Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.16 00:00 - 2020.03.27 23:30 (2019.12.16 - 2020.03.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=1.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=300; TakeProfit=900; TS=100; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4509 | Ticks modelled | 7439906 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10430.22 | Gross profit | 15675.10 | Gross loss | -5244.89 |
Profit factor | 2.99 | Expected payoff | 196.80 | ||
Absolute drawdown | 1616.41 | Maximal drawdown | 2158.24 (2.15%) | Relative drawdown | 2.15% (2158.24) |
Total trades | 53 | Short positions (won %) | 41 (75.61%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 37 (69.81%) | Loss trades (% of total) | 16 (30.19%) | ||
Largest | profit trade | 1710.00 | loss trade | -580.80 | |
Average | profit trade | 423.65 | loss trade | -327.81 | |
Maximum | consecutive wins (profit in money) | 10 (1163.33) | consecutive losses (loss in money) | 3 (-548.55) | |
Maximal | consecutive profit (count of wins) | 5633.10 (5) | consecutive loss (count of losses) | -989.92 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.16 15:47 | buy | 1 | 1.44 | 0.68995 | 0.68665 | 0.69895 | ||
2 | 2019.12.17 03:23 | s/l | 1 | 1.44 | 0.68665 | 0.68665 | 0.69895 | -479.25 | 99520.75 |
3 | 2019.12.17 03:52 | sell | 2 | 1.44 | 0.68634 | 0.68964 | 0.67734 | ||
4 | 2019.12.17 14:49 | close | 2 | 1.44 | 0.68575 | 0.68964 | 0.67734 | 84.96 | 99605.71 |
5 | 2019.12.19 02:30 | buy | 3 | 1.44 | 0.68729 | 0.68399 | 0.69629 | ||
6 | 2019.12.19 11:47 | close | 3 | 1.44 | 0.68730 | 0.68399 | 0.69629 | 1.44 | 99607.15 |
7 | 2019.12.26 20:57 | buy | 4 | 1.43 | 0.69476 | 0.69146 | 0.70376 | ||
8 | 2019.12.27 09:12 | close | 4 | 1.43 | 0.69482 | 0.69146 | 0.70376 | 4.56 | 99611.71 |
9 | 2019.12.27 12:15 | buy | 5 | 1.43 | 0.69664 | 0.69334 | 0.70564 | ||
10 | 2019.12.27 23:00 | close | 5 | 1.43 | 0.69782 | 0.69334 | 0.70564 | 168.74 | 99780.45 |
11 | 2019.12.31 15:12 | buy | 6 | 1.42 | 0.70255 | 0.69925 | 0.71155 | ||
12 | 2020.01.02 12:15 | s/l | 6 | 1.42 | 0.69925 | 0.69925 | 0.71155 | -484.57 | 99295.88 |
13 | 2020.01.02 13:32 | sell | 7 | 1.42 | 0.69856 | 0.70186 | 0.68956 | ||
14 | 2020.01.03 02:00 | close | 7 | 1.42 | 0.69855 | 0.70186 | 0.68956 | -2.25 | 99293.62 |
15 | 2020.01.03 03:54 | sell | 8 | 1.42 | 0.69729 | 0.70059 | 0.68829 | ||
16 | 2020.01.03 15:01 | close | 8 | 1.42 | 0.69509 | 0.70059 | 0.68829 | 312.40 | 99606.02 |
17 | 2020.01.06 16:52 | sell | 9 | 1.43 | 0.69270 | 0.69600 | 0.68370 | ||
18 | 2020.01.07 21:59 | close | 9 | 1.43 | 0.68704 | 0.69600 | 0.68370 | 805.68 | 100411.70 |
19 | 2020.01.08 01:33 | sell | 10 | 1.46 | 0.68535 | 0.68865 | 0.67635 | ||
20 | 2020.01.08 09:48 | s/l | 10 | 1.46 | 0.68865 | 0.68865 | 0.67635 | -481.80 | 99929.90 |
21 | 2020.01.09 11:08 | sell | 11 | 1.45 | 0.68582 | 0.68912 | 0.67682 | ||
22 | 2020.01.09 22:21 | close | 11 | 1.45 | 0.68564 | 0.68912 | 0.67682 | 26.10 | 99956.00 |
23 | 2020.01.10 17:59 | buy | 12 | 1.44 | 0.69091 | 0.68761 | 0.69991 | ||
24 | 2020.01.10 23:00 | close | 12 | 1.44 | 0.69052 | 0.68761 | 0.69991 | -56.16 | 99899.84 |
25 | 2020.01.14 03:33 | sell | 13 | 1.44 | 0.68897 | 0.69227 | 0.67997 | ||
26 | 2020.01.16 12:10 | s/l | 13 | 1.44 | 0.69227 | 0.69227 | 0.67997 | -490.10 | 99409.74 |
27 | 2020.01.16 17:18 | sell | 14 | 1.44 | 0.68970 | 0.69300 | 0.68070 | ||
28 | 2020.01.17 02:05 | close | 14 | 1.44 | 0.68969 | 0.69300 | 0.68070 | -2.29 | 99407.46 |
29 | 2020.01.17 03:40 | sell | 15 | 1.44 | 0.68830 | 0.69160 | 0.67930 | ||
30 | 2020.01.17 23:00 | close | 15 | 1.44 | 0.68782 | 0.69160 | 0.67930 | 69.12 | 99476.58 |
31 | 2020.01.20 11:14 | sell | 16 | 1.44 | 0.68671 | 0.69001 | 0.67771 | ||
32 | 2020.01.21 08:40 | close | 16 | 1.44 | 0.68671 | 0.69001 | 0.67771 | -3.73 | 99472.85 |
33 | 2020.01.21 10:16 | sell | 17 | 1.45 | 0.68487 | 0.68817 | 0.67587 | ||
34 | 2020.01.22 02:31 | close | 17 | 1.45 | 0.68479 | 0.68817 | 0.67587 | 7.85 | 99480.70 |
35 | 2020.01.22 03:44 | sell | 18 | 1.45 | 0.68290 | 0.68620 | 0.67390 | ||
36 | 2020.01.23 02:30 | s/l | 18 | 1.45 | 0.68620 | 0.68620 | 0.67390 | -489.75 | 98990.95 |
37 | 2020.01.23 18:07 | sell | 19 | 1.44 | 0.68412 | 0.68742 | 0.67512 | ||
38 | 2020.01.24 23:00 | close | 19 | 1.44 | 0.68244 | 0.68742 | 0.67512 | 238.19 | 99229.14 |
39 | 2020.01.27 09:59 | sell | 20 | 1.46 | 0.67897 | 0.68227 | 0.66997 | ||
40 | 2020.01.27 23:18 | close | 20 | 1.46 | 0.67627 | 0.68227 | 0.66997 | 394.20 | 99623.34 |
41 | 2020.01.28 02:58 | sell | 21 | 1.47 | 0.67475 | 0.67805 | 0.66575 | ||
42 | 2020.01.29 19:32 | close | 21 | 1.47 | 0.67472 | 0.67805 | 0.66575 | 0.61 | 99623.95 |
43 | 2020.01.30 09:19 | sell | 22 | 1.48 | 0.67259 | 0.67589 | 0.66359 | ||
44 | 2020.01.30 21:49 | close | 22 | 1.48 | 0.67155 | 0.67589 | 0.66359 | 153.92 | 99777.87 |
45 | 2020.01.31 10:50 | sell | 23 | 1.48 | 0.66980 | 0.67310 | 0.66080 | ||
46 | 2020.01.31 18:00 | close | 23 | 1.48 | 0.66976 | 0.67310 | 0.66080 | 5.92 | 99783.79 |
47 | 2020.02.04 03:10 | sell | 24 | 1.49 | 0.66780 | 0.67110 | 0.65880 | ||
48 | 2020.02.04 05:32 | s/l | 24 | 1.49 | 0.67110 | 0.67110 | 0.65880 | -491.70 | 99292.09 |
49 | 2020.02.05 10:37 | buy | 25 | 1.46 | 0.67563 | 0.67233 | 0.68463 | ||
50 | 2020.02.07 02:18 | s/l | 25 | 1.46 | 0.67233 | 0.67233 | 0.68463 | -498.22 | 98793.86 |
51 | 2020.02.07 02:37 | sell | 26 | 1.47 | 0.67174 | 0.67504 | 0.66274 | ||
52 | 2020.02.07 17:43 | close | 26 | 1.47 | 0.66892 | 0.67504 | 0.66274 | 414.54 | 99208.40 |
53 | 2020.02.10 04:13 | buy | 27 | 1.48 | 0.67021 | 0.66691 | 0.67921 | ||
54 | 2020.02.11 11:05 | close | 27 | 1.48 | 0.67046 | 0.66691 | 0.67921 | 32.84 | 99241.24 |
55 | 2020.02.12 10:27 | buy | 28 | 1.47 | 0.67467 | 0.67137 | 0.68367 | ||
56 | 2020.02.13 01:48 | s/l | 28 | 1.47 | 0.67137 | 0.67137 | 0.68367 | -497.50 | 98743.74 |
57 | 2020.02.14 01:43 | sell | 29 | 1.47 | 0.67093 | 0.67423 | 0.66193 | ||
58 | 2020.02.14 23:00 | close | 29 | 1.47 | 0.67171 | 0.67423 | 0.66193 | -114.66 | 98629.08 |
59 | 2020.02.18 01:22 | sell | 30 | 1.47 | 0.67078 | 0.67408 | 0.66178 | ||
60 | 2020.02.18 12:33 | close | 30 | 1.47 | 0.66858 | 0.67408 | 0.66178 | 323.40 | 98952.48 |
61 | 2020.02.19 15:43 | sell | 31 | 1.48 | 0.66791 | 0.67121 | 0.65891 | ||
62 | 2020.02.19 22:19 | close | 31 | 1.48 | 0.66789 | 0.67121 | 0.65891 | 2.96 | 98955.44 |
63 | 2020.02.20 03:32 | sell | 32 | 1.48 | 0.66599 | 0.66929 | 0.65699 | ||
64 | 2020.02.20 17:00 | close | 32 | 1.48 | 0.66315 | 0.66929 | 0.65699 | 420.32 | 99375.76 |
65 | 2020.02.21 04:13 | sell | 33 | 1.50 | 0.66046 | 0.66376 | 0.65146 | ||
66 | 2020.02.21 10:40 | close | 33 | 1.50 | 0.66035 | 0.66376 | 0.65146 | 16.50 | 99392.26 |
67 | 2020.02.26 08:14 | sell | 34 | 1.50 | 0.65826 | 0.66156 | 0.64926 | ||
68 | 2020.02.26 16:24 | close | 34 | 1.50 | 0.65755 | 0.66156 | 0.64926 | 106.50 | 99498.76 |
69 | 2020.02.26 17:55 | sell | 35 | 1.51 | 0.65554 | 0.65884 | 0.64654 | ||
70 | 2020.02.27 02:14 | close | 35 | 1.51 | 0.65541 | 0.65884 | 0.64654 | 7.91 | 99506.67 |
71 | 2020.02.28 03:56 | sell | 36 | 1.51 | 0.65566 | 0.65896 | 0.64666 | ||
72 | 2020.02.28 10:18 | close | 36 | 1.51 | 0.65470 | 0.65896 | 0.64666 | 144.96 | 99651.63 |
73 | 2020.02.28 13:57 | sell | 37 | 1.53 | 0.64993 | 0.65323 | 0.64093 | ||
74 | 2020.02.28 21:30 | close | 37 | 1.53 | 0.64962 | 0.65323 | 0.64093 | 47.43 | 99699.06 |
75 | 2020.03.03 17:00 | buy | 38 | 1.50 | 0.66044 | 0.65714 | 0.66944 | ||
76 | 2020.03.04 16:35 | close | 38 | 1.50 | 0.66102 | 0.65714 | 0.66944 | 82.78 | 99781.84 |
77 | 2020.03.05 15:26 | sell | 39 | 1.51 | 0.66014 | 0.66344 | 0.65114 | ||
78 | 2020.03.05 22:33 | close | 39 | 1.51 | 0.66007 | 0.66344 | 0.65114 | 10.57 | 99792.41 |
79 | 2020.03.06 10:14 | buy | 40 | 1.50 | 0.66396 | 0.66066 | 0.67296 | ||
80 | 2020.03.06 23:00 | close | 40 | 1.50 | 0.66371 | 0.66066 | 0.67296 | -37.50 | 99754.91 |
81 | 2020.03.09 04:34 | sell | 41 | 1.51 | 0.65843 | 0.66173 | 0.64943 | ||
82 | 2020.03.09 04:49 | t/p | 41 | 1.51 | 0.64943 | 0.66173 | 0.64943 | 1359.00 | 101113.91 |
83 | 2020.03.10 17:50 | sell | 42 | 1.54 | 0.65272 | 0.65602 | 0.64372 | ||
84 | 2020.03.10 23:58 | close | 42 | 1.54 | 0.65124 | 0.65602 | 0.64372 | 227.92 | 101341.83 |
85 | 2020.03.12 01:22 | sell | 43 | 1.56 | 0.64720 | 0.65050 | 0.63820 | ||
86 | 2020.03.12 11:20 | close | 43 | 1.56 | 0.64617 | 0.65050 | 0.63820 | 160.68 | 101502.51 |
87 | 2020.03.12 12:29 | sell | 44 | 1.57 | 0.64255 | 0.64585 | 0.63355 | ||
88 | 2020.03.12 16:52 | t/p | 44 | 1.57 | 0.63355 | 0.64585 | 0.63355 | 1413.00 | 102915.51 |
89 | 2020.03.12 17:22 | sell | 45 | 1.62 | 0.63212 | 0.63542 | 0.62312 | ||
90 | 2020.03.12 19:58 | s/l | 45 | 1.62 | 0.63542 | 0.63542 | 0.62312 | -534.60 | 102380.91 |
91 | 2020.03.13 18:27 | sell | 46 | 1.63 | 0.62513 | 0.62843 | 0.61613 | ||
92 | 2020.03.13 18:57 | t/p | 46 | 1.63 | 0.61613 | 0.62843 | 0.61613 | 1467.00 | 103847.91 |
93 | 2020.03.17 09:07 | sell | 47 | 1.70 | 0.60734 | 0.61064 | 0.59834 | ||
94 | 2020.03.17 18:03 | t/p | 47 | 1.70 | 0.59834 | 0.61064 | 0.59834 | 1530.00 | 105377.91 |
95 | 2020.03.17 18:57 | sell | 48 | 1.76 | 0.59616 | 0.59946 | 0.58716 | ||
96 | 2020.03.17 19:10 | s/l | 48 | 1.76 | 0.59946 | 0.59946 | 0.58716 | -580.80 | 104797.11 |
97 | 2020.03.18 11:27 | sell | 49 | 1.76 | 0.59498 | 0.59828 | 0.58598 | ||
98 | 2020.03.18 18:16 | t/p | 49 | 1.76 | 0.58598 | 0.59828 | 0.58598 | 1584.00 | 106381.11 |
99 | 2020.03.18 18:49 | sell | 50 | 1.82 | 0.58167 | 0.58497 | 0.57267 | ||
100 | 2020.03.18 20:06 | t/p | 50 | 1.82 | 0.57267 | 0.58497 | 0.57267 | 1638.00 | 108019.11 |
101 | 2020.03.19 04:43 | sell | 51 | 1.90 | 0.56622 | 0.56952 | 0.55722 | ||
102 | 2020.03.19 04:58 | t/p | 51 | 1.90 | 0.55722 | 0.56952 | 0.55722 | 1710.00 | 109729.11 |
103 | 2020.03.26 01:32 | sell | 52 | 1.85 | 0.59161 | 0.59491 | 0.58261 | ||
104 | 2020.03.26 09:01 | close | 52 | 1.85 | 0.59159 | 0.59491 | 0.58261 | 3.70 | 109732.81 |
105 | 2020.03.26 14:12 | buy | 53 | 1.82 | 0.60073 | 0.59743 | 0.60973 | ||
106 | 2020.03.27 00:33 | close | 53 | 1.82 | 0.60459 | 0.59743 | 0.60973 | 697.40 | 110430.22 |