Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (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=14; ServerMinFrom1=30; ServerHourTo1=23; ServerMinTo1=0; TW1MAHelp="------------------------------------"; MAPeriod1=74; MAOffset1=16; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=230; StopLoss1=240; TrailingStop1=230; TrailingStep1=10; 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 | 2614 | Ticks modelled | 79380 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1559.79 | Gross profit | 1897.24 | Gross loss | -337.45 |
Profit factor | 5.62 | Expected payoff | 39.99 | ||
Absolute drawdown | 4.15 | Maximal drawdown | 282.29 (2.63%) | Relative drawdown | 2.63% (282.29) |
Total trades | 39 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 22 (86.36%) |
Profit trades (% of total) | 31 (79.49%) | Loss trades (% of total) | 8 (20.51%) | ||
Largest | profit trade | 154.76 | loss trade | -190.08 | |
Average | profit trade | 61.20 | loss trade | -42.18 | |
Maximum | consecutive wins (profit in money) | 8 (674.29) | consecutive losses (loss in money) | 1 (-190.08) | |
Maximal | consecutive profit (count of wins) | 674.29 (8) | consecutive loss (count of losses) | -190.08 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.04 16:00 | buy | 1 | 0.10 | 89.330 | 0.000 | 0.000 | ||
2 | 2023.05.04 16:00 | modify | 1 | 0.10 | 89.330 | 86.930 | 91.630 | ||
3 | 2023.05.08 07:40 | t/p | 1 | 0.10 | 91.630 | 86.930 | 91.630 | 147.64 | 10147.64 |
4 | 2023.05.11 16:00 | buy | 2 | 0.10 | 90.018 | 0.000 | 0.000 | ||
5 | 2023.05.11 16:00 | modify | 2 | 0.10 | 90.018 | 87.618 | 92.318 | ||
6 | 2023.05.11 20:00 | close | 2 | 0.10 | 90.168 | 87.618 | 92.318 | 9.59 | 10157.23 |
7 | 2023.05.11 20:00 | sell | 3 | 0.10 | 90.168 | 0.000 | 0.000 | ||
8 | 2023.05.11 20:00 | modify | 3 | 0.10 | 90.168 | 92.568 | 87.868 | ||
9 | 2023.05.24 16:00 | close | 3 | 0.10 | 91.026 | 92.568 | 87.868 | -66.37 | 10090.86 |
10 | 2023.05.24 16:00 | buy | 4 | 0.10 | 91.026 | 0.000 | 0.000 | ||
11 | 2023.05.24 16:00 | modify | 4 | 0.10 | 91.026 | 88.626 | 93.326 | ||
12 | 2023.05.24 20:00 | close | 4 | 0.10 | 91.100 | 88.626 | 93.326 | 4.73 | 10095.59 |
13 | 2023.05.24 20:00 | sell | 5 | 0.10 | 91.100 | 0.000 | 0.000 | ||
14 | 2023.05.24 20:00 | modify | 5 | 0.10 | 91.100 | 93.500 | 88.800 | ||
15 | 2023.05.30 16:00 | close | 5 | 0.10 | 91.091 | 93.500 | 88.800 | -5.72 | 10089.87 |
16 | 2023.05.30 16:00 | buy | 6 | 0.10 | 91.091 | 0.000 | 0.000 | ||
17 | 2023.05.30 16:00 | modify | 6 | 0.10 | 91.091 | 88.691 | 93.391 | ||
18 | 2023.06.07 10:40 | t/p | 6 | 0.10 | 93.391 | 88.691 | 93.391 | 149.58 | 10239.45 |
19 | 2023.06.29 16:00 | sell | 7 | 0.10 | 95.981 | 0.000 | 0.000 | ||
20 | 2023.06.29 16:00 | modify | 7 | 0.10 | 95.981 | 98.381 | 93.681 | ||
21 | 2023.07.11 08:40 | t/p | 7 | 0.10 | 93.681 | 98.381 | 93.681 | 136.48 | 10375.93 |
22 | 2023.07.20 16:00 | buy | 8 | 0.10 | 95.176 | 0.000 | 0.000 | ||
23 | 2023.07.20 16:00 | modify | 8 | 0.10 | 95.176 | 92.776 | 97.476 | ||
24 | 2023.07.26 16:00 | close | 8 | 0.10 | 94.842 | 92.776 | 97.476 | -20.06 | 10355.87 |
25 | 2023.07.26 16:00 | sell | 9 | 0.10 | 94.842 | 0.000 | 0.000 | ||
26 | 2023.07.26 16:00 | modify | 9 | 0.10 | 94.842 | 97.242 | 92.542 | ||
27 | 2023.07.27 20:00 | close | 9 | 0.10 | 93.233 | 97.242 | 92.542 | 99.67 | 10455.55 |
28 | 2023.07.27 20:00 | buy | 10 | 0.10 | 93.233 | 0.000 | 0.000 | ||
29 | 2023.07.27 20:00 | modify | 10 | 0.10 | 93.233 | 90.833 | 95.533 | ||
30 | 2023.07.31 13:20 | t/p | 10 | 0.10 | 95.533 | 90.833 | 95.533 | 147.64 | 10603.19 |
31 | 2023.08.01 20:00 | sell | 11 | 0.10 | 94.812 | 0.000 | 0.000 | ||
32 | 2023.08.01 20:00 | modify | 11 | 0.10 | 94.812 | 97.212 | 92.512 | ||
33 | 2023.08.11 16:00 | close | 11 | 0.10 | 94.122 | 97.212 | 92.512 | 31.50 | 10634.69 |
34 | 2023.08.11 16:00 | buy | 12 | 0.10 | 94.122 | 0.000 | 0.000 | ||
35 | 2023.08.11 16:00 | modify | 12 | 0.10 | 94.122 | 91.722 | 96.422 | ||
36 | 2023.08.16 20:00 | close | 12 | 0.10 | 93.986 | 91.722 | 96.422 | -7.72 | 10626.97 |
37 | 2023.08.16 20:00 | sell | 13 | 0.10 | 93.986 | 0.000 | 0.000 | ||
38 | 2023.08.16 20:00 | modify | 13 | 0.10 | 93.986 | 96.386 | 91.686 | ||
39 | 2023.08.22 16:00 | close | 13 | 0.10 | 93.685 | 96.386 | 91.686 | 12.94 | 10639.91 |
40 | 2023.08.22 16:00 | buy | 14 | 0.10 | 93.685 | 0.000 | 0.000 | ||
41 | 2023.08.22 16:00 | modify | 14 | 0.10 | 93.685 | 91.285 | 95.985 | ||
42 | 2023.08.23 20:00 | close | 14 | 0.10 | 93.763 | 91.285 | 95.985 | 5.30 | 10645.21 |
43 | 2023.08.23 20:00 | sell | 15 | 0.10 | 93.763 | 0.000 | 0.000 | ||
44 | 2023.08.23 20:00 | modify | 15 | 0.10 | 93.763 | 96.163 | 91.463 | ||
45 | 2023.08.24 16:00 | close | 15 | 0.10 | 93.672 | 96.163 | 91.463 | 2.66 | 10647.88 |
46 | 2023.08.24 16:00 | buy | 16 | 0.10 | 93.672 | 0.000 | 0.000 | ||
47 | 2023.08.24 16:00 | modify | 16 | 0.10 | 93.672 | 91.272 | 95.972 | ||
48 | 2023.08.25 20:00 | close | 16 | 0.10 | 93.864 | 91.272 | 95.972 | 12.59 | 10660.47 |
49 | 2023.08.25 20:00 | sell | 17 | 0.10 | 93.864 | 0.000 | 0.000 | ||
50 | 2023.08.25 20:00 | modify | 17 | 0.10 | 93.864 | 96.264 | 91.564 | ||
51 | 2023.09.29 02:10 | s/l | 17 | 0.10 | 96.264 | 96.264 | 91.564 | -190.08 | 10470.39 |
52 | 2023.10.06 20:00 | sell | 18 | 0.10 | 95.381 | 0.000 | 0.000 | ||
53 | 2023.10.06 20:00 | modify | 18 | 0.10 | 95.381 | 97.781 | 93.081 | ||
54 | 2023.10.12 16:00 | close | 18 | 0.10 | 94.848 | 97.781 | 93.081 | 27.77 | 10498.16 |
55 | 2023.10.12 16:00 | buy | 19 | 0.10 | 94.848 | 0.000 | 0.000 | ||
56 | 2023.10.12 16:00 | modify | 19 | 0.10 | 94.848 | 92.448 | 97.148 | ||
57 | 2023.10.17 16:00 | close | 19 | 0.10 | 95.457 | 92.448 | 97.148 | 39.89 | 10538.05 |
58 | 2023.10.17 16:00 | sell | 20 | 0.10 | 95.457 | 0.000 | 0.000 | ||
59 | 2023.10.17 16:00 | modify | 20 | 0.10 | 95.457 | 97.857 | 93.157 | ||
60 | 2023.10.18 16:00 | close | 20 | 0.10 | 94.964 | 97.857 | 93.157 | 30.45 | 10568.50 |
61 | 2023.10.18 16:00 | buy | 21 | 0.10 | 94.964 | 0.000 | 0.000 | ||
62 | 2023.10.18 16:00 | modify | 21 | 0.10 | 94.964 | 92.564 | 97.264 | ||
63 | 2023.10.23 16:00 | close | 21 | 0.10 | 94.902 | 92.564 | 97.264 | -2.34 | 10566.16 |
64 | 2023.10.23 16:00 | sell | 22 | 0.10 | 94.902 | 0.000 | 0.000 | ||
65 | 2023.10.23 16:00 | modify | 22 | 0.10 | 94.902 | 97.302 | 92.602 | ||
66 | 2023.10.23 20:00 | close | 22 | 0.10 | 94.787 | 97.302 | 92.602 | 7.34 | 10573.50 |
67 | 2023.10.23 20:00 | buy | 23 | 0.10 | 94.787 | 0.000 | 0.000 | ||
68 | 2023.10.23 20:00 | modify | 23 | 0.10 | 94.787 | 92.387 | 97.087 | ||
69 | 2023.10.26 20:00 | close | 23 | 0.10 | 95.014 | 92.387 | 97.087 | 16.12 | 10589.62 |
70 | 2023.10.26 20:00 | sell | 24 | 0.10 | 95.014 | 0.000 | 0.000 | ||
71 | 2023.10.26 20:00 | modify | 24 | 0.10 | 95.014 | 97.414 | 92.714 | ||
72 | 2023.10.27 20:00 | close | 24 | 0.10 | 94.788 | 97.414 | 92.714 | 13.39 | 10603.01 |
73 | 2023.10.27 20:00 | buy | 25 | 0.10 | 94.788 | 0.000 | 0.000 | ||
74 | 2023.10.27 20:00 | modify | 25 | 0.10 | 94.788 | 92.388 | 97.088 | ||
75 | 2023.11.03 12:40 | t/p | 25 | 0.10 | 97.088 | 92.388 | 97.088 | 149.26 | 10752.27 |
76 | 2023.11.21 16:00 | buy | 26 | 0.10 | 97.013 | 0.000 | 0.000 | ||
77 | 2023.11.21 16:00 | modify | 26 | 0.10 | 97.013 | 94.613 | 99.313 | ||
78 | 2023.11.21 20:00 | close | 26 | 0.10 | 97.259 | 94.613 | 99.313 | 15.73 | 10768.00 |
79 | 2023.11.21 20:00 | sell | 27 | 0.10 | 97.259 | 0.000 | 0.000 | ||
80 | 2023.11.21 20:00 | modify | 27 | 0.10 | 97.259 | 99.659 | 94.959 | ||
81 | 2023.12.07 15:40 | t/p | 27 | 0.10 | 94.959 | 99.659 | 94.959 | 128.09 | 10896.09 |
82 | 2023.12.29 20:00 | buy | 28 | 0.10 | 96.129 | 0.000 | 0.000 | ||
83 | 2023.12.29 20:00 | modify | 28 | 0.10 | 96.129 | 93.729 | 98.429 | ||
84 | 2024.01.03 16:00 | close | 28 | 0.10 | 96.381 | 93.729 | 98.429 | 17.07 | 10913.16 |
85 | 2024.01.03 16:00 | sell | 29 | 0.10 | 96.381 | 0.000 | 0.000 | ||
86 | 2024.01.03 16:00 | modify | 29 | 0.10 | 96.381 | 98.781 | 94.081 | ||
87 | 2024.01.08 16:00 | close | 29 | 0.10 | 96.597 | 98.781 | 94.081 | -19.05 | 10894.10 |
88 | 2024.01.08 16:00 | buy | 30 | 0.10 | 96.597 | 0.000 | 0.000 | ||
89 | 2024.01.08 16:00 | modify | 30 | 0.10 | 96.597 | 94.197 | 98.897 | ||
90 | 2024.01.08 20:00 | close | 30 | 0.10 | 96.871 | 94.197 | 98.897 | 17.51 | 10911.61 |
91 | 2024.01.08 20:00 | sell | 31 | 0.10 | 96.871 | 0.000 | 0.000 | ||
92 | 2024.01.08 20:00 | modify | 31 | 0.10 | 96.871 | 99.271 | 94.571 | ||
93 | 2024.01.24 16:00 | close | 31 | 0.10 | 97.017 | 99.271 | 94.571 | -26.11 | 10885.50 |
94 | 2024.01.24 16:00 | buy | 32 | 0.10 | 97.017 | 0.000 | 0.000 | ||
95 | 2024.01.24 16:00 | modify | 32 | 0.10 | 97.017 | 94.617 | 99.317 | ||
96 | 2024.01.25 20:00 | close | 32 | 0.10 | 97.283 | 94.617 | 99.317 | 17.97 | 10903.48 |
97 | 2024.01.25 20:00 | sell | 33 | 0.10 | 97.283 | 0.000 | 0.000 | ||
98 | 2024.01.25 20:00 | modify | 33 | 0.10 | 97.283 | 99.683 | 94.983 | ||
99 | 2024.01.31 16:00 | close | 33 | 0.10 | 96.677 | 99.683 | 94.983 | 34.52 | 10938.00 |
100 | 2024.01.31 16:00 | buy | 34 | 0.10 | 96.677 | 0.000 | 0.000 | ||
101 | 2024.01.31 16:00 | modify | 34 | 0.10 | 96.677 | 94.277 | 98.977 | ||
102 | 2024.02.22 08:30 | t/p | 34 | 0.10 | 98.977 | 94.277 | 98.977 | 154.76 | 11092.76 |
103 | 2024.02.28 20:00 | buy | 35 | 0.10 | 97.878 | 0.000 | 0.000 | ||
104 | 2024.02.28 20:00 | modify | 35 | 0.10 | 97.878 | 95.478 | 100.178 | ||
105 | 2024.03.15 16:00 | close | 35 | 0.10 | 97.946 | 95.478 | 100.178 | 10.18 | 11102.93 |
106 | 2024.03.15 16:00 | sell | 36 | 0.10 | 97.946 | 0.000 | 0.000 | ||
107 | 2024.03.15 16:00 | modify | 36 | 0.10 | 97.946 | 100.346 | 95.646 | ||
108 | 2024.03.15 20:00 | close | 36 | 0.10 | 97.834 | 100.346 | 95.646 | 7.16 | 11110.09 |
109 | 2024.03.15 20:00 | buy | 37 | 0.10 | 97.834 | 0.000 | 0.000 | ||
110 | 2024.03.15 20:00 | modify | 37 | 0.10 | 97.834 | 95.434 | 100.134 | ||
111 | 2024.03.21 07:40 | t/p | 37 | 0.10 | 100.134 | 95.434 | 100.134 | 148.93 | 11259.03 |
112 | 2024.04.01 16:00 | buy | 38 | 0.10 | 98.388 | 0.000 | 0.000 | ||
113 | 2024.04.01 16:00 | modify | 38 | 0.10 | 98.388 | 95.988 | 100.688 | ||
114 | 2024.04.09 12:40 | t/p | 38 | 0.10 | 100.688 | 95.988 | 100.688 | 149.57 | 11408.59 |
115 | 2024.04.12 16:00 | buy | 39 | 0.10 | 99.198 | 0.000 | 0.000 | ||
116 | 2024.04.12 16:00 | modify | 39 | 0.10 | 99.198 | 96.798 | 101.498 | ||
117 | 2024.04.25 06:40 | t/p | 39 | 0.10 | 101.498 | 96.798 | 101.498 | 151.20 | 11559.79 |