Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=16; ADX_Level=15; TrendFollowMethod=1; PositionAction=1; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=14; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 7239 | Ticks modelled | 155732 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -554.92 | Gross profit | 6.98 | Gross loss | -561.89 |
Profit factor | 0.01 | Expected payoff | -32.64 | ||
Absolute drawdown | 554.92 | Maximal drawdown | 2478.73 (84.78%) | Relative drawdown | 84.78% (2478.73) |
Total trades | 17 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 14 (14.29%) |
Profit trades (% of total) | 2 (11.76%) | Loss trades (% of total) | 15 (88.24%) | ||
Largest | profit trade | 6.24 | loss trade | -91.44 | |
Average | profit trade | 3.49 | loss trade | -37.46 | |
Maximum | consecutive wins (profit in money) | 2 (6.98) | consecutive losses (loss in money) | 15 (-561.89) | |
Maximal | consecutive profit (count of wins) | 6.98 (2) | consecutive loss (count of losses) | -561.89 (15) | |
Average | consecutive wins | 2 | consecutive losses | 15 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 01:00 | sell | 1 | 0.10 | 0.63265 | 0.00000 | 0.00000 | ||
2 | 2023.11.01 01:00 | modify | 1 | 0.10 | 0.63265 | 0.65665 | 0.61065 | ||
3 | 2023.11.01 02:00 | sell | 2 | 0.10 | 0.63224 | 0.00000 | 0.00000 | ||
4 | 2023.11.01 02:00 | modify | 2 | 0.10 | 0.63224 | 0.65624 | 0.61024 | ||
5 | 2023.11.01 03:00 | sell | 3 | 0.10 | 0.63326 | 0.00000 | 0.00000 | ||
6 | 2023.11.01 03:00 | modify | 3 | 0.10 | 0.63326 | 0.65726 | 0.61126 | ||
7 | 2023.11.01 10:00 | close | 3 | 0.10 | 0.63376 | 0.65726 | 0.61126 | -5.00 | 995.00 |
8 | 2023.11.01 10:00 | close | 2 | 0.10 | 0.63376 | 0.65624 | 0.61024 | -15.20 | 979.80 |
9 | 2023.11.01 10:00 | close | 1 | 0.10 | 0.63376 | 0.65665 | 0.61065 | -11.10 | 968.70 |
10 | 2023.11.01 10:00 | buy | 4 | 0.10 | 0.63376 | 0.00000 | 0.00000 | ||
11 | 2023.11.01 10:00 | modify | 4 | 0.10 | 0.63376 | 0.60976 | 0.65576 | ||
12 | 2023.11.01 11:00 | buy | 5 | 0.10 | 0.63431 | 0.00000 | 0.00000 | ||
13 | 2023.11.01 11:00 | modify | 5 | 0.10 | 0.63431 | 0.61031 | 0.65631 | ||
14 | 2023.11.01 12:00 | buy | 6 | 0.10 | 0.63445 | 0.00000 | 0.00000 | ||
15 | 2023.11.01 12:00 | modify | 6 | 0.10 | 0.63445 | 0.61045 | 0.65645 | ||
16 | 2023.11.01 13:00 | buy | 7 | 0.10 | 0.63619 | 0.00000 | 0.00000 | ||
17 | 2023.11.01 13:00 | modify | 7 | 0.10 | 0.63619 | 0.61219 | 0.65819 | ||
18 | 2023.11.01 14:00 | buy | 8 | 0.10 | 0.63613 | 0.00000 | 0.00000 | ||
19 | 2023.11.01 14:00 | modify | 8 | 0.10 | 0.63613 | 0.61213 | 0.65813 | ||
20 | 2023.11.01 15:00 | buy | 9 | 0.10 | 0.63847 | 0.00000 | 0.00000 | ||
21 | 2023.11.01 15:00 | modify | 9 | 0.10 | 0.63847 | 0.61447 | 0.66047 | ||
22 | 2023.11.01 16:00 | buy | 10 | 0.10 | 0.63649 | 0.00000 | 0.00000 | ||
23 | 2023.11.01 16:00 | modify | 10 | 0.10 | 0.63649 | 0.61249 | 0.65849 | ||
24 | 2023.11.01 19:00 | buy | 11 | 0.10 | 0.63801 | 0.00000 | 0.00000 | ||
25 | 2023.11.01 19:00 | modify | 11 | 0.10 | 0.63801 | 0.61401 | 0.66001 | ||
26 | 2023.11.01 20:00 | buy | 12 | 0.10 | 0.63940 | 0.00000 | 0.00000 | ||
27 | 2023.11.01 20:00 | modify | 12 | 0.10 | 0.63940 | 0.61540 | 0.66140 | ||
28 | 2023.11.01 21:00 | buy | 13 | 0.10 | 0.63953 | 0.00000 | 0.00000 | ||
29 | 2023.11.01 21:00 | modify | 13 | 0.10 | 0.63953 | 0.61553 | 0.66153 | ||
30 | 2023.11.01 22:00 | buy | 14 | 0.10 | 0.64013 | 0.00000 | 0.00000 | ||
31 | 2023.11.01 22:00 | modify | 14 | 0.10 | 0.64013 | 0.61613 | 0.66213 | ||
32 | 2023.11.01 23:00 | buy | 15 | 0.10 | 0.64093 | 0.00000 | 0.00000 | ||
33 | 2023.11.01 23:00 | modify | 15 | 0.10 | 0.64093 | 0.61693 | 0.66293 | ||
34 | 2023.11.02 00:00 | buy | 16 | 0.10 | 0.64251 | 0.00000 | 0.00000 | ||
35 | 2023.11.02 00:00 | modify | 16 | 0.10 | 0.64251 | 0.61851 | 0.66451 | ||
36 | 2023.11.02 01:00 | buy | 17 | 0.10 | 0.64363 | 0.00000 | 0.00000 | ||
37 | 2023.11.02 01:00 | modify | 17 | 0.10 | 0.64363 | 0.61963 | 0.66563 | ||
38 | 2023.11.10 14:50 | close at stop | 17 | 0.10 | 0.63476 | 0.61963 | 0.66563 | -91.44 | 877.26 |
39 | 2023.11.10 14:50 | close at stop | 16 | 0.10 | 0.63476 | 0.61851 | 0.66451 | -80.24 | 797.03 |
40 | 2023.11.10 14:50 | close at stop | 15 | 0.10 | 0.63476 | 0.61693 | 0.66293 | -65.46 | 731.57 |
41 | 2023.11.10 14:50 | close at stop | 14 | 0.10 | 0.63476 | 0.61613 | 0.66213 | -57.46 | 674.10 |
42 | 2023.11.10 14:50 | close at stop | 13 | 0.10 | 0.63476 | 0.61553 | 0.66153 | -51.46 | 622.64 |
43 | 2023.11.10 14:50 | close at stop | 12 | 0.10 | 0.63476 | 0.61540 | 0.66140 | -50.16 | 572.48 |
44 | 2023.11.10 14:50 | close at stop | 11 | 0.10 | 0.63476 | 0.61401 | 0.66001 | -36.26 | 536.22 |
45 | 2023.11.10 14:50 | close at stop | 10 | 0.10 | 0.63476 | 0.61249 | 0.65849 | -21.06 | 515.16 |
46 | 2023.11.10 14:50 | close at stop | 9 | 0.10 | 0.63476 | 0.61447 | 0.66047 | -40.86 | 474.29 |
47 | 2023.11.10 14:50 | close at stop | 8 | 0.10 | 0.63476 | 0.61213 | 0.65813 | -17.46 | 456.83 |
48 | 2023.11.10 14:50 | close at stop | 7 | 0.10 | 0.63476 | 0.61219 | 0.65819 | -18.06 | 438.77 |
49 | 2023.11.10 14:50 | close at stop | 6 | 0.10 | 0.63476 | 0.61045 | 0.65645 | -0.66 | 438.11 |
50 | 2023.11.10 14:50 | close at stop | 5 | 0.10 | 0.63476 | 0.61031 | 0.65631 | 0.74 | 438.85 |
51 | 2023.11.10 14:50 | close at stop | 4 | 0.10 | 0.63476 | 0.60976 | 0.65576 | 6.24 | 445.08 |