Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.13 00:00 - 2020.04.24 23:00 (2020.01.13 - 2020.04.26) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=1.5; DownATRR=0.5; DPR=0.5; StopLoss=500; TakeProfit=300; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2810 | Ticks modelled | 8364197 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 8902.34 | Gross profit | 15311.78 | Gross loss | -6409.44 |
Profit factor | 2.39 | Expected payoff | 189.41 | ||
Absolute drawdown | 687.78 | Maximal drawdown | 2314.64 (2.12%) | Relative drawdown | 2.12% (2314.64) |
Total trades | 47 | Short positions (won %) | 39 (79.49%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 36 (76.60%) | Loss trades (% of total) | 11 (23.40%) | ||
Largest | profit trade | 564.00 | loss trade | -943.40 | |
Average | profit trade | 425.33 | loss trade | -582.68 | |
Maximum | consecutive wins (profit in money) | 8 (3897.00) | consecutive losses (loss in money) | 2 (-1881.50) | |
Maximal | consecutive profit (count of wins) | 3897.00 (8) | consecutive loss (count of losses) | -1881.50 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.14 03:33 | sell | 1 | 1.45 | 0.68894 | 0.69424 | 0.68594 | ||
2 | 2020.01.17 23:00 | close | 1 | 1.45 | 0.68782 | 0.69424 | 0.68594 | 145.48 | 100145.48 |
3 | 2020.01.20 11:14 | sell | 2 | 1.45 | 0.68672 | 0.69202 | 0.68372 | ||
4 | 2020.01.21 06:00 | close | 2 | 1.45 | 0.68671 | 0.69202 | 0.68372 | -1.93 | 100143.55 |
5 | 2020.01.21 10:16 | sell | 3 | 1.46 | 0.68489 | 0.69019 | 0.68189 | ||
6 | 2020.01.22 11:48 | close | 3 | 1.46 | 0.68440 | 0.69019 | 0.68189 | 68.13 | 100211.68 |
7 | 2020.01.23 02:30 | buy | 4 | 1.45 | 0.68680 | 0.68150 | 0.68980 | ||
8 | 2020.01.24 23:00 | close | 4 | 1.45 | 0.68214 | 0.68150 | 0.68980 | -675.41 | 99536.27 |
9 | 2020.01.27 11:06 | sell | 5 | 1.46 | 0.67806 | 0.68336 | 0.67506 | ||
10 | 2020.01.28 02:58 | t/p | 5 | 1.46 | 0.67506 | 0.68336 | 0.67506 | 434.59 | 99970.87 |
11 | 2020.01.28 10:52 | sell | 6 | 1.48 | 0.67425 | 0.67955 | 0.67125 | ||
12 | 2020.01.30 16:18 | t/p | 6 | 1.48 | 0.67125 | 0.67955 | 0.67125 | 430.19 | 100401.05 |
13 | 2020.01.30 17:54 | sell | 7 | 1.49 | 0.66999 | 0.67529 | 0.66699 | ||
14 | 2020.01.31 23:00 | close | 7 | 1.49 | 0.66957 | 0.67529 | 0.66699 | 59.10 | 100460.15 |
15 | 2020.02.04 05:37 | buy | 8 | 1.49 | 0.67221 | 0.66691 | 0.67521 | ||
16 | 2020.02.05 03:21 | close | 8 | 1.49 | 0.67263 | 0.66691 | 0.67521 | 62.88 | 100523.03 |
17 | 2020.02.05 10:37 | buy | 9 | 1.48 | 0.67593 | 0.67063 | 0.67893 | ||
18 | 2020.02.07 09:51 | s/l | 9 | 1.48 | 0.67063 | 0.67063 | 0.67893 | -783.21 | 99739.82 |
19 | 2020.02.07 10:34 | sell | 10 | 1.48 | 0.66961 | 0.67491 | 0.66661 | ||
20 | 2020.02.07 16:08 | t/p | 10 | 1.48 | 0.66661 | 0.67491 | 0.66661 | 444.00 | 100183.82 |
21 | 2020.02.13 01:48 | sell | 11 | 1.49 | 0.67191 | 0.67721 | 0.66891 | ||
22 | 2020.02.14 18:00 | close | 11 | 1.49 | 0.67189 | 0.67721 | 0.66891 | -0.50 | 100183.33 |
23 | 2020.02.18 01:23 | sell | 12 | 1.49 | 0.67076 | 0.67606 | 0.66776 | ||
24 | 2020.02.18 11:14 | t/p | 12 | 1.49 | 0.66776 | 0.67606 | 0.66776 | 447.00 | 100630.33 |
25 | 2020.02.19 15:42 | sell | 13 | 1.50 | 0.66794 | 0.67324 | 0.66494 | ||
26 | 2020.02.20 03:55 | t/p | 13 | 1.50 | 0.66494 | 0.67324 | 0.66494 | 439.50 | 101069.82 |
27 | 2020.02.20 04:34 | sell | 14 | 1.52 | 0.66351 | 0.66881 | 0.66051 | ||
28 | 2020.02.21 02:40 | close | 14 | 1.52 | 0.66247 | 0.66881 | 0.66051 | 154.53 | 101224.36 |
29 | 2020.02.21 04:14 | sell | 15 | 1.53 | 0.66042 | 0.66572 | 0.65742 | ||
30 | 2020.02.21 23:00 | close | 15 | 1.53 | 0.66289 | 0.66572 | 0.65742 | -377.91 | 100846.45 |
31 | 2020.02.26 08:14 | sell | 16 | 1.53 | 0.65809 | 0.66339 | 0.65509 | ||
32 | 2020.02.26 23:34 | t/p | 16 | 1.53 | 0.65509 | 0.66339 | 0.65509 | 459.00 | 101305.45 |
33 | 2020.02.28 05:12 | sell | 17 | 1.54 | 0.65436 | 0.65966 | 0.65136 | ||
34 | 2020.02.28 12:57 | t/p | 17 | 1.54 | 0.65136 | 0.65966 | 0.65136 | 462.00 | 101767.45 |
35 | 2020.02.28 13:57 | sell | 18 | 1.56 | 0.64992 | 0.65522 | 0.64692 | ||
36 | 2020.02.28 17:55 | t/p | 18 | 1.56 | 0.64692 | 0.65522 | 0.64692 | 468.00 | 102235.45 |
37 | 2020.03.03 17:00 | buy | 19 | 1.54 | 0.66115 | 0.65585 | 0.66415 | ||
38 | 2020.03.03 17:41 | t/p | 19 | 1.54 | 0.66415 | 0.65585 | 0.66415 | 462.00 | 102697.45 |
39 | 2020.03.05 15:23 | sell | 20 | 1.55 | 0.66018 | 0.66548 | 0.65718 | ||
40 | 2020.03.06 13:33 | s/l | 20 | 1.55 | 0.66548 | 0.66548 | 0.65718 | -825.12 | 101872.33 |
41 | 2020.03.09 04:34 | sell | 21 | 1.54 | 0.65841 | 0.66371 | 0.65541 | ||
42 | 2020.03.09 04:42 | t/p | 21 | 1.54 | 0.65541 | 0.66371 | 0.65541 | 462.00 | 102334.33 |
43 | 2020.03.10 17:50 | sell | 22 | 1.56 | 0.65277 | 0.65807 | 0.64977 | ||
44 | 2020.03.10 18:57 | t/p | 22 | 1.56 | 0.64977 | 0.65807 | 0.64977 | 468.00 | 102802.33 |
45 | 2020.03.12 01:22 | sell | 23 | 1.58 | 0.64726 | 0.65256 | 0.64426 | ||
46 | 2020.03.12 09:43 | t/p | 23 | 1.58 | 0.64426 | 0.65256 | 0.64426 | 474.00 | 103276.33 |
47 | 2020.03.12 12:29 | sell | 24 | 1.60 | 0.64250 | 0.64780 | 0.63950 | ||
48 | 2020.03.12 14:09 | t/p | 24 | 1.60 | 0.63950 | 0.64780 | 0.63950 | 480.00 | 103756.33 |
49 | 2020.03.12 15:25 | sell | 25 | 1.63 | 0.63606 | 0.64136 | 0.63306 | ||
50 | 2020.03.12 17:18 | t/p | 25 | 1.63 | 0.63306 | 0.64136 | 0.63306 | 489.00 | 104245.33 |
51 | 2020.03.12 18:10 | sell | 26 | 1.65 | 0.63089 | 0.63619 | 0.62789 | ||
52 | 2020.03.12 18:41 | t/p | 26 | 1.65 | 0.62789 | 0.63619 | 0.62789 | 495.00 | 104740.33 |
53 | 2020.03.13 18:49 | sell | 27 | 1.69 | 0.61941 | 0.62471 | 0.61641 | ||
54 | 2020.03.13 18:57 | t/p | 27 | 1.69 | 0.61641 | 0.62471 | 0.61641 | 507.00 | 105247.33 |
55 | 2020.03.17 12:54 | sell | 28 | 1.74 | 0.60396 | 0.60926 | 0.60096 | ||
56 | 2020.03.17 13:56 | t/p | 28 | 1.74 | 0.60096 | 0.60926 | 0.60096 | 522.00 | 105769.33 |
57 | 2020.03.17 18:57 | sell | 29 | 1.77 | 0.59618 | 0.60148 | 0.59318 | ||
58 | 2020.03.18 00:10 | s/l | 29 | 1.77 | 0.60148 | 0.60148 | 0.59318 | -942.23 | 104827.10 |
59 | 2020.03.18 11:28 | sell | 30 | 1.76 | 0.59440 | 0.59970 | 0.59140 | ||
60 | 2020.03.18 14:45 | t/p | 30 | 1.76 | 0.59140 | 0.59970 | 0.59140 | 528.00 | 105355.10 |
61 | 2020.03.18 15:18 | sell | 31 | 1.78 | 0.58967 | 0.59497 | 0.58667 | ||
62 | 2020.03.18 17:52 | t/p | 31 | 1.78 | 0.58667 | 0.59497 | 0.58667 | 534.00 | 105889.10 |
63 | 2020.03.18 18:23 | sell | 32 | 1.81 | 0.58443 | 0.58973 | 0.58143 | ||
64 | 2020.03.18 19:51 | t/p | 32 | 1.81 | 0.58143 | 0.58973 | 0.58143 | 543.00 | 106432.10 |
65 | 2020.03.18 20:04 | sell | 33 | 1.84 | 0.57640 | 0.58170 | 0.57340 | ||
66 | 2020.03.18 20:06 | t/p | 33 | 1.84 | 0.57340 | 0.58170 | 0.57340 | 552.00 | 106984.10 |
67 | 2020.03.19 04:10 | sell | 34 | 1.88 | 0.56791 | 0.57321 | 0.56491 | ||
68 | 2020.03.19 04:56 | t/p | 34 | 1.88 | 0.56491 | 0.57321 | 0.56491 | 564.00 | 107548.10 |
69 | 2020.03.26 01:32 | sell | 35 | 1.81 | 0.59159 | 0.59689 | 0.58859 | ||
70 | 2020.03.26 04:00 | t/p | 35 | 1.81 | 0.58859 | 0.59689 | 0.58859 | 543.00 | 108091.10 |
71 | 2020.03.26 14:15 | buy | 36 | 1.79 | 0.60178 | 0.59648 | 0.60478 | ||
72 | 2020.03.26 16:07 | t/p | 36 | 1.79 | 0.60478 | 0.59648 | 0.60478 | 537.00 | 108628.10 |
73 | 2020.03.31 03:54 | sell | 37 | 1.78 | 0.60980 | 0.61510 | 0.60680 | ||
74 | 2020.03.31 03:55 | s/l | 37 | 1.78 | 0.61510 | 0.61510 | 0.60680 | -943.40 | 107684.70 |
75 | 2020.04.01 09:42 | sell | 38 | 1.77 | 0.60649 | 0.61179 | 0.60349 | ||
76 | 2020.04.01 17:49 | s/l | 38 | 1.77 | 0.61179 | 0.61179 | 0.60349 | -938.10 | 106746.60 |
77 | 2020.04.02 15:52 | sell | 39 | 1.76 | 0.60471 | 0.61001 | 0.60171 | ||
78 | 2020.04.02 16:13 | t/p | 39 | 1.76 | 0.60171 | 0.61001 | 0.60171 | 528.00 | 107274.60 |
79 | 2020.04.03 12:20 | sell | 40 | 1.78 | 0.59961 | 0.60491 | 0.59661 | ||
80 | 2020.04.03 23:00 | close | 40 | 1.78 | 0.59958 | 0.60491 | 0.59661 | 5.34 | 107279.94 |
81 | 2020.04.09 15:56 | buy | 41 | 1.70 | 0.62790 | 0.62260 | 0.63090 | ||
82 | 2020.04.09 17:57 | t/p | 41 | 1.70 | 0.63090 | 0.62260 | 0.63090 | 510.00 | 107789.94 |
83 | 2020.04.09 20:31 | buy | 42 | 1.69 | 0.63508 | 0.62978 | 0.63808 | ||
84 | 2020.04.10 23:00 | close | 42 | 1.69 | 0.63505 | 0.62978 | 0.63808 | -4.73 | 107785.21 |
85 | 2020.04.15 09:23 | sell | 43 | 1.69 | 0.63655 | 0.64185 | 0.63355 | ||
86 | 2020.04.15 10:51 | t/p | 43 | 1.69 | 0.63355 | 0.64185 | 0.63355 | 507.00 | 108292.21 |
87 | 2020.04.15 13:43 | sell | 44 | 1.71 | 0.63141 | 0.63671 | 0.62841 | ||
88 | 2020.04.16 04:46 | t/p | 44 | 1.71 | 0.62841 | 0.63671 | 0.62841 | 501.03 | 108793.24 |
89 | 2020.04.21 03:18 | sell | 45 | 1.72 | 0.63207 | 0.63737 | 0.62907 | ||
90 | 2020.04.21 05:20 | t/p | 45 | 1.72 | 0.62907 | 0.63737 | 0.62907 | 516.00 | 109309.24 |
91 | 2020.04.23 03:22 | sell | 46 | 1.73 | 0.62842 | 0.63372 | 0.62542 | ||
92 | 2020.04.23 08:14 | s/l | 46 | 1.73 | 0.63372 | 0.63372 | 0.62542 | -916.90 | 108392.34 |
93 | 2020.04.23 09:08 | buy | 47 | 1.70 | 0.63705 | 0.63175 | 0.64005 | ||
94 | 2020.04.23 17:25 | t/p | 47 | 1.70 | 0.64005 | 0.63175 | 0.64005 | 510.00 | 108902.34 |