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 | 9836.56 | Gross profit | 15097.66 | Gross loss | -5261.10 |
Profit factor | 2.87 | Expected payoff | 153.70 | ||
Absolute drawdown | 979.62 | Maximal drawdown | 2299.24 (2.24%) | Relative drawdown | 2.24% (2299.24) |
Total trades | 64 | Short positions (won %) | 62 (82.26%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 53 (82.81%) | Loss trades (% of total) | 11 (17.19%) | ||
Largest | profit trade | 573.00 | loss trade | -1307.13 | |
Average | profit trade | 284.86 | loss trade | -478.28 | |
Maximum | consecutive wins (profit in money) | 19 (9249.27) | consecutive losses (loss in money) | 2 (-1636.43) | |
Maximal | consecutive profit (count of wins) | 9249.27 (19) | consecutive loss (count of losses) | -1636.43 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.09 10:13 | sell | 1 | 1.46 | 0.68259 | 0.69089 | 0.67959 | ||
2 | 2019.12.10 17:06 | close | 1 | 1.46 | 0.68158 | 0.69089 | 0.67959 | 143.71 | 100143.71 |
3 | 2019.12.13 11:27 | sell | 2 | 1.44 | 0.69145 | 0.69975 | 0.68845 | ||
4 | 2019.12.13 16:23 | t/p | 2 | 1.44 | 0.68845 | 0.69975 | 0.68845 | 432.00 | 100575.71 |
5 | 2019.12.17 01:34 | sell | 3 | 1.46 | 0.68709 | 0.69539 | 0.68409 | ||
6 | 2019.12.17 14:49 | close | 3 | 1.46 | 0.68575 | 0.69539 | 0.68409 | 195.64 | 100771.35 |
7 | 2019.12.19 02:30 | buy | 4 | 1.46 | 0.68739 | 0.67909 | 0.69039 | ||
8 | 2019.12.19 12:01 | close | 4 | 1.46 | 0.68740 | 0.67909 | 0.69039 | 1.46 | 100772.81 |
9 | 2019.12.19 14:55 | sell | 5 | 1.46 | 0.68656 | 0.69486 | 0.68356 | ||
10 | 2019.12.20 23:00 | close | 5 | 1.46 | 0.69031 | 0.69486 | 0.68356 | -551.25 | 100221.56 |
11 | 2019.12.23 16:57 | sell | 6 | 1.45 | 0.69079 | 0.69909 | 0.68779 | ||
12 | 2019.12.27 23:00 | close | 6 | 1.45 | 0.69812 | 0.69909 | 0.68779 | -1085.19 | 99136.38 |
13 | 2020.01.02 09:00 | sell | 7 | 1.41 | 0.70018 | 0.70848 | 0.69718 | ||
14 | 2020.01.02 15:55 | close | 7 | 1.41 | 0.70012 | 0.70848 | 0.69718 | 8.46 | 99144.84 |
15 | 2020.01.03 03:52 | sell | 8 | 1.42 | 0.69741 | 0.70571 | 0.69441 | ||
16 | 2020.01.03 11:32 | t/p | 8 | 1.42 | 0.69441 | 0.70571 | 0.69441 | 426.00 | 99570.84 |
17 | 2020.01.06 16:18 | sell | 9 | 1.43 | 0.69377 | 0.70207 | 0.69077 | ||
18 | 2020.01.07 01:29 | close | 9 | 1.43 | 0.69376 | 0.70207 | 0.69077 | -2.24 | 99568.60 |
19 | 2020.01.07 02:58 | sell | 10 | 1.43 | 0.69281 | 0.70111 | 0.68981 | ||
20 | 2020.01.07 11:23 | t/p | 10 | 1.43 | 0.68981 | 0.70111 | 0.68981 | 429.00 | 99997.60 |
21 | 2020.01.07 12:25 | sell | 11 | 1.45 | 0.68802 | 0.69632 | 0.68502 | ||
22 | 2020.01.07 21:59 | close | 11 | 1.45 | 0.68704 | 0.69632 | 0.68502 | 142.10 | 100139.70 |
23 | 2020.01.08 01:22 | sell | 12 | 1.45 | 0.68583 | 0.69413 | 0.68283 | ||
24 | 2020.01.09 22:21 | close | 12 | 1.45 | 0.68564 | 0.69413 | 0.68283 | 16.38 | 100156.08 |
25 | 2020.01.10 02:30 | buy | 13 | 1.45 | 0.68714 | 0.67884 | 0.69014 | ||
26 | 2020.01.10 15:04 | close | 13 | 1.45 | 0.68754 | 0.67884 | 0.69014 | 58.00 | 100214.08 |
27 | 2020.01.13 10:20 | sell | 14 | 1.45 | 0.69080 | 0.69910 | 0.68780 | ||
28 | 2020.01.13 15:37 | close | 14 | 1.45 | 0.69079 | 0.69910 | 0.68780 | 1.45 | 100215.53 |
29 | 2020.01.14 01:59 | sell | 15 | 1.45 | 0.68969 | 0.69799 | 0.68669 | ||
30 | 2020.01.15 10:00 | close | 15 | 1.45 | 0.68969 | 0.69799 | 0.68669 | -3.72 | 100211.81 |
31 | 2020.01.15 15:21 | sell | 16 | 1.45 | 0.68772 | 0.69602 | 0.68472 | ||
32 | 2020.01.17 23:00 | close | 16 | 1.45 | 0.68782 | 0.69602 | 0.68472 | -29.39 | 100182.42 |
33 | 2020.01.20 09:58 | sell | 17 | 1.45 | 0.68767 | 0.69597 | 0.68467 | ||
34 | 2020.01.20 17:58 | close | 17 | 1.45 | 0.68686 | 0.69597 | 0.68467 | 117.45 | 100299.87 |
35 | 2020.01.21 03:16 | sell | 18 | 1.46 | 0.68670 | 0.69500 | 0.68370 | ||
36 | 2020.01.21 12:02 | close | 18 | 1.46 | 0.68592 | 0.69500 | 0.68370 | 113.88 | 100413.75 |
37 | 2020.01.22 02:41 | sell | 19 | 1.46 | 0.68388 | 0.69218 | 0.68088 | ||
38 | 2020.01.22 11:02 | close | 19 | 1.46 | 0.68388 | 0.69218 | 0.68088 | 0.00 | 100413.75 |
39 | 2020.01.22 11:30 | sell | 20 | 1.46 | 0.68315 | 0.69145 | 0.68015 | ||
40 | 2020.01.24 23:00 | close | 20 | 1.46 | 0.68244 | 0.69145 | 0.68015 | 88.67 | 100502.41 |
41 | 2020.01.27 08:35 | sell | 21 | 1.47 | 0.67962 | 0.68792 | 0.67662 | ||
42 | 2020.01.27 17:11 | t/p | 21 | 1.47 | 0.67662 | 0.68792 | 0.67662 | 441.00 | 100943.41 |
43 | 2020.01.27 17:57 | sell | 22 | 1.49 | 0.67556 | 0.68386 | 0.67256 | ||
44 | 2020.01.28 13:58 | close | 22 | 1.49 | 0.67524 | 0.68386 | 0.67256 | 43.85 | 100987.27 |
45 | 2020.01.29 09:44 | sell | 23 | 1.49 | 0.67575 | 0.68405 | 0.67275 | ||
46 | 2020.01.29 19:32 | close | 23 | 1.49 | 0.67472 | 0.68405 | 0.67275 | 153.47 | 101140.74 |
47 | 2020.01.30 04:43 | sell | 24 | 1.50 | 0.67324 | 0.68154 | 0.67024 | ||
48 | 2020.01.30 14:00 | close | 24 | 1.50 | 0.67323 | 0.68154 | 0.67024 | 1.50 | 101142.24 |
49 | 2020.01.30 15:11 | sell | 25 | 1.50 | 0.67161 | 0.67991 | 0.66861 | ||
50 | 2020.01.30 21:49 | close | 25 | 1.50 | 0.67155 | 0.67991 | 0.66861 | 9.00 | 101151.24 |
51 | 2020.01.31 10:23 | sell | 26 | 1.50 | 0.67046 | 0.67876 | 0.66746 | ||
52 | 2020.01.31 15:18 | close | 26 | 1.50 | 0.67036 | 0.67876 | 0.66746 | 15.00 | 101166.24 |
53 | 2020.02.03 18:45 | sell | 27 | 1.51 | 0.66831 | 0.67661 | 0.66531 | ||
54 | 2020.02.05 11:07 | s/l | 27 | 1.51 | 0.67661 | 0.67661 | 0.66531 | -1261.05 | 99905.19 |
55 | 2020.02.06 10:37 | sell | 28 | 1.48 | 0.67438 | 0.68268 | 0.67138 | ||
56 | 2020.02.07 01:12 | close | 28 | 1.48 | 0.67359 | 0.68268 | 0.67138 | 113.12 | 100018.31 |
57 | 2020.02.07 02:18 | sell | 29 | 1.48 | 0.67234 | 0.68064 | 0.66934 | ||
58 | 2020.02.07 07:41 | close | 29 | 1.48 | 0.67230 | 0.68064 | 0.66934 | 5.92 | 100024.23 |
59 | 2020.02.07 09:51 | sell | 30 | 1.49 | 0.67071 | 0.67901 | 0.66771 | ||
60 | 2020.02.07 12:35 | t/p | 30 | 1.49 | 0.66771 | 0.67901 | 0.66771 | 447.00 | 100471.23 |
61 | 2020.02.07 16:07 | sell | 31 | 1.50 | 0.66659 | 0.67489 | 0.66359 | ||
62 | 2020.02.07 23:00 | close | 31 | 1.50 | 0.66794 | 0.67489 | 0.66359 | -202.50 | 100268.73 |
63 | 2020.02.10 10:22 | sell | 32 | 1.49 | 0.66902 | 0.67732 | 0.66602 | ||
64 | 2020.02.10 21:58 | close | 32 | 1.49 | 0.66833 | 0.67732 | 0.66602 | 102.81 | 100371.54 |
65 | 2020.02.12 17:19 | sell | 33 | 1.49 | 0.67337 | 0.68167 | 0.67037 | ||
66 | 2020.02.13 09:29 | close | 33 | 1.49 | 0.67229 | 0.68167 | 0.67037 | 149.44 | 100520.98 |
67 | 2020.02.14 01:15 | sell | 34 | 1.49 | 0.67129 | 0.67959 | 0.66829 | ||
68 | 2020.02.14 23:00 | close | 34 | 1.49 | 0.67171 | 0.67959 | 0.66829 | -62.58 | 100458.40 |
69 | 2020.02.17 14:59 | sell | 35 | 1.49 | 0.67140 | 0.67970 | 0.66840 | ||
70 | 2020.02.18 10:21 | t/p | 35 | 1.49 | 0.66840 | 0.67970 | 0.66840 | 443.17 | 100901.58 |
71 | 2020.02.18 10:58 | sell | 36 | 1.51 | 0.66768 | 0.67598 | 0.66468 | ||
72 | 2020.02.20 00:02 | close | 36 | 1.51 | 0.66767 | 0.67598 | 0.66468 | -14.00 | 100887.58 |
73 | 2020.02.20 03:32 | sell | 37 | 1.51 | 0.66580 | 0.67410 | 0.66280 | ||
74 | 2020.02.20 11:14 | t/p | 37 | 1.51 | 0.66280 | 0.67410 | 0.66280 | 453.00 | 101340.58 |
75 | 2020.02.21 04:09 | sell | 38 | 1.53 | 0.66052 | 0.66882 | 0.65752 | ||
76 | 2020.02.21 10:40 | close | 38 | 1.53 | 0.66035 | 0.66882 | 0.65752 | 26.01 | 101366.59 |
77 | 2020.02.24 08:50 | sell | 39 | 1.53 | 0.65906 | 0.66736 | 0.65606 | ||
78 | 2020.02.26 16:24 | close | 39 | 1.53 | 0.65755 | 0.66736 | 0.65606 | 223.17 | 101589.76 |
79 | 2020.02.26 17:57 | sell | 40 | 1.54 | 0.65552 | 0.66382 | 0.65252 | ||
80 | 2020.02.27 02:14 | close | 40 | 1.54 | 0.65541 | 0.66382 | 0.65252 | 5.08 | 101594.84 |
81 | 2020.02.28 03:56 | sell | 41 | 1.54 | 0.65563 | 0.66393 | 0.65263 | ||
82 | 2020.02.28 06:56 | t/p | 41 | 1.54 | 0.65263 | 0.66393 | 0.65263 | 462.00 | 102056.84 |
83 | 2020.02.28 13:57 | sell | 42 | 1.57 | 0.64986 | 0.65816 | 0.64686 | ||
84 | 2020.02.28 17:56 | t/p | 42 | 1.57 | 0.64686 | 0.65816 | 0.64686 | 471.00 | 102527.84 |
85 | 2020.03.02 17:58 | sell | 43 | 1.57 | 0.65160 | 0.65990 | 0.64860 | ||
86 | 2020.03.03 17:00 | s/l | 43 | 1.57 | 0.65990 | 0.65990 | 0.64860 | -1307.13 | 101220.71 |
87 | 2020.03.05 03:17 | sell | 44 | 1.53 | 0.66078 | 0.66908 | 0.65778 | ||
88 | 2020.03.05 22:33 | close | 44 | 1.53 | 0.66007 | 0.66908 | 0.65778 | 108.63 | 101329.34 |
89 | 2020.03.06 04:03 | sell | 45 | 1.53 | 0.65916 | 0.66746 | 0.65616 | ||
90 | 2020.03.06 23:00 | close | 45 | 1.53 | 0.66401 | 0.66746 | 0.65616 | -742.05 | 100587.29 |
91 | 2020.03.09 04:35 | sell | 46 | 1.52 | 0.65807 | 0.66637 | 0.65507 | ||
92 | 2020.03.09 04:42 | t/p | 46 | 1.52 | 0.65507 | 0.66637 | 0.65507 | 456.00 | 101043.29 |
93 | 2020.03.10 04:57 | sell | 47 | 1.53 | 0.65627 | 0.66457 | 0.65327 | ||
94 | 2020.03.10 14:14 | close | 47 | 1.53 | 0.65622 | 0.66457 | 0.65327 | 7.65 | 101050.94 |
95 | 2020.03.10 17:50 | sell | 48 | 1.54 | 0.65280 | 0.66110 | 0.64980 | ||
96 | 2020.03.10 18:57 | t/p | 48 | 1.54 | 0.64980 | 0.66110 | 0.64980 | 462.00 | 101512.94 |
97 | 2020.03.11 18:54 | sell | 49 | 1.56 | 0.65014 | 0.65844 | 0.64714 | ||
98 | 2020.03.12 03:55 | t/p | 49 | 1.56 | 0.64714 | 0.65844 | 0.64714 | 455.99 | 101968.93 |
99 | 2020.03.12 04:29 | sell | 50 | 1.57 | 0.64578 | 0.65408 | 0.64278 | ||
100 | 2020.03.12 12:29 | t/p | 50 | 1.57 | 0.64278 | 0.65408 | 0.64278 | 471.00 | 102439.93 |
101 | 2020.03.12 12:56 | sell | 51 | 1.59 | 0.64180 | 0.65010 | 0.63880 | ||
102 | 2020.03.12 14:13 | t/p | 51 | 1.59 | 0.63880 | 0.65010 | 0.63880 | 477.00 | 102916.93 |
103 | 2020.03.12 15:26 | sell | 52 | 1.61 | 0.63573 | 0.64403 | 0.63273 | ||
104 | 2020.03.12 17:21 | t/p | 52 | 1.61 | 0.63273 | 0.64403 | 0.63273 | 483.00 | 103399.93 |
105 | 2020.03.12 18:12 | sell | 53 | 1.64 | 0.63023 | 0.63853 | 0.62723 | ||
106 | 2020.03.12 18:46 | t/p | 53 | 1.64 | 0.62723 | 0.63853 | 0.62723 | 492.00 | 103891.93 |
107 | 2020.03.13 18:14 | sell | 54 | 1.65 | 0.62580 | 0.63410 | 0.62280 | ||
108 | 2020.03.13 18:38 | t/p | 54 | 1.65 | 0.62280 | 0.63410 | 0.62280 | 495.00 | 104386.93 |
109 | 2020.03.16 15:46 | sell | 55 | 1.70 | 0.61104 | 0.61934 | 0.60804 | ||
110 | 2020.03.17 09:07 | t/p | 55 | 1.70 | 0.60804 | 0.61934 | 0.60804 | 505.64 | 104892.56 |
111 | 2020.03.17 12:54 | sell | 56 | 1.73 | 0.60400 | 0.61230 | 0.60100 | ||
112 | 2020.03.17 13:56 | t/p | 56 | 1.73 | 0.60100 | 0.61230 | 0.60100 | 519.00 | 105411.56 |
113 | 2020.03.18 10:46 | sell | 57 | 1.76 | 0.59748 | 0.60578 | 0.59448 | ||
114 | 2020.03.18 11:28 | t/p | 57 | 1.76 | 0.59448 | 0.60578 | 0.59448 | 528.00 | 105939.56 |
115 | 2020.03.18 11:54 | sell | 58 | 1.78 | 0.59198 | 0.60028 | 0.58898 | ||
116 | 2020.03.18 16:12 | t/p | 58 | 1.78 | 0.58898 | 0.60028 | 0.58898 | 534.00 | 106473.56 |
117 | 2020.03.18 18:23 | sell | 59 | 1.82 | 0.58416 | 0.59246 | 0.58116 | ||
118 | 2020.03.18 19:52 | t/p | 59 | 1.82 | 0.58116 | 0.59246 | 0.58116 | 546.00 | 107019.56 |
119 | 2020.03.18 20:05 | sell | 60 | 1.85 | 0.57587 | 0.58417 | 0.57287 | ||
120 | 2020.03.18 20:06 | t/p | 60 | 1.85 | 0.57287 | 0.58417 | 0.57287 | 555.00 | 107574.56 |
121 | 2020.03.19 03:55 | sell | 61 | 1.87 | 0.57389 | 0.58219 | 0.57089 | ||
122 | 2020.03.19 04:06 | t/p | 61 | 1.87 | 0.57089 | 0.58219 | 0.57089 | 561.00 | 108135.56 |
123 | 2020.03.19 04:43 | sell | 62 | 1.91 | 0.56547 | 0.57377 | 0.56247 | ||
124 | 2020.03.19 04:57 | t/p | 62 | 1.91 | 0.56247 | 0.57377 | 0.56247 | 573.00 | 108708.56 |
125 | 2020.03.20 01:44 | sell | 63 | 1.90 | 0.57040 | 0.57870 | 0.56740 | ||
126 | 2020.03.20 01:58 | t/p | 63 | 1.90 | 0.56740 | 0.57870 | 0.56740 | 570.00 | 109278.56 |
127 | 2020.03.20 15:58 | sell | 64 | 1.86 | 0.58606 | 0.59436 | 0.58306 | ||
128 | 2020.03.20 16:59 | t/p | 64 | 1.86 | 0.58306 | 0.59436 | 0.58306 | 558.00 | 109836.56 |