Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=40; ADX_Level=15; TrendFollowMethod=1; PositionAction=1; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=24; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=120; TakeProfit=150; 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 | 7241 | Ticks modelled | 155857 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -189.02 | Gross profit | 376.53 | Gross loss | -565.55 |
Profit factor | 0.67 | Expected payoff | -5.56 | ||
Absolute drawdown | 309.02 | Maximal drawdown | 1324.81 (62.03%) | Relative drawdown | 62.03% (1324.81) |
Total trades | 34 | Short positions (won %) | 32 (37.50%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 12 (35.29%) | Loss trades (% of total) | 22 (64.71%) | ||
Largest | profit trade | 63.46 | loss trade | -49.18 | |
Average | profit trade | 31.38 | loss trade | -25.71 | |
Maximum | consecutive wins (profit in money) | 12 (376.53) | consecutive losses (loss in money) | 22 (-565.55) | |
Maximal | consecutive profit (count of wins) | 376.53 (12) | consecutive loss (count of losses) | -565.55 (22) | |
Average | consecutive wins | 12 | consecutive losses | 22 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.01 22:00 | sell | 1 | 0.10 | 0.68043 | 0.00000 | 0.00000 | ||
2 | 2024.01.01 22:00 | modify | 1 | 0.10 | 0.68043 | 0.69243 | 0.66543 | ||
3 | 2024.01.01 23:00 | sell | 2 | 0.10 | 0.68067 | 0.00000 | 0.00000 | ||
4 | 2024.01.01 23:00 | modify | 2 | 0.10 | 0.68067 | 0.69267 | 0.66567 | ||
5 | 2024.01.02 00:00 | sell | 3 | 0.10 | 0.68091 | 0.00000 | 0.00000 | ||
6 | 2024.01.02 00:00 | modify | 3 | 0.10 | 0.68091 | 0.69291 | 0.66591 | ||
7 | 2024.01.02 01:00 | sell | 4 | 0.10 | 0.68130 | 0.00000 | 0.00000 | ||
8 | 2024.01.02 01:00 | modify | 4 | 0.10 | 0.68130 | 0.69330 | 0.66630 | ||
9 | 2024.01.02 02:00 | sell | 5 | 0.10 | 0.68118 | 0.00000 | 0.00000 | ||
10 | 2024.01.02 02:00 | modify | 5 | 0.10 | 0.68118 | 0.69318 | 0.66618 | ||
11 | 2024.01.02 03:00 | sell | 6 | 0.10 | 0.68041 | 0.00000 | 0.00000 | ||
12 | 2024.01.02 03:00 | modify | 6 | 0.10 | 0.68041 | 0.69241 | 0.66541 | ||
13 | 2024.01.02 04:00 | sell | 7 | 0.10 | 0.68140 | 0.00000 | 0.00000 | ||
14 | 2024.01.02 04:00 | modify | 7 | 0.10 | 0.68140 | 0.69340 | 0.66640 | ||
15 | 2024.01.02 05:00 | sell | 8 | 0.10 | 0.68187 | 0.00000 | 0.00000 | ||
16 | 2024.01.02 05:00 | modify | 8 | 0.10 | 0.68187 | 0.69387 | 0.66687 | ||
17 | 2024.01.02 06:00 | close | 8 | 0.10 | 0.68414 | 0.69387 | 0.66687 | -22.70 | 977.30 |
18 | 2024.01.02 06:00 | close | 7 | 0.10 | 0.68414 | 0.69340 | 0.66640 | -27.40 | 949.90 |
19 | 2024.01.02 06:00 | close | 6 | 0.10 | 0.68414 | 0.69241 | 0.66541 | -37.30 | 912.60 |
20 | 2024.01.02 06:00 | close | 5 | 0.10 | 0.68414 | 0.69318 | 0.66618 | -29.60 | 883.00 |
21 | 2024.01.02 06:00 | close | 4 | 0.10 | 0.68414 | 0.69330 | 0.66630 | -28.40 | 854.60 |
22 | 2024.01.02 06:00 | close | 3 | 0.10 | 0.68414 | 0.69291 | 0.66591 | -32.30 | 822.30 |
23 | 2024.01.02 06:00 | close | 2 | 0.10 | 0.68414 | 0.69267 | 0.66567 | -34.76 | 787.54 |
24 | 2024.01.02 06:00 | close | 1 | 0.10 | 0.68414 | 0.69243 | 0.66543 | -37.16 | 750.38 |
25 | 2024.01.02 06:00 | buy | 9 | 0.10 | 0.68414 | 0.00000 | 0.00000 | ||
26 | 2024.01.02 06:00 | modify | 9 | 0.10 | 0.68414 | 0.67214 | 0.69914 | ||
27 | 2024.01.02 07:00 | buy | 10 | 0.10 | 0.68284 | 0.00000 | 0.00000 | ||
28 | 2024.01.02 07:00 | modify | 10 | 0.10 | 0.68284 | 0.67084 | 0.69784 | ||
29 | 2024.01.02 08:00 | close | 10 | 0.10 | 0.68189 | 0.67084 | 0.69784 | -9.50 | 740.88 |
30 | 2024.01.02 08:00 | close | 9 | 0.10 | 0.68189 | 0.67214 | 0.69914 | -22.50 | 718.38 |
31 | 2024.01.02 08:00 | sell | 11 | 0.10 | 0.68189 | 0.00000 | 0.00000 | ||
32 | 2024.01.02 08:00 | modify | 11 | 0.10 | 0.68189 | 0.69389 | 0.66689 | ||
33 | 2024.01.02 09:00 | sell | 12 | 0.10 | 0.68241 | 0.00000 | 0.00000 | ||
34 | 2024.01.02 09:00 | modify | 12 | 0.10 | 0.68241 | 0.69441 | 0.66741 | ||
35 | 2024.01.02 10:00 | sell | 13 | 0.10 | 0.68209 | 0.00000 | 0.00000 | ||
36 | 2024.01.02 10:00 | modify | 13 | 0.10 | 0.68209 | 0.69409 | 0.66709 | ||
37 | 2024.01.02 11:00 | sell | 14 | 0.10 | 0.68158 | 0.00000 | 0.00000 | ||
38 | 2024.01.02 11:00 | modify | 14 | 0.10 | 0.68158 | 0.69358 | 0.66658 | ||
39 | 2024.01.02 12:00 | sell | 15 | 0.10 | 0.67998 | 0.00000 | 0.00000 | ||
40 | 2024.01.02 12:00 | modify | 15 | 0.10 | 0.67998 | 0.69198 | 0.66498 | ||
41 | 2024.01.02 13:00 | sell | 16 | 0.10 | 0.67850 | 0.00000 | 0.00000 | ||
42 | 2024.01.02 13:00 | modify | 16 | 0.10 | 0.67850 | 0.69050 | 0.66350 | ||
43 | 2024.01.02 14:00 | sell | 17 | 0.10 | 0.67793 | 0.00000 | 0.00000 | ||
44 | 2024.01.02 14:00 | modify | 17 | 0.10 | 0.67793 | 0.68993 | 0.66293 | ||
45 | 2024.01.02 15:00 | sell | 18 | 0.10 | 0.67862 | 0.00000 | 0.00000 | ||
46 | 2024.01.02 15:00 | modify | 18 | 0.10 | 0.67862 | 0.69062 | 0.66362 | ||
47 | 2024.01.02 16:00 | sell | 19 | 0.10 | 0.67676 | 0.00000 | 0.00000 | ||
48 | 2024.01.02 16:00 | modify | 19 | 0.10 | 0.67676 | 0.68876 | 0.66176 | ||
49 | 2024.01.02 17:00 | sell | 20 | 0.10 | 0.67700 | 0.00000 | 0.00000 | ||
50 | 2024.01.02 17:00 | modify | 20 | 0.10 | 0.67700 | 0.68900 | 0.66200 | ||
51 | 2024.01.02 18:00 | sell | 21 | 0.10 | 0.67726 | 0.00000 | 0.00000 | ||
52 | 2024.01.02 18:00 | modify | 21 | 0.10 | 0.67726 | 0.68926 | 0.66226 | ||
53 | 2024.01.02 19:00 | sell | 22 | 0.10 | 0.67640 | 0.00000 | 0.00000 | ||
54 | 2024.01.02 19:00 | modify | 22 | 0.10 | 0.67640 | 0.68840 | 0.66140 | ||
55 | 2024.01.02 20:00 | sell | 23 | 0.10 | 0.67605 | 0.00000 | 0.00000 | ||
56 | 2024.01.02 20:00 | modify | 23 | 0.10 | 0.67605 | 0.68805 | 0.66105 | ||
57 | 2024.01.02 21:00 | sell | 24 | 0.10 | 0.67577 | 0.00000 | 0.00000 | ||
58 | 2024.01.02 21:00 | modify | 24 | 0.10 | 0.67577 | 0.68777 | 0.66077 | ||
59 | 2024.01.02 22:00 | sell | 25 | 0.10 | 0.67589 | 0.00000 | 0.00000 | ||
60 | 2024.01.02 22:00 | modify | 25 | 0.10 | 0.67589 | 0.68789 | 0.66089 | ||
61 | 2024.01.03 02:00 | sell | 26 | 0.10 | 0.67561 | 0.00000 | 0.00000 | ||
62 | 2024.01.03 02:00 | modify | 26 | 0.10 | 0.67561 | 0.68761 | 0.66061 | ||
63 | 2024.01.03 10:00 | sell | 27 | 0.10 | 0.67489 | 0.00000 | 0.00000 | ||
64 | 2024.01.03 10:00 | modify | 27 | 0.10 | 0.67489 | 0.68689 | 0.65989 | ||
65 | 2024.01.03 11:00 | sell | 28 | 0.10 | 0.67419 | 0.00000 | 0.00000 | ||
66 | 2024.01.03 11:00 | modify | 28 | 0.10 | 0.67419 | 0.68619 | 0.65919 | ||
67 | 2024.01.03 12:00 | sell | 29 | 0.10 | 0.67289 | 0.00000 | 0.00000 | ||
68 | 2024.01.03 12:00 | modify | 29 | 0.10 | 0.67289 | 0.68489 | 0.65789 | ||
69 | 2024.01.03 13:00 | sell | 30 | 0.10 | 0.67266 | 0.00000 | 0.00000 | ||
70 | 2024.01.03 13:00 | modify | 30 | 0.10 | 0.67266 | 0.68466 | 0.65766 | ||
71 | 2024.01.03 14:00 | sell | 31 | 0.10 | 0.67146 | 0.00000 | 0.00000 | ||
72 | 2024.01.03 14:00 | modify | 31 | 0.10 | 0.67146 | 0.68346 | 0.65646 | ||
73 | 2024.01.03 15:00 | sell | 32 | 0.10 | 0.67190 | 0.00000 | 0.00000 | ||
74 | 2024.01.03 15:00 | modify | 32 | 0.10 | 0.67190 | 0.68390 | 0.65690 | ||
75 | 2024.01.03 16:00 | sell | 33 | 0.10 | 0.67114 | 0.00000 | 0.00000 | ||
76 | 2024.01.03 16:00 | modify | 33 | 0.10 | 0.67114 | 0.68314 | 0.65614 | ||
77 | 2024.01.03 17:00 | sell | 34 | 0.10 | 0.67187 | 0.00000 | 0.00000 | ||
78 | 2024.01.03 17:00 | modify | 34 | 0.10 | 0.67187 | 0.68387 | 0.65687 | ||
79 | 2024.01.04 07:15 | close at stop | 34 | 0.10 | 0.67604 | 0.68387 | 0.65687 | -41.88 | 676.50 |
80 | 2024.01.04 07:15 | close at stop | 33 | 0.10 | 0.67604 | 0.68314 | 0.65614 | -49.18 | 627.32 |
81 | 2024.01.04 07:15 | close at stop | 32 | 0.10 | 0.67604 | 0.68390 | 0.65690 | -41.58 | 585.74 |
82 | 2024.01.04 07:15 | close at stop | 31 | 0.10 | 0.67604 | 0.68346 | 0.65646 | -45.98 | 539.76 |
83 | 2024.01.04 07:15 | close at stop | 30 | 0.10 | 0.67604 | 0.68466 | 0.65766 | -33.98 | 505.78 |
84 | 2024.01.04 07:15 | close at stop | 29 | 0.10 | 0.67604 | 0.68489 | 0.65789 | -31.68 | 474.10 |
85 | 2024.01.04 07:15 | close at stop | 28 | 0.10 | 0.67604 | 0.68619 | 0.65919 | -18.68 | 455.42 |
86 | 2024.01.04 07:15 | close at stop | 27 | 0.10 | 0.67604 | 0.68689 | 0.65989 | -11.68 | 443.75 |
87 | 2024.01.04 07:15 | close at stop | 26 | 0.10 | 0.67604 | 0.68761 | 0.66061 | -4.48 | 439.27 |
88 | 2024.01.04 07:15 | close at stop | 25 | 0.10 | 0.67604 | 0.68789 | 0.66089 | -1.74 | 437.53 |
89 | 2024.01.04 07:15 | close at stop | 24 | 0.10 | 0.67604 | 0.68777 | 0.66077 | -2.94 | 434.59 |
90 | 2024.01.04 07:15 | close at stop | 23 | 0.10 | 0.67604 | 0.68805 | 0.66105 | -0.14 | 434.45 |
91 | 2024.01.04 07:15 | close at stop | 22 | 0.10 | 0.67604 | 0.68840 | 0.66140 | 3.36 | 437.81 |
92 | 2024.01.04 07:15 | close at stop | 21 | 0.10 | 0.67604 | 0.68926 | 0.66226 | 11.96 | 449.77 |
93 | 2024.01.04 07:15 | close at stop | 20 | 0.10 | 0.67604 | 0.68900 | 0.66200 | 9.36 | 459.13 |
94 | 2024.01.04 07:15 | close at stop | 19 | 0.10 | 0.67604 | 0.68876 | 0.66176 | 6.96 | 466.09 |
95 | 2024.01.04 07:15 | close at stop | 18 | 0.10 | 0.67604 | 0.69062 | 0.66362 | 25.56 | 491.65 |
96 | 2024.01.04 07:15 | close at stop | 17 | 0.10 | 0.67604 | 0.68993 | 0.66293 | 18.66 | 510.31 |
97 | 2024.01.04 07:15 | close at stop | 16 | 0.10 | 0.67604 | 0.69050 | 0.66350 | 24.36 | 534.67 |
98 | 2024.01.04 07:15 | close at stop | 15 | 0.10 | 0.67604 | 0.69198 | 0.66498 | 39.16 | 573.83 |
99 | 2024.01.04 07:15 | close at stop | 14 | 0.10 | 0.67604 | 0.69358 | 0.66658 | 55.16 | 629.00 |
100 | 2024.01.04 07:15 | close at stop | 13 | 0.10 | 0.67604 | 0.69409 | 0.66709 | 60.26 | 689.26 |
101 | 2024.01.04 07:15 | close at stop | 12 | 0.10 | 0.67604 | 0.69441 | 0.66741 | 63.46 | 752.72 |
102 | 2024.01.04 07:15 | close at stop | 11 | 0.10 | 0.67604 | 0.69389 | 0.66689 | 58.26 | 810.98 |