Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2019.12.30 00:00 - 2020.04.10 23:00 (2019.12.30 - 2020.04.12) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=2; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=300; TS=300; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2681 | Ticks modelled | 5973345 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9844.35 | Gross profit | 11399.94 | Gross loss | -1555.59 |
Profit factor | 7.33 | Expected payoff | 259.06 | ||
Absolute drawdown | 995.86 | Maximal drawdown | 1864.82 (1.85%) | Relative drawdown | 1.85% (1864.82) |
Total trades | 38 | Short positions (won %) | 36 (88.89%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 34 (89.47%) | Loss trades (% of total) | 4 (10.53%) | ||
Largest | profit trade | 573.00 | loss trade | -970.93 | |
Average | profit trade | 335.29 | loss trade | -388.90 | |
Maximum | consecutive wins (profit in money) | 19 (8922.65) | consecutive losses (loss in money) | 1 (-970.93) | |
Maximal | consecutive profit (count of wins) | 8922.65 (19) | consecutive loss (count of losses) | -970.93 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.02 11:45 | sell | 1 | 1.48 | 0.67118 | 0.67748 | 0.66818 | ||
2 | 2020.01.03 04:54 | t/p | 1 | 1.48 | 0.66818 | 0.67748 | 0.66818 | 439.67 | 100439.67 |
3 | 2020.01.03 05:36 | sell | 2 | 1.50 | 0.66718 | 0.67348 | 0.66418 | ||
4 | 2020.01.03 19:34 | close | 2 | 1.50 | 0.66717 | 0.67348 | 0.66418 | 1.50 | 100441.17 |
5 | 2020.01.06 08:14 | sell | 3 | 1.51 | 0.66444 | 0.67074 | 0.66144 | ||
6 | 2020.01.08 03:43 | close | 3 | 1.51 | 0.66397 | 0.67074 | 0.66144 | 62.14 | 100503.31 |
7 | 2020.01.09 11:52 | sell | 4 | 1.51 | 0.66198 | 0.66828 | 0.65898 | ||
8 | 2020.01.10 04:54 | close | 4 | 1.51 | 0.66140 | 0.66828 | 0.65898 | 83.17 | 100586.48 |
9 | 2020.01.13 12:47 | sell | 5 | 1.51 | 0.66246 | 0.66876 | 0.65946 | ||
10 | 2020.01.14 20:04 | close | 5 | 1.51 | 0.66202 | 0.66876 | 0.65946 | 62.03 | 100648.51 |
11 | 2020.01.15 15:07 | sell | 6 | 1.52 | 0.65995 | 0.66625 | 0.65695 | ||
12 | 2020.01.16 15:14 | s/l | 6 | 1.52 | 0.66625 | 0.66625 | 0.65695 | -970.93 | 99677.57 |
13 | 2020.01.17 13:25 | sell | 7 | 1.50 | 0.66215 | 0.66845 | 0.65915 | ||
14 | 2020.01.17 23:00 | close | 7 | 1.50 | 0.66160 | 0.66845 | 0.65915 | 82.50 | 99760.07 |
15 | 2020.01.20 11:14 | sell | 8 | 1.51 | 0.66035 | 0.66665 | 0.65735 | ||
16 | 2020.01.21 12:03 | close | 8 | 1.51 | 0.66023 | 0.66665 | 0.65735 | 13.71 | 99773.78 |
17 | 2020.01.22 03:45 | sell | 9 | 1.51 | 0.65816 | 0.66446 | 0.65516 | ||
18 | 2020.01.24 23:00 | close | 9 | 1.51 | 0.66098 | 0.66446 | 0.65516 | -443.48 | 99330.30 |
19 | 2020.01.27 11:17 | sell | 10 | 1.51 | 0.65610 | 0.66240 | 0.65310 | ||
20 | 2020.01.28 06:04 | close | 10 | 1.51 | 0.65497 | 0.66240 | 0.65310 | 166.22 | 99496.52 |
21 | 2020.01.28 10:03 | sell | 11 | 1.52 | 0.65299 | 0.65929 | 0.64999 | ||
22 | 2020.01.29 20:47 | close | 11 | 1.52 | 0.65275 | 0.65929 | 0.64999 | 32.04 | 99528.55 |
23 | 2020.01.30 16:42 | sell | 12 | 1.53 | 0.64862 | 0.65492 | 0.64562 | ||
24 | 2020.01.31 12:14 | t/p | 12 | 1.53 | 0.64562 | 0.65492 | 0.64562 | 454.53 | 99983.08 |
25 | 2020.02.06 10:34 | sell | 13 | 1.54 | 0.64615 | 0.65245 | 0.64315 | ||
26 | 2020.02.07 05:23 | close | 13 | 1.54 | 0.64608 | 0.65245 | 0.64315 | 6.28 | 99989.36 |
27 | 2020.02.07 09:29 | sell | 14 | 1.55 | 0.64430 | 0.65060 | 0.64130 | ||
28 | 2020.02.07 15:30 | t/p | 14 | 1.55 | 0.64130 | 0.65060 | 0.64130 | 465.00 | 100454.36 |
29 | 2020.02.07 16:05 | sell | 15 | 1.56 | 0.64041 | 0.64671 | 0.63741 | ||
30 | 2020.02.07 23:00 | close | 15 | 1.56 | 0.64023 | 0.64671 | 0.63741 | 28.08 | 100482.44 |
31 | 2020.02.10 16:14 | sell | 16 | 1.57 | 0.63895 | 0.64525 | 0.63595 | ||
32 | 2020.02.11 10:00 | close | 16 | 1.57 | 0.63894 | 0.64525 | 0.63595 | -3.02 | 100479.42 |
33 | 2020.02.12 03:00 | buy | 17 | 1.56 | 0.64386 | 0.63756 | 0.64686 | ||
34 | 2020.02.12 04:17 | t/p | 17 | 1.56 | 0.64686 | 0.63756 | 0.64686 | 468.00 | 100947.42 |
35 | 2020.02.13 01:48 | sell | 18 | 1.56 | 0.64481 | 0.65111 | 0.64181 | ||
36 | 2020.02.14 09:16 | close | 18 | 1.56 | 0.64406 | 0.65111 | 0.64181 | 112.44 | 101059.86 |
37 | 2020.02.14 13:46 | sell | 19 | 1.57 | 0.64259 | 0.64889 | 0.63959 | ||
38 | 2020.02.14 23:00 | close | 19 | 1.57 | 0.64347 | 0.64889 | 0.63959 | -138.16 | 100921.70 |
39 | 2020.02.18 03:06 | sell | 20 | 1.57 | 0.64153 | 0.64783 | 0.63853 | ||
40 | 2020.02.18 20:55 | t/p | 20 | 1.57 | 0.63853 | 0.64783 | 0.63853 | 471.00 | 101392.70 |
41 | 2020.02.19 17:47 | sell | 21 | 1.59 | 0.63729 | 0.64359 | 0.63429 | ||
42 | 2020.02.20 10:17 | t/p | 21 | 1.59 | 0.63429 | 0.64359 | 0.63429 | 463.06 | 101855.75 |
43 | 2020.02.20 14:49 | sell | 22 | 1.60 | 0.63259 | 0.63889 | 0.62959 | ||
44 | 2020.02.21 15:43 | close | 22 | 1.60 | 0.63201 | 0.63889 | 0.62959 | 88.12 | 101943.88 |
45 | 2020.02.24 09:08 | sell | 23 | 1.61 | 0.63046 | 0.63676 | 0.62746 | ||
46 | 2020.02.27 04:42 | close | 23 | 1.61 | 0.62977 | 0.63676 | 0.62746 | 87.56 | 102031.43 |
47 | 2020.02.28 03:28 | sell | 24 | 1.62 | 0.62825 | 0.63455 | 0.62525 | ||
48 | 2020.02.28 05:31 | t/p | 24 | 1.62 | 0.62525 | 0.63455 | 0.62525 | 486.00 | 102517.43 |
49 | 2020.02.28 07:20 | sell | 25 | 1.64 | 0.62325 | 0.62955 | 0.62025 | ||
50 | 2020.02.28 17:58 | t/p | 25 | 1.64 | 0.62025 | 0.62955 | 0.62025 | 492.00 | 103009.43 |
51 | 2020.03.03 17:01 | buy | 26 | 1.63 | 0.63117 | 0.62487 | 0.63417 | ||
52 | 2020.03.06 09:37 | t/p | 26 | 1.63 | 0.63417 | 0.62487 | 0.63417 | 489.92 | 103499.35 |
53 | 2020.03.09 04:41 | sell | 27 | 1.64 | 0.62985 | 0.63615 | 0.62685 | ||
54 | 2020.03.09 04:42 | t/p | 27 | 1.64 | 0.62685 | 0.63615 | 0.62685 | 492.00 | 103991.35 |
55 | 2020.03.10 08:09 | sell | 28 | 1.65 | 0.62910 | 0.63540 | 0.62610 | ||
56 | 2020.03.10 19:20 | t/p | 28 | 1.65 | 0.62610 | 0.63540 | 0.62610 | 495.00 | 104486.35 |
57 | 2020.03.12 01:22 | sell | 29 | 1.66 | 0.62565 | 0.63195 | 0.62265 | ||
58 | 2020.03.12 13:50 | t/p | 29 | 1.66 | 0.62265 | 0.63195 | 0.62265 | 498.00 | 104984.35 |
59 | 2020.03.12 14:17 | sell | 30 | 1.68 | 0.62147 | 0.62777 | 0.61847 | ||
60 | 2020.03.12 15:53 | t/p | 30 | 1.68 | 0.61847 | 0.62777 | 0.61847 | 504.00 | 105488.35 |
61 | 2020.03.12 16:20 | sell | 31 | 1.71 | 0.61673 | 0.62303 | 0.61373 | ||
62 | 2020.03.12 18:11 | t/p | 31 | 1.71 | 0.61373 | 0.62303 | 0.61373 | 513.00 | 106001.35 |
63 | 2020.03.13 18:56 | sell | 32 | 1.74 | 0.60682 | 0.61312 | 0.60382 | ||
64 | 2020.03.13 19:01 | t/p | 32 | 1.74 | 0.60382 | 0.61312 | 0.60382 | 522.00 | 106523.35 |
65 | 2020.03.17 13:25 | sell | 33 | 1.78 | 0.59638 | 0.60268 | 0.59338 | ||
66 | 2020.03.17 19:52 | t/p | 33 | 1.78 | 0.59338 | 0.60268 | 0.59338 | 534.00 | 107057.35 |
67 | 2020.03.18 11:22 | sell | 34 | 1.81 | 0.58885 | 0.59515 | 0.58585 | ||
68 | 2020.03.18 11:54 | t/p | 34 | 1.81 | 0.58585 | 0.59515 | 0.58585 | 543.00 | 107600.35 |
69 | 2020.03.18 16:45 | sell | 35 | 1.84 | 0.58177 | 0.58807 | 0.57877 | ||
70 | 2020.03.18 18:33 | t/p | 35 | 1.84 | 0.57877 | 0.58807 | 0.57877 | 552.00 | 108152.35 |
71 | 2020.03.18 19:53 | sell | 36 | 1.88 | 0.57494 | 0.58124 | 0.57194 | ||
72 | 2020.03.18 20:06 | t/p | 36 | 1.88 | 0.57194 | 0.58124 | 0.57194 | 564.00 | 108716.35 |
73 | 2020.03.19 03:54 | sell | 37 | 1.91 | 0.56625 | 0.57255 | 0.56325 | ||
74 | 2020.03.19 04:00 | t/p | 37 | 1.91 | 0.56325 | 0.57255 | 0.56325 | 573.00 | 109289.35 |
75 | 2020.04.03 10:24 | sell | 38 | 1.85 | 0.58801 | 0.59431 | 0.58501 | ||
76 | 2020.04.03 12:21 | t/p | 38 | 1.85 | 0.58501 | 0.59431 | 0.58501 | 555.00 | 109844.35 |