Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CHelp="===================================="; DaysHelp="------------------------------------"; Monday=1; Tuesday=1; Wednesday=1; Thursday=1; Friday=1; Saturday=1; Sunday=1; LHelp="------------------------------------"; Lots=0.1; TW1Help="===================================="; TW1THelp="------------------------------------"; ServerHourFrom1=16; ServerMinFrom1=30; ServerHourTo1=22; ServerMinTo1=15; TW1MAHelp="------------------------------------"; MAPeriod1=52; MAOffset1=36; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=240; StopLoss1=0; TrailingStop1=220; TrailingStep1=50; TW2Help="===================================="; SecondWindowEnabled=0; TW2THelp="------------------------------------"; ServerHourFrom2=14; ServerMinFrom2=30; ServerHourTo2=22; ServerMinTo2=0; TW2MAHelp="------------------------------------"; MAPeriod2=8; MAOffset2=4; TW2PMHelp="------------------------------------"; TradeDirection2=0; TakeProfit2=0; StopLoss2=0; TrailingStop2=0; TrailingStep2=1; OHelp="===================================="; NewBarWindowSec=60; CFDTickScaling=0; MagicNumber=20120930; | ||||
Bars in test | 7259 | Ticks modelled | 157178 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2654.15 | Gross profit | 2878.74 | Gross loss | -224.59 |
Profit factor | 12.82 | Expected payoff | 78.06 | ||
Absolute drawdown | 22.84 | Maximal drawdown | 256.23 (2.10%) | Relative drawdown | 2.10% (256.23) |
Total trades | 34 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 30 (88.24%) | Loss trades (% of total) | 4 (11.76%) | ||
Largest | profit trade | 241.93 | loss trade | -114.15 | |
Average | profit trade | 95.96 | loss trade | -56.15 | |
Maximum | consecutive wins (profit in money) | 14 (1147.32) | consecutive losses (loss in money) | 1 (-114.15) | |
Maximal | consecutive profit (count of wins) | 1193.61 (11) | consecutive loss (count of losses) | -114.15 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.19 22:00 | sell | 1 | 0.10 | 0.67270 | 0.00000 | 0.00000 | ||
2 | 2022.09.19 22:00 | modify | 1 | 0.10 | 0.67270 | 0.00000 | 0.64870 | ||
3 | 2022.09.26 00:45 | modify | 1 | 0.10 | 0.67270 | 0.67239 | 0.64870 | ||
4 | 2022.09.26 06:50 | t/p | 1 | 0.10 | 0.64870 | 0.67239 | 0.64870 | 241.13 | 10241.13 |
5 | 2022.09.28 18:00 | sell | 2 | 0.10 | 0.65174 | 0.00000 | 0.00000 | ||
6 | 2022.09.28 18:00 | modify | 2 | 0.10 | 0.65174 | 0.00000 | 0.62774 | ||
7 | 2022.10.10 08:20 | modify | 2 | 0.10 | 0.65174 | 0.65165 | 0.62774 | ||
8 | 2022.10.10 15:20 | t/p | 2 | 0.10 | 0.62774 | 0.65165 | 0.62774 | 241.93 | 10483.06 |
9 | 2022.10.13 18:00 | sell | 3 | 0.10 | 0.63100 | 0.00000 | 0.00000 | ||
10 | 2022.10.13 18:00 | modify | 3 | 0.10 | 0.63100 | 0.00000 | 0.60700 | ||
11 | 2022.10.19 17:00 | close | 3 | 0.10 | 0.62630 | 0.00000 | 0.60700 | 47.64 | 10530.71 |
12 | 2022.10.19 17:00 | buy | 4 | 0.10 | 0.62630 | 0.00000 | 0.00000 | ||
13 | 2022.10.19 17:00 | modify | 4 | 0.10 | 0.62630 | 0.00000 | 0.65030 | ||
14 | 2022.10.19 20:00 | close | 4 | 0.10 | 0.62697 | 0.00000 | 0.65030 | 6.70 | 10537.41 |
15 | 2022.10.19 20:00 | sell | 5 | 0.10 | 0.62697 | 0.00000 | 0.00000 | ||
16 | 2022.10.19 20:00 | modify | 5 | 0.10 | 0.62697 | 0.00000 | 0.60297 | ||
17 | 2022.10.19 21:00 | close | 5 | 0.10 | 0.62700 | 0.00000 | 0.60297 | -0.30 | 10537.11 |
18 | 2022.10.19 21:00 | buy | 6 | 0.10 | 0.62700 | 0.00000 | 0.00000 | ||
19 | 2022.10.19 21:00 | modify | 6 | 0.10 | 0.62700 | 0.00000 | 0.65100 | ||
20 | 2022.10.19 22:00 | close | 6 | 0.10 | 0.62704 | 0.00000 | 0.65100 | 0.40 | 10537.51 |
21 | 2022.10.19 22:00 | sell | 7 | 0.10 | 0.62704 | 0.00000 | 0.00000 | ||
22 | 2022.10.19 22:00 | modify | 7 | 0.10 | 0.62704 | 0.00000 | 0.60304 | ||
23 | 2022.10.20 19:00 | close | 7 | 0.10 | 0.62814 | 0.00000 | 0.60304 | -10.52 | 10526.99 |
24 | 2022.10.20 19:00 | buy | 8 | 0.10 | 0.62814 | 0.00000 | 0.00000 | ||
25 | 2022.10.20 19:00 | modify | 8 | 0.10 | 0.62814 | 0.00000 | 0.65214 | ||
26 | 2022.10.26 15:15 | modify | 8 | 0.10 | 0.62814 | 0.62833 | 0.65214 | ||
27 | 2022.10.27 05:50 | t/p | 8 | 0.10 | 0.65214 | 0.62833 | 0.65214 | 237.35 | 10764.34 |
28 | 2022.11.02 19:00 | sell | 9 | 0.10 | 0.64155 | 0.00000 | 0.00000 | ||
29 | 2022.11.02 19:00 | modify | 9 | 0.10 | 0.64155 | 0.00000 | 0.61755 | ||
30 | 2022.11.02 20:00 | close | 9 | 0.10 | 0.63618 | 0.00000 | 0.61755 | 53.70 | 10818.04 |
31 | 2022.11.02 20:00 | buy | 10 | 0.10 | 0.63618 | 0.00000 | 0.00000 | ||
32 | 2022.11.02 20:00 | modify | 10 | 0.10 | 0.63618 | 0.00000 | 0.66018 | ||
33 | 2022.11.10 15:16 | modify | 10 | 0.10 | 0.63618 | 0.63642 | 0.66018 | ||
34 | 2022.11.10 20:40 | t/p | 10 | 0.10 | 0.66018 | 0.63642 | 0.66018 | 236.21 | 11054.25 |
35 | 2022.11.30 17:00 | sell | 11 | 0.10 | 0.67147 | 0.00000 | 0.00000 | ||
36 | 2022.11.30 17:00 | modify | 11 | 0.10 | 0.67147 | 0.00000 | 0.64747 | ||
37 | 2022.12.21 17:00 | close | 11 | 0.10 | 0.66971 | 0.00000 | 0.64747 | 20.99 | 11075.24 |
38 | 2022.12.21 17:00 | buy | 12 | 0.10 | 0.66971 | 0.00000 | 0.00000 | ||
39 | 2022.12.21 17:00 | modify | 12 | 0.10 | 0.66971 | 0.00000 | 0.69371 | ||
40 | 2022.12.21 18:00 | close | 12 | 0.10 | 0.66985 | 0.00000 | 0.69371 | 1.40 | 11076.64 |
41 | 2022.12.21 18:00 | sell | 13 | 0.10 | 0.66985 | 0.00000 | 0.00000 | ||
42 | 2022.12.21 18:00 | modify | 13 | 0.10 | 0.66985 | 0.00000 | 0.64585 | ||
43 | 2022.12.25 22:00 | close | 13 | 0.10 | 0.66948 | 0.00000 | 0.64585 | 4.34 | 11080.98 |
44 | 2022.12.25 22:00 | buy | 14 | 0.10 | 0.66948 | 0.00000 | 0.00000 | ||
45 | 2022.12.25 22:00 | modify | 14 | 0.10 | 0.66948 | 0.00000 | 0.69348 | ||
46 | 2023.01.09 02:45 | modify | 14 | 0.10 | 0.66948 | 0.66992 | 0.69348 | ||
47 | 2023.01.09 05:20 | t/p | 14 | 0.10 | 0.69348 | 0.66992 | 0.69348 | 234.32 | 11315.30 |
48 | 2023.01.18 18:00 | buy | 15 | 0.10 | 0.69626 | 0.00000 | 0.00000 | ||
49 | 2023.01.18 18:00 | modify | 15 | 0.10 | 0.69626 | 0.00000 | 0.72026 | ||
50 | 2023.01.20 20:00 | close | 15 | 0.10 | 0.69695 | 0.00000 | 0.72026 | 5.38 | 11320.69 |
51 | 2023.01.20 20:00 | sell | 16 | 0.10 | 0.69695 | 0.00000 | 0.00000 | ||
52 | 2023.01.20 20:00 | modify | 16 | 0.10 | 0.69695 | 0.00000 | 0.67295 | ||
53 | 2023.01.22 22:00 | close | 16 | 0.10 | 0.69645 | 0.00000 | 0.67295 | 5.00 | 11325.69 |
54 | 2023.01.22 22:00 | buy | 17 | 0.10 | 0.69645 | 0.00000 | 0.00000 | ||
55 | 2023.01.22 22:00 | modify | 17 | 0.10 | 0.69645 | 0.00000 | 0.72045 | ||
56 | 2023.02.01 20:00 | close | 17 | 0.10 | 0.71224 | 0.00000 | 0.72045 | 154.11 | 11479.80 |
57 | 2023.02.01 20:00 | sell | 18 | 0.10 | 0.71224 | 0.00000 | 0.00000 | ||
58 | 2023.02.01 20:00 | modify | 18 | 0.10 | 0.71224 | 0.00000 | 0.68824 | ||
59 | 2023.02.05 22:00 | modify | 18 | 0.10 | 0.71224 | 0.71154 | 0.68824 | ||
60 | 2023.02.06 14:20 | t/p | 18 | 0.10 | 0.68824 | 0.71154 | 0.68824 | 240.81 | 11720.60 |
61 | 2023.02.21 17:00 | buy | 19 | 0.10 | 0.68671 | 0.00000 | 0.00000 | ||
62 | 2023.02.21 17:00 | modify | 19 | 0.10 | 0.68671 | 0.00000 | 0.71071 | ||
63 | 2023.03.03 17:00 | close | 19 | 0.10 | 0.67575 | 0.00000 | 0.71071 | -114.15 | 11606.46 |
64 | 2023.03.03 17:00 | sell | 20 | 0.10 | 0.67575 | 0.00000 | 0.00000 | ||
65 | 2023.03.03 17:00 | modify | 20 | 0.10 | 0.67575 | 0.00000 | 0.65175 | ||
66 | 2023.03.10 17:00 | close | 20 | 0.10 | 0.66119 | 0.00000 | 0.65175 | 146.73 | 11753.19 |
67 | 2023.03.10 17:00 | buy | 21 | 0.10 | 0.66119 | 0.00000 | 0.00000 | ||
68 | 2023.03.10 17:00 | modify | 21 | 0.10 | 0.66119 | 0.00000 | 0.68519 | ||
69 | 2023.03.10 18:00 | close | 21 | 0.10 | 0.66153 | 0.00000 | 0.68519 | 3.40 | 11756.59 |
70 | 2023.03.10 18:00 | sell | 22 | 0.10 | 0.66153 | 0.00000 | 0.00000 | ||
71 | 2023.03.10 18:00 | modify | 22 | 0.10 | 0.66153 | 0.00000 | 0.63753 | ||
72 | 2023.03.10 19:00 | close | 22 | 0.10 | 0.65798 | 0.00000 | 0.63753 | 35.50 | 11792.09 |
73 | 2023.03.10 19:00 | buy | 23 | 0.10 | 0.65798 | 0.00000 | 0.00000 | ||
74 | 2023.03.10 19:00 | modify | 23 | 0.10 | 0.65798 | 0.00000 | 0.68198 | ||
75 | 2023.03.12 21:00 | close | 23 | 0.10 | 0.66118 | 0.00000 | 0.68198 | 32.00 | 11824.09 |
76 | 2023.03.12 21:00 | sell | 24 | 0.10 | 0.66118 | 0.00000 | 0.00000 | ||
77 | 2023.03.12 21:00 | modify | 24 | 0.10 | 0.66118 | 0.00000 | 0.63718 | ||
78 | 2023.03.12 22:00 | close | 24 | 0.10 | 0.66026 | 0.00000 | 0.63718 | 9.20 | 11833.29 |
79 | 2023.03.12 22:00 | buy | 25 | 0.10 | 0.66026 | 0.00000 | 0.00000 | ||
80 | 2023.03.12 22:00 | modify | 25 | 0.10 | 0.66026 | 0.00000 | 0.68426 | ||
81 | 2023.03.22 19:00 | close | 25 | 0.10 | 0.67267 | 0.00000 | 0.68426 | 120.31 | 11953.60 |
82 | 2023.03.22 19:00 | sell | 26 | 0.10 | 0.67267 | 0.00000 | 0.00000 | ||
83 | 2023.03.22 19:00 | modify | 26 | 0.10 | 0.67267 | 0.00000 | 0.64867 | ||
84 | 2023.03.22 20:00 | close | 26 | 0.10 | 0.66897 | 0.00000 | 0.64867 | 37.00 | 11990.60 |
85 | 2023.03.22 20:00 | buy | 27 | 0.10 | 0.66897 | 0.00000 | 0.00000 | ||
86 | 2023.03.22 20:00 | modify | 27 | 0.10 | 0.66897 | 0.00000 | 0.69297 | ||
87 | 2023.04.19 17:00 | close | 27 | 0.10 | 0.67224 | 0.00000 | 0.69297 | 22.09 | 12012.69 |
88 | 2023.04.19 17:00 | sell | 28 | 0.10 | 0.67224 | 0.00000 | 0.00000 | ||
89 | 2023.04.19 17:00 | modify | 28 | 0.10 | 0.67224 | 0.00000 | 0.64824 | ||
90 | 2023.04.19 18:00 | close | 28 | 0.10 | 0.67197 | 0.00000 | 0.64824 | 2.70 | 12015.39 |
91 | 2023.04.19 18:00 | buy | 29 | 0.10 | 0.67197 | 0.00000 | 0.00000 | ||
92 | 2023.04.19 18:00 | modify | 29 | 0.10 | 0.67197 | 0.00000 | 0.69597 | ||
93 | 2023.05.10 19:00 | close | 29 | 0.10 | 0.67699 | 0.00000 | 0.69597 | 42.25 | 12057.64 |
94 | 2023.05.10 19:00 | sell | 30 | 0.10 | 0.67699 | 0.00000 | 0.00000 | ||
95 | 2023.05.10 19:00 | modify | 30 | 0.10 | 0.67699 | 0.00000 | 0.65299 | ||
96 | 2023.05.19 18:00 | close | 30 | 0.10 | 0.66590 | 0.00000 | 0.65299 | 112.67 | 12170.31 |
97 | 2023.05.19 18:00 | buy | 31 | 0.10 | 0.66590 | 0.00000 | 0.00000 | ||
98 | 2023.05.19 18:00 | modify | 31 | 0.10 | 0.66590 | 0.00000 | 0.68990 | ||
99 | 2023.06.15 17:45 | modify | 31 | 0.10 | 0.66590 | 0.66611 | 0.68990 | ||
100 | 2023.06.16 06:20 | t/p | 31 | 0.10 | 0.68990 | 0.66611 | 0.68990 | 229.39 | 12399.71 |
101 | 2023.07.05 19:00 | buy | 32 | 0.10 | 0.66565 | 0.00000 | 0.00000 | ||
102 | 2023.07.05 19:00 | modify | 32 | 0.10 | 0.66565 | 0.00000 | 0.68965 | ||
103 | 2023.07.13 13:40 | modify | 32 | 0.10 | 0.66565 | 0.66584 | 0.68965 | ||
104 | 2023.07.26 19:00 | close | 32 | 0.10 | 0.67774 | 0.66584 | 0.68965 | 112.95 | 12512.65 |
105 | 2023.07.26 19:00 | sell | 33 | 0.10 | 0.67774 | 0.00000 | 0.00000 | ||
106 | 2023.07.26 19:00 | modify | 33 | 0.10 | 0.67774 | 0.00000 | 0.65374 | ||
107 | 2023.08.02 13:46 | modify | 33 | 0.10 | 0.67774 | 0.67757 | 0.65374 | ||
108 | 2023.08.02 14:45 | t/p | 33 | 0.10 | 0.65374 | 0.67757 | 0.65374 | 241.13 | 12753.78 |
109 | 2023.08.04 19:00 | buy | 34 | 0.10 | 0.65753 | 0.00000 | 0.00000 | ||
110 | 2023.08.04 19:00 | modify | 34 | 0.10 | 0.65753 | 0.00000 | 0.68153 | ||
111 | 2023.08.31 23:59 | close at stop | 34 | 0.10 | 0.64859 | 0.00000 | 0.68153 | -99.63 | 12654.15 |