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 | Control points (a very crude method, the results must not be considered) | ||||
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 | 3901406 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -8840.16 | Gross profit | 1703.13 | Gross loss | -10543.29 |
Profit factor | 0.16 | Expected payoff | -192.18 | ||
Absolute drawdown | 8840.16 | Maximal drawdown | 10127.96 (89.72%) | Relative drawdown | 89.72% (10127.96) |
Total trades | 46 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 33 (33.33%) |
Profit trades (% of total) | 21 (45.65%) | Loss trades (% of total) | 25 (54.35%) | ||
Largest | profit trade | 175.60 | loss trade | -1702.93 | |
Average | profit trade | 81.10 | loss trade | -421.73 | |
Maximum | consecutive wins (profit in money) | 6 (484.88) | consecutive losses (loss in money) | 19 (-10163.18) | |
Maximal | consecutive profit (count of wins) | 571.42 (5) | consecutive loss (count of losses) | -10163.18 (19) | |
Average | consecutive wins | 4 | 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 04:33 | close | 1 | 0.40 | 0.71606 | 0.00000 | 0.00000 | 86.40 | 10086.40 |
3 | 2022.06.01 04:33 | sell | 2 | 0.40 | 0.71576 | 0.00000 | 0.00000 | ||
4 | 2022.06.01 07:09 | sell | 3 | 0.36 | 0.71819 | 0.00000 | 0.00000 | ||
5 | 2022.06.01 12:09 | sell | 4 | 0.32 | 0.72065 | 0.00000 | 0.00000 | ||
6 | 2022.06.01 14:24 | close | 4 | 0.32 | 0.71762 | 0.00000 | 0.00000 | 96.96 | 10183.36 |
7 | 2022.06.01 14:24 | close | 3 | 0.36 | 0.71762 | 0.00000 | 0.00000 | 20.52 | 10203.88 |
8 | 2022.06.01 14:24 | close | 2 | 0.40 | 0.71762 | 0.00000 | 0.00000 | -74.40 | 10129.48 |
9 | 2022.06.01 14:24 | sell | 5 | 0.40 | 0.71732 | 0.00000 | 0.00000 | ||
10 | 2022.06.02 05:17 | close | 5 | 0.40 | 0.71517 | 0.00000 | 0.00000 | 87.93 | 10217.41 |
11 | 2022.06.02 05:17 | buy | 6 | 0.40 | 0.71517 | 0.00000 | 0.00000 | ||
12 | 2022.06.02 06:48 | close | 6 | 0.40 | 0.71733 | 0.00000 | 0.00000 | 86.40 | 10303.81 |
13 | 2022.06.02 06:48 | buy | 7 | 0.40 | 0.71763 | 0.00000 | 0.00000 | ||
14 | 2022.06.02 09:19 | close | 7 | 0.40 | 0.71975 | 0.00000 | 0.00000 | 84.80 | 10388.61 |
15 | 2022.06.02 09:19 | buy | 8 | 0.40 | 0.72005 | 0.00000 | 0.00000 | ||
16 | 2022.06.02 12:40 | close | 8 | 0.40 | 0.72219 | 0.00000 | 0.00000 | 85.60 | 10474.21 |
17 | 2022.06.02 12:40 | sell | 9 | 0.40 | 0.72219 | 0.00000 | 0.00000 | ||
18 | 2022.06.02 15:08 | sell | 10 | 0.36 | 0.72474 | 0.00000 | 0.00000 | ||
19 | 2022.06.03 00:30 | sell | 11 | 0.32 | 0.72721 | 0.00000 | 0.00000 | ||
20 | 2022.06.03 12:30 | close | 11 | 0.32 | 0.72385 | 0.00000 | 0.00000 | 107.52 | 10581.73 |
21 | 2022.06.03 12:30 | close | 10 | 0.36 | 0.72385 | 0.00000 | 0.00000 | 32.62 | 10614.36 |
22 | 2022.06.03 12:30 | close | 9 | 0.40 | 0.72385 | 0.00000 | 0.00000 | -65.76 | 10548.60 |
23 | 2022.06.03 12:30 | sell | 12 | 0.40 | 0.72355 | 0.00000 | 0.00000 | ||
24 | 2022.06.03 15:48 | close | 12 | 0.40 | 0.72139 | 0.00000 | 0.00000 | 86.40 | 10635.00 |
25 | 2022.06.03 15:48 | sell | 13 | 0.40 | 0.72109 | 0.00000 | 0.00000 | ||
26 | 2022.06.06 01:33 | close | 13 | 0.40 | 0.71897 | 0.00000 | 0.00000 | 85.44 | 10720.44 |
27 | 2022.06.06 01:33 | sell | 14 | 0.40 | 0.71867 | 0.00000 | 0.00000 | ||
28 | 2022.06.06 07:04 | sell | 15 | 0.36 | 0.72108 | 0.00000 | 0.00000 | ||
29 | 2022.06.06 15:29 | close | 15 | 0.36 | 0.71932 | 0.00000 | 0.00000 | 63.36 | 10783.80 |
30 | 2022.06.06 15:29 | close | 14 | 0.40 | 0.71932 | 0.00000 | 0.00000 | -26.00 | 10757.80 |
31 | 2022.06.06 15:29 | sell | 16 | 0.40 | 0.71902 | 0.00000 | 0.00000 | ||
32 | 2022.06.07 01:26 | close | 16 | 0.40 | 0.71687 | 0.00000 | 0.00000 | 86.64 | 10844.45 |
33 | 2022.06.07 01:26 | buy | 17 | 0.40 | 0.71687 | 0.00000 | 0.00000 | ||
34 | 2022.06.07 04:30 | close | 17 | 0.40 | 0.72126 | 0.00000 | 0.00000 | 175.60 | 11020.05 |
35 | 2022.06.07 04:30 | buy | 18 | 0.40 | 0.72156 | 0.00000 | 0.00000 | ||
36 | 2022.06.07 04:30 | close | 18 | 0.40 | 0.72456 | 0.00000 | 0.00000 | 120.00 | 11140.05 |
37 | 2022.06.07 04:30 | buy | 19 | 0.40 | 0.72486 | 0.00000 | 0.00000 | ||
38 | 2022.06.07 04:37 | buy | 20 | 0.36 | 0.72267 | 0.00000 | 0.00000 | ||
39 | 2022.06.07 04:45 | buy | 21 | 0.32 | 0.72001 | 0.00000 | 0.00000 | ||
40 | 2022.06.07 05:05 | buy | 22 | 0.29 | 0.71742 | 0.00000 | 0.00000 | ||
41 | 2022.06.07 14:53 | close | 22 | 0.29 | 0.72188 | 0.00000 | 0.00000 | 129.34 | 11269.39 |
42 | 2022.06.07 14:53 | close | 21 | 0.32 | 0.72188 | 0.00000 | 0.00000 | 59.84 | 11329.23 |
43 | 2022.06.07 14:53 | close | 20 | 0.36 | 0.72188 | 0.00000 | 0.00000 | -28.44 | 11300.79 |
44 | 2022.06.07 14:53 | close | 19 | 0.40 | 0.72188 | 0.00000 | 0.00000 | -119.20 | 11181.59 |
45 | 2022.06.07 14:53 | buy | 23 | 0.40 | 0.72218 | 0.00000 | 0.00000 | ||
46 | 2022.06.08 03:43 | buy | 24 | 0.36 | 0.72005 | 0.00000 | 0.00000 | ||
47 | 2022.06.08 08:42 | buy | 25 | 0.32 | 0.71793 | 0.00000 | 0.00000 | ||
48 | 2022.06.08 11:31 | close | 25 | 0.32 | 0.72056 | 0.00000 | 0.00000 | 84.16 | 11265.75 |
49 | 2022.06.08 11:31 | close | 24 | 0.36 | 0.72056 | 0.00000 | 0.00000 | 18.36 | 11284.11 |
50 | 2022.06.08 11:31 | close | 23 | 0.40 | 0.72056 | 0.00000 | 0.00000 | -66.32 | 11217.79 |
51 | 2022.06.08 11:31 | buy | 26 | 0.40 | 0.72086 | 0.00000 | 0.00000 | ||
52 | 2022.06.08 21:06 | buy | 27 | 0.36 | 0.71871 | 0.00000 | 0.00000 | ||
53 | 2022.06.09 02:20 | buy | 28 | 0.32 | 0.71659 | 0.00000 | 0.00000 | ||
54 | 2022.06.09 08:51 | close | 28 | 0.32 | 0.71932 | 0.00000 | 0.00000 | 87.36 | 11305.15 |
55 | 2022.06.09 08:51 | close | 27 | 0.36 | 0.71932 | 0.00000 | 0.00000 | 17.87 | 11323.02 |
56 | 2022.06.09 08:51 | close | 26 | 0.40 | 0.71932 | 0.00000 | 0.00000 | -66.15 | 11256.88 |
57 | 2022.06.09 08:51 | buy | 29 | 0.40 | 0.71962 | 0.00000 | 0.00000 | ||
58 | 2022.06.09 11:46 | buy | 30 | 0.36 | 0.71749 | 0.00000 | 0.00000 | ||
59 | 2022.06.09 12:53 | buy | 31 | 0.32 | 0.71535 | 0.00000 | 0.00000 | ||
60 | 2022.06.09 14:08 | buy | 32 | 0.29 | 0.71318 | 0.00000 | 0.00000 | ||
61 | 2022.06.09 17:37 | buy | 33 | 0.26 | 0.71107 | 0.00000 | 0.00000 | ||
62 | 2022.06.10 00:24 | buy | 34 | 0.23 | 0.70891 | 0.00000 | 0.00000 | ||
63 | 2022.06.10 13:21 | buy | 35 | 0.21 | 0.70678 | 0.00000 | 0.00000 | ||
64 | 2022.06.10 14:19 | buy | 36 | 0.19 | 0.70465 | 0.00000 | 0.00000 | ||
65 | 2022.06.12 22:13 | buy | 37 | 0.17 | 0.70250 | 0.00000 | 0.00000 | ||
66 | 2022.06.13 01:28 | buy | 38 | 0.15 | 0.70036 | 0.00000 | 0.00000 | ||
67 | 2022.06.13 09:42 | buy | 39 | 0.13 | 0.69824 | 0.00000 | 0.00000 | ||
68 | 2022.06.13 11:52 | buy | 40 | 0.12 | 0.69610 | 0.00000 | 0.00000 | ||
69 | 2022.06.13 14:42 | buy | 41 | 0.11 | 0.69396 | 0.00000 | 0.00000 | ||
70 | 2022.06.13 19:31 | buy | 42 | 0.10 | 0.69184 | 0.00000 | 0.00000 | ||
71 | 2022.06.14 10:41 | buy | 43 | 0.09 | 0.68974 | 0.00000 | 0.00000 | ||
72 | 2022.06.14 16:23 | buy | 44 | 0.08 | 0.68758 | 0.00000 | 0.00000 | ||
73 | 2022.06.14 19:18 | buy | 45 | 0.07 | 0.68543 | 0.00000 | 0.00000 | ||
74 | 2022.07.01 03:46 | buy | 46 | 0.06 | 0.68303 | 0.00000 | 0.00000 | ||
75 | 2022.07.01 11:55 | close at stop | 46 | 0.06 | 0.67788 | 0.00000 | 0.00000 | -30.90 | 11225.98 |
76 | 2022.07.01 11:55 | close at stop | 45 | 0.07 | 0.67788 | 0.00000 | 0.00000 | -57.89 | 11168.09 |
77 | 2022.07.01 11:55 | close at stop | 44 | 0.08 | 0.67788 | 0.00000 | 0.00000 | -83.36 | 11084.73 |
78 | 2022.07.01 11:55 | close at stop | 43 | 0.09 | 0.67788 | 0.00000 | 0.00000 | -113.22 | 10971.52 |
79 | 2022.07.01 11:55 | close at stop | 42 | 0.10 | 0.67788 | 0.00000 | 0.00000 | -147.18 | 10824.34 |
80 | 2022.07.01 11:55 | close at stop | 41 | 0.11 | 0.67788 | 0.00000 | 0.00000 | -185.21 | 10639.13 |
81 | 2022.07.01 11:55 | close at stop | 40 | 0.12 | 0.67788 | 0.00000 | 0.00000 | -227.73 | 10411.40 |
82 | 2022.07.01 11:55 | close at stop | 39 | 0.13 | 0.67788 | 0.00000 | 0.00000 | -274.53 | 10136.87 |
83 | 2022.07.01 11:55 | close at stop | 38 | 0.15 | 0.67788 | 0.00000 | 0.00000 | -348.56 | 9788.30 |
84 | 2022.07.01 11:55 | close at stop | 37 | 0.17 | 0.67788 | 0.00000 | 0.00000 | -432.06 | 9356.24 |
85 | 2022.07.01 11:55 | close at stop | 36 | 0.19 | 0.67788 | 0.00000 | 0.00000 | -523.74 | 8832.50 |
86 | 2022.07.01 11:55 | close at stop | 35 | 0.21 | 0.67788 | 0.00000 | 0.00000 | -623.60 | 8208.89 |
87 | 2022.07.01 11:55 | close at stop | 34 | 0.23 | 0.67788 | 0.00000 | 0.00000 | -731.99 | 7476.91 |
88 | 2022.07.01 11:55 | close at stop | 33 | 0.26 | 0.67788 | 0.00000 | 0.00000 | -884.61 | 6592.30 |
89 | 2022.07.01 11:55 | close at stop | 32 | 0.29 | 0.67788 | 0.00000 | 0.00000 | -1047.87 | 5544.44 |
90 | 2022.07.01 11:55 | close at stop | 31 | 0.32 | 0.67788 | 0.00000 | 0.00000 | -1225.71 | 4318.73 |
91 | 2022.07.01 11:55 | close at stop | 30 | 0.36 | 0.67788 | 0.00000 | 0.00000 | -1455.96 | 2862.77 |
92 | 2022.07.01 11:55 | close at stop | 29 | 0.40 | 0.67788 | 0.00000 | 0.00000 | -1702.93 | 1159.84 |