Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.13 00:00 - 2020.04.24 23:00 (2020.01.13 - 2020.04.26) | ||||
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; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2708 | Ticks modelled | 6115106 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9021.60 | Gross profit | 12912.33 | Gross loss | -3890.73 |
Profit factor | 3.32 | Expected payoff | 225.54 | ||
Absolute drawdown | 1568.34 | Maximal drawdown | 1849.35 (1.84%) | Relative drawdown | 1.84% (1849.35) |
Total trades | 40 | Short positions (won %) | 38 (84.21%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 34 (85.00%) | Loss trades (% of total) | 6 (15.00%) | ||
Largest | profit trade | 570.00 | loss trade | -1176.75 | |
Average | profit trade | 379.77 | loss trade | -648.45 | |
Maximum | consecutive wins (profit in money) | 21 (9955.58) | consecutive losses (loss in money) | 1 (-1176.75) | |
Maximal | consecutive profit (count of wins) | 9955.58 (21) | consecutive loss (count of losses) | -1176.75 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.13 12:47 | sell | 1 | 1.50 | 0.66246 | 0.66876 | 0.65946 | ||
2 | 2020.01.14 20:04 | close | 1 | 1.50 | 0.66202 | 0.66876 | 0.65946 | 62.01 | 100062.01 |
3 | 2020.01.15 15:07 | sell | 2 | 1.51 | 0.65995 | 0.66625 | 0.65695 | ||
4 | 2020.01.16 15:14 | s/l | 2 | 1.51 | 0.66625 | 0.66625 | 0.65695 | -963.35 | 99098.66 |
5 | 2020.01.17 13:25 | sell | 3 | 1.49 | 0.66215 | 0.66845 | 0.65915 | ||
6 | 2020.01.17 23:00 | close | 3 | 1.49 | 0.66160 | 0.66845 | 0.65915 | 81.95 | 99180.61 |
7 | 2020.01.20 11:14 | sell | 4 | 1.50 | 0.66035 | 0.66665 | 0.65735 | ||
8 | 2020.01.21 12:03 | close | 4 | 1.50 | 0.66023 | 0.66665 | 0.65735 | 14.01 | 99194.62 |
9 | 2020.01.22 03:45 | sell | 5 | 1.50 | 0.65816 | 0.66446 | 0.65516 | ||
10 | 2020.01.24 23:00 | close | 5 | 1.50 | 0.66098 | 0.66446 | 0.65516 | -438.96 | 98755.66 |
11 | 2020.01.27 11:17 | sell | 6 | 1.50 | 0.65610 | 0.66240 | 0.65310 | ||
12 | 2020.01.28 06:04 | close | 6 | 1.50 | 0.65497 | 0.66240 | 0.65310 | 165.51 | 98921.17 |
13 | 2020.01.28 10:03 | sell | 7 | 1.51 | 0.65299 | 0.65929 | 0.64999 | ||
14 | 2020.01.29 20:47 | close | 7 | 1.51 | 0.65275 | 0.65929 | 0.64999 | 32.22 | 98953.39 |
15 | 2020.01.30 16:42 | sell | 8 | 1.52 | 0.64862 | 0.65492 | 0.64562 | ||
16 | 2020.01.31 12:14 | t/p | 8 | 1.52 | 0.64562 | 0.65492 | 0.64562 | 451.96 | 99405.35 |
17 | 2020.02.06 10:34 | sell | 9 | 1.53 | 0.64615 | 0.65245 | 0.64315 | ||
18 | 2020.02.07 05:23 | close | 9 | 1.53 | 0.64608 | 0.65245 | 0.64315 | 6.64 | 99411.99 |
19 | 2020.02.07 09:29 | sell | 10 | 1.54 | 0.64430 | 0.65060 | 0.64130 | ||
20 | 2020.02.07 15:30 | t/p | 10 | 1.54 | 0.64130 | 0.65060 | 0.64130 | 462.00 | 99873.99 |
21 | 2020.02.07 16:05 | sell | 11 | 1.55 | 0.64041 | 0.64671 | 0.63741 | ||
22 | 2020.02.07 23:00 | close | 11 | 1.55 | 0.64023 | 0.64671 | 0.63741 | 27.90 | 99901.89 |
23 | 2020.02.10 16:14 | sell | 12 | 1.56 | 0.63895 | 0.64525 | 0.63595 | ||
24 | 2020.02.11 10:00 | close | 12 | 1.56 | 0.63894 | 0.64525 | 0.63595 | -2.59 | 99899.30 |
25 | 2020.02.12 03:00 | buy | 13 | 1.55 | 0.64386 | 0.63756 | 0.64686 | ||
26 | 2020.02.12 04:17 | t/p | 13 | 1.55 | 0.64686 | 0.63756 | 0.64686 | 465.00 | 100364.30 |
27 | 2020.02.13 01:48 | sell | 14 | 1.55 | 0.64481 | 0.65111 | 0.64181 | ||
28 | 2020.02.14 09:16 | close | 14 | 1.55 | 0.64406 | 0.65111 | 0.64181 | 112.13 | 100476.42 |
29 | 2020.02.14 13:46 | sell | 15 | 1.56 | 0.64259 | 0.64889 | 0.63959 | ||
30 | 2020.02.14 23:00 | close | 15 | 1.56 | 0.64347 | 0.64889 | 0.63959 | -137.28 | 100339.14 |
31 | 2020.02.18 03:06 | sell | 16 | 1.56 | 0.64153 | 0.64783 | 0.63853 | ||
32 | 2020.02.18 20:55 | t/p | 16 | 1.56 | 0.63853 | 0.64783 | 0.63853 | 468.00 | 100807.14 |
33 | 2020.02.19 17:47 | sell | 17 | 1.58 | 0.63729 | 0.64359 | 0.63429 | ||
34 | 2020.02.20 10:17 | t/p | 17 | 1.58 | 0.63429 | 0.64359 | 0.63429 | 461.39 | 101268.53 |
35 | 2020.02.20 14:49 | sell | 18 | 1.60 | 0.63259 | 0.63889 | 0.62959 | ||
36 | 2020.02.21 15:43 | close | 18 | 1.60 | 0.63201 | 0.63889 | 0.62959 | 88.54 | 101357.08 |
37 | 2020.02.24 09:08 | sell | 19 | 1.60 | 0.63046 | 0.63676 | 0.62746 | ||
38 | 2020.02.27 04:42 | close | 19 | 1.60 | 0.62977 | 0.63676 | 0.62746 | 89.12 | 101446.20 |
39 | 2020.02.28 03:28 | sell | 20 | 1.61 | 0.62825 | 0.63455 | 0.62525 | ||
40 | 2020.02.28 05:31 | t/p | 20 | 1.61 | 0.62525 | 0.63455 | 0.62525 | 483.00 | 101929.20 |
41 | 2020.02.28 07:20 | sell | 21 | 1.63 | 0.62325 | 0.62955 | 0.62025 | ||
42 | 2020.02.28 17:58 | t/p | 21 | 1.63 | 0.62025 | 0.62955 | 0.62025 | 489.00 | 102418.20 |
43 | 2020.03.03 17:01 | buy | 22 | 1.62 | 0.63117 | 0.62487 | 0.63417 | ||
44 | 2020.03.06 09:37 | t/p | 22 | 1.62 | 0.63417 | 0.62487 | 0.63417 | 486.31 | 102904.51 |
45 | 2020.03.09 04:41 | sell | 23 | 1.63 | 0.62985 | 0.63615 | 0.62685 | ||
46 | 2020.03.09 04:42 | t/p | 23 | 1.63 | 0.62685 | 0.63615 | 0.62685 | 489.00 | 103393.51 |
47 | 2020.03.10 08:09 | sell | 24 | 1.64 | 0.62910 | 0.63540 | 0.62610 | ||
48 | 2020.03.10 19:20 | t/p | 24 | 1.64 | 0.62610 | 0.63540 | 0.62610 | 492.00 | 103885.51 |
49 | 2020.03.12 01:22 | sell | 25 | 1.66 | 0.62565 | 0.63195 | 0.62265 | ||
50 | 2020.03.12 13:50 | t/p | 25 | 1.66 | 0.62265 | 0.63195 | 0.62265 | 498.00 | 104383.51 |
51 | 2020.03.12 14:17 | sell | 26 | 1.67 | 0.62147 | 0.62777 | 0.61847 | ||
52 | 2020.03.12 15:53 | t/p | 26 | 1.67 | 0.61847 | 0.62777 | 0.61847 | 501.00 | 104884.51 |
53 | 2020.03.12 16:20 | sell | 27 | 1.70 | 0.61673 | 0.62303 | 0.61373 | ||
54 | 2020.03.12 18:11 | t/p | 27 | 1.70 | 0.61373 | 0.62303 | 0.61373 | 510.00 | 105394.51 |
55 | 2020.03.13 18:56 | sell | 28 | 1.73 | 0.60682 | 0.61312 | 0.60382 | ||
56 | 2020.03.13 19:01 | t/p | 28 | 1.73 | 0.60382 | 0.61312 | 0.60382 | 519.00 | 105913.51 |
57 | 2020.03.17 13:25 | sell | 29 | 1.77 | 0.59638 | 0.60268 | 0.59338 | ||
58 | 2020.03.17 19:52 | t/p | 29 | 1.77 | 0.59338 | 0.60268 | 0.59338 | 531.00 | 106444.51 |
59 | 2020.03.18 11:22 | sell | 30 | 1.80 | 0.58885 | 0.59515 | 0.58585 | ||
60 | 2020.03.18 11:54 | t/p | 30 | 1.80 | 0.58585 | 0.59515 | 0.58585 | 540.00 | 106984.51 |
61 | 2020.03.18 16:45 | sell | 31 | 1.83 | 0.58177 | 0.58807 | 0.57877 | ||
62 | 2020.03.18 18:33 | t/p | 31 | 1.83 | 0.57877 | 0.58807 | 0.57877 | 549.00 | 107533.51 |
63 | 2020.03.18 19:53 | sell | 32 | 1.86 | 0.57494 | 0.58124 | 0.57194 | ||
64 | 2020.03.18 20:06 | t/p | 32 | 1.86 | 0.57194 | 0.58124 | 0.57194 | 558.00 | 108091.51 |
65 | 2020.03.19 03:54 | sell | 33 | 1.90 | 0.56625 | 0.57255 | 0.56325 | ||
66 | 2020.03.19 04:00 | t/p | 33 | 1.90 | 0.56325 | 0.57255 | 0.56325 | 570.00 | 108661.51 |
67 | 2020.04.03 10:24 | sell | 34 | 1.84 | 0.58801 | 0.59431 | 0.58501 | ||
68 | 2020.04.03 12:21 | t/p | 34 | 1.84 | 0.58501 | 0.59431 | 0.58501 | 552.00 | 109213.51 |
69 | 2020.04.14 18:29 | sell | 35 | 1.80 | 0.60644 | 0.61274 | 0.60344 | ||
70 | 2020.04.15 09:42 | t/p | 35 | 1.80 | 0.60344 | 0.61274 | 0.60344 | 535.21 | 109748.72 |
71 | 2020.04.15 13:35 | sell | 36 | 1.82 | 0.60033 | 0.60663 | 0.59733 | ||
72 | 2020.04.15 15:31 | t/p | 36 | 1.82 | 0.59733 | 0.60663 | 0.59733 | 546.00 | 110294.72 |
73 | 2020.04.16 19:33 | sell | 37 | 1.86 | 0.59234 | 0.59864 | 0.58934 | ||
74 | 2020.04.17 00:37 | s/l | 37 | 1.86 | 0.59864 | 0.59864 | 0.58934 | -1176.75 | 109117.97 |
75 | 2020.04.21 04:46 | sell | 38 | 1.81 | 0.60084 | 0.60714 | 0.59784 | ||
76 | 2020.04.21 10:57 | t/p | 38 | 1.81 | 0.59784 | 0.60714 | 0.59784 | 543.00 | 109660.97 |
77 | 2020.04.21 12:29 | sell | 39 | 1.84 | 0.59576 | 0.60206 | 0.59276 | ||
78 | 2020.04.23 02:37 | t/p | 39 | 1.84 | 0.59276 | 0.60206 | 0.59276 | 532.42 | 110193.40 |
79 | 2020.04.23 03:22 | sell | 40 | 1.86 | 0.59115 | 0.59745 | 0.58815 | ||
80 | 2020.04.23 08:24 | s/l | 40 | 1.86 | 0.59745 | 0.59745 | 0.58815 | -1171.80 | 109021.60 |