Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 5 Minutes (M5) 2024.10.01 00:00 - 2024.10.31 23:55 (2024.10.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=18; MA_Method=0; MA_AppliedPrice=0; MA_Shift=1; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; TakeProfit=40; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=450; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=340; Run_ProfitTrailingStop=80; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=30; EntryWindow_UntilHour=14; 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="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603; | ||||
Bars in test | 7528 | Ticks modelled | 370506 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -210.59 | Gross profit | 309.94 | Gross loss | -520.53 |
Profit factor | 0.60 | Expected payoff | -7.80 | ||
Absolute drawdown | 210.59 | Maximal drawdown | 419.00 (34.67%) | Relative drawdown | 34.67% (419.00) |
Total trades | 27 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 16 (6.25%) |
Profit trades (% of total) | 12 (44.44%) | Loss trades (% of total) | 15 (55.56%) | ||
Largest | profit trade | 25.83 | loss trade | -48.49 | |
Average | profit trade | 25.83 | loss trade | -34.70 | |
Maximum | consecutive wins (profit in money) | 12 (309.94) | consecutive losses (loss in money) | 15 (-520.53) | |
Maximal | consecutive profit (count of wins) | 309.94 (12) | consecutive loss (count of losses) | -520.53 (15) | |
Average | consecutive wins | 12 | consecutive losses | 15 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.10.01 03:30 | sell | 1 | 0.10 | 1.61040 | 0.00000 | 0.00000 | ||
2 | 2024.10.01 03:30 | modify | 1 | 0.10 | 1.61040 | 1.62040 | 1.60640 | ||
3 | 2024.10.01 03:53 | sell | 2 | 0.10 | 1.61001 | 0.00000 | 0.00000 | ||
4 | 2024.10.01 03:53 | modify | 2 | 0.10 | 1.61001 | 1.62001 | 1.60601 | ||
5 | 2024.10.01 03:59 | sell | 3 | 0.10 | 1.61070 | 0.00000 | 0.00000 | ||
6 | 2024.10.01 03:59 | modify | 3 | 0.10 | 1.61070 | 1.62070 | 1.60670 | ||
7 | 2024.10.01 04:07 | sell | 4 | 0.10 | 1.60967 | 0.00000 | 0.00000 | ||
8 | 2024.10.01 04:07 | modify | 4 | 0.10 | 1.60967 | 1.61967 | 1.60567 | ||
9 | 2024.10.01 04:08 | sell | 5 | 0.10 | 1.60950 | 0.00000 | 0.00000 | ||
10 | 2024.10.01 04:08 | modify | 5 | 0.10 | 1.60950 | 1.61950 | 1.60550 | ||
11 | 2024.10.01 04:23 | buy | 6 | 0.10 | 1.60960 | 0.00000 | 0.00000 | ||
12 | 2024.10.01 04:23 | modify | 6 | 0.10 | 1.60960 | 1.59960 | 1.61360 | ||
13 | 2024.10.01 04:25 | buy | 7 | 0.10 | 1.60921 | 0.00000 | 0.00000 | ||
14 | 2024.10.01 04:25 | modify | 7 | 0.10 | 1.60921 | 1.59921 | 1.61321 | ||
15 | 2024.10.01 04:27 | buy | 8 | 0.10 | 1.60897 | 0.00000 | 0.00000 | ||
16 | 2024.10.01 04:27 | modify | 8 | 0.10 | 1.60897 | 1.59897 | 1.61297 | ||
17 | 2024.10.01 04:33 | buy | 9 | 0.10 | 1.60861 | 0.00000 | 0.00000 | ||
18 | 2024.10.01 04:33 | modify | 9 | 0.10 | 1.60861 | 1.59861 | 1.61261 | ||
19 | 2024.10.01 04:36 | buy | 10 | 0.10 | 1.60836 | 0.00000 | 0.00000 | ||
20 | 2024.10.01 04:36 | modify | 10 | 0.10 | 1.60836 | 1.59836 | 1.61236 | ||
21 | 2024.10.01 04:37 | buy | 11 | 0.10 | 1.60803 | 0.00000 | 0.00000 | ||
22 | 2024.10.01 04:37 | modify | 11 | 0.10 | 1.60803 | 1.59803 | 1.61203 | ||
23 | 2024.10.01 05:39 | buy | 12 | 0.10 | 1.60777 | 0.00000 | 0.00000 | ||
24 | 2024.10.01 05:39 | modify | 12 | 0.10 | 1.60777 | 1.59777 | 1.61177 | ||
25 | 2024.10.01 05:50 | buy | 13 | 0.10 | 1.60736 | 0.00000 | 0.00000 | ||
26 | 2024.10.01 05:50 | modify | 13 | 0.10 | 1.60736 | 1.59736 | 1.61136 | ||
27 | 2024.10.01 05:51 | buy | 14 | 0.10 | 1.60714 | 0.00000 | 0.00000 | ||
28 | 2024.10.01 05:51 | modify | 14 | 0.10 | 1.60714 | 1.59714 | 1.61114 | ||
29 | 2024.10.01 07:06 | buy | 15 | 0.10 | 1.60684 | 0.00000 | 0.00000 | ||
30 | 2024.10.01 07:06 | modify | 15 | 0.10 | 1.60684 | 1.59684 | 1.61084 | ||
31 | 2024.10.01 07:08 | t/p | 3 | 0.10 | 1.60670 | 1.62070 | 1.60670 | 25.83 | 1025.83 |
32 | 2024.10.01 07:15 | sell | 16 | 0.10 | 1.60842 | 0.00000 | 0.00000 | ||
33 | 2024.10.01 07:15 | modify | 16 | 0.10 | 1.60842 | 1.61842 | 1.60442 | ||
34 | 2024.10.01 07:15 | sell | 17 | 0.10 | 1.60861 | 0.00000 | 0.00000 | ||
35 | 2024.10.01 07:15 | modify | 17 | 0.10 | 1.60861 | 1.61861 | 1.60461 | ||
36 | 2024.10.01 07:17 | sell | 18 | 0.10 | 1.60893 | 0.00000 | 0.00000 | ||
37 | 2024.10.01 07:17 | modify | 18 | 0.10 | 1.60893 | 1.61893 | 1.60493 | ||
38 | 2024.10.01 07:18 | sell | 19 | 0.10 | 1.60925 | 0.00000 | 0.00000 | ||
39 | 2024.10.01 07:18 | modify | 19 | 0.10 | 1.60925 | 1.61925 | 1.60525 | ||
40 | 2024.10.01 07:38 | sell | 20 | 0.10 | 1.61077 | 0.00000 | 0.00000 | ||
41 | 2024.10.01 07:38 | modify | 20 | 0.10 | 1.61077 | 1.62077 | 1.60677 | ||
42 | 2024.10.01 07:38 | t/p | 15 | 0.10 | 1.61084 | 1.59684 | 1.61084 | 25.82 | 1051.65 |
43 | 2024.10.01 09:04 | buy | 21 | 0.10 | 1.60685 | 0.00000 | 0.00000 | ||
44 | 2024.10.01 09:04 | modify | 21 | 0.10 | 1.60685 | 1.59685 | 1.61085 | ||
45 | 2024.10.01 09:04 | t/p | 20 | 0.10 | 1.60677 | 1.62077 | 1.60677 | 25.83 | 1077.48 |
46 | 2024.10.01 09:32 | buy | 22 | 0.10 | 1.60658 | 0.00000 | 0.00000 | ||
47 | 2024.10.01 09:32 | modify | 22 | 0.10 | 1.60658 | 1.59658 | 1.61058 | ||
48 | 2024.10.01 09:35 | t/p | 1 | 0.10 | 1.60640 | 1.62040 | 1.60640 | 25.83 | 1103.31 |
49 | 2024.10.01 09:36 | buy | 23 | 0.10 | 1.60627 | 0.00000 | 0.00000 | ||
50 | 2024.10.01 09:36 | modify | 23 | 0.10 | 1.60627 | 1.59627 | 1.61027 | ||
51 | 2024.10.01 09:54 | t/p | 2 | 0.10 | 1.60601 | 1.62001 | 1.60601 | 25.83 | 1129.14 |
52 | 2024.10.01 09:54 | buy | 24 | 0.10 | 1.60600 | 0.00000 | 0.00000 | ||
53 | 2024.10.01 09:54 | modify | 24 | 0.10 | 1.60600 | 1.59600 | 1.61000 | ||
54 | 2024.10.01 09:57 | buy | 25 | 0.10 | 1.60569 | 0.00000 | 0.00000 | ||
55 | 2024.10.01 09:57 | modify | 25 | 0.10 | 1.60569 | 1.59569 | 1.60969 | ||
56 | 2024.10.01 09:57 | t/p | 4 | 0.10 | 1.60567 | 1.61967 | 1.60567 | 25.83 | 1154.97 |
57 | 2024.10.01 09:57 | t/p | 5 | 0.10 | 1.60550 | 1.61950 | 1.60550 | 25.82 | 1180.79 |
58 | 2024.10.01 10:37 | sell | 26 | 0.10 | 1.60771 | 0.00000 | 0.00000 | ||
59 | 2024.10.01 10:37 | modify | 26 | 0.10 | 1.60771 | 1.61771 | 1.60371 | ||
60 | 2024.10.01 11:47 | buy | 27 | 0.10 | 1.60553 | 0.00000 | 0.00000 | ||
61 | 2024.10.01 11:47 | modify | 27 | 0.10 | 1.60553 | 1.59553 | 1.60953 | ||
62 | 2024.10.01 11:51 | t/p | 19 | 0.10 | 1.60525 | 1.61925 | 1.60525 | 25.83 | 1206.62 |
63 | 2024.10.01 11:53 | t/p | 18 | 0.10 | 1.60493 | 1.61893 | 1.60493 | 25.83 | 1232.45 |
64 | 2024.10.01 11:54 | t/p | 17 | 0.10 | 1.60461 | 1.61861 | 1.60461 | 25.83 | 1258.28 |
65 | 2024.10.01 12:02 | t/p | 16 | 0.10 | 1.60442 | 1.61842 | 1.60442 | 25.83 | 1284.11 |
66 | 2024.10.01 12:21 | t/p | 26 | 0.10 | 1.60371 | 1.61771 | 1.60371 | 25.83 | 1309.94 |
67 | 2024.10.01 12:48 | close at stop | 27 | 0.10 | 1.60209 | 1.59553 | 1.60953 | -22.21 | 1287.73 |
68 | 2024.10.01 12:48 | close at stop | 25 | 0.10 | 1.60209 | 1.59569 | 1.60969 | -23.24 | 1264.49 |
69 | 2024.10.01 12:48 | close at stop | 24 | 0.10 | 1.60209 | 1.59600 | 1.61000 | -25.25 | 1239.24 |
70 | 2024.10.01 12:48 | close at stop | 23 | 0.10 | 1.60209 | 1.59627 | 1.61027 | -26.99 | 1212.25 |
71 | 2024.10.01 12:48 | close at stop | 22 | 0.10 | 1.60209 | 1.59658 | 1.61058 | -28.99 | 1183.26 |
72 | 2024.10.01 12:48 | close at stop | 21 | 0.10 | 1.60209 | 1.59685 | 1.61085 | -30.73 | 1152.53 |
73 | 2024.10.01 12:48 | close at stop | 14 | 0.10 | 1.60209 | 1.59714 | 1.61114 | -32.61 | 1119.92 |
74 | 2024.10.01 12:48 | close at stop | 13 | 0.10 | 1.60209 | 1.59736 | 1.61136 | -34.03 | 1085.89 |
75 | 2024.10.01 12:48 | close at stop | 12 | 0.10 | 1.60209 | 1.59777 | 1.61177 | -36.67 | 1049.22 |
76 | 2024.10.01 12:48 | close at stop | 11 | 0.10 | 1.60209 | 1.59803 | 1.61203 | -38.35 | 1010.87 |
77 | 2024.10.01 12:48 | close at stop | 10 | 0.10 | 1.60209 | 1.59836 | 1.61236 | -40.48 | 970.39 |
78 | 2024.10.01 12:48 | close at stop | 9 | 0.10 | 1.60209 | 1.59861 | 1.61261 | -42.10 | 928.29 |
79 | 2024.10.01 12:48 | close at stop | 8 | 0.10 | 1.60209 | 1.59897 | 1.61297 | -44.42 | 883.87 |
80 | 2024.10.01 12:48 | close at stop | 7 | 0.10 | 1.60209 | 1.59921 | 1.61321 | -45.97 | 837.90 |
81 | 2024.10.01 12:48 | close at stop | 6 | 0.10 | 1.60209 | 1.59960 | 1.61360 | -48.49 | 789.41 |