Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.28 23:30 (2019.11.18 - 2020.03.01) | ||||
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=100; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 4517 | Ticks modelled | 5327923 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 5115.70 | Gross profit | 8587.83 | Gross loss | -3472.13 |
Profit factor | 2.47 | Expected payoff | 69.13 | ||
Absolute drawdown | 706.37 | Maximal drawdown | 2072.11 (2.04%) | Relative drawdown | 2.04% (2072.11) |
Total trades | 74 | Short positions (won %) | 64 (79.69%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 57 (77.03%) | Loss trades (% of total) | 17 (22.97%) | ||
Largest | profit trade | 640.00 | loss trade | -811.54 | |
Average | profit trade | 150.66 | loss trade | -204.24 | |
Maximum | consecutive wins (profit in money) | 15 (1455.59) | consecutive losses (loss in money) | 3 (-1557.14) | |
Maximal | consecutive profit (count of wins) | 1548.67 (7) | consecutive loss (count of losses) | -1557.14 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.18 15:22 | sell | 1 | 1.46 | 0.68044 | 0.68574 | 0.67644 | ||
2 | 2019.11.19 07:45 | close | 1 | 1.46 | 0.68000 | 0.68574 | 0.67644 | 63.63 | 100063.63 |
3 | 2019.11.19 14:00 | sell | 2 | 1.46 | 0.68197 | 0.68294 | 0.00000 | ||
4 | 2019.11.19 15:16 | s/l | 2 | 1.46 | 0.68294 | 0.68294 | 0.00000 | -141.62 | 99922.01 |
5 | 2019.11.19 17:00 | sell | 3 | 1.46 | 0.68243 | 0.68452 | 0.00000 | ||
6 | 2019.11.20 00:55 | close | 3 | 1.46 | 0.68258 | 0.68452 | 0.00000 | -22.51 | 99899.50 |
7 | 2019.11.20 01:10 | sell | 4 | 1.46 | 0.68205 | 0.68735 | 0.67805 | ||
8 | 2019.11.20 08:41 | close | 4 | 1.46 | 0.68193 | 0.68735 | 0.67805 | 17.52 | 99917.02 |
9 | 2019.11.20 10:11 | sell | 5 | 1.46 | 0.68104 | 0.68634 | 0.67704 | ||
10 | 2019.11.20 23:46 | close | 5 | 1.46 | 0.68027 | 0.68634 | 0.67704 | 112.42 | 100029.44 |
11 | 2019.11.21 02:51 | sell | 6 | 1.47 | 0.67908 | 0.68438 | 0.67508 | ||
12 | 2019.11.22 01:21 | close | 6 | 1.47 | 0.67903 | 0.68438 | 0.67508 | 6.74 | 100036.18 |
13 | 2019.11.22 10:26 | buy | 7 | 1.47 | 0.67978 | 0.67448 | 0.68378 | ||
14 | 2019.11.22 23:00 | close | 7 | 1.47 | 0.67854 | 0.67448 | 0.68378 | -182.28 | 99853.90 |
15 | 2019.11.25 05:30 | sell | 8 | 1.46 | 0.67950 | 0.68040 | 0.00000 | ||
16 | 2019.11.25 10:23 | close | 8 | 1.46 | 0.67938 | 0.68040 | 0.00000 | 17.52 | 99871.42 |
17 | 2019.11.25 10:40 | sell | 9 | 1.47 | 0.67887 | 0.68417 | 0.67487 | ||
18 | 2019.11.25 21:39 | close | 9 | 1.47 | 0.67777 | 0.68417 | 0.67487 | 161.70 | 100033.12 |
19 | 2019.11.26 11:05 | sell | 10 | 1.47 | 0.67722 | 0.68252 | 0.67322 | ||
20 | 2019.11.28 08:00 | close | 10 | 1.47 | 0.67678 | 0.68252 | 0.67322 | 62.23 | 100095.34 |
21 | 2019.11.29 03:21 | sell | 11 | 1.47 | 0.67628 | 0.68158 | 0.67228 | ||
22 | 2019.11.29 23:00 | close | 11 | 1.47 | 0.67657 | 0.68158 | 0.67228 | -42.63 | 100052.71 |
23 | 2019.12.02 14:00 | sell | 12 | 1.47 | 0.67843 | 0.67942 | 0.00000 | ||
24 | 2019.12.02 15:44 | s/l | 12 | 1.47 | 0.67942 | 0.67942 | 0.00000 | -145.53 | 99907.18 |
25 | 2019.12.02 17:17 | buy | 13 | 1.46 | 0.68111 | 0.67581 | 0.68511 | ||
26 | 2019.12.03 01:35 | close | 13 | 1.46 | 0.68152 | 0.67581 | 0.68511 | 51.63 | 99958.81 |
27 | 2019.12.03 05:37 | buy | 14 | 1.46 | 0.68352 | 0.67822 | 0.68752 | ||
28 | 2019.12.03 14:08 | close | 14 | 1.46 | 0.68428 | 0.67822 | 0.68752 | 110.96 | 100069.77 |
29 | 2019.12.04 02:30 | sell | 15 | 1.46 | 0.68372 | 0.68902 | 0.67972 | ||
30 | 2019.12.04 11:06 | close | 15 | 1.46 | 0.68285 | 0.68902 | 0.67972 | 127.02 | 100196.79 |
31 | 2019.12.04 18:00 | sell | 16 | 1.46 | 0.68504 | 0.68611 | 0.00000 | ||
32 | 2019.12.05 00:42 | close | 16 | 1.46 | 0.68480 | 0.68611 | 0.00000 | 33.21 | 100230.01 |
33 | 2019.12.05 02:30 | sell | 17 | 1.46 | 0.68411 | 0.68941 | 0.68011 | ||
34 | 2019.12.05 18:07 | close | 17 | 1.46 | 0.68304 | 0.68941 | 0.68011 | 156.22 | 100386.23 |
35 | 2019.12.06 15:31 | sell | 18 | 1.46 | 0.68382 | 0.68912 | 0.67982 | ||
36 | 2019.12.06 23:00 | close | 18 | 1.46 | 0.68419 | 0.68912 | 0.67982 | -54.02 | 100332.21 |
37 | 2019.12.09 10:09 | sell | 19 | 1.46 | 0.68264 | 0.68794 | 0.67864 | ||
38 | 2019.12.10 17:06 | close | 19 | 1.46 | 0.68158 | 0.68794 | 0.67864 | 154.15 | 100486.36 |
39 | 2019.12.11 17:30 | sell | 20 | 1.46 | 0.68489 | 0.68632 | 0.00000 | ||
40 | 2019.12.11 18:18 | s/l | 20 | 1.46 | 0.68632 | 0.68632 | 0.00000 | -208.78 | 100277.58 |
41 | 2019.12.11 21:59 | buy | 21 | 1.45 | 0.68909 | 0.68379 | 0.69309 | ||
42 | 2019.12.13 00:11 | t/p | 21 | 1.45 | 0.69309 | 0.68379 | 0.69309 | 547.31 | 100824.89 |
43 | 2019.12.13 11:24 | sell | 22 | 1.45 | 0.69153 | 0.69683 | 0.68753 | ||
44 | 2019.12.13 17:03 | close | 22 | 1.45 | 0.69137 | 0.69683 | 0.68753 | 23.20 | 100848.09 |
45 | 2019.12.16 17:00 | sell | 23 | 1.46 | 0.68890 | 0.69051 | 0.00000 | ||
46 | 2019.12.16 22:23 | close | 23 | 1.46 | 0.68892 | 0.69051 | 0.00000 | -2.92 | 100845.17 |
47 | 2019.12.17 01:32 | sell | 24 | 1.46 | 0.68715 | 0.69245 | 0.68315 | ||
48 | 2019.12.17 14:49 | close | 24 | 1.46 | 0.68575 | 0.69245 | 0.68315 | 204.40 | 101049.57 |
49 | 2019.12.17 15:38 | sell | 25 | 1.47 | 0.68414 | 0.68944 | 0.68014 | ||
50 | 2019.12.20 02:02 | s/l | 25 | 1.47 | 0.68944 | 0.68944 | 0.68014 | -782.17 | 100267.40 |
51 | 2019.12.23 16:57 | sell | 26 | 1.45 | 0.69084 | 0.69614 | 0.68684 | ||
52 | 2019.12.27 12:03 | s/l | 26 | 1.45 | 0.69614 | 0.69614 | 0.68684 | -772.13 | 99495.27 |
53 | 2019.12.27 13:28 | buy | 27 | 1.42 | 0.69784 | 0.69254 | 0.70184 | ||
54 | 2019.12.27 23:00 | close | 27 | 1.42 | 0.69782 | 0.69254 | 0.70184 | -2.84 | 99492.43 |
55 | 2020.01.02 09:00 | sell | 28 | 1.42 | 0.70018 | 0.70548 | 0.69618 | ||
56 | 2020.01.02 15:55 | close | 28 | 1.42 | 0.70012 | 0.70548 | 0.69618 | 8.52 | 99500.95 |
57 | 2020.01.03 03:51 | sell | 29 | 1.42 | 0.69752 | 0.70282 | 0.69352 | ||
58 | 2020.01.03 13:35 | t/p | 29 | 1.42 | 0.69352 | 0.70282 | 0.69352 | 568.00 | 100068.95 |
59 | 2020.01.06 08:16 | sell | 30 | 1.44 | 0.69322 | 0.69852 | 0.68922 | ||
60 | 2020.01.07 11:36 | t/p | 30 | 1.44 | 0.68922 | 0.69852 | 0.68922 | 575.40 | 100644.35 |
61 | 2020.01.07 12:19 | sell | 31 | 1.46 | 0.68838 | 0.69368 | 0.68438 | ||
62 | 2020.01.07 21:59 | close | 31 | 1.46 | 0.68704 | 0.69368 | 0.68438 | 195.64 | 100839.99 |
63 | 2020.01.08 01:22 | sell | 32 | 1.46 | 0.68590 | 0.69120 | 0.68190 | ||
64 | 2020.01.09 22:21 | close | 32 | 1.46 | 0.68564 | 0.69120 | 0.68190 | 36.13 | 100876.12 |
65 | 2020.01.10 02:30 | buy | 33 | 1.46 | 0.68679 | 0.68149 | 0.69079 | ||
66 | 2020.01.10 15:04 | close | 33 | 1.46 | 0.68754 | 0.68149 | 0.69079 | 109.50 | 100985.62 |
67 | 2020.01.13 06:30 | sell | 34 | 1.46 | 0.69138 | 0.69240 | 0.00000 | ||
68 | 2020.01.13 10:20 | close | 34 | 1.46 | 0.69100 | 0.69240 | 0.00000 | 55.48 | 101041.10 |
69 | 2020.01.13 12:13 | sell | 35 | 1.46 | 0.69010 | 0.69540 | 0.68610 | ||
70 | 2020.01.14 06:03 | close | 35 | 1.46 | 0.69010 | 0.69540 | 0.68610 | -0.61 | 101040.49 |
71 | 2020.01.14 10:55 | sell | 36 | 1.46 | 0.68911 | 0.69441 | 0.68511 | ||
72 | 2020.01.17 23:00 | close | 36 | 1.46 | 0.68782 | 0.69441 | 0.68511 | 185.29 | 101225.78 |
73 | 2020.01.20 09:57 | sell | 37 | 1.47 | 0.68771 | 0.69301 | 0.68371 | ||
74 | 2020.01.20 17:58 | close | 37 | 1.47 | 0.68686 | 0.69301 | 0.68371 | 124.95 | 101350.73 |
75 | 2020.01.21 03:15 | sell | 38 | 1.47 | 0.68681 | 0.69211 | 0.68281 | ||
76 | 2020.01.21 08:30 | close | 38 | 1.47 | 0.68675 | 0.69211 | 0.68281 | 8.82 | 101359.55 |
77 | 2020.01.21 10:14 | sell | 39 | 1.47 | 0.68495 | 0.69025 | 0.68095 | ||
78 | 2020.01.22 02:00 | close | 39 | 1.47 | 0.68494 | 0.69025 | 0.68095 | 0.86 | 101360.41 |
79 | 2020.01.22 02:41 | sell | 40 | 1.48 | 0.68391 | 0.68921 | 0.67991 | ||
80 | 2020.01.22 11:00 | close | 40 | 1.48 | 0.68390 | 0.68921 | 0.67991 | 1.48 | 101361.89 |
81 | 2020.01.22 11:30 | sell | 41 | 1.48 | 0.68317 | 0.68847 | 0.67917 | ||
82 | 2020.01.24 23:00 | close | 41 | 1.48 | 0.68244 | 0.68847 | 0.67917 | 105.57 | 101467.46 |
83 | 2020.01.27 08:35 | sell | 42 | 1.49 | 0.67960 | 0.68490 | 0.67560 | ||
84 | 2020.01.27 18:12 | t/p | 42 | 1.49 | 0.67560 | 0.68490 | 0.67560 | 596.00 | 102063.46 |
85 | 2020.01.27 19:00 | buy | 43 | 1.51 | 0.67593 | 0.67417 | 0.00000 | ||
86 | 2020.01.28 01:08 | close | 43 | 1.51 | 0.67607 | 0.67417 | 0.00000 | 12.63 | 102076.09 |
87 | 2020.01.28 02:30 | sell | 44 | 1.51 | 0.67529 | 0.68059 | 0.67129 | ||
88 | 2020.01.28 13:58 | close | 44 | 1.51 | 0.67524 | 0.68059 | 0.67129 | 7.55 | 102083.64 |
89 | 2020.01.29 07:00 | sell | 45 | 1.50 | 0.67726 | 0.67828 | 0.00000 | ||
90 | 2020.01.29 09:27 | close | 45 | 1.50 | 0.67660 | 0.67828 | 0.00000 | 99.00 | 102182.64 |
91 | 2020.01.29 09:39 | sell | 46 | 1.51 | 0.67585 | 0.68115 | 0.67185 | ||
92 | 2020.01.29 19:32 | close | 46 | 1.51 | 0.67472 | 0.68115 | 0.67185 | 170.63 | 102353.27 |
93 | 2020.01.30 03:26 | sell | 47 | 1.51 | 0.67369 | 0.67899 | 0.66969 | ||
94 | 2020.01.30 11:24 | close | 47 | 1.51 | 0.67362 | 0.67899 | 0.66969 | 10.57 | 102363.84 |
95 | 2020.01.30 15:10 | sell | 48 | 1.52 | 0.67167 | 0.67697 | 0.66767 | ||
96 | 2020.01.30 21:49 | close | 48 | 1.52 | 0.67155 | 0.67697 | 0.66767 | 18.24 | 102382.08 |
97 | 2020.01.31 10:04 | sell | 49 | 1.52 | 0.67058 | 0.67588 | 0.66658 | ||
98 | 2020.01.31 15:18 | close | 49 | 1.52 | 0.67036 | 0.67588 | 0.66658 | 33.44 | 102415.52 |
99 | 2020.02.03 09:00 | sell | 50 | 1.52 | 0.67005 | 0.67093 | 0.00000 | ||
100 | 2020.02.03 10:21 | close | 50 | 1.52 | 0.66952 | 0.67093 | 0.00000 | 80.56 | 102496.08 |
101 | 2020.02.03 11:21 | sell | 51 | 1.53 | 0.66861 | 0.67391 | 0.66461 | ||
102 | 2020.02.04 19:52 | s/l | 51 | 1.53 | 0.67391 | 0.67391 | 0.66461 | -811.54 | 101684.54 |
103 | 2020.02.05 01:57 | sell | 52 | 1.51 | 0.67303 | 0.67833 | 0.66903 | ||
104 | 2020.02.07 07:41 | close | 52 | 1.51 | 0.67230 | 0.67833 | 0.66903 | 107.71 | 101792.25 |
105 | 2020.02.07 09:51 | sell | 53 | 1.51 | 0.67083 | 0.67613 | 0.66683 | ||
106 | 2020.02.07 16:08 | t/p | 53 | 1.51 | 0.66683 | 0.67613 | 0.66683 | 604.00 | 102396.25 |
107 | 2020.02.10 04:17 | buy | 54 | 1.52 | 0.67060 | 0.66530 | 0.67460 | ||
108 | 2020.02.11 12:00 | close | 54 | 1.52 | 0.67061 | 0.66530 | 0.67460 | -7.05 | 102389.20 |
109 | 2020.02.11 16:22 | buy | 55 | 1.52 | 0.67256 | 0.66726 | 0.67656 | ||
110 | 2020.02.12 17:03 | close | 55 | 1.52 | 0.67382 | 0.66726 | 0.67656 | 182.95 | 102572.16 |
111 | 2020.02.13 01:47 | sell | 56 | 1.52 | 0.67306 | 0.67836 | 0.66906 | ||
112 | 2020.02.13 09:29 | close | 56 | 1.52 | 0.67229 | 0.67836 | 0.66906 | 117.04 | 102689.20 |
113 | 2020.02.13 12:23 | sell | 57 | 1.52 | 0.67270 | 0.67373 | 0.00000 | ||
114 | 2020.02.13 15:29 | s/l | 57 | 1.52 | 0.67373 | 0.67373 | 0.00000 | -156.56 | 102532.64 |
115 | 2020.02.13 17:38 | sell | 58 | 1.52 | 0.67337 | 0.67475 | 0.00000 | ||
116 | 2020.02.13 18:54 | close | 58 | 1.52 | 0.67292 | 0.67475 | 0.00000 | 68.40 | 102601.04 |
117 | 2020.02.13 19:59 | sell | 59 | 1.52 | 0.67224 | 0.67754 | 0.66824 | ||
118 | 2020.02.14 02:54 | close | 59 | 1.52 | 0.67222 | 0.67754 | 0.66824 | 2.41 | 102603.44 |
119 | 2020.02.14 13:41 | sell | 60 | 1.52 | 0.67124 | 0.67654 | 0.66724 | ||
120 | 2020.02.14 23:00 | close | 60 | 1.52 | 0.67171 | 0.67654 | 0.66724 | -71.44 | 102532.00 |
121 | 2020.02.17 08:30 | sell | 61 | 1.52 | 0.67281 | 0.67366 | 0.00000 | ||
122 | 2020.02.17 10:40 | close | 61 | 1.52 | 0.67240 | 0.67366 | 0.00000 | 62.32 | 102594.32 |
123 | 2020.02.17 14:59 | sell | 62 | 1.52 | 0.67141 | 0.67671 | 0.66741 | ||
124 | 2020.02.18 12:33 | close | 62 | 1.52 | 0.66858 | 0.67671 | 0.66741 | 429.53 | 103023.85 |
125 | 2020.02.18 19:30 | sell | 63 | 1.53 | 0.66908 | 0.66997 | 0.00000 | ||
126 | 2020.02.19 03:14 | close | 63 | 1.53 | 0.66884 | 0.66997 | 0.00000 | 36.08 | 103059.93 |
127 | 2020.02.19 13:39 | sell | 64 | 1.54 | 0.66865 | 0.67395 | 0.66465 | ||
128 | 2020.02.19 22:19 | close | 64 | 1.54 | 0.66789 | 0.67395 | 0.66465 | 117.04 | 103176.97 |
129 | 2020.02.20 03:27 | sell | 65 | 1.54 | 0.66647 | 0.67177 | 0.66247 | ||
130 | 2020.02.20 11:17 | t/p | 65 | 1.54 | 0.66247 | 0.67177 | 0.66247 | 616.00 | 103792.97 |
131 | 2020.02.20 18:26 | sell | 66 | 1.56 | 0.66106 | 0.66636 | 0.65706 | ||
132 | 2020.02.21 10:40 | close | 66 | 1.56 | 0.66035 | 0.66636 | 0.65706 | 110.11 | 103903.08 |
133 | 2020.02.24 02:01 | buy | 67 | 1.57 | 0.66069 | 0.65803 | 0.00000 | ||
134 | 2020.02.24 11:07 | close | 67 | 1.57 | 0.66026 | 0.65803 | 0.00000 | -67.51 | 103835.57 |
135 | 2020.02.24 19:30 | sell | 68 | 1.56 | 0.66133 | 0.66261 | 0.00000 | ||
136 | 2020.02.24 21:30 | close | 68 | 1.56 | 0.66050 | 0.66261 | 0.00000 | 129.48 | 103965.05 |
137 | 2020.02.25 04:30 | sell | 69 | 1.57 | 0.66152 | 0.66260 | 0.00000 | ||
138 | 2020.02.25 09:36 | close | 69 | 1.57 | 0.66123 | 0.66260 | 0.00000 | 45.53 | 104010.58 |
139 | 2020.02.25 11:11 | sell | 70 | 1.57 | 0.66017 | 0.66547 | 0.65617 | ||
140 | 2020.02.25 17:31 | close | 70 | 1.57 | 0.66007 | 0.66547 | 0.65617 | 15.70 | 104026.28 |
141 | 2020.02.26 02:58 | sell | 71 | 1.57 | 0.65908 | 0.66438 | 0.65508 | ||
142 | 2020.02.26 16:24 | close | 71 | 1.57 | 0.65755 | 0.66438 | 0.65508 | 240.21 | 104266.49 |
143 | 2020.02.26 17:55 | sell | 72 | 1.58 | 0.65569 | 0.66099 | 0.65169 | ||
144 | 2020.02.27 02:14 | close | 72 | 1.58 | 0.65541 | 0.66099 | 0.65169 | 42.26 | 104308.75 |
145 | 2020.02.28 03:54 | sell | 73 | 1.59 | 0.65575 | 0.66105 | 0.65175 | ||
146 | 2020.02.28 10:18 | close | 73 | 1.59 | 0.65470 | 0.66105 | 0.65175 | 166.95 | 104475.70 |
147 | 2020.02.28 12:58 | sell | 74 | 1.60 | 0.65104 | 0.65634 | 0.64704 | ||
148 | 2020.02.28 17:55 | t/p | 74 | 1.60 | 0.64704 | 0.65634 | 0.64704 | 640.00 | 105115.70 |