Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.30 00:00 - 2020.04.10 23:30 (2019.12.30 - 2020.04.11) | ||||
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 | 4549 | Ticks modelled | 10742956 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 5451.84 | Gross profit | 10339.25 | Gross loss | -4887.41 |
Profit factor | 2.12 | Expected payoff | 118.52 | ||
Absolute drawdown | 904.12 | Maximal drawdown | 1621.16 (1.60%) | Relative drawdown | 1.60% (1621.16) |
Total trades | 46 | Short positions (won %) | 45 (80.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 37 (80.43%) | Loss trades (% of total) | 9 (19.57%) | ||
Largest | profit trade | 356.00 | loss trade | -627.80 | |
Average | profit trade | 279.44 | loss trade | -543.05 | |
Maximum | consecutive wins (profit in money) | 16 (5374.03) | consecutive losses (loss in money) | 2 (-1132.15) | |
Maximal | consecutive profit (count of wins) | 5374.03 (16) | consecutive loss (count of losses) | -1132.15 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.03 09:47 | sell | 1 | 0.76 | 1.30930 | 1.31660 | 1.30530 | ||
2 | 2020.01.03 17:17 | close | 1 | 0.76 | 1.30879 | 1.31660 | 1.30530 | 38.76 | 100038.76 |
3 | 2020.01.07 14:05 | sell | 2 | 0.76 | 1.31318 | 1.32048 | 1.30918 | ||
4 | 2020.01.07 22:53 | close | 2 | 0.76 | 1.31242 | 1.32048 | 1.30918 | 57.76 | 100096.52 |
5 | 2020.01.08 14:57 | sell | 3 | 0.76 | 1.30804 | 1.31534 | 1.30404 | ||
6 | 2020.01.09 11:45 | t/p | 3 | 0.76 | 1.30404 | 1.31534 | 1.30404 | 302.08 | 100398.60 |
7 | 2020.01.13 09:24 | sell | 4 | 0.77 | 1.30134 | 1.30864 | 1.29734 | ||
8 | 2020.01.13 11:30 | t/p | 4 | 0.77 | 1.29734 | 1.30864 | 1.29734 | 308.00 | 100706.60 |
9 | 2020.01.14 10:16 | sell | 5 | 0.77 | 1.29535 | 1.30265 | 1.29135 | ||
10 | 2020.01.14 19:45 | s/l | 5 | 0.77 | 1.30265 | 1.30265 | 1.29135 | -562.10 | 100144.50 |
11 | 2020.01.20 08:38 | sell | 6 | 0.77 | 1.29862 | 1.30592 | 1.29462 | ||
12 | 2020.01.21 13:10 | s/l | 6 | 0.77 | 1.30592 | 1.30592 | 1.29462 | -562.75 | 99581.76 |
13 | 2020.01.23 16:16 | sell | 7 | 0.75 | 1.31104 | 1.31834 | 1.30704 | ||
14 | 2020.01.24 17:35 | t/p | 7 | 0.75 | 1.30704 | 1.31834 | 1.30704 | 299.37 | 99881.13 |
15 | 2020.01.27 19:03 | sell | 8 | 0.76 | 1.30426 | 1.31156 | 1.30026 | ||
16 | 2020.01.28 16:09 | t/p | 8 | 0.76 | 1.30026 | 1.31156 | 1.30026 | 303.36 | 100184.49 |
17 | 2020.01.28 17:51 | sell | 9 | 0.77 | 1.29777 | 1.30507 | 1.29377 | ||
18 | 2020.01.30 13:59 | s/l | 9 | 0.77 | 1.30507 | 1.30507 | 1.29377 | -564.69 | 99619.80 |
19 | 2020.02.03 10:58 | sell | 10 | 0.75 | 1.31115 | 1.31845 | 1.30715 | ||
20 | 2020.02.03 12:01 | t/p | 10 | 0.75 | 1.30715 | 1.31845 | 1.30715 | 300.00 | 99919.80 |
21 | 2020.02.03 13:53 | sell | 11 | 0.76 | 1.30464 | 1.31194 | 1.30064 | ||
22 | 2020.02.03 17:43 | t/p | 11 | 0.76 | 1.30064 | 1.31194 | 1.30064 | 304.00 | 100223.80 |
23 | 2020.02.03 19:18 | sell | 12 | 0.77 | 1.29895 | 1.30625 | 1.29495 | ||
24 | 2020.02.04 09:40 | t/p | 12 | 0.77 | 1.29495 | 1.30625 | 1.29495 | 307.35 | 100531.16 |
25 | 2020.02.05 15:47 | sell | 13 | 0.77 | 1.30016 | 1.30746 | 1.29616 | ||
26 | 2020.02.05 16:51 | t/p | 13 | 0.77 | 1.29616 | 1.30746 | 1.29616 | 308.00 | 100839.16 |
27 | 2020.02.06 17:29 | sell | 14 | 0.77 | 1.29399 | 1.30129 | 1.28999 | ||
28 | 2020.02.07 02:00 | close | 14 | 0.77 | 1.29320 | 1.30129 | 1.28999 | 60.18 | 100899.34 |
29 | 2020.02.07 18:26 | sell | 15 | 0.78 | 1.29140 | 1.29870 | 1.28740 | ||
30 | 2020.02.07 23:00 | close | 15 | 0.78 | 1.28860 | 1.29870 | 1.28740 | 218.40 | 101117.74 |
31 | 2020.02.10 09:53 | sell | 16 | 0.78 | 1.28737 | 1.29467 | 1.28337 | ||
32 | 2020.02.10 15:35 | s/l | 16 | 0.78 | 1.29467 | 1.29467 | 1.28337 | -569.40 | 100548.34 |
33 | 2020.02.11 09:11 | sell | 17 | 0.77 | 1.29004 | 1.29734 | 1.28604 | ||
34 | 2020.02.12 10:27 | s/l | 17 | 0.77 | 1.29734 | 1.29734 | 1.28604 | -562.75 | 99985.59 |
35 | 2020.02.13 14:16 | buy | 18 | 0.76 | 1.30211 | 1.29481 | 1.30611 | ||
36 | 2020.02.13 17:17 | t/p | 18 | 0.76 | 1.30611 | 1.29481 | 1.30611 | 304.00 | 100289.59 |
37 | 2020.02.14 15:24 | sell | 19 | 0.77 | 1.30121 | 1.30851 | 1.29721 | ||
38 | 2020.02.14 23:00 | close | 19 | 0.77 | 1.30500 | 1.30851 | 1.29721 | -291.83 | 99997.76 |
39 | 2020.02.18 08:56 | sell | 20 | 0.76 | 1.29865 | 1.30595 | 1.29465 | ||
40 | 2020.02.19 17:34 | t/p | 20 | 0.76 | 1.29465 | 1.30595 | 1.29465 | 303.36 | 100301.12 |
41 | 2020.02.20 09:18 | sell | 21 | 0.77 | 1.28917 | 1.29647 | 1.28517 | ||
42 | 2020.02.20 13:19 | t/p | 21 | 0.77 | 1.28517 | 1.29647 | 1.28517 | 308.00 | 100609.12 |
43 | 2020.02.24 10:22 | sell | 22 | 0.77 | 1.29173 | 1.29903 | 1.28773 | ||
44 | 2020.02.24 21:24 | close | 22 | 0.77 | 1.29172 | 1.29903 | 1.28773 | 0.77 | 100609.89 |
45 | 2020.02.26 11:42 | sell | 23 | 0.77 | 1.29445 | 1.30175 | 1.29045 | ||
46 | 2020.02.26 20:06 | t/p | 23 | 0.77 | 1.29045 | 1.30175 | 1.29045 | 308.00 | 100917.89 |
47 | 2020.02.27 12:04 | sell | 24 | 0.78 | 1.28853 | 1.29583 | 1.28453 | ||
48 | 2020.02.28 00:01 | close | 24 | 0.78 | 1.28849 | 1.29583 | 1.28453 | 2.46 | 100920.36 |
49 | 2020.02.28 15:52 | sell | 25 | 0.78 | 1.28497 | 1.29227 | 1.28097 | ||
50 | 2020.02.28 17:41 | t/p | 25 | 0.78 | 1.28097 | 1.29227 | 1.28097 | 312.00 | 101232.36 |
51 | 2020.02.28 20:36 | sell | 26 | 0.79 | 1.27281 | 1.28011 | 1.26881 | ||
52 | 2020.02.28 21:33 | s/l | 26 | 0.79 | 1.28011 | 1.28011 | 1.26881 | -576.70 | 100655.66 |
53 | 2020.03.10 08:58 | sell | 27 | 0.77 | 1.30222 | 1.30952 | 1.29822 | ||
54 | 2020.03.10 18:48 | t/p | 27 | 0.77 | 1.29822 | 1.30952 | 1.29822 | 308.00 | 100963.66 |
55 | 2020.03.10 19:16 | sell | 28 | 0.78 | 1.29139 | 1.29869 | 1.28739 | ||
56 | 2020.03.11 00:19 | t/p | 28 | 0.78 | 1.28739 | 1.29869 | 1.28739 | 311.34 | 101275.00 |
57 | 2020.03.11 10:01 | sell | 29 | 0.78 | 1.28502 | 1.29232 | 1.28102 | ||
58 | 2020.03.11 11:05 | s/l | 29 | 0.78 | 1.29232 | 1.29232 | 1.28102 | -569.40 | 100705.60 |
59 | 2020.03.11 22:59 | sell | 30 | 0.78 | 1.28073 | 1.28803 | 1.27673 | ||
60 | 2020.03.12 12:00 | t/p | 30 | 0.78 | 1.27673 | 1.28803 | 1.27673 | 310.03 | 101015.64 |
61 | 2020.03.12 12:42 | sell | 31 | 0.79 | 1.27433 | 1.28163 | 1.27033 | ||
62 | 2020.03.12 15:16 | t/p | 31 | 0.79 | 1.27033 | 1.28163 | 1.27033 | 316.00 | 101331.64 |
63 | 2020.03.12 16:45 | sell | 32 | 0.80 | 1.26357 | 1.27087 | 1.25957 | ||
64 | 2020.03.12 17:04 | t/p | 32 | 0.80 | 1.25957 | 1.27087 | 1.25957 | 320.00 | 101651.64 |
65 | 2020.03.12 18:57 | sell | 33 | 0.80 | 1.25518 | 1.26248 | 1.25118 | ||
66 | 2020.03.12 19:08 | t/p | 33 | 0.80 | 1.25118 | 1.26248 | 1.25118 | 320.00 | 101971.64 |
67 | 2020.03.13 15:57 | sell | 34 | 0.81 | 1.24667 | 1.25397 | 1.24267 | ||
68 | 2020.03.13 18:57 | t/p | 34 | 0.81 | 1.24267 | 1.25397 | 1.24267 | 324.00 | 102295.64 |
69 | 2020.03.13 19:44 | sell | 35 | 0.82 | 1.23584 | 1.24314 | 1.23184 | ||
70 | 2020.03.13 21:23 | t/p | 35 | 0.82 | 1.23184 | 1.24314 | 1.23184 | 328.00 | 102623.64 |
71 | 2020.03.17 12:47 | sell | 36 | 0.84 | 1.21630 | 1.22360 | 1.21230 | ||
72 | 2020.03.17 13:45 | t/p | 36 | 0.84 | 1.21230 | 1.22360 | 1.21230 | 336.00 | 102959.64 |
73 | 2020.03.17 16:43 | sell | 37 | 0.85 | 1.20657 | 1.21387 | 1.20257 | ||
74 | 2020.03.17 18:56 | t/p | 37 | 0.85 | 1.20257 | 1.21387 | 1.20257 | 340.00 | 103299.64 |
75 | 2020.03.18 14:08 | sell | 38 | 0.86 | 1.19649 | 1.20379 | 1.19249 | ||
76 | 2020.03.18 14:25 | t/p | 38 | 0.86 | 1.19249 | 1.20379 | 1.19249 | 344.00 | 103643.64 |
77 | 2020.03.18 14:36 | sell | 39 | 0.87 | 1.18955 | 1.19685 | 1.18555 | ||
78 | 2020.03.18 15:22 | t/p | 39 | 0.87 | 1.18555 | 1.19685 | 1.18555 | 348.00 | 103991.64 |
79 | 2020.03.18 16:40 | sell | 40 | 0.88 | 1.18042 | 1.18772 | 1.17642 | ||
80 | 2020.03.18 16:45 | t/p | 40 | 0.88 | 1.17642 | 1.18772 | 1.17642 | 352.00 | 104343.64 |
81 | 2020.03.18 19:35 | sell | 41 | 0.89 | 1.17175 | 1.17905 | 1.16775 | ||
82 | 2020.03.18 19:41 | t/p | 41 | 0.89 | 1.16775 | 1.17905 | 1.16775 | 356.00 | 104699.64 |
83 | 2020.03.25 17:48 | sell | 42 | 0.89 | 1.16854 | 1.17584 | 1.16454 | ||
84 | 2020.03.25 18:37 | t/p | 42 | 0.89 | 1.16454 | 1.17584 | 1.16454 | 356.00 | 105055.64 |
85 | 2020.03.31 03:48 | sell | 43 | 0.85 | 1.22925 | 1.23655 | 1.22525 | ||
86 | 2020.03.31 03:49 | t/p | 43 | 0.85 | 1.22525 | 1.23655 | 1.22525 | 340.00 | 105395.64 |
87 | 2020.04.03 10:21 | sell | 44 | 0.85 | 1.23332 | 1.24062 | 1.22932 | ||
88 | 2020.04.03 11:54 | t/p | 44 | 0.85 | 1.22932 | 1.24062 | 1.22932 | 340.00 | 105735.64 |
89 | 2020.04.03 12:09 | sell | 45 | 0.86 | 1.22665 | 1.23395 | 1.22265 | ||
90 | 2020.04.03 17:44 | t/p | 45 | 0.86 | 1.22265 | 1.23395 | 1.22265 | 344.00 | 106079.64 |
91 | 2020.04.07 01:14 | sell | 46 | 0.86 | 1.21961 | 1.22691 | 1.21561 | ||
92 | 2020.04.07 04:48 | s/l | 46 | 0.86 | 1.22691 | 1.22691 | 1.21561 | -627.80 | 105451.84 |