Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Minute (M1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=4; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=0; TopupDirection=0; PLGHelp="===================================="; PriceGap=22; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=2.4; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=90; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=50; 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 | 373087 | Ticks modelled | 3864024 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -5837.18 | Gross profit | 13311.42 | Gross loss | -19148.61 |
Profit factor | 0.70 | Expected payoff | -102.41 | ||
Absolute drawdown | 5837.18 | Maximal drawdown | 14334.41 (77.49%) | Relative drawdown | 77.49% (14334.41) |
Total trades | 57 | Short positions (won %) | 28 (71.43%) | Long positions (won %) | 29 (51.72%) |
Profit trades (% of total) | 35 (61.40%) | Loss trades (% of total) | 22 (38.60%) | ||
Largest | profit trade | 792.85 | loss trade | -3956.58 | |
Average | profit trade | 380.33 | loss trade | -870.39 | |
Maximum | consecutive wins (profit in money) | 7 (2971.83) | consecutive losses (loss in money) | 7 (-14334.41) | |
Maximal | consecutive profit (count of wins) | 2971.83 (7) | consecutive loss (count of losses) | -14334.41 (7) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 00:00 | sell | 1 | 2.40 | 0.68971 | 0.00000 | 0.00000 | ||
2 | 2022.07.01 02:31 | close | 1 | 2.40 | 0.68776 | 0.00000 | 0.00000 | 468.00 | 10468.00 |
3 | 2022.07.01 02:31 | sell | 2 | 2.40 | 0.68746 | 0.00000 | 0.00000 | ||
4 | 2022.07.01 03:25 | close | 2 | 2.40 | 0.68555 | 0.00000 | 0.00000 | 458.40 | 10926.40 |
5 | 2022.07.01 03:25 | sell | 3 | 2.40 | 0.68525 | 0.00000 | 0.00000 | ||
6 | 2022.07.01 03:46 | close | 3 | 2.40 | 0.68303 | 0.00000 | 0.00000 | 532.80 | 11459.20 |
7 | 2022.07.01 03:46 | sell | 4 | 2.40 | 0.68273 | 0.00000 | 0.00000 | ||
8 | 2022.07.01 07:16 | close | 4 | 2.40 | 0.68076 | 0.00000 | 0.00000 | 472.80 | 11932.00 |
9 | 2022.07.01 07:16 | sell | 5 | 2.40 | 0.68046 | 0.00000 | 0.00000 | ||
10 | 2022.07.01 11:52 | close | 5 | 2.40 | 0.67847 | 0.00000 | 0.00000 | 477.60 | 12409.60 |
11 | 2022.07.01 11:52 | sell | 6 | 2.40 | 0.67817 | 0.00000 | 0.00000 | ||
12 | 2022.07.01 17:49 | sell | 7 | 2.16 | 0.68037 | 0.00000 | 0.00000 | ||
13 | 2022.07.01 18:44 | sell | 8 | 1.94 | 0.68260 | 0.00000 | 0.00000 | ||
14 | 2022.07.04 01:21 | close | 8 | 1.94 | 0.68007 | 0.00000 | 0.00000 | 493.95 | 12903.55 |
15 | 2022.07.04 01:21 | close | 7 | 2.16 | 0.68007 | 0.00000 | 0.00000 | 68.28 | 12971.83 |
16 | 2022.07.04 01:21 | close | 6 | 2.40 | 0.68007 | 0.00000 | 0.00000 | -452.13 | 12519.70 |
17 | 2022.07.04 01:21 | sell | 9 | 2.40 | 0.67977 | 0.00000 | 0.00000 | ||
18 | 2022.07.04 05:03 | sell | 10 | 2.16 | 0.68206 | 0.00000 | 0.00000 | ||
19 | 2022.07.04 07:00 | sell | 11 | 1.94 | 0.68426 | 0.00000 | 0.00000 | ||
20 | 2022.07.04 09:32 | sell | 12 | 1.74 | 0.68653 | 0.00000 | 0.00000 | ||
21 | 2022.07.04 10:47 | sell | 13 | 1.57 | 0.68875 | 0.00000 | 0.00000 | ||
22 | 2022.07.04 21:31 | close | 13 | 1.57 | 0.68370 | 0.00000 | 0.00000 | 792.85 | 13312.55 |
23 | 2022.07.04 21:31 | close | 12 | 1.74 | 0.68370 | 0.00000 | 0.00000 | 492.42 | 13804.97 |
24 | 2022.07.04 21:31 | close | 11 | 1.94 | 0.68370 | 0.00000 | 0.00000 | 108.64 | 13913.61 |
25 | 2022.07.04 21:31 | close | 10 | 2.16 | 0.68370 | 0.00000 | 0.00000 | -354.24 | 13559.37 |
26 | 2022.07.04 21:31 | close | 9 | 2.40 | 0.68370 | 0.00000 | 0.00000 | -943.20 | 12616.17 |
27 | 2022.07.04 21:31 | sell | 14 | 2.40 | 0.68340 | 0.00000 | 0.00000 | ||
28 | 2022.07.04 21:32 | sell | 15 | 2.16 | 0.68579 | 0.00000 | 0.00000 | ||
29 | 2022.07.05 00:44 | sell | 16 | 1.94 | 0.68807 | 0.00000 | 0.00000 | ||
30 | 2022.07.05 04:30 | close | 16 | 1.94 | 0.68547 | 0.00000 | 0.00000 | 504.40 | 13120.57 |
31 | 2022.07.05 04:30 | close | 15 | 2.16 | 0.68547 | 0.00000 | 0.00000 | 72.60 | 13193.17 |
32 | 2022.07.05 04:30 | close | 14 | 2.40 | 0.68547 | 0.00000 | 0.00000 | -492.93 | 12700.24 |
33 | 2022.07.05 04:30 | buy | 17 | 2.40 | 0.68547 | 0.00000 | 0.00000 | ||
34 | 2022.07.05 05:13 | close | 17 | 2.40 | 0.68737 | 0.00000 | 0.00000 | 456.00 | 13156.24 |
35 | 2022.07.05 05:13 | sell | 18 | 2.40 | 0.68737 | 0.00000 | 0.00000 | ||
36 | 2022.07.05 07:05 | close | 18 | 2.40 | 0.68530 | 0.00000 | 0.00000 | 496.80 | 13653.04 |
37 | 2022.07.05 07:05 | sell | 19 | 2.40 | 0.68500 | 0.00000 | 0.00000 | ||
38 | 2022.07.05 07:12 | close | 19 | 2.40 | 0.68288 | 0.00000 | 0.00000 | 508.80 | 14161.84 |
39 | 2022.07.05 07:12 | sell | 20 | 2.40 | 0.68258 | 0.00000 | 0.00000 | ||
40 | 2022.07.05 08:10 | close | 20 | 2.40 | 0.68062 | 0.00000 | 0.00000 | 470.40 | 14632.24 |
41 | 2022.07.05 08:10 | sell | 21 | 2.40 | 0.68032 | 0.00000 | 0.00000 | ||
42 | 2022.07.05 11:23 | close | 21 | 2.40 | 0.67836 | 0.00000 | 0.00000 | 470.40 | 15102.64 |
43 | 2022.07.05 11:23 | sell | 22 | 2.40 | 0.67806 | 0.00000 | 0.00000 | ||
44 | 2022.07.05 20:32 | sell | 23 | 2.16 | 0.68027 | 0.00000 | 0.00000 | ||
45 | 2022.07.06 05:24 | close | 23 | 2.16 | 0.67900 | 0.00000 | 0.00000 | 277.80 | 15380.44 |
46 | 2022.07.06 05:24 | close | 22 | 2.40 | 0.67900 | 0.00000 | 0.00000 | -221.73 | 15158.71 |
47 | 2022.07.06 05:24 | sell | 24 | 2.40 | 0.67870 | 0.00000 | 0.00000 | ||
48 | 2022.07.06 07:00 | sell | 25 | 2.16 | 0.68091 | 0.00000 | 0.00000 | ||
49 | 2022.07.06 08:43 | close | 25 | 2.16 | 0.67963 | 0.00000 | 0.00000 | 276.48 | 15435.19 |
50 | 2022.07.06 08:43 | close | 24 | 2.40 | 0.67963 | 0.00000 | 0.00000 | -223.20 | 15211.99 |
51 | 2022.07.06 08:43 | sell | 26 | 2.40 | 0.67933 | 0.00000 | 0.00000 | ||
52 | 2022.07.06 12:44 | sell | 27 | 2.16 | 0.68153 | 0.00000 | 0.00000 | ||
53 | 2022.07.06 13:55 | close | 27 | 2.16 | 0.68013 | 0.00000 | 0.00000 | 302.40 | 15514.39 |
54 | 2022.07.06 13:55 | close | 26 | 2.40 | 0.68013 | 0.00000 | 0.00000 | -192.00 | 15322.39 |
55 | 2022.07.06 13:55 | buy | 28 | 2.40 | 0.68013 | 0.00000 | 0.00000 | ||
56 | 2022.07.06 14:16 | buy | 29 | 2.16 | 0.67814 | 0.00000 | 0.00000 | ||
57 | 2022.07.06 18:05 | close | 29 | 2.16 | 0.67949 | 0.00000 | 0.00000 | 291.60 | 15613.99 |
58 | 2022.07.06 18:05 | close | 28 | 2.40 | 0.67949 | 0.00000 | 0.00000 | -153.60 | 15460.39 |
59 | 2022.07.06 18:05 | buy | 30 | 2.40 | 0.67979 | 0.00000 | 0.00000 | ||
60 | 2022.07.06 18:17 | buy | 31 | 2.16 | 0.67780 | 0.00000 | 0.00000 | ||
61 | 2022.07.06 18:32 | close | 31 | 2.16 | 0.67897 | 0.00000 | 0.00000 | 252.72 | 15713.11 |
62 | 2022.07.06 18:32 | close | 30 | 2.40 | 0.67897 | 0.00000 | 0.00000 | -196.80 | 15516.31 |
63 | 2022.07.06 18:32 | buy | 32 | 2.40 | 0.67927 | 0.00000 | 0.00000 | ||
64 | 2022.07.07 00:04 | buy | 33 | 2.16 | 0.67729 | 0.00000 | 0.00000 | ||
65 | 2022.07.07 00:45 | close | 33 | 2.16 | 0.67853 | 0.00000 | 0.00000 | 267.84 | 15784.15 |
66 | 2022.07.07 00:45 | close | 32 | 2.40 | 0.67853 | 0.00000 | 0.00000 | -204.87 | 15579.28 |
67 | 2022.07.07 00:45 | buy | 34 | 2.40 | 0.67883 | 0.00000 | 0.00000 | ||
68 | 2022.07.07 02:40 | close | 34 | 2.40 | 0.68079 | 0.00000 | 0.00000 | 470.40 | 16049.68 |
69 | 2022.07.07 02:40 | buy | 35 | 2.40 | 0.68109 | 0.00000 | 0.00000 | ||
70 | 2022.07.07 05:13 | close | 35 | 2.40 | 0.68311 | 0.00000 | 0.00000 | 484.80 | 16534.48 |
71 | 2022.07.07 05:13 | buy | 36 | 2.40 | 0.68341 | 0.00000 | 0.00000 | ||
72 | 2022.07.07 06:41 | buy | 37 | 2.16 | 0.68151 | 0.00000 | 0.00000 | ||
73 | 2022.07.07 08:06 | close | 37 | 2.16 | 0.68264 | 0.00000 | 0.00000 | 244.08 | 16778.56 |
74 | 2022.07.07 08:06 | close | 36 | 2.40 | 0.68264 | 0.00000 | 0.00000 | -184.80 | 16593.76 |
75 | 2022.07.07 08:06 | buy | 38 | 2.40 | 0.68294 | 0.00000 | 0.00000 | ||
76 | 2022.07.07 08:46 | buy | 39 | 2.16 | 0.68104 | 0.00000 | 0.00000 | ||
77 | 2022.07.07 08:59 | close | 39 | 2.16 | 0.68268 | 0.00000 | 0.00000 | 354.24 | 16948.00 |
78 | 2022.07.07 08:59 | close | 38 | 2.40 | 0.68268 | 0.00000 | 0.00000 | -62.40 | 16885.60 |
79 | 2022.07.07 08:59 | buy | 40 | 2.40 | 0.68298 | 0.00000 | 0.00000 | ||
80 | 2022.07.07 23:55 | close | 40 | 2.40 | 0.68500 | 0.00000 | 0.00000 | 484.80 | 17370.40 |
81 | 2022.07.07 23:55 | buy | 41 | 2.40 | 0.68530 | 0.00000 | 0.00000 | ||
82 | 2022.07.08 02:45 | buy | 42 | 2.16 | 0.68322 | 0.00000 | 0.00000 | ||
83 | 2022.07.08 07:39 | buy | 43 | 1.94 | 0.68129 | 0.00000 | 0.00000 | ||
84 | 2022.07.08 10:42 | close | 43 | 1.94 | 0.68353 | 0.00000 | 0.00000 | 434.56 | 17804.96 |
85 | 2022.07.08 10:42 | close | 42 | 2.16 | 0.68353 | 0.00000 | 0.00000 | 66.96 | 17871.92 |
86 | 2022.07.08 10:42 | close | 41 | 2.40 | 0.68353 | 0.00000 | 0.00000 | -433.89 | 17438.03 |
87 | 2022.07.08 10:42 | buy | 44 | 2.40 | 0.68383 | 0.00000 | 0.00000 | ||
88 | 2022.07.08 12:30 | buy | 45 | 2.16 | 0.68164 | 0.00000 | 0.00000 | ||
89 | 2022.07.08 12:46 | buy | 46 | 1.94 | 0.67964 | 0.00000 | 0.00000 | ||
90 | 2022.07.08 13:03 | close | 46 | 1.94 | 0.68196 | 0.00000 | 0.00000 | 450.08 | 17888.11 |
91 | 2022.07.08 13:03 | close | 45 | 2.16 | 0.68196 | 0.00000 | 0.00000 | 69.12 | 17957.23 |
92 | 2022.07.08 13:03 | close | 44 | 2.40 | 0.68196 | 0.00000 | 0.00000 | -448.80 | 17508.43 |
93 | 2022.07.08 13:03 | sell | 47 | 2.40 | 0.68196 | 0.00000 | 0.00000 | ||
94 | 2022.07.08 13:26 | sell | 48 | 2.16 | 0.68440 | 0.00000 | 0.00000 | ||
95 | 2022.07.08 13:51 | close | 48 | 2.16 | 0.68300 | 0.00000 | 0.00000 | 302.40 | 17810.83 |
96 | 2022.07.08 13:51 | close | 47 | 2.40 | 0.68300 | 0.00000 | 0.00000 | -249.60 | 17561.23 |
97 | 2022.07.08 13:51 | buy | 49 | 2.40 | 0.68300 | 0.00000 | 0.00000 | ||
98 | 2022.07.08 14:19 | close | 49 | 2.40 | 0.68499 | 0.00000 | 0.00000 | 477.60 | 18038.83 |
99 | 2022.07.08 14:19 | buy | 50 | 2.40 | 0.68529 | 0.00000 | 0.00000 | ||
100 | 2022.07.08 14:43 | close | 50 | 2.40 | 0.68720 | 0.00000 | 0.00000 | 458.40 | 18497.23 |
101 | 2022.07.08 14:43 | buy | 51 | 2.40 | 0.68750 | 0.00000 | 0.00000 | ||
102 | 2022.07.08 15:51 | buy | 52 | 2.16 | 0.68560 | 0.00000 | 0.00000 | ||
103 | 2022.07.08 16:41 | buy | 53 | 1.94 | 0.68370 | 0.00000 | 0.00000 | ||
104 | 2022.07.11 03:54 | buy | 54 | 1.74 | 0.68180 | 0.00000 | 0.00000 | ||
105 | 2022.07.11 09:31 | buy | 55 | 1.57 | 0.67983 | 0.00000 | 0.00000 | ||
106 | 2022.07.11 11:39 | buy | 56 | 1.41 | 0.67792 | 0.00000 | 0.00000 | ||
107 | 2022.07.11 12:32 | buy | 57 | 1.27 | 0.67538 | 0.00000 | 0.00000 | ||
108 | 2022.07.12 07:35 | close at stop | 57 | 1.27 | 0.67109 | 0.00000 | 0.00000 | -549.64 | 17947.59 |
109 | 2022.07.12 07:35 | close at stop | 56 | 1.41 | 0.67109 | 0.00000 | 0.00000 | -968.37 | 16979.22 |
110 | 2022.07.12 07:35 | close at stop | 55 | 1.57 | 0.67109 | 0.00000 | 0.00000 | -1378.13 | 15601.09 |
111 | 2022.07.12 07:35 | close at stop | 54 | 1.74 | 0.67109 | 0.00000 | 0.00000 | -1870.13 | 13730.96 |
112 | 2022.07.12 07:35 | close at stop | 53 | 1.94 | 0.67109 | 0.00000 | 0.00000 | -2461.04 | 11269.92 |
113 | 2022.07.12 07:35 | close at stop | 52 | 2.16 | 0.67109 | 0.00000 | 0.00000 | -3150.52 | 8119.40 |
114 | 2022.07.12 07:35 | close at stop | 51 | 2.40 | 0.67109 | 0.00000 | 0.00000 | -3956.58 | 4162.82 |