Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=300; TrackPeriod=15; TRRR=2.5; UpATRR=2; DownATRR=3.5; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=150; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4494 | Ticks modelled | 6868125 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3284.89 | Gross profit | 6844.39 | Gross loss | -3559.50 |
Profit factor | 1.92 | Expected payoff | 93.85 | ||
Absolute drawdown | 96.00 | Maximal drawdown | 1675.50 (1.61%) | Relative drawdown | 1.61% (1675.50) |
Total trades | 35 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 27 (70.37%) |
Profit trades (% of total) | 27 (77.14%) | Loss trades (% of total) | 8 (22.86%) | ||
Largest | profit trade | 450.00 | loss trade | -495.00 | |
Average | profit trade | 253.50 | loss trade | -444.94 | |
Maximum | consecutive wins (profit in money) | 13 (3409.50) | consecutive losses (loss in money) | 2 (-931.50) | |
Maximal | consecutive profit (count of wins) | 3409.50 (13) | consecutive loss (count of losses) | -931.50 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.14 18:52 | sell | 1 | 1.50 | 1.25933 | 1.26263 | 0.00000 | ||
2 | 2019.10.14 19:20 | modify | 1 | 1.50 | 1.25933 | 1.25925 | 0.00000 | ||
3 | 2019.10.14 19:20 | close | 1 | 1.50 | 1.25704 | 1.25925 | 0.00000 | 343.50 | 100343.50 |
4 | 2019.10.15 09:29 | buy | 2 | 1.50 | 1.26619 | 1.26289 | 1.26919 | ||
5 | 2019.10.15 09:32 | modify | 2 | 1.50 | 1.26619 | 1.26619 | 1.26919 | ||
6 | 2019.10.15 09:33 | t/p | 2 | 1.50 | 1.26919 | 1.26619 | 1.26919 | 450.00 | 100793.50 |
7 | 2019.10.17 08:48 | sell | 3 | 1.50 | 1.27803 | 1.28133 | 1.27503 | ||
8 | 2019.10.17 08:50 | modify | 3 | 1.50 | 1.27803 | 1.27803 | 1.27503 | ||
9 | 2019.10.17 09:01 | s/l | 3 | 1.50 | 1.27803 | 1.27803 | 1.27503 | 0.00 | 100793.50 |
10 | 2019.10.17 12:35 | buy | 4 | 1.50 | 1.29130 | 1.28800 | 1.29430 | ||
11 | 2019.10.17 12:35 | modify | 4 | 1.50 | 1.29130 | 1.29131 | 1.29430 | ||
12 | 2019.10.17 12:37 | t/p | 4 | 1.50 | 1.29430 | 1.29131 | 1.29430 | 450.00 | 101243.50 |
13 | 2019.10.17 14:00 | sell | 5 | 1.50 | 1.28823 | 1.29153 | 0.00000 | ||
14 | 2019.10.17 14:04 | modify | 5 | 1.50 | 1.28823 | 1.28822 | 0.00000 | ||
15 | 2019.10.17 14:06 | modify | 5 | 1.50 | 1.28823 | 1.28671 | 0.00000 | ||
16 | 2019.10.17 14:10 | s/l | 5 | 1.50 | 1.28671 | 1.28671 | 0.00000 | 228.00 | 101471.50 |
17 | 2019.10.21 11:11 | buy | 6 | 1.50 | 1.29820 | 1.29490 | 1.30120 | ||
18 | 2019.10.21 11:25 | modify | 6 | 1.50 | 1.29820 | 1.29820 | 1.30120 | ||
19 | 2019.10.21 11:55 | s/l | 6 | 1.50 | 1.29820 | 1.29820 | 1.30120 | 0.00 | 101471.50 |
20 | 2019.10.24 09:59 | buy | 7 | 1.50 | 1.29451 | 1.29121 | 1.29751 | ||
21 | 2019.10.24 10:40 | s/l | 7 | 1.50 | 1.29121 | 1.29121 | 1.29751 | -495.00 | 100976.50 |
22 | 2019.10.28 10:57 | buy | 8 | 1.50 | 1.28482 | 1.28152 | 1.28782 | ||
23 | 2019.10.28 17:23 | modify | 8 | 1.50 | 1.28482 | 1.28483 | 1.28782 | ||
24 | 2019.10.29 00:01 | close | 8 | 1.50 | 1.28506 | 1.28483 | 1.28782 | 26.89 | 101003.39 |
25 | 2019.10.30 09:55 | buy | 9 | 1.50 | 1.28833 | 1.28600 | 1.29133 | ||
26 | 2019.10.30 11:01 | modify | 9 | 1.50 | 1.28833 | 1.28834 | 1.29133 | ||
27 | 2019.10.30 11:05 | s/l | 9 | 1.50 | 1.28834 | 1.28834 | 1.29133 | 1.50 | 101004.89 |
28 | 2019.11.07 10:11 | buy | 10 | 1.50 | 1.28738 | 1.28408 | 1.29038 | ||
29 | 2019.11.07 14:00 | s/l | 10 | 1.50 | 1.28408 | 1.28408 | 1.29038 | -495.00 | 100509.89 |
30 | 2019.11.11 14:09 | buy | 11 | 1.50 | 1.28544 | 1.28214 | 1.28844 | ||
31 | 2019.11.11 14:13 | modify | 11 | 1.50 | 1.28544 | 1.28546 | 1.28844 | ||
32 | 2019.11.11 14:14 | t/p | 11 | 1.50 | 1.28844 | 1.28546 | 1.28844 | 450.00 | 100959.89 |
33 | 2019.11.12 12:30 | buy | 12 | 1.50 | 1.28320 | 1.28149 | 0.00000 | ||
34 | 2019.11.12 16:09 | close | 12 | 1.50 | 1.28409 | 1.28149 | 0.00000 | 133.50 | 101093.39 |
35 | 2019.11.14 11:20 | buy | 13 | 1.50 | 1.28653 | 1.28323 | 1.28953 | ||
36 | 2019.11.14 14:00 | s/l | 13 | 1.50 | 1.28323 | 1.28323 | 1.28953 | -495.00 | 100598.39 |
37 | 2019.11.15 16:09 | buy | 14 | 1.50 | 1.29134 | 1.28804 | 1.29434 | ||
38 | 2019.11.15 23:00 | close | 14 | 1.50 | 1.29032 | 1.28804 | 1.29434 | -153.00 | 100445.39 |
39 | 2019.11.18 09:10 | buy | 15 | 1.50 | 1.29438 | 1.29108 | 1.29738 | ||
40 | 2019.11.18 10:07 | modify | 15 | 1.50 | 1.29438 | 1.29438 | 1.29738 | ||
41 | 2019.11.18 12:06 | t/p | 15 | 1.50 | 1.29738 | 1.29438 | 1.29738 | 450.00 | 100895.39 |
42 | 2019.11.18 13:00 | sell | 16 | 1.50 | 1.29556 | 1.29841 | 0.00000 | ||
43 | 2019.11.18 17:11 | close | 16 | 1.50 | 1.29506 | 1.29841 | 0.00000 | 75.00 | 100970.39 |
44 | 2019.11.22 11:44 | sell | 17 | 1.50 | 1.28632 | 1.28962 | 1.28332 | ||
45 | 2019.11.22 16:45 | modify | 17 | 1.50 | 1.28632 | 1.28631 | 1.28332 | ||
46 | 2019.11.22 17:58 | t/p | 17 | 1.50 | 1.28332 | 1.28631 | 1.28332 | 450.00 | 101420.39 |
47 | 2019.11.25 09:56 | buy | 18 | 1.50 | 1.28722 | 1.28392 | 1.29022 | ||
48 | 2019.11.25 16:50 | modify | 18 | 1.50 | 1.28722 | 1.28722 | 1.29022 | ||
49 | 2019.11.25 17:04 | t/p | 18 | 1.50 | 1.29022 | 1.28722 | 1.29022 | 450.00 | 101870.39 |
50 | 2019.12.03 09:23 | buy | 19 | 1.50 | 1.29585 | 1.29293 | 1.29885 | ||
51 | 2019.12.03 10:20 | modify | 19 | 1.50 | 1.29585 | 1.29585 | 1.29885 | ||
52 | 2019.12.03 12:04 | t/p | 19 | 1.50 | 1.29885 | 1.29585 | 1.29885 | 450.00 | 102320.39 |
53 | 2019.12.04 10:09 | buy | 20 | 1.50 | 1.30153 | 1.29880 | 1.30453 | ||
54 | 2019.12.04 10:11 | modify | 20 | 1.50 | 1.30153 | 1.30155 | 1.30453 | ||
55 | 2019.12.04 10:59 | t/p | 20 | 1.50 | 1.30453 | 1.30155 | 1.30453 | 450.00 | 102770.39 |
56 | 2019.12.05 09:06 | buy | 21 | 1.50 | 1.31276 | 1.31011 | 1.31576 | ||
57 | 2019.12.05 09:24 | modify | 21 | 1.50 | 1.31276 | 1.31276 | 1.31576 | ||
58 | 2019.12.05 10:49 | s/l | 21 | 1.50 | 1.31276 | 1.31276 | 1.31576 | 0.00 | 102770.39 |
59 | 2019.12.09 08:21 | buy | 22 | 1.50 | 1.31611 | 1.31314 | 1.31911 | ||
60 | 2019.12.09 08:31 | modify | 22 | 1.50 | 1.31611 | 1.31612 | 1.31911 | ||
61 | 2019.12.09 10:04 | s/l | 22 | 1.50 | 1.31612 | 1.31612 | 1.31911 | 1.50 | 102771.89 |
62 | 2019.12.16 04:11 | buy | 23 | 1.50 | 1.33776 | 1.33446 | 1.34076 | ||
63 | 2019.12.16 05:07 | modify | 23 | 1.50 | 1.33776 | 1.33778 | 1.34076 | ||
64 | 2019.12.16 08:49 | t/p | 23 | 1.50 | 1.34076 | 1.33778 | 1.34076 | 450.00 | 103221.89 |
65 | 2019.12.17 03:00 | buy | 24 | 1.50 | 1.32818 | 1.32488 | 0.00000 | ||
66 | 2019.12.17 06:42 | modify | 24 | 1.50 | 1.32818 | 1.32819 | 0.00000 | ||
67 | 2019.12.17 08:16 | s/l | 24 | 1.50 | 1.32819 | 1.32819 | 0.00000 | 1.50 | 103223.39 |
68 | 2019.12.17 10:25 | sell | 25 | 1.50 | 1.32092 | 1.32422 | 1.31792 | ||
69 | 2019.12.17 10:26 | modify | 25 | 1.50 | 1.32092 | 1.32091 | 1.31792 | ||
70 | 2019.12.17 10:27 | t/p | 25 | 1.50 | 1.31792 | 1.32091 | 1.31792 | 450.00 | 103673.39 |
71 | 2019.12.19 09:21 | buy | 26 | 1.50 | 1.31101 | 1.30775 | 1.31401 | ||
72 | 2019.12.19 10:14 | modify | 26 | 1.50 | 1.31101 | 1.31101 | 1.31401 | ||
73 | 2019.12.19 10:35 | s/l | 26 | 1.50 | 1.31101 | 1.31101 | 1.31401 | 0.00 | 103673.39 |
74 | 2019.12.19 11:30 | sell | 27 | 1.50 | 1.31019 | 1.31232 | 0.00000 | ||
75 | 2019.12.19 11:33 | close | 27 | 1.50 | 1.30898 | 1.31232 | 0.00000 | 181.50 | 103854.89 |
76 | 2019.12.26 09:00 | buy | 28 | 1.50 | 1.29977 | 1.29647 | 1.30277 | ||
77 | 2019.12.26 12:25 | s/l | 28 | 1.50 | 1.29647 | 1.29647 | 1.30277 | -495.00 | 103359.89 |
78 | 2019.12.27 09:57 | buy | 29 | 1.50 | 1.30356 | 1.30026 | 1.30656 | ||
79 | 2019.12.27 10:53 | modify | 29 | 1.50 | 1.30356 | 1.30356 | 1.30656 | ||
80 | 2019.12.27 10:55 | t/p | 29 | 1.50 | 1.30656 | 1.30356 | 1.30656 | 450.00 | 103809.89 |
81 | 2020.01.07 10:37 | buy | 30 | 1.50 | 1.32129 | 1.31799 | 1.32429 | ||
82 | 2020.01.07 11:12 | s/l | 30 | 1.50 | 1.31799 | 1.31799 | 1.32429 | -495.00 | 103314.89 |
83 | 2020.01.09 11:45 | sell | 31 | 1.50 | 1.30330 | 1.30660 | 1.30030 | ||
84 | 2020.01.09 13:46 | modify | 31 | 1.50 | 1.30330 | 1.30329 | 1.30030 | ||
85 | 2020.01.09 14:05 | s/l | 31 | 1.50 | 1.30329 | 1.30329 | 1.30030 | 1.50 | 103316.39 |
86 | 2020.01.15 08:25 | buy | 32 | 1.50 | 1.30439 | 1.30148 | 1.30739 | ||
87 | 2020.01.15 10:00 | s/l | 32 | 1.50 | 1.30148 | 1.30148 | 1.30739 | -436.50 | 102879.89 |
88 | 2020.01.17 11:19 | buy | 33 | 1.50 | 1.31191 | 1.30861 | 1.31491 | ||
89 | 2020.01.17 11:30 | s/l | 33 | 1.50 | 1.30861 | 1.30861 | 1.31491 | -495.00 | 102384.89 |
90 | 2020.01.21 11:42 | buy | 34 | 1.50 | 1.30408 | 1.30078 | 1.30708 | ||
91 | 2020.01.21 13:10 | modify | 34 | 1.50 | 1.30408 | 1.30408 | 1.30708 | ||
92 | 2020.01.21 15:11 | t/p | 34 | 1.50 | 1.30708 | 1.30408 | 1.30708 | 450.00 | 102834.89 |
93 | 2020.01.24 08:57 | buy | 35 | 1.50 | 1.31405 | 1.31140 | 1.31705 | ||
94 | 2020.01.24 11:30 | modify | 35 | 1.50 | 1.31405 | 1.31449 | 1.31705 | ||
95 | 2020.01.24 11:30 | t/p | 35 | 1.50 | 1.31705 | 1.31449 | 1.31705 | 450.00 | 103284.89 |