Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 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=150; TakeProfit=50; TrackPeriod=5; TRRR=1.9; MinDev=0.0012; UpATRR=2.5; UpDPR=0.3; DownATRR=3; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 1509536 | Modelling quality | 76.88% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 318.85 | Gross profit | 430.45 | Gross loss | -111.60 |
Profit factor | 3.86 | Expected payoff | 12.26 | ||
Absolute drawdown | 159.26 | Maximal drawdown | 228.24 (2.21%) | Relative drawdown | 2.21% (228.24) |
Total trades | 26 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 25 (96.15%) | Loss trades (% of total) | 1 (3.85%) | ||
Largest | profit trade | 267.22 | loss trade | -111.60 | |
Average | profit trade | 17.22 | loss trade | -111.60 | |
Maximum | consecutive wins (profit in money) | 16 (385.73) | consecutive losses (loss in money) | 1 (-111.60) | |
Maximal | consecutive profit (count of wins) | 385.73 (16) | consecutive loss (count of losses) | -111.60 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 00:03 | buy | 1 | 0.63 | 0.62699 | 0.62519 | 0.00000 | ||
2 | 2019.09.23 04:18 | close | 1 | 0.63 | 0.62706 | 0.62519 | 0.00000 | 4.41 | 10004.41 |
3 | 2019.09.25 05:11 | buy | 2 | 0.63 | 0.63437 | 0.63257 | 0.00000 | ||
4 | 2019.09.25 05:14 | close | 2 | 0.63 | 0.63447 | 0.63257 | 0.00000 | 6.30 | 10010.71 |
5 | 2019.09.26 05:26 | buy | 3 | 0.63 | 0.62973 | 0.62793 | 0.00000 | ||
6 | 2019.09.26 05:29 | close | 3 | 0.63 | 0.62981 | 0.62793 | 0.00000 | 5.04 | 10015.75 |
7 | 2019.10.01 04:57 | sell | 4 | 0.64 | 0.62419 | 0.62599 | 0.00000 | ||
8 | 2019.10.01 05:43 | close | 4 | 0.64 | 0.62414 | 0.62599 | 0.00000 | 3.20 | 10018.95 |
9 | 2019.10.01 07:33 | buy | 5 | 0.63 | 0.62667 | 0.62487 | 0.00000 | ||
10 | 2019.10.01 07:33 | close | 5 | 0.63 | 0.62672 | 0.62487 | 0.00000 | 3.15 | 10022.10 |
11 | 2019.10.03 11:42 | buy | 6 | 0.63 | 0.62951 | 0.62771 | 0.00000 | ||
12 | 2019.10.03 11:44 | close | 6 | 0.63 | 0.62961 | 0.62771 | 0.00000 | 6.30 | 10028.40 |
13 | 2019.10.16 00:47 | buy | 7 | 0.63 | 0.63141 | 0.62961 | 0.00000 | ||
14 | 2019.10.16 00:48 | close | 7 | 0.63 | 0.63155 | 0.62961 | 0.00000 | 8.82 | 10037.22 |
15 | 2019.10.18 03:11 | buy | 8 | 0.63 | 0.63665 | 0.63485 | 0.00000 | ||
16 | 2019.10.18 03:54 | close | 8 | 0.63 | 0.63671 | 0.63485 | 0.00000 | 3.78 | 10041.00 |
17 | 2019.10.22 03:28 | buy | 9 | 0.62 | 0.64252 | 0.64072 | 0.00000 | ||
18 | 2019.10.22 03:45 | close | 9 | 0.62 | 0.64258 | 0.64072 | 0.00000 | 3.72 | 10044.72 |
19 | 2019.11.01 04:56 | buy | 10 | 0.62 | 0.64421 | 0.64241 | 0.00000 | ||
20 | 2019.11.01 12:12 | s/l | 10 | 0.62 | 0.64241 | 0.64241 | 0.00000 | -111.60 | 9933.12 |
21 | 2019.11.07 09:22 | buy | 11 | 0.62 | 0.63656 | 0.63476 | 0.00000 | ||
22 | 2019.11.07 09:41 | close | 11 | 0.62 | 0.63675 | 0.63476 | 0.00000 | 11.78 | 9944.90 |
23 | 2019.11.11 00:00 | buy | 12 | 0.62 | 0.63411 | 0.63231 | 0.00000 | ||
24 | 2019.11.11 03:20 | close | 12 | 0.62 | 0.63416 | 0.63231 | 0.00000 | 3.10 | 9948.00 |
25 | 2019.11.12 04:21 | sell | 13 | 0.62 | 0.63352 | 0.63532 | 0.00000 | ||
26 | 2019.11.12 04:29 | close | 13 | 0.62 | 0.63350 | 0.63532 | 0.00000 | 1.24 | 9949.24 |
27 | 2019.11.13 03:00 | buy | 14 | 0.62 | 0.63513 | 0.63333 | 0.00000 | ||
28 | 2019.11.13 12:00 | close | 14 | 0.62 | 0.63944 | 0.63333 | 0.00000 | 267.22 | 10216.46 |
29 | 2019.11.22 10:27 | buy | 15 | 0.63 | 0.64220 | 0.64040 | 0.00000 | ||
30 | 2019.11.22 10:46 | close | 15 | 0.63 | 0.64226 | 0.64040 | 0.00000 | 3.78 | 10220.24 |
31 | 2019.11.25 23:45 | buy | 16 | 0.63 | 0.64211 | 0.64031 | 0.00000 | ||
32 | 2019.11.26 03:48 | close | 16 | 0.63 | 0.64219 | 0.64031 | 0.00000 | 3.33 | 10223.57 |
33 | 2019.11.28 01:10 | sell | 17 | 0.63 | 0.64088 | 0.64268 | 0.00000 | ||
34 | 2019.11.28 01:18 | close | 17 | 0.63 | 0.64080 | 0.64268 | 0.00000 | 5.04 | 10228.61 |
35 | 2019.12.02 17:23 | buy | 18 | 0.62 | 0.65077 | 0.64897 | 0.00000 | ||
36 | 2019.12.02 18:52 | close | 18 | 0.62 | 0.65087 | 0.64897 | 0.00000 | 6.20 | 10234.81 |
37 | 2019.12.05 01:00 | buy | 19 | 0.62 | 0.65441 | 0.65261 | 0.00000 | ||
38 | 2019.12.05 01:13 | close | 19 | 0.62 | 0.65456 | 0.65261 | 0.00000 | 9.30 | 10244.11 |
39 | 2019.12.06 15:30 | sell | 20 | 0.62 | 0.65570 | 0.65750 | 0.00000 | ||
40 | 2019.12.06 15:30 | close | 20 | 0.62 | 0.65566 | 0.65750 | 0.00000 | 2.48 | 10246.59 |
41 | 2019.12.13 00:15 | buy | 21 | 0.61 | 0.66245 | 0.66065 | 0.00000 | ||
42 | 2019.12.13 00:31 | close | 21 | 0.61 | 0.66273 | 0.66065 | 0.00000 | 17.08 | 10263.67 |
43 | 2019.12.16 00:00 | buy | 22 | 0.62 | 0.66050 | 0.65870 | 0.00000 | ||
44 | 2019.12.16 16:52 | close | 22 | 0.62 | 0.66077 | 0.65870 | 0.00000 | 16.74 | 10280.41 |
45 | 2019.12.17 10:20 | sell | 23 | 0.62 | 0.65756 | 0.65936 | 0.00000 | ||
46 | 2019.12.17 11:31 | close | 23 | 0.62 | 0.65750 | 0.65936 | 0.00000 | 3.72 | 10284.13 |
47 | 2019.12.18 23:45 | buy | 24 | 0.62 | 0.66006 | 0.65826 | 0.00000 | ||
48 | 2019.12.18 23:45 | close | 24 | 0.62 | 0.66042 | 0.65826 | 0.00000 | 22.32 | 10306.45 |
49 | 2019.12.24 10:28 | buy | 25 | 0.62 | 0.66403 | 0.66223 | 0.00000 | ||
50 | 2019.12.24 18:39 | close | 25 | 0.62 | 0.66419 | 0.66223 | 0.00000 | 9.92 | 10316.37 |
51 | 2019.12.24 23:30 | sell | 26 | 0.62 | 0.66228 | 0.66408 | 0.00000 | ||
52 | 2019.12.24 23:30 | close | 26 | 0.62 | 0.66224 | 0.66408 | 0.00000 | 2.48 | 10318.85 |