 | 0.10 | 0.64182 | 0.00000 | 0.66582 | ||
23 | 2023.11.14 16:30 | modify | 6 | 0.10 | 0.64182 | 0.64482 | 0.66582 | ||
24 | 2023.11.28 15:40 | modify | 6 | 0.10 | 0.64182 | 0.64695 | 0.66582 | ||
25 | 2023.11.28 16:40 | t/p | 6 | 0.10 | 0.66582 | 0.64695 | 0.66582 | 234.70 | 10652.24 |
26 | 2023.12.13 13:20 | buy | 7 | 0.10 | 0.65659 | 0.00000 | 0.00000 | ||
27 | 2023.12.13 13:20 | modify | 7 | 0.10 | 0.65659 | 0.00000 | 0.68059 | ||
28 | 2023.12.13 19:30 | modify | 7 | 0.10 | 0.65659 | 0.65959 | 0.68059 | ||
29 | 2023.12.21 16:40 | modify | 7 | 0.10 | 0.65659 | 0.66167 | 0.68059 | ||
30 | 2023.12.22 11:30 | t/p | 7 | 0.10 | 0.68059 | 0.66167 | 0.68059 | 236.57 | 10888.81 |
31 | 2023.12.28 04:33 | sell | 8 | 0.10 | 0.68368 | 0.00000 | 0.00000 | ||
32 | 2023.12.28 04:33 | modify | 8 | 0.10 | 0.68368 | 0.00000 | 0.65968 | ||
33 | 2024.01.02 15:40 | modify | 8 | 0.10 | 0.68368 | 0.68068 | 0.65968 | ||
34 | 2024.01.16 09:40 | modify | 8 | 0.10 | 0.68368 | 0.67834 | 0.65968 | ||
35 | 2024.01.16 14:40 | t/p | 8 | 0.10 | 0.65968 | 0.67834 | 0.65968 | 241.84 | 11130.65 |
36 | 2024.01.18 06:40 | buy | 9 | 0.10 | 0.65701 | 0.00000 | 0.00000 | ||
37 | 2024.01.18 06:40 | modify | 9 | 0.10 | 0.65701 | 0.00000 | 0.68101 | ||
38 | 2024.01.22 05:40 | close | 9 | 0.10 | 0.65851 | 0.00000 | 0.68101 | 14.38 | 11145.02 |
39 | 2024.01.22 05:40 | sell | 10 | 0.10 | 0.65851 | 0.00000 | 0.00000 | ||
40 | 2024.01.22 05:40 | modify | 10 | 0.10 | 0.65851 | 0.00000 | 0.63451 | ||
41 | 2024.02.01 10:40 | modify | 10 | 0.10 | 0.65851 | 0.65551 | 0.63451 | ||
42 | 2024.02.01 16:06 | s/l | 10 | 0.10 | 0.65551 | 0.65551 | 0.63451 | 31.30 | 11176.32 |
43 | 2024.02.12 08:40 | sell | 11 | 0.10 | 0.65134 | 0.00000 | 0.00000 | ||
44 | 2024.02.12 08:40 | modify | 11 | 0.10 | 0.65134 | 0.00000 | 0.62734 | ||
45 | 2024.02.27 05:05 | close | 11 | 0.10 | 0.65495 | 0.00000 | 0.62734 | -34.48 | 11141.84 |
46 | 2024.02.27 05:05 | buy | 12 | 0.10 | 0.65495 | 0.00000 | 0.00000 | ||
47 | 2024.02.27 05:05 | modify | 12 | 0.10 | 0.65495 | 0.00000 | 0.67895 | ||
48 | 2024.03.07 16:30 | modify | 12 | 0.10 | 0.65495 | 0.65795 | 0.67895 | ||
49 | 2024.03.14 15:30 | s/l | 12 | 0.10 | 0.65795 | 0.65795 | 0.67895 | 24.39 | 11166.23 |
50 | 2024.03.18 07:40 | buy | 13 | 0.10 | 0.65728 | 0.00000 | 0.00000 | ||
51 | 2024.03.18 07:40 | modify | 13 | 0.10 | 0.65728 | 0.00000 | 0.68128 | ||
52 | 2024.04.09 13:40 | modify | 13 | 0.10 | 0.65728 | 0.66028 | 0.68128 | ||
53 | 2024.04.10 12:20 | s/l | 13 | 0.10 | 0.66028 | 0.66028 | 0.68128 | 22.83 | 11189.06 |
54 | 2024.04.17 06:40 | buy | 14 | 0.10 | 0.64311 | 0.00000 | 0.00000 | ||
55 | 2024.04.17 06:40 | modify | 14 | 0.10 | 0.64311 | 0.00000 | 0.66711 | ||
56 | 2024.04.24 01:20 | modify | 14 | 0.10 | 0.64311 | 0.64611 | 0.66711 | ||
57 | 2024.04.29 14:15 | close | 14 | 0.10 | 0.65457 | 0.64611 | 0.66711 | 110.86 | 11299.91 |
58 | 2024.04.29 14:15 | sell | 15 | 0.10 | 0.65457 | 0.00000 | 0.00000 | ||
59 | 2024.04.29 14:15 | modify | 15 | 0.10 | 0.65457 | 0.00000 | 0.63057 | ||
60 | 2024.04.30 20:40 | modify | 15 | 0.10 | 0.65457 | 0.65157 | 0.63057 | ||
61 | 2024.04.30 23:26 | s/l | 15 | 0.10 | 0.65157 | 0.65157 | 0.63057 | 30.11 | 11330.02 |