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=3; UpATRR=2.5; DownATRR=2; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=200; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4495 | Ticks modelled | 6867953 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3614.36 | Gross profit | 8550.26 | Gross loss | -4935.90 |
Profit factor | 1.73 | Expected payoff | 97.69 | ||
Absolute drawdown | 407.04 | Maximal drawdown | 1956.22 (1.88%) | Relative drawdown | 1.88% (1956.22) |
Total trades | 37 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 912.17 | loss trade | -524.70 | |
Average | profit trade | 328.86 | loss trade | -448.72 | |
Maximum | consecutive wins (profit in money) | 6 (2334.47) | consecutive losses (loss in money) | 2 (-1049.40) | |
Maximal | consecutive profit (count of wins) | 2334.47 (6) | consecutive loss (count of losses) | -1049.40 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.14 09:28 | sell | 1 | 1.59 | 1.25677 | 1.26007 | 1.25377 | ||
2 | 2019.10.14 14:05 | modify | 1 | 1.59 | 1.25677 | 1.25676 | 1.25377 | ||
3 | 2019.10.14 15:00 | t/p | 1 | 1.59 | 1.25377 | 1.25676 | 1.25377 | 477.00 | 100477.00 |
4 | 2019.10.16 10:26 | sell | 2 | 1.58 | 1.27046 | 1.27376 | 1.26746 | ||
5 | 2019.10.16 10:34 | modify | 2 | 1.58 | 1.27046 | 1.27044 | 1.26746 | ||
6 | 2019.10.16 10:44 | s/l | 2 | 1.58 | 1.27044 | 1.27044 | 1.26746 | 3.16 | 100480.16 |
7 | 2019.10.17 08:47 | sell | 3 | 1.57 | 1.27915 | 1.28245 | 1.27615 | ||
8 | 2019.10.17 08:50 | modify | 3 | 1.57 | 1.27915 | 1.27914 | 1.27615 | ||
9 | 2019.10.17 08:51 | t/p | 3 | 1.57 | 1.27615 | 1.27914 | 1.27615 | 471.00 | 100951.16 |
10 | 2019.10.17 12:35 | buy | 4 | 1.56 | 1.29240 | 1.28910 | 1.29540 | ||
11 | 2019.10.17 12:37 | modify | 4 | 1.56 | 1.29240 | 1.29240 | 1.29540 | ||
12 | 2019.10.17 12:38 | t/p | 4 | 1.56 | 1.29540 | 1.29240 | 1.29540 | 468.00 | 101419.16 |
13 | 2019.10.17 14:00 | sell | 5 | 1.57 | 1.28823 | 1.29153 | 0.00000 | ||
14 | 2019.10.17 15:07 | close | 5 | 1.57 | 1.28242 | 1.29153 | 0.00000 | 912.17 | 102331.33 |
15 | 2019.10.21 11:14 | buy | 6 | 1.57 | 1.29894 | 1.29564 | 1.30194 | ||
16 | 2019.10.21 11:28 | modify | 6 | 1.57 | 1.29894 | 1.29896 | 1.30194 | ||
17 | 2019.10.21 11:35 | s/l | 6 | 1.57 | 1.29896 | 1.29896 | 1.30194 | 3.14 | 102334.47 |
18 | 2019.10.22 10:33 | sell | 7 | 1.58 | 1.29343 | 1.29673 | 1.29043 | ||
19 | 2019.10.22 13:53 | s/l | 7 | 1.58 | 1.29673 | 1.29673 | 1.29043 | -521.40 | 101813.07 |
20 | 2019.10.28 10:58 | buy | 8 | 1.58 | 1.28514 | 1.28184 | 1.28814 | ||
21 | 2019.10.28 17:25 | modify | 8 | 1.58 | 1.28514 | 1.28514 | 1.28814 | ||
22 | 2019.10.28 17:58 | s/l | 8 | 1.58 | 1.28514 | 1.28514 | 1.28814 | 0.00 | 101813.07 |
23 | 2019.10.29 12:10 | sell | 9 | 1.58 | 1.28104 | 1.28434 | 1.27804 | ||
24 | 2019.10.29 13:54 | s/l | 9 | 1.58 | 1.28434 | 1.28434 | 1.27804 | -521.40 | 101291.67 |
25 | 2019.11.07 14:00 | sell | 10 | 1.58 | 1.28150 | 1.28480 | 1.27850 | ||
26 | 2019.11.08 05:00 | close | 10 | 1.58 | 1.28150 | 1.28480 | 1.27850 | 0.93 | 101292.60 |
27 | 2019.11.11 14:09 | buy | 11 | 1.57 | 1.28593 | 1.28263 | 1.28893 | ||
28 | 2019.11.11 14:14 | modify | 11 | 1.57 | 1.28593 | 1.28593 | 1.28893 | ||
29 | 2019.11.11 14:15 | t/p | 11 | 1.57 | 1.28893 | 1.28593 | 1.28893 | 471.00 | 101763.60 |
30 | 2019.11.12 10:08 | sell | 12 | 1.58 | 1.28293 | 1.28623 | 1.27993 | ||
31 | 2019.11.12 19:00 | s/l | 12 | 1.58 | 1.28623 | 1.28623 | 1.27993 | -521.40 | 101242.20 |
32 | 2019.11.15 16:10 | buy | 13 | 1.56 | 1.29187 | 1.28857 | 1.29487 | ||
33 | 2019.11.15 23:00 | close | 13 | 1.56 | 1.29032 | 1.28857 | 1.29487 | -241.80 | 101000.40 |
34 | 2019.11.18 09:10 | buy | 14 | 1.56 | 1.29462 | 1.29132 | 1.29762 | ||
35 | 2019.11.18 12:02 | modify | 14 | 1.56 | 1.29462 | 1.29462 | 1.29762 | ||
36 | 2019.11.18 12:07 | t/p | 14 | 1.56 | 1.29762 | 1.29462 | 1.29762 | 468.00 | 101468.40 |
37 | 2019.11.18 13:00 | sell | 15 | 1.56 | 1.29556 | 1.29841 | 0.00000 | ||
38 | 2019.11.18 17:11 | close | 15 | 1.56 | 1.29506 | 1.29841 | 0.00000 | 78.00 | 101546.40 |
39 | 2019.11.22 11:10 | sell | 16 | 1.57 | 1.28965 | 1.29295 | 1.28665 | ||
40 | 2019.11.22 11:34 | modify | 16 | 1.57 | 1.28965 | 1.28965 | 1.28665 | ||
41 | 2019.11.22 11:44 | t/p | 16 | 1.57 | 1.28665 | 1.28965 | 1.28665 | 471.00 | 102017.40 |
42 | 2019.11.26 10:10 | sell | 17 | 1.58 | 1.28674 | 1.29004 | 1.28374 | ||
43 | 2019.11.26 16:40 | modify | 17 | 1.58 | 1.28674 | 1.28672 | 1.28374 | ||
44 | 2019.11.26 17:25 | s/l | 17 | 1.58 | 1.28672 | 1.28672 | 1.28374 | 3.16 | 102020.56 |
45 | 2019.11.29 11:37 | sell | 18 | 1.58 | 1.28847 | 1.29177 | 1.28547 | ||
46 | 2019.11.29 17:16 | s/l | 18 | 1.58 | 1.29177 | 1.29177 | 1.28547 | -521.40 | 101499.16 |
47 | 2019.12.03 09:23 | buy | 19 | 1.56 | 1.29605 | 1.29275 | 1.29905 | ||
48 | 2019.12.03 10:53 | modify | 19 | 1.56 | 1.29605 | 1.29605 | 1.29905 | ||
49 | 2019.12.03 12:04 | t/p | 19 | 1.56 | 1.29905 | 1.29605 | 1.29905 | 468.00 | 101967.16 |
50 | 2019.12.04 10:09 | buy | 20 | 1.56 | 1.30180 | 1.29850 | 1.30480 | ||
51 | 2019.12.04 10:12 | modify | 20 | 1.56 | 1.30180 | 1.30181 | 1.30480 | ||
52 | 2019.12.04 10:59 | t/p | 20 | 1.56 | 1.30480 | 1.30181 | 1.30480 | 468.00 | 102435.16 |
53 | 2019.12.05 09:06 | buy | 21 | 1.56 | 1.31295 | 1.30965 | 1.31595 | ||
54 | 2019.12.05 16:39 | modify | 21 | 1.56 | 1.31295 | 1.31295 | 1.31595 | ||
55 | 2019.12.05 17:30 | close | 21 | 1.56 | 1.31321 | 1.31295 | 1.31595 | 40.56 | 102475.72 |
56 | 2019.12.06 11:13 | sell | 22 | 1.56 | 1.31118 | 1.31448 | 1.30818 | ||
57 | 2019.12.06 14:36 | s/l | 22 | 1.56 | 1.31448 | 1.31448 | 1.30818 | -514.80 | 101960.92 |
58 | 2019.12.09 08:23 | buy | 23 | 1.54 | 1.31633 | 1.31303 | 1.31933 | ||
59 | 2019.12.10 13:09 | modify | 23 | 1.54 | 1.31633 | 1.31634 | 1.31933 | ||
60 | 2019.12.10 17:20 | s/l | 23 | 1.54 | 1.31634 | 1.31634 | 1.31933 | -8.10 | 101952.82 |
61 | 2019.12.12 11:59 | sell | 24 | 1.54 | 1.31829 | 1.32159 | 1.31529 | ||
62 | 2019.12.12 13:02 | modify | 24 | 1.54 | 1.31829 | 1.31827 | 1.31529 | ||
63 | 2019.12.12 13:04 | t/p | 24 | 1.54 | 1.31529 | 1.31827 | 1.31529 | 462.00 | 102414.82 |
64 | 2019.12.16 04:15 | buy | 25 | 1.53 | 1.33808 | 1.33478 | 1.34108 | ||
65 | 2019.12.16 08:48 | modify | 25 | 1.53 | 1.33808 | 1.33808 | 1.34108 | ||
66 | 2019.12.16 08:51 | t/p | 25 | 1.53 | 1.34108 | 1.33808 | 1.34108 | 459.00 | 102873.82 |
67 | 2019.12.17 10:19 | sell | 26 | 1.55 | 1.32261 | 1.32591 | 1.31961 | ||
68 | 2019.12.17 10:25 | modify | 26 | 1.55 | 1.32261 | 1.32261 | 1.31961 | ||
69 | 2019.12.17 10:26 | t/p | 26 | 1.55 | 1.31961 | 1.32261 | 1.31961 | 465.00 | 103338.82 |
70 | 2019.12.23 12:11 | sell | 27 | 1.59 | 1.29852 | 1.30182 | 1.29552 | ||
71 | 2019.12.23 14:23 | modify | 27 | 1.59 | 1.29852 | 1.29851 | 1.29552 | ||
72 | 2019.12.23 14:24 | t/p | 27 | 1.59 | 1.29552 | 1.29851 | 1.29552 | 477.00 | 103815.82 |
73 | 2019.12.26 09:00 | buy | 28 | 1.59 | 1.29977 | 1.29647 | 1.30277 | ||
74 | 2019.12.26 12:25 | s/l | 28 | 1.59 | 1.29647 | 1.29647 | 1.30277 | -524.70 | 103291.12 |
75 | 2019.12.27 03:55 | sell | 29 | 1.59 | 1.29734 | 1.30064 | 1.29434 | ||
76 | 2019.12.27 06:23 | s/l | 29 | 1.59 | 1.30064 | 1.30064 | 1.29434 | -524.70 | 102766.42 |
77 | 2019.12.27 09:59 | buy | 30 | 1.57 | 1.30404 | 1.30074 | 1.30704 | ||
78 | 2019.12.27 10:55 | modify | 30 | 1.57 | 1.30404 | 1.30404 | 1.30704 | ||
79 | 2019.12.27 10:55 | t/p | 30 | 1.57 | 1.30704 | 1.30404 | 1.30704 | 471.00 | 103237.42 |
80 | 2020.01.07 07:56 | sell | 31 | 1.56 | 1.31546 | 1.31876 | 1.31246 | ||
81 | 2020.01.07 10:29 | s/l | 31 | 1.56 | 1.31876 | 1.31876 | 1.31246 | -514.80 | 102722.62 |
82 | 2020.01.09 11:44 | sell | 32 | 1.57 | 1.30490 | 1.30820 | 1.30190 | ||
83 | 2020.01.09 11:52 | modify | 32 | 1.57 | 1.30490 | 1.30490 | 1.30190 | ||
84 | 2020.01.09 13:00 | s/l | 32 | 1.57 | 1.30490 | 1.30490 | 1.30190 | 0.00 | 102722.62 |
85 | 2020.01.13 09:25 | sell | 33 | 1.57 | 1.30085 | 1.30415 | 1.29785 | ||
86 | 2020.01.13 10:21 | modify | 33 | 1.57 | 1.30085 | 1.30083 | 1.29785 | ||
87 | 2020.01.13 11:01 | s/l | 33 | 1.57 | 1.30083 | 1.30083 | 1.29785 | 3.14 | 102725.76 |
88 | 2020.01.14 09:07 | sell | 34 | 1.58 | 1.29718 | 1.30048 | 1.29418 | ||
89 | 2020.01.14 13:38 | s/l | 34 | 1.58 | 1.30048 | 1.30048 | 1.29418 | -521.40 | 102204.36 |
90 | 2020.01.17 11:37 | sell | 35 | 1.56 | 1.30466 | 1.30796 | 1.30166 | ||
91 | 2020.01.17 17:25 | modify | 35 | 1.56 | 1.30466 | 1.30466 | 1.30166 | ||
92 | 2020.01.17 21:48 | t/p | 35 | 1.56 | 1.30166 | 1.30466 | 1.30166 | 468.00 | 102672.36 |
93 | 2020.01.21 11:44 | buy | 36 | 1.57 | 1.30451 | 1.30121 | 1.30751 | ||
94 | 2020.01.21 15:11 | modify | 36 | 1.57 | 1.30451 | 1.30454 | 1.30751 | ||
95 | 2020.01.21 15:22 | t/p | 36 | 1.57 | 1.30751 | 1.30454 | 1.30751 | 471.00 | 103143.36 |
96 | 2020.01.24 11:58 | sell | 37 | 1.57 | 1.30971 | 1.31301 | 1.30671 | ||
97 | 2020.01.24 17:33 | modify | 37 | 1.57 | 1.30971 | 1.30969 | 1.30671 | ||
98 | 2020.01.24 17:37 | t/p | 37 | 1.57 | 1.30671 | 1.30969 | 1.30671 | 471.00 | 103614.36 |