Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=404; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=18; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=1; 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=45; 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 | 374816 | Ticks modelled | 4176876 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -7674.38 | Gross profit | 704.21 | Gross loss | -8378.59 |
Profit factor | 0.08 | Expected payoff | -348.84 | ||
Absolute drawdown | 7674.38 | Maximal drawdown | 8123.65 (77.74%) | Relative drawdown | 77.74% (8123.65) |
Total trades | 22 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 22 (31.82%) |
Profit trades (% of total) | 7 (31.82%) | Loss trades (% of total) | 15 (68.18%) | ||
Largest | profit trade | 163.76 | loss trade | -1611.38 | |
Average | profit trade | 100.60 | loss trade | -558.57 | |
Maximum | consecutive wins (profit in money) | 3 (303.88) | consecutive losses (loss in money) | 12 (-8123.65) | |
Maximal | consecutive profit (count of wins) | 303.88 (3) | consecutive loss (count of losses) | -8123.65 (12) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.01 00:00 | buy | 1 | 1.00 | 92.993 | 0.000 | 0.000 | ||
2 | 2022.08.01 00:22 | buy | 2 | 0.90 | 92.841 | 0.000 | 0.000 | ||
3 | 2022.08.01 01:06 | buy | 3 | 0.81 | 92.683 | 0.000 | 0.000 | ||
4 | 2022.08.01 01:10 | buy | 4 | 0.72 | 92.533 | 0.000 | 0.000 | ||
5 | 2022.08.01 01:14 | buy | 5 | 0.65 | 92.382 | 0.000 | 0.000 | ||
6 | 2022.08.01 07:21 | close | 5 | 0.65 | 92.744 | 0.000 | 0.000 | 163.76 | 10163.76 |
7 | 2022.08.01 07:21 | close | 4 | 0.72 | 92.744 | 0.000 | 0.000 | 105.73 | 10269.49 |
8 | 2022.08.01 07:21 | close | 3 | 0.81 | 92.744 | 0.000 | 0.000 | 34.39 | 10303.88 |
9 | 2022.08.01 07:21 | close | 2 | 0.90 | 92.744 | 0.000 | 0.000 | -60.76 | 10243.12 |
10 | 2022.08.01 07:21 | close | 1 | 1.00 | 92.744 | 0.000 | 0.000 | -173.30 | 10069.82 |
11 | 2022.08.01 07:21 | buy | 6 | 1.00 | 92.774 | 0.000 | 0.000 | ||
12 | 2022.08.01 07:48 | close | 6 | 1.00 | 92.925 | 0.000 | 0.000 | 105.09 | 10174.91 |
13 | 2022.08.01 07:48 | buy | 7 | 1.00 | 92.955 | 0.000 | 0.000 | ||
14 | 2022.08.01 08:06 | close | 7 | 1.00 | 93.106 | 0.000 | 0.000 | 105.09 | 10280.00 |
15 | 2022.08.01 08:06 | buy | 8 | 1.00 | 93.136 | 0.000 | 0.000 | ||
16 | 2022.08.01 09:03 | buy | 9 | 0.90 | 92.978 | 0.000 | 0.000 | ||
17 | 2022.08.01 10:53 | close | 9 | 0.90 | 93.106 | 0.000 | 0.000 | 80.18 | 10360.18 |
18 | 2022.08.01 10:53 | close | 8 | 1.00 | 93.106 | 0.000 | 0.000 | -20.88 | 10339.30 |
19 | 2022.08.01 10:53 | buy | 10 | 1.00 | 93.136 | 0.000 | 0.000 | ||
20 | 2022.08.01 11:43 | close | 10 | 1.00 | 93.294 | 0.000 | 0.000 | 109.97 | 10449.27 |
21 | 2022.08.01 11:43 | buy | 11 | 1.00 | 93.324 | 0.000 | 0.000 | ||
22 | 2022.08.01 12:08 | buy | 12 | 0.90 | 93.172 | 0.000 | 0.000 | ||
23 | 2022.08.01 12:53 | buy | 13 | 0.81 | 93.016 | 0.000 | 0.000 | ||
24 | 2022.08.01 12:58 | buy | 14 | 0.72 | 92.863 | 0.000 | 0.000 | ||
25 | 2022.08.01 13:01 | buy | 15 | 0.65 | 92.677 | 0.000 | 0.000 | ||
26 | 2022.08.01 13:32 | buy | 16 | 0.59 | 92.520 | 0.000 | 0.000 | ||
27 | 2022.08.01 21:08 | buy | 17 | 0.53 | 92.350 | 0.000 | 0.000 | ||
28 | 2022.08.02 00:10 | buy | 18 | 0.47 | 92.196 | 0.000 | 0.000 | ||
29 | 2022.08.02 00:17 | buy | 19 | 0.43 | 92.036 | 0.000 | 0.000 | ||
30 | 2022.08.02 00:38 | buy | 20 | 0.38 | 91.881 | 0.000 | 0.000 | ||
31 | 2022.08.02 01:14 | buy | 21 | 0.34 | 91.730 | 0.000 | 0.000 | ||
32 | 2022.08.02 01:32 | buy | 22 | 0.31 | 91.566 | 0.000 | 0.000 | ||
33 | 2022.08.02 05:18 | close at stop | 22 | 0.31 | 91.002 | 0.000 | 0.000 | -121.68 | 10327.59 |
34 | 2022.08.02 05:18 | close at stop | 21 | 0.34 | 91.002 | 0.000 | 0.000 | -172.27 | 10155.32 |
35 | 2022.08.02 05:18 | close at stop | 20 | 0.38 | 91.002 | 0.000 | 0.000 | -232.47 | 9922.85 |
36 | 2022.08.02 05:18 | close at stop | 19 | 0.43 | 91.002 | 0.000 | 0.000 | -309.45 | 9613.40 |
37 | 2022.08.02 05:18 | close at stop | 18 | 0.47 | 91.002 | 0.000 | 0.000 | -390.57 | 9222.83 |
38 | 2022.08.02 05:18 | close at stop | 17 | 0.53 | 91.002 | 0.000 | 0.000 | -494.76 | 8728.07 |
39 | 2022.08.02 05:18 | close at stop | 16 | 0.59 | 91.002 | 0.000 | 0.000 | -620.57 | 8107.50 |
40 | 2022.08.02 05:18 | close at stop | 15 | 0.65 | 91.002 | 0.000 | 0.000 | -754.70 | 7352.80 |
41 | 2022.08.02 05:18 | close at stop | 14 | 0.72 | 91.002 | 0.000 | 0.000 | -929.18 | 6423.61 |
42 | 2022.08.02 05:18 | close at stop | 13 | 0.81 | 91.002 | 0.000 | 0.000 | -1131.58 | 5292.03 |
43 | 2022.08.02 05:18 | close at stop | 12 | 0.90 | 91.002 | 0.000 | 0.000 | -1355.03 | 3937.00 |
44 | 2022.08.02 05:18 | close at stop | 11 | 1.00 | 91.002 | 0.000 | 0.000 | -1611.38 | 2325.62 |