Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=100; TakeProfit=300; TrackPeriod=10; TRRR=1.8; MinDev=0.001; UpATRR=3; UpDPR=0.6; DownATRR=3; DownDPR=0.6; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 3866683 | Modelling quality | 80.18% |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 643.34 | Gross profit | 1211.44 | Gross loss | -568.10 |
Profit factor | 2.13 | Expected payoff | 17.39 | ||
Absolute drawdown | 96.85 | Maximal drawdown | 207.57 (2.05%) | Relative drawdown | 2.05% (207.57) |
Total trades | 37 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 24 (66.67%) |
Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
Largest | profit trade | 169.57 | loss trade | -41.60 | |
Average | profit trade | 52.67 | loss trade | -40.58 | |
Maximum | consecutive wins (profit in money) | 8 (362.23) | consecutive losses (loss in money) | 3 (-120.90) | |
Maximal | consecutive profit (count of wins) | 362.23 (8) | consecutive loss (count of losses) | -120.90 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 12:37 | buy | 1 | 0.32 | 1.24885 | 1.24755 | 0.00000 | ||
2 | 2019.09.24 12:43 | s/l | 1 | 0.32 | 1.24755 | 1.24755 | 0.00000 | -41.60 | 9958.40 |
3 | 2019.09.26 05:27 | buy | 2 | 0.32 | 1.23812 | 1.23682 | 0.00000 | ||
4 | 2019.09.26 08:07 | s/l | 2 | 0.32 | 1.23682 | 1.23682 | 0.00000 | -41.60 | 9916.80 |
5 | 2019.09.27 10:02 | sell | 3 | 0.32 | 1.23085 | 1.23215 | 0.00000 | ||
6 | 2019.09.27 11:02 | close | 3 | 0.32 | 1.22881 | 1.23215 | 0.00000 | 65.28 | 9982.08 |
7 | 2019.10.01 18:00 | buy | 4 | 0.32 | 1.22265 | 1.22135 | 0.00000 | ||
8 | 2019.10.01 19:16 | close | 4 | 0.32 | 1.22639 | 1.22135 | 0.00000 | 119.68 | 10101.76 |
9 | 2019.10.01 21:00 | sell | 5 | 0.32 | 1.22843 | 1.22973 | 0.00000 | ||
10 | 2019.10.01 21:46 | s/l | 5 | 0.32 | 1.22973 | 1.22973 | 0.00000 | -41.60 | 10060.16 |
11 | 2019.10.02 09:28 | sell | 6 | 0.32 | 1.22561 | 1.22691 | 0.00000 | ||
12 | 2019.10.02 10:03 | s/l | 6 | 0.32 | 1.22691 | 1.22691 | 0.00000 | -41.60 | 10018.56 |
13 | 2019.10.09 11:17 | buy | 7 | 0.32 | 1.22722 | 1.22592 | 0.00000 | ||
14 | 2019.10.09 11:18 | close | 7 | 0.32 | 1.22837 | 1.22592 | 0.00000 | 36.80 | 10055.36 |
15 | 2019.10.14 10:30 | buy | 8 | 0.31 | 1.25840 | 1.25710 | 0.00000 | ||
16 | 2019.10.14 10:56 | s/l | 8 | 0.31 | 1.25710 | 1.25710 | 0.00000 | -40.30 | 10015.06 |
17 | 2019.10.14 18:30 | sell | 9 | 0.31 | 1.25775 | 1.25905 | 0.00000 | ||
18 | 2019.10.14 18:37 | s/l | 9 | 0.31 | 1.25905 | 1.25905 | 0.00000 | -40.30 | 9974.76 |
19 | 2019.10.15 01:30 | sell | 10 | 0.31 | 1.26159 | 1.26289 | 0.00000 | ||
20 | 2019.10.15 04:31 | s/l | 10 | 0.31 | 1.26289 | 1.26289 | 0.00000 | -40.30 | 9934.46 |
21 | 2019.10.17 08:47 | sell | 11 | 0.31 | 1.27874 | 1.28004 | 0.00000 | ||
22 | 2019.10.17 08:52 | close | 11 | 0.31 | 1.27667 | 1.28004 | 0.00000 | 64.17 | 9998.63 |
23 | 2019.10.17 12:38 | buy | 12 | 0.30 | 1.29619 | 1.29489 | 0.00000 | ||
24 | 2019.10.17 12:39 | close | 12 | 0.30 | 1.29773 | 1.29489 | 0.00000 | 46.20 | 10044.83 |
25 | 2019.10.17 14:00 | sell | 13 | 0.31 | 1.28832 | 1.28962 | 0.00000 | ||
26 | 2019.10.17 15:07 | close | 13 | 0.31 | 1.28285 | 1.28962 | 0.00000 | 169.57 | 10214.40 |
27 | 2019.10.18 06:30 | buy | 14 | 0.31 | 1.28554 | 1.28424 | 0.00000 | ||
28 | 2019.10.18 07:38 | s/l | 14 | 0.31 | 1.28424 | 1.28424 | 0.00000 | -40.30 | 10174.10 |
29 | 2019.10.21 11:26 | buy | 15 | 0.31 | 1.30071 | 1.29941 | 0.00000 | ||
30 | 2019.10.21 11:27 | s/l | 15 | 0.31 | 1.29941 | 1.29941 | 0.00000 | -40.30 | 10133.80 |
31 | 2019.11.07 17:00 | buy | 16 | 0.31 | 1.28351 | 1.28221 | 0.00000 | ||
32 | 2019.11.07 17:03 | s/l | 16 | 0.31 | 1.28221 | 1.28221 | 0.00000 | -40.30 | 10093.50 |
33 | 2019.11.11 14:11 | buy | 17 | 0.31 | 1.28713 | 1.28583 | 0.00000 | ||
34 | 2019.11.11 14:16 | close | 17 | 0.31 | 1.28874 | 1.28583 | 0.00000 | 49.91 | 10143.41 |
35 | 2019.11.12 12:30 | buy | 18 | 0.31 | 1.28332 | 1.28202 | 0.00000 | ||
36 | 2019.11.12 16:00 | close | 18 | 0.31 | 1.28391 | 1.28202 | 0.00000 | 18.29 | 10161.70 |
37 | 2019.11.18 09:11 | buy | 19 | 0.31 | 1.29493 | 1.29363 | 0.00000 | ||
38 | 2019.11.18 12:16 | close | 19 | 0.31 | 1.29708 | 1.29363 | 0.00000 | 66.65 | 10228.35 |
39 | 2019.11.18 13:00 | sell | 20 | 0.31 | 1.29570 | 1.29700 | 0.00000 | ||
40 | 2019.11.18 13:13 | s/l | 20 | 0.31 | 1.29700 | 1.29700 | 0.00000 | -40.30 | 10188.05 |
41 | 2019.11.28 09:00 | sell | 21 | 0.31 | 1.29461 | 1.29591 | 0.00000 | ||
42 | 2019.11.28 10:09 | close | 21 | 0.31 | 1.29370 | 1.29591 | 0.00000 | 28.21 | 10216.26 |
43 | 2019.12.03 09:23 | buy | 22 | 0.31 | 1.29637 | 1.29507 | 0.00000 | ||
44 | 2019.12.03 11:13 | close | 22 | 0.31 | 1.29791 | 1.29507 | 0.00000 | 47.74 | 10264.00 |
45 | 2019.12.04 10:09 | buy | 23 | 0.31 | 1.30228 | 1.30098 | 0.00000 | ||
46 | 2019.12.04 10:14 | close | 23 | 0.31 | 1.30340 | 1.30098 | 0.00000 | 34.72 | 10298.72 |
47 | 2019.12.05 09:15 | buy | 24 | 0.31 | 1.31327 | 1.31197 | 0.00000 | ||
48 | 2019.12.05 17:06 | close | 24 | 0.31 | 1.31485 | 1.31197 | 0.00000 | 48.98 | 10347.70 |
49 | 2019.12.06 13:30 | buy | 25 | 0.31 | 1.31377 | 1.31247 | 0.00000 | ||
50 | 2019.12.06 14:36 | close | 25 | 0.31 | 1.31426 | 1.31247 | 0.00000 | 15.19 | 10362.89 |
51 | 2019.12.09 08:20 | buy | 26 | 0.31 | 1.31599 | 1.31469 | 0.00000 | ||
52 | 2019.12.09 08:36 | close | 26 | 0.31 | 1.31721 | 1.31469 | 0.00000 | 37.82 | 10400.71 |
53 | 2019.12.11 00:26 | sell | 27 | 0.31 | 1.31073 | 1.31203 | 0.00000 | ||
54 | 2019.12.11 00:32 | s/l | 27 | 0.31 | 1.31203 | 1.31203 | 0.00000 | -40.30 | 10360.41 |
55 | 2019.12.13 00:00 | buy | 28 | 0.31 | 1.33002 | 1.32872 | 0.00000 | ||
56 | 2019.12.13 00:00 | s/l | 28 | 0.31 | 1.32872 | 1.32872 | 0.00000 | -40.30 | 10320.11 |
57 | 2019.12.13 12:30 | buy | 29 | 0.30 | 1.33995 | 1.33865 | 0.00000 | ||
58 | 2019.12.13 12:46 | s/l | 29 | 0.30 | 1.33865 | 1.33865 | 0.00000 | -39.00 | 10281.11 |
59 | 2019.12.16 04:16 | buy | 30 | 0.30 | 1.33856 | 1.33726 | 0.00000 | ||
60 | 2019.12.16 09:04 | close | 30 | 0.30 | 1.34074 | 1.33726 | 0.00000 | 65.40 | 10346.51 |
61 | 2019.12.16 13:00 | buy | 31 | 0.30 | 1.33705 | 1.33575 | 0.00000 | ||
62 | 2019.12.16 14:45 | close | 31 | 0.30 | 1.33741 | 1.33575 | 0.00000 | 10.80 | 10357.31 |
63 | 2019.12.17 00:55 | sell | 32 | 0.31 | 1.32922 | 1.33052 | 0.00000 | ||
64 | 2019.12.17 00:56 | close | 32 | 0.31 | 1.32753 | 1.33052 | 0.00000 | 52.39 | 10409.70 |
65 | 2019.12.17 03:00 | buy | 33 | 0.31 | 1.32830 | 1.32700 | 0.00000 | ||
66 | 2019.12.17 07:10 | close | 33 | 0.31 | 1.32985 | 1.32700 | 0.00000 | 48.05 | 10457.75 |
67 | 2019.12.17 10:25 | sell | 34 | 0.31 | 1.32120 | 1.32250 | 0.00000 | ||
68 | 2019.12.17 10:28 | close | 34 | 0.31 | 1.31895 | 1.32250 | 0.00000 | 69.75 | 10527.50 |
69 | 2019.12.18 05:30 | buy | 35 | 0.32 | 1.30956 | 1.30826 | 0.00000 | ||
70 | 2019.12.18 07:42 | close | 35 | 0.32 | 1.31073 | 1.30826 | 0.00000 | 37.44 | 10564.94 |
71 | 2019.12.19 11:30 | sell | 36 | 0.32 | 1.31021 | 1.31151 | 0.00000 | ||
72 | 2019.12.19 11:30 | close | 36 | 0.32 | 1.30939 | 1.31151 | 0.00000 | 26.24 | 10591.18 |
73 | 2019.12.23 00:30 | buy | 37 | 0.32 | 1.29956 | 1.29826 | 0.00000 | ||
74 | 2019.12.23 03:30 | close | 37 | 0.32 | 1.30119 | 1.29826 | 0.00000 | 52.16 | 10643.34 |