Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=9; MA_Shift=17; MA_Method=0; PositionAction=0; TrendFollowMethod=0; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=7; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=300; TakeProfit=270; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 2612 | Ticks modelled | 79158 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 3053.01 | Gross profit | 4263.95 | Gross loss | -1210.93 |
Profit factor | 3.52 | Expected payoff | 92.52 | ||
Absolute drawdown | 123.88 | Maximal drawdown | 652.38 (5.94%) | Relative drawdown | 5.94% (652.38) |
Total trades | 33 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 206.37 | loss trade | -202.70 | |
Average | profit trade | 170.56 | loss trade | -151.37 | |
Maximum | consecutive wins (profit in money) | 8 (1318.03) | consecutive losses (loss in money) | 2 (-219.32) | |
Maximal | consecutive profit (count of wins) | 1318.03 (8) | consecutive loss (count of losses) | -219.32 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.07 04:00 | sell | 1 | 0.10 | 93.029 | 0.000 | 0.000 | ||
2 | 2022.10.07 04:00 | modify | 1 | 0.10 | 93.029 | 96.029 | 90.329 | ||
3 | 2022.10.14 00:00 | buy | 2 | 0.10 | 92.756 | 0.000 | 0.000 | ||
4 | 2022.10.14 00:00 | modify | 2 | 0.10 | 92.756 | 89.756 | 95.456 | ||
5 | 2022.10.21 13:40 | t/p | 2 | 0.10 | 95.456 | 89.756 | 95.456 | 185.11 | 10185.11 |
6 | 2022.10.31 04:00 | sell | 3 | 0.10 | 94.995 | 0.000 | 0.000 | ||
7 | 2022.10.31 04:00 | modify | 3 | 0.10 | 94.995 | 97.995 | 92.295 | ||
8 | 2022.11.01 00:00 | buy | 4 | 0.10 | 95.364 | 0.000 | 0.000 | ||
9 | 2022.11.01 00:00 | modify | 4 | 0.10 | 95.364 | 92.364 | 98.064 | ||
10 | 2022.11.03 00:00 | sell | 5 | 0.10 | 93.729 | 0.000 | 0.000 | ||
11 | 2022.11.03 00:00 | modify | 5 | 0.10 | 93.729 | 96.729 | 91.029 | ||
12 | 2022.11.10 08:00 | sell | 6 | 0.10 | 93.646 | 0.000 | 0.000 | ||
13 | 2022.11.10 08:00 | modify | 6 | 0.10 | 93.646 | 96.646 | 90.946 | ||
14 | 2022.11.18 04:00 | sell | 7 | 0.10 | 93.808 | 0.000 | 0.000 | ||
15 | 2022.11.18 04:00 | modify | 7 | 0.10 | 93.808 | 96.808 | 91.108 | ||
16 | 2022.11.23 04:00 | sell | 8 | 0.10 | 93.863 | 0.000 | 0.000 | ||
17 | 2022.11.23 04:00 | modify | 8 | 0.10 | 93.863 | 96.863 | 91.163 | ||
18 | 2022.11.28 06:30 | s/l | 4 | 0.10 | 92.364 | 92.364 | 98.064 | -189.61 | 9995.51 |
19 | 2022.11.28 06:40 | t/p | 3 | 0.10 | 92.295 | 97.995 | 92.295 | 163.94 | 10159.45 |
20 | 2022.12.02 08:00 | sell | 9 | 0.10 | 91.815 | 0.000 | 0.000 | ||
21 | 2022.12.02 08:00 | modify | 9 | 0.10 | 91.815 | 94.815 | 89.115 | ||
22 | 2022.12.02 09:15 | t/p | 8 | 0.10 | 91.163 | 96.863 | 91.163 | 174.81 | 10334.27 |
23 | 2022.12.04 22:40 | t/p | 7 | 0.10 | 91.108 | 96.808 | 91.108 | 172.91 | 10507.17 |
24 | 2022.12.20 03:20 | t/p | 5 | 0.10 | 91.029 | 96.729 | 91.029 | 153.07 | 10660.24 |
25 | 2022.12.20 03:20 | t/p | 6 | 0.10 | 90.946 | 96.646 | 90.946 | 157.55 | 10817.79 |
26 | 2022.12.20 03:30 | t/p | 1 | 0.10 | 90.329 | 96.029 | 90.329 | 135.80 | 10953.59 |
27 | 2022.12.20 03:40 | t/p | 9 | 0.10 | 89.115 | 94.815 | 89.115 | 171.62 | 11125.20 |
28 | 2022.12.26 00:00 | buy | 10 | 0.10 | 89.044 | 0.000 | 0.000 | ||
29 | 2022.12.26 00:00 | modify | 10 | 0.10 | 89.044 | 86.044 | 91.744 | ||
30 | 2023.01.05 08:00 | buy | 11 | 0.10 | 90.243 | 0.000 | 0.000 | ||
31 | 2023.01.05 08:00 | modify | 11 | 0.10 | 90.243 | 87.243 | 92.943 | ||
32 | 2023.01.09 09:40 | t/p | 10 | 0.10 | 91.744 | 86.044 | 91.744 | 188.34 | 11313.54 |
33 | 2023.01.20 00:00 | sell | 12 | 0.10 | 88.725 | 0.000 | 0.000 | ||
34 | 2023.01.20 00:00 | modify | 12 | 0.10 | 88.725 | 91.725 | 86.025 | ||
35 | 2023.01.23 15:40 | s/l | 12 | 0.10 | 91.725 | 91.725 | 86.025 | -202.70 | 11110.84 |
36 | 2023.01.31 04:00 | sell | 13 | 0.10 | 91.617 | 0.000 | 0.000 | ||
37 | 2023.01.31 04:00 | modify | 13 | 0.10 | 91.617 | 94.617 | 88.917 | ||
38 | 2023.02.08 08:00 | buy | 14 | 0.10 | 91.470 | 0.000 | 0.000 | ||
39 | 2023.02.08 08:00 | modify | 14 | 0.10 | 91.470 | 88.470 | 94.170 | ||
40 | 2023.02.10 00:00 | sell | 15 | 0.10 | 91.249 | 0.000 | 0.000 | ||
41 | 2023.02.10 00:00 | modify | 15 | 0.10 | 91.249 | 94.249 | 88.549 | ||
42 | 2023.02.14 18:40 | t/p | 11 | 0.10 | 92.943 | 87.243 | 92.943 | 199.44 | 11310.28 |
43 | 2023.02.23 04:00 | sell | 16 | 0.10 | 92.085 | 0.000 | 0.000 | ||
44 | 2023.02.23 04:00 | modify | 16 | 0.10 | 92.085 | 95.085 | 89.385 | ||
45 | 2023.03.01 08:00 | buy | 17 | 0.10 | 92.015 | 0.000 | 0.000 | ||
46 | 2023.03.01 08:00 | modify | 17 | 0.10 | 92.015 | 89.015 | 94.715 | ||
47 | 2023.03.10 02:05 | t/p | 16 | 0.10 | 89.385 | 95.085 | 89.385 | 172.26 | 11482.54 |
48 | 2023.03.10 15:40 | s/l | 17 | 0.10 | 89.015 | 89.015 | 94.715 | -197.01 | 11285.53 |
49 | 2023.03.10 18:30 | t/p | 13 | 0.10 | 88.917 | 94.617 | 88.917 | 156.27 | 11441.79 |
50 | 2023.03.12 21:40 | s/l | 14 | 0.10 | 88.470 | 88.470 | 94.170 | -187.31 | 11254.49 |
51 | 2023.03.12 21:40 | t/p | 15 | 0.10 | 88.549 | 94.249 | 88.549 | 163.94 | 11418.43 |
52 | 2023.03.29 04:00 | buy | 18 | 0.10 | 88.218 | 0.000 | 0.000 | ||
53 | 2023.03.29 04:00 | modify | 18 | 0.10 | 88.218 | 85.218 | 90.918 | ||
54 | 2023.04.11 00:00 | buy | 19 | 0.10 | 88.760 | 0.000 | 0.000 | ||
55 | 2023.04.11 00:00 | modify | 19 | 0.10 | 88.760 | 85.760 | 91.460 | ||
56 | 2023.05.01 00:00 | buy | 20 | 0.10 | 90.205 | 0.000 | 0.000 | ||
57 | 2023.05.01 00:00 | modify | 20 | 0.10 | 90.205 | 87.205 | 92.905 | ||
58 | 2023.05.01 05:40 | t/p | 18 | 0.10 | 90.918 | 85.218 | 90.918 | 197.12 | 11615.55 |
59 | 2023.05.02 04:20 | t/p | 19 | 0.10 | 91.460 | 85.760 | 91.460 | 191.57 | 11807.12 |
60 | 2023.05.16 08:00 | buy | 21 | 0.10 | 90.850 | 0.000 | 0.000 | ||
61 | 2023.05.16 08:00 | modify | 21 | 0.10 | 90.850 | 87.850 | 93.550 | ||
62 | 2023.05.29 08:00 | buy | 22 | 0.10 | 91.805 | 0.000 | 0.000 | ||
63 | 2023.05.29 08:00 | modify | 22 | 0.10 | 91.805 | 88.805 | 94.505 | ||
64 | 2023.06.06 04:30 | t/p | 20 | 0.10 | 92.905 | 87.205 | 92.905 | 198.51 | 12005.63 |
65 | 2023.06.09 06:30 | t/p | 21 | 0.10 | 93.550 | 87.850 | 93.550 | 193.89 | 12199.53 |
66 | 2023.06.13 06:30 | t/p | 22 | 0.10 | 94.505 | 88.805 | 94.505 | 188.81 | 12388.34 |
67 | 2023.06.21 04:00 | sell | 23 | 0.10 | 96.189 | 0.000 | 0.000 | ||
68 | 2023.06.21 04:00 | modify | 23 | 0.10 | 96.189 | 99.189 | 93.489 | ||
69 | 2023.07.03 00:00 | buy | 24 | 0.10 | 96.170 | 0.000 | 0.000 | ||
70 | 2023.07.03 00:00 | modify | 24 | 0.10 | 96.170 | 93.170 | 98.870 | ||
71 | 2023.07.12 06:40 | t/p | 23 | 0.10 | 93.489 | 99.189 | 93.489 | 168.42 | 12556.76 |
72 | 2023.07.14 04:00 | buy | 25 | 0.10 | 94.766 | 0.000 | 0.000 | ||
73 | 2023.07.14 04:00 | modify | 25 | 0.10 | 94.766 | 91.766 | 97.466 | ||
74 | 2023.07.27 04:00 | sell | 26 | 0.10 | 95.208 | 0.000 | 0.000 | ||
75 | 2023.07.27 04:00 | modify | 26 | 0.10 | 95.208 | 98.208 | 92.508 | ||
76 | 2023.07.27 19:30 | s/l | 24 | 0.10 | 93.170 | 93.170 | 98.870 | -190.08 | 12366.68 |
77 | 2023.07.28 03:15 | t/p | 26 | 0.10 | 92.508 | 98.208 | 92.508 | 181.21 | 12547.89 |
78 | 2023.08.09 00:00 | buy | 27 | 0.10 | 93.631 | 0.000 | 0.000 | ||
79 | 2023.08.09 00:00 | modify | 27 | 0.10 | 93.631 | 90.631 | 96.331 | ||
80 | 2023.08.16 00:00 | sell | 28 | 0.10 | 94.030 | 0.000 | 0.000 | ||
81 | 2023.08.16 00:00 | modify | 28 | 0.10 | 94.030 | 97.030 | 91.330 | ||
82 | 2023.08.28 00:00 | buy | 29 | 0.10 | 94.049 | 0.000 | 0.000 | ||
83 | 2023.08.28 00:00 | modify | 29 | 0.10 | 94.049 | 91.049 | 96.749 | ||
84 | 2023.09.11 04:00 | buy | 30 | 0.10 | 94.019 | 0.000 | 0.000 | ||
85 | 2023.09.11 04:00 | modify | 30 | 0.10 | 94.019 | 91.019 | 96.719 | ||
86 | 2023.09.22 08:00 | sell | 31 | 0.10 | 95.371 | 0.000 | 0.000 | ||
87 | 2023.09.22 08:00 | modify | 31 | 0.10 | 95.371 | 98.371 | 92.671 | ||
88 | 2023.09.26 00:00 | buy | 32 | 0.10 | 95.600 | 0.000 | 0.000 | ||
89 | 2023.09.26 00:00 | modify | 32 | 0.10 | 95.600 | 92.600 | 98.300 | ||
90 | 2023.09.29 02:20 | t/p | 27 | 0.10 | 96.331 | 90.631 | 96.331 | 206.37 | 12754.26 |
91 | 2023.09.29 08:00 | buy | 33 | 0.10 | 96.417 | 0.000 | 0.000 | ||
92 | 2023.09.29 08:00 | modify | 33 | 0.10 | 96.417 | 93.417 | 99.117 | ||
93 | 2023.09.29 09:30 | t/p | 30 | 0.10 | 96.719 | 91.019 | 96.719 | 191.12 | 12945.38 |
94 | 2023.09.29 09:40 | t/p | 29 | 0.10 | 96.749 | 91.049 | 96.749 | 197.59 | 13142.96 |
95 | 2023.09.29 23:59 | close at stop | 33 | 0.10 | 96.047 | 93.417 | 99.117 | -24.92 | 13118.04 |
96 | 2023.09.29 23:59 | close at stop | 32 | 0.10 | 96.047 | 92.600 | 98.300 | 32.42 | 13150.46 |
97 | 2023.09.29 23:59 | close at stop | 31 | 0.10 | 96.077 | 98.371 | 92.671 | -52.03 | 13098.44 |
98 | 2023.09.29 23:59 | close at stop | 28 | 0.10 | 96.077 | 97.030 | 91.330 | -167.29 | 12931.15 |
99 | 2023.09.29 23:59 | close at stop | 25 | 0.10 | 96.047 | 91.766 | 97.466 | 121.87 | 13053.01 |