Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CHelp_________________="=== PowerPunch Common Settings"; OpenTradesLimit=7; LotSizingMethod=3; InitialRiskPercent=3; Monday_Trade=1; Monday_Lots=0.1; Tuesday_Trade=1; Tuesday_Lots=0.1; Wednesday_Trade=1; Wednesday_Lots=0.1; Thursday_Trade=1; Thursday_Lots=0.1; Friday_Trade=1; Friday_Lots=0.1; Saturday_Trade=1; Saturday_Lots=0.1; Sunday_Trade=1; Sunday_Lots=0.1; TWS1Help_________________="=== Trading Settings"; StartOfTrend_ServerHour=1; StartOfTrend_ServerMin=0; EndOfTrend_ServerHour=16; EndOfTrend_ServerMin=0; TradeDirection=1; TrendSizePips=10; TakeProfitPips=200; InitialStopLossPips=260; TrailingStartPips=240; TrailingStopPips=140; TrailingStepPips=25; OHelp____________________="=== Operations Settings"; CFDTickScaling=0; MagicNumber=150611; | ||||
Bars in test | 2613 | Ticks modelled | 78928 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 4954.67 | Gross profit | 7447.26 | Gross loss | -2492.59 |
Profit factor | 2.99 | Expected payoff | 97.15 | ||
Absolute drawdown | 379.79 | Maximal drawdown | 1194.87 (38.80%) | Relative drawdown | 50.90% (642.96) |
Total trades | 51 | Short positions (won %) | 28 (78.57%) | Long positions (won %) | 23 (78.26%) |
Profit trades (% of total) | 40 (78.43%) | Loss trades (% of total) | 11 (21.57%) | ||
Largest | profit trade | 199.36 | loss trade | -281.20 | |
Average | profit trade | 186.18 | loss trade | -226.60 | |
Maximum | consecutive wins (profit in money) | 16 (2847.47) | consecutive losses (loss in money) | 3 (-656.61) | |
Maximal | consecutive profit (count of wins) | 2847.47 (16) | consecutive loss (count of losses) | -656.61 (3) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 16:00 | sell | 1 | 0.10 | 0.63619 | 0.00000 | 0.00000 | ||
2 | 2023.11.01 16:00 | modify | 1 | 0.10 | 0.63619 | 0.66219 | 0.61619 | ||
3 | 2023.11.02 16:00 | buy | 2 | 0.10 | 0.64237 | 0.00000 | 0.00000 | ||
4 | 2023.11.02 16:00 | modify | 2 | 0.10 | 0.64237 | 0.61637 | 0.66237 | ||
5 | 2023.11.03 16:00 | sell | 3 | 0.10 | 0.65032 | 0.00000 | 0.00000 | ||
6 | 2023.11.03 16:00 | modify | 3 | 0.10 | 0.65032 | 0.67632 | 0.63032 | ||
7 | 2023.11.06 16:00 | buy | 4 | 0.10 | 0.65048 | 0.00000 | 0.00000 | ||
8 | 2023.11.06 16:00 | modify | 4 | 0.10 | 0.65048 | 0.62448 | 0.67048 | ||
9 | 2023.11.07 16:00 | buy | 5 | 0.10 | 0.64249 | 0.00000 | 0.00000 | ||
10 | 2023.11.07 16:00 | modify | 5 | 0.10 | 0.64249 | 0.61649 | 0.66249 | ||
11 | 2023.11.08 16:00 | buy | 6 | 0.10 | 0.64178 | 0.00000 | 0.00000 | ||
12 | 2023.11.08 16:00 | modify | 6 | 0.10 | 0.64178 | 0.61578 | 0.66178 | ||
13 | 2023.11.09 16:00 | sell | 7 | 0.10 | 0.64243 | 0.00000 | 0.00000 | ||
14 | 2023.11.09 16:00 | modify | 7 | 0.10 | 0.64243 | 0.66843 | 0.62243 | ||
15 | 2023.11.28 01:30 | s/l | 1 | 0.10 | 0.66219 | 0.66219 | 0.61619 | -262.16 | 737.84 |
16 | 2023.11.28 01:30 | t/p | 6 | 0.10 | 0.66178 | 0.61578 | 0.66178 | 193.16 | 931.00 |
17 | 2023.11.28 01:40 | t/p | 2 | 0.10 | 0.66237 | 0.61637 | 0.66237 | 191.79 | 1122.79 |
18 | 2023.11.28 01:40 | t/p | 5 | 0.10 | 0.66249 | 0.61649 | 0.66249 | 192.82 | 1315.61 |
19 | 2023.11.28 16:00 | sell | 8 | 0.10 | 0.66413 | 0.00000 | 0.00000 | ||
20 | 2023.11.28 16:00 | modify | 8 | 0.10 | 0.66413 | 0.69013 | 0.64413 | ||
21 | 2023.11.29 16:00 | buy | 9 | 0.10 | 0.66235 | 0.00000 | 0.00000 | ||
22 | 2023.11.29 16:00 | modify | 9 | 0.10 | 0.66235 | 0.63635 | 0.68235 | ||
23 | 2023.12.01 16:00 | sell | 10 | 0.10 | 0.66386 | 0.00000 | 0.00000 | ||
24 | 2023.12.01 16:00 | modify | 10 | 0.10 | 0.66386 | 0.68986 | 0.64386 | ||
25 | 2023.12.03 23:20 | s/l | 7 | 0.10 | 0.66843 | 0.66843 | 0.62243 | -261.76 | 1053.85 |
26 | 2023.12.04 16:00 | buy | 11 | 0.10 | 0.66183 | 0.00000 | 0.00000 | ||
27 | 2023.12.04 16:00 | modify | 11 | 0.10 | 0.66183 | 0.63583 | 0.68183 | ||
28 | 2023.12.05 16:00 | buy | 12 | 0.10 | 0.65653 | 0.00000 | 0.00000 | ||
29 | 2023.12.05 16:00 | modify | 12 | 0.10 | 0.65653 | 0.63053 | 0.67653 | ||
30 | 2023.12.14 01:40 | t/p | 4 | 0.10 | 0.67048 | 0.62448 | 0.67048 | 186.32 | 1240.17 |
31 | 2023.12.15 16:00 | sell | 13 | 0.10 | 0.67200 | 0.00000 | 0.00000 | ||
32 | 2023.12.15 16:00 | modify | 13 | 0.10 | 0.67200 | 0.69800 | 0.65200 | ||
33 | 2023.12.19 14:40 | s/l | 3 | 0.10 | 0.67632 | 0.67632 | 0.63032 | -263.52 | 976.65 |
34 | 2023.12.19 14:40 | t/p | 12 | 0.10 | 0.67653 | 0.63053 | 0.67653 | 195.21 | 1171.86 |
35 | 2023.12.19 16:00 | sell | 14 | 0.10 | 0.67626 | 0.00000 | 0.00000 | ||
36 | 2023.12.19 16:00 | modify | 14 | 0.10 | 0.67626 | 0.70226 | 0.65626 | ||
37 | 2023.12.20 16:00 | sell | 15 | 0.10 | 0.67710 | 0.00000 | 0.00000 | ||
38 | 2023.12.20 16:00 | modify | 15 | 0.10 | 0.67710 | 0.70310 | 0.65710 | ||
39 | 2023.12.22 14:30 | t/p | 11 | 0.10 | 0.68183 | 0.63583 | 0.68183 | 193.16 | 1365.02 |
40 | 2023.12.22 14:40 | t/p | 9 | 0.10 | 0.68235 | 0.63635 | 0.68235 | 191.45 | 1556.47 |
41 | 2023.12.22 16:00 | sell | 16 | 0.10 | 0.68040 | 0.00000 | 0.00000 | ||
42 | 2023.12.22 16:00 | modify | 16 | 0.10 | 0.68040 | 0.70640 | 0.66040 | ||
43 | 2023.12.27 16:00 | sell | 17 | 0.10 | 0.68496 | 0.00000 | 0.00000 | ||
44 | 2023.12.27 16:00 | modify | 17 | 0.10 | 0.68496 | 0.71096 | 0.66496 | ||
45 | 2024.01.05 13:05 | t/p | 17 | 0.10 | 0.66496 | 0.71096 | 0.66496 | 199.12 | 1755.59 |
46 | 2024.01.05 16:00 | sell | 18 | 0.10 | 0.67344 | 0.00000 | 0.00000 | ||
47 | 2024.01.05 16:00 | modify | 18 | 0.10 | 0.67344 | 0.69944 | 0.65344 | ||
48 | 2024.01.16 09:40 | t/p | 16 | 0.10 | 0.66040 | 0.70640 | 0.66040 | 198.16 | 1953.75 |
49 | 2024.01.16 16:00 | buy | 19 | 0.10 | 0.66046 | 0.00000 | 0.00000 | ||
50 | 2024.01.16 16:00 | modify | 19 | 0.10 | 0.66046 | 0.63446 | 0.68046 | ||
51 | 2024.01.17 03:40 | t/p | 15 | 0.10 | 0.65710 | 0.70310 | 0.65710 | 197.76 | 2151.51 |
52 | 2024.01.17 05:40 | t/p | 14 | 0.10 | 0.65626 | 0.70226 | 0.65626 | 197.68 | 2349.19 |
53 | 2024.01.17 14:40 | t/p | 18 | 0.10 | 0.65344 | 0.69944 | 0.65344 | 199.20 | 2548.39 |
54 | 2024.01.17 16:00 | buy | 20 | 0.10 | 0.65321 | 0.00000 | 0.00000 | ||
55 | 2024.01.17 16:00 | modify | 20 | 0.10 | 0.65321 | 0.62721 | 0.67321 | ||
56 | 2024.01.22 16:00 | buy | 21 | 0.10 | 0.65922 | 0.00000 | 0.00000 | ||
57 | 2024.01.22 16:00 | modify | 21 | 0.10 | 0.65922 | 0.63322 | 0.67922 | ||
58 | 2024.01.23 16:00 | buy | 22 | 0.10 | 0.65670 | 0.00000 | 0.00000 | ||
59 | 2024.01.23 16:00 | modify | 22 | 0.10 | 0.65670 | 0.63070 | 0.67670 | ||
60 | 2024.02.01 10:30 | t/p | 13 | 0.10 | 0.65200 | 0.69800 | 0.65200 | 196.16 | 2744.55 |
61 | 2024.02.01 16:00 | buy | 23 | 0.10 | 0.65468 | 0.00000 | 0.00000 | ||
62 | 2024.02.01 16:00 | modify | 23 | 0.10 | 0.65468 | 0.62868 | 0.67468 | ||
63 | 2024.04.15 19:05 | t/p | 8 | 0.10 | 0.64413 | 0.69013 | 0.64413 | 188.88 | 2933.43 |
64 | 2024.04.16 00:40 | t/p | 10 | 0.10 | 0.64386 | 0.68986 | 0.64386 | 189.20 | 3122.63 |
65 | 2024.04.16 16:00 | buy | 24 | 0.10 | 0.64111 | 0.00000 | 0.00000 | ||
66 | 2024.04.16 16:00 | modify | 24 | 0.10 | 0.64111 | 0.61511 | 0.66111 | ||
67 | 2024.04.19 16:00 | sell | 25 | 0.10 | 0.64216 | 0.00000 | 0.00000 | ||
68 | 2024.04.19 16:00 | modify | 25 | 0.10 | 0.64216 | 0.66816 | 0.62216 | ||
69 | 2024.05.03 12:30 | t/p | 24 | 0.10 | 0.66111 | 0.61511 | 0.66111 | 193.50 | 3316.13 |
70 | 2024.05.03 16:00 | sell | 26 | 0.10 | 0.66136 | 0.00000 | 0.00000 | ||
71 | 2024.05.03 16:00 | modify | 26 | 0.10 | 0.66136 | 0.68736 | 0.64136 | ||
72 | 2024.05.15 12:40 | s/l | 25 | 0.10 | 0.66816 | 0.66816 | 0.62216 | -261.92 | 3054.21 |
73 | 2024.05.15 16:00 | sell | 27 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
74 | 2024.05.15 16:00 | modify | 27 | 0.10 | 0.66723 | 0.69323 | 0.64723 | ||
75 | 2024.07.03 14:40 | t/p | 20 | 0.10 | 0.67321 | 0.62721 | 0.67321 | 142.54 | 3196.76 |
76 | 2024.07.03 16:00 | sell | 28 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
77 | 2024.07.03 16:00 | modify | 28 | 0.10 | 0.67175 | 0.69775 | 0.65175 | ||
78 | 2024.07.05 12:40 | t/p | 23 | 0.10 | 0.67468 | 0.62868 | 0.67468 | 146.99 | 3343.75 |
79 | 2024.07.10 16:00 | sell | 29 | 0.10 | 0.67456 | 0.00000 | 0.00000 | ||
80 | 2024.07.10 16:00 | modify | 29 | 0.10 | 0.67456 | 0.70056 | 0.65456 | ||
81 | 2024.07.11 12:20 | t/p | 22 | 0.10 | 0.67670 | 0.63070 | 0.67670 | 141.18 | 3484.92 |
82 | 2024.07.11 12:40 | t/p | 21 | 0.10 | 0.67922 | 0.63322 | 0.67922 | 140.83 | 3625.76 |
83 | 2024.07.11 16:00 | sell | 30 | 0.10 | 0.67736 | 0.00000 | 0.00000 | ||
84 | 2024.07.11 16:00 | modify | 30 | 0.10 | 0.67736 | 0.70336 | 0.65736 | ||
85 | 2024.07.12 16:00 | sell | 31 | 0.10 | 0.67864 | 0.00000 | 0.00000 | ||
86 | 2024.07.12 16:00 | modify | 31 | 0.10 | 0.67864 | 0.70464 | 0.65864 | ||
87 | 2024.07.24 18:20 | t/p | 31 | 0.10 | 0.65864 | 0.70464 | 0.65864 | 199.20 | 3824.96 |
88 | 2024.07.25 00:10 | t/p | 30 | 0.10 | 0.65736 | 0.70336 | 0.65736 | 198.88 | 4023.84 |
89 | 2024.07.25 04:33 | t/p | 29 | 0.10 | 0.65456 | 0.70056 | 0.65456 | 198.64 | 4222.48 |
90 | 2024.07.25 12:15 | t/p | 28 | 0.10 | 0.65175 | 0.69775 | 0.65175 | 198.08 | 4420.56 |
91 | 2024.07.25 16:00 | buy | 32 | 0.10 | 0.65531 | 0.00000 | 0.00000 | ||
92 | 2024.07.25 16:00 | modify | 32 | 0.10 | 0.65531 | 0.62931 | 0.67531 | ||
93 | 2024.07.26 16:00 | sell | 33 | 0.10 | 0.65563 | 0.00000 | 0.00000 | ||
94 | 2024.07.26 16:00 | modify | 33 | 0.10 | 0.65563 | 0.68163 | 0.63563 | ||
95 | 2024.07.29 16:00 | buy | 34 | 0.10 | 0.65409 | 0.00000 | 0.00000 | ||
96 | 2024.07.29 16:00 | modify | 34 | 0.10 | 0.65409 | 0.62809 | 0.67409 | ||
97 | 2024.07.30 16:00 | buy | 35 | 0.10 | 0.65373 | 0.00000 | 0.00000 | ||
98 | 2024.07.30 16:00 | modify | 35 | 0.10 | 0.65373 | 0.62773 | 0.67373 | ||
99 | 2024.08.05 05:20 | t/p | 27 | 0.10 | 0.64723 | 0.69323 | 0.64723 | 193.44 | 4614.00 |
100 | 2024.08.05 06:20 | t/p | 26 | 0.10 | 0.64136 | 0.68736 | 0.64136 | 192.64 | 4806.64 |
101 | 2024.08.05 06:40 | t/p | 33 | 0.10 | 0.63563 | 0.68163 | 0.63563 | 199.36 | 5006.00 |
102 | 2024.08.06 16:00 | buy | 36 | 0.10 | 0.65213 | 0.00000 | 0.00000 | ||
103 | 2024.08.06 16:00 | modify | 36 | 0.10 | 0.65213 | 0.62613 | 0.67213 | ||
104 | 2024.08.07 16:00 | sell | 37 | 0.10 | 0.65511 | 0.00000 | 0.00000 | ||
105 | 2024.08.07 16:00 | modify | 37 | 0.10 | 0.65511 | 0.68111 | 0.63511 | ||
106 | 2024.08.08 16:00 | sell | 38 | 0.10 | 0.65784 | 0.00000 | 0.00000 | ||
107 | 2024.08.08 16:00 | modify | 38 | 0.10 | 0.65784 | 0.68384 | 0.63784 | ||
108 | 2024.08.19 15:05 | t/p | 36 | 0.10 | 0.67213 | 0.62613 | 0.67213 | 195.55 | 5201.55 |
109 | 2024.08.19 16:00 | sell | 39 | 0.10 | 0.67140 | 0.00000 | 0.00000 | ||
110 | 2024.08.19 16:00 | modify | 39 | 0.10 | 0.67140 | 0.69740 | 0.65140 | ||
111 | 2024.08.19 23:40 | t/p | 35 | 0.10 | 0.67373 | 0.62773 | 0.67373 | 193.16 | 5394.71 |
112 | 2024.08.20 12:40 | t/p | 34 | 0.10 | 0.67409 | 0.62809 | 0.67409 | 192.48 | 5587.19 |
113 | 2024.08.20 16:00 | sell | 40 | 0.10 | 0.67395 | 0.00000 | 0.00000 | ||
114 | 2024.08.20 16:00 | modify | 40 | 0.10 | 0.67395 | 0.69995 | 0.65395 | ||
115 | 2024.08.21 15:40 | t/p | 32 | 0.10 | 0.67531 | 0.62931 | 0.67531 | 191.45 | 5778.64 |
116 | 2024.08.22 16:00 | buy | 41 | 0.10 | 0.67098 | 0.00000 | 0.00000 | ||
117 | 2024.08.22 16:00 | modify | 41 | 0.10 | 0.67098 | 0.64498 | 0.69098 | ||
118 | 2024.08.23 16:00 | sell | 42 | 0.10 | 0.67760 | 0.00000 | 0.00000 | ||
119 | 2024.08.23 16:00 | modify | 42 | 0.10 | 0.67760 | 0.70360 | 0.65760 | ||
120 | 2024.08.28 01:40 | t/p | 19 | 0.10 | 0.68046 | 0.63446 | 0.68046 | 123.05 | 5901.69 |
121 | 2024.08.28 01:40 | s/l | 37 | 0.10 | 0.68111 | 0.68111 | 0.63511 | -261.68 | 5640.01 |
122 | 2024.08.30 16:00 | buy | 43 | 0.10 | 0.67674 | 0.00000 | 0.00000 | ||
123 | 2024.08.30 16:00 | modify | 43 | 0.10 | 0.67674 | 0.65074 | 0.69674 | ||
124 | 2024.09.02 16:00 | sell | 44 | 0.10 | 0.67885 | 0.00000 | 0.00000 | ||
125 | 2024.09.02 16:00 | modify | 44 | 0.10 | 0.67885 | 0.70485 | 0.65885 | ||
126 | 2024.09.19 09:40 | s/l | 38 | 0.10 | 0.68384 | 0.68384 | 0.63784 | -263.36 | 5376.65 |
127 | 2024.09.19 16:00 | sell | 45 | 0.10 | 0.68138 | 0.00000 | 0.00000 | ||
128 | 2024.09.19 16:00 | modify | 45 | 0.10 | 0.68138 | 0.70738 | 0.66138 | ||
129 | 2024.09.27 12:30 | t/p | 41 | 0.10 | 0.69098 | 0.64498 | 0.69098 | 187.69 | 5564.34 |
130 | 2024.09.27 16:00 | sell | 46 | 0.10 | 0.69105 | 0.00000 | 0.00000 | ||
131 | 2024.09.27 16:00 | modify | 46 | 0.10 | 0.69105 | 0.71705 | 0.67105 | ||
132 | 2024.10.09 14:40 | t/p | 46 | 0.10 | 0.67105 | 0.71705 | 0.67105 | 199.20 | 5763.54 |
133 | 2024.10.09 16:00 | buy | 47 | 0.10 | 0.67267 | 0.00000 | 0.00000 | ||
134 | 2024.10.09 16:00 | modify | 47 | 0.10 | 0.67267 | 0.64667 | 0.69267 | ||
135 | 2024.10.25 17:10 | t/p | 45 | 0.10 | 0.66138 | 0.70738 | 0.66138 | 197.12 | 5960.66 |
136 | 2024.10.28 03:40 | t/p | 44 | 0.10 | 0.65885 | 0.70485 | 0.65885 | 195.52 | 6156.18 |
137 | 2024.10.28 16:00 | buy | 48 | 0.10 | 0.65889 | 0.00000 | 0.00000 | ||
138 | 2024.10.28 16:00 | modify | 48 | 0.10 | 0.65889 | 0.63289 | 0.67889 | ||
139 | 2024.10.29 00:40 | t/p | 42 | 0.10 | 0.65760 | 0.70360 | 0.65760 | 194.80 | 6350.98 |
140 | 2024.10.29 16:00 | buy | 49 | 0.10 | 0.65590 | 0.00000 | 0.00000 | ||
141 | 2024.10.29 16:00 | modify | 49 | 0.10 | 0.65590 | 0.62990 | 0.67590 | ||
142 | 2024.10.30 03:40 | t/p | 40 | 0.10 | 0.65395 | 0.69995 | 0.65395 | 194.32 | 6545.30 |
143 | 2024.10.30 16:00 | sell | 50 | 0.10 | 0.65815 | 0.00000 | 0.00000 | ||
144 | 2024.10.30 16:00 | modify | 50 | 0.10 | 0.65815 | 0.68415 | 0.63815 | ||
145 | 2024.10.31 16:00 | buy | 51 | 0.10 | 0.65519 | 0.00000 | 0.00000 | ||
146 | 2024.10.31 16:00 | modify | 51 | 0.10 | 0.65519 | 0.62919 | 0.67519 | ||
147 | 2024.10.31 23:30 | t/p | 39 | 0.10 | 0.65140 | 0.69740 | 0.65140 | 194.00 | 6739.30 |
148 | 2024.10.31 23:30 | s/l | 43 | 0.10 | 0.65074 | 0.65074 | 0.69674 | -281.20 | 6458.09 |
149 | 2024.10.31 23:40 | s/l | 47 | 0.10 | 0.64667 | 0.64667 | 0.69267 | -268.21 | 6189.88 |
150 | 2024.10.31 23:59 | close at stop | 51 | 0.10 | 0.64447 | 0.62919 | 0.67519 | -107.20 | 6082.68 |
151 | 2024.10.31 23:59 | close at stop | 50 | 0.10 | 0.64477 | 0.68415 | 0.63815 | 133.56 | 6216.24 |
152 | 2024.10.31 23:59 | close at stop | 49 | 0.10 | 0.64447 | 0.62990 | 0.67590 | -115.67 | 6100.58 |
153 | 2024.10.31 23:59 | close at stop | 48 | 0.10 | 0.64447 | 0.63289 | 0.67889 | -145.91 | 5954.67 |