Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:00 (2024.09.01 - 2025.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=20; ADX_Level=30; TrendFollowMethod=1; PositionAction=1; ADXDeclineAction=3; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=16; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=220; TakeProfit=140; 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 | 7199 | Ticks modelled | 155197 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -600.47 | Gross profit | 49.29 | Gross loss | -649.76 |
Profit factor | 0.08 | Expected payoff | -13.96 | ||
Absolute drawdown | 600.47 | Maximal drawdown | 1305.81 (76.57%) | Relative drawdown | 76.57% (1305.81) |
Total trades | 43 | Short positions (won %) | 23 (13.04%) | Long positions (won %) | 20 (10.00%) |
Profit trades (% of total) | 5 (11.63%) | Loss trades (% of total) | 38 (88.37%) | ||
Largest | profit trade | 17.01 | loss trade | -55.69 | |
Average | profit trade | 9.86 | loss trade | -17.10 | |
Maximum | consecutive wins (profit in money) | 3 (40.53) | consecutive losses (loss in money) | 25 (-229.67) | |
Maximal | consecutive profit (count of wins) | 40.53 (3) | consecutive loss (count of losses) | -420.09 (13) | |
Average | consecutive wins | 3 | consecutive losses | 19 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.09.01 21:00 | sell | 1 | 0.10 | 0.67624 | 0.00000 | 0.00000 | ||
2 | 2024.09.01 21:00 | modify | 1 | 0.10 | 0.67624 | 0.69824 | 0.66224 | ||
3 | 2024.09.01 22:00 | sell | 2 | 0.10 | 0.67645 | 0.00000 | 0.00000 | ||
4 | 2024.09.01 22:00 | modify | 2 | 0.10 | 0.67645 | 0.69845 | 0.66245 | ||
5 | 2024.09.01 23:00 | close | 2 | 0.10 | 0.67730 | 0.69845 | 0.66245 | -8.50 | 991.50 |
6 | 2024.09.01 23:00 | close | 1 | 0.10 | 0.67730 | 0.69824 | 0.66224 | -10.60 | 980.90 |
7 | 2024.09.01 23:00 | buy | 3 | 0.10 | 0.67730 | 0.00000 | 0.00000 | ||
8 | 2024.09.01 23:00 | modify | 3 | 0.10 | 0.67730 | 0.65530 | 0.69130 | ||
9 | 2024.09.02 00:00 | buy | 4 | 0.10 | 0.67705 | 0.00000 | 0.00000 | ||
10 | 2024.09.02 00:00 | modify | 4 | 0.10 | 0.67705 | 0.65505 | 0.69105 | ||
11 | 2024.09.02 01:00 | buy | 5 | 0.10 | 0.67774 | 0.00000 | 0.00000 | ||
12 | 2024.09.02 01:00 | modify | 5 | 0.10 | 0.67774 | 0.65574 | 0.69174 | ||
13 | 2024.09.02 02:00 | buy | 6 | 0.10 | 0.67714 | 0.00000 | 0.00000 | ||
14 | 2024.09.02 02:00 | modify | 6 | 0.10 | 0.67714 | 0.65514 | 0.69114 | ||
15 | 2024.09.02 03:00 | close | 6 | 0.10 | 0.67641 | 0.65514 | 0.69114 | -7.30 | 973.60 |
16 | 2024.09.02 03:00 | close | 5 | 0.10 | 0.67641 | 0.65574 | 0.69174 | -13.30 | 960.30 |
17 | 2024.09.02 03:00 | close | 4 | 0.10 | 0.67641 | 0.65505 | 0.69105 | -6.40 | 953.90 |
18 | 2024.09.02 03:00 | close | 3 | 0.10 | 0.67641 | 0.65530 | 0.69130 | -9.17 | 944.73 |
19 | 2024.09.02 03:00 | sell | 7 | 0.10 | 0.67641 | 0.00000 | 0.00000 | ||
20 | 2024.09.02 03:00 | modify | 7 | 0.10 | 0.67641 | 0.69841 | 0.66241 | ||
21 | 2024.09.02 04:00 | sell | 8 | 0.10 | 0.67638 | 0.00000 | 0.00000 | ||
22 | 2024.09.02 04:00 | modify | 8 | 0.10 | 0.67638 | 0.69838 | 0.66238 | ||
23 | 2024.09.02 05:00 | sell | 9 | 0.10 | 0.67606 | 0.00000 | 0.00000 | ||
24 | 2024.09.02 05:00 | modify | 9 | 0.10 | 0.67606 | 0.69806 | 0.66206 | ||
25 | 2024.09.02 06:00 | sell | 10 | 0.10 | 0.67646 | 0.00000 | 0.00000 | ||
26 | 2024.09.02 06:00 | modify | 10 | 0.10 | 0.67646 | 0.69846 | 0.66246 | ||
27 | 2024.09.02 07:00 | close | 10 | 0.10 | 0.67817 | 0.69846 | 0.66246 | -17.10 | 927.63 |
28 | 2024.09.02 07:00 | close | 9 | 0.10 | 0.67817 | 0.69806 | 0.66206 | -21.10 | 906.53 |
29 | 2024.09.02 07:00 | close | 8 | 0.10 | 0.67817 | 0.69838 | 0.66238 | -17.90 | 888.63 |
30 | 2024.09.02 07:00 | close | 7 | 0.10 | 0.67817 | 0.69841 | 0.66241 | -17.60 | 871.03 |
31 | 2024.09.02 07:00 | buy | 11 | 0.10 | 0.67817 | 0.00000 | 0.00000 | ||
32 | 2024.09.02 07:00 | modify | 11 | 0.10 | 0.67817 | 0.65617 | 0.69217 | ||
33 | 2024.09.02 08:00 | buy | 12 | 0.10 | 0.67811 | 0.00000 | 0.00000 | ||
34 | 2024.09.02 08:00 | modify | 12 | 0.10 | 0.67811 | 0.65611 | 0.69211 | ||
35 | 2024.09.02 09:00 | buy | 13 | 0.10 | 0.67851 | 0.00000 | 0.00000 | ||
36 | 2024.09.02 09:00 | modify | 13 | 0.10 | 0.67851 | 0.65651 | 0.69251 | ||
37 | 2024.09.02 10:00 | buy | 14 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
38 | 2024.09.02 10:00 | modify | 14 | 0.10 | 0.67859 | 0.65659 | 0.69259 | ||
39 | 2024.09.02 11:00 | buy | 15 | 0.10 | 0.67796 | 0.00000 | 0.00000 | ||
40 | 2024.09.02 11:00 | modify | 15 | 0.10 | 0.67796 | 0.65596 | 0.69196 | ||
41 | 2024.09.02 12:00 | close | 15 | 0.10 | 0.67758 | 0.65596 | 0.69196 | -3.80 | 867.23 |
42 | 2024.09.02 12:00 | close | 14 | 0.10 | 0.67758 | 0.65659 | 0.69259 | -10.10 | 857.13 |
43 | 2024.09.02 12:00 | close | 13 | 0.10 | 0.67758 | 0.65651 | 0.69251 | -9.30 | 847.83 |
44 | 2024.09.02 12:00 | close | 12 | 0.10 | 0.67758 | 0.65611 | 0.69211 | -5.30 | 842.53 |
45 | 2024.09.02 12:00 | close | 11 | 0.10 | 0.67758 | 0.65617 | 0.69217 | -5.90 | 836.63 |
46 | 2024.09.02 12:00 | sell | 16 | 0.10 | 0.67758 | 0.00000 | 0.00000 | ||
47 | 2024.09.02 12:00 | modify | 16 | 0.10 | 0.67758 | 0.69958 | 0.66358 | ||
48 | 2024.09.02 13:00 | close | 16 | 0.10 | 0.67826 | 0.69958 | 0.66358 | -6.80 | 829.83 |
49 | 2024.09.02 13:00 | buy | 17 | 0.10 | 0.67826 | 0.00000 | 0.00000 | ||
50 | 2024.09.02 13:00 | modify | 17 | 0.10 | 0.67826 | 0.65626 | 0.69226 | ||
51 | 2024.09.02 14:00 | buy | 18 | 0.10 | 0.67817 | 0.00000 | 0.00000 | ||
52 | 2024.09.02 14:00 | modify | 18 | 0.10 | 0.67817 | 0.65617 | 0.69217 | ||
53 | 2024.09.02 15:00 | buy | 19 | 0.10 | 0.67923 | 0.00000 | 0.00000 | ||
54 | 2024.09.02 15:00 | modify | 19 | 0.10 | 0.67923 | 0.65723 | 0.69323 | ||
55 | 2024.09.02 16:00 | buy | 20 | 0.10 | 0.67915 | 0.00000 | 0.00000 | ||
56 | 2024.09.02 16:00 | modify | 20 | 0.10 | 0.67915 | 0.65715 | 0.69315 | ||
57 | 2024.09.02 17:00 | buy | 21 | 0.10 | 0.67934 | 0.00000 | 0.00000 | ||
58 | 2024.09.02 17:00 | modify | 21 | 0.10 | 0.67934 | 0.65734 | 0.69334 | ||
59 | 2024.09.02 18:00 | buy | 22 | 0.10 | 0.67955 | 0.00000 | 0.00000 | ||
60 | 2024.09.02 18:00 | modify | 22 | 0.10 | 0.67955 | 0.65755 | 0.69355 | ||
61 | 2024.09.02 19:00 | buy | 23 | 0.10 | 0.67961 | 0.00000 | 0.00000 | ||
62 | 2024.09.02 19:00 | modify | 23 | 0.10 | 0.67961 | 0.65761 | 0.69361 | ||
63 | 2024.09.02 20:00 | buy | 24 | 0.10 | 0.67966 | 0.00000 | 0.00000 | ||
64 | 2024.09.02 20:00 | modify | 24 | 0.10 | 0.67966 | 0.65766 | 0.69366 | ||
65 | 2024.09.02 21:00 | buy | 25 | 0.10 | 0.67921 | 0.00000 | 0.00000 | ||
66 | 2024.09.02 21:00 | modify | 25 | 0.10 | 0.67921 | 0.65721 | 0.69321 | ||
67 | 2024.09.02 22:00 | buy | 26 | 0.10 | 0.67915 | 0.00000 | 0.00000 | ||
68 | 2024.09.02 22:00 | modify | 26 | 0.10 | 0.67915 | 0.65715 | 0.69315 | ||
69 | 2024.09.02 23:00 | buy | 27 | 0.10 | 0.67893 | 0.00000 | 0.00000 | ||
70 | 2024.09.02 23:00 | modify | 27 | 0.10 | 0.67893 | 0.65693 | 0.69293 | ||
71 | 2024.09.03 00:00 | close | 27 | 0.10 | 0.67868 | 0.65693 | 0.69293 | -2.77 | 827.07 |
72 | 2024.09.03 00:00 | close | 26 | 0.10 | 0.67868 | 0.65715 | 0.69315 | -4.97 | 822.10 |
73 | 2024.09.03 00:00 | close | 25 | 0.10 | 0.67868 | 0.65721 | 0.69321 | -5.57 | 816.53 |
74 | 2024.09.03 00:00 | close | 24 | 0.10 | 0.67868 | 0.65766 | 0.69366 | -10.07 | 806.47 |
75 | 2024.09.03 00:00 | close | 23 | 0.10 | 0.67868 | 0.65761 | 0.69361 | -9.57 | 796.90 |
76 | 2024.09.03 00:00 | close | 22 | 0.10 | 0.67868 | 0.65755 | 0.69355 | -8.97 | 787.93 |
77 | 2024.09.03 00:00 | close | 21 | 0.10 | 0.67868 | 0.65734 | 0.69334 | -6.87 | 781.06 |
78 | 2024.09.03 00:00 | close | 20 | 0.10 | 0.67868 | 0.65715 | 0.69315 | -4.97 | 776.10 |
79 | 2024.09.03 00:00 | close | 19 | 0.10 | 0.67868 | 0.65723 | 0.69323 | -5.77 | 770.33 |
80 | 2024.09.03 00:00 | close | 18 | 0.10 | 0.67868 | 0.65617 | 0.69217 | 4.83 | 775.16 |
81 | 2024.09.03 00:00 | close | 17 | 0.10 | 0.67868 | 0.65626 | 0.69226 | 3.93 | 779.10 |
82 | 2024.09.03 00:00 | sell | 28 | 0.10 | 0.67868 | 0.00000 | 0.00000 | ||
83 | 2024.09.03 00:00 | modify | 28 | 0.10 | 0.67868 | 0.70068 | 0.66468 | ||
84 | 2024.09.03 01:00 | sell | 29 | 0.10 | 0.67835 | 0.00000 | 0.00000 | ||
85 | 2024.09.03 01:00 | modify | 29 | 0.10 | 0.67835 | 0.70035 | 0.66435 | ||
86 | 2024.09.03 02:00 | sell | 30 | 0.10 | 0.67796 | 0.00000 | 0.00000 | ||
87 | 2024.09.03 02:00 | modify | 30 | 0.10 | 0.67796 | 0.69996 | 0.66396 | ||
88 | 2024.09.03 03:00 | sell | 31 | 0.10 | 0.67637 | 0.00000 | 0.00000 | ||
89 | 2024.09.03 03:00 | modify | 31 | 0.10 | 0.67637 | 0.69837 | 0.66237 | ||
90 | 2024.09.03 04:00 | sell | 32 | 0.10 | 0.67442 | 0.00000 | 0.00000 | ||
91 | 2024.09.03 04:00 | modify | 32 | 0.10 | 0.67442 | 0.69642 | 0.66042 | ||
92 | 2024.09.03 05:00 | sell | 33 | 0.10 | 0.67416 | 0.00000 | 0.00000 | ||
93 | 2024.09.03 05:00 | modify | 33 | 0.10 | 0.67416 | 0.69616 | 0.66016 | ||
94 | 2024.09.03 06:00 | sell | 34 | 0.10 | 0.67399 | 0.00000 | 0.00000 | ||
95 | 2024.09.03 06:00 | modify | 34 | 0.10 | 0.67399 | 0.69599 | 0.65999 | ||
96 | 2024.09.03 07:00 | sell | 35 | 0.10 | 0.67405 | 0.00000 | 0.00000 | ||
97 | 2024.09.03 07:00 | modify | 35 | 0.10 | 0.67405 | 0.69605 | 0.66005 | ||
98 | 2024.09.03 08:00 | sell | 36 | 0.10 | 0.67480 | 0.00000 | 0.00000 | ||
99 | 2024.09.03 08:00 | modify | 36 | 0.10 | 0.67480 | 0.69680 | 0.66080 | ||
100 | 2024.09.03 09:00 | sell | 37 | 0.10 | 0.67462 | 0.00000 | 0.00000 | ||
101 | 2024.09.03 09:00 | modify | 37 | 0.10 | 0.67462 | 0.69662 | 0.66062 | ||
102 | 2024.09.03 10:00 | sell | 38 | 0.10 | 0.67343 | 0.00000 | 0.00000 | ||
103 | 2024.09.03 10:00 | modify | 38 | 0.10 | 0.67343 | 0.69543 | 0.65943 | ||
104 | 2024.09.03 11:00 | sell | 39 | 0.10 | 0.67307 | 0.00000 | 0.00000 | ||
105 | 2024.09.03 11:00 | modify | 39 | 0.10 | 0.67307 | 0.69507 | 0.65907 | ||
106 | 2024.09.03 12:00 | sell | 40 | 0.10 | 0.67307 | 0.00000 | 0.00000 | ||
107 | 2024.09.03 12:00 | modify | 40 | 0.10 | 0.67307 | 0.69507 | 0.65907 | ||
108 | 2024.09.03 14:00 | sell | 41 | 0.10 | 0.67337 | 0.00000 | 0.00000 | ||
109 | 2024.09.03 14:00 | modify | 41 | 0.10 | 0.67337 | 0.69537 | 0.65937 | ||
110 | 2024.09.03 15:00 | sell | 42 | 0.10 | 0.67141 | 0.00000 | 0.00000 | ||
111 | 2024.09.03 15:00 | modify | 42 | 0.10 | 0.67141 | 0.69341 | 0.65741 | ||
112 | 2024.09.03 16:00 | sell | 43 | 0.10 | 0.67196 | 0.00000 | 0.00000 | ||
113 | 2024.09.03 16:00 | modify | 43 | 0.10 | 0.67196 | 0.69396 | 0.65796 | ||
114 | 2024.09.06 12:50 | close at stop | 43 | 0.10 | 0.67699 | 0.69396 | 0.65796 | -50.19 | 728.90 |
115 | 2024.09.06 12:50 | close at stop | 42 | 0.10 | 0.67699 | 0.69341 | 0.65741 | -55.69 | 673.21 |
116 | 2024.09.06 12:50 | close at stop | 41 | 0.10 | 0.67699 | 0.69537 | 0.65937 | -36.09 | 637.12 |
117 | 2024.09.06 12:50 | close at stop | 40 | 0.10 | 0.67699 | 0.69507 | 0.65907 | -39.09 | 598.03 |
118 | 2024.09.06 12:50 | close at stop | 39 | 0.10 | 0.67699 | 0.69507 | 0.65907 | -39.09 | 558.94 |
119 | 2024.09.06 12:50 | close at stop | 38 | 0.10 | 0.67699 | 0.69543 | 0.65943 | -35.49 | 523.45 |
120 | 2024.09.06 12:50 | close at stop | 37 | 0.10 | 0.67699 | 0.69662 | 0.66062 | -23.59 | 499.86 |
121 | 2024.09.06 12:50 | close at stop | 36 | 0.10 | 0.67699 | 0.69680 | 0.66080 | -21.79 | 478.06 |
122 | 2024.09.06 12:50 | close at stop | 35 | 0.10 | 0.67699 | 0.69605 | 0.66005 | -29.29 | 448.77 |
123 | 2024.09.06 12:50 | close at stop | 34 | 0.10 | 0.67699 | 0.69599 | 0.65999 | -29.89 | 418.88 |
124 | 2024.09.06 12:50 | close at stop | 33 | 0.10 | 0.67699 | 0.69616 | 0.66016 | -28.19 | 390.69 |
125 | 2024.09.06 12:50 | close at stop | 32 | 0.10 | 0.67699 | 0.69642 | 0.66042 | -25.59 | 365.10 |
126 | 2024.09.06 12:50 | close at stop | 31 | 0.10 | 0.67699 | 0.69837 | 0.66237 | -6.09 | 359.01 |
127 | 2024.09.06 12:50 | close at stop | 30 | 0.10 | 0.67699 | 0.69996 | 0.66396 | 9.81 | 368.82 |
128 | 2024.09.06 12:50 | close at stop | 29 | 0.10 | 0.67699 | 0.70035 | 0.66435 | 13.71 | 382.52 |
129 | 2024.09.06 12:50 | close at stop | 28 | 0.10 | 0.67699 | 0.70068 | 0.66468 | 17.01 | 399.53 |