Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.02 00:00 - 2020.03.13 23:30 (2019.12.02 - 2020.03.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=1; UpATRR=2.5; DownATRR=1.5; DPR=0.5; StopLoss=700; TakeProfit=900; TS=300; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 4513 | Ticks modelled | 6004401 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9062.90 | Gross profit | 11510.01 | Gross loss | -2447.11 |
Profit factor | 4.70 | Expected payoff | 120.84 | ||
Absolute drawdown | 553.19 | Maximal drawdown | 1264.08 (1.25%) | Relative drawdown | 1.25% (1264.08) |
Total trades | 75 | Short positions (won %) | 46 (71.74%) | Long positions (won %) | 29 (82.76%) |
Profit trades (% of total) | 57 (76.00%) | Loss trades (% of total) | 18 (24.00%) | ||
Largest | profit trade | 1539.00 | loss trade | -351.68 | |
Average | profit trade | 201.93 | loss trade | -135.95 | |
Maximum | consecutive wins (profit in money) | 10 (6273.58) | consecutive losses (loss in money) | 3 (-174.93) | |
Maximal | consecutive profit (count of wins) | 6273.58 (10) | consecutive loss (count of losses) | -351.68 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.02 14:00 | sell | 1 | 1.47 | 0.67843 | 0.67942 | 0.00000 | ||
2 | 2019.12.02 15:44 | s/l | 1 | 1.47 | 0.67942 | 0.67942 | 0.00000 | -145.53 | 99854.47 |
3 | 2019.12.02 17:21 | buy | 2 | 1.46 | 0.68142 | 0.67412 | 0.69042 | ||
4 | 2019.12.03 01:35 | close | 2 | 1.46 | 0.68152 | 0.67412 | 0.69042 | 9.26 | 99863.73 |
5 | 2019.12.03 05:37 | buy | 3 | 1.46 | 0.68375 | 0.67645 | 0.69275 | ||
6 | 2019.12.03 14:08 | close | 3 | 1.46 | 0.68428 | 0.67645 | 0.69275 | 77.38 | 99941.11 |
7 | 2019.12.04 03:01 | sell | 4 | 1.46 | 0.68310 | 0.69040 | 0.67410 | ||
8 | 2019.12.04 11:06 | close | 4 | 1.46 | 0.68285 | 0.69040 | 0.67410 | 36.50 | 99977.61 |
9 | 2019.12.04 18:00 | sell | 5 | 1.45 | 0.68504 | 0.68611 | 0.00000 | ||
10 | 2019.12.05 00:01 | close | 5 | 1.45 | 0.68501 | 0.68611 | 0.00000 | -0.80 | 99976.82 |
11 | 2019.12.05 02:30 | sell | 6 | 1.46 | 0.68375 | 0.69105 | 0.67475 | ||
12 | 2019.12.05 18:07 | close | 6 | 1.46 | 0.68304 | 0.69105 | 0.67475 | 103.66 | 100080.48 |
13 | 2019.12.06 15:33 | sell | 7 | 1.46 | 0.68337 | 0.69067 | 0.67437 | ||
14 | 2019.12.06 23:00 | close | 7 | 1.46 | 0.68419 | 0.69067 | 0.67437 | -119.72 | 99960.76 |
15 | 2019.12.10 11:21 | sell | 8 | 1.46 | 0.68147 | 0.68877 | 0.67247 | ||
16 | 2019.12.10 18:05 | close | 8 | 1.46 | 0.68141 | 0.68877 | 0.67247 | 8.76 | 99969.52 |
17 | 2019.12.11 16:30 | sell | 9 | 1.45 | 0.68466 | 0.68583 | 0.00000 | ||
18 | 2019.12.11 18:04 | s/l | 9 | 1.45 | 0.68583 | 0.68583 | 0.00000 | -169.65 | 99799.87 |
19 | 2019.12.12 19:00 | sell | 10 | 1.44 | 0.68950 | 0.69081 | 0.00000 | ||
20 | 2019.12.12 20:05 | close | 10 | 1.44 | 0.68931 | 0.69081 | 0.00000 | 27.36 | 99827.23 |
21 | 2019.12.13 16:07 | sell | 11 | 1.44 | 0.68948 | 0.69678 | 0.68048 | ||
22 | 2019.12.13 23:00 | close | 11 | 1.44 | 0.68711 | 0.69678 | 0.68048 | 341.28 | 100168.51 |
23 | 2019.12.16 17:00 | sell | 12 | 1.45 | 0.68890 | 0.69051 | 0.00000 | ||
24 | 2019.12.16 22:04 | close | 12 | 1.45 | 0.68922 | 0.69051 | 0.00000 | -46.40 | 100122.11 |
25 | 2019.12.17 05:02 | buy | 13 | 1.45 | 0.68708 | 0.68527 | 0.00000 | ||
26 | 2019.12.17 10:13 | s/l | 13 | 1.45 | 0.68527 | 0.68527 | 0.00000 | -262.45 | 99859.66 |
27 | 2019.12.17 13:00 | buy | 14 | 1.45 | 0.68526 | 0.68360 | 0.00000 | ||
28 | 2019.12.17 14:49 | close | 14 | 1.45 | 0.68545 | 0.68360 | 0.00000 | 27.55 | 99887.21 |
29 | 2019.12.18 18:30 | sell | 15 | 1.45 | 0.68585 | 0.68673 | 0.00000 | ||
30 | 2019.12.18 20:10 | close | 15 | 1.45 | 0.68563 | 0.68673 | 0.00000 | 31.90 | 99919.11 |
31 | 2019.12.19 02:30 | buy | 16 | 1.45 | 0.68708 | 0.67978 | 0.69608 | ||
32 | 2019.12.19 10:55 | close | 16 | 1.45 | 0.68715 | 0.67978 | 0.69608 | 10.15 | 99929.26 |
33 | 2019.12.19 20:00 | sell | 17 | 1.45 | 0.68815 | 0.68899 | 0.00000 | ||
34 | 2019.12.19 22:11 | s/l | 17 | 1.45 | 0.68899 | 0.68899 | 0.00000 | -121.80 | 99807.46 |
35 | 2019.12.26 21:30 | sell | 18 | 1.43 | 0.69424 | 0.69539 | 0.00000 | ||
36 | 2019.12.27 03:01 | close | 18 | 1.43 | 0.69456 | 0.69539 | 0.00000 | -47.45 | 99760.00 |
37 | 2019.12.27 13:28 | buy | 19 | 1.42 | 0.69786 | 0.69056 | 0.70686 | ||
38 | 2019.12.27 23:00 | close | 19 | 1.42 | 0.69782 | 0.69056 | 0.70686 | -5.68 | 99754.32 |
39 | 2020.01.02 09:00 | sell | 20 | 1.42 | 0.70018 | 0.70748 | 0.69118 | ||
40 | 2020.01.02 15:55 | close | 20 | 1.42 | 0.70012 | 0.70748 | 0.69118 | 8.52 | 99762.84 |
41 | 2020.01.03 06:35 | buy | 21 | 1.43 | 0.69723 | 0.69580 | 0.00000 | ||
42 | 2020.01.03 07:21 | s/l | 21 | 1.43 | 0.69580 | 0.69580 | 0.00000 | -204.49 | 99558.35 |
43 | 2020.01.06 18:00 | buy | 22 | 1.43 | 0.69357 | 0.69214 | 0.00000 | ||
44 | 2020.01.06 22:14 | close | 22 | 1.43 | 0.69357 | 0.69214 | 0.00000 | 0.00 | 99558.35 |
45 | 2020.01.07 07:58 | sell | 23 | 1.43 | 0.69177 | 0.69907 | 0.68277 | ||
46 | 2020.01.07 21:59 | close | 23 | 1.43 | 0.68704 | 0.69907 | 0.68277 | 676.39 | 100234.74 |
47 | 2020.01.08 06:30 | sell | 24 | 1.45 | 0.68728 | 0.68825 | 0.00000 | ||
48 | 2020.01.08 09:44 | s/l | 24 | 1.45 | 0.68825 | 0.68825 | 0.00000 | -140.65 | 100094.09 |
49 | 2020.01.09 13:42 | buy | 25 | 1.45 | 0.68628 | 0.68515 | 0.00000 | ||
50 | 2020.01.09 14:20 | close | 25 | 1.45 | 0.68643 | 0.68515 | 0.00000 | 21.75 | 100115.84 |
51 | 2020.01.10 02:30 | buy | 26 | 1.45 | 0.68691 | 0.67961 | 0.69591 | ||
52 | 2020.01.10 15:04 | close | 26 | 1.45 | 0.68754 | 0.67961 | 0.69591 | 91.35 | 100207.19 |
53 | 2020.01.13 06:30 | sell | 27 | 1.44 | 0.69138 | 0.69240 | 0.00000 | ||
54 | 2020.01.13 10:18 | close | 27 | 1.44 | 0.69131 | 0.69240 | 0.00000 | 10.08 | 100217.27 |
55 | 2020.01.14 03:49 | sell | 28 | 1.45 | 0.68849 | 0.69579 | 0.67949 | ||
56 | 2020.01.17 23:00 | close | 28 | 1.45 | 0.68782 | 0.69579 | 0.67949 | 88.57 | 100305.85 |
57 | 2020.01.20 14:00 | buy | 29 | 1.46 | 0.68680 | 0.68548 | 0.00000 | ||
58 | 2020.01.20 17:08 | s/l | 29 | 1.46 | 0.68548 | 0.68548 | 0.00000 | -192.72 | 100113.13 |
59 | 2020.01.21 03:48 | sell | 30 | 1.45 | 0.68567 | 0.69297 | 0.67667 | ||
60 | 2020.01.22 01:30 | close | 30 | 1.45 | 0.68501 | 0.69297 | 0.67667 | 93.98 | 100207.11 |
61 | 2020.01.22 02:42 | sell | 31 | 1.46 | 0.68355 | 0.69085 | 0.67455 | ||
62 | 2020.01.24 23:00 | close | 31 | 1.46 | 0.68244 | 0.69085 | 0.67455 | 155.15 | 100362.27 |
63 | 2020.01.27 11:16 | sell | 32 | 1.48 | 0.67774 | 0.68504 | 0.66874 | ||
64 | 2020.01.27 23:18 | close | 32 | 1.48 | 0.67627 | 0.68504 | 0.66874 | 217.56 | 100579.83 |
65 | 2020.01.28 12:42 | buy | 33 | 1.49 | 0.67477 | 0.67365 | 0.00000 | ||
66 | 2020.01.28 13:58 | close | 33 | 1.49 | 0.67494 | 0.67365 | 0.00000 | 25.33 | 100605.16 |
67 | 2020.01.29 07:00 | sell | 34 | 1.48 | 0.67726 | 0.67828 | 0.00000 | ||
68 | 2020.01.29 09:02 | close | 34 | 1.48 | 0.67690 | 0.67828 | 0.00000 | 53.28 | 100658.44 |
69 | 2020.01.29 17:30 | buy | 35 | 1.49 | 0.67430 | 0.67271 | 0.00000 | ||
70 | 2020.01.29 19:32 | close | 35 | 1.49 | 0.67442 | 0.67271 | 0.00000 | 17.88 | 100676.32 |
71 | 2020.01.30 07:15 | buy | 36 | 1.49 | 0.67379 | 0.67237 | 0.00000 | ||
72 | 2020.01.30 08:37 | close | 36 | 1.49 | 0.67386 | 0.67237 | 0.00000 | 10.43 | 100686.75 |
73 | 2020.01.31 13:30 | buy | 37 | 1.50 | 0.66951 | 0.66730 | 0.00000 | ||
74 | 2020.01.31 15:18 | close | 37 | 1.50 | 0.67006 | 0.66730 | 0.00000 | 82.50 | 100769.25 |
75 | 2020.02.03 09:00 | sell | 38 | 1.50 | 0.67005 | 0.67093 | 0.00000 | ||
76 | 2020.02.03 10:10 | close | 38 | 1.50 | 0.66983 | 0.67093 | 0.00000 | 33.00 | 100802.25 |
77 | 2020.02.04 05:32 | buy | 39 | 1.50 | 0.67106 | 0.66376 | 0.68006 | ||
78 | 2020.02.04 13:33 | close | 39 | 1.50 | 0.67107 | 0.66376 | 0.68006 | 1.50 | 100803.75 |
79 | 2020.02.04 18:00 | sell | 40 | 1.49 | 0.67261 | 0.67375 | 0.00000 | ||
80 | 2020.02.04 19:07 | s/l | 40 | 1.49 | 0.67375 | 0.67375 | 0.00000 | -169.86 | 100633.89 |
81 | 2020.02.05 03:24 | sell | 41 | 1.49 | 0.67237 | 0.67967 | 0.66337 | ||
82 | 2020.02.07 07:41 | close | 41 | 1.49 | 0.67230 | 0.67967 | 0.66337 | 3.38 | 100637.27 |
83 | 2020.02.07 14:00 | buy | 42 | 1.50 | 0.66857 | 0.66582 | 0.00000 | ||
84 | 2020.02.07 17:43 | close | 42 | 1.50 | 0.66862 | 0.66582 | 0.00000 | 7.50 | 100644.77 |
85 | 2020.02.10 06:30 | sell | 43 | 1.50 | 0.66979 | 0.67132 | 0.00000 | ||
86 | 2020.02.10 10:22 | close | 43 | 1.50 | 0.66938 | 0.67132 | 0.00000 | 61.50 | 100706.27 |
87 | 2020.02.11 03:21 | buy | 44 | 1.50 | 0.67077 | 0.66347 | 0.67977 | ||
88 | 2020.02.11 13:00 | close | 44 | 1.50 | 0.67078 | 0.66347 | 0.67977 | 1.50 | 100707.77 |
89 | 2020.02.12 03:03 | buy | 45 | 1.49 | 0.67334 | 0.66604 | 0.68234 | ||
90 | 2020.02.12 17:03 | close | 45 | 1.49 | 0.67382 | 0.66604 | 0.68234 | 71.52 | 100779.29 |
91 | 2020.02.13 01:48 | sell | 46 | 1.49 | 0.67262 | 0.67992 | 0.66362 | ||
92 | 2020.02.13 09:29 | close | 46 | 1.49 | 0.67229 | 0.67992 | 0.66362 | 49.17 | 100828.46 |
93 | 2020.02.13 12:23 | sell | 47 | 1.49 | 0.67270 | 0.67373 | 0.00000 | ||
94 | 2020.02.13 15:29 | s/l | 47 | 1.49 | 0.67373 | 0.67373 | 0.00000 | -153.47 | 100674.99 |
95 | 2020.02.13 17:38 | sell | 48 | 1.49 | 0.67337 | 0.67475 | 0.00000 | ||
96 | 2020.02.13 18:48 | close | 48 | 1.49 | 0.67323 | 0.67475 | 0.00000 | 20.86 | 100695.85 |
97 | 2020.02.17 05:00 | sell | 49 | 1.49 | 0.67255 | 0.67321 | 0.00000 | ||
98 | 2020.02.17 07:37 | s/l | 49 | 1.49 | 0.67321 | 0.67321 | 0.00000 | -98.34 | 100597.51 |
99 | 2020.02.18 01:23 | sell | 50 | 1.49 | 0.67062 | 0.67792 | 0.66162 | ||
100 | 2020.02.18 12:33 | close | 50 | 1.49 | 0.66858 | 0.67792 | 0.66162 | 303.96 | 100901.47 |
101 | 2020.02.18 19:30 | sell | 51 | 1.50 | 0.66908 | 0.66997 | 0.00000 | ||
102 | 2020.02.18 20:55 | close | 51 | 1.50 | 0.66872 | 0.66997 | 0.00000 | 54.00 | 100955.47 |
103 | 2020.02.19 19:00 | buy | 52 | 1.51 | 0.66752 | 0.66577 | 0.00000 | ||
104 | 2020.02.19 22:19 | close | 52 | 1.51 | 0.66759 | 0.66577 | 0.00000 | 10.57 | 100966.04 |
105 | 2020.02.20 03:32 | sell | 53 | 1.51 | 0.66541 | 0.67271 | 0.65641 | ||
106 | 2020.02.20 17:00 | close | 53 | 1.51 | 0.66315 | 0.67271 | 0.65641 | 341.26 | 101307.30 |
107 | 2020.02.20 19:30 | buy | 54 | 1.53 | 0.66194 | 0.66071 | 0.00000 | ||
108 | 2020.02.20 21:33 | close | 54 | 1.53 | 0.66188 | 0.66071 | 0.00000 | -9.18 | 101298.12 |
109 | 2020.02.21 04:18 | sell | 55 | 1.53 | 0.66014 | 0.66744 | 0.65114 | ||
110 | 2020.02.21 13:01 | close | 55 | 1.53 | 0.65984 | 0.66744 | 0.65114 | 45.90 | 101344.02 |
111 | 2020.02.24 02:01 | buy | 56 | 1.53 | 0.66069 | 0.65803 | 0.00000 | ||
112 | 2020.02.24 02:28 | close | 56 | 1.53 | 0.66178 | 0.65803 | 0.00000 | 166.77 | 101510.79 |
113 | 2020.02.24 19:30 | sell | 57 | 1.53 | 0.66133 | 0.66261 | 0.00000 | ||
114 | 2020.02.24 21:08 | close | 57 | 1.53 | 0.66076 | 0.66261 | 0.00000 | 87.21 | 101598.00 |
115 | 2020.02.25 04:30 | sell | 58 | 1.53 | 0.66152 | 0.66260 | 0.00000 | ||
116 | 2020.02.25 07:31 | close | 58 | 1.53 | 0.66127 | 0.66260 | 0.00000 | 38.25 | 101636.25 |
117 | 2020.02.26 08:14 | sell | 59 | 1.54 | 0.65766 | 0.66496 | 0.64866 | ||
118 | 2020.02.26 16:24 | close | 59 | 1.54 | 0.65755 | 0.66496 | 0.64866 | 16.94 | 101653.19 |
119 | 2020.02.27 01:00 | buy | 60 | 1.55 | 0.65495 | 0.65343 | 0.00000 | ||
120 | 2020.02.27 02:14 | close | 60 | 1.55 | 0.65511 | 0.65343 | 0.00000 | 24.80 | 101677.99 |
121 | 2020.02.28 05:13 | sell | 61 | 1.55 | 0.65372 | 0.66102 | 0.64472 | ||
122 | 2020.02.28 17:58 | t/p | 61 | 1.55 | 0.64472 | 0.66102 | 0.64472 | 1395.00 | 103072.99 |
123 | 2020.03.02 05:30 | sell | 62 | 1.57 | 0.65350 | 0.65574 | 0.00000 | ||
124 | 2020.03.02 10:09 | s/l | 62 | 1.57 | 0.65574 | 0.65574 | 0.00000 | -351.68 | 102721.31 |
125 | 2020.03.02 12:00 | sell | 63 | 1.56 | 0.65480 | 0.65748 | 0.00000 | ||
126 | 2020.03.02 13:26 | close | 63 | 1.56 | 0.65374 | 0.65748 | 0.00000 | 165.36 | 102886.67 |
127 | 2020.03.02 19:30 | buy | 64 | 1.57 | 0.65284 | 0.65073 | 0.00000 | ||
128 | 2020.03.02 20:24 | close | 64 | 1.57 | 0.65354 | 0.65073 | 0.00000 | 109.90 | 102996.57 |
129 | 2020.03.03 07:30 | sell | 65 | 1.57 | 0.65522 | 0.65654 | 0.00000 | ||
130 | 2020.03.03 10:14 | s/l | 65 | 1.57 | 0.65654 | 0.65654 | 0.00000 | -207.24 | 102789.33 |
131 | 2020.03.03 17:00 | buy | 66 | 1.55 | 0.66123 | 0.65393 | 0.67023 | ||
132 | 2020.03.04 18:17 | close | 66 | 1.55 | 0.66131 | 0.65393 | 0.67023 | 6.73 | 102796.06 |
133 | 2020.03.05 15:23 | sell | 67 | 1.55 | 0.66021 | 0.66751 | 0.65121 | ||
134 | 2020.03.05 22:33 | close | 67 | 1.55 | 0.66007 | 0.66751 | 0.65121 | 21.70 | 102817.76 |
135 | 2020.03.09 03:00 | buy | 68 | 1.55 | 0.66145 | 0.65907 | 0.00000 | ||
136 | 2020.03.09 03:12 | close | 68 | 1.55 | 0.66224 | 0.65907 | 0.00000 | 122.45 | 102940.21 |
137 | 2020.03.09 04:36 | sell | 69 | 1.56 | 0.65719 | 0.66449 | 0.64819 | ||
138 | 2020.03.09 04:49 | t/p | 69 | 1.56 | 0.64819 | 0.66449 | 0.64819 | 1404.00 | 104344.21 |
139 | 2020.03.09 06:30 | buy | 70 | 1.59 | 0.65485 | 0.64755 | 0.00000 | ||
140 | 2020.03.09 10:17 | close | 70 | 1.59 | 0.65564 | 0.64755 | 0.00000 | 125.61 | 104469.82 |
141 | 2020.03.10 06:30 | buy | 71 | 1.58 | 0.65733 | 0.65447 | 0.00000 | ||
142 | 2020.03.10 07:11 | close | 71 | 1.58 | 0.65822 | 0.65447 | 0.00000 | 140.62 | 104610.44 |
143 | 2020.03.10 18:57 | sell | 72 | 1.61 | 0.64895 | 0.65625 | 0.63995 | ||
144 | 2020.03.12 11:20 | close | 72 | 1.61 | 0.64617 | 0.65625 | 0.63995 | 439.96 | 105050.40 |
145 | 2020.03.12 14:23 | sell | 73 | 1.64 | 0.63775 | 0.64505 | 0.62875 | ||
146 | 2020.03.12 18:40 | t/p | 73 | 1.64 | 0.62875 | 0.64505 | 0.62875 | 1476.00 | 106526.40 |
147 | 2020.03.13 18:38 | sell | 74 | 1.71 | 0.62250 | 0.62980 | 0.61350 | ||
148 | 2020.03.13 20:05 | t/p | 74 | 1.71 | 0.61350 | 0.62980 | 0.61350 | 1539.00 | 108065.40 |
149 | 2020.03.13 21:00 | buy | 75 | 1.75 | 0.61731 | 0.61001 | 0.00000 | ||
150 | 2020.03.13 22:59 | close | 75 | 1.75 | 0.62301 | 0.61001 | 0.00000 | 997.50 | 109062.90 |