Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=4; RSI_OBSLevels=6; TrendLine_MinGapBars=6; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=180; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=120; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=80; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7201 | Ticks modelled | 155043 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2636.22 | Gross profit | 2989.61 | Gross loss | -353.39 |
Profit factor | 8.46 | Expected payoff | 69.37 | ||
Absolute drawdown | 61.90 | Maximal drawdown | 254.58 (2.42%) | Relative drawdown | 2.42% (254.58) |
Total trades | 38 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 21 (80.95%) |
Profit trades (% of total) | 32 (84.21%) | Loss trades (% of total) | 6 (15.79%) | ||
Largest | profit trade | 201.41 | loss trade | -184.05 | |
Average | profit trade | 93.43 | loss trade | -58.90 | |
Maximum | consecutive wins (profit in money) | 12 (1288.49) | consecutive losses (loss in money) | 1 (-184.05) | |
Maximal | consecutive profit (count of wins) | 1288.49 (12) | consecutive loss (count of losses) | -184.05 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.06 01:02 | buy | 1 | 0.10 | 0.66607 | 0.00000 | 0.00000 | ||
2 | 2023.07.06 01:02 | modify | 1 | 0.10 | 0.66607 | 0.64807 | 0.68607 | ||
3 | 2023.07.12 14:15 | modify | 1 | 0.10 | 0.66607 | 0.66657 | 0.68607 | ||
4 | 2023.07.13 12:15 | t/p | 1 | 0.10 | 0.68607 | 0.66657 | 0.68607 | 197.82 | 10197.82 |
5 | 2023.07.17 09:02 | buy | 2 | 0.10 | 0.68214 | 0.00000 | 0.00000 | ||
6 | 2023.07.17 09:02 | modify | 2 | 0.10 | 0.68214 | 0.66414 | 0.70214 | ||
7 | 2023.07.20 11:59 | close | 2 | 0.10 | 0.68262 | 0.66414 | 0.70214 | 3.24 | 10201.06 |
8 | 2023.07.20 11:59 | sell | 3 | 0.10 | 0.68262 | 0.00000 | 0.00000 | ||
9 | 2023.07.20 11:59 | modify | 3 | 0.10 | 0.68262 | 0.70062 | 0.66262 | ||
10 | 2023.07.21 02:45 | close | 3 | 0.10 | 0.67814 | 0.70062 | 0.66262 | 44.91 | 10245.97 |
11 | 2023.07.21 02:45 | buy | 4 | 0.10 | 0.67814 | 0.00000 | 0.00000 | ||
12 | 2023.07.21 02:45 | modify | 4 | 0.10 | 0.67814 | 0.66014 | 0.69814 | ||
13 | 2023.07.25 09:45 | close | 4 | 0.10 | 0.67653 | 0.66014 | 0.69814 | -16.72 | 10229.24 |
14 | 2023.07.25 09:45 | sell | 5 | 0.10 | 0.67653 | 0.00000 | 0.00000 | ||
15 | 2023.07.25 09:45 | modify | 5 | 0.10 | 0.67653 | 0.69453 | 0.65653 | ||
16 | 2023.07.28 07:10 | modify | 5 | 0.10 | 0.67653 | 0.67603 | 0.65653 | ||
17 | 2023.08.02 12:50 | t/p | 5 | 0.10 | 0.65653 | 0.67603 | 0.65653 | 200.87 | 10430.11 |
18 | 2023.08.08 13:20 | buy | 6 | 0.10 | 0.65217 | 0.00000 | 0.00000 | ||
19 | 2023.08.08 13:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.67217 | ||
20 | 2023.08.16 00:50 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66417 | ||
21 | 2023.08.16 01:15 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66367 | ||
22 | 2023.08.16 01:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66317 | ||
23 | 2023.08.16 17:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66267 | ||
24 | 2023.08.16 19:15 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66217 | ||
25 | 2023.08.16 19:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66167 | ||
26 | 2023.08.17 00:10 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66117 | ||
27 | 2023.08.17 00:15 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66067 | ||
28 | 2023.08.17 00:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.66017 | ||
29 | 2023.08.17 01:20 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.65967 | ||
30 | 2023.08.17 01:33 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.65867 | ||
31 | 2023.08.17 01:40 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.65767 | ||
32 | 2023.08.17 01:46 | modify | 6 | 0.10 | 0.65217 | 0.63417 | 0.65667 | ||
33 | 2023.08.24 01:15 | close | 6 | 0.10 | 0.64740 | 0.63417 | 0.65667 | -53.31 | 10376.79 |
34 | 2023.08.24 01:15 | sell | 7 | 0.10 | 0.64740 | 0.00000 | 0.00000 | ||
35 | 2023.08.24 01:15 | modify | 7 | 0.10 | 0.64740 | 0.66540 | 0.62740 | ||
36 | 2023.09.05 14:37 | close | 7 | 0.10 | 0.63816 | 0.66540 | 0.62740 | 93.48 | 10470.27 |
37 | 2023.09.05 14:37 | buy | 8 | 0.10 | 0.63816 | 0.00000 | 0.00000 | ||
38 | 2023.09.05 14:37 | modify | 8 | 0.10 | 0.63816 | 0.62016 | 0.65816 | ||
39 | 2023.09.20 14:20 | modify | 8 | 0.10 | 0.63816 | 0.63866 | 0.65816 | ||
40 | 2023.09.21 12:32 | s/l | 8 | 0.10 | 0.63866 | 0.63866 | 0.65816 | -0.61 | 10469.66 |
41 | 2023.09.21 13:15 | buy | 9 | 0.10 | 0.64109 | 0.00000 | 0.00000 | ||
42 | 2023.09.21 13:15 | modify | 9 | 0.10 | 0.64109 | 0.62309 | 0.66109 | ||
43 | 2023.09.27 17:37 | modify | 9 | 0.10 | 0.64109 | 0.62309 | 0.65309 | ||
44 | 2023.09.29 01:07 | close | 9 | 0.10 | 0.64226 | 0.62309 | 0.65309 | 9.20 | 10478.87 |
45 | 2023.09.29 01:07 | sell | 10 | 0.10 | 0.64226 | 0.00000 | 0.00000 | ||
46 | 2023.09.29 01:07 | modify | 10 | 0.10 | 0.64226 | 0.66026 | 0.62226 | ||
47 | 2023.09.29 10:32 | modify | 10 | 0.10 | 0.64226 | 0.66026 | 0.63026 | ||
48 | 2023.10.03 11:15 | t/p | 10 | 0.10 | 0.63026 | 0.66026 | 0.63026 | 120.22 | 10599.08 |
49 | 2023.10.03 13:45 | buy | 11 | 0.10 | 0.63159 | 0.00000 | 0.00000 | ||
50 | 2023.10.03 13:45 | modify | 11 | 0.10 | 0.63159 | 0.61359 | 0.65159 | ||
51 | 2023.10.10 02:50 | close | 11 | 0.10 | 0.64110 | 0.61359 | 0.65159 | 92.92 | 10692.00 |
52 | 2023.10.10 02:50 | sell | 12 | 0.10 | 0.64110 | 0.00000 | 0.00000 | ||
53 | 2023.10.10 02:50 | modify | 12 | 0.10 | 0.64110 | 0.65910 | 0.62110 | ||
54 | 2023.10.13 15:50 | modify | 12 | 0.10 | 0.64110 | 0.64060 | 0.62110 | ||
55 | 2023.10.26 05:10 | close | 12 | 0.10 | 0.62884 | 0.64060 | 0.62110 | 124.55 | 10816.55 |
56 | 2023.10.26 05:10 | buy | 13 | 0.10 | 0.62884 | 0.00000 | 0.00000 | ||
57 | 2023.10.26 05:10 | modify | 13 | 0.10 | 0.62884 | 0.61084 | 0.64884 | ||
58 | 2023.11.01 22:40 | modify | 13 | 0.10 | 0.62884 | 0.62934 | 0.64884 | ||
59 | 2023.11.03 12:46 | t/p | 13 | 0.10 | 0.64884 | 0.62934 | 0.64884 | 197.50 | 11014.05 |
60 | 2023.11.06 01:20 | sell | 14 | 0.10 | 0.65085 | 0.00000 | 0.00000 | ||
61 | 2023.11.06 01:20 | modify | 14 | 0.10 | 0.65085 | 0.66885 | 0.63085 | ||
62 | 2023.11.07 15:16 | close | 14 | 0.10 | 0.64252 | 0.66885 | 0.63085 | 83.41 | 11097.46 |
63 | 2023.11.07 15:16 | buy | 15 | 0.10 | 0.64252 | 0.00000 | 0.00000 | ||
64 | 2023.11.07 15:16 | modify | 15 | 0.10 | 0.64252 | 0.62452 | 0.66252 | ||
65 | 2023.11.10 15:20 | modify | 15 | 0.10 | 0.64252 | 0.62452 | 0.65452 | ||
66 | 2023.11.10 15:32 | modify | 15 | 0.10 | 0.64252 | 0.62452 | 0.65402 | ||
67 | 2023.11.15 13:37 | t/p | 15 | 0.10 | 0.65402 | 0.62452 | 0.65402 | 112.50 | 11209.96 |
68 | 2023.11.17 03:32 | buy | 16 | 0.10 | 0.64708 | 0.00000 | 0.00000 | ||
69 | 2023.11.17 03:32 | modify | 16 | 0.10 | 0.64708 | 0.62908 | 0.66708 | ||
70 | 2023.11.27 01:20 | modify | 16 | 0.10 | 0.64708 | 0.64758 | 0.66708 | ||
71 | 2023.11.29 01:20 | t/p | 16 | 0.10 | 0.66708 | 0.64758 | 0.66708 | 196.88 | 11406.85 |
72 | 2023.11.29 02:20 | sell | 17 | 0.10 | 0.66511 | 0.00000 | 0.00000 | ||
73 | 2023.11.29 02:20 | modify | 17 | 0.10 | 0.66511 | 0.68311 | 0.64511 | ||
74 | 2023.11.29 15:02 | close | 17 | 0.10 | 0.66359 | 0.68311 | 0.64511 | 15.20 | 11422.05 |
75 | 2023.11.29 15:02 | buy | 18 | 0.10 | 0.66359 | 0.00000 | 0.00000 | ||
76 | 2023.11.29 15:02 | modify | 18 | 0.10 | 0.66359 | 0.64559 | 0.68359 | ||
77 | 2023.12.04 01:46 | close | 18 | 0.10 | 0.66694 | 0.64559 | 0.68359 | 31.94 | 11453.99 |
78 | 2023.12.04 01:46 | sell | 19 | 0.10 | 0.66694 | 0.00000 | 0.00000 | ||
79 | 2023.12.04 01:46 | modify | 19 | 0.10 | 0.66694 | 0.68494 | 0.64694 | ||
80 | 2023.12.05 16:50 | modify | 19 | 0.10 | 0.66694 | 0.66644 | 0.64694 | ||
81 | 2023.12.11 08:20 | close | 19 | 0.10 | 0.65635 | 0.66644 | 0.64694 | 106.66 | 11560.64 |
82 | 2023.12.11 08:20 | buy | 20 | 0.10 | 0.65635 | 0.00000 | 0.00000 | ||
83 | 2023.12.11 08:20 | modify | 20 | 0.10 | 0.65635 | 0.63835 | 0.67635 | ||
84 | 2023.12.14 00:40 | modify | 20 | 0.10 | 0.65635 | 0.65685 | 0.67635 | ||
85 | 2023.12.19 14:50 | t/p | 20 | 0.10 | 0.67635 | 0.65685 | 0.67635 | 197.50 | 11758.15 |
86 | 2024.01.03 03:45 | buy | 21 | 0.10 | 0.67666 | 0.00000 | 0.00000 | ||
87 | 2024.01.03 03:45 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.69666 | ||
88 | 2024.01.05 09:02 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68866 | ||
89 | 2024.01.05 09:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68816 | ||
90 | 2024.01.05 10:20 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68766 | ||
91 | 2024.01.05 13:32 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68466 | ||
92 | 2024.01.05 13:37 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68416 | ||
93 | 2024.01.16 00:45 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68366 | ||
94 | 2024.01.16 00:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68266 | ||
95 | 2024.01.16 01:02 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68216 | ||
96 | 2024.01.16 03:45 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68166 | ||
97 | 2024.01.16 03:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68116 | ||
98 | 2024.01.16 08:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68066 | ||
99 | 2024.01.16 09:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.68016 | ||
100 | 2024.01.16 10:16 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.67966 | ||
101 | 2024.01.16 14:50 | modify | 21 | 0.10 | 0.67666 | 0.65866 | 0.67916 | ||
102 | 2024.01.16 16:02 | s/l | 21 | 0.10 | 0.65866 | 0.65866 | 0.67916 | -184.05 | 11574.09 |
103 | 2024.01.24 16:15 | sell | 22 | 0.10 | 0.65973 | 0.00000 | 0.00000 | ||
104 | 2024.01.24 16:15 | modify | 22 | 0.10 | 0.65973 | 0.67773 | 0.63973 | ||
105 | 2024.02.05 02:02 | close | 22 | 0.10 | 0.65116 | 0.67773 | 0.63973 | 87.00 | 11661.09 |
106 | 2024.02.05 02:02 | buy | 23 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
107 | 2024.02.05 02:02 | modify | 23 | 0.10 | 0.65116 | 0.63316 | 0.67116 | ||
108 | 2024.02.23 08:20 | close | 23 | 0.10 | 0.65680 | 0.63316 | 0.67116 | 50.16 | 11711.25 |
109 | 2024.02.23 08:20 | sell | 24 | 0.10 | 0.65680 | 0.00000 | 0.00000 | ||
110 | 2024.02.23 08:20 | modify | 24 | 0.10 | 0.65680 | 0.67480 | 0.63680 | ||
111 | 2024.02.26 07:10 | close | 24 | 0.10 | 0.65599 | 0.67480 | 0.63680 | 8.21 | 11719.46 |
112 | 2024.02.26 07:10 | buy | 25 | 0.10 | 0.65599 | 0.00000 | 0.00000 | ||
113 | 2024.02.26 07:10 | modify | 25 | 0.10 | 0.65599 | 0.63799 | 0.67599 | ||
114 | 2024.03.05 06:20 | modify | 25 | 0.10 | 0.65599 | 0.63799 | 0.66799 | ||
115 | 2024.03.21 08:10 | close | 25 | 0.10 | 0.66179 | 0.63799 | 0.66799 | 49.89 | 11769.35 |
116 | 2024.03.21 08:10 | sell | 26 | 0.10 | 0.66179 | 0.00000 | 0.00000 | ||
117 | 2024.03.21 08:10 | modify | 26 | 0.10 | 0.66179 | 0.67979 | 0.64179 | ||
118 | 2024.03.22 12:15 | close | 26 | 0.10 | 0.65239 | 0.67979 | 0.64179 | 94.11 | 11863.46 |
119 | 2024.03.22 12:15 | buy | 27 | 0.10 | 0.65239 | 0.00000 | 0.00000 | ||
120 | 2024.03.22 12:15 | modify | 27 | 0.10 | 0.65239 | 0.63439 | 0.67239 | ||
121 | 2024.04.04 18:03 | close | 27 | 0.10 | 0.66095 | 0.63439 | 0.67239 | 81.55 | 11945.01 |
122 | 2024.04.04 18:03 | sell | 28 | 0.10 | 0.66095 | 0.00000 | 0.00000 | ||
123 | 2024.04.04 18:03 | modify | 28 | 0.10 | 0.66095 | 0.67895 | 0.64095 | ||
124 | 2024.04.05 06:02 | close | 28 | 0.10 | 0.65792 | 0.67895 | 0.64095 | 30.41 | 11975.41 |
125 | 2024.04.05 06:02 | buy | 29 | 0.10 | 0.65792 | 0.00000 | 0.00000 | ||
126 | 2024.04.05 06:02 | modify | 29 | 0.10 | 0.65792 | 0.63992 | 0.67792 | ||
127 | 2024.04.08 12:20 | close | 29 | 0.10 | 0.65832 | 0.63992 | 0.67792 | 3.69 | 11979.10 |
128 | 2024.04.08 12:20 | sell | 30 | 0.10 | 0.65832 | 0.00000 | 0.00000 | ||
129 | 2024.04.08 12:20 | modify | 30 | 0.10 | 0.65832 | 0.67632 | 0.63832 | ||
130 | 2024.04.12 17:20 | modify | 30 | 0.10 | 0.65832 | 0.65782 | 0.63832 | ||
131 | 2024.04.19 01:45 | t/p | 30 | 0.10 | 0.63832 | 0.65782 | 0.63832 | 201.41 | 12180.51 |
132 | 2024.05.01 04:50 | buy | 31 | 0.10 | 0.64758 | 0.00000 | 0.00000 | ||
133 | 2024.05.01 04:50 | modify | 31 | 0.10 | 0.64758 | 0.62958 | 0.66758 | ||
134 | 2024.05.03 03:20 | close | 31 | 0.10 | 0.65702 | 0.62958 | 0.66758 | 93.15 | 12273.66 |
135 | 2024.05.03 03:20 | sell | 32 | 0.10 | 0.65702 | 0.00000 | 0.00000 | ||
136 | 2024.05.03 03:20 | modify | 32 | 0.10 | 0.65702 | 0.67502 | 0.63702 | ||
137 | 2024.05.03 14:07 | modify | 32 | 0.10 | 0.65702 | 0.67502 | 0.64502 | ||
138 | 2024.05.08 09:50 | close | 32 | 0.10 | 0.65762 | 0.67502 | 0.64502 | -5.68 | 12267.99 |
139 | 2024.05.08 09:50 | buy | 33 | 0.10 | 0.65762 | 0.00000 | 0.00000 | ||
140 | 2024.05.08 09:50 | modify | 33 | 0.10 | 0.65762 | 0.63962 | 0.67762 | ||
141 | 2024.05.15 22:16 | modify | 33 | 0.10 | 0.65762 | 0.65812 | 0.67762 | ||
142 | 2024.05.20 03:15 | close | 33 | 0.10 | 0.66960 | 0.65812 | 0.67762 | 116.06 | 12384.04 |
143 | 2024.05.20 03:15 | sell | 34 | 0.10 | 0.66960 | 0.00000 | 0.00000 | ||
144 | 2024.05.20 03:15 | modify | 34 | 0.10 | 0.66960 | 0.68760 | 0.64960 | ||
145 | 2024.05.24 04:45 | close | 34 | 0.10 | 0.66036 | 0.68760 | 0.64960 | 93.05 | 12477.09 |
146 | 2024.05.24 04:45 | buy | 35 | 0.10 | 0.66036 | 0.00000 | 0.00000 | ||
147 | 2024.05.24 04:45 | modify | 35 | 0.10 | 0.66036 | 0.64236 | 0.68036 | ||
148 | 2024.06.04 01:15 | close | 35 | 0.10 | 0.66836 | 0.64236 | 0.68036 | 77.19 | 12554.28 |
149 | 2024.06.04 01:15 | sell | 36 | 0.10 | 0.66836 | 0.00000 | 0.00000 | ||
150 | 2024.06.04 01:15 | modify | 36 | 0.10 | 0.66836 | 0.68636 | 0.64836 | ||
151 | 2024.06.10 01:45 | close | 36 | 0.10 | 0.65870 | 0.68636 | 0.64836 | 97.25 | 12651.53 |
152 | 2024.06.10 01:45 | buy | 37 | 0.10 | 0.65870 | 0.00000 | 0.00000 | ||
153 | 2024.06.10 01:45 | modify | 37 | 0.10 | 0.65870 | 0.64070 | 0.67870 | ||
154 | 2024.06.19 10:07 | close | 37 | 0.10 | 0.66675 | 0.64070 | 0.67870 | 77.69 | 12729.23 |
155 | 2024.06.19 10:07 | sell | 38 | 0.10 | 0.66675 | 0.00000 | 0.00000 | ||
156 | 2024.06.19 10:07 | modify | 38 | 0.10 | 0.66675 | 0.68475 | 0.64675 | ||
157 | 2024.06.28 20:56 | modify | 38 | 0.10 | 0.66675 | 0.68475 | 0.65575 | ||
158 | 2024.06.28 20:59 | close at stop | 38 | 0.10 | 0.67617 | 0.68475 | 0.65575 | -93.01 | 12636.22 |