Symbol | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.03.02 00:00 - 2020.06.12 23:00 (2020.03.02 - 2020.06.14) | ||||
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=600; TakeProfit=500; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=1.7; BandPeriod=13; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2800 | Ticks modelled | 9422134 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 14263.55 | Gross profit | 22081.37 | Gross loss | -7817.81 |
Profit factor | 2.82 | Expected payoff | 241.76 | ||
Absolute drawdown | 555.55 | Maximal drawdown | 2313.85 (2.13%) | Relative drawdown | 2.13% (2313.85) |
Total trades | 59 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 34 (70.59%) |
Profit trades (% of total) | 43 (72.88%) | Loss trades (% of total) | 16 (27.12%) | ||
Largest | profit trade | 2445.66 | loss trade | -1152.90 | |
Average | profit trade | 513.52 | loss trade | -488.61 | |
Maximum | consecutive wins (profit in money) | 9 (5248.73) | consecutive losses (loss in money) | 2 (-1187.99) | |
Maximal | consecutive profit (count of wins) | 5586.10 (6) | consecutive loss (count of losses) | -1187.99 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.03.03 17:00 | buy | 1 | 1.51 | 0.66131 | 0.65501 | 0.66631 | ||
2 | 2020.03.04 22:00 | close | 1 | 1.51 | 0.66133 | 0.65501 | 0.66631 | 3.15 | 100003.15 |
3 | 2020.03.05 18:00 | buy | 2 | 1.51 | 0.66070 | 0.65842 | 0.00000 | ||
4 | 2020.03.05 23:09 | close | 2 | 1.51 | 0.66024 | 0.65842 | 0.00000 | -69.46 | 99933.69 |
5 | 2020.03.09 04:41 | sell | 3 | 1.52 | 0.65629 | 0.66259 | 0.65129 | ||
6 | 2020.03.09 04:49 | t/p | 3 | 1.52 | 0.65129 | 0.66259 | 0.65129 | 760.00 | 100693.69 |
7 | 2020.03.09 17:53 | buy | 4 | 1.50 | 0.66812 | 0.66182 | 0.67312 | ||
8 | 2020.03.09 19:29 | s/l | 4 | 1.50 | 0.66182 | 0.66182 | 0.67312 | -945.00 | 99748.69 |
9 | 2020.03.10 21:00 | buy | 5 | 1.53 | 0.64837 | 0.64427 | 0.00000 | ||
10 | 2020.03.11 01:53 | close | 5 | 1.53 | 0.65101 | 0.64427 | 0.00000 | 404.05 | 100152.74 |
11 | 2020.03.12 01:00 | buy | 6 | 1.54 | 0.64901 | 0.64680 | 0.00000 | ||
12 | 2020.03.12 03:55 | s/l | 6 | 1.54 | 0.64680 | 0.64680 | 0.00000 | -340.34 | 99812.40 |
13 | 2020.03.12 17:22 | sell | 7 | 1.57 | 0.63219 | 0.63849 | 0.62719 | ||
14 | 2020.03.12 18:46 | t/p | 7 | 1.57 | 0.62719 | 0.63849 | 0.62719 | 785.00 | 100597.40 |
15 | 2020.03.13 18:55 | sell | 8 | 1.62 | 0.61840 | 0.62470 | 0.61340 | ||
16 | 2020.03.13 20:05 | t/p | 8 | 1.62 | 0.61340 | 0.62470 | 0.61340 | 810.00 | 101407.40 |
17 | 2020.03.13 22:00 | buy | 9 | 1.65 | 0.61428 | 0.60798 | 0.00000 | ||
18 | 2020.03.13 23:00 | close | 9 | 1.65 | 0.62262 | 0.60798 | 0.00000 | 1376.10 | 102783.50 |
19 | 2020.03.17 13:38 | sell | 10 | 1.70 | 0.60206 | 0.60836 | 0.59706 | ||
20 | 2020.03.17 18:57 | t/p | 10 | 1.70 | 0.59706 | 0.60836 | 0.59706 | 850.00 | 103633.50 |
21 | 2020.03.18 11:54 | sell | 11 | 1.75 | 0.59203 | 0.59833 | 0.58703 | ||
22 | 2020.03.18 16:43 | t/p | 11 | 1.75 | 0.58703 | 0.59833 | 0.58703 | 875.00 | 104508.50 |
23 | 2020.03.18 18:23 | sell | 12 | 1.78 | 0.58443 | 0.59073 | 0.57943 | ||
24 | 2020.03.18 19:53 | t/p | 12 | 1.78 | 0.57943 | 0.59073 | 0.57943 | 890.00 | 105398.50 |
25 | 2020.03.18 20:06 | sell | 13 | 1.83 | 0.57384 | 0.58014 | 0.56884 | ||
26 | 2020.03.18 22:27 | s/l | 13 | 1.83 | 0.58014 | 0.58014 | 0.56884 | -1152.90 | 104245.60 |
27 | 2020.03.19 04:43 | sell | 14 | 1.84 | 0.56596 | 0.57226 | 0.56096 | ||
28 | 2020.03.19 04:57 | t/p | 14 | 1.84 | 0.56096 | 0.57226 | 0.56096 | 920.00 | 105165.60 |
29 | 2020.03.19 07:00 | buy | 15 | 1.89 | 0.55604 | 0.54974 | 0.00000 | ||
30 | 2020.03.19 09:17 | close | 15 | 1.89 | 0.56898 | 0.54974 | 0.00000 | 2445.66 | 107611.26 |
31 | 2020.03.24 06:00 | sell | 16 | 1.81 | 0.59412 | 0.59780 | 0.00000 | ||
32 | 2020.03.24 14:16 | close | 16 | 1.81 | 0.59263 | 0.59780 | 0.00000 | 269.69 | 107880.95 |
33 | 2020.03.25 11:46 | buy | 17 | 1.77 | 0.60654 | 0.60024 | 0.61154 | ||
34 | 2020.03.25 13:59 | s/l | 17 | 1.77 | 0.60024 | 0.60024 | 0.61154 | -1115.10 | 106765.85 |
35 | 2020.03.27 08:00 | sell | 18 | 1.74 | 0.61025 | 0.61320 | 0.00000 | ||
36 | 2020.03.27 09:34 | close | 18 | 1.74 | 0.60799 | 0.61320 | 0.00000 | 393.24 | 107159.09 |
37 | 2020.04.01 12:00 | buy | 19 | 1.76 | 0.60779 | 0.60443 | 0.00000 | ||
38 | 2020.04.01 16:00 | s/l | 19 | 1.76 | 0.60443 | 0.60443 | 0.00000 | -591.36 | 106567.73 |
39 | 2020.04.02 18:00 | buy | 20 | 1.76 | 0.60451 | 0.60095 | 0.00000 | ||
40 | 2020.04.02 23:15 | close | 20 | 1.76 | 0.60572 | 0.60095 | 0.00000 | 212.96 | 106780.69 |
41 | 2020.04.03 15:00 | buy | 21 | 1.77 | 0.60025 | 0.59606 | 0.00000 | ||
42 | 2020.04.03 22:02 | close | 21 | 1.77 | 0.60021 | 0.59606 | 0.00000 | -7.08 | 106773.61 |
43 | 2020.04.07 07:38 | buy | 22 | 1.73 | 0.61448 | 0.60818 | 0.61948 | ||
44 | 2020.04.07 15:19 | t/p | 22 | 1.73 | 0.61948 | 0.60818 | 0.61948 | 865.00 | 107638.61 |
45 | 2020.04.08 17:00 | sell | 23 | 1.73 | 0.61935 | 0.62150 | 0.00000 | ||
46 | 2020.04.08 18:23 | s/l | 23 | 1.73 | 0.62150 | 0.62150 | 0.00000 | -371.95 | 107266.66 |
47 | 2020.04.09 15:50 | buy | 24 | 1.71 | 0.62732 | 0.62102 | 0.63232 | ||
48 | 2020.04.09 20:31 | t/p | 24 | 1.71 | 0.63232 | 0.62102 | 0.63232 | 855.00 | 108121.66 |
49 | 2020.04.13 20:47 | buy | 25 | 1.68 | 0.64083 | 0.63453 | 0.64583 | ||
50 | 2020.04.15 03:30 | close | 25 | 1.68 | 0.64245 | 0.63453 | 0.64583 | 272.45 | 108394.11 |
51 | 2020.04.15 13:00 | buy | 26 | 1.70 | 0.63416 | 0.62835 | 0.00000 | ||
52 | 2020.04.15 19:50 | close | 26 | 1.70 | 0.63348 | 0.62835 | 0.00000 | -115.60 | 108278.51 |
53 | 2020.04.17 03:00 | sell | 27 | 1.70 | 0.63588 | 0.63875 | 0.00000 | ||
54 | 2020.04.17 09:07 | close | 27 | 1.70 | 0.63521 | 0.63875 | 0.00000 | 113.90 | 108392.41 |
55 | 2020.04.20 14:00 | sell | 28 | 1.70 | 0.63693 | 0.63947 | 0.00000 | ||
56 | 2020.04.20 14:28 | close | 28 | 1.70 | 0.63584 | 0.63947 | 0.00000 | 185.30 | 108577.71 |
57 | 2020.04.27 04:31 | buy | 29 | 1.68 | 0.64334 | 0.63704 | 0.64834 | ||
58 | 2020.04.27 17:07 | close | 29 | 1.68 | 0.64524 | 0.63704 | 0.64834 | 319.20 | 108896.91 |
59 | 2020.04.28 07:00 | buy | 30 | 1.68 | 0.64454 | 0.64317 | 0.00000 | ||
60 | 2020.04.28 08:20 | close | 30 | 1.68 | 0.64494 | 0.64317 | 0.00000 | 67.20 | 108964.11 |
61 | 2020.04.28 10:55 | buy | 31 | 1.67 | 0.64890 | 0.64260 | 0.65390 | ||
62 | 2020.04.28 22:54 | close | 31 | 1.67 | 0.64939 | 0.64260 | 0.65390 | 81.83 | 109045.94 |
63 | 2020.04.29 06:00 | sell | 32 | 1.67 | 0.65279 | 0.65324 | 0.00000 | ||
64 | 2020.04.29 06:52 | s/l | 32 | 1.67 | 0.65324 | 0.65324 | 0.00000 | -75.15 | 108970.79 |
65 | 2020.04.30 02:00 | sell | 33 | 1.66 | 0.65488 | 0.65764 | 0.00000 | ||
66 | 2020.04.30 03:33 | close | 33 | 1.66 | 0.65421 | 0.65764 | 0.00000 | 111.22 | 109082.01 |
67 | 2020.05.01 21:00 | buy | 34 | 1.69 | 0.64190 | 0.64062 | 0.00000 | ||
68 | 2020.05.01 23:00 | close | 34 | 1.69 | 0.64199 | 0.64062 | 0.00000 | 15.21 | 109097.22 |
69 | 2020.05.05 06:00 | sell | 35 | 1.69 | 0.64431 | 0.64618 | 0.00000 | ||
70 | 2020.05.05 08:55 | s/l | 35 | 1.69 | 0.64618 | 0.64618 | 0.00000 | -316.03 | 108781.19 |
71 | 2020.05.07 18:44 | buy | 36 | 1.67 | 0.64947 | 0.64317 | 0.65447 | ||
72 | 2020.05.08 04:48 | t/p | 36 | 1.67 | 0.65447 | 0.64317 | 0.65447 | 835.14 | 109616.33 |
73 | 2020.05.11 07:00 | sell | 37 | 1.67 | 0.65542 | 0.65649 | 0.00000 | ||
74 | 2020.05.11 09:03 | close | 37 | 1.67 | 0.65397 | 0.65649 | 0.00000 | 242.15 | 109858.48 |
75 | 2020.05.11 16:00 | buy | 38 | 1.69 | 0.64752 | 0.64432 | 0.00000 | ||
76 | 2020.05.11 22:43 | close | 38 | 1.69 | 0.64877 | 0.64432 | 0.00000 | 211.25 | 110069.73 |
77 | 2020.05.12 06:00 | buy | 39 | 1.70 | 0.64465 | 0.64246 | 0.00000 | ||
78 | 2020.05.12 08:02 | close | 39 | 1.70 | 0.64675 | 0.64246 | 0.00000 | 357.00 | 110426.73 |
79 | 2020.05.15 16:00 | buy | 40 | 1.71 | 0.64444 | 0.64229 | 0.00000 | ||
80 | 2020.05.15 17:50 | s/l | 40 | 1.71 | 0.64229 | 0.64229 | 0.00000 | -367.65 | 110059.08 |
81 | 2020.05.15 20:00 | buy | 41 | 1.71 | 0.64123 | 0.63884 | 0.00000 | ||
82 | 2020.05.15 23:00 | close | 41 | 1.71 | 0.64156 | 0.63884 | 0.00000 | 56.43 | 110115.51 |
83 | 2020.05.18 07:00 | sell | 42 | 1.70 | 0.64410 | 0.64567 | 0.00000 | ||
84 | 2020.05.18 09:00 | close | 42 | 1.70 | 0.64300 | 0.64567 | 0.00000 | 187.00 | 110302.51 |
85 | 2020.05.18 17:00 | sell | 43 | 1.70 | 0.64866 | 0.64953 | 0.00000 | ||
86 | 2020.05.18 17:49 | s/l | 43 | 1.70 | 0.64953 | 0.64953 | 0.00000 | -147.90 | 110154.61 |
87 | 2020.05.19 03:18 | buy | 44 | 1.68 | 0.65466 | 0.64836 | 0.65966 | ||
88 | 2020.05.19 22:32 | close | 44 | 1.68 | 0.65532 | 0.64836 | 0.65966 | 110.88 | 110265.49 |
89 | 2020.05.20 18:19 | buy | 45 | 1.66 | 0.66089 | 0.65459 | 0.66589 | ||
90 | 2020.05.22 05:14 | s/l | 45 | 1.66 | 0.65459 | 0.65459 | 0.66589 | -1045.23 | 109220.25 |
91 | 2020.05.26 06:00 | sell | 46 | 1.66 | 0.65626 | 0.65712 | 0.00000 | ||
92 | 2020.05.26 06:37 | s/l | 46 | 1.66 | 0.65712 | 0.65712 | 0.00000 | -142.76 | 109077.49 |
93 | 2020.05.26 11:44 | buy | 47 | 1.65 | 0.66119 | 0.65489 | 0.66619 | ||
94 | 2020.05.26 21:30 | t/p | 47 | 1.65 | 0.66619 | 0.65489 | 0.66619 | 825.00 | 109902.49 |
95 | 2020.05.28 21:00 | sell | 48 | 1.65 | 0.66575 | 0.66942 | 0.00000 | ||
96 | 2020.05.28 22:32 | close | 48 | 1.65 | 0.66390 | 0.66942 | 0.00000 | 305.25 | 110207.74 |
97 | 2020.06.01 03:25 | buy | 49 | 1.64 | 0.67030 | 0.66400 | 0.67530 | ||
98 | 2020.06.01 09:12 | t/p | 49 | 1.64 | 0.67530 | 0.66400 | 0.67530 | 820.00 | 111027.74 |
99 | 2020.06.01 10:57 | buy | 50 | 1.64 | 0.67700 | 0.67070 | 0.68200 | ||
100 | 2020.06.02 04:52 | close | 50 | 1.64 | 0.67847 | 0.67070 | 0.68200 | 241.22 | 111268.96 |
101 | 2020.06.02 11:28 | buy | 51 | 1.62 | 0.68343 | 0.67713 | 0.68843 | ||
102 | 2020.06.02 17:30 | t/p | 51 | 1.62 | 0.68843 | 0.67713 | 0.68843 | 810.00 | 112078.96 |
103 | 2020.06.03 02:38 | buy | 52 | 1.61 | 0.69202 | 0.68572 | 0.69702 | ||
104 | 2020.06.03 04:07 | t/p | 52 | 1.61 | 0.69702 | 0.68572 | 0.69702 | 805.00 | 112883.96 |
105 | 2020.06.03 06:00 | sell | 53 | 1.62 | 0.69357 | 0.69774 | 0.00000 | ||
106 | 2020.06.03 10:57 | close | 53 | 1.62 | 0.69233 | 0.69774 | 0.00000 | 200.88 | 113084.84 |
107 | 2020.06.05 11:00 | sell | 54 | 1.61 | 0.70003 | 0.70205 | 0.00000 | ||
108 | 2020.06.05 11:54 | close | 54 | 1.61 | 0.69617 | 0.70205 | 0.00000 | 621.46 | 113706.30 |
109 | 2020.06.09 12:00 | buy | 55 | 1.64 | 0.69177 | 0.68962 | 0.00000 | ||
110 | 2020.06.09 16:44 | close | 55 | 1.64 | 0.69555 | 0.68962 | 0.00000 | 619.92 | 114326.22 |
111 | 2020.06.10 21:15 | buy | 56 | 1.61 | 0.70620 | 0.69990 | 0.71120 | ||
112 | 2020.06.10 22:03 | s/l | 56 | 1.61 | 0.69990 | 0.69990 | 0.71120 | -1014.30 | 113311.92 |
113 | 2020.06.11 09:00 | buy | 57 | 1.63 | 0.69305 | 0.68941 | 0.00000 | ||
114 | 2020.06.11 12:31 | close | 57 | 1.63 | 0.69533 | 0.68941 | 0.00000 | 371.64 | 113683.56 |
115 | 2020.06.11 21:58 | sell | 58 | 1.66 | 0.68434 | 0.69064 | 0.67934 | ||
116 | 2020.06.12 07:00 | close | 58 | 1.66 | 0.68403 | 0.69064 | 0.67934 | 48.63 | 113732.19 |
117 | 2020.06.12 13:00 | sell | 59 | 1.64 | 0.69055 | 0.69284 | 0.00000 | ||
118 | 2020.06.12 17:27 | close | 59 | 1.64 | 0.68731 | 0.69284 | 0.00000 | 531.36 | 114263.55 |