Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (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=0; ServerMinFrom1=0; ServerHourTo1=9; ServerMinTo1=0; TW1MAHelp="------------------------------------"; MAPeriod1=6; MAOffset1=32; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=240; StopLoss1=0; TrailingStop1=180; 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 | 2615 | Ticks modelled | 79210 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1568.01 | Gross profit | 1723.55 | Gross loss | -155.54 |
Profit factor | 11.08 | Expected payoff | 52.27 | ||
Absolute drawdown | 120.25 | Maximal drawdown | 279.14 (2.73%) | Relative drawdown | 2.73% (279.14) |
Total trades | 30 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 26 (86.67%) | Loss trades (% of total) | 4 (13.33%) | ||
Largest | profit trade | 240.43 | loss trade | -87.17 | |
Average | profit trade | 66.29 | loss trade | -38.89 | |
Maximum | consecutive wins (profit in money) | 10 (703.87) | consecutive losses (loss in money) | 1 (-87.17) | |
Maximal | consecutive profit (count of wins) | 703.87 (10) | consecutive loss (count of losses) | -87.17 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.06 00:00 | sell | 1 | 0.10 | 0.67533 | 0.00000 | 0.00000 | ||
2 | 2023.03.06 00:00 | modify | 1 | 0.10 | 0.67533 | 0.00000 | 0.65133 | ||
3 | 2023.03.07 04:00 | close | 1 | 0.10 | 0.67177 | 0.00000 | 0.65133 | 35.71 | 10035.71 |
4 | 2023.03.07 04:00 | buy | 2 | 0.10 | 0.67177 | 0.00000 | 0.00000 | ||
5 | 2023.03.07 04:00 | modify | 2 | 0.10 | 0.67177 | 0.00000 | 0.69577 | ||
6 | 2023.03.30 08:00 | close | 2 | 0.10 | 0.67118 | 0.00000 | 0.69577 | -13.70 | 10022.01 |
7 | 2023.03.30 08:00 | sell | 3 | 0.10 | 0.67118 | 0.00000 | 0.00000 | ||
8 | 2023.03.30 08:00 | modify | 3 | 0.10 | 0.67118 | 0.00000 | 0.64718 | ||
9 | 2023.03.31 08:00 | close | 3 | 0.10 | 0.66822 | 0.00000 | 0.64718 | 29.71 | 10051.72 |
10 | 2023.03.31 08:00 | buy | 4 | 0.10 | 0.66822 | 0.00000 | 0.00000 | ||
11 | 2023.03.31 08:00 | modify | 4 | 0.10 | 0.66822 | 0.00000 | 0.69222 | ||
12 | 2023.04.13 08:00 | close | 4 | 0.10 | 0.67232 | 0.00000 | 0.69222 | 36.95 | 10088.66 |
13 | 2023.04.13 08:00 | sell | 5 | 0.10 | 0.67232 | 0.00000 | 0.00000 | ||
14 | 2023.04.13 08:00 | modify | 5 | 0.10 | 0.67232 | 0.00000 | 0.64832 | ||
15 | 2023.04.25 04:00 | close | 5 | 0.10 | 0.66816 | 0.00000 | 0.64832 | 42.68 | 10131.35 |
16 | 2023.04.25 04:00 | buy | 6 | 0.10 | 0.66816 | 0.00000 | 0.00000 | ||
17 | 2023.04.25 04:00 | modify | 6 | 0.10 | 0.66816 | 0.00000 | 0.69216 | ||
18 | 2023.05.02 08:00 | close | 6 | 0.10 | 0.67010 | 0.00000 | 0.69216 | 17.22 | 10148.56 |
19 | 2023.05.02 08:00 | sell | 7 | 0.10 | 0.67010 | 0.00000 | 0.00000 | ||
20 | 2023.05.02 08:00 | modify | 7 | 0.10 | 0.67010 | 0.00000 | 0.64610 | ||
21 | 2023.05.12 04:00 | close | 7 | 0.10 | 0.66938 | 0.00000 | 0.64610 | 8.50 | 10157.06 |
22 | 2023.05.12 04:00 | buy | 8 | 0.10 | 0.66938 | 0.00000 | 0.00000 | ||
23 | 2023.05.12 04:00 | modify | 8 | 0.10 | 0.66938 | 0.00000 | 0.69338 | ||
24 | 2023.05.22 00:00 | close | 8 | 0.10 | 0.66584 | 0.00000 | 0.69338 | -37.90 | 10119.17 |
25 | 2023.05.22 00:00 | sell | 9 | 0.10 | 0.66584 | 0.00000 | 0.00000 | ||
26 | 2023.05.22 00:00 | modify | 9 | 0.10 | 0.66584 | 0.00000 | 0.64184 | ||
27 | 2023.05.22 04:00 | close | 9 | 0.10 | 0.66524 | 0.00000 | 0.64184 | 6.00 | 10125.17 |
28 | 2023.05.22 04:00 | buy | 10 | 0.10 | 0.66524 | 0.00000 | 0.00000 | ||
29 | 2023.05.22 04:00 | modify | 10 | 0.10 | 0.66524 | 0.00000 | 0.68924 | ||
30 | 2023.06.14 14:40 | modify | 10 | 0.10 | 0.66524 | 0.66552 | 0.68924 | ||
31 | 2023.06.15 16:40 | modify | 10 | 0.10 | 0.66524 | 0.66971 | 0.68924 | ||
32 | 2023.06.16 06:30 | t/p | 10 | 0.10 | 0.68924 | 0.66971 | 0.68924 | 231.58 | 10356.74 |
33 | 2023.06.21 08:00 | buy | 11 | 0.10 | 0.67668 | 0.00000 | 0.00000 | ||
34 | 2023.06.21 08:00 | modify | 11 | 0.10 | 0.67668 | 0.00000 | 0.70068 | ||
35 | 2023.07.05 04:00 | close | 11 | 0.10 | 0.66840 | 0.00000 | 0.70068 | -87.17 | 10269.58 |
36 | 2023.07.05 04:00 | sell | 12 | 0.10 | 0.66840 | 0.00000 | 0.00000 | ||
37 | 2023.07.05 04:00 | modify | 12 | 0.10 | 0.66840 | 0.00000 | 0.64440 | ||
38 | 2023.07.10 08:00 | close | 12 | 0.10 | 0.66525 | 0.00000 | 0.64440 | 32.04 | 10301.62 |
39 | 2023.07.10 08:00 | buy | 13 | 0.10 | 0.66525 | 0.00000 | 0.00000 | ||
40 | 2023.07.10 08:00 | modify | 13 | 0.10 | 0.66525 | 0.00000 | 0.68925 | ||
41 | 2023.07.12 00:00 | close | 13 | 0.10 | 0.66925 | 0.00000 | 0.68925 | 39.38 | 10341.00 |
42 | 2023.07.12 00:00 | sell | 14 | 0.10 | 0.66925 | 0.00000 | 0.00000 | ||
43 | 2023.07.12 00:00 | modify | 14 | 0.10 | 0.66925 | 0.00000 | 0.64525 | ||
44 | 2023.07.12 08:00 | close | 14 | 0.10 | 0.66908 | 0.00000 | 0.64525 | 1.70 | 10342.70 |
45 | 2023.07.12 08:00 | buy | 15 | 0.10 | 0.66908 | 0.00000 | 0.00000 | ||
46 | 2023.07.12 08:00 | modify | 15 | 0.10 | 0.66908 | 0.00000 | 0.69308 | ||
47 | 2023.07.13 13:20 | modify | 15 | 0.10 | 0.66908 | 0.66951 | 0.69308 | ||
48 | 2023.07.27 04:00 | close | 15 | 0.10 | 0.68088 | 0.66951 | 0.69308 | 112.70 | 10455.39 |
49 | 2023.07.27 04:00 | sell | 16 | 0.10 | 0.68088 | 0.00000 | 0.00000 | ||
50 | 2023.07.27 04:00 | modify | 16 | 0.10 | 0.68088 | 0.00000 | 0.65688 | ||
51 | 2023.07.28 07:40 | modify | 16 | 0.10 | 0.68088 | 0.68072 | 0.65688 | ||
52 | 2023.08.02 04:30 | modify | 16 | 0.10 | 0.68088 | 0.67665 | 0.65688 | ||
53 | 2023.08.02 06:40 | t/p | 16 | 0.10 | 0.65688 | 0.67665 | 0.65688 | 240.43 | 10695.83 |
54 | 2023.08.10 08:00 | sell | 17 | 0.10 | 0.65507 | 0.00000 | 0.00000 | ||
55 | 2023.08.10 08:00 | modify | 17 | 0.10 | 0.65507 | 0.00000 | 0.63107 | ||
56 | 2023.08.17 01:40 | modify | 17 | 0.10 | 0.65507 | 0.65470 | 0.63107 | ||
57 | 2023.08.25 04:00 | close | 17 | 0.10 | 0.64112 | 0.65470 | 0.63107 | 141.12 | 10836.95 |
58 | 2023.08.25 04:00 | buy | 18 | 0.10 | 0.64112 | 0.00000 | 0.00000 | ||
59 | 2023.08.25 04:00 | modify | 18 | 0.10 | 0.64112 | 0.00000 | 0.66512 | ||
60 | 2023.08.25 08:00 | close | 18 | 0.10 | 0.64168 | 0.00000 | 0.66512 | 5.60 | 10842.55 |
61 | 2023.08.25 08:00 | sell | 19 | 0.10 | 0.64168 | 0.00000 | 0.00000 | ||
62 | 2023.08.25 08:00 | modify | 19 | 0.10 | 0.64168 | 0.00000 | 0.61768 | ||
63 | 2023.09.05 08:00 | close | 19 | 0.10 | 0.63794 | 0.00000 | 0.61768 | 38.37 | 10880.92 |
64 | 2023.09.05 08:00 | buy | 20 | 0.10 | 0.63794 | 0.00000 | 0.00000 | ||
65 | 2023.09.05 08:00 | modify | 20 | 0.10 | 0.63794 | 0.00000 | 0.66194 | ||
66 | 2023.10.05 04:00 | close | 20 | 0.10 | 0.63726 | 0.00000 | 0.66194 | -16.78 | 10864.14 |
67 | 2023.10.05 04:00 | sell | 21 | 0.10 | 0.63726 | 0.00000 | 0.00000 | ||
68 | 2023.10.05 04:00 | modify | 21 | 0.10 | 0.63726 | 0.00000 | 0.61326 | ||
69 | 2023.10.05 08:00 | close | 21 | 0.10 | 0.63430 | 0.00000 | 0.61326 | 29.60 | 10893.74 |
70 | 2023.10.05 08:00 | buy | 22 | 0.10 | 0.63430 | 0.00000 | 0.00000 | ||
71 | 2023.10.05 08:00 | modify | 22 | 0.10 | 0.63430 | 0.00000 | 0.65830 | ||
72 | 2023.10.25 04:00 | close | 22 | 0.10 | 0.63805 | 0.00000 | 0.65830 | 31.89 | 10925.63 |
73 | 2023.10.25 04:00 | sell | 23 | 0.10 | 0.63805 | 0.00000 | 0.00000 | ||
74 | 2023.10.25 04:00 | modify | 23 | 0.10 | 0.63805 | 0.00000 | 0.61405 | ||
75 | 2023.10.25 08:00 | close | 23 | 0.10 | 0.63593 | 0.00000 | 0.61405 | 21.20 | 10946.83 |
76 | 2023.10.25 08:00 | buy | 24 | 0.10 | 0.63593 | 0.00000 | 0.00000 | ||
77 | 2023.10.25 08:00 | modify | 24 | 0.10 | 0.63593 | 0.00000 | 0.65993 | ||
78 | 2023.11.15 13:15 | modify | 24 | 0.10 | 0.63593 | 0.63618 | 0.65993 | ||
79 | 2023.11.21 03:30 | modify | 24 | 0.10 | 0.63593 | 0.64021 | 0.65993 | ||
80 | 2023.11.27 08:40 | t/p | 24 | 0.10 | 0.65993 | 0.64021 | 0.65993 | 229.71 | 11176.53 |
81 | 2023.12.05 04:00 | buy | 25 | 0.10 | 0.65783 | 0.00000 | 0.00000 | ||
82 | 2023.12.05 04:00 | modify | 25 | 0.10 | 0.65783 | 0.00000 | 0.68183 | ||
83 | 2023.12.08 08:00 | close | 25 | 0.10 | 0.66091 | 0.00000 | 0.68183 | 29.24 | 11205.78 |
84 | 2023.12.08 08:00 | sell | 26 | 0.10 | 0.66091 | 0.00000 | 0.00000 | ||
85 | 2023.12.08 08:00 | modify | 26 | 0.10 | 0.66091 | 0.00000 | 0.63691 | ||
86 | 2023.12.13 04:00 | close | 26 | 0.10 | 0.65551 | 0.00000 | 0.63691 | 54.32 | 11260.10 |
87 | 2023.12.13 04:00 | buy | 27 | 0.10 | 0.65551 | 0.00000 | 0.00000 | ||
88 | 2023.12.13 04:00 | modify | 27 | 0.10 | 0.65551 | 0.00000 | 0.67951 | ||
89 | 2023.12.19 12:30 | modify | 27 | 0.10 | 0.65551 | 0.65571 | 0.67951 | ||
90 | 2023.12.20 15:05 | modify | 27 | 0.10 | 0.65551 | 0.65973 | 0.67951 | ||
91 | 2023.12.21 16:40 | t/p | 27 | 0.10 | 0.67951 | 0.65973 | 0.67951 | 236.88 | 11496.98 |
92 | 2024.01.24 08:00 | sell | 28 | 0.10 | 0.65845 | 0.00000 | 0.00000 | ||
93 | 2024.01.24 08:00 | modify | 28 | 0.10 | 0.65845 | 0.00000 | 0.63445 | ||
94 | 2024.01.31 04:00 | close | 28 | 0.10 | 0.65716 | 0.00000 | 0.63445 | 13.66 | 11510.64 |
95 | 2024.01.31 04:00 | buy | 29 | 0.10 | 0.65716 | 0.00000 | 0.00000 | ||
96 | 2024.01.31 04:00 | modify | 29 | 0.10 | 0.65716 | 0.00000 | 0.68116 | ||
97 | 2024.02.02 04:00 | close | 29 | 0.10 | 0.65943 | 0.00000 | 0.68116 | 21.45 | 11532.09 |
98 | 2024.02.02 04:00 | sell | 30 | 0.10 | 0.65943 | 0.00000 | 0.00000 | ||
99 | 2024.02.02 04:00 | modify | 30 | 0.10 | 0.65943 | 0.00000 | 0.63543 | ||
100 | 2024.02.29 23:59 | close at stop | 30 | 0.10 | 0.65613 | 0.00000 | 0.63543 | 35.92 | 11568.01 |