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=65; TakeProfit=20; TrackPeriod=15; TRRR=1; MinDev=30; UpATRR=2; UpDPR=0.5; DownATRR=2.5; DownDPR=0.5; MUR=0.05; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4417 | Ticks modelled | 1310859 | Modelling quality | 77.31% |
Mismatched charts errors | 5 | ||||
Initial deposit | 10000.00 | Spread | 5 | ||
Total net profit | 3550.28 | Gross profit | 4888.55 | Gross loss | -1338.27 |
Profit factor | 3.65 | Expected payoff | 63.40 | ||
Absolute drawdown | 39.00 | Maximal drawdown | 874.40 (7.84%) | Relative drawdown | 7.84% (874.40) |
Total trades | 56 | Short positions (won %) | 22 (100.00%) | Long positions (won %) | 34 (79.41%) |
Profit trades (% of total) | 49 (87.50%) | Loss trades (% of total) | 7 (12.50%) | ||
Largest | profit trade | 462.40 | loss trade | -504.74 | |
Average | profit trade | 99.77 | loss trade | -191.18 | |
Maximum | consecutive wins (profit in money) | 23 (2642.99) | consecutive losses (loss in money) | 2 (-665.00) | |
Maximal | consecutive profit (count of wins) | 2642.99 (23) | consecutive loss (count of losses) | -665.00 (2) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 02:30 | buy | 1 | 6.50 | 7624 | 7554 | 0 | ||
2 | 2019.09.02 05:08 | close | 1 | 6.50 | 7646 | 7554 | 0 | 143.00 | 10143.00 |
3 | 2019.09.02 18:49 | sell | 2 | 6.60 | 7601 | 7671 | 0 | ||
4 | 2019.09.02 18:51 | close | 2 | 6.60 | 7592 | 7671 | 0 | 59.40 | 10202.40 |
5 | 2019.09.04 09:18 | buy | 3 | 6.60 | 7712 | 7642 | 0 | ||
6 | 2019.09.04 11:03 | close | 3 | 6.60 | 7717 | 7642 | 0 | 33.00 | 10235.40 |
7 | 2019.09.04 11:30 | sell | 4 | 6.60 | 7713 | 7783 | 0 | ||
8 | 2019.09.04 15:42 | close | 4 | 6.60 | 7692 | 7783 | 0 | 138.60 | 10374.00 |
9 | 2019.09.05 04:26 | buy | 5 | 6.60 | 7768 | 7698 | 0 | ||
10 | 2019.09.05 09:04 | close | 5 | 6.60 | 7800 | 7698 | 0 | 211.20 | 10585.20 |
11 | 2019.09.05 17:17 | buy | 6 | 6.70 | 7878 | 7808 | 0 | ||
12 | 2019.09.06 12:24 | close | 6 | 6.70 | 7880 | 7808 | 0 | 6.10 | 10591.30 |
13 | 2019.09.11 07:07 | buy | 7 | 6.70 | 7847 | 7777 | 0 | ||
14 | 2019.09.11 17:48 | close | 7 | 6.70 | 7856 | 7777 | 0 | 60.30 | 10651.60 |
15 | 2019.09.12 02:22 | buy | 8 | 6.70 | 7923 | 7853 | 0 | ||
16 | 2019.09.12 02:32 | close | 8 | 6.70 | 7939 | 7853 | 0 | 107.20 | 10758.80 |
17 | 2019.09.12 05:00 | sell | 9 | 6.70 | 7932 | 8002 | 0 | ||
18 | 2019.09.12 08:53 | close | 9 | 6.70 | 7925 | 8002 | 0 | 46.90 | 10805.70 |
19 | 2019.09.16 05:00 | buy | 10 | 6.90 | 7802 | 7732 | 0 | ||
20 | 2019.09.16 08:30 | close | 10 | 6.90 | 7823 | 7732 | 0 | 144.90 | 10950.60 |
21 | 2019.09.18 21:13 | sell | 11 | 7.00 | 7811 | 7881 | 0 | ||
22 | 2019.09.18 21:49 | close | 11 | 7.00 | 7806 | 7881 | 0 | 35.00 | 10985.60 |
23 | 2019.09.20 20:13 | sell | 12 | 7.00 | 7818 | 7888 | 0 | ||
24 | 2019.09.20 20:16 | close | 12 | 7.00 | 7807 | 7888 | 0 | 77.00 | 11062.60 |
25 | 2019.09.20 22:00 | buy | 13 | 7.00 | 7843 | 7773 | 0 | ||
26 | 2019.09.20 23:00 | close | 13 | 7.00 | 7816 | 7773 | 0 | -189.00 | 10873.60 |
27 | 2019.09.24 02:03 | buy | 14 | 6.80 | 7887 | 7817 | 0 | ||
28 | 2019.09.24 17:47 | s/l | 14 | 6.80 | 7817 | 7817 | 0 | -476.00 | 10397.60 |
29 | 2019.09.24 18:41 | sell | 15 | 6.60 | 7769 | 7839 | 0 | ||
30 | 2019.09.24 21:12 | close | 15 | 6.60 | 7728 | 7839 | 0 | 270.60 | 10668.20 |
31 | 2019.09.24 22:00 | buy | 16 | 6.90 | 7714 | 7619 | 0 | ||
32 | 2019.09.25 04:17 | close | 16 | 6.90 | 7727 | 7619 | 0 | 82.18 | 10750.38 |
33 | 2019.09.25 23:30 | sell | 17 | 6.80 | 7801 | 7871 | 0 | ||
34 | 2019.09.26 06:27 | close | 17 | 6.80 | 7792 | 7871 | 0 | 59.23 | 10809.60 |
35 | 2019.09.27 16:57 | sell | 18 | 6.90 | 7735 | 7805 | 0 | ||
36 | 2019.09.27 18:37 | close | 18 | 6.90 | 7730 | 7805 | 0 | 34.50 | 10844.10 |
37 | 2019.09.27 23:00 | buy | 19 | 7.00 | 7684 | 7572 | 0 | ||
38 | 2019.09.27 23:00 | close | 19 | 7.00 | 7680 | 7572 | 0 | -28.00 | 10816.10 |
39 | 2019.10.01 22:00 | buy | 20 | 7.00 | 7708 | 7633 | 0 | ||
40 | 2019.10.02 03:00 | close | 20 | 7.00 | 7705 | 7633 | 0 | -28.63 | 10787.47 |
41 | 2019.10.02 10:20 | sell | 21 | 7.00 | 7652 | 7722 | 0 | ||
42 | 2019.10.02 12:07 | close | 21 | 7.00 | 7643 | 7722 | 0 | 63.00 | 10850.47 |
43 | 2019.10.02 21:00 | buy | 22 | 7.20 | 7527 | 7457 | 0 | ||
44 | 2019.10.03 02:10 | close | 22 | 7.20 | 7551 | 7457 | 0 | 164.95 | 11015.43 |
45 | 2019.10.03 17:02 | sell | 23 | 7.30 | 7482 | 7552 | 0 | ||
46 | 2019.10.03 17:09 | close | 23 | 7.30 | 7476 | 7552 | 0 | 43.80 | 11059.23 |
47 | 2019.10.04 08:10 | buy | 24 | 7.20 | 7661 | 7591 | 0 | ||
48 | 2019.10.04 15:31 | close | 24 | 7.20 | 7663 | 7591 | 0 | 14.40 | 11073.63 |
49 | 2019.10.08 13:21 | sell | 25 | 7.20 | 7670 | 7740 | 0 | ||
50 | 2019.10.08 14:00 | close | 25 | 7.20 | 7664 | 7740 | 0 | 43.20 | 11116.83 |
51 | 2019.10.08 15:00 | buy | 26 | 7.20 | 7680 | 7610 | 0 | ||
52 | 2019.10.08 19:45 | close | 26 | 7.20 | 7675 | 7610 | 0 | -36.00 | 11080.83 |
53 | 2019.10.09 12:11 | buy | 27 | 7.20 | 7687 | 7617 | 0 | ||
54 | 2019.10.09 12:47 | close | 27 | 7.20 | 7695 | 7617 | 0 | 57.60 | 11138.43 |
55 | 2019.10.10 01:21 | sell | 28 | 7.30 | 7599 | 7669 | 0 | ||
56 | 2019.10.10 01:28 | close | 28 | 7.30 | 7596 | 7669 | 0 | 21.90 | 11160.33 |
57 | 2019.10.10 16:55 | buy | 29 | 7.20 | 7742 | 7672 | 0 | ||
58 | 2019.10.10 19:09 | close | 29 | 7.20 | 7756 | 7672 | 0 | 100.80 | 11261.13 |
59 | 2019.10.10 19:30 | sell | 30 | 7.20 | 7733 | 7803 | 0 | ||
60 | 2019.10.10 21:08 | close | 30 | 7.20 | 7713 | 7803 | 0 | 144.00 | 11405.13 |
61 | 2019.10.17 12:34 | buy | 31 | 7.10 | 7980 | 7910 | 0 | ||
62 | 2019.10.18 10:16 | s/l | 31 | 7.10 | 7910 | 7910 | 0 | -504.74 | 10900.39 |
63 | 2019.10.18 18:57 | sell | 32 | 6.90 | 7859 | 7929 | 0 | ||
64 | 2019.10.18 19:23 | close | 32 | 6.90 | 7847 | 7929 | 0 | 82.80 | 10983.19 |
65 | 2019.10.18 20:30 | buy | 33 | 6.90 | 7878 | 7808 | 0 | ||
66 | 2019.10.18 23:00 | close | 33 | 6.90 | 7867 | 7808 | 0 | -75.90 | 10907.29 |
67 | 2019.10.22 03:17 | buy | 34 | 6.80 | 7962 | 7892 | 0 | ||
68 | 2019.10.22 04:32 | close | 34 | 6.80 | 7967 | 7892 | 0 | 34.00 | 10941.29 |
69 | 2019.10.23 04:00 | buy | 35 | 6.90 | 7835 | 7757 | 0 | ||
70 | 2019.10.23 08:11 | close | 35 | 6.90 | 7840 | 7757 | 0 | 34.50 | 10975.79 |
71 | 2019.10.25 16:50 | buy | 36 | 6.80 | 7962 | 7892 | 0 | ||
72 | 2019.10.25 23:00 | close | 36 | 6.80 | 8030 | 7892 | 0 | 462.40 | 11438.19 |
73 | 2019.10.28 11:14 | buy | 37 | 7.00 | 8071 | 8001 | 0 | ||
74 | 2019.10.28 16:43 | close | 37 | 7.00 | 8082 | 8001 | 0 | 77.00 | 11515.19 |
75 | 2019.10.29 11:24 | sell | 38 | 7.10 | 8093 | 8163 | 0 | ||
76 | 2019.10.29 15:02 | close | 38 | 7.10 | 8088 | 8163 | 0 | 35.50 | 11550.69 |
77 | 2019.10.31 12:18 | sell | 39 | 7.10 | 8088 | 8158 | 0 | ||
78 | 2019.10.31 17:05 | close | 39 | 7.10 | 8083 | 8158 | 0 | 35.50 | 11586.19 |
79 | 2019.11.04 10:10 | buy | 40 | 7.00 | 8201 | 8131 | 0 | ||
80 | 2019.11.04 12:34 | close | 40 | 7.00 | 8206 | 8131 | 0 | 35.00 | 11621.19 |
81 | 2019.11.07 09:19 | buy | 41 | 7.00 | 8216 | 8146 | 0 | ||
82 | 2019.11.07 09:52 | close | 41 | 7.00 | 8234 | 8146 | 0 | 126.00 | 11747.19 |
83 | 2019.11.18 09:17 | buy | 42 | 7.00 | 8332 | 8262 | 0 | ||
84 | 2019.11.18 09:18 | close | 42 | 7.00 | 8344 | 8262 | 0 | 84.00 | 11831.19 |
85 | 2019.11.20 19:58 | sell | 43 | 7.10 | 8250 | 8320 | 0 | ||
86 | 2019.11.20 20:12 | close | 43 | 7.10 | 8243 | 8320 | 0 | 49.70 | 11880.89 |
87 | 2019.11.25 16:31 | buy | 44 | 7.10 | 8326 | 8256 | 0 | ||
88 | 2019.11.26 08:00 | close | 44 | 7.10 | 8375 | 8256 | 0 | 340.16 | 12221.05 |
89 | 2019.12.02 16:38 | sell | 45 | 7.20 | 8379 | 8449 | 0 | ||
90 | 2019.12.02 16:42 | close | 45 | 7.20 | 8369 | 8449 | 0 | 72.00 | 12293.05 |
91 | 2019.12.02 17:05 | sell | 46 | 7.30 | 8302 | 8372 | 0 | ||
92 | 2019.12.02 17:37 | close | 46 | 7.30 | 8292 | 8372 | 0 | 73.00 | 12366.05 |
93 | 2019.12.02 19:30 | buy | 47 | 7.40 | 8300 | 8220 | 0 | ||
94 | 2019.12.03 02:32 | close | 47 | 7.40 | 8310 | 8220 | 0 | 65.93 | 12431.98 |
95 | 2019.12.03 12:13 | sell | 48 | 7.40 | 8294 | 8364 | 0 | ||
96 | 2019.12.03 12:20 | close | 48 | 7.40 | 8287 | 8364 | 0 | 51.80 | 12483.78 |
97 | 2019.12.03 18:00 | buy | 49 | 7.60 | 8196 | 8126 | 0 | ||
98 | 2019.12.03 21:55 | close | 49 | 7.60 | 8228 | 8126 | 0 | 243.20 | 12726.98 |
99 | 2019.12.04 11:07 | buy | 50 | 7.60 | 8289 | 8219 | 0 | ||
100 | 2019.12.04 11:07 | close | 50 | 7.60 | 8300 | 8219 | 0 | 83.60 | 12810.58 |
101 | 2019.12.06 08:09 | buy | 51 | 7.60 | 8343 | 8273 | 0 | ||
102 | 2019.12.06 23:00 | close | 51 | 7.60 | 8397 | 8273 | 0 | 410.40 | 13220.98 |
103 | 2019.12.09 16:37 | buy | 52 | 7.80 | 8413 | 8343 | 0 | ||
104 | 2019.12.09 16:50 | close | 52 | 7.80 | 8418 | 8343 | 0 | 39.00 | 13259.98 |
105 | 2019.12.10 10:52 | sell | 53 | 7.90 | 8332 | 8402 | 0 | ||
106 | 2019.12.10 10:57 | close | 53 | 7.90 | 8327 | 8402 | 0 | 39.50 | 13299.48 |
107 | 2019.12.11 10:19 | buy | 54 | 7.90 | 8388 | 8318 | 0 | ||
108 | 2019.12.11 21:26 | close | 54 | 7.90 | 8394 | 8318 | 0 | 47.40 | 13346.88 |
109 | 2019.12.12 16:39 | buy | 55 | 7.80 | 8453 | 8383 | 0 | ||
110 | 2019.12.12 17:43 | close | 55 | 7.80 | 8473 | 8383 | 0 | 156.00 | 13502.88 |
111 | 2019.12.13 14:58 | sell | 56 | 7.90 | 8473 | 8543 | 0 | ||
112 | 2019.12.13 14:58 | close | 56 | 7.90 | 8467 | 8543 | 0 | 47.40 | 13550.28 |