Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=300; TrackPeriod=10; TRRR=0.5; UpATRR=3; DownATRR=1.5; DPR=0.2; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 4519 | Ticks modelled | 5344281 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3204.21 | Gross profit | 8018.09 | Gross loss | -4813.88 |
Profit factor | 1.67 | Expected payoff | 59.34 | ||
Absolute drawdown | 534.95 | Maximal drawdown | 1666.42 (1.61%) | Relative drawdown | 1.62% (1637.71) |
Total trades | 54 | Short positions (won %) | 41 (68.29%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 39 (72.22%) | Loss trades (% of total) | 15 (27.78%) | ||
Largest | profit trade | 540.00 | loss trade | -594.00 | |
Average | profit trade | 205.59 | loss trade | -320.93 | |
Maximum | consecutive wins (profit in money) | 9 (1239.65) | consecutive losses (loss in money) | 2 (-657.00) | |
Maximal | consecutive profit (count of wins) | 1367.81 (6) | consecutive loss (count of losses) | -657.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.14 09:51 | sell | 1 | 1.80 | 1.10182 | 1.10512 | 1.09882 | ||
2 | 2019.10.15 17:28 | close | 1 | 1.80 | 1.10165 | 1.10512 | 1.09882 | 37.45 | 100037.45 |
3 | 2019.10.15 19:00 | sell | 2 | 1.80 | 1.10345 | 1.10563 | 0.00000 | ||
4 | 2019.10.16 04:11 | close | 2 | 1.80 | 1.10302 | 1.10563 | 0.00000 | 84.25 | 100121.69 |
5 | 2019.10.16 09:15 | buy | 3 | 1.80 | 1.10500 | 1.10170 | 1.10800 | ||
6 | 2019.10.16 19:28 | t/p | 3 | 1.80 | 1.10800 | 1.10170 | 1.10800 | 540.00 | 100661.69 |
7 | 2019.10.16 21:00 | sell | 4 | 1.80 | 1.10686 | 1.11006 | 0.00000 | ||
8 | 2019.10.17 08:47 | close | 4 | 1.80 | 1.10754 | 1.11006 | 0.00000 | -101.86 | 100559.83 |
9 | 2019.10.17 12:38 | buy | 5 | 1.80 | 1.11289 | 1.10959 | 1.11589 | ||
10 | 2019.10.18 20:00 | t/p | 5 | 1.80 | 1.11589 | 1.10959 | 1.11589 | 523.61 | 101083.44 |
11 | 2019.10.18 21:00 | sell | 6 | 1.80 | 1.11580 | 1.11706 | 0.00000 | ||
12 | 2019.10.18 23:00 | close | 6 | 1.80 | 1.11639 | 1.11706 | 0.00000 | -106.20 | 100977.24 |
13 | 2019.10.22 11:24 | sell | 7 | 1.80 | 1.11349 | 1.11679 | 1.11049 | ||
14 | 2019.10.23 01:43 | close | 7 | 1.80 | 1.11323 | 1.11679 | 1.11049 | 53.65 | 101030.88 |
15 | 2019.10.24 10:15 | buy | 8 | 1.80 | 1.11544 | 1.11214 | 1.11844 | ||
16 | 2019.10.24 13:46 | s/l | 8 | 1.80 | 1.11214 | 1.11214 | 1.11844 | -594.00 | 100436.88 |
17 | 2019.10.25 20:30 | buy | 9 | 1.80 | 1.10792 | 1.10557 | 0.00000 | ||
18 | 2019.10.25 23:00 | close | 9 | 1.80 | 1.10793 | 1.10557 | 0.00000 | 1.80 | 100438.68 |
19 | 2019.10.29 04:24 | sell | 10 | 1.80 | 1.10920 | 1.11250 | 1.10620 | ||
20 | 2019.10.29 13:56 | close | 10 | 1.80 | 1.10893 | 1.11250 | 1.10620 | 48.60 | 100487.28 |
21 | 2019.10.29 20:00 | sell | 11 | 1.80 | 1.11086 | 1.11279 | 0.00000 | ||
22 | 2019.10.30 03:16 | close | 11 | 1.80 | 1.11102 | 1.11279 | 0.00000 | -21.95 | 100465.33 |
23 | 2019.10.30 21:36 | sell | 12 | 1.80 | 1.10893 | 1.11223 | 1.10593 | ||
24 | 2019.10.30 21:55 | s/l | 12 | 1.80 | 1.11223 | 1.11223 | 1.10593 | -594.00 | 99871.33 |
25 | 2019.11.01 10:33 | sell | 13 | 1.70 | 1.11556 | 1.11886 | 1.11256 | ||
26 | 2019.11.01 16:30 | close | 13 | 1.70 | 1.11552 | 1.11886 | 1.11256 | 6.80 | 99878.13 |
27 | 2019.11.04 10:06 | sell | 14 | 1.70 | 1.11586 | 1.11916 | 1.11286 | ||
28 | 2019.11.04 21:43 | t/p | 14 | 1.70 | 1.11286 | 1.11916 | 1.11286 | 510.00 | 100388.13 |
29 | 2019.11.05 05:33 | sell | 15 | 1.80 | 1.11151 | 1.11481 | 1.10851 | ||
30 | 2019.11.05 17:00 | t/p | 15 | 1.80 | 1.10851 | 1.11481 | 1.10851 | 540.00 | 100928.13 |
31 | 2019.11.05 19:00 | buy | 16 | 1.80 | 1.10719 | 1.10394 | 0.00000 | ||
32 | 2019.11.06 01:00 | close | 16 | 1.80 | 1.10742 | 1.10394 | 0.00000 | 25.01 | 100953.13 |
33 | 2019.11.07 04:47 | sell | 17 | 1.80 | 1.10572 | 1.10902 | 1.10272 | ||
34 | 2019.11.07 12:51 | s/l | 17 | 1.80 | 1.10902 | 1.10902 | 1.10272 | -594.00 | 100359.13 |
35 | 2019.11.07 14:08 | sell | 18 | 1.80 | 1.10791 | 1.10999 | 0.00000 | ||
36 | 2019.11.07 15:55 | close | 18 | 1.80 | 1.10718 | 1.10999 | 0.00000 | 131.40 | 100490.53 |
37 | 2019.11.07 17:57 | sell | 19 | 1.80 | 1.10377 | 1.10707 | 1.10077 | ||
38 | 2019.11.08 22:00 | close | 19 | 1.80 | 1.10259 | 1.10707 | 1.10077 | 219.25 | 100709.78 |
39 | 2019.11.13 10:10 | sell | 20 | 1.80 | 1.10009 | 1.10339 | 1.09709 | ||
40 | 2019.11.14 14:48 | close | 20 | 1.80 | 1.09997 | 1.10339 | 1.09709 | 42.14 | 100751.92 |
41 | 2019.11.14 22:00 | sell | 21 | 1.80 | 1.10208 | 1.10382 | 0.00000 | ||
42 | 2019.11.15 08:32 | close | 21 | 1.80 | 1.10227 | 1.10382 | 0.00000 | -27.35 | 100724.56 |
43 | 2019.11.15 18:30 | sell | 22 | 1.80 | 1.10465 | 1.10638 | 0.00000 | ||
44 | 2019.11.15 23:00 | close | 22 | 1.80 | 1.10569 | 1.10638 | 0.00000 | -187.20 | 100537.36 |
45 | 2019.11.19 03:04 | sell | 23 | 1.80 | 1.10640 | 1.10970 | 1.10340 | ||
46 | 2019.11.20 16:35 | close | 23 | 1.80 | 1.10639 | 1.10970 | 1.10340 | 8.65 | 100546.01 |
47 | 2019.11.21 22:00 | buy | 24 | 1.80 | 1.10610 | 1.10408 | 0.00000 | ||
48 | 2019.11.22 01:30 | close | 24 | 1.80 | 1.10630 | 1.10408 | 0.00000 | 19.61 | 100565.61 |
49 | 2019.11.22 11:10 | sell | 25 | 1.80 | 1.10481 | 1.10811 | 1.10181 | ||
50 | 2019.11.22 21:47 | t/p | 25 | 1.80 | 1.10181 | 1.10811 | 1.10181 | 540.00 | 101105.61 |
51 | 2019.11.29 13:46 | sell | 26 | 1.80 | 1.09937 | 1.10267 | 1.09637 | ||
52 | 2019.11.29 17:56 | s/l | 26 | 1.80 | 1.10267 | 1.10267 | 1.09637 | -594.00 | 100511.61 |
53 | 2019.12.02 17:21 | buy | 27 | 1.80 | 1.10707 | 1.10377 | 1.11007 | ||
54 | 2019.12.03 02:30 | close | 27 | 1.80 | 1.10747 | 1.10377 | 1.11007 | 55.61 | 100567.22 |
55 | 2019.12.06 11:54 | sell | 28 | 1.80 | 1.10955 | 1.11285 | 1.10655 | ||
56 | 2019.12.06 16:53 | t/p | 28 | 1.80 | 1.10655 | 1.11285 | 1.10655 | 540.00 | 101107.22 |
57 | 2019.12.06 19:00 | buy | 29 | 1.80 | 1.10539 | 1.10258 | 0.00000 | ||
58 | 2019.12.06 23:00 | close | 29 | 1.80 | 1.10591 | 1.10258 | 0.00000 | 93.60 | 101200.82 |
59 | 2019.12.12 11:20 | sell | 30 | 1.80 | 1.11260 | 1.11590 | 1.10960 | ||
60 | 2019.12.12 22:10 | close | 30 | 1.80 | 1.11224 | 1.11590 | 1.10960 | 64.80 | 101265.62 |
61 | 2019.12.13 02:30 | sell | 31 | 1.80 | 1.11727 | 1.12057 | 0.00000 | ||
62 | 2019.12.13 08:27 | close | 31 | 1.80 | 1.11686 | 1.12057 | 0.00000 | 73.80 | 101339.42 |
63 | 2019.12.13 16:57 | sell | 32 | 1.80 | 1.11468 | 1.11798 | 1.11168 | ||
64 | 2019.12.13 19:41 | t/p | 32 | 1.80 | 1.11168 | 1.11798 | 1.11168 | 540.00 | 101879.42 |
65 | 2019.12.13 20:30 | buy | 33 | 1.80 | 1.11194 | 1.10870 | 0.00000 | ||
66 | 2019.12.13 23:00 | close | 33 | 1.80 | 1.11159 | 1.10870 | 0.00000 | -63.00 | 101816.42 |
67 | 2019.12.17 10:21 | sell | 34 | 1.80 | 1.11343 | 1.11673 | 1.11043 | ||
68 | 2019.12.17 13:32 | s/l | 34 | 1.80 | 1.11673 | 1.11673 | 1.11043 | -594.00 | 101222.42 |
69 | 2019.12.18 03:47 | sell | 35 | 1.80 | 1.11386 | 1.11716 | 1.11086 | ||
70 | 2019.12.18 11:04 | close | 35 | 1.80 | 1.11365 | 1.11716 | 1.11086 | 37.80 | 101260.22 |
71 | 2019.12.20 13:13 | sell | 36 | 1.80 | 1.11035 | 1.11365 | 1.10735 | ||
72 | 2019.12.20 19:55 | t/p | 36 | 1.80 | 1.10735 | 1.11365 | 1.10735 | 540.00 | 101800.22 |
73 | 2019.12.27 10:26 | buy | 37 | 1.80 | 1.11436 | 1.11106 | 1.11736 | ||
74 | 2019.12.27 17:26 | t/p | 37 | 1.80 | 1.11736 | 1.11106 | 1.11736 | 540.00 | 102340.22 |
75 | 2019.12.27 19:00 | sell | 38 | 1.80 | 1.11726 | 1.11906 | 0.00000 | ||
76 | 2019.12.27 23:00 | close | 38 | 1.80 | 1.11781 | 1.11906 | 0.00000 | -99.00 | 102241.22 |
77 | 2020.01.02 09:00 | sell | 39 | 1.80 | 1.12082 | 1.12412 | 1.11782 | ||
78 | 2020.01.02 16:30 | t/p | 39 | 1.80 | 1.11782 | 1.12412 | 1.11782 | 540.00 | 102781.22 |
79 | 2020.01.02 20:30 | buy | 40 | 1.80 | 1.11696 | 1.11484 | 0.00000 | ||
80 | 2020.01.03 02:12 | close | 40 | 1.80 | 1.11718 | 1.11484 | 0.00000 | 23.21 | 102804.43 |
81 | 2020.01.03 09:20 | sell | 41 | 1.80 | 1.11569 | 1.11899 | 1.11269 | ||
82 | 2020.01.03 16:20 | close | 41 | 1.80 | 1.11486 | 1.11899 | 1.11269 | 149.40 | 102953.83 |
83 | 2020.01.03 19:30 | sell | 42 | 1.80 | 1.11718 | 1.11893 | 0.00000 | ||
84 | 2020.01.03 23:00 | close | 42 | 1.80 | 1.11636 | 1.11893 | 0.00000 | 147.60 | 103101.43 |
85 | 2020.01.06 14:30 | sell | 43 | 1.80 | 1.11973 | 1.12194 | 0.00000 | ||
86 | 2020.01.06 18:10 | close | 43 | 1.80 | 1.11851 | 1.12194 | 0.00000 | 219.60 | 103321.03 |
87 | 2020.01.07 07:58 | sell | 44 | 1.80 | 1.11837 | 1.12167 | 1.11537 | ||
88 | 2020.01.07 14:00 | close | 44 | 1.80 | 1.11837 | 1.12167 | 1.11537 | 0.00 | 103321.03 |
89 | 2020.01.07 19:30 | buy | 45 | 1.80 | 1.11462 | 1.11145 | 0.00000 | ||
90 | 2020.01.07 23:57 | close | 45 | 1.80 | 1.11497 | 1.11145 | 0.00000 | 63.00 | 103384.03 |
91 | 2020.01.08 10:13 | sell | 46 | 1.80 | 1.11340 | 1.11670 | 1.11040 | ||
92 | 2020.01.08 17:07 | close | 46 | 1.80 | 1.11324 | 1.11670 | 1.11040 | 28.80 | 103412.83 |
93 | 2020.01.09 10:13 | sell | 47 | 1.80 | 1.11047 | 1.11377 | 1.10747 | ||
94 | 2020.01.10 14:59 | close | 47 | 1.80 | 1.11013 | 1.11377 | 1.10747 | 68.05 | 103480.87 |
95 | 2020.01.10 20:30 | sell | 48 | 1.80 | 1.11197 | 1.11355 | 0.00000 | ||
96 | 2020.01.10 23:00 | close | 48 | 1.80 | 1.11232 | 1.11355 | 0.00000 | -63.00 | 103417.87 |
97 | 2020.01.14 15:23 | sell | 49 | 1.80 | 1.11090 | 1.11420 | 1.10790 | ||
98 | 2020.01.15 13:01 | s/l | 49 | 1.80 | 1.11420 | 1.11420 | 1.10790 | -587.15 | 102830.72 |
99 | 2020.01.16 08:26 | sell | 50 | 1.80 | 1.11457 | 1.11787 | 1.11157 | ||
100 | 2020.01.17 00:02 | close | 50 | 1.80 | 1.11402 | 1.11787 | 1.11157 | 105.85 | 102936.56 |
101 | 2020.01.17 13:15 | sell | 51 | 1.80 | 1.11068 | 1.11398 | 1.10768 | ||
102 | 2020.01.17 23:00 | close | 51 | 1.80 | 1.10947 | 1.11398 | 1.10768 | 217.80 | 103154.36 |
103 | 2020.01.20 11:05 | sell | 52 | 1.80 | 1.10816 | 1.11146 | 1.10516 | ||
104 | 2020.01.21 15:05 | s/l | 52 | 1.80 | 1.11146 | 1.11146 | 1.10516 | -587.15 | 102567.21 |
105 | 2020.01.23 02:54 | sell | 53 | 1.80 | 1.10841 | 1.11171 | 1.10541 | ||
106 | 2020.01.23 17:26 | t/p | 53 | 1.80 | 1.10541 | 1.11171 | 1.10541 | 540.00 | 103107.21 |
107 | 2020.01.23 19:30 | buy | 54 | 1.80 | 1.10487 | 1.10197 | 0.00000 | ||
108 | 2020.01.24 01:00 | close | 54 | 1.80 | 1.10550 | 1.10197 | 0.00000 | 97.01 | 103204.21 |