Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.16 00:00 - 2019.12.27 23:00 (2019.09.16 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=100; TakeProfit=300; TrackPeriod=10; TRRR=2; MinDev=0.002; UpATRR=3; UpDPR=0.3; DownATRR=4; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4561 | Ticks modelled | 7196188 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 303.08 | Gross profit | 394.08 | Gross loss | -91.00 |
Profit factor | 4.33 | Expected payoff | 12.63 | ||
Absolute drawdown | 28.70 | Maximal drawdown | 99.10 (0.96%) | Relative drawdown | 0.96% (99.10) |
Total trades | 24 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
Largest | profit trade | 85.20 | loss trade | -13.00 | |
Average | profit trade | 23.18 | loss trade | -13.00 | |
Maximum | consecutive wins (profit in money) | 6 (172.38) | consecutive losses (loss in money) | 2 (-26.00) | |
Maximal | consecutive profit (count of wins) | 172.38 (6) | consecutive loss (count of losses) | -26.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.19 20:15 | buy | 1 | 0.10 | 1.25420 | 1.25290 | 0.00000 | ||
2 | 2019.09.19 21:05 | close | 1 | 0.10 | 1.25470 | 1.25290 | 0.00000 | 5.00 | 10005.00 |
3 | 2019.09.24 12:39 | buy | 2 | 0.10 | 1.24881 | 1.24751 | 0.00000 | ||
4 | 2019.09.24 12:39 | s/l | 2 | 0.10 | 1.24751 | 1.24751 | 0.00000 | -13.00 | 9992.00 |
5 | 2019.09.26 05:27 | buy | 3 | 0.10 | 1.23782 | 1.23652 | 0.00000 | ||
6 | 2019.09.26 08:20 | s/l | 3 | 0.10 | 1.23652 | 1.23652 | 0.00000 | -13.00 | 9979.00 |
7 | 2019.09.27 10:00 | sell | 4 | 0.10 | 1.23025 | 1.23155 | 0.00000 | ||
8 | 2019.09.27 10:36 | close | 4 | 0.10 | 1.22758 | 1.23155 | 0.00000 | 26.70 | 10005.70 |
9 | 2019.10.09 11:18 | buy | 5 | 0.10 | 1.22712 | 1.22582 | 0.00000 | ||
10 | 2019.10.09 11:20 | close | 5 | 0.10 | 1.22752 | 1.22582 | 0.00000 | 4.00 | 10009.70 |
11 | 2019.10.14 18:30 | sell | 6 | 0.10 | 1.25764 | 1.25894 | 0.00000 | ||
12 | 2019.10.14 18:38 | s/l | 6 | 0.10 | 1.25894 | 1.25894 | 0.00000 | -13.00 | 9996.70 |
13 | 2019.10.17 08:48 | sell | 7 | 0.10 | 1.27799 | 1.27929 | 0.00000 | ||
14 | 2019.10.17 08:51 | close | 7 | 0.10 | 1.27542 | 1.27929 | 0.00000 | 25.70 | 10022.40 |
15 | 2019.10.17 12:38 | buy | 8 | 0.10 | 1.29607 | 1.29477 | 0.00000 | ||
16 | 2019.10.17 12:39 | close | 8 | 0.10 | 1.29683 | 1.29477 | 0.00000 | 7.60 | 10030.00 |
17 | 2019.10.17 14:00 | sell | 9 | 0.10 | 1.28823 | 1.28953 | 0.00000 | ||
18 | 2019.10.17 15:07 | close | 9 | 0.10 | 1.28272 | 1.28953 | 0.00000 | 55.10 | 10085.10 |
19 | 2019.10.21 11:26 | buy | 10 | 0.10 | 1.30057 | 1.29927 | 0.00000 | ||
20 | 2019.10.21 11:27 | s/l | 10 | 0.10 | 1.29927 | 1.29927 | 0.00000 | -13.00 | 10072.10 |
21 | 2019.11.11 14:11 | buy | 11 | 0.10 | 1.28703 | 1.28573 | 0.00000 | ||
22 | 2019.11.11 14:17 | close | 11 | 0.10 | 1.28779 | 1.28573 | 0.00000 | 7.60 | 10079.70 |
23 | 2019.11.18 00:01 | buy | 12 | 0.10 | 1.29235 | 1.29105 | 0.00000 | ||
24 | 2019.11.18 00:41 | s/l | 12 | 0.10 | 1.29105 | 1.29105 | 0.00000 | -13.00 | 10066.70 |
25 | 2019.11.18 09:11 | buy | 13 | 0.10 | 1.29484 | 1.29354 | 0.00000 | ||
26 | 2019.11.18 10:22 | close | 13 | 0.10 | 1.29518 | 1.29354 | 0.00000 | 3.40 | 10070.10 |
27 | 2019.12.03 09:23 | buy | 14 | 0.10 | 1.29624 | 1.29494 | 0.00000 | ||
28 | 2019.12.03 10:10 | close | 14 | 0.10 | 1.29655 | 1.29494 | 0.00000 | 3.10 | 10073.20 |
29 | 2019.12.04 10:09 | buy | 15 | 0.10 | 1.30216 | 1.30086 | 0.00000 | ||
30 | 2019.12.05 08:32 | close | 15 | 0.10 | 1.31088 | 1.30086 | 0.00000 | 71.28 | 10144.48 |
31 | 2019.12.05 09:15 | buy | 16 | 0.10 | 1.31313 | 1.31183 | 0.00000 | ||
32 | 2019.12.05 09:16 | close | 16 | 0.10 | 1.31344 | 1.31183 | 0.00000 | 3.10 | 10147.58 |
33 | 2019.12.09 08:21 | buy | 17 | 0.10 | 1.31589 | 1.31459 | 0.00000 | ||
34 | 2019.12.09 09:08 | close | 17 | 0.10 | 1.31652 | 1.31459 | 0.00000 | 6.30 | 10153.88 |
35 | 2019.12.13 00:01 | buy | 18 | 0.10 | 1.33505 | 1.33375 | 0.00000 | ||
36 | 2019.12.13 08:56 | close | 18 | 0.10 | 1.34357 | 1.33375 | 0.00000 | 85.20 | 10239.08 |
37 | 2019.12.13 12:30 | buy | 19 | 0.10 | 1.33982 | 1.33852 | 0.00000 | ||
38 | 2019.12.13 12:46 | s/l | 19 | 0.10 | 1.33852 | 1.33852 | 0.00000 | -13.00 | 10226.08 |
39 | 2019.12.16 04:15 | buy | 20 | 0.10 | 1.33807 | 1.33677 | 0.00000 | ||
40 | 2019.12.16 06:15 | close | 20 | 0.10 | 1.33855 | 1.33677 | 0.00000 | 4.80 | 10230.88 |
41 | 2019.12.17 00:55 | sell | 21 | 0.10 | 1.32815 | 1.32945 | 0.00000 | ||
42 | 2019.12.17 01:32 | close | 21 | 0.10 | 1.32424 | 1.32945 | 0.00000 | 39.10 | 10269.98 |
43 | 2019.12.17 03:00 | buy | 22 | 0.10 | 1.32818 | 1.32688 | 0.00000 | ||
44 | 2019.12.17 07:11 | close | 22 | 0.10 | 1.32976 | 1.32688 | 0.00000 | 15.80 | 10285.78 |
45 | 2019.12.17 10:26 | sell | 23 | 0.10 | 1.31973 | 1.32103 | 0.00000 | ||
46 | 2019.12.17 10:32 | close | 23 | 0.10 | 1.31670 | 1.32103 | 0.00000 | 30.30 | 10316.08 |
47 | 2019.12.26 09:00 | buy | 24 | 0.10 | 1.29977 | 1.29847 | 0.00000 | ||
48 | 2019.12.26 10:00 | s/l | 24 | 0.10 | 1.29847 | 1.29847 | 0.00000 | -13.00 | 10303.08 |