Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
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=18; ServerMinFrom1=0; ServerHourTo1=21; ServerMinTo1=15; TW1MAHelp="------------------------------------"; MAPeriod1=43; MAOffset1=12; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=240; StopLoss1=0; TrailingStop1=180; TrailingStep1=50; 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 | 157303 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1564.36 | Gross profit | 1632.02 | Gross loss | -67.66 |
Profit factor | 24.12 | Expected payoff | 43.45 | ||
Absolute drawdown | 114.05 | Maximal drawdown | 258.45 (2.47%) | Relative drawdown | 2.47% (258.45) |
Total trades | 36 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 19 (89.47%) |
Profit trades (% of total) | 31 (86.11%) | Loss trades (% of total) | 5 (13.89%) | ||
Largest | profit trade | 170.51 | loss trade | -42.54 | |
Average | profit trade | 52.65 | loss trade | -13.53 | |
Maximum | consecutive wins (profit in money) | 10 (699.15) | consecutive losses (loss in money) | 2 (-66.27) | |
Maximal | consecutive profit (count of wins) | 699.15 (10) | consecutive loss (count of losses) | -66.27 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 21:00 | buy | 1 | 0.10 | 90.966 | 0.000 | 0.000 | ||
2 | 2023.05.02 21:00 | modify | 1 | 0.10 | 90.966 | 0.000 | 93.366 | ||
3 | 2023.06.06 04:45 | modify | 1 | 0.10 | 90.966 | 91.146 | 93.366 | ||
4 | 2023.06.07 10:45 | t/p | 1 | 0.10 | 93.366 | 91.146 | 93.366 | 165.00 | 10165.00 |
5 | 2023.06.21 19:00 | sell | 2 | 0.10 | 96.434 | 0.000 | 0.000 | ||
6 | 2023.06.21 19:00 | modify | 2 | 0.10 | 96.434 | 0.000 | 94.034 | ||
7 | 2023.06.21 20:00 | close | 2 | 0.10 | 96.407 | 0.000 | 94.034 | 1.73 | 10166.73 |
8 | 2023.06.21 20:00 | buy | 3 | 0.10 | 96.407 | 0.000 | 0.000 | ||
9 | 2023.06.21 20:00 | modify | 3 | 0.10 | 96.407 | 0.000 | 98.807 | ||
10 | 2023.06.21 21:00 | close | 3 | 0.10 | 96.408 | 0.000 | 98.807 | 0.06 | 10166.79 |
11 | 2023.06.21 21:00 | sell | 4 | 0.10 | 96.408 | 0.000 | 0.000 | ||
12 | 2023.06.21 21:00 | modify | 4 | 0.10 | 96.408 | 0.000 | 94.008 | ||
13 | 2023.07.10 07:20 | modify | 4 | 0.10 | 96.408 | 96.320 | 94.008 | ||
14 | 2023.07.11 07:20 | t/p | 4 | 0.10 | 94.008 | 96.320 | 94.008 | 132.36 | 10299.16 |
15 | 2023.07.12 18:00 | buy | 5 | 0.10 | 93.933 | 0.000 | 0.000 | ||
16 | 2023.07.12 18:00 | modify | 5 | 0.10 | 93.933 | 0.000 | 96.333 | ||
17 | 2023.07.12 19:00 | close | 5 | 0.10 | 93.951 | 0.000 | 96.333 | 1.15 | 10300.31 |
18 | 2023.07.12 19:00 | sell | 6 | 0.10 | 93.951 | 0.000 | 0.000 | ||
19 | 2023.07.12 19:00 | modify | 6 | 0.10 | 93.951 | 0.000 | 91.551 | ||
20 | 2023.07.12 21:00 | close | 6 | 0.10 | 93.842 | 0.000 | 91.551 | 6.96 | 10307.27 |
21 | 2023.07.12 21:00 | buy | 7 | 0.10 | 93.842 | 0.000 | 0.000 | ||
22 | 2023.07.12 21:00 | modify | 7 | 0.10 | 93.842 | 0.000 | 96.242 | ||
23 | 2023.07.18 20:00 | close | 7 | 0.10 | 94.635 | 0.000 | 96.242 | 52.61 | 10359.88 |
24 | 2023.07.18 20:00 | sell | 8 | 0.10 | 94.635 | 0.000 | 0.000 | ||
25 | 2023.07.18 20:00 | modify | 8 | 0.10 | 94.635 | 0.000 | 92.235 | ||
26 | 2023.07.18 21:00 | close | 8 | 0.10 | 94.569 | 0.000 | 92.235 | 4.21 | 10364.09 |
27 | 2023.07.18 21:00 | buy | 9 | 0.10 | 94.569 | 0.000 | 0.000 | ||
28 | 2023.07.18 21:00 | modify | 9 | 0.10 | 94.569 | 0.000 | 96.969 | ||
29 | 2023.07.19 19:00 | close | 9 | 0.10 | 94.596 | 0.000 | 96.969 | 2.05 | 10366.14 |
30 | 2023.07.19 19:00 | sell | 10 | 0.10 | 94.596 | 0.000 | 0.000 | ||
31 | 2023.07.19 19:00 | modify | 10 | 0.10 | 94.596 | 0.000 | 92.196 | ||
32 | 2023.07.19 21:00 | close | 10 | 0.10 | 94.398 | 0.000 | 92.196 | 12.65 | 10378.79 |
33 | 2023.07.19 21:00 | buy | 11 | 0.10 | 94.398 | 0.000 | 0.000 | ||
34 | 2023.07.19 21:00 | modify | 11 | 0.10 | 94.398 | 0.000 | 96.798 | ||
35 | 2023.08.08 18:00 | close | 11 | 0.10 | 93.631 | 0.000 | 96.798 | -42.54 | 10336.25 |
36 | 2023.08.08 18:00 | sell | 12 | 0.10 | 93.631 | 0.000 | 0.000 | ||
37 | 2023.08.08 18:00 | modify | 12 | 0.10 | 93.631 | 0.000 | 91.231 | ||
38 | 2023.08.24 19:00 | close | 12 | 0.10 | 93.707 | 0.000 | 91.231 | -23.74 | 10312.52 |
39 | 2023.08.24 19:00 | buy | 13 | 0.10 | 93.707 | 0.000 | 0.000 | ||
40 | 2023.08.24 19:00 | modify | 13 | 0.10 | 93.707 | 0.000 | 96.107 | ||
41 | 2023.09.06 20:00 | close | 13 | 0.10 | 94.215 | 0.000 | 96.107 | 36.02 | 10348.54 |
42 | 2023.09.06 20:00 | sell | 14 | 0.10 | 94.215 | 0.000 | 0.000 | ||
43 | 2023.09.06 20:00 | modify | 14 | 0.10 | 94.215 | 0.000 | 91.815 | ||
44 | 2023.09.10 21:00 | close | 14 | 0.10 | 93.886 | 0.000 | 91.815 | 16.82 | 10365.36 |
45 | 2023.09.10 21:00 | buy | 15 | 0.10 | 93.886 | 0.000 | 0.000 | ||
46 | 2023.09.10 21:00 | modify | 15 | 0.10 | 93.886 | 0.000 | 96.286 | ||
47 | 2023.09.20 07:50 | modify | 15 | 0.10 | 93.886 | 93.918 | 96.286 | ||
48 | 2023.09.29 01:50 | modify | 15 | 0.10 | 93.886 | 94.427 | 96.286 | ||
49 | 2023.09.29 02:15 | t/p | 15 | 0.10 | 96.286 | 94.427 | 96.286 | 160.16 | 10525.52 |
50 | 2023.10.18 18:00 | sell | 16 | 0.10 | 95.116 | 0.000 | 0.000 | ||
51 | 2023.10.18 18:00 | modify | 16 | 0.10 | 95.116 | 0.000 | 92.716 | ||
52 | 2023.10.18 19:00 | close | 16 | 0.10 | 95.018 | 0.000 | 92.716 | 6.26 | 10531.78 |
53 | 2023.10.18 19:00 | buy | 17 | 0.10 | 95.018 | 0.000 | 0.000 | ||
54 | 2023.10.18 19:00 | modify | 17 | 0.10 | 95.018 | 0.000 | 97.418 | ||
55 | 2023.10.26 18:00 | close | 17 | 0.10 | 95.114 | 0.000 | 97.418 | 9.38 | 10541.15 |
56 | 2023.10.26 18:00 | sell | 18 | 0.10 | 95.114 | 0.000 | 0.000 | ||
57 | 2023.10.26 18:00 | modify | 18 | 0.10 | 95.114 | 0.000 | 92.714 | ||
58 | 2023.10.27 18:00 | close | 18 | 0.10 | 94.784 | 0.000 | 92.714 | 20.04 | 10561.20 |
59 | 2023.10.27 18:00 | buy | 19 | 0.10 | 94.784 | 0.000 | 0.000 | ||
60 | 2023.10.27 18:00 | modify | 19 | 0.10 | 94.784 | 0.000 | 97.184 | ||
61 | 2023.11.01 22:10 | modify | 19 | 0.10 | 94.784 | 94.787 | 97.184 | ||
62 | 2023.11.03 12:50 | modify | 19 | 0.10 | 94.784 | 95.361 | 97.184 | ||
63 | 2023.11.03 14:07 | t/p | 19 | 0.10 | 97.184 | 95.361 | 97.184 | 155.63 | 10716.82 |
64 | 2023.11.09 19:00 | buy | 20 | 0.10 | 96.711 | 0.000 | 0.000 | ||
65 | 2023.11.09 19:00 | modify | 20 | 0.10 | 96.711 | 0.000 | 99.111 | ||
66 | 2023.11.15 16:15 | modify | 20 | 0.10 | 96.711 | 96.719 | 99.111 | ||
67 | 2023.11.30 18:00 | close | 20 | 0.10 | 97.890 | 96.719 | 99.111 | 82.13 | 10798.95 |
68 | 2023.11.30 18:00 | sell | 21 | 0.10 | 97.890 | 0.000 | 0.000 | ||
69 | 2023.11.30 18:00 | modify | 21 | 0.10 | 97.890 | 0.000 | 95.490 | ||
70 | 2023.12.07 02:20 | modify | 21 | 0.10 | 97.890 | 97.842 | 95.490 | ||
71 | 2023.12.07 07:50 | modify | 21 | 0.10 | 97.890 | 97.334 | 95.490 | ||
72 | 2023.12.07 08:15 | t/p | 21 | 0.10 | 95.490 | 97.334 | 95.490 | 146.00 | 10944.95 |
73 | 2023.12.20 21:00 | buy | 22 | 0.10 | 96.701 | 0.000 | 0.000 | ||
74 | 2023.12.20 21:00 | modify | 22 | 0.10 | 96.701 | 0.000 | 99.101 | ||
75 | 2024.01.23 21:00 | close | 22 | 0.10 | 97.573 | 0.000 | 99.101 | 66.72 | 11011.67 |
76 | 2024.01.23 21:00 | sell | 23 | 0.10 | 97.573 | 0.000 | 0.000 | ||
77 | 2024.01.23 21:00 | modify | 23 | 0.10 | 97.573 | 0.000 | 95.173 | ||
78 | 2024.01.30 21:00 | close | 23 | 0.10 | 97.465 | 0.000 | 95.173 | -0.44 | 11011.23 |
79 | 2024.01.30 21:00 | buy | 24 | 0.10 | 97.465 | 0.000 | 0.000 | ||
80 | 2024.01.30 21:00 | modify | 24 | 0.10 | 97.465 | 0.000 | 99.865 | ||
81 | 2024.03.20 18:20 | modify | 24 | 0.10 | 97.465 | 97.513 | 99.865 | ||
82 | 2024.03.21 04:45 | modify | 24 | 0.10 | 97.465 | 98.036 | 99.865 | ||
83 | 2024.03.21 05:10 | t/p | 24 | 0.10 | 99.865 | 98.036 | 99.865 | 170.51 | 11181.74 |
84 | 2024.03.31 21:00 | buy | 25 | 0.10 | 98.524 | 0.000 | 0.000 | ||
85 | 2024.03.31 21:00 | modify | 25 | 0.10 | 98.524 | 0.000 | 100.924 | ||
86 | 2024.04.04 13:07 | modify | 25 | 0.10 | 98.524 | 98.529 | 100.924 | ||
87 | 2024.04.05 20:00 | close | 25 | 0.10 | 99.782 | 98.529 | 100.924 | 82.66 | 11264.40 |
88 | 2024.04.05 20:00 | sell | 26 | 0.10 | 99.782 | 0.000 | 0.000 | ||
89 | 2024.04.05 20:00 | modify | 26 | 0.10 | 99.782 | 0.000 | 97.382 | ||
90 | 2024.04.07 21:00 | close | 26 | 0.10 | 99.554 | 0.000 | 97.382 | 14.57 | 11278.97 |
91 | 2024.04.07 21:00 | buy | 27 | 0.10 | 99.554 | 0.000 | 0.000 | ||
92 | 2024.04.07 21:00 | modify | 27 | 0.10 | 99.554 | 0.000 | 101.954 | ||
93 | 2024.04.11 18:00 | close | 27 | 0.10 | 100.147 | 0.000 | 101.954 | 39.83 | 11318.80 |
94 | 2024.04.11 18:00 | sell | 28 | 0.10 | 100.147 | 0.000 | 0.000 | ||
95 | 2024.04.11 18:00 | modify | 28 | 0.10 | 100.147 | 0.000 | 97.747 | ||
96 | 2024.04.18 19:00 | close | 28 | 0.10 | 99.271 | 0.000 | 97.747 | 48.63 | 11367.43 |
97 | 2024.04.18 19:00 | buy | 29 | 0.10 | 99.271 | 0.000 | 0.000 | ||
98 | 2024.04.18 19:00 | modify | 29 | 0.10 | 99.271 | 0.000 | 101.671 | ||
99 | 2024.04.18 20:00 | close | 29 | 0.10 | 99.291 | 0.000 | 101.671 | 1.27 | 11368.70 |
100 | 2024.04.18 20:00 | sell | 30 | 0.10 | 99.291 | 0.000 | 0.000 | ||
101 | 2024.04.18 20:00 | modify | 30 | 0.10 | 99.291 | 0.000 | 96.891 | ||
102 | 2024.04.18 21:00 | close | 30 | 0.10 | 99.305 | 0.000 | 96.891 | -0.89 | 11367.81 |
103 | 2024.04.18 21:00 | buy | 31 | 0.10 | 99.305 | 0.000 | 0.000 | ||
104 | 2024.04.18 21:00 | modify | 31 | 0.10 | 99.305 | 0.000 | 101.705 | ||
105 | 2024.04.19 18:00 | close | 31 | 0.10 | 99.299 | 0.000 | 101.705 | -0.06 | 11367.75 |
106 | 2024.04.19 18:00 | sell | 32 | 0.10 | 99.299 | 0.000 | 0.000 | ||
107 | 2024.04.19 18:00 | modify | 32 | 0.10 | 99.299 | 0.000 | 96.899 | ||
108 | 2024.04.19 19:00 | close | 32 | 0.10 | 99.210 | 0.000 | 96.899 | 5.69 | 11373.44 |
109 | 2024.04.19 19:00 | buy | 33 | 0.10 | 99.210 | 0.000 | 0.000 | ||
110 | 2024.04.19 19:00 | modify | 33 | 0.10 | 99.210 | 0.000 | 101.610 | ||
111 | 2024.04.24 02:07 | modify | 33 | 0.10 | 99.210 | 99.216 | 101.610 | ||
112 | 2024.04.25 07:50 | modify | 33 | 0.10 | 99.210 | 99.749 | 101.610 | ||
113 | 2024.04.25 08:45 | t/p | 33 | 0.10 | 101.610 | 99.749 | 101.610 | 155.30 | 11528.74 |
114 | 2024.04.29 18:00 | sell | 34 | 0.10 | 102.532 | 0.000 | 0.000 | ||
115 | 2024.04.29 18:00 | modify | 34 | 0.10 | 102.532 | 0.000 | 100.132 | ||
116 | 2024.04.29 19:00 | close | 34 | 0.10 | 102.375 | 0.000 | 100.132 | 10.03 | 11538.77 |
117 | 2024.04.29 19:00 | buy | 35 | 0.10 | 102.375 | 0.000 | 0.000 | ||
118 | 2024.04.29 19:00 | modify | 35 | 0.10 | 102.375 | 0.000 | 104.775 | ||
119 | 2024.04.29 20:00 | close | 35 | 0.10 | 102.484 | 0.000 | 104.775 | 6.96 | 11545.73 |
120 | 2024.04.29 20:00 | sell | 36 | 0.10 | 102.484 | 0.000 | 0.000 | ||
121 | 2024.04.29 20:00 | modify | 36 | 0.10 | 102.484 | 0.000 | 100.084 | ||
122 | 2024.04.30 23:59 | close at stop | 36 | 0.10 | 102.176 | 0.000 | 100.084 | 18.62 | 11564.36 |