Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=17; RSI_OBSLevels=8; TrendLine_MinGapBars=6; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=140; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=30; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=40; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=100; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7239 | Ticks modelled | 155732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1298.48 | Gross profit | 1529.44 | Gross loss | -230.95 |
Profit factor | 6.62 | Expected payoff | 81.16 | ||
Absolute drawdown | 116.76 | Maximal drawdown | 190.50 (14.48%) | Relative drawdown | 14.48% (190.50) |
Total trades | 16 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
Largest | profit trade | 159.92 | loss trade | -142.39 | |
Average | profit trade | 109.25 | loss trade | -115.48 | |
Maximum | consecutive wins (profit in money) | 14 (1529.44) | consecutive losses (loss in money) | 1 (-142.39) | |
Maximal | consecutive profit (count of wins) | 1529.44 (14) | consecutive loss (count of losses) | -142.39 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.17 08:45 | sell | 1 | 0.10 | 0.64756 | 0.00000 | 0.00000 | ||
2 | 2023.11.17 08:45 | modify | 1 | 0.10 | 0.64756 | 0.66156 | 0.63156 | ||
3 | 2023.11.21 01:20 | modify | 1 | 0.10 | 0.64756 | 0.66156 | 0.64156 | ||
4 | 2023.11.24 13:16 | close | 1 | 0.10 | 0.65636 | 0.66156 | 0.64156 | -88.56 | 911.44 |
5 | 2023.11.24 13:16 | buy | 2 | 0.10 | 0.65636 | 0.00000 | 0.00000 | ||
6 | 2023.11.24 13:16 | modify | 2 | 0.10 | 0.65636 | 0.64236 | 0.67236 | ||
7 | 2023.11.28 16:50 | modify | 2 | 0.10 | 0.65636 | 0.66244 | 0.67236 | ||
8 | 2023.11.29 09:45 | s/l | 2 | 0.10 | 0.66244 | 0.66244 | 0.67236 | 59.77 | 971.21 |
9 | 2024.01.04 03:32 | sell | 3 | 0.10 | 0.67453 | 0.00000 | 0.00000 | ||
10 | 2024.01.04 03:32 | modify | 3 | 0.10 | 0.67453 | 0.68853 | 0.65853 | ||
11 | 2024.01.05 13:37 | modify | 3 | 0.10 | 0.67453 | 0.66830 | 0.65853 | ||
12 | 2024.01.05 13:50 | s/l | 3 | 0.10 | 0.66830 | 0.66830 | 0.65853 | 62.22 | 1033.43 |
13 | 2024.01.10 01:45 | sell | 4 | 0.10 | 0.66975 | 0.00000 | 0.00000 | ||
14 | 2024.01.10 01:45 | modify | 4 | 0.10 | 0.66975 | 0.68375 | 0.65375 | ||
15 | 2024.01.16 14:50 | modify | 4 | 0.10 | 0.66975 | 0.66329 | 0.65375 | ||
16 | 2024.01.17 07:20 | modify | 4 | 0.10 | 0.66975 | 0.65924 | 0.65375 | ||
17 | 2024.01.17 08:45 | modify | 4 | 0.10 | 0.66975 | 0.65575 | 0.65375 | ||
18 | 2024.01.17 09:07 | t/p | 4 | 0.10 | 0.65375 | 0.65575 | 0.65375 | 159.44 | 1192.87 |
19 | 2024.01.18 02:07 | sell | 5 | 0.10 | 0.65642 | 0.00000 | 0.00000 | ||
20 | 2024.01.18 02:07 | modify | 5 | 0.10 | 0.65642 | 0.67042 | 0.64042 | ||
21 | 2024.02.07 16:50 | close | 5 | 0.10 | 0.65219 | 0.67042 | 0.64042 | 40.86 | 1233.73 |
22 | 2024.02.07 16:50 | buy | 6 | 0.10 | 0.65219 | 0.00000 | 0.00000 | ||
23 | 2024.02.07 16:50 | modify | 6 | 0.10 | 0.65219 | 0.63819 | 0.66819 | ||
24 | 2024.02.27 05:15 | close | 6 | 0.10 | 0.65458 | 0.63819 | 0.66819 | 17.06 | 1250.79 |
25 | 2024.02.27 05:15 | sell | 7 | 0.10 | 0.65458 | 0.00000 | 0.00000 | ||
26 | 2024.02.27 05:15 | modify | 7 | 0.10 | 0.65458 | 0.66858 | 0.63858 | ||
27 | 2024.03.08 09:45 | modify | 7 | 0.10 | 0.65458 | 0.66858 | 0.64858 | ||
28 | 2024.04.01 15:40 | t/p | 7 | 0.10 | 0.64858 | 0.66858 | 0.64858 | 57.28 | 1308.07 |
29 | 2024.04.03 07:20 | buy | 8 | 0.10 | 0.65121 | 0.00000 | 0.00000 | ||
30 | 2024.04.03 07:20 | modify | 8 | 0.10 | 0.65121 | 0.63721 | 0.66721 | ||
31 | 2024.04.04 10:50 | modify | 8 | 0.10 | 0.65121 | 0.65727 | 0.66721 | ||
32 | 2024.04.05 01:45 | s/l | 8 | 0.10 | 0.65727 | 0.65727 | 0.66721 | 59.23 | 1367.31 |
33 | 2024.04.30 01:45 | buy | 9 | 0.10 | 0.65536 | 0.00000 | 0.00000 | ||
34 | 2024.04.30 01:45 | modify | 9 | 0.10 | 0.65536 | 0.64136 | 0.67136 | ||
35 | 2024.05.15 12:40 | modify | 9 | 0.10 | 0.65536 | 0.66138 | 0.67136 | ||
36 | 2024.05.15 17:20 | modify | 9 | 0.10 | 0.65536 | 0.66539 | 0.67136 | ||
37 | 2024.05.16 00:20 | modify | 9 | 0.10 | 0.65536 | 0.66936 | 0.67136 | ||
38 | 2024.05.16 00:50 | t/p | 9 | 0.10 | 0.67136 | 0.66936 | 0.67136 | 153.84 | 1521.15 |
39 | 2024.05.31 07:45 | buy | 10 | 0.10 | 0.66329 | 0.00000 | 0.00000 | ||
40 | 2024.05.31 07:45 | modify | 10 | 0.10 | 0.66329 | 0.64929 | 0.67929 | ||
41 | 2024.07.03 14:20 | modify | 10 | 0.10 | 0.66329 | 0.66931 | 0.67929 | ||
42 | 2024.07.11 12:40 | modify | 10 | 0.10 | 0.66329 | 0.67346 | 0.67929 | ||
43 | 2024.07.11 12:45 | modify | 10 | 0.10 | 0.66329 | 0.67729 | 0.67929 | ||
44 | 2024.07.11 12:50 | t/p | 10 | 0.10 | 0.67929 | 0.67729 | 0.67929 | 145.98 | 1667.13 |
45 | 2024.07.18 01:46 | sell | 11 | 0.10 | 0.67364 | 0.00000 | 0.00000 | ||
46 | 2024.07.18 01:46 | modify | 11 | 0.10 | 0.67364 | 0.68764 | 0.65764 | ||
47 | 2024.07.22 14:15 | modify | 11 | 0.10 | 0.67364 | 0.66761 | 0.65764 | ||
48 | 2024.07.24 03:20 | modify | 11 | 0.10 | 0.67364 | 0.66339 | 0.65764 | ||
49 | 2024.07.24 18:40 | modify | 11 | 0.10 | 0.67364 | 0.65964 | 0.65764 | ||
50 | 2024.07.24 23:50 | t/p | 11 | 0.10 | 0.65764 | 0.65964 | 0.65764 | 159.68 | 1826.81 |
51 | 2024.08.02 04:32 | sell | 12 | 0.10 | 0.65167 | 0.00000 | 0.00000 | ||
52 | 2024.08.02 04:32 | modify | 12 | 0.10 | 0.65167 | 0.66567 | 0.63567 | ||
53 | 2024.08.05 06:02 | modify | 12 | 0.10 | 0.65167 | 0.63767 | 0.63567 | ||
54 | 2024.08.05 06:07 | t/p | 12 | 0.10 | 0.63567 | 0.63767 | 0.63567 | 159.92 | 1986.73 |
55 | 2024.08.12 16:45 | buy | 13 | 0.10 | 0.65883 | 0.00000 | 0.00000 | ||
56 | 2024.08.12 16:45 | modify | 13 | 0.10 | 0.65883 | 0.64483 | 0.67483 | ||
57 | 2024.08.19 03:15 | modify | 13 | 0.10 | 0.65883 | 0.66484 | 0.67483 | ||
58 | 2024.08.19 18:15 | modify | 13 | 0.10 | 0.65883 | 0.66893 | 0.67483 | ||
59 | 2024.08.20 12:20 | modify | 13 | 0.10 | 0.65883 | 0.67283 | 0.67483 | ||
60 | 2024.08.20 19:20 | t/p | 13 | 0.10 | 0.67483 | 0.67283 | 0.67483 | 157.26 | 2143.99 |
61 | 2024.09.02 06:20 | sell | 14 | 0.10 | 0.67796 | 0.00000 | 0.00000 | ||
62 | 2024.09.02 06:20 | modify | 14 | 0.10 | 0.67796 | 0.69196 | 0.66196 | ||
63 | 2024.09.06 15:20 | modify | 14 | 0.10 | 0.67796 | 0.67190 | 0.66196 | ||
64 | 2024.09.11 12:46 | modify | 14 | 0.10 | 0.67796 | 0.66785 | 0.66196 | ||
65 | 2024.09.11 14:32 | modify | 14 | 0.10 | 0.67796 | 0.66396 | 0.66196 | ||
66 | 2024.09.11 15:10 | s/l | 14 | 0.10 | 0.66396 | 0.66396 | 0.66196 | 139.28 | 2283.27 |
67 | 2024.09.17 17:20 | buy | 15 | 0.10 | 0.67467 | 0.00000 | 0.00000 | ||
68 | 2024.09.17 17:20 | modify | 15 | 0.10 | 0.67467 | 0.66067 | 0.69067 | ||
69 | 2024.09.23 14:45 | modify | 15 | 0.10 | 0.67467 | 0.68074 | 0.69067 | ||
70 | 2024.09.24 19:15 | modify | 15 | 0.10 | 0.67467 | 0.68476 | 0.69067 | ||
71 | 2024.09.24 22:45 | modify | 15 | 0.10 | 0.67467 | 0.68867 | 0.69067 | ||
72 | 2024.09.24 23:50 | t/p | 15 | 0.10 | 0.69067 | 0.68867 | 0.69067 | 157.61 | 2440.88 |
73 | 2024.09.30 18:15 | buy | 16 | 0.10 | 0.69151 | 0.00000 | 0.00000 | ||
74 | 2024.09.30 18:15 | modify | 16 | 0.10 | 0.69151 | 0.67751 | 0.70751 | ||
75 | 2024.10.04 12:45 | modify | 16 | 0.10 | 0.69151 | 0.67751 | 0.69751 | ||
76 | 2024.10.07 14:15 | s/l | 16 | 0.10 | 0.67751 | 0.67751 | 0.69751 | -142.39 | 2298.48 |