Symbol | NAS100 (NASDAQ 100 index of US listed shares) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.06 23:00 (2019.09.01 - 2019.12.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=6000; TakeProfit=2000; TrackPeriod=10; TRRR=1.6; MinDev=10; UpATRR=3; UpDPR=0.4; DownATRR=2.5; DownDPR=0.7; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4185 | Ticks modelled | 9839061 | Modelling quality | 90.00% |
Mismatched charts errors | 23 | ||||
Initial deposit | 10000.00 | Spread | 500 | ||
Total net profit | 2524.62 | Gross profit | 3458.42 | Gross loss | -933.80 |
Profit factor | 3.70 | Expected payoff | 52.60 | ||
Absolute drawdown | 178.59 | Maximal drawdown | 658.84 (5.44%) | Relative drawdown | 5.44% (658.84) |
Total trades | 48 | Short positions (won %) | 25 (88.00%) | Long positions (won %) | 23 (78.26%) |
Profit trades (% of total) | 40 (83.33%) | Loss trades (% of total) | 8 (16.67%) | ||
Largest | profit trade | 276.14 | loss trade | -474.50 | |
Average | profit trade | 86.46 | loss trade | -116.72 | |
Maximum | consecutive wins (profit in money) | 9 (562.81) | consecutive losses (loss in money) | 2 (-491.28) | |
Maximal | consecutive profit (count of wins) | 808.25 (7) | consecutive loss (count of losses) | -491.28 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 18:49 | sell | 1 | 6.60 | 7599.88 | 7664.88 | 0.00 | ||
2 | 2019.09.02 18:50 | close | 1 | 6.60 | 7586.01 | 7664.88 | 0.00 | 91.54 | 10091.54 |
3 | 2019.09.05 04:29 | buy | 2 | 6.50 | 7773.68 | 7708.68 | 0.00 | ||
4 | 2019.09.05 04:32 | close | 2 | 6.50 | 7777.52 | 7708.68 | 0.00 | 24.96 | 10116.50 |
5 | 2019.09.05 19:00 | sell | 3 | 6.40 | 7846.30 | 7911.30 | 0.00 | ||
6 | 2019.09.06 04:52 | close | 3 | 6.40 | 7860.10 | 7911.30 | 0.00 | -90.23 | 10026.27 |
7 | 2019.09.09 16:56 | sell | 4 | 6.40 | 7844.69 | 7909.69 | 0.00 | ||
8 | 2019.09.09 19:40 | close | 4 | 6.40 | 7813.76 | 7909.69 | 0.00 | 197.95 | 10224.22 |
9 | 2019.09.11 08:00 | sell | 5 | 6.50 | 7821.70 | 7886.70 | 0.00 | ||
10 | 2019.09.11 10:12 | close | 5 | 6.50 | 7812.92 | 7886.70 | 0.00 | 57.07 | 10281.29 |
11 | 2019.09.12 02:22 | buy | 6 | 6.50 | 7925.97 | 7860.97 | 0.00 | ||
12 | 2019.09.12 02:29 | close | 6 | 6.50 | 7936.90 | 7860.97 | 0.00 | 71.05 | 10352.34 |
13 | 2019.09.12 05:00 | sell | 7 | 6.50 | 7928.40 | 7993.40 | 0.00 | ||
14 | 2019.09.12 08:51 | close | 7 | 6.50 | 7922.28 | 7993.40 | 0.00 | 39.78 | 10392.12 |
15 | 2019.09.13 01:30 | buy | 8 | 6.60 | 7925.60 | 7860.60 | 0.00 | ||
16 | 2019.09.13 03:34 | close | 8 | 6.60 | 7926.76 | 7860.60 | 0.00 | 7.66 | 10399.78 |
17 | 2019.09.18 21:14 | sell | 9 | 6.70 | 7804.65 | 7869.65 | 0.00 | ||
18 | 2019.09.18 21:48 | close | 9 | 6.70 | 7794.15 | 7869.65 | 0.00 | 70.35 | 10470.13 |
19 | 2019.09.20 20:15 | sell | 10 | 6.70 | 7803.10 | 7868.10 | 0.00 | ||
20 | 2019.09.20 20:17 | close | 10 | 6.70 | 7792.77 | 7868.10 | 0.00 | 69.21 | 10539.34 |
21 | 2019.09.20 22:00 | buy | 11 | 6.70 | 7837.70 | 7772.70 | 0.00 | ||
22 | 2019.09.20 23:00 | close | 11 | 6.70 | 7809.60 | 7772.70 | 0.00 | -188.27 | 10351.07 |
23 | 2019.09.23 13:00 | buy | 12 | 6.60 | 7818.60 | 7753.60 | 0.00 | ||
24 | 2019.09.23 16:00 | close | 12 | 6.60 | 7819.65 | 7753.60 | 0.00 | 6.93 | 10358.00 |
25 | 2019.09.24 18:44 | sell | 13 | 6.70 | 7755.64 | 7820.64 | 0.00 | ||
26 | 2019.09.24 19:23 | close | 13 | 6.70 | 7729.39 | 7820.64 | 0.00 | 175.88 | 10533.88 |
27 | 2019.09.25 13:30 | buy | 14 | 6.80 | 7689.20 | 7624.20 | 0.00 | ||
28 | 2019.09.25 15:10 | close | 14 | 6.80 | 7699.49 | 7624.20 | 0.00 | 69.97 | 10603.85 |
29 | 2019.09.26 16:40 | sell | 15 | 6.80 | 7752.14 | 7817.14 | 0.00 | ||
30 | 2019.09.26 18:03 | close | 15 | 6.80 | 7735.22 | 7817.14 | 0.00 | 115.06 | 10718.91 |
31 | 2019.09.27 16:54 | sell | 16 | 6.90 | 7743.09 | 7808.09 | 0.00 | ||
32 | 2019.09.27 17:05 | close | 16 | 6.90 | 7731.67 | 7808.09 | 0.00 | 78.80 | 10797.71 |
33 | 2019.09.27 23:00 | buy | 17 | 7.00 | 7680.80 | 7569.72 | 0.00 | ||
34 | 2019.09.27 23:00 | close | 17 | 7.00 | 7675.85 | 7569.72 | 0.00 | -34.65 | 10763.06 |
35 | 2019.10.02 10:12 | sell | 18 | 7.00 | 7651.87 | 7716.87 | 0.00 | ||
36 | 2019.10.02 11:52 | close | 18 | 7.00 | 7635.61 | 7716.87 | 0.00 | 113.82 | 10876.88 |
37 | 2019.10.03 17:01 | sell | 19 | 7.30 | 7475.74 | 7540.74 | 0.00 | ||
38 | 2019.10.03 17:08 | close | 19 | 7.30 | 7463.72 | 7540.74 | 0.00 | 87.75 | 10964.63 |
39 | 2019.10.04 08:14 | buy | 20 | 7.20 | 7666.50 | 7601.50 | 0.00 | ||
40 | 2019.10.04 15:31 | close | 20 | 7.20 | 7670.11 | 7601.50 | 0.00 | 25.99 | 10990.62 |
41 | 2019.10.08 10:54 | sell | 21 | 7.10 | 7718.99 | 7783.99 | 0.00 | ||
42 | 2019.10.08 12:32 | close | 21 | 7.10 | 7707.90 | 7783.99 | 0.00 | 78.74 | 11069.36 |
43 | 2019.10.08 18:30 | buy | 22 | 7.20 | 7634.90 | 7569.34 | 0.00 | ||
44 | 2019.10.08 19:45 | close | 22 | 7.20 | 7671.16 | 7569.34 | 0.00 | 261.07 | 11330.43 |
45 | 2019.10.10 01:20 | sell | 23 | 7.40 | 7627.08 | 7692.08 | 0.00 | ||
46 | 2019.10.10 01:20 | close | 23 | 7.40 | 7607.07 | 7692.08 | 0.00 | 148.07 | 11478.50 |
47 | 2019.10.11 19:30 | sell | 24 | 7.30 | 7865.70 | 7930.70 | 0.00 | ||
48 | 2019.10.11 22:46 | close | 24 | 7.30 | 7861.60 | 7930.70 | 0.00 | 29.93 | 11508.43 |
49 | 2019.10.15 11:30 | sell | 25 | 7.30 | 7879.70 | 7944.70 | 0.00 | ||
50 | 2019.10.15 13:21 | close | 25 | 7.30 | 7873.91 | 7944.70 | 0.00 | 42.27 | 11550.70 |
51 | 2019.10.18 20:30 | buy | 26 | 7.30 | 7872.00 | 7807.00 | 0.00 | ||
52 | 2019.10.18 23:00 | close | 26 | 7.30 | 7861.70 | 7807.00 | 0.00 | -75.19 | 11475.51 |
53 | 2019.10.22 03:20 | buy | 27 | 7.20 | 7960.98 | 7895.98 | 0.00 | ||
54 | 2019.10.22 16:33 | close | 27 | 7.20 | 7965.34 | 7895.98 | 0.00 | 31.39 | 11506.90 |
55 | 2019.10.25 16:52 | buy | 28 | 7.20 | 7958.79 | 7893.79 | 0.00 | ||
56 | 2019.10.25 17:15 | close | 28 | 7.20 | 7962.69 | 7893.79 | 0.00 | 28.08 | 11534.98 |
57 | 2019.10.28 11:14 | buy | 29 | 7.20 | 8065.83 | 8000.83 | 0.00 | ||
58 | 2019.10.28 16:43 | close | 29 | 7.20 | 8074.45 | 8000.83 | 0.00 | 62.06 | 11597.04 |
59 | 2019.10.31 12:18 | sell | 30 | 7.20 | 8084.06 | 8149.06 | 0.00 | ||
60 | 2019.10.31 17:16 | close | 30 | 7.20 | 8065.90 | 8149.06 | 0.00 | 130.75 | 11727.79 |
61 | 2019.11.07 09:21 | buy | 31 | 7.10 | 8219.72 | 8154.72 | 0.00 | ||
62 | 2019.11.07 09:51 | close | 31 | 7.10 | 8231.98 | 8154.72 | 0.00 | 87.05 | 11814.84 |
63 | 2019.11.07 23:31 | buy | 32 | 7.20 | 8223.50 | 8158.50 | 0.00 | ||
64 | 2019.11.08 02:09 | close | 32 | 7.20 | 8229.78 | 8158.50 | 0.00 | 34.27 | 11849.11 |
65 | 2019.11.12 10:00 | sell | 33 | 7.20 | 8249.60 | 8314.60 | 0.00 | ||
66 | 2019.11.12 11:41 | close | 33 | 7.20 | 8241.74 | 8314.60 | 0.00 | 56.59 | 11905.70 |
67 | 2019.11.12 20:00 | sell | 34 | 7.20 | 8274.80 | 8339.80 | 0.00 | ||
68 | 2019.11.12 21:11 | close | 34 | 7.20 | 8263.94 | 8339.80 | 0.00 | 78.19 | 11983.89 |
69 | 2019.11.18 09:17 | buy | 35 | 7.20 | 8333.59 | 8268.59 | 0.00 | ||
70 | 2019.11.18 09:17 | close | 35 | 7.20 | 8341.15 | 8268.59 | 0.00 | 54.43 | 12038.32 |
71 | 2019.11.18 11:30 | sell | 36 | 7.20 | 8325.10 | 8390.10 | 0.00 | ||
72 | 2019.11.18 15:19 | close | 36 | 7.20 | 8327.43 | 8390.10 | 0.00 | -16.78 | 12021.54 |
73 | 2019.11.18 16:44 | sell | 37 | 7.30 | 8272.92 | 8337.92 | 0.00 | ||
74 | 2019.11.18 21:23 | s/l | 37 | 7.30 | 8337.92 | 8337.92 | 0.00 | -474.50 | 11547.04 |
75 | 2019.11.19 16:54 | sell | 38 | 6.90 | 8331.46 | 8396.46 | 0.00 | ||
76 | 2019.11.19 17:54 | close | 38 | 6.90 | 8318.84 | 8396.46 | 0.00 | 87.08 | 11634.12 |
77 | 2019.11.20 19:58 | sell | 39 | 7.00 | 8257.99 | 8322.99 | 0.00 | ||
78 | 2019.11.20 20:12 | close | 39 | 7.00 | 8238.50 | 8322.99 | 0.00 | 136.43 | 11770.55 |
79 | 2019.11.20 22:00 | buy | 40 | 7.10 | 8268.40 | 8203.40 | 0.00 | ||
80 | 2019.11.21 04:22 | close | 40 | 7.10 | 8263.30 | 8203.40 | 0.00 | -47.01 | 11723.54 |
81 | 2019.11.22 19:30 | buy | 41 | 7.10 | 8262.80 | 8197.80 | 0.00 | ||
82 | 2019.11.22 22:10 | close | 41 | 7.10 | 8261.79 | 8197.80 | 0.00 | -7.17 | 11716.37 |
83 | 2019.11.25 16:33 | buy | 42 | 7.00 | 8328.93 | 8263.93 | 0.00 | ||
84 | 2019.11.26 07:30 | close | 42 | 7.00 | 8369.90 | 8263.93 | 0.00 | 276.14 | 11992.51 |
85 | 2019.12.02 16:38 | sell | 43 | 7.20 | 8373.37 | 8438.37 | 0.00 | ||
86 | 2019.12.02 16:41 | close | 43 | 7.20 | 8359.24 | 8438.37 | 0.00 | 101.74 | 12094.25 |
87 | 2019.12.03 12:14 | sell | 44 | 7.30 | 8286.48 | 8351.48 | 0.00 | ||
88 | 2019.12.03 12:22 | close | 44 | 7.30 | 8274.83 | 8351.48 | 0.00 | 85.05 | 12179.30 |
89 | 2019.12.03 18:00 | buy | 45 | 7.40 | 8192.90 | 8127.90 | 0.00 | ||
90 | 2019.12.03 21:55 | close | 45 | 7.40 | 8223.54 | 8127.90 | 0.00 | 226.74 | 12406.04 |
91 | 2019.12.04 11:07 | buy | 46 | 7.50 | 8299.93 | 8234.93 | 0.00 | ||
92 | 2019.12.04 16:37 | close | 46 | 7.50 | 8303.94 | 8234.93 | 0.00 | 30.08 | 12436.12 |
93 | 2019.12.05 19:30 | buy | 47 | 7.50 | 8288.80 | 8223.80 | 0.00 | ||
94 | 2019.12.05 21:12 | close | 47 | 7.50 | 8297.02 | 8223.80 | 0.00 | 61.65 | 12497.77 |
95 | 2019.12.06 15:40 | buy | 48 | 7.50 | 8363.40 | 8298.40 | 0.00 | ||
96 | 2019.12.06 15:57 | close | 48 | 7.50 | 8366.98 | 8298.40 | 0.00 | 26.85 | 12524.62 |