Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.06 00:00 - 2020.04.17 23:00 (2020.01.06 - 2020.04.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=300; TakeProfit=400; TS=100; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2812 | Ticks modelled | 8329200 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10815.98 | Gross profit | 17587.69 | Gross loss | -6771.71 |
Profit factor | 2.60 | Expected payoff | 212.08 | ||
Absolute drawdown | 665.66 | Maximal drawdown | 2096.45 (1.89%) | Relative drawdown | 1.89% (2096.45) |
Total trades | 51 | Short positions (won %) | 39 (76.92%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 37 (72.55%) | Loss trades (% of total) | 14 (27.45%) | ||
Largest | profit trade | 764.00 | loss trade | -607.20 | |
Average | profit trade | 475.34 | loss trade | -483.69 | |
Maximum | consecutive wins (profit in money) | 9 (3861.36) | consecutive losses (loss in money) | 2 (-1194.60) | |
Maximal | consecutive profit (count of wins) | 4600.00 (7) | consecutive loss (count of losses) | -1194.60 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.06 16:50 | sell | 1 | 1.44 | 0.69275 | 0.69605 | 0.68875 | ||
2 | 2020.01.07 12:19 | t/p | 1 | 1.44 | 0.68875 | 0.69605 | 0.68875 | 576.16 | 100576.16 |
3 | 2020.01.07 13:22 | sell | 2 | 1.46 | 0.68716 | 0.69046 | 0.68316 | ||
4 | 2020.01.08 06:42 | close | 2 | 1.46 | 0.68715 | 0.69046 | 0.68316 | 1.62 | 100577.78 |
5 | 2020.01.10 17:59 | buy | 3 | 1.45 | 0.69084 | 0.68754 | 0.69484 | ||
6 | 2020.01.10 23:00 | close | 3 | 1.45 | 0.69052 | 0.68754 | 0.69484 | -46.40 | 100531.38 |
7 | 2020.01.14 03:33 | sell | 4 | 1.45 | 0.68894 | 0.69224 | 0.68494 | ||
8 | 2020.01.16 11:57 | s/l | 4 | 1.45 | 0.69224 | 0.69224 | 0.68494 | -477.87 | 100053.51 |
9 | 2020.01.16 17:18 | sell | 5 | 1.45 | 0.68944 | 0.69274 | 0.68544 | ||
10 | 2020.01.17 23:00 | close | 5 | 1.45 | 0.68782 | 0.69274 | 0.68544 | 235.06 | 100288.57 |
11 | 2020.01.20 11:14 | sell | 6 | 1.46 | 0.68672 | 0.69002 | 0.68272 | ||
12 | 2020.01.21 06:00 | close | 6 | 1.46 | 0.68671 | 0.69002 | 0.68272 | 1.62 | 100290.19 |
13 | 2020.01.21 10:16 | sell | 7 | 1.46 | 0.68489 | 0.68819 | 0.68089 | ||
14 | 2020.01.22 11:48 | close | 7 | 1.46 | 0.68440 | 0.68819 | 0.68089 | 71.70 | 100361.89 |
15 | 2020.01.23 02:30 | buy | 8 | 1.46 | 0.68649 | 0.68319 | 0.69049 | ||
16 | 2020.01.23 18:21 | s/l | 8 | 1.46 | 0.68319 | 0.68319 | 0.69049 | -481.80 | 99880.09 |
17 | 2020.01.24 17:17 | sell | 9 | 1.46 | 0.68294 | 0.68624 | 0.67894 | ||
18 | 2020.01.24 23:00 | close | 9 | 1.46 | 0.68244 | 0.68624 | 0.67894 | 73.00 | 99953.09 |
19 | 2020.01.27 11:06 | sell | 10 | 1.47 | 0.67806 | 0.68136 | 0.67406 | ||
20 | 2020.01.28 06:02 | close | 10 | 1.47 | 0.67615 | 0.68136 | 0.67406 | 280.93 | 100234.02 |
21 | 2020.01.28 10:52 | sell | 11 | 1.48 | 0.67425 | 0.67755 | 0.67025 | ||
22 | 2020.01.29 05:13 | s/l | 11 | 1.48 | 0.67755 | 0.67755 | 0.67025 | -488.24 | 99745.78 |
23 | 2020.01.29 16:57 | sell | 12 | 1.48 | 0.67373 | 0.67703 | 0.66973 | ||
24 | 2020.01.30 22:42 | close | 12 | 1.48 | 0.67238 | 0.67703 | 0.66973 | 200.28 | 99946.06 |
25 | 2020.01.31 11:28 | sell | 13 | 1.49 | 0.66892 | 0.67222 | 0.66492 | ||
26 | 2020.01.31 23:00 | close | 13 | 1.49 | 0.66957 | 0.67222 | 0.66492 | -96.85 | 99849.21 |
27 | 2020.02.04 05:37 | buy | 14 | 1.48 | 0.67179 | 0.66849 | 0.67579 | ||
28 | 2020.02.05 03:21 | close | 14 | 1.48 | 0.67263 | 0.66849 | 0.67579 | 120.44 | 99969.66 |
29 | 2020.02.05 10:37 | buy | 15 | 1.48 | 0.67559 | 0.67229 | 0.67959 | ||
30 | 2020.02.07 02:18 | s/l | 15 | 1.48 | 0.67229 | 0.67229 | 0.67959 | -503.91 | 99465.74 |
31 | 2020.02.07 09:51 | sell | 16 | 1.48 | 0.67072 | 0.67402 | 0.66672 | ||
32 | 2020.02.07 16:08 | t/p | 16 | 1.48 | 0.66672 | 0.67402 | 0.66672 | 592.00 | 100057.74 |
33 | 2020.02.13 01:48 | sell | 17 | 1.48 | 0.67191 | 0.67521 | 0.66791 | ||
34 | 2020.02.14 18:00 | close | 17 | 1.48 | 0.67189 | 0.67521 | 0.66791 | 3.12 | 100060.86 |
35 | 2020.02.18 01:23 | sell | 18 | 1.49 | 0.67076 | 0.67406 | 0.66676 | ||
36 | 2020.02.18 16:40 | close | 18 | 1.49 | 0.66925 | 0.67406 | 0.66676 | 224.99 | 100285.85 |
37 | 2020.02.19 15:42 | sell | 19 | 1.50 | 0.66794 | 0.67124 | 0.66394 | ||
38 | 2020.02.20 04:34 | t/p | 19 | 1.50 | 0.66394 | 0.67124 | 0.66394 | 600.49 | 100886.34 |
39 | 2020.02.20 11:17 | sell | 20 | 1.52 | 0.66223 | 0.66553 | 0.65823 | ||
40 | 2020.02.21 14:23 | close | 20 | 1.52 | 0.66057 | 0.66553 | 0.65823 | 252.49 | 101138.83 |
41 | 2020.02.26 08:14 | sell | 21 | 1.53 | 0.65809 | 0.66139 | 0.65409 | ||
42 | 2020.02.27 04:21 | close | 21 | 1.53 | 0.65600 | 0.66139 | 0.65409 | 320.27 | 101459.10 |
43 | 2020.02.28 05:12 | sell | 22 | 1.55 | 0.65436 | 0.65766 | 0.65036 | ||
44 | 2020.02.28 13:55 | t/p | 22 | 1.55 | 0.65036 | 0.65766 | 0.65036 | 620.00 | 102079.10 |
45 | 2020.02.28 17:44 | sell | 23 | 1.57 | 0.64861 | 0.65191 | 0.64461 | ||
46 | 2020.02.28 17:58 | t/p | 23 | 1.57 | 0.64461 | 0.65191 | 0.64461 | 628.00 | 102707.10 |
47 | 2020.03.03 17:00 | buy | 24 | 1.55 | 0.66036 | 0.65706 | 0.66436 | ||
48 | 2020.03.03 17:42 | t/p | 24 | 1.55 | 0.66436 | 0.65706 | 0.66436 | 620.00 | 103327.10 |
49 | 2020.03.05 15:23 | sell | 25 | 1.56 | 0.66018 | 0.66348 | 0.65618 | ||
50 | 2020.03.06 10:12 | s/l | 25 | 1.56 | 0.66348 | 0.66348 | 0.65618 | -514.63 | 102812.47 |
51 | 2020.03.09 04:34 | sell | 26 | 1.56 | 0.65841 | 0.66171 | 0.65441 | ||
52 | 2020.03.09 04:42 | t/p | 26 | 1.56 | 0.65441 | 0.66171 | 0.65441 | 624.00 | 103436.47 |
53 | 2020.03.10 17:50 | sell | 27 | 1.58 | 0.65277 | 0.65607 | 0.64877 | ||
54 | 2020.03.10 18:57 | t/p | 27 | 1.58 | 0.64877 | 0.65607 | 0.64877 | 632.00 | 104068.47 |
55 | 2020.03.12 01:22 | sell | 28 | 1.60 | 0.64726 | 0.65056 | 0.64326 | ||
56 | 2020.03.12 12:02 | t/p | 28 | 1.60 | 0.64326 | 0.65056 | 0.64326 | 640.00 | 104708.47 |
57 | 2020.03.12 13:43 | sell | 29 | 1.63 | 0.64048 | 0.64378 | 0.63648 | ||
58 | 2020.03.12 15:25 | t/p | 29 | 1.63 | 0.63648 | 0.64378 | 0.63648 | 652.00 | 105360.47 |
59 | 2020.03.12 17:22 | sell | 30 | 1.66 | 0.63219 | 0.63549 | 0.62819 | ||
60 | 2020.03.12 18:41 | t/p | 30 | 1.66 | 0.62819 | 0.63549 | 0.62819 | 664.00 | 106024.47 |
61 | 2020.03.13 18:49 | sell | 31 | 1.71 | 0.61941 | 0.62271 | 0.61541 | ||
62 | 2020.03.13 18:58 | t/p | 31 | 1.71 | 0.61541 | 0.62271 | 0.61541 | 684.00 | 106708.47 |
63 | 2020.03.17 12:54 | sell | 32 | 1.76 | 0.60396 | 0.60726 | 0.59996 | ||
64 | 2020.03.17 13:59 | t/p | 32 | 1.76 | 0.59996 | 0.60726 | 0.59996 | 704.00 | 107412.47 |
65 | 2020.03.17 18:57 | sell | 33 | 1.80 | 0.59618 | 0.59948 | 0.59218 | ||
66 | 2020.03.17 19:10 | s/l | 33 | 1.80 | 0.59948 | 0.59948 | 0.59218 | -594.00 | 106818.47 |
67 | 2020.03.18 11:28 | sell | 34 | 1.79 | 0.59440 | 0.59770 | 0.59040 | ||
68 | 2020.03.18 15:04 | t/p | 34 | 1.79 | 0.59040 | 0.59770 | 0.59040 | 716.00 | 107534.47 |
69 | 2020.03.18 16:27 | sell | 35 | 1.82 | 0.58793 | 0.59123 | 0.58393 | ||
70 | 2020.03.18 18:24 | t/p | 35 | 1.82 | 0.58393 | 0.59123 | 0.58393 | 728.00 | 108262.47 |
71 | 2020.03.18 19:53 | sell | 36 | 1.86 | 0.57982 | 0.58312 | 0.57582 | ||
72 | 2020.03.18 20:05 | t/p | 36 | 1.86 | 0.57582 | 0.58312 | 0.57582 | 744.00 | 109006.47 |
73 | 2020.03.19 04:10 | sell | 37 | 1.91 | 0.56791 | 0.57121 | 0.56391 | ||
74 | 2020.03.19 04:56 | t/p | 37 | 1.91 | 0.56391 | 0.57121 | 0.56391 | 764.00 | 109770.47 |
75 | 2020.03.19 18:51 | buy | 38 | 1.84 | 0.59563 | 0.59233 | 0.59963 | ||
76 | 2020.03.19 18:54 | s/l | 38 | 1.84 | 0.59233 | 0.59233 | 0.59963 | -607.20 | 109163.27 |
77 | 2020.03.26 01:32 | sell | 39 | 1.84 | 0.59159 | 0.59489 | 0.58759 | ||
78 | 2020.03.26 04:30 | t/p | 39 | 1.84 | 0.58759 | 0.59489 | 0.58759 | 736.00 | 109899.27 |
79 | 2020.03.26 14:12 | buy | 40 | 1.83 | 0.60060 | 0.59730 | 0.60460 | ||
80 | 2020.03.26 16:07 | t/p | 40 | 1.83 | 0.60460 | 0.59730 | 0.60460 | 732.00 | 110631.27 |
81 | 2020.03.31 03:54 | sell | 41 | 1.81 | 0.60980 | 0.61310 | 0.60580 | ||
82 | 2020.03.31 03:55 | s/l | 41 | 1.81 | 0.61310 | 0.61310 | 0.60580 | -597.30 | 110033.97 |
83 | 2020.04.01 09:42 | sell | 42 | 1.81 | 0.60649 | 0.60979 | 0.60249 | ||
84 | 2020.04.01 17:49 | s/l | 42 | 1.81 | 0.60979 | 0.60979 | 0.60249 | -597.30 | 109436.67 |
85 | 2020.04.02 15:52 | sell | 43 | 1.80 | 0.60471 | 0.60801 | 0.60071 | ||
86 | 2020.04.03 12:12 | t/p | 43 | 1.80 | 0.60071 | 0.60801 | 0.60071 | 720.20 | 110156.87 |
87 | 2020.04.07 07:49 | buy | 44 | 1.79 | 0.61499 | 0.61169 | 0.61899 | ||
88 | 2020.04.07 10:17 | t/p | 44 | 1.79 | 0.61899 | 0.61169 | 0.61899 | 716.00 | 110872.87 |
89 | 2020.04.08 18:28 | buy | 45 | 1.77 | 0.62402 | 0.62072 | 0.62802 | ||
90 | 2020.04.09 09:02 | s/l | 45 | 1.77 | 0.62072 | 0.62072 | 0.62802 | -598.02 | 110274.85 |
91 | 2020.04.09 15:50 | buy | 46 | 1.75 | 0.62702 | 0.62372 | 0.63102 | ||
92 | 2020.04.09 18:53 | t/p | 46 | 1.75 | 0.63102 | 0.62372 | 0.63102 | 700.00 | 110974.85 |
93 | 2020.04.09 20:31 | buy | 47 | 1.75 | 0.63418 | 0.63088 | 0.63818 | ||
94 | 2020.04.10 23:00 | close | 47 | 1.75 | 0.63505 | 0.63088 | 0.63818 | 147.66 | 111122.52 |
95 | 2020.04.13 20:47 | buy | 48 | 1.73 | 0.64059 | 0.63729 | 0.64459 | ||
96 | 2020.04.15 04:24 | close | 48 | 1.73 | 0.64160 | 0.63729 | 0.64459 | 165.66 | 111288.18 |
97 | 2020.04.15 09:23 | sell | 49 | 1.74 | 0.63655 | 0.63985 | 0.63255 | ||
98 | 2020.04.15 13:33 | t/p | 49 | 1.74 | 0.63255 | 0.63985 | 0.63255 | 696.00 | 111984.18 |
99 | 2020.04.15 15:12 | sell | 50 | 1.77 | 0.63002 | 0.63332 | 0.62602 | ||
100 | 2020.04.15 17:56 | s/l | 50 | 1.77 | 0.63332 | 0.63332 | 0.62602 | -584.10 | 111400.08 |
101 | 2020.04.16 04:47 | sell | 51 | 1.77 | 0.62721 | 0.63051 | 0.62321 | ||
102 | 2020.04.16 09:40 | s/l | 51 | 1.77 | 0.63051 | 0.63051 | 0.62321 | -584.10 | 110815.98 |