Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.28 23:30 (2019.11.18 - 2020.02.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1.4; UpATRR=1.5; DownATRR=1; DPR=0; StopLoss=800; TakeProfit=900; TS=100; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=100; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4494 | Ticks modelled | 6774582 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3735.61 | Gross profit | 11838.99 | Gross loss | -8103.38 |
Profit factor | 1.46 | Expected payoff | 53.37 | ||
Absolute drawdown | 1202.05 | Maximal drawdown | 2228.98 (2.18%) | Relative drawdown | 2.18% (2228.98) |
Total trades | 70 | Short positions (won %) | 53 (69.81%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 52 (74.29%) | Loss trades (% of total) | 18 (25.71%) | ||
Largest | profit trade | 702.00 | loss trade | -654.82 | |
Average | profit trade | 227.67 | loss trade | -450.19 | |
Maximum | consecutive wins (profit in money) | 11 (2497.03) | consecutive losses (loss in money) | 3 (-1174.52) | |
Maximal | consecutive profit (count of wins) | 2580.27 (7) | consecutive loss (count of losses) | -1299.59 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.18 09:10 | buy | 1 | 0.77 | 1.29427 | 1.28597 | 1.30327 | ||
2 | 2019.11.18 17:11 | close | 1 | 0.77 | 1.29507 | 1.28597 | 1.30327 | 61.60 | 100061.60 |
3 | 2019.11.19 12:28 | sell | 2 | 0.77 | 1.29355 | 1.30185 | 1.28455 | ||
4 | 2019.11.19 22:58 | close | 2 | 0.77 | 1.29306 | 1.30185 | 1.28455 | 37.73 | 100099.33 |
5 | 2019.11.20 10:40 | sell | 3 | 0.77 | 1.28918 | 1.29748 | 1.28018 | ||
6 | 2019.11.22 23:00 | close | 3 | 0.77 | 1.28382 | 1.29748 | 1.28018 | 416.15 | 100515.48 |
7 | 2019.11.25 09:56 | buy | 4 | 0.78 | 1.28696 | 1.27866 | 1.29596 | ||
8 | 2019.11.25 18:50 | close | 4 | 0.78 | 1.28783 | 1.27866 | 1.29596 | 67.86 | 100583.34 |
9 | 2019.11.26 09:13 | sell | 5 | 0.78 | 1.28833 | 1.29663 | 1.27933 | ||
10 | 2019.11.26 17:25 | close | 5 | 0.78 | 1.28689 | 1.29663 | 1.27933 | 112.32 | 100695.66 |
11 | 2019.11.27 09:21 | sell | 6 | 0.78 | 1.28358 | 1.29188 | 1.27458 | ||
12 | 2019.11.27 23:54 | s/l | 6 | 0.78 | 1.29188 | 1.29188 | 1.27458 | -647.40 | 100048.26 |
13 | 2019.11.28 02:00 | sell | 7 | 0.77 | 1.29286 | 1.29676 | 0.00000 | ||
14 | 2019.11.28 10:13 | close | 7 | 0.77 | 1.29329 | 1.29676 | 0.00000 | -33.11 | 100015.15 |
15 | 2019.11.28 13:52 | sell | 8 | 0.77 | 1.29139 | 1.29969 | 1.28239 | ||
16 | 2019.11.28 21:12 | close | 8 | 0.77 | 1.29135 | 1.29969 | 1.28239 | 3.08 | 100018.23 |
17 | 2019.11.29 11:37 | sell | 9 | 0.77 | 1.28928 | 1.29758 | 1.28028 | ||
18 | 2019.11.29 23:00 | close | 9 | 0.77 | 1.29356 | 1.29758 | 1.28028 | -329.56 | 99688.67 |
19 | 2019.12.02 11:06 | sell | 10 | 0.77 | 1.29030 | 1.29860 | 1.28130 | ||
20 | 2019.12.03 10:54 | s/l | 10 | 0.77 | 1.29860 | 1.29860 | 1.28130 | -638.24 | 99050.42 |
21 | 2019.12.03 13:00 | sell | 11 | 0.76 | 1.29823 | 1.30095 | 0.00000 | ||
22 | 2019.12.03 14:59 | s/l | 11 | 0.76 | 1.30095 | 1.30095 | 0.00000 | -206.72 | 98843.70 |
23 | 2019.12.04 10:08 | buy | 12 | 0.75 | 1.30132 | 1.29302 | 1.31032 | ||
24 | 2019.12.04 14:54 | modify | 12 | 0.75 | 1.30132 | 1.30132 | 1.31032 | ||
25 | 2019.12.04 15:18 | t/p | 12 | 0.75 | 1.31032 | 1.30132 | 1.31032 | 675.00 | 99518.70 |
26 | 2019.12.04 16:30 | sell | 13 | 0.76 | 1.30920 | 1.31517 | 0.00000 | ||
27 | 2019.12.05 08:39 | close | 13 | 0.76 | 1.31089 | 1.31517 | 0.00000 | -125.90 | 99392.80 |
28 | 2019.12.05 09:06 | buy | 14 | 0.75 | 1.31262 | 1.30432 | 1.32162 | ||
29 | 2019.12.05 15:31 | close | 14 | 0.75 | 1.31267 | 1.30432 | 1.32162 | 3.75 | 99396.55 |
30 | 2019.12.06 09:47 | sell | 15 | 0.75 | 1.31468 | 1.32298 | 1.30568 | ||
31 | 2019.12.06 14:36 | close | 15 | 0.75 | 1.31444 | 1.32298 | 1.30568 | 18.00 | 99414.55 |
32 | 2019.12.09 08:20 | buy | 16 | 0.75 | 1.31587 | 1.30757 | 1.32487 | ||
33 | 2019.12.09 17:48 | close | 16 | 0.75 | 1.31588 | 1.30757 | 1.32487 | 0.75 | 99415.30 |
34 | 2019.12.10 15:00 | sell | 17 | 0.75 | 1.31756 | 1.31894 | 0.00000 | ||
35 | 2019.12.10 17:24 | close | 17 | 0.75 | 1.31637 | 1.31894 | 0.00000 | 89.25 | 99504.55 |
36 | 2019.12.11 02:00 | buy | 18 | 0.75 | 1.31315 | 1.30937 | 0.00000 | ||
37 | 2019.12.11 07:41 | close | 18 | 0.75 | 1.31428 | 1.30937 | 0.00000 | 84.75 | 99589.30 |
38 | 2019.12.11 21:56 | buy | 19 | 0.75 | 1.32077 | 1.31247 | 1.32977 | ||
39 | 2019.12.12 07:59 | close | 19 | 0.75 | 1.32089 | 1.31247 | 1.32977 | -6.47 | 99582.83 |
40 | 2019.12.12 11:59 | sell | 20 | 0.75 | 1.31846 | 1.32676 | 1.30946 | ||
41 | 2019.12.12 20:06 | modify | 20 | 0.75 | 1.31846 | 1.31845 | 1.30946 | ||
42 | 2019.12.12 20:08 | t/p | 20 | 0.75 | 1.30946 | 1.31845 | 1.30946 | 675.00 | 100257.83 |
43 | 2019.12.13 11:15 | sell | 21 | 0.74 | 1.33745 | 1.34575 | 1.32845 | ||
44 | 2019.12.13 23:00 | close | 21 | 0.74 | 1.33454 | 1.34575 | 1.32845 | 215.34 | 100473.17 |
45 | 2019.12.16 04:11 | buy | 22 | 0.75 | 1.33773 | 1.32943 | 1.34673 | ||
46 | 2019.12.16 10:30 | close | 22 | 0.75 | 1.33775 | 1.32943 | 1.34673 | 1.50 | 100474.67 |
47 | 2019.12.16 11:52 | sell | 23 | 0.75 | 1.33232 | 1.34062 | 1.32332 | ||
48 | 2019.12.17 01:32 | modify | 23 | 0.75 | 1.33232 | 1.33230 | 1.32332 | ||
49 | 2019.12.17 07:11 | close | 23 | 0.75 | 1.33006 | 1.33230 | 1.32332 | 170.33 | 100645.00 |
50 | 2019.12.17 10:19 | sell | 24 | 0.76 | 1.32182 | 1.33012 | 1.31282 | ||
51 | 2019.12.17 15:50 | modify | 24 | 0.76 | 1.32182 | 1.32182 | 1.31282 | ||
52 | 2019.12.17 18:00 | t/p | 24 | 0.76 | 1.31282 | 1.32182 | 1.31282 | 684.00 | 101329.00 |
53 | 2019.12.18 04:22 | sell | 25 | 0.77 | 1.30741 | 1.31571 | 1.29841 | ||
54 | 2019.12.19 18:23 | modify | 25 | 0.77 | 1.30741 | 1.30739 | 1.29841 | ||
55 | 2019.12.20 02:00 | close | 25 | 0.77 | 1.30192 | 1.30739 | 1.29841 | 426.16 | 101755.16 |
56 | 2019.12.23 12:11 | sell | 26 | 0.78 | 1.29926 | 1.30756 | 1.29026 | ||
57 | 2019.12.23 15:09 | modify | 26 | 0.78 | 1.29926 | 1.29925 | 1.29026 | ||
58 | 2019.12.23 21:55 | close | 26 | 0.78 | 1.29403 | 1.29925 | 1.29026 | 407.94 | 102163.10 |
59 | 2019.12.24 09:56 | sell | 27 | 0.79 | 1.29242 | 1.30072 | 1.28342 | ||
60 | 2019.12.26 18:09 | s/l | 27 | 0.79 | 1.30072 | 1.30072 | 1.28342 | -652.19 | 101510.91 |
61 | 2019.12.27 03:55 | sell | 28 | 0.78 | 1.29788 | 1.30618 | 1.28888 | ||
62 | 2019.12.27 10:54 | s/l | 28 | 0.78 | 1.30618 | 1.30618 | 1.28888 | -647.40 | 100863.51 |
63 | 2019.12.30 06:00 | sell | 29 | 0.76 | 1.31168 | 1.31336 | 0.00000 | ||
64 | 2019.12.30 10:25 | close | 29 | 0.76 | 1.31056 | 1.31336 | 0.00000 | 85.12 | 100948.63 |
65 | 2019.12.31 11:57 | buy | 30 | 0.76 | 1.31605 | 1.30775 | 1.32505 | ||
66 | 2019.12.31 17:55 | modify | 30 | 0.76 | 1.31605 | 1.31605 | 1.32505 | ||
67 | 2019.12.31 18:01 | t/p | 30 | 0.76 | 1.32505 | 1.31605 | 1.32505 | 684.00 | 101632.63 |
68 | 2019.12.31 18:42 | buy | 31 | 0.76 | 1.32835 | 1.32005 | 1.33735 | ||
69 | 2020.01.02 13:11 | s/l | 31 | 0.76 | 1.32005 | 1.32005 | 1.33735 | -651.70 | 100980.93 |
70 | 2020.01.02 16:10 | sell | 32 | 0.76 | 1.31579 | 1.32409 | 1.30679 | ||
71 | 2020.01.03 01:01 | close | 32 | 0.76 | 1.31441 | 1.32409 | 1.30679 | 105.73 | 101086.66 |
72 | 2020.01.03 09:47 | sell | 33 | 0.77 | 1.30888 | 1.31718 | 1.29988 | ||
73 | 2020.01.03 17:17 | close | 33 | 0.77 | 1.30879 | 1.31718 | 1.29988 | 6.93 | 101093.59 |
74 | 2020.01.06 11:21 | buy | 34 | 0.77 | 1.31268 | 1.30438 | 1.32168 | ||
75 | 2020.01.07 06:37 | close | 34 | 0.77 | 1.31685 | 1.30438 | 1.32168 | 315.80 | 101409.38 |
76 | 2020.01.07 08:02 | sell | 35 | 0.77 | 1.31468 | 1.32298 | 1.30568 | ||
77 | 2020.01.07 19:18 | close | 35 | 0.77 | 1.31403 | 1.32298 | 1.30568 | 50.05 | 101459.43 |
78 | 2020.01.08 12:01 | sell | 36 | 0.77 | 1.30913 | 1.31693 | 1.30013 | ||
79 | 2020.01.09 18:26 | close | 36 | 0.77 | 1.30580 | 1.31693 | 1.30013 | 258.98 | 101718.41 |
80 | 2020.01.13 09:24 | sell | 37 | 0.78 | 1.30138 | 1.30968 | 1.29238 | ||
81 | 2020.01.13 16:31 | close | 37 | 0.78 | 1.29944 | 1.30968 | 1.29238 | 151.32 | 101869.73 |
82 | 2020.01.14 09:04 | sell | 38 | 0.78 | 1.29749 | 1.30579 | 1.28849 | ||
83 | 2020.01.16 00:16 | s/l | 38 | 0.78 | 1.30579 | 1.30579 | 1.28849 | -643.93 | 101225.80 |
84 | 2020.01.16 10:15 | sell | 39 | 0.77 | 1.30255 | 1.31085 | 1.29355 | ||
85 | 2020.01.17 11:19 | s/l | 39 | 0.77 | 1.31085 | 1.31085 | 1.29355 | -638.24 | 100587.56 |
86 | 2020.01.17 11:36 | sell | 40 | 0.77 | 1.30540 | 1.31370 | 1.29640 | ||
87 | 2020.01.17 23:00 | close | 40 | 0.77 | 1.30172 | 1.31370 | 1.29640 | 283.36 | 100870.92 |
88 | 2020.01.20 08:38 | sell | 41 | 0.77 | 1.29855 | 1.30685 | 1.28955 | ||
89 | 2020.01.21 15:11 | s/l | 41 | 0.77 | 1.30685 | 1.30685 | 1.28955 | -638.24 | 100232.67 |
90 | 2020.01.21 16:30 | sell | 42 | 0.76 | 1.30604 | 1.31019 | 0.00000 | ||
91 | 2020.01.21 18:43 | close | 42 | 0.76 | 1.30412 | 1.31019 | 0.00000 | 145.92 | 100378.59 |
92 | 2020.01.22 13:20 | buy | 43 | 0.76 | 1.30864 | 1.30034 | 1.31764 | ||
93 | 2020.01.23 04:05 | close | 43 | 0.76 | 1.31349 | 1.30034 | 1.31764 | 352.92 | 100731.52 |
94 | 2020.01.23 16:16 | sell | 44 | 0.76 | 1.31051 | 1.31881 | 1.30151 | ||
95 | 2020.01.24 21:57 | close | 44 | 0.76 | 1.30832 | 1.31881 | 1.30151 | 167.29 | 100898.80 |
96 | 2020.01.27 13:30 | sell | 45 | 0.77 | 1.30839 | 1.31073 | 0.00000 | ||
97 | 2020.01.27 14:04 | close | 45 | 0.77 | 1.30701 | 1.31073 | 0.00000 | 106.26 | 101005.06 |
98 | 2020.01.28 08:37 | sell | 46 | 0.77 | 1.30413 | 1.31243 | 1.29513 | ||
99 | 2020.01.28 20:12 | close | 46 | 0.77 | 1.30039 | 1.31243 | 1.29513 | 287.98 | 101293.04 |
100 | 2020.01.29 09:20 | sell | 47 | 0.77 | 1.30098 | 1.30928 | 1.29198 | ||
101 | 2020.01.29 18:35 | close | 47 | 0.77 | 1.30076 | 1.30928 | 1.29198 | 16.94 | 101309.98 |
102 | 2020.01.30 10:14 | sell | 48 | 0.77 | 1.29888 | 1.30718 | 1.28988 | ||
103 | 2020.01.30 13:59 | s/l | 48 | 0.77 | 1.30718 | 1.30718 | 1.28988 | -639.10 | 100670.88 |
104 | 2020.01.30 14:00 | buy | 49 | 0.76 | 1.30895 | 1.30065 | 1.31795 | ||
105 | 2020.01.30 23:30 | close | 49 | 0.76 | 1.30901 | 1.30065 | 1.31795 | 4.56 | 100675.44 |
106 | 2020.01.31 09:14 | buy | 50 | 0.76 | 1.31156 | 1.30326 | 1.32056 | ||
107 | 2020.01.31 19:41 | modify | 50 | 0.76 | 1.31156 | 1.31156 | 1.32056 | ||
108 | 2020.01.31 23:00 | close | 50 | 0.76 | 1.32041 | 1.31156 | 1.32056 | 672.60 | 101348.04 |
109 | 2020.02.03 05:25 | sell | 51 | 0.76 | 1.31613 | 1.32443 | 1.30713 | ||
110 | 2020.02.03 12:00 | modify | 51 | 0.76 | 1.31613 | 1.31613 | 1.30713 | ||
111 | 2020.02.03 12:01 | t/p | 51 | 0.76 | 1.30713 | 1.31613 | 1.30713 | 684.00 | 102032.04 |
112 | 2020.02.03 16:19 | sell | 52 | 0.78 | 1.30309 | 1.31139 | 1.29409 | ||
113 | 2020.02.04 04:30 | close | 52 | 0.78 | 1.29926 | 1.31139 | 1.29409 | 299.61 | 102331.65 |
114 | 2020.02.04 09:26 | sell | 53 | 0.78 | 1.29719 | 1.30549 | 1.28819 | ||
115 | 2020.02.05 11:30 | s/l | 53 | 0.78 | 1.30549 | 1.30549 | 1.28819 | -646.53 | 101685.12 |
116 | 2020.02.05 13:30 | sell | 54 | 0.77 | 1.30491 | 1.30732 | 0.00000 | ||
117 | 2020.02.05 15:44 | close | 54 | 0.77 | 1.30360 | 1.30732 | 0.00000 | 100.87 | 101785.99 |
118 | 2020.02.05 16:44 | sell | 55 | 0.78 | 1.29624 | 1.30454 | 1.28724 | ||
119 | 2020.02.07 02:00 | close | 55 | 0.78 | 1.29320 | 1.30454 | 1.28724 | 240.59 | 102026.58 |
120 | 2020.02.07 18:27 | sell | 56 | 0.79 | 1.29076 | 1.29906 | 1.28176 | ||
121 | 2020.02.07 23:00 | close | 56 | 0.79 | 1.28860 | 1.29906 | 1.28176 | 170.64 | 102197.22 |
122 | 2020.02.10 09:53 | sell | 57 | 0.79 | 1.28762 | 1.29592 | 1.27862 | ||
123 | 2020.02.11 16:10 | s/l | 57 | 0.79 | 1.29592 | 1.29592 | 1.27862 | -654.82 | 101542.40 |
124 | 2020.02.11 18:00 | sell | 58 | 0.78 | 1.29443 | 1.29763 | 0.00000 | ||
125 | 2020.02.12 08:14 | close | 58 | 0.78 | 1.29574 | 1.29763 | 0.00000 | -101.31 | 101441.08 |
126 | 2020.02.13 09:58 | buy | 59 | 0.78 | 1.29751 | 1.28921 | 1.30651 | ||
127 | 2020.02.13 17:15 | modify | 59 | 0.78 | 1.29751 | 1.29752 | 1.30651 | ||
128 | 2020.02.13 17:36 | t/p | 59 | 0.78 | 1.30651 | 1.29752 | 1.30651 | 702.00 | 102143.08 |
129 | 2020.02.13 18:30 | sell | 60 | 0.78 | 1.30537 | 1.31040 | 0.00000 | ||
130 | 2020.02.13 23:54 | close | 60 | 0.78 | 1.30431 | 1.31040 | 0.00000 | 82.68 | 102225.76 |
131 | 2020.02.14 10:51 | sell | 61 | 0.78 | 1.30296 | 1.31126 | 1.29396 | ||
132 | 2020.02.14 18:30 | close | 61 | 0.78 | 1.30290 | 1.31126 | 1.29396 | 4.68 | 102230.44 |
133 | 2020.02.17 13:10 | sell | 62 | 0.78 | 1.30184 | 1.31014 | 1.29284 | ||
134 | 2020.02.18 00:14 | close | 62 | 0.78 | 1.30068 | 1.31014 | 1.29284 | 91.35 | 102321.79 |
135 | 2020.02.18 08:56 | sell | 63 | 0.78 | 1.29862 | 1.30692 | 1.28962 | ||
136 | 2020.02.20 01:56 | close | 63 | 0.78 | 1.29286 | 1.30692 | 1.28962 | 452.75 | 102774.54 |
137 | 2020.02.20 09:18 | sell | 64 | 0.79 | 1.28920 | 1.29750 | 1.28020 | ||
138 | 2020.02.20 17:21 | close | 64 | 0.79 | 1.28837 | 1.29750 | 1.28020 | 65.57 | 102840.11 |
139 | 2020.02.21 10:55 | buy | 65 | 0.79 | 1.29175 | 1.28345 | 1.30075 | ||
140 | 2020.02.21 23:00 | close | 65 | 0.79 | 1.29609 | 1.28345 | 1.30075 | 342.86 | 103182.97 |
141 | 2020.02.24 10:02 | sell | 66 | 0.79 | 1.29256 | 1.30086 | 1.28356 | ||
142 | 2020.02.24 14:59 | close | 66 | 0.79 | 1.29227 | 1.30086 | 1.28356 | 22.91 | 103205.88 |
143 | 2020.02.25 09:53 | buy | 67 | 0.79 | 1.29554 | 1.28724 | 1.30454 | ||
144 | 2020.02.26 00:02 | close | 67 | 0.79 | 1.29940 | 1.28724 | 1.30454 | 299.51 | 103505.39 |
145 | 2020.02.26 11:05 | sell | 68 | 0.79 | 1.29616 | 1.30446 | 1.28716 | ||
146 | 2020.02.27 02:03 | close | 68 | 0.79 | 1.29105 | 1.30446 | 1.28716 | 406.33 | 103911.71 |
147 | 2020.02.27 12:04 | sell | 69 | 0.80 | 1.28900 | 1.29730 | 1.28000 | ||
148 | 2020.02.27 20:00 | close | 69 | 0.80 | 1.28867 | 1.29730 | 1.28000 | 26.40 | 103938.11 |
149 | 2020.02.28 17:54 | sell | 70 | 0.81 | 1.27969 | 1.28799 | 1.27069 | ||
150 | 2020.02.28 23:00 | close | 70 | 0.81 | 1.28219 | 1.28799 | 1.27069 | -202.50 | 103735.61 |