Symbol | NAS100 (US Tech Index) | ||||
Period | 30 Minutes (M30) 2019.09.23 01:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=35; TakeProfit=15; TrackPeriod=5; TRRR=1.5; MinDev=40; UpATRR=2.5; UpDPR=0.4; DownATRR=2.5; DownDPR=0.5; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4129 | Ticks modelled | 1104595 | Modelling quality | 84.83% |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | Spread | 5 | ||
Total net profit | 856.33 | Gross profit | 1030.98 | Gross loss | -174.65 |
Profit factor | 5.90 | Expected payoff | 19.03 | ||
Absolute drawdown | 55.00 | Maximal drawdown | 176.22 (1.61%) | Relative drawdown | 1.61% (176.22) |
Total trades | 45 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 25 (88.00%) |
Profit trades (% of total) | 41 (91.11%) | Loss trades (% of total) | 4 (8.89%) | ||
Largest | profit trade | 165.00 | loss trade | -104.00 | |
Average | profit trade | 25.15 | loss trade | -43.66 | |
Maximum | consecutive wins (profit in money) | 30 (846.98) | consecutive losses (loss in money) | 2 (-60.25) | |
Maximal | consecutive profit (count of wins) | 846.98 (30) | consecutive loss (count of losses) | -104.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.26 16:40 | sell | 1 | 2.50 | 7753 | 7793 | 0 | ||
2 | 2019.09.26 17:20 | close | 1 | 2.50 | 7749 | 7793 | 0 | 10.00 | 10010.00 |
3 | 2019.09.27 08:48 | buy | 2 | 2.50 | 7776 | 7736 | 0 | ||
4 | 2019.09.27 11:37 | close | 2 | 2.50 | 7780 | 7736 | 0 | 10.00 | 10020.00 |
5 | 2019.09.27 16:51 | sell | 3 | 2.50 | 7751 | 7791 | 0 | ||
6 | 2019.09.27 16:59 | close | 3 | 2.50 | 7746 | 7791 | 0 | 12.50 | 10032.50 |
7 | 2019.09.27 23:00 | buy | 4 | 2.60 | 7684 | 7644 | 0 | ||
8 | 2019.09.27 23:00 | close | 4 | 2.60 | 7680 | 7644 | 0 | -10.40 | 10022.10 |
9 | 2019.10.01 16:38 | buy | 5 | 2.50 | 7813 | 7773 | 0 | ||
10 | 2019.10.01 16:52 | close | 5 | 2.50 | 7816 | 7773 | 0 | 7.50 | 10029.60 |
11 | 2019.10.02 10:20 | sell | 6 | 2.60 | 7652 | 7692 | 0 | ||
12 | 2019.10.02 10:40 | close | 6 | 2.60 | 7648 | 7692 | 0 | 10.40 | 10040.00 |
13 | 2019.10.02 16:55 | sell | 7 | 2.60 | 7577 | 7617 | 0 | ||
14 | 2019.10.02 17:34 | close | 7 | 2.60 | 7569 | 7617 | 0 | 20.80 | 10060.80 |
15 | 2019.10.03 17:02 | sell | 8 | 2.60 | 7475 | 7515 | 0 | ||
16 | 2019.10.03 17:09 | close | 8 | 2.60 | 7469 | 7515 | 0 | 15.60 | 10076.40 |
17 | 2019.10.04 08:10 | buy | 9 | 2.60 | 7658 | 7618 | 0 | ||
18 | 2019.10.04 08:15 | close | 9 | 2.60 | 7661 | 7618 | 0 | 7.80 | 10084.20 |
19 | 2019.10.04 15:30 | buy | 10 | 2.60 | 7659 | 7619 | 0 | ||
20 | 2019.10.04 15:31 | close | 10 | 2.60 | 7663 | 7619 | 0 | 10.40 | 10094.60 |
21 | 2019.10.08 10:59 | sell | 11 | 2.60 | 7716 | 7756 | 0 | ||
22 | 2019.10.08 12:34 | close | 11 | 2.60 | 7712 | 7756 | 0 | 10.40 | 10105.00 |
23 | 2019.10.08 18:30 | buy | 12 | 2.60 | 7638 | 7598 | 0 | ||
24 | 2019.10.08 19:45 | close | 12 | 2.60 | 7675 | 7598 | 0 | 96.20 | 10201.20 |
25 | 2019.10.10 01:20 | sell | 13 | 2.60 | 7630 | 7670 | 0 | ||
26 | 2019.10.10 01:20 | close | 13 | 2.60 | 7620 | 7670 | 0 | 26.00 | 10227.20 |
27 | 2019.10.10 16:50 | buy | 14 | 2.60 | 7732 | 7692 | 0 | ||
28 | 2019.10.10 16:56 | close | 14 | 2.60 | 7735 | 7692 | 0 | 7.80 | 10235.00 |
29 | 2019.10.22 03:17 | buy | 15 | 2.50 | 7957 | 7917 | 0 | ||
30 | 2019.10.22 03:22 | close | 15 | 2.50 | 7962 | 7917 | 0 | 12.50 | 10247.50 |
31 | 2019.10.23 04:00 | buy | 16 | 2.60 | 7835 | 7795 | 0 | ||
32 | 2019.10.23 08:11 | close | 16 | 2.60 | 7840 | 7795 | 0 | 13.00 | 10260.50 |
33 | 2019.10.25 16:50 | buy | 17 | 2.50 | 7964 | 7924 | 0 | ||
34 | 2019.10.25 23:00 | close | 17 | 2.50 | 8030 | 7924 | 0 | 165.00 | 10425.50 |
35 | 2019.10.28 11:14 | buy | 18 | 2.50 | 8072 | 8032 | 0 | ||
36 | 2019.10.28 16:43 | close | 18 | 2.50 | 8081 | 8032 | 0 | 22.50 | 10448.00 |
37 | 2019.10.29 11:16 | sell | 19 | 2.50 | 8095 | 8135 | 0 | ||
38 | 2019.10.29 14:31 | close | 19 | 2.50 | 8091 | 8135 | 0 | 10.00 | 10458.00 |
39 | 2019.11.06 16:36 | sell | 20 | 2.50 | 8183 | 8223 | 0 | ||
40 | 2019.11.06 18:44 | close | 20 | 2.50 | 8180 | 8223 | 0 | 7.50 | 10465.50 |
41 | 2019.11.07 09:19 | buy | 21 | 2.50 | 8216 | 8176 | 0 | ||
42 | 2019.11.07 10:25 | close | 21 | 2.50 | 8230 | 8176 | 0 | 35.00 | 10500.50 |
43 | 2019.11.07 21:44 | sell | 22 | 2.50 | 8223 | 8263 | 0 | ||
44 | 2019.11.07 22:27 | close | 22 | 2.50 | 8212 | 8263 | 0 | 27.50 | 10528.00 |
45 | 2019.11.12 07:57 | buy | 23 | 2.50 | 8263 | 8223 | 0 | ||
46 | 2019.11.12 17:14 | close | 23 | 2.50 | 8266 | 8223 | 0 | 7.50 | 10535.50 |
47 | 2019.11.15 02:50 | buy | 24 | 2.50 | 8290 | 8250 | 0 | ||
48 | 2019.11.15 05:06 | close | 24 | 2.50 | 8293 | 8250 | 0 | 7.50 | 10543.00 |
49 | 2019.11.18 09:17 | buy | 25 | 2.50 | 8332 | 8292 | 0 | ||
50 | 2019.11.18 09:19 | close | 25 | 2.50 | 8341 | 8292 | 0 | 22.50 | 10565.50 |
51 | 2019.11.18 15:26 | sell | 26 | 2.50 | 8308 | 8348 | 0 | ||
52 | 2019.11.18 16:52 | close | 26 | 2.50 | 8294 | 8348 | 0 | 35.00 | 10600.50 |
53 | 2019.11.19 16:42 | sell | 27 | 2.50 | 8343 | 8383 | 0 | ||
54 | 2019.11.19 17:10 | close | 27 | 2.50 | 8337 | 8383 | 0 | 15.00 | 10615.50 |
55 | 2019.11.20 19:58 | sell | 28 | 2.50 | 8271 | 8311 | 0 | ||
56 | 2019.11.20 19:58 | close | 28 | 2.50 | 8263 | 8311 | 0 | 20.00 | 10635.50 |
57 | 2019.11.25 16:33 | buy | 29 | 2.50 | 8334 | 8294 | 0 | ||
58 | 2019.11.26 08:00 | close | 29 | 2.50 | 8375 | 8294 | 0 | 99.78 | 10735.27 |
59 | 2019.12.02 16:38 | sell | 30 | 2.50 | 8378 | 8418 | 0 | ||
60 | 2019.12.02 16:42 | close | 30 | 2.50 | 8368 | 8418 | 0 | 25.00 | 10760.27 |
61 | 2019.12.03 12:15 | sell | 31 | 2.50 | 8289 | 8329 | 0 | ||
62 | 2019.12.03 12:19 | close | 31 | 2.50 | 8285 | 8329 | 0 | 10.00 | 10770.27 |
63 | 2019.12.03 18:00 | buy | 32 | 2.60 | 8196 | 8156 | 0 | ||
64 | 2019.12.03 21:55 | close | 32 | 2.60 | 8228 | 8156 | 0 | 83.20 | 10853.47 |
65 | 2019.12.04 09:29 | sell | 33 | 2.60 | 8240 | 8280 | 0 | ||
66 | 2019.12.04 09:40 | close | 33 | 2.60 | 8236 | 8280 | 0 | 10.40 | 10863.87 |
67 | 2019.12.04 11:07 | buy | 34 | 2.60 | 8308 | 8268 | 0 | ||
68 | 2019.12.04 16:37 | close | 34 | 2.60 | 8310 | 8268 | 0 | 5.20 | 10869.07 |
69 | 2019.12.05 17:13 | sell | 35 | 2.60 | 8270 | 8310 | 0 | ||
70 | 2019.12.05 21:28 | s/l | 35 | 2.60 | 8310 | 8310 | 0 | -104.00 | 10765.07 |
71 | 2019.12.06 08:01 | buy | 36 | 2.50 | 8338 | 8298 | 0 | ||
72 | 2019.12.06 15:30 | close | 36 | 2.50 | 8340 | 8298 | 0 | 5.00 | 10770.07 |
73 | 2019.12.09 16:37 | buy | 37 | 2.50 | 8414 | 8374 | 0 | ||
74 | 2019.12.09 16:50 | close | 37 | 2.50 | 8418 | 8374 | 0 | 10.00 | 10780.07 |
75 | 2019.12.10 10:28 | sell | 38 | 2.50 | 8351 | 8391 | 0 | ||
76 | 2019.12.10 12:04 | close | 38 | 2.50 | 8337 | 8391 | 0 | 35.00 | 10815.07 |
77 | 2019.12.11 10:19 | buy | 39 | 2.50 | 8391 | 8351 | 0 | ||
78 | 2019.12.11 21:26 | close | 39 | 2.50 | 8394 | 8351 | 0 | 7.50 | 10822.57 |
79 | 2019.12.12 16:39 | buy | 40 | 2.50 | 8457 | 8417 | 0 | ||
80 | 2019.12.12 17:43 | close | 40 | 2.50 | 8472 | 8417 | 0 | 37.50 | 10860.07 |
81 | 2019.12.13 14:58 | sell | 41 | 2.50 | 8472 | 8512 | 0 | ||
82 | 2019.12.13 14:58 | close | 41 | 2.50 | 8466 | 8512 | 0 | 15.00 | 10875.07 |
83 | 2019.12.16 16:42 | buy | 42 | 2.50 | 8575 | 8535 | 0 | ||
84 | 2019.12.16 21:54 | close | 42 | 2.50 | 8582 | 8535 | 0 | 17.50 | 10892.57 |
85 | 2019.12.20 16:28 | buy | 43 | 2.50 | 8700 | 8660 | 0 | ||
86 | 2019.12.20 23:00 | close | 43 | 2.50 | 8680 | 8660 | 0 | -50.00 | 10842.57 |
87 | 2019.12.23 14:09 | buy | 44 | 2.40 | 8724 | 8684 | 0 | ||
88 | 2019.12.26 16:43 | close | 44 | 2.40 | 8723 | 8684 | 0 | -10.25 | 10832.33 |
89 | 2019.12.27 16:51 | sell | 45 | 2.40 | 8784 | 8824 | 0 | ||
90 | 2019.12.27 17:01 | close | 45 | 2.40 | 8774 | 8824 | 0 | 24.00 | 10856.33 |