Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.02.24 00:00 - 2020.06.05 23:00 (2020.02.24 - 2020.06.06) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=0.5; DownATRR=2; DPR=0.5; StopLoss=600; TakeProfit=500; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 2828 | Ticks modelled | 8752310 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6257.61 | Gross profit | 10327.03 | Gross loss | -4069.42 |
Profit factor | 2.54 | Expected payoff | 125.15 | ||
Absolute drawdown | 51.87 | Maximal drawdown | 1541.03 (1.46%) | Relative drawdown | 1.46% (1541.03) |
Total trades | 50 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 37 (64.86%) |
Profit trades (% of total) | 29 (58.00%) | Loss trades (% of total) | 21 (42.00%) | ||
Largest | profit trade | 768.75 | loss trade | -621.67 | |
Average | profit trade | 356.10 | loss trade | -193.78 | |
Maximum | consecutive wins (profit in money) | 6 (1418.30) | consecutive losses (loss in money) | 6 (-750.60) | |
Maximal | consecutive profit (count of wins) | 2148.87 (5) | consecutive loss (count of losses) | -894.85 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.27 10:07 | buy | 1 | 0.91 | 1.09322 | 1.08692 | 1.09822 | ||
2 | 2020.02.27 16:44 | t/p | 1 | 0.91 | 1.09822 | 1.08692 | 1.09822 | 455.00 | 100455.00 |
3 | 2020.02.27 17:05 | buy | 2 | 0.91 | 1.09948 | 1.09318 | 1.10448 | ||
4 | 2020.02.28 11:14 | t/p | 2 | 0.91 | 1.10448 | 1.09318 | 1.10448 | 451.00 | 100906.00 |
5 | 2020.02.28 13:00 | sell | 3 | 0.91 | 1.10332 | 1.10455 | 0.00000 | ||
6 | 2020.02.28 13:53 | close | 3 | 0.91 | 1.10012 | 1.10455 | 0.00000 | 291.20 | 101197.20 |
7 | 2020.03.02 10:44 | buy | 4 | 0.91 | 1.10946 | 1.10316 | 1.11446 | ||
8 | 2020.03.02 15:36 | t/p | 4 | 0.91 | 1.11446 | 1.10316 | 1.11446 | 455.00 | 101652.20 |
9 | 2020.03.02 21:00 | sell | 5 | 0.91 | 1.11629 | 1.12144 | 0.00000 | ||
10 | 2020.03.03 03:17 | close | 5 | 0.91 | 1.11228 | 1.12144 | 0.00000 | 364.93 | 102017.13 |
11 | 2020.03.03 17:19 | buy | 6 | 0.91 | 1.12101 | 1.11471 | 1.12601 | ||
12 | 2020.03.03 18:22 | s/l | 6 | 0.91 | 1.11471 | 1.11471 | 1.12601 | -573.30 | 101443.83 |
13 | 2020.03.05 14:00 | sell | 7 | 0.90 | 1.11822 | 1.11862 | 0.00000 | ||
14 | 2020.03.05 14:02 | s/l | 7 | 0.90 | 1.11862 | 1.11862 | 0.00000 | -36.00 | 101407.83 |
15 | 2020.03.05 16:00 | sell | 8 | 0.90 | 1.11858 | 1.11996 | 0.00000 | ||
16 | 2020.03.05 16:26 | s/l | 8 | 0.90 | 1.11996 | 1.11996 | 0.00000 | -124.20 | 101283.63 |
17 | 2020.03.06 10:32 | buy | 9 | 0.89 | 1.12703 | 1.12073 | 1.13203 | ||
18 | 2020.03.06 12:28 | t/p | 9 | 0.89 | 1.13203 | 1.12073 | 1.13203 | 445.00 | 101728.63 |
19 | 2020.03.06 13:16 | buy | 10 | 0.89 | 1.13370 | 1.12740 | 1.13870 | ||
20 | 2020.03.06 23:00 | close | 10 | 0.89 | 1.13051 | 1.12740 | 1.13870 | -283.91 | 101444.72 |
21 | 2020.03.09 04:49 | buy | 11 | 0.88 | 1.14200 | 1.13570 | 1.14700 | ||
22 | 2020.03.09 04:50 | t/p | 11 | 0.88 | 1.14700 | 1.13570 | 1.14700 | 440.00 | 101884.72 |
23 | 2020.03.12 20:00 | buy | 12 | 0.91 | 1.11479 | 1.10849 | 0.00000 | ||
24 | 2020.03.13 05:57 | close | 12 | 0.91 | 1.11968 | 1.10849 | 0.00000 | 440.99 | 102325.72 |
25 | 2020.03.13 18:00 | buy | 13 | 0.92 | 1.11099 | 1.10980 | 0.00000 | ||
26 | 2020.03.13 18:43 | s/l | 13 | 0.92 | 1.10980 | 1.10980 | 0.00000 | -109.48 | 102216.24 |
27 | 2020.03.13 21:00 | buy | 14 | 0.92 | 1.10828 | 1.10339 | 0.00000 | ||
28 | 2020.03.13 23:00 | close | 14 | 0.92 | 1.11125 | 1.10339 | 0.00000 | 273.24 | 102489.48 |
29 | 2020.03.17 17:00 | buy | 15 | 0.93 | 1.09970 | 1.09470 | 0.00000 | ||
30 | 2020.03.18 05:39 | close | 15 | 0.93 | 1.10163 | 1.09470 | 0.00000 | 175.40 | 102664.88 |
31 | 2020.03.18 18:00 | buy | 16 | 0.94 | 1.08699 | 1.08659 | 0.00000 | ||
32 | 2020.03.18 18:02 | s/l | 16 | 0.94 | 1.08659 | 1.08659 | 0.00000 | -37.60 | 102627.28 |
33 | 2020.03.18 21:00 | buy | 17 | 0.94 | 1.08497 | 1.07867 | 0.00000 | ||
34 | 2020.03.19 02:00 | close | 17 | 0.94 | 1.09328 | 1.07867 | 0.00000 | 768.75 | 103396.03 |
35 | 2020.03.19 21:00 | buy | 18 | 0.96 | 1.06860 | 1.06230 | 0.00000 | ||
36 | 2020.03.20 05:07 | close | 18 | 0.96 | 1.07361 | 1.06230 | 0.00000 | 476.74 | 103872.78 |
37 | 2020.03.26 01:00 | sell | 19 | 0.95 | 1.08794 | 1.09096 | 0.00000 | ||
38 | 2020.03.26 03:41 | s/l | 19 | 0.95 | 1.09096 | 1.09096 | 0.00000 | -286.90 | 103585.88 |
39 | 2020.03.26 14:26 | buy | 20 | 0.94 | 1.09803 | 1.09173 | 1.10303 | ||
40 | 2020.03.26 19:52 | t/p | 20 | 0.94 | 1.10303 | 1.09173 | 1.10303 | 470.00 | 104055.88 |
41 | 2020.03.31 16:00 | buy | 21 | 0.94 | 1.09743 | 1.09238 | 0.00000 | ||
42 | 2020.03.31 18:15 | close | 21 | 0.94 | 1.09980 | 1.09238 | 0.00000 | 222.78 | 104278.66 |
43 | 2020.04.02 18:00 | buy | 22 | 0.95 | 1.08644 | 1.08526 | 0.00000 | ||
44 | 2020.04.02 18:04 | s/l | 22 | 0.95 | 1.08526 | 1.08526 | 0.00000 | -112.10 | 104166.56 |
45 | 2020.04.03 13:00 | buy | 23 | 0.96 | 1.08153 | 1.07840 | 0.00000 | ||
46 | 2020.04.03 14:21 | s/l | 23 | 0.96 | 1.07840 | 1.07840 | 0.00000 | -300.48 | 103866.08 |
47 | 2020.04.07 12:00 | sell | 24 | 0.95 | 1.08672 | 1.08784 | 0.00000 | ||
48 | 2020.04.07 12:25 | s/l | 24 | 0.95 | 1.08784 | 1.08784 | 0.00000 | -106.40 | 103759.68 |
49 | 2020.04.09 20:00 | sell | 25 | 0.94 | 1.09352 | 1.09570 | 0.00000 | ||
50 | 2020.04.10 20:34 | close | 25 | 0.94 | 1.09409 | 1.09570 | 0.00000 | -53.56 | 103706.12 |
51 | 2020.04.15 13:00 | buy | 26 | 0.94 | 1.09362 | 1.09213 | 0.00000 | ||
52 | 2020.04.15 13:29 | s/l | 26 | 0.94 | 1.09213 | 1.09213 | 0.00000 | -140.06 | 103566.06 |
53 | 2020.04.15 16:00 | buy | 27 | 0.95 | 1.08625 | 1.08585 | 0.00000 | ||
54 | 2020.04.15 16:02 | s/l | 27 | 0.95 | 1.08585 | 1.08585 | 0.00000 | -38.00 | 103528.06 |
55 | 2020.04.15 18:00 | buy | 28 | 0.94 | 1.09067 | 1.08437 | 0.00000 | ||
56 | 2020.04.15 21:17 | close | 28 | 0.94 | 1.09351 | 1.08437 | 0.00000 | 266.96 | 103795.02 |
57 | 2020.04.21 08:00 | buy | 29 | 0.95 | 1.08348 | 1.08200 | 0.00000 | ||
58 | 2020.04.21 11:01 | s/l | 29 | 0.95 | 1.08200 | 1.08200 | 0.00000 | -140.60 | 103654.42 |
59 | 2020.04.22 20:00 | buy | 30 | 0.95 | 1.08178 | 1.08138 | 0.00000 | ||
60 | 2020.04.22 20:00 | s/l | 30 | 0.95 | 1.08138 | 1.08138 | 0.00000 | -38.00 | 103616.42 |
61 | 2020.04.22 22:00 | buy | 31 | 0.95 | 1.08219 | 1.07967 | 0.00000 | ||
62 | 2020.04.23 08:06 | close | 31 | 0.95 | 1.08245 | 1.07967 | 0.00000 | 12.18 | 103628.60 |
63 | 2020.04.23 15:00 | buy | 32 | 0.96 | 1.07681 | 1.07614 | 0.00000 | ||
64 | 2020.04.23 16:39 | close | 32 | 0.96 | 1.08024 | 1.07614 | 0.00000 | 329.28 | 103957.88 |
65 | 2020.04.28 12:30 | buy | 33 | 0.95 | 1.08789 | 1.08159 | 1.09289 | ||
66 | 2020.04.30 17:56 | t/p | 33 | 0.95 | 1.09289 | 1.08159 | 1.09289 | 458.31 | 104416.18 |
67 | 2020.04.30 18:02 | buy | 34 | 0.95 | 1.09746 | 1.09116 | 1.10246 | ||
68 | 2020.05.01 23:00 | close | 34 | 0.95 | 1.09783 | 1.09116 | 1.10246 | 30.98 | 104447.16 |
69 | 2020.05.05 16:00 | buy | 35 | 0.96 | 1.08437 | 1.08132 | 0.00000 | ||
70 | 2020.05.05 16:48 | close | 35 | 0.96 | 1.08851 | 1.08132 | 0.00000 | 397.44 | 104844.60 |
71 | 2020.05.06 14:00 | buy | 36 | 0.97 | 1.08050 | 1.07854 | 0.00000 | ||
72 | 2020.05.06 16:44 | close | 36 | 0.97 | 1.08246 | 1.07854 | 0.00000 | 190.12 | 105034.72 |
73 | 2020.05.12 16:00 | sell | 37 | 0.96 | 1.08586 | 1.08626 | 0.00000 | ||
74 | 2020.05.12 16:02 | s/l | 37 | 0.96 | 1.08626 | 1.08626 | 0.00000 | -38.40 | 104996.32 |
75 | 2020.05.12 18:00 | sell | 38 | 0.96 | 1.08737 | 1.08845 | 0.00000 | ||
76 | 2020.05.13 05:03 | close | 38 | 0.96 | 1.08497 | 1.08845 | 0.00000 | 230.42 | 105226.74 |
77 | 2020.05.13 17:00 | sell | 39 | 0.96 | 1.08606 | 1.08806 | 0.00000 | ||
78 | 2020.05.13 17:18 | close | 39 | 0.96 | 1.08547 | 1.08806 | 0.00000 | 56.64 | 105283.38 |
79 | 2020.05.13 22:00 | buy | 40 | 0.97 | 1.08172 | 1.08021 | 0.00000 | ||
80 | 2020.05.14 09:02 | s/l | 40 | 0.97 | 1.08021 | 1.08021 | 0.00000 | -159.25 | 105124.13 |
81 | 2020.05.18 18:49 | buy | 41 | 0.96 | 1.09127 | 1.08497 | 1.09627 | ||
82 | 2020.05.19 13:39 | t/p | 41 | 0.96 | 1.09627 | 1.08497 | 1.09627 | 475.78 | 105599.91 |
83 | 2020.05.20 17:09 | buy | 42 | 0.96 | 1.09931 | 1.09301 | 1.10431 | ||
84 | 2020.05.22 06:43 | s/l | 42 | 0.96 | 1.09301 | 1.09301 | 1.10431 | -621.67 | 104978.24 |
85 | 2020.05.26 09:00 | sell | 43 | 0.96 | 1.09212 | 1.09265 | 0.00000 | ||
86 | 2020.05.26 09:03 | s/l | 43 | 0.96 | 1.09265 | 1.09265 | 0.00000 | -50.88 | 104927.36 |
87 | 2020.05.26 14:00 | sell | 44 | 0.95 | 1.09526 | 1.09760 | 0.00000 | ||
88 | 2020.05.26 14:53 | s/l | 44 | 0.95 | 1.09760 | 1.09760 | 0.00000 | -222.30 | 104705.06 |
89 | 2020.05.27 12:55 | buy | 45 | 0.95 | 1.10094 | 1.09464 | 1.10594 | ||
90 | 2020.05.28 18:16 | t/p | 45 | 0.95 | 1.10594 | 1.09464 | 1.10594 | 462.48 | 105167.54 |
91 | 2020.05.28 19:21 | buy | 46 | 0.94 | 1.10791 | 1.10161 | 1.11291 | ||
92 | 2020.05.29 12:10 | t/p | 46 | 0.94 | 1.11291 | 1.10161 | 1.11291 | 465.87 | 105633.42 |
93 | 2020.05.29 15:00 | sell | 47 | 0.94 | 1.11346 | 1.11489 | 0.00000 | ||
94 | 2020.05.29 18:08 | close | 47 | 0.94 | 1.11030 | 1.11489 | 0.00000 | 297.04 | 105930.46 |
95 | 2020.06.02 11:33 | buy | 48 | 0.94 | 1.11712 | 1.11082 | 1.12212 | ||
96 | 2020.06.03 10:19 | t/p | 48 | 0.94 | 1.12212 | 1.11082 | 1.12212 | 465.87 | 106396.33 |
97 | 2020.06.03 18:38 | buy | 49 | 0.94 | 1.12469 | 1.11839 | 1.12969 | ||
98 | 2020.06.04 17:29 | t/p | 49 | 0.94 | 1.12969 | 1.11839 | 1.12969 | 457.61 | 106853.94 |
99 | 2020.06.04 18:08 | buy | 50 | 0.94 | 1.13641 | 1.13011 | 1.14141 | ||
100 | 2020.06.05 15:31 | s/l | 50 | 0.94 | 1.13011 | 1.13011 | 1.14141 | -596.33 | 106257.61 |