Symbol | NAS100 (US Tech Index) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=55; TakeProfit=25; TrackPeriod=15; TRRR=1.6; MinDev=14; UpATRR=2; UpDPR=0.5; DownATRR=2.5; DownDPR=0.5; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4417 | Ticks modelled | 1310859 | Modelling quality | 77.31% |
Mismatched charts errors | 5 | ||||
Initial deposit | 10000.00 | Spread | 3 | ||
Total net profit | 4257.53 | Gross profit | 6167.83 | Gross loss | -1910.30 |
Profit factor | 3.23 | Expected payoff | 65.50 | ||
Absolute drawdown | 71.50 | Maximal drawdown | 730.70 (6.73%) | Relative drawdown | 6.73% (730.70) |
Total trades | 65 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 43 (81.40%) |
Profit trades (% of total) | 56 (86.15%) | Loss trades (% of total) | 9 (13.85%) | ||
Largest | profit trade | 483.00 | loss trade | -423.40 | |
Average | profit trade | 110.14 | loss trade | -212.26 | |
Maximum | consecutive wins (profit in money) | 16 (2150.37) | consecutive losses (loss in money) | 2 (-14.84) | |
Maximal | consecutive profit (count of wins) | 2150.37 (16) | consecutive loss (count of losses) | -423.40 (1) | |
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 | 6.50 | 7601 | 7659 | 0 | ||
2 | 2019.09.02 18:51 | close | 1 | 6.50 | 7591 | 7659 | 0 | 65.00 | 10065.00 |
3 | 2019.09.04 09:18 | buy | 2 | 6.50 | 7710 | 7652 | 0 | ||
4 | 2019.09.04 11:16 | close | 2 | 6.50 | 7716 | 7652 | 0 | 39.00 | 10104.00 |
5 | 2019.09.05 04:26 | buy | 3 | 6.50 | 7766 | 7708 | 0 | ||
6 | 2019.09.05 09:04 | close | 3 | 6.50 | 7799 | 7708 | 0 | 214.50 | 10318.50 |
7 | 2019.09.05 17:17 | buy | 4 | 6.50 | 7876 | 7818 | 0 | ||
8 | 2019.09.06 15:44 | close | 4 | 6.50 | 7880 | 7818 | 0 | 18.91 | 10337.42 |
9 | 2019.09.09 22:30 | buy | 5 | 6.60 | 7825 | 7767 | 0 | ||
10 | 2019.09.10 01:35 | close | 5 | 6.60 | 7838 | 7767 | 0 | 78.61 | 10416.02 |
11 | 2019.09.11 07:07 | buy | 6 | 6.60 | 7845 | 7787 | 0 | ||
12 | 2019.09.11 17:48 | close | 6 | 6.60 | 7855 | 7787 | 0 | 66.00 | 10482.02 |
13 | 2019.09.12 02:22 | buy | 7 | 6.60 | 7921 | 7863 | 0 | ||
14 | 2019.09.12 02:33 | close | 7 | 6.60 | 7938 | 7863 | 0 | 112.20 | 10594.22 |
15 | 2019.09.12 05:00 | sell | 8 | 6.60 | 7932 | 7990 | 0 | ||
16 | 2019.09.12 08:53 | close | 8 | 6.60 | 7923 | 7990 | 0 | 59.40 | 10653.62 |
17 | 2019.09.18 21:13 | sell | 9 | 6.80 | 7811 | 7869 | 0 | ||
18 | 2019.09.18 21:49 | close | 9 | 6.80 | 7805 | 7869 | 0 | 40.80 | 10694.42 |
19 | 2019.09.20 20:13 | sell | 10 | 6.80 | 7818 | 7876 | 0 | ||
20 | 2019.09.20 20:16 | close | 10 | 6.80 | 7806 | 7876 | 0 | 81.60 | 10776.02 |
21 | 2019.09.20 22:00 | buy | 11 | 6.80 | 7841 | 7783 | 0 | ||
22 | 2019.09.20 23:00 | close | 11 | 6.80 | 7816 | 7783 | 0 | -170.00 | 10606.02 |
23 | 2019.09.23 13:00 | buy | 12 | 6.70 | 7820 | 7762 | 0 | ||
24 | 2019.09.23 16:52 | close | 12 | 6.70 | 7824 | 7762 | 0 | 26.80 | 10632.82 |
25 | 2019.09.24 02:03 | buy | 13 | 6.70 | 7885 | 7827 | 0 | ||
26 | 2019.09.24 17:42 | s/l | 13 | 6.70 | 7827 | 7827 | 0 | -388.60 | 10244.22 |
27 | 2019.09.24 18:41 | sell | 14 | 6.50 | 7769 | 7827 | 0 | ||
28 | 2019.09.24 21:12 | close | 14 | 6.50 | 7727 | 7827 | 0 | 273.00 | 10517.22 |
29 | 2019.09.24 22:00 | buy | 15 | 6.80 | 7712 | 7619 | 0 | ||
30 | 2019.09.25 04:20 | close | 15 | 6.80 | 7729 | 7619 | 0 | 108.19 | 10625.41 |
31 | 2019.09.25 13:30 | buy | 16 | 6.90 | 7689 | 7631 | 0 | ||
32 | 2019.09.25 15:11 | close | 16 | 6.90 | 7704 | 7631 | 0 | 103.50 | 10728.91 |
33 | 2019.09.26 20:00 | buy | 17 | 6.90 | 7751 | 7693 | 0 | ||
34 | 2019.09.26 21:07 | close | 17 | 6.90 | 7776 | 7693 | 0 | 172.50 | 10901.41 |
35 | 2019.09.27 16:57 | sell | 18 | 7.00 | 7735 | 7793 | 0 | ||
36 | 2019.09.27 18:39 | close | 18 | 7.00 | 7714 | 7793 | 0 | 147.00 | 11048.41 |
37 | 2019.09.27 23:00 | buy | 19 | 7.10 | 7682 | 7572 | 0 | ||
38 | 2019.09.27 23:00 | close | 19 | 7.10 | 7680 | 7572 | 0 | -14.20 | 11034.21 |
39 | 2019.10.01 22:00 | buy | 20 | 7.10 | 7706 | 7633 | 0 | ||
40 | 2019.10.02 03:02 | close | 20 | 7.10 | 7707 | 7633 | 0 | -0.64 | 11033.57 |
41 | 2019.10.02 10:20 | sell | 21 | 7.20 | 7652 | 7710 | 0 | ||
42 | 2019.10.02 12:15 | close | 21 | 7.20 | 7642 | 7710 | 0 | 72.00 | 11105.57 |
43 | 2019.10.03 17:02 | sell | 22 | 7.40 | 7482 | 7540 | 0 | ||
44 | 2019.10.03 17:09 | close | 22 | 7.40 | 7474 | 7540 | 0 | 59.20 | 11164.77 |
45 | 2019.10.04 08:10 | buy | 23 | 7.20 | 7659 | 7601 | 0 | ||
46 | 2019.10.04 15:31 | close | 23 | 7.20 | 7663 | 7601 | 0 | 28.80 | 11193.57 |
47 | 2019.10.08 13:21 | sell | 24 | 7.20 | 7670 | 7728 | 0 | ||
48 | 2019.10.08 14:00 | close | 24 | 7.20 | 7663 | 7728 | 0 | 50.40 | 11243.97 |
49 | 2019.10.08 15:00 | buy | 25 | 7.30 | 7678 | 7620 | 0 | ||
50 | 2019.10.08 17:02 | s/l | 25 | 7.30 | 7620 | 7620 | 0 | -423.40 | 10820.57 |
51 | 2019.10.08 18:30 | buy | 26 | 7.00 | 7636 | 7573 | 0 | ||
52 | 2019.10.08 19:45 | close | 26 | 7.00 | 7677 | 7573 | 0 | 287.00 | 11107.57 |
53 | 2019.10.09 12:11 | buy | 27 | 7.20 | 7685 | 7627 | 0 | ||
54 | 2019.10.09 12:47 | close | 27 | 7.20 | 7694 | 7627 | 0 | 64.80 | 11172.37 |
55 | 2019.10.10 01:21 | sell | 28 | 7.30 | 7599 | 7657 | 0 | ||
56 | 2019.10.10 01:28 | close | 28 | 7.30 | 7594 | 7657 | 0 | 36.50 | 11208.87 |
57 | 2019.10.10 16:55 | buy | 29 | 7.20 | 7740 | 7682 | 0 | ||
58 | 2019.10.10 19:09 | close | 29 | 7.20 | 7755 | 7682 | 0 | 108.00 | 11316.87 |
59 | 2019.10.10 19:30 | sell | 30 | 7.30 | 7733 | 7797 | 0 | ||
60 | 2019.10.10 21:08 | close | 30 | 7.30 | 7711 | 7797 | 0 | 160.60 | 11477.47 |
61 | 2019.10.11 14:00 | sell | 31 | 7.30 | 7829 | 7887 | 0 | ||
62 | 2019.10.11 17:31 | s/l | 31 | 7.30 | 7887 | 7887 | 0 | -423.40 | 11054.07 |
63 | 2019.10.11 19:30 | sell | 32 | 7.00 | 7871 | 7929 | 0 | ||
64 | 2019.10.11 19:32 | close | 32 | 7.00 | 7843 | 7929 | 0 | 196.00 | 11250.07 |
65 | 2019.10.14 14:30 | buy | 33 | 7.10 | 7823 | 7765 | 0 | ||
66 | 2019.10.14 15:02 | close | 33 | 7.10 | 7839 | 7765 | 0 | 113.60 | 11363.67 |
67 | 2019.10.17 12:34 | buy | 34 | 7.10 | 7978 | 7920 | 0 | ||
68 | 2019.10.17 18:52 | s/l | 34 | 7.10 | 7920 | 7920 | 0 | -411.80 | 10951.87 |
69 | 2019.10.18 18:57 | sell | 35 | 6.90 | 7859 | 7917 | 0 | ||
70 | 2019.10.18 19:23 | close | 35 | 6.90 | 7846 | 7917 | 0 | 89.70 | 11041.57 |
71 | 2019.10.18 20:30 | buy | 36 | 7.00 | 7876 | 7818 | 0 | ||
72 | 2019.10.18 23:00 | close | 36 | 7.00 | 7867 | 7818 | 0 | -63.00 | 10978.57 |
73 | 2019.10.22 03:17 | buy | 37 | 6.80 | 7960 | 7902 | 0 | ||
74 | 2019.10.22 04:32 | close | 37 | 6.80 | 7966 | 7902 | 0 | 40.80 | 11019.37 |
75 | 2019.10.25 16:50 | buy | 38 | 6.90 | 7960 | 7902 | 0 | ||
76 | 2019.10.25 23:00 | close | 38 | 6.90 | 8030 | 7902 | 0 | 483.00 | 11502.37 |
77 | 2019.10.28 11:14 | buy | 39 | 7.10 | 8069 | 8011 | 0 | ||
78 | 2019.10.28 16:43 | close | 39 | 7.10 | 8081 | 8011 | 0 | 85.20 | 11587.57 |
79 | 2019.10.29 11:24 | sell | 40 | 7.10 | 8093 | 8151 | 0 | ||
80 | 2019.10.29 15:03 | close | 40 | 7.10 | 8087 | 8151 | 0 | 42.60 | 11630.17 |
81 | 2019.10.31 12:18 | sell | 41 | 7.10 | 8088 | 8146 | 0 | ||
82 | 2019.10.31 17:06 | close | 41 | 7.10 | 8082 | 8146 | 0 | 42.60 | 11672.77 |
83 | 2019.11.04 10:10 | buy | 42 | 7.10 | 8199 | 8141 | 0 | ||
84 | 2019.11.04 12:37 | close | 42 | 7.10 | 8205 | 8141 | 0 | 42.60 | 11715.37 |
85 | 2019.11.06 20:30 | buy | 43 | 7.10 | 8187 | 8129 | 0 | ||
86 | 2019.11.06 22:11 | close | 43 | 7.10 | 8190 | 8129 | 0 | 21.30 | 11736.67 |
87 | 2019.11.07 09:19 | buy | 44 | 7.10 | 8214 | 8156 | 0 | ||
88 | 2019.11.07 09:53 | close | 44 | 7.10 | 8233 | 8156 | 0 | 134.90 | 11871.57 |
89 | 2019.11.07 23:30 | buy | 45 | 7.20 | 8225 | 8167 | 0 | ||
90 | 2019.11.08 02:09 | close | 45 | 7.20 | 8235 | 8167 | 0 | 64.15 | 11935.72 |
91 | 2019.11.18 09:17 | buy | 46 | 7.10 | 8330 | 8272 | 0 | ||
92 | 2019.11.18 09:18 | close | 46 | 7.10 | 8343 | 8272 | 0 | 92.30 | 12028.02 |
93 | 2019.11.18 18:30 | buy | 47 | 7.20 | 8309 | 8251 | 0 | ||
94 | 2019.11.18 20:16 | close | 47 | 7.20 | 8314 | 8251 | 0 | 36.00 | 12064.02 |
95 | 2019.11.20 19:58 | sell | 48 | 7.30 | 8250 | 8308 | 0 | ||
96 | 2019.11.20 20:12 | close | 48 | 7.30 | 8242 | 8308 | 0 | 58.40 | 12122.42 |
97 | 2019.11.20 22:00 | buy | 49 | 7.30 | 8271 | 8213 | 0 | ||
98 | 2019.11.21 04:22 | close | 49 | 7.30 | 8270 | 8213 | 0 | -15.26 | 12107.17 |
99 | 2019.11.22 19:30 | buy | 50 | 7.30 | 8264 | 8206 | 0 | ||
100 | 2019.11.22 22:28 | close | 50 | 7.30 | 8268 | 8206 | 0 | 29.20 | 12136.37 |
101 | 2019.11.25 16:31 | buy | 51 | 7.20 | 8324 | 8266 | 0 | ||
102 | 2019.11.26 08:00 | close | 51 | 7.20 | 8375 | 8266 | 0 | 359.35 | 12495.72 |
103 | 2019.12.02 16:38 | sell | 52 | 7.40 | 8379 | 8437 | 0 | ||
104 | 2019.12.02 16:42 | close | 52 | 7.40 | 8368 | 8437 | 0 | 81.40 | 12577.12 |
105 | 2019.12.02 17:05 | sell | 53 | 7.50 | 8302 | 8360 | 0 | ||
106 | 2019.12.02 17:37 | close | 53 | 7.50 | 8291 | 8360 | 0 | 82.50 | 12659.62 |
107 | 2019.12.02 19:30 | buy | 54 | 7.60 | 8298 | 8220 | 0 | ||
108 | 2019.12.03 02:53 | close | 54 | 7.60 | 8312 | 8220 | 0 | 98.12 | 12757.73 |
109 | 2019.12.03 12:13 | sell | 55 | 7.60 | 8294 | 8352 | 0 | ||
110 | 2019.12.03 13:24 | close | 55 | 7.60 | 8282 | 8352 | 0 | 91.20 | 12848.93 |
111 | 2019.12.03 18:00 | buy | 56 | 7.80 | 8194 | 8136 | 0 | ||
112 | 2019.12.03 21:57 | close | 56 | 7.80 | 8230 | 8136 | 0 | 280.80 | 13129.73 |
113 | 2019.12.04 11:07 | buy | 57 | 7.90 | 8287 | 8229 | 0 | ||
114 | 2019.12.04 11:08 | close | 57 | 7.90 | 8299 | 8229 | 0 | 94.80 | 13224.53 |
115 | 2019.12.05 19:30 | buy | 58 | 7.90 | 8292 | 8234 | 0 | ||
116 | 2019.12.05 21:28 | close | 58 | 7.90 | 8305 | 8234 | 0 | 102.70 | 13327.23 |
117 | 2019.12.06 08:09 | buy | 59 | 7.90 | 8341 | 8283 | 0 | ||
118 | 2019.12.06 23:00 | close | 59 | 7.90 | 8397 | 8283 | 0 | 442.40 | 13769.63 |
119 | 2019.12.09 16:37 | buy | 60 | 8.10 | 8411 | 8353 | 0 | ||
120 | 2019.12.09 16:52 | close | 60 | 8.10 | 8417 | 8353 | 0 | 48.60 | 13818.23 |
121 | 2019.12.10 10:52 | sell | 61 | 8.20 | 8332 | 8390 | 0 | ||
122 | 2019.12.10 10:58 | close | 61 | 8.20 | 8326 | 8390 | 0 | 49.20 | 13867.43 |
123 | 2019.12.10 13:00 | buy | 62 | 8.30 | 8328 | 8270 | 0 | ||
124 | 2019.12.10 15:27 | close | 62 | 8.30 | 8341 | 8270 | 0 | 107.90 | 13975.33 |
125 | 2019.12.11 10:19 | buy | 63 | 8.30 | 8386 | 8328 | 0 | ||
126 | 2019.12.11 21:33 | close | 63 | 8.30 | 8393 | 8328 | 0 | 58.10 | 14033.43 |
127 | 2019.12.12 16:39 | buy | 64 | 8.30 | 8451 | 8393 | 0 | ||
128 | 2019.12.12 17:43 | close | 64 | 8.30 | 8472 | 8393 | 0 | 174.30 | 14207.73 |
129 | 2019.12.13 14:58 | sell | 65 | 8.30 | 8473 | 8531 | 0 | ||
130 | 2019.12.13 14:58 | close | 65 | 8.30 | 8467 | 8531 | 0 | 49.80 | 14257.53 |