Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=6; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=60; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2608 | Ticks modelled | 78720 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1215.17 | Gross profit | 1401.96 | Gross loss | -186.79 |
Profit factor | 7.51 | Expected payoff | 75.95 | ||
Absolute drawdown | 141.52 | Maximal drawdown | 229.39 (2.27%) | Relative drawdown | 2.27% (229.39) |
Total trades | 16 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 199.36 | loss trade | -58.48 | |
Average | profit trade | 127.45 | loss trade | -37.36 | |
Maximum | consecutive wins (profit in money) | 4 (499.21) | consecutive losses (loss in money) | 2 (-50.20) | |
Maximal | consecutive profit (count of wins) | 507.99 (3) | consecutive loss (count of losses) | -58.48 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.10.06 11:40 | buy | 1 | 0.10 | 0.63560 | 0.00000 | 0.00000 | ||
2 | 2023.10.06 11:40 | modify | 1 | 0.10 | 0.63560 | 0.61160 | 0.65560 | ||
3 | 2023.10.16 12:40 | close | 1 | 0.10 | 0.63332 | 0.61160 | 0.65560 | -25.54 | 9974.46 |
4 | 2023.10.16 12:40 | sell | 2 | 0.10 | 0.63332 | 0.00000 | 0.00000 | ||
5 | 2023.10.16 12:40 | modify | 2 | 0.10 | 0.63332 | 0.65732 | 0.61332 | ||
6 | 2023.10.18 12:40 | close | 2 | 0.10 | 0.63577 | 0.65732 | 0.61332 | -24.66 | 9949.80 |
7 | 2023.10.18 12:40 | buy | 3 | 0.10 | 0.63577 | 0.00000 | 0.00000 | ||
8 | 2023.10.18 12:40 | modify | 3 | 0.10 | 0.63577 | 0.61177 | 0.65577 | ||
9 | 2023.11.03 12:30 | modify | 3 | 0.10 | 0.63577 | 0.64266 | 0.65577 | ||
10 | 2023.11.03 12:40 | modify | 3 | 0.10 | 0.63577 | 0.64437 | 0.65577 | ||
11 | 2023.11.03 16:40 | modify | 3 | 0.10 | 0.63577 | 0.64543 | 0.65577 | ||
12 | 2023.11.07 04:20 | s/l | 3 | 0.10 | 0.64543 | 0.64543 | 0.65577 | 89.76 | 10039.56 |
13 | 2023.11.09 14:40 | sell | 4 | 0.10 | 0.64279 | 0.00000 | 0.00000 | ||
14 | 2023.11.09 14:40 | modify | 4 | 0.10 | 0.64279 | 0.66679 | 0.62279 | ||
15 | 2023.11.16 02:30 | close | 4 | 0.10 | 0.64713 | 0.66679 | 0.62279 | -43.96 | 9995.60 |
16 | 2023.11.16 02:30 | buy | 5 | 0.10 | 0.64713 | 0.00000 | 0.00000 | ||
17 | 2023.11.16 02:30 | modify | 5 | 0.10 | 0.64713 | 0.62313 | 0.66713 | ||
18 | 2023.11.27 01:40 | modify | 5 | 0.10 | 0.64713 | 0.65346 | 0.66713 | ||
19 | 2023.11.27 11:05 | modify | 5 | 0.10 | 0.64713 | 0.65469 | 0.66713 | ||
20 | 2023.11.27 13:05 | modify | 5 | 0.10 | 0.64713 | 0.65513 | 0.66713 | ||
21 | 2023.11.28 01:40 | modify | 5 | 0.10 | 0.64713 | 0.65649 | 0.66713 | ||
22 | 2023.11.28 15:30 | modify | 5 | 0.10 | 0.64713 | 0.65811 | 0.66713 | ||
23 | 2023.11.28 16:30 | modify | 5 | 0.10 | 0.64713 | 0.66313 | 0.66713 | ||
24 | 2023.11.29 01:40 | t/p | 5 | 0.10 | 0.66713 | 0.66313 | 0.66713 | 196.24 | 10191.84 |
25 | 2023.12.18 15:40 | buy | 6 | 0.10 | 0.66929 | 0.00000 | 0.00000 | ||
26 | 2023.12.18 15:40 | modify | 6 | 0.10 | 0.66929 | 0.64529 | 0.68929 | ||
27 | 2023.12.22 12:05 | modify | 6 | 0.10 | 0.66929 | 0.67540 | 0.68929 | ||
28 | 2023.12.22 14:40 | modify | 6 | 0.10 | 0.66929 | 0.67645 | 0.68929 | ||
29 | 2023.12.27 03:30 | modify | 6 | 0.10 | 0.66929 | 0.67729 | 0.68929 | ||
30 | 2023.12.27 14:40 | modify | 6 | 0.10 | 0.66929 | 0.67841 | 0.68929 | ||
31 | 2023.12.28 00:20 | modify | 6 | 0.10 | 0.66929 | 0.67972 | 0.68929 | ||
32 | 2023.12.28 01:40 | modify | 6 | 0.10 | 0.66929 | 0.68099 | 0.68929 | ||
33 | 2023.12.29 09:40 | s/l | 6 | 0.10 | 0.68099 | 0.68099 | 0.68929 | 112.55 | 10304.40 |
34 | 2024.01.05 15:30 | sell | 7 | 0.10 | 0.67350 | 0.00000 | 0.00000 | ||
35 | 2024.01.05 15:30 | modify | 7 | 0.10 | 0.67350 | 0.69750 | 0.65350 | ||
36 | 2024.01.16 03:40 | modify | 7 | 0.10 | 0.67350 | 0.66737 | 0.65350 | ||
37 | 2024.01.16 09:40 | modify | 7 | 0.10 | 0.67350 | 0.66634 | 0.65350 | ||
38 | 2024.01.16 14:40 | modify | 7 | 0.10 | 0.67350 | 0.66529 | 0.65350 | ||
39 | 2024.01.16 18:40 | modify | 7 | 0.10 | 0.67350 | 0.66411 | 0.65350 | ||
40 | 2024.01.17 03:40 | modify | 7 | 0.10 | 0.67350 | 0.66299 | 0.65350 | ||
41 | 2024.01.17 05:40 | modify | 7 | 0.10 | 0.67350 | 0.66177 | 0.65350 | ||
42 | 2024.01.17 06:40 | modify | 7 | 0.10 | 0.67350 | 0.65750 | 0.65350 | ||
43 | 2024.01.17 14:40 | t/p | 7 | 0.10 | 0.65350 | 0.65750 | 0.65350 | 199.20 | 10503.60 |
44 | 2024.01.30 09:06 | buy | 8 | 0.10 | 0.65993 | 0.00000 | 0.00000 | ||
45 | 2024.01.30 09:06 | modify | 8 | 0.10 | 0.65993 | 0.63593 | 0.67993 | ||
46 | 2024.02.27 06:40 | close | 8 | 0.10 | 0.65504 | 0.63593 | 0.67993 | -58.48 | 10445.12 |
47 | 2024.02.27 06:40 | sell | 9 | 0.10 | 0.65504 | 0.00000 | 0.00000 | ||
48 | 2024.02.27 06:40 | modify | 9 | 0.10 | 0.65504 | 0.67904 | 0.63504 | ||
49 | 2024.04.16 01:00 | modify | 9 | 0.10 | 0.65504 | 0.64870 | 0.63504 | ||
50 | 2024.04.16 01:40 | modify | 9 | 0.10 | 0.65504 | 0.64707 | 0.63504 | ||
51 | 2024.04.16 13:30 | modify | 9 | 0.10 | 0.65504 | 0.64704 | 0.63504 | ||
52 | 2024.04.16 14:15 | modify | 9 | 0.10 | 0.65504 | 0.64597 | 0.63504 | ||
53 | 2024.04.19 01:30 | modify | 9 | 0.10 | 0.65504 | 0.64444 | 0.63504 | ||
54 | 2024.04.19 01:40 | modify | 9 | 0.10 | 0.65504 | 0.63904 | 0.63504 | ||
55 | 2024.04.19 03:30 | s/l | 9 | 0.10 | 0.63904 | 0.63904 | 0.63504 | 155.68 | 10600.80 |
56 | 2024.04.25 12:40 | buy | 10 | 0.10 | 0.64946 | 0.00000 | 0.00000 | ||
57 | 2024.04.25 12:40 | modify | 10 | 0.10 | 0.64946 | 0.62546 | 0.66946 | ||
58 | 2024.05.03 12:30 | modify | 10 | 0.10 | 0.64946 | 0.65679 | 0.66946 | ||
59 | 2024.05.03 12:40 | modify | 10 | 0.10 | 0.64946 | 0.65865 | 0.66946 | ||
60 | 2024.05.07 06:40 | s/l | 10 | 0.10 | 0.65865 | 0.65865 | 0.66946 | 88.48 | 10689.28 |
61 | 2024.05.07 06:40 | buy | 11 | 0.10 | 0.65891 | 0.00000 | 0.00000 | ||
62 | 2024.05.07 06:40 | modify | 11 | 0.10 | 0.65891 | 0.63491 | 0.67891 | ||
63 | 2024.05.16 00:40 | modify | 11 | 0.10 | 0.65891 | 0.66537 | 0.67891 | ||
64 | 2024.05.16 13:40 | s/l | 11 | 0.10 | 0.66537 | 0.66537 | 0.67891 | 60.84 | 10750.12 |
65 | 2024.05.24 14:20 | sell | 12 | 0.10 | 0.66253 | 0.00000 | 0.00000 | ||
66 | 2024.05.24 14:20 | modify | 12 | 0.10 | 0.66253 | 0.68653 | 0.64253 | ||
67 | 2024.06.20 15:40 | close | 12 | 0.10 | 0.66573 | 0.68653 | 0.64253 | -34.16 | 10715.96 |
68 | 2024.06.20 15:40 | buy | 13 | 0.10 | 0.66573 | 0.00000 | 0.00000 | ||
69 | 2024.06.20 15:40 | modify | 13 | 0.10 | 0.66573 | 0.64173 | 0.68573 | ||
70 | 2024.07.11 12:30 | modify | 13 | 0.10 | 0.66573 | 0.67252 | 0.68573 | ||
71 | 2024.07.11 12:40 | modify | 13 | 0.10 | 0.66573 | 0.67383 | 0.68573 | ||
72 | 2024.07.16 05:20 | s/l | 13 | 0.10 | 0.67383 | 0.67383 | 0.68573 | 72.79 | 10788.75 |
73 | 2024.07.26 13:40 | sell | 14 | 0.10 | 0.65681 | 0.00000 | 0.00000 | ||
74 | 2024.07.26 13:40 | modify | 14 | 0.10 | 0.65681 | 0.68081 | 0.63681 | ||
75 | 2024.08.05 05:30 | modify | 14 | 0.10 | 0.65681 | 0.65073 | 0.63681 | ||
76 | 2024.08.05 05:40 | modify | 14 | 0.10 | 0.65681 | 0.64792 | 0.63681 | ||
77 | 2024.08.05 06:20 | modify | 14 | 0.10 | 0.65681 | 0.64660 | 0.63681 | ||
78 | 2024.08.05 06:30 | modify | 14 | 0.10 | 0.65681 | 0.64081 | 0.63681 | ||
79 | 2024.08.05 06:40 | t/p | 14 | 0.10 | 0.63681 | 0.64081 | 0.63681 | 199.36 | 10988.11 |
80 | 2024.08.07 18:20 | buy | 15 | 0.10 | 0.65278 | 0.00000 | 0.00000 | ||
81 | 2024.08.07 18:20 | modify | 15 | 0.10 | 0.65278 | 0.62878 | 0.67278 | ||
82 | 2024.08.16 15:40 | modify | 15 | 0.10 | 0.65278 | 0.65883 | 0.67278 | ||
83 | 2024.08.16 17:30 | modify | 15 | 0.10 | 0.65278 | 0.66007 | 0.67278 | ||
84 | 2024.08.16 18:40 | modify | 15 | 0.10 | 0.65278 | 0.66078 | 0.67278 | ||
85 | 2024.08.19 00:20 | modify | 15 | 0.10 | 0.65278 | 0.66183 | 0.67278 | ||
86 | 2024.08.19 03:20 | modify | 15 | 0.10 | 0.65278 | 0.66285 | 0.67278 | ||
87 | 2024.08.19 11:40 | modify | 15 | 0.10 | 0.65278 | 0.66386 | 0.67278 | ||
88 | 2024.08.19 14:20 | modify | 15 | 0.10 | 0.65278 | 0.66878 | 0.67278 | ||
89 | 2024.08.19 18:20 | t/p | 15 | 0.10 | 0.67278 | 0.66878 | 0.67278 | 195.90 | 11184.01 |
90 | 2024.08.22 02:40 | buy | 16 | 0.10 | 0.67299 | 0.00000 | 0.00000 | ||
91 | 2024.08.22 02:40 | modify | 16 | 0.10 | 0.67299 | 0.64899 | 0.69299 | ||
92 | 2024.08.30 23:59 | close at stop | 16 | 0.10 | 0.67638 | 0.64899 | 0.69299 | 31.16 | 11215.17 |