Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 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=3; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=220; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=40; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=220; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=40; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2604 | Ticks modelled | 78504 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1140.81 | Gross profit | 1248.77 | Gross loss | -107.95 |
Profit factor | 11.57 | Expected payoff | 38.03 | ||
Absolute drawdown | 58.89 | Maximal drawdown | 245.95 (2.33%) | Relative drawdown | 2.33% (245.95) |
Total trades | 30 | Short positions (won %) | 20 (90.00%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 28 (93.33%) | Loss trades (% of total) | 2 (6.67%) | ||
Largest | profit trade | 198.13 | loss trade | -79.83 | |
Average | profit trade | 44.60 | loss trade | -53.98 | |
Maximum | consecutive wins (profit in money) | 11 (491.18) | consecutive losses (loss in money) | 1 (-79.83) | |
Maximal | consecutive profit (count of wins) | 491.18 (11) | consecutive loss (count of losses) | -79.83 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.03 06:30 | sell | 1 | 0.10 | 0.66490 | 0.00000 | 0.00000 | ||
2 | 2023.07.03 06:30 | modify | 1 | 0.10 | 0.66490 | 0.68690 | 0.64490 | ||
3 | 2023.07.06 14:33 | modify | 1 | 0.10 | 0.66490 | 0.66140 | 0.64490 | ||
4 | 2023.07.06 15:00 | s/l | 1 | 0.10 | 0.66140 | 0.66140 | 0.64490 | 35.54 | 10035.54 |
5 | 2023.07.20 12:40 | sell | 2 | 0.10 | 0.68043 | 0.00000 | 0.00000 | ||
6 | 2023.07.20 12:40 | modify | 2 | 0.10 | 0.68043 | 0.70243 | 0.66043 | ||
7 | 2023.07.21 01:40 | modify | 2 | 0.10 | 0.68043 | 0.67693 | 0.66043 | ||
8 | 2023.07.21 01:55 | s/l | 2 | 0.10 | 0.67693 | 0.67693 | 0.66043 | 35.11 | 10070.65 |
9 | 2023.07.24 02:30 | buy | 3 | 0.10 | 0.67386 | 0.00000 | 0.00000 | ||
10 | 2023.07.24 02:30 | modify | 3 | 0.10 | 0.67386 | 0.65186 | 0.69386 | ||
11 | 2023.07.25 14:40 | modify | 3 | 0.10 | 0.67386 | 0.67736 | 0.69386 | ||
12 | 2023.07.25 21:05 | s/l | 3 | 0.10 | 0.67736 | 0.67736 | 0.69386 | 34.69 | 10105.34 |
13 | 2023.08.03 12:30 | buy | 4 | 0.10 | 0.65444 | 0.00000 | 0.00000 | ||
14 | 2023.08.03 12:30 | modify | 4 | 0.10 | 0.65444 | 0.63244 | 0.67444 | ||
15 | 2023.08.04 01:40 | modify | 4 | 0.10 | 0.65444 | 0.65794 | 0.67444 | ||
16 | 2023.08.04 02:20 | s/l | 4 | 0.10 | 0.65794 | 0.65794 | 0.67444 | 34.69 | 10140.03 |
17 | 2023.09.12 01:00 | sell | 5 | 0.10 | 0.64207 | 0.00000 | 0.00000 | ||
18 | 2023.09.12 01:00 | modify | 5 | 0.10 | 0.64207 | 0.66407 | 0.62207 | ||
19 | 2023.09.27 04:05 | modify | 5 | 0.10 | 0.64207 | 0.63857 | 0.62207 | ||
20 | 2023.09.27 04:30 | s/l | 5 | 0.10 | 0.63857 | 0.63857 | 0.62207 | 36.62 | 10176.65 |
21 | 2023.10.04 04:20 | buy | 6 | 0.10 | 0.63122 | 0.00000 | 0.00000 | ||
22 | 2023.10.04 04:20 | modify | 6 | 0.10 | 0.63122 | 0.60922 | 0.65122 | ||
23 | 2023.10.05 01:20 | modify | 6 | 0.10 | 0.63122 | 0.63472 | 0.65122 | ||
24 | 2023.10.05 07:20 | s/l | 6 | 0.10 | 0.63472 | 0.63472 | 0.65122 | 34.06 | 10210.71 |
25 | 2023.10.06 05:20 | sell | 7 | 0.10 | 0.63634 | 0.00000 | 0.00000 | ||
26 | 2023.10.06 05:20 | modify | 7 | 0.10 | 0.63634 | 0.65834 | 0.61634 | ||
27 | 2023.10.06 12:40 | modify | 7 | 0.10 | 0.63634 | 0.63284 | 0.61634 | ||
28 | 2023.10.06 12:55 | s/l | 7 | 0.10 | 0.63284 | 0.63284 | 0.61634 | 35.00 | 10245.71 |
29 | 2023.10.17 08:40 | sell | 8 | 0.10 | 0.63423 | 0.00000 | 0.00000 | ||
30 | 2023.10.17 08:40 | modify | 8 | 0.10 | 0.63423 | 0.65623 | 0.61423 | ||
31 | 2023.10.19 02:30 | modify | 8 | 0.10 | 0.63423 | 0.63073 | 0.61423 | ||
32 | 2023.10.19 03:15 | s/l | 8 | 0.10 | 0.63073 | 0.63073 | 0.61423 | 35.43 | 10281.15 |
33 | 2023.10.31 01:30 | sell | 9 | 0.10 | 0.63634 | 0.00000 | 0.00000 | ||
34 | 2023.10.31 01:30 | modify | 9 | 0.10 | 0.63634 | 0.65834 | 0.61634 | ||
35 | 2023.10.31 15:40 | modify | 9 | 0.10 | 0.63634 | 0.63284 | 0.61634 | ||
36 | 2023.10.31 15:59 | s/l | 9 | 0.10 | 0.63284 | 0.63284 | 0.61634 | 35.00 | 10316.15 |
37 | 2023.11.02 14:40 | sell | 10 | 0.10 | 0.64172 | 0.00000 | 0.00000 | ||
38 | 2023.11.02 14:40 | modify | 10 | 0.10 | 0.64172 | 0.66372 | 0.62172 | ||
39 | 2023.11.09 19:40 | modify | 10 | 0.10 | 0.64172 | 0.63822 | 0.62172 | ||
40 | 2023.11.10 13:40 | close | 10 | 0.10 | 0.63678 | 0.63822 | 0.62172 | 50.27 | 10366.41 |
41 | 2023.11.10 13:40 | buy | 11 | 0.10 | 0.63678 | 0.00000 | 0.00000 | ||
42 | 2023.11.10 13:40 | modify | 11 | 0.10 | 0.63678 | 0.61478 | 0.65678 | ||
43 | 2023.11.14 13:30 | modify | 11 | 0.10 | 0.63678 | 0.64028 | 0.65678 | ||
44 | 2023.11.14 19:40 | modify | 11 | 0.10 | 0.63678 | 0.64478 | 0.65678 | ||
45 | 2023.11.15 13:40 | close | 11 | 0.10 | 0.64935 | 0.64478 | 0.65678 | 124.76 | 10491.18 |
46 | 2023.11.15 13:40 | sell | 12 | 0.10 | 0.64935 | 0.00000 | 0.00000 | ||
47 | 2023.11.15 13:40 | modify | 12 | 0.10 | 0.64935 | 0.67135 | 0.62935 | ||
48 | 2023.12.06 01:00 | close | 12 | 0.10 | 0.65756 | 0.67135 | 0.62935 | -79.83 | 10411.35 |
49 | 2023.12.06 01:00 | buy | 13 | 0.10 | 0.65756 | 0.00000 | 0.00000 | ||
50 | 2023.12.06 01:00 | modify | 13 | 0.10 | 0.65756 | 0.63556 | 0.67756 | ||
51 | 2023.12.07 17:40 | modify | 13 | 0.10 | 0.65756 | 0.66106 | 0.67756 | ||
52 | 2023.12.07 17:55 | s/l | 13 | 0.10 | 0.66106 | 0.66106 | 0.67756 | 34.06 | 10445.41 |
53 | 2023.12.13 12:05 | buy | 14 | 0.10 | 0.65619 | 0.00000 | 0.00000 | ||
54 | 2023.12.13 12:05 | modify | 14 | 0.10 | 0.65619 | 0.63419 | 0.67619 | ||
55 | 2023.12.13 19:20 | modify | 14 | 0.10 | 0.65619 | 0.65969 | 0.67619 | ||
56 | 2023.12.14 01:30 | modify | 14 | 0.10 | 0.65619 | 0.66419 | 0.67619 | ||
57 | 2023.12.19 14:30 | modify | 14 | 0.10 | 0.65619 | 0.67419 | 0.67619 | ||
58 | 2023.12.19 14:40 | t/p | 14 | 0.10 | 0.67619 | 0.67419 | 0.67619 | 198.13 | 10643.54 |
59 | 2023.12.20 12:40 | sell | 15 | 0.10 | 0.67576 | 0.00000 | 0.00000 | ||
60 | 2023.12.20 12:40 | modify | 15 | 0.10 | 0.67576 | 0.69776 | 0.65576 | ||
61 | 2024.01.03 13:40 | modify | 15 | 0.10 | 0.67576 | 0.67226 | 0.65576 | ||
62 | 2024.01.03 14:40 | s/l | 15 | 0.10 | 0.67226 | 0.67226 | 0.65576 | 36.51 | 10680.06 |
63 | 2024.01.09 04:33 | sell | 16 | 0.10 | 0.67119 | 0.00000 | 0.00000 | ||
64 | 2024.01.09 04:33 | modify | 16 | 0.10 | 0.67119 | 0.69319 | 0.65119 | ||
65 | 2024.01.11 13:40 | modify | 16 | 0.10 | 0.67119 | 0.66769 | 0.65119 | ||
66 | 2024.01.11 13:55 | s/l | 16 | 0.10 | 0.66769 | 0.66769 | 0.65119 | 35.43 | 10715.49 |
67 | 2024.01.18 01:05 | buy | 17 | 0.10 | 0.65552 | 0.00000 | 0.00000 | ||
68 | 2024.01.18 01:05 | modify | 17 | 0.10 | 0.65552 | 0.63352 | 0.67552 | ||
69 | 2024.01.19 09:40 | modify | 17 | 0.10 | 0.65552 | 0.65902 | 0.67552 | ||
70 | 2024.01.19 13:40 | s/l | 17 | 0.10 | 0.65902 | 0.65902 | 0.67552 | 34.69 | 10750.18 |
71 | 2024.01.22 04:40 | sell | 18 | 0.10 | 0.65893 | 0.00000 | 0.00000 | ||
72 | 2024.01.22 04:40 | modify | 18 | 0.10 | 0.65893 | 0.68093 | 0.63893 | ||
73 | 2024.02.01 05:30 | modify | 18 | 0.10 | 0.65893 | 0.65543 | 0.63893 | ||
74 | 2024.02.01 16:06 | s/l | 18 | 0.10 | 0.65543 | 0.65543 | 0.63893 | 36.30 | 10786.47 |
75 | 2024.02.12 08:30 | sell | 19 | 0.10 | 0.65178 | 0.00000 | 0.00000 | ||
76 | 2024.02.12 08:30 | modify | 19 | 0.10 | 0.65178 | 0.67378 | 0.63178 | ||
77 | 2024.02.13 13:40 | modify | 19 | 0.10 | 0.65178 | 0.64828 | 0.63178 | ||
78 | 2024.02.13 13:55 | s/l | 19 | 0.10 | 0.64828 | 0.64828 | 0.63178 | 35.11 | 10821.58 |
79 | 2024.02.16 08:40 | sell | 20 | 0.10 | 0.65163 | 0.00000 | 0.00000 | ||
80 | 2024.02.16 08:40 | modify | 20 | 0.10 | 0.65163 | 0.67363 | 0.63163 | ||
81 | 2024.02.27 04:30 | close | 20 | 0.10 | 0.65454 | 0.67363 | 0.63163 | -28.13 | 10793.46 |
82 | 2024.02.27 04:30 | buy | 21 | 0.10 | 0.65454 | 0.00000 | 0.00000 | ||
83 | 2024.02.27 04:30 | modify | 21 | 0.10 | 0.65454 | 0.63254 | 0.67454 | ||
84 | 2024.03.07 04:30 | modify | 21 | 0.10 | 0.65454 | 0.65804 | 0.67454 | ||
85 | 2024.03.07 05:30 | s/l | 21 | 0.10 | 0.65804 | 0.65804 | 0.67454 | 31.57 | 10825.03 |
86 | 2024.03.08 13:05 | sell | 22 | 0.10 | 0.66242 | 0.00000 | 0.00000 | ||
87 | 2024.03.08 13:05 | modify | 22 | 0.10 | 0.66242 | 0.68442 | 0.64242 | ||
88 | 2024.03.14 15:20 | modify | 22 | 0.10 | 0.66242 | 0.65892 | 0.64242 | ||
89 | 2024.03.14 16:30 | s/l | 22 | 0.10 | 0.65892 | 0.65892 | 0.64242 | 35.65 | 10860.67 |
90 | 2024.03.18 01:30 | buy | 23 | 0.10 | 0.65656 | 0.00000 | 0.00000 | ||
91 | 2024.03.18 01:30 | modify | 23 | 0.10 | 0.65656 | 0.63456 | 0.67656 | ||
92 | 2024.03.21 00:30 | modify | 23 | 0.10 | 0.65656 | 0.66006 | 0.67656 | ||
93 | 2024.03.21 11:40 | s/l | 23 | 0.10 | 0.66006 | 0.66006 | 0.67656 | 33.44 | 10894.12 |
94 | 2024.03.26 08:15 | sell | 24 | 0.10 | 0.65350 | 0.00000 | 0.00000 | ||
95 | 2024.03.26 08:15 | modify | 24 | 0.10 | 0.65350 | 0.67550 | 0.63350 | ||
96 | 2024.03.28 09:06 | modify | 24 | 0.10 | 0.65350 | 0.65000 | 0.63350 | ||
97 | 2024.03.28 12:30 | s/l | 24 | 0.10 | 0.65000 | 0.65000 | 0.63350 | 35.43 | 10929.55 |
98 | 2024.04.03 06:40 | sell | 25 | 0.10 | 0.65114 | 0.00000 | 0.00000 | ||
99 | 2024.04.03 06:40 | modify | 25 | 0.10 | 0.65114 | 0.67314 | 0.63114 | ||
100 | 2024.04.12 13:40 | modify | 25 | 0.10 | 0.65114 | 0.64764 | 0.63114 | ||
101 | 2024.04.12 14:05 | s/l | 25 | 0.10 | 0.64764 | 0.64764 | 0.63114 | 36.19 | 10965.74 |
102 | 2024.04.17 01:30 | buy | 26 | 0.10 | 0.64207 | 0.00000 | 0.00000 | ||
103 | 2024.04.17 01:30 | modify | 26 | 0.10 | 0.64207 | 0.62007 | 0.66207 | ||
104 | 2024.04.23 01:05 | modify | 26 | 0.10 | 0.64207 | 0.64557 | 0.66207 | ||
105 | 2024.04.23 01:30 | s/l | 26 | 0.10 | 0.64557 | 0.64557 | 0.66207 | 33.13 | 10998.87 |
106 | 2024.04.29 12:40 | sell | 27 | 0.10 | 0.65550 | 0.00000 | 0.00000 | ||
107 | 2024.04.29 12:40 | modify | 27 | 0.10 | 0.65550 | 0.67750 | 0.63550 | ||
108 | 2024.04.30 12:30 | modify | 27 | 0.10 | 0.65550 | 0.65200 | 0.63550 | ||
109 | 2024.05.01 18:30 | s/l | 27 | 0.10 | 0.65200 | 0.65200 | 0.63550 | 35.22 | 11034.08 |
110 | 2024.05.28 07:05 | sell | 28 | 0.10 | 0.66561 | 0.00000 | 0.00000 | ||
111 | 2024.05.28 07:05 | modify | 28 | 0.10 | 0.66561 | 0.68761 | 0.64561 | ||
112 | 2024.05.29 16:05 | modify | 28 | 0.10 | 0.66561 | 0.66211 | 0.64561 | ||
113 | 2024.05.29 16:40 | s/l | 28 | 0.10 | 0.66211 | 0.66211 | 0.64561 | 35.11 | 11069.19 |
114 | 2024.06.03 03:40 | sell | 29 | 0.10 | 0.66442 | 0.00000 | 0.00000 | ||
115 | 2024.06.03 03:40 | modify | 29 | 0.10 | 0.66442 | 0.68642 | 0.64442 | ||
116 | 2024.06.07 13:30 | modify | 29 | 0.10 | 0.66442 | 0.66092 | 0.64442 | ||
117 | 2024.06.10 15:30 | s/l | 29 | 0.10 | 0.66092 | 0.66092 | 0.64442 | 35.76 | 11104.95 |
118 | 2024.06.20 01:05 | sell | 30 | 0.10 | 0.66674 | 0.00000 | 0.00000 | ||
119 | 2024.06.20 01:05 | modify | 30 | 0.10 | 0.66674 | 0.68874 | 0.64674 | ||
120 | 2024.06.28 01:40 | modify | 30 | 0.10 | 0.66674 | 0.66324 | 0.64674 | ||
121 | 2024.06.28 02:20 | s/l | 30 | 0.10 | 0.66324 | 0.66324 | 0.64674 | 35.87 | 11140.81 |