Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.02 00:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=100; TrackPeriod=10; TRRR=1.4; MinDev=0.0008; UpATRR=3; UpDPR=0.6; DownATRR=3; DownDPR=0.6; MUR=0.1; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4601 | Ticks modelled | 2223946 | Modelling quality | 73.47% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 3694.36 | Gross profit | 4171.76 | Gross loss | -477.40 |
Profit factor | 8.74 | Expected payoff | 123.15 | ||
Absolute drawdown | 402.22 | Maximal drawdown | 623.96 (4.63%) | Relative drawdown | 5.43% (551.46) |
Total trades | 30 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 25 (83.33%) | Loss trades (% of total) | 5 (16.67%) | ||
Largest | profit trade | 416.00 | loss trade | -149.87 | |
Average | profit trade | 166.87 | loss trade | -95.48 | |
Maximum | consecutive wins (profit in money) | 6 (1211.72) | consecutive losses (loss in money) | 1 (-149.87) | |
Maximal | consecutive profit (count of wins) | 1211.72 (6) | consecutive loss (count of losses) | -149.87 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.03 04:28 | sell | 1 | 1.82 | 1.09364 | 1.09684 | 0.00000 | ||
2 | 2019.09.03 13:34 | close | 1 | 1.82 | 1.09315 | 1.09684 | 0.00000 | 89.18 | 10089.18 |
3 | 2019.09.05 16:00 | sell | 2 | 1.82 | 1.10598 | 1.10918 | 0.00000 | ||
4 | 2019.09.05 17:53 | close | 2 | 1.82 | 1.10479 | 1.10918 | 0.00000 | 216.58 | 10305.76 |
5 | 2019.09.12 11:25 | buy | 3 | 1.86 | 1.10336 | 1.10016 | 0.00000 | ||
6 | 2019.09.12 14:46 | close | 3 | 1.86 | 1.10547 | 1.10016 | 0.00000 | 392.46 | 10698.22 |
7 | 2019.09.13 09:22 | buy | 4 | 1.93 | 1.10842 | 1.10522 | 0.00000 | ||
8 | 2019.09.13 09:44 | close | 4 | 1.93 | 1.10867 | 1.10522 | 0.00000 | 48.25 | 10746.47 |
9 | 2019.09.13 18:00 | buy | 5 | 1.93 | 1.10825 | 1.10505 | 0.00000 | ||
10 | 2019.09.13 23:00 | close | 5 | 1.93 | 1.10767 | 1.10505 | 0.00000 | -111.94 | 10634.53 |
11 | 2019.09.18 13:30 | buy | 6 | 1.92 | 1.10489 | 1.10169 | 0.00000 | ||
12 | 2019.09.18 15:11 | close | 6 | 1.92 | 1.10544 | 1.10169 | 0.00000 | 105.60 | 10740.13 |
13 | 2019.09.18 21:13 | sell | 7 | 1.94 | 1.10312 | 1.10632 | 0.00000 | ||
14 | 2019.09.18 21:45 | close | 7 | 1.94 | 1.10246 | 1.10632 | 0.00000 | 128.04 | 10868.17 |
15 | 2019.09.19 20:00 | buy | 8 | 1.96 | 1.10476 | 1.10156 | 0.00000 | ||
16 | 2019.09.19 20:03 | close | 8 | 1.96 | 1.10561 | 1.10156 | 0.00000 | 166.60 | 11034.77 |
17 | 2019.09.23 10:17 | sell | 9 | 2.00 | 1.10032 | 1.10352 | 0.00000 | ||
18 | 2019.09.23 11:08 | close | 9 | 2.00 | 1.09824 | 1.10352 | 0.00000 | 416.00 | 11450.77 |
19 | 2019.09.23 13:30 | buy | 10 | 2.08 | 1.09859 | 1.09473 | 0.00000 | ||
20 | 2019.09.23 16:53 | close | 10 | 2.08 | 1.09936 | 1.09473 | 0.00000 | 160.16 | 11610.93 |
21 | 2019.09.26 14:30 | buy | 11 | 2.12 | 1.09339 | 1.09019 | 0.00000 | ||
22 | 2019.09.26 15:20 | close | 11 | 2.12 | 1.09450 | 1.09019 | 0.00000 | 235.32 | 11846.25 |
23 | 2019.09.26 23:30 | buy | 12 | 2.16 | 1.09237 | 1.08917 | 0.00000 | ||
24 | 2019.09.27 05:28 | close | 12 | 2.16 | 1.09189 | 1.08917 | 0.00000 | -122.17 | 11724.08 |
25 | 2019.10.02 13:00 | buy | 13 | 2.14 | 1.09207 | 1.08887 | 0.00000 | ||
26 | 2019.10.02 14:08 | close | 13 | 2.14 | 1.09246 | 1.08887 | 0.00000 | 83.46 | 11807.54 |
27 | 2019.10.09 10:18 | buy | 14 | 2.15 | 1.09771 | 1.09451 | 0.00000 | ||
28 | 2019.10.09 10:45 | close | 14 | 2.15 | 1.09810 | 1.09451 | 0.00000 | 83.85 | 11891.39 |
29 | 2019.10.09 13:00 | sell | 15 | 2.16 | 1.09824 | 1.10144 | 0.00000 | ||
30 | 2019.10.09 15:42 | close | 15 | 2.16 | 1.09748 | 1.10144 | 0.00000 | 164.16 | 12055.55 |
31 | 2019.10.10 09:53 | buy | 16 | 2.19 | 1.10071 | 1.09751 | 0.00000 | ||
32 | 2019.10.10 10:09 | close | 16 | 2.19 | 1.10113 | 1.09751 | 0.00000 | 91.98 | 12147.53 |
33 | 2019.10.11 16:00 | sell | 17 | 2.19 | 1.10457 | 1.10777 | 0.00000 | ||
34 | 2019.10.11 17:53 | close | 17 | 2.19 | 1.10315 | 1.10777 | 0.00000 | 310.98 | 12458.51 |
35 | 2019.10.16 09:15 | buy | 18 | 2.25 | 1.10502 | 1.10182 | 0.00000 | ||
36 | 2019.10.16 09:15 | close | 18 | 2.25 | 1.10556 | 1.10182 | 0.00000 | 121.50 | 12580.01 |
37 | 2019.10.16 21:00 | sell | 19 | 2.27 | 1.10697 | 1.11017 | 0.00000 | ||
38 | 2019.10.17 05:07 | close | 19 | 2.27 | 1.10777 | 1.11017 | 0.00000 | -149.87 | 12430.14 |
39 | 2019.10.17 12:38 | buy | 20 | 2.23 | 1.11290 | 1.10970 | 0.00000 | ||
40 | 2019.10.17 12:38 | close | 20 | 2.23 | 1.11347 | 1.10970 | 0.00000 | 127.11 | 12557.25 |
41 | 2019.10.24 10:15 | buy | 21 | 2.25 | 1.11543 | 1.11223 | 0.00000 | ||
42 | 2019.10.24 10:25 | close | 21 | 2.25 | 1.11585 | 1.11223 | 0.00000 | 94.50 | 12651.75 |
43 | 2019.10.29 20:00 | sell | 22 | 2.27 | 1.11094 | 1.11414 | 0.00000 | ||
44 | 2019.10.30 03:02 | close | 22 | 2.27 | 1.11131 | 1.11414 | 0.00000 | -73.41 | 12578.34 |
45 | 2019.11.04 10:10 | sell | 23 | 2.25 | 1.11538 | 1.11858 | 0.00000 | ||
46 | 2019.11.04 18:47 | close | 23 | 2.25 | 1.11468 | 1.11858 | 0.00000 | 157.50 | 12735.84 |
47 | 2019.11.07 09:50 | buy | 24 | 2.29 | 1.10828 | 1.10508 | 0.00000 | ||
48 | 2019.11.07 13:01 | close | 24 | 2.29 | 1.10880 | 1.10508 | 0.00000 | 119.08 | 12854.92 |
49 | 2019.11.18 20:00 | sell | 25 | 2.31 | 1.10816 | 1.11136 | 0.00000 | ||
50 | 2019.11.18 23:33 | close | 25 | 2.31 | 1.10742 | 1.11136 | 0.00000 | 170.94 | 13025.86 |
51 | 2019.12.02 17:21 | buy | 26 | 2.35 | 1.10707 | 1.10387 | 0.00000 | ||
52 | 2019.12.02 18:40 | close | 26 | 2.35 | 1.10823 | 1.10387 | 0.00000 | 272.60 | 13298.46 |
53 | 2019.12.02 19:30 | sell | 27 | 2.40 | 1.10763 | 1.11094 | 0.00000 | ||
54 | 2019.12.03 02:30 | close | 27 | 2.40 | 1.10776 | 1.11094 | 0.00000 | -20.02 | 13278.45 |
55 | 2019.12.06 15:34 | sell | 28 | 2.39 | 1.10693 | 1.11013 | 0.00000 | ||
56 | 2019.12.06 17:07 | close | 28 | 2.39 | 1.10609 | 1.11013 | 0.00000 | 200.76 | 13479.21 |
57 | 2019.12.13 00:01 | buy | 29 | 2.41 | 1.11647 | 1.11327 | 0.00000 | ||
58 | 2019.12.13 00:01 | close | 29 | 2.41 | 1.11703 | 1.11327 | 0.00000 | 134.96 | 13614.17 |
59 | 2019.12.13 02:30 | sell | 30 | 2.43 | 1.11737 | 1.12158 | 0.00000 | ||
60 | 2019.12.13 08:27 | close | 30 | 2.43 | 1.11704 | 1.12158 | 0.00000 | 80.19 | 13694.36 |