Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 1 Hour (H1) 2018.07.25 00:00 - 2019.06.26 03:00 (2018.07.25 - 2019.06.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StartHour=4; EndHour=20; TakeProfit_L=600; StopLoss_L=400; TakeProfit_S=1150; StopLoss_S=750; t1=4; t2=2; delta_L=40; delta_S=40; lot=0.01; AutoLot=true; Risk=40; | ||||
Bars in test | 6696 | Ticks modelled | 9926842 | Modelling quality | 90.00% |
Mismatched charts errors | 32 | ||||
Initial deposit | 350.00 | Spread | Current (15) | ||
Total net profit | 2531264.37 | Gross profit | 3364364.93 | Gross loss | -833100.56 |
Profit factor | 4.04 | Expected payoff | 55027.49 | ||
Absolute drawdown | 193.85 | Maximal drawdown | 569820.00 (37.60%) | Relative drawdown | 89.40% (18362.79) |
Total trades | 46 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 26 (73.08%) |
Profit trades (% of total) | 34 (73.91%) | Loss trades (% of total) | 12 (26.09%) | ||
Largest | profit trade | 553640.00 | loss trade | -383900.00 | |
Average | profit trade | 98951.91 | loss trade | -69425.05 | |
Maximum | consecutive wins (profit in money) | 7 (5462.11) | consecutive losses (loss in money) | 2 (-10849.58) | |
Maximal | consecutive profit (count of wins) | 1703890.00 (4) | consecutive loss (count of losses) | -383900.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.07.25 18:00 | buy | 1 | 0.35 | 0.74072 | 0.73672 | 0.74672 | ||
2 | 2018.08.02 12:23 | s/l | 1 | 0.35 | 0.73672 | 0.73672 | 0.74672 | -139.09 | 210.91 |
3 | 2018.08.02 18:00 | buy | 2 | 0.21 | 0.73735 | 0.73335 | 0.74335 | ||
4 | 2018.08.07 11:53 | t/p | 2 | 0.21 | 0.74335 | 0.73335 | 0.74335 | 126.16 | 337.07 |
5 | 2018.08.08 18:00 | sell | 3 | 0.18 | 0.74177 | 0.74927 | 0.73027 | ||
6 | 2018.08.10 09:16 | t/p | 3 | 0.18 | 0.73027 | 0.74927 | 0.73027 | 204.44 | 541.51 |
7 | 2018.08.10 18:00 | sell | 4 | 0.29 | 0.73206 | 0.73956 | 0.72056 | ||
8 | 2018.08.15 06:15 | t/p | 4 | 0.29 | 0.72056 | 0.73956 | 0.72056 | 330.40 | 871.91 |
9 | 2018.08.15 18:00 | buy | 5 | 0.87 | 0.72189 | 0.71789 | 0.72789 | ||
10 | 2018.08.16 16:47 | t/p | 5 | 0.87 | 0.72789 | 0.71789 | 0.72789 | 522.68 | 1394.59 |
11 | 2018.08.17 18:00 | buy | 6 | 1.39 | 0.72823 | 0.72423 | 0.73423 | ||
12 | 2018.08.20 23:28 | t/p | 6 | 1.39 | 0.73423 | 0.72423 | 0.73423 | 834.36 | 2228.95 |
13 | 2018.08.21 18:00 | sell | 7 | 1.19 | 0.73462 | 0.74212 | 0.72312 | ||
14 | 2018.08.31 12:12 | t/p | 7 | 1.19 | 0.72312 | 0.74212 | 0.72312 | 1317.66 | 3546.62 |
15 | 2018.08.31 18:00 | sell | 8 | 1.89 | 0.72299 | 0.73049 | 0.71149 | ||
16 | 2018.09.07 19:09 | t/p | 8 | 1.89 | 0.71149 | 0.73049 | 0.71149 | 2126.40 | 5673.02 |
17 | 2018.09.11 18:00 | sell | 9 | 3.03 | 0.70940 | 0.71690 | 0.69790 | ||
18 | 2018.09.12 18:16 | s/l | 9 | 3.03 | 0.71690 | 0.71690 | 0.69790 | -2283.29 | 3389.73 |
19 | 2018.09.12 18:16 | buy | 10 | 3.39 | 0.71690 | 0.71290 | 0.72290 | ||
20 | 2018.09.19 01:35 | t/p | 10 | 3.39 | 0.72290 | 0.71290 | 0.72290 | 2040.17 | 5429.90 |
21 | 2018.09.19 18:00 | sell | 11 | 2.90 | 0.72626 | 0.73376 | 0.71476 | ||
22 | 2018.10.03 14:11 | t/p | 11 | 2.90 | 0.71476 | 0.73376 | 0.71476 | 3190.46 | 8620.36 |
23 | 2018.10.03 18:00 | sell | 12 | 4.60 | 0.71522 | 0.72272 | 0.70372 | ||
24 | 2018.10.24 18:00 | close | 12 | 4.60 | 0.70772 | 0.72272 | 0.70372 | 3106.10 | 11726.47 |
25 | 2018.10.24 18:00 | sell | 13 | 6.25 | 0.70756 | 0.71506 | 0.69606 | ||
26 | 2018.11.01 10:29 | s/l | 13 | 6.25 | 0.71506 | 0.71506 | 0.69606 | -4910.00 | 6816.47 |
27 | 2018.11.01 18:00 | buy | 14 | 6.82 | 0.71894 | 0.71494 | 0.72494 | ||
28 | 2018.11.02 07:03 | t/p | 14 | 6.82 | 0.72494 | 0.71494 | 0.72494 | 4093.77 | 10910.24 |
29 | 2018.11.02 18:00 | sell | 15 | 5.82 | 0.71974 | 0.72724 | 0.70824 | ||
30 | 2018.11.07 06:48 | s/l | 15 | 5.82 | 0.72724 | 0.72724 | 0.70824 | -4427.16 | 6483.08 |
31 | 2018.11.07 18:00 | sell | 16 | 3.46 | 0.72806 | 0.73556 | 0.71656 | ||
32 | 2018.11.13 02:21 | t/p | 16 | 3.46 | 0.71656 | 0.73556 | 0.71656 | 3905.09 | 10388.18 |
33 | 2018.11.13 18:00 | buy | 17 | 10.39 | 0.72092 | 0.71692 | 0.72692 | ||
34 | 2018.11.15 02:31 | t/p | 17 | 10.39 | 0.72692 | 0.71692 | 0.72692 | 6244.81 | 16632.98 |
35 | 2018.11.16 18:00 | buy | 18 | 16.63 | 0.73131 | 0.72731 | 0.73731 | ||
36 | 2018.11.20 06:33 | s/l | 18 | 16.63 | 0.72731 | 0.72731 | 0.73731 | -6643.35 | 9989.63 |
37 | 2018.11.20 18:00 | sell | 19 | 5.33 | 0.72583 | 0.73333 | 0.71433 | ||
38 | 2018.11.29 10:20 | s/l | 19 | 5.33 | 0.73333 | 0.73333 | 0.71433 | -4206.22 | 5783.41 |
39 | 2018.11.29 18:00 | buy | 20 | 5.78 | 0.73140 | 0.72740 | 0.73740 | ||
40 | 2018.12.03 00:02 | t/p | 20 | 5.78 | 0.73740 | 0.72740 | 0.73740 | 3471.01 | 9254.41 |
41 | 2018.12.03 18:00 | buy | 21 | 9.25 | 0.73578 | 0.73178 | 0.74178 | ||
42 | 2018.12.05 02:30 | s/l | 21 | 9.25 | 0.73178 | 0.73178 | 0.74178 | -3695.19 | 5559.22 |
43 | 2018.12.07 18:00 | buy | 22 | 5.56 | 0.72178 | 0.71778 | 0.72778 | ||
44 | 2018.12.10 01:53 | s/l | 22 | 5.56 | 0.71778 | 0.71778 | 0.72778 | -2222.55 | 3336.67 |
45 | 2018.12.10 18:00 | sell | 23 | 1.78 | 0.71840 | 0.72590 | 0.70690 | ||
46 | 2018.12.21 19:06 | t/p | 23 | 1.78 | 0.70690 | 0.72590 | 0.70690 | 1964.62 | 5301.29 |
47 | 2018.12.24 18:00 | sell | 24 | 2.83 | 0.70475 | 0.71225 | 0.69325 | ||
48 | 2019.01.03 00:35 | t/p | 24 | 2.83 | 0.69325 | 0.71225 | 0.69325 | 3133.60 | 8434.89 |
49 | 2019.01.03 18:00 | buy | 25 | 8.43 | 0.69970 | 0.69570 | 0.70570 | ||
50 | 2019.01.04 17:22 | t/p | 25 | 8.43 | 0.70570 | 0.69570 | 0.70570 | 5060.19 | 13495.09 |
51 | 2019.01.07 18:00 | buy | 26 | 13.50 | 0.71376 | 0.70976 | 0.71976 | ||
52 | 2019.01.11 02:30 | t/p | 26 | 13.50 | 0.71976 | 0.70976 | 0.71976 | 8121.06 | 21616.15 |
53 | 2019.01.11 18:00 | sell | 27 | 11.53 | 0.71997 | 0.72747 | 0.70847 | ||
54 | 2019.01.24 20:26 | t/p | 27 | 11.53 | 0.70847 | 0.72747 | 0.70847 | 12725.89 | 34342.04 |
55 | 2019.01.25 18:00 | buy | 28 | 34.34 | 0.71660 | 0.71260 | 0.72260 | ||
56 | 2019.01.30 21:00 | t/p | 28 | 34.34 | 0.72260 | 0.71260 | 0.72260 | 20630.79 | 54972.82 |
57 | 2019.02.01 18:00 | buy | 29 | 54.97 | 0.72586 | 0.72186 | 0.73186 | ||
58 | 2019.02.04 14:42 | s/l | 29 | 54.97 | 0.72186 | 0.72186 | 0.73186 | -21973.71 | 32999.12 |
59 | 2019.02.04 18:00 | sell | 30 | 17.60 | 0.72182 | 0.72932 | 0.71032 | ||
60 | 2019.02.07 00:14 | t/p | 30 | 17.60 | 0.71032 | 0.72932 | 0.71032 | 19926.72 | 52925.84 |
61 | 2019.02.08 18:00 | buy | 31 | 52.93 | 0.70914 | 0.70514 | 0.71514 | ||
62 | 2019.02.18 03:04 | t/p | 31 | 52.93 | 0.71514 | 0.70514 | 0.71514 | 31868.09 | 84793.93 |
63 | 2019.02.19 18:00 | buy | 32 | 84.79 | 0.71424 | 0.71024 | 0.72024 | ||
64 | 2019.02.21 02:31 | t/p | 32 | 84.79 | 0.72024 | 0.71024 | 0.72024 | 50962.18 | 135756.11 |
65 | 2019.02.22 18:00 | buy | 33 | 135.76 | 0.71359 | 0.70959 | 0.71959 | ||
66 | 2019.02.27 01:01 | t/p | 33 | 135.76 | 0.71959 | 0.70959 | 0.71959 | 81561.89 | 217318.00 |
67 | 2019.02.27 18:00 | sell | 34 | 115.90 | 0.71415 | 0.72165 | 0.70265 | ||
68 | 2019.03.06 11:01 | t/p | 34 | 115.90 | 0.70265 | 0.72165 | 0.70265 | 130396.77 | 347714.78 |
69 | 2019.03.06 18:00 | buy | 35 | 347.71 | 0.70276 | 0.69876 | 0.70876 | ||
70 | 2019.03.12 16:35 | t/p | 35 | 347.71 | 0.70876 | 0.69876 | 0.70876 | 209168.43 | 556883.20 |
71 | 2019.03.12 18:00 | buy | 36 | 500.00 | 0.70823 | 0.70423 | 0.71423 | ||
72 | 2019.03.14 12:42 | s/l | 36 | 500.00 | 0.70423 | 0.70423 | 0.71423 | -199480.00 | 357403.20 |
73 | 2019.03.15 18:00 | buy | 37 | 357.40 | 0.70900 | 0.70500 | 0.71500 | ||
74 | 2019.03.21 02:30 | t/p | 37 | 357.40 | 0.71500 | 0.70500 | 0.71500 | 214997.54 | 572400.75 |
75 | 2019.03.22 18:00 | buy | 38 | 500.00 | 0.70904 | 0.70504 | 0.71504 | ||
76 | 2019.04.09 15:45 | t/p | 38 | 500.00 | 0.71504 | 0.70504 | 0.71504 | 302080.00 | 874480.75 |
77 | 2019.04.10 18:00 | sell | 39 | 466.39 | 0.71423 | 0.72173 | 0.70273 | ||
78 | 2019.04.24 16:06 | t/p | 39 | 466.39 | 0.70273 | 0.72173 | 0.70273 | 513103.62 | 1387584.37 |
79 | 2019.04.26 18:00 | buy | 40 | 500.00 | 0.70428 | 0.70028 | 0.71028 | ||
80 | 2019.05.02 16:25 | s/l | 40 | 500.00 | 0.70028 | 0.70028 | 0.71028 | -199220.00 | 1188364.37 |
81 | 2019.05.02 18:00 | sell | 41 | 500.00 | 0.70011 | 0.70761 | 0.68861 | ||
82 | 2019.05.17 03:49 | t/p | 41 | 500.00 | 0.68861 | 0.70761 | 0.68861 | 548300.00 | 1736664.37 |
83 | 2019.05.17 18:00 | buy | 42 | 500.00 | 0.68772 | 0.68372 | 0.69372 | ||
84 | 2019.05.27 08:30 | t/p | 42 | 500.00 | 0.69372 | 0.68372 | 0.69372 | 301040.00 | 2037704.37 |
85 | 2019.05.28 18:00 | buy | 43 | 500.00 | 0.69309 | 0.68909 | 0.69909 | ||
86 | 2019.06.04 07:34 | t/p | 43 | 500.00 | 0.69909 | 0.68909 | 0.69909 | 300910.00 | 2338614.37 |
87 | 2019.06.04 18:00 | sell | 44 | 500.00 | 0.69790 | 0.70540 | 0.68640 | ||
88 | 2019.06.14 20:01 | t/p | 44 | 500.00 | 0.68640 | 0.70540 | 0.68640 | 553640.00 | 2892254.37 |
89 | 2019.06.19 18:00 | sell | 45 | 500.00 | 0.68677 | 0.69427 | 0.67527 | ||
90 | 2019.06.24 02:29 | s/l | 45 | 500.00 | 0.69427 | 0.69427 | 0.67527 | -383900.00 | 2508354.37 |
91 | 2019.06.24 18:00 | buy | 46 | 500.00 | 0.69566 | 0.69166 | 0.70166 | ||
92 | 2019.06.26 03:57 | close at stop | 46 | 500.00 | 0.69612 | 0.69166 | 0.70166 | 23260.00 | 2531614.37 |