Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
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=13; ServerMinFrom1=30; ServerHourTo1=21; ServerMinTo1=0; TW1MAHelp="------------------------------------"; MAPeriod1=80; MAOffset1=8; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=230; StopLoss1=160; TrailingStop1=160; TrailingStep1=20; 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 | 2607 | Ticks modelled | 79112 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 661.53 | Gross profit | 1258.80 | Gross loss | -597.28 |
Profit factor | 2.11 | Expected payoff | 27.56 | ||
Absolute drawdown | 176.78 | Maximal drawdown | 342.50 (3.11%) | Relative drawdown | 3.11% (342.50) |
Total trades | 24 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
Largest | profit trade | 172.68 | loss trade | -137.76 | |
Average | profit trade | 74.05 | loss trade | -85.33 | |
Maximum | consecutive wins (profit in money) | 4 (518.39) | consecutive losses (loss in money) | 2 (-248.91) | |
Maximal | consecutive profit (count of wins) | 518.39 (4) | consecutive loss (count of losses) | -248.91 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 16:00 | sell | 1 | 0.10 | 94.207 | 0.000 | 0.000 | ||
2 | 2023.09.05 16:00 | modify | 1 | 0.10 | 94.207 | 95.807 | 91.907 | ||
3 | 2023.09.20 10:30 | s/l | 1 | 0.10 | 95.807 | 95.807 | 91.907 | -130.66 | 9869.34 |
4 | 2023.10.06 16:00 | sell | 2 | 0.10 | 95.302 | 0.000 | 0.000 | ||
5 | 2023.10.06 16:00 | modify | 2 | 0.10 | 95.302 | 96.902 | 93.002 | ||
6 | 2023.10.12 16:00 | close | 2 | 0.10 | 94.848 | 96.902 | 93.002 | 24.92 | 9894.26 |
7 | 2023.10.12 16:00 | buy | 3 | 0.10 | 94.848 | 0.000 | 0.000 | ||
8 | 2023.10.12 16:00 | modify | 3 | 0.10 | 94.848 | 93.248 | 97.148 | ||
9 | 2023.10.17 16:00 | close | 3 | 0.10 | 95.457 | 93.248 | 97.148 | 44.27 | 9938.53 |
10 | 2023.10.17 16:00 | sell | 4 | 0.10 | 95.457 | 0.000 | 0.000 | ||
11 | 2023.10.17 16:00 | modify | 4 | 0.10 | 95.457 | 97.057 | 93.157 | ||
12 | 2023.10.18 16:00 | close | 4 | 0.10 | 94.964 | 97.057 | 93.157 | 33.58 | 9972.12 |
13 | 2023.10.18 16:00 | buy | 5 | 0.10 | 94.964 | 0.000 | 0.000 | ||
14 | 2023.10.18 16:00 | modify | 5 | 0.10 | 94.964 | 93.364 | 97.264 | ||
15 | 2023.10.23 16:00 | close | 5 | 0.10 | 94.902 | 93.364 | 97.264 | -2.21 | 9969.90 |
16 | 2023.10.23 16:00 | sell | 6 | 0.10 | 94.902 | 0.000 | 0.000 | ||
17 | 2023.10.23 16:00 | modify | 6 | 0.10 | 94.902 | 96.502 | 92.602 | ||
18 | 2023.10.23 20:00 | close | 6 | 0.10 | 94.787 | 96.502 | 92.602 | 8.11 | 9978.01 |
19 | 2023.10.23 20:00 | buy | 7 | 0.10 | 94.787 | 0.000 | 0.000 | ||
20 | 2023.10.23 20:00 | modify | 7 | 0.10 | 94.787 | 93.187 | 97.087 | ||
21 | 2023.10.26 20:00 | close | 7 | 0.10 | 95.014 | 93.187 | 97.087 | 18.19 | 9996.20 |
22 | 2023.10.26 20:00 | sell | 8 | 0.10 | 95.014 | 0.000 | 0.000 | ||
23 | 2023.10.26 20:00 | modify | 8 | 0.10 | 95.014 | 96.614 | 92.714 | ||
24 | 2023.10.27 20:00 | close | 8 | 0.10 | 94.788 | 96.614 | 92.714 | 14.75 | 10010.96 |
25 | 2023.10.27 20:00 | buy | 9 | 0.10 | 94.788 | 0.000 | 0.000 | ||
26 | 2023.10.27 20:00 | modify | 9 | 0.10 | 94.788 | 93.188 | 97.088 | ||
27 | 2023.11.01 14:30 | modify | 9 | 0.10 | 94.788 | 94.789 | 97.088 | ||
28 | 2023.11.01 22:05 | modify | 9 | 0.10 | 94.788 | 95.049 | 97.088 | ||
29 | 2023.11.02 09:40 | modify | 9 | 0.10 | 94.788 | 95.269 | 97.088 | ||
30 | 2023.11.03 12:40 | t/p | 9 | 0.10 | 97.088 | 95.269 | 97.088 | 165.31 | 10176.27 |
31 | 2023.11.21 20:00 | sell | 10 | 0.10 | 97.259 | 0.000 | 0.000 | ||
32 | 2023.11.21 20:00 | modify | 10 | 0.10 | 97.259 | 98.859 | 94.959 | ||
33 | 2023.11.29 20:00 | close | 10 | 0.10 | 97.540 | 98.859 | 94.959 | -29.30 | 10146.97 |
34 | 2023.11.29 20:00 | buy | 11 | 0.10 | 97.540 | 0.000 | 0.000 | ||
35 | 2023.11.29 20:00 | modify | 11 | 0.10 | 97.540 | 95.940 | 99.840 | ||
36 | 2023.11.30 16:00 | close | 11 | 0.10 | 98.021 | 95.940 | 99.840 | 35.24 | 10182.21 |
37 | 2023.11.30 16:00 | sell | 12 | 0.10 | 98.021 | 0.000 | 0.000 | ||
38 | 2023.11.30 16:00 | modify | 12 | 0.10 | 98.021 | 99.621 | 95.721 | ||
39 | 2023.12.05 13:30 | modify | 12 | 0.10 | 98.021 | 97.983 | 95.721 | ||
40 | 2023.12.07 01:40 | modify | 12 | 0.10 | 98.021 | 97.779 | 95.721 | ||
41 | 2023.12.07 02:40 | modify | 12 | 0.10 | 98.021 | 97.546 | 95.721 | ||
42 | 2023.12.07 06:05 | modify | 12 | 0.10 | 98.021 | 97.335 | 95.721 | ||
43 | 2023.12.07 06:15 | t/p | 12 | 0.10 | 95.721 | 97.335 | 95.721 | 153.95 | 10336.16 |
44 | 2023.12.29 16:00 | buy | 13 | 0.10 | 96.239 | 0.000 | 0.000 | ||
45 | 2023.12.29 16:00 | modify | 13 | 0.10 | 96.239 | 94.639 | 98.539 | ||
46 | 2024.01.03 16:00 | close | 13 | 0.10 | 96.381 | 94.639 | 98.539 | 11.32 | 10347.48 |
47 | 2024.01.03 16:00 | sell | 14 | 0.10 | 96.381 | 0.000 | 0.000 | ||
48 | 2024.01.03 16:00 | modify | 14 | 0.10 | 96.381 | 97.981 | 94.081 | ||
49 | 2024.01.24 16:00 | close | 14 | 0.10 | 97.017 | 97.981 | 94.081 | -69.76 | 10277.72 |
50 | 2024.01.24 16:00 | buy | 15 | 0.10 | 97.017 | 0.000 | 0.000 | ||
51 | 2024.01.24 16:00 | modify | 15 | 0.10 | 97.017 | 95.417 | 99.317 | ||
52 | 2024.01.25 20:00 | close | 15 | 0.10 | 97.283 | 95.417 | 99.317 | 20.07 | 10297.79 |
53 | 2024.01.25 20:00 | sell | 16 | 0.10 | 97.283 | 0.000 | 0.000 | ||
54 | 2024.01.25 20:00 | modify | 16 | 0.10 | 97.283 | 98.883 | 94.983 | ||
55 | 2024.01.31 16:00 | close | 16 | 0.10 | 96.677 | 98.883 | 94.983 | 38.01 | 10335.80 |
56 | 2024.01.31 16:00 | buy | 17 | 0.10 | 96.677 | 0.000 | 0.000 | ||
57 | 2024.01.31 16:00 | modify | 17 | 0.10 | 96.677 | 95.077 | 98.977 | ||
58 | 2024.02.20 07:40 | modify | 17 | 0.10 | 96.677 | 96.683 | 98.977 | ||
59 | 2024.02.20 09:40 | modify | 17 | 0.10 | 96.677 | 96.905 | 98.977 | ||
60 | 2024.02.22 06:30 | modify | 17 | 0.10 | 96.677 | 97.115 | 98.977 | ||
61 | 2024.02.22 07:40 | modify | 17 | 0.10 | 96.677 | 97.338 | 98.977 | ||
62 | 2024.02.22 08:30 | t/p | 17 | 0.10 | 98.977 | 97.338 | 98.977 | 172.68 | 10508.48 |
63 | 2024.03.15 16:00 | sell | 18 | 0.10 | 97.946 | 0.000 | 0.000 | ||
64 | 2024.03.15 16:00 | modify | 18 | 0.10 | 97.946 | 99.546 | 95.646 | ||
65 | 2024.03.20 19:59 | s/l | 18 | 0.10 | 99.546 | 99.546 | 95.646 | -116.44 | 10392.05 |
66 | 2024.03.28 16:00 | sell | 19 | 0.10 | 98.697 | 0.000 | 0.000 | ||
67 | 2024.03.28 16:00 | modify | 19 | 0.10 | 98.697 | 100.297 | 96.397 | ||
68 | 2024.04.01 16:00 | close | 19 | 0.10 | 98.388 | 100.297 | 96.397 | 19.43 | 10411.48 |
69 | 2024.04.01 16:00 | buy | 20 | 0.10 | 98.388 | 0.000 | 0.000 | ||
70 | 2024.04.01 16:00 | modify | 20 | 0.10 | 98.388 | 96.788 | 100.688 | ||
71 | 2024.04.04 07:20 | modify | 20 | 0.10 | 98.388 | 98.407 | 100.688 | ||
72 | 2024.04.04 09:40 | modify | 20 | 0.10 | 98.388 | 98.629 | 100.688 | ||
73 | 2024.04.09 09:20 | modify | 20 | 0.10 | 98.388 | 98.859 | 100.688 | ||
74 | 2024.04.09 12:40 | t/p | 20 | 0.10 | 100.688 | 98.859 | 100.688 | 165.75 | 10577.22 |
75 | 2024.04.12 16:00 | buy | 21 | 0.10 | 99.198 | 0.000 | 0.000 | ||
76 | 2024.04.12 16:00 | modify | 21 | 0.10 | 99.198 | 97.598 | 101.498 | ||
77 | 2024.04.24 01:30 | modify | 21 | 0.10 | 99.198 | 99.211 | 101.498 | ||
78 | 2024.04.24 02:15 | modify | 21 | 0.10 | 99.198 | 99.416 | 101.498 | ||
79 | 2024.04.25 04:40 | modify | 21 | 0.10 | 99.198 | 99.668 | 101.498 | ||
80 | 2024.04.25 06:40 | t/p | 21 | 0.10 | 101.498 | 99.668 | 101.498 | 167.91 | 10745.14 |
81 | 2024.05.02 20:00 | buy | 22 | 0.10 | 100.604 | 0.000 | 0.000 | ||
82 | 2024.05.02 20:00 | modify | 22 | 0.10 | 100.604 | 99.004 | 102.904 | ||
83 | 2024.05.07 00:20 | modify | 22 | 0.10 | 100.604 | 100.611 | 102.904 | ||
84 | 2024.05.07 03:30 | modify | 22 | 0.10 | 100.604 | 100.821 | 102.904 | ||
85 | 2024.05.09 11:40 | modify | 22 | 0.10 | 100.604 | 101.035 | 102.904 | ||
86 | 2024.05.09 12:40 | modify | 22 | 0.10 | 100.604 | 101.241 | 102.904 | ||
87 | 2024.05.09 18:40 | t/p | 22 | 0.10 | 102.904 | 101.241 | 102.904 | 165.30 | 10910.44 |
88 | 2024.05.30 16:00 | sell | 23 | 0.10 | 104.019 | 0.000 | 0.000 | ||
89 | 2024.05.30 16:00 | modify | 23 | 0.10 | 104.019 | 105.619 | 101.719 | ||
90 | 2024.06.20 07:40 | s/l | 23 | 0.10 | 105.619 | 105.619 | 101.719 | -137.76 | 10772.68 |
91 | 2024.07.11 16:00 | buy | 24 | 0.10 | 107.449 | 0.000 | 0.000 | ||
92 | 2024.07.11 16:00 | modify | 24 | 0.10 | 107.449 | 105.849 | 109.749 | ||
93 | 2024.07.17 07:40 | s/l | 24 | 0.10 | 105.849 | 105.849 | 109.749 | -111.16 | 10661.53 |