Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.30 00:00 - 2020.03.27 23:30 (2019.12.30 - 2020.04.11) | ||||
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 | 4067 | Ticks modelled | 6877916 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10763.37 | Gross profit | 15507.67 | Gross loss | -4744.30 |
Profit factor | 3.27 | Expected payoff | 224.24 | ||
Absolute drawdown | 1342.12 | Maximal drawdown | 2118.76 (2.10%) | Relative drawdown | 2.10% (2118.76) |
Total trades | 48 | Short positions (won %) | 40 (82.50%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 36 (75.00%) | Loss trades (% of total) | 12 (25.00%) | ||
Largest | profit trade | 1719.00 | loss trade | -584.10 | |
Average | profit trade | 430.77 | loss trade | -395.36 | |
Maximum | consecutive wins (profit in money) | 10 (1178.17) | consecutive losses (loss in money) | 2 (-992.30) | |
Maximal | consecutive profit (count of wins) | 5655.25 (5) | consecutive loss (count of losses) | -992.30 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.31 15:12 | buy | 1 | 1.42 | 0.70255 | 0.69925 | 0.71155 | ||
2 | 2020.01.02 12:15 | s/l | 1 | 1.42 | 0.69925 | 0.69925 | 0.71155 | -483.58 | 99516.42 |
3 | 2020.01.02 13:32 | sell | 2 | 1.42 | 0.69856 | 0.70186 | 0.68956 | ||
4 | 2020.01.03 02:00 | close | 2 | 1.42 | 0.69855 | 0.70186 | 0.68956 | 1.58 | 99518.00 |
5 | 2020.01.03 03:54 | sell | 3 | 1.42 | 0.69729 | 0.70059 | 0.68829 | ||
6 | 2020.01.03 15:01 | close | 3 | 1.42 | 0.69509 | 0.70059 | 0.68829 | 312.40 | 99830.40 |
7 | 2020.01.06 16:52 | sell | 4 | 1.44 | 0.69270 | 0.69600 | 0.68370 | ||
8 | 2020.01.07 21:59 | close | 4 | 1.44 | 0.68704 | 0.69600 | 0.68370 | 815.20 | 100645.60 |
9 | 2020.01.08 01:33 | sell | 5 | 1.46 | 0.68535 | 0.68865 | 0.67635 | ||
10 | 2020.01.08 09:48 | s/l | 5 | 1.46 | 0.68865 | 0.68865 | 0.67635 | -481.80 | 100163.80 |
11 | 2020.01.09 11:08 | sell | 6 | 1.46 | 0.68582 | 0.68912 | 0.67682 | ||
12 | 2020.01.09 22:21 | close | 6 | 1.46 | 0.68564 | 0.68912 | 0.67682 | 26.28 | 100190.08 |
13 | 2020.01.10 17:59 | buy | 7 | 1.45 | 0.69091 | 0.68761 | 0.69991 | ||
14 | 2020.01.10 23:00 | close | 7 | 1.45 | 0.69052 | 0.68761 | 0.69991 | -56.55 | 100133.53 |
15 | 2020.01.14 03:33 | sell | 8 | 1.45 | 0.68897 | 0.69227 | 0.67997 | ||
16 | 2020.01.16 12:10 | s/l | 8 | 1.45 | 0.69227 | 0.69227 | 0.67997 | -477.86 | 99655.66 |
17 | 2020.01.16 17:18 | sell | 9 | 1.44 | 0.68970 | 0.69300 | 0.68070 | ||
18 | 2020.01.17 02:05 | close | 9 | 1.44 | 0.68969 | 0.69300 | 0.68070 | 1.60 | 99657.26 |
19 | 2020.01.17 03:40 | sell | 10 | 1.44 | 0.68830 | 0.69160 | 0.67930 | ||
20 | 2020.01.17 23:00 | close | 10 | 1.44 | 0.68782 | 0.69160 | 0.67930 | 69.12 | 99726.38 |
21 | 2020.01.20 11:14 | sell | 11 | 1.45 | 0.68671 | 0.69001 | 0.67771 | ||
22 | 2020.01.21 08:40 | close | 11 | 1.45 | 0.68671 | 0.69001 | 0.67771 | 0.16 | 99726.54 |
23 | 2020.01.21 10:16 | sell | 12 | 1.45 | 0.68487 | 0.68817 | 0.67587 | ||
24 | 2020.01.22 02:31 | close | 12 | 1.45 | 0.68479 | 0.68817 | 0.67587 | 11.76 | 99738.30 |
25 | 2020.01.22 03:44 | sell | 13 | 1.46 | 0.68290 | 0.68620 | 0.67390 | ||
26 | 2020.01.23 02:30 | s/l | 13 | 1.46 | 0.68620 | 0.68620 | 0.67390 | -481.32 | 99256.98 |
27 | 2020.01.23 18:07 | sell | 14 | 1.45 | 0.68412 | 0.68742 | 0.67512 | ||
28 | 2020.01.24 23:00 | close | 14 | 1.45 | 0.68244 | 0.68742 | 0.67512 | 243.76 | 99500.74 |
29 | 2020.01.27 09:59 | sell | 15 | 1.46 | 0.67897 | 0.68227 | 0.66997 | ||
30 | 2020.01.27 23:18 | close | 15 | 1.46 | 0.67627 | 0.68227 | 0.66997 | 394.20 | 99894.94 |
31 | 2020.01.28 02:58 | sell | 16 | 1.48 | 0.67475 | 0.67805 | 0.66575 | ||
32 | 2020.01.29 19:32 | close | 16 | 1.48 | 0.67472 | 0.67805 | 0.66575 | 4.60 | 99899.54 |
33 | 2020.01.30 09:19 | sell | 17 | 1.48 | 0.67259 | 0.67589 | 0.66359 | ||
34 | 2020.01.30 21:49 | close | 17 | 1.48 | 0.67155 | 0.67589 | 0.66359 | 153.92 | 100053.46 |
35 | 2020.01.31 10:50 | sell | 18 | 1.49 | 0.66980 | 0.67310 | 0.66080 | ||
36 | 2020.01.31 18:00 | close | 18 | 1.49 | 0.66976 | 0.67310 | 0.66080 | 5.96 | 100059.42 |
37 | 2020.02.04 03:10 | sell | 19 | 1.49 | 0.66780 | 0.67110 | 0.65880 | ||
38 | 2020.02.04 05:32 | s/l | 19 | 1.49 | 0.67110 | 0.67110 | 0.65880 | -491.70 | 99567.72 |
39 | 2020.02.05 10:37 | buy | 20 | 1.47 | 0.67563 | 0.67233 | 0.68463 | ||
40 | 2020.02.07 02:18 | s/l | 20 | 1.47 | 0.67233 | 0.67233 | 0.68463 | -500.60 | 99067.12 |
41 | 2020.02.07 02:37 | sell | 21 | 1.47 | 0.67174 | 0.67504 | 0.66274 | ||
42 | 2020.02.07 17:43 | close | 21 | 1.47 | 0.66892 | 0.67504 | 0.66274 | 414.54 | 99481.66 |
43 | 2020.02.10 04:13 | buy | 22 | 1.48 | 0.67021 | 0.66691 | 0.67921 | ||
44 | 2020.02.11 11:05 | close | 22 | 1.48 | 0.67046 | 0.66691 | 0.67921 | 33.10 | 99514.76 |
45 | 2020.02.12 10:27 | buy | 23 | 1.47 | 0.67467 | 0.67137 | 0.68367 | ||
46 | 2020.02.13 01:48 | s/l | 23 | 1.47 | 0.67137 | 0.67137 | 0.68367 | -496.73 | 99018.03 |
47 | 2020.02.14 01:43 | sell | 24 | 1.47 | 0.67093 | 0.67423 | 0.66193 | ||
48 | 2020.02.14 23:00 | close | 24 | 1.47 | 0.67171 | 0.67423 | 0.66193 | -114.66 | 98903.37 |
49 | 2020.02.18 01:22 | sell | 25 | 1.47 | 0.67078 | 0.67408 | 0.66178 | ||
50 | 2020.02.18 12:33 | close | 25 | 1.47 | 0.66858 | 0.67408 | 0.66178 | 323.40 | 99226.77 |
51 | 2020.02.19 15:43 | sell | 26 | 1.48 | 0.66791 | 0.67121 | 0.65891 | ||
52 | 2020.02.19 22:19 | close | 26 | 1.48 | 0.66789 | 0.67121 | 0.65891 | 2.96 | 99229.73 |
53 | 2020.02.20 03:32 | sell | 27 | 1.48 | 0.66599 | 0.66929 | 0.65699 | ||
54 | 2020.02.20 17:00 | close | 27 | 1.48 | 0.66315 | 0.66929 | 0.65699 | 420.32 | 99650.05 |
55 | 2020.02.21 04:13 | sell | 28 | 1.50 | 0.66046 | 0.66376 | 0.65146 | ||
56 | 2020.02.21 10:40 | close | 28 | 1.50 | 0.66035 | 0.66376 | 0.65146 | 16.50 | 99666.55 |
57 | 2020.02.26 08:14 | sell | 29 | 1.51 | 0.65826 | 0.66156 | 0.64926 | ||
58 | 2020.02.26 16:24 | close | 29 | 1.51 | 0.65755 | 0.66156 | 0.64926 | 107.21 | 99773.76 |
59 | 2020.02.26 17:55 | sell | 30 | 1.52 | 0.65554 | 0.65884 | 0.64654 | ||
60 | 2020.02.27 02:14 | close | 30 | 1.52 | 0.65541 | 0.65884 | 0.64654 | 20.26 | 99794.02 |
61 | 2020.02.28 03:56 | sell | 31 | 1.52 | 0.65566 | 0.65896 | 0.64666 | ||
62 | 2020.02.28 10:18 | close | 31 | 1.52 | 0.65470 | 0.65896 | 0.64666 | 145.92 | 99939.94 |
63 | 2020.02.28 13:57 | sell | 32 | 1.53 | 0.64993 | 0.65323 | 0.64093 | ||
64 | 2020.02.28 21:30 | close | 32 | 1.53 | 0.64962 | 0.65323 | 0.64093 | 47.43 | 99987.37 |
65 | 2020.03.03 17:00 | buy | 33 | 1.51 | 0.66044 | 0.65714 | 0.66944 | ||
66 | 2020.03.04 16:35 | close | 33 | 1.51 | 0.66102 | 0.65714 | 0.66944 | 83.60 | 100070.97 |
67 | 2020.03.05 15:26 | sell | 34 | 1.51 | 0.66014 | 0.66344 | 0.65114 | ||
68 | 2020.03.05 22:33 | close | 34 | 1.51 | 0.66007 | 0.66344 | 0.65114 | 10.57 | 100081.54 |
69 | 2020.03.06 10:14 | buy | 35 | 1.50 | 0.66396 | 0.66066 | 0.67296 | ||
70 | 2020.03.06 23:00 | close | 35 | 1.50 | 0.66371 | 0.66066 | 0.67296 | -37.50 | 100044.04 |
71 | 2020.03.09 04:34 | sell | 36 | 1.51 | 0.65843 | 0.66173 | 0.64943 | ||
72 | 2020.03.09 04:49 | t/p | 36 | 1.51 | 0.64943 | 0.66173 | 0.64943 | 1359.00 | 101403.04 |
73 | 2020.03.10 17:50 | sell | 37 | 1.55 | 0.65272 | 0.65602 | 0.64372 | ||
74 | 2020.03.10 23:58 | close | 37 | 1.55 | 0.65124 | 0.65602 | 0.64372 | 229.40 | 101632.44 |
75 | 2020.03.12 01:22 | sell | 38 | 1.56 | 0.64720 | 0.65050 | 0.63820 | ||
76 | 2020.03.12 11:20 | close | 38 | 1.56 | 0.64617 | 0.65050 | 0.63820 | 160.68 | 101793.12 |
77 | 2020.03.12 12:29 | sell | 39 | 1.58 | 0.64255 | 0.64585 | 0.63355 | ||
78 | 2020.03.12 16:52 | t/p | 39 | 1.58 | 0.63355 | 0.64585 | 0.63355 | 1422.00 | 103215.12 |
79 | 2020.03.12 17:22 | sell | 40 | 1.63 | 0.63212 | 0.63542 | 0.62312 | ||
80 | 2020.03.12 19:58 | s/l | 40 | 1.63 | 0.63542 | 0.63542 | 0.62312 | -537.90 | 102677.22 |
81 | 2020.03.13 18:27 | sell | 41 | 1.64 | 0.62513 | 0.62843 | 0.61613 | ||
82 | 2020.03.13 18:57 | t/p | 41 | 1.64 | 0.61613 | 0.62843 | 0.61613 | 1476.00 | 104153.22 |
83 | 2020.03.17 09:07 | sell | 42 | 1.71 | 0.60734 | 0.61064 | 0.59834 | ||
84 | 2020.03.17 18:03 | t/p | 42 | 1.71 | 0.59834 | 0.61064 | 0.59834 | 1539.00 | 105692.22 |
85 | 2020.03.17 18:57 | sell | 43 | 1.77 | 0.59616 | 0.59946 | 0.58716 | ||
86 | 2020.03.17 19:10 | s/l | 43 | 1.77 | 0.59946 | 0.59946 | 0.58716 | -584.10 | 105108.12 |
87 | 2020.03.18 11:27 | sell | 44 | 1.76 | 0.59498 | 0.59828 | 0.58598 | ||
88 | 2020.03.18 18:16 | t/p | 44 | 1.76 | 0.58598 | 0.59828 | 0.58598 | 1584.00 | 106692.12 |
89 | 2020.03.18 18:49 | sell | 45 | 1.83 | 0.58167 | 0.58497 | 0.57267 | ||
90 | 2020.03.18 20:06 | t/p | 45 | 1.83 | 0.57267 | 0.58497 | 0.57267 | 1647.00 | 108339.12 |
91 | 2020.03.19 04:43 | sell | 46 | 1.91 | 0.56622 | 0.56952 | 0.55722 | ||
92 | 2020.03.19 04:58 | t/p | 46 | 1.91 | 0.55722 | 0.56952 | 0.55722 | 1719.00 | 110058.12 |
93 | 2020.03.26 01:32 | sell | 47 | 1.85 | 0.59161 | 0.59491 | 0.58261 | ||
94 | 2020.03.26 09:01 | close | 47 | 1.85 | 0.59159 | 0.59491 | 0.58261 | 3.70 | 110061.82 |
95 | 2020.03.26 14:12 | buy | 48 | 1.83 | 0.60073 | 0.59743 | 0.60973 | ||
96 | 2020.03.27 00:33 | close | 48 | 1.83 | 0.60459 | 0.59743 | 0.60973 | 701.55 | 110763.37 |