Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA1_Period=70; MA2_Period=6; MA1_Method=0; MA2_Method=0; ADX_Period=12; ADX_TriggerLevel=15; PositionAction=0; COHelp="------------------------------------"; TargetEquityAmount=0; COTCPLHelp="------------------------------------"; CloseoutTradeCount=0; CloseoutMinFloatingPL=0; PTHelp="------------------------------------"; PruningTradeCount=0; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=40; MaxBuySellTradesGap=0; MaxTradesLimitApproach=0; MaxTradesCappingMethod=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=240; TakeProfit=240; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=60; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=20; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=160118; | ||||
Bars in test | 7214 | Ticks modelled | 156802 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -723.91 | Gross profit | 115.65 | Gross loss | -839.56 |
Profit factor | 0.14 | Expected payoff | -48.26 | ||
Absolute drawdown | 723.91 | Maximal drawdown | 884.98 (76.22%) | Relative drawdown | 76.22% (884.98) |
Total trades | 15 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 12 (0.00%) |
Profit trades (% of total) | 3 (20.00%) | Loss trades (% of total) | 12 (80.00%) | ||
Largest | profit trade | 46.50 | loss trade | -83.28 | |
Average | profit trade | 38.55 | loss trade | -69.96 | |
Maximum | consecutive wins (profit in money) | 3 (115.65) | consecutive losses (loss in money) | 12 (-839.56) | |
Maximal | consecutive profit (count of wins) | 115.65 (3) | consecutive loss (count of losses) | -839.56 (12) | |
Average | consecutive wins | 3 | consecutive losses | 12 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.04 16:00 | buy | 1 | 0.10 | 98.124 | 0.000 | 0.000 | ||
2 | 2024.03.04 16:00 | modify | 1 | 0.10 | 98.124 | 95.724 | 100.524 | ||
3 | 2024.03.04 22:20 | modify | 1 | 0.10 | 98.124 | 95.724 | 100.324 | ||
4 | 2024.03.05 15:07 | modify | 1 | 0.10 | 98.124 | 95.724 | 99.824 | ||
5 | 2024.03.05 16:00 | buy | 2 | 0.10 | 97.828 | 0.000 | 0.000 | ||
6 | 2024.03.05 16:00 | modify | 2 | 0.10 | 97.828 | 95.428 | 100.228 | ||
7 | 2024.03.05 17:00 | buy | 3 | 0.10 | 97.710 | 0.000 | 0.000 | ||
8 | 2024.03.05 17:00 | modify | 3 | 0.10 | 97.710 | 95.310 | 100.110 | ||
9 | 2024.03.05 18:00 | buy | 4 | 0.10 | 97.747 | 0.000 | 0.000 | ||
10 | 2024.03.05 18:00 | modify | 4 | 0.10 | 97.747 | 95.347 | 100.147 | ||
11 | 2024.03.05 18:50 | modify | 2 | 0.10 | 97.828 | 95.428 | 100.028 | ||
12 | 2024.03.05 19:45 | modify | 4 | 0.10 | 97.747 | 95.347 | 99.947 | ||
13 | 2024.03.05 19:50 | modify | 3 | 0.10 | 97.710 | 95.310 | 99.910 | ||
14 | 2024.03.05 20:00 | buy | 5 | 0.10 | 97.536 | 0.000 | 0.000 | ||
15 | 2024.03.05 20:00 | modify | 5 | 0.10 | 97.536 | 95.136 | 99.936 | ||
16 | 2024.03.06 16:00 | buy | 6 | 0.10 | 98.096 | 0.000 | 0.000 | ||
17 | 2024.03.06 16:00 | modify | 6 | 0.10 | 98.096 | 95.696 | 100.496 | ||
18 | 2024.03.06 17:00 | buy | 7 | 0.10 | 98.130 | 0.000 | 0.000 | ||
19 | 2024.03.06 17:00 | modify | 7 | 0.10 | 98.130 | 95.730 | 100.530 | ||
20 | 2024.03.06 18:00 | buy | 8 | 0.10 | 98.169 | 0.000 | 0.000 | ||
21 | 2024.03.06 18:00 | modify | 8 | 0.10 | 98.169 | 95.769 | 100.569 | ||
22 | 2024.03.06 19:00 | buy | 9 | 0.10 | 98.116 | 0.000 | 0.000 | ||
23 | 2024.03.06 19:00 | modify | 9 | 0.10 | 98.116 | 95.716 | 100.516 | ||
24 | 2024.03.06 20:00 | buy | 10 | 0.10 | 98.092 | 0.000 | 0.000 | ||
25 | 2024.03.06 20:00 | modify | 10 | 0.10 | 98.092 | 95.692 | 100.492 | ||
26 | 2024.03.06 22:02 | modify | 8 | 0.10 | 98.169 | 95.769 | 100.369 | ||
27 | 2024.03.07 00:15 | modify | 9 | 0.10 | 98.116 | 95.716 | 100.316 | ||
28 | 2024.03.07 00:15 | modify | 7 | 0.10 | 98.130 | 95.730 | 100.330 | ||
29 | 2024.03.07 00:20 | modify | 10 | 0.10 | 98.092 | 95.692 | 100.292 | ||
30 | 2024.03.07 00:20 | modify | 6 | 0.10 | 98.096 | 95.696 | 100.296 | ||
31 | 2024.03.07 08:02 | modify | 8 | 0.10 | 98.169 | 95.769 | 99.869 | ||
32 | 2024.03.07 19:00 | buy | 11 | 0.10 | 98.082 | 0.000 | 0.000 | ||
33 | 2024.03.07 19:00 | modify | 11 | 0.10 | 98.082 | 95.682 | 100.482 | ||
34 | 2024.03.07 20:00 | buy | 12 | 0.10 | 98.033 | 0.000 | 0.000 | ||
35 | 2024.03.07 20:00 | modify | 12 | 0.10 | 98.033 | 95.633 | 100.433 | ||
36 | 2024.03.07 22:16 | modify | 11 | 0.10 | 98.082 | 95.682 | 100.282 | ||
37 | 2024.03.07 22:46 | modify | 12 | 0.10 | 98.033 | 95.633 | 100.233 | ||
38 | 2024.03.08 16:00 | sell | 13 | 0.10 | 97.644 | 0.000 | 0.000 | ||
39 | 2024.03.08 16:00 | modify | 13 | 0.10 | 97.644 | 100.044 | 95.244 | ||
40 | 2024.03.08 17:00 | sell | 14 | 0.10 | 97.514 | 0.000 | 0.000 | ||
41 | 2024.03.08 17:00 | modify | 14 | 0.10 | 97.514 | 99.914 | 95.114 | ||
42 | 2024.03.08 17:50 | modify | 10 | 0.10 | 98.092 | 95.692 | 99.792 | ||
43 | 2024.03.08 17:50 | modify | 9 | 0.10 | 98.116 | 95.716 | 99.816 | ||
44 | 2024.03.08 17:50 | modify | 7 | 0.10 | 98.130 | 95.730 | 99.830 | ||
45 | 2024.03.08 17:50 | modify | 6 | 0.10 | 98.096 | 95.696 | 99.796 | ||
46 | 2024.03.08 18:15 | modify | 11 | 0.10 | 98.082 | 95.682 | 99.782 | ||
47 | 2024.03.08 18:45 | modify | 12 | 0.10 | 98.033 | 95.633 | 99.733 | ||
48 | 2024.03.08 18:45 | modify | 5 | 0.10 | 97.536 | 95.136 | 99.736 | ||
49 | 2024.03.08 20:00 | sell | 15 | 0.10 | 97.421 | 0.000 | 0.000 | ||
50 | 2024.03.08 20:00 | modify | 15 | 0.10 | 97.421 | 99.821 | 95.021 | ||
51 | 2024.03.11 01:15 | modify | 2 | 0.10 | 97.828 | 95.428 | 99.528 | ||
52 | 2024.03.11 08:40 | modify | 4 | 0.10 | 97.747 | 95.347 | 99.447 | ||
53 | 2024.03.11 08:45 | modify | 3 | 0.10 | 97.710 | 95.310 | 99.410 | ||
54 | 2024.03.11 08:50 | close at stop | 15 | 0.10 | 96.943 | 99.821 | 95.021 | 31.44 | 1031.44 |
55 | 2024.03.11 08:50 | close at stop | 14 | 0.10 | 96.943 | 99.914 | 95.114 | 37.72 | 1069.15 |
56 | 2024.03.11 08:50 | close at stop | 13 | 0.10 | 96.943 | 100.044 | 95.244 | 46.50 | 1115.65 |
57 | 2024.03.11 08:50 | close at stop | 12 | 0.10 | 96.913 | 95.633 | 99.733 | -75.03 | 1040.62 |
58 | 2024.03.11 08:50 | close at stop | 11 | 0.10 | 96.913 | 95.682 | 99.782 | -78.34 | 962.27 |
59 | 2024.03.11 08:50 | close at stop | 10 | 0.10 | 96.913 | 95.692 | 99.792 | -78.08 | 884.20 |
60 | 2024.03.11 08:50 | close at stop | 9 | 0.10 | 96.913 | 95.716 | 99.816 | -79.70 | 804.50 |
61 | 2024.03.11 08:50 | close at stop | 8 | 0.10 | 96.913 | 95.769 | 99.869 | -83.28 | 721.22 |
62 | 2024.03.11 08:50 | close at stop | 7 | 0.10 | 96.913 | 95.730 | 99.830 | -80.65 | 640.57 |
63 | 2024.03.11 08:50 | close at stop | 6 | 0.10 | 96.913 | 95.696 | 99.796 | -78.35 | 562.23 |
64 | 2024.03.11 08:50 | close at stop | 5 | 0.10 | 96.913 | 95.136 | 99.736 | -40.20 | 522.02 |
65 | 2024.03.11 08:50 | close at stop | 4 | 0.10 | 96.913 | 95.347 | 99.447 | -54.45 | 467.57 |
66 | 2024.03.11 08:50 | close at stop | 3 | 0.10 | 96.913 | 95.310 | 99.410 | -51.95 | 415.62 |
67 | 2024.03.11 08:50 | close at stop | 2 | 0.10 | 96.913 | 95.428 | 99.528 | -59.92 | 355.69 |
68 | 2024.03.11 08:50 | close at stop | 1 | 0.10 | 96.913 | 95.724 | 99.824 | -79.61 | 276.09 |