Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.23 00:00 - 2020.04.03 23:30 (2019.12.23 - 2020.04.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=2; UpATRR=1; DownATRR=1; DPR=0.5; StopLoss=600; TakeProfit=400; TS=200; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4509 | Ticks modelled | 10681169 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9294.45 | Gross profit | 13555.05 | Gross loss | -4260.60 |
Profit factor | 3.18 | Expected payoff | 273.37 | ||
Absolute drawdown | 143.20 | Maximal drawdown | 2288.46 (2.19%) | Relative drawdown | 2.19% (2288.46) |
Total trades | 34 | Short positions (won %) | 17 (100.00%) | Long positions (won %) | 17 (70.59%) |
Profit trades (% of total) | 29 (85.29%) | Loss trades (% of total) | 5 (14.71%) | ||
Largest | profit trade | 796.00 | loss trade | -1266.37 | |
Average | profit trade | 467.42 | loss trade | -852.12 | |
Maximum | consecutive wins (profit in money) | 11 (7054.83) | consecutive losses (loss in money) | 1 (-1266.37) | |
Maximal | consecutive profit (count of wins) | 7054.83 (11) | consecutive loss (count of losses) | -1266.37 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.27 09:40 | buy | 1 | 1.79 | 1.11313 | 1.10683 | 1.11713 | ||
2 | 2019.12.27 17:21 | t/p | 1 | 1.79 | 1.11713 | 1.10683 | 1.11713 | 716.00 | 100716.00 |
3 | 2020.01.03 09:53 | sell | 2 | 1.80 | 1.11514 | 1.12144 | 1.11114 | ||
4 | 2020.01.03 16:20 | close | 2 | 1.80 | 1.11486 | 1.12144 | 1.11114 | 50.40 | 100766.40 |
5 | 2020.01.06 11:44 | buy | 3 | 1.80 | 1.11910 | 1.11280 | 1.12310 | ||
6 | 2020.01.06 20:56 | close | 3 | 1.80 | 1.11918 | 1.11280 | 1.12310 | 14.40 | 100780.80 |
7 | 2020.01.07 09:32 | sell | 4 | 1.80 | 1.11726 | 1.12356 | 1.11326 | ||
8 | 2020.01.07 23:31 | close | 4 | 1.80 | 1.11497 | 1.12356 | 1.11326 | 412.20 | 101193.00 |
9 | 2020.01.10 19:25 | buy | 5 | 1.81 | 1.11310 | 1.10680 | 1.11710 | ||
10 | 2020.01.10 23:00 | close | 5 | 1.81 | 1.11202 | 1.10680 | 1.11710 | -195.48 | 100997.52 |
11 | 2020.01.14 14:16 | sell | 6 | 1.81 | 1.11190 | 1.11820 | 1.10790 | ||
12 | 2020.01.17 23:00 | close | 6 | 1.81 | 1.10947 | 1.11820 | 1.10790 | 513.81 | 101511.33 |
13 | 2020.01.21 12:25 | buy | 7 | 1.82 | 1.11072 | 1.10442 | 1.11472 | ||
14 | 2020.01.23 17:31 | s/l | 7 | 1.82 | 1.10442 | 1.10442 | 1.11472 | -1266.37 | 100244.96 |
15 | 2020.01.31 16:45 | buy | 8 | 1.81 | 1.10658 | 1.10028 | 1.11058 | ||
16 | 2020.01.31 23:00 | close | 8 | 1.81 | 1.10895 | 1.10028 | 1.11058 | 428.97 | 100673.93 |
17 | 2020.02.03 16:47 | sell | 9 | 1.82 | 1.10460 | 1.11090 | 1.10060 | ||
18 | 2020.02.04 21:26 | close | 9 | 1.82 | 1.10448 | 1.11090 | 1.10060 | 36.72 | 100710.65 |
19 | 2020.02.05 11:35 | sell | 10 | 1.82 | 1.10260 | 1.10890 | 1.09860 | ||
20 | 2020.02.06 00:30 | close | 10 | 1.82 | 1.10017 | 1.10890 | 1.09860 | 486.90 | 101197.55 |
21 | 2020.02.06 17:16 | sell | 11 | 1.84 | 1.09809 | 1.10439 | 1.09409 | ||
22 | 2020.02.07 02:03 | close | 11 | 1.84 | 1.09808 | 1.10439 | 1.09409 | 16.88 | 101214.43 |
23 | 2020.02.07 10:59 | sell | 12 | 1.84 | 1.09568 | 1.10198 | 1.09168 | ||
24 | 2020.02.07 23:00 | close | 12 | 1.84 | 1.09494 | 1.10198 | 1.09168 | 136.16 | 101350.59 |
25 | 2020.02.10 15:53 | sell | 13 | 1.85 | 1.09354 | 1.09984 | 1.08954 | ||
26 | 2020.02.11 02:45 | close | 13 | 1.85 | 1.09136 | 1.09984 | 1.08954 | 418.42 | 101769.01 |
27 | 2020.02.11 15:28 | sell | 14 | 1.86 | 1.08983 | 1.09613 | 1.08583 | ||
28 | 2020.02.13 03:11 | close | 14 | 1.86 | 1.08761 | 1.09613 | 1.08583 | 473.74 | 102242.76 |
29 | 2020.02.13 13:58 | sell | 15 | 1.88 | 1.08565 | 1.09195 | 1.08165 | ||
30 | 2020.02.14 01:50 | close | 15 | 1.88 | 1.08430 | 1.09195 | 1.08165 | 269.17 | 102511.92 |
31 | 2020.02.14 15:56 | buy | 16 | 1.88 | 1.08590 | 1.07960 | 1.08990 | ||
32 | 2020.02.14 23:00 | close | 16 | 1.88 | 1.08364 | 1.07960 | 1.08990 | -424.88 | 102087.04 |
33 | 2020.02.18 15:33 | sell | 17 | 1.88 | 1.08039 | 1.08669 | 1.07639 | ||
34 | 2020.02.19 02:54 | close | 17 | 1.88 | 1.08005 | 1.08669 | 1.07639 | 79.29 | 102166.33 |
35 | 2020.02.21 16:46 | buy | 18 | 1.88 | 1.08306 | 1.07676 | 1.08706 | ||
36 | 2020.02.21 23:00 | close | 18 | 1.88 | 1.08482 | 1.07676 | 1.08706 | 330.88 | 102497.21 |
37 | 2020.02.25 18:19 | buy | 19 | 1.88 | 1.08809 | 1.08179 | 1.09209 | ||
38 | 2020.02.27 09:58 | t/p | 19 | 1.88 | 1.09209 | 1.08179 | 1.09209 | 628.28 | 103125.49 |
39 | 2020.02.27 10:29 | buy | 20 | 1.88 | 1.09402 | 1.08772 | 1.09802 | ||
40 | 2020.02.27 16:44 | t/p | 20 | 1.88 | 1.09802 | 1.08772 | 1.09802 | 752.00 | 103877.49 |
41 | 2020.02.28 10:18 | buy | 21 | 1.88 | 1.10247 | 1.09617 | 1.10647 | ||
42 | 2020.02.28 16:31 | s/l | 21 | 1.88 | 1.09617 | 1.09617 | 1.10647 | -1184.40 | 102693.09 |
43 | 2020.03.02 13:56 | buy | 22 | 1.84 | 1.11166 | 1.10536 | 1.11566 | ||
44 | 2020.03.02 15:39 | t/p | 22 | 1.84 | 1.11566 | 1.10536 | 1.11566 | 736.00 | 103429.09 |
45 | 2020.03.03 17:00 | buy | 23 | 1.84 | 1.11882 | 1.11252 | 1.12282 | ||
46 | 2020.03.04 14:33 | s/l | 23 | 1.84 | 1.11252 | 1.11252 | 1.12282 | -1189.47 | 102239.62 |
47 | 2020.03.05 11:29 | buy | 24 | 1.83 | 1.11611 | 1.10981 | 1.12011 | ||
48 | 2020.03.05 18:43 | t/p | 24 | 1.83 | 1.12011 | 1.10981 | 1.12011 | 732.00 | 102971.62 |
49 | 2020.03.06 10:32 | buy | 25 | 1.82 | 1.12704 | 1.12074 | 1.13104 | ||
50 | 2020.03.06 12:21 | t/p | 25 | 1.82 | 1.13104 | 1.12074 | 1.13104 | 728.00 | 103699.62 |
51 | 2020.03.09 04:49 | buy | 26 | 1.81 | 1.14318 | 1.13688 | 1.14718 | ||
52 | 2020.03.09 04:50 | t/p | 26 | 1.81 | 1.14718 | 1.13688 | 1.14718 | 724.00 | 104423.62 |
53 | 2020.03.12 17:09 | sell | 27 | 1.86 | 1.11672 | 1.12302 | 1.11272 | ||
54 | 2020.03.12 18:09 | t/p | 27 | 1.86 | 1.11272 | 1.12302 | 1.11272 | 744.00 | 105167.62 |
55 | 2020.03.17 13:24 | sell | 28 | 1.90 | 1.10670 | 1.11300 | 1.10270 | ||
56 | 2020.03.17 14:05 | t/p | 28 | 1.90 | 1.10270 | 1.11300 | 1.10270 | 760.00 | 105927.62 |
57 | 2020.03.18 16:48 | sell | 29 | 1.94 | 1.08955 | 1.09585 | 1.08555 | ||
58 | 2020.03.18 18:04 | t/p | 29 | 1.94 | 1.08555 | 1.09585 | 1.08555 | 776.00 | 106703.62 |
59 | 2020.03.26 03:42 | buy | 30 | 1.95 | 1.09228 | 1.08598 | 1.09628 | ||
60 | 2020.03.26 14:03 | t/p | 30 | 1.95 | 1.09628 | 1.08598 | 1.09628 | 780.00 | 107483.62 |
61 | 2020.03.26 18:28 | buy | 31 | 1.95 | 1.10200 | 1.09570 | 1.10600 | ||
62 | 2020.03.27 03:53 | close | 31 | 1.95 | 1.10311 | 1.09570 | 1.10600 | 184.37 | 107667.99 |
63 | 2020.03.31 03:55 | sell | 32 | 1.96 | 1.09832 | 1.10462 | 1.09432 | ||
64 | 2020.03.31 14:04 | t/p | 32 | 1.96 | 1.09432 | 1.10462 | 1.09432 | 784.00 | 108451.99 |
65 | 2020.04.02 15:57 | sell | 33 | 1.99 | 1.08776 | 1.09406 | 1.08376 | ||
66 | 2020.04.02 20:32 | t/p | 33 | 1.99 | 1.08376 | 1.09406 | 1.08376 | 796.00 | 109247.99 |
67 | 2020.04.03 10:26 | sell | 34 | 2.02 | 1.07971 | 1.08601 | 1.07571 | ||
68 | 2020.04.03 19:33 | close | 34 | 2.02 | 1.07948 | 1.08601 | 1.07571 | 46.46 | 109294.45 |