Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Minute (M1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=104; 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=3.8; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=60; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=5; 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 | 373017 | Ticks modelled | 3620055 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -6970.52 | Gross profit | 7087.60 | Gross loss | -14058.12 |
Profit factor | 0.50 | Expected payoff | -331.93 | ||
Absolute drawdown | 6970.52 | Maximal drawdown | 13524.29 (81.70%) | Relative drawdown | 81.70% (13524.29) |
Total trades | 21 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 16 (43.75%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 847.40 | loss trade | -6425.80 | |
Average | profit trade | 644.33 | loss trade | -1405.81 | |
Maximum | consecutive wins (profit in money) | 5 (3647.04) | consecutive losses (loss in money) | 7 (-13101.45) | |
Maximal | consecutive profit (count of wins) | 3647.04 (5) | consecutive loss (count of losses) | -13101.45 (7) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 00:00 | buy | 1 | 3.80 | 0.67328 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 00:30 | buy | 2 | 2.28 | 0.67081 | 0.00000 | 0.00000 | ||
3 | 2023.03.01 01:30 | close | 2 | 2.28 | 0.67239 | 0.00000 | 0.00000 | 360.24 | 10360.24 |
4 | 2023.03.01 01:30 | close | 1 | 3.80 | 0.67239 | 0.00000 | 0.00000 | -338.20 | 10022.04 |
5 | 2023.03.01 01:30 | buy | 3 | 3.80 | 0.67269 | 0.00000 | 0.00000 | ||
6 | 2023.03.01 03:28 | close | 3 | 3.80 | 0.67480 | 0.00000 | 0.00000 | 801.80 | 10823.84 |
7 | 2023.03.01 03:28 | buy | 4 | 3.80 | 0.67510 | 0.00000 | 0.00000 | ||
8 | 2023.03.01 09:01 | close | 4 | 3.80 | 0.67733 | 0.00000 | 0.00000 | 847.40 | 11671.24 |
9 | 2023.03.01 09:01 | sell | 5 | 3.80 | 0.67733 | 0.00000 | 0.00000 | ||
10 | 2023.03.01 14:27 | close | 5 | 3.80 | 0.67523 | 0.00000 | 0.00000 | 798.00 | 12469.24 |
11 | 2023.03.01 14:27 | sell | 6 | 3.80 | 0.67493 | 0.00000 | 0.00000 | ||
12 | 2023.03.01 15:11 | close | 6 | 3.80 | 0.67274 | 0.00000 | 0.00000 | 832.20 | 13301.44 |
13 | 2023.03.01 15:11 | sell | 7 | 3.80 | 0.67244 | 0.00000 | 0.00000 | ||
14 | 2023.03.01 15:35 | sell | 8 | 2.28 | 0.67498 | 0.00000 | 0.00000 | ||
15 | 2023.03.02 01:40 | close | 8 | 2.28 | 0.67340 | 0.00000 | 0.00000 | 367.64 | 13669.08 |
16 | 2023.03.02 01:40 | close | 7 | 3.80 | 0.67340 | 0.00000 | 0.00000 | -352.47 | 13316.62 |
17 | 2023.03.02 01:40 | sell | 9 | 3.80 | 0.67310 | 0.00000 | 0.00000 | ||
18 | 2023.03.02 13:53 | close | 9 | 3.80 | 0.67096 | 0.00000 | 0.00000 | 813.20 | 14129.82 |
19 | 2023.03.02 13:53 | buy | 10 | 3.80 | 0.67096 | 0.00000 | 0.00000 | ||
20 | 2023.03.02 14:53 | close | 10 | 3.80 | 0.67313 | 0.00000 | 0.00000 | 824.60 | 14954.42 |
21 | 2023.03.02 14:53 | buy | 11 | 3.80 | 0.67343 | 0.00000 | 0.00000 | ||
22 | 2023.03.02 17:17 | buy | 12 | 2.28 | 0.67133 | 0.00000 | 0.00000 | ||
23 | 2023.03.02 19:02 | close | 12 | 2.28 | 0.67273 | 0.00000 | 0.00000 | 319.20 | 15273.62 |
24 | 2023.03.02 19:02 | close | 11 | 3.80 | 0.67273 | 0.00000 | 0.00000 | -266.00 | 15007.62 |
25 | 2023.03.02 19:02 | buy | 13 | 3.80 | 0.67303 | 0.00000 | 0.00000 | ||
26 | 2023.03.03 01:19 | close | 13 | 3.80 | 0.67519 | 0.00000 | 0.00000 | 808.95 | 15816.56 |
27 | 2023.03.03 01:19 | buy | 14 | 3.80 | 0.67549 | 0.00000 | 0.00000 | ||
28 | 2023.03.06 09:28 | buy | 15 | 2.28 | 0.67334 | 0.00000 | 0.00000 | ||
29 | 2023.03.07 02:22 | close | 15 | 2.28 | 0.67475 | 0.00000 | 0.00000 | 314.37 | 16130.93 |
30 | 2023.03.07 02:22 | close | 14 | 3.80 | 0.67475 | 0.00000 | 0.00000 | -304.90 | 15826.03 |
31 | 2023.03.07 02:22 | buy | 16 | 3.80 | 0.67505 | 0.00000 | 0.00000 | ||
32 | 2023.03.07 03:30 | buy | 17 | 2.28 | 0.67265 | 0.00000 | 0.00000 | ||
33 | 2023.03.07 03:48 | buy | 18 | 1.36 | 0.67046 | 0.00000 | 0.00000 | ||
34 | 2023.03.07 08:19 | buy | 19 | 0.82 | 0.66828 | 0.00000 | 0.00000 | ||
35 | 2023.03.07 13:53 | buy | 20 | 0.49 | 0.66615 | 0.00000 | 0.00000 | ||
36 | 2023.03.07 15:00 | buy | 21 | 0.29 | 0.66376 | 0.00000 | 0.00000 | ||
37 | 2023.03.07 19:45 | close at stop | 21 | 0.29 | 0.65814 | 0.00000 | 0.00000 | -162.98 | 15663.05 |
38 | 2023.03.07 19:45 | close at stop | 20 | 0.49 | 0.65814 | 0.00000 | 0.00000 | -392.49 | 15270.56 |
39 | 2023.03.07 19:45 | close at stop | 19 | 0.82 | 0.65814 | 0.00000 | 0.00000 | -831.48 | 14439.08 |
40 | 2023.03.07 19:45 | close at stop | 18 | 1.36 | 0.65814 | 0.00000 | 0.00000 | -1675.52 | 12763.56 |
41 | 2023.03.07 19:45 | close at stop | 17 | 2.28 | 0.65814 | 0.00000 | 0.00000 | -3308.28 | 9455.28 |
42 | 2023.03.07 19:45 | close at stop | 16 | 3.80 | 0.65814 | 0.00000 | 0.00000 | -6425.80 | 3029.48 |