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=4; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=0; TopupDirection=0; PLGHelp="===================================="; PriceGap=18; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=4; 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=45; 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 | -6940.38 | Gross profit | 5580.27 | Gross loss | -12520.65 |
Profit factor | 0.45 | Expected payoff | -247.87 | ||
Absolute drawdown | 6940.38 | Maximal drawdown | 10610.61 (77.62%) | Relative drawdown | 77.62% (10610.61) |
Total trades | 28 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 15 (53.57%) | Loss trades (% of total) | 13 (46.43%) | ||
Largest | profit trade | 664.00 | loss trade | -5086.38 | |
Average | profit trade | 372.02 | loss trade | -963.13 | |
Maximum | consecutive wins (profit in money) | 4 (1354.04) | consecutive losses (loss in money) | 6 (-10370.61) | |
Maximal | consecutive profit (count of wins) | 1354.04 (4) | consecutive loss (count of losses) | -10370.61 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 00:00 | sell | 1 | 4.00 | 0.67298 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 00:30 | close | 1 | 4.00 | 0.67132 | 0.00000 | 0.00000 | 664.00 | 10664.00 |
3 | 2023.03.01 00:30 | sell | 2 | 4.00 | 0.67102 | 0.00000 | 0.00000 | ||
4 | 2023.03.01 01:51 | sell | 3 | 2.40 | 0.67284 | 0.00000 | 0.00000 | ||
5 | 2023.03.01 03:26 | sell | 4 | 1.44 | 0.67464 | 0.00000 | 0.00000 | ||
6 | 2023.03.01 06:33 | sell | 5 | 0.86 | 0.67647 | 0.00000 | 0.00000 | ||
7 | 2023.03.02 10:07 | close | 5 | 0.86 | 0.67262 | 0.00000 | 0.00000 | 333.89 | 10997.89 |
8 | 2023.03.02 10:07 | close | 4 | 1.44 | 0.67262 | 0.00000 | 0.00000 | 295.55 | 11293.45 |
9 | 2023.03.02 10:07 | close | 3 | 2.40 | 0.67262 | 0.00000 | 0.00000 | 60.59 | 11354.04 |
10 | 2023.03.02 10:07 | close | 2 | 4.00 | 0.67262 | 0.00000 | 0.00000 | -627.02 | 10727.02 |
11 | 2023.03.02 10:07 | sell | 6 | 4.00 | 0.67232 | 0.00000 | 0.00000 | ||
12 | 2023.03.02 12:14 | sell | 7 | 2.40 | 0.67413 | 0.00000 | 0.00000 | ||
13 | 2023.03.02 12:33 | close | 7 | 2.40 | 0.67289 | 0.00000 | 0.00000 | 297.60 | 11024.62 |
14 | 2023.03.02 12:33 | close | 6 | 4.00 | 0.67289 | 0.00000 | 0.00000 | -228.00 | 10796.62 |
15 | 2023.03.02 12:33 | buy | 8 | 4.00 | 0.67289 | 0.00000 | 0.00000 | ||
16 | 2023.03.02 13:35 | buy | 9 | 2.40 | 0.67129 | 0.00000 | 0.00000 | ||
17 | 2023.03.02 14:34 | close | 9 | 2.40 | 0.67249 | 0.00000 | 0.00000 | 288.00 | 11084.62 |
18 | 2023.03.02 14:34 | close | 8 | 4.00 | 0.67249 | 0.00000 | 0.00000 | -160.00 | 10924.62 |
19 | 2023.03.02 14:34 | sell | 10 | 4.00 | 0.67249 | 0.00000 | 0.00000 | ||
20 | 2023.03.03 00:53 | sell | 11 | 2.40 | 0.67431 | 0.00000 | 0.00000 | ||
21 | 2023.03.03 08:40 | sell | 12 | 1.44 | 0.67612 | 0.00000 | 0.00000 | ||
22 | 2023.03.03 15:06 | close | 12 | 1.44 | 0.67360 | 0.00000 | 0.00000 | 362.88 | 11287.50 |
23 | 2023.03.03 15:06 | close | 11 | 2.40 | 0.67360 | 0.00000 | 0.00000 | 170.40 | 11457.90 |
24 | 2023.03.03 15:06 | close | 10 | 4.00 | 0.67360 | 0.00000 | 0.00000 | -439.67 | 11018.23 |
25 | 2023.03.03 15:06 | sell | 13 | 4.00 | 0.67330 | 0.00000 | 0.00000 | ||
26 | 2023.03.03 15:15 | sell | 14 | 2.40 | 0.67519 | 0.00000 | 0.00000 | ||
27 | 2023.03.03 19:52 | sell | 15 | 1.44 | 0.67701 | 0.00000 | 0.00000 | ||
28 | 2023.03.06 01:18 | close | 15 | 1.44 | 0.67446 | 0.00000 | 0.00000 | 368.76 | 11386.99 |
29 | 2023.03.06 01:18 | close | 14 | 2.40 | 0.67446 | 0.00000 | 0.00000 | 177.80 | 11564.78 |
30 | 2023.03.06 01:18 | close | 13 | 4.00 | 0.67446 | 0.00000 | 0.00000 | -459.67 | 11105.11 |
31 | 2023.03.06 01:18 | sell | 16 | 4.00 | 0.67416 | 0.00000 | 0.00000 | ||
32 | 2023.03.06 02:49 | sell | 17 | 2.40 | 0.67598 | 0.00000 | 0.00000 | ||
33 | 2023.03.06 08:28 | close | 17 | 2.40 | 0.67473 | 0.00000 | 0.00000 | 300.00 | 11405.11 |
34 | 2023.03.06 08:28 | close | 16 | 4.00 | 0.67473 | 0.00000 | 0.00000 | -228.00 | 11177.11 |
35 | 2023.03.06 08:28 | sell | 18 | 4.00 | 0.67443 | 0.00000 | 0.00000 | ||
36 | 2023.03.06 10:41 | close | 18 | 4.00 | 0.67292 | 0.00000 | 0.00000 | 604.00 | 11781.11 |
37 | 2023.03.06 10:41 | sell | 19 | 4.00 | 0.67262 | 0.00000 | 0.00000 | ||
38 | 2023.03.07 02:07 | sell | 20 | 2.40 | 0.67442 | 0.00000 | 0.00000 | ||
39 | 2023.03.07 03:30 | close | 20 | 2.40 | 0.67265 | 0.00000 | 0.00000 | 424.80 | 12205.91 |
40 | 2023.03.07 03:30 | close | 19 | 4.00 | 0.67265 | 0.00000 | 0.00000 | -7.67 | 12198.24 |
41 | 2023.03.07 03:30 | sell | 21 | 4.00 | 0.67235 | 0.00000 | 0.00000 | ||
42 | 2023.03.07 03:46 | close | 21 | 4.00 | 0.67083 | 0.00000 | 0.00000 | 608.00 | 12806.24 |
43 | 2023.03.07 03:46 | sell | 22 | 4.00 | 0.67053 | 0.00000 | 0.00000 | ||
44 | 2023.03.07 08:12 | close | 22 | 4.00 | 0.66897 | 0.00000 | 0.00000 | 624.00 | 13430.24 |
45 | 2023.03.07 08:12 | buy | 23 | 4.00 | 0.66897 | 0.00000 | 0.00000 | ||
46 | 2023.03.07 10:27 | buy | 24 | 2.40 | 0.66746 | 0.00000 | 0.00000 | ||
47 | 2023.03.07 14:01 | buy | 25 | 1.44 | 0.66595 | 0.00000 | 0.00000 | ||
48 | 2023.03.07 15:00 | buy | 26 | 0.86 | 0.66443 | 0.00000 | 0.00000 | ||
49 | 2023.03.07 15:03 | buy | 27 | 0.51 | 0.66292 | 0.00000 | 0.00000 | ||
50 | 2023.03.07 15:06 | buy | 28 | 0.31 | 0.66127 | 0.00000 | 0.00000 | ||
51 | 2023.03.10 02:30 | close at stop | 28 | 0.31 | 0.65641 | 0.00000 | 0.00000 | -155.49 | 13274.74 |
52 | 2023.03.10 02:30 | close at stop | 27 | 0.51 | 0.65641 | 0.00000 | 0.00000 | -339.96 | 12934.78 |
53 | 2023.03.10 02:30 | close at stop | 26 | 0.86 | 0.65641 | 0.00000 | 0.00000 | -703.13 | 12231.65 |
54 | 2023.03.10 02:30 | close at stop | 25 | 1.44 | 0.65641 | 0.00000 | 0.00000 | -1396.22 | 10835.43 |
55 | 2023.03.10 02:30 | close at stop | 24 | 2.40 | 0.65641 | 0.00000 | 0.00000 | -2689.43 | 8146.00 |
56 | 2023.03.10 02:30 | close at stop | 23 | 4.00 | 0.65641 | 0.00000 | 0.00000 | -5086.38 | 3059.62 |