Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.20 00:00 - 2020.05.01 23:00 (2020.01.20 - 2020.05.03) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=0.5; 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=2; | ||||
Bars in test | 2808 | Ticks modelled | 8376565 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6406.48 | Gross profit | 10047.61 | Gross loss | -3641.13 |
Profit factor | 2.76 | Expected payoff | 206.66 | ||
Absolute drawdown | 1390.20 | Maximal drawdown | 2126.22 (2.11%) | Relative drawdown | 2.11% (2126.22) |
Total trades | 31 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
Largest | profit trade | 546.00 | loss trade | -906.30 | |
Average | profit trade | 418.65 | loss trade | -520.16 | |
Maximum | consecutive wins (profit in money) | 7 (3582.00) | consecutive losses (loss in money) | 4 (-1501.03) | |
Maximal | consecutive profit (count of wins) | 3582.00 (7) | consecutive loss (count of losses) | -1501.03 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.21 10:16 | sell | 1 | 1.46 | 0.68446 | 0.68976 | 0.68146 | ||
2 | 2020.01.22 11:48 | close | 1 | 1.46 | 0.68440 | 0.68976 | 0.68146 | 5.96 | 100005.96 |
3 | 2020.01.27 09:48 | sell | 2 | 1.47 | 0.67914 | 0.68444 | 0.67614 | ||
4 | 2020.01.27 17:56 | t/p | 2 | 1.47 | 0.67614 | 0.68444 | 0.67614 | 441.00 | 100446.96 |
5 | 2020.01.30 09:39 | sell | 3 | 1.49 | 0.67217 | 0.67747 | 0.66917 | ||
6 | 2020.01.31 01:00 | close | 3 | 1.49 | 0.67210 | 0.67747 | 0.66917 | 7.57 | 100454.53 |
7 | 2020.01.31 11:28 | sell | 4 | 1.50 | 0.66892 | 0.67422 | 0.66592 | ||
8 | 2020.01.31 23:00 | close | 4 | 1.50 | 0.66957 | 0.67422 | 0.66592 | -97.50 | 100357.03 |
9 | 2020.02.05 10:37 | buy | 5 | 1.48 | 0.67565 | 0.67035 | 0.67865 | ||
10 | 2020.02.07 09:59 | s/l | 5 | 1.48 | 0.67035 | 0.67035 | 0.67865 | -783.77 | 99573.26 |
11 | 2020.02.07 12:43 | sell | 6 | 1.49 | 0.66718 | 0.67248 | 0.66418 | ||
12 | 2020.02.07 23:00 | close | 6 | 1.49 | 0.66794 | 0.67248 | 0.66418 | -113.24 | 99460.02 |
13 | 2020.02.12 10:31 | buy | 7 | 1.47 | 0.67486 | 0.66956 | 0.67786 | ||
14 | 2020.02.14 23:00 | close | 7 | 1.47 | 0.67141 | 0.66956 | 0.67786 | -506.52 | 98953.50 |
15 | 2020.02.18 02:20 | sell | 8 | 1.47 | 0.66995 | 0.67525 | 0.66695 | ||
16 | 2020.02.18 16:40 | close | 8 | 1.47 | 0.66925 | 0.67525 | 0.66695 | 102.90 | 99056.40 |
17 | 2020.02.19 17:46 | sell | 9 | 1.48 | 0.66664 | 0.67194 | 0.66364 | ||
18 | 2020.02.20 04:40 | t/p | 9 | 1.48 | 0.66364 | 0.67194 | 0.66364 | 435.48 | 99491.88 |
19 | 2020.02.21 04:19 | sell | 10 | 1.50 | 0.66000 | 0.66530 | 0.65700 | ||
20 | 2020.02.21 23:00 | close | 10 | 1.50 | 0.66289 | 0.66530 | 0.65700 | -433.50 | 99058.38 |
21 | 2020.02.26 08:14 | sell | 11 | 1.50 | 0.65740 | 0.66270 | 0.65440 | ||
22 | 2020.02.27 04:21 | close | 11 | 1.50 | 0.65600 | 0.66270 | 0.65440 | 201.37 | 99259.75 |
23 | 2020.02.28 05:31 | sell | 12 | 1.51 | 0.65318 | 0.65848 | 0.65018 | ||
24 | 2020.02.28 13:57 | t/p | 12 | 1.51 | 0.65018 | 0.65848 | 0.65018 | 453.00 | 99712.75 |
25 | 2020.02.28 17:49 | sell | 13 | 1.53 | 0.64817 | 0.65347 | 0.64517 | ||
26 | 2020.02.28 17:58 | t/p | 13 | 1.53 | 0.64517 | 0.65347 | 0.64517 | 459.00 | 100171.75 |
27 | 2020.03.03 17:00 | buy | 14 | 1.51 | 0.66131 | 0.65601 | 0.66431 | ||
28 | 2020.03.03 17:41 | t/p | 14 | 1.51 | 0.66431 | 0.65601 | 0.66431 | 453.00 | 100624.75 |
29 | 2020.03.09 04:41 | sell | 15 | 1.53 | 0.65629 | 0.66159 | 0.65329 | ||
30 | 2020.03.09 04:42 | t/p | 15 | 1.53 | 0.65329 | 0.66159 | 0.65329 | 459.00 | 101083.75 |
31 | 2020.03.09 17:53 | buy | 16 | 1.51 | 0.66812 | 0.66282 | 0.67112 | ||
32 | 2020.03.09 19:29 | s/l | 16 | 1.51 | 0.66282 | 0.66282 | 0.67112 | -800.30 | 100283.45 |
33 | 2020.03.12 17:22 | sell | 17 | 1.58 | 0.63219 | 0.63749 | 0.62919 | ||
34 | 2020.03.12 18:40 | t/p | 17 | 1.58 | 0.62919 | 0.63749 | 0.62919 | 474.00 | 100757.45 |
35 | 2020.03.13 18:55 | sell | 18 | 1.62 | 0.61840 | 0.62370 | 0.61540 | ||
36 | 2020.03.13 18:58 | t/p | 18 | 1.62 | 0.61540 | 0.62370 | 0.61540 | 486.00 | 101243.45 |
37 | 2020.03.17 13:38 | sell | 19 | 1.68 | 0.60206 | 0.60736 | 0.59906 | ||
38 | 2020.03.17 15:09 | t/p | 19 | 1.68 | 0.59906 | 0.60736 | 0.59906 | 504.00 | 101747.45 |
39 | 2020.03.18 11:54 | sell | 20 | 1.71 | 0.59203 | 0.59733 | 0.58903 | ||
40 | 2020.03.18 16:12 | t/p | 20 | 1.71 | 0.58903 | 0.59733 | 0.58903 | 513.00 | 102260.45 |
41 | 2020.03.18 18:23 | sell | 21 | 1.74 | 0.58443 | 0.58973 | 0.58143 | ||
42 | 2020.03.18 19:51 | t/p | 21 | 1.74 | 0.58143 | 0.58973 | 0.58143 | 522.00 | 102782.45 |
43 | 2020.03.18 20:06 | sell | 22 | 1.79 | 0.57384 | 0.57914 | 0.57084 | ||
44 | 2020.03.18 20:07 | t/p | 22 | 1.79 | 0.57084 | 0.57914 | 0.57084 | 537.00 | 103319.45 |
45 | 2020.03.19 04:43 | sell | 23 | 1.82 | 0.56596 | 0.57126 | 0.56296 | ||
46 | 2020.03.19 04:57 | t/p | 23 | 1.82 | 0.56296 | 0.57126 | 0.56296 | 546.00 | 103865.45 |
47 | 2020.03.25 11:46 | buy | 24 | 1.71 | 0.60654 | 0.60124 | 0.60954 | ||
48 | 2020.03.25 13:58 | s/l | 24 | 1.71 | 0.60124 | 0.60124 | 0.60954 | -906.30 | 102959.15 |
49 | 2020.04.07 07:38 | buy | 25 | 1.67 | 0.61448 | 0.60918 | 0.61748 | ||
50 | 2020.04.07 10:10 | t/p | 25 | 1.67 | 0.61748 | 0.60918 | 0.61748 | 501.00 | 103460.15 |
51 | 2020.04.08 18:26 | buy | 26 | 1.66 | 0.62315 | 0.61785 | 0.62615 | ||
52 | 2020.04.09 15:49 | t/p | 26 | 1.66 | 0.62615 | 0.61785 | 0.62615 | 498.53 | 103958.68 |
53 | 2020.04.09 16:24 | buy | 27 | 1.64 | 0.63034 | 0.62504 | 0.63334 | ||
54 | 2020.04.09 20:31 | t/p | 27 | 1.64 | 0.63334 | 0.62504 | 0.63334 | 492.00 | 104450.68 |
55 | 2020.04.13 20:47 | buy | 28 | 1.63 | 0.64083 | 0.63553 | 0.64383 | ||
56 | 2020.04.14 20:52 | t/p | 28 | 1.63 | 0.64383 | 0.63553 | 0.64383 | 489.17 | 104939.86 |
57 | 2020.04.15 15:13 | sell | 29 | 1.66 | 0.62979 | 0.63509 | 0.62679 | ||
58 | 2020.04.16 07:25 | t/p | 29 | 1.66 | 0.62679 | 0.63509 | 0.62679 | 488.45 | 105428.31 |
59 | 2020.04.27 04:31 | buy | 30 | 1.63 | 0.64334 | 0.63804 | 0.64634 | ||
60 | 2020.04.27 08:28 | t/p | 30 | 1.63 | 0.64634 | 0.63804 | 0.64634 | 489.00 | 105917.31 |
61 | 2020.04.28 10:55 | buy | 31 | 1.63 | 0.64890 | 0.64360 | 0.65190 | ||
62 | 2020.04.29 04:30 | t/p | 31 | 1.63 | 0.65190 | 0.64360 | 0.65190 | 489.17 | 106406.48 |