Symbol | EURAUD (Euro vs Australian 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=4; RSI_OBSLevels=4; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=160; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79320 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1215.69 | Gross profit | 1257.27 | Gross loss | -41.58 |
Profit factor | 30.24 | Expected payoff | 63.98 | ||
Absolute drawdown | 116.30 | Maximal drawdown | 291.08 (2.85%) | Relative drawdown | 2.85% (291.08) |
Total trades | 19 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
Largest | profit trade | 80.70 | loss trade | -32.25 | |
Average | profit trade | 73.96 | loss trade | -20.79 | |
Maximum | consecutive wins (profit in money) | 15 (1098.68) | consecutive losses (loss in money) | 1 (-32.25) | |
Maximal | consecutive profit (count of wins) | 1098.68 (15) | consecutive loss (count of losses) | -32.25 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.03 11:40 | buy | 1 | 0.10 | 1.63943 | 0.00000 | 0.00000 | ||
2 | 2023.07.03 11:40 | modify | 1 | 0.10 | 1.63943 | 0.00000 | 1.65143 | ||
3 | 2023.07.10 06:33 | modify | 1 | 0.10 | 1.63943 | 1.63175 | 1.65143 | ||
4 | 2023.07.10 09:30 | t/p | 1 | 0.10 | 1.65143 | 1.63175 | 1.65143 | 78.46 | 10078.46 |
5 | 2023.07.18 13:40 | sell | 2 | 0.10 | 1.64908 | 0.00000 | 0.00000 | ||
6 | 2023.07.18 13:40 | modify | 2 | 0.10 | 1.64908 | 0.00000 | 1.63708 | ||
7 | 2023.07.20 08:30 | modify | 2 | 0.10 | 1.64908 | 1.65687 | 1.63708 | ||
8 | 2023.07.25 02:40 | t/p | 2 | 0.10 | 1.63708 | 1.65687 | 1.63708 | 80.13 | 10158.59 |
9 | 2023.08.03 13:40 | sell | 3 | 0.10 | 1.67063 | 0.00000 | 0.00000 | ||
10 | 2023.08.03 13:40 | modify | 3 | 0.10 | 1.67063 | 0.00000 | 1.65863 | ||
11 | 2023.09.04 08:40 | close | 3 | 0.10 | 1.67140 | 0.00000 | 1.65863 | -9.33 | 10149.26 |
12 | 2023.09.04 08:40 | buy | 4 | 0.10 | 1.67140 | 0.00000 | 0.00000 | ||
13 | 2023.09.04 08:40 | modify | 4 | 0.10 | 1.67140 | 0.00000 | 1.68340 | ||
14 | 2023.09.05 04:30 | modify | 4 | 0.10 | 1.67140 | 1.66428 | 1.68340 | ||
15 | 2023.09.05 05:53 | t/p | 4 | 0.10 | 1.68340 | 1.66428 | 1.68340 | 80.70 | 10229.95 |
16 | 2023.10.04 08:30 | sell | 5 | 0.10 | 1.65813 | 0.00000 | 0.00000 | ||
17 | 2023.10.04 08:30 | modify | 5 | 0.10 | 1.65813 | 0.00000 | 1.64613 | ||
18 | 2023.10.09 18:10 | modify | 5 | 0.10 | 1.65813 | 1.66600 | 1.64613 | ||
19 | 2023.10.10 01:30 | t/p | 5 | 0.10 | 1.64613 | 1.66600 | 1.64613 | 80.27 | 10310.22 |
20 | 2023.10.13 13:05 | sell | 6 | 0.10 | 1.66481 | 0.00000 | 0.00000 | ||
21 | 2023.10.13 13:05 | modify | 6 | 0.10 | 1.66481 | 0.00000 | 1.65281 | ||
22 | 2023.10.18 06:40 | modify | 6 | 0.10 | 1.66481 | 1.67280 | 1.65281 | ||
23 | 2023.10.18 12:30 | close | 6 | 0.10 | 1.66056 | 1.67280 | 1.65281 | 28.31 | 10338.53 |
24 | 2023.10.18 12:30 | buy | 7 | 0.10 | 1.66056 | 0.00000 | 0.00000 | ||
25 | 2023.10.18 12:30 | modify | 7 | 0.10 | 1.66056 | 0.00000 | 1.67256 | ||
26 | 2023.10.19 00:40 | modify | 7 | 0.10 | 1.66056 | 1.65267 | 1.67256 | ||
27 | 2023.10.19 02:30 | t/p | 7 | 0.10 | 1.67256 | 1.65267 | 1.67256 | 79.95 | 10418.47 |
28 | 2023.10.20 13:40 | sell | 8 | 0.10 | 1.67350 | 0.00000 | 0.00000 | ||
29 | 2023.10.20 13:40 | modify | 8 | 0.10 | 1.67350 | 0.00000 | 1.66150 | ||
30 | 2023.10.25 00:10 | modify | 8 | 0.10 | 1.67350 | 1.68109 | 1.66150 | ||
31 | 2023.10.25 00:30 | t/p | 8 | 0.10 | 1.66150 | 1.68109 | 1.66150 | 80.68 | 10499.15 |
32 | 2023.11.12 22:40 | sell | 9 | 0.10 | 1.67788 | 0.00000 | 0.00000 | ||
33 | 2023.11.12 22:40 | modify | 9 | 0.10 | 1.67788 | 0.00000 | 1.66588 | ||
34 | 2023.11.15 08:40 | modify | 9 | 0.10 | 1.67788 | 1.68498 | 1.66588 | ||
35 | 2023.11.15 10:40 | t/p | 9 | 0.10 | 1.66588 | 1.68498 | 1.66588 | 80.68 | 10579.83 |
36 | 2023.12.04 08:06 | buy | 10 | 0.10 | 1.63789 | 0.00000 | 0.00000 | ||
37 | 2023.12.04 08:06 | modify | 10 | 0.10 | 1.63789 | 0.00000 | 1.64989 | ||
38 | 2023.12.05 03:30 | modify | 10 | 0.10 | 1.63789 | 1.63082 | 1.64989 | ||
39 | 2023.12.05 11:40 | t/p | 10 | 0.10 | 1.64989 | 1.63082 | 1.64989 | 80.70 | 10660.52 |
40 | 2023.12.18 14:40 | buy | 11 | 0.10 | 1.62712 | 0.00000 | 0.00000 | ||
41 | 2023.12.18 14:40 | modify | 11 | 0.10 | 1.62712 | 0.00000 | 1.63912 | ||
42 | 2024.01.05 13:06 | modify | 11 | 0.10 | 1.62712 | 1.61930 | 1.63912 | ||
43 | 2024.01.08 13:40 | t/p | 11 | 0.10 | 1.63912 | 1.61930 | 1.63912 | 73.20 | 10733.73 |
44 | 2024.01.30 08:33 | buy | 12 | 0.10 | 1.64004 | 0.00000 | 0.00000 | ||
45 | 2024.01.30 08:33 | modify | 12 | 0.10 | 1.64004 | 0.00000 | 1.65204 | ||
46 | 2024.01.31 01:30 | modify | 12 | 0.10 | 1.64004 | 1.63222 | 1.65204 | ||
47 | 2024.02.01 05:40 | t/p | 12 | 0.10 | 1.65204 | 1.63222 | 1.65204 | 79.58 | 10813.31 |
48 | 2024.02.19 18:20 | buy | 13 | 0.10 | 1.64899 | 0.00000 | 0.00000 | ||
49 | 2024.02.19 18:20 | modify | 13 | 0.10 | 1.64899 | 0.00000 | 1.66099 | ||
50 | 2024.02.26 13:15 | modify | 13 | 0.10 | 1.64899 | 1.64100 | 1.66099 | ||
51 | 2024.02.27 02:20 | t/p | 13 | 0.10 | 1.66099 | 1.64100 | 1.66099 | 78.07 | 10891.38 |
52 | 2024.03.08 15:40 | buy | 14 | 0.10 | 1.65114 | 0.00000 | 0.00000 | ||
53 | 2024.03.08 15:40 | modify | 14 | 0.10 | 1.65114 | 0.00000 | 1.66314 | ||
54 | 2024.03.15 08:20 | modify | 14 | 0.10 | 1.65114 | 1.64353 | 1.66314 | ||
55 | 2024.03.17 21:15 | close | 14 | 0.10 | 1.65746 | 1.64353 | 1.66314 | 40.08 | 10931.46 |
56 | 2024.03.17 21:15 | sell | 15 | 0.10 | 1.65746 | 0.00000 | 0.00000 | ||
57 | 2024.03.17 21:15 | modify | 15 | 0.10 | 1.65746 | 0.00000 | 1.64546 | ||
58 | 2024.03.21 07:30 | modify | 15 | 0.10 | 1.65746 | 1.66534 | 1.64546 | ||
59 | 2024.04.04 05:40 | t/p | 15 | 0.10 | 1.64546 | 1.66534 | 1.64546 | 78.34 | 11009.81 |
60 | 2024.04.10 09:40 | buy | 16 | 0.10 | 1.64030 | 0.00000 | 0.00000 | ||
61 | 2024.04.10 09:40 | modify | 16 | 0.10 | 1.64030 | 0.00000 | 1.65230 | ||
62 | 2024.04.10 13:30 | modify | 16 | 0.10 | 1.64030 | 1.63267 | 1.65230 | ||
63 | 2024.04.16 00:40 | t/p | 16 | 0.10 | 1.65230 | 1.63267 | 1.65230 | 78.82 | 11088.63 |
64 | 2024.04.29 14:40 | buy | 17 | 0.10 | 1.63534 | 0.00000 | 0.00000 | ||
65 | 2024.04.29 14:40 | modify | 17 | 0.10 | 1.63534 | 0.00000 | 1.64734 | ||
66 | 2024.04.30 12:20 | modify | 17 | 0.10 | 1.63534 | 1.62739 | 1.64734 | ||
67 | 2024.04.30 13:30 | t/p | 17 | 0.10 | 1.64734 | 1.62739 | 1.64734 | 80.70 | 11169.32 |
68 | 2024.05.23 10:40 | sell | 18 | 0.10 | 1.63311 | 0.00000 | 0.00000 | ||
69 | 2024.05.23 10:40 | modify | 18 | 0.10 | 1.63311 | 0.00000 | 1.62111 | ||
70 | 2024.06.11 13:05 | modify | 18 | 0.10 | 1.63311 | 1.64015 | 1.62111 | ||
71 | 2024.06.12 12:40 | t/p | 18 | 0.10 | 1.62111 | 1.64015 | 1.62111 | 78.62 | 11247.94 |
72 | 2024.06.20 13:05 | buy | 19 | 0.10 | 1.61023 | 0.00000 | 0.00000 | ||
73 | 2024.06.20 13:05 | modify | 19 | 0.10 | 1.61023 | 0.00000 | 1.62223 | ||
74 | 2024.06.28 23:59 | close at stop | 19 | 0.10 | 1.60590 | 0.00000 | 1.62223 | -32.25 | 11215.69 |