Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.02 00:00 - 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=500; TakeProfit=100; TrackPeriod=10; TRRR=2; MinDev=0.00006; UpATRR=2; UpDPR=0.6; DownATRR=3; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4601 | Ticks modelled | 1591533 | Modelling quality | 71.97% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 2350.13 | Gross profit | 3032.77 | Gross loss | -682.63 |
Profit factor | 4.44 | Expected payoff | 73.44 | ||
Absolute drawdown | 432.11 | Maximal drawdown | 908.33 (8.47%) | Relative drawdown | 8.47% (908.33) |
Total trades | 32 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 23 (100.00%) |
Profit trades (% of total) | 28 (87.50%) | Loss trades (% of total) | 4 (12.50%) | ||
Largest | profit trade | 776.16 | loss trade | -262.37 | |
Average | profit trade | 108.31 | loss trade | -170.66 | |
Maximum | consecutive wins (profit in money) | 18 (1986.17) | consecutive losses (loss in money) | 1 (-262.37) | |
Maximal | consecutive profit (count of wins) | 1986.17 (18) | consecutive loss (count of losses) | -262.37 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 19:30 | sell | 1 | 1.58 | 0.63094 | 0.63614 | 0.00000 | ||
2 | 2019.09.02 19:32 | close | 1 | 1.58 | 0.63099 | 0.63614 | 0.00000 | -7.90 | 9992.10 |
3 | 2019.09.03 17:02 | buy | 2 | 1.58 | 0.63090 | 0.62570 | 0.00000 | ||
4 | 2019.09.03 19:13 | close | 2 | 1.58 | 0.63191 | 0.62570 | 0.00000 | 159.58 | 10151.68 |
5 | 2019.09.10 04:28 | buy | 3 | 1.57 | 0.64436 | 0.63916 | 0.00000 | ||
6 | 2019.09.12 11:33 | close | 3 | 1.57 | 0.64477 | 0.63916 | 0.00000 | 47.35 | 10199.03 |
7 | 2019.09.25 05:02 | buy | 4 | 1.60 | 0.63400 | 0.62880 | 0.00000 | ||
8 | 2019.09.25 05:14 | close | 4 | 1.60 | 0.63443 | 0.62880 | 0.00000 | 68.80 | 10267.83 |
9 | 2019.09.26 05:25 | buy | 5 | 1.63 | 0.62922 | 0.62402 | 0.00000 | ||
10 | 2019.09.26 05:29 | close | 5 | 1.63 | 0.62970 | 0.62402 | 0.00000 | 78.24 | 10346.07 |
11 | 2019.10.03 11:37 | buy | 6 | 1.64 | 0.62874 | 0.62354 | 0.00000 | ||
12 | 2019.10.03 11:45 | close | 6 | 1.64 | 0.62942 | 0.62354 | 0.00000 | 111.52 | 10457.59 |
13 | 2019.10.03 13:30 | sell | 7 | 1.66 | 0.62867 | 0.63387 | 0.00000 | ||
14 | 2019.10.03 22:03 | close | 7 | 1.66 | 0.62997 | 0.63387 | 0.00000 | -215.80 | 10241.79 |
15 | 2019.10.07 07:30 | buy | 8 | 1.62 | 0.63109 | 0.62589 | 0.00000 | ||
16 | 2019.10.07 07:38 | close | 8 | 1.62 | 0.63115 | 0.62589 | 0.00000 | 9.72 | 10251.51 |
17 | 2019.10.09 03:55 | buy | 9 | 1.62 | 0.63122 | 0.62602 | 0.00000 | ||
18 | 2019.10.09 11:47 | close | 9 | 1.62 | 0.63166 | 0.62602 | 0.00000 | 71.28 | 10322.79 |
19 | 2019.10.16 00:47 | buy | 10 | 1.63 | 0.63093 | 0.62573 | 0.00000 | ||
20 | 2019.10.16 00:48 | close | 10 | 1.63 | 0.63151 | 0.62573 | 0.00000 | 94.54 | 10417.33 |
21 | 2019.10.16 02:30 | sell | 11 | 1.65 | 0.62972 | 0.63492 | 0.00000 | ||
22 | 2019.10.16 03:08 | close | 11 | 1.65 | 0.62903 | 0.63492 | 0.00000 | 113.85 | 10531.18 |
23 | 2019.10.17 11:08 | buy | 12 | 1.66 | 0.63188 | 0.62668 | 0.00000 | ||
24 | 2019.10.17 11:37 | close | 12 | 1.66 | 0.63228 | 0.62668 | 0.00000 | 66.40 | 10597.58 |
25 | 2019.10.18 03:09 | buy | 13 | 1.66 | 0.63634 | 0.63114 | 0.00000 | ||
26 | 2019.10.18 03:57 | close | 13 | 1.66 | 0.63678 | 0.63114 | 0.00000 | 73.04 | 10670.62 |
27 | 2019.10.21 17:57 | sell | 14 | 1.67 | 0.63865 | 0.64385 | 0.00000 | ||
28 | 2019.10.24 19:53 | close | 14 | 1.67 | 0.63838 | 0.64385 | 0.00000 | 44.34 | 10714.96 |
29 | 2019.10.30 03:55 | buy | 15 | 1.68 | 0.63673 | 0.63153 | 0.00000 | ||
30 | 2019.10.30 22:26 | close | 15 | 1.68 | 0.63742 | 0.63153 | 0.00000 | 115.92 | 10830.88 |
31 | 2019.11.01 04:45 | buy | 16 | 1.68 | 0.64350 | 0.63830 | 0.00000 | ||
32 | 2019.11.01 05:03 | close | 16 | 1.68 | 0.64393 | 0.63830 | 0.00000 | 72.24 | 10903.12 |
33 | 2019.11.07 09:22 | buy | 17 | 1.71 | 0.63638 | 0.63118 | 0.00000 | ||
34 | 2019.11.07 09:40 | close | 17 | 1.71 | 0.63687 | 0.63118 | 0.00000 | 83.79 | 10986.91 |
35 | 2019.11.11 00:04 | buy | 18 | 1.73 | 0.63407 | 0.62887 | 0.00000 | ||
36 | 2019.11.11 05:47 | close | 18 | 1.73 | 0.63456 | 0.62887 | 0.00000 | 84.77 | 11071.68 |
37 | 2019.11.11 11:17 | buy | 19 | 1.73 | 0.63664 | 0.63144 | 0.00000 | ||
38 | 2019.11.11 21:53 | close | 19 | 1.73 | 0.63698 | 0.63144 | 0.00000 | 58.82 | 11130.50 |
39 | 2019.11.12 04:14 | sell | 20 | 1.75 | 0.63390 | 0.63910 | 0.00000 | ||
40 | 2019.11.12 05:17 | close | 20 | 1.75 | 0.63358 | 0.63910 | 0.00000 | 56.00 | 11186.50 |
41 | 2019.11.13 03:00 | buy | 21 | 1.76 | 0.63503 | 0.62983 | 0.00000 | ||
42 | 2019.11.13 12:00 | close | 21 | 1.76 | 0.63944 | 0.62983 | 0.00000 | 776.16 | 11962.66 |
43 | 2019.11.19 01:00 | buy | 22 | 1.87 | 0.63964 | 0.63444 | 0.00000 | ||
44 | 2019.11.19 02:08 | close | 22 | 1.87 | 0.63995 | 0.63444 | 0.00000 | 57.97 | 12020.63 |
45 | 2019.11.22 10:24 | buy | 23 | 1.87 | 0.64191 | 0.63671 | 0.00000 | ||
46 | 2019.11.22 10:50 | close | 23 | 1.87 | 0.64227 | 0.63671 | 0.00000 | 67.32 | 12087.95 |
47 | 2019.11.22 12:00 | sell | 24 | 1.88 | 0.64171 | 0.64691 | 0.00000 | ||
48 | 2019.11.22 14:46 | close | 24 | 1.88 | 0.64131 | 0.64691 | 0.00000 | 75.20 | 12163.15 |
49 | 2019.11.25 23:45 | buy | 25 | 1.89 | 0.64201 | 0.63681 | 0.00000 | ||
50 | 2019.11.26 15:31 | close | 25 | 1.89 | 0.64238 | 0.63681 | 0.00000 | 64.81 | 12227.96 |
51 | 2019.11.28 01:10 | sell | 26 | 1.90 | 0.64066 | 0.64586 | 0.00000 | ||
52 | 2019.11.29 23:00 | close | 26 | 1.90 | 0.64204 | 0.64586 | 0.00000 | -262.37 | 11965.59 |
53 | 2019.12.02 17:19 | buy | 27 | 1.84 | 0.65039 | 0.64519 | 0.00000 | ||
54 | 2019.12.02 18:53 | close | 27 | 1.84 | 0.65081 | 0.64519 | 0.00000 | 77.28 | 12042.87 |
55 | 2019.12.03 10:45 | buy | 28 | 1.84 | 0.65323 | 0.64803 | 0.00000 | ||
56 | 2019.12.04 16:14 | close | 28 | 1.84 | 0.65360 | 0.64803 | 0.00000 | 63.09 | 12105.96 |
57 | 2019.12.05 01:00 | buy | 29 | 1.85 | 0.65413 | 0.64893 | 0.00000 | ||
58 | 2019.12.05 01:13 | close | 29 | 1.85 | 0.65461 | 0.64893 | 0.00000 | 88.80 | 12194.76 |
59 | 2019.12.06 15:33 | sell | 30 | 1.86 | 0.65518 | 0.66038 | 0.00000 | ||
60 | 2019.12.06 15:35 | close | 30 | 1.86 | 0.65508 | 0.66038 | 0.00000 | 18.60 | 12213.36 |
61 | 2019.12.11 21:57 | buy | 31 | 1.84 | 0.66039 | 0.65519 | 0.00000 | ||
62 | 2019.12.13 00:43 | close | 31 | 1.84 | 0.66231 | 0.65519 | 0.00000 | 333.33 | 12546.69 |
63 | 2019.12.13 02:30 | sell | 32 | 1.89 | 0.66074 | 0.66594 | 0.00000 | ||
64 | 2019.12.13 09:26 | close | 32 | 1.89 | 0.66178 | 0.66594 | 0.00000 | -196.56 | 12350.13 |