Symbol | EURAUD (Euro vs Australian 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=2; RSI_OBSLevels=1; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79872 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1249.10 | Gross profit | 1305.18 | Gross loss | -56.07 |
Profit factor | 23.28 | Expected payoff | 83.27 | ||
Absolute drawdown | 146.65 | Maximal drawdown | 285.10 (2.73%) | Relative drawdown | 2.73% (285.10) |
Total trades | 15 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
Largest | profit trade | 131.29 | loss trade | -56.07 | |
Average | profit trade | 93.23 | loss trade | -56.07 | |
Maximum | consecutive wins (profit in money) | 13 (1175.92) | consecutive losses (loss in money) | 1 (-56.07) | |
Maximal | consecutive profit (count of wins) | 1175.92 (13) | consecutive loss (count of losses) | -56.07 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.12 10:40 | sell | 1 | 0.10 | 1.63008 | 0.00000 | 0.00000 | ||
2 | 2023.05.12 10:40 | modify | 1 | 0.10 | 1.63008 | 0.00000 | 1.61008 | ||
3 | 2023.06.06 04:40 | t/p | 1 | 0.10 | 1.61008 | 0.00000 | 1.61008 | 129.26 | 10129.26 |
4 | 2023.06.07 12:20 | buy | 2 | 0.10 | 1.60125 | 0.00000 | 0.00000 | ||
5 | 2023.06.07 12:20 | modify | 2 | 0.10 | 1.60125 | 0.00000 | 1.62125 | ||
6 | 2023.06.13 10:40 | close | 2 | 0.10 | 1.59311 | 0.00000 | 1.62125 | -56.07 | 10073.18 |
7 | 2023.06.13 10:40 | sell | 3 | 0.10 | 1.59311 | 0.00000 | 0.00000 | ||
8 | 2023.06.13 10:40 | modify | 3 | 0.10 | 1.59311 | 0.00000 | 1.57311 | ||
9 | 2023.06.14 16:30 | close | 3 | 0.10 | 1.59074 | 0.00000 | 1.57311 | 15.55 | 10088.74 |
10 | 2023.06.14 16:30 | buy | 4 | 0.10 | 1.59074 | 0.00000 | 0.00000 | ||
11 | 2023.06.14 16:30 | modify | 4 | 0.10 | 1.59074 | 0.00000 | 1.61074 | ||
12 | 2023.06.20 10:15 | t/p | 4 | 0.10 | 1.61074 | 0.00000 | 1.61074 | 130.12 | 10218.86 |
13 | 2023.06.30 12:40 | buy | 5 | 0.10 | 1.64098 | 0.00000 | 0.00000 | ||
14 | 2023.06.30 12:40 | modify | 5 | 0.10 | 1.64098 | 0.00000 | 1.66098 | ||
15 | 2023.07.17 12:15 | close | 5 | 0.10 | 1.64760 | 0.00000 | 1.66098 | 38.27 | 10257.12 |
16 | 2023.07.17 12:15 | sell | 6 | 0.10 | 1.64760 | 0.00000 | 0.00000 | ||
17 | 2023.07.17 12:15 | modify | 6 | 0.10 | 1.64760 | 0.00000 | 1.62760 | ||
18 | 2023.07.25 14:40 | t/p | 6 | 0.10 | 1.62760 | 0.00000 | 1.62760 | 131.29 | 10388.41 |
19 | 2023.08.03 12:40 | sell | 7 | 0.10 | 1.67280 | 0.00000 | 0.00000 | ||
20 | 2023.08.03 12:40 | modify | 7 | 0.10 | 1.67280 | 0.00000 | 1.65280 | ||
21 | 2023.09.14 16:40 | t/p | 7 | 0.10 | 1.65280 | 0.00000 | 1.65280 | 126.69 | 10515.10 |
22 | 2023.09.15 10:00 | buy | 8 | 0.10 | 1.65263 | 0.00000 | 0.00000 | ||
23 | 2023.09.15 10:00 | modify | 8 | 0.10 | 1.65263 | 0.00000 | 1.67263 | ||
24 | 2023.10.12 12:40 | close | 8 | 0.10 | 1.65648 | 0.00000 | 1.67263 | 15.51 | 10530.61 |
25 | 2023.10.12 12:40 | sell | 9 | 0.10 | 1.65648 | 0.00000 | 0.00000 | ||
26 | 2023.10.12 12:40 | modify | 9 | 0.10 | 1.65648 | 0.00000 | 1.63648 | ||
27 | 2023.12.01 15:20 | t/p | 9 | 0.10 | 1.63648 | 0.00000 | 1.63648 | 125.61 | 10656.21 |
28 | 2023.12.05 16:05 | sell | 10 | 0.10 | 1.64604 | 0.00000 | 0.00000 | ||
29 | 2023.12.05 16:05 | modify | 10 | 0.10 | 1.64604 | 0.00000 | 1.62604 | ||
30 | 2023.12.14 01:30 | t/p | 10 | 0.10 | 1.62604 | 0.00000 | 1.62604 | 130.88 | 10787.09 |
31 | 2023.12.18 13:40 | buy | 11 | 0.10 | 1.62443 | 0.00000 | 0.00000 | ||
32 | 2023.12.18 13:40 | modify | 11 | 0.10 | 1.62443 | 0.00000 | 1.64443 | ||
33 | 2024.01.11 16:30 | t/p | 11 | 0.10 | 1.64443 | 0.00000 | 1.64443 | 122.74 | 10909.83 |
34 | 2024.01.19 14:20 | buy | 12 | 0.10 | 1.65229 | 0.00000 | 0.00000 | ||
35 | 2024.01.19 14:20 | modify | 12 | 0.10 | 1.65229 | 0.00000 | 1.67229 | ||
36 | 2024.03.05 06:20 | t/p | 12 | 0.10 | 1.67229 | 0.00000 | 1.67229 | 116.10 | 11025.93 |
37 | 2024.03.11 13:40 | sell | 13 | 0.10 | 1.65303 | 0.00000 | 0.00000 | ||
38 | 2024.03.11 13:40 | modify | 13 | 0.10 | 1.65303 | 0.00000 | 1.63303 | ||
39 | 2024.04.10 10:00 | close | 13 | 0.10 | 1.63995 | 0.00000 | 1.63303 | 82.51 | 11108.44 |
40 | 2024.04.10 10:00 | buy | 14 | 0.10 | 1.63995 | 0.00000 | 0.00000 | ||
41 | 2024.04.10 10:00 | modify | 14 | 0.10 | 1.63995 | 0.00000 | 1.65995 | ||
42 | 2024.04.16 13:30 | t/p | 14 | 0.10 | 1.65995 | 0.00000 | 1.65995 | 130.12 | 11238.55 |
43 | 2024.04.29 12:20 | buy | 15 | 0.10 | 1.63313 | 0.00000 | 0.00000 | ||
44 | 2024.04.29 12:20 | modify | 15 | 0.10 | 1.63313 | 0.00000 | 1.65313 | ||
45 | 2024.04.30 23:59 | close at stop | 15 | 0.10 | 1.63478 | 0.00000 | 1.65313 | 10.55 | 11249.10 |