Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.16 00:00 - 2019.12.27 23:30 (2019.09.16 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=150; TrackPeriod=10; TRRR=2; MinDev=0.0005; UpATRR=3; UpDPR=0.4; DownATRR=3; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4587 | Ticks modelled | 5712049 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 213.48 | Gross profit | 254.88 | Gross loss | -41.40 |
Profit factor | 6.16 | Expected payoff | 11.86 | ||
Absolute drawdown | 25.20 | Maximal drawdown | 69.12 (0.68%) | Relative drawdown | 0.68% (69.12) |
Total trades | 18 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 12 (100.00%) |
Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
Largest | profit trade | 56.70 | loss trade | -41.40 | |
Average | profit trade | 14.99 | loss trade | -41.40 | |
Maximum | consecutive wins (profit in money) | 15 (172.26) | consecutive losses (loss in money) | 1 (-41.40) | |
Maximal | consecutive profit (count of wins) | 172.26 (15) | consecutive loss (count of losses) | -41.40 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.18 21:13 | sell | 1 | 0.18 | 1.10305 | 1.10535 | 0.00000 | ||
2 | 2019.09.18 21:47 | close | 1 | 0.18 | 1.10174 | 1.10535 | 0.00000 | 23.58 | 10023.58 |
3 | 2019.09.23 10:15 | sell | 2 | 0.18 | 1.10022 | 1.10252 | 0.00000 | ||
4 | 2019.09.23 10:30 | close | 2 | 0.18 | 1.09898 | 1.10252 | 0.00000 | 22.32 | 10045.90 |
5 | 2019.09.27 04:30 | buy | 3 | 0.18 | 1.09169 | 1.09030 | 0.00000 | ||
6 | 2019.09.27 05:21 | close | 3 | 0.18 | 1.09170 | 1.09030 | 0.00000 | 0.18 | 10046.08 |
7 | 2019.10.09 10:18 | buy | 4 | 0.18 | 1.09774 | 1.09544 | 0.00000 | ||
8 | 2019.10.09 11:17 | close | 4 | 0.18 | 1.09798 | 1.09544 | 0.00000 | 4.32 | 10050.40 |
9 | 2019.10.10 09:50 | buy | 5 | 0.18 | 1.10076 | 1.09846 | 0.00000 | ||
10 | 2019.10.10 10:07 | close | 5 | 0.18 | 1.10103 | 1.09846 | 0.00000 | 4.86 | 10055.26 |
11 | 2019.10.16 09:15 | buy | 6 | 0.18 | 1.10500 | 1.10270 | 0.00000 | ||
12 | 2019.10.16 09:15 | close | 6 | 0.18 | 1.10534 | 1.10270 | 0.00000 | 6.12 | 10061.38 |
13 | 2019.10.17 12:38 | buy | 7 | 0.18 | 1.11289 | 1.11059 | 0.00000 | ||
14 | 2019.10.17 12:39 | close | 7 | 0.18 | 1.11328 | 1.11059 | 0.00000 | 7.02 | 10068.40 |
15 | 2019.10.24 10:15 | buy | 8 | 0.18 | 1.11544 | 1.11314 | 0.00000 | ||
16 | 2019.10.24 10:30 | close | 8 | 0.18 | 1.11571 | 1.11314 | 0.00000 | 4.86 | 10073.26 |
17 | 2019.11.04 10:10 | sell | 9 | 0.18 | 1.11529 | 1.11759 | 0.00000 | ||
18 | 2019.11.04 20:37 | close | 9 | 0.18 | 1.11381 | 1.11759 | 0.00000 | 26.64 | 10099.90 |
19 | 2019.11.07 09:50 | buy | 10 | 0.18 | 1.10828 | 1.10598 | 0.00000 | ||
20 | 2019.11.07 13:06 | close | 10 | 0.18 | 1.10859 | 1.10598 | 0.00000 | 5.58 | 10105.48 |
21 | 2019.11.20 12:00 | buy | 11 | 0.18 | 1.10659 | 1.10550 | 0.00000 | ||
22 | 2019.11.20 12:32 | close | 11 | 0.18 | 1.10661 | 1.10550 | 0.00000 | 0.36 | 10105.84 |
23 | 2019.11.29 16:30 | buy | 12 | 0.18 | 1.09939 | 1.09813 | 0.00000 | ||
24 | 2019.11.29 16:49 | close | 12 | 0.18 | 1.09994 | 1.09813 | 0.00000 | 9.90 | 10115.74 |
25 | 2019.12.02 17:21 | buy | 13 | 0.18 | 1.10707 | 1.10477 | 0.00000 | ||
26 | 2019.12.02 18:52 | close | 13 | 0.18 | 1.10778 | 1.10477 | 0.00000 | 12.78 | 10128.52 |
27 | 2019.12.06 15:30 | sell | 14 | 0.18 | 1.10683 | 1.10913 | 0.00000 | ||
28 | 2019.12.06 17:48 | close | 14 | 0.18 | 1.10470 | 1.10913 | 0.00000 | 38.34 | 10166.86 |
29 | 2019.12.13 00:01 | buy | 15 | 0.18 | 1.11652 | 1.11422 | 0.00000 | ||
30 | 2019.12.13 00:01 | close | 15 | 0.18 | 1.11682 | 1.11422 | 0.00000 | 5.40 | 10172.26 |
31 | 2019.12.17 10:26 | sell | 16 | 0.18 | 1.11296 | 1.11526 | 0.00000 | ||
32 | 2019.12.17 11:58 | s/l | 16 | 0.18 | 1.11526 | 1.11526 | 0.00000 | -41.40 | 10130.86 |
33 | 2019.12.20 13:15 | sell | 17 | 0.18 | 1.10962 | 1.11192 | 0.00000 | ||
34 | 2019.12.20 18:23 | close | 17 | 0.18 | 1.10818 | 1.11192 | 0.00000 | 25.92 | 10156.78 |
35 | 2019.12.27 10:26 | buy | 18 | 0.18 | 1.11436 | 1.11206 | 0.00000 | ||
36 | 2019.12.27 23:00 | close | 18 | 0.18 | 1.11751 | 1.11206 | 0.00000 | 56.70 | 10213.48 |