Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.16 00:00 - 2019.12.20 23:30 (2019.09.16 - 2019.12.21) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=300; TrackPeriod=15; TRRR=1.7; MinDev=0.0009; UpATRR=1.5; UpDPR=0.5; DownATRR=1; DownDPR=0.7; MUR=0.02; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4360 | Ticks modelled | 1468555 | Modelling quality | 76.42% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 837.51 | Gross profit | 2719.26 | Gross loss | -1881.75 |
Profit factor | 1.45 | Expected payoff | 13.29 | ||
Absolute drawdown | 204.68 | Maximal drawdown | 480.81 (4.68%) | Relative drawdown | 4.68% (480.81) |
Total trades | 63 | Short positions (won %) | 40 (72.50%) | Long positions (won %) | 23 (82.61%) |
Profit trades (% of total) | 48 (76.19%) | Loss trades (% of total) | 15 (23.81%) | ||
Largest | profit trade | 175.82 | loss trade | -143.51 | |
Average | profit trade | 56.65 | loss trade | -125.45 | |
Maximum | consecutive wins (profit in money) | 8 (435.90) | consecutive losses (loss in money) | 3 (-407.10) | |
Maximal | consecutive profit (count of wins) | 542.68 (6) | consecutive loss (count of losses) | -407.10 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.16 00:00 | sell | 1 | 0.58 | 0.68612 | 0.68842 | 0.00000 | ||
2 | 2019.09.16 02:00 | s/l | 1 | 0.58 | 0.68842 | 0.68842 | 0.00000 | -133.40 | 9866.60 |
3 | 2019.09.16 15:52 | sell | 2 | 0.57 | 0.68622 | 0.68852 | 0.00000 | ||
4 | 2019.09.17 08:57 | close | 2 | 0.57 | 0.68440 | 0.68852 | 0.00000 | 103.79 | 9970.39 |
5 | 2019.09.17 17:58 | buy | 3 | 0.58 | 0.68614 | 0.68384 | 0.00000 | ||
6 | 2019.09.18 03:08 | close | 3 | 0.58 | 0.68629 | 0.68384 | 0.00000 | 6.78 | 9977.17 |
7 | 2019.09.18 10:18 | sell | 4 | 0.58 | 0.68392 | 0.68622 | 0.00000 | ||
8 | 2019.09.18 21:48 | close | 4 | 0.58 | 0.68225 | 0.68622 | 0.00000 | 96.86 | 10074.03 |
9 | 2019.09.19 04:32 | sell | 5 | 0.59 | 0.67977 | 0.68207 | 0.00000 | ||
10 | 2019.09.19 11:30 | close | 5 | 0.59 | 0.67974 | 0.68207 | 0.00000 | 1.77 | 10075.80 |
11 | 2019.09.20 00:02 | sell | 6 | 0.59 | 0.67857 | 0.68087 | 0.00000 | ||
12 | 2019.09.20 09:13 | s/l | 6 | 0.59 | 0.68087 | 0.68087 | 0.00000 | -135.70 | 9940.10 |
13 | 2019.09.20 17:18 | sell | 7 | 0.58 | 0.67718 | 0.67948 | 0.00000 | ||
14 | 2019.09.20 23:00 | close | 7 | 0.58 | 0.67660 | 0.67948 | 0.00000 | 33.64 | 9973.74 |
15 | 2019.09.24 07:50 | buy | 8 | 0.58 | 0.67883 | 0.67653 | 0.00000 | ||
16 | 2019.09.24 13:27 | close | 8 | 0.58 | 0.67970 | 0.67653 | 0.00000 | 50.46 | 10024.20 |
17 | 2019.09.25 04:53 | sell | 9 | 0.59 | 0.67847 | 0.68077 | 0.00000 | ||
18 | 2019.09.25 17:57 | close | 9 | 0.59 | 0.67549 | 0.68077 | 0.00000 | 175.82 | 10200.02 |
19 | 2019.09.25 18:30 | buy | 10 | 0.60 | 0.67545 | 0.67323 | 0.00000 | ||
20 | 2019.09.25 21:23 | close | 10 | 0.60 | 0.67578 | 0.67323 | 0.00000 | 19.80 | 10219.82 |
21 | 2019.09.26 15:17 | buy | 11 | 0.60 | 0.67758 | 0.67528 | 0.00000 | ||
22 | 2019.09.26 19:07 | s/l | 11 | 0.60 | 0.67528 | 0.67528 | 0.00000 | -138.00 | 10081.82 |
23 | 2019.09.27 00:03 | sell | 12 | 0.59 | 0.67405 | 0.67635 | 0.00000 | ||
24 | 2019.09.27 07:09 | s/l | 12 | 0.59 | 0.67635 | 0.67635 | 0.00000 | -135.70 | 9946.12 |
25 | 2019.10.01 04:55 | sell | 13 | 0.58 | 0.67441 | 0.67671 | 0.00000 | ||
26 | 2019.10.01 07:33 | s/l | 13 | 0.58 | 0.67671 | 0.67671 | 0.00000 | -133.40 | 9812.72 |
27 | 2019.10.01 08:52 | sell | 14 | 0.58 | 0.67111 | 0.67341 | 0.00000 | ||
28 | 2019.10.01 17:01 | close | 14 | 0.58 | 0.66858 | 0.67341 | 0.00000 | 146.74 | 9959.46 |
29 | 2019.10.02 10:18 | sell | 15 | 0.59 | 0.66997 | 0.67227 | 0.00000 | ||
30 | 2019.10.02 12:43 | close | 15 | 0.59 | 0.66817 | 0.67227 | 0.00000 | 106.20 | 10065.66 |
31 | 2019.10.02 14:00 | buy | 16 | 0.60 | 0.66836 | 0.66606 | 0.00000 | ||
32 | 2019.10.02 16:12 | close | 16 | 0.60 | 0.66929 | 0.66606 | 0.00000 | 55.80 | 10121.46 |
33 | 2019.10.03 17:02 | buy | 17 | 0.60 | 0.67431 | 0.67201 | 0.00000 | ||
34 | 2019.10.04 02:07 | close | 17 | 0.60 | 0.67435 | 0.67201 | 0.00000 | 0.41 | 10121.87 |
35 | 2019.10.07 11:13 | sell | 18 | 0.60 | 0.67424 | 0.67654 | 0.00000 | ||
36 | 2019.10.07 19:43 | close | 18 | 0.60 | 0.67416 | 0.67654 | 0.00000 | 4.80 | 10126.67 |
37 | 2019.10.09 17:57 | sell | 19 | 0.60 | 0.67284 | 0.67514 | 0.00000 | ||
38 | 2019.10.10 03:03 | close | 19 | 0.60 | 0.67254 | 0.67514 | 0.00000 | 18.14 | 10144.81 |
39 | 2019.10.10 04:36 | buy | 20 | 0.60 | 0.67532 | 0.67302 | 0.00000 | ||
40 | 2019.10.10 14:18 | close | 20 | 0.60 | 0.67611 | 0.67302 | 0.00000 | 47.40 | 10192.21 |
41 | 2019.10.14 04:18 | sell | 21 | 0.60 | 0.67729 | 0.67959 | 0.00000 | ||
42 | 2019.10.14 17:32 | close | 21 | 0.60 | 0.67635 | 0.67959 | 0.00000 | 56.40 | 10248.61 |
43 | 2019.10.15 03:12 | sell | 22 | 0.60 | 0.67674 | 0.67904 | 0.00000 | ||
44 | 2019.10.15 04:20 | s/l | 22 | 0.60 | 0.67904 | 0.67904 | 0.00000 | -138.00 | 10110.61 |
45 | 2019.10.16 03:38 | sell | 23 | 0.59 | 0.67426 | 0.67656 | 0.00000 | ||
46 | 2019.10.16 09:10 | close | 23 | 0.59 | 0.67420 | 0.67656 | 0.00000 | 3.54 | 10114.15 |
47 | 2019.10.17 03:32 | buy | 24 | 0.59 | 0.67747 | 0.67517 | 0.00000 | ||
48 | 2019.10.17 04:18 | close | 24 | 0.59 | 0.67830 | 0.67517 | 0.00000 | 48.97 | 10163.12 |
49 | 2019.10.17 11:57 | buy | 25 | 0.59 | 0.68085 | 0.67855 | 0.00000 | ||
50 | 2019.10.17 12:42 | close | 25 | 0.59 | 0.68194 | 0.67855 | 0.00000 | 64.31 | 10227.43 |
51 | 2019.10.23 05:49 | sell | 26 | 0.59 | 0.68355 | 0.68585 | 0.00000 | ||
52 | 2019.10.23 22:10 | s/l | 26 | 0.59 | 0.68585 | 0.68585 | 0.00000 | -135.70 | 10091.73 |
53 | 2019.10.24 11:18 | sell | 27 | 0.59 | 0.68322 | 0.68552 | 0.00000 | ||
54 | 2019.10.25 02:09 | close | 27 | 0.59 | 0.68191 | 0.68552 | 0.00000 | 77.34 | 10169.07 |
55 | 2019.10.25 08:43 | buy | 28 | 0.59 | 0.68347 | 0.68117 | 0.00000 | ||
56 | 2019.10.25 23:00 | close | 28 | 0.59 | 0.68231 | 0.68117 | 0.00000 | -68.44 | 10100.63 |
57 | 2019.10.29 05:19 | buy | 29 | 0.58 | 0.68523 | 0.68293 | 0.00000 | ||
58 | 2019.10.29 18:59 | close | 29 | 0.58 | 0.68620 | 0.68293 | 0.00000 | 56.26 | 10156.89 |
59 | 2019.10.30 03:22 | sell | 30 | 0.59 | 0.68513 | 0.68743 | 0.00000 | ||
60 | 2019.10.30 04:15 | s/l | 30 | 0.59 | 0.68743 | 0.68743 | 0.00000 | -135.70 | 10021.19 |
61 | 2019.10.30 15:40 | sell | 31 | 0.58 | 0.68548 | 0.68778 | 0.00000 | ||
62 | 2019.10.30 19:23 | s/l | 31 | 0.58 | 0.68778 | 0.68778 | 0.00000 | -133.40 | 9887.79 |
63 | 2019.10.30 22:10 | buy | 32 | 0.57 | 0.68935 | 0.68705 | 0.00000 | ||
64 | 2019.10.31 11:06 | close | 32 | 0.57 | 0.69166 | 0.68705 | 0.00000 | 126.01 | 10013.80 |
65 | 2019.10.31 12:05 | sell | 33 | 0.57 | 0.69078 | 0.69308 | 0.00000 | ||
66 | 2019.10.31 22:19 | close | 33 | 0.57 | 0.68929 | 0.69308 | 0.00000 | 84.93 | 10098.73 |
67 | 2019.11.01 04:45 | buy | 34 | 0.58 | 0.69060 | 0.68830 | 0.00000 | ||
68 | 2019.11.01 17:43 | close | 34 | 0.58 | 0.69135 | 0.68830 | 0.00000 | 43.50 | 10142.23 |
69 | 2019.11.04 18:19 | sell | 35 | 0.58 | 0.68943 | 0.69173 | 0.00000 | ||
70 | 2019.11.05 01:34 | close | 35 | 0.58 | 0.68903 | 0.69173 | 0.00000 | 23.25 | 10165.48 |
71 | 2019.11.05 05:57 | buy | 36 | 0.58 | 0.69077 | 0.68847 | 0.00000 | ||
72 | 2019.11.05 12:54 | close | 36 | 0.58 | 0.69177 | 0.68847 | 0.00000 | 58.00 | 10223.48 |
73 | 2019.11.05 17:08 | sell | 37 | 0.59 | 0.68917 | 0.69147 | 0.00000 | ||
74 | 2019.11.06 23:44 | close | 37 | 0.59 | 0.68874 | 0.69147 | 0.00000 | 25.42 | 10248.89 |
75 | 2019.11.07 03:48 | sell | 38 | 0.59 | 0.68669 | 0.68899 | 0.00000 | ||
76 | 2019.11.07 09:25 | s/l | 38 | 0.59 | 0.68899 | 0.68899 | 0.00000 | -135.70 | 10113.19 |
77 | 2019.11.08 11:56 | sell | 39 | 0.58 | 0.68683 | 0.68913 | 0.00000 | ||
78 | 2019.11.08 22:15 | close | 39 | 0.58 | 0.68595 | 0.68913 | 0.00000 | 51.04 | 10164.23 |
79 | 2019.11.12 03:32 | sell | 40 | 0.59 | 0.68418 | 0.68648 | 0.00000 | ||
80 | 2019.11.13 02:11 | close | 40 | 0.59 | 0.68417 | 0.68648 | 0.00000 | 0.64 | 10164.87 |
81 | 2019.11.13 02:44 | sell | 41 | 0.59 | 0.68316 | 0.68546 | 0.00000 | ||
82 | 2019.11.13 03:00 | s/l | 41 | 0.59 | 0.68546 | 0.68546 | 0.00000 | -135.70 | 10029.17 |
83 | 2019.11.13 11:56 | sell | 42 | 0.58 | 0.68283 | 0.68513 | 0.00000 | ||
84 | 2019.11.14 03:02 | close | 42 | 0.58 | 0.68124 | 0.68513 | 0.00000 | 92.36 | 10121.53 |
85 | 2019.11.14 13:11 | sell | 43 | 0.59 | 0.67842 | 0.68072 | 0.00000 | ||
86 | 2019.11.14 20:42 | close | 43 | 0.59 | 0.67840 | 0.68072 | 0.00000 | 1.18 | 10122.71 |
87 | 2019.11.15 02:43 | buy | 44 | 0.59 | 0.67957 | 0.67727 | 0.00000 | ||
88 | 2019.11.15 23:00 | close | 44 | 0.59 | 0.68159 | 0.67727 | 0.00000 | 119.18 | 10241.89 |
89 | 2019.11.18 15:23 | sell | 45 | 0.60 | 0.68029 | 0.68259 | 0.00000 | ||
90 | 2019.11.19 07:44 | close | 45 | 0.60 | 0.68009 | 0.68259 | 0.00000 | 12.05 | 10253.94 |
91 | 2019.11.19 12:24 | buy | 46 | 0.60 | 0.68225 | 0.67995 | 0.00000 | ||
92 | 2019.11.19 23:05 | close | 46 | 0.60 | 0.68258 | 0.67995 | 0.00000 | 19.80 | 10273.74 |
93 | 2019.11.20 03:21 | sell | 47 | 0.60 | 0.68155 | 0.68385 | 0.00000 | ||
94 | 2019.11.20 12:32 | close | 47 | 0.60 | 0.68148 | 0.68385 | 0.00000 | 4.20 | 10277.94 |
95 | 2019.11.22 10:48 | buy | 48 | 0.60 | 0.68062 | 0.67832 | 0.00000 | ||
96 | 2019.11.22 17:37 | s/l | 48 | 0.60 | 0.67832 | 0.67832 | 0.00000 | -138.00 | 10139.94 |
97 | 2019.11.25 15:20 | sell | 49 | 0.59 | 0.67782 | 0.68012 | 0.00000 | ||
98 | 2019.11.25 23:12 | close | 49 | 0.59 | 0.67781 | 0.68012 | 0.00000 | 0.59 | 10140.53 |
99 | 2019.11.26 03:46 | buy | 50 | 0.59 | 0.67892 | 0.67662 | 0.00000 | ||
100 | 2019.11.28 01:08 | s/l | 50 | 0.59 | 0.67662 | 0.67662 | 0.00000 | -143.51 | 9997.02 |
101 | 2019.11.29 15:10 | sell | 51 | 0.59 | 0.67690 | 0.67920 | 0.00000 | ||
102 | 2019.11.29 21:33 | close | 51 | 0.59 | 0.67674 | 0.67920 | 0.00000 | 9.44 | 10006.46 |
103 | 2019.12.02 10:59 | buy | 52 | 0.58 | 0.67887 | 0.67657 | 0.00000 | ||
104 | 2019.12.03 01:35 | close | 52 | 0.58 | 0.68160 | 0.67657 | 0.00000 | 156.42 | 10162.88 |
105 | 2019.12.03 05:36 | buy | 53 | 0.59 | 0.68348 | 0.68118 | 0.00000 | ||
106 | 2019.12.03 12:16 | close | 53 | 0.59 | 0.68484 | 0.68118 | 0.00000 | 80.24 | 10243.12 |
107 | 2019.12.04 03:01 | sell | 54 | 0.59 | 0.68335 | 0.68565 | 0.00000 | ||
108 | 2019.12.04 11:06 | close | 54 | 0.59 | 0.68293 | 0.68565 | 0.00000 | 24.78 | 10267.90 |
109 | 2019.12.04 18:00 | sell | 55 | 0.59 | 0.68513 | 0.68617 | 0.00000 | ||
110 | 2019.12.05 00:00 | close | 55 | 0.59 | 0.68492 | 0.68617 | 0.00000 | 12.53 | 10280.43 |
111 | 2019.12.05 02:30 | sell | 56 | 0.60 | 0.68406 | 0.68636 | 0.00000 | ||
112 | 2019.12.05 18:07 | close | 56 | 0.60 | 0.68313 | 0.68636 | 0.00000 | 55.80 | 10336.23 |
113 | 2019.12.06 15:31 | sell | 57 | 0.60 | 0.68360 | 0.68590 | 0.00000 | ||
114 | 2019.12.06 23:00 | close | 57 | 0.60 | 0.68429 | 0.68590 | 0.00000 | -41.40 | 10294.83 |
115 | 2019.12.09 10:24 | sell | 58 | 0.60 | 0.68254 | 0.68484 | 0.00000 | ||
116 | 2019.12.10 15:32 | close | 58 | 0.60 | 0.68100 | 0.68484 | 0.00000 | 92.45 | 10387.28 |
117 | 2019.12.11 18:16 | buy | 59 | 0.60 | 0.68634 | 0.68404 | 0.00000 | ||
118 | 2019.12.11 23:51 | close | 59 | 0.60 | 0.68762 | 0.68404 | 0.00000 | 76.80 | 10464.08 |
119 | 2019.12.12 13:22 | buy | 60 | 0.60 | 0.68943 | 0.68713 | 0.00000 | ||
120 | 2019.12.13 02:30 | close | 60 | 0.60 | 0.69163 | 0.68713 | 0.00000 | 130.01 | 10594.09 |
121 | 2019.12.13 16:07 | sell | 61 | 0.61 | 0.68986 | 0.69216 | 0.00000 | ||
122 | 2019.12.13 18:04 | close | 61 | 0.61 | 0.68812 | 0.69216 | 0.00000 | 106.14 | 10700.23 |
123 | 2019.12.17 00:54 | sell | 62 | 0.62 | 0.68746 | 0.68976 | 0.00000 | ||
124 | 2019.12.17 11:01 | close | 62 | 0.62 | 0.68551 | 0.68976 | 0.00000 | 120.90 | 10821.13 |
125 | 2019.12.19 02:30 | buy | 63 | 0.63 | 0.68698 | 0.68468 | 0.00000 | ||
126 | 2019.12.19 10:55 | close | 63 | 0.63 | 0.68724 | 0.68468 | 0.00000 | 16.38 | 10837.51 |