Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CTSHelp="===================================="; TargetProfitAmount=0; TargetProfitPips=0; RBSLHelp="===================================="; BLSHelp="------------------------------------"; RSI_BUY_Period=17; RSI_BUY_EntryMethod=1; RSI_BUY_EntryLevel=60; RSI_BUY_ExitMethod=1; RSI_BUY_ExitLevelMode=1; RSI_BUY_ExitLevel=70; BUY_EntryAfterCross=1; BUY_PruningAtMaxTrades=0; SLSHelp="------------------------------------"; RSI_SELL_Source=0; CSSHelp="------------------------------------"; RSI_SELL_Period=0; RSI_SELL_EntryMethod=0; RSI_SELL_EntryLevel=0; RSI_SELL_ExitMethod=0; RSI_SELL_ExitLevelMode=0; RSI_SELL_ExitLevel=0; SELL_EntryAfterCross=1; SELL_PruningAtMaxTrades=0; ADXHelp="------------------------------------"; MarketPhase_Filter=1; MarketPhase_Strategy=0; ADX_Period=18; ADX_TriggerLevel=30; CHelp="===================================="; TLHelp="------------------------------------"; RSI_TradeAfterLoss=1; MaxSpread=10; MaxTotalTrades=16; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; TakeProfit=250; 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=23; 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="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=150919; | ||||
Bars in test | 2612 | Ticks modelled | 79496 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -503.24 | Gross profit | 32.25 | Gross loss | -535.49 |
Profit factor | 0.06 | Expected payoff | -31.45 | ||
Absolute drawdown | 503.24 | Maximal drawdown | 1587.17 (76.16%) | Relative drawdown | 76.16% (1587.17) |
Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (25.00%) |
Profit trades (% of total) | 4 (25.00%) | Loss trades (% of total) | 12 (75.00%) | ||
Largest | profit trade | 11.25 | loss trade | -71.21 | |
Average | profit trade | 8.06 | loss trade | -44.62 | |
Maximum | consecutive wins (profit in money) | 4 (32.25) | consecutive losses (loss in money) | 12 (-535.49) | |
Maximal | consecutive profit (count of wins) | 32.25 (4) | consecutive loss (count of losses) | -535.49 (12) | |
Average | consecutive wins | 4 | consecutive losses | 12 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:00 | buy | 1 | 0.10 | 95.927 | 0.000 | 0.000 | ||
2 | 2023.11.01 00:00 | modify | 1 | 0.10 | 95.927 | 93.527 | 98.427 | ||
3 | 2023.11.01 08:00 | buy | 2 | 0.10 | 95.943 | 0.000 | 0.000 | ||
4 | 2023.11.01 08:00 | modify | 2 | 0.10 | 95.943 | 93.543 | 98.443 | ||
5 | 2023.11.01 12:00 | buy | 3 | 0.10 | 95.950 | 0.000 | 0.000 | ||
6 | 2023.11.01 12:00 | modify | 3 | 0.10 | 95.950 | 93.550 | 98.450 | ||
7 | 2023.11.01 16:00 | buy | 4 | 0.10 | 96.084 | 0.000 | 0.000 | ||
8 | 2023.11.01 16:00 | modify | 4 | 0.10 | 96.084 | 93.684 | 98.584 | ||
9 | 2023.11.01 20:00 | buy | 5 | 0.10 | 96.472 | 0.000 | 0.000 | ||
10 | 2023.11.01 20:00 | modify | 5 | 0.10 | 96.472 | 94.072 | 98.972 | ||
11 | 2023.11.02 00:00 | buy | 6 | 0.10 | 96.736 | 0.000 | 0.000 | ||
12 | 2023.11.02 00:00 | modify | 6 | 0.10 | 96.736 | 94.336 | 99.236 | ||
13 | 2023.11.02 04:00 | buy | 7 | 0.10 | 96.739 | 0.000 | 0.000 | ||
14 | 2023.11.02 04:00 | modify | 7 | 0.10 | 96.739 | 94.339 | 99.239 | ||
15 | 2023.11.02 08:00 | buy | 8 | 0.10 | 96.680 | 0.000 | 0.000 | ||
16 | 2023.11.02 08:00 | modify | 8 | 0.10 | 96.680 | 94.280 | 99.180 | ||
17 | 2023.11.02 12:00 | buy | 9 | 0.10 | 96.822 | 0.000 | 0.000 | ||
18 | 2023.11.02 12:00 | modify | 9 | 0.10 | 96.822 | 94.422 | 99.322 | ||
19 | 2023.11.02 16:00 | buy | 10 | 0.10 | 96.657 | 0.000 | 0.000 | ||
20 | 2023.11.02 16:00 | modify | 10 | 0.10 | 96.657 | 94.257 | 99.157 | ||
21 | 2023.11.02 20:00 | buy | 11 | 0.10 | 96.792 | 0.000 | 0.000 | ||
22 | 2023.11.02 20:00 | modify | 11 | 0.10 | 96.792 | 94.392 | 99.292 | ||
23 | 2023.11.03 00:00 | buy | 12 | 0.10 | 96.766 | 0.000 | 0.000 | ||
24 | 2023.11.03 00:00 | modify | 12 | 0.10 | 96.766 | 94.366 | 99.266 | ||
25 | 2023.11.03 04:00 | buy | 13 | 0.10 | 96.691 | 0.000 | 0.000 | ||
26 | 2023.11.03 04:00 | modify | 13 | 0.10 | 96.691 | 94.291 | 99.191 | ||
27 | 2023.11.03 08:00 | buy | 14 | 0.10 | 96.887 | 0.000 | 0.000 | ||
28 | 2023.11.03 08:00 | modify | 14 | 0.10 | 96.887 | 94.487 | 99.387 | ||
29 | 2023.11.03 12:00 | buy | 15 | 0.10 | 96.806 | 0.000 | 0.000 | ||
30 | 2023.11.03 12:00 | modify | 15 | 0.10 | 96.806 | 94.406 | 99.306 | ||
31 | 2023.11.03 16:00 | buy | 16 | 0.10 | 97.173 | 0.000 | 0.000 | ||
32 | 2023.11.03 16:00 | modify | 16 | 0.10 | 97.173 | 94.773 | 99.673 | ||
33 | 2023.11.10 15:40 | close at stop | 16 | 0.10 | 96.032 | 94.773 | 99.673 | -71.21 | 928.79 |
34 | 2023.11.10 15:40 | close at stop | 15 | 0.10 | 96.032 | 94.406 | 99.306 | -47.39 | 881.39 |
35 | 2023.11.10 15:40 | close at stop | 14 | 0.10 | 96.032 | 94.487 | 99.387 | -52.65 | 828.74 |
36 | 2023.11.10 15:40 | close at stop | 13 | 0.10 | 96.032 | 94.291 | 99.191 | -39.93 | 788.81 |
37 | 2023.11.10 15:40 | close at stop | 12 | 0.10 | 96.032 | 94.366 | 99.266 | -44.80 | 744.00 |
38 | 2023.11.10 15:40 | close at stop | 11 | 0.10 | 96.032 | 94.392 | 99.292 | -46.09 | 697.91 |
39 | 2023.11.10 15:40 | close at stop | 10 | 0.10 | 96.032 | 94.257 | 99.157 | -37.33 | 660.58 |
40 | 2023.11.10 15:40 | close at stop | 9 | 0.10 | 96.032 | 94.422 | 99.322 | -48.03 | 612.55 |
41 | 2023.11.10 15:40 | close at stop | 8 | 0.10 | 96.032 | 94.280 | 99.180 | -38.82 | 573.73 |
42 | 2023.11.10 15:40 | close at stop | 7 | 0.10 | 96.032 | 94.339 | 99.239 | -42.65 | 531.08 |
43 | 2023.11.10 15:40 | close at stop | 6 | 0.10 | 96.032 | 94.336 | 99.236 | -42.45 | 488.63 |
44 | 2023.11.10 15:40 | close at stop | 5 | 0.10 | 96.032 | 94.072 | 98.972 | -24.11 | 464.51 |
45 | 2023.11.10 15:40 | close at stop | 4 | 0.10 | 96.032 | 93.684 | 98.584 | 1.06 | 465.57 |
46 | 2023.11.10 15:40 | close at stop | 3 | 0.10 | 96.032 | 93.550 | 98.450 | 9.75 | 475.31 |
47 | 2023.11.10 15:40 | close at stop | 2 | 0.10 | 96.032 | 93.543 | 98.443 | 10.21 | 485.52 |
48 | 2023.11.10 15:40 | close at stop | 1 | 0.10 | 96.032 | 93.527 | 98.427 | 11.25 | 496.76 |