Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 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 | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=1; MAHelp="------------------------------------"; TrendMA_Period=14; FilterMA_Period=16; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=20; BB_Deviation=1.6; BB_Applied=0; BB_GapSize=41; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=7; BUY_PruningMethod=1; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=100; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=70; B_TakeProfit=40; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=7; 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; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 1914 | Ticks modelled | 27396306 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -783.60 | Gross profit | 411.93 | Gross loss | -1195.53 |
Profit factor | 0.34 | Expected payoff | -14.51 | ||
Absolute drawdown | 783.60 | Maximal drawdown | 803.65 (78.79%) | Relative drawdown | 78.79% (803.65) |
Total trades | 54 | Short positions (won %) | 31 (35.48%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 26 (48.15%) | Loss trades (% of total) | 28 (51.85%) | ||
Largest | profit trade | 53.91 | loss trade | -75.03 | |
Average | profit trade | 15.84 | loss trade | -42.70 | |
Maximum | consecutive wins (profit in money) | 10 (184.90) | consecutive losses (loss in money) | 7 (-465.91) | |
Maximal | consecutive profit (count of wins) | 184.90 (10) | consecutive loss (count of losses) | -465.91 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.02 16:00 | sell | 1 | 0.10 | 96.056 | 0.000 | 0.000 | ||
2 | 2024.01.02 16:00 | modify | 1 | 0.10 | 96.056 | 97.156 | 95.056 | ||
3 | 2024.01.03 08:00 | sell | 2 | 0.10 | 96.235 | 0.000 | 0.000 | ||
4 | 2024.01.03 08:00 | modify | 2 | 0.10 | 96.235 | 97.335 | 95.235 | ||
5 | 2024.01.03 12:00 | sell | 3 | 0.10 | 96.181 | 0.000 | 0.000 | ||
6 | 2024.01.03 12:00 | modify | 3 | 0.10 | 96.181 | 97.281 | 95.181 | ||
7 | 2024.01.03 16:00 | buy | 4 | 0.10 | 96.411 | 0.000 | 0.000 | ||
8 | 2024.01.03 16:00 | modify | 4 | 0.10 | 96.411 | 95.311 | 97.411 | ||
9 | 2024.01.04 08:00 | buy | 5 | 0.10 | 96.866 | 0.000 | 0.000 | ||
10 | 2024.01.04 08:00 | modify | 5 | 0.10 | 96.866 | 95.766 | 97.866 | ||
11 | 2024.01.04 10:56 | s/l | 1 | 0.10 | 97.156 | 97.156 | 95.056 | -73.94 | 926.06 |
12 | 2024.01.04 12:00 | buy | 6 | 0.10 | 97.099 | 0.000 | 0.000 | ||
13 | 2024.01.04 12:00 | modify | 6 | 0.10 | 97.099 | 95.999 | 98.099 | ||
14 | 2024.01.04 16:00 | buy | 7 | 0.10 | 97.104 | 0.000 | 0.000 | ||
15 | 2024.01.04 16:00 | modify | 7 | 0.10 | 97.104 | 96.004 | 98.104 | ||
16 | 2024.01.05 06:43 | s/l | 3 | 0.10 | 97.281 | 97.281 | 95.181 | -73.94 | 852.11 |
17 | 2024.01.05 07:14 | s/l | 2 | 0.10 | 97.335 | 97.335 | 95.235 | -73.94 | 778.17 |
18 | 2024.01.05 08:00 | buy | 8 | 0.10 | 97.207 | 0.000 | 0.000 | ||
19 | 2024.01.05 08:00 | modify | 8 | 0.10 | 97.207 | 96.107 | 98.207 | ||
20 | 2024.01.05 12:00 | buy | 9 | 0.10 | 97.080 | 0.000 | 0.000 | ||
21 | 2024.01.05 12:00 | modify | 9 | 0.10 | 97.080 | 95.980 | 98.080 | ||
22 | 2024.01.05 16:00 | buy | 10 | 0.10 | 97.099 | 0.000 | 0.000 | ||
23 | 2024.01.05 16:00 | modify | 10 | 0.10 | 97.099 | 95.999 | 98.099 | ||
24 | 2024.01.08 12:00 | sell | 11 | 0.10 | 96.631 | 0.000 | 0.000 | ||
25 | 2024.01.08 12:00 | modify | 11 | 0.10 | 96.631 | 97.731 | 95.631 | ||
26 | 2024.01.08 16:00 | sell | 12 | 0.10 | 96.567 | 0.000 | 0.000 | ||
27 | 2024.01.08 16:00 | modify | 12 | 0.10 | 96.567 | 97.667 | 95.567 | ||
28 | 2024.01.09 08:00 | sell | 13 | 0.10 | 96.620 | 0.000 | 0.000 | ||
29 | 2024.01.09 08:00 | modify | 13 | 0.10 | 96.620 | 97.720 | 95.620 | ||
30 | 2024.01.09 12:00 | sell | 14 | 0.10 | 96.403 | 0.000 | 0.000 | ||
31 | 2024.01.09 12:00 | modify | 14 | 0.10 | 96.403 | 97.503 | 95.403 | ||
32 | 2024.01.09 16:00 | sell | 15 | 0.10 | 96.441 | 0.000 | 0.000 | ||
33 | 2024.01.09 16:00 | modify | 15 | 0.10 | 96.441 | 97.541 | 95.441 | ||
34 | 2024.01.10 12:00 | close | 4 | 0.10 | 97.219 | 95.311 | 97.411 | 53.91 | 832.08 |
35 | 2024.01.10 12:00 | buy | 16 | 0.10 | 97.249 | 0.000 | 0.000 | ||
36 | 2024.01.10 12:00 | modify | 16 | 0.10 | 97.249 | 96.149 | 98.249 | ||
37 | 2024.01.10 15:29 | s/l | 14 | 0.10 | 97.503 | 97.503 | 95.403 | -70.69 | 761.39 |
38 | 2024.01.10 15:58 | s/l | 15 | 0.10 | 97.541 | 97.541 | 95.441 | -70.69 | 690.69 |
39 | 2024.01.10 16:00 | close | 5 | 0.10 | 97.503 | 95.766 | 97.866 | 41.89 | 732.59 |
40 | 2024.01.10 16:00 | buy | 17 | 0.10 | 97.533 | 0.000 | 0.000 | ||
41 | 2024.01.10 16:00 | modify | 17 | 0.10 | 97.533 | 96.433 | 98.533 | ||
42 | 2024.01.10 20:54 | s/l | 12 | 0.10 | 97.667 | 97.667 | 95.567 | -71.78 | 660.81 |
43 | 2024.01.10 23:44 | s/l | 13 | 0.10 | 97.720 | 97.720 | 95.620 | -70.69 | 590.12 |
44 | 2024.01.10 23:50 | s/l | 11 | 0.10 | 97.731 | 97.731 | 95.631 | -71.78 | 518.34 |
45 | 2024.01.11 08:00 | close | 9 | 0.10 | 97.648 | 95.980 | 98.080 | 38.33 | 556.67 |
46 | 2024.01.11 08:00 | buy | 18 | 0.10 | 97.678 | 0.000 | 0.000 | ||
47 | 2024.01.11 08:00 | modify | 18 | 0.10 | 97.678 | 96.578 | 98.678 | ||
48 | 2024.01.11 12:00 | close | 6 | 0.10 | 97.563 | 95.999 | 98.099 | 32.13 | 588.80 |
49 | 2024.01.11 12:00 | buy | 19 | 0.10 | 97.593 | 0.000 | 0.000 | ||
50 | 2024.01.11 12:00 | modify | 19 | 0.10 | 97.593 | 96.493 | 98.593 | ||
51 | 2024.01.11 16:00 | close | 7 | 0.10 | 97.211 | 96.004 | 98.104 | 9.54 | 598.34 |
52 | 2024.01.11 16:00 | buy | 20 | 0.10 | 97.241 | 0.000 | 0.000 | ||
53 | 2024.01.11 16:00 | modify | 20 | 0.10 | 97.241 | 96.141 | 98.241 | ||
54 | 2024.01.12 16:00 | sell | 21 | 0.10 | 96.952 | 0.000 | 0.000 | ||
55 | 2024.01.12 16:00 | modify | 21 | 0.10 | 96.952 | 98.052 | 95.952 | ||
56 | 2024.01.15 08:00 | sell | 22 | 0.10 | 97.009 | 0.000 | 0.000 | ||
57 | 2024.01.15 08:00 | modify | 22 | 0.10 | 97.009 | 98.109 | 96.009 | ||
58 | 2024.01.15 12:00 | sell | 23 | 0.10 | 97.058 | 0.000 | 0.000 | ||
59 | 2024.01.15 12:00 | modify | 23 | 0.10 | 97.058 | 98.158 | 96.058 | ||
60 | 2024.01.15 16:00 | sell | 24 | 0.10 | 97.101 | 0.000 | 0.000 | ||
61 | 2024.01.15 16:00 | modify | 24 | 0.10 | 97.101 | 98.201 | 96.101 | ||
62 | 2024.01.16 08:00 | sell | 25 | 0.10 | 96.716 | 0.000 | 0.000 | ||
63 | 2024.01.16 08:00 | modify | 25 | 0.10 | 96.716 | 97.816 | 95.716 | ||
64 | 2024.01.16 12:00 | sell | 26 | 0.10 | 96.822 | 0.000 | 0.000 | ||
65 | 2024.01.16 12:00 | modify | 26 | 0.10 | 96.822 | 97.922 | 95.822 | ||
66 | 2024.01.16 16:00 | sell | 27 | 0.10 | 96.848 | 0.000 | 0.000 | ||
67 | 2024.01.16 16:00 | modify | 27 | 0.10 | 96.848 | 97.948 | 95.848 | ||
68 | 2024.01.17 08:00 | close | 24 | 0.10 | 96.934 | 98.201 | 96.101 | 8.40 | 606.75 |
69 | 2024.01.17 08:00 | sell | 28 | 0.10 | 96.904 | 0.000 | 0.000 | ||
70 | 2024.01.17 08:00 | modify | 28 | 0.10 | 96.904 | 98.004 | 95.904 | ||
71 | 2024.01.17 12:00 | close | 23 | 0.10 | 96.847 | 98.158 | 96.058 | 11.18 | 617.93 |
72 | 2024.01.17 12:00 | sell | 29 | 0.10 | 96.817 | 0.000 | 0.000 | ||
73 | 2024.01.17 12:00 | modify | 29 | 0.10 | 96.817 | 97.917 | 95.817 | ||
74 | 2024.01.18 12:00 | close | 10 | 0.10 | 97.098 | 95.999 | 98.099 | 5.08 | 623.01 |
75 | 2024.01.18 12:00 | buy | 30 | 0.10 | 97.128 | 0.000 | 0.000 | ||
76 | 2024.01.18 12:00 | modify | 30 | 0.10 | 97.128 | 96.028 | 98.128 | ||
77 | 2024.01.18 16:00 | close | 8 | 0.10 | 97.149 | 96.107 | 98.207 | 1.48 | 624.49 |
78 | 2024.01.18 16:00 | buy | 31 | 0.10 | 97.179 | 0.000 | 0.000 | ||
79 | 2024.01.18 16:00 | modify | 31 | 0.10 | 97.179 | 96.079 | 98.179 | ||
80 | 2024.01.19 08:00 | close | 30 | 0.10 | 97.560 | 96.028 | 98.128 | 27.74 | 652.23 |
81 | 2024.01.19 08:00 | buy | 32 | 0.10 | 97.590 | 0.000 | 0.000 | ||
82 | 2024.01.19 08:00 | modify | 32 | 0.10 | 97.590 | 96.490 | 98.590 | ||
83 | 2024.01.19 12:00 | close | 31 | 0.10 | 97.650 | 96.079 | 98.179 | 30.21 | 682.43 |
84 | 2024.01.19 12:00 | buy | 33 | 0.10 | 97.680 | 0.000 | 0.000 | ||
85 | 2024.01.19 12:00 | modify | 33 | 0.10 | 97.680 | 96.580 | 98.680 | ||
86 | 2024.01.19 16:00 | close | 16 | 0.10 | 97.509 | 96.149 | 98.249 | 20.81 | 703.24 |
87 | 2024.01.19 16:00 | buy | 34 | 0.10 | 97.539 | 0.000 | 0.000 | ||
88 | 2024.01.19 16:00 | modify | 34 | 0.10 | 97.539 | 96.439 | 98.539 | ||
89 | 2024.01.21 23:00 | s/l | 25 | 0.10 | 97.816 | 97.816 | 95.716 | -75.03 | 628.21 |
90 | 2024.01.22 08:00 | close | 20 | 0.10 | 97.576 | 96.141 | 98.241 | 24.77 | 652.98 |
91 | 2024.01.22 08:00 | buy | 35 | 0.10 | 97.606 | 0.000 | 0.000 | ||
92 | 2024.01.22 08:00 | modify | 35 | 0.10 | 97.606 | 96.506 | 98.606 | ||
93 | 2024.01.22 12:00 | close | 17 | 0.10 | 97.455 | 96.433 | 98.533 | -0.18 | 652.80 |
94 | 2024.01.22 12:00 | buy | 36 | 0.10 | 97.485 | 0.000 | 0.000 | ||
95 | 2024.01.22 12:00 | modify | 36 | 0.10 | 97.485 | 96.385 | 98.485 | ||
96 | 2024.01.23 08:00 | sell | 37 | 0.10 | 97.387 | 0.000 | 0.000 | ||
97 | 2024.01.23 08:00 | modify | 37 | 0.10 | 97.387 | 98.487 | 96.387 | ||
98 | 2024.01.23 12:00 | close | 37 | 0.10 | 97.397 | 98.487 | 96.387 | -0.63 | 652.17 |
99 | 2024.01.23 12:00 | sell | 38 | 0.10 | 97.367 | 0.000 | 0.000 | ||
100 | 2024.01.23 12:00 | modify | 38 | 0.10 | 97.367 | 98.467 | 96.367 | ||
101 | 2024.01.23 16:00 | close | 38 | 0.10 | 97.501 | 98.467 | 96.367 | -8.48 | 643.69 |
102 | 2024.01.23 16:00 | sell | 39 | 0.10 | 97.471 | 0.000 | 0.000 | ||
103 | 2024.01.23 16:00 | modify | 39 | 0.10 | 97.471 | 98.571 | 96.471 | ||
104 | 2024.01.24 08:00 | close | 39 | 0.10 | 97.306 | 98.571 | 96.471 | 9.36 | 653.05 |
105 | 2024.01.24 08:00 | sell | 40 | 0.10 | 97.276 | 0.000 | 0.000 | ||
106 | 2024.01.24 08:00 | modify | 40 | 0.10 | 97.276 | 98.376 | 96.276 | ||
107 | 2024.01.24 12:00 | close | 40 | 0.10 | 97.318 | 98.376 | 96.276 | -2.66 | 650.39 |
108 | 2024.01.24 12:00 | sell | 41 | 0.10 | 97.288 | 0.000 | 0.000 | ||
109 | 2024.01.24 12:00 | modify | 41 | 0.10 | 97.288 | 98.388 | 96.288 | ||
110 | 2024.01.24 16:00 | close | 41 | 0.10 | 97.017 | 98.388 | 96.288 | 17.14 | 667.53 |
111 | 2024.01.24 16:00 | sell | 42 | 0.10 | 96.987 | 0.000 | 0.000 | ||
112 | 2024.01.24 16:00 | modify | 42 | 0.10 | 96.987 | 98.087 | 95.987 | ||
113 | 2024.01.25 08:00 | close | 42 | 0.10 | 97.221 | 98.087 | 95.987 | -18.05 | 649.48 |
114 | 2024.01.25 08:00 | sell | 43 | 0.10 | 97.191 | 0.000 | 0.000 | ||
115 | 2024.01.25 08:00 | modify | 43 | 0.10 | 97.191 | 98.291 | 96.191 | ||
116 | 2024.01.25 12:00 | close | 43 | 0.10 | 97.248 | 98.291 | 96.191 | -3.60 | 645.88 |
117 | 2024.01.25 12:00 | sell | 44 | 0.10 | 97.218 | 0.000 | 0.000 | ||
118 | 2024.01.25 12:00 | modify | 44 | 0.10 | 97.218 | 98.318 | 96.218 | ||
119 | 2024.01.25 16:00 | close | 44 | 0.10 | 97.142 | 98.318 | 96.218 | 4.80 | 650.68 |
120 | 2024.01.25 16:00 | sell | 45 | 0.10 | 97.112 | 0.000 | 0.000 | ||
121 | 2024.01.25 16:00 | modify | 45 | 0.10 | 97.112 | 98.212 | 96.112 | ||
122 | 2024.01.26 12:00 | close | 36 | 0.10 | 97.461 | 96.385 | 98.485 | 0.87 | 651.54 |
123 | 2024.01.26 12:00 | buy | 46 | 0.10 | 97.491 | 0.000 | 0.000 | ||
124 | 2024.01.26 12:00 | modify | 46 | 0.10 | 97.491 | 96.391 | 98.491 | ||
125 | 2024.01.26 16:00 | close | 46 | 0.10 | 97.588 | 96.391 | 98.491 | 6.14 | 657.68 |
126 | 2024.01.26 16:00 | buy | 47 | 0.10 | 97.618 | 0.000 | 0.000 | ||
127 | 2024.01.26 16:00 | modify | 47 | 0.10 | 97.618 | 96.518 | 98.618 | ||
128 | 2024.01.29 08:00 | close | 34 | 0.10 | 97.530 | 96.439 | 98.539 | 2.60 | 660.28 |
129 | 2024.01.29 08:00 | buy | 48 | 0.10 | 97.560 | 0.000 | 0.000 | ||
130 | 2024.01.29 08:00 | modify | 48 | 0.10 | 97.560 | 96.460 | 98.560 | ||
131 | 2024.01.29 12:00 | close | 19 | 0.10 | 97.585 | 96.493 | 98.593 | 5.83 | 666.11 |
132 | 2024.01.29 12:00 | buy | 49 | 0.10 | 97.615 | 0.000 | 0.000 | ||
133 | 2024.01.29 12:00 | modify | 49 | 0.10 | 97.615 | 96.515 | 98.615 | ||
134 | 2024.01.30 12:00 | close | 45 | 0.10 | 97.219 | 98.212 | 96.112 | -10.02 | 656.09 |
135 | 2024.01.30 12:00 | sell | 50 | 0.10 | 97.189 | 0.000 | 0.000 | ||
136 | 2024.01.30 12:00 | modify | 50 | 0.10 | 97.189 | 98.289 | 96.189 | ||
137 | 2024.01.30 16:00 | close | 50 | 0.10 | 97.308 | 98.289 | 96.189 | -7.53 | 648.56 |
138 | 2024.01.30 16:00 | sell | 51 | 0.10 | 97.278 | 0.000 | 0.000 | ||
139 | 2024.01.30 16:00 | modify | 51 | 0.10 | 97.278 | 98.378 | 96.278 | ||
140 | 2024.01.31 08:00 | close | 51 | 0.10 | 97.086 | 98.378 | 96.278 | 11.07 | 659.63 |
141 | 2024.01.31 08:00 | sell | 52 | 0.10 | 97.056 | 0.000 | 0.000 | ||
142 | 2024.01.31 08:00 | modify | 52 | 0.10 | 97.056 | 98.156 | 96.056 | ||
143 | 2024.01.31 12:00 | close | 52 | 0.10 | 97.301 | 98.156 | 96.056 | -15.51 | 644.12 |
144 | 2024.01.31 12:00 | sell | 53 | 0.10 | 97.271 | 0.000 | 0.000 | ||
145 | 2024.01.31 12:00 | modify | 53 | 0.10 | 97.271 | 98.371 | 96.271 | ||
146 | 2024.01.31 16:00 | close | 53 | 0.10 | 96.677 | 98.371 | 96.271 | 37.59 | 681.71 |
147 | 2024.01.31 16:00 | sell | 54 | 0.10 | 96.647 | 0.000 | 0.000 | ||
148 | 2024.01.31 16:00 | modify | 54 | 0.10 | 96.647 | 97.747 | 95.647 | ||
149 | 2024.01.31 16:01 | s/l | 33 | 0.10 | 96.580 | 96.580 | 98.680 | -65.66 | 616.05 |
150 | 2024.01.31 16:31 | s/l | 18 | 0.10 | 96.578 | 96.578 | 98.678 | -62.49 | 553.56 |
151 | 2024.01.31 16:40 | s/l | 47 | 0.10 | 96.518 | 96.518 | 98.618 | -68.42 | 485.14 |
152 | 2024.01.31 16:40 | s/l | 49 | 0.10 | 96.515 | 96.515 | 98.615 | -68.82 | 416.32 |
153 | 2024.01.31 16:40 | s/l | 35 | 0.10 | 96.506 | 96.506 | 98.606 | -66.04 | 350.28 |
154 | 2024.01.31 16:43 | s/l | 32 | 0.10 | 96.490 | 96.490 | 98.590 | -65.66 | 284.62 |
155 | 2024.01.31 16:44 | s/l | 48 | 0.10 | 96.460 | 96.460 | 98.560 | -68.82 | 215.80 |
156 | 2024.01.31 17:09 | close at stop | 54 | 0.10 | 96.633 | 97.747 | 95.647 | 0.88 | 216.68 |
157 | 2024.01.31 17:09 | close at stop | 29 | 0.10 | 96.633 | 97.917 | 95.817 | -3.53 | 213.15 |
158 | 2024.01.31 17:09 | close at stop | 28 | 0.10 | 96.633 | 98.004 | 95.904 | 1.98 | 215.13 |
159 | 2024.01.31 17:09 | close at stop | 27 | 0.10 | 96.633 | 97.948 | 95.848 | -2.65 | 212.48 |
160 | 2024.01.31 17:09 | close at stop | 26 | 0.10 | 96.633 | 97.922 | 95.822 | -4.29 | 208.19 |
161 | 2024.01.31 17:09 | close at stop | 22 | 0.10 | 96.633 | 98.109 | 96.009 | 6.45 | 214.64 |
162 | 2024.01.31 17:09 | close at stop | 21 | 0.10 | 96.633 | 98.052 | 95.952 | 1.76 | 216.40 |