Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=6; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=20; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=120; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2615 | Ticks modelled | 78928 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1479.61 | Gross profit | 1629.79 | Gross loss | -150.18 |
Profit factor | 10.85 | Expected payoff | 64.33 | ||
Absolute drawdown | 166.52 | Maximal drawdown | 201.82 (19.49%) | Relative drawdown | 19.49% (201.82) |
Total trades | 23 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 19 (82.61%) | Loss trades (% of total) | 4 (17.39%) | ||
Largest | profit trade | 159.82 | loss trade | -43.70 | |
Average | profit trade | 85.78 | loss trade | -37.55 | |
Maximum | consecutive wins (profit in money) | 16 (1380.93) | consecutive losses (loss in money) | 2 (-68.38) | |
Maximal | consecutive profit (count of wins) | 1380.93 (16) | consecutive loss (count of losses) | -68.38 (2) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.22 05:40 | buy | 1 | 0.10 | 0.65881 | 0.00000 | 0.00000 | ||
2 | 2024.01.22 05:40 | modify | 1 | 0.10 | 0.65881 | 0.64081 | 0.67481 | ||
3 | 2024.02.13 13:40 | modify | 1 | 0.10 | 0.65881 | 0.64081 | 0.66281 | ||
4 | 2024.02.27 06:30 | close | 1 | 0.10 | 0.65480 | 0.64081 | 0.66281 | -43.70 | 956.30 |
5 | 2024.02.27 06:30 | sell | 2 | 0.10 | 0.65480 | 0.00000 | 0.00000 | ||
6 | 2024.02.27 06:30 | modify | 2 | 0.10 | 0.65480 | 0.67280 | 0.63880 | ||
7 | 2024.03.08 13:40 | modify | 2 | 0.10 | 0.65480 | 0.67280 | 0.65080 | ||
8 | 2024.03.19 09:40 | t/p | 2 | 0.10 | 0.65080 | 0.67280 | 0.65080 | 38.74 | 995.04 |
9 | 2024.03.20 17:05 | sell | 3 | 0.10 | 0.65346 | 0.00000 | 0.00000 | ||
10 | 2024.03.20 17:05 | modify | 3 | 0.10 | 0.65346 | 0.67146 | 0.63746 | ||
11 | 2024.04.16 00:40 | modify | 3 | 0.10 | 0.65346 | 0.64539 | 0.63746 | ||
12 | 2024.04.18 02:40 | s/l | 3 | 0.10 | 0.64539 | 0.64539 | 0.63746 | 78.85 | 1073.89 |
13 | 2024.04.26 15:05 | buy | 4 | 0.10 | 0.65210 | 0.00000 | 0.00000 | ||
14 | 2024.04.26 15:05 | modify | 4 | 0.10 | 0.65210 | 0.63410 | 0.66810 | ||
15 | 2024.05.03 12:30 | modify | 4 | 0.10 | 0.65210 | 0.66079 | 0.66810 | ||
16 | 2024.05.03 14:40 | s/l | 4 | 0.10 | 0.66079 | 0.66079 | 0.66810 | 86.20 | 1160.09 |
17 | 2024.05.07 04:30 | buy | 5 | 0.10 | 0.66118 | 0.00000 | 0.00000 | ||
18 | 2024.05.07 04:30 | modify | 5 | 0.10 | 0.66118 | 0.64318 | 0.67718 | ||
19 | 2024.05.16 00:40 | modify | 5 | 0.10 | 0.66118 | 0.66937 | 0.67718 | ||
20 | 2024.05.16 01:30 | s/l | 5 | 0.10 | 0.66937 | 0.66937 | 0.67718 | 80.80 | 1240.88 |
21 | 2024.06.20 12:40 | buy | 6 | 0.10 | 0.66644 | 0.00000 | 0.00000 | ||
22 | 2024.06.20 12:40 | modify | 6 | 0.10 | 0.66644 | 0.64844 | 0.68244 | ||
23 | 2024.07.11 12:20 | modify | 6 | 0.10 | 0.66644 | 0.67522 | 0.68244 | ||
24 | 2024.07.15 17:40 | s/l | 6 | 0.10 | 0.67522 | 0.67522 | 0.68244 | 85.50 | 1326.38 |
25 | 2024.07.18 02:40 | sell | 7 | 0.10 | 0.67391 | 0.00000 | 0.00000 | ||
26 | 2024.07.18 02:40 | modify | 7 | 0.10 | 0.67391 | 0.69191 | 0.65791 | ||
27 | 2024.07.22 13:40 | modify | 7 | 0.10 | 0.67391 | 0.66579 | 0.65791 | ||
28 | 2024.07.24 04:40 | modify | 7 | 0.10 | 0.67391 | 0.66065 | 0.65791 | ||
29 | 2024.07.24 07:40 | s/l | 7 | 0.10 | 0.66065 | 0.66065 | 0.65791 | 132.36 | 1458.74 |
30 | 2024.08.07 17:40 | buy | 8 | 0.10 | 0.65309 | 0.00000 | 0.00000 | ||
31 | 2024.08.07 17:40 | modify | 8 | 0.10 | 0.65309 | 0.63509 | 0.66909 | ||
32 | 2024.08.13 18:30 | modify | 8 | 0.10 | 0.65309 | 0.66121 | 0.66909 | ||
33 | 2024.08.14 14:05 | s/l | 8 | 0.10 | 0.66121 | 0.66121 | 0.66909 | 80.50 | 1539.24 |
34 | 2024.08.14 14:05 | buy | 9 | 0.10 | 0.66128 | 0.00000 | 0.00000 | ||
35 | 2024.08.14 14:05 | modify | 9 | 0.10 | 0.66128 | 0.64328 | 0.67728 | ||
36 | 2024.08.19 14:30 | modify | 9 | 0.10 | 0.66128 | 0.66955 | 0.67728 | ||
37 | 2024.08.23 14:30 | modify | 9 | 0.10 | 0.66128 | 0.67496 | 0.67728 | ||
38 | 2024.08.23 14:40 | t/p | 9 | 0.10 | 0.67728 | 0.67496 | 0.67728 | 158.90 | 1698.14 |
39 | 2024.08.27 12:40 | buy | 10 | 0.10 | 0.67739 | 0.00000 | 0.00000 | ||
40 | 2024.08.27 12:40 | modify | 10 | 0.10 | 0.67739 | 0.65939 | 0.69339 | ||
41 | 2024.09.02 06:40 | close | 10 | 0.10 | 0.67825 | 0.65939 | 0.69339 | 8.00 | 1706.14 |
42 | 2024.09.02 06:40 | sell | 11 | 0.10 | 0.67825 | 0.00000 | 0.00000 | ||
43 | 2024.09.02 06:40 | modify | 11 | 0.10 | 0.67825 | 0.69625 | 0.66225 | ||
44 | 2024.09.06 15:40 | modify | 11 | 0.10 | 0.67825 | 0.66953 | 0.66225 | ||
45 | 2024.09.11 14:40 | modify | 11 | 0.10 | 0.67825 | 0.66447 | 0.66225 | ||
46 | 2024.09.11 15:30 | s/l | 11 | 0.10 | 0.66447 | 0.66447 | 0.66225 | 137.26 | 1843.40 |
47 | 2024.09.17 17:15 | buy | 12 | 0.10 | 0.67467 | 0.00000 | 0.00000 | ||
48 | 2024.09.17 17:15 | modify | 12 | 0.10 | 0.67467 | 0.65667 | 0.69067 | ||
49 | 2024.09.23 14:40 | modify | 12 | 0.10 | 0.67467 | 0.68304 | 0.69067 | ||
50 | 2024.09.23 23:40 | s/l | 12 | 0.10 | 0.68304 | 0.68304 | 0.69067 | 83.10 | 1926.50 |
51 | 2024.09.24 06:30 | buy | 13 | 0.10 | 0.68257 | 0.00000 | 0.00000 | ||
52 | 2024.09.24 06:30 | modify | 13 | 0.10 | 0.68257 | 0.66457 | 0.69857 | ||
53 | 2024.09.27 12:40 | modify | 13 | 0.10 | 0.68257 | 0.69093 | 0.69857 | ||
54 | 2024.09.27 15:33 | s/l | 13 | 0.10 | 0.69093 | 0.69093 | 0.69857 | 83.10 | 2009.60 |
55 | 2024.10.15 01:40 | sell | 14 | 0.10 | 0.67307 | 0.00000 | 0.00000 | ||
56 | 2024.10.15 01:40 | modify | 14 | 0.10 | 0.67307 | 0.69107 | 0.65707 | ||
57 | 2024.10.23 15:40 | modify | 14 | 0.10 | 0.67307 | 0.66505 | 0.65707 | ||
58 | 2024.10.24 03:30 | s/l | 14 | 0.10 | 0.66505 | 0.66505 | 0.65707 | 79.54 | 2089.14 |
59 | 2024.10.25 12:30 | sell | 15 | 0.10 | 0.66421 | 0.00000 | 0.00000 | ||
60 | 2024.10.25 12:30 | modify | 15 | 0.10 | 0.66421 | 0.68221 | 0.64821 | ||
61 | 2024.10.30 03:40 | modify | 15 | 0.10 | 0.66421 | 0.65594 | 0.64821 | ||
62 | 2024.10.30 06:40 | s/l | 15 | 0.10 | 0.65594 | 0.65594 | 0.64821 | 82.52 | 2171.66 |
63 | 2024.11.01 05:20 | buy | 16 | 0.10 | 0.65744 | 0.00000 | 0.00000 | ||
64 | 2024.11.01 05:20 | modify | 16 | 0.10 | 0.65744 | 0.63944 | 0.67344 | ||
65 | 2024.11.07 14:40 | modify | 16 | 0.10 | 0.65744 | 0.66584 | 0.67344 | ||
66 | 2024.11.07 19:40 | s/l | 16 | 0.10 | 0.66584 | 0.66584 | 0.67344 | 83.40 | 2255.06 |
67 | 2024.11.13 13:40 | sell | 17 | 0.10 | 0.65455 | 0.00000 | 0.00000 | ||
68 | 2024.11.13 13:40 | modify | 17 | 0.10 | 0.65455 | 0.67255 | 0.63855 | ||
69 | 2024.11.14 20:40 | modify | 17 | 0.10 | 0.65455 | 0.64631 | 0.63855 | ||
70 | 2024.11.15 02:20 | s/l | 17 | 0.10 | 0.64631 | 0.64631 | 0.63855 | 82.16 | 2337.22 |
71 | 2024.11.15 13:05 | sell | 18 | 0.10 | 0.64788 | 0.00000 | 0.00000 | ||
72 | 2024.11.15 13:05 | modify | 18 | 0.10 | 0.64788 | 0.66588 | 0.63188 | ||
73 | 2024.11.20 09:30 | close | 18 | 0.10 | 0.65147 | 0.66588 | 0.63188 | -36.08 | 2301.15 |
74 | 2024.11.20 09:30 | buy | 19 | 0.10 | 0.65147 | 0.00000 | 0.00000 | ||
75 | 2024.11.20 09:30 | modify | 19 | 0.10 | 0.65147 | 0.63347 | 0.66747 | ||
76 | 2024.11.27 01:05 | close | 19 | 0.10 | 0.64831 | 0.63347 | 0.66747 | -32.30 | 2268.84 |
77 | 2024.11.27 01:05 | sell | 20 | 0.10 | 0.64831 | 0.00000 | 0.00000 | ||
78 | 2024.11.27 01:05 | modify | 20 | 0.10 | 0.64831 | 0.66631 | 0.63231 | ||
79 | 2024.12.06 17:06 | modify | 20 | 0.10 | 0.64831 | 0.64009 | 0.63231 | ||
80 | 2024.12.08 23:30 | s/l | 20 | 0.10 | 0.64009 | 0.64009 | 0.63231 | 81.54 | 2350.39 |
81 | 2024.12.13 12:30 | sell | 21 | 0.10 | 0.63782 | 0.00000 | 0.00000 | ||
82 | 2024.12.13 12:30 | modify | 21 | 0.10 | 0.63782 | 0.65582 | 0.62182 | ||
83 | 2024.12.18 19:30 | modify | 21 | 0.10 | 0.63782 | 0.62859 | 0.62182 | ||
84 | 2024.12.18 21:40 | t/p | 21 | 0.10 | 0.62182 | 0.62859 | 0.62182 | 159.82 | 2510.21 |
85 | 2024.12.25 22:20 | sell | 22 | 0.10 | 0.62345 | 0.00000 | 0.00000 | ||
86 | 2024.12.25 22:20 | modify | 22 | 0.10 | 0.62345 | 0.64145 | 0.60745 | ||
87 | 2024.12.30 13:30 | close | 22 | 0.10 | 0.62267 | 0.64145 | 0.60745 | 7.50 | 2517.71 |
88 | 2024.12.30 13:30 | buy | 23 | 0.10 | 0.62267 | 0.00000 | 0.00000 | ||
89 | 2024.12.30 13:30 | modify | 23 | 0.10 | 0.62267 | 0.60467 | 0.63867 | ||
90 | 2024.12.31 23:59 | close at stop | 23 | 0.10 | 0.61887 | 0.60467 | 0.63867 | -38.10 | 2479.61 |