Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CTSHelp="===================================="; TargetProfitAmount=0; TargetProfitPips=0; RBSLHelp="===================================="; BLSHelp="------------------------------------"; RSI_BUY_Period=5; RSI_BUY_EntryMethod=1; RSI_BUY_EntryLevel=10; RSI_BUY_ExitMethod=1; RSI_BUY_ExitLevelMode=1; RSI_BUY_ExitLevel=70; BUY_EntryAfterCross=1; BUY_PruningAtMaxTrades=2; 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=1; ADX_Period=30; ADX_TriggerLevel=20; CHelp="===================================="; TLHelp="------------------------------------"; RSI_TradeAfterLoss=1; MaxSpread=10; MaxTotalTrades=20; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=250; TakeProfit=170; 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 | 2608 | Ticks modelled | 79349 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -510.60 | Gross profit | 697.83 | Gross loss | -1208.43 |
Profit factor | 0.58 | Expected payoff | -21.28 | ||
Absolute drawdown | 510.60 | Maximal drawdown | 2113.47 (81.20%) | Relative drawdown | 81.20% (2113.47) |
Total trades | 24 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 23 (26.09%) |
Profit trades (% of total) | 6 (25.00%) | Loss trades (% of total) | 18 (75.00%) | ||
Largest | profit trade | 116.67 | loss trade | -123.27 | |
Average | profit trade | 116.30 | loss trade | -67.13 | |
Maximum | consecutive wins (profit in money) | 6 (697.83) | consecutive losses (loss in money) | 17 (-1204.08) | |
Maximal | consecutive profit (count of wins) | 697.83 (6) | consecutive loss (count of losses) | -1204.08 (17) | |
Average | consecutive wins | 6 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.01 00:00 | sell | 1 | 0.10 | 107.393 | 0.000 | 0.000 | ||
2 | 2024.07.01 00:00 | modify | 1 | 0.10 | 107.393 | 109.893 | 105.693 | ||
3 | 2024.07.11 20:00 | close | 1 | 0.10 | 107.315 | 109.893 | 105.693 | -4.35 | 995.65 |
4 | 2024.08.12 00:00 | buy | 2 | 0.10 | 96.636 | 0.000 | 0.000 | ||
5 | 2024.08.12 00:00 | modify | 2 | 0.10 | 96.636 | 94.136 | 98.336 | ||
6 | 2024.08.12 04:00 | buy | 3 | 0.10 | 96.937 | 0.000 | 0.000 | ||
7 | 2024.08.12 04:00 | modify | 3 | 0.10 | 96.937 | 94.437 | 98.637 | ||
8 | 2024.08.12 08:00 | buy | 4 | 0.10 | 97.191 | 0.000 | 0.000 | ||
9 | 2024.08.12 08:00 | modify | 4 | 0.10 | 97.191 | 94.691 | 98.891 | ||
10 | 2024.08.12 12:00 | buy | 5 | 0.10 | 97.384 | 0.000 | 0.000 | ||
11 | 2024.08.12 12:00 | modify | 5 | 0.10 | 97.384 | 94.884 | 99.084 | ||
12 | 2024.08.12 16:00 | buy | 6 | 0.10 | 97.327 | 0.000 | 0.000 | ||
13 | 2024.08.12 16:00 | modify | 6 | 0.10 | 97.327 | 94.827 | 99.027 | ||
14 | 2024.08.12 20:00 | buy | 7 | 0.10 | 96.967 | 0.000 | 0.000 | ||
15 | 2024.08.12 20:00 | modify | 7 | 0.10 | 96.967 | 94.467 | 98.667 | ||
16 | 2024.08.13 00:00 | buy | 8 | 0.10 | 96.848 | 0.000 | 0.000 | ||
17 | 2024.08.13 00:00 | modify | 8 | 0.10 | 96.848 | 94.348 | 98.548 | ||
18 | 2024.08.13 04:00 | buy | 9 | 0.10 | 97.257 | 0.000 | 0.000 | ||
19 | 2024.08.13 04:00 | modify | 9 | 0.10 | 97.257 | 94.757 | 98.957 | ||
20 | 2024.08.14 20:00 | buy | 10 | 0.10 | 97.240 | 0.000 | 0.000 | ||
21 | 2024.08.14 20:00 | modify | 10 | 0.10 | 97.240 | 94.740 | 98.940 | ||
22 | 2024.08.15 00:00 | buy | 11 | 0.10 | 97.192 | 0.000 | 0.000 | ||
23 | 2024.08.15 00:00 | modify | 11 | 0.10 | 97.192 | 94.692 | 98.892 | ||
24 | 2024.08.15 04:00 | buy | 12 | 0.10 | 97.595 | 0.000 | 0.000 | ||
25 | 2024.08.15 04:00 | modify | 12 | 0.10 | 97.595 | 95.095 | 99.295 | ||
26 | 2024.08.15 08:00 | buy | 13 | 0.10 | 97.542 | 0.000 | 0.000 | ||
27 | 2024.08.15 08:00 | modify | 13 | 0.10 | 97.542 | 95.042 | 99.242 | ||
28 | 2024.08.15 12:00 | buy | 14 | 0.10 | 97.644 | 0.000 | 0.000 | ||
29 | 2024.08.15 12:00 | modify | 14 | 0.10 | 97.644 | 95.144 | 99.344 | ||
30 | 2024.08.15 12:40 | t/p | 2 | 0.10 | 98.336 | 94.136 | 98.336 | 116.45 | 1112.10 |
31 | 2024.08.15 12:40 | t/p | 8 | 0.10 | 98.548 | 94.348 | 98.548 | 116.24 | 1228.34 |
32 | 2024.08.15 13:40 | t/p | 3 | 0.10 | 98.637 | 94.437 | 98.637 | 116.46 | 1344.79 |
33 | 2024.08.15 13:40 | t/p | 7 | 0.10 | 98.667 | 94.467 | 98.667 | 116.45 | 1461.24 |
34 | 2024.08.15 16:00 | buy | 15 | 0.10 | 98.739 | 0.000 | 0.000 | ||
35 | 2024.08.15 16:00 | modify | 15 | 0.10 | 98.739 | 96.239 | 100.439 | ||
36 | 2024.08.15 20:00 | buy | 16 | 0.10 | 98.560 | 0.000 | 0.000 | ||
37 | 2024.08.15 20:00 | modify | 16 | 0.10 | 98.560 | 96.060 | 100.260 | ||
38 | 2024.08.16 00:00 | buy | 17 | 0.10 | 98.699 | 0.000 | 0.000 | ||
39 | 2024.08.16 00:00 | modify | 17 | 0.10 | 98.699 | 96.199 | 100.399 | ||
40 | 2024.08.16 04:00 | buy | 18 | 0.10 | 98.671 | 0.000 | 0.000 | ||
41 | 2024.08.16 04:00 | modify | 18 | 0.10 | 98.671 | 96.171 | 100.371 | ||
42 | 2024.08.16 06:40 | t/p | 4 | 0.10 | 98.891 | 94.691 | 98.891 | 116.67 | 1577.91 |
43 | 2024.08.16 06:40 | t/p | 11 | 0.10 | 98.892 | 94.692 | 98.892 | 115.57 | 1693.48 |
44 | 2024.08.16 08:00 | buy | 19 | 0.10 | 98.860 | 0.000 | 0.000 | ||
45 | 2024.08.16 08:00 | modify | 19 | 0.10 | 98.860 | 96.360 | 100.560 | ||
46 | 2024.08.16 12:00 | buy | 20 | 0.10 | 98.223 | 0.000 | 0.000 | ||
47 | 2024.08.16 12:00 | modify | 20 | 0.10 | 98.223 | 95.723 | 99.923 | ||
48 | 2024.08.16 16:00 | buy | 21 | 0.10 | 98.518 | 0.000 | 0.000 | ||
49 | 2024.08.16 16:00 | modify | 21 | 0.10 | 98.518 | 96.018 | 100.218 | ||
50 | 2024.08.16 20:00 | buy | 22 | 0.10 | 98.531 | 0.000 | 0.000 | ||
51 | 2024.08.16 20:00 | modify | 22 | 0.10 | 98.531 | 96.031 | 100.231 | ||
52 | 2024.08.19 00:00 | buy | 23 | 0.10 | 98.758 | 0.000 | 0.000 | ||
53 | 2024.08.19 00:00 | modify | 23 | 0.10 | 98.758 | 96.258 | 100.458 | ||
54 | 2024.08.19 04:00 | buy | 24 | 0.10 | 98.012 | 0.000 | 0.000 | ||
55 | 2024.08.19 04:00 | modify | 24 | 0.10 | 98.012 | 95.512 | 99.712 | ||
56 | 2024.08.19 06:05 | close at stop | 24 | 0.10 | 97.040 | 95.512 | 99.712 | -65.95 | 1627.53 |
57 | 2024.08.19 06:05 | close at stop | 23 | 0.10 | 97.040 | 96.258 | 100.458 | -116.57 | 1510.96 |
58 | 2024.08.19 06:05 | close at stop | 22 | 0.10 | 97.040 | 96.031 | 100.231 | -100.95 | 1410.01 |
59 | 2024.08.19 06:05 | close at stop | 21 | 0.10 | 97.040 | 96.018 | 100.218 | -100.06 | 1309.95 |
60 | 2024.08.19 06:05 | close at stop | 20 | 0.10 | 97.040 | 95.723 | 99.923 | -80.05 | 1229.91 |
61 | 2024.08.19 06:05 | close at stop | 19 | 0.10 | 97.040 | 96.360 | 100.560 | -123.27 | 1106.64 |
62 | 2024.08.19 06:05 | close at stop | 18 | 0.10 | 97.040 | 96.171 | 100.371 | -110.44 | 996.20 |
63 | 2024.08.19 06:05 | close at stop | 17 | 0.10 | 97.040 | 96.199 | 100.399 | -112.34 | 883.86 |
64 | 2024.08.19 06:05 | close at stop | 16 | 0.10 | 97.040 | 96.060 | 100.260 | -102.69 | 781.17 |
65 | 2024.08.19 06:05 | close at stop | 15 | 0.10 | 97.040 | 96.239 | 100.439 | -114.84 | 666.34 |
66 | 2024.08.19 06:05 | close at stop | 14 | 0.10 | 97.040 | 95.144 | 99.344 | -40.54 | 625.80 |
67 | 2024.08.19 06:05 | close at stop | 13 | 0.10 | 97.040 | 95.042 | 99.242 | -33.62 | 592.18 |
68 | 2024.08.19 06:05 | close at stop | 12 | 0.10 | 97.040 | 95.095 | 99.295 | -37.22 | 554.96 |
69 | 2024.08.19 06:05 | close at stop | 10 | 0.10 | 97.040 | 94.740 | 98.940 | -12.46 | 542.50 |
70 | 2024.08.19 06:05 | close at stop | 9 | 0.10 | 97.040 | 94.757 | 98.957 | -13.39 | 529.11 |
71 | 2024.08.19 06:05 | close at stop | 6 | 0.10 | 97.040 | 94.827 | 99.027 | -17.92 | 511.19 |
72 | 2024.08.19 06:05 | close at stop | 5 | 0.10 | 97.040 | 94.884 | 99.084 | -21.79 | 489.40 |