Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.09 00:00 - 2020.03.20 23:30 (2019.12.09 - 2020.03.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=5; TRRR=1.5; UpATRR=2.5; DownATRR=0.5; DPR=0.5; StopLoss=800; TakeProfit=300; TS=300; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4511 | Ticks modelled | 6766206 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 12006.14 | Gross profit | 18197.97 | Gross loss | -6191.83 |
Profit factor | 2.94 | Expected payoff | 151.98 | ||
Absolute drawdown | 2414.84 | Maximal drawdown | 2779.84 (2.77%) | Relative drawdown | 2.77% (2779.84) |
Total trades | 79 | Short positions (won %) | 77 (80.52%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 63 (79.75%) | Loss trades (% of total) | 16 (20.25%) | ||
Largest | profit trade | 582.00 | loss trade | -1304.62 | |
Average | profit trade | 288.86 | loss trade | -386.99 | |
Maximum | consecutive wins (profit in money) | 24 (11860.82) | consecutive losses (loss in money) | 3 (-1975.06) | |
Maximal | consecutive profit (count of wins) | 11860.82 (24) | consecutive loss (count of losses) | -1975.06 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.09 03:06 | sell | 1 | 1.46 | 0.68295 | 0.69125 | 0.67995 | ||
2 | 2019.12.09 14:30 | close | 1 | 1.46 | 0.68278 | 0.69125 | 0.67995 | 24.82 | 100024.82 |
3 | 2019.12.10 07:12 | sell | 2 | 1.46 | 0.68257 | 0.69087 | 0.67957 | ||
4 | 2019.12.10 17:06 | close | 2 | 1.46 | 0.68158 | 0.69087 | 0.67957 | 144.54 | 100169.36 |
5 | 2019.12.11 21:00 | sell | 3 | 1.45 | 0.68596 | 0.69426 | 0.68296 | ||
6 | 2019.12.13 23:00 | close | 3 | 1.45 | 0.68711 | 0.69426 | 0.68296 | -203.27 | 99966.09 |
7 | 2019.12.16 06:13 | sell | 4 | 1.45 | 0.68727 | 0.69557 | 0.68427 | ||
8 | 2019.12.17 14:49 | close | 4 | 1.45 | 0.68575 | 0.69557 | 0.68427 | 211.27 | 100177.36 |
9 | 2019.12.17 15:38 | sell | 5 | 1.46 | 0.68417 | 0.69247 | 0.68117 | ||
10 | 2019.12.20 23:00 | close | 5 | 1.46 | 0.69031 | 0.69247 | 0.68117 | -942.41 | 99234.95 |
11 | 2019.12.23 14:52 | sell | 6 | 1.43 | 0.69134 | 0.69964 | 0.68834 | ||
12 | 2019.12.27 23:00 | close | 6 | 1.43 | 0.69812 | 0.69964 | 0.68834 | -1023.57 | 98211.38 |
13 | 2019.12.30 15:00 | sell | 7 | 1.40 | 0.69900 | 0.70730 | 0.69600 | ||
14 | 2020.01.02 22:10 | close | 7 | 1.40 | 0.69875 | 0.70730 | 0.69600 | -9.08 | 98202.30 |
15 | 2020.01.03 03:52 | sell | 8 | 1.40 | 0.69750 | 0.70580 | 0.69450 | ||
16 | 2020.01.03 11:32 | t/p | 8 | 1.40 | 0.69450 | 0.70580 | 0.69450 | 420.00 | 98622.30 |
17 | 2020.01.03 13:37 | sell | 9 | 1.42 | 0.69310 | 0.70140 | 0.69010 | ||
18 | 2020.01.03 23:00 | close | 9 | 1.42 | 0.69558 | 0.70140 | 0.69010 | -352.16 | 98270.14 |
19 | 2020.01.06 08:12 | sell | 10 | 1.41 | 0.69336 | 0.70166 | 0.69036 | ||
20 | 2020.01.07 09:52 | t/p | 10 | 1.41 | 0.69036 | 0.70166 | 0.69036 | 414.12 | 98684.26 |
21 | 2020.01.07 11:26 | sell | 11 | 1.43 | 0.68934 | 0.69764 | 0.68634 | ||
22 | 2020.01.07 18:43 | t/p | 11 | 1.43 | 0.68634 | 0.69764 | 0.68634 | 429.00 | 99113.26 |
23 | 2020.01.08 01:22 | sell | 12 | 1.44 | 0.68588 | 0.69418 | 0.68288 | ||
24 | 2020.01.09 22:21 | close | 12 | 1.44 | 0.68564 | 0.69418 | 0.68288 | 7.36 | 99120.62 |
25 | 2020.01.10 02:30 | buy | 13 | 1.44 | 0.68714 | 0.67884 | 0.69014 | ||
26 | 2020.01.10 15:04 | close | 13 | 1.44 | 0.68754 | 0.67884 | 0.69014 | 57.60 | 99178.22 |
27 | 2020.01.13 10:20 | sell | 14 | 1.43 | 0.69085 | 0.69915 | 0.68785 | ||
28 | 2020.01.13 15:37 | close | 14 | 1.43 | 0.69079 | 0.69915 | 0.68785 | 8.58 | 99186.80 |
29 | 2020.01.13 21:58 | sell | 15 | 1.43 | 0.69047 | 0.69877 | 0.68747 | ||
30 | 2020.01.14 05:46 | close | 15 | 1.43 | 0.69014 | 0.69877 | 0.68747 | 38.19 | 99224.98 |
31 | 2020.01.14 10:55 | sell | 16 | 1.43 | 0.68910 | 0.69740 | 0.68610 | ||
32 | 2020.01.17 23:00 | close | 16 | 1.43 | 0.68782 | 0.69740 | 0.68610 | 138.02 | 99363.00 |
33 | 2020.01.20 09:55 | sell | 17 | 1.44 | 0.68787 | 0.69617 | 0.68487 | ||
34 | 2020.01.20 17:58 | close | 17 | 1.44 | 0.68686 | 0.69617 | 0.68487 | 145.44 | 99508.44 |
35 | 2020.01.21 03:12 | sell | 18 | 1.44 | 0.68684 | 0.69514 | 0.68384 | ||
36 | 2020.01.21 08:30 | close | 18 | 1.44 | 0.68675 | 0.69514 | 0.68384 | 12.96 | 99521.40 |
37 | 2020.01.21 09:52 | sell | 19 | 1.45 | 0.68524 | 0.69354 | 0.68224 | ||
38 | 2020.01.22 01:30 | close | 19 | 1.45 | 0.68501 | 0.69354 | 0.68224 | 24.22 | 99545.62 |
39 | 2020.01.22 02:41 | sell | 20 | 1.45 | 0.68388 | 0.69218 | 0.68088 | ||
40 | 2020.01.22 11:02 | close | 20 | 1.45 | 0.68388 | 0.69218 | 0.68088 | 0.00 | 99545.62 |
41 | 2020.01.22 11:30 | sell | 21 | 1.45 | 0.68316 | 0.69146 | 0.68016 | ||
42 | 2020.01.24 23:00 | close | 21 | 1.45 | 0.68244 | 0.69146 | 0.68016 | 67.88 | 99613.49 |
43 | 2020.01.27 08:11 | sell | 22 | 1.46 | 0.67993 | 0.68823 | 0.67693 | ||
44 | 2020.01.27 14:39 | t/p | 22 | 1.46 | 0.67693 | 0.68823 | 0.67693 | 438.00 | 100051.49 |
45 | 2020.01.27 17:19 | sell | 23 | 1.47 | 0.67604 | 0.68434 | 0.67304 | ||
46 | 2020.01.28 02:20 | close | 23 | 1.47 | 0.67603 | 0.68434 | 0.67304 | -7.79 | 100043.71 |
47 | 2020.01.28 02:32 | sell | 24 | 1.48 | 0.67528 | 0.68358 | 0.67228 | ||
48 | 2020.01.28 13:58 | close | 24 | 1.48 | 0.67524 | 0.68358 | 0.67228 | 5.92 | 100049.63 |
49 | 2020.01.29 09:27 | sell | 25 | 1.47 | 0.67630 | 0.68460 | 0.67330 | ||
50 | 2020.01.29 19:32 | close | 25 | 1.47 | 0.67472 | 0.68460 | 0.67330 | 232.26 | 100281.89 |
51 | 2020.01.30 02:18 | sell | 26 | 1.48 | 0.67435 | 0.68265 | 0.67135 | ||
52 | 2020.01.30 08:37 | close | 26 | 1.48 | 0.67416 | 0.68265 | 0.67135 | 28.12 | 100310.01 |
53 | 2020.01.30 09:14 | sell | 27 | 1.49 | 0.67284 | 0.68114 | 0.66984 | ||
54 | 2020.01.30 21:49 | close | 27 | 1.49 | 0.67155 | 0.68114 | 0.66984 | 192.21 | 100502.22 |
55 | 2020.01.31 01:48 | sell | 28 | 1.49 | 0.67120 | 0.67950 | 0.66820 | ||
56 | 2020.01.31 02:03 | close | 28 | 1.49 | 0.67118 | 0.67950 | 0.66820 | 2.98 | 100505.20 |
57 | 2020.01.31 09:55 | sell | 29 | 1.49 | 0.67091 | 0.67921 | 0.66791 | ||
58 | 2020.01.31 15:18 | close | 29 | 1.49 | 0.67036 | 0.67921 | 0.66791 | 81.95 | 100587.15 |
59 | 2020.01.31 17:52 | sell | 30 | 1.50 | 0.66869 | 0.67699 | 0.66569 | ||
60 | 2020.01.31 23:00 | close | 30 | 1.50 | 0.66957 | 0.67699 | 0.66569 | -132.00 | 100455.15 |
61 | 2020.02.03 04:14 | sell | 31 | 1.50 | 0.66841 | 0.67671 | 0.66541 | ||
62 | 2020.02.05 11:08 | s/l | 31 | 1.50 | 0.67671 | 0.67671 | 0.66541 | -1263.89 | 99191.26 |
63 | 2020.02.05 13:41 | sell | 32 | 1.46 | 0.67537 | 0.68367 | 0.67237 | ||
64 | 2020.02.06 00:30 | close | 32 | 1.46 | 0.67492 | 0.68367 | 0.67237 | 38.12 | 99229.37 |
65 | 2020.02.06 02:30 | sell | 33 | 1.47 | 0.67431 | 0.68261 | 0.67131 | ||
66 | 2020.02.07 01:12 | close | 33 | 1.47 | 0.67359 | 0.68261 | 0.67131 | 96.58 | 99325.96 |
67 | 2020.02.07 02:18 | sell | 34 | 1.47 | 0.67244 | 0.68074 | 0.66944 | ||
68 | 2020.02.07 07:41 | close | 34 | 1.47 | 0.67230 | 0.68074 | 0.66944 | 20.58 | 99346.54 |
69 | 2020.02.07 09:51 | sell | 35 | 1.48 | 0.67086 | 0.67916 | 0.66786 | ||
70 | 2020.02.07 12:34 | t/p | 35 | 1.48 | 0.66786 | 0.67916 | 0.66786 | 444.00 | 99790.54 |
71 | 2020.02.07 16:05 | sell | 36 | 1.49 | 0.66703 | 0.67533 | 0.66403 | ||
72 | 2020.02.07 23:00 | close | 36 | 1.49 | 0.66794 | 0.67533 | 0.66403 | -135.59 | 99654.95 |
73 | 2020.02.10 10:22 | sell | 37 | 1.48 | 0.66908 | 0.67738 | 0.66608 | ||
74 | 2020.02.10 21:58 | close | 37 | 1.48 | 0.66833 | 0.67738 | 0.66608 | 111.00 | 99765.95 |
75 | 2020.02.12 08:16 | sell | 38 | 1.48 | 0.67238 | 0.68068 | 0.66938 | ||
76 | 2020.02.13 09:29 | close | 38 | 1.48 | 0.67229 | 0.68068 | 0.66938 | -14.64 | 99751.31 |
77 | 2020.02.13 19:50 | sell | 39 | 1.48 | 0.67227 | 0.68057 | 0.66927 | ||
78 | 2020.02.14 02:54 | close | 39 | 1.48 | 0.67222 | 0.68057 | 0.66927 | -1.92 | 99749.39 |
79 | 2020.02.14 06:59 | sell | 40 | 1.48 | 0.67159 | 0.67989 | 0.66859 | ||
80 | 2020.02.14 22:06 | close | 40 | 1.48 | 0.67147 | 0.67989 | 0.66859 | 17.76 | 99767.15 |
81 | 2020.02.17 10:40 | sell | 41 | 1.48 | 0.67209 | 0.68039 | 0.66909 | ||
82 | 2020.02.17 18:47 | close | 41 | 1.48 | 0.67205 | 0.68039 | 0.66909 | 5.92 | 99773.07 |
83 | 2020.02.18 01:08 | sell | 42 | 1.48 | 0.67092 | 0.67922 | 0.66792 | ||
84 | 2020.02.18 11:01 | t/p | 42 | 1.48 | 0.66792 | 0.67922 | 0.66792 | 444.00 | 100217.07 |
85 | 2020.02.18 20:54 | sell | 43 | 1.49 | 0.66843 | 0.67673 | 0.66543 | ||
86 | 2020.02.19 22:19 | close | 43 | 1.49 | 0.66789 | 0.67673 | 0.66543 | 71.08 | 100288.15 |
87 | 2020.02.20 03:32 | sell | 44 | 1.50 | 0.66580 | 0.67410 | 0.66280 | ||
88 | 2020.02.20 11:14 | t/p | 44 | 1.50 | 0.66280 | 0.67410 | 0.66280 | 450.00 | 100738.15 |
89 | 2020.02.20 14:47 | sell | 45 | 1.52 | 0.66186 | 0.67016 | 0.65886 | ||
90 | 2020.02.21 00:08 | close | 45 | 1.52 | 0.66184 | 0.67016 | 0.65886 | -6.53 | 100731.61 |
91 | 2020.02.21 04:06 | sell | 46 | 1.52 | 0.66056 | 0.66886 | 0.65756 | ||
92 | 2020.02.21 10:40 | close | 46 | 1.52 | 0.66035 | 0.66886 | 0.65756 | 31.92 | 100763.53 |
93 | 2020.02.21 22:27 | sell | 47 | 1.52 | 0.66255 | 0.67085 | 0.65955 | ||
94 | 2020.02.21 23:00 | close | 47 | 1.52 | 0.66289 | 0.67085 | 0.65955 | -51.68 | 100711.85 |
95 | 2020.02.24 08:26 | sell | 48 | 1.52 | 0.65940 | 0.66770 | 0.65640 | ||
96 | 2020.02.26 15:43 | t/p | 48 | 1.52 | 0.65640 | 0.66770 | 0.65640 | 436.86 | 101148.71 |
97 | 2020.02.26 17:55 | sell | 49 | 1.54 | 0.65566 | 0.66396 | 0.65266 | ||
98 | 2020.02.27 02:14 | close | 49 | 1.54 | 0.65541 | 0.66396 | 0.65266 | 9.41 | 101158.12 |
99 | 2020.02.27 08:02 | sell | 50 | 1.54 | 0.65486 | 0.66316 | 0.65186 | ||
100 | 2020.02.28 07:40 | t/p | 50 | 1.54 | 0.65186 | 0.66316 | 0.65186 | 452.30 | 101610.42 |
101 | 2020.02.28 12:52 | sell | 51 | 1.55 | 0.65151 | 0.65981 | 0.64851 | ||
102 | 2020.02.28 17:49 | t/p | 51 | 1.55 | 0.64851 | 0.65981 | 0.64851 | 465.00 | 102075.42 |
103 | 2020.02.28 21:38 | buy | 52 | 1.56 | 0.65235 | 0.64405 | 0.65535 | ||
104 | 2020.02.28 23:00 | close | 52 | 1.56 | 0.65136 | 0.64405 | 0.65535 | -154.44 | 101920.98 |
105 | 2020.03.02 07:15 | sell | 53 | 1.56 | 0.65128 | 0.65958 | 0.64828 | ||
106 | 2020.03.03 17:00 | s/l | 53 | 1.56 | 0.65958 | 0.65958 | 0.64828 | -1304.62 | 100616.36 |
107 | 2020.03.04 16:04 | sell | 54 | 1.52 | 0.66103 | 0.66933 | 0.65803 | ||
108 | 2020.03.05 22:33 | close | 54 | 1.52 | 0.66007 | 0.66933 | 0.65803 | 117.21 | 100733.56 |
109 | 2020.03.06 03:28 | sell | 55 | 1.52 | 0.66014 | 0.66844 | 0.65714 | ||
110 | 2020.03.06 23:00 | close | 55 | 1.52 | 0.66401 | 0.66844 | 0.65714 | -588.24 | 100145.32 |
111 | 2020.03.09 04:33 | sell | 56 | 1.51 | 0.65896 | 0.66726 | 0.65596 | ||
112 | 2020.03.09 04:41 | t/p | 56 | 1.51 | 0.65596 | 0.66726 | 0.65596 | 453.00 | 100598.32 |
113 | 2020.03.09 21:06 | sell | 57 | 1.52 | 0.65853 | 0.66683 | 0.65553 | ||
114 | 2020.03.10 05:28 | t/p | 57 | 1.52 | 0.65553 | 0.66683 | 0.65553 | 446.43 | 101044.75 |
115 | 2020.03.10 16:04 | sell | 58 | 1.54 | 0.65408 | 0.66238 | 0.65108 | ||
116 | 2020.03.10 18:54 | t/p | 58 | 1.54 | 0.65108 | 0.66238 | 0.65108 | 462.00 | 101506.75 |
117 | 2020.03.11 18:50 | sell | 59 | 1.56 | 0.65028 | 0.65858 | 0.64728 | ||
118 | 2020.03.12 02:53 | t/p | 59 | 1.56 | 0.64728 | 0.65858 | 0.64728 | 438.53 | 101945.28 |
119 | 2020.03.12 04:05 | sell | 60 | 1.57 | 0.64595 | 0.65425 | 0.64295 | ||
120 | 2020.03.12 12:22 | t/p | 60 | 1.57 | 0.64295 | 0.65425 | 0.64295 | 471.00 | 102416.28 |
121 | 2020.03.12 12:56 | sell | 61 | 1.59 | 0.64180 | 0.65010 | 0.63880 | ||
122 | 2020.03.12 14:13 | t/p | 61 | 1.59 | 0.63880 | 0.65010 | 0.63880 | 477.00 | 102893.28 |
123 | 2020.03.12 15:25 | sell | 62 | 1.61 | 0.63603 | 0.64433 | 0.63303 | ||
124 | 2020.03.12 17:18 | t/p | 62 | 1.61 | 0.63303 | 0.64433 | 0.63303 | 483.00 | 103376.28 |
125 | 2020.03.12 18:11 | sell | 63 | 1.63 | 0.63064 | 0.63894 | 0.62764 | ||
126 | 2020.03.12 18:44 | t/p | 63 | 1.63 | 0.62764 | 0.63894 | 0.62764 | 489.00 | 103865.28 |
127 | 2020.03.13 10:59 | sell | 64 | 1.65 | 0.62736 | 0.63566 | 0.62436 | ||
128 | 2020.03.13 18:32 | t/p | 64 | 1.65 | 0.62436 | 0.63566 | 0.62436 | 495.00 | 104360.28 |
129 | 2020.03.16 04:00 | sell | 65 | 1.70 | 0.61283 | 0.62113 | 0.60983 | ||
130 | 2020.03.16 04:16 | t/p | 65 | 1.70 | 0.60983 | 0.62113 | 0.60983 | 510.00 | 104870.28 |
131 | 2020.03.16 09:50 | sell | 66 | 1.70 | 0.61449 | 0.62279 | 0.61149 | ||
132 | 2020.03.16 15:46 | t/p | 66 | 1.70 | 0.61149 | 0.62279 | 0.61149 | 510.00 | 105380.28 |
133 | 2020.03.16 16:31 | sell | 67 | 1.73 | 0.60890 | 0.61720 | 0.60590 | ||
134 | 2020.03.17 12:01 | t/p | 67 | 1.73 | 0.60590 | 0.61720 | 0.60590 | 508.11 | 105888.39 |
135 | 2020.03.17 12:54 | sell | 68 | 1.75 | 0.60400 | 0.61230 | 0.60100 | ||
136 | 2020.03.17 13:56 | t/p | 68 | 1.75 | 0.60100 | 0.61230 | 0.60100 | 525.00 | 106413.39 |
137 | 2020.03.18 09:02 | sell | 69 | 1.77 | 0.60043 | 0.60873 | 0.59743 | ||
138 | 2020.03.18 10:49 | t/p | 69 | 1.77 | 0.59743 | 0.60873 | 0.59743 | 531.00 | 106944.39 |
139 | 2020.03.18 11:16 | sell | 70 | 1.79 | 0.59536 | 0.60366 | 0.59236 | ||
140 | 2020.03.18 11:54 | t/p | 70 | 1.79 | 0.59236 | 0.60366 | 0.59236 | 537.00 | 107481.39 |
141 | 2020.03.18 15:18 | sell | 71 | 1.82 | 0.58989 | 0.59819 | 0.58689 | ||
142 | 2020.03.18 17:52 | t/p | 71 | 1.82 | 0.58689 | 0.59819 | 0.58689 | 546.00 | 108027.39 |
143 | 2020.03.18 18:23 | sell | 72 | 1.84 | 0.58457 | 0.59287 | 0.58157 | ||
144 | 2020.03.18 18:51 | t/p | 72 | 1.84 | 0.58157 | 0.59287 | 0.58157 | 552.00 | 108579.39 |
145 | 2020.03.18 19:53 | sell | 73 | 1.87 | 0.57978 | 0.58808 | 0.57678 | ||
146 | 2020.03.18 20:04 | t/p | 73 | 1.87 | 0.57678 | 0.58808 | 0.57678 | 561.00 | 109140.39 |
147 | 2020.03.19 03:55 | sell | 74 | 1.90 | 0.57409 | 0.58239 | 0.57109 | ||
148 | 2020.03.19 04:02 | t/p | 74 | 1.90 | 0.57109 | 0.58239 | 0.57109 | 570.00 | 109710.39 |
149 | 2020.03.19 04:43 | sell | 75 | 1.93 | 0.56547 | 0.57377 | 0.56247 | ||
150 | 2020.03.19 04:57 | t/p | 75 | 1.93 | 0.56247 | 0.57377 | 0.56247 | 579.00 | 110289.39 |
151 | 2020.03.19 20:02 | sell | 76 | 1.89 | 0.58076 | 0.58906 | 0.57776 | ||
152 | 2020.03.19 20:02 | close | 76 | 1.89 | 0.58074 | 0.58906 | 0.57776 | 3.78 | 110293.17 |
153 | 2020.03.19 21:51 | sell | 77 | 1.91 | 0.57629 | 0.58459 | 0.57329 | ||
154 | 2020.03.20 00:23 | t/p | 77 | 1.91 | 0.57329 | 0.58459 | 0.57329 | 560.97 | 110854.14 |
155 | 2020.03.20 01:42 | sell | 78 | 1.94 | 0.57120 | 0.57950 | 0.56820 | ||
156 | 2020.03.20 01:48 | t/p | 78 | 1.94 | 0.56820 | 0.57950 | 0.56820 | 582.00 | 111436.14 |
157 | 2020.03.20 15:58 | sell | 79 | 1.90 | 0.58635 | 0.59465 | 0.58335 | ||
158 | 2020.03.20 16:53 | t/p | 79 | 1.90 | 0.58335 | 0.59465 | 0.58335 | 570.00 | 112006.14 |