Symbol | EURUSD (Euro vs. United States 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=300; TakeProfit=100; TrackPeriod=10; TRRR=2; MinDev=0.0005; UpATRR=1.1; UpDPR=0.8; DownATRR=1.3; DownDPR=0.8; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4345 | Ticks modelled | 5288179 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 170.29 | Gross profit | 498.24 | Gross loss | -327.96 |
Profit factor | 1.52 | Expected payoff | 2.21 | ||
Absolute drawdown | 79.60 | Maximal drawdown | 133.90 (1.33%) | Relative drawdown | 1.33% (133.90) |
Total trades | 77 | Short positions (won %) | 30 (90.00%) | Long positions (won %) | 47 (74.47%) |
Profit trades (% of total) | 62 (80.52%) | Loss trades (% of total) | 15 (19.48%) | ||
Largest | profit trade | 19.90 | loss trade | -38.71 | |
Average | profit trade | 8.04 | loss trade | -21.86 | |
Maximum | consecutive wins (profit in money) | 15 (125.90) | consecutive losses (loss in money) | 3 (-99.00) | |
Maximal | consecutive profit (count of wins) | 125.90 (15) | consecutive loss (count of losses) | -99.00 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 09:50 | sell | 1 | 0.10 | 1.10158 | 1.10488 | 0.00000 | ||
2 | 2019.09.23 10:14 | close | 1 | 0.10 | 1.10078 | 1.10488 | 0.00000 | 8.00 | 10008.00 |
3 | 2019.09.23 10:30 | sell | 2 | 0.10 | 1.09922 | 1.10252 | 0.00000 | ||
4 | 2019.09.23 10:34 | close | 2 | 0.10 | 1.09791 | 1.10252 | 0.00000 | 13.10 | 10021.10 |
5 | 2019.09.25 04:52 | sell | 3 | 0.10 | 1.09989 | 1.10319 | 0.00000 | ||
6 | 2019.09.25 14:46 | close | 3 | 0.10 | 1.09897 | 1.10319 | 0.00000 | 9.20 | 10030.30 |
7 | 2019.09.25 17:21 | sell | 4 | 0.10 | 1.09673 | 1.10003 | 0.00000 | ||
8 | 2019.09.25 17:33 | close | 4 | 0.10 | 1.09609 | 1.10003 | 0.00000 | 6.40 | 10036.70 |
9 | 2019.09.26 05:24 | buy | 5 | 0.10 | 1.09619 | 1.09289 | 0.00000 | ||
10 | 2019.09.26 12:37 | s/l | 5 | 0.10 | 1.09289 | 1.09289 | 0.00000 | -33.00 | 10003.70 |
11 | 2019.09.27 04:30 | buy | 6 | 0.10 | 1.09169 | 1.09030 | 0.00000 | ||
12 | 2019.09.27 05:21 | close | 6 | 0.10 | 1.09170 | 1.09030 | 0.00000 | 0.10 | 10003.80 |
13 | 2019.09.27 13:57 | buy | 7 | 0.10 | 1.09399 | 1.09069 | 0.00000 | ||
14 | 2019.09.27 18:00 | close | 7 | 0.10 | 1.09467 | 1.09069 | 0.00000 | 6.80 | 10010.60 |
15 | 2019.09.30 04:08 | sell | 8 | 0.10 | 1.09310 | 1.09640 | 0.00000 | ||
16 | 2019.09.30 12:55 | close | 8 | 0.10 | 1.09241 | 1.09640 | 0.00000 | 6.90 | 10017.50 |
17 | 2019.09.30 14:22 | sell | 9 | 0.10 | 1.09084 | 1.09414 | 0.00000 | ||
18 | 2019.09.30 15:13 | close | 9 | 0.10 | 1.08972 | 1.09414 | 0.00000 | 11.20 | 10028.70 |
19 | 2019.10.01 04:19 | sell | 10 | 0.10 | 1.08907 | 1.09237 | 0.00000 | ||
20 | 2019.10.01 10:00 | close | 10 | 0.10 | 1.08833 | 1.09237 | 0.00000 | 7.40 | 10036.10 |
21 | 2019.10.01 17:01 | buy | 11 | 0.10 | 1.09204 | 1.08874 | 0.00000 | ||
22 | 2019.10.01 18:17 | close | 11 | 0.10 | 1.09289 | 1.08874 | 0.00000 | 8.50 | 10044.60 |
23 | 2019.10.02 09:25 | sell | 12 | 0.10 | 1.09267 | 1.09597 | 0.00000 | ||
24 | 2019.10.02 11:01 | close | 12 | 0.10 | 1.09190 | 1.09597 | 0.00000 | 7.70 | 10052.30 |
25 | 2019.10.02 11:57 | sell | 13 | 0.10 | 1.09042 | 1.09372 | 0.00000 | ||
26 | 2019.10.02 14:24 | s/l | 13 | 0.10 | 1.09372 | 1.09372 | 0.00000 | -33.00 | 10019.30 |
27 | 2019.10.03 09:06 | sell | 14 | 0.10 | 1.09502 | 1.09832 | 0.00000 | ||
28 | 2019.10.03 17:00 | s/l | 14 | 0.10 | 1.09832 | 1.09832 | 0.00000 | -33.00 | 9986.30 |
29 | 2019.10.04 15:30 | buy | 15 | 0.10 | 1.10002 | 1.09672 | 0.00000 | ||
30 | 2019.10.04 15:32 | s/l | 15 | 0.10 | 1.09672 | 1.09672 | 0.00000 | -33.00 | 9953.30 |
31 | 2019.10.07 10:24 | sell | 16 | 0.10 | 1.09699 | 1.10029 | 0.00000 | ||
32 | 2019.10.08 17:43 | close | 16 | 0.10 | 1.09596 | 1.10029 | 0.00000 | 11.44 | 9964.74 |
33 | 2019.10.09 10:10 | buy | 17 | 0.10 | 1.09715 | 1.09385 | 0.00000 | ||
34 | 2019.10.09 10:24 | close | 17 | 0.10 | 1.09791 | 1.09385 | 0.00000 | 7.60 | 9972.34 |
35 | 2019.10.09 11:19 | buy | 18 | 0.10 | 1.09918 | 1.09588 | 0.00000 | ||
36 | 2019.10.10 09:49 | close | 18 | 0.10 | 1.09956 | 1.09588 | 0.00000 | -1.91 | 9970.44 |
37 | 2019.10.10 10:28 | buy | 19 | 0.10 | 1.10179 | 1.09849 | 0.00000 | ||
38 | 2019.10.10 12:41 | close | 19 | 0.10 | 1.10243 | 1.09849 | 0.00000 | 6.40 | 9976.84 |
39 | 2019.10.11 09:56 | buy | 20 | 0.10 | 1.10249 | 1.09919 | 0.00000 | ||
40 | 2019.10.11 13:49 | close | 20 | 0.10 | 1.10362 | 1.09919 | 0.00000 | 11.30 | 9988.14 |
41 | 2019.10.11 14:21 | buy | 21 | 0.10 | 1.10533 | 1.10203 | 0.00000 | ||
42 | 2019.10.11 14:27 | close | 21 | 0.10 | 1.10600 | 1.10203 | 0.00000 | 6.70 | 9994.84 |
43 | 2019.10.14 09:51 | sell | 22 | 0.10 | 1.10190 | 1.10520 | 0.00000 | ||
44 | 2019.10.15 12:38 | close | 22 | 0.10 | 1.10111 | 1.10520 | 0.00000 | 9.04 | 10003.88 |
45 | 2019.10.15 17:49 | buy | 23 | 0.10 | 1.10435 | 1.10105 | 0.00000 | ||
46 | 2019.10.16 09:15 | close | 23 | 0.10 | 1.10503 | 1.10105 | 0.00000 | 4.90 | 10008.78 |
47 | 2019.10.16 18:59 | buy | 24 | 0.10 | 1.10793 | 1.10463 | 0.00000 | ||
48 | 2019.10.17 03:58 | close | 24 | 0.10 | 1.10818 | 1.10463 | 0.00000 | -3.21 | 10005.57 |
49 | 2019.10.17 08:48 | sell | 25 | 0.10 | 1.10698 | 1.11028 | 0.00000 | ||
50 | 2019.10.17 12:28 | s/l | 25 | 0.10 | 1.11028 | 1.11028 | 0.00000 | -33.00 | 9972.57 |
51 | 2019.10.17 12:34 | buy | 26 | 0.10 | 1.11125 | 1.10795 | 0.00000 | ||
52 | 2019.10.17 12:35 | close | 26 | 0.10 | 1.11202 | 1.10795 | 0.00000 | 7.70 | 9980.27 |
53 | 2019.10.18 14:29 | buy | 27 | 0.10 | 1.11456 | 1.11126 | 0.00000 | ||
54 | 2019.10.18 18:42 | close | 27 | 0.10 | 1.11556 | 1.11126 | 0.00000 | 10.00 | 9990.27 |
55 | 2019.10.21 00:33 | sell | 28 | 0.10 | 1.11493 | 1.11823 | 0.00000 | ||
56 | 2019.10.21 18:27 | close | 28 | 0.10 | 1.11426 | 1.11823 | 0.00000 | 6.70 | 9996.97 |
57 | 2019.10.22 11:24 | sell | 29 | 0.10 | 1.11359 | 1.11689 | 0.00000 | ||
58 | 2019.10.22 15:51 | close | 29 | 0.10 | 1.11274 | 1.11689 | 0.00000 | 8.50 | 10005.47 |
59 | 2019.10.23 22:10 | buy | 30 | 0.10 | 1.11374 | 1.11044 | 0.00000 | ||
60 | 2019.10.24 05:07 | close | 30 | 0.10 | 1.11392 | 1.11044 | 0.00000 | -3.91 | 10001.56 |
61 | 2019.10.24 10:15 | buy | 31 | 0.10 | 1.11479 | 1.11149 | 0.00000 | ||
62 | 2019.10.24 10:16 | close | 31 | 0.10 | 1.11544 | 1.11149 | 0.00000 | 6.50 | 10008.06 |
63 | 2019.10.25 08:56 | buy | 32 | 0.10 | 1.11100 | 1.10770 | 0.00000 | ||
64 | 2019.10.25 11:11 | close | 32 | 0.10 | 1.11173 | 1.10770 | 0.00000 | 7.30 | 10015.36 |
65 | 2019.10.25 16:52 | sell | 33 | 0.10 | 1.10868 | 1.11198 | 0.00000 | ||
66 | 2019.10.25 19:38 | close | 33 | 0.10 | 1.10789 | 1.11198 | 0.00000 | 7.90 | 10023.26 |
67 | 2019.10.28 08:58 | buy | 34 | 0.10 | 1.10889 | 1.10559 | 0.00000 | ||
68 | 2019.10.28 14:14 | close | 34 | 0.10 | 1.11025 | 1.10559 | 0.00000 | 13.60 | 10036.86 |
69 | 2019.10.29 04:23 | sell | 35 | 0.10 | 1.10925 | 1.11255 | 0.00000 | ||
70 | 2019.10.29 11:45 | close | 35 | 0.10 | 1.10822 | 1.11255 | 0.00000 | 10.30 | 10047.16 |
71 | 2019.10.29 17:29 | buy | 36 | 0.10 | 1.11095 | 1.10765 | 0.00000 | ||
72 | 2019.10.29 19:01 | close | 36 | 0.10 | 1.11160 | 1.10765 | 0.00000 | 6.50 | 10053.66 |
73 | 2019.10.30 09:53 | buy | 37 | 0.10 | 1.11180 | 1.10850 | 0.00000 | ||
74 | 2019.10.30 13:41 | close | 37 | 0.10 | 1.11246 | 1.10850 | 0.00000 | 6.60 | 10060.26 |
75 | 2019.10.30 21:36 | sell | 38 | 0.10 | 1.10910 | 1.11240 | 0.00000 | ||
76 | 2019.10.30 21:40 | close | 38 | 0.10 | 1.10842 | 1.11240 | 0.00000 | 6.80 | 10067.06 |
77 | 2019.10.30 22:09 | buy | 39 | 0.10 | 1.11424 | 1.11094 | 0.00000 | ||
78 | 2019.10.30 23:17 | close | 39 | 0.10 | 1.11491 | 1.11094 | 0.00000 | 6.70 | 10073.76 |
79 | 2019.11.01 04:45 | buy | 40 | 0.10 | 1.11645 | 1.11315 | 0.00000 | ||
80 | 2019.11.01 15:30 | s/l | 40 | 0.10 | 1.11315 | 1.11315 | 0.00000 | -33.00 | 10040.76 |
81 | 2019.11.04 10:04 | sell | 41 | 0.10 | 1.11594 | 1.11924 | 0.00000 | ||
82 | 2019.11.04 17:02 | close | 41 | 0.10 | 1.11513 | 1.11924 | 0.00000 | 8.10 | 10048.86 |
83 | 2019.11.05 05:33 | sell | 42 | 0.10 | 1.11160 | 1.11490 | 0.00000 | ||
84 | 2019.11.05 14:42 | close | 42 | 0.10 | 1.11092 | 1.11490 | 0.00000 | 6.80 | 10055.66 |
85 | 2019.11.05 17:01 | sell | 43 | 0.10 | 1.10731 | 1.11061 | 0.00000 | ||
86 | 2019.11.06 02:02 | close | 43 | 0.10 | 1.10730 | 1.11061 | 0.00000 | 1.24 | 10056.90 |
87 | 2019.11.06 10:45 | buy | 44 | 0.10 | 1.10886 | 1.10556 | 0.00000 | ||
88 | 2019.11.07 05:21 | s/l | 44 | 0.10 | 1.10556 | 1.10556 | 0.00000 | -38.71 | 10018.19 |
89 | 2019.11.07 09:37 | buy | 45 | 0.10 | 1.10750 | 1.10420 | 0.00000 | ||
90 | 2019.11.07 12:16 | close | 45 | 0.10 | 1.10838 | 1.10420 | 0.00000 | 8.80 | 10026.99 |
91 | 2019.11.07 17:57 | sell | 46 | 0.10 | 1.10394 | 1.10724 | 0.00000 | ||
92 | 2019.11.08 13:40 | close | 46 | 0.10 | 1.10318 | 1.10724 | 0.00000 | 8.74 | 10035.74 |
93 | 2019.11.11 09:07 | buy | 47 | 0.10 | 1.10312 | 1.09982 | 0.00000 | ||
94 | 2019.11.11 15:03 | close | 47 | 0.10 | 1.10381 | 1.09982 | 0.00000 | 6.90 | 10042.64 |
95 | 2019.11.13 10:08 | sell | 48 | 0.10 | 1.10016 | 1.10346 | 0.00000 | ||
96 | 2019.11.14 13:00 | close | 48 | 0.10 | 1.10013 | 1.10346 | 0.00000 | 3.73 | 10046.37 |
97 | 2019.11.14 18:18 | buy | 49 | 0.10 | 1.10145 | 1.09815 | 0.00000 | ||
98 | 2019.11.14 21:01 | close | 49 | 0.10 | 1.10242 | 1.09815 | 0.00000 | 9.70 | 10056.07 |
99 | 2019.11.15 15:59 | buy | 50 | 0.10 | 1.10445 | 1.10115 | 0.00000 | ||
100 | 2019.11.15 17:29 | close | 50 | 0.10 | 1.10521 | 1.10115 | 0.00000 | 7.60 | 10063.67 |
101 | 2019.11.18 17:58 | buy | 51 | 0.10 | 1.10807 | 1.10477 | 0.00000 | ||
102 | 2019.11.18 18:17 | close | 51 | 0.10 | 1.10875 | 1.10477 | 0.00000 | 6.80 | 10070.47 |
103 | 2019.11.19 03:04 | sell | 52 | 0.10 | 1.10645 | 1.10975 | 0.00000 | ||
104 | 2019.11.20 15:28 | close | 52 | 0.10 | 1.10570 | 1.10975 | 0.00000 | 8.64 | 10079.11 |
105 | 2019.11.20 16:53 | buy | 53 | 0.10 | 1.10778 | 1.10448 | 0.00000 | ||
106 | 2019.11.21 10:36 | close | 53 | 0.10 | 1.10789 | 1.10448 | 0.00000 | -4.61 | 10074.50 |
107 | 2019.11.22 08:45 | buy | 54 | 0.10 | 1.10726 | 1.10396 | 0.00000 | ||
108 | 2019.11.22 10:30 | close | 54 | 0.10 | 1.10834 | 1.10396 | 0.00000 | 10.80 | 10085.30 |
109 | 2019.11.22 11:10 | sell | 55 | 0.10 | 1.10494 | 1.10824 | 0.00000 | ||
110 | 2019.11.22 17:57 | close | 55 | 0.10 | 1.10364 | 1.10824 | 0.00000 | 13.00 | 10098.30 |
111 | 2019.11.25 07:58 | buy | 56 | 0.10 | 1.10314 | 1.09984 | 0.00000 | ||
112 | 2019.11.27 15:33 | s/l | 56 | 0.10 | 1.09984 | 1.09984 | 0.00000 | -36.81 | 10061.50 |
113 | 2019.11.28 09:56 | buy | 57 | 0.10 | 1.10144 | 1.09814 | 0.00000 | ||
114 | 2019.11.29 15:13 | s/l | 57 | 0.10 | 1.09814 | 1.09814 | 0.00000 | -34.90 | 10026.60 |
115 | 2019.11.29 16:30 | buy | 58 | 0.10 | 1.09939 | 1.09813 | 0.00000 | ||
116 | 2019.11.29 16:49 | close | 58 | 0.10 | 1.09994 | 1.09813 | 0.00000 | 5.50 | 10032.10 |
117 | 2019.11.29 17:39 | buy | 59 | 0.10 | 1.10210 | 1.09880 | 0.00000 | ||
118 | 2019.11.29 23:00 | close | 59 | 0.10 | 1.10159 | 1.09880 | 0.00000 | -5.10 | 10027.00 |
119 | 2019.12.02 00:02 | buy | 60 | 0.10 | 1.10285 | 1.09955 | 0.00000 | ||
120 | 2019.12.02 16:16 | close | 60 | 0.10 | 1.10396 | 1.09955 | 0.00000 | 11.10 | 10038.10 |
121 | 2019.12.02 17:00 | buy | 61 | 0.10 | 1.10568 | 1.10238 | 0.00000 | ||
122 | 2019.12.02 17:10 | close | 61 | 0.10 | 1.10639 | 1.10238 | 0.00000 | 7.10 | 10045.20 |
123 | 2019.12.02 18:29 | buy | 62 | 0.10 | 1.10905 | 1.10575 | 0.00000 | ||
124 | 2019.12.04 15:42 | close | 62 | 0.10 | 1.10935 | 1.10575 | 0.00000 | -0.81 | 10044.39 |
125 | 2019.12.06 11:53 | sell | 63 | 0.10 | 1.10962 | 1.11292 | 0.00000 | ||
126 | 2019.12.06 15:30 | close | 63 | 0.10 | 1.10763 | 1.11292 | 0.00000 | 19.90 | 10064.29 |
127 | 2019.12.09 08:23 | buy | 64 | 0.10 | 1.10644 | 1.10314 | 0.00000 | ||
128 | 2019.12.09 12:55 | close | 64 | 0.10 | 1.10712 | 1.10314 | 0.00000 | 6.80 | 10071.09 |
129 | 2019.12.10 03:53 | buy | 65 | 0.10 | 1.10704 | 1.10374 | 0.00000 | ||
130 | 2019.12.10 12:00 | close | 65 | 0.10 | 1.10771 | 1.10374 | 0.00000 | 6.70 | 10077.79 |
131 | 2019.12.11 21:15 | buy | 66 | 0.10 | 1.11130 | 1.10800 | 0.00000 | ||
132 | 2019.12.11 21:46 | close | 66 | 0.10 | 1.11209 | 1.10800 | 0.00000 | 7.90 | 10085.69 |
133 | 2019.12.12 11:19 | sell | 67 | 0.10 | 1.11267 | 1.11597 | 0.00000 | ||
134 | 2019.12.12 17:03 | close | 67 | 0.10 | 1.11203 | 1.11597 | 0.00000 | 6.40 | 10092.09 |
135 | 2019.12.13 00:01 | buy | 68 | 0.10 | 1.11573 | 1.11243 | 0.00000 | ||
136 | 2019.12.13 00:01 | close | 68 | 0.10 | 1.11705 | 1.11243 | 0.00000 | 13.20 | 10105.29 |
137 | 2019.12.13 16:57 | sell | 69 | 0.10 | 1.11484 | 1.11814 | 0.00000 | ||
138 | 2019.12.13 17:07 | close | 69 | 0.10 | 1.11405 | 1.11814 | 0.00000 | 7.90 | 10113.19 |
139 | 2019.12.16 00:02 | buy | 70 | 0.10 | 1.11293 | 1.10963 | 0.00000 | ||
140 | 2019.12.16 08:55 | close | 70 | 0.10 | 1.11400 | 1.10963 | 0.00000 | 10.70 | 10123.89 |
141 | 2019.12.16 09:26 | buy | 71 | 0.10 | 1.11494 | 1.11164 | 0.00000 | ||
142 | 2019.12.17 12:15 | close | 71 | 0.10 | 1.11539 | 1.11164 | 0.00000 | 2.60 | 10126.49 |
143 | 2019.12.18 03:44 | sell | 72 | 0.10 | 1.11393 | 1.11723 | 0.00000 | ||
144 | 2019.12.18 11:00 | close | 72 | 0.10 | 1.11319 | 1.11723 | 0.00000 | 7.40 | 10133.89 |
145 | 2019.12.19 05:23 | buy | 73 | 0.10 | 1.11331 | 1.11001 | 0.00000 | ||
146 | 2019.12.19 13:00 | close | 73 | 0.10 | 1.11413 | 1.11001 | 0.00000 | 8.20 | 10142.09 |
147 | 2019.12.20 13:13 | sell | 74 | 0.10 | 1.11046 | 1.11376 | 0.00000 | ||
148 | 2019.12.20 13:19 | close | 74 | 0.10 | 1.10975 | 1.11376 | 0.00000 | 7.10 | 10149.19 |
149 | 2019.12.26 00:05 | buy | 75 | 0.10 | 1.10929 | 1.10599 | 0.00000 | ||
150 | 2019.12.26 18:34 | close | 75 | 0.10 | 1.10997 | 1.10599 | 0.00000 | 6.80 | 10155.99 |
151 | 2019.12.27 09:40 | buy | 76 | 0.10 | 1.11311 | 1.10981 | 0.00000 | ||
152 | 2019.12.27 10:28 | close | 76 | 0.10 | 1.11387 | 1.10981 | 0.00000 | 7.60 | 10163.59 |
153 | 2019.12.27 17:19 | buy | 77 | 0.10 | 1.11736 | 1.11406 | 0.00000 | ||
154 | 2019.12.27 19:43 | close | 77 | 0.10 | 1.11803 | 1.11406 | 0.00000 | 6.70 | 10170.29 |