Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=11; MA_Shift=10; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=24; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=300; TakeProfit=90; 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=21; 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 | 2605 | Ticks modelled | 78508 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -457.22 | Gross profit | 284.47 | Gross loss | -741.69 |
Profit factor | 0.38 | Expected payoff | -20.78 | ||
Absolute drawdown | 457.22 | Maximal drawdown | 1298.31 (70.52%) | Relative drawdown | 70.52% (1298.31) |
Total trades | 22 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 5 (22.73%) | Loss trades (% of total) | 17 (77.27%) | ||
Largest | profit trade | 90.04 | loss trade | -70.41 | |
Average | profit trade | 56.89 | loss trade | -43.63 | |
Maximum | consecutive wins (profit in money) | 3 (270.11) | consecutive losses (loss in money) | 15 (-733.45) | |
Maximal | consecutive profit (count of wins) | 270.11 (3) | consecutive loss (count of losses) | -733.45 (15) | |
Average | consecutive wins | 3 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.09.02 00:00 | sell | 1 | 0.10 | 0.67675 | 0.00000 | 0.00000 | ||
2 | 2024.09.02 00:00 | modify | 1 | 0.10 | 0.67675 | 0.70675 | 0.66775 | ||
3 | 2024.09.02 04:00 | sell | 2 | 0.10 | 0.67638 | 0.00000 | 0.00000 | ||
4 | 2024.09.02 04:00 | modify | 2 | 0.10 | 0.67638 | 0.70638 | 0.66738 | ||
5 | 2024.09.02 08:00 | sell | 3 | 0.10 | 0.67781 | 0.00000 | 0.00000 | ||
6 | 2024.09.02 08:00 | modify | 3 | 0.10 | 0.67781 | 0.70781 | 0.66881 | ||
7 | 2024.09.02 12:00 | sell | 4 | 0.10 | 0.67758 | 0.00000 | 0.00000 | ||
8 | 2024.09.02 12:00 | modify | 4 | 0.10 | 0.67758 | 0.70758 | 0.66858 | ||
9 | 2024.09.02 16:00 | sell | 5 | 0.10 | 0.67885 | 0.00000 | 0.00000 | ||
10 | 2024.09.02 16:00 | modify | 5 | 0.10 | 0.67885 | 0.70885 | 0.66985 | ||
11 | 2024.09.02 20:00 | sell | 6 | 0.10 | 0.67936 | 0.00000 | 0.00000 | ||
12 | 2024.09.02 20:00 | modify | 6 | 0.10 | 0.67936 | 0.70936 | 0.67036 | ||
13 | 2024.09.03 00:00 | sell | 7 | 0.10 | 0.67868 | 0.00000 | 0.00000 | ||
14 | 2024.09.03 00:00 | modify | 7 | 0.10 | 0.67868 | 0.70868 | 0.66968 | ||
15 | 2024.09.03 04:00 | sell | 8 | 0.10 | 0.67442 | 0.00000 | 0.00000 | ||
16 | 2024.09.03 04:00 | modify | 8 | 0.10 | 0.67442 | 0.70442 | 0.66542 | ||
17 | 2024.09.03 08:00 | sell | 9 | 0.10 | 0.67480 | 0.00000 | 0.00000 | ||
18 | 2024.09.03 08:00 | modify | 9 | 0.10 | 0.67480 | 0.70480 | 0.66580 | ||
19 | 2024.09.03 12:00 | sell | 10 | 0.10 | 0.67307 | 0.00000 | 0.00000 | ||
20 | 2024.09.03 12:00 | modify | 10 | 0.10 | 0.67307 | 0.70307 | 0.66407 | ||
21 | 2024.09.03 16:00 | sell | 11 | 0.10 | 0.67196 | 0.00000 | 0.00000 | ||
22 | 2024.09.03 16:00 | modify | 11 | 0.10 | 0.67196 | 0.70196 | 0.66296 | ||
23 | 2024.09.03 20:00 | sell | 12 | 0.10 | 0.67122 | 0.00000 | 0.00000 | ||
24 | 2024.09.03 20:00 | modify | 12 | 0.10 | 0.67122 | 0.70122 | 0.66222 | ||
25 | 2024.09.04 00:00 | sell | 13 | 0.10 | 0.67128 | 0.00000 | 0.00000 | ||
26 | 2024.09.04 00:00 | modify | 13 | 0.10 | 0.67128 | 0.70128 | 0.66228 | ||
27 | 2024.09.04 00:30 | t/p | 6 | 0.10 | 0.67036 | 0.70936 | 0.67036 | 90.04 | 1090.04 |
28 | 2024.09.04 00:40 | t/p | 5 | 0.10 | 0.66985 | 0.70885 | 0.66985 | 90.04 | 1180.09 |
29 | 2024.09.04 00:40 | t/p | 7 | 0.10 | 0.66968 | 0.70868 | 0.66968 | 90.02 | 1270.11 |
30 | 2024.09.04 04:00 | sell | 14 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
31 | 2024.09.04 04:00 | modify | 14 | 0.10 | 0.66994 | 0.69994 | 0.66094 | ||
32 | 2024.09.04 08:00 | sell | 15 | 0.10 | 0.67074 | 0.00000 | 0.00000 | ||
33 | 2024.09.04 08:00 | modify | 15 | 0.10 | 0.67074 | 0.70074 | 0.66174 | ||
34 | 2024.09.04 12:00 | sell | 16 | 0.10 | 0.67175 | 0.00000 | 0.00000 | ||
35 | 2024.09.04 12:00 | modify | 16 | 0.10 | 0.67175 | 0.70175 | 0.66275 | ||
36 | 2024.09.04 16:00 | sell | 17 | 0.10 | 0.67215 | 0.00000 | 0.00000 | ||
37 | 2024.09.04 16:00 | modify | 17 | 0.10 | 0.67215 | 0.70215 | 0.66315 | ||
38 | 2024.09.04 20:00 | sell | 18 | 0.10 | 0.67204 | 0.00000 | 0.00000 | ||
39 | 2024.09.04 20:00 | modify | 18 | 0.10 | 0.67204 | 0.70204 | 0.66304 | ||
40 | 2024.09.05 00:00 | sell | 19 | 0.10 | 0.67154 | 0.00000 | 0.00000 | ||
41 | 2024.09.05 00:00 | modify | 19 | 0.10 | 0.67154 | 0.70154 | 0.66254 | ||
42 | 2024.09.05 04:00 | sell | 20 | 0.10 | 0.67224 | 0.00000 | 0.00000 | ||
43 | 2024.09.05 04:00 | modify | 20 | 0.10 | 0.67224 | 0.70224 | 0.66324 | ||
44 | 2024.09.05 08:00 | sell | 21 | 0.10 | 0.67184 | 0.00000 | 0.00000 | ||
45 | 2024.09.05 08:00 | modify | 21 | 0.10 | 0.67184 | 0.70184 | 0.66284 | ||
46 | 2024.09.05 12:00 | sell | 22 | 0.10 | 0.67240 | 0.00000 | 0.00000 | ||
47 | 2024.09.05 12:00 | modify | 22 | 0.10 | 0.67240 | 0.70240 | 0.66340 | ||
48 | 2024.09.06 12:40 | close at stop | 22 | 0.10 | 0.67699 | 0.70240 | 0.66340 | -45.88 | 1224.23 |
49 | 2024.09.06 12:40 | close at stop | 21 | 0.10 | 0.67699 | 0.70184 | 0.66284 | -51.48 | 1172.75 |
50 | 2024.09.06 12:40 | close at stop | 20 | 0.10 | 0.67699 | 0.70224 | 0.66324 | -47.48 | 1125.27 |
51 | 2024.09.06 12:40 | close at stop | 19 | 0.10 | 0.67699 | 0.70154 | 0.66254 | -54.48 | 1070.80 |
52 | 2024.09.06 12:40 | close at stop | 18 | 0.10 | 0.67699 | 0.70204 | 0.66304 | -49.41 | 1021.38 |
53 | 2024.09.06 12:40 | close at stop | 17 | 0.10 | 0.67699 | 0.70215 | 0.66315 | -48.31 | 973.07 |
54 | 2024.09.06 12:40 | close at stop | 16 | 0.10 | 0.67699 | 0.70175 | 0.66275 | -52.31 | 920.76 |
55 | 2024.09.06 12:40 | close at stop | 15 | 0.10 | 0.67699 | 0.70074 | 0.66174 | -62.41 | 858.34 |
56 | 2024.09.06 12:40 | close at stop | 14 | 0.10 | 0.67699 | 0.69994 | 0.66094 | -70.41 | 787.93 |
57 | 2024.09.06 12:40 | close at stop | 13 | 0.10 | 0.67699 | 0.70128 | 0.66228 | -57.01 | 730.92 |
58 | 2024.09.06 12:40 | close at stop | 12 | 0.10 | 0.67699 | 0.70122 | 0.66222 | -57.59 | 673.32 |
59 | 2024.09.06 12:40 | close at stop | 11 | 0.10 | 0.67699 | 0.70196 | 0.66296 | -50.19 | 623.13 |
60 | 2024.09.06 12:40 | close at stop | 10 | 0.10 | 0.67699 | 0.70307 | 0.66407 | -39.09 | 584.04 |
61 | 2024.09.06 12:40 | close at stop | 9 | 0.10 | 0.67699 | 0.70480 | 0.66580 | -21.79 | 562.25 |
62 | 2024.09.06 12:40 | close at stop | 8 | 0.10 | 0.67699 | 0.70442 | 0.66542 | -25.59 | 536.66 |
63 | 2024.09.06 12:40 | close at stop | 4 | 0.10 | 0.67699 | 0.70758 | 0.66858 | 6.03 | 542.69 |
64 | 2024.09.06 12:40 | close at stop | 3 | 0.10 | 0.67699 | 0.70781 | 0.66881 | 8.33 | 551.02 |
65 | 2024.09.06 12:40 | close at stop | 2 | 0.10 | 0.67699 | 0.70638 | 0.66738 | -5.97 | 545.05 |
66 | 2024.09.06 12:40 | close at stop | 1 | 0.10 | 0.67699 | 0.70675 | 0.66775 | -2.27 | 542.78 |