Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=250; TrackPeriod=14; TRRR=0.5; MinDev=0.0015; UpATRR=1.5; UpDPR=0.8; DownATRR=1; DownDPR=0.7; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4344 | Ticks modelled | 5032563 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 415.19 | Gross profit | 921.59 | Gross loss | -506.39 |
Profit factor | 1.82 | Expected payoff | 7.41 | ||
Absolute drawdown | 35.00 | Maximal drawdown | 130.80 (1.29%) | Relative drawdown | 1.29% (130.80) |
Total trades | 56 | Short positions (won %) | 37 (75.68%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 42 (75.00%) | Loss trades (% of total) | 14 (25.00%) | ||
Largest | profit trade | 89.80 | loss trade | -51.60 | |
Average | profit trade | 21.94 | loss trade | -36.17 | |
Maximum | consecutive wins (profit in money) | 7 (250.35) | consecutive losses (loss in money) | 2 (-92.00) | |
Maximal | consecutive profit (count of wins) | 250.35 (7) | consecutive loss (count of losses) | -92.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 07:50 | buy | 1 | 0.20 | 0.67876 | 0.67646 | 0.00000 | ||
2 | 2019.09.24 21:30 | close | 1 | 0.20 | 0.67928 | 0.67646 | 0.00000 | 10.40 | 10010.40 |
3 | 2019.09.25 04:53 | sell | 2 | 0.20 | 0.67838 | 0.68068 | 0.00000 | ||
4 | 2019.09.25 17:56 | close | 2 | 0.20 | 0.67540 | 0.68068 | 0.00000 | 59.60 | 10070.00 |
5 | 2019.09.26 15:17 | buy | 3 | 0.20 | 0.67752 | 0.67522 | 0.00000 | ||
6 | 2019.09.26 19:01 | s/l | 3 | 0.20 | 0.67522 | 0.67522 | 0.00000 | -46.00 | 10024.00 |
7 | 2019.10.01 04:57 | sell | 4 | 0.20 | 0.67436 | 0.67666 | 0.00000 | ||
8 | 2019.10.01 07:30 | s/l | 4 | 0.20 | 0.67666 | 0.67666 | 0.00000 | -46.00 | 9978.00 |
9 | 2019.10.01 08:54 | sell | 5 | 0.20 | 0.67093 | 0.67323 | 0.00000 | ||
10 | 2019.10.01 17:00 | close | 5 | 0.20 | 0.66847 | 0.67323 | 0.00000 | 49.20 | 10027.20 |
11 | 2019.10.02 10:19 | sell | 6 | 0.20 | 0.66988 | 0.67218 | 0.00000 | ||
12 | 2019.10.02 12:43 | close | 6 | 0.20 | 0.66808 | 0.67218 | 0.00000 | 36.00 | 10063.20 |
13 | 2019.10.03 17:04 | buy | 7 | 0.20 | 0.67425 | 0.67195 | 0.00000 | ||
14 | 2019.10.04 02:08 | close | 7 | 0.20 | 0.67427 | 0.67195 | 0.00000 | -1.00 | 10062.20 |
15 | 2019.10.04 15:34 | sell | 8 | 0.20 | 0.67441 | 0.67671 | 0.00000 | ||
16 | 2019.10.04 16:16 | s/l | 8 | 0.20 | 0.67671 | 0.67671 | 0.00000 | -46.00 | 10016.20 |
17 | 2019.10.07 11:15 | sell | 9 | 0.20 | 0.67414 | 0.67644 | 0.00000 | ||
18 | 2019.10.07 19:42 | close | 9 | 0.20 | 0.67408 | 0.67644 | 0.00000 | 1.20 | 10017.40 |
19 | 2019.10.09 17:55 | sell | 10 | 0.20 | 0.67278 | 0.67508 | 0.00000 | ||
20 | 2019.10.10 03:02 | close | 10 | 0.20 | 0.67245 | 0.67508 | 0.00000 | 7.36 | 10024.76 |
21 | 2019.10.10 04:39 | buy | 11 | 0.20 | 0.67525 | 0.67295 | 0.00000 | ||
22 | 2019.10.10 16:07 | close | 11 | 0.20 | 0.67528 | 0.67295 | 0.00000 | 0.60 | 10025.36 |
23 | 2019.10.14 04:15 | sell | 12 | 0.20 | 0.67724 | 0.67954 | 0.00000 | ||
24 | 2019.10.14 15:12 | close | 12 | 0.20 | 0.67596 | 0.67954 | 0.00000 | 25.60 | 10050.96 |
25 | 2019.10.15 03:12 | sell | 13 | 0.20 | 0.67675 | 0.67905 | 0.00000 | ||
26 | 2019.10.15 04:30 | s/l | 13 | 0.20 | 0.67905 | 0.67905 | 0.00000 | -46.00 | 10004.96 |
27 | 2019.10.16 03:36 | sell | 14 | 0.20 | 0.67418 | 0.67648 | 0.00000 | ||
28 | 2019.10.16 09:02 | close | 14 | 0.20 | 0.67411 | 0.67648 | 0.00000 | 1.40 | 10006.36 |
29 | 2019.10.17 03:30 | buy | 15 | 0.20 | 0.67735 | 0.67505 | 0.00000 | ||
30 | 2019.10.17 12:42 | close | 15 | 0.20 | 0.68184 | 0.67505 | 0.00000 | 89.80 | 10096.16 |
31 | 2019.10.17 15:00 | sell | 16 | 0.20 | 0.68273 | 0.68503 | 0.00000 | ||
32 | 2019.10.17 21:02 | close | 16 | 0.20 | 0.68250 | 0.68503 | 0.00000 | 4.60 | 10100.76 |
33 | 2019.10.23 04:58 | sell | 17 | 0.20 | 0.68449 | 0.68679 | 0.00000 | ||
34 | 2019.10.23 12:09 | close | 17 | 0.20 | 0.68445 | 0.68679 | 0.00000 | 0.80 | 10101.56 |
35 | 2019.10.24 11:19 | sell | 18 | 0.20 | 0.68313 | 0.68543 | 0.00000 | ||
36 | 2019.10.24 19:29 | close | 18 | 0.20 | 0.68186 | 0.68543 | 0.00000 | 25.40 | 10126.96 |
37 | 2019.10.25 08:43 | buy | 19 | 0.20 | 0.68336 | 0.68106 | 0.00000 | ||
38 | 2019.10.25 23:00 | close | 19 | 0.20 | 0.68222 | 0.68106 | 0.00000 | -22.80 | 10104.16 |
39 | 2019.10.29 05:19 | buy | 20 | 0.20 | 0.68513 | 0.68283 | 0.00000 | ||
40 | 2019.10.30 01:00 | close | 20 | 0.20 | 0.68609 | 0.68283 | 0.00000 | 17.80 | 10121.96 |
41 | 2019.10.30 03:21 | sell | 21 | 0.20 | 0.68508 | 0.68738 | 0.00000 | ||
42 | 2019.10.30 04:15 | s/l | 21 | 0.20 | 0.68738 | 0.68738 | 0.00000 | -46.00 | 10075.96 |
43 | 2019.10.30 15:51 | sell | 22 | 0.20 | 0.68537 | 0.68767 | 0.00000 | ||
44 | 2019.10.30 19:23 | s/l | 22 | 0.20 | 0.68767 | 0.68767 | 0.00000 | -46.00 | 10029.96 |
45 | 2019.10.30 22:10 | buy | 23 | 0.20 | 0.68929 | 0.68699 | 0.00000 | ||
46 | 2019.10.31 04:00 | close | 23 | 0.20 | 0.69117 | 0.68699 | 0.00000 | 33.40 | 10063.36 |
47 | 2019.10.31 04:30 | sell | 24 | 0.20 | 0.69168 | 0.69353 | 0.00000 | ||
48 | 2019.10.31 11:06 | close | 24 | 0.20 | 0.69190 | 0.69353 | 0.00000 | -4.40 | 10058.96 |
49 | 2019.10.31 12:05 | sell | 25 | 0.20 | 0.69070 | 0.69300 | 0.00000 | ||
50 | 2019.10.31 22:18 | close | 25 | 0.20 | 0.68920 | 0.69300 | 0.00000 | 30.00 | 10088.96 |
51 | 2019.11.01 04:45 | buy | 26 | 0.20 | 0.69054 | 0.68824 | 0.00000 | ||
52 | 2019.11.01 23:00 | close | 26 | 0.20 | 0.69129 | 0.68824 | 0.00000 | 15.00 | 10103.96 |
53 | 2019.11.04 18:19 | sell | 27 | 0.20 | 0.68935 | 0.69165 | 0.00000 | ||
54 | 2019.11.05 01:34 | close | 27 | 0.20 | 0.68895 | 0.69165 | 0.00000 | 8.25 | 10112.22 |
55 | 2019.11.05 16:24 | sell | 28 | 0.20 | 0.68983 | 0.69213 | 0.00000 | ||
56 | 2019.11.05 23:44 | close | 28 | 0.20 | 0.68976 | 0.69213 | 0.00000 | 1.40 | 10113.62 |
57 | 2019.11.06 18:52 | sell | 29 | 0.20 | 0.68826 | 0.69056 | 0.00000 | ||
58 | 2019.11.07 02:30 | close | 29 | 0.20 | 0.68813 | 0.69056 | 0.00000 | 3.36 | 10116.97 |
59 | 2019.11.07 03:48 | sell | 30 | 0.20 | 0.68657 | 0.68887 | 0.00000 | ||
60 | 2019.11.07 09:24 | s/l | 30 | 0.20 | 0.68887 | 0.68887 | 0.00000 | -46.00 | 10070.97 |
61 | 2019.11.07 13:00 | sell | 31 | 0.20 | 0.69072 | 0.69263 | 0.00000 | ||
62 | 2019.11.07 17:38 | close | 31 | 0.20 | 0.68981 | 0.69263 | 0.00000 | 18.20 | 10089.17 |
63 | 2019.11.08 11:56 | sell | 32 | 0.20 | 0.68675 | 0.68905 | 0.00000 | ||
64 | 2019.11.08 20:00 | close | 32 | 0.20 | 0.68552 | 0.68905 | 0.00000 | 24.60 | 10113.77 |
65 | 2019.11.11 04:10 | sell | 33 | 0.20 | 0.68477 | 0.68707 | 0.00000 | ||
66 | 2019.11.12 06:40 | close | 33 | 0.20 | 0.68468 | 0.68707 | 0.00000 | 2.05 | 10115.83 |
67 | 2019.11.13 02:44 | sell | 34 | 0.20 | 0.68310 | 0.68540 | 0.00000 | ||
68 | 2019.11.13 03:00 | s/l | 34 | 0.20 | 0.68540 | 0.68540 | 0.00000 | -46.00 | 10069.83 |
69 | 2019.11.13 11:56 | sell | 35 | 0.20 | 0.68277 | 0.68507 | 0.00000 | ||
70 | 2019.11.14 03:02 | close | 35 | 0.20 | 0.68113 | 0.68507 | 0.00000 | 33.56 | 10103.38 |
71 | 2019.11.14 13:11 | sell | 36 | 0.20 | 0.67833 | 0.68063 | 0.00000 | ||
72 | 2019.11.14 20:42 | close | 36 | 0.20 | 0.67832 | 0.68063 | 0.00000 | 0.20 | 10103.58 |
73 | 2019.11.15 02:46 | buy | 37 | 0.20 | 0.67955 | 0.67725 | 0.00000 | ||
74 | 2019.11.15 23:00 | close | 37 | 0.20 | 0.68149 | 0.67725 | 0.00000 | 38.80 | 10142.38 |
75 | 2019.11.18 15:23 | sell | 38 | 0.20 | 0.68021 | 0.68251 | 0.00000 | ||
76 | 2019.11.19 07:45 | close | 38 | 0.20 | 0.68000 | 0.68251 | 0.00000 | 4.45 | 10146.84 |
77 | 2019.11.19 12:24 | buy | 39 | 0.20 | 0.68216 | 0.67986 | 0.00000 | ||
78 | 2019.11.19 23:03 | close | 39 | 0.20 | 0.68250 | 0.67986 | 0.00000 | 6.80 | 10153.64 |
79 | 2019.11.20 03:21 | sell | 40 | 0.20 | 0.68143 | 0.68373 | 0.00000 | ||
80 | 2019.11.20 12:32 | close | 40 | 0.20 | 0.68140 | 0.68373 | 0.00000 | 0.60 | 10154.24 |
81 | 2019.11.22 10:48 | buy | 41 | 0.20 | 0.68052 | 0.67822 | 0.00000 | ||
82 | 2019.11.22 17:37 | s/l | 41 | 0.20 | 0.67822 | 0.67822 | 0.00000 | -46.00 | 10108.24 |
83 | 2019.11.25 15:20 | sell | 42 | 0.20 | 0.67774 | 0.68004 | 0.00000 | ||
84 | 2019.11.25 22:00 | close | 42 | 0.20 | 0.67773 | 0.68004 | 0.00000 | 0.20 | 10108.44 |
85 | 2019.11.26 03:46 | buy | 43 | 0.20 | 0.67878 | 0.67648 | 0.00000 | ||
86 | 2019.11.28 01:08 | s/l | 43 | 0.20 | 0.67648 | 0.67648 | 0.00000 | -51.60 | 10056.84 |
87 | 2019.11.29 15:10 | sell | 44 | 0.20 | 0.67682 | 0.67912 | 0.00000 | ||
88 | 2019.11.29 21:33 | close | 44 | 0.20 | 0.67662 | 0.67912 | 0.00000 | 4.00 | 10060.84 |
89 | 2019.12.02 10:59 | buy | 45 | 0.20 | 0.67879 | 0.67649 | 0.00000 | ||
90 | 2019.12.02 17:36 | close | 45 | 0.20 | 0.68106 | 0.67649 | 0.00000 | 45.40 | 10106.24 |
91 | 2019.12.03 05:35 | buy | 46 | 0.20 | 0.68336 | 0.68106 | 0.00000 | ||
92 | 2019.12.03 12:11 | close | 46 | 0.20 | 0.68557 | 0.68106 | 0.00000 | 44.20 | 10150.44 |
93 | 2019.12.04 03:01 | sell | 47 | 0.20 | 0.68328 | 0.68558 | 0.00000 | ||
94 | 2019.12.04 11:06 | close | 47 | 0.20 | 0.68285 | 0.68558 | 0.00000 | 8.60 | 10159.04 |
95 | 2019.12.05 02:30 | sell | 48 | 0.20 | 0.68396 | 0.68626 | 0.00000 | ||
96 | 2019.12.05 18:07 | close | 48 | 0.20 | 0.68304 | 0.68626 | 0.00000 | 18.40 | 10177.44 |
97 | 2019.12.06 15:31 | sell | 49 | 0.20 | 0.68356 | 0.68586 | 0.00000 | ||
98 | 2019.12.06 23:00 | close | 49 | 0.20 | 0.68419 | 0.68586 | 0.00000 | -12.60 | 10164.84 |
99 | 2019.12.09 10:42 | sell | 50 | 0.20 | 0.68213 | 0.68443 | 0.00000 | ||
100 | 2019.12.10 15:14 | close | 50 | 0.20 | 0.68081 | 0.68443 | 0.00000 | 26.65 | 10191.49 |
101 | 2019.12.11 18:16 | buy | 51 | 0.20 | 0.68625 | 0.68395 | 0.00000 | ||
102 | 2019.12.11 22:02 | close | 51 | 0.20 | 0.68834 | 0.68395 | 0.00000 | 41.80 | 10233.29 |
103 | 2019.12.12 13:22 | buy | 52 | 0.20 | 0.68935 | 0.68705 | 0.00000 | ||
104 | 2019.12.13 00:48 | close | 52 | 0.20 | 0.69288 | 0.68705 | 0.00000 | 69.20 | 10302.49 |
105 | 2019.12.13 16:07 | sell | 53 | 0.20 | 0.68976 | 0.69206 | 0.00000 | ||
106 | 2019.12.13 16:28 | close | 53 | 0.20 | 0.68839 | 0.69206 | 0.00000 | 27.40 | 10329.89 |
107 | 2019.12.17 01:38 | sell | 54 | 0.30 | 0.68696 | 0.68926 | 0.00000 | ||
108 | 2019.12.17 10:57 | close | 54 | 0.30 | 0.68530 | 0.68926 | 0.00000 | 49.80 | 10379.69 |
109 | 2019.12.19 02:30 | buy | 55 | 0.30 | 0.68676 | 0.68446 | 0.00000 | ||
110 | 2019.12.19 10:55 | close | 55 | 0.30 | 0.68715 | 0.68446 | 0.00000 | 11.70 | 10391.39 |
111 | 2019.12.27 12:15 | buy | 56 | 0.20 | 0.69663 | 0.69433 | 0.00000 | ||
112 | 2019.12.27 23:00 | close | 56 | 0.20 | 0.69782 | 0.69433 | 0.00000 | 23.80 | 10415.19 |