Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.20 23:30 (2019.09.21 - 2019.12.21) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=500; TakeProfit=300; TrackPeriod=15; TRRR=1.6; MinDev=0.0019; UpATRR=1.5; UpDPR=0.6; DownATRR=1; DownDPR=0.4; MUR=0.05; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4121 | Ticks modelled | 1376903 | Modelling quality | 77.50% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 4160.59 | Gross profit | 7631.61 | Gross loss | -3471.02 |
Profit factor | 2.20 | Expected payoff | 92.46 | ||
Absolute drawdown | 239.61 | Maximal drawdown | 1446.54 (9.65%) | Relative drawdown | 9.75% (1275.98) |
Total trades | 45 | Short positions (won %) | 26 (92.31%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 38 (84.44%) | Loss trades (% of total) | 7 (15.56%) | ||
Largest | profit trade | 864.16 | loss trade | -1107.60 | |
Average | profit trade | 200.83 | loss trade | -495.86 | |
Maximum | consecutive wins (profit in money) | 14 (1840.29) | consecutive losses (loss in money) | 1 (-1107.60) | |
Maximal | consecutive profit (count of wins) | 2458.66 (11) | consecutive loss (count of losses) | -1107.60 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 07:50 | buy | 1 | 1.47 | 0.67873 | 0.67353 | 0.00000 | ||
2 | 2019.09.24 13:13 | close | 1 | 1.47 | 0.67984 | 0.67353 | 0.00000 | 163.17 | 10163.17 |
3 | 2019.09.25 04:53 | sell | 2 | 1.49 | 0.67847 | 0.68367 | 0.00000 | ||
4 | 2019.09.26 00:16 | close | 2 | 1.49 | 0.67534 | 0.68367 | 0.00000 | 466.73 | 10629.90 |
5 | 2019.09.26 15:17 | buy | 3 | 1.56 | 0.67748 | 0.67228 | 0.00000 | ||
6 | 2019.09.27 23:00 | close | 3 | 1.56 | 0.67636 | 0.67228 | 0.00000 | -179.88 | 10450.01 |
7 | 2019.10.01 04:55 | sell | 4 | 1.54 | 0.67441 | 0.67961 | 0.00000 | ||
8 | 2019.10.01 18:03 | close | 4 | 1.54 | 0.66969 | 0.67961 | 0.00000 | 726.88 | 11176.89 |
9 | 2019.10.02 10:18 | sell | 5 | 1.66 | 0.66997 | 0.67517 | 0.00000 | ||
10 | 2019.10.02 15:33 | close | 5 | 1.66 | 0.66891 | 0.67517 | 0.00000 | 175.96 | 11352.85 |
11 | 2019.10.03 17:02 | buy | 6 | 1.68 | 0.67421 | 0.66901 | 0.00000 | ||
12 | 2019.10.04 02:07 | close | 6 | 1.68 | 0.67435 | 0.66901 | 0.00000 | 17.96 | 11370.81 |
13 | 2019.10.07 11:13 | sell | 7 | 1.68 | 0.67424 | 0.67944 | 0.00000 | ||
14 | 2019.10.07 20:04 | close | 7 | 1.68 | 0.67410 | 0.67944 | 0.00000 | 23.52 | 11394.33 |
15 | 2019.10.09 17:57 | sell | 8 | 1.69 | 0.67284 | 0.67804 | 0.00000 | ||
16 | 2019.10.10 03:01 | close | 8 | 1.69 | 0.67220 | 0.67804 | 0.00000 | 108.57 | 11502.90 |
17 | 2019.10.10 04:36 | buy | 9 | 1.70 | 0.67522 | 0.67002 | 0.00000 | ||
18 | 2019.10.10 16:08 | close | 9 | 1.70 | 0.67535 | 0.67002 | 0.00000 | 22.10 | 11525.00 |
19 | 2019.10.14 04:18 | sell | 10 | 1.70 | 0.67729 | 0.68249 | 0.00000 | ||
20 | 2019.10.14 17:33 | close | 10 | 1.70 | 0.67635 | 0.68249 | 0.00000 | 159.80 | 11684.80 |
21 | 2019.10.15 03:12 | sell | 11 | 1.72 | 0.67674 | 0.68194 | 0.00000 | ||
22 | 2019.10.15 17:32 | close | 11 | 1.72 | 0.67584 | 0.68194 | 0.00000 | 154.80 | 11839.60 |
23 | 2019.10.16 03:38 | sell | 12 | 1.75 | 0.67426 | 0.67946 | 0.00000 | ||
24 | 2019.10.16 04:48 | close | 12 | 1.75 | 0.67369 | 0.67946 | 0.00000 | 99.75 | 11939.35 |
25 | 2019.10.17 03:32 | buy | 13 | 1.76 | 0.67737 | 0.67217 | 0.00000 | ||
26 | 2019.10.17 21:03 | close | 13 | 1.76 | 0.68228 | 0.67217 | 0.00000 | 864.16 | 12803.51 |
27 | 2019.10.23 05:49 | sell | 14 | 1.87 | 0.68355 | 0.68875 | 0.00000 | ||
28 | 2019.10.24 17:35 | close | 14 | 1.87 | 0.68299 | 0.68875 | 0.00000 | 105.17 | 12908.68 |
29 | 2019.10.25 08:43 | buy | 15 | 1.88 | 0.68337 | 0.67817 | 0.00000 | ||
30 | 2019.10.25 23:00 | close | 15 | 1.88 | 0.68231 | 0.67817 | 0.00000 | -199.28 | 12709.40 |
31 | 2019.10.29 05:19 | buy | 16 | 1.85 | 0.68513 | 0.67993 | 0.00000 | ||
32 | 2019.10.29 18:50 | close | 16 | 1.85 | 0.68634 | 0.67993 | 0.00000 | 223.85 | 12933.25 |
33 | 2019.10.30 03:22 | sell | 17 | 1.88 | 0.68513 | 0.69033 | 0.00000 | ||
34 | 2019.10.30 23:57 | s/l | 17 | 1.88 | 0.69033 | 0.69033 | 0.00000 | -977.60 | 11955.65 |
35 | 2019.10.31 12:05 | sell | 18 | 1.73 | 0.69078 | 0.69598 | 0.00000 | ||
36 | 2019.10.31 13:17 | close | 18 | 1.73 | 0.69008 | 0.69598 | 0.00000 | 121.10 | 12076.75 |
37 | 2019.11.01 04:45 | buy | 19 | 1.74 | 0.69050 | 0.68530 | 0.00000 | ||
38 | 2019.11.01 23:00 | close | 19 | 1.74 | 0.69138 | 0.68530 | 0.00000 | 153.12 | 12229.87 |
39 | 2019.11.04 18:19 | sell | 20 | 1.77 | 0.68943 | 0.69463 | 0.00000 | ||
40 | 2019.11.05 01:34 | close | 20 | 1.77 | 0.68884 | 0.69463 | 0.00000 | 104.57 | 12334.44 |
41 | 2019.11.05 05:57 | buy | 21 | 1.78 | 0.69067 | 0.68547 | 0.00000 | ||
42 | 2019.11.05 12:51 | close | 21 | 1.78 | 0.69194 | 0.68547 | 0.00000 | 226.06 | 12560.50 |
43 | 2019.11.05 17:08 | sell | 22 | 1.82 | 0.68917 | 0.69437 | 0.00000 | ||
44 | 2019.11.06 21:17 | close | 22 | 1.82 | 0.68836 | 0.69437 | 0.00000 | 147.57 | 12708.06 |
45 | 2019.11.07 03:48 | sell | 23 | 1.85 | 0.68669 | 0.69189 | 0.00000 | ||
46 | 2019.11.08 17:11 | close | 23 | 1.85 | 0.68614 | 0.69189 | 0.00000 | 101.90 | 12809.96 |
47 | 2019.11.12 03:32 | sell | 24 | 1.87 | 0.68418 | 0.68938 | 0.00000 | ||
48 | 2019.11.13 02:04 | close | 24 | 1.87 | 0.68417 | 0.68938 | 0.00000 | 2.02 | 12811.98 |
49 | 2019.11.13 02:44 | sell | 25 | 1.87 | 0.68316 | 0.68836 | 0.00000 | ||
50 | 2019.11.13 18:30 | close | 25 | 1.87 | 0.68315 | 0.68836 | 0.00000 | 1.87 | 12813.85 |
51 | 2019.11.14 02:30 | sell | 26 | 1.87 | 0.68213 | 0.68733 | 0.00000 | ||
52 | 2019.11.14 11:32 | close | 26 | 1.87 | 0.68032 | 0.68733 | 0.00000 | 338.47 | 13152.32 |
53 | 2019.11.14 13:11 | sell | 27 | 1.93 | 0.67842 | 0.68362 | 0.00000 | ||
54 | 2019.11.14 17:41 | close | 27 | 1.93 | 0.67793 | 0.68362 | 0.00000 | 94.57 | 13246.89 |
55 | 2019.11.15 02:43 | buy | 28 | 1.94 | 0.67947 | 0.67427 | 0.00000 | ||
56 | 2019.11.15 17:52 | close | 28 | 1.94 | 0.68071 | 0.67427 | 0.00000 | 240.56 | 13487.45 |
57 | 2019.11.18 15:23 | sell | 29 | 1.98 | 0.68029 | 0.68549 | 0.00000 | ||
58 | 2019.11.19 05:10 | close | 29 | 1.98 | 0.67967 | 0.68549 | 0.00000 | 122.92 | 13610.37 |
59 | 2019.11.19 12:24 | buy | 30 | 1.99 | 0.68215 | 0.67695 | 0.00000 | ||
60 | 2019.11.19 23:05 | close | 30 | 1.99 | 0.68258 | 0.67695 | 0.00000 | 85.57 | 13695.94 |
61 | 2019.11.20 03:21 | sell | 31 | 2.00 | 0.68155 | 0.68675 | 0.00000 | ||
62 | 2019.11.20 11:22 | close | 31 | 2.00 | 0.68105 | 0.68675 | 0.00000 | 100.00 | 13795.94 |
63 | 2019.11.22 10:48 | buy | 32 | 2.02 | 0.68052 | 0.67532 | 0.00000 | ||
64 | 2019.11.22 23:00 | close | 32 | 2.02 | 0.67865 | 0.67532 | 0.00000 | -377.74 | 13418.20 |
65 | 2019.11.25 15:20 | sell | 33 | 1.97 | 0.67782 | 0.68302 | 0.00000 | ||
66 | 2019.11.25 22:00 | close | 33 | 1.97 | 0.67780 | 0.68302 | 0.00000 | 3.94 | 13422.14 |
67 | 2019.11.26 03:46 | buy | 34 | 1.97 | 0.67882 | 0.67362 | 0.00000 | ||
68 | 2019.11.29 23:00 | close | 34 | 1.97 | 0.67641 | 0.67362 | 0.00000 | -507.37 | 12914.77 |
69 | 2019.12.02 10:59 | buy | 35 | 1.90 | 0.67877 | 0.67357 | 0.00000 | ||
70 | 2019.12.03 01:35 | close | 35 | 1.90 | 0.68160 | 0.67357 | 0.00000 | 531.41 | 13446.18 |
71 | 2019.12.03 05:36 | buy | 36 | 1.96 | 0.68338 | 0.67818 | 0.00000 | ||
72 | 2019.12.03 12:15 | close | 36 | 1.96 | 0.68508 | 0.67818 | 0.00000 | 333.20 | 13779.38 |
73 | 2019.12.04 03:01 | sell | 37 | 2.01 | 0.68335 | 0.68855 | 0.00000 | ||
74 | 2019.12.04 11:06 | close | 37 | 2.01 | 0.68264 | 0.68855 | 0.00000 | 142.71 | 13922.09 |
75 | 2019.12.05 02:30 | sell | 38 | 2.03 | 0.68406 | 0.68926 | 0.00000 | ||
76 | 2019.12.05 18:08 | close | 38 | 2.03 | 0.68312 | 0.68926 | 0.00000 | 190.82 | 14112.91 |
77 | 2019.12.06 15:31 | sell | 39 | 2.06 | 0.68360 | 0.68880 | 0.00000 | ||
78 | 2019.12.06 23:00 | close | 39 | 2.06 | 0.68419 | 0.68880 | 0.00000 | -121.54 | 13991.37 |
79 | 2019.12.09 10:24 | sell | 40 | 2.04 | 0.68254 | 0.68774 | 0.00000 | ||
80 | 2019.12.10 15:38 | close | 40 | 2.04 | 0.68162 | 0.68774 | 0.00000 | 187.84 | 14179.21 |
81 | 2019.12.11 18:16 | buy | 41 | 2.06 | 0.68624 | 0.68104 | 0.00000 | ||
82 | 2019.12.11 23:28 | close | 41 | 2.06 | 0.68785 | 0.68104 | 0.00000 | 331.66 | 14510.87 |
83 | 2019.12.12 13:22 | buy | 42 | 2.10 | 0.68933 | 0.68413 | 0.00000 | ||
84 | 2019.12.12 23:04 | close | 42 | 2.10 | 0.69052 | 0.68413 | 0.00000 | 249.90 | 14760.77 |
85 | 2019.12.13 00:03 | buy | 43 | 2.13 | 0.69280 | 0.68760 | 0.00000 | ||
86 | 2019.12.13 16:24 | s/l | 43 | 2.13 | 0.68760 | 0.68760 | 0.00000 | -1107.60 | 13653.17 |
87 | 2019.12.17 00:54 | sell | 44 | 1.98 | 0.68746 | 0.69266 | 0.00000 | ||
88 | 2019.12.17 17:10 | close | 44 | 1.98 | 0.68527 | 0.69266 | 0.00000 | 433.62 | 14086.79 |
89 | 2019.12.19 02:30 | buy | 45 | 2.05 | 0.68688 | 0.68168 | 0.00000 | ||
90 | 2019.12.19 10:55 | close | 45 | 2.05 | 0.68724 | 0.68168 | 0.00000 | 73.80 | 14160.59 |