Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=104; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=0; TopupDirection=0; PLGHelp="===================================="; PriceGap=16; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=1.4; 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 | 373704 | Ticks modelled | 4023731 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 204.70 | Gross profit | 3444.08 | Gross loss | -3239.38 |
Profit factor | 1.06 | Expected payoff | 4.45 | ||
Absolute drawdown | 290.30 | Maximal drawdown | 2622.55 (68.52%) | Relative drawdown | 68.52% (2622.55) |
Total trades | 46 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 28 (78.57%) |
Profit trades (% of total) | 33 (71.74%) | Loss trades (% of total) | 13 (28.26%) | ||
Largest | profit trade | 158.14 | loss trade | -1093.02 | |
Average | profit trade | 104.37 | loss trade | -249.18 | |
Maximum | consecutive wins (profit in money) | 10 (1201.40) | consecutive losses (loss in money) | 3 (-2591.77) | |
Maximal | consecutive profit (count of wins) | 1201.40 (10) | consecutive loss (count of losses) | -2591.77 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:00 | buy | 1 | 1.40 | 95.927 | 0.000 | 0.000 | ||
2 | 2023.11.01 12:30 | close | 1 | 1.40 | 96.079 | 0.000 | 0.000 | 137.89 | 1137.89 |
3 | 2023.11.01 12:30 | buy | 2 | 1.40 | 96.109 | 0.000 | 0.000 | ||
4 | 2023.11.01 12:47 | close | 2 | 1.40 | 96.239 | 0.000 | 0.000 | 117.94 | 1255.83 |
5 | 2023.11.01 12:47 | buy | 3 | 1.40 | 96.269 | 0.000 | 0.000 | ||
6 | 2023.11.01 14:36 | close | 3 | 1.40 | 96.402 | 0.000 | 0.000 | 120.65 | 1376.48 |
7 | 2023.11.01 14:36 | buy | 4 | 1.40 | 96.432 | 0.000 | 0.000 | ||
8 | 2023.11.01 21:57 | close | 4 | 1.40 | 96.562 | 0.000 | 0.000 | 117.93 | 1494.41 |
9 | 2023.11.01 21:57 | buy | 5 | 1.40 | 96.592 | 0.000 | 0.000 | ||
10 | 2023.11.02 00:00 | close | 5 | 1.40 | 96.722 | 0.000 | 0.000 | 134.83 | 1629.24 |
11 | 2023.11.02 00:00 | buy | 6 | 1.40 | 96.752 | 0.000 | 0.000 | ||
12 | 2023.11.02 10:52 | close | 6 | 1.40 | 96.883 | 0.000 | 0.000 | 118.84 | 1748.08 |
13 | 2023.11.02 10:52 | buy | 7 | 1.40 | 96.913 | 0.000 | 0.000 | ||
14 | 2023.11.03 12:30 | close | 7 | 1.40 | 97.057 | 0.000 | 0.000 | 136.26 | 1884.34 |
15 | 2023.11.03 12:30 | buy | 8 | 1.40 | 97.087 | 0.000 | 0.000 | ||
16 | 2023.11.03 16:35 | close | 8 | 1.40 | 97.221 | 0.000 | 0.000 | 121.56 | 2005.90 |
17 | 2023.11.03 16:35 | buy | 9 | 1.40 | 97.251 | 0.000 | 0.000 | ||
18 | 2023.11.05 23:51 | close | 9 | 1.40 | 97.381 | 0.000 | 0.000 | 117.93 | 2123.83 |
19 | 2023.11.05 23:51 | buy | 10 | 1.40 | 97.411 | 0.000 | 0.000 | ||
20 | 2023.11.06 19:13 | buy | 11 | 1.26 | 97.280 | 0.000 | 0.000 | ||
21 | 2023.11.06 21:56 | close | 11 | 1.26 | 97.375 | 0.000 | 0.000 | 77.57 | 2201.40 |
22 | 2023.11.06 21:56 | close | 10 | 1.40 | 97.375 | 0.000 | 0.000 | -27.03 | 2174.37 |
23 | 2023.11.06 21:56 | buy | 12 | 1.40 | 97.405 | 0.000 | 0.000 | ||
24 | 2023.11.07 01:09 | buy | 13 | 1.26 | 97.275 | 0.000 | 0.000 | ||
25 | 2023.11.07 03:01 | close | 13 | 1.26 | 97.374 | 0.000 | 0.000 | 80.83 | 2255.20 |
26 | 2023.11.07 03:01 | close | 12 | 1.40 | 97.374 | 0.000 | 0.000 | -22.50 | 2232.71 |
27 | 2023.11.07 03:01 | sell | 14 | 1.40 | 97.374 | 0.000 | 0.000 | ||
28 | 2023.11.07 03:30 | sell | 15 | 1.26 | 97.562 | 0.000 | 0.000 | ||
29 | 2023.11.07 03:30 | close | 15 | 1.26 | 97.415 | 0.000 | 0.000 | 120.00 | 2352.71 |
30 | 2023.11.07 03:30 | close | 14 | 1.40 | 97.415 | 0.000 | 0.000 | -37.19 | 2315.52 |
31 | 2023.11.07 03:30 | sell | 16 | 1.40 | 97.385 | 0.000 | 0.000 | ||
32 | 2023.11.07 03:31 | close | 16 | 1.40 | 97.248 | 0.000 | 0.000 | 124.27 | 2439.79 |
33 | 2023.11.07 03:31 | sell | 17 | 1.40 | 97.218 | 0.000 | 0.000 | ||
34 | 2023.11.07 03:31 | close | 17 | 1.40 | 97.072 | 0.000 | 0.000 | 132.43 | 2572.22 |
35 | 2023.11.07 03:31 | sell | 18 | 1.40 | 97.042 | 0.000 | 0.000 | ||
36 | 2023.11.07 04:32 | close | 18 | 1.40 | 96.912 | 0.000 | 0.000 | 117.92 | 2690.14 |
37 | 2023.11.07 04:32 | sell | 19 | 1.40 | 96.882 | 0.000 | 0.000 | ||
38 | 2023.11.07 04:45 | close | 19 | 1.40 | 96.744 | 0.000 | 0.000 | 125.17 | 2815.31 |
39 | 2023.11.07 04:45 | sell | 20 | 1.40 | 96.714 | 0.000 | 0.000 | ||
40 | 2023.11.07 10:02 | close | 20 | 1.40 | 96.580 | 0.000 | 0.000 | 121.54 | 2936.85 |
41 | 2023.11.07 10:02 | sell | 21 | 1.40 | 96.550 | 0.000 | 0.000 | ||
42 | 2023.11.07 18:41 | sell | 22 | 1.26 | 96.712 | 0.000 | 0.000 | ||
43 | 2023.11.08 22:04 | close | 22 | 1.26 | 96.539 | 0.000 | 0.000 | 127.37 | 3064.22 |
44 | 2023.11.08 22:04 | close | 21 | 1.40 | 96.539 | 0.000 | 0.000 | -5.43 | 3058.80 |
45 | 2023.11.08 22:04 | sell | 23 | 1.40 | 96.509 | 0.000 | 0.000 | ||
46 | 2023.11.09 00:00 | sell | 24 | 1.26 | 96.670 | 0.000 | 0.000 | ||
47 | 2023.11.09 01:48 | sell | 25 | 1.13 | 96.834 | 0.000 | 0.000 | ||
48 | 2023.11.09 08:18 | close | 25 | 1.13 | 96.618 | 0.000 | 0.000 | 158.14 | 3216.94 |
49 | 2023.11.09 08:18 | close | 24 | 1.26 | 96.618 | 0.000 | 0.000 | 42.45 | 3259.39 |
50 | 2023.11.09 08:18 | close | 23 | 1.40 | 96.618 | 0.000 | 0.000 | -145.09 | 3114.30 |
51 | 2023.11.09 08:18 | sell | 26 | 1.40 | 96.588 | 0.000 | 0.000 | ||
52 | 2023.11.09 08:42 | sell | 27 | 1.26 | 96.750 | 0.000 | 0.000 | ||
53 | 2023.11.09 14:51 | sell | 28 | 1.13 | 96.912 | 0.000 | 0.000 | ||
54 | 2023.11.09 18:03 | close | 28 | 1.13 | 96.704 | 0.000 | 0.000 | 152.28 | 3266.58 |
55 | 2023.11.09 18:03 | close | 27 | 1.26 | 96.704 | 0.000 | 0.000 | 37.56 | 3304.14 |
56 | 2023.11.09 18:03 | close | 26 | 1.40 | 96.704 | 0.000 | 0.000 | -105.22 | 3198.92 |
57 | 2023.11.09 18:03 | buy | 29 | 1.40 | 96.704 | 0.000 | 0.000 | ||
58 | 2023.11.09 19:02 | buy | 30 | 1.26 | 96.574 | 0.000 | 0.000 | ||
59 | 2023.11.09 19:12 | buy | 31 | 1.13 | 96.437 | 0.000 | 0.000 | ||
60 | 2023.11.13 05:45 | close | 31 | 1.13 | 96.590 | 0.000 | 0.000 | 121.11 | 3320.03 |
61 | 2023.11.13 05:45 | close | 30 | 1.26 | 96.590 | 0.000 | 0.000 | 23.20 | 3343.23 |
62 | 2023.11.13 05:45 | close | 29 | 1.40 | 96.590 | 0.000 | 0.000 | -92.15 | 3251.07 |
63 | 2023.11.13 05:45 | buy | 32 | 1.40 | 96.620 | 0.000 | 0.000 | ||
64 | 2023.11.13 09:00 | close | 32 | 1.40 | 96.753 | 0.000 | 0.000 | 120.65 | 3371.72 |
65 | 2023.11.13 09:00 | buy | 33 | 1.40 | 96.783 | 0.000 | 0.000 | ||
66 | 2023.11.13 14:10 | buy | 34 | 1.26 | 96.652 | 0.000 | 0.000 | ||
67 | 2023.11.13 15:03 | buy | 35 | 1.13 | 96.503 | 0.000 | 0.000 | ||
68 | 2023.11.13 15:45 | close | 35 | 1.13 | 96.677 | 0.000 | 0.000 | 127.41 | 3499.13 |
69 | 2023.11.13 15:45 | close | 34 | 1.26 | 96.677 | 0.000 | 0.000 | 20.41 | 3519.54 |
70 | 2023.11.13 15:45 | close | 33 | 1.40 | 96.677 | 0.000 | 0.000 | -96.16 | 3423.38 |
71 | 2023.11.13 15:45 | buy | 36 | 1.40 | 96.707 | 0.000 | 0.000 | ||
72 | 2023.11.13 17:26 | close | 36 | 1.40 | 96.841 | 0.000 | 0.000 | 121.56 | 3544.94 |
73 | 2023.11.13 17:26 | buy | 37 | 1.40 | 96.871 | 0.000 | 0.000 | ||
74 | 2023.11.13 20:01 | buy | 38 | 1.26 | 96.741 | 0.000 | 0.000 | ||
75 | 2023.11.14 00:08 | close | 38 | 1.26 | 96.837 | 0.000 | 0.000 | 83.45 | 3628.39 |
76 | 2023.11.14 00:08 | close | 37 | 1.40 | 96.837 | 0.000 | 0.000 | -25.22 | 3603.18 |
77 | 2023.11.14 00:08 | buy | 39 | 1.40 | 96.867 | 0.000 | 0.000 | ||
78 | 2023.11.14 02:09 | buy | 40 | 1.26 | 96.733 | 0.000 | 0.000 | ||
79 | 2023.11.14 05:14 | buy | 41 | 1.13 | 96.602 | 0.000 | 0.000 | ||
80 | 2023.11.14 10:26 | close | 41 | 1.13 | 96.766 | 0.000 | 0.000 | 120.08 | 3723.26 |
81 | 2023.11.14 10:26 | close | 40 | 1.26 | 96.766 | 0.000 | 0.000 | 26.95 | 3750.21 |
82 | 2023.11.14 10:26 | close | 39 | 1.40 | 96.766 | 0.000 | 0.000 | -91.63 | 3658.58 |
83 | 2023.11.14 10:26 | buy | 42 | 1.40 | 96.796 | 0.000 | 0.000 | ||
84 | 2023.11.14 11:22 | buy | 43 | 1.26 | 96.663 | 0.000 | 0.000 | ||
85 | 2023.11.14 13:30 | close | 43 | 1.26 | 96.813 | 0.000 | 0.000 | 122.47 | 3781.05 |
86 | 2023.11.14 13:30 | close | 42 | 1.40 | 96.813 | 0.000 | 0.000 | 15.42 | 3796.47 |
87 | 2023.11.14 13:30 | sell | 44 | 1.40 | 96.813 | 0.000 | 0.000 | ||
88 | 2023.11.14 13:30 | sell | 45 | 1.26 | 96.974 | 0.000 | 0.000 | ||
89 | 2023.11.14 13:30 | sell | 46 | 1.13 | 97.135 | 0.000 | 0.000 | ||
90 | 2023.11.15 02:57 | close at stop | 46 | 1.13 | 98.001 | 0.000 | 0.000 | -646.48 | 3149.99 |
91 | 2023.11.15 02:57 | close at stop | 45 | 1.26 | 98.001 | 0.000 | 0.000 | -852.28 | 2297.72 |
92 | 2023.11.15 02:57 | close at stop | 44 | 1.40 | 98.001 | 0.000 | 0.000 | -1093.02 | 1204.70 |