Symbol		SP500 (SPX500 Cash)
Period		15 Minutes (M15) 2023.01.02 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=110; StopLoss=120; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=200; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=2; MagicNumber=120826;
Bars in test	23726	Ticks modelled	820362	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00			Spread	60
Total net profit	35376.07	Gross profit	41653.54	Gross loss	-6277.48
Profit factor	6.64	Expected payoff	804.00
Absolute drawdown	418.00	Maximal drawdown	2882.28 (9.05%)	Relative drawdown	9.19% (2453.83)
Total trades	44	Short positions (won %)	18 (77.78%)	Long positions (won %)	26 (92.31%)
		Profit trades (% of total)	38 (86.36%)	Loss trades (% of total)	6 (13.64%)
Largest		profit trade	1102.07	loss trade	-1204.03
Average		profit trade	1096.15	loss trade	-1046.25
Maximum		consecutive wins (profit in money)	10 (10971.49)	consecutive losses (loss in money)	1 (-1204.03)
Maximal		consecutive profit (count of wins)	10971.49 (10)	consecutive loss (count of losses)	-1204.03 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2023.01.03 01:00	buy	1	1.00	3834.72	0.00	0.00
2	2023.01.03 01:00	modify	1	1.00	3834.72	3714.72	3944.72
3	2023.01.09 01:45	buy	2	1.00	3901.41	0.00	0.00
4	2023.01.09 01:45	modify	2	1.00	3901.41	3781.41	4011.41
5	2023.01.09 15:48	t/p	1	1.00	3944.72	3714.72	3944.72	1096.97	11096.97
6	2023.01.10 02:45	buy	3	1.00	3878.29	0.00	0.00
7	2023.01.10 02:45	modify	3	1.00	3878.29	3758.29	3988.29
8	2023.01.12 13:27	t/p	3	1.00	3988.29	3758.29	3988.29	1098.99	12195.97
9	2023.01.13 01:45	buy	4	1.00	3979.29	0.00	0.00
10	2023.01.13 01:45	modify	4	1.00	3979.29	3859.29	4089.29
11	2023.01.17 15:02	t/p	2	1.00	4011.41	3781.41	4011.41	1095.97	13291.93
12	2023.01.18 02:45	sell	5	1.00	4003.95	0.00	0.00
13	2023.01.18 02:45	modify	5	1.00	4003.95	4123.95	3893.95
14	2023.01.19 12:53	t/p	5	1.00	3893.95	4123.95	3893.95	1100.06	14391.99
15	2023.01.27 20:03	t/p	4	1.00	4089.29	3859.29	4089.29	1092.94	15484.93
16	2023.03.02 01:45	buy	6	1.00	3928.65	0.00	0.00
17	2023.03.02 01:45	modify	6	1.00	3928.65	3808.65	4038.65
18	2023.03.03 19:12	t/p	6	1.00	4038.65	3808.65	4038.65	1099.50	16584.42
19	2023.03.06 01:45	sell	7	1.00	4044.43	0.00	0.00
20	2023.03.06 01:45	modify	7	1.00	4044.43	4164.43	3934.43
21	2023.03.09 20:03	t/p	7	1.00	3934.43	4164.43	3934.43	1100.17	17684.60
22	2023.03.10 02:30	buy	8	1.00	3891.31	0.00	0.00
23	2023.03.10 02:30	modify	8	1.00	3891.31	3771.31	4001.31
24	2023.03.13 01:00	buy	9	1.00	3913.08	0.00	0.00
25	2023.03.13 01:00	modify	9	1.00	3913.08	3793.08	4023.08
26	2023.03.13 03:00	sell	10	1.00	3928.83	0.00	0.00
27	2023.03.13 03:00	modify	10	1.00	3928.83	4048.83	3818.83
28	2023.03.13 12:46	t/p	10	1.00	3818.83	4048.83	3818.83	1100.00	18784.60
29	2023.03.14 01:00	sell	11	1.00	3865.79	0.00	0.00
30	2023.03.14 01:00	modify	11	1.00	3865.79	3985.79	3755.79
31	2023.03.21 11:53	s/l	11	1.00	3985.79	3985.79	3755.79	-1199.60	17585.00
32	2023.03.21 19:37	t/p	8	1.00	4001.31	3771.31	4001.31	1094.45	18679.45
33	2023.03.22 18:05	t/p	9	1.00	4023.08	3793.08	4023.08	1095.46	19774.91
34	2023.04.19 06:30	buy	12	1.00	4142.13	0.00	0.00
35	2023.04.19 06:30	modify	12	1.00	4142.13	4022.13	4252.13
36	2023.04.20 06:15	sell	13	1.00	4143.93	0.00	0.00
37	2023.04.20 06:15	modify	13	1.00	4143.93	4263.93	4033.93
38	2023.04.21 06:45	buy	14	1.00	4124.61	0.00	0.00
39	2023.04.21 06:45	modify	14	1.00	4124.61	4004.61	4234.61
40	2023.06.02 07:53	t/p	14	1.00	4234.61	4004.61	4234.61	1078.82	20853.73
41	2023.06.02 13:31	t/p	12	1.00	4252.13	4022.13	4252.13	1077.81	21931.54
42	2023.06.02 13:41	s/l	13	1.00	4263.93	4263.93	4033.93	-1197.53	20734.01
43	2023.06.05 01:45	buy	15	1.00	4278.41	0.00	0.00
44	2023.06.05 01:45	modify	15	1.00	4278.41	4158.41	4388.41
45	2023.06.06 06:15	buy	16	1.00	4273.25	0.00	0.00
46	2023.06.06 06:15	modify	16	1.00	4273.25	4153.25	4383.25
47	2023.06.07 01:30	buy	17	1.00	4285.66	0.00	0.00
48	2023.06.07 01:30	modify	17	1.00	4285.66	4165.66	4395.66
49	2023.06.14 14:40	t/p	16	1.00	4383.25	4153.25	4383.25	1095.97	21829.98
50	2023.06.14 15:21	t/p	15	1.00	4388.41	4158.41	4388.41	1095.46	22925.44
51	2023.06.15 01:45	buy	18	1.00	4366.01	0.00	0.00
52	2023.06.15 01:45	modify	18	1.00	4366.01	4246.01	4476.01
53	2023.06.15 14:27	t/p	17	1.00	4395.66	4165.66	4395.66	1095.97	24021.40
54	2023.06.21 06:15	buy	19	1.00	4386.14	0.00	0.00
55	2023.06.21 06:15	modify	19	1.00	4386.14	4266.14	4496.14
56	2023.06.22 06:30	buy	20	1.00	4354.84	0.00	0.00
57	2023.06.22 06:30	modify	20	1.00	4354.84	4234.84	4464.84
58	2023.07.12 12:32	t/p	20	1.00	4464.84	4234.84	4464.84	1089.91	25111.32
59	2023.07.12 13:12	t/p	18	1.00	4476.01	4246.01	4476.01	1086.38	26197.70
60	2023.07.13 06:15	buy	21	1.00	4483.13	0.00	0.00
61	2023.07.13 06:15	modify	21	1.00	4483.13	4363.13	4593.13
62	2023.07.13 13:35	t/p	19	1.00	4496.14	4266.14	4496.14	1088.91	27286.61
63	2023.07.14 01:45	sell	22	1.00	4503.13	0.00	0.00
64	2023.07.14 01:45	modify	22	1.00	4503.13	4623.13	4393.13
65	2023.07.19 06:15	sell	23	1.00	4556.51	0.00	0.00
66	2023.07.19 06:15	modify	23	1.00	4556.51	4676.51	4446.51
67	2023.07.27 08:22	t/p	21	1.00	4593.13	4363.13	4593.13	1092.94	28379.55
68	2023.07.28 01:45	sell	24	1.00	4545.17	0.00	0.00
69	2023.07.28 01:45	modify	24	1.00	4545.17	4665.17	4435.17
70	2023.08.11 13:30	t/p	23	1.00	4446.51	4676.51	4446.51	1101.32	29480.87
71	2023.08.14 01:30	buy	25	1.00	4465.15	0.00	0.00
72	2023.08.14 01:30	modify	25	1.00	4465.15	4345.15	4575.15
73	2023.08.15 19:30	t/p	24	1.00	4435.17	4665.17	4435.17	1101.03	30581.90
74	2023.08.16 01:45	sell	26	1.00	4438.71	0.00	0.00
75	2023.08.16 01:45	modify	26	1.00	4438.71	4558.71	4328.71
76	2023.08.17 17:43	t/p	22	1.00	4393.13	4623.13	4393.13	1101.95	31683.85
77	2023.08.18 06:15	sell	27	1.00	4371.90	0.00	0.00
78	2023.08.18 06:15	modify	27	1.00	4371.90	4491.90	4261.90
79	2023.08.18 12:18	s/l	25	1.00	4345.15	4345.15	4575.15	-1202.02	30481.83
80	2023.08.21 01:30	buy	28	1.00	4371.66	0.00	0.00
81	2023.08.21 01:30	modify	28	1.00	4371.66	4251.66	4481.66
82	2023.08.29 15:38	t/p	28	1.00	4481.66	4251.66	4481.66	1095.97	31577.80
83	2023.08.29 17:37	s/l	27	1.00	4491.90	4491.90	4261.90	-1199.37	30378.43
84	2023.08.30 01:45	sell	29	1.00	4502.28	0.00	0.00
85	2023.08.30 01:45	modify	29	1.00	4502.28	4622.28	4392.28
86	2023.09.05 01:45	sell	30	1.00	4510.13	0.00	0.00
87	2023.09.05 01:45	modify	30	1.00	4510.13	4630.13	4400.13
88	2023.09.20 20:03	t/p	30	1.00	4400.13	4630.13	4400.13	1100.86	31479.29
89	2023.09.21 00:43	t/p	29	1.00	4392.28	4622.28	4392.28	1101.26	32580.55
90	2023.09.21 06:15	sell	31	1.00	4390.40	0.00	0.00
91	2023.09.21 06:15	modify	31	1.00	4390.40	4510.40	4280.40
92	2023.09.21 20:03	t/p	26	1.00	4328.71	4558.71	4328.71	1102.07	33682.62
93	2023.09.22 01:45	sell	32	1.00	4331.84	0.00	0.00
94	2023.09.22 01:45	modify	32	1.00	4331.84	4451.84	4221.84
95	2023.09.26 01:00	buy	33	1.00	4325.07	0.00	0.00
96	2023.09.26 01:00	modify	33	1.00	4325.07	4205.07	4435.07
97	2023.09.26 17:38	t/p	31	1.00	4280.40	4510.40	4280.40	1100.29	34782.91
98	2023.09.27 01:45	sell	34	1.00	4282.94	0.00	0.00
99	2023.09.27 01:45	modify	34	1.00	4282.94	4402.94	4172.94
100	2023.10.03 18:03	t/p	32	1.00	4221.84	4451.84	4221.84	1100.63	35883.54
101	2023.10.04 01:15	buy	35	1.00	4222.79	0.00	0.00
102	2023.10.04 01:15	modify	35	1.00	4222.79	4102.79	4332.79
103	2023.10.04 06:18	s/l	33	1.00	4205.07	4205.07	4435.07	-1204.03	34679.51
104	2023.10.09 06:15	sell	36	1.00	4282.73	0.00	0.00
105	2023.10.09 06:15	modify	36	1.00	4282.73	4402.73	4172.73
106	2023.10.09 17:57	t/p	35	1.00	4332.79	4102.79	4332.79	1097.48	35776.98
107	2023.10.16 01:45	sell	37	1.00	4339.97	0.00	0.00
108	2023.10.16 01:45	modify	37	1.00	4339.97	4459.97	4229.97
109	2023.10.20 19:26	t/p	37	1.00	4229.97	4459.97	4229.97	1100.23	36877.21
110	2023.10.24 01:45	buy	38	1.00	4222.44	0.00	0.00
111	2023.10.24 01:45	modify	38	1.00	4222.44	4102.44	4332.44
112	2023.10.25 22:08	t/p	34	1.00	4172.94	4402.94	4172.94	1101.61	37978.82
113	2023.10.25 22:08	t/p	36	1.00	4172.73	4402.73	4172.73	1100.92	39079.74
114	2023.10.31 03:45	buy	39	1.00	4153.43	0.00	0.00
115	2023.10.31 03:45	modify	39	1.00	4153.43	4033.43	4263.43
116	2023.11.02 11:47	t/p	39	1.00	4263.43	4033.43	4263.43	1098.99	40178.73
117	2023.11.03 12:33	t/p	38	1.00	4332.44	4102.44	4332.44	1094.96	41273.69
118	2023.11.16 01:45	buy	40	1.00	4498.77	0.00	0.00
119	2023.11.16 01:45	modify	40	1.00	4498.77	4378.77	4608.77
120	2023.11.30 01:45	buy	41	1.00	4553.16	0.00	0.00
121	2023.11.30 01:45	modify	41	1.00	4553.16	4433.16	4663.16
122	2023.12.05 01:45	buy	42	1.00	4560.31	0.00	0.00
123	2023.12.05 01:45	modify	42	1.00	4560.31	4440.31	4670.31
124	2023.12.08 20:38	t/p	40	1.00	4608.77	4378.77	4608.77	1088.91	42362.59
125	2023.12.11 01:30	buy	43	1.00	4603.27	0.00	0.00
126	2023.12.11 01:30	modify	43	1.00	4603.27	4483.27	4713.27
127	2023.12.13 19:04	t/p	41	1.00	4663.16	4433.16	4663.16	1093.44	43456.04
128	2023.12.13 19:07	t/p	42	1.00	4670.31	4440.31	4670.31	1095.97	44552.00
129	2023.12.13 23:44	t/p	43	1.00	4713.27	4483.27	4713.27	1098.99	45650.99
130	2023.12.19 03:00	sell	44	1.00	4740.13	0.00	0.00
131	2023.12.19 03:00	modify	44	1.00	4740.13	4860.13	4630.13
132	2023.12.29 21:14	close at stop	44	1.00	4767.68	4860.13	4630.13	-274.93	45376.07