Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.23 00:00 - 2020.04.03 23:30 (2019.12.23 - 2020.04.04) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=2; DownATRR=0.5; DPR=0.5; StopLoss=500; TakeProfit=500; TS=300; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4300 | Ticks modelled | 5784096 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10336.66 | Gross profit | 14297.03 | Gross loss | -3960.37 |
Profit factor | 3.61 | Expected payoff | 240.39 | ||
Absolute drawdown | 1681.29 | Maximal drawdown | 2104.14 (2.10%) | Relative drawdown | 2.10% (2104.14) |
Total trades | 43 | Short positions (won %) | 41 (80.49%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 35 (81.40%) | Loss trades (% of total) | 8 (18.60%) | ||
Largest | profit trade | 985.00 | loss trade | -991.10 | |
Average | profit trade | 408.49 | loss trade | -495.05 | |
Maximum | consecutive wins (profit in money) | 17 (10805.13) | consecutive losses (loss in money) | 1 (-991.10) | |
Maximal | consecutive profit (count of wins) | 10805.13 (17) | consecutive loss (count of losses) | -991.10 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.02 11:46 | sell | 1 | 1.48 | 0.67105 | 0.67635 | 0.66605 | ||
2 | 2020.01.02 17:33 | close | 1 | 1.48 | 0.67074 | 0.67635 | 0.66605 | 45.88 | 100045.88 |
3 | 2020.01.03 05:36 | sell | 2 | 1.49 | 0.66717 | 0.67247 | 0.66217 | ||
4 | 2020.01.03 14:28 | close | 2 | 1.49 | 0.66638 | 0.67247 | 0.66217 | 117.71 | 100163.59 |
5 | 2020.01.06 08:15 | sell | 3 | 1.50 | 0.66443 | 0.66973 | 0.65943 | ||
6 | 2020.01.07 20:01 | close | 3 | 1.50 | 0.66395 | 0.66973 | 0.65943 | 64.80 | 100228.39 |
7 | 2020.01.08 02:18 | sell | 4 | 1.51 | 0.66193 | 0.66723 | 0.65693 | ||
8 | 2020.01.08 09:48 | s/l | 4 | 1.51 | 0.66723 | 0.66723 | 0.65693 | -800.30 | 99428.09 |
9 | 2020.01.09 10:09 | sell | 5 | 1.49 | 0.66360 | 0.66890 | 0.65860 | ||
10 | 2020.01.09 20:19 | close | 5 | 1.49 | 0.66147 | 0.66890 | 0.65860 | 317.37 | 99745.46 |
11 | 2020.01.13 12:48 | sell | 6 | 1.50 | 0.66243 | 0.66773 | 0.65743 | ||
12 | 2020.01.14 13:38 | close | 6 | 1.50 | 0.66236 | 0.66773 | 0.65743 | 3.30 | 99748.75 |
13 | 2020.01.15 15:07 | sell | 7 | 1.51 | 0.65994 | 0.66524 | 0.65494 | ||
14 | 2020.01.16 12:13 | s/l | 7 | 1.51 | 0.66524 | 0.66524 | 0.65494 | -822.06 | 98926.70 |
15 | 2020.01.17 13:04 | sell | 8 | 1.49 | 0.66239 | 0.66769 | 0.65739 | ||
16 | 2020.01.17 21:04 | close | 8 | 1.49 | 0.66199 | 0.66769 | 0.65739 | 59.60 | 98986.30 |
17 | 2020.01.20 11:14 | sell | 9 | 1.49 | 0.66035 | 0.66565 | 0.65535 | ||
18 | 2020.01.20 20:29 | close | 9 | 1.49 | 0.66028 | 0.66565 | 0.65535 | 10.43 | 98996.73 |
19 | 2020.01.21 10:16 | sell | 10 | 1.50 | 0.65886 | 0.66416 | 0.65386 | ||
20 | 2020.01.24 23:00 | close | 10 | 1.50 | 0.66098 | 0.66416 | 0.65386 | -354.02 | 98642.71 |
21 | 2020.01.27 11:19 | sell | 11 | 1.50 | 0.65604 | 0.66134 | 0.65104 | ||
22 | 2020.01.28 03:01 | close | 11 | 1.50 | 0.65459 | 0.66134 | 0.65104 | 210.30 | 98853.00 |
23 | 2020.01.28 10:03 | sell | 12 | 1.51 | 0.65301 | 0.65831 | 0.64801 | ||
24 | 2020.01.28 18:30 | close | 12 | 1.51 | 0.65300 | 0.65831 | 0.64801 | 1.51 | 98854.51 |
25 | 2020.01.29 13:11 | sell | 13 | 1.51 | 0.65171 | 0.65701 | 0.64671 | ||
26 | 2020.01.30 13:31 | close | 13 | 1.51 | 0.65061 | 0.65701 | 0.64671 | 144.34 | 98998.86 |
27 | 2020.01.30 16:42 | sell | 14 | 1.52 | 0.64859 | 0.65389 | 0.64359 | ||
28 | 2020.01.31 06:48 | close | 14 | 1.52 | 0.64858 | 0.65389 | 0.64359 | -5.78 | 98993.08 |
29 | 2020.01.31 10:02 | sell | 15 | 1.52 | 0.64730 | 0.65260 | 0.64230 | ||
30 | 2020.01.31 15:14 | close | 15 | 1.52 | 0.64706 | 0.65260 | 0.64230 | 36.48 | 99029.56 |
31 | 2020.02.06 10:34 | sell | 16 | 1.53 | 0.64614 | 0.65144 | 0.64114 | ||
32 | 2020.02.07 00:52 | close | 16 | 1.53 | 0.64613 | 0.65144 | 0.64114 | -5.82 | 99023.74 |
33 | 2020.02.07 02:39 | sell | 17 | 1.53 | 0.64492 | 0.65022 | 0.63992 | ||
34 | 2020.02.07 23:00 | close | 17 | 1.53 | 0.64023 | 0.65022 | 0.63992 | 717.57 | 99741.31 |
35 | 2020.02.12 03:00 | buy | 18 | 1.54 | 0.64386 | 0.63856 | 0.64886 | ||
36 | 2020.02.12 16:10 | close | 18 | 1.54 | 0.64690 | 0.63856 | 0.64886 | 468.16 | 100209.47 |
37 | 2020.02.13 01:48 | sell | 19 | 1.55 | 0.64536 | 0.65066 | 0.64036 | ||
38 | 2020.02.13 09:21 | close | 19 | 1.55 | 0.64508 | 0.65066 | 0.64036 | 43.40 | 100252.87 |
39 | 2020.02.14 13:46 | sell | 20 | 1.55 | 0.64261 | 0.64791 | 0.63761 | ||
40 | 2020.02.14 23:00 | close | 20 | 1.55 | 0.64347 | 0.64791 | 0.63761 | -133.30 | 100119.57 |
41 | 2020.02.18 03:06 | sell | 21 | 1.56 | 0.64152 | 0.64682 | 0.63652 | ||
42 | 2020.02.18 17:01 | close | 21 | 1.56 | 0.63998 | 0.64682 | 0.63652 | 240.24 | 100359.81 |
43 | 2020.02.19 16:58 | sell | 22 | 1.57 | 0.63801 | 0.64331 | 0.63301 | ||
44 | 2020.02.20 14:42 | t/p | 22 | 1.57 | 0.63301 | 0.64331 | 0.63301 | 762.38 | 101122.19 |
45 | 2020.02.21 04:18 | sell | 23 | 1.59 | 0.63190 | 0.63720 | 0.62690 | ||
46 | 2020.02.21 10:31 | close | 23 | 1.59 | 0.63169 | 0.63720 | 0.62690 | 33.39 | 101155.58 |
47 | 2020.02.24 09:08 | sell | 24 | 1.60 | 0.63049 | 0.63579 | 0.62549 | ||
48 | 2020.02.24 19:49 | s/l | 24 | 1.60 | 0.63579 | 0.63579 | 0.62549 | -848.00 | 100307.58 |
49 | 2020.02.25 11:13 | sell | 25 | 1.58 | 0.63256 | 0.63786 | 0.62756 | ||
50 | 2020.02.25 18:53 | close | 25 | 1.58 | 0.63255 | 0.63786 | 0.62756 | 1.58 | 100309.16 |
51 | 2020.02.26 12:39 | sell | 26 | 1.59 | 0.62997 | 0.63527 | 0.62497 | ||
52 | 2020.02.26 21:08 | close | 26 | 1.59 | 0.62993 | 0.63527 | 0.62497 | 6.36 | 100315.52 |
53 | 2020.02.28 03:09 | sell | 27 | 1.59 | 0.62933 | 0.63463 | 0.62433 | ||
54 | 2020.02.28 06:56 | t/p | 27 | 1.59 | 0.62433 | 0.63463 | 0.62433 | 795.00 | 101110.52 |
55 | 2020.02.28 07:20 | sell | 28 | 1.62 | 0.62320 | 0.62850 | 0.61820 | ||
56 | 2020.02.28 21:30 | close | 28 | 1.62 | 0.62314 | 0.62850 | 0.61820 | 9.72 | 101120.24 |
57 | 2020.03.03 17:00 | buy | 29 | 1.60 | 0.63096 | 0.62566 | 0.63596 | ||
58 | 2020.03.06 10:34 | t/p | 29 | 1.60 | 0.63596 | 0.62566 | 0.63596 | 779.45 | 101899.69 |
59 | 2020.03.09 04:41 | sell | 30 | 1.61 | 0.62986 | 0.63516 | 0.62486 | ||
60 | 2020.03.09 04:49 | t/p | 30 | 1.61 | 0.62486 | 0.63516 | 0.62486 | 805.00 | 102704.69 |
61 | 2020.03.10 08:09 | sell | 31 | 1.63 | 0.62908 | 0.63438 | 0.62408 | ||
62 | 2020.03.11 01:15 | close | 31 | 1.63 | 0.62752 | 0.63438 | 0.62408 | 246.45 | 102951.14 |
63 | 2020.03.11 22:11 | sell | 32 | 1.64 | 0.62695 | 0.63225 | 0.62195 | ||
64 | 2020.03.12 07:02 | close | 32 | 1.64 | 0.62640 | 0.63225 | 0.62195 | 66.57 | 103017.71 |
65 | 2020.03.12 13:47 | sell | 33 | 1.65 | 0.62290 | 0.62820 | 0.61790 | ||
66 | 2020.03.12 16:00 | t/p | 33 | 1.65 | 0.61790 | 0.62820 | 0.61790 | 825.00 | 103842.71 |
67 | 2020.03.12 17:21 | sell | 34 | 1.68 | 0.61533 | 0.62063 | 0.61033 | ||
68 | 2020.03.12 18:44 | t/p | 34 | 1.68 | 0.61033 | 0.62063 | 0.61033 | 840.00 | 104682.71 |
69 | 2020.03.13 18:38 | sell | 35 | 1.71 | 0.60947 | 0.61477 | 0.60447 | ||
70 | 2020.03.13 19:00 | t/p | 35 | 1.71 | 0.60447 | 0.61477 | 0.60447 | 855.00 | 105537.71 |
71 | 2020.03.17 12:21 | sell | 36 | 1.75 | 0.60023 | 0.60553 | 0.59523 | ||
72 | 2020.03.17 13:47 | t/p | 36 | 1.75 | 0.59523 | 0.60553 | 0.59523 | 875.00 | 106412.71 |
73 | 2020.03.18 10:58 | sell | 37 | 1.80 | 0.59039 | 0.59569 | 0.58539 | ||
74 | 2020.03.18 11:57 | t/p | 37 | 1.80 | 0.58539 | 0.59569 | 0.58539 | 900.00 | 107312.71 |
75 | 2020.03.18 12:29 | sell | 38 | 1.83 | 0.58389 | 0.58919 | 0.57889 | ||
76 | 2020.03.18 18:32 | t/p | 38 | 1.83 | 0.57889 | 0.58919 | 0.57889 | 915.00 | 108227.71 |
77 | 2020.03.18 19:53 | sell | 39 | 1.88 | 0.57479 | 0.58009 | 0.56979 | ||
78 | 2020.03.18 20:07 | t/p | 39 | 1.88 | 0.56979 | 0.58009 | 0.56979 | 940.00 | 109167.71 |
79 | 2020.03.19 03:54 | sell | 40 | 1.92 | 0.56632 | 0.57162 | 0.56132 | ||
80 | 2020.03.19 04:09 | t/p | 40 | 1.92 | 0.56132 | 0.57162 | 0.56132 | 960.00 | 110127.71 |
81 | 2020.03.19 04:45 | sell | 41 | 1.97 | 0.55886 | 0.56416 | 0.55386 | ||
82 | 2020.03.19 04:57 | t/p | 41 | 1.97 | 0.55386 | 0.56416 | 0.55386 | 985.00 | 111112.71 |
83 | 2020.03.27 10:33 | sell | 42 | 1.87 | 0.59193 | 0.59723 | 0.58693 | ||
84 | 2020.03.27 11:08 | s/l | 42 | 1.87 | 0.59723 | 0.59723 | 0.58693 | -991.10 | 110121.61 |
85 | 2020.04.03 10:22 | sell | 43 | 1.87 | 0.58853 | 0.59383 | 0.58353 | ||
86 | 2020.04.03 17:57 | close | 43 | 1.87 | 0.58738 | 0.59383 | 0.58353 | 215.05 | 110336.66 |