Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.02 00:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=400; TrackPeriod=5; TRRR=1.6; MinDev=0.0004; UpATRR=4; UpDPR=0.3; DownATRR=2.5; DownDPR=0.7; MUR=0.1; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4601 | Ticks modelled | 3934704 | Modelling quality | 72.96% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 7989.81 | Gross profit | 11078.20 | Gross loss | -3088.39 |
Profit factor | 3.59 | Expected payoff | 210.26 | ||
Absolute drawdown | 598.40 | Maximal drawdown | 1732.59 (8.78%) | Relative drawdown | 11.31% (1198.64) |
Total trades | 38 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 19 (78.95%) |
Profit trades (% of total) | 32 (84.21%) | Loss trades (% of total) | 6 (15.79%) | ||
Largest | profit trade | 2153.02 | loss trade | -1218.36 | |
Average | profit trade | 346.19 | loss trade | -514.73 | |
Maximum | consecutive wins (profit in money) | 23 (6755.55) | consecutive losses (loss in money) | 2 (-1273.08) | |
Maximal | consecutive profit (count of wins) | 6755.55 (23) | consecutive loss (count of losses) | -1273.08 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 10:53 | sell | 1 | 1.64 | 1.21322 | 1.21730 | 0.00000 | ||
2 | 2019.09.02 11:33 | close | 1 | 1.64 | 1.21066 | 1.21730 | 0.00000 | 419.84 | 10419.84 |
3 | 2019.09.02 14:30 | buy | 2 | 1.72 | 1.20952 | 1.20296 | 0.00000 | ||
4 | 2019.09.02 20:00 | close | 2 | 1.72 | 1.20763 | 1.20296 | 0.00000 | -325.08 | 10094.76 |
5 | 2019.09.03 08:48 | sell | 3 | 1.68 | 1.20045 | 1.20365 | 0.00000 | ||
6 | 2019.09.03 09:45 | close | 3 | 1.68 | 1.19868 | 1.20365 | 0.00000 | 297.36 | 10392.12 |
7 | 2019.09.03 14:30 | sell | 4 | 1.72 | 1.20389 | 1.20909 | 0.00000 | ||
8 | 2019.09.03 14:53 | close | 4 | 1.72 | 1.20167 | 1.20909 | 0.00000 | 381.84 | 10773.96 |
9 | 2019.09.05 09:17 | sell | 5 | 1.76 | 1.22210 | 1.22530 | 0.00000 | ||
10 | 2019.09.05 10:56 | s/l | 5 | 1.76 | 1.22530 | 1.22530 | 0.00000 | -563.20 | 10210.76 |
11 | 2019.09.09 00:00 | sell | 6 | 1.66 | 1.22691 | 1.23011 | 0.00000 | ||
12 | 2019.09.09 10:32 | close | 6 | 1.66 | 1.22457 | 1.23011 | 0.00000 | 388.44 | 10599.20 |
13 | 2019.09.10 09:42 | buy | 7 | 1.71 | 1.23721 | 1.23401 | 0.00000 | ||
14 | 2019.09.10 10:33 | s/l | 7 | 1.71 | 1.23401 | 1.23401 | 0.00000 | -547.20 | 10052.00 |
15 | 2019.09.13 09:52 | buy | 8 | 1.62 | 1.23986 | 1.23666 | 0.00000 | ||
16 | 2019.09.13 10:22 | close | 8 | 1.62 | 1.24040 | 1.23666 | 0.00000 | 87.48 | 10139.48 |
17 | 2019.09.18 13:30 | buy | 9 | 1.62 | 1.24645 | 1.24325 | 0.00000 | ||
18 | 2019.09.18 15:37 | close | 9 | 1.62 | 1.24699 | 1.24325 | 0.00000 | 87.48 | 10226.96 |
19 | 2019.09.19 20:22 | buy | 10 | 1.63 | 1.25493 | 1.25173 | 0.00000 | ||
20 | 2019.09.20 10:13 | close | 10 | 1.63 | 1.25589 | 1.25173 | 0.00000 | 145.79 | 10372.75 |
21 | 2019.09.23 08:00 | sell | 11 | 1.66 | 1.24832 | 1.25152 | 0.00000 | ||
22 | 2019.09.23 08:16 | close | 11 | 1.66 | 1.24787 | 1.25152 | 0.00000 | 74.70 | 10447.45 |
23 | 2019.09.27 03:38 | sell | 12 | 1.69 | 1.23140 | 1.23460 | 0.00000 | ||
24 | 2019.09.27 10:23 | close | 12 | 1.69 | 1.22898 | 1.23460 | 0.00000 | 408.98 | 10856.43 |
25 | 2019.10.01 18:00 | buy | 13 | 1.77 | 1.22255 | 1.21886 | 0.00000 | ||
26 | 2019.10.01 19:16 | close | 13 | 1.77 | 1.22639 | 1.21886 | 0.00000 | 679.68 | 11536.11 |
27 | 2019.10.02 09:27 | sell | 14 | 1.88 | 1.22589 | 1.22909 | 0.00000 | ||
28 | 2019.10.02 12:06 | close | 14 | 1.88 | 1.22379 | 1.22909 | 0.00000 | 394.80 | 11930.91 |
29 | 2019.10.07 00:00 | sell | 15 | 1.93 | 1.23107 | 1.23427 | 0.00000 | ||
30 | 2019.10.08 04:15 | close | 15 | 1.93 | 1.22976 | 1.23427 | 0.00000 | 254.59 | 12185.49 |
31 | 2019.10.08 09:58 | sell | 16 | 1.98 | 1.22766 | 1.23086 | 0.00000 | ||
32 | 2019.10.08 12:13 | close | 16 | 1.98 | 1.22538 | 1.23086 | 0.00000 | 451.44 | 12636.93 |
33 | 2019.10.14 18:30 | sell | 17 | 2.00 | 1.25775 | 1.26368 | 0.00000 | ||
34 | 2019.10.14 19:21 | close | 17 | 2.00 | 1.25739 | 1.26368 | 0.00000 | 72.00 | 12708.93 |
35 | 2019.10.17 08:47 | sell | 18 | 1.98 | 1.27937 | 1.28257 | 0.00000 | ||
36 | 2019.10.17 08:52 | close | 18 | 1.98 | 1.27642 | 1.28257 | 0.00000 | 584.10 | 13293.03 |
37 | 2019.10.17 14:00 | sell | 19 | 2.06 | 1.28832 | 1.29460 | 0.00000 | ||
38 | 2019.10.17 15:07 | close | 19 | 2.06 | 1.28275 | 1.29460 | 0.00000 | 1147.42 | 14440.45 |
39 | 2019.10.18 00:01 | sell | 20 | 2.25 | 1.28304 | 1.28624 | 0.00000 | ||
40 | 2019.10.18 00:01 | close | 20 | 2.25 | 1.28152 | 1.28624 | 0.00000 | 342.00 | 14782.45 |
41 | 2019.10.18 06:30 | buy | 21 | 2.30 | 1.28544 | 1.28224 | 0.00000 | ||
42 | 2019.10.18 09:00 | close | 21 | 2.30 | 1.28596 | 1.28224 | 0.00000 | 119.60 | 14902.05 |
43 | 2019.10.29 03:54 | sell | 22 | 2.31 | 1.28462 | 1.28782 | 0.00000 | ||
44 | 2019.10.29 12:20 | close | 22 | 2.31 | 1.28200 | 1.28782 | 0.00000 | 605.22 | 15507.27 |
45 | 2019.11.07 14:00 | sell | 23 | 2.41 | 1.28232 | 1.28552 | 0.00000 | ||
46 | 2019.11.08 00:00 | close | 23 | 2.41 | 1.28225 | 1.28552 | 0.00000 | 19.06 | 15526.34 |
47 | 2019.11.08 21:00 | buy | 24 | 2.42 | 1.27803 | 1.27483 | 0.00000 | ||
48 | 2019.11.08 23:00 | close | 24 | 2.42 | 1.27836 | 1.27483 | 0.00000 | 79.86 | 15606.20 |
49 | 2019.11.11 14:14 | buy | 25 | 2.42 | 1.28823 | 1.28503 | 0.00000 | ||
50 | 2019.11.11 14:16 | close | 25 | 2.42 | 1.28870 | 1.28503 | 0.00000 | 113.74 | 15719.94 |
51 | 2019.11.12 12:30 | buy | 26 | 2.45 | 1.28322 | 1.28002 | 0.00000 | ||
52 | 2019.11.12 16:00 | close | 26 | 2.45 | 1.28400 | 1.28002 | 0.00000 | 191.10 | 15911.04 |
53 | 2019.11.18 00:00 | buy | 27 | 2.46 | 1.29251 | 1.28931 | 0.00000 | ||
54 | 2019.11.18 14:01 | close | 27 | 2.46 | 1.29431 | 1.28931 | 0.00000 | 442.80 | 16353.84 |
55 | 2019.11.18 23:30 | buy | 28 | 2.52 | 1.29566 | 1.29246 | 0.00000 | ||
56 | 2019.11.19 00:04 | close | 28 | 2.52 | 1.29588 | 1.29246 | 0.00000 | 38.91 | 16392.75 |
57 | 2019.11.26 22:30 | sell | 29 | 2.54 | 1.28654 | 1.28974 | 0.00000 | ||
58 | 2019.11.27 00:00 | close | 29 | 2.54 | 1.28593 | 1.28974 | 0.00000 | 157.25 | 16550.00 |
59 | 2019.11.28 09:00 | sell | 30 | 2.55 | 1.29461 | 1.29781 | 0.00000 | ||
60 | 2019.11.28 10:09 | close | 30 | 2.55 | 1.29360 | 1.29781 | 0.00000 | 257.55 | 16807.55 |
61 | 2019.12.02 17:00 | sell | 31 | 2.60 | 1.29249 | 1.29569 | 0.00000 | ||
62 | 2019.12.03 01:50 | close | 31 | 2.60 | 1.29396 | 1.29569 | 0.00000 | -379.83 | 16427.71 |
63 | 2019.12.03 09:23 | buy | 32 | 2.53 | 1.29653 | 1.29333 | 0.00000 | ||
64 | 2019.12.03 11:29 | close | 32 | 2.53 | 1.29725 | 1.29333 | 0.00000 | 182.16 | 16609.87 |
65 | 2019.12.04 10:09 | buy | 33 | 2.55 | 1.30236 | 1.29916 | 0.00000 | ||
66 | 2019.12.05 08:32 | close | 33 | 2.55 | 1.31100 | 1.29916 | 0.00000 | 2153.02 | 18762.89 |
67 | 2019.12.05 09:06 | buy | 34 | 2.85 | 1.31301 | 1.30981 | 0.00000 | ||
68 | 2019.12.05 09:16 | close | 34 | 2.85 | 1.31338 | 1.30981 | 0.00000 | 105.45 | 18868.34 |
69 | 2019.12.06 13:30 | buy | 35 | 2.87 | 1.31367 | 1.31047 | 0.00000 | ||
70 | 2019.12.06 14:36 | close | 35 | 2.87 | 1.31436 | 1.31047 | 0.00000 | 198.03 | 19066.37 |
71 | 2019.12.09 08:20 | buy | 36 | 2.89 | 1.31578 | 1.31258 | 0.00000 | ||
72 | 2019.12.09 10:03 | close | 36 | 2.89 | 1.31646 | 1.31258 | 0.00000 | 196.52 | 19262.89 |
73 | 2019.12.13 00:00 | buy | 37 | 2.88 | 1.33378 | 1.33058 | 0.00000 | ||
74 | 2019.12.13 00:00 | close | 37 | 2.88 | 1.33359 | 1.33058 | 0.00000 | -54.72 | 19208.17 |
75 | 2019.12.13 12:30 | buy | 38 | 2.86 | 1.33985 | 1.33559 | 0.00000 | ||
76 | 2019.12.13 15:40 | s/l | 38 | 2.86 | 1.33559 | 1.33559 | 0.00000 | -1218.36 | 17989.81 |