Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.23 00:00 - 2020.04.03 23:30 (2019.12.23 - 2020.04.05) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=2.5; DownATRR=0.5; DPR=0.5; StopLoss=700; TakeProfit=400; TS=300; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4484 | Ticks modelled | 10404699 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 50 | ||
Total net profit | 5603.87 | Gross profit | 10020.40 | Gross loss | -4416.53 |
Profit factor | 2.27 | Expected payoff | 119.23 | ||
Absolute drawdown | 710.30 | Maximal drawdown | 1673.27 (1.66%) | Relative drawdown | 1.66% (1673.27) |
Total trades | 47 | Short positions (won %) | 46 (80.43%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 38 (80.85%) | Loss trades (% of total) | 9 (19.15%) | ||
Largest | profit trade | 356.00 | loss trade | -592.50 | |
Average | profit trade | 263.69 | loss trade | -490.73 | |
Maximum | consecutive wins (profit in money) | 16 (5354.75) | consecutive losses (loss in money) | 2 (-1157.65) | |
Maximal | consecutive profit (count of wins) | 5354.75 (16) | consecutive loss (count of losses) | -1157.65 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.23 12:49 | sell | 1 | 0.77 | 1.29689 | 1.30439 | 1.29289 | ||
2 | 2019.12.23 15:04 | t/p | 1 | 0.77 | 1.29289 | 1.30439 | 1.29289 | 308.00 | 100308.00 |
3 | 2020.01.03 09:47 | sell | 2 | 0.76 | 1.30930 | 1.31680 | 1.30530 | ||
4 | 2020.01.03 16:20 | close | 2 | 0.76 | 1.30929 | 1.31680 | 1.30530 | 0.76 | 100308.76 |
5 | 2020.01.07 14:05 | sell | 3 | 0.76 | 1.31318 | 1.32068 | 1.30918 | ||
6 | 2020.01.07 21:00 | close | 3 | 0.76 | 1.31309 | 1.32068 | 1.30918 | 6.84 | 100315.60 |
7 | 2020.01.08 14:57 | sell | 4 | 0.76 | 1.30804 | 1.31554 | 1.30404 | ||
8 | 2020.01.09 11:45 | t/p | 4 | 0.76 | 1.30404 | 1.31554 | 1.30404 | 318.37 | 100633.97 |
9 | 2020.01.13 09:24 | sell | 5 | 0.77 | 1.30134 | 1.30884 | 1.29734 | ||
10 | 2020.01.13 11:30 | t/p | 5 | 0.77 | 1.29734 | 1.30884 | 1.29734 | 308.00 | 100941.97 |
11 | 2020.01.14 10:16 | sell | 6 | 0.77 | 1.29535 | 1.30285 | 1.29135 | ||
12 | 2020.01.14 19:45 | s/l | 6 | 0.77 | 1.30285 | 1.30285 | 1.29135 | -577.50 | 100364.47 |
13 | 2020.01.20 08:38 | sell | 7 | 0.77 | 1.29862 | 1.30612 | 1.29462 | ||
14 | 2020.01.21 13:10 | s/l | 7 | 0.77 | 1.30612 | 1.30612 | 1.29462 | -572.65 | 99791.83 |
15 | 2020.01.23 16:16 | sell | 8 | 0.76 | 1.31104 | 1.31854 | 1.30704 | ||
16 | 2020.01.24 16:48 | close | 8 | 0.76 | 1.31092 | 1.31854 | 1.30704 | 13.91 | 99805.74 |
17 | 2020.01.24 17:34 | sell | 9 | 0.76 | 1.30698 | 1.31448 | 1.30298 | ||
18 | 2020.01.24 23:00 | close | 9 | 0.76 | 1.30790 | 1.31448 | 1.30298 | -69.92 | 99735.82 |
19 | 2020.01.27 19:03 | sell | 10 | 0.76 | 1.30426 | 1.31176 | 1.30026 | ||
20 | 2020.01.28 16:09 | t/p | 10 | 0.76 | 1.30026 | 1.31176 | 1.30026 | 308.79 | 100044.61 |
21 | 2020.01.28 17:51 | sell | 11 | 0.77 | 1.29777 | 1.30527 | 1.29377 | ||
22 | 2020.01.30 13:59 | s/l | 11 | 0.77 | 1.30527 | 1.30527 | 1.29377 | -558.08 | 99486.53 |
23 | 2020.02.03 10:58 | sell | 12 | 0.75 | 1.31115 | 1.31865 | 1.30715 | ||
24 | 2020.02.03 12:01 | t/p | 12 | 0.75 | 1.30715 | 1.31865 | 1.30715 | 300.00 | 99786.53 |
25 | 2020.02.03 13:53 | sell | 13 | 0.76 | 1.30464 | 1.31214 | 1.30064 | ||
26 | 2020.02.03 18:38 | t/p | 13 | 0.76 | 1.30064 | 1.31214 | 1.30064 | 304.00 | 100090.53 |
27 | 2020.02.03 19:18 | sell | 14 | 0.77 | 1.29895 | 1.30645 | 1.29495 | ||
28 | 2020.02.04 09:42 | t/p | 14 | 0.77 | 1.29495 | 1.30645 | 1.29495 | 312.85 | 100403.38 |
29 | 2020.02.05 15:47 | sell | 15 | 0.77 | 1.30016 | 1.30766 | 1.29616 | ||
30 | 2020.02.05 16:52 | t/p | 15 | 0.77 | 1.29616 | 1.30766 | 1.29616 | 308.00 | 100711.38 |
31 | 2020.02.06 17:29 | sell | 16 | 0.77 | 1.29399 | 1.30149 | 1.28999 | ||
32 | 2020.02.07 01:30 | close | 16 | 0.77 | 1.29334 | 1.30149 | 1.28999 | 54.90 | 100766.29 |
33 | 2020.02.07 18:26 | sell | 17 | 0.78 | 1.29140 | 1.29890 | 1.28740 | ||
34 | 2020.02.07 23:00 | close | 17 | 0.78 | 1.28880 | 1.29890 | 1.28740 | 202.80 | 100969.09 |
35 | 2020.02.10 09:53 | sell | 18 | 0.78 | 1.28737 | 1.29487 | 1.28337 | ||
36 | 2020.02.10 15:35 | s/l | 18 | 0.78 | 1.29487 | 1.29487 | 1.28337 | -585.00 | 100384.09 |
37 | 2020.02.11 09:11 | sell | 19 | 0.77 | 1.29004 | 1.29754 | 1.28604 | ||
38 | 2020.02.12 10:27 | s/l | 19 | 0.77 | 1.29754 | 1.29754 | 1.28604 | -572.65 | 99811.44 |
39 | 2020.02.13 14:16 | buy | 20 | 0.76 | 1.30231 | 1.29481 | 1.30631 | ||
40 | 2020.02.13 17:18 | t/p | 20 | 0.76 | 1.30631 | 1.29481 | 1.30631 | 304.00 | 100115.44 |
41 | 2020.02.14 15:24 | sell | 21 | 0.76 | 1.30121 | 1.30871 | 1.29721 | ||
42 | 2020.02.14 23:00 | close | 21 | 0.76 | 1.30520 | 1.30871 | 1.29721 | -303.24 | 99812.20 |
43 | 2020.02.18 08:56 | sell | 22 | 0.76 | 1.29865 | 1.30615 | 1.29465 | ||
44 | 2020.02.19 17:36 | t/p | 22 | 0.76 | 1.29465 | 1.30615 | 1.29465 | 308.79 | 100120.99 |
45 | 2020.02.20 09:18 | sell | 23 | 0.77 | 1.28917 | 1.29667 | 1.28517 | ||
46 | 2020.02.20 17:20 | close | 23 | 0.77 | 1.28837 | 1.29667 | 1.28517 | 61.60 | 100182.59 |
47 | 2020.02.24 10:22 | sell | 24 | 0.77 | 1.29173 | 1.29923 | 1.28773 | ||
48 | 2020.02.24 21:59 | close | 24 | 0.77 | 1.29172 | 1.29923 | 1.28773 | 0.77 | 100183.36 |
49 | 2020.02.26 11:42 | sell | 25 | 0.77 | 1.29445 | 1.30195 | 1.29045 | ||
50 | 2020.02.26 20:49 | t/p | 25 | 0.77 | 1.29045 | 1.30195 | 1.29045 | 308.00 | 100491.36 |
51 | 2020.02.27 12:04 | sell | 26 | 0.77 | 1.28853 | 1.29603 | 1.28453 | ||
52 | 2020.02.28 00:02 | close | 26 | 0.77 | 1.28851 | 1.29603 | 1.28453 | 6.39 | 100497.76 |
53 | 2020.02.28 15:52 | sell | 27 | 0.78 | 1.28497 | 1.29247 | 1.28097 | ||
54 | 2020.02.28 17:51 | t/p | 27 | 0.78 | 1.28097 | 1.29247 | 1.28097 | 312.00 | 100809.76 |
55 | 2020.02.28 20:36 | sell | 28 | 0.79 | 1.27281 | 1.28031 | 1.26881 | ||
56 | 2020.02.28 21:33 | s/l | 28 | 0.79 | 1.28031 | 1.28031 | 1.26881 | -592.50 | 100217.26 |
57 | 2020.03.10 08:58 | sell | 29 | 0.76 | 1.30222 | 1.30972 | 1.29822 | ||
58 | 2020.03.10 18:48 | t/p | 29 | 0.76 | 1.29822 | 1.30972 | 1.29822 | 304.00 | 100521.26 |
59 | 2020.03.10 19:16 | sell | 30 | 0.77 | 1.29139 | 1.29889 | 1.28739 | ||
60 | 2020.03.11 00:25 | t/p | 30 | 0.77 | 1.28739 | 1.29889 | 1.28739 | 312.85 | 100834.11 |
61 | 2020.03.11 10:01 | sell | 31 | 0.78 | 1.28502 | 1.29252 | 1.28102 | ||
62 | 2020.03.11 11:05 | s/l | 31 | 0.78 | 1.29252 | 1.29252 | 1.28102 | -585.00 | 100249.11 |
63 | 2020.03.11 22:59 | sell | 32 | 0.78 | 1.28073 | 1.28823 | 1.27673 | ||
64 | 2020.03.12 12:28 | t/p | 32 | 0.78 | 1.27673 | 1.28823 | 1.27673 | 326.75 | 100575.87 |
65 | 2020.03.12 12:42 | sell | 33 | 0.78 | 1.27433 | 1.28183 | 1.27033 | ||
66 | 2020.03.12 15:16 | t/p | 33 | 0.78 | 1.27033 | 1.28183 | 1.27033 | 312.00 | 100887.87 |
67 | 2020.03.12 16:45 | sell | 34 | 0.79 | 1.26357 | 1.27107 | 1.25957 | ||
68 | 2020.03.12 17:04 | t/p | 34 | 0.79 | 1.25957 | 1.27107 | 1.25957 | 316.00 | 101203.87 |
69 | 2020.03.12 18:57 | sell | 35 | 0.80 | 1.25518 | 1.26268 | 1.25118 | ||
70 | 2020.03.12 19:08 | t/p | 35 | 0.80 | 1.25118 | 1.26268 | 1.25118 | 320.00 | 101523.87 |
71 | 2020.03.13 15:57 | sell | 36 | 0.81 | 1.24667 | 1.25417 | 1.24267 | ||
72 | 2020.03.13 18:57 | t/p | 36 | 0.81 | 1.24267 | 1.25417 | 1.24267 | 324.00 | 101847.87 |
73 | 2020.03.13 19:44 | sell | 37 | 0.82 | 1.23584 | 1.24334 | 1.23184 | ||
74 | 2020.03.13 21:25 | t/p | 37 | 0.82 | 1.23184 | 1.24334 | 1.23184 | 328.00 | 102175.87 |
75 | 2020.03.17 12:47 | sell | 38 | 0.83 | 1.21630 | 1.22380 | 1.21230 | ||
76 | 2020.03.17 13:45 | t/p | 38 | 0.83 | 1.21230 | 1.22380 | 1.21230 | 332.00 | 102507.87 |
77 | 2020.03.17 16:43 | sell | 39 | 0.84 | 1.20657 | 1.21407 | 1.20257 | ||
78 | 2020.03.17 18:56 | t/p | 39 | 0.84 | 1.20257 | 1.21407 | 1.20257 | 336.00 | 102843.87 |
79 | 2020.03.18 14:08 | sell | 40 | 0.85 | 1.19649 | 1.20399 | 1.19249 | ||
80 | 2020.03.18 14:25 | t/p | 40 | 0.85 | 1.19249 | 1.20399 | 1.19249 | 340.00 | 103183.87 |
81 | 2020.03.18 14:36 | sell | 41 | 0.86 | 1.18955 | 1.19705 | 1.18555 | ||
82 | 2020.03.18 15:22 | t/p | 41 | 0.86 | 1.18555 | 1.19705 | 1.18555 | 344.00 | 103527.87 |
83 | 2020.03.18 16:40 | sell | 42 | 0.87 | 1.18042 | 1.18792 | 1.17642 | ||
84 | 2020.03.18 16:45 | t/p | 42 | 0.87 | 1.17642 | 1.18792 | 1.17642 | 348.00 | 103875.87 |
85 | 2020.03.18 19:35 | sell | 43 | 0.88 | 1.17175 | 1.17925 | 1.16775 | ||
86 | 2020.03.18 19:42 | t/p | 43 | 0.88 | 1.16775 | 1.17925 | 1.16775 | 352.00 | 104227.87 |
87 | 2020.03.25 17:48 | sell | 44 | 0.89 | 1.16854 | 1.17604 | 1.16454 | ||
88 | 2020.03.25 18:38 | t/p | 44 | 0.89 | 1.16454 | 1.17604 | 1.16454 | 356.00 | 104583.87 |
89 | 2020.03.31 03:48 | sell | 45 | 0.85 | 1.22925 | 1.23675 | 1.22525 | ||
90 | 2020.03.31 03:49 | t/p | 45 | 0.85 | 1.22525 | 1.23675 | 1.22525 | 340.00 | 104923.87 |
91 | 2020.04.03 10:21 | sell | 46 | 0.85 | 1.23332 | 1.24082 | 1.22932 | ||
92 | 2020.04.03 11:55 | t/p | 46 | 0.85 | 1.22932 | 1.24082 | 1.22932 | 340.00 | 105263.87 |
93 | 2020.04.03 12:09 | sell | 47 | 0.85 | 1.22665 | 1.23415 | 1.22265 | ||
94 | 2020.04.03 17:44 | t/p | 47 | 0.85 | 1.22265 | 1.23415 | 1.22265 | 340.00 | 105603.87 |