Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.27 00:00 - 2020.05.08 23:00 (2020.01.27 - 2020.05.09) | ||||
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; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2808 | Ticks modelled | 11807221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 13216.56 | Gross profit | 22752.73 | Gross loss | -9536.17 |
Profit factor | 2.39 | Expected payoff | 347.80 | ||
Absolute drawdown | 196.20 | Maximal drawdown | 4010.31 (3.45%) | Relative drawdown | 3.45% (4010.31) |
Total trades | 38 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 29 (76.32%) | Loss trades (% of total) | 9 (23.68%) | ||
Largest | profit trade | 1266.00 | loss trade | -1340.60 | |
Average | profit trade | 784.58 | loss trade | -1059.57 | |
Maximum | consecutive wins (profit in money) | 11 (12951.64) | consecutive losses (loss in money) | 1 (-1340.60) | |
Maximal | consecutive profit (count of wins) | 12951.64 (11) | consecutive loss (count of losses) | -1340.60 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.31 16:45 | buy | 1 | 1.80 | 1.10657 | 1.10027 | 1.11257 | ||
2 | 2020.01.31 23:00 | close | 1 | 1.80 | 1.10895 | 1.10027 | 1.11257 | 428.40 | 100428.40 |
3 | 2020.02.03 16:47 | sell | 2 | 1.81 | 1.10460 | 1.11090 | 1.09860 | ||
4 | 2020.02.05 09:09 | close | 2 | 1.81 | 1.10402 | 1.11090 | 1.09860 | 105.72 | 100534.12 |
5 | 2020.02.05 11:35 | sell | 3 | 1.82 | 1.10260 | 1.10890 | 1.09660 | ||
6 | 2020.02.06 08:00 | close | 3 | 1.82 | 1.10019 | 1.10890 | 1.09660 | 439.73 | 100973.85 |
7 | 2020.02.06 17:16 | sell | 4 | 1.83 | 1.09809 | 1.10439 | 1.09209 | ||
8 | 2020.02.07 15:15 | close | 4 | 1.83 | 1.09725 | 1.10439 | 1.09209 | 154.09 | 101127.94 |
9 | 2020.02.10 15:53 | sell | 5 | 1.84 | 1.09361 | 1.09991 | 1.08761 | ||
10 | 2020.02.11 10:00 | close | 5 | 1.84 | 1.09165 | 1.09991 | 1.08761 | 361.01 | 101488.95 |
11 | 2020.02.11 15:28 | sell | 6 | 1.86 | 1.08984 | 1.09614 | 1.08384 | ||
12 | 2020.02.13 09:22 | close | 6 | 1.86 | 1.08798 | 1.09614 | 1.08384 | 347.47 | 101836.43 |
13 | 2020.02.13 13:58 | sell | 7 | 1.87 | 1.08567 | 1.09197 | 1.07967 | ||
14 | 2020.02.14 09:07 | close | 7 | 1.87 | 1.08414 | 1.09197 | 1.07967 | 286.49 | 102122.92 |
15 | 2020.02.14 15:56 | buy | 8 | 1.88 | 1.08590 | 1.07960 | 1.09190 | ||
16 | 2020.02.14 23:00 | close | 8 | 1.88 | 1.08364 | 1.07960 | 1.09190 | -424.88 | 101698.04 |
17 | 2020.02.18 15:33 | sell | 9 | 1.88 | 1.08039 | 1.08669 | 1.07439 | ||
18 | 2020.02.19 09:02 | close | 9 | 1.88 | 1.08002 | 1.08669 | 1.07439 | 69.94 | 101767.98 |
19 | 2020.02.21 16:46 | buy | 10 | 1.87 | 1.08305 | 1.07675 | 1.08905 | ||
20 | 2020.02.21 23:00 | close | 10 | 1.87 | 1.08482 | 1.07675 | 1.08905 | 330.99 | 102098.97 |
21 | 2020.02.25 18:19 | buy | 11 | 1.87 | 1.08809 | 1.08179 | 1.09409 | ||
22 | 2020.02.27 10:32 | t/p | 11 | 1.87 | 1.09409 | 1.08179 | 1.09409 | 1087.77 | 103186.74 |
23 | 2020.02.27 14:43 | buy | 12 | 1.88 | 1.09645 | 1.09015 | 1.10245 | ||
24 | 2020.02.28 10:19 | t/p | 12 | 1.88 | 1.10245 | 1.09015 | 1.10245 | 1119.40 | 104306.13 |
25 | 2020.02.28 16:44 | sell | 13 | 1.90 | 1.09513 | 1.10143 | 1.08913 | ||
26 | 2020.02.28 21:32 | s/l | 13 | 1.90 | 1.10143 | 1.10143 | 1.08913 | -1197.00 | 103109.13 |
27 | 2020.03.02 13:56 | buy | 14 | 1.85 | 1.11166 | 1.10536 | 1.11766 | ||
28 | 2020.03.02 19:13 | t/p | 14 | 1.85 | 1.11766 | 1.10536 | 1.11766 | 1110.00 | 104219.13 |
29 | 2020.03.03 17:00 | buy | 15 | 1.86 | 1.11882 | 1.11252 | 1.12482 | ||
30 | 2020.03.04 14:33 | s/l | 15 | 1.86 | 1.11252 | 1.11252 | 1.12482 | -1180.31 | 103038.82 |
31 | 2020.03.05 11:29 | buy | 16 | 1.84 | 1.11612 | 1.10982 | 1.12212 | ||
32 | 2020.03.05 22:33 | t/p | 16 | 1.84 | 1.12212 | 1.10982 | 1.12212 | 1104.00 | 104142.82 |
33 | 2020.03.06 10:32 | buy | 17 | 1.84 | 1.12704 | 1.12074 | 1.13304 | ||
34 | 2020.03.06 13:15 | t/p | 17 | 1.84 | 1.13304 | 1.12074 | 1.13304 | 1104.00 | 105246.82 |
35 | 2020.03.09 04:49 | buy | 18 | 1.84 | 1.14318 | 1.13688 | 1.14918 | ||
36 | 2020.03.09 04:50 | t/p | 18 | 1.84 | 1.14918 | 1.13688 | 1.14918 | 1104.00 | 106350.82 |
37 | 2020.03.12 17:09 | sell | 19 | 1.90 | 1.11672 | 1.12302 | 1.11072 | ||
38 | 2020.03.12 18:37 | t/p | 19 | 1.90 | 1.11072 | 1.12302 | 1.11072 | 1140.00 | 107490.82 |
39 | 2020.03.17 13:24 | sell | 20 | 1.94 | 1.10670 | 1.11300 | 1.10070 | ||
40 | 2020.03.17 14:13 | t/p | 20 | 1.94 | 1.10070 | 1.11300 | 1.10070 | 1164.00 | 108654.82 |
41 | 2020.03.18 16:48 | sell | 21 | 1.99 | 1.08955 | 1.09585 | 1.08355 | ||
42 | 2020.03.18 18:57 | t/p | 21 | 1.99 | 1.08355 | 1.09585 | 1.08355 | 1194.00 | 109848.82 |
43 | 2020.03.26 03:42 | buy | 22 | 2.01 | 1.09228 | 1.08598 | 1.09828 | ||
44 | 2020.03.26 16:07 | t/p | 22 | 2.01 | 1.09828 | 1.08598 | 1.09828 | 1206.00 | 111054.82 |
45 | 2020.03.26 18:28 | buy | 23 | 2.01 | 1.10200 | 1.09570 | 1.10800 | ||
46 | 2020.03.27 06:40 | t/p | 23 | 2.01 | 1.10800 | 1.09570 | 1.10800 | 1196.80 | 112251.62 |
47 | 2020.03.31 03:55 | sell | 24 | 2.04 | 1.09832 | 1.10462 | 1.09232 | ||
48 | 2020.04.01 12:21 | t/p | 24 | 2.04 | 1.09232 | 1.10462 | 1.09232 | 1224.41 | 113476.04 |
49 | 2020.04.02 15:57 | sell | 25 | 2.08 | 1.08776 | 1.09406 | 1.08176 | ||
50 | 2020.04.03 10:10 | t/p | 25 | 2.08 | 1.08176 | 1.09406 | 1.08176 | 1248.42 | 114724.46 |
51 | 2020.04.07 09:57 | buy | 26 | 2.11 | 1.08608 | 1.07978 | 1.09208 | ||
52 | 2020.04.07 17:16 | t/p | 26 | 2.11 | 1.09208 | 1.07978 | 1.09208 | 1266.00 | 115990.46 |
53 | 2020.04.08 09:04 | sell | 27 | 2.13 | 1.08395 | 1.09025 | 1.07795 | ||
54 | 2020.04.09 15:56 | s/l | 27 | 2.13 | 1.09025 | 1.09025 | 1.07795 | -1340.60 | 114649.86 |
55 | 2020.04.09 16:21 | buy | 28 | 2.09 | 1.09285 | 1.08655 | 1.09885 | ||
56 | 2020.04.10 20:34 | close | 28 | 2.09 | 1.09378 | 1.08655 | 1.09885 | 184.80 | 114834.66 |
57 | 2020.04.13 09:40 | buy | 29 | 2.09 | 1.09627 | 1.08997 | 1.10227 | ||
58 | 2020.04.13 17:55 | s/l | 29 | 2.09 | 1.08997 | 1.08997 | 1.10227 | -1316.70 | 113517.96 |
59 | 2020.04.15 10:55 | sell | 30 | 2.07 | 1.09281 | 1.09911 | 1.08681 | ||
60 | 2020.04.15 15:45 | t/p | 30 | 2.07 | 1.08681 | 1.09911 | 1.08681 | 1242.00 | 114759.96 |
61 | 2020.04.16 18:28 | sell | 31 | 2.11 | 1.08271 | 1.08901 | 1.07671 | ||
62 | 2020.04.17 16:52 | s/l | 31 | 2.11 | 1.08901 | 1.08901 | 1.07671 | -1328.87 | 113431.09 |
63 | 2020.04.21 05:20 | sell | 32 | 2.09 | 1.08254 | 1.08884 | 1.07654 | ||
64 | 2020.04.23 13:35 | t/p | 32 | 2.09 | 1.07654 | 1.08884 | 1.07654 | 1255.70 | 114686.79 |
65 | 2020.04.28 12:23 | buy | 33 | 2.11 | 1.08719 | 1.08089 | 1.09319 | ||
66 | 2020.04.30 17:56 | t/p | 33 | 2.11 | 1.09319 | 1.08089 | 1.09319 | 1227.37 | 115914.17 |
67 | 2020.05.01 17:35 | buy | 34 | 2.10 | 1.10138 | 1.09508 | 1.10738 | ||
68 | 2020.05.01 23:00 | close | 34 | 2.10 | 1.09783 | 1.09508 | 1.10738 | -745.50 | 115168.67 |
69 | 2020.05.04 17:27 | sell | 35 | 2.11 | 1.09075 | 1.09705 | 1.08475 | ||
70 | 2020.05.05 11:07 | close | 35 | 2.11 | 1.09056 | 1.09705 | 1.08475 | 40.52 | 115209.19 |
71 | 2020.05.05 12:09 | sell | 36 | 2.12 | 1.08255 | 1.08885 | 1.07655 | ||
72 | 2020.05.05 16:48 | s/l | 36 | 2.12 | 1.08885 | 1.08885 | 1.07655 | -1335.60 | 113873.59 |
73 | 2020.05.06 11:23 | sell | 37 | 2.10 | 1.08005 | 1.08635 | 1.07405 | ||
74 | 2020.05.07 10:06 | close | 37 | 2.10 | 1.08001 | 1.08635 | 1.07405 | 9.68 | 113883.27 |
75 | 2020.05.08 17:49 | buy | 38 | 2.09 | 1.08681 | 1.08051 | 1.09281 | ||
76 | 2020.05.08 23:00 | close | 38 | 2.09 | 1.08362 | 1.08051 | 1.09281 | -666.71 | 113216.56 |