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=2.5; DownATRR=3.5; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=200; 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 | 3940.39 | Gross profit | 5698.50 | Gross loss | -1758.11 |
Profit factor | 3.24 | Expected payoff | 171.32 | ||
Absolute drawdown | 96.00 | Maximal drawdown | 1389.00 (1.33%) | Relative drawdown | 1.33% (1389.00) |
Total trades | 23 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
Largest | profit trade | 871.50 | loss trade | -528.00 | |
Average | profit trade | 316.58 | loss trade | -351.62 | |
Maximum | consecutive wins (profit in money) | 8 (2253.00) | consecutive losses (loss in money) | 1 (-528.00) | |
Maximal | consecutive profit (count of wins) | 2253.00 (8) | consecutive loss (count of losses) | -528.00 (1) | |
Average | consecutive wins | 3 | 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 | close | 1 | 1.50 | 1.25704 | 1.26263 | 0.00000 | 343.50 | 100343.50 |
3 | 2019.10.17 08:48 | sell | 2 | 1.50 | 1.27803 | 1.28133 | 1.27503 | ||
4 | 2019.10.17 08:51 | modify | 2 | 1.50 | 1.27803 | 1.27802 | 1.27503 | ||
5 | 2019.10.17 09:01 | s/l | 2 | 1.50 | 1.27802 | 1.27802 | 1.27503 | 1.50 | 100345.00 |
6 | 2019.10.17 12:35 | buy | 3 | 1.50 | 1.29240 | 1.28910 | 1.29540 | ||
7 | 2019.10.17 12:37 | modify | 3 | 1.50 | 1.29240 | 1.29240 | 1.29540 | ||
8 | 2019.10.17 12:38 | t/p | 3 | 1.50 | 1.29540 | 1.29240 | 1.29540 | 450.00 | 100795.00 |
9 | 2019.10.17 14:00 | sell | 4 | 1.50 | 1.28823 | 1.29153 | 0.00000 | ||
10 | 2019.10.17 15:07 | close | 4 | 1.50 | 1.28242 | 1.29153 | 0.00000 | 871.50 | 101666.50 |
11 | 2019.10.21 11:14 | buy | 5 | 1.50 | 1.29894 | 1.29564 | 1.30194 | ||
12 | 2019.10.21 11:28 | modify | 5 | 1.50 | 1.29894 | 1.29896 | 1.30194 | ||
13 | 2019.10.21 11:35 | s/l | 5 | 1.50 | 1.29896 | 1.29896 | 1.30194 | 3.00 | 101669.50 |
14 | 2019.10.28 10:58 | buy | 6 | 1.50 | 1.28514 | 1.28184 | 1.28814 | ||
15 | 2019.10.28 17:25 | modify | 6 | 1.50 | 1.28514 | 1.28514 | 1.28814 | ||
16 | 2019.10.28 17:58 | s/l | 6 | 1.50 | 1.28514 | 1.28514 | 1.28814 | 0.00 | 101669.50 |
17 | 2019.11.11 14:09 | buy | 7 | 1.50 | 1.28593 | 1.28263 | 1.28893 | ||
18 | 2019.11.11 14:14 | modify | 7 | 1.50 | 1.28593 | 1.28593 | 1.28893 | ||
19 | 2019.11.11 14:15 | t/p | 7 | 1.50 | 1.28893 | 1.28593 | 1.28893 | 450.00 | 102119.50 |
20 | 2019.11.12 12:30 | buy | 8 | 1.50 | 1.28320 | 1.28149 | 0.00000 | ||
21 | 2019.11.12 16:09 | close | 8 | 1.50 | 1.28409 | 1.28149 | 0.00000 | 133.50 | 102253.00 |
22 | 2019.11.15 16:10 | buy | 9 | 1.50 | 1.29187 | 1.28857 | 1.29487 | ||
23 | 2019.11.15 23:00 | close | 9 | 1.50 | 1.29032 | 1.28857 | 1.29487 | -232.50 | 102020.50 |
24 | 2019.11.18 09:10 | buy | 10 | 1.50 | 1.29462 | 1.29132 | 1.29762 | ||
25 | 2019.11.18 12:02 | modify | 10 | 1.50 | 1.29462 | 1.29462 | 1.29762 | ||
26 | 2019.11.18 12:07 | t/p | 10 | 1.50 | 1.29762 | 1.29462 | 1.29762 | 450.00 | 102470.50 |
27 | 2019.11.18 13:00 | sell | 11 | 1.50 | 1.29556 | 1.29841 | 0.00000 | ||
28 | 2019.11.18 17:11 | close | 11 | 1.50 | 1.29506 | 1.29841 | 0.00000 | 75.00 | 102545.50 |
29 | 2019.11.22 11:44 | sell | 12 | 1.50 | 1.28632 | 1.28962 | 1.28332 | ||
30 | 2019.11.22 16:46 | modify | 12 | 1.50 | 1.28632 | 1.28632 | 1.28332 | ||
31 | 2019.11.22 17:58 | t/p | 12 | 1.50 | 1.28332 | 1.28632 | 1.28332 | 450.00 | 102995.50 |
32 | 2019.12.03 09:23 | buy | 13 | 1.50 | 1.29605 | 1.29275 | 1.29905 | ||
33 | 2019.12.03 10:53 | modify | 13 | 1.50 | 1.29605 | 1.29605 | 1.29905 | ||
34 | 2019.12.03 12:04 | t/p | 13 | 1.50 | 1.29905 | 1.29605 | 1.29905 | 450.00 | 103445.50 |
35 | 2019.12.04 10:09 | buy | 14 | 1.50 | 1.30180 | 1.29850 | 1.30480 | ||
36 | 2019.12.04 10:12 | modify | 14 | 1.50 | 1.30180 | 1.30181 | 1.30480 | ||
37 | 2019.12.04 10:59 | t/p | 14 | 1.50 | 1.30480 | 1.30181 | 1.30480 | 450.00 | 103895.50 |
38 | 2019.12.05 09:06 | buy | 15 | 1.50 | 1.31295 | 1.30965 | 1.31595 | ||
39 | 2019.12.05 16:39 | modify | 15 | 1.50 | 1.31295 | 1.31295 | 1.31595 | ||
40 | 2019.12.05 17:30 | close | 15 | 1.50 | 1.31321 | 1.31295 | 1.31595 | 39.00 | 103934.50 |
41 | 2019.12.09 08:23 | buy | 16 | 1.50 | 1.31633 | 1.31303 | 1.31933 | ||
42 | 2019.12.10 13:09 | modify | 16 | 1.50 | 1.31633 | 1.31634 | 1.31933 | ||
43 | 2019.12.10 17:20 | s/l | 16 | 1.50 | 1.31634 | 1.31634 | 1.31933 | -7.61 | 103926.89 |
44 | 2019.12.16 04:15 | buy | 17 | 1.50 | 1.33808 | 1.33478 | 1.34108 | ||
45 | 2019.12.16 08:48 | modify | 17 | 1.50 | 1.33808 | 1.33808 | 1.34108 | ||
46 | 2019.12.16 08:51 | t/p | 17 | 1.50 | 1.34108 | 1.33808 | 1.34108 | 450.00 | 104376.89 |
47 | 2019.12.17 03:00 | buy | 18 | 1.50 | 1.32818 | 1.32488 | 0.00000 | ||
48 | 2019.12.17 10:17 | s/l | 18 | 1.50 | 1.32488 | 1.32488 | 0.00000 | -495.00 | 103881.89 |
49 | 2019.12.19 11:30 | sell | 19 | 1.50 | 1.31019 | 1.31232 | 0.00000 | ||
50 | 2019.12.19 11:33 | close | 19 | 1.50 | 1.30898 | 1.31232 | 0.00000 | 181.50 | 104063.39 |
51 | 2019.12.26 09:00 | buy | 20 | 1.60 | 1.29977 | 1.29647 | 1.30277 | ||
52 | 2019.12.26 12:25 | s/l | 20 | 1.60 | 1.29647 | 1.29647 | 1.30277 | -528.00 | 103535.39 |
53 | 2019.12.27 09:59 | buy | 21 | 1.50 | 1.30404 | 1.30074 | 1.30704 | ||
54 | 2019.12.27 10:55 | modify | 21 | 1.50 | 1.30404 | 1.30404 | 1.30704 | ||
55 | 2019.12.27 10:55 | t/p | 21 | 1.50 | 1.30704 | 1.30404 | 1.30704 | 450.00 | 103985.39 |
56 | 2020.01.09 11:45 | sell | 22 | 1.50 | 1.30330 | 1.30660 | 1.30030 | ||
57 | 2020.01.09 15:48 | s/l | 22 | 1.50 | 1.30660 | 1.30660 | 1.30030 | -495.00 | 103490.39 |
58 | 2020.01.21 11:44 | buy | 23 | 1.50 | 1.30451 | 1.30121 | 1.30751 | ||
59 | 2020.01.21 15:11 | modify | 23 | 1.50 | 1.30451 | 1.30454 | 1.30751 | ||
60 | 2020.01.21 15:22 | t/p | 23 | 1.50 | 1.30751 | 1.30454 | 1.30751 | 450.00 | 103940.39 |