Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=6; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=25; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=120; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=30; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2613 | Ticks modelled | 78924 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1440.79 | Gross profit | 1622.66 | Gross loss | -181.86 |
Profit factor | 8.92 | Expected payoff | 90.05 | ||
Absolute drawdown | 164.99 | Maximal drawdown | 206.64 (14.66%) | Relative drawdown | 19.63% (203.94) |
Total trades | 16 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
Largest | profit trade | 209.36 | loss trade | -58.48 | |
Average | profit trade | 135.22 | loss trade | -45.47 | |
Maximum | consecutive wins (profit in money) | 7 (803.17) | consecutive losses (loss in money) | 2 (-89.23) | |
Maximal | consecutive profit (count of wins) | 803.17 (7) | consecutive loss (count of losses) | -89.23 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.07 03:30 | buy | 1 | 0.10 | 0.64743 | 0.00000 | 0.00000 | ||
2 | 2023.11.07 03:30 | modify | 1 | 0.10 | 0.64743 | 0.63143 | 0.66943 | ||
3 | 2023.11.09 14:40 | close | 1 | 0.10 | 0.64279 | 0.63143 | 0.66943 | -47.77 | 952.23 |
4 | 2023.11.09 14:40 | sell | 2 | 0.10 | 0.64279 | 0.00000 | 0.00000 | ||
5 | 2023.11.09 14:40 | modify | 2 | 0.10 | 0.64279 | 0.65879 | 0.62079 | ||
6 | 2023.11.16 03:00 | close | 2 | 0.10 | 0.64688 | 0.65879 | 0.62079 | -41.46 | 910.77 |
7 | 2023.11.16 03:00 | buy | 3 | 0.10 | 0.64688 | 0.00000 | 0.00000 | ||
8 | 2023.11.16 03:00 | modify | 3 | 0.10 | 0.64688 | 0.63088 | 0.66888 | ||
9 | 2023.11.21 00:40 | modify | 3 | 0.10 | 0.64688 | 0.64938 | 0.66888 | ||
10 | 2023.11.27 13:05 | modify | 3 | 0.10 | 0.64688 | 0.65288 | 0.66888 | ||
11 | 2023.11.28 01:40 | modify | 3 | 0.10 | 0.64688 | 0.65588 | 0.66888 | ||
12 | 2023.11.28 15:30 | modify | 3 | 0.10 | 0.64688 | 0.65888 | 0.66888 | ||
13 | 2023.11.28 16:30 | modify | 3 | 0.10 | 0.64688 | 0.66188 | 0.66888 | ||
14 | 2023.11.29 01:30 | modify | 3 | 0.10 | 0.64688 | 0.66488 | 0.66888 | ||
15 | 2023.11.29 03:40 | s/l | 3 | 0.10 | 0.66488 | 0.66488 | 0.66888 | 176.24 | 1087.01 |
16 | 2023.12.18 15:40 | buy | 4 | 0.10 | 0.66929 | 0.00000 | 0.00000 | ||
17 | 2023.12.18 15:40 | modify | 4 | 0.10 | 0.66929 | 0.65329 | 0.69129 | ||
18 | 2023.12.21 16:30 | modify | 4 | 0.10 | 0.66929 | 0.67179 | 0.69129 | ||
19 | 2023.12.27 03:30 | modify | 4 | 0.10 | 0.66929 | 0.67529 | 0.69129 | ||
20 | 2023.12.27 15:40 | modify | 4 | 0.10 | 0.66929 | 0.67829 | 0.69129 | ||
21 | 2023.12.28 00:40 | modify | 4 | 0.10 | 0.66929 | 0.68129 | 0.69129 | ||
22 | 2023.12.29 09:30 | s/l | 4 | 0.10 | 0.68129 | 0.68129 | 0.69129 | 115.55 | 1202.56 |
23 | 2024.01.05 15:30 | sell | 5 | 0.10 | 0.67350 | 0.00000 | 0.00000 | ||
24 | 2024.01.05 15:30 | modify | 5 | 0.10 | 0.67350 | 0.68950 | 0.65150 | ||
25 | 2024.01.16 00:40 | modify | 5 | 0.10 | 0.67350 | 0.67100 | 0.65150 | ||
26 | 2024.01.16 14:40 | modify | 5 | 0.10 | 0.67350 | 0.66750 | 0.65150 | ||
27 | 2024.01.16 19:05 | modify | 5 | 0.10 | 0.67350 | 0.66450 | 0.65150 | ||
28 | 2024.01.17 05:30 | modify | 5 | 0.10 | 0.67350 | 0.66150 | 0.65150 | ||
29 | 2024.01.17 08:30 | modify | 5 | 0.10 | 0.67350 | 0.65850 | 0.65150 | ||
30 | 2024.01.17 14:40 | modify | 5 | 0.10 | 0.67350 | 0.65550 | 0.65150 | ||
31 | 2024.01.17 21:40 | s/l | 5 | 0.10 | 0.65550 | 0.65550 | 0.65150 | 179.20 | 1381.76 |
32 | 2024.01.30 09:06 | buy | 6 | 0.10 | 0.65993 | 0.00000 | 0.00000 | ||
33 | 2024.01.30 09:06 | modify | 6 | 0.10 | 0.65993 | 0.64393 | 0.68193 | ||
34 | 2024.02.27 06:40 | close | 6 | 0.10 | 0.65504 | 0.64393 | 0.68193 | -58.48 | 1323.29 |
35 | 2024.02.27 06:40 | sell | 7 | 0.10 | 0.65504 | 0.00000 | 0.00000 | ||
36 | 2024.02.27 06:40 | modify | 7 | 0.10 | 0.65504 | 0.67104 | 0.63304 | ||
37 | 2024.04.15 17:40 | modify | 7 | 0.10 | 0.65504 | 0.65254 | 0.63304 | ||
38 | 2024.04.16 13:30 | modify | 7 | 0.10 | 0.65504 | 0.64904 | 0.63304 | ||
39 | 2024.04.16 17:40 | modify | 7 | 0.10 | 0.65504 | 0.64604 | 0.63304 | ||
40 | 2024.04.19 01:40 | modify | 7 | 0.10 | 0.65504 | 0.64304 | 0.63304 | ||
41 | 2024.04.19 02:40 | modify | 7 | 0.10 | 0.65504 | 0.64004 | 0.63304 | ||
42 | 2024.04.19 03:40 | s/l | 7 | 0.10 | 0.64004 | 0.64004 | 0.63304 | 145.68 | 1468.97 |
43 | 2024.04.25 12:40 | buy | 8 | 0.10 | 0.64946 | 0.00000 | 0.00000 | ||
44 | 2024.04.25 12:40 | modify | 8 | 0.10 | 0.64946 | 0.63346 | 0.67146 | ||
45 | 2024.05.03 12:20 | modify | 8 | 0.10 | 0.64946 | 0.65196 | 0.67146 | ||
46 | 2024.05.03 12:40 | modify | 8 | 0.10 | 0.64946 | 0.65546 | 0.67146 | ||
47 | 2024.05.15 03:40 | modify | 8 | 0.10 | 0.64946 | 0.65846 | 0.67146 | ||
48 | 2024.05.15 12:30 | modify | 8 | 0.10 | 0.64946 | 0.66146 | 0.67146 | ||
49 | 2024.05.15 15:30 | modify | 8 | 0.10 | 0.64946 | 0.66446 | 0.67146 | ||
50 | 2024.05.15 17:40 | modify | 8 | 0.10 | 0.64946 | 0.66746 | 0.67146 | ||
51 | 2024.05.16 00:40 | modify | 8 | 0.10 | 0.64946 | 0.67046 | 0.67146 | ||
52 | 2024.05.16 01:20 | s/l | 8 | 0.10 | 0.67046 | 0.67046 | 0.67146 | 202.82 | 1671.79 |
53 | 2024.05.24 14:20 | sell | 9 | 0.10 | 0.66253 | 0.00000 | 0.00000 | ||
54 | 2024.05.24 14:20 | modify | 9 | 0.10 | 0.66253 | 0.67853 | 0.64053 | ||
55 | 2024.06.20 15:40 | close | 9 | 0.10 | 0.66573 | 0.67853 | 0.64053 | -34.16 | 1637.63 |
56 | 2024.06.20 15:40 | buy | 10 | 0.10 | 0.66573 | 0.00000 | 0.00000 | ||
57 | 2024.06.20 15:40 | modify | 10 | 0.10 | 0.66573 | 0.64973 | 0.68773 | ||
58 | 2024.07.08 03:40 | modify | 10 | 0.10 | 0.66573 | 0.66823 | 0.68773 | ||
59 | 2024.07.11 12:40 | modify | 10 | 0.10 | 0.66573 | 0.67173 | 0.68773 | ||
60 | 2024.07.16 12:40 | s/l | 10 | 0.10 | 0.67173 | 0.67173 | 0.68773 | 51.79 | 1689.42 |
61 | 2024.07.26 13:40 | sell | 11 | 0.10 | 0.65681 | 0.00000 | 0.00000 | ||
62 | 2024.07.26 13:40 | modify | 11 | 0.10 | 0.65681 | 0.67281 | 0.63481 | ||
63 | 2024.08.05 05:30 | modify | 11 | 0.10 | 0.65681 | 0.65431 | 0.63481 | ||
64 | 2024.08.05 05:40 | modify | 11 | 0.10 | 0.65681 | 0.65081 | 0.63481 | ||
65 | 2024.08.05 06:20 | modify | 11 | 0.10 | 0.65681 | 0.64781 | 0.63481 | ||
66 | 2024.08.05 06:30 | modify | 11 | 0.10 | 0.65681 | 0.64181 | 0.63481 | ||
67 | 2024.08.05 06:40 | modify | 11 | 0.10 | 0.65681 | 0.63581 | 0.63481 | ||
68 | 2024.08.05 06:45 | s/l | 11 | 0.10 | 0.63581 | 0.63581 | 0.63481 | 209.36 | 1898.78 |
69 | 2024.08.07 18:20 | buy | 12 | 0.10 | 0.65278 | 0.00000 | 0.00000 | ||
70 | 2024.08.07 18:20 | modify | 12 | 0.10 | 0.65278 | 0.63678 | 0.67478 | ||
71 | 2024.08.13 18:10 | modify | 12 | 0.10 | 0.65278 | 0.65528 | 0.67478 | ||
72 | 2024.08.16 18:40 | modify | 12 | 0.10 | 0.65278 | 0.65878 | 0.67478 | ||
73 | 2024.08.19 00:40 | modify | 12 | 0.10 | 0.65278 | 0.66178 | 0.67478 | ||
74 | 2024.08.19 11:40 | modify | 12 | 0.10 | 0.65278 | 0.66478 | 0.67478 | ||
75 | 2024.08.19 14:30 | modify | 12 | 0.10 | 0.65278 | 0.66778 | 0.67478 | ||
76 | 2024.08.19 18:20 | modify | 12 | 0.10 | 0.65278 | 0.67078 | 0.67478 | ||
77 | 2024.08.20 14:30 | modify | 12 | 0.10 | 0.65278 | 0.67378 | 0.67478 | ||
78 | 2024.08.20 15:40 | s/l | 12 | 0.10 | 0.67378 | 0.67378 | 0.67478 | 205.55 | 2104.33 |
79 | 2024.08.22 04:15 | buy | 13 | 0.10 | 0.67318 | 0.00000 | 0.00000 | ||
80 | 2024.08.22 04:15 | modify | 13 | 0.10 | 0.67318 | 0.65718 | 0.69518 | ||
81 | 2024.09.02 06:40 | close | 13 | 0.10 | 0.67825 | 0.65718 | 0.69518 | 47.62 | 2151.95 |
82 | 2024.09.02 06:40 | sell | 14 | 0.10 | 0.67825 | 0.00000 | 0.00000 | ||
83 | 2024.09.02 06:40 | modify | 14 | 0.10 | 0.67825 | 0.69425 | 0.65625 | ||
84 | 2024.09.06 15:40 | modify | 14 | 0.10 | 0.67825 | 0.67575 | 0.65625 | ||
85 | 2024.09.11 12:40 | modify | 14 | 0.10 | 0.67825 | 0.67225 | 0.65625 | ||
86 | 2024.09.11 14:40 | modify | 14 | 0.10 | 0.67825 | 0.66925 | 0.65625 | ||
87 | 2024.09.12 04:30 | s/l | 14 | 0.10 | 0.66925 | 0.66925 | 0.65625 | 89.04 | 2240.99 |
88 | 2024.09.24 06:40 | buy | 15 | 0.10 | 0.68165 | 0.00000 | 0.00000 | ||
89 | 2024.09.24 06:40 | modify | 15 | 0.10 | 0.68165 | 0.66565 | 0.70365 | ||
90 | 2024.09.27 12:30 | modify | 15 | 0.10 | 0.68165 | 0.68415 | 0.70365 | ||
91 | 2024.10.03 10:40 | s/l | 15 | 0.10 | 0.68415 | 0.68415 | 0.70365 | 21.24 | 2262.23 |
92 | 2024.10.10 05:05 | sell | 16 | 0.10 | 0.67409 | 0.00000 | 0.00000 | ||
93 | 2024.10.10 05:05 | modify | 16 | 0.10 | 0.67409 | 0.69009 | 0.65209 | ||
94 | 2024.10.23 11:40 | modify | 16 | 0.10 | 0.67409 | 0.67159 | 0.65209 | ||
95 | 2024.10.28 00:40 | modify | 16 | 0.10 | 0.67409 | 0.66809 | 0.65209 | ||
96 | 2024.10.28 03:40 | modify | 16 | 0.10 | 0.67409 | 0.66509 | 0.65209 | ||
97 | 2024.10.29 03:30 | modify | 16 | 0.10 | 0.67409 | 0.66209 | 0.65209 | ||
98 | 2024.10.29 13:05 | modify | 16 | 0.10 | 0.67409 | 0.65909 | 0.65209 | ||
99 | 2024.10.30 03:40 | modify | 16 | 0.10 | 0.67409 | 0.65609 | 0.65209 | ||
100 | 2024.10.30 06:40 | s/l | 16 | 0.10 | 0.65609 | 0.65609 | 0.65209 | 178.56 | 2440.79 |