Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CHelp="===================================="; DaysHelp="------------------------------------"; Monday=1; Tuesday=1; Wednesday=1; Thursday=1; Friday=1; Saturday=1; Sunday=1; LHelp="------------------------------------"; Lots=0.1; TW1Help="===================================="; TW1THelp="------------------------------------"; ServerHourFrom1=11; ServerMinFrom1=15; ServerHourTo1=22; ServerMinTo1=45; TW1MAHelp="------------------------------------"; MAPeriod1=34; MAOffset1=40; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=0; StopLoss1=0; TrailingStop1=80; TrailingStep1=40; TW2Help="===================================="; SecondWindowEnabled=0; TW2THelp="------------------------------------"; ServerHourFrom2=14; ServerMinFrom2=30; ServerHourTo2=22; ServerMinTo2=0; TW2MAHelp="------------------------------------"; MAPeriod2=8; MAOffset2=4; TW2PMHelp="------------------------------------"; TradeDirection2=0; TakeProfit2=0; StopLoss2=0; TrailingStop2=0; TrailingStep2=1; OHelp="===================================="; NewBarWindowSec=60; CFDTickScaling=0; MagicNumber=20120930; | ||||
Bars in test | 2619 | Ticks modelled | 79529 | Modelling quality | n/a |
Mismatched charts errors | 24 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1577.87 | Gross profit | 1621.95 | Gross loss | -44.09 |
Profit factor | 36.79 | Expected payoff | 47.81 | ||
Absolute drawdown | 36.08 | Maximal drawdown | 199.17 (1.77%) | Relative drawdown | 1.89% (193.80) |
Total trades | 33 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 18 (83.33%) |
Profit trades (% of total) | 27 (81.82%) | Loss trades (% of total) | 6 (18.18%) | ||
Largest | profit trade | 387.63 | loss trade | -16.91 | |
Average | profit trade | 60.07 | loss trade | -7.35 | |
Maximum | consecutive wins (profit in money) | 8 (499.75) | consecutive losses (loss in money) | 1 (-16.91) | |
Maximal | consecutive profit (count of wins) | 697.64 (6) | consecutive loss (count of losses) | -16.91 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.12 20:00 | sell | 1 | 0.10 | 92.873 | 0.000 | 0.000 | ||
2 | 2022.12.16 01:40 | modify | 1 | 0.10 | 92.873 | 92.857 | 0.000 | ||
3 | 2022.12.16 08:40 | modify | 1 | 0.10 | 92.873 | 92.455 | 0.000 | ||
4 | 2022.12.16 15:40 | modify | 1 | 0.10 | 92.873 | 92.044 | 0.000 | ||
5 | 2022.12.20 01:15 | s/l | 1 | 0.10 | 92.044 | 92.044 | 0.000 | 50.30 | 10050.30 |
6 | 2023.01.13 16:00 | buy | 2 | 0.10 | 88.768 | 0.000 | 0.000 | ||
7 | 2023.01.16 00:40 | modify | 2 | 0.10 | 88.768 | 88.786 | 0.000 | ||
8 | 2023.01.18 01:05 | modify | 2 | 0.10 | 88.768 | 89.315 | 0.000 | ||
9 | 2023.01.18 02:30 | modify | 2 | 0.10 | 88.768 | 90.080 | 0.000 | ||
10 | 2023.01.18 03:20 | modify | 2 | 0.10 | 88.768 | 90.579 | 0.000 | ||
11 | 2023.01.18 04:30 | modify | 2 | 0.10 | 88.768 | 91.017 | 0.000 | ||
12 | 2023.01.18 08:40 | s/l | 2 | 0.10 | 91.017 | 91.017 | 0.000 | 156.74 | 10207.04 |
13 | 2023.01.18 16:00 | buy | 3 | 0.10 | 90.041 | 0.000 | 0.000 | ||
14 | 2023.01.23 06:40 | modify | 3 | 0.10 | 90.041 | 90.054 | 0.000 | ||
15 | 2023.01.23 11:15 | modify | 3 | 0.10 | 90.041 | 90.455 | 0.000 | ||
16 | 2023.01.23 12:00 | close | 3 | 0.10 | 91.093 | 90.455 | 0.000 | 75.06 | 10282.11 |
17 | 2023.01.23 12:00 | sell | 4 | 0.10 | 91.093 | 0.000 | 0.000 | ||
18 | 2023.02.03 12:00 | close | 4 | 0.10 | 90.634 | 0.000 | 0.000 | 20.53 | 10302.64 |
19 | 2023.02.03 12:00 | buy | 5 | 0.10 | 90.634 | 0.000 | 0.000 | ||
20 | 2023.02.03 15:40 | modify | 5 | 0.10 | 90.634 | 90.684 | 0.000 | ||
21 | 2023.02.03 16:00 | close | 5 | 0.10 | 91.427 | 90.684 | 0.000 | 54.75 | 10357.39 |
22 | 2023.02.03 16:00 | sell | 6 | 0.10 | 91.427 | 0.000 | 0.000 | ||
23 | 2023.02.03 20:00 | close | 6 | 0.10 | 90.799 | 0.000 | 0.000 | 43.29 | 10400.68 |
24 | 2023.02.03 20:00 | buy | 7 | 0.10 | 90.799 | 0.000 | 0.000 | ||
25 | 2023.02.06 02:15 | modify | 7 | 0.10 | 90.799 | 90.809 | 0.000 | ||
26 | 2023.02.07 15:40 | s/l | 7 | 0.10 | 90.809 | 90.809 | 0.000 | 1.66 | 10402.34 |
27 | 2023.02.13 12:00 | sell | 8 | 0.10 | 91.965 | 0.000 | 0.000 | ||
28 | 2023.03.07 03:40 | modify | 8 | 0.10 | 91.965 | 91.886 | 0.000 | ||
29 | 2023.03.07 08:40 | modify | 8 | 0.10 | 91.965 | 91.475 | 0.000 | ||
30 | 2023.03.07 18:05 | modify | 8 | 0.10 | 91.965 | 91.048 | 0.000 | ||
31 | 2023.03.09 19:20 | modify | 8 | 0.10 | 91.965 | 90.633 | 0.000 | ||
32 | 2023.03.10 01:40 | modify | 8 | 0.10 | 91.965 | 90.217 | 0.000 | ||
33 | 2023.03.10 10:30 | s/l | 8 | 0.10 | 90.217 | 90.217 | 0.000 | 97.41 | 10499.75 |
34 | 2023.03.29 20:00 | sell | 9 | 0.10 | 88.726 | 0.000 | 0.000 | ||
35 | 2023.04.05 08:40 | modify | 9 | 0.10 | 88.726 | 88.688 | 0.000 | ||
36 | 2023.04.10 14:40 | s/l | 9 | 0.10 | 88.688 | 88.688 | 0.000 | -7.64 | 10492.12 |
37 | 2023.04.25 16:00 | buy | 10 | 0.10 | 88.789 | 0.000 | 0.000 | ||
38 | 2023.04.28 06:40 | modify | 10 | 0.10 | 88.789 | 88.855 | 0.000 | ||
39 | 2023.04.28 14:40 | modify | 10 | 0.10 | 88.789 | 89.290 | 0.000 | ||
40 | 2023.04.28 20:00 | close | 10 | 0.10 | 90.147 | 89.290 | 0.000 | 96.19 | 10588.31 |
41 | 2023.04.28 20:00 | sell | 11 | 0.10 | 90.147 | 0.000 | 0.000 | ||
42 | 2023.05.04 14:40 | modify | 11 | 0.10 | 90.147 | 89.991 | 0.000 | ||
43 | 2023.05.04 22:33 | s/l | 11 | 0.10 | 89.991 | 89.991 | 0.000 | 5.62 | 10593.93 |
44 | 2023.05.16 20:00 | buy | 12 | 0.10 | 90.726 | 0.000 | 0.000 | ||
45 | 2023.05.17 15:40 | modify | 12 | 0.10 | 90.726 | 90.750 | 0.000 | ||
46 | 2023.05.19 03:15 | modify | 12 | 0.10 | 90.726 | 91.151 | 0.000 | ||
47 | 2023.05.19 13:15 | modify | 12 | 0.10 | 90.726 | 91.552 | 0.000 | ||
48 | 2023.05.19 15:40 | s/l | 12 | 0.10 | 91.552 | 91.552 | 0.000 | 59.46 | 10653.40 |
49 | 2023.05.30 16:00 | buy | 13 | 0.10 | 91.091 | 0.000 | 0.000 | ||
50 | 2023.06.02 05:40 | modify | 13 | 0.10 | 91.091 | 91.117 | 0.000 | ||
51 | 2023.06.02 13:40 | modify | 13 | 0.10 | 91.091 | 91.575 | 0.000 | ||
52 | 2023.06.06 04:30 | modify | 13 | 0.10 | 91.091 | 92.111 | 0.000 | ||
53 | 2023.06.07 10:30 | modify | 13 | 0.10 | 91.091 | 92.547 | 0.000 | ||
54 | 2023.06.09 07:30 | modify | 13 | 0.10 | 91.091 | 92.961 | 0.000 | ||
55 | 2023.06.12 06:30 | modify | 13 | 0.10 | 91.091 | 93.395 | 0.000 | ||
56 | 2023.06.13 06:40 | modify | 13 | 0.10 | 91.091 | 93.840 | 0.000 | ||
57 | 2023.06.13 15:15 | modify | 13 | 0.10 | 91.091 | 94.250 | 0.000 | ||
58 | 2023.06.15 01:30 | modify | 13 | 0.10 | 91.091 | 94.772 | 0.000 | ||
59 | 2023.06.15 04:20 | modify | 13 | 0.10 | 91.091 | 95.238 | 0.000 | ||
60 | 2023.06.15 15:30 | modify | 13 | 0.10 | 91.091 | 95.683 | 0.000 | ||
61 | 2023.06.16 05:40 | modify | 13 | 0.10 | 91.091 | 96.157 | 0.000 | ||
62 | 2023.06.16 16:20 | modify | 13 | 0.10 | 91.091 | 96.557 | 0.000 | ||
63 | 2023.06.20 02:30 | s/l | 13 | 0.10 | 96.557 | 96.557 | 0.000 | 387.63 | 11041.02 |
64 | 2023.07.03 20:00 | sell | 14 | 0.10 | 96.558 | 0.000 | 0.000 | ||
65 | 2023.07.06 04:30 | modify | 14 | 0.10 | 96.558 | 96.549 | 0.000 | ||
66 | 2023.07.06 15:40 | modify | 14 | 0.10 | 96.558 | 96.124 | 0.000 | ||
67 | 2023.07.07 08:40 | modify | 14 | 0.10 | 96.558 | 95.691 | 0.000 | ||
68 | 2023.07.10 11:59 | modify | 14 | 0.10 | 96.558 | 95.255 | 0.000 | ||
69 | 2023.07.11 02:40 | modify | 14 | 0.10 | 96.558 | 94.846 | 0.000 | ||
70 | 2023.07.11 09:15 | modify | 14 | 0.10 | 96.558 | 94.438 | 0.000 | ||
71 | 2023.07.13 03:40 | s/l | 14 | 0.10 | 94.438 | 94.438 | 0.000 | 135.88 | 11176.91 |
72 | 2023.07.27 20:00 | buy | 15 | 0.10 | 93.233 | 0.000 | 0.000 | ||
73 | 2023.07.28 03:40 | modify | 15 | 0.10 | 93.233 | 93.412 | 0.000 | ||
74 | 2023.07.28 03:59 | s/l | 15 | 0.10 | 93.412 | 93.412 | 0.000 | 12.85 | 11189.75 |
75 | 2023.08.01 12:00 | buy | 16 | 0.10 | 94.801 | 0.000 | 0.000 | ||
76 | 2023.08.10 16:00 | close | 16 | 0.10 | 94.679 | 0.000 | 0.000 | -3.07 | 11186.68 |
77 | 2023.08.10 16:00 | sell | 17 | 0.10 | 94.679 | 0.000 | 0.000 | ||
78 | 2023.08.10 20:00 | close | 17 | 0.10 | 94.472 | 0.000 | 0.000 | 14.27 | 11200.95 |
79 | 2023.08.10 20:00 | buy | 18 | 0.10 | 94.472 | 0.000 | 0.000 | ||
80 | 2023.08.14 12:00 | close | 18 | 0.10 | 94.213 | 0.000 | 0.000 | -16.91 | 11184.04 |
81 | 2023.08.14 12:00 | sell | 19 | 0.10 | 94.213 | 0.000 | 0.000 | ||
82 | 2023.08.15 20:00 | close | 19 | 0.10 | 94.009 | 0.000 | 0.000 | 13.21 | 11197.25 |
83 | 2023.08.15 20:00 | buy | 20 | 0.10 | 94.009 | 0.000 | 0.000 | ||
84 | 2023.08.17 12:00 | close | 20 | 0.10 | 93.823 | 0.000 | 0.000 | -10.90 | 11186.35 |
85 | 2023.08.17 12:00 | sell | 21 | 0.10 | 93.823 | 0.000 | 0.000 | ||
86 | 2023.08.17 20:00 | close | 21 | 0.10 | 93.328 | 0.000 | 0.000 | 34.12 | 11220.47 |
87 | 2023.08.17 20:00 | buy | 22 | 0.10 | 93.328 | 0.000 | 0.000 | ||
88 | 2023.08.21 20:00 | close | 22 | 0.10 | 93.824 | 0.000 | 0.000 | 35.21 | 11255.68 |
89 | 2023.08.21 20:00 | sell | 23 | 0.10 | 93.824 | 0.000 | 0.000 | ||
90 | 2023.08.22 16:00 | close | 23 | 0.10 | 93.685 | 0.000 | 0.000 | 8.73 | 11264.41 |
91 | 2023.08.22 16:00 | buy | 24 | 0.10 | 93.685 | 0.000 | 0.000 | ||
92 | 2023.08.28 12:00 | close | 24 | 0.10 | 93.991 | 0.000 | 0.000 | 24.04 | 11288.45 |
93 | 2023.08.28 12:00 | sell | 25 | 0.10 | 93.991 | 0.000 | 0.000 | ||
94 | 2023.09.07 16:00 | close | 25 | 0.10 | 93.882 | 0.000 | 0.000 | -2.75 | 11285.70 |
95 | 2023.09.07 16:00 | buy | 26 | 0.10 | 93.882 | 0.000 | 0.000 | ||
96 | 2023.09.11 12:00 | close | 26 | 0.10 | 94.380 | 0.000 | 0.000 | 35.35 | 11321.06 |
97 | 2023.09.11 12:00 | sell | 27 | 0.10 | 94.380 | 0.000 | 0.000 | ||
98 | 2023.09.11 16:00 | close | 27 | 0.10 | 94.241 | 0.000 | 0.000 | 9.58 | 11330.64 |
99 | 2023.09.11 16:00 | buy | 28 | 0.10 | 94.241 | 0.000 | 0.000 | ||
100 | 2023.09.14 13:15 | modify | 28 | 0.10 | 94.241 | 94.242 | 0.000 | ||
101 | 2023.09.15 05:05 | modify | 28 | 0.10 | 94.241 | 94.721 | 0.000 | ||
102 | 2023.09.20 11:40 | modify | 28 | 0.10 | 94.241 | 95.151 | 0.000 | ||
103 | 2023.09.21 02:30 | s/l | 28 | 0.10 | 95.151 | 95.151 | 0.000 | 68.67 | 11399.31 |
104 | 2023.10.06 16:00 | sell | 29 | 0.10 | 95.302 | 0.000 | 0.000 | ||
105 | 2023.10.12 16:00 | close | 29 | 0.10 | 94.848 | 0.000 | 0.000 | 26.16 | 11425.47 |
106 | 2023.10.12 16:00 | buy | 30 | 0.10 | 94.848 | 0.000 | 0.000 | ||
107 | 2023.10.18 06:40 | modify | 30 | 0.10 | 94.848 | 94.862 | 0.000 | ||
108 | 2023.10.18 16:40 | s/l | 30 | 0.10 | 94.862 | 94.862 | 0.000 | 2.92 | 11428.39 |
109 | 2023.10.25 12:00 | buy | 31 | 0.10 | 95.054 | 0.000 | 0.000 | ||
110 | 2023.10.31 09:30 | modify | 31 | 0.10 | 95.054 | 95.106 | 0.000 | ||
111 | 2023.11.01 14:20 | modify | 31 | 0.10 | 95.054 | 95.507 | 0.000 | ||
112 | 2023.11.01 23:40 | modify | 31 | 0.10 | 95.054 | 95.912 | 0.000 | ||
113 | 2023.11.03 12:40 | modify | 31 | 0.10 | 95.054 | 96.361 | 0.000 | ||
114 | 2023.11.07 03:15 | modify | 31 | 0.10 | 95.054 | 96.792 | 0.000 | ||
115 | 2023.11.07 04:40 | s/l | 31 | 0.10 | 96.792 | 96.792 | 0.000 | 126.33 | 11554.72 |
116 | 2023.11.29 20:00 | buy | 32 | 0.10 | 97.528 | 0.000 | 0.000 | ||
117 | 2023.11.30 20:00 | close | 32 | 0.10 | 97.883 | 0.000 | 0.000 | 25.97 | 11580.69 |
118 | 2023.11.30 20:00 | sell | 33 | 0.10 | 97.883 | 0.000 | 0.000 | ||
119 | 2023.11.30 23:59 | close at stop | 33 | 0.10 | 97.924 | 0.000 | 0.000 | -2.82 | 11577.87 |