Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.10.28 00:00 - 2020.02.07 23:30 (2019.10.28 - 2020.02.08) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=700; TakeProfit=700; TrackPeriod=15; TRRR=3; UpATRR=2.5; DownATRR=1.5; DPR=0; Flag=1; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=200; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4494 | Ticks modelled | 6655137 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6146.21 | Gross profit | 10983.28 | Gross loss | -4837.07 |
Profit factor | 2.27 | Expected payoff | 130.77 | ||
Absolute drawdown | 1629.00 | Maximal drawdown | 2182.50 (2.17%) | Relative drawdown | 2.17% (2182.50) |
Total trades | 47 | Short positions (won %) | 33 (66.67%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 33 (70.21%) | Loss trades (% of total) | 14 (29.79%) | ||
Largest | profit trade | 1120.00 | loss trade | -721.50 | |
Average | profit trade | 332.83 | loss trade | -345.50 | |
Maximum | consecutive wins (profit in money) | 7 (3605.93) | consecutive losses (loss in money) | 3 (-982.50) | |
Maximal | consecutive profit (count of wins) | 3605.93 (7) | consecutive loss (count of losses) | -1054.50 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.28 10:58 | buy | 1 | 1.50 | 1.28514 | 1.28090 | 1.29214 | ||
2 | 2019.10.28 17:25 | modify | 1 | 1.50 | 1.28514 | 1.28514 | 1.29214 | ||
3 | 2019.10.28 17:58 | s/l | 1 | 1.50 | 1.28514 | 1.28514 | 1.29214 | 0.00 | 100000.00 |
4 | 2019.10.29 04:25 | sell | 2 | 1.50 | 1.28338 | 1.28635 | 1.27638 | ||
5 | 2019.10.29 12:10 | modify | 2 | 1.50 | 1.28338 | 1.28336 | 1.27638 | ||
6 | 2019.10.29 13:40 | s/l | 2 | 1.50 | 1.28336 | 1.28336 | 1.27638 | 3.00 | 100003.00 |
7 | 2019.11.07 14:00 | sell | 3 | 1.50 | 1.28206 | 1.28727 | 1.27506 | ||
8 | 2019.11.07 15:31 | modify | 3 | 1.50 | 1.28206 | 1.28206 | 1.27506 | ||
9 | 2019.11.07 16:21 | s/l | 3 | 1.50 | 1.28206 | 1.28206 | 1.27506 | 0.00 | 100003.00 |
10 | 2019.11.11 14:09 | buy | 4 | 1.50 | 1.28593 | 1.27863 | 1.29293 | ||
11 | 2019.11.11 14:14 | modify | 4 | 1.50 | 1.28593 | 1.28593 | 1.29293 | ||
12 | 2019.11.11 18:35 | s/l | 4 | 1.50 | 1.28593 | 1.28593 | 1.29293 | 0.00 | 100003.00 |
13 | 2019.11.12 10:08 | sell | 5 | 1.50 | 1.28328 | 1.28634 | 1.27628 | ||
14 | 2019.11.12 19:00 | s/l | 5 | 1.50 | 1.28634 | 1.28634 | 1.27628 | -459.00 | 99544.00 |
15 | 2019.11.13 10:27 | sell | 6 | 1.50 | 1.28338 | 1.28532 | 1.27638 | ||
16 | 2019.11.13 11:41 | s/l | 6 | 1.50 | 1.28532 | 1.28532 | 1.27638 | -291.00 | 99253.00 |
17 | 2019.11.15 16:10 | buy | 7 | 1.50 | 1.29187 | 1.28715 | 1.29887 | ||
18 | 2019.11.15 23:00 | close | 7 | 1.50 | 1.29032 | 1.28715 | 1.29887 | -232.50 | 99020.50 |
19 | 2019.11.18 09:10 | buy | 8 | 1.50 | 1.29462 | 1.29036 | 1.30162 | ||
20 | 2019.11.18 12:02 | modify | 8 | 1.50 | 1.29462 | 1.29462 | 1.30162 | ||
21 | 2019.11.18 13:59 | s/l | 8 | 1.50 | 1.29462 | 1.29462 | 1.30162 | 0.00 | 99020.50 |
22 | 2019.11.20 10:56 | sell | 9 | 1.50 | 1.28883 | 1.29265 | 1.28183 | ||
23 | 2019.11.20 17:05 | s/l | 9 | 1.50 | 1.29265 | 1.29265 | 1.28183 | -573.00 | 98447.50 |
24 | 2019.11.22 11:07 | sell | 10 | 1.50 | 1.28997 | 1.29222 | 1.28297 | ||
25 | 2019.11.22 11:30 | modify | 10 | 1.50 | 1.28997 | 1.28995 | 1.28297 | ||
26 | 2019.11.22 14:43 | modify | 10 | 1.50 | 1.28997 | 1.28795 | 1.28297 | ||
27 | 2019.11.22 17:54 | modify | 10 | 1.50 | 1.28997 | 1.28595 | 1.28297 | ||
28 | 2019.11.22 18:01 | t/p | 10 | 1.50 | 1.28297 | 1.28595 | 1.28297 | 1050.00 | 99497.50 |
29 | 2019.11.26 10:07 | sell | 11 | 1.50 | 1.28707 | 1.29024 | 1.28007 | ||
30 | 2019.11.26 15:50 | modify | 11 | 1.50 | 1.28707 | 1.28707 | 1.28007 | ||
31 | 2019.11.26 17:25 | close | 11 | 1.50 | 1.28689 | 1.28707 | 1.28007 | 27.00 | 99524.50 |
32 | 2019.11.29 11:37 | sell | 12 | 1.50 | 1.28884 | 1.29164 | 1.28184 | ||
33 | 2019.11.29 17:13 | s/l | 12 | 1.50 | 1.29164 | 1.29164 | 1.28184 | -420.00 | 99104.50 |
34 | 2019.12.02 11:08 | sell | 13 | 1.50 | 1.29003 | 1.29190 | 1.28303 | ||
35 | 2019.12.02 13:49 | s/l | 13 | 1.50 | 1.29190 | 1.29190 | 1.28303 | -280.50 | 98824.00 |
36 | 2019.12.03 09:23 | buy | 14 | 1.50 | 1.29605 | 1.29293 | 1.30305 | ||
37 | 2019.12.03 10:53 | modify | 14 | 1.50 | 1.29605 | 1.29605 | 1.30305 | ||
38 | 2019.12.03 14:04 | modify | 14 | 1.50 | 1.29605 | 1.29806 | 1.30305 | ||
39 | 2019.12.03 17:19 | s/l | 14 | 1.50 | 1.29806 | 1.29806 | 1.30305 | 301.50 | 99125.50 |
40 | 2019.12.04 10:09 | buy | 15 | 1.50 | 1.30180 | 1.29880 | 1.30880 | ||
41 | 2019.12.04 10:12 | modify | 15 | 1.50 | 1.30180 | 1.30181 | 1.30880 | ||
42 | 2019.12.04 11:00 | modify | 15 | 1.50 | 1.30180 | 1.30382 | 1.30880 | ||
43 | 2019.12.04 11:20 | s/l | 15 | 1.50 | 1.30382 | 1.30382 | 1.30880 | 303.00 | 99428.50 |
44 | 2019.12.05 09:06 | buy | 16 | 1.50 | 1.31295 | 1.31011 | 1.31995 | ||
45 | 2019.12.05 16:39 | modify | 16 | 1.50 | 1.31295 | 1.31295 | 1.31995 | ||
46 | 2019.12.05 17:30 | close | 16 | 1.50 | 1.31321 | 1.31295 | 1.31995 | 39.00 | 99467.50 |
47 | 2019.12.06 10:29 | sell | 17 | 1.50 | 1.31364 | 1.31604 | 1.30664 | ||
48 | 2019.12.06 11:13 | modify | 17 | 1.50 | 1.31364 | 1.31363 | 1.30664 | ||
49 | 2019.12.06 12:16 | s/l | 17 | 1.50 | 1.31363 | 1.31363 | 1.30664 | 1.50 | 99469.00 |
50 | 2019.12.09 08:23 | buy | 18 | 1.50 | 1.31633 | 1.31314 | 1.32333 | ||
51 | 2019.12.10 13:09 | modify | 18 | 1.50 | 1.31633 | 1.31634 | 1.32333 | ||
52 | 2019.12.10 17:20 | s/l | 18 | 1.50 | 1.31634 | 1.31634 | 1.32333 | -8.03 | 99460.97 |
53 | 2019.12.12 11:59 | sell | 19 | 1.50 | 1.31870 | 1.32277 | 1.31170 | ||
54 | 2019.12.12 13:01 | modify | 19 | 1.50 | 1.31870 | 1.31869 | 1.31170 | ||
55 | 2019.12.12 13:50 | s/l | 19 | 1.50 | 1.31869 | 1.31869 | 1.31170 | 1.50 | 99462.47 |
56 | 2019.12.12 15:46 | sell | 20 | 1.50 | 1.31222 | 1.31952 | 1.30522 | ||
57 | 2019.12.12 20:08 | modify | 20 | 1.50 | 1.31222 | 1.31218 | 1.30522 | ||
58 | 2019.12.12 20:09 | modify | 20 | 1.50 | 1.31222 | 1.31017 | 1.30522 | ||
59 | 2019.12.12 20:36 | modify | 20 | 1.50 | 1.31222 | 1.30810 | 1.30522 | ||
60 | 2019.12.12 20:43 | s/l | 20 | 1.50 | 1.30810 | 1.30810 | 1.30522 | 618.00 | 100080.47 |
61 | 2019.12.13 11:16 | sell | 21 | 1.40 | 1.33637 | 1.34367 | 1.32937 | ||
62 | 2019.12.13 15:54 | modify | 21 | 1.40 | 1.33637 | 1.33637 | 1.32937 | ||
63 | 2019.12.13 15:58 | modify | 21 | 1.40 | 1.33637 | 1.33434 | 1.32937 | ||
64 | 2019.12.13 16:06 | s/l | 21 | 1.40 | 1.33434 | 1.33434 | 1.32937 | 284.20 | 100364.67 |
65 | 2019.12.16 04:15 | buy | 22 | 1.50 | 1.33808 | 1.33207 | 1.34508 | ||
66 | 2019.12.16 08:48 | modify | 22 | 1.50 | 1.33808 | 1.33808 | 1.34508 | ||
67 | 2019.12.16 08:59 | modify | 22 | 1.50 | 1.33808 | 1.34008 | 1.34508 | ||
68 | 2019.12.16 09:23 | s/l | 22 | 1.50 | 1.34008 | 1.34008 | 1.34508 | 300.00 | 100664.67 |
69 | 2019.12.17 01:32 | sell | 23 | 1.50 | 1.32405 | 1.33135 | 1.31705 | ||
70 | 2019.12.17 10:19 | modify | 23 | 1.50 | 1.32405 | 1.32403 | 1.31705 | ||
71 | 2019.12.17 10:26 | modify | 23 | 1.50 | 1.32405 | 1.32203 | 1.31705 | ||
72 | 2019.12.17 10:27 | modify | 23 | 1.50 | 1.32405 | 1.32002 | 1.31705 | ||
73 | 2019.12.17 10:32 | t/p | 23 | 1.50 | 1.31705 | 1.32002 | 1.31705 | 1050.00 | 101714.67 |
74 | 2019.12.18 04:22 | sell | 24 | 1.50 | 1.30715 | 1.31362 | 1.30015 | ||
75 | 2019.12.19 15:18 | modify | 24 | 1.50 | 1.30715 | 1.30715 | 1.30015 | ||
76 | 2019.12.19 15:26 | modify | 24 | 1.50 | 1.30715 | 1.30515 | 1.30015 | ||
77 | 2019.12.19 15:40 | s/l | 24 | 1.50 | 1.30515 | 1.30515 | 1.30015 | 302.23 | 102016.90 |
78 | 2019.12.23 12:11 | sell | 25 | 1.50 | 1.29898 | 1.30223 | 1.29198 | ||
79 | 2019.12.23 12:49 | modify | 25 | 1.50 | 1.29898 | 1.29895 | 1.29198 | ||
80 | 2019.12.23 14:24 | modify | 25 | 1.50 | 1.29898 | 1.29695 | 1.29198 | ||
81 | 2019.12.23 15:04 | modify | 25 | 1.50 | 1.29898 | 1.29494 | 1.29198 | ||
82 | 2019.12.23 15:09 | t/p | 25 | 1.50 | 1.29198 | 1.29494 | 1.29198 | 1050.00 | 103066.90 |
83 | 2019.12.24 09:57 | sell | 26 | 1.50 | 1.29214 | 1.29454 | 1.28514 | ||
84 | 2019.12.24 13:15 | s/l | 26 | 1.50 | 1.29454 | 1.29454 | 1.28514 | -360.00 | 102706.90 |
85 | 2019.12.26 09:00 | buy | 27 | 1.50 | 1.29977 | 1.29459 | 1.30677 | ||
86 | 2019.12.27 01:00 | close | 27 | 1.50 | 1.29978 | 1.29459 | 1.30677 | -8.03 | 102698.87 |
87 | 2019.12.27 03:55 | sell | 28 | 1.50 | 1.29767 | 1.30146 | 1.29067 | ||
88 | 2019.12.27 08:47 | s/l | 28 | 1.50 | 1.30146 | 1.30146 | 1.29067 | -568.50 | 102130.37 |
89 | 2019.12.27 09:59 | buy | 29 | 1.50 | 1.30404 | 1.29815 | 1.31104 | ||
90 | 2019.12.27 10:55 | modify | 29 | 1.50 | 1.30404 | 1.30404 | 1.31104 | ||
91 | 2019.12.27 14:00 | modify | 29 | 1.50 | 1.30404 | 1.30605 | 1.31104 | ||
92 | 2019.12.27 15:11 | modify | 29 | 1.50 | 1.30404 | 1.30805 | 1.31104 | ||
93 | 2019.12.27 15:52 | s/l | 29 | 1.50 | 1.30805 | 1.30805 | 1.31104 | 601.50 | 102731.87 |
94 | 2020.01.03 09:51 | sell | 30 | 1.50 | 1.30819 | 1.31549 | 1.30119 | ||
95 | 2020.01.03 13:38 | modify | 30 | 1.50 | 1.30819 | 1.30819 | 1.30119 | ||
96 | 2020.01.03 14:47 | s/l | 30 | 1.50 | 1.30819 | 1.30819 | 1.30119 | 0.00 | 102731.87 |
97 | 2020.01.07 07:56 | sell | 31 | 1.50 | 1.31570 | 1.31778 | 1.30870 | ||
98 | 2020.01.07 10:24 | s/l | 31 | 1.50 | 1.31778 | 1.31778 | 1.30870 | -312.00 | 102419.87 |
99 | 2020.01.07 14:28 | sell | 32 | 1.50 | 1.31141 | 1.31871 | 1.30441 | ||
100 | 2020.01.08 14:45 | modify | 32 | 1.50 | 1.31141 | 1.31140 | 1.30441 | ||
101 | 2020.01.08 15:23 | s/l | 32 | 1.50 | 1.31140 | 1.31140 | 1.30441 | 2.24 | 102422.11 |
102 | 2020.01.09 10:09 | sell | 33 | 1.50 | 1.30890 | 1.31173 | 1.30190 | ||
103 | 2020.01.09 11:39 | modify | 33 | 1.50 | 1.30890 | 1.30887 | 1.30190 | ||
104 | 2020.01.09 11:44 | modify | 33 | 1.50 | 1.30890 | 1.30687 | 1.30190 | ||
105 | 2020.01.09 11:52 | modify | 33 | 1.50 | 1.30890 | 1.30487 | 1.30190 | ||
106 | 2020.01.09 13:00 | s/l | 33 | 1.50 | 1.30487 | 1.30487 | 1.30190 | 604.50 | 103026.61 |
107 | 2020.01.13 09:24 | sell | 34 | 1.50 | 1.30114 | 1.30550 | 1.29414 | ||
108 | 2020.01.13 10:21 | modify | 34 | 1.50 | 1.30114 | 1.30113 | 1.29414 | ||
109 | 2020.01.13 11:30 | modify | 34 | 1.50 | 1.30114 | 1.29909 | 1.29414 | ||
110 | 2020.01.13 12:44 | s/l | 34 | 1.50 | 1.29909 | 1.29909 | 1.29414 | 307.50 | 103334.11 |
111 | 2020.01.14 09:04 | sell | 35 | 1.50 | 1.29749 | 1.29971 | 1.29049 | ||
112 | 2020.01.14 13:38 | s/l | 35 | 1.50 | 1.29971 | 1.29971 | 1.29049 | -333.00 | 103001.11 |
113 | 2020.01.15 11:30 | sell | 36 | 1.50 | 1.29874 | 1.30355 | 1.29174 | ||
114 | 2020.01.15 16:36 | s/l | 36 | 1.50 | 1.30355 | 1.30355 | 1.29174 | -721.50 | 102279.61 |
115 | 2020.01.17 11:36 | sell | 37 | 1.50 | 1.30517 | 1.30919 | 1.29817 | ||
116 | 2020.01.17 13:41 | modify | 37 | 1.50 | 1.30517 | 1.30517 | 1.29817 | ||
117 | 2020.01.17 14:32 | s/l | 37 | 1.50 | 1.30517 | 1.30517 | 1.29817 | 0.00 | 102279.61 |
118 | 2020.01.21 11:44 | buy | 38 | 1.50 | 1.30451 | 1.29948 | 1.31151 | ||
119 | 2020.01.21 15:11 | modify | 38 | 1.50 | 1.30451 | 1.30454 | 1.31151 | ||
120 | 2020.01.21 18:35 | s/l | 38 | 1.50 | 1.30454 | 1.30454 | 1.31151 | 4.50 | 102284.11 |
121 | 2020.01.24 11:56 | sell | 39 | 1.50 | 1.31015 | 1.31355 | 1.30315 | ||
122 | 2020.01.24 17:33 | modify | 39 | 1.50 | 1.31015 | 1.31015 | 1.30315 | ||
123 | 2020.01.24 17:52 | modify | 39 | 1.50 | 1.31015 | 1.30814 | 1.30315 | ||
124 | 2020.01.24 19:56 | s/l | 39 | 1.50 | 1.30814 | 1.30814 | 1.30315 | 301.50 | 102585.61 |
125 | 2020.01.28 08:39 | sell | 40 | 1.50 | 1.30398 | 1.30613 | 1.29698 | ||
126 | 2020.01.28 10:04 | modify | 40 | 1.50 | 1.30398 | 1.30397 | 1.29698 | ||
127 | 2020.01.28 16:09 | modify | 40 | 1.50 | 1.30398 | 1.30197 | 1.29698 | ||
128 | 2020.01.28 17:52 | modify | 40 | 1.50 | 1.30398 | 1.29997 | 1.29698 | ||
129 | 2020.01.28 19:24 | s/l | 40 | 1.50 | 1.29997 | 1.29997 | 1.29698 | 601.50 | 103187.11 |
130 | 2020.01.29 09:20 | sell | 41 | 1.50 | 1.30086 | 1.30266 | 1.29386 | ||
131 | 2020.01.29 11:14 | s/l | 41 | 1.50 | 1.30266 | 1.30266 | 1.29386 | -270.00 | 102917.11 |
132 | 2020.01.30 09:09 | sell | 42 | 1.50 | 1.30031 | 1.30228 | 1.29331 | ||
133 | 2020.01.30 10:16 | modify | 42 | 1.50 | 1.30031 | 1.30027 | 1.29331 | ||
134 | 2020.01.30 11:39 | s/l | 42 | 1.50 | 1.30027 | 1.30027 | 1.29331 | 6.00 | 102923.11 |
135 | 2020.01.30 13:59 | buy | 43 | 1.50 | 1.30600 | 1.29893 | 1.31300 | ||
136 | 2020.01.30 14:00 | modify | 43 | 1.50 | 1.30600 | 1.30601 | 1.31300 | ||
137 | 2020.01.30 14:08 | s/l | 43 | 1.50 | 1.30601 | 1.30601 | 1.31300 | 1.50 | 102924.61 |
138 | 2020.01.31 09:20 | buy | 44 | 1.50 | 1.31212 | 1.30839 | 1.31912 | ||
139 | 2020.01.31 15:43 | modify | 44 | 1.50 | 1.31212 | 1.31212 | 1.31912 | ||
140 | 2020.01.31 17:49 | modify | 44 | 1.50 | 1.31212 | 1.31414 | 1.31912 | ||
141 | 2020.01.31 17:59 | modify | 44 | 1.50 | 1.31212 | 1.31614 | 1.31912 | ||
142 | 2020.01.31 18:22 | t/p | 44 | 1.50 | 1.31912 | 1.31614 | 1.31912 | 1050.00 | 103974.61 |
143 | 2020.02.03 05:25 | sell | 45 | 1.50 | 1.31586 | 1.32101 | 1.30886 | ||
144 | 2020.02.03 10:18 | modify | 45 | 1.50 | 1.31586 | 1.31586 | 1.30886 | ||
145 | 2020.02.03 10:58 | modify | 45 | 1.50 | 1.31586 | 1.31385 | 1.30886 | ||
146 | 2020.02.03 11:24 | modify | 45 | 1.50 | 1.31586 | 1.31185 | 1.30886 | ||
147 | 2020.02.03 11:57 | t/p | 45 | 1.50 | 1.30886 | 1.31185 | 1.30886 | 1050.00 | 105024.61 |
148 | 2020.02.03 12:01 | sell | 46 | 1.60 | 1.30603 | 1.31333 | 1.29903 | ||
149 | 2020.02.03 16:14 | modify | 46 | 1.60 | 1.30603 | 1.30602 | 1.29903 | ||
150 | 2020.02.03 17:14 | modify | 46 | 1.60 | 1.30603 | 1.30402 | 1.29903 | ||
151 | 2020.02.03 19:12 | modify | 46 | 1.60 | 1.30603 | 1.30202 | 1.29903 | ||
152 | 2020.02.03 20:49 | t/p | 46 | 1.60 | 1.29903 | 1.30202 | 1.29903 | 1120.00 | 106144.61 |
153 | 2020.02.04 09:27 | sell | 47 | 1.60 | 1.29669 | 1.30158 | 1.28969 | ||
154 | 2020.02.04 09:42 | modify | 47 | 1.60 | 1.29669 | 1.29668 | 1.28969 | ||
155 | 2020.02.04 10:16 | s/l | 47 | 1.60 | 1.29668 | 1.29668 | 1.28969 | 1.60 | 106146.21 |