Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=11; MACD_SlowEMAPeriod=15; MACD_SignalPeriod=27; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=4; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=210; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=200; BreakEvenLockin=80; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=70; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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=181103; | ||||
Bars in test | 2610 | Ticks modelled | 79581 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1520.52 | Gross profit | 2285.35 | Gross loss | -764.83 |
Profit factor | 2.99 | Expected payoff | 43.44 | ||
Absolute drawdown | 13.70 | Maximal drawdown | 341.27 (2.88%) | Relative drawdown | 2.90% (298.81) |
Total trades | 35 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 19 (63.16%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 138.03 | loss trade | -100.68 | |
Average | profit trade | 103.88 | loss trade | -58.83 | |
Maximum | consecutive wins (profit in money) | 7 (842.91) | consecutive losses (loss in money) | 4 (-337.98) | |
Maximal | consecutive profit (count of wins) | 842.91 (7) | consecutive loss (count of losses) | -337.98 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.23 12:00 | sell | 1 | 0.10 | 1.55656 | 0.00000 | 0.00000 | ||
2 | 2023.01.23 12:00 | modify | 1 | 0.10 | 1.55656 | 1.57156 | 1.53556 | ||
3 | 2023.01.25 01:05 | modify | 1 | 0.10 | 1.55656 | 1.54340 | 1.53556 | ||
4 | 2023.01.25 02:40 | t/p | 1 | 0.10 | 1.53556 | 1.54340 | 1.53556 | 138.03 | 10138.03 |
5 | 2023.02.07 08:00 | sell | 2 | 0.10 | 1.54797 | 0.00000 | 0.00000 | ||
6 | 2023.02.07 08:00 | modify | 2 | 0.10 | 1.54797 | 1.56297 | 1.52697 | ||
7 | 2023.02.14 08:00 | close | 2 | 0.10 | 1.54168 | 1.56297 | 1.52697 | 40.48 | 10178.51 |
8 | 2023.02.14 08:00 | buy | 3 | 0.10 | 1.54168 | 0.00000 | 0.00000 | ||
9 | 2023.02.14 08:00 | modify | 3 | 0.10 | 1.54168 | 1.52668 | 1.56268 | ||
10 | 2023.02.20 12:00 | close | 3 | 0.10 | 1.54654 | 1.52668 | 1.56268 | 30.83 | 10209.34 |
11 | 2023.02.20 12:00 | sell | 4 | 0.10 | 1.54654 | 0.00000 | 0.00000 | ||
12 | 2023.02.20 12:00 | modify | 4 | 0.10 | 1.54654 | 1.56154 | 1.52554 | ||
13 | 2023.02.22 00:30 | modify | 4 | 0.10 | 1.54654 | 1.56154 | 1.53554 | ||
14 | 2023.02.22 07:40 | s/l | 4 | 0.10 | 1.56154 | 1.56154 | 1.53554 | -99.06 | 10110.28 |
15 | 2023.02.22 08:00 | buy | 5 | 0.10 | 1.56048 | 0.00000 | 0.00000 | ||
16 | 2023.02.22 08:00 | modify | 5 | 0.10 | 1.56048 | 1.54548 | 1.58148 | ||
17 | 2023.02.23 12:00 | close | 5 | 0.10 | 1.55239 | 1.54548 | 1.58148 | -53.84 | 10056.44 |
18 | 2023.02.23 12:00 | sell | 6 | 0.10 | 1.55239 | 0.00000 | 0.00000 | ||
19 | 2023.02.23 12:00 | modify | 6 | 0.10 | 1.55239 | 1.56739 | 1.53139 | ||
20 | 2023.02.24 08:00 | close | 6 | 0.10 | 1.55887 | 1.56739 | 1.53139 | -42.82 | 10013.62 |
21 | 2023.02.24 08:00 | buy | 7 | 0.10 | 1.55887 | 0.00000 | 0.00000 | ||
22 | 2023.02.24 08:00 | modify | 7 | 0.10 | 1.55887 | 1.54387 | 1.57987 | ||
23 | 2023.02.28 08:06 | modify | 7 | 0.10 | 1.55887 | 1.57265 | 1.57987 | ||
24 | 2023.02.28 08:20 | t/p | 7 | 0.10 | 1.57987 | 1.57265 | 1.57987 | 137.86 | 10151.48 |
25 | 2023.03.10 12:00 | sell | 8 | 0.10 | 1.60682 | 0.00000 | 0.00000 | ||
26 | 2023.03.10 12:00 | modify | 8 | 0.10 | 1.60682 | 1.62182 | 1.58582 | ||
27 | 2023.03.10 18:30 | modify | 8 | 0.10 | 1.60682 | 1.62182 | 1.59582 | ||
28 | 2023.03.15 11:40 | t/p | 8 | 0.10 | 1.59582 | 1.62182 | 1.59582 | 72.04 | 10223.53 |
29 | 2023.03.20 12:00 | buy | 9 | 0.10 | 1.59941 | 0.00000 | 0.00000 | ||
30 | 2023.03.20 12:00 | modify | 9 | 0.10 | 1.59941 | 1.58441 | 1.62041 | ||
31 | 2023.03.21 15:40 | modify | 9 | 0.10 | 1.59941 | 1.61245 | 1.62041 | ||
32 | 2023.03.22 01:20 | s/l | 9 | 0.10 | 1.61245 | 1.61245 | 1.62041 | 85.45 | 10308.98 |
33 | 2023.04.21 08:00 | buy | 10 | 0.10 | 1.63866 | 0.00000 | 0.00000 | ||
34 | 2023.04.21 08:00 | modify | 10 | 0.10 | 1.63866 | 1.62366 | 1.65966 | ||
35 | 2023.04.25 13:40 | modify | 10 | 0.10 | 1.63866 | 1.65167 | 1.65966 | ||
36 | 2023.04.26 03:30 | t/p | 10 | 0.10 | 1.65966 | 1.65167 | 1.65966 | 137.67 | 10446.64 |
37 | 2023.05.10 08:00 | buy | 11 | 0.10 | 1.62262 | 0.00000 | 0.00000 | ||
38 | 2023.05.10 08:00 | modify | 11 | 0.10 | 1.62262 | 1.60762 | 1.64362 | ||
39 | 2023.05.22 12:00 | buy | 12 | 0.10 | 1.62972 | 0.00000 | 0.00000 | ||
40 | 2023.05.22 12:00 | modify | 12 | 0.10 | 1.62972 | 1.61472 | 1.65072 | ||
41 | 2023.05.23 08:00 | buy | 13 | 0.10 | 1.63019 | 0.00000 | 0.00000 | ||
42 | 2023.05.23 08:00 | modify | 13 | 0.10 | 1.63019 | 1.61519 | 1.65119 | ||
43 | 2023.05.24 13:20 | modify | 11 | 0.10 | 1.62262 | 1.63585 | 1.64362 | ||
44 | 2023.05.24 13:30 | t/p | 11 | 0.10 | 1.64362 | 1.63585 | 1.64362 | 135.52 | 10582.16 |
45 | 2023.05.25 23:30 | modify | 12 | 0.10 | 1.62972 | 1.64286 | 1.65072 | ||
46 | 2023.05.25 23:40 | modify | 13 | 0.10 | 1.63019 | 1.64333 | 1.65119 | ||
47 | 2023.05.26 00:05 | t/p | 12 | 0.10 | 1.65072 | 1.64286 | 1.65072 | 137.09 | 10719.26 |
48 | 2023.05.26 00:05 | t/p | 13 | 0.10 | 1.65119 | 1.64333 | 1.65119 | 137.28 | 10856.53 |
49 | 2023.06.28 08:00 | buy | 14 | 0.10 | 1.64941 | 0.00000 | 0.00000 | ||
50 | 2023.06.28 08:00 | modify | 14 | 0.10 | 1.64941 | 1.63441 | 1.67041 | ||
51 | 2023.06.29 12:00 | close | 14 | 0.10 | 1.64844 | 1.63441 | 1.67041 | -6.97 | 10849.56 |
52 | 2023.06.29 12:00 | sell | 15 | 0.10 | 1.64844 | 0.00000 | 0.00000 | ||
53 | 2023.06.29 12:00 | modify | 15 | 0.10 | 1.64844 | 1.66344 | 1.62744 | ||
54 | 2023.07.04 13:30 | modify | 15 | 0.10 | 1.64844 | 1.63521 | 1.62744 | ||
55 | 2023.07.04 15:20 | t/p | 15 | 0.10 | 1.62744 | 1.63521 | 1.62744 | 137.90 | 10987.46 |
56 | 2023.07.06 12:00 | buy | 16 | 0.10 | 1.62980 | 0.00000 | 0.00000 | ||
57 | 2023.07.06 12:00 | modify | 16 | 0.10 | 1.62980 | 1.61480 | 1.65080 | ||
58 | 2023.07.10 09:10 | modify | 16 | 0.10 | 1.62980 | 1.64294 | 1.65080 | ||
59 | 2023.07.10 09:30 | t/p | 16 | 0.10 | 1.65080 | 1.64294 | 1.65080 | 137.86 | 11125.32 |
60 | 2023.07.20 08:00 | sell | 17 | 0.10 | 1.64221 | 0.00000 | 0.00000 | ||
61 | 2023.07.20 08:00 | modify | 17 | 0.10 | 1.64221 | 1.65721 | 1.62121 | ||
62 | 2023.07.21 12:30 | modify | 17 | 0.10 | 1.64221 | 1.65721 | 1.63121 | ||
63 | 2023.07.25 12:40 | t/p | 17 | 0.10 | 1.63121 | 1.65721 | 1.63121 | 72.04 | 11197.36 |
64 | 2023.07.27 12:00 | buy | 18 | 0.10 | 1.63846 | 0.00000 | 0.00000 | ||
65 | 2023.07.27 12:00 | modify | 18 | 0.10 | 1.63846 | 1.62346 | 1.65946 | ||
66 | 2023.07.27 13:40 | modify | 18 | 0.10 | 1.63846 | 1.62346 | 1.64946 | ||
67 | 2023.07.28 04:40 | t/p | 18 | 0.10 | 1.64946 | 1.62346 | 1.64946 | 72.23 | 11269.59 |
68 | 2023.08.01 08:00 | buy | 19 | 0.10 | 1.65266 | 0.00000 | 0.00000 | ||
69 | 2023.08.01 08:00 | modify | 19 | 0.10 | 1.65266 | 1.63766 | 1.67366 | ||
70 | 2023.08.02 14:40 | modify | 19 | 0.10 | 1.65266 | 1.66615 | 1.67366 | ||
71 | 2023.08.03 00:30 | t/p | 19 | 0.10 | 1.67366 | 1.66615 | 1.67366 | 137.47 | 11407.06 |
72 | 2023.08.14 12:00 | sell | 20 | 0.10 | 1.68419 | 0.00000 | 0.00000 | ||
73 | 2023.08.14 12:00 | modify | 20 | 0.10 | 1.68419 | 1.69919 | 1.66319 | ||
74 | 2023.08.16 01:30 | modify | 20 | 0.10 | 1.68419 | 1.69919 | 1.67319 | ||
75 | 2023.08.16 08:00 | sell | 21 | 0.10 | 1.68674 | 0.00000 | 0.00000 | ||
76 | 2023.08.16 08:00 | modify | 21 | 0.10 | 1.68674 | 1.70174 | 1.66574 | ||
77 | 2023.08.16 12:00 | close | 21 | 0.10 | 1.69032 | 1.70174 | 1.66574 | -23.58 | 11383.48 |
78 | 2023.08.16 12:00 | close | 20 | 0.10 | 1.69032 | 1.69919 | 1.67319 | -40.64 | 11342.84 |
79 | 2023.08.16 12:00 | buy | 22 | 0.10 | 1.69032 | 0.00000 | 0.00000 | ||
80 | 2023.08.16 12:00 | modify | 22 | 0.10 | 1.69032 | 1.67532 | 1.71132 | ||
81 | 2023.08.23 13:40 | modify | 22 | 0.10 | 1.69032 | 1.67532 | 1.70132 | ||
82 | 2023.08.23 20:53 | modify | 22 | 0.10 | 1.69032 | 1.67532 | 1.69682 | ||
83 | 2023.08.23 21:15 | s/l | 22 | 0.10 | 1.67532 | 1.67532 | 1.69682 | -100.11 | 11242.73 |
84 | 2023.09.14 12:00 | sell | 23 | 0.10 | 1.66509 | 0.00000 | 0.00000 | ||
85 | 2023.09.14 12:00 | modify | 23 | 0.10 | 1.66509 | 1.68009 | 1.64409 | ||
86 | 2023.09.25 08:00 | close | 23 | 0.10 | 1.65663 | 1.68009 | 1.64409 | 54.49 | 11297.22 |
87 | 2023.09.25 08:00 | buy | 24 | 0.10 | 1.65663 | 0.00000 | 0.00000 | ||
88 | 2023.09.25 08:00 | modify | 24 | 0.10 | 1.65663 | 1.64163 | 1.67763 | ||
89 | 2023.09.26 02:05 | modify | 24 | 0.10 | 1.65663 | 1.64163 | 1.66763 | ||
90 | 2023.09.28 08:00 | close | 24 | 0.10 | 1.65002 | 1.64163 | 1.66763 | -44.48 | 11252.73 |
91 | 2023.09.28 08:00 | sell | 25 | 0.10 | 1.65002 | 0.00000 | 0.00000 | ||
92 | 2023.09.28 08:00 | modify | 25 | 0.10 | 1.65002 | 1.66502 | 1.62902 | ||
93 | 2023.10.02 08:00 | close | 25 | 0.10 | 1.64949 | 1.66502 | 1.62902 | 3.22 | 11255.95 |
94 | 2023.10.02 08:00 | buy | 26 | 0.10 | 1.64949 | 0.00000 | 0.00000 | ||
95 | 2023.10.02 08:00 | modify | 26 | 0.10 | 1.64949 | 1.63449 | 1.67049 | ||
96 | 2023.10.13 04:40 | modify | 26 | 0.10 | 1.64949 | 1.66317 | 1.67049 | ||
97 | 2023.10.13 16:15 | t/p | 26 | 0.10 | 1.67049 | 1.66317 | 1.67049 | 135.72 | 11391.67 |
98 | 2023.10.19 08:00 | buy | 27 | 0.10 | 1.67331 | 0.00000 | 0.00000 | ||
99 | 2023.10.19 08:00 | modify | 27 | 0.10 | 1.67331 | 1.65831 | 1.69431 | ||
100 | 2023.10.24 12:00 | close | 27 | 0.10 | 1.67107 | 1.65831 | 1.69431 | -15.33 | 11376.34 |
101 | 2023.10.24 12:00 | sell | 28 | 0.10 | 1.67107 | 0.00000 | 0.00000 | ||
102 | 2023.10.24 12:00 | modify | 28 | 0.10 | 1.67107 | 1.68607 | 1.65007 | ||
103 | 2023.10.25 22:40 | modify | 28 | 0.10 | 1.67107 | 1.68607 | 1.66007 | ||
104 | 2023.10.30 07:40 | t/p | 28 | 0.10 | 1.66007 | 1.68607 | 1.66007 | 71.64 | 11447.97 |
105 | 2023.11.06 12:00 | buy | 29 | 0.10 | 1.65214 | 0.00000 | 0.00000 | ||
106 | 2023.11.06 12:00 | modify | 29 | 0.10 | 1.65214 | 1.63714 | 1.67314 | ||
107 | 2023.11.08 19:40 | modify | 29 | 0.10 | 1.65214 | 1.66530 | 1.67314 | ||
108 | 2023.11.09 19:20 | t/p | 29 | 0.10 | 1.67314 | 1.66530 | 1.67314 | 137.29 | 11585.26 |
109 | 2023.11.13 12:00 | sell | 30 | 0.10 | 1.67638 | 0.00000 | 0.00000 | ||
110 | 2023.11.13 12:00 | modify | 30 | 0.10 | 1.67638 | 1.69138 | 1.65538 | ||
111 | 2023.11.17 12:00 | sell | 31 | 0.10 | 1.67152 | 0.00000 | 0.00000 | ||
112 | 2023.11.17 12:00 | modify | 31 | 0.10 | 1.67152 | 1.68652 | 1.65052 | ||
113 | 2023.11.28 01:30 | modify | 30 | 0.10 | 1.67638 | 1.66269 | 1.65538 | ||
114 | 2023.11.28 01:40 | t/p | 30 | 0.10 | 1.65538 | 1.66269 | 1.65538 | 136.28 | 11721.54 |
115 | 2023.11.28 16:40 | modify | 31 | 0.10 | 1.67152 | 1.65813 | 1.65052 | ||
116 | 2023.11.29 01:40 | t/p | 31 | 0.10 | 1.65052 | 1.65813 | 1.65052 | 136.96 | 11858.50 |
117 | 2023.11.29 12:00 | buy | 32 | 0.10 | 1.65914 | 0.00000 | 0.00000 | ||
118 | 2023.11.29 12:00 | modify | 32 | 0.10 | 1.65914 | 1.64414 | 1.68014 | ||
119 | 2023.11.30 09:15 | modify | 32 | 0.10 | 1.65914 | 1.64414 | 1.67014 | ||
120 | 2023.11.30 15:33 | modify | 32 | 0.10 | 1.65914 | 1.64414 | 1.66564 | ||
121 | 2023.12.01 09:30 | s/l | 32 | 0.10 | 1.64414 | 1.64414 | 1.66564 | -99.53 | 11758.97 |
122 | 2023.12.08 08:00 | sell | 33 | 0.10 | 1.63065 | 0.00000 | 0.00000 | ||
123 | 2023.12.08 08:00 | modify | 33 | 0.10 | 1.63065 | 1.64565 | 1.60965 | ||
124 | 2023.12.11 01:20 | modify | 33 | 0.10 | 1.63065 | 1.64565 | 1.61965 | ||
125 | 2023.12.12 14:30 | s/l | 33 | 0.10 | 1.64565 | 1.64565 | 1.61965 | -99.06 | 11659.91 |
126 | 2023.12.15 08:00 | buy | 34 | 0.10 | 1.63864 | 0.00000 | 0.00000 | ||
127 | 2023.12.15 08:00 | modify | 34 | 0.10 | 1.63864 | 1.62364 | 1.65964 | ||
128 | 2023.12.15 12:00 | close | 34 | 0.10 | 1.63276 | 1.62364 | 1.65964 | -38.71 | 11621.20 |
129 | 2023.12.15 12:00 | sell | 35 | 0.10 | 1.63276 | 0.00000 | 0.00000 | ||
130 | 2023.12.15 12:00 | modify | 35 | 0.10 | 1.63276 | 1.64776 | 1.61176 | ||
131 | 2023.12.29 23:59 | s/l | 35 | 0.10 | 1.64776 | 1.64776 | 1.61176 | -100.68 | 11520.52 |