Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.10.28 00:00 - 2020.02.07 23:30 (2019.10.28 - 2020.02.08) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=500; TakeProfit=400; TrackPeriod=10; TRRR=2; UpATRR=1.5; DownATRR=1; DPR=0.5; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=300; MUR=0.01; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4519 | Ticks modelled | 5275053 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 2796.12 | Gross profit | 5885.72 | Gross loss | -3089.59 |
Profit factor | 1.91 | Expected payoff | 55.92 | ||
Absolute drawdown | 739.27 | Maximal drawdown | 1711.78 (1.66%) | Relative drawdown | 1.66% (1711.78) |
Total trades | 50 | Short positions (won %) | 36 (86.11%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 42 (84.00%) | Loss trades (% of total) | 8 (16.00%) | ||
Largest | profit trade | 600.00 | loss trade | -808.71 | |
Average | profit trade | 140.14 | loss trade | -386.20 | |
Maximum | consecutive wins (profit in money) | 14 (1375.86) | consecutive losses (loss in money) | 3 (-713.44) | |
Maximal | consecutive profit (count of wins) | 1521.62 (11) | consecutive loss (count of losses) | -808.71 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.29 05:19 | buy | 1 | 1.40 | 0.68512 | 0.67982 | 0.68912 | ||
2 | 2019.10.30 01:00 | close | 1 | 1.40 | 0.68609 | 0.67982 | 0.68912 | 131.53 | 100131.53 |
3 | 2019.10.30 03:21 | sell | 2 | 1.40 | 0.68508 | 0.69038 | 0.68108 | ||
4 | 2019.10.30 23:58 | s/l | 2 | 1.40 | 0.69038 | 0.69038 | 0.68108 | -742.00 | 99389.53 |
5 | 2019.10.31 03:51 | buy | 3 | 1.40 | 0.69164 | 0.68634 | 0.69564 | ||
6 | 2019.10.31 11:31 | close | 3 | 1.40 | 0.69164 | 0.68634 | 0.69564 | 0.00 | 99389.53 |
7 | 2019.10.31 12:05 | sell | 4 | 1.40 | 0.69073 | 0.69603 | 0.68673 | ||
8 | 2019.10.31 22:35 | close | 4 | 1.40 | 0.68939 | 0.69603 | 0.68673 | 187.60 | 99577.13 |
9 | 2019.11.01 04:45 | buy | 5 | 1.40 | 0.69056 | 0.68526 | 0.69456 | ||
10 | 2019.11.01 23:00 | close | 5 | 1.40 | 0.69129 | 0.68526 | 0.69456 | 102.20 | 99679.33 |
11 | 2019.11.04 10:19 | sell | 6 | 1.40 | 0.69112 | 0.69642 | 0.68712 | ||
12 | 2019.11.05 01:34 | close | 6 | 1.40 | 0.68895 | 0.69642 | 0.68712 | 301.95 | 99981.29 |
13 | 2019.11.05 16:22 | sell | 7 | 1.40 | 0.69009 | 0.69539 | 0.68609 | ||
14 | 2019.11.05 23:44 | close | 7 | 1.40 | 0.68976 | 0.69539 | 0.68609 | 46.20 | 100027.49 |
15 | 2019.11.06 09:14 | sell | 8 | 1.40 | 0.68839 | 0.69369 | 0.68439 | ||
16 | 2019.11.07 01:30 | close | 8 | 1.40 | 0.68832 | 0.69369 | 0.68439 | 4.26 | 100031.74 |
17 | 2019.11.07 03:48 | sell | 9 | 1.40 | 0.68659 | 0.69189 | 0.68259 | ||
18 | 2019.11.08 22:15 | close | 9 | 1.40 | 0.68586 | 0.69189 | 0.68259 | 100.35 | 100132.09 |
19 | 2019.11.12 04:00 | sell | 10 | 1.40 | 0.68366 | 0.68896 | 0.67966 | ||
20 | 2019.11.13 17:02 | close | 10 | 1.40 | 0.68326 | 0.68896 | 0.67966 | 54.15 | 100186.24 |
21 | 2019.11.14 02:30 | sell | 11 | 1.40 | 0.68213 | 0.68743 | 0.67813 | ||
22 | 2019.11.14 10:00 | close | 11 | 1.40 | 0.68080 | 0.68743 | 0.67813 | 186.20 | 100372.44 |
23 | 2019.11.14 13:17 | sell | 12 | 1.40 | 0.67825 | 0.68355 | 0.67425 | ||
24 | 2019.11.14 21:06 | close | 12 | 1.40 | 0.67823 | 0.68355 | 0.67425 | 2.80 | 100375.24 |
25 | 2019.11.15 02:43 | buy | 13 | 1.40 | 0.67950 | 0.67420 | 0.68350 | ||
26 | 2019.11.15 23:00 | close | 13 | 1.40 | 0.68149 | 0.67420 | 0.68350 | 278.60 | 100653.84 |
27 | 2019.11.18 15:23 | sell | 14 | 1.40 | 0.68022 | 0.68552 | 0.67622 | ||
28 | 2019.11.19 07:45 | close | 14 | 1.40 | 0.68000 | 0.68552 | 0.67622 | 28.95 | 100682.80 |
29 | 2019.11.20 01:11 | sell | 15 | 1.40 | 0.68191 | 0.68721 | 0.67791 | ||
30 | 2019.11.20 09:00 | close | 15 | 1.40 | 0.68190 | 0.68721 | 0.67791 | 1.40 | 100684.20 |
31 | 2019.11.20 10:12 | sell | 16 | 1.40 | 0.68085 | 0.68615 | 0.67685 | ||
32 | 2019.11.20 23:46 | close | 16 | 1.40 | 0.68027 | 0.68615 | 0.67685 | 81.20 | 100765.40 |
33 | 2019.11.21 02:58 | sell | 17 | 1.40 | 0.67886 | 0.68416 | 0.67486 | ||
34 | 2019.11.22 05:06 | close | 17 | 1.40 | 0.67885 | 0.68416 | 0.67486 | -0.45 | 100764.95 |
35 | 2019.11.22 10:25 | buy | 18 | 1.40 | 0.67964 | 0.67434 | 0.68364 | ||
36 | 2019.11.22 23:00 | close | 18 | 1.40 | 0.67854 | 0.67434 | 0.68364 | -154.00 | 100610.95 |
37 | 2019.11.25 03:21 | buy | 19 | 1.40 | 0.68008 | 0.67478 | 0.68408 | ||
38 | 2019.11.29 23:00 | close | 19 | 1.40 | 0.67627 | 0.67478 | 0.68408 | -558.99 | 100051.96 |
39 | 2019.12.02 10:58 | buy | 20 | 1.40 | 0.67876 | 0.67346 | 0.68276 | ||
40 | 2019.12.03 01:35 | close | 20 | 1.40 | 0.68152 | 0.67346 | 0.68276 | 382.13 | 100434.09 |
41 | 2019.12.03 05:35 | buy | 21 | 1.40 | 0.68330 | 0.67800 | 0.68730 | ||
42 | 2019.12.03 14:08 | close | 21 | 1.40 | 0.68428 | 0.67800 | 0.68730 | 137.20 | 100571.29 |
43 | 2019.12.04 03:01 | sell | 22 | 1.40 | 0.68324 | 0.68854 | 0.67924 | ||
44 | 2019.12.04 11:06 | close | 22 | 1.40 | 0.68285 | 0.68854 | 0.67924 | 54.60 | 100625.89 |
45 | 2019.12.05 02:30 | sell | 23 | 1.40 | 0.68393 | 0.68923 | 0.67993 | ||
46 | 2019.12.05 18:07 | close | 23 | 1.40 | 0.68304 | 0.68923 | 0.67993 | 124.60 | 100750.49 |
47 | 2019.12.06 15:31 | sell | 24 | 1.40 | 0.68366 | 0.68896 | 0.67966 | ||
48 | 2019.12.06 23:00 | close | 24 | 1.40 | 0.68419 | 0.68896 | 0.67966 | -74.20 | 100676.29 |
49 | 2019.12.09 10:23 | sell | 25 | 1.40 | 0.68249 | 0.68779 | 0.67849 | ||
50 | 2019.12.10 17:06 | close | 25 | 1.40 | 0.68158 | 0.68779 | 0.67849 | 125.55 | 100801.84 |
51 | 2019.12.11 18:16 | buy | 26 | 1.40 | 0.68626 | 0.68096 | 0.69026 | ||
52 | 2019.12.12 08:15 | close | 26 | 1.40 | 0.68787 | 0.68096 | 0.69026 | 212.60 | 101014.45 |
53 | 2019.12.13 16:07 | sell | 27 | 1.40 | 0.68976 | 0.69506 | 0.68576 | ||
54 | 2019.12.13 23:00 | close | 27 | 1.40 | 0.68711 | 0.69506 | 0.68576 | 371.00 | 101385.45 |
55 | 2019.12.17 01:38 | sell | 28 | 1.40 | 0.68695 | 0.69225 | 0.68295 | ||
56 | 2019.12.17 14:49 | close | 28 | 1.40 | 0.68575 | 0.69225 | 0.68295 | 168.00 | 101553.45 |
57 | 2019.12.19 02:30 | buy | 29 | 1.40 | 0.68680 | 0.68150 | 0.69080 | ||
58 | 2019.12.19 10:55 | close | 29 | 1.40 | 0.68715 | 0.68150 | 0.69080 | 49.00 | 101602.45 |
59 | 2019.12.25 02:36 | sell | 30 | 1.40 | 0.69117 | 0.69647 | 0.68717 | ||
60 | 2019.12.27 12:15 | s/l | 30 | 1.40 | 0.69647 | 0.69647 | 0.68717 | -749.39 | 100853.05 |
61 | 2019.12.27 13:22 | buy | 31 | 1.40 | 0.69763 | 0.69233 | 0.70163 | ||
62 | 2019.12.27 23:00 | close | 31 | 1.40 | 0.69782 | 0.69233 | 0.70163 | 26.60 | 100879.65 |
63 | 2020.01.02 09:00 | sell | 32 | 1.40 | 0.70018 | 0.70548 | 0.69618 | ||
64 | 2020.01.02 15:55 | close | 32 | 1.40 | 0.70012 | 0.70548 | 0.69618 | 8.40 | 100888.05 |
65 | 2020.01.03 03:54 | sell | 33 | 1.40 | 0.69726 | 0.70256 | 0.69326 | ||
66 | 2020.01.03 13:39 | t/p | 33 | 1.40 | 0.69326 | 0.70256 | 0.69326 | 560.00 | 101448.05 |
67 | 2020.01.06 16:23 | sell | 34 | 1.40 | 0.69359 | 0.69889 | 0.68959 | ||
68 | 2020.01.07 01:33 | close | 34 | 1.40 | 0.69359 | 0.69889 | 0.68959 | -1.85 | 101446.20 |
69 | 2020.01.07 02:58 | sell | 35 | 1.40 | 0.69268 | 0.69798 | 0.68868 | ||
70 | 2020.01.07 12:19 | t/p | 35 | 1.40 | 0.68868 | 0.69798 | 0.68868 | 560.00 | 102006.20 |
71 | 2020.01.08 01:22 | sell | 36 | 1.40 | 0.68572 | 0.69102 | 0.68172 | ||
72 | 2020.01.09 22:21 | close | 36 | 1.40 | 0.68564 | 0.69102 | 0.68172 | 5.66 | 102011.86 |
73 | 2020.01.10 02:30 | buy | 37 | 1.40 | 0.68661 | 0.68131 | 0.69061 | ||
74 | 2020.01.10 15:04 | close | 37 | 1.40 | 0.68754 | 0.68131 | 0.69061 | 130.20 | 102142.06 |
75 | 2020.01.13 10:21 | sell | 38 | 1.40 | 0.69064 | 0.69594 | 0.68664 | ||
76 | 2020.01.13 17:08 | close | 38 | 1.40 | 0.69061 | 0.69594 | 0.68664 | 4.20 | 102146.26 |
77 | 2020.01.14 03:48 | sell | 39 | 1.40 | 0.68867 | 0.69397 | 0.68467 | ||
78 | 2020.01.17 23:00 | close | 39 | 1.40 | 0.68782 | 0.69397 | 0.68467 | 109.76 | 102256.02 |
79 | 2020.01.20 10:08 | sell | 40 | 1.40 | 0.68720 | 0.69250 | 0.68320 | ||
80 | 2020.01.20 17:58 | close | 40 | 1.40 | 0.68686 | 0.69250 | 0.68320 | 47.60 | 102303.62 |
81 | 2020.01.21 03:17 | sell | 41 | 1.40 | 0.68661 | 0.69191 | 0.68261 | ||
82 | 2020.01.21 12:02 | close | 41 | 1.40 | 0.68592 | 0.69191 | 0.68261 | 96.60 | 102400.22 |
83 | 2020.01.22 02:42 | sell | 42 | 1.40 | 0.68374 | 0.68904 | 0.67974 | ||
84 | 2020.01.24 23:00 | close | 42 | 1.40 | 0.68244 | 0.68904 | 0.67974 | 174.61 | 102574.82 |
85 | 2020.01.27 11:11 | sell | 43 | 1.50 | 0.67800 | 0.68330 | 0.67400 | ||
86 | 2020.01.27 23:18 | close | 43 | 1.50 | 0.67627 | 0.68330 | 0.67400 | 259.50 | 102834.32 |
87 | 2020.01.28 02:46 | sell | 44 | 1.50 | 0.67513 | 0.68043 | 0.67113 | ||
88 | 2020.01.28 17:00 | close | 44 | 1.50 | 0.67511 | 0.68043 | 0.67113 | 3.00 | 102837.32 |
89 | 2020.01.29 09:46 | sell | 45 | 1.50 | 0.67559 | 0.68089 | 0.67159 | ||
90 | 2020.01.29 19:32 | close | 45 | 1.50 | 0.67472 | 0.68089 | 0.67159 | 130.50 | 102967.82 |
91 | 2020.01.29 21:53 | buy | 46 | 1.50 | 0.67626 | 0.67096 | 0.68026 | ||
92 | 2020.01.30 16:17 | s/l | 46 | 1.50 | 0.67096 | 0.67096 | 0.68026 | -808.71 | 102159.11 |
93 | 2020.01.31 10:28 | sell | 47 | 1.50 | 0.67030 | 0.67560 | 0.66630 | ||
94 | 2020.01.31 16:20 | close | 47 | 1.50 | 0.67029 | 0.67560 | 0.66630 | 1.50 | 102160.61 |
95 | 2020.02.03 02:51 | buy | 48 | 1.50 | 0.67058 | 0.66528 | 0.67458 | ||
96 | 2020.02.04 11:54 | close | 48 | 1.50 | 0.67064 | 0.66528 | 0.67458 | 4.43 | 102165.04 |
97 | 2020.02.05 03:23 | sell | 49 | 1.50 | 0.67256 | 0.67786 | 0.66856 | ||
98 | 2020.02.07 07:41 | close | 49 | 1.50 | 0.67230 | 0.67786 | 0.66856 | 31.08 | 102196.12 |
99 | 2020.02.07 09:53 | sell | 50 | 1.50 | 0.67053 | 0.67583 | 0.66653 | ||
100 | 2020.02.07 16:09 | t/p | 50 | 1.50 | 0.66653 | 0.67583 | 0.66653 | 600.00 | 102796.12 |