Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.10 00:00 - 2020.05.22 23:30 (2020.02.10 - 2020.05.24) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=1; DownATRR=1; DPR=0.5; StopLoss=600; TakeProfit=600; TS=100; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4604 | Ticks modelled | 12096649 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3282.22 | Gross profit | 8433.61 | Gross loss | -5151.40 |
Profit factor | 1.64 | Expected payoff | 78.15 | ||
Absolute drawdown | 62.42 | Maximal drawdown | 2718.49 (2.59%) | Relative drawdown | 2.59% (2718.49) |
Total trades | 42 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 22 (59.09%) |
Profit trades (% of total) | 30 (71.43%) | Loss trades (% of total) | 12 (28.57%) | ||
Largest | profit trade | 576.00 | loss trade | -604.80 | |
Average | profit trade | 281.12 | loss trade | -429.28 | |
Maximum | consecutive wins (profit in money) | 12 (4172.83) | consecutive losses (loss in money) | 4 (-1654.70) | |
Maximal | consecutive profit (count of wins) | 4172.83 (12) | consecutive loss (count of losses) | -1654.70 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.10 15:53 | sell | 1 | 0.91 | 1.09361 | 1.09991 | 1.08761 | ||
2 | 2020.02.11 02:45 | close | 1 | 0.91 | 1.09136 | 1.09991 | 1.08761 | 204.93 | 100204.93 |
3 | 2020.02.11 15:28 | sell | 2 | 0.91 | 1.08984 | 1.09614 | 1.08384 | ||
4 | 2020.02.13 03:11 | close | 2 | 0.91 | 1.08761 | 1.09614 | 1.08384 | 203.66 | 100408.59 |
5 | 2020.02.13 13:58 | sell | 3 | 0.92 | 1.08567 | 1.09197 | 1.07967 | ||
6 | 2020.02.14 01:50 | close | 3 | 0.92 | 1.08430 | 1.09197 | 1.07967 | 126.22 | 100534.82 |
7 | 2020.02.14 15:56 | buy | 4 | 0.92 | 1.08589 | 1.07959 | 1.09189 | ||
8 | 2020.02.14 23:00 | close | 4 | 0.92 | 1.08364 | 1.07959 | 1.09189 | -207.00 | 100327.82 |
9 | 2020.02.18 15:33 | sell | 5 | 0.92 | 1.08039 | 1.08669 | 1.07439 | ||
10 | 2020.02.19 02:54 | close | 5 | 0.92 | 1.08005 | 1.08669 | 1.07439 | 31.46 | 100359.28 |
11 | 2020.02.21 16:46 | buy | 6 | 0.92 | 1.08305 | 1.07675 | 1.08905 | ||
12 | 2020.02.21 23:00 | close | 6 | 0.92 | 1.08482 | 1.07675 | 1.08905 | 162.84 | 100522.12 |
13 | 2020.02.25 18:19 | buy | 7 | 0.92 | 1.08809 | 1.08179 | 1.09409 | ||
14 | 2020.02.27 10:32 | t/p | 7 | 0.92 | 1.09409 | 1.08179 | 1.09409 | 535.36 | 101057.48 |
15 | 2020.02.27 14:43 | buy | 8 | 0.92 | 1.09645 | 1.09015 | 1.10245 | ||
16 | 2020.02.28 03:49 | close | 8 | 0.92 | 1.09894 | 1.09015 | 1.10245 | 224.92 | 101282.40 |
17 | 2020.02.28 10:18 | buy | 9 | 0.91 | 1.10246 | 1.09616 | 1.10846 | ||
18 | 2020.02.28 16:31 | s/l | 9 | 0.91 | 1.09616 | 1.09616 | 1.10846 | -573.30 | 100709.10 |
19 | 2020.03.02 13:56 | buy | 10 | 0.90 | 1.11166 | 1.10536 | 1.11766 | ||
20 | 2020.03.02 19:13 | t/p | 10 | 0.90 | 1.11766 | 1.10536 | 1.11766 | 540.00 | 101249.10 |
21 | 2020.03.03 17:00 | buy | 11 | 0.90 | 1.11882 | 1.11252 | 1.12482 | ||
22 | 2020.03.04 14:33 | s/l | 11 | 0.90 | 1.11252 | 1.11252 | 1.12482 | -571.07 | 100678.03 |
23 | 2020.03.05 11:29 | buy | 12 | 0.90 | 1.11612 | 1.10982 | 1.12212 | ||
24 | 2020.03.05 22:33 | t/p | 12 | 0.90 | 1.12212 | 1.10982 | 1.12212 | 540.00 | 101218.03 |
25 | 2020.03.06 10:32 | buy | 13 | 0.89 | 1.12704 | 1.12074 | 1.13304 | ||
26 | 2020.03.06 13:15 | t/p | 13 | 0.89 | 1.13304 | 1.12074 | 1.13304 | 534.00 | 101752.03 |
27 | 2020.03.09 04:49 | buy | 14 | 0.89 | 1.14318 | 1.13688 | 1.14918 | ||
28 | 2020.03.09 04:50 | t/p | 14 | 0.89 | 1.14918 | 1.13688 | 1.14918 | 534.00 | 102286.03 |
29 | 2020.03.12 17:09 | sell | 15 | 0.91 | 1.11672 | 1.12302 | 1.11072 | ||
30 | 2020.03.12 18:37 | t/p | 15 | 0.91 | 1.11072 | 1.12302 | 1.11072 | 546.00 | 102832.03 |
31 | 2020.03.17 13:24 | sell | 16 | 0.92 | 1.10670 | 1.11300 | 1.10070 | ||
32 | 2020.03.17 14:13 | t/p | 16 | 0.92 | 1.10070 | 1.11300 | 1.10070 | 552.00 | 103384.03 |
33 | 2020.03.18 16:48 | sell | 17 | 0.94 | 1.08955 | 1.09585 | 1.08355 | ||
34 | 2020.03.18 18:57 | t/p | 17 | 0.94 | 1.08355 | 1.09585 | 1.08355 | 564.00 | 103948.03 |
35 | 2020.03.26 03:42 | buy | 18 | 0.95 | 1.09228 | 1.08598 | 1.09828 | ||
36 | 2020.03.26 15:34 | close | 18 | 0.95 | 1.09276 | 1.08598 | 1.09828 | 45.60 | 103993.63 |
37 | 2020.03.26 18:28 | buy | 19 | 0.94 | 1.10200 | 1.09570 | 1.10800 | ||
38 | 2020.03.27 03:53 | close | 19 | 0.94 | 1.10311 | 1.09570 | 1.10800 | 100.09 | 104093.72 |
39 | 2020.03.31 03:55 | sell | 20 | 0.94 | 1.09832 | 1.10462 | 1.09232 | ||
40 | 2020.03.31 17:33 | close | 20 | 0.94 | 1.09778 | 1.10462 | 1.09232 | 50.76 | 104144.48 |
41 | 2020.04.02 15:57 | sell | 21 | 0.95 | 1.08776 | 1.09406 | 1.08176 | ||
42 | 2020.04.02 23:21 | close | 21 | 0.95 | 1.08662 | 1.09406 | 1.08176 | 108.30 | 104252.78 |
43 | 2020.04.03 10:26 | sell | 22 | 0.96 | 1.07971 | 1.08601 | 1.07371 | ||
44 | 2020.04.03 19:33 | close | 22 | 0.96 | 1.07948 | 1.08601 | 1.07371 | 22.08 | 104274.86 |
45 | 2020.04.07 09:57 | buy | 23 | 0.96 | 1.08608 | 1.07978 | 1.09208 | ||
46 | 2020.04.07 17:16 | t/p | 23 | 0.96 | 1.09208 | 1.07978 | 1.09208 | 576.00 | 104850.86 |
47 | 2020.04.08 09:04 | sell | 24 | 0.96 | 1.08395 | 1.09025 | 1.07795 | ||
48 | 2020.04.09 15:56 | s/l | 24 | 0.96 | 1.09025 | 1.09025 | 1.07795 | -604.22 | 104246.64 |
49 | 2020.04.09 16:21 | buy | 25 | 0.95 | 1.09285 | 1.08655 | 1.09885 | ||
50 | 2020.04.10 01:53 | close | 25 | 0.95 | 1.09285 | 1.08655 | 1.09885 | -4.30 | 104242.34 |
51 | 2020.04.13 09:40 | buy | 26 | 0.95 | 1.09627 | 1.08997 | 1.10227 | ||
52 | 2020.04.13 17:55 | s/l | 26 | 0.95 | 1.08997 | 1.08997 | 1.10227 | -598.50 | 103643.84 |
53 | 2020.04.15 10:55 | sell | 27 | 0.94 | 1.09281 | 1.09911 | 1.08681 | ||
54 | 2020.04.15 15:45 | t/p | 27 | 0.94 | 1.08681 | 1.09911 | 1.08681 | 564.00 | 104207.84 |
55 | 2020.04.16 18:28 | sell | 28 | 0.96 | 1.08271 | 1.08901 | 1.07671 | ||
56 | 2020.04.17 16:52 | s/l | 28 | 0.96 | 1.08901 | 1.08901 | 1.07671 | -604.61 | 103603.24 |
57 | 2020.04.21 05:20 | sell | 29 | 0.95 | 1.08254 | 1.08884 | 1.07654 | ||
58 | 2020.04.23 01:31 | close | 29 | 0.95 | 1.08248 | 1.08884 | 1.07654 | 6.46 | 103609.70 |
59 | 2020.04.23 10:28 | sell | 30 | 0.96 | 1.07886 | 1.08516 | 1.07286 | ||
60 | 2020.04.24 05:43 | close | 30 | 0.96 | 1.07748 | 1.08516 | 1.07286 | 132.67 | 103742.37 |
61 | 2020.04.28 12:23 | buy | 31 | 0.95 | 1.08719 | 1.08089 | 1.09319 | ||
62 | 2020.04.30 17:56 | t/p | 31 | 0.95 | 1.09319 | 1.08089 | 1.09319 | 552.81 | 104295.19 |
63 | 2020.05.01 17:35 | buy | 32 | 0.94 | 1.10138 | 1.09508 | 1.10738 | ||
64 | 2020.05.01 23:00 | close | 32 | 0.94 | 1.09783 | 1.09508 | 1.10738 | -333.70 | 103961.49 |
65 | 2020.05.04 17:27 | sell | 33 | 0.95 | 1.09075 | 1.09705 | 1.08475 | ||
66 | 2020.05.05 01:43 | close | 33 | 0.95 | 1.09061 | 1.09705 | 1.08475 | 13.49 | 103974.98 |
67 | 2020.05.05 11:38 | sell | 34 | 0.95 | 1.08726 | 1.09356 | 1.08126 | ||
68 | 2020.05.05 17:09 | close | 34 | 0.95 | 1.08725 | 1.09356 | 1.08126 | 0.95 | 103975.93 |
69 | 2020.05.06 11:23 | sell | 35 | 0.96 | 1.08005 | 1.08635 | 1.07405 | ||
70 | 2020.05.07 02:36 | close | 35 | 0.96 | 1.08002 | 1.08635 | 1.07405 | 3.46 | 103979.39 |
71 | 2020.05.08 17:49 | buy | 36 | 0.95 | 1.08681 | 1.08051 | 1.09281 | ||
72 | 2020.05.08 23:00 | close | 36 | 0.95 | 1.08362 | 1.08051 | 1.09281 | -303.05 | 103676.34 |
73 | 2020.05.12 03:27 | sell | 37 | 0.96 | 1.07869 | 1.08499 | 1.07269 | ||
74 | 2020.05.12 14:59 | s/l | 37 | 0.96 | 1.08499 | 1.08499 | 1.07269 | -604.80 | 103071.54 |
75 | 2020.05.12 16:12 | buy | 38 | 0.94 | 1.08791 | 1.08161 | 1.09391 | ||
76 | 2020.05.13 20:03 | s/l | 38 | 0.94 | 1.08161 | 1.08161 | 1.09391 | -596.45 | 102475.09 |
77 | 2020.05.15 15:45 | buy | 39 | 0.94 | 1.08321 | 1.07691 | 1.08921 | ||
78 | 2020.05.15 23:00 | close | 39 | 0.94 | 1.08161 | 1.07691 | 1.08921 | -150.40 | 102324.69 |
79 | 2020.05.18 16:41 | buy | 40 | 0.94 | 1.08608 | 1.07978 | 1.09208 | ||
80 | 2020.05.18 20:13 | t/p | 40 | 0.94 | 1.09208 | 1.07978 | 1.09208 | 564.00 | 102888.69 |
81 | 2020.05.19 13:48 | buy | 41 | 0.93 | 1.09740 | 1.09110 | 1.10340 | ||
82 | 2020.05.20 23:06 | close | 41 | 0.93 | 1.09747 | 1.09110 | 1.10340 | 2.30 | 102890.99 |
83 | 2020.05.21 17:57 | sell | 42 | 0.94 | 1.09382 | 1.10012 | 1.08782 | ||
84 | 2020.05.22 21:01 | close | 42 | 0.94 | 1.08966 | 1.10012 | 1.08782 | 391.23 | 103282.22 |