Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2024.03.01 00:00 - 2025.02.28 21:58 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=304; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=0; TopupDirection=0; PLGHelp="===================================="; PriceGap=20; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=5; TopupTradesToSkip=0; PSHelp="===================================="; LotsInitial=0.38; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=70; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; POTTHelp="===================================="; PruningStartTrades=4; CHelp="===================================="; ClosureLevel=150; ClosureAmount=20; 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 | 372031 | Ticks modelled | 4042032 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -717.01 | Gross profit | 676.93 | Gross loss | -1393.94 |
Profit factor | 0.49 | Expected payoff | -13.28 | ||
Absolute drawdown | 717.01 | Maximal drawdown | 1088.18 (79.36%) | Relative drawdown | 79.36% (1088.18) |
Total trades | 54 | Short positions (won %) | 38 (47.37%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 27 (50.00%) | Loss trades (% of total) | 27 (50.00%) | ||
Largest | profit trade | 45.95 | loss trade | -373.02 | |
Average | profit trade | 25.07 | loss trade | -51.63 | |
Maximum | consecutive wins (profit in money) | 5 (142.00) | consecutive losses (loss in money) | 10 (-1107.20) | |
Maximal | consecutive profit (count of wins) | 142.00 (5) | consecutive loss (count of losses) | -1107.20 (10) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.01 00:00 | sell | 1 | 0.38 | 97.547 | 0.000 | 0.000 | ||
2 | 2024.03.01 01:03 | sell | 2 | 0.26 | 97.747 | 0.000 | 0.000 | ||
3 | 2024.03.01 06:02 | sell | 3 | 0.18 | 97.947 | 0.000 | 0.000 | ||
4 | 2024.03.05 06:19 | close | 3 | 0.18 | 97.626 | 0.000 | 0.000 | 35.98 | 1035.98 |
5 | 2024.03.05 06:19 | close | 2 | 0.26 | 97.626 | 0.000 | 0.000 | 16.86 | 1052.84 |
6 | 2024.03.05 06:19 | close | 1 | 0.38 | 97.626 | 0.000 | 0.000 | -26.70 | 1026.14 |
7 | 2024.03.05 06:19 | buy | 4 | 0.38 | 97.626 | 0.000 | 0.000 | ||
8 | 2024.03.05 15:00 | buy | 5 | 0.26 | 97.449 | 0.000 | 0.000 | ||
9 | 2024.03.05 15:01 | close | 5 | 0.26 | 97.622 | 0.000 | 0.000 | 30.38 | 1056.52 |
10 | 2024.03.05 15:01 | close | 4 | 0.38 | 97.622 | 0.000 | 0.000 | -1.03 | 1055.49 |
11 | 2024.03.05 15:01 | buy | 6 | 0.38 | 97.652 | 0.000 | 0.000 | ||
12 | 2024.03.05 20:22 | buy | 7 | 0.26 | 97.482 | 0.000 | 0.000 | ||
13 | 2024.03.06 03:02 | close | 7 | 0.26 | 97.625 | 0.000 | 0.000 | 25.94 | 1081.43 |
14 | 2024.03.06 03:02 | close | 6 | 0.38 | 97.625 | 0.000 | 0.000 | -5.74 | 1075.68 |
15 | 2024.03.06 03:02 | buy | 8 | 0.38 | 97.655 | 0.000 | 0.000 | ||
16 | 2024.03.06 07:36 | buy | 9 | 0.26 | 97.479 | 0.000 | 0.000 | ||
17 | 2024.03.06 08:54 | close | 9 | 0.26 | 97.631 | 0.000 | 0.000 | 26.70 | 1102.38 |
18 | 2024.03.06 08:54 | close | 8 | 0.38 | 97.631 | 0.000 | 0.000 | -6.16 | 1096.22 |
19 | 2024.03.06 08:54 | sell | 10 | 0.38 | 97.631 | 0.000 | 0.000 | ||
20 | 2024.03.06 14:45 | sell | 11 | 0.26 | 97.831 | 0.000 | 0.000 | ||
21 | 2024.03.06 15:53 | sell | 12 | 0.18 | 98.031 | 0.000 | 0.000 | ||
22 | 2024.03.07 01:37 | close | 12 | 0.18 | 97.705 | 0.000 | 0.000 | 35.07 | 1131.29 |
23 | 2024.03.07 01:37 | close | 11 | 0.26 | 97.705 | 0.000 | 0.000 | 15.53 | 1146.82 |
24 | 2024.03.07 01:37 | close | 10 | 0.38 | 97.705 | 0.000 | 0.000 | -28.62 | 1118.21 |
25 | 2024.03.07 01:37 | sell | 13 | 0.38 | 97.675 | 0.000 | 0.000 | ||
26 | 2024.03.07 07:59 | close | 13 | 0.38 | 97.505 | 0.000 | 0.000 | 43.62 | 1161.83 |
27 | 2024.03.07 07:59 | sell | 14 | 0.38 | 97.475 | 0.000 | 0.000 | ||
28 | 2024.03.07 09:45 | sell | 15 | 0.26 | 97.675 | 0.000 | 0.000 | ||
29 | 2024.03.07 14:47 | sell | 16 | 0.18 | 97.875 | 0.000 | 0.000 | ||
30 | 2024.03.07 17:10 | sell | 17 | 0.13 | 98.076 | 0.000 | 0.000 | ||
31 | 2024.03.07 22:30 | close | 17 | 0.13 | 97.855 | 0.000 | 0.000 | 19.40 | 1181.23 |
32 | 2024.03.07 22:30 | close | 14 | 0.08 | 97.855 | 0.000 | 0.000 | -20.53 | 1160.70 |
33 | 2024.03.07 22:30 | sell | 18 | 0.30 | 97.475 | 0.000 | 0.000 | ||
34 | 2024.03.08 06:02 | sell | 19 | 0.13 | 98.098 | 0.000 | 0.000 | ||
35 | 2024.03.08 09:25 | close | 19 | 0.13 | 97.881 | 0.000 | 0.000 | 19.05 | 1179.75 |
36 | 2024.03.08 09:25 | close | 18 | 0.07 | 97.881 | 0.000 | 0.000 | -19.78 | 1159.97 |
37 | 2024.03.08 09:25 | sell | 20 | 0.23 | 97.475 | 0.000 | 0.000 | ||
38 | 2024.03.08 13:30 | close | 20 | 0.23 | 97.571 | 0.000 | 0.000 | -16.85 | 1143.11 |
39 | 2024.03.08 13:30 | close | 16 | 0.18 | 97.571 | 0.000 | 0.000 | 35.43 | 1178.54 |
40 | 2024.03.08 13:30 | close | 15 | 0.26 | 97.571 | 0.000 | 0.000 | 16.06 | 1194.61 |
41 | 2024.03.08 13:30 | buy | 21 | 0.38 | 97.571 | 0.000 | 0.000 | ||
42 | 2024.03.08 13:31 | close | 21 | 0.38 | 97.750 | 0.000 | 0.000 | 45.95 | 1240.56 |
43 | 2024.03.08 13:31 | buy | 22 | 0.38 | 97.780 | 0.000 | 0.000 | ||
44 | 2024.03.08 14:27 | buy | 23 | 0.26 | 97.609 | 0.000 | 0.000 | ||
45 | 2024.03.08 17:55 | buy | 24 | 0.18 | 97.435 | 0.000 | 0.000 | ||
46 | 2024.03.10 23:05 | buy | 25 | 0.13 | 97.265 | 0.000 | 0.000 | ||
47 | 2024.03.11 04:47 | buy | 26 | 0.09 | 97.095 | 0.000 | 0.000 | ||
48 | 2024.03.11 12:59 | buy | 27 | 0.06 | 96.925 | 0.000 | 0.000 | ||
49 | 2024.03.11 14:41 | close | 27 | 0.06 | 97.126 | 0.000 | 0.000 | 8.15 | 1248.71 |
50 | 2024.03.11 14:41 | close | 22 | 0.02 | 97.126 | 0.000 | 0.000 | -8.78 | 1239.93 |
51 | 2024.03.11 14:41 | buy | 28 | 0.36 | 97.780 | 0.000 | 0.000 | ||
52 | 2024.03.12 02:06 | close | 26 | 0.09 | 97.314 | 0.000 | 0.000 | 13.59 | 1253.52 |
53 | 2024.03.12 02:06 | close | 28 | 0.04 | 97.314 | 0.000 | 0.000 | -12.35 | 1241.17 |
54 | 2024.03.12 02:06 | buy | 29 | 0.32 | 97.780 | 0.000 | 0.000 | ||
55 | 2024.03.12 02:44 | close | 25 | 0.13 | 97.470 | 0.000 | 0.000 | 18.83 | 1260.00 |
56 | 2024.03.12 02:44 | close | 29 | 0.09 | 97.470 | 0.000 | 0.000 | -18.28 | 1241.72 |
57 | 2024.03.12 02:44 | buy | 30 | 0.23 | 97.780 | 0.000 | 0.000 | ||
58 | 2024.03.12 12:36 | close | 30 | 0.23 | 97.656 | 0.000 | 0.000 | -17.81 | 1223.91 |
59 | 2024.03.12 12:36 | close | 24 | 0.18 | 97.656 | 0.000 | 0.000 | 28.01 | 1251.92 |
60 | 2024.03.12 12:36 | close | 23 | 0.26 | 97.656 | 0.000 | 0.000 | 9.90 | 1261.81 |
61 | 2024.03.12 12:36 | sell | 31 | 0.38 | 97.656 | 0.000 | 0.000 | ||
62 | 2024.03.12 13:38 | close | 31 | 0.38 | 97.477 | 0.000 | 0.000 | 45.93 | 1307.74 |
63 | 2024.03.12 13:38 | sell | 32 | 0.38 | 97.447 | 0.000 | 0.000 | ||
64 | 2024.03.13 01:21 | close | 32 | 0.38 | 97.275 | 0.000 | 0.000 | 40.92 | 1348.66 |
65 | 2024.03.13 01:21 | sell | 33 | 0.38 | 97.245 | 0.000 | 0.000 | ||
66 | 2024.03.13 02:16 | sell | 34 | 0.26 | 97.450 | 0.000 | 0.000 | ||
67 | 2024.03.13 05:38 | sell | 35 | 0.18 | 97.654 | 0.000 | 0.000 | ||
68 | 2024.03.13 11:22 | sell | 36 | 0.13 | 97.856 | 0.000 | 0.000 | ||
69 | 2024.03.14 13:20 | close | 36 | 0.13 | 97.622 | 0.000 | 0.000 | 17.25 | 1365.91 |
70 | 2024.03.14 13:20 | close | 33 | 0.06 | 97.622 | 0.000 | 0.000 | -16.79 | 1349.12 |
71 | 2024.03.14 13:20 | sell | 37 | 0.32 | 97.245 | 0.000 | 0.000 | ||
72 | 2024.03.15 06:51 | close | 37 | 0.32 | 97.319 | 0.000 | 0.000 | -26.80 | 1322.32 |
73 | 2024.03.15 06:51 | close | 35 | 0.18 | 97.319 | 0.000 | 0.000 | 34.64 | 1356.96 |
74 | 2024.03.15 06:51 | close | 34 | 0.26 | 97.319 | 0.000 | 0.000 | 14.22 | 1371.18 |
75 | 2024.03.15 06:51 | sell | 38 | 0.38 | 97.289 | 0.000 | 0.000 | ||
76 | 2024.03.15 07:22 | sell | 39 | 0.26 | 97.494 | 0.000 | 0.000 | ||
77 | 2024.03.15 10:53 | sell | 40 | 0.18 | 97.698 | 0.000 | 0.000 | ||
78 | 2024.03.15 15:57 | sell | 41 | 0.13 | 97.900 | 0.000 | 0.000 | ||
79 | 2024.03.17 23:54 | close | 41 | 0.13 | 97.699 | 0.000 | 0.000 | 17.65 | 1388.83 |
80 | 2024.03.17 23:54 | close | 38 | 0.06 | 97.699 | 0.000 | 0.000 | -16.61 | 1372.22 |
81 | 2024.03.17 23:54 | sell | 42 | 0.32 | 97.289 | 0.000 | 0.000 | ||
82 | 2024.03.18 00:54 | sell | 43 | 0.13 | 97.901 | 0.000 | 0.000 | ||
83 | 2024.03.18 17:06 | close | 43 | 0.13 | 97.691 | 0.000 | 0.000 | 18.43 | 1390.65 |
84 | 2024.03.18 17:06 | close | 42 | 0.07 | 97.691 | 0.000 | 0.000 | -19.59 | 1371.05 |
85 | 2024.03.18 17:06 | sell | 44 | 0.25 | 97.289 | 0.000 | 0.000 | ||
86 | 2024.03.19 02:29 | sell | 45 | 0.13 | 97.901 | 0.000 | 0.000 | ||
87 | 2024.03.19 03:35 | close | 45 | 0.13 | 97.624 | 0.000 | 0.000 | 24.31 | 1395.36 |
88 | 2024.03.19 03:35 | close | 44 | 0.10 | 97.624 | 0.000 | 0.000 | -24.31 | 1371.06 |
89 | 2024.03.19 03:35 | sell | 46 | 0.15 | 97.289 | 0.000 | 0.000 | ||
90 | 2024.03.19 03:35 | sell | 47 | 0.13 | 97.974 | 0.000 | 0.000 | ||
91 | 2024.03.19 03:36 | close | 47 | 0.13 | 97.756 | 0.000 | 0.000 | 19.14 | 1390.20 |
92 | 2024.03.19 03:36 | close | 46 | 0.06 | 97.756 | 0.000 | 0.000 | -19.93 | 1370.26 |
93 | 2024.03.19 03:36 | sell | 48 | 0.09 | 97.289 | 0.000 | 0.000 | ||
94 | 2024.03.19 03:40 | sell | 49 | 0.13 | 97.933 | 0.000 | 0.000 | ||
95 | 2024.03.19 13:04 | sell | 50 | 0.09 | 98.137 | 0.000 | 0.000 | ||
96 | 2024.03.19 14:27 | sell | 51 | 0.06 | 98.339 | 0.000 | 0.000 | ||
97 | 2024.03.19 16:42 | sell | 52 | 0.04 | 98.541 | 0.000 | 0.000 | ||
98 | 2024.03.20 01:01 | sell | 53 | 0.03 | 98.741 | 0.000 | 0.000 | ||
99 | 2024.03.20 03:12 | sell | 54 | 0.02 | 98.941 | 0.000 | 0.000 | ||
100 | 2024.03.20 19:56 | close at stop | 54 | 0.02 | 99.581 | 0.000 | 0.000 | -8.65 | 1361.61 |
101 | 2024.03.20 19:56 | close at stop | 53 | 0.03 | 99.581 | 0.000 | 0.000 | -17.02 | 1344.59 |
102 | 2024.03.20 19:56 | close at stop | 52 | 0.04 | 99.581 | 0.000 | 0.000 | -28.43 | 1316.16 |
103 | 2024.03.20 19:56 | close at stop | 51 | 0.06 | 99.581 | 0.000 | 0.000 | -50.84 | 1265.33 |
104 | 2024.03.20 19:56 | close at stop | 50 | 0.09 | 99.581 | 0.000 | 0.000 | -88.52 | 1176.81 |
105 | 2024.03.20 19:56 | close at stop | 49 | 0.13 | 99.581 | 0.000 | 0.000 | -145.78 | 1031.03 |
106 | 2024.03.20 19:56 | close at stop | 48 | 0.09 | 99.581 | 0.000 | 0.000 | -141.58 | 889.45 |
107 | 2024.03.20 19:56 | close at stop | 40 | 0.18 | 99.581 | 0.000 | 0.000 | -233.44 | 656.01 |
108 | 2024.03.20 19:56 | close at stop | 39 | 0.26 | 99.581 | 0.000 | 0.000 | -373.02 | 282.99 |