Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.17 00:00 - 2020.05.29 23:30 (2020.02.17 - 2020.05.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=1.5; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=300; TS=100; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4600 | Ticks modelled | 8787409 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9252.82 | Gross profit | 16892.92 | Gross loss | -7640.10 |
Profit factor | 2.21 | Expected payoff | 185.06 | ||
Absolute drawdown | 74.50 | Maximal drawdown | 2669.64 (2.44%) | Relative drawdown | 2.44% (2669.64) |
Total trades | 50 | Short positions (won %) | 41 (82.93%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 42 (84.00%) | Loss trades (% of total) | 8 (16.00%) | ||
Largest | profit trade | 567.00 | loss trade | -1124.57 | |
Average | profit trade | 402.21 | loss trade | -955.01 | |
Maximum | consecutive wins (profit in money) | 18 (6339.75) | consecutive losses (loss in money) | 2 (-2236.50) | |
Maximal | consecutive profit (count of wins) | 6339.75 (18) | consecutive loss (count of losses) | -2236.50 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.18 01:23 | sell | 1 | 1.49 | 0.67076 | 0.67706 | 0.66776 | ||
2 | 2020.02.18 11:14 | t/p | 1 | 1.49 | 0.66776 | 0.67706 | 0.66776 | 447.00 | 100447.00 |
3 | 2020.02.19 15:42 | sell | 2 | 1.50 | 0.66794 | 0.67424 | 0.66494 | ||
4 | 2020.02.19 22:19 | close | 2 | 1.50 | 0.66789 | 0.67424 | 0.66494 | 7.50 | 100454.50 |
5 | 2020.02.20 03:32 | sell | 3 | 1.50 | 0.66602 | 0.67232 | 0.66302 | ||
6 | 2020.02.20 11:10 | t/p | 3 | 1.50 | 0.66302 | 0.67232 | 0.66302 | 450.00 | 100904.50 |
7 | 2020.02.21 04:14 | sell | 4 | 1.52 | 0.66042 | 0.66672 | 0.65742 | ||
8 | 2020.02.21 10:40 | close | 4 | 1.52 | 0.66035 | 0.66672 | 0.65742 | 10.64 | 100915.14 |
9 | 2020.02.26 08:14 | sell | 5 | 1.53 | 0.65809 | 0.66439 | 0.65509 | ||
10 | 2020.02.26 16:24 | close | 5 | 1.53 | 0.65755 | 0.66439 | 0.65509 | 82.62 | 100997.76 |
11 | 2020.02.26 17:55 | sell | 6 | 1.54 | 0.65558 | 0.66188 | 0.65258 | ||
12 | 2020.02.27 02:14 | close | 6 | 1.54 | 0.65541 | 0.66188 | 0.65258 | 17.94 | 101015.70 |
13 | 2020.02.28 05:12 | sell | 7 | 1.54 | 0.65436 | 0.66066 | 0.65136 | ||
14 | 2020.02.28 12:57 | t/p | 7 | 1.54 | 0.65136 | 0.66066 | 0.65136 | 462.00 | 101477.70 |
15 | 2020.02.28 13:57 | sell | 8 | 1.56 | 0.64992 | 0.65622 | 0.64692 | ||
16 | 2020.02.28 17:55 | t/p | 8 | 1.56 | 0.64692 | 0.65622 | 0.64692 | 468.00 | 101945.70 |
17 | 2020.03.03 17:00 | buy | 9 | 1.54 | 0.66115 | 0.65485 | 0.66415 | ||
18 | 2020.03.03 17:41 | t/p | 9 | 1.54 | 0.66415 | 0.65485 | 0.66415 | 462.00 | 102407.70 |
19 | 2020.03.05 15:23 | sell | 10 | 1.55 | 0.66018 | 0.66648 | 0.65718 | ||
20 | 2020.03.05 22:33 | close | 10 | 1.55 | 0.66007 | 0.66648 | 0.65718 | 17.05 | 102424.75 |
21 | 2020.03.09 04:34 | sell | 11 | 1.55 | 0.65841 | 0.66471 | 0.65541 | ||
22 | 2020.03.09 04:42 | t/p | 11 | 1.55 | 0.65541 | 0.66471 | 0.65541 | 465.00 | 102889.75 |
23 | 2020.03.10 17:50 | sell | 12 | 1.57 | 0.65277 | 0.65907 | 0.64977 | ||
24 | 2020.03.10 18:57 | t/p | 12 | 1.57 | 0.64977 | 0.65907 | 0.64977 | 471.00 | 103360.75 |
25 | 2020.03.12 01:22 | sell | 13 | 1.59 | 0.64726 | 0.65356 | 0.64426 | ||
26 | 2020.03.12 09:43 | t/p | 13 | 1.59 | 0.64426 | 0.65356 | 0.64426 | 477.00 | 103837.75 |
27 | 2020.03.12 12:29 | sell | 14 | 1.61 | 0.64250 | 0.64880 | 0.63950 | ||
28 | 2020.03.12 14:09 | t/p | 14 | 1.61 | 0.63950 | 0.64880 | 0.63950 | 483.00 | 104320.75 |
29 | 2020.03.12 15:25 | sell | 15 | 1.63 | 0.63606 | 0.64236 | 0.63306 | ||
30 | 2020.03.12 17:18 | t/p | 15 | 1.63 | 0.63306 | 0.64236 | 0.63306 | 489.00 | 104809.75 |
31 | 2020.03.12 18:10 | sell | 16 | 1.66 | 0.63089 | 0.63719 | 0.62789 | ||
32 | 2020.03.12 18:41 | t/p | 16 | 1.66 | 0.62789 | 0.63719 | 0.62789 | 498.00 | 105307.75 |
33 | 2020.03.13 18:49 | sell | 17 | 1.69 | 0.61941 | 0.62571 | 0.61641 | ||
34 | 2020.03.13 18:57 | t/p | 17 | 1.69 | 0.61641 | 0.62571 | 0.61641 | 507.00 | 105814.75 |
35 | 2020.03.17 12:54 | sell | 18 | 1.75 | 0.60396 | 0.61026 | 0.60096 | ||
36 | 2020.03.17 13:56 | t/p | 18 | 1.75 | 0.60096 | 0.61026 | 0.60096 | 525.00 | 106339.75 |
37 | 2020.03.17 18:57 | sell | 19 | 1.78 | 0.59618 | 0.60248 | 0.59318 | ||
38 | 2020.03.18 00:13 | s/l | 19 | 1.78 | 0.60248 | 0.60248 | 0.59318 | -1124.57 | 105215.18 |
39 | 2020.03.18 11:28 | sell | 20 | 1.76 | 0.59440 | 0.60070 | 0.59140 | ||
40 | 2020.03.18 14:45 | t/p | 20 | 1.76 | 0.59140 | 0.60070 | 0.59140 | 528.00 | 105743.18 |
41 | 2020.03.18 15:18 | sell | 21 | 1.79 | 0.58967 | 0.59597 | 0.58667 | ||
42 | 2020.03.18 17:52 | t/p | 21 | 1.79 | 0.58667 | 0.59597 | 0.58667 | 537.00 | 106280.18 |
43 | 2020.03.18 18:23 | sell | 22 | 1.81 | 0.58443 | 0.59073 | 0.58143 | ||
44 | 2020.03.18 19:51 | t/p | 22 | 1.81 | 0.58143 | 0.59073 | 0.58143 | 543.00 | 106823.18 |
45 | 2020.03.18 20:04 | sell | 23 | 1.85 | 0.57640 | 0.58270 | 0.57340 | ||
46 | 2020.03.18 20:06 | t/p | 23 | 1.85 | 0.57340 | 0.58270 | 0.57340 | 555.00 | 107378.18 |
47 | 2020.03.19 04:10 | sell | 24 | 1.89 | 0.56791 | 0.57421 | 0.56491 | ||
48 | 2020.03.19 04:56 | t/p | 24 | 1.89 | 0.56491 | 0.57421 | 0.56491 | 567.00 | 107945.18 |
49 | 2020.03.26 01:32 | sell | 25 | 1.82 | 0.59159 | 0.59789 | 0.58859 | ||
50 | 2020.03.26 04:00 | t/p | 25 | 1.82 | 0.58859 | 0.59789 | 0.58859 | 546.00 | 108491.18 |
51 | 2020.03.26 14:15 | buy | 26 | 1.80 | 0.60178 | 0.59548 | 0.60478 | ||
52 | 2020.03.26 16:07 | t/p | 26 | 1.80 | 0.60478 | 0.59548 | 0.60478 | 540.00 | 109031.18 |
53 | 2020.03.31 03:54 | sell | 27 | 1.78 | 0.60980 | 0.61610 | 0.60680 | ||
54 | 2020.03.31 03:55 | s/l | 27 | 1.78 | 0.61610 | 0.61610 | 0.60680 | -1121.40 | 107909.78 |
55 | 2020.04.01 09:42 | sell | 28 | 1.77 | 0.60649 | 0.61279 | 0.60349 | ||
56 | 2020.04.01 17:49 | s/l | 28 | 1.77 | 0.61279 | 0.61279 | 0.60349 | -1115.10 | 106794.68 |
57 | 2020.04.02 15:52 | sell | 29 | 1.76 | 0.60471 | 0.61101 | 0.60171 | ||
58 | 2020.04.02 16:13 | t/p | 29 | 1.76 | 0.60171 | 0.61101 | 0.60171 | 528.00 | 107322.68 |
59 | 2020.04.03 12:20 | sell | 30 | 1.78 | 0.59961 | 0.60591 | 0.59661 | ||
60 | 2020.04.03 23:00 | close | 30 | 1.78 | 0.59958 | 0.60591 | 0.59661 | 5.34 | 107328.02 |
61 | 2020.04.09 15:56 | buy | 31 | 1.70 | 0.62790 | 0.62160 | 0.63090 | ||
62 | 2020.04.09 17:57 | t/p | 31 | 1.70 | 0.63090 | 0.62160 | 0.63090 | 510.00 | 107838.02 |
63 | 2020.04.09 20:31 | buy | 32 | 1.69 | 0.63508 | 0.62878 | 0.63808 | ||
64 | 2020.04.10 23:00 | close | 32 | 1.69 | 0.63505 | 0.62878 | 0.63808 | -4.89 | 107833.13 |
65 | 2020.04.15 09:23 | sell | 33 | 1.69 | 0.63655 | 0.64285 | 0.63355 | ||
66 | 2020.04.15 10:51 | t/p | 33 | 1.69 | 0.63355 | 0.64285 | 0.63355 | 507.00 | 108340.13 |
67 | 2020.04.15 13:43 | sell | 34 | 1.71 | 0.63141 | 0.63771 | 0.62841 | ||
68 | 2020.04.16 04:46 | t/p | 34 | 1.71 | 0.62841 | 0.63771 | 0.62841 | 503.85 | 108843.99 |
69 | 2020.04.21 03:18 | sell | 35 | 1.72 | 0.63207 | 0.63837 | 0.62907 | ||
70 | 2020.04.21 05:20 | t/p | 35 | 1.72 | 0.62907 | 0.63837 | 0.62907 | 516.00 | 109359.99 |
71 | 2020.04.23 03:22 | sell | 36 | 1.73 | 0.62842 | 0.63472 | 0.62542 | ||
72 | 2020.04.23 08:52 | s/l | 36 | 1.73 | 0.63472 | 0.63472 | 0.62542 | -1089.90 | 108270.09 |
73 | 2020.04.23 09:08 | buy | 37 | 1.69 | 0.63705 | 0.63075 | 0.64005 | ||
74 | 2020.04.23 17:25 | t/p | 37 | 1.69 | 0.64005 | 0.63075 | 0.64005 | 507.00 | 108777.09 |
75 | 2020.04.28 04:52 | sell | 38 | 1.68 | 0.64369 | 0.64999 | 0.64069 | ||
76 | 2020.04.28 12:25 | s/l | 38 | 1.68 | 0.64999 | 0.64999 | 0.64069 | -1058.40 | 107718.69 |
77 | 2020.04.30 15:50 | sell | 39 | 1.65 | 0.65136 | 0.65766 | 0.64836 | ||
78 | 2020.05.01 03:15 | t/p | 39 | 1.65 | 0.64836 | 0.65766 | 0.64836 | 492.06 | 108210.75 |
79 | 2020.05.01 15:23 | sell | 40 | 1.68 | 0.64295 | 0.64925 | 0.63995 | ||
80 | 2020.05.01 23:00 | close | 40 | 1.68 | 0.64229 | 0.64925 | 0.63995 | 110.88 | 108321.63 |
81 | 2020.05.06 22:45 | sell | 41 | 1.69 | 0.63986 | 0.64616 | 0.63686 | ||
82 | 2020.05.07 10:06 | s/l | 41 | 1.69 | 0.64616 | 0.64616 | 0.63686 | -1073.74 | 107247.89 |
83 | 2020.05.07 18:48 | buy | 42 | 1.65 | 0.64998 | 0.64368 | 0.65298 | ||
84 | 2020.05.08 03:49 | t/p | 42 | 1.65 | 0.65298 | 0.64368 | 0.65298 | 495.18 | 107743.07 |
85 | 2020.05.11 13:18 | sell | 43 | 1.65 | 0.64935 | 0.65565 | 0.64635 | ||
86 | 2020.05.11 19:01 | t/p | 43 | 1.65 | 0.64635 | 0.65565 | 0.64635 | 495.00 | 108238.07 |
87 | 2020.05.12 03:29 | sell | 44 | 1.67 | 0.64475 | 0.65105 | 0.64175 | ||
88 | 2020.05.12 13:16 | s/l | 44 | 1.67 | 0.65105 | 0.65105 | 0.64175 | -1052.10 | 107185.97 |
89 | 2020.05.14 04:45 | sell | 45 | 1.66 | 0.64290 | 0.64920 | 0.63990 | ||
90 | 2020.05.14 18:54 | close | 45 | 1.66 | 0.64290 | 0.64920 | 0.63990 | 0.00 | 107185.97 |
91 | 2020.05.18 16:37 | buy | 46 | 1.64 | 0.64997 | 0.64367 | 0.65297 | ||
92 | 2020.05.19 03:05 | t/p | 46 | 1.64 | 0.65297 | 0.64367 | 0.65297 | 492.18 | 107678.14 |
93 | 2020.05.22 05:28 | sell | 47 | 1.64 | 0.65431 | 0.66061 | 0.65131 | ||
94 | 2020.05.22 13:14 | close | 47 | 1.64 | 0.65369 | 0.66061 | 0.65131 | 101.68 | 107779.82 |
95 | 2020.05.26 03:44 | buy | 48 | 1.64 | 0.65630 | 0.65000 | 0.65930 | ||
96 | 2020.05.26 10:37 | t/p | 48 | 1.64 | 0.65930 | 0.65000 | 0.65930 | 492.00 | 108271.82 |
97 | 2020.05.26 11:55 | buy | 49 | 1.63 | 0.66190 | 0.65560 | 0.66490 | ||
98 | 2020.05.26 16:09 | t/p | 49 | 1.63 | 0.66490 | 0.65560 | 0.66490 | 489.00 | 108760.82 |
99 | 2020.05.27 15:56 | sell | 50 | 1.64 | 0.66226 | 0.66856 | 0.65926 | ||
100 | 2020.05.27 16:45 | t/p | 50 | 1.64 | 0.65926 | 0.66856 | 0.65926 | 492.00 | 109252.82 |