Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Minute (M1) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=254; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; PLGHelp="===================================="; PriceGap=24; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=0.4; LotsChangeLevel=1; LotsChangeType=0; LotsChangeRate=90; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=35; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; | ||||
Bars in test | 373304 | Ticks modelled | 741838 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -8896.84 | Gross profit | 1385.04 | Gross loss | -10281.89 |
Profit factor | 0.13 | Expected payoff | -217.00 | ||
Absolute drawdown | 8896.84 | Maximal drawdown | 9988.92 (90.05%) | Relative drawdown | 90.05% (9988.92) |
Total trades | 41 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 29 (27.59%) |
Profit trades (% of total) | 16 (39.02%) | Loss trades (% of total) | 25 (60.98%) | ||
Largest | profit trade | 256.40 | loss trade | -1707.48 | |
Average | profit trade | 86.57 | loss trade | -411.28 | |
Maximum | consecutive wins (profit in money) | 4 (522.24) | consecutive losses (loss in money) | 18 (-9995.63) | |
Maximal | consecutive profit (count of wins) | 522.24 (4) | consecutive loss (count of losses) | -9995.63 (18) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.01 00:00 | sell | 1 | 0.40 | 0.71822 | 0.00000 | 0.00000 | ||
2 | 2022.06.01 12:12 | sell | 2 | 0.36 | 0.72078 | 0.00000 | 0.00000 | ||
3 | 2022.06.01 14:11 | close | 2 | 0.36 | 0.71891 | 0.00000 | 0.00000 | 67.32 | 10067.32 |
4 | 2022.06.01 14:11 | close | 1 | 0.40 | 0.71891 | 0.00000 | 0.00000 | -27.60 | 10039.72 |
5 | 2022.06.01 14:11 | sell | 3 | 0.40 | 0.71861 | 0.00000 | 0.00000 | ||
6 | 2022.06.01 15:37 | close | 3 | 0.40 | 0.71647 | 0.00000 | 0.00000 | 85.60 | 10125.32 |
7 | 2022.06.01 15:37 | sell | 4 | 0.40 | 0.71617 | 0.00000 | 0.00000 | ||
8 | 2022.06.01 17:41 | sell | 5 | 0.36 | 0.71858 | 0.00000 | 0.00000 | ||
9 | 2022.06.02 00:05 | close | 5 | 0.36 | 0.71683 | 0.00000 | 0.00000 | 64.74 | 10190.06 |
10 | 2022.06.02 00:05 | close | 4 | 0.40 | 0.71683 | 0.00000 | 0.00000 | -24.47 | 10165.60 |
11 | 2022.06.02 00:05 | buy | 6 | 0.40 | 0.71683 | 0.00000 | 0.00000 | ||
12 | 2022.06.02 05:25 | buy | 7 | 0.36 | 0.71470 | 0.00000 | 0.00000 | ||
13 | 2022.06.02 06:29 | close | 7 | 0.36 | 0.71636 | 0.00000 | 0.00000 | 59.76 | 10225.36 |
14 | 2022.06.02 06:29 | close | 6 | 0.40 | 0.71636 | 0.00000 | 0.00000 | -18.80 | 10206.56 |
15 | 2022.06.02 06:29 | buy | 8 | 0.40 | 0.71666 | 0.00000 | 0.00000 | ||
16 | 2022.06.02 08:21 | close | 8 | 0.40 | 0.71887 | 0.00000 | 0.00000 | 88.40 | 10294.96 |
17 | 2022.06.02 08:21 | buy | 9 | 0.40 | 0.71917 | 0.00000 | 0.00000 | ||
18 | 2022.06.02 12:05 | close | 9 | 0.40 | 0.72133 | 0.00000 | 0.00000 | 86.40 | 10381.36 |
19 | 2022.06.02 12:05 | sell | 10 | 0.40 | 0.72133 | 0.00000 | 0.00000 | ||
20 | 2022.06.02 14:14 | sell | 11 | 0.36 | 0.72380 | 0.00000 | 0.00000 | ||
21 | 2022.06.02 17:41 | sell | 12 | 0.32 | 0.72623 | 0.00000 | 0.00000 | ||
22 | 2022.06.03 12:41 | close | 12 | 0.32 | 0.72297 | 0.00000 | 0.00000 | 104.84 | 10486.19 |
23 | 2022.06.03 12:41 | close | 11 | 0.36 | 0.72297 | 0.00000 | 0.00000 | 30.46 | 10516.65 |
24 | 2022.06.03 12:41 | close | 10 | 0.40 | 0.72297 | 0.00000 | 0.00000 | -64.96 | 10451.70 |
25 | 2022.06.03 12:41 | sell | 13 | 0.40 | 0.72267 | 0.00000 | 0.00000 | ||
26 | 2022.06.03 16:20 | close | 13 | 0.40 | 0.72051 | 0.00000 | 0.00000 | 86.40 | 10538.10 |
27 | 2022.06.03 16:20 | sell | 14 | 0.40 | 0.72021 | 0.00000 | 0.00000 | ||
28 | 2022.06.06 08:15 | sell | 15 | 0.36 | 0.72262 | 0.00000 | 0.00000 | ||
29 | 2022.06.06 15:12 | close | 15 | 0.36 | 0.72064 | 0.00000 | 0.00000 | 71.28 | 10609.38 |
30 | 2022.06.06 15:12 | close | 14 | 0.40 | 0.72064 | 0.00000 | 0.00000 | -16.56 | 10592.82 |
31 | 2022.06.06 15:12 | sell | 16 | 0.40 | 0.72034 | 0.00000 | 0.00000 | ||
32 | 2022.06.07 00:06 | close | 16 | 0.40 | 0.71815 | 0.00000 | 0.00000 | 88.24 | 10681.07 |
33 | 2022.06.07 00:06 | buy | 17 | 0.40 | 0.71815 | 0.00000 | 0.00000 | ||
34 | 2022.06.07 04:31 | close | 17 | 0.40 | 0.72456 | 0.00000 | 0.00000 | 256.40 | 10937.47 |
35 | 2022.06.07 04:31 | buy | 18 | 0.40 | 0.72486 | 0.00000 | 0.00000 | ||
36 | 2022.06.07 04:38 | buy | 19 | 0.36 | 0.72271 | 0.00000 | 0.00000 | ||
37 | 2022.06.07 04:58 | buy | 20 | 0.32 | 0.72030 | 0.00000 | 0.00000 | ||
38 | 2022.06.07 05:06 | buy | 21 | 0.29 | 0.71792 | 0.00000 | 0.00000 | ||
39 | 2022.06.07 14:55 | close | 21 | 0.29 | 0.72208 | 0.00000 | 0.00000 | 120.64 | 11058.11 |
40 | 2022.06.07 14:55 | close | 20 | 0.32 | 0.72208 | 0.00000 | 0.00000 | 56.96 | 11115.07 |
41 | 2022.06.07 14:55 | close | 19 | 0.36 | 0.72208 | 0.00000 | 0.00000 | -22.68 | 11092.39 |
42 | 2022.06.07 14:55 | close | 18 | 0.40 | 0.72208 | 0.00000 | 0.00000 | -111.20 | 10981.19 |
43 | 2022.06.07 14:55 | buy | 22 | 0.40 | 0.72238 | 0.00000 | 0.00000 | ||
44 | 2022.06.08 03:41 | buy | 23 | 0.36 | 0.72028 | 0.00000 | 0.00000 | ||
45 | 2022.06.08 08:41 | buy | 24 | 0.32 | 0.71805 | 0.00000 | 0.00000 | ||
46 | 2022.06.08 13:09 | close | 24 | 0.32 | 0.72096 | 0.00000 | 0.00000 | 93.12 | 11074.31 |
47 | 2022.06.08 13:09 | close | 23 | 0.36 | 0.72096 | 0.00000 | 0.00000 | 24.48 | 11098.79 |
48 | 2022.06.08 13:09 | close | 22 | 0.40 | 0.72096 | 0.00000 | 0.00000 | -58.32 | 11040.47 |
49 | 2022.06.08 13:09 | buy | 25 | 0.40 | 0.72126 | 0.00000 | 0.00000 | ||
50 | 2022.06.08 19:02 | buy | 26 | 0.36 | 0.71913 | 0.00000 | 0.00000 | ||
51 | 2022.06.09 01:40 | buy | 27 | 0.32 | 0.71701 | 0.00000 | 0.00000 | ||
52 | 2022.06.09 13:28 | buy | 28 | 0.29 | 0.71474 | 0.00000 | 0.00000 | ||
53 | 2022.06.09 14:11 | buy | 29 | 0.26 | 0.71234 | 0.00000 | 0.00000 | ||
54 | 2022.06.09 19:10 | buy | 30 | 0.23 | 0.71023 | 0.00000 | 0.00000 | ||
55 | 2022.06.10 12:34 | buy | 31 | 0.21 | 0.70801 | 0.00000 | 0.00000 | ||
56 | 2022.06.10 14:02 | buy | 32 | 0.19 | 0.70580 | 0.00000 | 0.00000 | ||
57 | 2022.06.12 21:58 | buy | 33 | 0.17 | 0.70363 | 0.00000 | 0.00000 | ||
58 | 2022.06.13 00:53 | buy | 34 | 0.15 | 0.70135 | 0.00000 | 0.00000 | ||
59 | 2022.06.13 08:20 | buy | 35 | 0.13 | 0.69906 | 0.00000 | 0.00000 | ||
60 | 2022.06.13 09:58 | buy | 36 | 0.12 | 0.69684 | 0.00000 | 0.00000 | ||
61 | 2022.06.13 14:25 | buy | 37 | 0.11 | 0.69456 | 0.00000 | 0.00000 | ||
62 | 2022.06.13 19:16 | buy | 38 | 0.10 | 0.69218 | 0.00000 | 0.00000 | ||
63 | 2022.06.14 10:26 | buy | 39 | 0.09 | 0.68982 | 0.00000 | 0.00000 | ||
64 | 2022.06.14 16:24 | buy | 40 | 0.08 | 0.68767 | 0.00000 | 0.00000 | ||
65 | 2022.06.14 19:19 | buy | 41 | 0.07 | 0.68550 | 0.00000 | 0.00000 | ||
66 | 2022.07.01 08:02 | close at stop | 41 | 0.07 | 0.67952 | 0.00000 | 0.00000 | -46.90 | 10993.57 |
67 | 2022.07.01 08:02 | close at stop | 40 | 0.08 | 0.67952 | 0.00000 | 0.00000 | -70.96 | 10922.62 |
68 | 2022.07.01 08:02 | close at stop | 39 | 0.09 | 0.67952 | 0.00000 | 0.00000 | -99.18 | 10823.44 |
69 | 2022.07.01 08:02 | close at stop | 38 | 0.10 | 0.67952 | 0.00000 | 0.00000 | -134.18 | 10689.26 |
70 | 2022.07.01 08:02 | close at stop | 37 | 0.11 | 0.67952 | 0.00000 | 0.00000 | -173.77 | 10515.49 |
71 | 2022.07.01 08:02 | close at stop | 36 | 0.12 | 0.67952 | 0.00000 | 0.00000 | -216.93 | 10298.56 |
72 | 2022.07.01 08:02 | close at stop | 35 | 0.13 | 0.67952 | 0.00000 | 0.00000 | -263.87 | 10034.69 |
73 | 2022.07.01 08:02 | close at stop | 34 | 0.15 | 0.67952 | 0.00000 | 0.00000 | -338.81 | 9695.88 |
74 | 2022.07.01 08:02 | close at stop | 33 | 0.17 | 0.67952 | 0.00000 | 0.00000 | -423.39 | 9272.49 |
75 | 2022.07.01 08:02 | close at stop | 32 | 0.19 | 0.67952 | 0.00000 | 0.00000 | -514.43 | 8758.05 |
76 | 2022.07.01 08:02 | close at stop | 31 | 0.21 | 0.67952 | 0.00000 | 0.00000 | -614.99 | 8143.06 |
77 | 2022.07.01 08:02 | close at stop | 30 | 0.23 | 0.67952 | 0.00000 | 0.00000 | -725.50 | 7417.56 |
78 | 2022.07.01 08:02 | close at stop | 29 | 0.26 | 0.67952 | 0.00000 | 0.00000 | -874.99 | 6542.58 |
79 | 2022.07.01 08:02 | close at stop | 28 | 0.29 | 0.67952 | 0.00000 | 0.00000 | -1045.55 | 5497.03 |
80 | 2022.07.01 08:02 | close at stop | 27 | 0.32 | 0.67952 | 0.00000 | 0.00000 | -1226.35 | 4270.68 |
81 | 2022.07.01 08:02 | close at stop | 26 | 0.36 | 0.67952 | 0.00000 | 0.00000 | -1460.05 | 2810.63 |
82 | 2022.07.01 08:02 | close at stop | 25 | 0.40 | 0.67952 | 0.00000 | 0.00000 | -1707.48 | 1103.16 |