Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
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=6; ServerMinFrom1=45; ServerHourTo1=8; ServerMinTo1=30; TW1MAHelp="------------------------------------"; MAPeriod1=26; MAOffset1=30; TW1PMHelp="------------------------------------"; TradeDirection1=0; TakeProfit1=240; StopLoss1=230; TrailingStop1=210; TrailingStep1=5; 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 | 7247 | Ticks modelled | 156476 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1878.82 | Gross profit | 2035.16 | Gross loss | -156.34 |
Profit factor | 13.02 | Expected payoff | 98.89 | ||
Absolute drawdown | 70.69 | Maximal drawdown | 243.72 (2.37%) | Relative drawdown | 2.37% (243.72) |
Total trades | 19 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 243.25 | loss trade | -53.30 | |
Average | profit trade | 156.55 | loss trade | -26.06 | |
Maximum | consecutive wins (profit in money) | 4 (653.48) | consecutive losses (loss in money) | 2 (-70.59) | |
Maximal | consecutive profit (count of wins) | 653.48 (4) | consecutive loss (count of losses) | -70.59 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.02 08:00 | sell | 1 | 0.10 | 0.67301 | 0.00000 | 0.00000 | ||
2 | 2023.03.02 08:00 | modify | 1 | 0.10 | 0.67301 | 0.69601 | 0.64901 | ||
3 | 2023.03.03 07:00 | close | 1 | 0.10 | 0.67614 | 0.69601 | 0.64901 | -31.19 | 9968.81 |
4 | 2023.03.03 07:00 | buy | 2 | 0.10 | 0.67614 | 0.00000 | 0.00000 | ||
5 | 2023.03.03 07:00 | modify | 2 | 0.10 | 0.67614 | 0.65314 | 0.70014 | ||
6 | 2023.03.03 08:00 | close | 2 | 0.10 | 0.67496 | 0.65314 | 0.70014 | -11.80 | 9957.01 |
7 | 2023.03.03 08:00 | sell | 3 | 0.10 | 0.67496 | 0.00000 | 0.00000 | ||
8 | 2023.03.03 08:00 | modify | 3 | 0.10 | 0.67496 | 0.69796 | 0.65096 | ||
9 | 2023.03.10 08:00 | close | 3 | 0.10 | 0.66005 | 0.69796 | 0.65096 | 149.86 | 10106.87 |
10 | 2023.03.10 08:00 | buy | 4 | 0.10 | 0.66005 | 0.00000 | 0.00000 | ||
11 | 2023.03.10 08:00 | modify | 4 | 0.10 | 0.66005 | 0.63705 | 0.68405 | ||
12 | 2023.03.31 08:00 | close | 4 | 0.10 | 0.66792 | 0.63705 | 0.68405 | 72.15 | 10179.02 |
13 | 2023.03.31 08:00 | sell | 5 | 0.10 | 0.66792 | 0.00000 | 0.00000 | ||
14 | 2023.03.31 08:00 | modify | 5 | 0.10 | 0.66792 | 0.69092 | 0.64392 | ||
15 | 2023.05.30 07:00 | close | 5 | 0.10 | 0.65267 | 0.69092 | 0.64392 | 158.78 | 10337.79 |
16 | 2023.05.30 07:00 | buy | 6 | 0.10 | 0.65267 | 0.00000 | 0.00000 | ||
17 | 2023.05.30 07:00 | modify | 6 | 0.10 | 0.65267 | 0.62967 | 0.67667 | ||
18 | 2023.06.09 12:45 | modify | 6 | 0.10 | 0.65267 | 0.65267 | 0.67667 | ||
19 | 2023.06.09 14:15 | modify | 6 | 0.10 | 0.65267 | 0.65353 | 0.67667 | ||
20 | 2023.06.12 06:15 | modify | 6 | 0.10 | 0.65267 | 0.65430 | 0.67667 | ||
21 | 2023.06.12 07:45 | modify | 6 | 0.10 | 0.65267 | 0.65504 | 0.67667 | ||
22 | 2023.06.12 08:15 | modify | 6 | 0.10 | 0.65267 | 0.65555 | 0.67667 | ||
23 | 2023.06.12 08:20 | t/p | 6 | 0.10 | 0.67667 | 0.65555 | 0.67667 | 235.95 | 10573.74 |
24 | 2023.07.21 07:00 | buy | 7 | 0.10 | 0.67847 | 0.00000 | 0.00000 | ||
25 | 2023.07.21 07:00 | modify | 7 | 0.10 | 0.67847 | 0.65547 | 0.70247 | ||
26 | 2023.07.21 08:00 | close | 7 | 0.10 | 0.67567 | 0.65547 | 0.70247 | -28.00 | 10545.74 |
27 | 2023.07.21 08:00 | sell | 8 | 0.10 | 0.67567 | 0.00000 | 0.00000 | ||
28 | 2023.07.21 08:00 | modify | 8 | 0.10 | 0.67567 | 0.69867 | 0.65167 | ||
29 | 2023.08.02 14:20 | modify | 8 | 0.10 | 0.67567 | 0.67507 | 0.65167 | ||
30 | 2023.08.02 14:50 | modify | 8 | 0.10 | 0.67567 | 0.67393 | 0.65167 | ||
31 | 2023.08.03 07:20 | modify | 8 | 0.10 | 0.67567 | 0.67340 | 0.65167 | ||
32 | 2023.08.03 08:50 | t/p | 8 | 0.10 | 0.65167 | 0.67340 | 0.65167 | 241.41 | 10787.14 |
33 | 2023.08.04 07:00 | sell | 9 | 0.10 | 0.65634 | 0.00000 | 0.00000 | ||
34 | 2023.08.04 07:00 | modify | 9 | 0.10 | 0.65634 | 0.67934 | 0.63234 | ||
35 | 2023.09.07 08:00 | close | 9 | 0.10 | 0.63897 | 0.67934 | 0.63234 | 177.38 | 10964.52 |
36 | 2023.09.07 08:00 | buy | 10 | 0.10 | 0.63897 | 0.00000 | 0.00000 | ||
37 | 2023.09.07 08:00 | modify | 10 | 0.10 | 0.63897 | 0.61597 | 0.66297 | ||
38 | 2023.09.18 08:00 | close | 10 | 0.10 | 0.64375 | 0.61597 | 0.66297 | 44.99 | 11009.51 |
39 | 2023.09.18 08:00 | sell | 11 | 0.10 | 0.64375 | 0.00000 | 0.00000 | ||
40 | 2023.09.18 08:00 | modify | 11 | 0.10 | 0.64375 | 0.66675 | 0.61975 | ||
41 | 2023.09.19 08:00 | close | 11 | 0.10 | 0.64549 | 0.66675 | 0.61975 | -17.29 | 10992.22 |
42 | 2023.09.19 08:00 | buy | 12 | 0.10 | 0.64549 | 0.00000 | 0.00000 | ||
43 | 2023.09.19 08:00 | modify | 12 | 0.10 | 0.64549 | 0.62249 | 0.66949 | ||
44 | 2023.10.12 08:00 | close | 12 | 0.10 | 0.64094 | 0.62249 | 0.66949 | -53.30 | 10938.93 |
45 | 2023.10.12 08:00 | sell | 13 | 0.10 | 0.64094 | 0.00000 | 0.00000 | ||
46 | 2023.10.12 08:00 | modify | 13 | 0.10 | 0.64094 | 0.66394 | 0.61694 | ||
47 | 2023.10.27 08:00 | close | 13 | 0.10 | 0.63453 | 0.66394 | 0.61694 | 65.72 | 11004.65 |
48 | 2023.10.27 08:00 | buy | 14 | 0.10 | 0.63453 | 0.00000 | 0.00000 | ||
49 | 2023.10.27 08:00 | modify | 14 | 0.10 | 0.63453 | 0.61153 | 0.65853 | ||
50 | 2023.11.20 04:15 | modify | 14 | 0.10 | 0.63453 | 0.63488 | 0.65853 | ||
51 | 2023.11.20 20:20 | modify | 14 | 0.10 | 0.63453 | 0.63542 | 0.65853 | ||
52 | 2023.11.21 00:46 | modify | 14 | 0.10 | 0.63453 | 0.63610 | 0.65853 | ||
53 | 2023.11.21 01:20 | modify | 14 | 0.10 | 0.63453 | 0.63664 | 0.65853 | ||
54 | 2023.11.21 03:20 | modify | 14 | 0.10 | 0.63453 | 0.63722 | 0.65853 | ||
55 | 2023.11.21 04:02 | t/p | 14 | 0.10 | 0.65853 | 0.63722 | 0.65853 | 232.83 | 11237.47 |
56 | 2023.11.23 08:00 | buy | 15 | 0.10 | 0.65742 | 0.00000 | 0.00000 | ||
57 | 2023.11.23 08:00 | modify | 15 | 0.10 | 0.65742 | 0.63442 | 0.68142 | ||
58 | 2023.12.21 13:50 | modify | 15 | 0.10 | 0.65742 | 0.65807 | 0.68142 | ||
59 | 2023.12.21 16:32 | modify | 15 | 0.10 | 0.65742 | 0.65859 | 0.68142 | ||
60 | 2023.12.21 20:50 | modify | 15 | 0.10 | 0.65742 | 0.65915 | 0.68142 | ||
61 | 2023.12.22 11:20 | modify | 15 | 0.10 | 0.65742 | 0.65966 | 0.68142 | ||
62 | 2023.12.22 12:10 | modify | 15 | 0.10 | 0.65742 | 0.66019 | 0.68142 | ||
63 | 2023.12.22 12:20 | t/p | 15 | 0.10 | 0.68142 | 0.66019 | 0.68142 | 230.95 | 11468.43 |
64 | 2023.12.29 08:00 | sell | 16 | 0.10 | 0.68326 | 0.00000 | 0.00000 | ||
65 | 2023.12.29 08:00 | modify | 16 | 0.10 | 0.68326 | 0.70626 | 0.65926 | ||
66 | 2024.01.09 08:00 | close | 16 | 0.10 | 0.67096 | 0.70626 | 0.65926 | 123.97 | 11592.40 |
67 | 2024.01.09 08:00 | buy | 17 | 0.10 | 0.67096 | 0.00000 | 0.00000 | ||
68 | 2024.01.09 08:00 | modify | 17 | 0.10 | 0.67096 | 0.64796 | 0.69496 | ||
69 | 2024.01.12 08:00 | close | 17 | 0.10 | 0.66964 | 0.64796 | 0.69496 | -14.76 | 11577.64 |
70 | 2024.01.12 08:00 | sell | 18 | 0.10 | 0.66964 | 0.00000 | 0.00000 | ||
71 | 2024.01.12 08:00 | modify | 18 | 0.10 | 0.66964 | 0.69264 | 0.64564 | ||
72 | 2024.02.05 15:03 | modify | 18 | 0.10 | 0.66964 | 0.66958 | 0.64564 | ||
73 | 2024.02.05 15:16 | modify | 18 | 0.10 | 0.66964 | 0.66848 | 0.64564 | ||
74 | 2024.02.13 13:50 | modify | 18 | 0.10 | 0.66964 | 0.66767 | 0.64564 | ||
75 | 2024.02.13 14:46 | modify | 18 | 0.10 | 0.66964 | 0.66697 | 0.64564 | ||
76 | 2024.02.13 15:07 | t/p | 18 | 0.10 | 0.64564 | 0.66697 | 0.64564 | 243.25 | 11820.89 |
77 | 2024.02.15 07:00 | buy | 19 | 0.10 | 0.64960 | 0.00000 | 0.00000 | ||
78 | 2024.02.15 07:00 | modify | 19 | 0.10 | 0.64960 | 0.62660 | 0.67360 | ||
79 | 2024.02.29 23:59 | close at stop | 19 | 0.10 | 0.65583 | 0.62660 | 0.67360 | 57.93 | 11878.82 |