Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.11.11 00:00 - 2020.02.21 23:30 (2019.11.11 - 2020.02.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=1.1; UpATRR=2; DownATRR=0.5; DPR=0; StopLoss=500; TakeProfit=400; TS=200; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4515 | Ticks modelled | 5043347 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3140.70 | Gross profit | 7378.98 | Gross loss | -4238.28 |
Profit factor | 1.74 | Expected payoff | 42.44 | ||
Absolute drawdown | 327.05 | Maximal drawdown | 2081.08 (2.04%) | Relative drawdown | 2.04% (2081.08) |
Total trades | 74 | Short positions (won %) | 63 (79.37%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 58 (78.38%) | Loss trades (% of total) | 16 (21.62%) | ||
Largest | profit trade | 608.00 | loss trade | -821.50 | |
Average | profit trade | 127.22 | loss trade | -264.89 | |
Maximum | consecutive wins (profit in money) | 15 (1463.14) | consecutive losses (loss in money) | 3 (-1562.52) | |
Maximal | consecutive profit (count of wins) | 1557.65 (7) | consecutive loss (count of losses) | -1562.52 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.11 02:54 | sell | 1 | 1.45 | 0.68530 | 0.69060 | 0.68130 | ||
2 | 2019.11.11 22:45 | close | 1 | 1.45 | 0.68529 | 0.69060 | 0.68130 | 1.45 | 100001.45 |
3 | 2019.11.12 03:31 | sell | 2 | 1.46 | 0.68425 | 0.68955 | 0.68025 | ||
4 | 2019.11.12 18:34 | close | 2 | 1.46 | 0.68419 | 0.68955 | 0.68025 | 8.76 | 100010.21 |
5 | 2019.11.13 02:19 | sell | 3 | 1.46 | 0.68362 | 0.68892 | 0.67962 | ||
6 | 2019.11.13 17:02 | close | 3 | 1.46 | 0.68326 | 0.68892 | 0.67962 | 52.56 | 100062.77 |
7 | 2019.11.14 02:30 | sell | 4 | 1.46 | 0.68213 | 0.68743 | 0.67813 | ||
8 | 2019.11.14 10:00 | close | 4 | 1.46 | 0.68080 | 0.68743 | 0.67813 | 194.18 | 100256.95 |
9 | 2019.11.14 13:10 | sell | 5 | 1.47 | 0.67861 | 0.68391 | 0.67461 | ||
10 | 2019.11.14 19:56 | close | 5 | 1.47 | 0.67847 | 0.68391 | 0.67461 | 20.58 | 100277.53 |
11 | 2019.11.15 02:47 | buy | 6 | 1.47 | 0.67964 | 0.67434 | 0.68364 | ||
12 | 2019.11.15 23:00 | close | 6 | 1.47 | 0.68149 | 0.67434 | 0.68364 | 271.95 | 100549.48 |
13 | 2019.11.18 15:22 | sell | 7 | 1.47 | 0.68044 | 0.68574 | 0.67644 | ||
14 | 2019.11.19 07:45 | close | 7 | 1.47 | 0.68000 | 0.68574 | 0.67644 | 64.06 | 100613.54 |
15 | 2019.11.19 14:00 | sell | 8 | 1.47 | 0.68197 | 0.68294 | 0.00000 | ||
16 | 2019.11.19 15:16 | s/l | 8 | 1.47 | 0.68294 | 0.68294 | 0.00000 | -142.59 | 100470.95 |
17 | 2019.11.19 17:00 | sell | 9 | 1.47 | 0.68243 | 0.68452 | 0.00000 | ||
18 | 2019.11.20 00:55 | close | 9 | 1.47 | 0.68258 | 0.68452 | 0.00000 | -22.67 | 100448.28 |
19 | 2019.11.20 01:10 | sell | 10 | 1.47 | 0.68205 | 0.68735 | 0.67805 | ||
20 | 2019.11.20 08:41 | close | 10 | 1.47 | 0.68193 | 0.68735 | 0.67805 | 17.64 | 100465.92 |
21 | 2019.11.20 10:11 | sell | 11 | 1.47 | 0.68104 | 0.68634 | 0.67704 | ||
22 | 2019.11.20 23:46 | close | 11 | 1.47 | 0.68027 | 0.68634 | 0.67704 | 113.19 | 100579.11 |
23 | 2019.11.21 02:51 | sell | 12 | 1.48 | 0.67908 | 0.68438 | 0.67508 | ||
24 | 2019.11.22 01:21 | close | 12 | 1.48 | 0.67903 | 0.68438 | 0.67508 | 6.78 | 100585.89 |
25 | 2019.11.22 10:26 | buy | 13 | 1.48 | 0.67978 | 0.67448 | 0.68378 | ||
26 | 2019.11.22 23:00 | close | 13 | 1.48 | 0.67854 | 0.67448 | 0.68378 | -183.52 | 100402.37 |
27 | 2019.11.25 05:30 | sell | 14 | 1.47 | 0.67950 | 0.68040 | 0.00000 | ||
28 | 2019.11.25 10:23 | close | 14 | 1.47 | 0.67938 | 0.68040 | 0.00000 | 17.64 | 100420.01 |
29 | 2019.11.25 10:40 | sell | 15 | 1.47 | 0.67887 | 0.68417 | 0.67487 | ||
30 | 2019.11.25 21:39 | close | 15 | 1.47 | 0.67777 | 0.68417 | 0.67487 | 161.70 | 100581.71 |
31 | 2019.11.26 11:05 | sell | 16 | 1.48 | 0.67722 | 0.68252 | 0.67322 | ||
32 | 2019.11.28 08:00 | close | 16 | 1.48 | 0.67678 | 0.68252 | 0.67322 | 62.63 | 100644.35 |
33 | 2019.11.29 03:21 | sell | 17 | 1.48 | 0.67628 | 0.68158 | 0.67228 | ||
34 | 2019.11.29 23:00 | close | 17 | 1.48 | 0.67657 | 0.68158 | 0.67228 | -42.92 | 100601.43 |
35 | 2019.12.02 14:00 | sell | 18 | 1.48 | 0.67843 | 0.67942 | 0.00000 | ||
36 | 2019.12.02 15:44 | s/l | 18 | 1.48 | 0.67942 | 0.67942 | 0.00000 | -146.52 | 100454.91 |
37 | 2019.12.02 17:17 | buy | 19 | 1.47 | 0.68111 | 0.67581 | 0.68511 | ||
38 | 2019.12.03 01:35 | close | 19 | 1.47 | 0.68152 | 0.67581 | 0.68511 | 51.93 | 100506.84 |
39 | 2019.12.03 05:37 | buy | 20 | 1.47 | 0.68352 | 0.67822 | 0.68752 | ||
40 | 2019.12.03 14:08 | close | 20 | 1.47 | 0.68428 | 0.67822 | 0.68752 | 111.72 | 100618.56 |
41 | 2019.12.04 02:30 | sell | 21 | 1.47 | 0.68372 | 0.68902 | 0.67972 | ||
42 | 2019.12.04 11:06 | close | 21 | 1.47 | 0.68285 | 0.68902 | 0.67972 | 127.89 | 100746.45 |
43 | 2019.12.04 18:00 | sell | 22 | 1.47 | 0.68504 | 0.68611 | 0.00000 | ||
44 | 2019.12.05 00:42 | close | 22 | 1.47 | 0.68480 | 0.68611 | 0.00000 | 33.43 | 100779.88 |
45 | 2019.12.05 02:30 | sell | 23 | 1.47 | 0.68411 | 0.68941 | 0.68011 | ||
46 | 2019.12.05 18:07 | close | 23 | 1.47 | 0.68304 | 0.68941 | 0.68011 | 157.29 | 100937.17 |
47 | 2019.12.06 15:31 | sell | 24 | 1.47 | 0.68382 | 0.68912 | 0.67982 | ||
48 | 2019.12.06 23:00 | close | 24 | 1.47 | 0.68419 | 0.68912 | 0.67982 | -54.39 | 100882.78 |
49 | 2019.12.09 10:09 | sell | 25 | 1.47 | 0.68264 | 0.68794 | 0.67864 | ||
50 | 2019.12.10 17:06 | close | 25 | 1.47 | 0.68158 | 0.68794 | 0.67864 | 155.20 | 101037.98 |
51 | 2019.12.11 17:30 | sell | 26 | 1.47 | 0.68489 | 0.68632 | 0.00000 | ||
52 | 2019.12.11 18:18 | s/l | 26 | 1.47 | 0.68632 | 0.68632 | 0.00000 | -210.21 | 100827.77 |
53 | 2019.12.11 21:59 | buy | 27 | 1.46 | 0.68909 | 0.68379 | 0.69309 | ||
54 | 2019.12.13 00:11 | t/p | 27 | 1.46 | 0.69309 | 0.68379 | 0.69309 | 550.88 | 101378.65 |
55 | 2019.12.13 11:24 | sell | 28 | 1.46 | 0.69153 | 0.69683 | 0.68753 | ||
56 | 2019.12.13 17:03 | close | 28 | 1.46 | 0.69137 | 0.69683 | 0.68753 | 23.36 | 101402.01 |
57 | 2019.12.16 17:00 | sell | 29 | 1.47 | 0.68890 | 0.69051 | 0.00000 | ||
58 | 2019.12.16 22:23 | close | 29 | 1.47 | 0.68892 | 0.69051 | 0.00000 | -2.94 | 101399.07 |
59 | 2019.12.17 01:32 | sell | 30 | 1.47 | 0.68715 | 0.69245 | 0.68315 | ||
60 | 2019.12.17 14:49 | close | 30 | 1.47 | 0.68575 | 0.69245 | 0.68315 | 205.80 | 101604.87 |
61 | 2019.12.17 15:38 | sell | 31 | 1.48 | 0.68414 | 0.68944 | 0.68014 | ||
62 | 2019.12.20 02:02 | s/l | 31 | 1.48 | 0.68944 | 0.68944 | 0.68014 | -787.51 | 100817.36 |
63 | 2019.12.23 16:57 | sell | 32 | 1.45 | 0.69084 | 0.69614 | 0.68684 | ||
64 | 2019.12.27 12:03 | s/l | 32 | 1.45 | 0.69614 | 0.69614 | 0.68684 | -772.15 | 100045.20 |
65 | 2019.12.27 13:28 | buy | 33 | 1.43 | 0.69784 | 0.69254 | 0.70184 | ||
66 | 2019.12.27 23:00 | close | 33 | 1.43 | 0.69782 | 0.69254 | 0.70184 | -2.86 | 100042.34 |
67 | 2020.01.02 09:00 | sell | 34 | 1.42 | 0.70018 | 0.70548 | 0.69618 | ||
68 | 2020.01.02 15:55 | close | 34 | 1.42 | 0.70012 | 0.70548 | 0.69618 | 8.52 | 100050.86 |
69 | 2020.01.03 03:51 | sell | 35 | 1.43 | 0.69752 | 0.70282 | 0.69352 | ||
70 | 2020.01.03 13:35 | t/p | 35 | 1.43 | 0.69352 | 0.70282 | 0.69352 | 572.00 | 100622.86 |
71 | 2020.01.06 08:16 | sell | 36 | 1.45 | 0.69322 | 0.69852 | 0.68922 | ||
72 | 2020.01.07 11:36 | t/p | 36 | 1.45 | 0.68922 | 0.69852 | 0.68922 | 579.39 | 101202.26 |
73 | 2020.01.07 12:19 | sell | 37 | 1.46 | 0.68838 | 0.69368 | 0.68438 | ||
74 | 2020.01.07 21:59 | close | 37 | 1.46 | 0.68704 | 0.69368 | 0.68438 | 195.64 | 101397.90 |
75 | 2020.01.08 01:22 | sell | 38 | 1.47 | 0.68590 | 0.69120 | 0.68190 | ||
76 | 2020.01.09 22:21 | close | 38 | 1.47 | 0.68564 | 0.69120 | 0.68190 | 36.37 | 101434.26 |
77 | 2020.01.10 02:30 | buy | 39 | 1.47 | 0.68679 | 0.68149 | 0.69079 | ||
78 | 2020.01.10 15:04 | close | 39 | 1.47 | 0.68754 | 0.68149 | 0.69079 | 110.25 | 101544.51 |
79 | 2020.01.13 06:30 | sell | 40 | 1.46 | 0.69138 | 0.69240 | 0.00000 | ||
80 | 2020.01.13 10:20 | close | 40 | 1.46 | 0.69100 | 0.69240 | 0.00000 | 55.48 | 101599.99 |
81 | 2020.01.13 12:13 | sell | 41 | 1.47 | 0.69010 | 0.69540 | 0.68610 | ||
82 | 2020.01.14 06:03 | close | 41 | 1.47 | 0.69010 | 0.69540 | 0.68610 | -0.62 | 101599.38 |
83 | 2020.01.14 10:55 | sell | 42 | 1.47 | 0.68911 | 0.69441 | 0.68511 | ||
84 | 2020.01.17 23:00 | close | 42 | 1.47 | 0.68782 | 0.69441 | 0.68511 | 186.54 | 101785.92 |
85 | 2020.01.20 09:57 | sell | 43 | 1.47 | 0.68771 | 0.69301 | 0.68371 | ||
86 | 2020.01.20 17:58 | close | 43 | 1.47 | 0.68686 | 0.69301 | 0.68371 | 124.95 | 101910.87 |
87 | 2020.01.21 03:15 | sell | 44 | 1.48 | 0.68681 | 0.69211 | 0.68281 | ||
88 | 2020.01.21 08:30 | close | 44 | 1.48 | 0.68675 | 0.69211 | 0.68281 | 8.88 | 101919.75 |
89 | 2020.01.21 10:14 | sell | 45 | 1.48 | 0.68495 | 0.69025 | 0.68095 | ||
90 | 2020.01.22 02:00 | close | 45 | 1.48 | 0.68494 | 0.69025 | 0.68095 | 0.86 | 101920.61 |
91 | 2020.01.22 02:41 | sell | 46 | 1.48 | 0.68391 | 0.68921 | 0.67991 | ||
92 | 2020.01.22 11:00 | close | 46 | 1.48 | 0.68390 | 0.68921 | 0.67991 | 1.48 | 101922.09 |
93 | 2020.01.22 11:30 | sell | 47 | 1.49 | 0.68317 | 0.68847 | 0.67917 | ||
94 | 2020.01.24 23:00 | close | 47 | 1.49 | 0.68244 | 0.68847 | 0.67917 | 106.27 | 102028.35 |
95 | 2020.01.27 08:35 | sell | 48 | 1.50 | 0.67960 | 0.68490 | 0.67560 | ||
96 | 2020.01.27 18:12 | t/p | 48 | 1.50 | 0.67560 | 0.68490 | 0.67560 | 600.00 | 102628.35 |
97 | 2020.01.27 19:00 | buy | 49 | 1.51 | 0.67593 | 0.67417 | 0.00000 | ||
98 | 2020.01.28 01:08 | close | 49 | 1.51 | 0.67607 | 0.67417 | 0.00000 | 12.58 | 102640.93 |
99 | 2020.01.28 02:30 | sell | 50 | 1.51 | 0.67529 | 0.68059 | 0.67129 | ||
100 | 2020.01.28 13:58 | close | 50 | 1.51 | 0.67524 | 0.68059 | 0.67129 | 7.55 | 102648.48 |
101 | 2020.01.29 07:00 | sell | 51 | 1.51 | 0.67726 | 0.67828 | 0.00000 | ||
102 | 2020.01.29 09:27 | close | 51 | 1.51 | 0.67660 | 0.67828 | 0.00000 | 99.66 | 102748.14 |
103 | 2020.01.29 09:39 | sell | 52 | 1.51 | 0.67585 | 0.68115 | 0.67185 | ||
104 | 2020.01.29 19:32 | close | 52 | 1.51 | 0.67472 | 0.68115 | 0.67185 | 170.63 | 102918.77 |
105 | 2020.01.30 03:26 | sell | 53 | 1.52 | 0.67369 | 0.67899 | 0.66969 | ||
106 | 2020.01.30 11:24 | close | 53 | 1.52 | 0.67362 | 0.67899 | 0.66969 | 10.64 | 102929.41 |
107 | 2020.01.30 15:10 | sell | 54 | 1.53 | 0.67167 | 0.67697 | 0.66767 | ||
108 | 2020.01.30 21:49 | close | 54 | 1.53 | 0.67155 | 0.67697 | 0.66767 | 18.36 | 102947.77 |
109 | 2020.01.31 10:04 | sell | 55 | 1.53 | 0.67058 | 0.67588 | 0.66658 | ||
110 | 2020.01.31 15:18 | close | 55 | 1.53 | 0.67036 | 0.67588 | 0.66658 | 33.66 | 102981.43 |
111 | 2020.02.03 09:00 | sell | 56 | 1.53 | 0.67005 | 0.67093 | 0.00000 | ||
112 | 2020.02.03 10:21 | close | 56 | 1.53 | 0.66952 | 0.67093 | 0.00000 | 81.09 | 103062.52 |
113 | 2020.02.03 11:21 | sell | 57 | 1.54 | 0.66861 | 0.67391 | 0.66461 | ||
114 | 2020.02.04 19:52 | s/l | 57 | 1.54 | 0.67391 | 0.67391 | 0.66461 | -816.85 | 102245.67 |
115 | 2020.02.05 01:57 | sell | 58 | 1.51 | 0.67303 | 0.67833 | 0.66903 | ||
116 | 2020.02.07 07:41 | close | 58 | 1.51 | 0.67230 | 0.67833 | 0.66903 | 107.69 | 102353.36 |
117 | 2020.02.07 09:51 | sell | 59 | 1.52 | 0.67083 | 0.67613 | 0.66683 | ||
118 | 2020.02.07 16:08 | t/p | 59 | 1.52 | 0.66683 | 0.67613 | 0.66683 | 608.00 | 102961.36 |
119 | 2020.02.10 06:30 | sell | 60 | 1.53 | 0.66978 | 0.67132 | 0.00000 | ||
120 | 2020.02.10 10:29 | close | 60 | 1.53 | 0.66907 | 0.67132 | 0.00000 | 108.63 | 103069.99 |
121 | 2020.02.10 14:57 | sell | 61 | 1.54 | 0.66838 | 0.67368 | 0.66438 | ||
122 | 2020.02.10 21:58 | close | 61 | 1.54 | 0.66833 | 0.67368 | 0.66438 | 7.70 | 103077.69 |
123 | 2020.02.11 03:19 | buy | 62 | 1.53 | 0.67063 | 0.66533 | 0.67463 | ||
124 | 2020.02.11 12:00 | close | 62 | 1.53 | 0.67064 | 0.66533 | 0.67463 | 1.53 | 103079.22 |
125 | 2020.02.11 16:19 | buy | 63 | 1.53 | 0.67257 | 0.66727 | 0.67657 | ||
126 | 2020.02.12 17:09 | close | 63 | 1.53 | 0.67382 | 0.66727 | 0.67657 | 182.57 | 103261.80 |
127 | 2020.02.13 01:33 | sell | 64 | 1.53 | 0.67306 | 0.67836 | 0.66906 | ||
128 | 2020.02.13 09:19 | close | 64 | 1.53 | 0.67229 | 0.67836 | 0.66906 | 117.81 | 103379.61 |
129 | 2020.02.13 12:13 | sell | 65 | 1.53 | 0.67269 | 0.67373 | 0.00000 | ||
130 | 2020.02.13 15:18 | s/l | 65 | 1.53 | 0.67373 | 0.67373 | 0.00000 | -159.12 | 103220.49 |
131 | 2020.02.13 17:30 | sell | 66 | 1.53 | 0.67337 | 0.67475 | 0.00000 | ||
132 | 2020.02.13 18:49 | close | 66 | 1.53 | 0.67292 | 0.67475 | 0.00000 | 68.85 | 103289.34 |
133 | 2020.02.13 19:49 | sell | 67 | 1.53 | 0.67224 | 0.67754 | 0.66824 | ||
134 | 2020.02.14 02:48 | close | 67 | 1.53 | 0.67222 | 0.67754 | 0.66824 | 2.42 | 103291.75 |
135 | 2020.02.14 13:39 | sell | 68 | 1.53 | 0.67124 | 0.67654 | 0.66724 | ||
136 | 2020.02.14 23:00 | close | 68 | 1.53 | 0.67171 | 0.67654 | 0.66724 | -71.91 | 103219.84 |
137 | 2020.02.17 14:36 | sell | 69 | 1.53 | 0.67141 | 0.67671 | 0.66741 | ||
138 | 2020.02.18 12:34 | close | 69 | 1.53 | 0.66858 | 0.67671 | 0.66741 | 432.35 | 103652.19 |
139 | 2020.02.18 19:30 | sell | 70 | 1.54 | 0.66908 | 0.66998 | 0.00000 | ||
140 | 2020.02.19 03:14 | close | 70 | 1.54 | 0.66884 | 0.66998 | 0.00000 | 36.31 | 103688.50 |
141 | 2020.02.19 13:39 | sell | 71 | 1.55 | 0.66864 | 0.67394 | 0.66464 | ||
142 | 2020.02.19 22:19 | close | 71 | 1.55 | 0.66789 | 0.67394 | 0.66464 | 116.25 | 103804.75 |
143 | 2020.02.20 02:29 | buy | 72 | 1.55 | 0.66964 | 0.66434 | 0.67364 | ||
144 | 2020.02.20 03:55 | s/l | 72 | 1.55 | 0.66434 | 0.66434 | 0.67364 | -821.50 | 102983.25 |
145 | 2020.02.20 04:39 | sell | 73 | 1.55 | 0.66346 | 0.66876 | 0.65946 | ||
146 | 2020.02.20 17:00 | close | 73 | 1.55 | 0.66315 | 0.66876 | 0.65946 | 48.05 | 103031.30 |
147 | 2020.02.20 18:26 | sell | 74 | 1.55 | 0.66106 | 0.66636 | 0.65706 | ||
148 | 2020.02.21 10:40 | close | 74 | 1.55 | 0.66035 | 0.66636 | 0.65706 | 109.40 | 103140.70 |