Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.30 00:00 - 2020.04.10 23:30 (2019.12.30 - 2020.04.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=2.5; UpATRR=0.5; DownATRR=1; DPR=0.5; StopLoss=500; TakeProfit=300; TS=300; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4549 | Ticks modelled | 11060745 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 7701.33 | Gross profit | 17189.51 | Gross loss | -9488.18 |
Profit factor | 1.81 | Expected payoff | 145.31 | ||
Absolute drawdown | 1261.74 | Maximal drawdown | 2292.68 (2.27%) | Relative drawdown | 2.27% (2292.68) |
Total trades | 53 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 33 (78.79%) |
Profit trades (% of total) | 43 (81.13%) | Loss trades (% of total) | 10 (18.87%) | ||
Largest | profit trade | 597.00 | loss trade | -1054.70 | |
Average | profit trade | 399.76 | loss trade | -948.82 | |
Maximum | consecutive wins (profit in money) | 9 (2722.27) | consecutive losses (loss in money) | 2 (-2107.57) | |
Maximal | consecutive profit (count of wins) | 2784.00 (5) | consecutive loss (count of losses) | -2107.57 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.30 03:20 | buy | 1 | 1.78 | 1.11951 | 1.11421 | 1.12251 | ||
2 | 2019.12.30 11:01 | close | 1 | 1.78 | 1.11953 | 1.11421 | 1.12251 | 3.56 | 100003.56 |
3 | 2019.12.30 18:13 | buy | 2 | 1.78 | 1.12182 | 1.11652 | 1.12482 | ||
4 | 2019.12.31 18:06 | close | 2 | 1.78 | 1.12187 | 1.11652 | 1.12482 | 0.36 | 100003.92 |
5 | 2020.01.03 09:53 | sell | 3 | 1.79 | 1.11514 | 1.12044 | 1.11214 | ||
6 | 2020.01.03 16:20 | close | 3 | 1.79 | 1.11486 | 1.12044 | 1.11214 | 50.12 | 100054.04 |
7 | 2020.01.06 11:37 | buy | 4 | 1.78 | 1.11866 | 1.11336 | 1.12166 | ||
8 | 2020.01.06 19:04 | close | 4 | 1.78 | 1.11867 | 1.11336 | 1.12166 | 1.78 | 100055.82 |
9 | 2020.01.07 09:32 | sell | 5 | 1.79 | 1.11726 | 1.12256 | 1.11426 | ||
10 | 2020.01.07 17:22 | t/p | 5 | 1.79 | 1.11426 | 1.12256 | 1.11426 | 537.00 | 100592.82 |
11 | 2020.01.10 17:50 | buy | 6 | 1.80 | 1.11194 | 1.10664 | 1.11494 | ||
12 | 2020.01.10 23:00 | close | 6 | 1.80 | 1.11202 | 1.10664 | 1.11494 | 14.40 | 100607.22 |
13 | 2020.01.13 11:03 | buy | 7 | 1.80 | 1.11380 | 1.10850 | 1.11680 | ||
14 | 2020.01.15 21:56 | close | 7 | 1.80 | 1.11487 | 1.10850 | 1.11680 | 175.32 | 100782.54 |
15 | 2020.01.16 14:30 | buy | 8 | 1.80 | 1.11691 | 1.11161 | 1.11991 | ||
16 | 2020.01.17 12:58 | s/l | 8 | 1.80 | 1.11161 | 1.11161 | 1.11991 | -962.64 | 99819.90 |
17 | 2020.01.17 13:12 | sell | 9 | 1.79 | 1.11081 | 1.11611 | 1.10781 | ||
18 | 2020.01.17 23:00 | close | 9 | 1.79 | 1.10947 | 1.11611 | 1.10781 | 239.86 | 100059.76 |
19 | 2020.01.21 12:25 | buy | 10 | 1.80 | 1.11044 | 1.10514 | 1.11344 | ||
20 | 2020.01.23 17:22 | s/l | 10 | 1.80 | 1.10514 | 1.10514 | 1.11344 | -988.56 | 99071.20 |
21 | 2020.01.30 15:15 | buy | 11 | 1.79 | 1.10331 | 1.09801 | 1.10631 | ||
22 | 2020.01.31 16:45 | t/p | 11 | 1.79 | 1.10631 | 1.09801 | 1.10631 | 528.41 | 99599.60 |
23 | 2020.01.31 17:55 | buy | 12 | 1.79 | 1.10737 | 1.10207 | 1.11037 | ||
24 | 2020.01.31 23:00 | close | 12 | 1.79 | 1.10895 | 1.10207 | 1.11037 | 282.82 | 99882.42 |
25 | 2020.02.03 16:47 | sell | 13 | 1.80 | 1.10460 | 1.10990 | 1.10160 | ||
26 | 2020.02.04 21:26 | close | 13 | 1.80 | 1.10448 | 1.10990 | 1.10160 | 22.15 | 99904.58 |
27 | 2020.02.05 11:35 | sell | 14 | 1.81 | 1.10260 | 1.10790 | 1.09960 | ||
28 | 2020.02.05 21:30 | t/p | 14 | 1.81 | 1.09960 | 1.10790 | 1.09960 | 543.00 | 100447.58 |
29 | 2020.02.06 17:16 | sell | 15 | 1.82 | 1.09809 | 1.10339 | 1.09509 | ||
30 | 2020.02.07 02:03 | close | 15 | 1.82 | 1.09808 | 1.10339 | 1.09509 | 2.38 | 100449.95 |
31 | 2020.02.07 10:59 | sell | 16 | 1.83 | 1.09568 | 1.10098 | 1.09268 | ||
32 | 2020.02.07 23:00 | close | 16 | 1.83 | 1.09494 | 1.10098 | 1.09268 | 135.42 | 100585.37 |
33 | 2020.02.10 15:53 | sell | 17 | 1.83 | 1.09354 | 1.09884 | 1.09054 | ||
34 | 2020.02.11 02:45 | close | 17 | 1.83 | 1.09136 | 1.09884 | 1.09054 | 399.50 | 100984.87 |
35 | 2020.02.11 15:28 | sell | 18 | 1.85 | 1.08983 | 1.09513 | 1.08683 | ||
36 | 2020.02.12 21:23 | t/p | 18 | 1.85 | 1.08683 | 1.09513 | 1.08683 | 555.57 | 101540.44 |
37 | 2020.02.13 13:58 | sell | 19 | 1.87 | 1.08565 | 1.09095 | 1.08265 | ||
38 | 2020.02.14 01:50 | close | 19 | 1.87 | 1.08430 | 1.09095 | 1.08265 | 253.02 | 101793.46 |
39 | 2020.02.14 15:43 | buy | 20 | 1.87 | 1.08556 | 1.08026 | 1.08856 | ||
40 | 2020.02.14 23:00 | close | 20 | 1.87 | 1.08364 | 1.08026 | 1.08856 | -359.04 | 101434.42 |
41 | 2020.02.18 15:33 | sell | 21 | 1.87 | 1.08039 | 1.08569 | 1.07739 | ||
42 | 2020.02.19 02:54 | close | 21 | 1.87 | 1.08005 | 1.08569 | 1.07739 | 64.15 | 101498.58 |
43 | 2020.02.21 16:45 | buy | 22 | 1.87 | 1.08265 | 1.07735 | 1.08565 | ||
44 | 2020.02.21 17:18 | t/p | 22 | 1.87 | 1.08565 | 1.07735 | 1.08565 | 561.00 | 102059.58 |
45 | 2020.02.25 18:15 | buy | 23 | 1.87 | 1.08753 | 1.08223 | 1.09053 | ||
46 | 2020.02.26 14:12 | t/p | 23 | 1.87 | 1.09053 | 1.08223 | 1.09053 | 552.02 | 102611.60 |
47 | 2020.02.27 10:07 | buy | 24 | 1.87 | 1.09323 | 1.08793 | 1.09623 | ||
48 | 2020.02.27 14:44 | t/p | 24 | 1.87 | 1.09623 | 1.08793 | 1.09623 | 561.00 | 103172.60 |
49 | 2020.02.27 15:57 | buy | 25 | 1.88 | 1.09771 | 1.09241 | 1.10071 | ||
50 | 2020.02.28 03:49 | close | 25 | 1.88 | 1.09894 | 1.09241 | 1.10071 | 222.22 | 103394.82 |
51 | 2020.02.28 10:10 | buy | 26 | 1.87 | 1.10175 | 1.09645 | 1.10475 | ||
52 | 2020.02.28 11:16 | t/p | 26 | 1.87 | 1.10475 | 1.09645 | 1.10475 | 561.00 | 103955.82 |
53 | 2020.02.28 16:44 | sell | 27 | 1.89 | 1.09513 | 1.10043 | 1.09213 | ||
54 | 2020.02.28 18:09 | s/l | 27 | 1.89 | 1.10043 | 1.10043 | 1.09213 | -1001.70 | 102954.12 |
55 | 2020.03.02 10:21 | buy | 28 | 1.85 | 1.10915 | 1.10385 | 1.11215 | ||
56 | 2020.03.02 14:07 | t/p | 28 | 1.85 | 1.11215 | 1.10385 | 1.11215 | 555.00 | 103509.12 |
57 | 2020.03.02 15:34 | buy | 29 | 1.85 | 1.11406 | 1.10876 | 1.11706 | ||
58 | 2020.03.02 19:06 | t/p | 29 | 1.85 | 1.11706 | 1.10876 | 1.11706 | 555.00 | 104064.12 |
59 | 2020.03.03 17:00 | buy | 30 | 1.86 | 1.11785 | 1.11255 | 1.12085 | ||
60 | 2020.03.03 17:19 | t/p | 30 | 1.86 | 1.12085 | 1.11255 | 1.12085 | 558.00 | 104622.12 |
61 | 2020.03.04 14:57 | sell | 31 | 1.88 | 1.11171 | 1.11701 | 1.10871 | ||
62 | 2020.03.05 11:45 | s/l | 31 | 1.88 | 1.11701 | 1.11701 | 1.10871 | -994.67 | 103627.44 |
63 | 2020.03.05 14:13 | buy | 32 | 1.85 | 1.11923 | 1.11393 | 1.12223 | ||
64 | 2020.03.05 22:33 | t/p | 32 | 1.85 | 1.12223 | 1.11393 | 1.12223 | 555.00 | 104182.44 |
65 | 2020.03.06 10:32 | buy | 33 | 1.85 | 1.12631 | 1.12101 | 1.12931 | ||
66 | 2020.03.06 11:57 | t/p | 33 | 1.85 | 1.12931 | 1.12101 | 1.12931 | 555.00 | 104737.44 |
67 | 2020.03.06 12:07 | buy | 34 | 1.85 | 1.13083 | 1.12553 | 1.13383 | ||
68 | 2020.03.06 13:35 | t/p | 34 | 1.85 | 1.13383 | 1.12553 | 1.13383 | 555.00 | 105292.44 |
69 | 2020.03.09 04:49 | buy | 35 | 1.84 | 1.14153 | 1.13623 | 1.14453 | ||
70 | 2020.03.09 04:49 | t/p | 35 | 1.84 | 1.14453 | 1.13623 | 1.14453 | 552.00 | 105844.44 |
71 | 2020.03.12 17:09 | sell | 36 | 1.89 | 1.11672 | 1.12202 | 1.11372 | ||
72 | 2020.03.12 17:10 | t/p | 36 | 1.89 | 1.11372 | 1.12202 | 1.11372 | 567.00 | 106411.44 |
73 | 2020.03.16 11:58 | buy | 37 | 1.89 | 1.12265 | 1.11735 | 1.12565 | ||
74 | 2020.03.16 13:20 | s/l | 37 | 1.89 | 1.11735 | 1.11735 | 1.12565 | -1001.70 | 105409.74 |
75 | 2020.03.17 13:24 | sell | 38 | 1.90 | 1.10670 | 1.11200 | 1.10370 | ||
76 | 2020.03.17 13:47 | t/p | 38 | 1.90 | 1.10370 | 1.11200 | 1.10370 | 570.00 | 105979.74 |
77 | 2020.03.18 16:48 | sell | 39 | 1.94 | 1.08955 | 1.09485 | 1.08655 | ||
78 | 2020.03.18 17:59 | t/p | 39 | 1.94 | 1.08655 | 1.09485 | 1.08655 | 582.00 | 106561.74 |
79 | 2020.03.23 15:21 | buy | 40 | 1.97 | 1.07896 | 1.07366 | 1.08196 | ||
80 | 2020.03.23 16:42 | s/l | 40 | 1.97 | 1.07366 | 1.07366 | 1.08196 | -1044.10 | 105517.64 |
81 | 2020.03.24 09:49 | buy | 41 | 1.94 | 1.08498 | 1.07968 | 1.08798 | ||
82 | 2020.03.24 13:57 | t/p | 41 | 1.94 | 1.08798 | 1.07968 | 1.08798 | 582.00 | 106099.64 |
83 | 2020.03.26 03:41 | buy | 42 | 1.94 | 1.09097 | 1.08567 | 1.09397 | ||
84 | 2020.03.26 11:53 | t/p | 42 | 1.94 | 1.09397 | 1.08567 | 1.09397 | 582.00 | 106681.64 |
85 | 2020.03.26 14:17 | buy | 43 | 1.94 | 1.09714 | 1.09184 | 1.10014 | ||
86 | 2020.03.26 18:23 | t/p | 43 | 1.94 | 1.10014 | 1.09184 | 1.10014 | 582.00 | 107263.64 |
87 | 2020.03.26 19:55 | buy | 44 | 1.94 | 1.10437 | 1.09907 | 1.10737 | ||
88 | 2020.03.27 06:02 | t/p | 44 | 1.94 | 1.10737 | 1.09907 | 1.10737 | 572.69 | 107836.33 |
89 | 2020.03.27 06:40 | buy | 45 | 1.94 | 1.10887 | 1.10357 | 1.11187 | ||
90 | 2020.03.27 09:36 | s/l | 45 | 1.94 | 1.10357 | 1.10357 | 1.11187 | -1028.20 | 106808.13 |
91 | 2020.03.31 03:55 | sell | 46 | 1.94 | 1.09832 | 1.10362 | 1.09532 | ||
92 | 2020.03.31 13:59 | t/p | 46 | 1.94 | 1.09532 | 1.10362 | 1.09532 | 582.00 | 107390.13 |
93 | 2020.04.02 15:57 | sell | 47 | 1.97 | 1.08776 | 1.09306 | 1.08476 | ||
94 | 2020.04.02 16:54 | t/p | 47 | 1.97 | 1.08476 | 1.09306 | 1.08476 | 591.00 | 107981.13 |
95 | 2020.04.03 10:26 | sell | 48 | 1.99 | 1.07971 | 1.08501 | 1.07671 | ||
96 | 2020.04.03 19:33 | close | 48 | 1.99 | 1.07948 | 1.08501 | 1.07671 | 45.77 | 108026.90 |
97 | 2020.04.07 07:49 | buy | 49 | 1.99 | 1.08302 | 1.07772 | 1.08602 | ||
98 | 2020.04.07 09:59 | t/p | 49 | 1.99 | 1.08602 | 1.07772 | 1.08602 | 597.00 | 108623.90 |
99 | 2020.04.07 10:14 | buy | 50 | 1.99 | 1.08735 | 1.08205 | 1.09035 | ||
100 | 2020.04.07 15:22 | t/p | 50 | 1.99 | 1.09035 | 1.08205 | 1.09035 | 597.00 | 109220.90 |
101 | 2020.04.07 17:16 | buy | 51 | 1.99 | 1.09288 | 1.08758 | 1.09588 | ||
102 | 2020.04.07 18:01 | s/l | 51 | 1.99 | 1.08758 | 1.08758 | 1.09588 | -1054.70 | 108166.20 |
103 | 2020.04.08 09:04 | sell | 52 | 1.99 | 1.08395 | 1.08925 | 1.08095 | ||
104 | 2020.04.09 15:52 | s/l | 52 | 1.99 | 1.08925 | 1.08925 | 1.08095 | -1052.87 | 107113.33 |
105 | 2020.04.09 16:13 | buy | 53 | 1.96 | 1.09205 | 1.08675 | 1.09505 | ||
106 | 2020.04.09 20:38 | t/p | 53 | 1.96 | 1.09505 | 1.08675 | 1.09505 | 588.00 | 107701.33 |