Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.09 00:00 - 2020.03.20 23:30 (2019.12.09 - 2020.03.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=5; TRRR=2; UpATRR=3; DownATRR=1; DPR=0; StopLoss=400; TakeProfit=300; TS=100; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4513 | Ticks modelled | 8860343 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10980.86 | Gross profit | 16712.00 | Gross loss | -5731.14 |
Profit factor | 2.92 | Expected payoff | 180.01 | ||
Absolute drawdown | 510.04 | Maximal drawdown | 2254.27 (2.14%) | Relative drawdown | 2.14% (2254.27) |
Total trades | 61 | Short positions (won %) | 57 (85.96%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 53 (86.89%) | Loss trades (% of total) | 8 (13.11%) | ||
Largest | profit trade | 615.00 | loss trade | -834.20 | |
Average | profit trade | 315.32 | loss trade | -716.39 | |
Maximum | consecutive wins (profit in money) | 13 (7482.33) | consecutive losses (loss in money) | 1 (-834.20) | |
Maximal | consecutive profit (count of wins) | 7482.33 (13) | consecutive loss (count of losses) | -834.20 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.11 08:58 | sell | 1 | 1.80 | 1.10851 | 1.11281 | 1.10551 | ||
2 | 2019.12.11 15:25 | close | 1 | 1.80 | 1.10840 | 1.11281 | 1.10551 | 19.80 | 100019.80 |
3 | 2019.12.12 11:19 | sell | 2 | 1.79 | 1.11266 | 1.11696 | 1.10966 | ||
4 | 2019.12.12 22:10 | close | 2 | 1.79 | 1.11224 | 1.11696 | 1.10966 | 75.18 | 100094.98 |
5 | 2019.12.13 08:27 | sell | 3 | 1.79 | 1.11655 | 1.12085 | 1.11355 | ||
6 | 2019.12.13 17:08 | t/p | 3 | 1.79 | 1.11355 | 1.12085 | 1.11355 | 537.00 | 100631.98 |
7 | 2019.12.17 08:46 | sell | 4 | 1.80 | 1.11418 | 1.11848 | 1.11118 | ||
8 | 2019.12.17 11:13 | close | 4 | 1.80 | 1.11413 | 1.11848 | 1.11118 | 9.00 | 100640.98 |
9 | 2019.12.17 15:56 | sell | 5 | 1.80 | 1.11456 | 1.11886 | 1.11156 | ||
10 | 2019.12.18 08:59 | close | 5 | 1.80 | 1.11407 | 1.11886 | 1.11156 | 94.14 | 100735.12 |
11 | 2019.12.18 15:16 | sell | 6 | 1.81 | 1.11125 | 1.11555 | 1.10825 | ||
12 | 2019.12.20 18:21 | t/p | 6 | 1.81 | 1.10825 | 1.11555 | 1.10825 | 566.91 | 101302.03 |
13 | 2019.12.24 09:27 | sell | 7 | 1.82 | 1.10823 | 1.11253 | 1.10523 | ||
14 | 2019.12.24 14:30 | close | 7 | 1.82 | 1.10819 | 1.11253 | 1.10523 | 7.28 | 101309.31 |
15 | 2019.12.25 02:54 | sell | 8 | 1.82 | 1.10803 | 1.11233 | 1.10503 | ||
16 | 2019.12.27 06:48 | s/l | 8 | 1.82 | 1.11233 | 1.11233 | 1.10503 | -758.56 | 100550.75 |
17 | 2019.12.31 16:46 | sell | 9 | 1.79 | 1.12201 | 1.12631 | 1.11901 | ||
18 | 2019.12.31 17:01 | close | 9 | 1.79 | 1.12200 | 1.12631 | 1.11901 | 1.79 | 100552.54 |
19 | 2020.01.02 09:00 | sell | 10 | 1.79 | 1.12082 | 1.12512 | 1.11782 | ||
20 | 2020.01.02 16:30 | t/p | 10 | 1.79 | 1.11782 | 1.12512 | 1.11782 | 537.00 | 101089.54 |
21 | 2020.01.03 07:26 | sell | 11 | 1.81 | 1.11636 | 1.12066 | 1.11336 | ||
22 | 2020.01.03 12:38 | t/p | 11 | 1.81 | 1.11336 | 1.12066 | 1.11336 | 543.00 | 101632.54 |
23 | 2020.01.06 16:53 | sell | 12 | 1.81 | 1.11829 | 1.12259 | 1.11529 | ||
24 | 2020.01.07 14:32 | close | 12 | 1.81 | 1.11827 | 1.12259 | 1.11529 | 9.60 | 101642.14 |
25 | 2020.01.07 15:57 | sell | 13 | 1.82 | 1.11586 | 1.12016 | 1.11286 | ||
26 | 2020.01.07 23:31 | close | 13 | 1.82 | 1.11497 | 1.12016 | 1.11286 | 161.98 | 101804.12 |
27 | 2020.01.08 06:53 | sell | 14 | 1.82 | 1.11447 | 1.11877 | 1.11147 | ||
28 | 2020.01.08 15:13 | t/p | 14 | 1.82 | 1.11147 | 1.11877 | 1.11147 | 546.00 | 102350.12 |
29 | 2020.01.09 10:09 | sell | 15 | 1.84 | 1.11054 | 1.11484 | 1.10754 | ||
30 | 2020.01.10 03:48 | close | 15 | 1.84 | 1.11054 | 1.11484 | 1.10754 | 6.08 | 102356.20 |
31 | 2020.01.10 09:47 | sell | 16 | 1.84 | 1.11036 | 1.11466 | 1.10736 | ||
32 | 2020.01.10 14:59 | close | 16 | 1.84 | 1.11013 | 1.11466 | 1.10736 | 42.32 | 102398.52 |
33 | 2020.01.14 14:15 | sell | 17 | 1.84 | 1.11203 | 1.11633 | 1.10903 | ||
34 | 2020.01.15 16:32 | s/l | 17 | 1.84 | 1.11633 | 1.11633 | 1.10903 | -785.12 | 101613.39 |
35 | 2020.01.16 08:03 | sell | 18 | 1.82 | 1.11468 | 1.11898 | 1.11168 | ||
36 | 2020.01.17 00:02 | close | 18 | 1.82 | 1.11402 | 1.11898 | 1.11168 | 126.13 | 101739.52 |
37 | 2020.01.17 11:35 | sell | 19 | 1.82 | 1.11249 | 1.11679 | 1.10949 | ||
38 | 2020.01.17 17:35 | t/p | 19 | 1.82 | 1.10949 | 1.11679 | 1.10949 | 546.00 | 102285.52 |
39 | 2020.01.20 10:12 | sell | 20 | 1.84 | 1.10891 | 1.11321 | 1.10591 | ||
40 | 2020.01.20 18:06 | close | 20 | 1.84 | 1.10865 | 1.11321 | 1.10591 | 47.84 | 102333.36 |
41 | 2020.01.21 10:16 | sell | 21 | 1.84 | 1.10870 | 1.11300 | 1.10570 | ||
42 | 2020.01.22 05:27 | close | 21 | 1.84 | 1.10852 | 1.11300 | 1.10570 | 39.20 | 102372.56 |
43 | 2020.01.22 09:10 | sell | 22 | 1.84 | 1.10769 | 1.11199 | 1.10469 | ||
44 | 2020.01.23 17:31 | t/p | 22 | 1.84 | 1.10469 | 1.11199 | 1.10469 | 570.23 | 102942.79 |
45 | 2020.01.27 11:03 | sell | 23 | 1.86 | 1.10170 | 1.10600 | 1.09870 | ||
46 | 2020.01.28 18:30 | close | 23 | 1.86 | 1.10103 | 1.10600 | 1.09870 | 130.76 | 103073.55 |
47 | 2020.01.29 09:10 | sell | 24 | 1.87 | 1.10080 | 1.10510 | 1.09780 | ||
48 | 2020.01.29 16:42 | close | 24 | 1.87 | 1.10028 | 1.10510 | 1.09780 | 97.24 | 103170.79 |
49 | 2020.01.31 08:41 | sell | 25 | 1.87 | 1.10182 | 1.10612 | 1.09882 | ||
50 | 2020.01.31 16:38 | s/l | 25 | 1.87 | 1.10612 | 1.10612 | 1.09882 | -804.10 | 102366.69 |
51 | 2020.02.03 09:13 | sell | 26 | 1.84 | 1.10776 | 1.11206 | 1.10476 | ||
52 | 2020.02.03 16:51 | t/p | 26 | 1.84 | 1.10476 | 1.11206 | 1.10476 | 552.00 | 102918.69 |
53 | 2020.02.03 17:00 | sell | 27 | 1.86 | 1.10375 | 1.10805 | 1.10075 | ||
54 | 2020.02.05 11:34 | close | 27 | 1.86 | 1.10374 | 1.10805 | 1.10075 | 14.14 | 102932.83 |
55 | 2020.02.05 15:44 | sell | 28 | 1.86 | 1.10078 | 1.10508 | 1.09778 | ||
56 | 2020.02.06 00:30 | close | 28 | 1.86 | 1.10017 | 1.10508 | 1.09778 | 131.89 | 103064.72 |
57 | 2020.02.06 16:59 | sell | 29 | 1.87 | 1.09893 | 1.10323 | 1.09593 | ||
58 | 2020.02.06 23:11 | close | 29 | 1.87 | 1.09842 | 1.10323 | 1.09593 | 95.37 | 103160.09 |
59 | 2020.02.07 09:05 | sell | 30 | 1.87 | 1.09733 | 1.10163 | 1.09433 | ||
60 | 2020.02.07 15:00 | close | 30 | 1.87 | 1.09669 | 1.10163 | 1.09433 | 119.68 | 103279.77 |
61 | 2020.02.10 15:51 | sell | 31 | 1.88 | 1.09399 | 1.09829 | 1.09099 | ||
62 | 2020.02.11 02:45 | close | 31 | 1.88 | 1.09136 | 1.09829 | 1.09099 | 500.65 | 103780.42 |
63 | 2020.02.11 15:14 | sell | 32 | 1.90 | 1.09006 | 1.09436 | 1.08706 | ||
64 | 2020.02.12 21:21 | t/p | 32 | 1.90 | 1.08706 | 1.09436 | 1.08706 | 576.27 | 104356.69 |
65 | 2020.02.13 13:24 | sell | 33 | 1.92 | 1.08654 | 1.09084 | 1.08354 | ||
66 | 2020.02.14 01:50 | close | 33 | 1.92 | 1.08430 | 1.09084 | 1.08354 | 436.42 | 104793.11 |
67 | 2020.02.14 02:13 | sell | 34 | 1.93 | 1.08332 | 1.08762 | 1.08032 | ||
68 | 2020.02.14 23:00 | close | 34 | 1.93 | 1.08394 | 1.08762 | 1.08032 | -119.66 | 104673.45 |
69 | 2020.02.17 08:52 | sell | 35 | 1.93 | 1.08338 | 1.08768 | 1.08038 | ||
70 | 2020.02.18 02:30 | close | 35 | 1.93 | 1.08337 | 1.08768 | 1.08038 | 8.30 | 104681.75 |
71 | 2020.02.18 15:34 | sell | 36 | 1.93 | 1.08019 | 1.08449 | 1.07719 | ||
72 | 2020.02.19 02:54 | close | 36 | 1.93 | 1.08005 | 1.08449 | 1.07719 | 33.39 | 104715.15 |
73 | 2020.02.19 08:11 | sell | 37 | 1.94 | 1.07911 | 1.08341 | 1.07611 | ||
74 | 2020.02.21 04:29 | close | 37 | 1.94 | 1.07910 | 1.08341 | 1.07611 | 27.57 | 104742.71 |
75 | 2020.02.21 16:47 | buy | 38 | 1.93 | 1.08377 | 1.07947 | 1.08677 | ||
76 | 2020.02.21 23:00 | close | 38 | 1.93 | 1.08482 | 1.07947 | 1.08677 | 202.65 | 104945.36 |
77 | 2020.02.24 07:59 | sell | 39 | 1.94 | 1.08144 | 1.08574 | 1.07844 | ||
78 | 2020.02.24 17:07 | s/l | 39 | 1.94 | 1.08574 | 1.08574 | 1.07844 | -834.20 | 104111.16 |
79 | 2020.02.25 07:29 | sell | 40 | 1.91 | 1.08546 | 1.08976 | 1.08246 | ||
80 | 2020.02.25 15:30 | close | 40 | 1.91 | 1.08490 | 1.08976 | 1.08246 | 106.96 | 104218.12 |
81 | 2020.02.26 02:21 | sell | 41 | 1.91 | 1.08716 | 1.09146 | 1.08416 | ||
82 | 2020.02.26 09:35 | close | 41 | 1.91 | 1.08713 | 1.09146 | 1.08416 | 5.73 | 104223.85 |
83 | 2020.02.27 02:06 | buy | 42 | 1.91 | 1.09062 | 1.08632 | 1.09362 | ||
84 | 2020.02.27 10:29 | t/p | 42 | 1.91 | 1.09362 | 1.08632 | 1.09362 | 573.00 | 104796.85 |
85 | 2020.02.28 03:54 | sell | 43 | 1.90 | 1.09853 | 1.10283 | 1.09553 | ||
86 | 2020.02.28 10:19 | s/l | 43 | 1.90 | 1.10283 | 1.10283 | 1.09553 | -817.00 | 103979.85 |
87 | 2020.02.28 13:54 | sell | 44 | 1.89 | 1.09913 | 1.10343 | 1.09613 | ||
88 | 2020.02.28 16:38 | t/p | 44 | 1.89 | 1.09613 | 1.10343 | 1.09613 | 567.00 | 104546.85 |
89 | 2020.03.02 22:50 | sell | 45 | 1.87 | 1.11393 | 1.11823 | 1.11093 | ||
90 | 2020.03.03 09:05 | close | 45 | 1.87 | 1.11393 | 1.11823 | 1.11093 | 6.18 | 104553.03 |
91 | 2020.03.03 09:50 | sell | 46 | 1.88 | 1.11154 | 1.11584 | 1.10854 | ||
92 | 2020.03.03 17:00 | s/l | 46 | 1.88 | 1.11584 | 1.11584 | 1.10854 | -808.40 | 103744.63 |
93 | 2020.03.04 08:18 | sell | 47 | 1.86 | 1.11481 | 1.11911 | 1.11181 | ||
94 | 2020.03.04 14:57 | t/p | 47 | 1.86 | 1.11181 | 1.11911 | 1.11181 | 558.00 | 104302.63 |
95 | 2020.03.05 09:55 | sell | 48 | 1.87 | 1.11253 | 1.11683 | 1.10953 | ||
96 | 2020.03.05 11:41 | s/l | 48 | 1.87 | 1.11683 | 1.11683 | 1.10953 | -804.10 | 103498.53 |
97 | 2020.03.09 04:49 | buy | 49 | 1.80 | 1.14590 | 1.14160 | 1.14890 | ||
98 | 2020.03.09 04:50 | t/p | 49 | 1.80 | 1.14890 | 1.14160 | 1.14890 | 540.00 | 104038.53 |
99 | 2020.03.10 02:54 | sell | 50 | 1.82 | 1.13961 | 1.14391 | 1.13661 | ||
100 | 2020.03.10 08:05 | t/p | 50 | 1.82 | 1.13661 | 1.14391 | 1.13661 | 546.00 | 104584.53 |
101 | 2020.03.11 18:14 | sell | 51 | 1.85 | 1.12859 | 1.13289 | 1.12559 | ||
102 | 2020.03.12 00:20 | t/p | 51 | 1.85 | 1.12559 | 1.13289 | 1.12559 | 573.33 | 105157.86 |
103 | 2020.03.12 04:20 | buy | 52 | 1.86 | 1.13021 | 1.12591 | 1.13321 | ||
104 | 2020.03.12 04:41 | t/p | 52 | 1.86 | 1.13321 | 1.12591 | 1.13321 | 558.00 | 105715.86 |
105 | 2020.03.12 11:24 | sell | 53 | 1.87 | 1.12707 | 1.13137 | 1.12407 | ||
106 | 2020.03.12 12:54 | t/p | 53 | 1.87 | 1.12407 | 1.13137 | 1.12407 | 561.00 | 106276.86 |
107 | 2020.03.12 17:10 | sell | 54 | 1.90 | 1.11452 | 1.11882 | 1.11152 | ||
108 | 2020.03.12 18:13 | t/p | 54 | 1.90 | 1.11152 | 1.11882 | 1.11152 | 570.00 | 106846.86 |
109 | 2020.03.13 10:23 | sell | 55 | 1.91 | 1.11745 | 1.12175 | 1.11445 | ||
110 | 2020.03.13 14:45 | t/p | 55 | 1.91 | 1.11445 | 1.12175 | 1.11445 | 573.00 | 107419.86 |
111 | 2020.03.13 15:56 | sell | 56 | 1.93 | 1.11131 | 1.11561 | 1.10831 | ||
112 | 2020.03.13 18:57 | t/p | 56 | 1.93 | 1.10831 | 1.11561 | 1.10831 | 579.00 | 107998.86 |
113 | 2020.03.17 10:07 | sell | 57 | 1.93 | 1.11452 | 1.11882 | 1.11152 | ||
114 | 2020.03.17 11:48 | t/p | 57 | 1.93 | 1.11152 | 1.11882 | 1.11152 | 579.00 | 108577.86 |
115 | 2020.03.17 13:22 | sell | 58 | 1.96 | 1.10714 | 1.11144 | 1.10414 | ||
116 | 2020.03.17 13:46 | t/p | 58 | 1.96 | 1.10414 | 1.11144 | 1.10414 | 588.00 | 109165.86 |
117 | 2020.03.18 10:46 | sell | 59 | 1.98 | 1.09857 | 1.10287 | 1.09557 | ||
118 | 2020.03.18 15:55 | t/p | 59 | 1.98 | 1.09557 | 1.10287 | 1.09557 | 594.00 | 109759.86 |
119 | 2020.03.19 10:38 | sell | 60 | 2.02 | 1.08621 | 1.09051 | 1.08321 | ||
120 | 2020.03.19 11:08 | t/p | 60 | 2.02 | 1.08321 | 1.09051 | 1.08321 | 606.00 | 110365.86 |
121 | 2020.03.19 18:58 | sell | 61 | 2.05 | 1.07174 | 1.07604 | 1.06874 | ||
122 | 2020.03.19 19:27 | t/p | 61 | 2.05 | 1.06874 | 1.07604 | 1.06874 | 615.00 | 110980.86 |