Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.11.11 00:00 - 2020.02.21 23:30 (2019.11.11 - 2020.02.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=0.5; UpATRR=3; DownATRR=1.5; DPR=0; StopLoss=300; TakeProfit=400; TS=200; MUR=0.02; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=100; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4504 | Ticks modelled | 4874140 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 4047.74 | Gross profit | 8150.03 | Gross loss | -4102.29 |
Profit factor | 1.99 | Expected payoff | 86.12 | ||
Absolute drawdown | 569.87 | Maximal drawdown | 1816.26 (1.74%) | Relative drawdown | 1.74% (1816.26) |
Total trades | 47 | Short positions (won %) | 38 (76.32%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 37 (78.72%) | Loss trades (% of total) | 10 (21.28%) | ||
Largest | profit trade | 760.00 | loss trade | -633.60 | |
Average | profit trade | 220.27 | loss trade | -410.23 | |
Maximum | consecutive wins (profit in money) | 13 (2106.36) | consecutive losses (loss in money) | 2 (-664.27) | |
Maximal | consecutive profit (count of wins) | 2106.36 (13) | consecutive loss (count of losses) | -664.27 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.13 10:10 | sell | 1 | 1.81 | 1.10009 | 1.10339 | 1.09609 | ||
2 | 2019.11.14 14:48 | close | 1 | 1.81 | 1.09997 | 1.10339 | 1.09609 | 43.35 | 100043.35 |
3 | 2019.11.14 22:00 | sell | 2 | 1.81 | 1.10208 | 1.10382 | 0.00000 | ||
4 | 2019.11.15 08:32 | close | 2 | 1.81 | 1.10227 | 1.10382 | 0.00000 | -27.18 | 100016.17 |
5 | 2019.11.15 18:30 | sell | 3 | 1.81 | 1.10465 | 1.10638 | 0.00000 | ||
6 | 2019.11.15 23:00 | close | 3 | 1.81 | 1.10569 | 1.10638 | 0.00000 | -188.24 | 99827.93 |
7 | 2019.11.19 03:04 | sell | 4 | 1.80 | 1.10640 | 1.10970 | 1.10240 | ||
8 | 2019.11.20 16:35 | close | 4 | 1.80 | 1.10639 | 1.10970 | 1.10240 | 8.97 | 99836.90 |
9 | 2019.11.21 22:00 | buy | 5 | 1.80 | 1.10610 | 1.10408 | 0.00000 | ||
10 | 2019.11.22 01:30 | close | 5 | 1.80 | 1.10630 | 1.10408 | 0.00000 | 10.63 | 99847.53 |
11 | 2019.11.22 11:10 | sell | 6 | 1.80 | 1.10481 | 1.10811 | 1.10081 | ||
12 | 2019.11.22 21:47 | modify | 6 | 1.80 | 1.10481 | 1.10481 | 1.10081 | ||
13 | 2019.11.22 23:00 | close | 6 | 1.80 | 1.10249 | 1.10481 | 1.10081 | 417.60 | 100265.13 |
14 | 2019.11.29 13:46 | sell | 7 | 1.82 | 1.09937 | 1.10267 | 1.09537 | ||
15 | 2019.11.29 17:56 | s/l | 7 | 1.82 | 1.10267 | 1.10267 | 1.09537 | -600.60 | 99664.53 |
16 | 2019.12.02 17:21 | buy | 8 | 1.80 | 1.10707 | 1.10377 | 1.11107 | ||
17 | 2019.12.03 02:30 | close | 8 | 1.80 | 1.10747 | 1.10377 | 1.11107 | 46.63 | 99711.16 |
18 | 2019.12.06 11:54 | sell | 9 | 1.79 | 1.10955 | 1.11285 | 1.10555 | ||
19 | 2019.12.06 16:53 | modify | 9 | 1.79 | 1.10955 | 1.10955 | 1.10555 | ||
20 | 2019.12.06 17:00 | t/p | 9 | 1.79 | 1.10555 | 1.10955 | 1.10555 | 716.00 | 100427.16 |
21 | 2019.12.06 19:00 | buy | 10 | 1.81 | 1.10539 | 1.10258 | 0.00000 | ||
22 | 2019.12.06 23:00 | close | 10 | 1.81 | 1.10591 | 1.10258 | 0.00000 | 94.12 | 100521.28 |
23 | 2019.12.12 11:20 | sell | 11 | 1.80 | 1.11260 | 1.11590 | 1.10860 | ||
24 | 2019.12.12 22:10 | close | 11 | 1.80 | 1.11224 | 1.11590 | 1.10860 | 64.80 | 100586.08 |
25 | 2019.12.13 02:30 | sell | 12 | 1.80 | 1.11727 | 1.12057 | 0.00000 | ||
26 | 2019.12.13 08:27 | close | 12 | 1.80 | 1.11686 | 1.12057 | 0.00000 | 73.80 | 100659.88 |
27 | 2019.12.13 16:57 | sell | 13 | 1.80 | 1.11468 | 1.11798 | 1.11068 | ||
28 | 2019.12.13 19:41 | modify | 13 | 1.80 | 1.11468 | 1.11467 | 1.11068 | ||
29 | 2019.12.13 23:00 | close | 13 | 1.80 | 1.11189 | 1.11467 | 1.11068 | 502.20 | 101162.08 |
30 | 2019.12.17 10:21 | sell | 14 | 1.81 | 1.11343 | 1.11673 | 1.10943 | ||
31 | 2019.12.17 13:32 | s/l | 14 | 1.81 | 1.11673 | 1.11673 | 1.10943 | -597.30 | 100564.78 |
32 | 2019.12.18 03:47 | sell | 15 | 1.80 | 1.11386 | 1.11716 | 1.10986 | ||
33 | 2019.12.18 11:04 | close | 15 | 1.80 | 1.11365 | 1.11716 | 1.10986 | 37.80 | 100602.58 |
34 | 2019.12.20 13:13 | sell | 16 | 1.81 | 1.11035 | 1.11365 | 1.10635 | ||
35 | 2019.12.20 19:55 | modify | 16 | 1.81 | 1.11035 | 1.11035 | 1.10635 | ||
36 | 2019.12.20 23:00 | close | 16 | 1.81 | 1.10794 | 1.11035 | 1.10635 | 436.21 | 101038.79 |
37 | 2019.12.27 10:26 | buy | 17 | 1.81 | 1.11436 | 1.11106 | 1.11836 | ||
38 | 2019.12.27 17:26 | modify | 17 | 1.81 | 1.11436 | 1.11436 | 1.11836 | ||
39 | 2019.12.27 19:59 | t/p | 17 | 1.81 | 1.11836 | 1.11436 | 1.11836 | 724.00 | 101762.79 |
40 | 2019.12.27 20:30 | sell | 18 | 1.82 | 1.11790 | 1.11996 | 0.00000 | ||
41 | 2019.12.27 23:00 | close | 18 | 1.82 | 1.11781 | 1.11996 | 0.00000 | 16.38 | 101779.17 |
42 | 2020.01.02 09:00 | sell | 19 | 1.81 | 1.12082 | 1.12412 | 1.11682 | ||
43 | 2020.01.02 16:30 | modify | 19 | 1.81 | 1.12082 | 1.12082 | 1.11682 | ||
44 | 2020.01.02 17:58 | close | 19 | 1.81 | 1.11976 | 1.12082 | 1.11682 | 191.86 | 101971.03 |
45 | 2020.01.02 20:30 | buy | 20 | 1.82 | 1.11696 | 1.11484 | 0.00000 | ||
46 | 2020.01.03 02:12 | close | 20 | 1.82 | 1.11718 | 1.11484 | 0.00000 | 14.39 | 101985.42 |
47 | 2020.01.03 09:20 | sell | 21 | 1.82 | 1.11569 | 1.11899 | 1.11169 | ||
48 | 2020.01.03 16:20 | close | 21 | 1.82 | 1.11486 | 1.11899 | 1.11169 | 151.06 | 102136.48 |
49 | 2020.01.03 19:30 | sell | 22 | 1.82 | 1.11718 | 1.11893 | 0.00000 | ||
50 | 2020.01.03 23:00 | close | 22 | 1.82 | 1.11636 | 1.11893 | 0.00000 | 149.24 | 102285.72 |
51 | 2020.01.06 14:30 | sell | 23 | 1.82 | 1.11973 | 1.12194 | 0.00000 | ||
52 | 2020.01.06 18:10 | close | 23 | 1.82 | 1.11851 | 1.12194 | 0.00000 | 222.04 | 102507.76 |
53 | 2020.01.07 07:58 | sell | 24 | 1.83 | 1.11837 | 1.12167 | 1.11437 | ||
54 | 2020.01.07 14:00 | close | 24 | 1.83 | 1.11837 | 1.12167 | 1.11437 | 0.00 | 102507.76 |
55 | 2020.01.07 19:30 | buy | 25 | 1.83 | 1.11462 | 1.11145 | 0.00000 | ||
56 | 2020.01.07 23:57 | close | 25 | 1.83 | 1.11497 | 1.11145 | 0.00000 | 64.05 | 102571.81 |
57 | 2020.01.08 10:13 | sell | 26 | 1.84 | 1.11340 | 1.11670 | 1.10940 | ||
58 | 2020.01.08 17:07 | close | 26 | 1.84 | 1.11324 | 1.11670 | 1.10940 | 29.44 | 102601.25 |
59 | 2020.01.09 10:13 | sell | 27 | 1.84 | 1.11047 | 1.11377 | 1.10647 | ||
60 | 2020.01.10 14:59 | close | 27 | 1.84 | 1.11013 | 1.11377 | 1.10647 | 69.89 | 102671.14 |
61 | 2020.01.10 20:30 | sell | 28 | 1.84 | 1.11197 | 1.11355 | 0.00000 | ||
62 | 2020.01.10 23:00 | close | 28 | 1.84 | 1.11232 | 1.11355 | 0.00000 | -64.40 | 102606.74 |
63 | 2020.01.14 15:23 | sell | 29 | 1.84 | 1.11090 | 1.11420 | 1.10690 | ||
64 | 2020.01.15 13:01 | s/l | 29 | 1.84 | 1.11420 | 1.11420 | 1.10690 | -599.87 | 102006.87 |
65 | 2020.01.16 08:26 | sell | 30 | 1.83 | 1.11457 | 1.11787 | 1.11057 | ||
66 | 2020.01.17 00:02 | close | 30 | 1.83 | 1.11402 | 1.11787 | 1.11057 | 107.94 | 102114.81 |
67 | 2020.01.17 13:15 | sell | 31 | 1.83 | 1.11068 | 1.11398 | 1.10668 | ||
68 | 2020.01.17 23:00 | close | 31 | 1.83 | 1.10947 | 1.11398 | 1.10668 | 221.43 | 102336.24 |
69 | 2020.01.20 11:05 | sell | 32 | 1.84 | 1.10816 | 1.11146 | 1.10416 | ||
70 | 2020.01.21 15:05 | s/l | 32 | 1.84 | 1.11146 | 1.11146 | 1.10416 | -599.87 | 101736.36 |
71 | 2020.01.23 02:54 | sell | 33 | 1.83 | 1.10841 | 1.11171 | 1.10441 | ||
72 | 2020.01.23 17:26 | modify | 33 | 1.83 | 1.10841 | 1.10841 | 1.10441 | ||
73 | 2020.01.23 17:33 | t/p | 33 | 1.83 | 1.10441 | 1.10841 | 1.10441 | 732.00 | 102468.36 |
74 | 2020.01.23 19:30 | buy | 34 | 1.85 | 1.10487 | 1.10197 | 0.00000 | ||
75 | 2020.01.24 01:00 | close | 34 | 1.85 | 1.10550 | 1.10197 | 0.00000 | 90.48 | 102558.84 |
76 | 2020.01.27 11:03 | sell | 35 | 1.86 | 1.10169 | 1.10499 | 1.09769 | ||
77 | 2020.01.28 18:29 | close | 35 | 1.86 | 1.10104 | 1.10499 | 1.09769 | 128.31 | 102687.15 |
78 | 2020.01.29 09:16 | sell | 36 | 1.86 | 1.10071 | 1.10401 | 1.09671 | ||
79 | 2020.01.29 16:42 | close | 36 | 1.86 | 1.10027 | 1.10401 | 1.09671 | 81.84 | 102768.99 |
80 | 2020.01.31 19:30 | sell | 37 | 1.85 | 1.10789 | 1.11061 | 0.00000 | ||
81 | 2020.01.31 23:00 | close | 37 | 1.85 | 1.10926 | 1.11061 | 0.00000 | -253.45 | 102515.54 |
82 | 2020.02.03 09:28 | sell | 38 | 1.85 | 1.10748 | 1.11078 | 1.10348 | ||
83 | 2020.02.03 17:00 | modify | 38 | 1.85 | 1.10748 | 1.10748 | 1.10348 | ||
84 | 2020.02.03 18:33 | close | 38 | 1.85 | 1.10625 | 1.10748 | 1.10348 | 227.55 | 102743.09 |
85 | 2020.02.05 04:28 | sell | 39 | 1.86 | 1.10351 | 1.10681 | 1.09951 | ||
86 | 2020.02.05 16:40 | modify | 39 | 1.86 | 1.10351 | 1.10351 | 1.09951 | ||
87 | 2020.02.06 00:30 | close | 39 | 1.86 | 1.10017 | 1.10351 | 1.09951 | 643.47 | 103386.55 |
88 | 2020.02.06 17:27 | sell | 40 | 1.88 | 1.09786 | 1.10116 | 1.09386 | ||
89 | 2020.02.07 15:00 | close | 40 | 1.88 | 1.09669 | 1.10116 | 1.09386 | 227.45 | 103614.00 |
90 | 2020.02.10 15:53 | sell | 41 | 1.89 | 1.09368 | 1.09698 | 1.08968 | ||
91 | 2020.02.11 02:45 | close | 41 | 1.89 | 1.09136 | 1.09698 | 1.08968 | 446.01 | 104060.01 |
92 | 2020.02.12 17:18 | sell | 42 | 1.91 | 1.08886 | 1.09216 | 1.08486 | ||
93 | 2020.02.13 03:11 | close | 42 | 1.91 | 1.08761 | 1.09216 | 1.08486 | 261.57 | 104321.58 |
94 | 2020.02.13 18:31 | buy | 43 | 1.92 | 1.08531 | 1.08265 | 0.00000 | ||
95 | 2020.02.14 02:13 | s/l | 43 | 1.92 | 1.08265 | 1.08265 | 0.00000 | -537.78 | 103783.80 |
96 | 2020.02.18 15:34 | sell | 44 | 1.92 | 1.07984 | 1.08314 | 1.07584 | ||
97 | 2020.02.19 06:45 | close | 44 | 1.92 | 1.07983 | 1.08314 | 1.07584 | 9.57 | 103793.37 |
98 | 2020.02.20 09:21 | sell | 45 | 1.92 | 1.07796 | 1.08126 | 1.07396 | ||
99 | 2020.02.20 16:01 | s/l | 45 | 1.92 | 1.08126 | 1.08126 | 1.07396 | -633.60 | 103159.77 |
100 | 2020.02.21 10:32 | buy | 46 | 1.90 | 1.08214 | 1.07884 | 1.08614 | ||
101 | 2020.02.21 17:12 | modify | 46 | 1.90 | 1.08214 | 1.08214 | 1.08614 | ||
102 | 2020.02.21 17:46 | t/p | 46 | 1.90 | 1.08614 | 1.08214 | 1.08614 | 760.00 | 103919.77 |
103 | 2020.02.21 19:30 | sell | 47 | 1.91 | 1.08582 | 1.08831 | 0.00000 | ||
104 | 2020.02.21 23:00 | close | 47 | 1.91 | 1.08515 | 1.08831 | 0.00000 | 127.97 | 104047.74 |