Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 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 | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=36; ADX_Level=15; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=12; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=210; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 2603 | Ticks modelled | 78786 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2243.02 | Gross profit | 5371.61 | Gross loss | -3128.59 |
Profit factor | 1.72 | Expected payoff | 40.78 | ||
Absolute drawdown | 136.22 | Maximal drawdown | 999.99 (9.20%) | Relative drawdown | 9.20% (999.99) |
Total trades | 55 | Short positions (won %) | 20 (30.00%) | Long positions (won %) | 35 (80.00%) |
Profit trades (% of total) | 34 (61.82%) | Loss trades (% of total) | 21 (38.18%) | ||
Largest | profit trade | 176.46 | loss trade | -179.20 | |
Average | profit trade | 157.99 | loss trade | -148.98 | |
Maximum | consecutive wins (profit in money) | 7 (1193.27) | consecutive losses (loss in money) | 5 (-813.96) | |
Maximal | consecutive profit (count of wins) | 1193.27 (7) | consecutive loss (count of losses) | -813.96 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.03 16:00 | buy | 1 | 0.10 | 96.514 | 0.000 | 0.000 | ||
2 | 2023.07.03 16:00 | modify | 1 | 0.10 | 96.514 | 94.414 | 98.914 | ||
3 | 2023.07.05 12:00 | sell | 2 | 0.10 | 96.279 | 0.000 | 0.000 | ||
4 | 2023.07.05 12:00 | modify | 2 | 0.10 | 96.279 | 98.379 | 93.879 | ||
5 | 2023.07.10 12:30 | s/l | 1 | 0.10 | 94.414 | 94.414 | 98.914 | -129.84 | 9870.16 |
6 | 2023.07.11 07:40 | t/p | 2 | 0.10 | 93.879 | 98.379 | 93.879 | 144.95 | 10015.11 |
7 | 2023.07.17 12:00 | sell | 3 | 0.10 | 94.291 | 0.000 | 0.000 | ||
8 | 2023.07.17 12:00 | modify | 3 | 0.10 | 94.291 | 96.391 | 91.891 | ||
9 | 2023.07.24 04:00 | sell | 4 | 0.10 | 95.210 | 0.000 | 0.000 | ||
10 | 2023.07.24 04:00 | modify | 4 | 0.10 | 95.210 | 97.310 | 92.810 | ||
11 | 2023.07.26 04:00 | sell | 5 | 0.10 | 95.341 | 0.000 | 0.000 | ||
12 | 2023.07.26 04:00 | modify | 5 | 0.10 | 95.341 | 97.441 | 92.941 | ||
13 | 2023.07.28 03:05 | t/p | 4 | 0.10 | 92.810 | 97.310 | 92.810 | 144.95 | 10160.05 |
14 | 2023.07.28 03:05 | t/p | 5 | 0.10 | 92.941 | 97.441 | 92.941 | 146.88 | 10306.93 |
15 | 2023.07.28 04:40 | t/p | 3 | 0.10 | 91.891 | 96.391 | 91.891 | 138.19 | 10445.12 |
16 | 2023.07.31 12:00 | buy | 6 | 0.10 | 95.423 | 0.000 | 0.000 | ||
17 | 2023.07.31 12:00 | modify | 6 | 0.10 | 95.423 | 93.323 | 97.823 | ||
18 | 2023.08.02 08:00 | sell | 7 | 0.10 | 93.872 | 0.000 | 0.000 | ||
19 | 2023.08.02 08:00 | modify | 7 | 0.10 | 93.872 | 95.972 | 91.472 | ||
20 | 2023.08.03 07:40 | s/l | 6 | 0.10 | 93.323 | 93.323 | 97.823 | -130.43 | 10314.69 |
21 | 2023.08.08 04:00 | buy | 8 | 0.10 | 93.850 | 0.000 | 0.000 | ||
22 | 2023.08.08 04:00 | modify | 8 | 0.10 | 93.850 | 91.750 | 96.250 | ||
23 | 2023.08.09 04:00 | buy | 9 | 0.10 | 93.897 | 0.000 | 0.000 | ||
24 | 2023.08.09 04:00 | modify | 9 | 0.10 | 93.897 | 91.797 | 96.297 | ||
25 | 2023.08.15 08:00 | buy | 10 | 0.10 | 94.325 | 0.000 | 0.000 | ||
26 | 2023.08.15 08:00 | modify | 10 | 0.10 | 94.325 | 92.225 | 96.725 | ||
27 | 2023.08.16 04:00 | sell | 11 | 0.10 | 93.830 | 0.000 | 0.000 | ||
28 | 2023.08.16 04:00 | modify | 11 | 0.10 | 93.830 | 95.930 | 91.430 | ||
29 | 2023.08.24 00:00 | buy | 12 | 0.10 | 93.789 | 0.000 | 0.000 | ||
30 | 2023.08.24 00:00 | modify | 12 | 0.10 | 93.789 | 91.689 | 96.189 | ||
31 | 2023.09.05 04:00 | sell | 13 | 0.10 | 94.295 | 0.000 | 0.000 | ||
32 | 2023.09.05 04:00 | modify | 13 | 0.10 | 94.295 | 96.395 | 91.895 | ||
33 | 2023.09.12 20:00 | buy | 14 | 0.10 | 94.515 | 0.000 | 0.000 | ||
34 | 2023.09.12 20:00 | modify | 14 | 0.10 | 94.515 | 92.415 | 96.915 | ||
35 | 2023.09.19 12:00 | buy | 15 | 0.10 | 95.506 | 0.000 | 0.000 | ||
36 | 2023.09.19 12:00 | modify | 15 | 0.10 | 95.506 | 93.406 | 97.906 | ||
37 | 2023.09.20 11:30 | s/l | 11 | 0.10 | 95.930 | 95.930 | 91.430 | -165.68 | 10149.00 |
38 | 2023.09.20 11:40 | s/l | 7 | 0.10 | 95.972 | 95.972 | 91.472 | -179.20 | 9969.80 |
39 | 2023.09.22 12:00 | buy | 16 | 0.10 | 95.677 | 0.000 | 0.000 | ||
40 | 2023.09.22 12:00 | modify | 16 | 0.10 | 95.677 | 93.577 | 98.077 | ||
41 | 2023.09.27 12:00 | sell | 17 | 0.10 | 94.987 | 0.000 | 0.000 | ||
42 | 2023.09.27 12:00 | modify | 17 | 0.10 | 94.987 | 97.087 | 92.587 | ||
43 | 2023.09.28 16:00 | buy | 18 | 0.10 | 95.854 | 0.000 | 0.000 | ||
44 | 2023.09.28 16:00 | modify | 18 | 0.10 | 95.854 | 93.754 | 98.254 | ||
45 | 2023.09.29 01:40 | t/p | 12 | 0.10 | 96.189 | 91.689 | 96.189 | 161.39 | 10131.19 |
46 | 2023.09.29 02:10 | t/p | 8 | 0.10 | 96.250 | 91.750 | 96.250 | 166.71 | 10297.90 |
47 | 2023.09.29 02:20 | t/p | 9 | 0.10 | 96.297 | 91.797 | 96.297 | 166.41 | 10464.31 |
48 | 2023.09.29 02:30 | s/l | 13 | 0.10 | 96.395 | 96.395 | 91.895 | -156.99 | 10307.31 |
49 | 2023.09.29 09:30 | t/p | 10 | 0.10 | 96.725 | 92.225 | 96.725 | 164.65 | 10471.96 |
50 | 2023.09.29 10:40 | t/p | 14 | 0.10 | 96.915 | 92.415 | 96.915 | 156.36 | 10628.33 |
51 | 2023.10.03 08:00 | sell | 19 | 0.10 | 94.641 | 0.000 | 0.000 | ||
52 | 2023.10.03 08:00 | modify | 19 | 0.10 | 94.641 | 96.741 | 92.241 | ||
53 | 2023.10.03 14:20 | s/l | 18 | 0.10 | 93.754 | 93.754 | 98.254 | -131.02 | 10497.30 |
54 | 2023.10.03 14:33 | s/l | 15 | 0.10 | 93.406 | 93.406 | 97.906 | -127.77 | 10369.53 |
55 | 2023.10.03 14:33 | s/l | 16 | 0.10 | 93.577 | 93.577 | 98.077 | -129.25 | 10240.28 |
56 | 2023.10.06 20:00 | buy | 20 | 0.10 | 95.411 | 0.000 | 0.000 | ||
57 | 2023.10.06 20:00 | modify | 20 | 0.10 | 95.411 | 93.311 | 97.811 | ||
58 | 2023.10.16 16:00 | buy | 21 | 0.10 | 94.828 | 0.000 | 0.000 | ||
59 | 2023.10.16 16:00 | modify | 21 | 0.10 | 94.828 | 92.728 | 97.228 | ||
60 | 2023.10.19 20:00 | buy | 22 | 0.10 | 94.906 | 0.000 | 0.000 | ||
61 | 2023.10.19 20:00 | modify | 22 | 0.10 | 94.906 | 92.806 | 97.306 | ||
62 | 2023.10.27 00:00 | buy | 23 | 0.10 | 95.260 | 0.000 | 0.000 | ||
63 | 2023.10.27 00:00 | modify | 23 | 0.10 | 95.260 | 93.160 | 97.660 | ||
64 | 2023.10.30 04:00 | buy | 24 | 0.10 | 95.082 | 0.000 | 0.000 | ||
65 | 2023.10.30 04:00 | modify | 24 | 0.10 | 95.082 | 92.982 | 97.482 | ||
66 | 2023.11.01 23:40 | s/l | 19 | 0.10 | 96.741 | 96.741 | 92.241 | -159.90 | 10080.38 |
67 | 2023.11.03 12:40 | s/l | 17 | 0.10 | 97.087 | 97.087 | 92.587 | -169.54 | 9910.83 |
68 | 2023.11.03 16:40 | t/p | 21 | 0.10 | 97.228 | 92.728 | 97.228 | 156.66 | 10067.49 |
69 | 2023.11.03 19:05 | t/p | 22 | 0.10 | 97.306 | 92.806 | 97.306 | 155.18 | 10222.68 |
70 | 2023.11.06 00:40 | t/p | 24 | 0.10 | 97.482 | 92.982 | 97.482 | 152.83 | 10375.50 |
71 | 2023.11.14 14:40 | t/p | 23 | 0.10 | 97.660 | 93.160 | 97.660 | 155.48 | 10530.98 |
72 | 2023.11.14 16:00 | buy | 25 | 0.10 | 97.751 | 0.000 | 0.000 | ||
73 | 2023.11.14 16:00 | modify | 25 | 0.10 | 97.751 | 95.651 | 100.151 | ||
74 | 2023.11.14 16:30 | t/p | 20 | 0.10 | 97.811 | 93.311 | 97.811 | 161.69 | 10692.67 |
75 | 2023.11.21 08:00 | sell | 26 | 0.10 | 96.953 | 0.000 | 0.000 | ||
76 | 2023.11.21 08:00 | modify | 26 | 0.10 | 96.953 | 99.053 | 94.553 | ||
77 | 2023.11.22 12:00 | buy | 27 | 0.10 | 97.682 | 0.000 | 0.000 | ||
78 | 2023.11.22 12:00 | modify | 27 | 0.10 | 97.682 | 95.582 | 100.082 | ||
79 | 2023.11.29 04:00 | sell | 28 | 0.10 | 97.932 | 0.000 | 0.000 | ||
80 | 2023.11.29 04:00 | modify | 28 | 0.10 | 97.932 | 100.032 | 95.532 | ||
81 | 2023.12.07 07:20 | s/l | 25 | 0.10 | 95.651 | 95.651 | 100.151 | -124.53 | 10568.14 |
82 | 2023.12.07 07:33 | s/l | 27 | 0.10 | 95.582 | 95.582 | 100.082 | -126.89 | 10441.25 |
83 | 2023.12.07 08:20 | t/p | 28 | 0.10 | 95.532 | 100.032 | 95.532 | 141.09 | 10582.34 |
84 | 2023.12.07 17:30 | t/p | 26 | 0.10 | 94.553 | 99.053 | 94.553 | 133.36 | 10715.70 |
85 | 2023.12.22 16:00 | buy | 29 | 0.10 | 96.871 | 0.000 | 0.000 | ||
86 | 2023.12.22 16:00 | modify | 29 | 0.10 | 96.871 | 94.771 | 99.271 | ||
87 | 2024.01.02 00:00 | sell | 30 | 0.10 | 96.090 | 0.000 | 0.000 | ||
88 | 2024.01.02 00:00 | modify | 30 | 0.10 | 96.090 | 98.190 | 93.690 | ||
89 | 2024.01.04 08:00 | buy | 31 | 0.10 | 96.866 | 0.000 | 0.000 | ||
90 | 2024.01.04 08:00 | modify | 31 | 0.10 | 96.866 | 94.766 | 99.266 | ||
91 | 2024.01.09 16:00 | sell | 32 | 0.10 | 96.441 | 0.000 | 0.000 | ||
92 | 2024.01.09 16:00 | modify | 32 | 0.10 | 96.441 | 98.541 | 94.041 | ||
93 | 2024.01.10 16:00 | buy | 33 | 0.10 | 97.533 | 0.000 | 0.000 | ||
94 | 2024.01.10 16:00 | modify | 33 | 0.10 | 97.533 | 95.433 | 99.933 | ||
95 | 2024.01.16 04:00 | sell | 34 | 0.10 | 96.610 | 0.000 | 0.000 | ||
96 | 2024.01.16 04:00 | modify | 34 | 0.10 | 96.610 | 98.710 | 94.210 | ||
97 | 2024.01.18 00:00 | buy | 35 | 0.10 | 97.084 | 0.000 | 0.000 | ||
98 | 2024.01.18 00:00 | modify | 35 | 0.10 | 97.084 | 94.984 | 99.484 | ||
99 | 2024.01.18 20:00 | buy | 36 | 0.10 | 97.255 | 0.000 | 0.000 | ||
100 | 2024.01.18 20:00 | modify | 36 | 0.10 | 97.255 | 95.155 | 99.655 | ||
101 | 2024.01.23 16:00 | buy | 37 | 0.10 | 97.501 | 0.000 | 0.000 | ||
102 | 2024.01.23 16:00 | modify | 37 | 0.10 | 97.501 | 95.401 | 99.901 | ||
103 | 2024.01.25 16:00 | buy | 38 | 0.10 | 97.142 | 0.000 | 0.000 | ||
104 | 2024.01.25 16:00 | modify | 38 | 0.10 | 97.142 | 95.042 | 99.542 | ||
105 | 2024.02.01 04:00 | sell | 39 | 0.10 | 96.335 | 0.000 | 0.000 | ||
106 | 2024.02.01 04:00 | modify | 39 | 0.10 | 96.335 | 98.435 | 93.935 | ||
107 | 2024.02.05 16:00 | sell | 40 | 0.10 | 96.355 | 0.000 | 0.000 | ||
108 | 2024.02.05 16:00 | modify | 40 | 0.10 | 96.355 | 98.455 | 93.955 | ||
109 | 2024.02.16 16:40 | s/l | 30 | 0.10 | 98.190 | 98.190 | 93.690 | -177.28 | 10538.42 |
110 | 2024.02.16 20:00 | buy | 41 | 0.10 | 98.180 | 0.000 | 0.000 | ||
111 | 2024.02.16 20:00 | modify | 41 | 0.10 | 98.180 | 96.080 | 100.580 | ||
112 | 2024.02.20 09:20 | s/l | 39 | 0.10 | 98.435 | 98.435 | 93.935 | -148.30 | 10390.12 |
113 | 2024.02.20 09:30 | s/l | 40 | 0.10 | 98.455 | 98.455 | 93.955 | -146.38 | 10243.74 |
114 | 2024.02.20 10:15 | s/l | 32 | 0.10 | 98.541 | 98.541 | 94.041 | -172.45 | 10071.29 |
115 | 2024.02.22 06:30 | s/l | 34 | 0.10 | 98.710 | 98.710 | 94.210 | -169.54 | 9901.74 |
116 | 2024.02.28 12:00 | sell | 42 | 0.10 | 97.913 | 0.000 | 0.000 | ||
117 | 2024.02.28 12:00 | modify | 42 | 0.10 | 97.913 | 100.013 | 95.513 | ||
118 | 2024.03.18 12:00 | buy | 43 | 0.10 | 97.968 | 0.000 | 0.000 | ||
119 | 2024.03.18 12:00 | modify | 43 | 0.10 | 97.968 | 95.868 | 100.368 | ||
120 | 2024.03.19 16:00 | buy | 44 | 0.10 | 98.428 | 0.000 | 0.000 | ||
121 | 2024.03.19 16:00 | modify | 44 | 0.10 | 98.428 | 96.328 | 100.828 | ||
122 | 2024.03.20 18:40 | t/p | 29 | 0.10 | 99.271 | 94.771 | 99.271 | 176.46 | 10078.20 |
123 | 2024.03.20 18:40 | t/p | 31 | 0.10 | 99.266 | 94.766 | 99.266 | 172.61 | 10250.81 |
124 | 2024.03.20 19:59 | t/p | 35 | 0.10 | 99.484 | 94.984 | 99.484 | 168.48 | 10419.29 |
125 | 2024.03.20 19:59 | t/p | 38 | 0.10 | 99.542 | 95.042 | 99.542 | 166.42 | 10585.71 |
126 | 2024.03.20 20:40 | t/p | 36 | 0.10 | 99.655 | 95.155 | 99.655 | 168.49 | 10754.20 |
127 | 2024.03.21 05:20 | t/p | 37 | 0.10 | 99.901 | 95.401 | 99.901 | 168.49 | 10922.69 |
128 | 2024.03.21 05:30 | t/p | 33 | 0.10 | 99.933 | 95.433 | 99.933 | 172.33 | 11095.02 |
129 | 2024.03.21 05:40 | s/l | 42 | 0.10 | 100.013 | 100.013 | 95.513 | -155.06 | 10939.95 |
130 | 2024.03.26 12:00 | buy | 45 | 0.10 | 99.234 | 0.000 | 0.000 | ||
131 | 2024.03.26 12:00 | modify | 45 | 0.10 | 99.234 | 97.134 | 101.634 | ||
132 | 2024.03.27 16:00 | sell | 46 | 0.10 | 98.674 | 0.000 | 0.000 | ||
133 | 2024.03.27 16:00 | modify | 46 | 0.10 | 98.674 | 100.774 | 96.274 | ||
134 | 2024.04.03 00:00 | buy | 47 | 0.10 | 98.732 | 0.000 | 0.000 | ||
135 | 2024.04.03 00:00 | modify | 47 | 0.10 | 98.732 | 96.632 | 101.132 | ||
136 | 2024.04.04 15:05 | t/p | 43 | 0.10 | 100.368 | 95.868 | 100.368 | 156.36 | 11096.32 |
137 | 2024.04.09 10:15 | t/p | 41 | 0.10 | 100.580 | 96.080 | 100.580 | 165.83 | 11262.15 |
138 | 2024.04.09 13:30 | s/l | 46 | 0.10 | 100.774 | 100.774 | 96.274 | -144.45 | 11117.70 |
139 | 2024.04.19 04:00 | sell | 48 | 0.10 | 98.608 | 0.000 | 0.000 | ||
140 | 2024.04.19 04:00 | modify | 48 | 0.10 | 98.608 | 100.708 | 96.208 | ||
141 | 2024.04.22 20:00 | buy | 49 | 0.10 | 99.880 | 0.000 | 0.000 | ||
142 | 2024.04.22 20:00 | modify | 49 | 0.10 | 99.880 | 97.780 | 102.280 | ||
143 | 2024.04.24 01:20 | s/l | 48 | 0.10 | 100.708 | 100.708 | 96.208 | -134.79 | 10982.91 |
144 | 2024.04.24 01:40 | t/p | 44 | 0.10 | 100.828 | 96.328 | 100.828 | 161.40 | 11144.31 |
145 | 2024.04.25 02:30 | t/p | 47 | 0.10 | 101.132 | 96.632 | 101.132 | 157.84 | 11302.15 |
146 | 2024.04.25 08:40 | t/p | 45 | 0.10 | 101.634 | 97.134 | 101.634 | 160.22 | 11462.36 |
147 | 2024.04.26 06:30 | t/p | 49 | 0.10 | 102.280 | 97.780 | 102.280 | 152.52 | 11614.89 |
148 | 2024.05.06 04:00 | buy | 50 | 0.10 | 101.852 | 0.000 | 0.000 | ||
149 | 2024.05.06 04:00 | modify | 50 | 0.10 | 101.852 | 99.752 | 104.252 | ||
150 | 2024.05.17 18:40 | t/p | 50 | 0.10 | 104.252 | 99.752 | 104.252 | 154.59 | 11769.48 |
151 | 2024.05.24 16:00 | buy | 51 | 0.10 | 104.007 | 0.000 | 0.000 | ||
152 | 2024.05.24 16:00 | modify | 51 | 0.10 | 104.007 | 101.907 | 106.407 | ||
153 | 2024.06.04 08:00 | sell | 52 | 0.10 | 103.526 | 0.000 | 0.000 | ||
154 | 2024.06.04 08:00 | modify | 52 | 0.10 | 103.526 | 105.626 | 101.126 | ||
155 | 2024.06.07 04:00 | buy | 53 | 0.10 | 103.907 | 0.000 | 0.000 | ||
156 | 2024.06.07 04:00 | modify | 53 | 0.10 | 103.907 | 101.807 | 106.307 | ||
157 | 2024.06.10 04:00 | buy | 54 | 0.10 | 103.557 | 0.000 | 0.000 | ||
158 | 2024.06.10 04:00 | modify | 54 | 0.10 | 103.557 | 101.457 | 105.957 | ||
159 | 2024.06.18 00:00 | buy | 55 | 0.10 | 104.385 | 0.000 | 0.000 | ||
160 | 2024.06.18 00:00 | modify | 55 | 0.10 | 104.385 | 102.285 | 106.785 | ||
161 | 2024.06.20 07:40 | s/l | 52 | 0.10 | 105.626 | 105.626 | 101.126 | -149.27 | 11620.21 |
162 | 2024.06.21 06:05 | t/p | 54 | 0.10 | 105.957 | 101.457 | 105.957 | 154.59 | 11774.80 |
163 | 2024.06.24 08:40 | t/p | 53 | 0.10 | 106.307 | 101.807 | 106.307 | 155.19 | 11929.99 |
164 | 2024.06.26 01:30 | t/p | 51 | 0.10 | 106.407 | 101.907 | 106.407 | 159.92 | 12089.91 |
165 | 2024.06.26 05:30 | t/p | 55 | 0.10 | 106.785 | 102.285 | 106.785 | 153.11 | 12243.02 |