Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.02 00:00 - 2020.03.13 23:30 (2019.12.02 - 2020.03.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=2.5; UpATRR=1; DownATRR=1; DPR=0; StopLoss=800; TakeProfit=300; TS=100; MUR=0.01; SOLR=5; CDH=24; CLT=2; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4515 | Ticks modelled | 5232334 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9030.66 | Gross profit | 12412.84 | Gross loss | -3382.19 |
Profit factor | 3.67 | Expected payoff | 170.39 | ||
Absolute drawdown | 110.05 | Maximal drawdown | 1516.78 (1.43%) | Relative drawdown | 1.43% (1516.78) |
Total trades | 53 | Short positions (won %) | 26 (80.77%) | Long positions (won %) | 27 (85.19%) |
Profit trades (% of total) | 44 (83.02%) | Loss trades (% of total) | 9 (16.98%) | ||
Largest | profit trade | 531.00 | loss trade | -1107.63 | |
Average | profit trade | 282.11 | loss trade | -375.80 | |
Maximum | consecutive wins (profit in money) | 10 (4563.18) | consecutive losses (loss in money) | 2 (-351.98) | |
Maximal | consecutive profit (count of wins) | 4563.18 (10) | consecutive loss (count of losses) | -1107.63 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.02 02:12 | buy | 1 | 1.55 | 0.64400 | 0.63570 | 0.64700 | ||
2 | 2019.12.02 12:50 | t/p | 1 | 1.55 | 0.64700 | 0.63570 | 0.64700 | 465.00 | 100465.00 |
3 | 2019.12.02 16:23 | buy | 2 | 1.54 | 0.64873 | 0.64043 | 0.65173 | ||
4 | 2019.12.03 00:46 | close | 2 | 1.54 | 0.64976 | 0.64043 | 0.65173 | 156.03 | 100621.03 |
5 | 2019.12.03 10:42 | buy | 3 | 1.54 | 0.65277 | 0.64447 | 0.65577 | ||
6 | 2019.12.04 23:31 | close | 3 | 1.54 | 0.65278 | 0.64447 | 0.65577 | -1.05 | 100619.99 |
7 | 2019.12.05 01:00 | buy | 4 | 1.53 | 0.65378 | 0.64548 | 0.65678 | ||
8 | 2019.12.05 09:50 | close | 4 | 1.53 | 0.65378 | 0.64548 | 0.65678 | 0.00 | 100619.99 |
9 | 2019.12.05 18:09 | buy | 5 | 1.53 | 0.65391 | 0.64561 | 0.65691 | ||
10 | 2019.12.06 02:24 | close | 5 | 1.53 | 0.65413 | 0.64561 | 0.65691 | 31.09 | 100651.08 |
11 | 2019.12.06 04:10 | buy | 6 | 1.53 | 0.65562 | 0.64732 | 0.65862 | ||
12 | 2019.12.06 15:30 | close | 6 | 1.53 | 0.65629 | 0.64732 | 0.65862 | 102.51 | 100753.59 |
13 | 2019.12.10 03:38 | buy | 7 | 1.53 | 0.65617 | 0.64787 | 0.65917 | ||
14 | 2019.12.11 21:50 | t/p | 7 | 1.53 | 0.65917 | 0.64787 | 0.65917 | 456.43 | 101210.02 |
15 | 2019.12.12 11:22 | sell | 8 | 1.53 | 0.65739 | 0.66569 | 0.65439 | ||
16 | 2019.12.13 23:00 | close | 8 | 1.53 | 0.65924 | 0.66569 | 0.65439 | -288.03 | 100922.00 |
17 | 2019.12.16 11:44 | buy | 9 | 1.52 | 0.66064 | 0.65234 | 0.66364 | ||
18 | 2019.12.20 23:00 | close | 9 | 1.52 | 0.66032 | 0.65234 | 0.66364 | -63.95 | 100858.05 |
19 | 2019.12.23 10:46 | buy | 10 | 1.52 | 0.66237 | 0.65407 | 0.66537 | ||
20 | 2019.12.24 00:25 | close | 10 | 1.52 | 0.66257 | 0.65407 | 0.66537 | 27.85 | 100885.90 |
21 | 2019.12.24 10:10 | buy | 11 | 1.52 | 0.66366 | 0.65536 | 0.66666 | ||
22 | 2019.12.26 19:46 | t/p | 11 | 1.52 | 0.66666 | 0.65536 | 0.66666 | 445.79 | 101331.69 |
23 | 2019.12.26 20:51 | buy | 12 | 1.51 | 0.66767 | 0.65937 | 0.67067 | ||
24 | 2019.12.27 13:30 | t/p | 12 | 1.51 | 0.67067 | 0.65937 | 0.67067 | 450.47 | 101782.15 |
25 | 2019.12.30 02:22 | buy | 13 | 1.51 | 0.67183 | 0.66353 | 0.67483 | ||
26 | 2019.12.30 22:15 | close | 13 | 1.51 | 0.67271 | 0.66353 | 0.67483 | 132.88 | 101915.03 |
27 | 2019.12.31 10:48 | sell | 14 | 1.51 | 0.67216 | 0.68046 | 0.66916 | ||
28 | 2020.01.02 13:35 | t/p | 14 | 1.51 | 0.66916 | 0.68046 | 0.66916 | 433.36 | 102348.39 |
29 | 2020.01.03 03:47 | sell | 15 | 1.53 | 0.66854 | 0.67684 | 0.66554 | ||
30 | 2020.01.03 11:41 | t/p | 15 | 1.53 | 0.66554 | 0.67684 | 0.66554 | 459.00 | 102807.39 |
31 | 2020.01.06 10:16 | buy | 16 | 1.54 | 0.66653 | 0.65823 | 0.66953 | ||
32 | 2020.01.06 18:33 | close | 16 | 1.54 | 0.66663 | 0.65823 | 0.66953 | 15.40 | 102822.79 |
33 | 2020.01.07 09:52 | sell | 17 | 1.54 | 0.66472 | 0.67302 | 0.66172 | ||
34 | 2020.01.07 20:01 | close | 17 | 1.54 | 0.66395 | 0.67302 | 0.66172 | 118.58 | 102941.37 |
35 | 2020.01.08 01:47 | sell | 18 | 1.55 | 0.66261 | 0.67091 | 0.65961 | ||
36 | 2020.01.09 20:19 | close | 18 | 1.55 | 0.66147 | 0.67091 | 0.65961 | 161.58 | 103102.95 |
37 | 2020.01.10 06:24 | buy | 19 | 1.55 | 0.66218 | 0.65388 | 0.66518 | ||
38 | 2020.01.10 23:00 | close | 19 | 1.55 | 0.66380 | 0.65388 | 0.66518 | 251.10 | 103354.05 |
39 | 2020.01.13 05:19 | buy | 20 | 1.55 | 0.66508 | 0.65678 | 0.66808 | ||
40 | 2020.01.17 23:00 | close | 20 | 1.55 | 0.66130 | 0.65678 | 0.66808 | -601.51 | 102752.53 |
41 | 2020.01.20 10:07 | sell | 21 | 1.55 | 0.66099 | 0.66929 | 0.65799 | ||
42 | 2020.01.20 19:02 | close | 21 | 1.55 | 0.66036 | 0.66929 | 0.65799 | 97.65 | 102850.18 |
43 | 2020.01.21 15:15 | buy | 22 | 1.55 | 0.66156 | 0.65326 | 0.66456 | ||
44 | 2020.01.24 11:54 | close | 22 | 1.55 | 0.66171 | 0.65326 | 0.66456 | 10.24 | 102860.43 |
45 | 2020.01.27 11:16 | sell | 23 | 1.56 | 0.65612 | 0.66442 | 0.65312 | ||
46 | 2020.01.28 03:01 | close | 23 | 1.56 | 0.65459 | 0.66442 | 0.65312 | 233.61 | 103094.03 |
47 | 2020.01.28 09:52 | sell | 24 | 1.57 | 0.65337 | 0.66167 | 0.65037 | ||
48 | 2020.01.28 16:55 | close | 24 | 1.57 | 0.65330 | 0.66167 | 0.65037 | 10.99 | 103105.02 |
49 | 2020.01.29 13:21 | sell | 25 | 1.58 | 0.65152 | 0.65982 | 0.64852 | ||
50 | 2020.01.30 13:31 | close | 25 | 1.58 | 0.65061 | 0.65982 | 0.64852 | 128.36 | 103233.39 |
51 | 2020.01.31 10:03 | sell | 26 | 1.59 | 0.64722 | 0.65552 | 0.64422 | ||
52 | 2020.01.31 15:14 | close | 26 | 1.59 | 0.64706 | 0.65552 | 0.64422 | 25.44 | 103258.83 |
53 | 2020.02.04 02:18 | sell | 27 | 1.59 | 0.64548 | 0.65378 | 0.64248 | ||
54 | 2020.02.07 08:00 | close | 27 | 1.59 | 0.64546 | 0.65378 | 0.64248 | -22.68 | 103236.15 |
55 | 2020.02.07 09:58 | sell | 28 | 1.60 | 0.64369 | 0.65199 | 0.64069 | ||
56 | 2020.02.07 16:05 | t/p | 28 | 1.60 | 0.64069 | 0.65199 | 0.64069 | 480.00 | 103716.15 |
57 | 2020.02.10 04:15 | buy | 29 | 1.61 | 0.64169 | 0.63339 | 0.64469 | ||
58 | 2020.02.12 03:01 | t/p | 29 | 1.61 | 0.64469 | 0.63339 | 0.64469 | 477.59 | 104193.74 |
59 | 2020.02.12 04:24 | buy | 30 | 1.60 | 0.64769 | 0.63939 | 0.65069 | ||
60 | 2020.02.14 23:00 | close | 30 | 1.60 | 0.64317 | 0.63939 | 0.65069 | -733.94 | 103459.80 |
61 | 2020.02.18 02:56 | sell | 31 | 1.61 | 0.64244 | 0.65074 | 0.63944 | ||
62 | 2020.02.18 12:29 | t/p | 31 | 1.61 | 0.63944 | 0.65074 | 0.63944 | 483.00 | 103942.80 |
63 | 2020.02.19 01:23 | buy | 32 | 1.62 | 0.63923 | 0.63093 | 0.64223 | ||
64 | 2020.02.19 13:09 | close | 32 | 1.62 | 0.63953 | 0.63093 | 0.64223 | 48.60 | 103991.40 |
65 | 2020.02.19 15:54 | sell | 33 | 1.62 | 0.63842 | 0.64672 | 0.63542 | ||
66 | 2020.02.19 22:22 | close | 33 | 1.62 | 0.63837 | 0.64672 | 0.63542 | 8.10 | 103999.50 |
67 | 2020.02.20 03:45 | sell | 34 | 1.63 | 0.63714 | 0.64544 | 0.63414 | ||
68 | 2020.02.20 10:21 | t/p | 34 | 1.63 | 0.63414 | 0.64544 | 0.63414 | 489.00 | 104488.50 |
69 | 2020.02.21 02:41 | buy | 35 | 1.64 | 0.63433 | 0.62603 | 0.63733 | ||
70 | 2020.02.21 23:00 | close | 35 | 1.64 | 0.63498 | 0.62603 | 0.63733 | 106.60 | 104595.10 |
71 | 2020.02.24 09:08 | sell | 36 | 1.65 | 0.63049 | 0.63879 | 0.62749 | ||
72 | 2020.02.26 17:55 | close | 36 | 1.65 | 0.63048 | 0.63879 | 0.62749 | -9.08 | 104586.02 |
73 | 2020.02.27 10:20 | buy | 37 | 1.65 | 0.63126 | 0.62296 | 0.63426 | ||
74 | 2020.02.27 17:59 | close | 37 | 1.65 | 0.63160 | 0.62296 | 0.63426 | 56.10 | 104642.12 |
75 | 2020.02.28 03:14 | sell | 38 | 1.66 | 0.62914 | 0.63744 | 0.62614 | ||
76 | 2020.02.28 05:10 | t/p | 38 | 1.66 | 0.62614 | 0.63744 | 0.62614 | 498.00 | 105140.12 |
77 | 2020.02.28 17:45 | sell | 39 | 1.69 | 0.62196 | 0.63026 | 0.61896 | ||
78 | 2020.02.28 23:00 | close | 39 | 1.69 | 0.62524 | 0.63026 | 0.61896 | -554.32 | 104585.80 |
79 | 2020.03.02 10:08 | buy | 40 | 1.67 | 0.62591 | 0.61761 | 0.62891 | ||
80 | 2020.03.02 19:13 | close | 40 | 1.67 | 0.62592 | 0.61761 | 0.62891 | 1.67 | 104587.47 |
81 | 2020.03.03 05:32 | buy | 41 | 1.66 | 0.62834 | 0.62004 | 0.63134 | ||
82 | 2020.03.03 17:04 | t/p | 41 | 1.66 | 0.63134 | 0.62004 | 0.63134 | 498.00 | 105085.47 |
83 | 2020.03.04 12:26 | buy | 42 | 1.66 | 0.63023 | 0.62193 | 0.63323 | ||
84 | 2020.03.05 12:15 | t/p | 42 | 1.66 | 0.63323 | 0.62193 | 0.63323 | 489.64 | 105575.11 |
85 | 2020.03.05 15:26 | sell | 43 | 1.67 | 0.62953 | 0.63783 | 0.62653 | ||
86 | 2020.03.06 23:00 | close | 43 | 1.67 | 0.63613 | 0.63783 | 0.62653 | -1107.63 | 104467.48 |
87 | 2020.03.09 04:42 | sell | 44 | 1.66 | 0.62916 | 0.63746 | 0.62616 | ||
88 | 2020.03.09 04:49 | t/p | 44 | 1.66 | 0.62616 | 0.63746 | 0.62616 | 498.00 | 104965.48 |
89 | 2020.03.09 11:48 | buy | 45 | 1.66 | 0.63087 | 0.62257 | 0.63387 | ||
90 | 2020.03.09 12:22 | t/p | 45 | 1.66 | 0.63387 | 0.62257 | 0.63387 | 498.00 | 105463.48 |
91 | 2020.03.09 17:23 | buy | 46 | 1.64 | 0.63955 | 0.63125 | 0.64255 | ||
92 | 2020.03.09 17:51 | t/p | 46 | 1.64 | 0.64255 | 0.63125 | 0.64255 | 492.00 | 105955.48 |
93 | 2020.03.10 03:42 | sell | 47 | 1.67 | 0.63135 | 0.63965 | 0.62835 | ||
94 | 2020.03.10 13:03 | close | 47 | 1.67 | 0.63134 | 0.63965 | 0.62835 | 1.67 | 105957.15 |
95 | 2020.03.10 18:56 | sell | 48 | 1.68 | 0.62800 | 0.63630 | 0.62500 | ||
96 | 2020.03.10 19:51 | t/p | 48 | 1.68 | 0.62500 | 0.63630 | 0.62500 | 504.00 | 106461.15 |
97 | 2020.03.11 10:28 | buy | 49 | 1.68 | 0.63062 | 0.62232 | 0.63362 | ||
98 | 2020.03.11 15:20 | t/p | 49 | 1.68 | 0.63362 | 0.62232 | 0.63362 | 504.00 | 106965.15 |
99 | 2020.03.11 18:54 | sell | 50 | 1.69 | 0.62937 | 0.63767 | 0.62637 | ||
100 | 2020.03.12 01:21 | t/p | 50 | 1.69 | 0.62637 | 0.63767 | 0.62637 | 490.51 | 107455.66 |
101 | 2020.03.12 13:50 | sell | 51 | 1.72 | 0.62240 | 0.63070 | 0.61940 | ||
102 | 2020.03.12 15:25 | t/p | 51 | 1.72 | 0.61940 | 0.63070 | 0.61940 | 516.00 | 107971.66 |
103 | 2020.03.12 18:13 | sell | 52 | 1.76 | 0.61271 | 0.62101 | 0.60971 | ||
104 | 2020.03.12 18:47 | t/p | 52 | 1.76 | 0.60971 | 0.62101 | 0.60971 | 528.00 | 108499.66 |
105 | 2020.03.13 18:38 | sell | 53 | 1.77 | 0.60978 | 0.61808 | 0.60678 | ||
106 | 2020.03.13 18:56 | t/p | 53 | 1.77 | 0.60678 | 0.61808 | 0.60678 | 531.00 | 109030.66 |