Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.24 00:00 - 2020.06.05 23:30 (2020.02.24 - 2020.06.06) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=0.5; DownATRR=1.5; DPR=0.5; StopLoss=600; TakeProfit=300; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4627 | Ticks modelled | 8753127 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 5010.74 | Gross profit | 11079.54 | Gross loss | -6068.80 |
Profit factor | 1.83 | Expected payoff | 83.51 | ||
Absolute drawdown | 129.58 | Maximal drawdown | 3156.04 (3.01%) | Relative drawdown | 3.01% (3156.04) |
Total trades | 60 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 53 (75.47%) |
Profit trades (% of total) | 45 (75.00%) | Loss trades (% of total) | 15 (25.00%) | ||
Largest | profit trade | 428.72 | loss trade | -604.73 | |
Average | profit trade | 246.21 | loss trade | -404.59 | |
Maximum | consecutive wins (profit in money) | 14 (3790.61) | consecutive losses (loss in money) | 5 (-2092.51) | |
Maximal | consecutive profit (count of wins) | 3790.61 (14) | consecutive loss (count of losses) | -2092.51 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.25 18:15 | buy | 1 | 0.91 | 1.08753 | 1.08123 | 1.09053 | ||
2 | 2020.02.26 14:12 | t/p | 1 | 0.91 | 1.09053 | 1.08123 | 1.09053 | 269.00 | 100269.00 |
3 | 2020.02.27 10:07 | buy | 2 | 0.91 | 1.09322 | 1.08692 | 1.09622 | ||
4 | 2020.02.27 14:44 | t/p | 2 | 0.91 | 1.09622 | 1.08692 | 1.09622 | 273.00 | 100542.00 |
5 | 2020.02.27 15:57 | buy | 3 | 0.91 | 1.09770 | 1.09140 | 1.10070 | ||
6 | 2020.02.28 03:49 | close | 3 | 0.91 | 1.09894 | 1.09140 | 1.10070 | 108.84 | 100650.84 |
7 | 2020.02.28 10:10 | buy | 4 | 0.91 | 1.10174 | 1.09544 | 1.10474 | ||
8 | 2020.02.28 11:16 | t/p | 4 | 0.91 | 1.10474 | 1.09544 | 1.10474 | 273.00 | 100923.84 |
9 | 2020.03.02 10:21 | buy | 5 | 0.91 | 1.10907 | 1.10277 | 1.11207 | ||
10 | 2020.03.02 14:07 | t/p | 5 | 0.91 | 1.11207 | 1.10277 | 1.11207 | 273.00 | 101196.84 |
11 | 2020.03.02 15:34 | buy | 6 | 0.90 | 1.11402 | 1.10772 | 1.11702 | ||
12 | 2020.03.02 19:06 | t/p | 6 | 0.90 | 1.11702 | 1.10772 | 1.11702 | 270.00 | 101466.84 |
13 | 2020.03.03 17:00 | buy | 7 | 0.90 | 1.11784 | 1.11154 | 1.12084 | ||
14 | 2020.03.03 17:19 | t/p | 7 | 0.90 | 1.12084 | 1.11154 | 1.12084 | 270.00 | 101736.84 |
15 | 2020.03.05 11:25 | buy | 8 | 0.91 | 1.11543 | 1.10913 | 1.11843 | ||
16 | 2020.03.05 14:05 | t/p | 8 | 0.91 | 1.11843 | 1.10913 | 1.11843 | 273.00 | 102009.84 |
17 | 2020.03.05 19:52 | buy | 9 | 0.90 | 1.12176 | 1.11546 | 1.12476 | ||
18 | 2020.03.06 04:11 | t/p | 9 | 0.90 | 1.12476 | 1.11546 | 1.12476 | 266.05 | 102275.89 |
19 | 2020.03.06 10:32 | buy | 10 | 0.90 | 1.12630 | 1.12000 | 1.12930 | ||
20 | 2020.03.06 11:57 | t/p | 10 | 0.90 | 1.12930 | 1.12000 | 1.12930 | 270.00 | 102545.89 |
21 | 2020.03.06 12:07 | buy | 11 | 0.90 | 1.13080 | 1.12450 | 1.13380 | ||
22 | 2020.03.06 13:35 | t/p | 11 | 0.90 | 1.13380 | 1.12450 | 1.13380 | 270.00 | 102815.89 |
23 | 2020.03.09 04:49 | buy | 12 | 0.90 | 1.14133 | 1.13503 | 1.14433 | ||
24 | 2020.03.09 04:49 | t/p | 12 | 0.90 | 1.14433 | 1.13503 | 1.14433 | 270.00 | 103085.89 |
25 | 2020.03.12 17:10 | sell | 13 | 0.92 | 1.11530 | 1.12160 | 1.11230 | ||
26 | 2020.03.12 18:10 | t/p | 13 | 0.92 | 1.11230 | 1.12160 | 1.11230 | 276.00 | 103361.89 |
27 | 2020.03.12 20:00 | buy | 14 | 0.92 | 1.11479 | 1.10849 | 0.00000 | ||
28 | 2020.03.12 21:02 | close | 14 | 0.92 | 1.11945 | 1.10849 | 0.00000 | 428.72 | 103790.61 |
29 | 2020.03.16 11:37 | buy | 15 | 0.92 | 1.12260 | 1.11630 | 1.12560 | ||
30 | 2020.03.16 13:21 | s/l | 15 | 0.92 | 1.11630 | 1.11630 | 1.12560 | -579.60 | 103211.01 |
31 | 2020.03.17 13:47 | sell | 16 | 0.93 | 1.10364 | 1.10994 | 1.10064 | ||
32 | 2020.03.17 14:13 | t/p | 16 | 0.93 | 1.10064 | 1.10994 | 1.10064 | 279.00 | 103490.01 |
33 | 2020.03.23 15:18 | buy | 17 | 0.95 | 1.07872 | 1.07242 | 1.08172 | ||
34 | 2020.03.23 17:43 | t/p | 17 | 0.95 | 1.08172 | 1.07242 | 1.08172 | 285.00 | 103775.01 |
35 | 2020.03.24 09:49 | buy | 18 | 0.95 | 1.08494 | 1.07864 | 1.08794 | ||
36 | 2020.03.24 13:57 | t/p | 18 | 0.95 | 1.08794 | 1.07864 | 1.08794 | 285.00 | 104060.01 |
37 | 2020.03.26 03:41 | buy | 19 | 0.95 | 1.09095 | 1.08465 | 1.09395 | ||
38 | 2020.03.26 11:53 | t/p | 19 | 0.95 | 1.09395 | 1.08465 | 1.09395 | 285.00 | 104345.01 |
39 | 2020.03.26 14:17 | buy | 20 | 0.95 | 1.09714 | 1.09084 | 1.10014 | ||
40 | 2020.03.26 18:23 | t/p | 20 | 0.95 | 1.10014 | 1.09084 | 1.10014 | 285.00 | 104630.01 |
41 | 2020.03.26 19:55 | buy | 21 | 0.94 | 1.10436 | 1.09806 | 1.10736 | ||
42 | 2020.03.27 06:02 | t/p | 21 | 0.94 | 1.10736 | 1.09806 | 1.10736 | 277.87 | 104907.88 |
43 | 2020.03.27 06:40 | buy | 22 | 0.94 | 1.10882 | 1.10252 | 1.11182 | ||
44 | 2020.03.27 10:27 | s/l | 22 | 0.94 | 1.10252 | 1.10252 | 1.11182 | -592.20 | 104315.68 |
45 | 2020.04.07 07:49 | buy | 23 | 0.96 | 1.08300 | 1.07670 | 1.08600 | ||
46 | 2020.04.07 09:58 | t/p | 23 | 0.96 | 1.08600 | 1.07670 | 1.08600 | 288.00 | 104603.68 |
47 | 2020.04.07 10:14 | buy | 24 | 0.96 | 1.08734 | 1.08104 | 1.09034 | ||
48 | 2020.04.07 15:22 | t/p | 24 | 0.96 | 1.09034 | 1.08104 | 1.09034 | 288.00 | 104891.68 |
49 | 2020.04.08 09:22 | sell | 25 | 0.96 | 1.08307 | 1.08937 | 1.08007 | ||
50 | 2020.04.09 15:52 | s/l | 25 | 0.96 | 1.08937 | 1.08937 | 1.08007 | -604.73 | 104286.95 |
51 | 2020.04.09 16:13 | buy | 26 | 0.95 | 1.09203 | 1.08573 | 1.09503 | ||
52 | 2020.04.09 20:38 | t/p | 26 | 0.95 | 1.09503 | 1.08573 | 1.09503 | 285.00 | 104571.95 |
53 | 2020.04.13 09:38 | buy | 27 | 0.95 | 1.09589 | 1.08959 | 1.09889 | ||
54 | 2020.04.13 17:55 | s/l | 27 | 0.95 | 1.08959 | 1.08959 | 1.09889 | -598.50 | 103973.45 |
55 | 2020.04.14 12:45 | buy | 28 | 0.94 | 1.09577 | 1.08947 | 1.09877 | ||
56 | 2020.04.15 00:17 | t/p | 28 | 0.94 | 1.09877 | 1.08947 | 1.09877 | 277.87 | 104251.32 |
57 | 2020.04.15 15:25 | sell | 29 | 0.95 | 1.08823 | 1.09453 | 1.08523 | ||
58 | 2020.04.16 13:22 | close | 29 | 0.95 | 1.08787 | 1.09453 | 1.08523 | 34.27 | 104285.59 |
59 | 2020.04.17 16:52 | buy | 30 | 0.95 | 1.08892 | 1.08262 | 1.09192 | ||
60 | 2020.04.17 23:00 | close | 30 | 0.95 | 1.08682 | 1.08262 | 1.09192 | -199.50 | 104086.09 |
61 | 2020.04.20 12:10 | buy | 31 | 0.95 | 1.08983 | 1.08353 | 1.09283 | ||
62 | 2020.04.21 05:16 | s/l | 31 | 0.95 | 1.08353 | 1.08353 | 1.09283 | -602.67 | 103483.42 |
63 | 2020.04.22 14:14 | buy | 32 | 0.95 | 1.08816 | 1.08186 | 1.09116 | ||
64 | 2020.04.22 19:26 | s/l | 32 | 0.95 | 1.08186 | 1.08186 | 1.09116 | -598.50 | 102884.92 |
65 | 2020.04.23 17:24 | buy | 33 | 0.94 | 1.08446 | 1.07816 | 1.08746 | ||
66 | 2020.04.23 20:15 | s/l | 33 | 0.94 | 1.07816 | 1.07816 | 1.08746 | -592.20 | 102292.72 |
67 | 2020.04.24 17:19 | buy | 34 | 0.94 | 1.08206 | 1.07576 | 1.08506 | ||
68 | 2020.04.24 23:00 | close | 34 | 0.94 | 1.08100 | 1.07576 | 1.08506 | -99.64 | 102193.08 |
69 | 2020.04.27 07:34 | buy | 35 | 0.94 | 1.08424 | 1.07794 | 1.08724 | ||
70 | 2020.04.27 16:44 | close | 35 | 0.94 | 1.08449 | 1.07794 | 1.08724 | 23.50 | 102216.58 |
71 | 2020.04.28 12:20 | buy | 36 | 0.94 | 1.08661 | 1.08031 | 1.08961 | ||
72 | 2020.04.30 03:16 | close | 36 | 0.94 | 1.08662 | 1.08031 | 1.08961 | -15.58 | 102201.00 |
73 | 2020.04.30 17:46 | buy | 37 | 0.93 | 1.09060 | 1.08430 | 1.09360 | ||
74 | 2020.04.30 17:57 | t/p | 37 | 0.93 | 1.09360 | 1.08430 | 1.09360 | 279.00 | 102480.00 |
75 | 2020.04.30 18:02 | buy | 38 | 0.93 | 1.09746 | 1.09116 | 1.10046 | ||
76 | 2020.05.01 17:35 | t/p | 38 | 0.93 | 1.10046 | 1.09116 | 1.10046 | 274.91 | 102754.91 |
77 | 2020.05.05 11:41 | sell | 39 | 0.94 | 1.08671 | 1.09301 | 1.08371 | ||
78 | 2020.05.05 12:04 | t/p | 39 | 0.94 | 1.08371 | 1.09301 | 1.08371 | 282.00 | 103036.91 |
79 | 2020.05.06 11:29 | sell | 40 | 0.95 | 1.07932 | 1.08562 | 1.07632 | ||
80 | 2020.05.07 16:42 | close | 40 | 0.95 | 1.07926 | 1.08562 | 1.07632 | 5.77 | 103042.68 |
81 | 2020.05.07 20:36 | buy | 41 | 0.95 | 1.08308 | 1.07678 | 1.08608 | ||
82 | 2020.05.08 08:38 | close | 41 | 0.95 | 1.08396 | 1.07678 | 1.08608 | 79.43 | 103122.11 |
83 | 2020.05.08 17:48 | buy | 42 | 0.94 | 1.08624 | 1.07994 | 1.08924 | ||
84 | 2020.05.08 23:00 | close | 42 | 0.94 | 1.08361 | 1.07994 | 1.08924 | -247.22 | 102874.89 |
85 | 2020.05.12 14:15 | buy | 43 | 0.94 | 1.08449 | 1.07819 | 1.08749 | ||
86 | 2020.05.12 16:12 | t/p | 43 | 0.94 | 1.08749 | 1.07819 | 1.08749 | 282.00 | 103156.89 |
87 | 2020.05.12 16:30 | sell | 44 | 0.94 | 1.08726 | 1.08791 | 0.00000 | ||
88 | 2020.05.12 16:56 | s/l | 44 | 0.94 | 1.08791 | 1.08791 | 0.00000 | -61.10 | 103095.79 |
89 | 2020.05.13 16:00 | buy | 45 | 0.94 | 1.08883 | 1.08253 | 1.09183 | ||
90 | 2020.05.13 19:20 | s/l | 45 | 0.94 | 1.08253 | 1.08253 | 1.09183 | -592.20 | 102503.59 |
91 | 2020.05.15 15:41 | buy | 46 | 0.94 | 1.08269 | 1.07639 | 1.08569 | ||
92 | 2020.05.15 23:00 | close | 46 | 0.94 | 1.08161 | 1.07639 | 1.08569 | -101.52 | 102402.07 |
93 | 2020.05.18 15:15 | buy | 47 | 0.94 | 1.08347 | 1.07717 | 1.08647 | ||
94 | 2020.05.18 16:41 | t/p | 47 | 0.94 | 1.08647 | 1.07717 | 1.08647 | 282.00 | 102684.07 |
95 | 2020.05.18 18:19 | buy | 48 | 0.94 | 1.08773 | 1.08143 | 1.09073 | ||
96 | 2020.05.18 18:48 | t/p | 48 | 0.94 | 1.09073 | 1.08143 | 1.09073 | 282.00 | 102966.07 |
97 | 2020.05.19 09:28 | buy | 49 | 0.94 | 1.09365 | 1.08735 | 1.09665 | ||
98 | 2020.05.19 13:44 | t/p | 49 | 0.94 | 1.09665 | 1.08735 | 1.09665 | 282.00 | 103248.07 |
99 | 2020.05.20 16:02 | buy | 50 | 0.94 | 1.09749 | 1.09119 | 1.10049 | ||
100 | 2020.05.20 23:43 | close | 50 | 0.94 | 1.09764 | 1.09119 | 1.10049 | 14.10 | 103262.17 |
101 | 2020.05.25 14:59 | buy | 51 | 0.94 | 1.09146 | 1.08516 | 1.09446 | ||
102 | 2020.05.26 11:36 | t/p | 51 | 0.94 | 1.09446 | 1.08516 | 1.09446 | 277.87 | 103540.04 |
103 | 2020.05.26 12:02 | buy | 52 | 0.94 | 1.09663 | 1.09033 | 1.09963 | ||
104 | 2020.05.27 00:36 | close | 52 | 0.94 | 1.09782 | 1.09033 | 1.09963 | 107.73 | 103647.77 |
105 | 2020.05.27 12:45 | buy | 53 | 0.94 | 1.10040 | 1.09410 | 1.10340 | ||
106 | 2020.05.28 04:54 | t/p | 53 | 0.94 | 1.10340 | 1.09410 | 1.10340 | 269.61 | 103917.38 |
107 | 2020.05.28 17:14 | buy | 54 | 0.94 | 1.10498 | 1.09868 | 1.10798 | ||
108 | 2020.05.28 19:30 | t/p | 54 | 0.94 | 1.10798 | 1.09868 | 1.10798 | 282.00 | 104199.38 |
109 | 2020.05.29 08:43 | buy | 55 | 0.93 | 1.11097 | 1.10467 | 1.11397 | ||
110 | 2020.05.29 13:34 | t/p | 55 | 0.93 | 1.11397 | 1.10467 | 1.11397 | 279.00 | 104478.38 |
111 | 2020.06.02 11:18 | buy | 56 | 0.93 | 1.11487 | 1.10857 | 1.11787 | ||
112 | 2020.06.02 12:04 | t/p | 56 | 0.93 | 1.11787 | 1.10857 | 1.11787 | 279.00 | 104757.38 |
113 | 2020.06.03 06:54 | buy | 57 | 0.93 | 1.12123 | 1.11493 | 1.12423 | ||
114 | 2020.06.03 18:38 | t/p | 57 | 0.93 | 1.12423 | 1.11493 | 1.12423 | 279.00 | 105036.38 |
115 | 2020.06.04 14:55 | buy | 58 | 0.93 | 1.12660 | 1.12030 | 1.12960 | ||
116 | 2020.06.04 17:28 | t/p | 58 | 0.93 | 1.12960 | 1.12030 | 1.12960 | 279.00 | 105315.38 |
117 | 2020.06.04 17:30 | buy | 59 | 0.93 | 1.13116 | 1.12486 | 1.13416 | ||
118 | 2020.06.04 17:53 | t/p | 59 | 0.93 | 1.13416 | 1.12486 | 1.13416 | 279.00 | 105594.38 |
119 | 2020.06.04 18:08 | buy | 60 | 0.92 | 1.13641 | 1.13011 | 1.13941 | ||
120 | 2020.06.05 15:31 | s/l | 60 | 0.92 | 1.13011 | 1.13011 | 1.13941 | -583.64 | 105010.74 |