Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
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=13; ServerMinTo1=30; TW1MAHelp="------------------------------------"; MAPeriod1=41; MAOffset1=14; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=240; StopLoss1=0; TrailingStop1=0; 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 | 2604 | Ticks modelled | 78508 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1988.04 | Gross profit | 2118.26 | Gross loss | -130.21 |
Profit factor | 16.27 | Expected payoff | 52.32 | ||
Absolute drawdown | 20.20 | Maximal drawdown | 252.55 (2.34%) | Relative drawdown | 2.34% (252.55) |
Total trades | 38 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 19 (89.47%) |
Profit trades (% of total) | 34 (89.47%) | Loss trades (% of total) | 4 (10.53%) | ||
Largest | profit trade | 243.14 | loss trade | -51.95 | |
Average | profit trade | 62.30 | loss trade | -32.55 | |
Maximum | consecutive wins (profit in money) | 20 (1360.16) | consecutive losses (loss in money) | 2 (-68.42) | |
Maximal | consecutive profit (count of wins) | 1360.16 (20) | consecutive loss (count of losses) | -68.42 (2) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.04 12:00 | sell | 1 | 0.10 | 0.66878 | 0.00000 | 0.00000 | ||
2 | 2023.07.04 12:00 | modify | 1 | 0.10 | 0.66878 | 0.00000 | 0.64478 | ||
3 | 2023.07.10 08:00 | close | 1 | 0.10 | 0.66525 | 0.00000 | 0.64478 | 35.95 | 10035.95 |
4 | 2023.07.10 08:00 | buy | 2 | 0.10 | 0.66525 | 0.00000 | 0.00000 | ||
5 | 2023.07.10 08:00 | modify | 2 | 0.10 | 0.66525 | 0.00000 | 0.68925 | ||
6 | 2023.07.13 14:53 | t/p | 2 | 0.10 | 0.68925 | 0.00000 | 0.68925 | 238.44 | 10274.39 |
7 | 2023.07.21 00:00 | buy | 3 | 0.10 | 0.67809 | 0.00000 | 0.00000 | ||
8 | 2023.07.21 00:00 | modify | 3 | 0.10 | 0.67809 | 0.00000 | 0.70209 | ||
9 | 2023.07.27 04:00 | close | 3 | 0.10 | 0.68088 | 0.00000 | 0.70209 | 26.03 | 10300.42 |
10 | 2023.07.27 04:00 | sell | 4 | 0.10 | 0.68088 | 0.00000 | 0.00000 | ||
11 | 2023.07.27 04:00 | modify | 4 | 0.10 | 0.68088 | 0.00000 | 0.65688 | ||
12 | 2023.08.02 06:40 | t/p | 4 | 0.10 | 0.65688 | 0.00000 | 0.65688 | 240.43 | 10540.85 |
13 | 2023.08.28 04:00 | sell | 5 | 0.10 | 0.64294 | 0.00000 | 0.00000 | ||
14 | 2023.08.28 04:00 | modify | 5 | 0.10 | 0.64294 | 0.00000 | 0.61894 | ||
15 | 2023.08.28 08:00 | close | 5 | 0.10 | 0.64096 | 0.00000 | 0.61894 | 19.80 | 10560.65 |
16 | 2023.08.28 08:00 | buy | 6 | 0.10 | 0.64096 | 0.00000 | 0.00000 | ||
17 | 2023.08.28 08:00 | modify | 6 | 0.10 | 0.64096 | 0.00000 | 0.66496 | ||
18 | 2023.09.04 00:00 | close | 6 | 0.10 | 0.64515 | 0.00000 | 0.66496 | 39.72 | 10600.37 |
19 | 2023.09.04 00:00 | sell | 7 | 0.10 | 0.64515 | 0.00000 | 0.00000 | ||
20 | 2023.09.04 00:00 | modify | 7 | 0.10 | 0.64515 | 0.00000 | 0.62115 | ||
21 | 2023.09.05 04:00 | close | 7 | 0.10 | 0.64286 | 0.00000 | 0.62115 | 23.01 | 10623.38 |
22 | 2023.09.05 04:00 | buy | 8 | 0.10 | 0.64286 | 0.00000 | 0.00000 | ||
23 | 2023.09.05 04:00 | modify | 8 | 0.10 | 0.64286 | 0.00000 | 0.66686 | ||
24 | 2023.09.12 04:00 | close | 8 | 0.10 | 0.64352 | 0.00000 | 0.66686 | 4.42 | 10627.79 |
25 | 2023.09.12 04:00 | sell | 9 | 0.10 | 0.64352 | 0.00000 | 0.00000 | ||
26 | 2023.09.12 04:00 | modify | 9 | 0.10 | 0.64352 | 0.00000 | 0.61952 | ||
27 | 2023.09.12 12:00 | close | 9 | 0.10 | 0.64253 | 0.00000 | 0.61952 | 9.90 | 10637.69 |
28 | 2023.09.12 12:00 | buy | 10 | 0.10 | 0.64253 | 0.00000 | 0.00000 | ||
29 | 2023.09.12 12:00 | modify | 10 | 0.10 | 0.64253 | 0.00000 | 0.66653 | ||
30 | 2023.09.22 12:00 | close | 10 | 0.10 | 0.64511 | 0.00000 | 0.66653 | 22.06 | 10659.75 |
31 | 2023.09.22 12:00 | sell | 11 | 0.10 | 0.64511 | 0.00000 | 0.00000 | ||
32 | 2023.09.22 12:00 | modify | 11 | 0.10 | 0.64511 | 0.00000 | 0.62111 | ||
33 | 2023.09.25 04:00 | close | 11 | 0.10 | 0.64271 | 0.00000 | 0.62111 | 24.11 | 10683.86 |
34 | 2023.09.25 04:00 | buy | 12 | 0.10 | 0.64271 | 0.00000 | 0.00000 | ||
35 | 2023.09.25 04:00 | modify | 12 | 0.10 | 0.64271 | 0.00000 | 0.66671 | ||
36 | 2023.09.29 04:00 | close | 12 | 0.10 | 0.64567 | 0.00000 | 0.66671 | 27.73 | 10711.59 |
37 | 2023.09.29 04:00 | sell | 13 | 0.10 | 0.64567 | 0.00000 | 0.00000 | ||
38 | 2023.09.29 04:00 | modify | 13 | 0.10 | 0.64567 | 0.00000 | 0.62167 | ||
39 | 2023.10.02 04:00 | close | 13 | 0.10 | 0.64144 | 0.00000 | 0.62167 | 42.41 | 10753.99 |
40 | 2023.10.02 04:00 | buy | 14 | 0.10 | 0.64144 | 0.00000 | 0.00000 | ||
41 | 2023.10.02 04:00 | modify | 14 | 0.10 | 0.64144 | 0.00000 | 0.66544 | ||
42 | 2023.10.18 04:00 | close | 14 | 0.10 | 0.63749 | 0.00000 | 0.66544 | -44.49 | 10709.50 |
43 | 2023.10.18 04:00 | sell | 15 | 0.10 | 0.63749 | 0.00000 | 0.00000 | ||
44 | 2023.10.18 04:00 | modify | 15 | 0.10 | 0.63749 | 0.00000 | 0.61349 | ||
45 | 2023.10.18 12:00 | close | 15 | 0.10 | 0.63708 | 0.00000 | 0.61349 | 4.10 | 10713.60 |
46 | 2023.10.18 12:00 | buy | 16 | 0.10 | 0.63708 | 0.00000 | 0.00000 | ||
47 | 2023.10.18 12:00 | modify | 16 | 0.10 | 0.63708 | 0.00000 | 0.66108 | ||
48 | 2023.10.24 04:00 | close | 16 | 0.10 | 0.63562 | 0.00000 | 0.66108 | -16.47 | 10697.13 |
49 | 2023.10.24 04:00 | sell | 17 | 0.10 | 0.63562 | 0.00000 | 0.00000 | ||
50 | 2023.10.24 04:00 | modify | 17 | 0.10 | 0.63562 | 0.00000 | 0.61162 | ||
51 | 2023.11.09 04:00 | close | 17 | 0.10 | 0.64101 | 0.00000 | 0.61162 | -51.95 | 10645.18 |
52 | 2023.11.09 04:00 | buy | 18 | 0.10 | 0.64101 | 0.00000 | 0.00000 | ||
53 | 2023.11.09 04:00 | modify | 18 | 0.10 | 0.64101 | 0.00000 | 0.66501 | ||
54 | 2023.11.09 08:00 | close | 18 | 0.10 | 0.64145 | 0.00000 | 0.66501 | 4.40 | 10649.58 |
55 | 2023.11.09 08:00 | sell | 19 | 0.10 | 0.64145 | 0.00000 | 0.00000 | ||
56 | 2023.11.09 08:00 | modify | 19 | 0.10 | 0.64145 | 0.00000 | 0.61745 | ||
57 | 2023.11.09 12:00 | close | 19 | 0.10 | 0.64007 | 0.00000 | 0.61745 | 13.80 | 10663.38 |
58 | 2023.11.09 12:00 | buy | 20 | 0.10 | 0.64007 | 0.00000 | 0.00000 | ||
59 | 2023.11.09 12:00 | modify | 20 | 0.10 | 0.64007 | 0.00000 | 0.66407 | ||
60 | 2023.11.28 15:30 | t/p | 20 | 0.10 | 0.66407 | 0.00000 | 0.66407 | 234.70 | 10898.08 |
61 | 2023.12.05 04:00 | buy | 21 | 0.10 | 0.65783 | 0.00000 | 0.00000 | ||
62 | 2023.12.05 04:00 | modify | 21 | 0.10 | 0.65783 | 0.00000 | 0.68183 | ||
63 | 2023.12.22 14:30 | t/p | 21 | 0.10 | 0.68183 | 0.00000 | 0.68183 | 234.07 | 11132.15 |
64 | 2024.01.26 04:00 | sell | 22 | 0.10 | 0.65919 | 0.00000 | 0.00000 | ||
65 | 2024.01.26 04:00 | modify | 22 | 0.10 | 0.65919 | 0.00000 | 0.63519 | ||
66 | 2024.01.26 08:00 | close | 22 | 0.10 | 0.65853 | 0.00000 | 0.63519 | 6.60 | 11138.75 |
67 | 2024.01.26 08:00 | buy | 23 | 0.10 | 0.65853 | 0.00000 | 0.00000 | ||
68 | 2024.01.26 08:00 | modify | 23 | 0.10 | 0.65853 | 0.00000 | 0.68253 | ||
69 | 2024.01.26 12:00 | close | 23 | 0.10 | 0.65974 | 0.00000 | 0.68253 | 12.10 | 11150.85 |
70 | 2024.01.26 12:00 | sell | 24 | 0.10 | 0.65974 | 0.00000 | 0.00000 | ||
71 | 2024.01.26 12:00 | modify | 24 | 0.10 | 0.65974 | 0.00000 | 0.63574 | ||
72 | 2024.01.31 04:00 | close | 24 | 0.10 | 0.65716 | 0.00000 | 0.63574 | 26.12 | 11176.98 |
73 | 2024.01.31 04:00 | buy | 25 | 0.10 | 0.65716 | 0.00000 | 0.00000 | ||
74 | 2024.01.31 04:00 | modify | 25 | 0.10 | 0.65716 | 0.00000 | 0.68116 | ||
75 | 2024.02.02 04:00 | close | 25 | 0.10 | 0.65943 | 0.00000 | 0.68116 | 21.45 | 11198.43 |
76 | 2024.02.02 04:00 | sell | 26 | 0.10 | 0.65943 | 0.00000 | 0.00000 | ||
77 | 2024.02.02 04:00 | modify | 26 | 0.10 | 0.65943 | 0.00000 | 0.63543 | ||
78 | 2024.02.13 04:00 | close | 26 | 0.10 | 0.65208 | 0.00000 | 0.63543 | 74.47 | 11272.90 |
79 | 2024.02.13 04:00 | buy | 27 | 0.10 | 0.65208 | 0.00000 | 0.00000 | ||
80 | 2024.02.13 04:00 | modify | 27 | 0.10 | 0.65208 | 0.00000 | 0.67608 | ||
81 | 2024.03.21 04:00 | close | 27 | 0.10 | 0.66229 | 0.00000 | 0.67608 | 89.94 | 11362.84 |
82 | 2024.03.21 04:00 | sell | 28 | 0.10 | 0.66229 | 0.00000 | 0.00000 | ||
83 | 2024.03.21 04:00 | modify | 28 | 0.10 | 0.66229 | 0.00000 | 0.63829 | ||
84 | 2024.04.19 01:40 | t/p | 28 | 0.10 | 0.63829 | 0.00000 | 0.63829 | 243.14 | 11605.98 |
85 | 2024.05.01 04:00 | buy | 29 | 0.10 | 0.64704 | 0.00000 | 0.00000 | ||
86 | 2024.05.01 04:00 | modify | 29 | 0.10 | 0.64704 | 0.00000 | 0.67104 | ||
87 | 2024.05.16 00:40 | t/p | 29 | 0.10 | 0.67104 | 0.00000 | 0.67104 | 234.70 | 11840.67 |
88 | 2024.05.28 04:00 | sell | 30 | 0.10 | 0.66720 | 0.00000 | 0.00000 | ||
89 | 2024.05.28 04:00 | modify | 30 | 0.10 | 0.66720 | 0.00000 | 0.64320 | ||
90 | 2024.05.29 12:00 | close | 30 | 0.10 | 0.66327 | 0.00000 | 0.64320 | 39.41 | 11880.08 |
91 | 2024.05.29 12:00 | buy | 31 | 0.10 | 0.66327 | 0.00000 | 0.00000 | ||
92 | 2024.05.29 12:00 | modify | 31 | 0.10 | 0.66327 | 0.00000 | 0.68727 | ||
93 | 2024.05.31 12:00 | close | 31 | 0.10 | 0.66505 | 0.00000 | 0.68727 | 16.55 | 11896.64 |
94 | 2024.05.31 12:00 | sell | 32 | 0.10 | 0.66505 | 0.00000 | 0.00000 | ||
95 | 2024.05.31 12:00 | modify | 32 | 0.10 | 0.66505 | 0.00000 | 0.64105 | ||
96 | 2024.06.03 08:00 | close | 32 | 0.10 | 0.66359 | 0.00000 | 0.64105 | 14.71 | 11911.34 |
97 | 2024.06.03 08:00 | buy | 33 | 0.10 | 0.66359 | 0.00000 | 0.00000 | ||
98 | 2024.06.03 08:00 | modify | 33 | 0.10 | 0.66359 | 0.00000 | 0.68759 | ||
99 | 2024.06.03 12:00 | close | 33 | 0.10 | 0.66568 | 0.00000 | 0.68759 | 20.90 | 11932.24 |
100 | 2024.06.03 12:00 | sell | 34 | 0.10 | 0.66568 | 0.00000 | 0.00000 | ||
101 | 2024.06.03 12:00 | modify | 34 | 0.10 | 0.66568 | 0.00000 | 0.64168 | ||
102 | 2024.06.06 12:00 | close | 34 | 0.10 | 0.66404 | 0.00000 | 0.64168 | 16.94 | 11949.18 |
103 | 2024.06.06 12:00 | buy | 35 | 0.10 | 0.66404 | 0.00000 | 0.00000 | ||
104 | 2024.06.06 12:00 | modify | 35 | 0.10 | 0.66404 | 0.00000 | 0.68804 | ||
105 | 2024.06.24 08:00 | close | 35 | 0.10 | 0.66527 | 0.00000 | 0.68804 | 7.31 | 11956.49 |
106 | 2024.06.24 08:00 | sell | 36 | 0.10 | 0.66527 | 0.00000 | 0.00000 | ||
107 | 2024.06.24 08:00 | modify | 36 | 0.10 | 0.66527 | 0.00000 | 0.64127 | ||
108 | 2024.06.28 04:00 | close | 36 | 0.10 | 0.66289 | 0.00000 | 0.64127 | 24.45 | 11980.94 |
109 | 2024.06.28 04:00 | buy | 37 | 0.10 | 0.66289 | 0.00000 | 0.00000 | ||
110 | 2024.06.28 04:00 | modify | 37 | 0.10 | 0.66289 | 0.00000 | 0.68689 | ||
111 | 2024.06.28 12:00 | close | 37 | 0.10 | 0.66533 | 0.00000 | 0.68689 | 24.40 | 12005.34 |
112 | 2024.06.28 12:00 | sell | 38 | 0.10 | 0.66533 | 0.00000 | 0.00000 | ||
113 | 2024.06.28 12:00 | modify | 38 | 0.10 | 0.66533 | 0.00000 | 0.64133 | ||
114 | 2024.06.28 23:59 | close at stop | 38 | 0.10 | 0.66706 | 0.00000 | 0.64133 | -17.30 | 11988.04 |