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=300; TakeProfit=300; TrackPeriod=10; TRRR=2; MinDev=0.0005; UpATRR=1.6; UpDPR=0.5; DownATRR=1.3; DownDPR=0.6; 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 | 751.07 | Gross profit | 953.47 | Gross loss | -202.40 |
Profit factor | 4.71 | Expected payoff | 15.65 | ||
Absolute drawdown | 45.00 | Maximal drawdown | 180.90 (1.74%) | Relative drawdown | 1.74% (180.90) |
Total trades | 48 | Short positions (won %) | 29 (86.21%) | Long positions (won %) | 19 (89.47%) |
Profit trades (% of total) | 42 (87.50%) | Loss trades (% of total) | 6 (12.50%) | ||
Largest | profit trade | 79.50 | loss trade | -99.00 | |
Average | profit trade | 22.70 | loss trade | -33.73 | |
Maximum | consecutive wins (profit in money) | 15 (324.37) | consecutive losses (loss in money) | 1 (-99.00) | |
Maximal | consecutive profit (count of wins) | 324.37 (15) | consecutive loss (count of losses) | -99.00 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 07:50 | buy | 1 | 0.20 | 0.67877 | 0.67547 | 0.00000 | ||
2 | 2019.09.24 13:29 | close | 1 | 0.20 | 0.67964 | 0.67547 | 0.00000 | 17.40 | 10017.40 |
3 | 2019.09.24 14:30 | sell | 2 | 0.20 | 0.67913 | 0.67996 | 0.00000 | ||
4 | 2019.09.24 15:13 | s/l | 2 | 0.20 | 0.67996 | 0.67996 | 0.00000 | -16.60 | 10000.80 |
5 | 2019.09.25 04:57 | sell | 3 | 0.20 | 0.67831 | 0.68161 | 0.00000 | ||
6 | 2019.09.25 21:23 | close | 3 | 0.20 | 0.67581 | 0.68161 | 0.00000 | 50.00 | 10050.80 |
7 | 2019.09.26 15:17 | buy | 4 | 0.20 | 0.67745 | 0.67415 | 0.00000 | ||
8 | 2019.09.27 23:00 | close | 4 | 0.20 | 0.67630 | 0.67415 | 0.00000 | -24.40 | 10026.40 |
9 | 2019.10.01 03:25 | buy | 5 | 0.20 | 0.67584 | 0.67254 | 0.00000 | ||
10 | 2019.10.01 07:30 | close | 5 | 0.20 | 0.67665 | 0.67254 | 0.00000 | 16.20 | 10042.60 |
11 | 2019.10.02 10:21 | sell | 6 | 0.20 | 0.66979 | 0.67309 | 0.00000 | ||
12 | 2019.10.02 12:56 | close | 6 | 0.20 | 0.66830 | 0.67309 | 0.00000 | 29.80 | 10072.40 |
13 | 2019.10.03 03:22 | buy | 7 | 0.20 | 0.67175 | 0.66845 | 0.00000 | ||
14 | 2019.10.04 02:08 | close | 7 | 0.20 | 0.67427 | 0.66845 | 0.00000 | 49.00 | 10121.40 |
15 | 2019.10.07 11:16 | sell | 8 | 0.30 | 0.67410 | 0.67740 | 0.00000 | ||
16 | 2019.10.07 19:42 | close | 8 | 0.30 | 0.67408 | 0.67740 | 0.00000 | 0.60 | 10122.00 |
17 | 2019.10.09 17:58 | sell | 9 | 0.30 | 0.67262 | 0.67592 | 0.00000 | ||
18 | 2019.10.10 03:02 | close | 9 | 0.30 | 0.67245 | 0.67592 | 0.00000 | 6.24 | 10128.24 |
19 | 2019.10.10 04:24 | buy | 10 | 0.30 | 0.67401 | 0.67081 | 0.00000 | ||
20 | 2019.10.10 04:41 | close | 10 | 0.30 | 0.67477 | 0.67081 | 0.00000 | 22.80 | 10151.04 |
21 | 2019.10.10 12:52 | buy | 11 | 0.30 | 0.67665 | 0.67335 | 0.00000 | ||
22 | 2019.10.11 08:56 | close | 11 | 0.30 | 0.67733 | 0.67335 | 0.00000 | 18.30 | 10169.34 |
23 | 2019.10.14 04:15 | sell | 12 | 0.30 | 0.67710 | 0.68040 | 0.00000 | ||
24 | 2019.10.14 17:32 | close | 12 | 0.30 | 0.67626 | 0.68040 | 0.00000 | 25.20 | 10194.54 |
25 | 2019.10.15 03:14 | sell | 13 | 0.30 | 0.67664 | 0.67994 | 0.00000 | ||
26 | 2019.10.15 17:27 | close | 13 | 0.30 | 0.67536 | 0.67994 | 0.00000 | 38.40 | 10232.94 |
27 | 2019.10.16 03:36 | sell | 14 | 0.30 | 0.67405 | 0.67735 | 0.00000 | ||
28 | 2019.10.16 10:14 | close | 14 | 0.30 | 0.67405 | 0.67735 | 0.00000 | 0.00 | 10232.94 |
29 | 2019.10.17 03:30 | buy | 15 | 0.30 | 0.67735 | 0.67405 | 0.00000 | ||
30 | 2019.10.17 04:16 | close | 15 | 0.30 | 0.67820 | 0.67405 | 0.00000 | 25.50 | 10258.44 |
31 | 2019.10.17 11:55 | buy | 16 | 0.30 | 0.68072 | 0.67742 | 0.00000 | ||
32 | 2019.10.17 12:42 | close | 16 | 0.30 | 0.68184 | 0.67742 | 0.00000 | 33.60 | 10292.04 |
33 | 2019.10.21 17:56 | sell | 17 | 0.20 | 0.68619 | 0.68949 | 0.00000 | ||
34 | 2019.10.22 21:27 | close | 17 | 0.20 | 0.68618 | 0.68949 | 0.00000 | 0.45 | 10292.49 |
35 | 2019.10.24 11:19 | sell | 18 | 0.30 | 0.68305 | 0.68635 | 0.00000 | ||
36 | 2019.10.25 01:00 | close | 18 | 0.30 | 0.68210 | 0.68635 | 0.00000 | 28.88 | 10321.37 |
37 | 2019.10.29 05:19 | buy | 19 | 0.30 | 0.68515 | 0.68185 | 0.00000 | ||
38 | 2019.10.29 18:58 | close | 19 | 0.30 | 0.68613 | 0.68185 | 0.00000 | 29.40 | 10350.77 |
39 | 2019.10.30 03:23 | sell | 20 | 0.30 | 0.68498 | 0.68828 | 0.00000 | ||
40 | 2019.10.30 22:01 | s/l | 20 | 0.30 | 0.68828 | 0.68828 | 0.00000 | -99.00 | 10251.77 |
41 | 2019.10.31 03:54 | buy | 21 | 0.20 | 0.69169 | 0.68839 | 0.00000 | ||
42 | 2019.10.31 12:04 | close | 21 | 0.20 | 0.69179 | 0.68839 | 0.00000 | 2.00 | 10253.77 |
43 | 2019.10.31 12:45 | sell | 22 | 0.20 | 0.68894 | 0.69224 | 0.00000 | ||
44 | 2019.11.01 03:36 | close | 22 | 0.20 | 0.68891 | 0.69224 | 0.00000 | 0.85 | 10254.62 |
45 | 2019.11.01 04:45 | buy | 23 | 0.20 | 0.69063 | 0.68733 | 0.00000 | ||
46 | 2019.11.01 23:00 | close | 23 | 0.20 | 0.69129 | 0.68733 | 0.00000 | 13.20 | 10267.82 |
47 | 2019.11.04 20:49 | sell | 24 | 0.20 | 0.68841 | 0.69171 | 0.00000 | ||
48 | 2019.11.05 05:33 | close | 24 | 0.20 | 0.68840 | 0.69171 | 0.00000 | 0.45 | 10268.28 |
49 | 2019.11.05 16:24 | sell | 25 | 0.20 | 0.68990 | 0.69320 | 0.00000 | ||
50 | 2019.11.05 23:44 | close | 25 | 0.20 | 0.68976 | 0.69320 | 0.00000 | 2.80 | 10271.08 |
51 | 2019.11.06 18:52 | sell | 26 | 0.20 | 0.68801 | 0.69131 | 0.00000 | ||
52 | 2019.11.07 07:50 | close | 26 | 0.20 | 0.68741 | 0.69131 | 0.00000 | 12.76 | 10283.83 |
53 | 2019.11.07 09:21 | buy | 27 | 0.20 | 0.68838 | 0.68508 | 0.00000 | ||
54 | 2019.11.07 13:54 | close | 27 | 0.20 | 0.68972 | 0.68508 | 0.00000 | 26.80 | 10310.63 |
55 | 2019.11.12 04:00 | sell | 28 | 0.30 | 0.68353 | 0.68683 | 0.00000 | ||
56 | 2019.11.13 17:02 | close | 28 | 0.30 | 0.68326 | 0.68683 | 0.00000 | 8.48 | 10319.11 |
57 | 2019.11.14 02:30 | sell | 29 | 0.30 | 0.68213 | 0.68543 | 0.00000 | ||
58 | 2019.11.14 04:26 | close | 29 | 0.30 | 0.68085 | 0.68543 | 0.00000 | 38.40 | 10357.51 |
59 | 2019.11.15 02:45 | buy | 30 | 0.30 | 0.67953 | 0.67623 | 0.00000 | ||
60 | 2019.11.15 23:00 | close | 30 | 0.30 | 0.68149 | 0.67623 | 0.00000 | 58.80 | 10416.31 |
61 | 2019.11.18 15:27 | sell | 31 | 0.30 | 0.68009 | 0.68339 | 0.00000 | ||
62 | 2019.11.19 07:45 | close | 31 | 0.30 | 0.68000 | 0.68339 | 0.00000 | 3.08 | 10419.39 |
63 | 2019.11.20 03:27 | sell | 32 | 0.30 | 0.68125 | 0.68455 | 0.00000 | ||
64 | 2019.11.20 17:52 | close | 32 | 0.30 | 0.68124 | 0.68455 | 0.00000 | 0.30 | 10419.69 |
65 | 2019.11.22 10:26 | buy | 33 | 0.30 | 0.67967 | 0.67637 | 0.00000 | ||
66 | 2019.11.22 23:00 | close | 33 | 0.30 | 0.67854 | 0.67637 | 0.00000 | -33.90 | 10385.79 |
67 | 2019.11.25 15:24 | sell | 34 | 0.30 | 0.67755 | 0.68085 | 0.00000 | ||
68 | 2019.11.26 01:49 | close | 34 | 0.30 | 0.67754 | 0.68085 | 0.00000 | 0.68 | 10386.47 |
69 | 2019.11.26 11:05 | sell | 35 | 0.30 | 0.67689 | 0.68019 | 0.00000 | ||
70 | 2019.11.28 08:00 | close | 35 | 0.30 | 0.67678 | 0.68019 | 0.00000 | 4.82 | 10391.29 |
71 | 2019.11.29 15:10 | sell | 36 | 0.30 | 0.67683 | 0.68013 | 0.00000 | ||
72 | 2019.11.29 21:33 | close | 36 | 0.30 | 0.67662 | 0.68013 | 0.00000 | 6.30 | 10397.59 |
73 | 2019.12.02 10:59 | buy | 37 | 0.30 | 0.67880 | 0.67550 | 0.00000 | ||
74 | 2019.12.03 01:35 | close | 37 | 0.30 | 0.68152 | 0.67550 | 0.00000 | 79.50 | 10477.09 |
75 | 2019.12.03 05:35 | buy | 38 | 0.30 | 0.68334 | 0.68004 | 0.00000 | ||
76 | 2019.12.03 12:16 | close | 38 | 0.30 | 0.68473 | 0.68004 | 0.00000 | 41.70 | 10518.79 |
77 | 2019.12.04 03:01 | sell | 39 | 0.30 | 0.68312 | 0.68642 | 0.00000 | ||
78 | 2019.12.04 11:06 | close | 39 | 0.30 | 0.68285 | 0.68642 | 0.00000 | 8.10 | 10526.89 |
79 | 2019.12.05 02:30 | sell | 40 | 0.30 | 0.68380 | 0.68710 | 0.00000 | ||
80 | 2019.12.05 18:07 | close | 40 | 0.30 | 0.68304 | 0.68710 | 0.00000 | 22.80 | 10549.69 |
81 | 2019.12.06 15:31 | sell | 41 | 0.30 | 0.68356 | 0.68686 | 0.00000 | ||
82 | 2019.12.06 23:00 | close | 41 | 0.30 | 0.68419 | 0.68686 | 0.00000 | -18.90 | 10530.79 |
83 | 2019.12.09 23:54 | sell | 42 | 0.30 | 0.68255 | 0.68585 | 0.00000 | ||
84 | 2019.12.10 15:32 | close | 42 | 0.30 | 0.68116 | 0.68585 | 0.00000 | 42.08 | 10572.87 |
85 | 2019.12.11 18:17 | buy | 43 | 0.30 | 0.68631 | 0.68301 | 0.00000 | ||
86 | 2019.12.11 23:36 | close | 43 | 0.30 | 0.68758 | 0.68301 | 0.00000 | 38.10 | 10610.97 |
87 | 2019.12.13 16:07 | sell | 44 | 0.30 | 0.68954 | 0.69284 | 0.00000 | ||
88 | 2019.12.13 23:00 | close | 44 | 0.30 | 0.68711 | 0.69284 | 0.00000 | 72.90 | 10683.87 |
89 | 2019.12.16 17:00 | sell | 45 | 0.30 | 0.68890 | 0.69051 | 0.00000 | ||
90 | 2019.12.16 22:04 | close | 45 | 0.30 | 0.68922 | 0.69051 | 0.00000 | -9.60 | 10674.27 |
91 | 2019.12.17 01:46 | sell | 46 | 0.30 | 0.68683 | 0.69013 | 0.00000 | ||
92 | 2019.12.17 12:14 | close | 46 | 0.30 | 0.68549 | 0.69013 | 0.00000 | 40.20 | 10714.47 |
93 | 2019.12.19 02:30 | buy | 47 | 0.30 | 0.68683 | 0.68353 | 0.00000 | ||
94 | 2019.12.19 10:55 | close | 47 | 0.30 | 0.68715 | 0.68353 | 0.00000 | 9.60 | 10724.07 |
95 | 2019.12.27 12:18 | buy | 48 | 0.30 | 0.69670 | 0.69340 | 0.00000 | ||
96 | 2019.12.27 19:19 | close | 48 | 0.30 | 0.69760 | 0.69340 | 0.00000 | 27.00 | 10751.07 |