Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.17 00:00 - 2020.05.29 23:30 (2020.02.17 - 2020.05.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=1; UpATRR=0.6; DownATRR=2; DPR=0.5; StopLoss=300; TakeProfit=300; TS=100; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4602 | Ticks modelled | 12374947 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6871.12 | Gross profit | 17617.56 | Gross loss | -10746.44 |
Profit factor | 1.64 | Expected payoff | 118.47 | ||
Absolute drawdown | 1215.13 | Maximal drawdown | 2842.29 (2.71%) | Relative drawdown | 2.71% (2842.29) |
Total trades | 58 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 54 (62.96%) |
Profit trades (% of total) | 37 (63.79%) | Loss trades (% of total) | 21 (36.21%) | ||
Largest | profit trade | 579.00 | loss trade | -636.90 | |
Average | profit trade | 476.15 | loss trade | -511.74 | |
Maximum | consecutive wins (profit in money) | 6 (3267.00) | consecutive losses (loss in money) | 3 (-1894.20) | |
Maximal | consecutive profit (count of wins) | 3267.00 (6) | consecutive loss (count of losses) | -1894.20 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.17 11:11 | buy | 1 | 1.84 | 1.08517 | 1.08187 | 1.08817 | ||
2 | 2020.02.18 14:23 | s/l | 1 | 1.84 | 1.08187 | 1.08187 | 1.08817 | -615.29 | 99384.71 |
3 | 2020.02.18 15:35 | sell | 2 | 1.84 | 1.07954 | 1.08284 | 1.07654 | ||
4 | 2020.02.19 19:30 | close | 2 | 1.84 | 1.07951 | 1.08284 | 1.07654 | 5.88 | 99390.59 |
5 | 2020.02.21 10:30 | buy | 3 | 1.83 | 1.08099 | 1.07769 | 1.08399 | ||
6 | 2020.02.21 16:49 | t/p | 3 | 1.83 | 1.08399 | 1.07769 | 1.08399 | 549.00 | 99939.59 |
7 | 2020.02.21 17:14 | buy | 4 | 1.84 | 1.08554 | 1.08224 | 1.08854 | ||
8 | 2020.02.21 23:00 | close | 4 | 1.84 | 1.08482 | 1.08224 | 1.08854 | -132.48 | 99807.11 |
9 | 2020.02.24 16:53 | buy | 5 | 1.83 | 1.08511 | 1.08181 | 1.08811 | ||
10 | 2020.02.25 01:34 | close | 5 | 1.83 | 1.08512 | 1.08181 | 1.08811 | -6.22 | 99800.88 |
11 | 2020.02.25 18:16 | buy | 6 | 1.83 | 1.08772 | 1.08442 | 1.09072 | ||
12 | 2020.02.26 14:12 | t/p | 6 | 1.83 | 1.09072 | 1.08442 | 1.09072 | 540.95 | 100341.83 |
13 | 2020.02.27 10:07 | buy | 7 | 1.83 | 1.09321 | 1.08991 | 1.09621 | ||
14 | 2020.02.27 14:44 | t/p | 7 | 1.83 | 1.09621 | 1.08991 | 1.09621 | 549.00 | 100890.83 |
15 | 2020.02.27 15:58 | buy | 8 | 1.83 | 1.09782 | 1.09452 | 1.10082 | ||
16 | 2020.02.28 03:49 | close | 8 | 1.83 | 1.09894 | 1.09452 | 1.10082 | 196.91 | 101087.74 |
17 | 2020.02.28 10:10 | buy | 9 | 1.83 | 1.10171 | 1.09841 | 1.10471 | ||
18 | 2020.02.28 11:15 | t/p | 9 | 1.83 | 1.10471 | 1.09841 | 1.10471 | 549.00 | 101636.74 |
19 | 2020.03.02 10:28 | buy | 10 | 1.83 | 1.10922 | 1.10592 | 1.11222 | ||
20 | 2020.03.02 14:07 | t/p | 10 | 1.83 | 1.11222 | 1.10592 | 1.11222 | 549.00 | 102185.74 |
21 | 2020.03.02 15:36 | buy | 11 | 1.83 | 1.11434 | 1.11104 | 1.11734 | ||
22 | 2020.03.02 16:08 | s/l | 11 | 1.83 | 1.11104 | 1.11104 | 1.11734 | -603.90 | 101581.84 |
23 | 2020.03.02 19:14 | buy | 12 | 1.81 | 1.11826 | 1.11496 | 1.12126 | ||
24 | 2020.03.02 22:34 | s/l | 12 | 1.81 | 1.11496 | 1.11496 | 1.12126 | -597.30 | 100984.54 |
25 | 2020.03.03 17:00 | buy | 13 | 1.80 | 1.11695 | 1.11365 | 1.11995 | ||
26 | 2020.03.03 17:18 | t/p | 13 | 1.80 | 1.11995 | 1.11365 | 1.11995 | 540.00 | 101524.54 |
27 | 2020.03.05 11:25 | buy | 14 | 1.82 | 1.11513 | 1.11183 | 1.11813 | ||
28 | 2020.03.05 13:42 | t/p | 14 | 1.82 | 1.11813 | 1.11183 | 1.11813 | 546.00 | 102070.54 |
29 | 2020.03.05 14:13 | buy | 15 | 1.82 | 1.11933 | 1.11603 | 1.12233 | ||
30 | 2020.03.05 22:33 | t/p | 15 | 1.82 | 1.12233 | 1.11603 | 1.12233 | 546.00 | 102616.54 |
31 | 2020.03.06 10:32 | buy | 16 | 1.82 | 1.12642 | 1.12312 | 1.12942 | ||
32 | 2020.03.06 11:57 | t/p | 16 | 1.82 | 1.12942 | 1.12312 | 1.12942 | 546.00 | 103162.54 |
33 | 2020.03.06 12:07 | buy | 17 | 1.82 | 1.13094 | 1.12764 | 1.13394 | ||
34 | 2020.03.06 13:43 | t/p | 17 | 1.82 | 1.13394 | 1.12764 | 1.13394 | 546.00 | 103708.54 |
35 | 2020.03.09 04:49 | buy | 18 | 1.81 | 1.14196 | 1.13866 | 1.14496 | ||
36 | 2020.03.09 04:49 | t/p | 18 | 1.81 | 1.14496 | 1.13866 | 1.14496 | 543.00 | 104251.54 |
37 | 2020.03.16 11:58 | buy | 19 | 1.85 | 1.12284 | 1.11954 | 1.12584 | ||
38 | 2020.03.16 12:41 | s/l | 19 | 1.85 | 1.11954 | 1.11954 | 1.12584 | -610.50 | 103641.04 |
39 | 2020.03.17 13:48 | sell | 20 | 1.87 | 1.10266 | 1.10596 | 1.09966 | ||
40 | 2020.03.17 15:29 | t/p | 20 | 1.87 | 1.09966 | 1.10596 | 1.09966 | 561.00 | 104202.04 |
41 | 2020.03.20 10:43 | buy | 21 | 1.92 | 1.08043 | 1.07713 | 1.08343 | ||
42 | 2020.03.20 12:04 | s/l | 21 | 1.92 | 1.07713 | 1.07713 | 1.08343 | -633.60 | 103568.44 |
43 | 2020.03.23 15:22 | buy | 22 | 1.91 | 1.07928 | 1.07598 | 1.08228 | ||
44 | 2020.03.23 15:32 | s/l | 22 | 1.91 | 1.07598 | 1.07598 | 1.08228 | -630.30 | 102938.14 |
45 | 2020.03.24 09:48 | buy | 23 | 1.89 | 1.08437 | 1.08107 | 1.08737 | ||
46 | 2020.03.24 11:51 | s/l | 23 | 1.89 | 1.08107 | 1.08107 | 1.08737 | -623.70 | 102314.44 |
47 | 2020.03.26 03:41 | buy | 24 | 1.87 | 1.09120 | 1.08790 | 1.09420 | ||
48 | 2020.03.26 11:53 | t/p | 24 | 1.87 | 1.09420 | 1.08790 | 1.09420 | 561.00 | 102875.44 |
49 | 2020.03.26 14:17 | buy | 25 | 1.87 | 1.09722 | 1.09392 | 1.10022 | ||
50 | 2020.03.26 15:12 | s/l | 25 | 1.87 | 1.09392 | 1.09392 | 1.10022 | -617.10 | 102258.34 |
51 | 2020.03.26 18:24 | buy | 26 | 1.85 | 1.10117 | 1.09787 | 1.10417 | ||
52 | 2020.03.26 19:57 | t/p | 26 | 1.85 | 1.10417 | 1.09787 | 1.10417 | 555.00 | 102813.34 |
53 | 2020.04.07 07:49 | buy | 27 | 1.89 | 1.08307 | 1.07977 | 1.08607 | ||
54 | 2020.04.07 09:59 | t/p | 27 | 1.89 | 1.08607 | 1.07977 | 1.08607 | 567.00 | 103380.34 |
55 | 2020.04.07 10:14 | buy | 28 | 1.90 | 1.08731 | 1.08401 | 1.09031 | ||
56 | 2020.04.07 15:22 | t/p | 28 | 1.90 | 1.09031 | 1.08401 | 1.09031 | 570.00 | 103950.34 |
57 | 2020.04.09 15:56 | buy | 29 | 1.90 | 1.09007 | 1.08677 | 1.09307 | ||
58 | 2020.04.09 16:23 | t/p | 29 | 1.90 | 1.09307 | 1.08677 | 1.09307 | 570.00 | 104520.34 |
59 | 2020.04.13 09:38 | buy | 30 | 1.90 | 1.09596 | 1.09266 | 1.09896 | ||
60 | 2020.04.13 11:20 | s/l | 30 | 1.90 | 1.09266 | 1.09266 | 1.09896 | -627.00 | 103893.34 |
61 | 2020.04.14 12:45 | buy | 31 | 1.89 | 1.09582 | 1.09252 | 1.09882 | ||
62 | 2020.04.15 00:17 | t/p | 31 | 1.89 | 1.09882 | 1.09252 | 1.09882 | 558.69 | 104452.03 |
63 | 2020.04.15 10:51 | sell | 32 | 1.91 | 1.09343 | 1.09673 | 1.09043 | ||
64 | 2020.04.15 15:14 | t/p | 32 | 1.91 | 1.09043 | 1.09673 | 1.09043 | 573.00 | 105025.03 |
65 | 2020.04.20 12:03 | buy | 33 | 1.92 | 1.08887 | 1.08557 | 1.09187 | ||
66 | 2020.04.20 14:08 | s/l | 33 | 1.92 | 1.08557 | 1.08557 | 1.09187 | -633.60 | 104391.43 |
67 | 2020.04.22 14:16 | buy | 34 | 1.91 | 1.08821 | 1.08491 | 1.09121 | ||
68 | 2020.04.22 17:00 | s/l | 34 | 1.91 | 1.08491 | 1.08491 | 1.09121 | -630.30 | 103761.13 |
69 | 2020.04.23 17:24 | buy | 35 | 1.91 | 1.08477 | 1.08147 | 1.08777 | ||
70 | 2020.04.23 18:42 | s/l | 35 | 1.91 | 1.08147 | 1.08147 | 1.08777 | -630.30 | 103130.83 |
71 | 2020.04.24 13:40 | buy | 36 | 1.91 | 1.07989 | 1.07659 | 1.08289 | ||
72 | 2020.04.24 23:00 | close | 36 | 1.91 | 1.08099 | 1.07659 | 1.08289 | 210.10 | 103340.93 |
73 | 2020.04.27 07:36 | buy | 37 | 1.90 | 1.08436 | 1.08106 | 1.08736 | ||
74 | 2020.04.27 16:41 | close | 37 | 1.90 | 1.08450 | 1.08106 | 1.08736 | 26.60 | 103367.53 |
75 | 2020.04.28 11:15 | buy | 38 | 1.90 | 1.08488 | 1.08158 | 1.08788 | ||
76 | 2020.04.28 12:36 | t/p | 38 | 1.90 | 1.08788 | 1.08158 | 1.08788 | 570.00 | 103937.53 |
77 | 2020.04.29 10:04 | buy | 39 | 1.91 | 1.08649 | 1.08319 | 1.08949 | ||
78 | 2020.04.30 03:16 | close | 39 | 1.91 | 1.08662 | 1.08319 | 1.08949 | -0.38 | 103937.15 |
79 | 2020.04.30 17:52 | buy | 40 | 1.90 | 1.09089 | 1.08759 | 1.09389 | ||
80 | 2020.04.30 17:57 | t/p | 40 | 1.90 | 1.09389 | 1.08759 | 1.09389 | 570.00 | 104507.15 |
81 | 2020.05.01 11:23 | buy | 41 | 1.90 | 1.09784 | 1.09454 | 1.10084 | ||
82 | 2020.05.01 17:35 | t/p | 41 | 1.90 | 1.10084 | 1.09454 | 1.10084 | 570.00 | 105077.15 |
83 | 2020.05.05 11:13 | buy | 42 | 1.92 | 1.09235 | 1.08905 | 1.09535 | ||
84 | 2020.05.05 11:33 | s/l | 42 | 1.92 | 1.08905 | 1.08905 | 1.09535 | -633.60 | 104443.55 |
85 | 2020.05.06 11:25 | sell | 43 | 1.93 | 1.07946 | 1.08276 | 1.07646 | ||
86 | 2020.05.06 16:44 | s/l | 43 | 1.93 | 1.08276 | 1.08276 | 1.07646 | -636.90 | 103806.65 |
87 | 2020.05.07 20:36 | buy | 44 | 1.91 | 1.08324 | 1.07994 | 1.08624 | ||
88 | 2020.05.08 08:38 | close | 44 | 1.91 | 1.08396 | 1.07994 | 1.08624 | 129.12 | 103935.77 |
89 | 2020.05.08 17:48 | buy | 45 | 1.91 | 1.08637 | 1.08307 | 1.08937 | ||
90 | 2020.05.08 23:00 | close | 45 | 1.91 | 1.08362 | 1.08307 | 1.08937 | -525.25 | 103410.52 |
91 | 2020.05.12 13:25 | buy | 46 | 1.90 | 1.08368 | 1.08038 | 1.08668 | ||
92 | 2020.05.12 16:11 | t/p | 46 | 1.90 | 1.08668 | 1.08038 | 1.08668 | 570.00 | 103980.52 |
93 | 2020.05.13 13:57 | buy | 47 | 1.91 | 1.08644 | 1.08314 | 1.08944 | ||
94 | 2020.05.13 16:02 | t/p | 47 | 1.91 | 1.08944 | 1.08314 | 1.08944 | 573.00 | 104553.52 |
95 | 2020.05.15 10:59 | buy | 48 | 1.93 | 1.08205 | 1.07875 | 1.08505 | ||
96 | 2020.05.15 23:00 | close | 48 | 1.93 | 1.08161 | 1.07875 | 1.08505 | -84.92 | 104468.60 |
97 | 2020.05.18 15:15 | buy | 49 | 1.92 | 1.08363 | 1.08033 | 1.08663 | ||
98 | 2020.05.18 17:52 | t/p | 49 | 1.92 | 1.08663 | 1.08033 | 1.08663 | 576.00 | 105044.60 |
99 | 2020.05.18 18:19 | buy | 50 | 1.93 | 1.08793 | 1.08463 | 1.09093 | ||
100 | 2020.05.18 18:49 | t/p | 50 | 1.93 | 1.09093 | 1.08463 | 1.09093 | 579.00 | 105623.60 |
101 | 2020.05.19 09:28 | buy | 51 | 1.93 | 1.09371 | 1.09041 | 1.09671 | ||
102 | 2020.05.19 13:44 | t/p | 51 | 1.93 | 1.09671 | 1.09041 | 1.09671 | 579.00 | 106202.60 |
103 | 2020.05.20 16:14 | buy | 52 | 1.93 | 1.09759 | 1.09429 | 1.10059 | ||
104 | 2020.05.20 23:36 | close | 52 | 1.93 | 1.09764 | 1.09429 | 1.10059 | 9.65 | 106212.25 |
105 | 2020.05.21 14:26 | buy | 53 | 1.93 | 1.10012 | 1.09682 | 1.10312 | ||
106 | 2020.05.21 16:17 | s/l | 53 | 1.93 | 1.09682 | 1.09682 | 1.10312 | -636.90 | 105575.35 |
107 | 2020.05.26 06:36 | buy | 54 | 1.93 | 1.09210 | 1.08880 | 1.09510 | ||
108 | 2020.05.26 11:52 | t/p | 54 | 1.93 | 1.09510 | 1.08880 | 1.09510 | 579.00 | 106154.35 |
109 | 2020.05.26 12:03 | buy | 55 | 1.93 | 1.09672 | 1.09342 | 1.09972 | ||
110 | 2020.05.27 00:36 | close | 55 | 1.93 | 1.09784 | 1.09342 | 1.09972 | 207.67 | 106362.02 |
111 | 2020.05.27 12:45 | buy | 56 | 1.93 | 1.10046 | 1.09716 | 1.10346 | ||
112 | 2020.05.27 17:57 | s/l | 56 | 1.93 | 1.09716 | 1.09716 | 1.10346 | -636.90 | 105725.12 |
113 | 2020.05.28 17:27 | buy | 57 | 1.91 | 1.10523 | 1.10193 | 1.10823 | ||
114 | 2020.05.28 20:02 | t/p | 57 | 1.91 | 1.10823 | 1.10193 | 1.10823 | 573.00 | 106298.12 |
115 | 2020.05.29 08:43 | buy | 58 | 1.91 | 1.11104 | 1.10774 | 1.11404 | ||
116 | 2020.05.29 14:38 | t/p | 58 | 1.91 | 1.11404 | 1.10774 | 1.11404 | 573.00 | 106871.12 |