Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.09 00:00 - 2020.03.20 23:30 (2019.12.09 - 2020.03.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=5; TRRR=0.5; UpATRR=1.5; DownATRR=0.5; DPR=0; StopLoss=600; TakeProfit=700; TS=100; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4509 | Ticks modelled | 5704286 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 14230.05 | Gross profit | 23142.44 | Gross loss | -8912.39 |
Profit factor | 2.60 | Expected payoff | 194.93 | ||
Absolute drawdown | 1322.38 | Maximal drawdown | 2793.03 (2.64%) | Relative drawdown | 2.64% (2793.03) |
Total trades | 73 | Short positions (won %) | 58 (75.86%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 54 (73.97%) | Loss trades (% of total) | 19 (26.03%) | ||
Largest | profit trade | 1365.00 | loss trade | -1215.90 | |
Average | profit trade | 428.56 | loss trade | -469.07 | |
Maximum | consecutive wins (profit in money) | 8 (965.21) | consecutive losses (loss in money) | 2 (-1983.03) | |
Maximal | consecutive profit (count of wins) | 6346.95 (6) | consecutive loss (count of losses) | -1983.03 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.09 03:15 | sell | 1 | 1.52 | 0.65513 | 0.66143 | 0.64813 | ||
2 | 2019.12.10 16:02 | close | 1 | 1.52 | 0.65505 | 0.66143 | 0.64813 | 6.25 | 100006.25 |
3 | 2019.12.11 02:01 | buy | 2 | 1.52 | 0.65580 | 0.64950 | 0.66280 | ||
4 | 2019.12.12 05:54 | close | 2 | 1.52 | 0.65834 | 0.64950 | 0.66280 | 377.73 | 100383.98 |
5 | 2019.12.12 06:24 | sell | 3 | 1.52 | 0.65806 | 0.66436 | 0.65106 | ||
6 | 2019.12.13 23:00 | close | 3 | 1.52 | 0.65924 | 0.66436 | 0.65106 | -185.27 | 100198.70 |
7 | 2019.12.16 11:59 | buy | 4 | 1.51 | 0.66089 | 0.65459 | 0.66789 | ||
8 | 2019.12.20 23:00 | close | 4 | 1.51 | 0.66032 | 0.65459 | 0.66789 | -102.66 | 100096.04 |
9 | 2019.12.23 09:56 | buy | 5 | 1.51 | 0.66154 | 0.65524 | 0.66854 | ||
10 | 2019.12.24 00:25 | close | 5 | 1.51 | 0.66257 | 0.65524 | 0.66854 | 152.77 | 100248.81 |
11 | 2019.12.24 10:10 | buy | 6 | 1.51 | 0.66361 | 0.65731 | 0.67061 | ||
12 | 2019.12.27 01:00 | close | 6 | 1.51 | 0.66652 | 0.65731 | 0.67061 | 425.59 | 100674.39 |
13 | 2019.12.27 08:07 | sell | 7 | 1.50 | 0.66715 | 0.67345 | 0.66015 | ||
14 | 2019.12.27 23:00 | close | 7 | 1.50 | 0.67009 | 0.67345 | 0.66015 | -441.00 | 100233.39 |
15 | 2019.12.30 10:55 | sell | 8 | 1.49 | 0.67065 | 0.67695 | 0.66365 | ||
16 | 2020.01.02 18:28 | close | 8 | 1.49 | 0.67064 | 0.67695 | 0.66365 | -27.50 | 100205.90 |
17 | 2020.01.03 03:45 | sell | 9 | 1.49 | 0.66872 | 0.67502 | 0.66172 | ||
18 | 2020.01.03 14:28 | close | 9 | 1.49 | 0.66638 | 0.67502 | 0.66172 | 348.66 | 100554.56 |
19 | 2020.01.03 21:20 | sell | 10 | 1.50 | 0.66633 | 0.67263 | 0.65933 | ||
20 | 2020.01.03 23:00 | close | 10 | 1.50 | 0.66676 | 0.67263 | 0.65933 | -64.50 | 100490.06 |
21 | 2020.01.06 08:08 | sell | 11 | 1.51 | 0.66464 | 0.67094 | 0.65764 | ||
22 | 2020.01.07 20:01 | close | 11 | 1.51 | 0.66395 | 0.67094 | 0.65764 | 98.31 | 100588.37 |
23 | 2020.01.08 01:22 | sell | 12 | 1.51 | 0.66321 | 0.66951 | 0.65621 | ||
24 | 2020.01.09 20:19 | close | 12 | 1.51 | 0.66147 | 0.66951 | 0.65621 | 245.11 | 100833.49 |
25 | 2020.01.10 02:14 | sell | 13 | 1.52 | 0.66014 | 0.66644 | 0.65314 | ||
26 | 2020.01.10 23:00 | close | 13 | 1.52 | 0.66410 | 0.66644 | 0.65314 | -601.92 | 100231.57 |
27 | 2020.01.13 02:24 | sell | 14 | 1.51 | 0.66306 | 0.66936 | 0.65606 | ||
28 | 2020.01.14 04:34 | close | 14 | 1.51 | 0.66293 | 0.66936 | 0.65606 | 13.75 | 100245.32 |
29 | 2020.01.14 13:10 | sell | 15 | 1.51 | 0.66120 | 0.66750 | 0.65420 | ||
30 | 2020.01.15 03:39 | close | 15 | 1.51 | 0.66116 | 0.66750 | 0.65420 | 0.16 | 100245.48 |
31 | 2020.01.15 10:20 | sell | 16 | 1.51 | 0.66054 | 0.66684 | 0.65354 | ||
32 | 2020.01.17 23:00 | close | 16 | 1.51 | 0.66160 | 0.66684 | 0.65354 | -183.56 | 100061.92 |
33 | 2020.01.20 09:46 | sell | 17 | 1.51 | 0.66162 | 0.66792 | 0.65462 | ||
34 | 2020.01.20 19:02 | close | 17 | 1.51 | 0.66036 | 0.66792 | 0.65462 | 190.26 | 100252.18 |
35 | 2020.01.21 03:16 | sell | 18 | 1.51 | 0.66008 | 0.66638 | 0.65308 | ||
36 | 2020.01.21 11:53 | close | 18 | 1.51 | 0.66007 | 0.66638 | 0.65308 | 1.51 | 100253.69 |
37 | 2020.01.21 21:20 | sell | 19 | 1.51 | 0.65972 | 0.66602 | 0.65272 | ||
38 | 2020.01.22 04:51 | close | 19 | 1.51 | 0.65943 | 0.66602 | 0.65272 | 37.91 | 100291.61 |
39 | 2020.01.22 10:10 | sell | 20 | 1.52 | 0.65832 | 0.66462 | 0.65132 | ||
40 | 2020.01.24 23:00 | close | 20 | 1.52 | 0.66098 | 0.66462 | 0.65132 | -427.98 | 99863.63 |
41 | 2020.01.27 09:58 | sell | 21 | 1.51 | 0.65687 | 0.66317 | 0.64987 | ||
42 | 2020.01.27 16:46 | close | 21 | 1.51 | 0.65649 | 0.66317 | 0.64987 | 57.38 | 99921.01 |
43 | 2020.01.27 17:58 | sell | 22 | 1.52 | 0.65508 | 0.66138 | 0.64808 | ||
44 | 2020.01.28 03:01 | close | 22 | 1.52 | 0.65459 | 0.66138 | 0.64808 | 68.57 | 99989.58 |
45 | 2020.01.28 09:14 | sell | 23 | 1.52 | 0.65400 | 0.66030 | 0.64700 | ||
46 | 2020.01.28 14:49 | close | 23 | 1.52 | 0.65357 | 0.66030 | 0.64700 | 65.36 | 100054.94 |
47 | 2020.01.28 16:36 | sell | 24 | 1.53 | 0.65222 | 0.65852 | 0.64522 | ||
48 | 2020.01.29 19:05 | close | 24 | 1.53 | 0.65221 | 0.65852 | 0.64522 | -4.42 | 100050.51 |
49 | 2020.01.30 03:27 | sell | 25 | 1.53 | 0.65169 | 0.65799 | 0.64469 | ||
50 | 2020.01.30 13:31 | close | 25 | 1.53 | 0.65061 | 0.65799 | 0.64469 | 165.24 | 100215.75 |
51 | 2020.01.30 16:43 | sell | 26 | 1.54 | 0.64850 | 0.65480 | 0.64150 | ||
52 | 2020.01.31 09:30 | close | 26 | 1.54 | 0.64843 | 0.65480 | 0.64150 | 4.79 | 100220.54 |
53 | 2020.01.31 10:02 | sell | 27 | 1.54 | 0.64745 | 0.65375 | 0.64045 | ||
54 | 2020.01.31 15:14 | close | 27 | 1.54 | 0.64706 | 0.65375 | 0.64045 | 60.06 | 100280.60 |
55 | 2020.02.03 10:10 | sell | 28 | 1.55 | 0.64641 | 0.65271 | 0.63941 | ||
56 | 2020.02.03 11:46 | close | 28 | 1.55 | 0.64641 | 0.65271 | 0.63941 | 0.00 | 100280.60 |
57 | 2020.02.03 17:40 | sell | 29 | 1.55 | 0.64564 | 0.65194 | 0.63864 | ||
58 | 2020.02.07 06:16 | close | 29 | 1.55 | 0.64563 | 0.65194 | 0.63864 | -34.64 | 100245.97 |
59 | 2020.02.07 08:22 | sell | 30 | 1.55 | 0.64469 | 0.65099 | 0.63769 | ||
60 | 2020.02.07 23:00 | close | 30 | 1.55 | 0.64023 | 0.65099 | 0.63769 | 691.30 | 100937.27 |
61 | 2020.02.10 02:17 | sell | 31 | 1.57 | 0.63945 | 0.64575 | 0.63245 | ||
62 | 2020.02.11 00:50 | close | 31 | 1.57 | 0.63876 | 0.64575 | 0.63245 | 102.22 | 101039.49 |
63 | 2020.02.11 02:28 | sell | 32 | 1.58 | 0.63786 | 0.64416 | 0.63086 | ||
64 | 2020.02.12 03:00 | s/l | 32 | 1.58 | 0.64416 | 0.64416 | 0.63086 | -1001.55 | 100037.94 |
65 | 2020.02.12 13:41 | buy | 33 | 1.54 | 0.64856 | 0.64226 | 0.65556 | ||
66 | 2020.02.14 13:56 | s/l | 33 | 1.54 | 0.64226 | 0.64226 | 0.65556 | -981.48 | 99056.46 |
67 | 2020.02.17 02:51 | sell | 34 | 1.53 | 0.64326 | 0.64956 | 0.63626 | ||
68 | 2020.02.17 13:19 | close | 34 | 1.53 | 0.64326 | 0.64956 | 0.63626 | 0.00 | 99056.46 |
69 | 2020.02.17 15:08 | sell | 35 | 1.54 | 0.64199 | 0.64829 | 0.63499 | ||
70 | 2020.02.18 17:01 | close | 35 | 1.54 | 0.63998 | 0.64829 | 0.63499 | 303.55 | 99360.01 |
71 | 2020.02.18 19:51 | sell | 36 | 1.55 | 0.63851 | 0.64481 | 0.63151 | ||
72 | 2020.02.19 22:22 | close | 36 | 1.55 | 0.63837 | 0.64481 | 0.63151 | 15.67 | 99375.68 |
73 | 2020.02.20 03:34 | sell | 37 | 1.55 | 0.63733 | 0.64363 | 0.63033 | ||
74 | 2020.02.20 16:08 | close | 37 | 1.55 | 0.63436 | 0.64363 | 0.63033 | 460.35 | 99836.03 |
75 | 2020.02.20 21:59 | sell | 38 | 1.57 | 0.63307 | 0.63937 | 0.62607 | ||
76 | 2020.02.21 10:31 | close | 38 | 1.57 | 0.63169 | 0.63937 | 0.62607 | 210.55 | 100046.58 |
77 | 2020.02.21 16:49 | buy | 39 | 1.58 | 0.63309 | 0.62679 | 0.64009 | ||
78 | 2020.02.21 23:00 | close | 39 | 1.58 | 0.63498 | 0.62679 | 0.64009 | 298.62 | 100345.20 |
79 | 2020.02.24 07:53 | sell | 40 | 1.58 | 0.63142 | 0.63772 | 0.62442 | ||
80 | 2020.02.26 10:07 | close | 40 | 1.58 | 0.63139 | 0.63772 | 0.62442 | -7.56 | 100337.64 |
81 | 2020.02.26 12:39 | sell | 41 | 1.59 | 0.62995 | 0.63625 | 0.62295 | ||
82 | 2020.02.26 21:08 | close | 41 | 1.59 | 0.62993 | 0.63625 | 0.62295 | 3.18 | 100340.82 |
83 | 2020.02.27 10:28 | buy | 42 | 1.58 | 0.63161 | 0.62531 | 0.63861 | ||
84 | 2020.02.27 18:00 | close | 42 | 1.58 | 0.63162 | 0.62531 | 0.63861 | 1.58 | 100342.40 |
85 | 2020.02.28 02:54 | sell | 43 | 1.59 | 0.62996 | 0.63626 | 0.62296 | ||
86 | 2020.02.28 07:04 | modify | 43 | 1.59 | 0.62996 | 0.62996 | 0.62296 | ||
87 | 2020.02.28 11:34 | close | 43 | 1.59 | 0.62597 | 0.62996 | 0.62296 | 634.41 | 100976.81 |
88 | 2020.02.28 13:54 | sell | 44 | 1.61 | 0.62327 | 0.62957 | 0.61627 | ||
89 | 2020.02.28 21:30 | close | 44 | 1.61 | 0.62314 | 0.62957 | 0.61627 | 20.93 | 100997.74 |
90 | 2020.03.02 10:10 | buy | 45 | 1.61 | 0.62656 | 0.62026 | 0.63356 | ||
91 | 2020.03.03 21:52 | close | 45 | 1.61 | 0.62821 | 0.62026 | 0.63356 | 262.70 | 101260.45 |
92 | 2020.03.04 12:27 | buy | 46 | 1.60 | 0.63063 | 0.62433 | 0.63763 | ||
93 | 2020.03.05 14:51 | close | 46 | 1.60 | 0.63092 | 0.62433 | 0.63763 | 37.61 | 101298.06 |
94 | 2020.03.05 15:16 | sell | 47 | 1.60 | 0.63017 | 0.63647 | 0.62317 | ||
95 | 2020.03.05 22:30 | close | 47 | 1.60 | 0.63016 | 0.63647 | 0.62317 | 1.60 | 101299.66 |
96 | 2020.03.06 04:03 | sell | 48 | 1.60 | 0.63047 | 0.63677 | 0.62347 | ||
97 | 2020.03.06 04:07 | close | 48 | 1.60 | 0.63045 | 0.63677 | 0.62347 | 3.20 | 101302.86 |
98 | 2020.03.06 04:49 | sell | 49 | 1.60 | 0.62953 | 0.63583 | 0.62253 | ||
99 | 2020.03.06 10:18 | s/l | 49 | 1.60 | 0.63583 | 0.63583 | 0.62253 | -1008.00 | 100294.86 |
100 | 2020.03.09 04:35 | sell | 50 | 1.58 | 0.63075 | 0.63705 | 0.62375 | ||
101 | 2020.03.09 04:49 | modify | 50 | 1.58 | 0.63075 | 0.63075 | 0.62375 | ||
102 | 2020.03.09 04:49 | t/p | 50 | 1.58 | 0.62375 | 0.63075 | 0.62375 | 1106.00 | 101400.86 |
103 | 2020.03.09 11:57 | buy | 51 | 1.60 | 0.63119 | 0.62489 | 0.63819 | ||
104 | 2020.03.09 16:46 | modify | 51 | 1.60 | 0.63119 | 0.63122 | 0.63819 | ||
105 | 2020.03.09 17:11 | t/p | 51 | 1.60 | 0.63819 | 0.63122 | 0.63819 | 1120.00 | 102520.86 |
106 | 2020.03.09 17:53 | buy | 52 | 1.59 | 0.64436 | 0.63806 | 0.65136 | ||
107 | 2020.03.09 19:29 | s/l | 52 | 1.59 | 0.63806 | 0.63806 | 0.65136 | -1001.70 | 101519.16 |
108 | 2020.03.09 21:12 | sell | 53 | 1.59 | 0.63477 | 0.64107 | 0.62777 | ||
109 | 2020.03.10 07:20 | close | 53 | 1.59 | 0.63330 | 0.64107 | 0.62777 | 227.54 | 101746.70 |
110 | 2020.03.10 08:07 | sell | 54 | 1.61 | 0.62992 | 0.63622 | 0.62292 | ||
111 | 2020.03.11 01:15 | close | 54 | 1.61 | 0.62752 | 0.63622 | 0.62292 | 380.14 | 102126.84 |
112 | 2020.03.11 18:42 | sell | 55 | 1.62 | 0.62998 | 0.63628 | 0.62298 | ||
113 | 2020.03.12 07:02 | close | 55 | 1.62 | 0.62640 | 0.63628 | 0.62298 | 561.05 | 102687.89 |
114 | 2020.03.12 09:48 | sell | 56 | 1.64 | 0.62471 | 0.63101 | 0.61771 | ||
115 | 2020.03.12 15:28 | modify | 56 | 1.64 | 0.62471 | 0.62470 | 0.61771 | ||
116 | 2020.03.12 16:01 | t/p | 56 | 1.64 | 0.61771 | 0.62470 | 0.61771 | 1148.00 | 103835.89 |
117 | 2020.03.12 17:21 | sell | 57 | 1.68 | 0.61506 | 0.62136 | 0.60806 | ||
118 | 2020.03.12 23:38 | modify | 57 | 1.68 | 0.61506 | 0.61504 | 0.60806 | ||
119 | 2020.03.13 03:59 | close | 57 | 1.68 | 0.61322 | 0.61504 | 0.60806 | 302.58 | 104138.47 |
120 | 2020.03.13 10:59 | sell | 58 | 1.70 | 0.61109 | 0.61739 | 0.60409 | ||
121 | 2020.03.13 18:59 | modify | 58 | 1.70 | 0.61109 | 0.61109 | 0.60409 | ||
122 | 2020.03.13 19:01 | t/p | 58 | 1.70 | 0.60409 | 0.61109 | 0.60409 | 1190.00 | 105328.47 |
123 | 2020.03.13 22:59 | buy | 59 | 1.72 | 0.61096 | 0.60466 | 0.61796 | ||
124 | 2020.03.13 23:00 | close | 59 | 1.72 | 0.61013 | 0.60466 | 0.61796 | -142.76 | 105185.71 |
125 | 2020.03.16 09:50 | sell | 60 | 1.74 | 0.60264 | 0.60894 | 0.59564 | ||
126 | 2020.03.16 18:16 | s/l | 60 | 1.74 | 0.60894 | 0.60894 | 0.59564 | -1096.20 | 104089.51 |
127 | 2020.03.16 22:52 | sell | 61 | 1.72 | 0.60403 | 0.61033 | 0.59703 | ||
128 | 2020.03.17 13:13 | modify | 61 | 1.72 | 0.60403 | 0.60403 | 0.59703 | ||
129 | 2020.03.17 13:24 | t/p | 61 | 1.72 | 0.59703 | 0.60403 | 0.59703 | 1197.31 | 105286.82 |
130 | 2020.03.17 13:47 | sell | 62 | 1.76 | 0.59487 | 0.60117 | 0.58787 | ||
131 | 2020.03.18 02:30 | close | 62 | 1.76 | 0.59480 | 0.60117 | 0.58787 | 5.47 | 105292.29 |
132 | 2020.03.18 09:05 | sell | 63 | 1.76 | 0.59481 | 0.60111 | 0.58781 | ||
133 | 2020.03.18 11:26 | modify | 63 | 1.76 | 0.59481 | 0.59480 | 0.58781 | ||
134 | 2020.03.18 11:28 | t/p | 63 | 1.76 | 0.58781 | 0.59480 | 0.58781 | 1232.00 | 106524.29 |
135 | 2020.03.18 11:53 | sell | 64 | 1.81 | 0.58579 | 0.59209 | 0.57879 | ||
136 | 2020.03.18 18:25 | modify | 64 | 1.81 | 0.58579 | 0.58579 | 0.57879 | ||
137 | 2020.03.18 18:33 | t/p | 64 | 1.81 | 0.57879 | 0.58579 | 0.57879 | 1267.00 | 107791.29 |
138 | 2020.03.18 19:53 | sell | 65 | 1.87 | 0.57485 | 0.58115 | 0.56785 | ||
139 | 2020.03.19 02:59 | modify | 65 | 1.87 | 0.57485 | 0.57482 | 0.56785 | ||
140 | 2020.03.19 03:36 | t/p | 65 | 1.87 | 0.56785 | 0.57482 | 0.56785 | 1287.17 | 109078.46 |
141 | 2020.03.19 04:09 | sell | 66 | 1.94 | 0.56056 | 0.56686 | 0.55356 | ||
142 | 2020.03.19 04:57 | modify | 66 | 1.94 | 0.56056 | 0.56055 | 0.55356 | ||
143 | 2020.03.19 04:57 | t/p | 66 | 1.94 | 0.55356 | 0.56055 | 0.55356 | 1358.00 | 110436.46 |
144 | 2020.03.19 09:48 | buy | 67 | 1.93 | 0.56998 | 0.56368 | 0.57698 | ||
145 | 2020.03.19 10:11 | s/l | 67 | 1.93 | 0.56368 | 0.56368 | 0.57698 | -1215.90 | 109220.56 |
146 | 2020.03.19 16:23 | buy | 68 | 1.90 | 0.57464 | 0.56834 | 0.58164 | ||
147 | 2020.03.19 17:22 | modify | 68 | 1.90 | 0.57464 | 0.57464 | 0.58164 | ||
148 | 2020.03.19 17:27 | t/p | 68 | 1.90 | 0.58164 | 0.57464 | 0.58164 | 1330.00 | 110550.56 |
149 | 2020.03.19 21:51 | sell | 69 | 1.92 | 0.57417 | 0.58047 | 0.56717 | ||
150 | 2020.03.19 21:51 | close | 69 | 1.92 | 0.57415 | 0.58047 | 0.56717 | 3.84 | 110554.40 |
151 | 2020.03.19 22:34 | sell | 70 | 1.94 | 0.56959 | 0.57589 | 0.56259 | ||
152 | 2020.03.20 02:04 | t/p | 70 | 1.94 | 0.56259 | 0.57589 | 0.56259 | 1350.45 | 111904.85 |
153 | 2020.03.20 09:29 | buy | 71 | 1.92 | 0.58065 | 0.57435 | 0.58765 | ||
154 | 2020.03.20 10:28 | modify | 71 | 1.92 | 0.58065 | 0.58066 | 0.58765 | ||
155 | 2020.03.20 10:29 | t/p | 71 | 1.92 | 0.58765 | 0.58066 | 0.58765 | 1344.00 | 113248.85 |
156 | 2020.03.20 14:38 | sell | 72 | 1.95 | 0.57905 | 0.58535 | 0.57205 | ||
157 | 2020.03.20 18:23 | modify | 72 | 1.95 | 0.57905 | 0.57904 | 0.57205 | ||
158 | 2020.03.20 18:25 | t/p | 72 | 1.95 | 0.57205 | 0.57904 | 0.57205 | 1365.00 | 114613.85 |
159 | 2020.03.20 22:15 | sell | 73 | 2.02 | 0.56711 | 0.57341 | 0.56011 | ||
160 | 2020.03.20 23:00 | close | 73 | 2.02 | 0.56901 | 0.57341 | 0.56011 | -383.80 | 114230.05 |