Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=200; TrackPeriod=10; TRRR=1.9; MinDev=0.0006; UpATRR=3; UpDPR=0.3; DownATRR=3; DownDPR=0.7; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 1996783 | Modelling quality | 79.09% |
Mismatched charts errors | 12 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 383.64 | Gross profit | 477.96 | Gross loss | -94.32 |
Profit factor | 5.07 | Expected payoff | 21.31 | ||
Absolute drawdown | 30.96 | Maximal drawdown | 146.16 (1.42%) | Relative drawdown | 1.42% (146.16) |
Total trades | 18 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
Largest | profit trade | 110.16 | loss trade | -86.40 | |
Average | profit trade | 31.86 | loss trade | -31.44 | |
Maximum | consecutive wins (profit in money) | 12 (236.76) | consecutive losses (loss in money) | 2 (-7.92) | |
Maximal | consecutive profit (count of wins) | 236.76 (12) | consecutive loss (count of losses) | -86.40 (1) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:17 | sell | 1 | 0.36 | 1.10032 | 1.10272 | 0.00000 | ||
2 | 2019.09.23 10:34 | close | 1 | 0.36 | 1.09853 | 1.10272 | 0.00000 | 64.44 | 10064.44 |
3 | 2019.09.27 04:30 | buy | 2 | 0.36 | 1.09188 | 1.09039 | 0.00000 | ||
4 | 2019.09.27 05:07 | close | 2 | 0.36 | 1.09169 | 1.09039 | 0.00000 | -6.84 | 10057.60 |
5 | 2019.10.02 13:00 | buy | 3 | 0.36 | 1.09227 | 1.09000 | 0.00000 | ||
6 | 2019.10.02 14:07 | close | 3 | 0.36 | 1.09224 | 1.09000 | 0.00000 | -1.08 | 10056.52 |
7 | 2019.10.09 10:18 | buy | 4 | 0.36 | 1.09791 | 1.09551 | 0.00000 | ||
8 | 2019.10.09 12:16 | close | 4 | 0.36 | 1.09823 | 1.09551 | 0.00000 | 11.52 | 10068.04 |
9 | 2019.10.10 09:53 | buy | 5 | 0.36 | 1.10091 | 1.09851 | 0.00000 | ||
10 | 2019.10.10 10:15 | close | 5 | 0.36 | 1.10109 | 1.09851 | 0.00000 | 6.48 | 10074.52 |
11 | 2019.10.16 09:17 | buy | 6 | 0.36 | 1.10518 | 1.10278 | 0.00000 | ||
12 | 2019.10.16 09:19 | close | 6 | 0.36 | 1.10541 | 1.10278 | 0.00000 | 8.28 | 10082.80 |
13 | 2019.10.17 12:37 | buy | 7 | 0.36 | 1.11306 | 1.11066 | 0.00000 | ||
14 | 2019.10.17 12:39 | close | 7 | 0.36 | 1.11333 | 1.11066 | 0.00000 | 9.72 | 10092.52 |
15 | 2019.10.24 10:15 | buy | 8 | 0.36 | 1.11563 | 1.11323 | 0.00000 | ||
16 | 2019.10.24 10:30 | close | 8 | 0.36 | 1.11579 | 1.11323 | 0.00000 | 5.76 | 10098.28 |
17 | 2019.10.28 15:00 | sell | 9 | 0.36 | 1.10969 | 1.11068 | 0.00000 | ||
18 | 2019.10.28 15:58 | close | 9 | 0.36 | 1.10937 | 1.11068 | 0.00000 | 11.52 | 10109.80 |
19 | 2019.11.04 10:10 | sell | 10 | 0.36 | 1.11538 | 1.11778 | 0.00000 | ||
20 | 2019.11.05 02:18 | close | 10 | 0.36 | 1.11342 | 1.11778 | 0.00000 | 72.24 | 10182.04 |
21 | 2019.11.07 09:50 | buy | 11 | 0.36 | 1.10848 | 1.10608 | 0.00000 | ||
22 | 2019.11.07 13:05 | close | 11 | 0.36 | 1.10868 | 1.10608 | 0.00000 | 7.20 | 10189.24 |
23 | 2019.11.29 16:30 | buy | 12 | 0.37 | 1.09956 | 1.09823 | 0.00000 | ||
24 | 2019.11.29 16:49 | close | 12 | 0.37 | 1.09992 | 1.09823 | 0.00000 | 13.32 | 10202.56 |
25 | 2019.12.02 17:21 | buy | 13 | 0.36 | 1.10727 | 1.10487 | 0.00000 | ||
26 | 2019.12.02 18:53 | close | 13 | 0.36 | 1.10779 | 1.10487 | 0.00000 | 18.72 | 10221.28 |
27 | 2019.12.06 15:34 | sell | 14 | 0.36 | 1.10693 | 1.10933 | 0.00000 | ||
28 | 2019.12.06 17:57 | close | 14 | 0.36 | 1.10516 | 1.10933 | 0.00000 | 63.72 | 10285.00 |
29 | 2019.12.13 00:01 | buy | 15 | 0.36 | 1.11667 | 1.11427 | 0.00000 | ||
30 | 2019.12.13 00:01 | close | 15 | 0.36 | 1.11690 | 1.11427 | 0.00000 | 8.28 | 10293.28 |
31 | 2019.12.17 10:26 | sell | 16 | 0.36 | 1.11309 | 1.11549 | 0.00000 | ||
32 | 2019.12.17 11:58 | s/l | 16 | 0.36 | 1.11549 | 1.11549 | 0.00000 | -86.40 | 10206.88 |
33 | 2019.12.20 13:15 | sell | 17 | 0.36 | 1.10970 | 1.11210 | 0.00000 | ||
34 | 2019.12.20 21:44 | close | 17 | 0.36 | 1.10785 | 1.11210 | 0.00000 | 66.60 | 10273.48 |
35 | 2019.12.27 10:26 | buy | 18 | 0.36 | 1.11454 | 1.11214 | 0.00000 | ||
36 | 2019.12.27 23:00 | close | 18 | 0.36 | 1.11760 | 1.11214 | 0.00000 | 110.16 | 10383.64 |