Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=6; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=200; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=100; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=25; DTHelp="------------------------------------"; DynamicTarget_Start=20; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 78571 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1576.84 | Gross profit | 1767.44 | Gross loss | -190.60 |
Profit factor | 9.27 | Expected payoff | 78.84 | ||
Absolute drawdown | 77.55 | Maximal drawdown | 194.15 (7.82%) | Relative drawdown | 15.27% (177.07) |
Total trades | 20 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 159.82 | loss trade | -69.98 | |
Average | profit trade | 126.25 | loss trade | -31.77 | |
Maximum | consecutive wins (profit in money) | 5 (576.07) | consecutive losses (loss in money) | 3 (-91.70) | |
Maximal | consecutive profit (count of wins) | 576.07 (5) | consecutive loss (count of losses) | -91.70 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.18 08:30 | sell | 1 | 0.10 | 0.65708 | 0.00000 | 0.00000 | ||
2 | 2024.03.18 08:30 | modify | 1 | 0.10 | 0.65708 | 0.67708 | 0.64108 | ||
3 | 2024.03.20 22:30 | modify | 1 | 0.10 | 0.65708 | 0.67708 | 0.64308 | ||
4 | 2024.03.21 00:30 | modify | 1 | 0.10 | 0.65708 | 0.67708 | 0.64458 | ||
5 | 2024.03.21 01:30 | modify | 1 | 0.10 | 0.65708 | 0.67708 | 0.64608 | ||
6 | 2024.03.21 07:05 | modify | 1 | 0.10 | 0.65708 | 0.67708 | 0.64758 | ||
7 | 2024.04.12 13:30 | t/p | 1 | 0.10 | 0.64758 | 0.67708 | 0.64758 | 93.34 | 1093.34 |
8 | 2024.04.17 08:40 | sell | 2 | 0.10 | 0.64315 | 0.00000 | 0.00000 | ||
9 | 2024.04.17 08:40 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.62715 | ||
10 | 2024.04.18 02:30 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.62915 | ||
11 | 2024.04.23 02:33 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63065 | ||
12 | 2024.04.23 13:40 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63215 | ||
13 | 2024.04.24 00:40 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63365 | ||
14 | 2024.04.24 01:30 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63515 | ||
15 | 2024.04.24 01:40 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63665 | ||
16 | 2024.04.25 12:15 | modify | 2 | 0.10 | 0.64315 | 0.66315 | 0.63815 | ||
17 | 2024.04.25 12:40 | close | 2 | 0.10 | 0.64946 | 0.66315 | 0.63815 | -63.71 | 1029.63 |
18 | 2024.04.25 12:40 | buy | 3 | 0.10 | 0.64946 | 0.00000 | 0.00000 | ||
19 | 2024.04.25 12:40 | modify | 3 | 0.10 | 0.64946 | 0.62946 | 0.66546 | ||
20 | 2024.04.30 20:30 | modify | 3 | 0.10 | 0.64946 | 0.62946 | 0.66346 | ||
21 | 2024.05.03 12:30 | modify | 3 | 0.10 | 0.64946 | 0.65296 | 0.66346 | ||
22 | 2024.05.03 12:40 | t/p | 3 | 0.10 | 0.66346 | 0.65296 | 0.66346 | 138.41 | 1168.04 |
23 | 2024.06.20 12:40 | buy | 4 | 0.10 | 0.66644 | 0.00000 | 0.00000 | ||
24 | 2024.06.20 12:40 | modify | 4 | 0.10 | 0.66644 | 0.64644 | 0.68244 | ||
25 | 2024.06.21 13:40 | modify | 4 | 0.10 | 0.66644 | 0.64644 | 0.68044 | ||
26 | 2024.06.24 01:40 | modify | 4 | 0.10 | 0.66644 | 0.64644 | 0.67894 | ||
27 | 2024.07.11 12:30 | modify | 4 | 0.10 | 0.66644 | 0.66994 | 0.67894 | ||
28 | 2024.07.11 12:40 | t/p | 4 | 0.10 | 0.67894 | 0.66994 | 0.67894 | 120.83 | 1288.87 |
29 | 2024.07.26 08:20 | sell | 5 | 0.10 | 0.65590 | 0.00000 | 0.00000 | ||
30 | 2024.07.26 08:20 | modify | 5 | 0.10 | 0.65590 | 0.67590 | 0.63990 | ||
31 | 2024.08.05 05:40 | modify | 5 | 0.10 | 0.65590 | 0.65240 | 0.63990 | ||
32 | 2024.08.05 06:20 | modify | 5 | 0.10 | 0.65590 | 0.64390 | 0.63990 | ||
33 | 2024.08.05 06:30 | t/p | 5 | 0.10 | 0.63990 | 0.64390 | 0.63990 | 159.51 | 1448.38 |
34 | 2024.08.07 17:40 | buy | 6 | 0.10 | 0.65309 | 0.00000 | 0.00000 | ||
35 | 2024.08.07 17:40 | modify | 6 | 0.10 | 0.65309 | 0.63309 | 0.66909 | ||
36 | 2024.08.07 23:05 | modify | 6 | 0.10 | 0.65309 | 0.63309 | 0.66709 | ||
37 | 2024.08.16 16:20 | modify | 6 | 0.10 | 0.65309 | 0.65659 | 0.66709 | ||
38 | 2024.08.16 19:15 | t/p | 6 | 0.10 | 0.66709 | 0.65659 | 0.66709 | 137.82 | 1586.20 |
39 | 2024.08.28 06:15 | buy | 7 | 0.10 | 0.67844 | 0.00000 | 0.00000 | ||
40 | 2024.08.28 06:15 | modify | 7 | 0.10 | 0.67844 | 0.65844 | 0.69444 | ||
41 | 2024.08.28 18:15 | modify | 7 | 0.10 | 0.67844 | 0.65844 | 0.69244 | ||
42 | 2024.09.02 06:40 | close | 7 | 0.10 | 0.67825 | 0.65844 | 0.69244 | -2.89 | 1583.30 |
43 | 2024.09.02 06:40 | sell | 8 | 0.10 | 0.67825 | 0.00000 | 0.00000 | ||
44 | 2024.09.02 06:40 | modify | 8 | 0.10 | 0.67825 | 0.69825 | 0.66225 | ||
45 | 2024.09.06 16:33 | modify | 8 | 0.10 | 0.67825 | 0.67475 | 0.66225 | ||
46 | 2024.09.11 12:40 | modify | 8 | 0.10 | 0.67825 | 0.66625 | 0.66225 | ||
47 | 2024.09.11 13:20 | s/l | 8 | 0.10 | 0.66625 | 0.66625 | 0.66225 | 119.45 | 1702.75 |
48 | 2024.09.17 17:15 | buy | 9 | 0.10 | 0.67467 | 0.00000 | 0.00000 | ||
49 | 2024.09.17 17:15 | modify | 9 | 0.10 | 0.67467 | 0.65467 | 0.69067 | ||
50 | 2024.09.24 05:15 | modify | 9 | 0.10 | 0.67467 | 0.67817 | 0.69067 | ||
51 | 2024.09.24 19:20 | modify | 9 | 0.10 | 0.67467 | 0.68667 | 0.69067 | ||
52 | 2024.09.24 23:40 | t/p | 9 | 0.10 | 0.69067 | 0.68667 | 0.69067 | 158.61 | 1861.36 |
53 | 2024.10.09 05:30 | sell | 10 | 0.10 | 0.67528 | 0.00000 | 0.00000 | ||
54 | 2024.10.09 05:30 | modify | 10 | 0.10 | 0.67528 | 0.69528 | 0.65928 | ||
55 | 2024.10.23 12:40 | modify | 10 | 0.10 | 0.67528 | 0.67178 | 0.65928 | ||
56 | 2024.10.25 17:20 | modify | 10 | 0.10 | 0.67528 | 0.66328 | 0.65928 | ||
57 | 2024.10.28 03:30 | t/p | 10 | 0.10 | 0.65928 | 0.66328 | 0.65928 | 158.84 | 2020.20 |
58 | 2024.11.01 05:20 | buy | 11 | 0.10 | 0.65744 | 0.00000 | 0.00000 | ||
59 | 2024.11.01 05:20 | modify | 11 | 0.10 | 0.65744 | 0.63744 | 0.67344 | ||
60 | 2024.11.01 19:40 | modify | 11 | 0.10 | 0.65744 | 0.63744 | 0.67144 | ||
61 | 2024.11.06 03:30 | modify | 11 | 0.10 | 0.65744 | 0.63744 | 0.66994 | ||
62 | 2024.11.06 03:40 | modify | 11 | 0.10 | 0.65744 | 0.63744 | 0.66844 | ||
63 | 2024.11.07 15:40 | t/p | 11 | 0.10 | 0.66844 | 0.63744 | 0.66844 | 108.81 | 2129.01 |
64 | 2024.11.13 13:40 | sell | 12 | 0.10 | 0.65455 | 0.00000 | 0.00000 | ||
65 | 2024.11.13 13:40 | modify | 12 | 0.10 | 0.65455 | 0.67455 | 0.63855 | ||
66 | 2024.11.20 09:30 | close | 12 | 0.10 | 0.65147 | 0.67455 | 0.63855 | 30.37 | 2159.38 |
67 | 2024.11.20 09:30 | buy | 13 | 0.10 | 0.65147 | 0.00000 | 0.00000 | ||
68 | 2024.11.20 09:30 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.66747 | ||
69 | 2024.11.20 14:30 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.66547 | ||
70 | 2024.11.22 09:40 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.66397 | ||
71 | 2024.11.25 23:40 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.66247 | ||
72 | 2024.11.26 00:40 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.66097 | ||
73 | 2024.11.26 01:15 | modify | 13 | 0.10 | 0.65147 | 0.63147 | 0.65947 | ||
74 | 2024.11.27 07:06 | close | 13 | 0.10 | 0.64838 | 0.63147 | 0.65947 | -32.29 | 2127.09 |
75 | 2024.11.27 07:06 | sell | 14 | 0.10 | 0.64838 | 0.00000 | 0.00000 | ||
76 | 2024.11.27 07:06 | modify | 14 | 0.10 | 0.64838 | 0.66838 | 0.63238 | ||
77 | 2024.11.27 23:05 | modify | 14 | 0.10 | 0.64838 | 0.66838 | 0.63438 | ||
78 | 2024.11.29 03:30 | modify | 14 | 0.10 | 0.64838 | 0.66838 | 0.63588 | ||
79 | 2024.12.11 07:30 | t/p | 14 | 0.10 | 0.63588 | 0.66838 | 0.63588 | 124.14 | 2251.23 |
80 | 2024.12.13 12:30 | sell | 15 | 0.10 | 0.63782 | 0.00000 | 0.00000 | ||
81 | 2024.12.13 12:30 | modify | 15 | 0.10 | 0.63782 | 0.65782 | 0.62182 | ||
82 | 2024.12.18 19:40 | modify | 15 | 0.10 | 0.63782 | 0.63432 | 0.62182 | ||
83 | 2024.12.18 20:30 | modify | 15 | 0.10 | 0.63782 | 0.62582 | 0.62182 | ||
84 | 2024.12.18 21:40 | t/p | 15 | 0.10 | 0.62182 | 0.62582 | 0.62182 | 159.82 | 2411.04 |
85 | 2024.12.27 12:40 | sell | 16 | 0.10 | 0.62254 | 0.00000 | 0.00000 | ||
86 | 2024.12.27 12:40 | modify | 16 | 0.10 | 0.62254 | 0.64254 | 0.60654 | ||
87 | 2024.12.30 04:15 | modify | 16 | 0.10 | 0.62254 | 0.64254 | 0.60854 | ||
88 | 2024.12.30 13:30 | close | 16 | 0.10 | 0.62267 | 0.64254 | 0.60854 | -1.36 | 2409.68 |
89 | 2024.12.30 13:30 | buy | 17 | 0.10 | 0.62267 | 0.00000 | 0.00000 | ||
90 | 2024.12.30 13:30 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63867 | ||
91 | 2024.12.30 15:40 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63667 | ||
92 | 2024.12.31 13:15 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63517 | ||
93 | 2025.01.09 08:05 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63367 | ||
94 | 2025.01.10 13:30 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63217 | ||
95 | 2025.01.10 13:40 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.63067 | ||
96 | 2025.01.13 04:40 | modify | 17 | 0.10 | 0.62267 | 0.60267 | 0.62917 | ||
97 | 2025.01.13 16:40 | close | 17 | 0.10 | 0.61595 | 0.60267 | 0.62917 | -69.98 | 2339.70 |
98 | 2025.01.13 16:40 | sell | 18 | 0.10 | 0.61595 | 0.00000 | 0.00000 | ||
99 | 2025.01.13 16:40 | modify | 18 | 0.10 | 0.61595 | 0.63595 | 0.59995 | ||
100 | 2025.01.13 21:40 | modify | 18 | 0.10 | 0.61595 | 0.63595 | 0.60195 | ||
101 | 2025.01.13 22:40 | modify | 18 | 0.10 | 0.61595 | 0.63595 | 0.60345 | ||
102 | 2025.01.14 08:40 | modify | 18 | 0.10 | 0.61595 | 0.63595 | 0.60495 | ||
103 | 2025.01.14 17:15 | close | 18 | 0.10 | 0.61798 | 0.63595 | 0.60495 | -20.36 | 2319.34 |
104 | 2025.01.14 17:15 | buy | 19 | 0.10 | 0.61798 | 0.00000 | 0.00000 | ||
105 | 2025.01.14 17:15 | modify | 19 | 0.10 | 0.61798 | 0.59798 | 0.63398 | ||
106 | 2025.01.24 02:20 | modify | 19 | 0.10 | 0.61798 | 0.62148 | 0.63398 | ||
107 | 2025.01.24 03:40 | modify | 19 | 0.10 | 0.61798 | 0.62998 | 0.63398 | ||
108 | 2025.01.26 22:40 | s/l | 19 | 0.10 | 0.62998 | 0.62998 | 0.63398 | 117.62 | 2436.96 |
109 | 2025.01.30 13:40 | sell | 20 | 0.10 | 0.62362 | 0.00000 | 0.00000 | ||
110 | 2025.01.30 13:40 | modify | 20 | 0.10 | 0.62362 | 0.64362 | 0.60762 | ||
111 | 2025.01.31 17:30 | modify | 20 | 0.10 | 0.62362 | 0.64362 | 0.60962 | ||
112 | 2025.02.03 00:40 | modify | 20 | 0.10 | 0.62362 | 0.62012 | 0.60962 | ||
113 | 2025.02.03 02:40 | t/p | 20 | 0.10 | 0.60962 | 0.62012 | 0.60962 | 139.88 | 2576.84 |