Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.30 00:00 - 2020.01.10 23:30 (2019.09.30 - 2020.01.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=500; TrackPeriod=5; TRRR=1.5; UpATRR=2; UpDPR=0.3; DownATRR=2.3; DownDPR=0.3; BandDeviation=2; BandPeriod=20; MinDev=50; TSR=0; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4494 | Ticks modelled | 7006112 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 266.34 | Gross profit | 733.44 | Gross loss | -467.10 |
Profit factor | 1.57 | Expected payoff | 3.75 | ||
Absolute drawdown | 17.30 | Maximal drawdown | 158.11 (1.52%) | Relative drawdown | 1.52% (158.11) |
Total trades | 71 | Short positions (won %) | 23 (69.57%) | Long positions (won %) | 48 (62.50%) |
Profit trades (% of total) | 46 (64.79%) | Loss trades (% of total) | 25 (35.21%) | ||
Largest | profit trade | 96.49 | loss trade | -23.00 | |
Average | profit trade | 15.94 | loss trade | -18.68 | |
Maximum | consecutive wins (profit in money) | 7 (58.10) | consecutive losses (loss in money) | 3 (-69.00) | |
Maximal | consecutive profit (count of wins) | 137.49 (2) | consecutive loss (count of losses) | -69.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.30 10:29 | buy | 1 | 0.10 | 1.23134 | 1.22904 | 0.00000 | ||
2 | 2019.09.30 12:20 | close | 1 | 0.10 | 1.23181 | 1.22904 | 0.00000 | 4.70 | 10004.70 |
3 | 2019.10.01 18:00 | buy | 2 | 0.10 | 1.22255 | 1.22025 | 0.00000 | ||
4 | 2019.10.01 19:18 | close | 2 | 0.10 | 1.22625 | 1.22025 | 0.00000 | 37.00 | 10041.70 |
5 | 2019.10.02 09:26 | sell | 3 | 0.10 | 1.22594 | 1.22824 | 0.00000 | ||
6 | 2019.10.02 13:19 | close | 3 | 0.10 | 1.22502 | 1.22824 | 0.00000 | 9.20 | 10050.90 |
7 | 2019.10.07 10:00 | buy | 4 | 0.10 | 1.23163 | 1.23050 | 0.00000 | ||
8 | 2019.10.07 10:02 | s/l | 4 | 0.10 | 1.23050 | 1.23050 | 0.00000 | -11.30 | 10039.60 |
9 | 2019.10.08 09:50 | sell | 5 | 0.10 | 1.22771 | 1.23001 | 0.00000 | ||
10 | 2019.10.08 20:30 | close | 5 | 0.10 | 1.22231 | 1.23001 | 0.00000 | 54.00 | 10093.60 |
11 | 2019.10.09 10:24 | buy | 6 | 0.10 | 1.22360 | 1.22130 | 0.00000 | ||
12 | 2019.10.09 11:36 | close | 6 | 0.10 | 1.22506 | 1.22130 | 0.00000 | 14.60 | 10108.20 |
13 | 2019.10.10 09:25 | sell | 7 | 0.10 | 1.22162 | 1.22392 | 0.00000 | ||
14 | 2019.10.10 10:07 | s/l | 7 | 0.10 | 1.22392 | 1.22392 | 0.00000 | -23.00 | 10085.20 |
15 | 2019.10.11 07:45 | buy | 8 | 0.10 | 1.24524 | 1.24294 | 0.00000 | ||
16 | 2019.10.11 11:09 | close | 8 | 0.10 | 1.24571 | 1.24294 | 0.00000 | 4.70 | 10089.90 |
17 | 2019.10.11 18:00 | sell | 9 | 0.10 | 1.26879 | 1.27109 | 0.00000 | ||
18 | 2019.10.11 23:00 | close | 9 | 0.10 | 1.26624 | 1.27109 | 0.00000 | 25.50 | 10115.40 |
19 | 2019.10.14 18:30 | sell | 10 | 0.10 | 1.25764 | 1.25994 | 0.00000 | ||
20 | 2019.10.14 18:52 | s/l | 10 | 0.10 | 1.25994 | 1.25994 | 0.00000 | -23.00 | 10092.40 |
21 | 2019.10.15 09:29 | buy | 11 | 0.10 | 1.26611 | 1.26381 | 0.00000 | ||
22 | 2019.10.15 09:38 | close | 11 | 0.10 | 1.26713 | 1.26381 | 0.00000 | 10.20 | 10102.60 |
23 | 2019.10.15 17:27 | buy | 12 | 0.10 | 1.27366 | 1.27136 | 0.00000 | ||
24 | 2019.10.15 17:28 | close | 12 | 0.10 | 1.27414 | 1.27136 | 0.00000 | 4.80 | 10107.40 |
25 | 2019.10.16 09:05 | buy | 13 | 0.10 | 1.27761 | 1.27531 | 0.00000 | ||
26 | 2019.10.16 09:48 | s/l | 13 | 0.10 | 1.27531 | 1.27531 | 0.00000 | -23.00 | 10084.40 |
27 | 2019.10.17 08:28 | sell | 14 | 0.10 | 1.28070 | 1.28300 | 0.00000 | ||
28 | 2019.10.17 10:14 | close | 14 | 0.10 | 1.27903 | 1.28300 | 0.00000 | 16.70 | 10101.10 |
29 | 2019.10.17 12:35 | buy | 15 | 0.10 | 1.29438 | 1.29208 | 0.00000 | ||
30 | 2019.10.17 12:39 | close | 15 | 0.10 | 1.29570 | 1.29208 | 0.00000 | 13.20 | 10114.30 |
31 | 2019.10.17 14:00 | sell | 16 | 0.10 | 1.28823 | 1.29053 | 0.00000 | ||
32 | 2019.10.17 15:07 | close | 16 | 0.10 | 1.28272 | 1.29053 | 0.00000 | 55.10 | 10169.40 |
33 | 2019.10.21 11:28 | buy | 17 | 0.10 | 1.30071 | 1.29841 | 0.00000 | ||
34 | 2019.10.21 11:55 | s/l | 17 | 0.10 | 1.29841 | 1.29841 | 0.00000 | -23.00 | 10146.40 |
35 | 2019.10.24 09:25 | buy | 18 | 0.10 | 1.29307 | 1.29077 | 0.00000 | ||
36 | 2019.10.24 10:05 | close | 18 | 0.10 | 1.29360 | 1.29077 | 0.00000 | 5.30 | 10151.70 |
37 | 2019.10.24 15:54 | buy | 19 | 0.10 | 1.29211 | 1.28981 | 0.00000 | ||
38 | 2019.10.24 16:02 | s/l | 19 | 0.10 | 1.28981 | 1.28981 | 0.00000 | -23.00 | 10128.70 |
39 | 2019.10.25 09:23 | buy | 20 | 0.10 | 1.28570 | 1.28340 | 0.00000 | ||
40 | 2019.10.25 10:17 | s/l | 20 | 0.10 | 1.28340 | 1.28340 | 0.00000 | -23.00 | 10105.70 |
41 | 2019.10.28 07:00 | buy | 21 | 0.10 | 1.28208 | 1.28051 | 0.00000 | ||
42 | 2019.10.28 07:44 | close | 21 | 0.10 | 1.28181 | 1.28051 | 0.00000 | -2.70 | 10103.00 |
43 | 2019.10.29 03:54 | sell | 22 | 0.10 | 1.28457 | 1.28687 | 0.00000 | ||
44 | 2019.10.29 13:41 | close | 22 | 0.10 | 1.28347 | 1.28687 | 0.00000 | 11.00 | 10114.00 |
45 | 2019.10.30 09:54 | buy | 23 | 0.10 | 1.28804 | 1.28574 | 0.00000 | ||
46 | 2019.10.30 11:04 | close | 23 | 0.10 | 1.28872 | 1.28574 | 0.00000 | 6.80 | 10120.80 |
47 | 2019.11.01 03:54 | buy | 24 | 0.10 | 1.29545 | 1.29315 | 0.00000 | ||
48 | 2019.11.01 11:35 | close | 24 | 0.10 | 1.29595 | 1.29315 | 0.00000 | 5.00 | 10125.80 |
49 | 2019.11.05 09:27 | buy | 25 | 0.10 | 1.28962 | 1.28732 | 0.00000 | ||
50 | 2019.11.05 14:02 | close | 25 | 0.10 | 1.29022 | 1.28732 | 0.00000 | 6.00 | 10131.80 |
51 | 2019.11.07 14:00 | sell | 26 | 0.10 | 1.28243 | 1.28473 | 0.00000 | ||
52 | 2019.11.07 14:40 | close | 26 | 0.10 | 1.28193 | 1.28473 | 0.00000 | 5.00 | 10136.80 |
53 | 2019.11.07 17:00 | buy | 27 | 0.10 | 1.28339 | 1.28109 | 0.00000 | ||
54 | 2019.11.07 17:57 | s/l | 27 | 0.10 | 1.28109 | 1.28109 | 0.00000 | -23.00 | 10113.80 |
55 | 2019.11.08 21:00 | buy | 28 | 0.10 | 1.27800 | 1.27578 | 0.00000 | ||
56 | 2019.11.08 23:00 | close | 28 | 0.10 | 1.27817 | 1.27578 | 0.00000 | 1.70 | 10115.50 |
57 | 2019.11.11 14:09 | buy | 29 | 0.10 | 1.28583 | 1.28353 | 0.00000 | ||
58 | 2019.11.11 14:33 | close | 29 | 0.10 | 1.28696 | 1.28353 | 0.00000 | 11.30 | 10126.80 |
59 | 2019.11.12 10:08 | sell | 30 | 0.10 | 1.28238 | 1.28468 | 0.00000 | ||
60 | 2019.11.12 16:13 | s/l | 30 | 0.10 | 1.28468 | 1.28468 | 0.00000 | -23.00 | 10103.80 |
61 | 2019.11.15 16:09 | buy | 31 | 0.10 | 1.29136 | 1.28906 | 0.00000 | ||
62 | 2019.11.15 23:00 | close | 31 | 0.10 | 1.29032 | 1.28906 | 0.00000 | -10.40 | 10093.40 |
63 | 2019.11.18 09:09 | buy | 32 | 0.10 | 1.29396 | 1.29166 | 0.00000 | ||
64 | 2019.11.18 13:57 | close | 32 | 0.10 | 1.29527 | 1.29166 | 0.00000 | 13.10 | 10106.50 |
65 | 2019.11.21 17:28 | sell | 33 | 0.10 | 1.29155 | 1.29385 | 0.00000 | ||
66 | 2019.11.21 18:42 | close | 33 | 0.10 | 1.29109 | 1.29385 | 0.00000 | 4.60 | 10111.10 |
67 | 2019.11.22 14:00 | buy | 34 | 0.10 | 1.28808 | 1.28578 | 0.00000 | ||
68 | 2019.11.22 14:43 | s/l | 34 | 0.10 | 1.28578 | 1.28578 | 0.00000 | -23.00 | 10088.10 |
69 | 2019.11.25 09:58 | buy | 35 | 0.10 | 1.28749 | 1.28519 | 0.00000 | ||
70 | 2019.11.25 18:43 | close | 35 | 0.10 | 1.28854 | 1.28519 | 0.00000 | 10.50 | 10098.60 |
71 | 2019.11.26 22:30 | sell | 36 | 0.10 | 1.28643 | 1.28757 | 0.00000 | ||
72 | 2019.11.27 00:15 | close | 36 | 0.10 | 1.28594 | 1.28757 | 0.00000 | 4.96 | 10103.56 |
73 | 2019.11.27 23:00 | sell | 37 | 0.10 | 1.29042 | 1.29239 | 0.00000 | ||
74 | 2019.11.27 23:55 | close | 37 | 0.10 | 1.28920 | 1.29239 | 0.00000 | 12.20 | 10115.76 |
75 | 2019.11.28 08:15 | buy | 38 | 0.10 | 1.29494 | 1.29264 | 0.00000 | ||
76 | 2019.11.28 10:15 | s/l | 38 | 0.10 | 1.29264 | 1.29264 | 0.00000 | -23.00 | 10092.76 |
77 | 2019.12.02 17:00 | sell | 39 | 0.10 | 1.29273 | 1.29462 | 0.00000 | ||
78 | 2019.12.02 17:30 | close | 39 | 0.10 | 1.29206 | 1.29462 | 0.00000 | 6.70 | 10099.46 |
79 | 2019.12.03 09:23 | buy | 40 | 0.10 | 1.29576 | 1.29346 | 0.00000 | ||
80 | 2019.12.03 17:19 | close | 40 | 0.10 | 1.29777 | 1.29346 | 0.00000 | 20.10 | 10119.56 |
81 | 2019.12.04 10:08 | buy | 41 | 0.10 | 1.30105 | 1.29875 | 0.00000 | ||
82 | 2019.12.05 08:32 | close | 41 | 0.10 | 1.31088 | 1.29875 | 0.00000 | 96.49 | 10216.05 |
83 | 2019.12.05 09:06 | buy | 42 | 0.10 | 1.31238 | 1.31008 | 0.00000 | ||
84 | 2019.12.05 09:47 | close | 42 | 0.10 | 1.31294 | 1.31008 | 0.00000 | 5.60 | 10221.65 |
85 | 2019.12.06 13:30 | buy | 43 | 0.10 | 1.31366 | 1.31136 | 0.00000 | ||
86 | 2019.12.06 14:36 | close | 43 | 0.10 | 1.31414 | 1.31136 | 0.00000 | 4.80 | 10226.45 |
87 | 2019.12.06 19:00 | buy | 44 | 0.10 | 1.31271 | 1.31041 | 0.00000 | ||
88 | 2019.12.06 19:08 | close | 44 | 0.10 | 1.31261 | 1.31041 | 0.00000 | -1.00 | 10225.45 |
89 | 2019.12.09 02:20 | buy | 45 | 0.10 | 1.31506 | 1.31276 | 0.00000 | ||
90 | 2019.12.09 10:05 | close | 45 | 0.10 | 1.31594 | 1.31276 | 0.00000 | 8.80 | 10234.25 |
91 | 2019.12.12 03:59 | buy | 46 | 0.10 | 1.32248 | 1.32018 | 0.00000 | ||
92 | 2019.12.12 10:11 | s/l | 46 | 0.10 | 1.32018 | 1.32018 | 0.00000 | -23.00 | 10211.25 |
93 | 2019.12.13 12:30 | buy | 47 | 0.10 | 1.33982 | 1.33752 | 0.00000 | ||
94 | 2019.12.13 15:16 | s/l | 47 | 0.10 | 1.33752 | 1.33752 | 0.00000 | -23.00 | 10188.25 |
95 | 2019.12.13 15:58 | sell | 48 | 0.10 | 1.33278 | 1.33508 | 0.00000 | ||
96 | 2019.12.13 16:40 | close | 48 | 0.10 | 1.33217 | 1.33508 | 0.00000 | 6.10 | 10194.35 |
97 | 2019.12.16 04:11 | buy | 49 | 0.10 | 1.33774 | 1.33544 | 0.00000 | ||
98 | 2019.12.16 09:40 | close | 49 | 0.10 | 1.33905 | 1.33544 | 0.00000 | 13.10 | 10207.45 |
99 | 2019.12.16 13:00 | buy | 50 | 0.10 | 1.33694 | 1.33464 | 0.00000 | ||
100 | 2019.12.16 14:45 | close | 50 | 0.10 | 1.33729 | 1.33464 | 0.00000 | 3.50 | 10210.95 |
101 | 2019.12.17 10:25 | sell | 51 | 0.10 | 1.32060 | 1.32290 | 0.00000 | ||
102 | 2019.12.17 10:29 | close | 51 | 0.10 | 1.31962 | 1.32290 | 0.00000 | 9.80 | 10220.75 |
103 | 2019.12.18 05:30 | buy | 52 | 0.10 | 1.30944 | 1.30734 | 0.00000 | ||
104 | 2019.12.18 07:42 | close | 52 | 0.10 | 1.31062 | 1.30734 | 0.00000 | 11.80 | 10232.55 |
105 | 2019.12.19 09:21 | buy | 53 | 0.10 | 1.31113 | 1.30883 | 0.00000 | ||
106 | 2019.12.19 10:22 | close | 53 | 0.10 | 1.31158 | 1.30883 | 0.00000 | 4.50 | 10237.05 |
107 | 2019.12.19 11:30 | sell | 54 | 0.10 | 1.31019 | 1.31232 | 0.00000 | ||
108 | 2019.12.19 11:30 | close | 54 | 0.10 | 1.30926 | 1.31232 | 0.00000 | 9.30 | 10246.35 |
109 | 2019.12.19 19:00 | buy | 55 | 0.10 | 1.30350 | 1.30120 | 0.00000 | ||
110 | 2019.12.19 21:22 | s/l | 55 | 0.10 | 1.30120 | 1.30120 | 0.00000 | -23.00 | 10223.35 |
111 | 2019.12.20 07:30 | sell | 56 | 0.10 | 1.30201 | 1.30304 | 0.00000 | ||
112 | 2019.12.20 08:09 | close | 56 | 0.10 | 1.30173 | 1.30304 | 0.00000 | 2.80 | 10226.15 |
113 | 2019.12.20 23:14 | sell | 57 | 0.10 | 1.29785 | 1.30015 | 0.00000 | ||
114 | 2019.12.20 23:14 | close | 57 | 0.10 | 1.29809 | 1.30015 | 0.00000 | -2.40 | 10223.75 |
115 | 2019.12.22 23:30 | buy | 58 | 0.10 | 1.30014 | 1.29784 | 0.00000 | ||
116 | 2019.12.23 03:02 | close | 58 | 0.10 | 1.30059 | 1.29784 | 0.00000 | 3.90 | 10227.65 |
117 | 2019.12.26 09:00 | buy | 59 | 0.10 | 1.29977 | 1.29747 | 0.00000 | ||
118 | 2019.12.26 12:07 | s/l | 59 | 0.10 | 1.29747 | 1.29747 | 0.00000 | -23.00 | 10204.65 |
119 | 2019.12.26 15:29 | buy | 60 | 0.10 | 1.29909 | 1.29679 | 0.00000 | ||
120 | 2019.12.26 23:04 | close | 60 | 0.10 | 1.29979 | 1.29679 | 0.00000 | 7.00 | 10211.65 |
121 | 2019.12.27 03:55 | sell | 61 | 0.10 | 1.29734 | 1.29964 | 0.00000 | ||
122 | 2019.12.27 05:36 | s/l | 61 | 0.10 | 1.29964 | 1.29964 | 0.00000 | -23.00 | 10188.65 |
123 | 2019.12.27 09:57 | buy | 62 | 0.10 | 1.30356 | 1.30126 | 0.00000 | ||
124 | 2019.12.27 21:32 | close | 62 | 0.10 | 1.30883 | 1.30126 | 0.00000 | 52.70 | 10241.35 |
125 | 2019.12.31 09:58 | buy | 63 | 0.10 | 1.31338 | 1.31108 | 0.00000 | ||
126 | 2020.01.02 09:00 | close | 63 | 0.10 | 1.32210 | 1.31108 | 0.00000 | 84.79 | 10326.14 |
127 | 2020.01.07 01:30 | sell | 64 | 0.10 | 1.31692 | 1.31876 | 0.00000 | ||
128 | 2020.01.07 06:37 | close | 64 | 0.10 | 1.31715 | 1.31876 | 0.00000 | -2.30 | 10323.84 |
129 | 2020.01.07 07:56 | sell | 65 | 0.10 | 1.31592 | 1.31822 | 0.00000 | ||
130 | 2020.01.07 10:07 | close | 65 | 0.10 | 1.31545 | 1.31822 | 0.00000 | 4.70 | 10328.54 |
131 | 2020.01.07 16:30 | buy | 66 | 0.10 | 1.31300 | 1.31070 | 0.00000 | ||
132 | 2020.01.07 16:52 | s/l | 66 | 0.10 | 1.31070 | 1.31070 | 0.00000 | -23.00 | 10305.54 |
133 | 2020.01.07 18:00 | buy | 67 | 0.10 | 1.31232 | 1.31002 | 0.00000 | ||
134 | 2020.01.07 19:18 | close | 67 | 0.10 | 1.31373 | 1.31002 | 0.00000 | 14.10 | 10319.64 |
135 | 2020.01.08 13:00 | buy | 68 | 0.10 | 1.31214 | 1.30984 | 0.00000 | ||
136 | 2020.01.08 14:43 | s/l | 68 | 0.10 | 1.30984 | 1.30984 | 0.00000 | -23.00 | 10296.64 |
137 | 2020.01.09 07:54 | buy | 69 | 0.10 | 1.31199 | 1.30969 | 0.00000 | ||
138 | 2020.01.09 10:06 | s/l | 69 | 0.10 | 1.30969 | 1.30969 | 0.00000 | -23.00 | 10273.64 |
139 | 2020.01.09 11:52 | sell | 70 | 0.10 | 1.30231 | 1.30461 | 0.00000 | ||
140 | 2020.01.09 13:00 | s/l | 70 | 0.10 | 1.30461 | 1.30461 | 0.00000 | -23.00 | 10250.64 |
141 | 2020.01.09 15:00 | buy | 71 | 0.10 | 1.30393 | 1.30163 | 0.00000 | ||
142 | 2020.01.09 18:26 | close | 71 | 0.10 | 1.30550 | 1.30163 | 0.00000 | 15.70 | 10266.34 |