Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2019.12.30 00:00 - 2020.04.10 23:00 (2019.12.30 - 2020.04.12) | ||||
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=600; TS=300; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2785 | Ticks modelled | 11059977 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 13770.72 | Gross profit | 19457.29 | Gross loss | -5686.57 |
Profit factor | 3.42 | Expected payoff | 405.02 | ||
Absolute drawdown | 1179.55 | Maximal drawdown | 2271.88 (2.02%) | Relative drawdown | 2.02% (2271.88) |
Total trades | 34 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 27 (79.41%) | Loss trades (% of total) | 7 (20.59%) | ||
Largest | profit trade | 1254.00 | loss trade | -1333.66 | |
Average | profit trade | 720.64 | loss trade | -812.37 | |
Maximum | consecutive wins (profit in money) | 11 (12825.72) | consecutive losses (loss in money) | 1 (-1333.66) | |
Maximal | consecutive profit (count of wins) | 12825.72 (11) | consecutive loss (count of losses) | -1333.66 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.03 09:53 | sell | 1 | 1.79 | 1.11514 | 1.12144 | 1.10914 | ||
2 | 2020.01.03 23:00 | close | 1 | 1.79 | 1.11636 | 1.12144 | 1.10914 | -218.38 | 99781.62 |
3 | 2020.01.06 11:42 | buy | 2 | 1.78 | 1.11895 | 1.11265 | 1.12495 | ||
4 | 2020.01.07 05:00 | close | 2 | 1.78 | 1.11906 | 1.11265 | 1.12495 | 11.06 | 99792.68 |
5 | 2020.01.07 09:32 | sell | 3 | 1.78 | 1.11726 | 1.12356 | 1.11126 | ||
6 | 2020.01.08 02:12 | close | 3 | 1.78 | 1.11606 | 1.12356 | 1.11126 | 214.14 | 100006.83 |
7 | 2020.01.10 19:25 | buy | 4 | 1.79 | 1.11310 | 1.10680 | 1.11910 | ||
8 | 2020.01.10 23:00 | close | 4 | 1.79 | 1.11202 | 1.10680 | 1.11910 | -193.32 | 99813.51 |
9 | 2020.01.14 14:16 | sell | 5 | 1.79 | 1.11190 | 1.11820 | 1.10590 | ||
10 | 2020.01.17 23:00 | close | 5 | 1.79 | 1.10947 | 1.11820 | 1.10590 | 437.70 | 100251.21 |
11 | 2020.01.21 12:25 | buy | 6 | 1.80 | 1.11072 | 1.10442 | 1.11672 | ||
12 | 2020.01.23 17:31 | s/l | 6 | 1.80 | 1.10442 | 1.10442 | 1.11672 | -1168.45 | 99082.76 |
13 | 2020.01.31 16:45 | buy | 7 | 1.79 | 1.10657 | 1.10027 | 1.11257 | ||
14 | 2020.01.31 23:00 | close | 7 | 1.79 | 1.10895 | 1.10027 | 1.11257 | 426.02 | 99508.78 |
15 | 2020.02.03 16:47 | sell | 8 | 1.80 | 1.10460 | 1.11090 | 1.09860 | ||
16 | 2020.02.05 09:09 | close | 8 | 1.80 | 1.10402 | 1.11090 | 1.09860 | 105.50 | 99614.28 |
17 | 2020.02.05 11:35 | sell | 9 | 1.80 | 1.10260 | 1.10890 | 1.09660 | ||
18 | 2020.02.06 08:00 | close | 9 | 1.80 | 1.10019 | 1.10890 | 1.09660 | 435.45 | 100049.73 |
19 | 2020.02.06 17:16 | sell | 10 | 1.82 | 1.09809 | 1.10439 | 1.09209 | ||
20 | 2020.02.07 15:15 | close | 10 | 1.82 | 1.09725 | 1.10439 | 1.09209 | 153.44 | 100203.17 |
21 | 2020.02.10 15:53 | sell | 11 | 1.83 | 1.09361 | 1.09991 | 1.08761 | ||
22 | 2020.02.11 10:00 | close | 11 | 1.83 | 1.09165 | 1.09991 | 1.08761 | 359.24 | 100562.40 |
23 | 2020.02.11 15:28 | sell | 12 | 1.84 | 1.08984 | 1.09614 | 1.08384 | ||
24 | 2020.02.13 09:22 | close | 12 | 1.84 | 1.08798 | 1.09614 | 1.08384 | 344.49 | 100906.89 |
25 | 2020.02.13 13:58 | sell | 13 | 1.85 | 1.08567 | 1.09197 | 1.07967 | ||
26 | 2020.02.14 09:07 | close | 13 | 1.85 | 1.08414 | 1.09197 | 1.07967 | 283.61 | 101190.51 |
27 | 2020.02.14 15:56 | buy | 14 | 1.86 | 1.08590 | 1.07960 | 1.09190 | ||
28 | 2020.02.14 23:00 | close | 14 | 1.86 | 1.08364 | 1.07960 | 1.09190 | -420.36 | 100770.15 |
29 | 2020.02.18 15:33 | sell | 15 | 1.86 | 1.08039 | 1.08669 | 1.07439 | ||
30 | 2020.02.19 09:02 | close | 15 | 1.86 | 1.08002 | 1.08669 | 1.07439 | 69.39 | 100839.54 |
31 | 2020.02.21 16:46 | buy | 16 | 1.86 | 1.08305 | 1.07675 | 1.08905 | ||
32 | 2020.02.21 23:00 | close | 16 | 1.86 | 1.08482 | 1.07675 | 1.08905 | 329.22 | 101168.76 |
33 | 2020.02.25 18:19 | buy | 17 | 1.85 | 1.08809 | 1.08179 | 1.09409 | ||
34 | 2020.02.27 10:32 | t/p | 17 | 1.85 | 1.09409 | 1.08179 | 1.09409 | 1074.59 | 102243.35 |
35 | 2020.02.27 14:43 | buy | 18 | 1.86 | 1.09645 | 1.09015 | 1.10245 | ||
36 | 2020.02.28 10:19 | t/p | 18 | 1.86 | 1.10245 | 1.09015 | 1.10245 | 1107.10 | 103350.45 |
37 | 2020.02.28 16:44 | sell | 19 | 1.88 | 1.09513 | 1.10143 | 1.08913 | ||
38 | 2020.02.28 21:32 | s/l | 19 | 1.88 | 1.10143 | 1.10143 | 1.08913 | -1184.40 | 102166.05 |
39 | 2020.03.02 13:56 | buy | 20 | 1.83 | 1.11166 | 1.10536 | 1.11766 | ||
40 | 2020.03.02 19:13 | t/p | 20 | 1.83 | 1.11766 | 1.10536 | 1.11766 | 1098.00 | 103264.05 |
41 | 2020.03.03 17:00 | buy | 21 | 1.84 | 1.11882 | 1.11252 | 1.12482 | ||
42 | 2020.03.04 14:33 | s/l | 21 | 1.84 | 1.11252 | 1.11252 | 1.12482 | -1168.00 | 102096.05 |
43 | 2020.03.05 11:29 | buy | 22 | 1.82 | 1.11612 | 1.10982 | 1.12212 | ||
44 | 2020.03.05 22:33 | t/p | 22 | 1.82 | 1.12212 | 1.10982 | 1.12212 | 1092.00 | 103188.05 |
45 | 2020.03.06 10:32 | buy | 23 | 1.83 | 1.12704 | 1.12074 | 1.13304 | ||
46 | 2020.03.06 13:15 | t/p | 23 | 1.83 | 1.13304 | 1.12074 | 1.13304 | 1098.00 | 104286.05 |
47 | 2020.03.09 04:49 | buy | 24 | 1.82 | 1.14318 | 1.13688 | 1.14918 | ||
48 | 2020.03.09 04:50 | t/p | 24 | 1.82 | 1.14918 | 1.13688 | 1.14918 | 1092.00 | 105378.05 |
49 | 2020.03.12 17:09 | sell | 25 | 1.88 | 1.11672 | 1.12302 | 1.11072 | ||
50 | 2020.03.12 18:37 | t/p | 25 | 1.88 | 1.11072 | 1.12302 | 1.11072 | 1128.00 | 106506.05 |
51 | 2020.03.17 13:24 | sell | 26 | 1.92 | 1.10670 | 1.11300 | 1.10070 | ||
52 | 2020.03.17 14:13 | t/p | 26 | 1.92 | 1.10070 | 1.11300 | 1.10070 | 1152.00 | 107658.05 |
53 | 2020.03.18 16:48 | sell | 27 | 1.97 | 1.08955 | 1.09585 | 1.08355 | ||
54 | 2020.03.18 18:57 | t/p | 27 | 1.97 | 1.08355 | 1.09585 | 1.08355 | 1182.00 | 108840.05 |
55 | 2020.03.26 03:42 | buy | 28 | 1.99 | 1.09228 | 1.08598 | 1.09828 | ||
56 | 2020.03.26 16:07 | t/p | 28 | 1.99 | 1.09828 | 1.08598 | 1.09828 | 1194.00 | 110034.05 |
57 | 2020.03.26 18:28 | buy | 29 | 1.99 | 1.10200 | 1.09570 | 1.10800 | ||
58 | 2020.03.27 06:40 | t/p | 29 | 1.99 | 1.10800 | 1.09570 | 1.10800 | 1184.48 | 111218.53 |
59 | 2020.03.31 03:55 | sell | 30 | 2.02 | 1.09832 | 1.10462 | 1.09232 | ||
60 | 2020.04.01 12:21 | t/p | 30 | 2.02 | 1.09232 | 1.10462 | 1.09232 | 1212.62 | 112431.14 |
61 | 2020.04.02 15:57 | sell | 31 | 2.06 | 1.08776 | 1.09406 | 1.08176 | ||
62 | 2020.04.03 10:10 | t/p | 31 | 2.06 | 1.08176 | 1.09406 | 1.08176 | 1236.63 | 113667.77 |
63 | 2020.04.07 09:57 | buy | 32 | 2.09 | 1.08608 | 1.07978 | 1.09208 | ||
64 | 2020.04.07 17:16 | t/p | 32 | 2.09 | 1.09208 | 1.07978 | 1.09208 | 1254.00 | 114921.77 |
65 | 2020.04.08 09:04 | sell | 33 | 2.12 | 1.08395 | 1.09025 | 1.07795 | ||
66 | 2020.04.09 15:56 | s/l | 33 | 2.12 | 1.09025 | 1.09025 | 1.07795 | -1333.66 | 113588.11 |
67 | 2020.04.09 16:21 | buy | 34 | 2.07 | 1.09285 | 1.08655 | 1.09885 | ||
68 | 2020.04.10 20:34 | close | 34 | 2.07 | 1.09378 | 1.08655 | 1.09885 | 182.61 | 113770.72 |