Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Minute (M1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=154; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=24; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=3.6; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=80; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=50; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; | ||||
Bars in test | 373361 | Ticks modelled | 3704726 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -4997.50 | Gross profit | 24964.53 | Gross loss | -29962.03 |
Profit factor | 0.83 | Expected payoff | -72.43 | ||
Absolute drawdown | 4997.50 | Maximal drawdown | 22312.11 (81.69%) | Relative drawdown | 81.69% (22312.11) |
Total trades | 69 | Short positions (won %) | 38 (65.79%) | Long positions (won %) | 31 (51.61%) |
Profit trades (% of total) | 41 (59.42%) | Loss trades (% of total) | 28 (40.58%) | ||
Largest | profit trade | 1263.60 | loss trade | -7215.69 | |
Average | profit trade | 608.89 | loss trade | -1070.07 | |
Maximum | consecutive wins (profit in money) | 6 (3786.06) | consecutive losses (loss in money) | 9 (-22998.82) | |
Maximal | consecutive profit (count of wins) | 3786.06 (6) | consecutive loss (count of losses) | -22998.82 (9) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 00:00 | sell | 1 | 3.60 | 0.67987 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 05:43 | sell | 2 | 2.88 | 0.68239 | 0.00000 | 0.00000 | ||
3 | 2022.12.01 07:58 | close | 2 | 2.88 | 0.68086 | 0.00000 | 0.00000 | 440.64 | 10440.64 |
4 | 2022.12.01 07:58 | close | 1 | 3.60 | 0.68086 | 0.00000 | 0.00000 | -356.40 | 10084.24 |
5 | 2022.12.01 07:58 | sell | 3 | 3.60 | 0.68056 | 0.00000 | 0.00000 | ||
6 | 2022.12.01 14:26 | sell | 4 | 2.88 | 0.68299 | 0.00000 | 0.00000 | ||
7 | 2022.12.01 15:16 | close | 4 | 2.88 | 0.68144 | 0.00000 | 0.00000 | 446.40 | 10530.64 |
8 | 2022.12.01 15:16 | close | 3 | 3.60 | 0.68144 | 0.00000 | 0.00000 | -316.80 | 10213.84 |
9 | 2022.12.01 15:16 | sell | 5 | 3.60 | 0.68114 | 0.00000 | 0.00000 | ||
10 | 2022.12.01 17:05 | close | 5 | 3.60 | 0.67899 | 0.00000 | 0.00000 | 774.00 | 10987.84 |
11 | 2022.12.01 17:05 | sell | 6 | 3.60 | 0.67869 | 0.00000 | 0.00000 | ||
12 | 2022.12.01 17:31 | sell | 7 | 2.88 | 0.68113 | 0.00000 | 0.00000 | ||
13 | 2022.12.02 01:00 | close | 7 | 2.88 | 0.67970 | 0.00000 | 0.00000 | 414.96 | 11402.80 |
14 | 2022.12.02 01:00 | close | 6 | 3.60 | 0.67970 | 0.00000 | 0.00000 | -359.70 | 11043.09 |
15 | 2022.12.02 01:00 | sell | 8 | 3.60 | 0.67940 | 0.00000 | 0.00000 | ||
16 | 2022.12.02 05:49 | sell | 9 | 2.88 | 0.68184 | 0.00000 | 0.00000 | ||
17 | 2022.12.02 13:30 | close | 9 | 2.88 | 0.67972 | 0.00000 | 0.00000 | 610.56 | 11653.65 |
18 | 2022.12.02 13:30 | close | 8 | 3.60 | 0.67972 | 0.00000 | 0.00000 | -115.20 | 11538.45 |
19 | 2022.12.02 13:30 | sell | 10 | 3.60 | 0.67942 | 0.00000 | 0.00000 | ||
20 | 2022.12.02 13:30 | close | 10 | 3.60 | 0.67639 | 0.00000 | 0.00000 | 1090.80 | 12629.25 |
21 | 2022.12.02 13:30 | sell | 11 | 3.60 | 0.67609 | 0.00000 | 0.00000 | ||
22 | 2022.12.02 16:31 | sell | 12 | 2.88 | 0.67852 | 0.00000 | 0.00000 | ||
23 | 2022.12.02 17:14 | sell | 13 | 2.30 | 0.68097 | 0.00000 | 0.00000 | ||
24 | 2022.12.04 22:00 | close | 13 | 2.30 | 0.67794 | 0.00000 | 0.00000 | 696.90 | 13326.15 |
25 | 2022.12.04 22:00 | close | 12 | 2.88 | 0.67794 | 0.00000 | 0.00000 | 167.04 | 13493.19 |
26 | 2022.12.04 22:00 | close | 11 | 3.60 | 0.67794 | 0.00000 | 0.00000 | -666.00 | 12827.19 |
27 | 2022.12.04 22:00 | buy | 14 | 3.60 | 0.67794 | 0.00000 | 0.00000 | ||
28 | 2022.12.04 23:34 | close | 14 | 3.60 | 0.68004 | 0.00000 | 0.00000 | 756.00 | 13583.19 |
29 | 2022.12.04 23:34 | buy | 15 | 3.60 | 0.68034 | 0.00000 | 0.00000 | ||
30 | 2022.12.05 01:14 | close | 15 | 3.60 | 0.68244 | 0.00000 | 0.00000 | 744.77 | 14327.96 |
31 | 2022.12.05 01:14 | sell | 16 | 3.60 | 0.68244 | 0.00000 | 0.00000 | ||
32 | 2022.12.05 03:18 | sell | 17 | 2.88 | 0.68484 | 0.00000 | 0.00000 | ||
33 | 2022.12.05 05:52 | close | 17 | 2.88 | 0.68341 | 0.00000 | 0.00000 | 411.84 | 14739.80 |
34 | 2022.12.05 05:52 | close | 16 | 3.60 | 0.68341 | 0.00000 | 0.00000 | -349.20 | 14390.60 |
35 | 2022.12.05 05:52 | sell | 18 | 3.60 | 0.68311 | 0.00000 | 0.00000 | ||
36 | 2022.12.05 07:12 | close | 18 | 3.60 | 0.68085 | 0.00000 | 0.00000 | 813.60 | 15204.20 |
37 | 2022.12.05 07:12 | sell | 19 | 3.60 | 0.68055 | 0.00000 | 0.00000 | ||
38 | 2022.12.05 14:23 | close | 19 | 3.60 | 0.67836 | 0.00000 | 0.00000 | 788.40 | 15992.60 |
39 | 2022.12.05 14:23 | buy | 20 | 3.60 | 0.67836 | 0.00000 | 0.00000 | ||
40 | 2022.12.05 15:00 | buy | 21 | 2.88 | 0.67586 | 0.00000 | 0.00000 | ||
41 | 2022.12.05 15:32 | buy | 22 | 2.30 | 0.67374 | 0.00000 | 0.00000 | ||
42 | 2022.12.05 16:55 | buy | 23 | 1.84 | 0.67157 | 0.00000 | 0.00000 | ||
43 | 2022.12.05 19:47 | buy | 24 | 1.47 | 0.66947 | 0.00000 | 0.00000 | ||
44 | 2022.12.08 13:09 | close | 24 | 1.47 | 0.67498 | 0.00000 | 0.00000 | 787.05 | 16779.65 |
45 | 2022.12.08 13:09 | close | 23 | 1.84 | 0.67498 | 0.00000 | 0.00000 | 598.75 | 17378.39 |
46 | 2022.12.08 13:09 | close | 22 | 2.30 | 0.67498 | 0.00000 | 0.00000 | 249.33 | 17627.73 |
47 | 2022.12.08 13:09 | close | 21 | 2.88 | 0.67498 | 0.00000 | 0.00000 | -298.35 | 17329.37 |
48 | 2022.12.08 13:09 | close | 20 | 3.60 | 0.67498 | 0.00000 | 0.00000 | -1272.94 | 16056.43 |
49 | 2022.12.08 13:09 | sell | 25 | 3.60 | 0.67498 | 0.00000 | 0.00000 | ||
50 | 2022.12.08 15:15 | sell | 26 | 2.88 | 0.67740 | 0.00000 | 0.00000 | ||
51 | 2022.12.08 16:07 | close | 26 | 2.88 | 0.67595 | 0.00000 | 0.00000 | 417.60 | 16474.03 |
52 | 2022.12.08 16:07 | close | 25 | 3.60 | 0.67595 | 0.00000 | 0.00000 | -349.20 | 16124.83 |
53 | 2022.12.08 16:07 | sell | 27 | 3.60 | 0.67565 | 0.00000 | 0.00000 | ||
54 | 2022.12.09 01:12 | sell | 28 | 2.88 | 0.67807 | 0.00000 | 0.00000 | ||
55 | 2022.12.09 08:24 | close | 28 | 2.88 | 0.67665 | 0.00000 | 0.00000 | 408.96 | 16533.79 |
56 | 2022.12.09 08:24 | close | 27 | 3.60 | 0.67665 | 0.00000 | 0.00000 | -356.10 | 16177.68 |
57 | 2022.12.09 08:24 | sell | 29 | 3.60 | 0.67635 | 0.00000 | 0.00000 | ||
58 | 2022.12.09 11:41 | sell | 30 | 2.88 | 0.67876 | 0.00000 | 0.00000 | ||
59 | 2022.12.09 13:30 | close | 30 | 2.88 | 0.67649 | 0.00000 | 0.00000 | 653.76 | 16831.44 |
60 | 2022.12.09 13:30 | close | 29 | 3.60 | 0.67649 | 0.00000 | 0.00000 | -50.40 | 16781.04 |
61 | 2022.12.09 13:30 | sell | 31 | 3.60 | 0.67619 | 0.00000 | 0.00000 | ||
62 | 2022.12.09 15:00 | sell | 32 | 2.88 | 0.67860 | 0.00000 | 0.00000 | ||
63 | 2022.12.09 15:08 | close | 32 | 2.88 | 0.67710 | 0.00000 | 0.00000 | 432.00 | 17213.04 |
64 | 2022.12.09 15:08 | close | 31 | 3.60 | 0.67710 | 0.00000 | 0.00000 | -327.60 | 16885.44 |
65 | 2022.12.09 15:08 | sell | 33 | 3.60 | 0.67680 | 0.00000 | 0.00000 | ||
66 | 2022.12.09 15:47 | sell | 34 | 2.88 | 0.67921 | 0.00000 | 0.00000 | ||
67 | 2022.12.12 00:01 | close | 34 | 2.88 | 0.67777 | 0.00000 | 0.00000 | 417.84 | 17303.28 |
68 | 2022.12.12 00:01 | close | 33 | 3.60 | 0.67777 | 0.00000 | 0.00000 | -345.30 | 16957.98 |
69 | 2022.12.12 00:01 | sell | 35 | 3.60 | 0.67747 | 0.00000 | 0.00000 | ||
70 | 2022.12.12 15:42 | close | 35 | 3.60 | 0.67537 | 0.00000 | 0.00000 | 756.00 | 17713.98 |
71 | 2022.12.12 15:42 | buy | 36 | 3.60 | 0.67537 | 0.00000 | 0.00000 | ||
72 | 2022.12.12 16:41 | buy | 37 | 2.88 | 0.67323 | 0.00000 | 0.00000 | ||
73 | 2022.12.12 20:11 | close | 37 | 2.88 | 0.67451 | 0.00000 | 0.00000 | 368.64 | 18082.62 |
74 | 2022.12.12 20:11 | close | 36 | 3.60 | 0.67451 | 0.00000 | 0.00000 | -309.60 | 17773.02 |
75 | 2022.12.12 20:11 | buy | 38 | 3.60 | 0.67481 | 0.00000 | 0.00000 | ||
76 | 2022.12.13 02:40 | close | 38 | 3.60 | 0.67694 | 0.00000 | 0.00000 | 755.57 | 18528.59 |
77 | 2022.12.13 02:40 | buy | 39 | 3.60 | 0.67724 | 0.00000 | 0.00000 | ||
78 | 2022.12.13 03:15 | buy | 40 | 2.88 | 0.67509 | 0.00000 | 0.00000 | ||
79 | 2022.12.13 05:45 | close | 40 | 2.88 | 0.67639 | 0.00000 | 0.00000 | 374.40 | 18902.99 |
80 | 2022.12.13 05:45 | close | 39 | 3.60 | 0.67639 | 0.00000 | 0.00000 | -306.00 | 18596.99 |
81 | 2022.12.13 05:45 | buy | 41 | 3.60 | 0.67669 | 0.00000 | 0.00000 | ||
82 | 2022.12.13 13:20 | close | 41 | 3.60 | 0.67887 | 0.00000 | 0.00000 | 784.80 | 19381.79 |
83 | 2022.12.13 13:20 | buy | 42 | 3.60 | 0.67917 | 0.00000 | 0.00000 | ||
84 | 2022.12.13 13:29 | buy | 43 | 2.88 | 0.67651 | 0.00000 | 0.00000 | ||
85 | 2022.12.13 13:30 | close | 43 | 2.88 | 0.67847 | 0.00000 | 0.00000 | 564.48 | 19946.27 |
86 | 2022.12.13 13:30 | close | 42 | 3.60 | 0.67847 | 0.00000 | 0.00000 | -252.00 | 19694.27 |
87 | 2022.12.13 13:30 | buy | 44 | 3.60 | 0.67877 | 0.00000 | 0.00000 | ||
88 | 2022.12.13 13:30 | close | 44 | 3.60 | 0.68101 | 0.00000 | 0.00000 | 806.40 | 20500.67 |
89 | 2022.12.13 13:30 | buy | 45 | 3.60 | 0.68131 | 0.00000 | 0.00000 | ||
90 | 2022.12.13 13:30 | close | 45 | 3.60 | 0.68482 | 0.00000 | 0.00000 | 1263.60 | 21764.27 |
91 | 2022.12.13 13:30 | buy | 46 | 3.60 | 0.68512 | 0.00000 | 0.00000 | ||
92 | 2022.12.13 13:30 | buy | 47 | 2.88 | 0.68258 | 0.00000 | 0.00000 | ||
93 | 2022.12.13 13:30 | close | 47 | 2.88 | 0.68430 | 0.00000 | 0.00000 | 495.36 | 22259.63 |
94 | 2022.12.13 13:30 | close | 46 | 3.60 | 0.68430 | 0.00000 | 0.00000 | -295.20 | 21964.43 |
95 | 2022.12.13 13:30 | buy | 48 | 3.60 | 0.68460 | 0.00000 | 0.00000 | ||
96 | 2022.12.13 13:32 | close | 48 | 3.60 | 0.68703 | 0.00000 | 0.00000 | 874.80 | 22839.23 |
97 | 2022.12.13 13:32 | buy | 49 | 3.60 | 0.68733 | 0.00000 | 0.00000 | ||
98 | 2022.12.13 13:33 | buy | 50 | 2.88 | 0.68475 | 0.00000 | 0.00000 | ||
99 | 2022.12.13 13:40 | close | 50 | 2.88 | 0.68629 | 0.00000 | 0.00000 | 443.52 | 23282.75 |
100 | 2022.12.13 13:40 | close | 49 | 3.60 | 0.68629 | 0.00000 | 0.00000 | -374.40 | 22908.35 |
101 | 2022.12.13 13:40 | buy | 51 | 3.60 | 0.68659 | 0.00000 | 0.00000 | ||
102 | 2022.12.13 14:19 | close | 51 | 3.60 | 0.68872 | 0.00000 | 0.00000 | 766.80 | 23675.15 |
103 | 2022.12.13 14:19 | sell | 52 | 3.60 | 0.68872 | 0.00000 | 0.00000 | ||
104 | 2022.12.13 16:55 | close | 52 | 3.60 | 0.68662 | 0.00000 | 0.00000 | 756.00 | 24431.15 |
105 | 2022.12.13 16:55 | sell | 53 | 3.60 | 0.68632 | 0.00000 | 0.00000 | ||
106 | 2022.12.14 00:22 | close | 53 | 3.60 | 0.68413 | 0.00000 | 0.00000 | 792.30 | 25223.44 |
107 | 2022.12.14 00:22 | sell | 54 | 3.60 | 0.68383 | 0.00000 | 0.00000 | ||
108 | 2022.12.14 08:30 | sell | 55 | 2.88 | 0.68639 | 0.00000 | 0.00000 | ||
109 | 2022.12.14 19:00 | close | 55 | 2.88 | 0.68344 | 0.00000 | 0.00000 | 849.60 | 26073.04 |
110 | 2022.12.14 19:00 | close | 54 | 3.60 | 0.68344 | 0.00000 | 0.00000 | 140.40 | 26213.44 |
111 | 2022.12.14 19:00 | sell | 56 | 3.60 | 0.68314 | 0.00000 | 0.00000 | ||
112 | 2022.12.14 19:00 | sell | 57 | 2.88 | 0.68554 | 0.00000 | 0.00000 | ||
113 | 2022.12.14 19:01 | close | 57 | 2.88 | 0.68387 | 0.00000 | 0.00000 | 480.96 | 26694.40 |
114 | 2022.12.14 19:01 | close | 56 | 3.60 | 0.68387 | 0.00000 | 0.00000 | -262.80 | 26431.60 |
115 | 2022.12.14 19:01 | sell | 58 | 3.60 | 0.68357 | 0.00000 | 0.00000 | ||
116 | 2022.12.14 19:39 | close | 58 | 3.60 | 0.68145 | 0.00000 | 0.00000 | 763.20 | 27194.80 |
117 | 2022.12.14 19:39 | sell | 59 | 3.60 | 0.68115 | 0.00000 | 0.00000 | ||
118 | 2022.12.14 19:43 | sell | 60 | 2.88 | 0.68370 | 0.00000 | 0.00000 | ||
119 | 2022.12.14 20:03 | sell | 61 | 2.30 | 0.68612 | 0.00000 | 0.00000 | ||
120 | 2022.12.15 04:20 | close | 61 | 2.30 | 0.68325 | 0.00000 | 0.00000 | 667.57 | 27862.37 |
121 | 2022.12.15 04:20 | close | 60 | 2.88 | 0.68325 | 0.00000 | 0.00000 | 138.95 | 28001.32 |
122 | 2022.12.15 04:20 | close | 59 | 3.60 | 0.68325 | 0.00000 | 0.00000 | -744.31 | 27257.00 |
123 | 2022.12.15 04:20 | buy | 62 | 3.60 | 0.68325 | 0.00000 | 0.00000 | ||
124 | 2022.12.15 08:13 | buy | 63 | 2.88 | 0.68105 | 0.00000 | 0.00000 | ||
125 | 2022.12.15 08:57 | buy | 64 | 2.30 | 0.67895 | 0.00000 | 0.00000 | ||
126 | 2022.12.15 10:20 | buy | 65 | 1.84 | 0.67680 | 0.00000 | 0.00000 | ||
127 | 2022.12.15 14:48 | buy | 66 | 1.47 | 0.67459 | 0.00000 | 0.00000 | ||
128 | 2022.12.15 15:09 | buy | 67 | 1.17 | 0.67237 | 0.00000 | 0.00000 | ||
129 | 2022.12.15 16:42 | buy | 68 | 0.94 | 0.67025 | 0.00000 | 0.00000 | ||
130 | 2022.12.15 18:01 | buy | 69 | 0.75 | 0.66814 | 0.00000 | 0.00000 | ||
131 | 2022.12.20 05:35 | close at stop | 69 | 0.75 | 0.66330 | 0.00000 | 0.00000 | -370.02 | 26886.98 |
132 | 2022.12.20 05:35 | close at stop | 68 | 0.94 | 0.66330 | 0.00000 | 0.00000 | -662.10 | 26224.89 |
133 | 2022.12.20 05:35 | close at stop | 67 | 1.17 | 0.66330 | 0.00000 | 0.00000 | -1072.14 | 25152.75 |
134 | 2022.12.20 05:35 | close at stop | 66 | 1.47 | 0.66330 | 0.00000 | 0.00000 | -1673.38 | 23479.37 |
135 | 2022.12.20 05:35 | close at stop | 65 | 1.84 | 0.66330 | 0.00000 | 0.00000 | -2501.22 | 20978.15 |
136 | 2022.12.20 05:35 | close at stop | 64 | 2.30 | 0.66330 | 0.00000 | 0.00000 | -3621.02 | 17357.13 |
137 | 2022.12.20 05:35 | close at stop | 63 | 2.88 | 0.66330 | 0.00000 | 0.00000 | -5138.95 | 12218.18 |
138 | 2022.12.20 05:35 | close at stop | 62 | 3.60 | 0.66330 | 0.00000 | 0.00000 | -7215.69 | 5002.50 |