Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
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=3; ServerMinFrom1=0; ServerHourTo1=13; ServerMinTo1=0; TW1MAHelp="------------------------------------"; MAPeriod1=34; MAOffset1=18; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=230; StopLoss1=180; TrailingStop1=180; TrailingStep1=25; 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 | 2610 | Ticks modelled | 78891 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1794.52 | Gross profit | 2181.65 | Gross loss | -387.13 |
Profit factor | 5.64 | Expected payoff | 48.50 | ||
Absolute drawdown | 25.31 | Maximal drawdown | 287.33 (2.70%) | Relative drawdown | 2.70% (287.33) |
Total trades | 37 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 30 (81.08%) | Loss trades (% of total) | 7 (18.92%) | ||
Largest | profit trade | 233.14 | loss trade | -183.43 | |
Average | profit trade | 72.72 | loss trade | -55.30 | |
Maximum | consecutive wins (profit in money) | 8 (386.67) | consecutive losses (loss in money) | 2 (-15.83) | |
Maximal | consecutive profit (count of wins) | 638.43 (7) | consecutive loss (count of losses) | -183.43 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 0.67006 | 0.65206 | 0.69306 | ||
3 | 2023.01.04 04:00 | close | 1 | 0.10 | 0.67822 | 0.65206 | 0.69306 | 81.29 | 10081.29 |
4 | 2023.01.04 04:00 | sell | 2 | 0.10 | 0.67822 | 0.00000 | 0.00000 | ||
5 | 2023.01.04 04:00 | modify | 2 | 0.10 | 0.67822 | 0.69622 | 0.65522 | ||
6 | 2023.01.06 08:00 | close | 2 | 0.10 | 0.67521 | 0.69622 | 0.65522 | 30.53 | 10111.82 |
7 | 2023.01.06 08:00 | buy | 3 | 0.10 | 0.67521 | 0.00000 | 0.00000 | ||
8 | 2023.01.06 08:00 | modify | 3 | 0.10 | 0.67521 | 0.65721 | 0.69821 | ||
9 | 2023.01.09 05:30 | modify | 3 | 0.10 | 0.67521 | 0.67531 | 0.69821 | ||
10 | 2023.01.12 13:40 | t/p | 3 | 0.10 | 0.69821 | 0.67531 | 0.69821 | 228.13 | 10339.95 |
11 | 2023.01.19 04:00 | buy | 4 | 0.10 | 0.69085 | 0.00000 | 0.00000 | ||
12 | 2023.01.19 04:00 | modify | 4 | 0.10 | 0.69085 | 0.67285 | 0.71385 | ||
13 | 2023.01.20 08:00 | close | 4 | 0.10 | 0.69377 | 0.67285 | 0.71385 | 28.89 | 10368.84 |
14 | 2023.01.20 08:00 | sell | 5 | 0.10 | 0.69377 | 0.00000 | 0.00000 | ||
15 | 2023.01.20 08:00 | modify | 5 | 0.10 | 0.69377 | 0.71177 | 0.67077 | ||
16 | 2023.01.20 12:00 | close | 5 | 0.10 | 0.69212 | 0.71177 | 0.67077 | 16.50 | 10385.34 |
17 | 2023.01.20 12:00 | buy | 6 | 0.10 | 0.69212 | 0.00000 | 0.00000 | ||
18 | 2023.01.20 12:00 | modify | 6 | 0.10 | 0.69212 | 0.67412 | 0.71512 | ||
19 | 2023.01.25 02:33 | modify | 6 | 0.10 | 0.69212 | 0.69252 | 0.71512 | ||
20 | 2023.01.26 14:05 | modify | 6 | 0.10 | 0.69212 | 0.69579 | 0.71512 | ||
21 | 2023.02.01 23:33 | t/p | 6 | 0.10 | 0.71512 | 0.69579 | 0.71512 | 226.88 | 10612.22 |
22 | 2023.02.14 12:00 | sell | 7 | 0.10 | 0.69657 | 0.00000 | 0.00000 | ||
23 | 2023.02.14 12:00 | modify | 7 | 0.10 | 0.69657 | 0.71457 | 0.67357 | ||
24 | 2023.02.15 04:00 | close | 7 | 0.10 | 0.69396 | 0.71457 | 0.67357 | 26.21 | 10638.43 |
25 | 2023.02.15 04:00 | buy | 8 | 0.10 | 0.69396 | 0.00000 | 0.00000 | ||
26 | 2023.02.15 04:00 | modify | 8 | 0.10 | 0.69396 | 0.67596 | 0.71696 | ||
27 | 2023.02.24 12:06 | s/l | 8 | 0.10 | 0.67596 | 0.67596 | 0.71696 | -183.43 | 10455.00 |
28 | 2023.03.15 12:00 | buy | 9 | 0.10 | 0.66429 | 0.00000 | 0.00000 | ||
29 | 2023.03.15 12:00 | modify | 9 | 0.10 | 0.66429 | 0.64629 | 0.68729 | ||
30 | 2023.03.16 08:00 | close | 9 | 0.10 | 0.66583 | 0.64629 | 0.68729 | 14.46 | 10469.46 |
31 | 2023.03.16 08:00 | sell | 10 | 0.10 | 0.66583 | 0.00000 | 0.00000 | ||
32 | 2023.03.16 08:00 | modify | 10 | 0.10 | 0.66583 | 0.68383 | 0.64283 | ||
33 | 2023.03.24 12:00 | close | 10 | 0.10 | 0.66388 | 0.68383 | 0.64283 | 20.37 | 10489.83 |
34 | 2023.03.24 12:00 | buy | 11 | 0.10 | 0.66388 | 0.00000 | 0.00000 | ||
35 | 2023.03.24 12:00 | modify | 11 | 0.10 | 0.66388 | 0.64588 | 0.68688 | ||
36 | 2023.03.28 04:00 | close | 11 | 0.10 | 0.66910 | 0.64588 | 0.68688 | 51.58 | 10541.40 |
37 | 2023.03.28 04:00 | sell | 12 | 0.10 | 0.66910 | 0.00000 | 0.00000 | ||
38 | 2023.03.28 04:00 | modify | 12 | 0.10 | 0.66910 | 0.68710 | 0.64610 | ||
39 | 2023.03.28 08:00 | close | 12 | 0.10 | 0.66837 | 0.68710 | 0.64610 | 7.30 | 10548.70 |
40 | 2023.03.28 08:00 | buy | 13 | 0.10 | 0.66837 | 0.00000 | 0.00000 | ||
41 | 2023.03.28 08:00 | modify | 13 | 0.10 | 0.66837 | 0.65037 | 0.69137 | ||
42 | 2023.03.30 08:00 | close | 13 | 0.10 | 0.67118 | 0.65037 | 0.69137 | 26.85 | 10575.55 |
43 | 2023.03.30 08:00 | sell | 14 | 0.10 | 0.67118 | 0.00000 | 0.00000 | ||
44 | 2023.03.30 08:00 | modify | 14 | 0.10 | 0.67118 | 0.68918 | 0.64818 | ||
45 | 2023.04.21 08:00 | close | 14 | 0.10 | 0.66897 | 0.68918 | 0.64818 | 24.48 | 10600.03 |
46 | 2023.04.21 08:00 | buy | 15 | 0.10 | 0.66897 | 0.00000 | 0.00000 | ||
47 | 2023.04.21 08:00 | modify | 15 | 0.10 | 0.66897 | 0.65097 | 0.69197 | ||
48 | 2023.05.02 08:00 | close | 15 | 0.10 | 0.67010 | 0.65097 | 0.69197 | 8.49 | 10608.53 |
49 | 2023.05.02 08:00 | sell | 16 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
50 | 2023.05.02 08:00 | modify | 16 | 0.10 | 0.67010 | 0.68810 | 0.64710 | ||
51 | 2023.05.25 12:40 | modify | 16 | 0.10 | 0.67010 | 0.66975 | 0.64710 | ||
52 | 2023.05.31 03:40 | modify | 16 | 0.10 | 0.67010 | 0.66724 | 0.64710 | ||
53 | 2023.05.31 13:15 | t/p | 16 | 0.10 | 0.64710 | 0.66724 | 0.64710 | 233.14 | 10841.67 |
54 | 2023.06.21 08:00 | buy | 17 | 0.10 | 0.67668 | 0.00000 | 0.00000 | ||
55 | 2023.06.21 08:00 | modify | 17 | 0.10 | 0.67668 | 0.65868 | 0.69968 | ||
56 | 2023.07.04 08:00 | close | 17 | 0.10 | 0.66798 | 0.65868 | 0.69968 | -91.05 | 10750.61 |
57 | 2023.07.04 08:00 | sell | 18 | 0.10 | 0.66798 | 0.00000 | 0.00000 | ||
58 | 2023.07.04 08:00 | modify | 18 | 0.10 | 0.66798 | 0.68598 | 0.64498 | ||
59 | 2023.07.06 04:00 | close | 18 | 0.10 | 0.66539 | 0.68598 | 0.64498 | 26.33 | 10776.94 |
60 | 2023.07.06 04:00 | buy | 19 | 0.10 | 0.66539 | 0.00000 | 0.00000 | ||
61 | 2023.07.06 04:00 | modify | 19 | 0.10 | 0.66539 | 0.64739 | 0.68839 | ||
62 | 2023.07.06 08:00 | close | 19 | 0.10 | 0.66705 | 0.64739 | 0.68839 | 16.60 | 10793.54 |
63 | 2023.07.06 08:00 | sell | 20 | 0.10 | 0.66705 | 0.00000 | 0.00000 | ||
64 | 2023.07.06 08:00 | modify | 20 | 0.10 | 0.66705 | 0.68505 | 0.64405 | ||
65 | 2023.07.10 08:00 | close | 20 | 0.10 | 0.66525 | 0.68505 | 0.64405 | 18.22 | 10811.76 |
66 | 2023.07.10 08:00 | buy | 21 | 0.10 | 0.66525 | 0.00000 | 0.00000 | ||
67 | 2023.07.10 08:00 | modify | 21 | 0.10 | 0.66525 | 0.64725 | 0.68825 | ||
68 | 2023.07.13 06:40 | modify | 21 | 0.10 | 0.66525 | 0.66543 | 0.68825 | ||
69 | 2023.07.13 11:05 | modify | 21 | 0.10 | 0.66525 | 0.66797 | 0.68825 | ||
70 | 2023.07.13 13:40 | t/p | 21 | 0.10 | 0.68825 | 0.66797 | 0.68825 | 228.44 | 11040.20 |
71 | 2023.07.27 04:00 | sell | 22 | 0.10 | 0.68088 | 0.00000 | 0.00000 | ||
72 | 2023.07.27 04:00 | modify | 22 | 0.10 | 0.68088 | 0.69888 | 0.65788 | ||
73 | 2023.07.28 07:40 | modify | 22 | 0.10 | 0.68088 | 0.68072 | 0.65788 | ||
74 | 2023.08.02 03:20 | modify | 22 | 0.10 | 0.68088 | 0.67804 | 0.65788 | ||
75 | 2023.08.02 06:30 | t/p | 22 | 0.10 | 0.65788 | 0.67804 | 0.65788 | 230.43 | 11270.63 |
76 | 2023.08.25 12:00 | sell | 23 | 0.10 | 0.64253 | 0.00000 | 0.00000 | ||
77 | 2023.08.25 12:00 | modify | 23 | 0.10 | 0.64253 | 0.66053 | 0.61953 | ||
78 | 2023.08.28 08:00 | close | 23 | 0.10 | 0.64096 | 0.66053 | 0.61953 | 15.81 | 11286.44 |
79 | 2023.08.28 08:00 | buy | 24 | 0.10 | 0.64096 | 0.00000 | 0.00000 | ||
80 | 2023.08.28 08:00 | modify | 24 | 0.10 | 0.64096 | 0.62296 | 0.66396 | ||
81 | 2023.09.12 04:00 | close | 24 | 0.10 | 0.64352 | 0.62296 | 0.66396 | 20.92 | 11307.36 |
82 | 2023.09.12 04:00 | sell | 25 | 0.10 | 0.64352 | 0.00000 | 0.00000 | ||
83 | 2023.09.12 04:00 | modify | 25 | 0.10 | 0.64352 | 0.66152 | 0.62052 | ||
84 | 2023.09.12 12:00 | close | 25 | 0.10 | 0.64253 | 0.66152 | 0.62052 | 9.90 | 11317.26 |
85 | 2023.09.12 12:00 | buy | 26 | 0.10 | 0.64253 | 0.00000 | 0.00000 | ||
86 | 2023.09.12 12:00 | modify | 26 | 0.10 | 0.64253 | 0.62453 | 0.66553 | ||
87 | 2023.09.13 08:00 | close | 26 | 0.10 | 0.64117 | 0.62453 | 0.66553 | -13.91 | 11303.35 |
88 | 2023.09.13 08:00 | sell | 27 | 0.10 | 0.64117 | 0.00000 | 0.00000 | ||
89 | 2023.09.13 08:00 | modify | 27 | 0.10 | 0.64117 | 0.65917 | 0.61817 | ||
90 | 2023.09.21 04:00 | close | 27 | 0.10 | 0.64147 | 0.65917 | 0.61817 | -1.92 | 11301.43 |
91 | 2023.09.21 04:00 | buy | 28 | 0.10 | 0.64147 | 0.00000 | 0.00000 | ||
92 | 2023.09.21 04:00 | modify | 28 | 0.10 | 0.64147 | 0.62347 | 0.66447 | ||
93 | 2023.09.22 12:00 | close | 28 | 0.10 | 0.64511 | 0.62347 | 0.66447 | 36.09 | 11337.52 |
94 | 2023.09.22 12:00 | sell | 29 | 0.10 | 0.64511 | 0.00000 | 0.00000 | ||
95 | 2023.09.22 12:00 | modify | 29 | 0.10 | 0.64511 | 0.66311 | 0.62211 | ||
96 | 2023.09.25 04:00 | close | 29 | 0.10 | 0.64271 | 0.66311 | 0.62211 | 24.11 | 11361.63 |
97 | 2023.09.25 04:00 | buy | 30 | 0.10 | 0.64271 | 0.00000 | 0.00000 | ||
98 | 2023.09.25 04:00 | modify | 30 | 0.10 | 0.64271 | 0.62471 | 0.66571 | ||
99 | 2023.09.29 04:00 | close | 30 | 0.10 | 0.64567 | 0.62471 | 0.66571 | 27.73 | 11389.36 |
100 | 2023.09.29 04:00 | sell | 31 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
101 | 2023.09.29 04:00 | modify | 31 | 0.10 | 0.64567 | 0.66367 | 0.62267 | ||
102 | 2023.10.02 04:00 | close | 31 | 0.10 | 0.64144 | 0.66367 | 0.62267 | 42.41 | 11431.77 |
103 | 2023.10.02 04:00 | buy | 32 | 0.10 | 0.64144 | 0.00000 | 0.00000 | ||
104 | 2023.10.02 04:00 | modify | 32 | 0.10 | 0.64144 | 0.62344 | 0.66444 | ||
105 | 2023.10.18 08:00 | close | 32 | 0.10 | 0.63816 | 0.62344 | 0.66444 | -37.79 | 11393.98 |
106 | 2023.10.18 08:00 | sell | 33 | 0.10 | 0.63816 | 0.00000 | 0.00000 | ||
107 | 2023.10.18 08:00 | modify | 33 | 0.10 | 0.63816 | 0.65616 | 0.61516 | ||
108 | 2023.10.18 12:00 | close | 33 | 0.10 | 0.63708 | 0.65616 | 0.61516 | 10.80 | 11404.78 |
109 | 2023.10.18 12:00 | buy | 34 | 0.10 | 0.63708 | 0.00000 | 0.00000 | ||
110 | 2023.10.18 12:00 | modify | 34 | 0.10 | 0.63708 | 0.61908 | 0.66008 | ||
111 | 2023.10.24 04:00 | close | 34 | 0.10 | 0.63562 | 0.61908 | 0.66008 | -16.47 | 11388.30 |
112 | 2023.10.24 04:00 | sell | 35 | 0.10 | 0.63562 | 0.00000 | 0.00000 | ||
113 | 2023.10.24 04:00 | modify | 35 | 0.10 | 0.63562 | 0.65362 | 0.61262 | ||
114 | 2023.11.09 12:00 | close | 35 | 0.10 | 0.64007 | 0.65362 | 0.61262 | -42.55 | 11345.75 |
115 | 2023.11.09 12:00 | buy | 36 | 0.10 | 0.64007 | 0.00000 | 0.00000 | ||
116 | 2023.11.09 12:00 | modify | 36 | 0.10 | 0.64007 | 0.62207 | 0.66307 | ||
117 | 2023.11.21 03:30 | modify | 36 | 0.10 | 0.64007 | 0.64021 | 0.66307 | ||
118 | 2023.11.27 11:15 | modify | 36 | 0.10 | 0.64007 | 0.64275 | 0.66307 | ||
119 | 2023.11.28 02:40 | t/p | 36 | 0.10 | 0.66307 | 0.64275 | 0.66307 | 224.70 | 11570.45 |
120 | 2023.12.05 04:00 | buy | 37 | 0.10 | 0.65783 | 0.00000 | 0.00000 | ||
121 | 2023.12.05 04:00 | modify | 37 | 0.10 | 0.65783 | 0.63983 | 0.68083 | ||
122 | 2023.12.19 14:40 | modify | 37 | 0.10 | 0.65783 | 0.65860 | 0.68083 | ||
123 | 2023.12.21 16:30 | modify | 37 | 0.10 | 0.65783 | 0.66133 | 0.68083 | ||
124 | 2023.12.22 11:40 | t/p | 37 | 0.10 | 0.68083 | 0.66133 | 0.68083 | 224.07 | 11794.52 |