Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.01.27 00:00 - 2020.05.08 23:00 (2020.01.27 - 2020.05.09) | ||||
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 | 2704 | Ticks modelled | 6088528 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 8294.26 | Gross profit | 13116.79 | Gross loss | -4822.53 |
Profit factor | 2.72 | Expected payoff | 218.27 | ||
Absolute drawdown | 145.39 | Maximal drawdown | 3416.08 (3.06%) | Relative drawdown | 3.06% (3416.08) |
Total trades | 38 | Short positions (won %) | 36 (83.33%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 32 (84.21%) | Loss trades (% of total) | 6 (15.79%) | ||
Largest | profit trade | 579.00 | loss trade | -1188.45 | |
Average | profit trade | 409.90 | loss trade | -803.76 | |
Maximum | consecutive wins (profit in money) | 21 (10101.45) | consecutive losses (loss in money) | 2 (-2341.24) | |
Maximal | consecutive profit (count of wins) | 10101.45 (21) | consecutive loss (count of losses) | -2341.24 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.27 11:17 | sell | 1 | 1.52 | 0.65610 | 0.66240 | 0.65310 | ||
2 | 2020.01.28 06:04 | close | 1 | 1.52 | 0.65497 | 0.66240 | 0.65310 | 168.49 | 100168.49 |
3 | 2020.01.28 10:03 | sell | 2 | 1.53 | 0.65299 | 0.65929 | 0.64999 | ||
4 | 2020.01.29 20:47 | close | 2 | 1.53 | 0.65275 | 0.65929 | 0.64999 | 33.43 | 100201.92 |
5 | 2020.01.30 16:42 | sell | 3 | 1.54 | 0.64862 | 0.65492 | 0.64562 | ||
6 | 2020.01.31 12:14 | t/p | 3 | 1.54 | 0.64562 | 0.65492 | 0.64562 | 458.69 | 100660.60 |
7 | 2020.02.06 10:34 | sell | 4 | 1.55 | 0.64615 | 0.65245 | 0.64315 | ||
8 | 2020.02.07 05:23 | close | 4 | 1.55 | 0.64608 | 0.65245 | 0.64315 | 7.51 | 100668.12 |
9 | 2020.02.07 09:29 | sell | 5 | 1.56 | 0.64430 | 0.65060 | 0.64130 | ||
10 | 2020.02.07 15:30 | t/p | 5 | 1.56 | 0.64130 | 0.65060 | 0.64130 | 468.00 | 101136.12 |
11 | 2020.02.07 16:05 | sell | 6 | 1.57 | 0.64041 | 0.64671 | 0.63741 | ||
12 | 2020.02.07 23:00 | close | 6 | 1.57 | 0.64023 | 0.64671 | 0.63741 | 28.26 | 101164.38 |
13 | 2020.02.10 16:14 | sell | 7 | 1.58 | 0.63895 | 0.64525 | 0.63595 | ||
14 | 2020.02.11 10:00 | close | 7 | 1.58 | 0.63894 | 0.64525 | 0.63595 | -1.82 | 101162.55 |
15 | 2020.02.12 03:00 | buy | 8 | 1.57 | 0.64386 | 0.63756 | 0.64686 | ||
16 | 2020.02.12 04:17 | t/p | 8 | 1.57 | 0.64686 | 0.63756 | 0.64686 | 471.00 | 101633.55 |
17 | 2020.02.13 01:48 | sell | 9 | 1.57 | 0.64481 | 0.65111 | 0.64181 | ||
18 | 2020.02.14 09:16 | close | 9 | 1.57 | 0.64406 | 0.65111 | 0.64181 | 114.37 | 101747.93 |
19 | 2020.02.14 13:46 | sell | 10 | 1.58 | 0.64259 | 0.64889 | 0.63959 | ||
20 | 2020.02.14 23:00 | close | 10 | 1.58 | 0.64347 | 0.64889 | 0.63959 | -139.04 | 101608.89 |
21 | 2020.02.18 03:06 | sell | 11 | 1.58 | 0.64153 | 0.64783 | 0.63853 | ||
22 | 2020.02.18 20:55 | t/p | 11 | 1.58 | 0.63853 | 0.64783 | 0.63853 | 474.00 | 102082.89 |
23 | 2020.02.19 17:47 | sell | 12 | 1.60 | 0.63729 | 0.64359 | 0.63429 | ||
24 | 2020.02.20 10:17 | t/p | 12 | 1.60 | 0.63429 | 0.64359 | 0.63429 | 469.67 | 102552.55 |
25 | 2020.02.20 14:49 | sell | 13 | 1.62 | 0.63259 | 0.63889 | 0.62959 | ||
26 | 2020.02.21 15:43 | close | 13 | 1.62 | 0.63201 | 0.63889 | 0.62959 | 90.47 | 102643.03 |
27 | 2020.02.24 09:08 | sell | 14 | 1.62 | 0.63046 | 0.63676 | 0.62746 | ||
28 | 2020.02.27 04:42 | close | 14 | 1.62 | 0.62977 | 0.63676 | 0.62746 | 94.35 | 102737.38 |
29 | 2020.02.28 03:28 | sell | 15 | 1.63 | 0.62825 | 0.63455 | 0.62525 | ||
30 | 2020.02.28 05:31 | t/p | 15 | 1.63 | 0.62525 | 0.63455 | 0.62525 | 489.00 | 103226.38 |
31 | 2020.02.28 07:20 | sell | 16 | 1.65 | 0.62325 | 0.62955 | 0.62025 | ||
32 | 2020.02.28 17:58 | t/p | 16 | 1.65 | 0.62025 | 0.62955 | 0.62025 | 495.00 | 103721.38 |
33 | 2020.03.03 17:01 | buy | 17 | 1.64 | 0.63117 | 0.62487 | 0.63417 | ||
34 | 2020.03.06 09:37 | t/p | 17 | 1.64 | 0.63417 | 0.62487 | 0.63417 | 492.88 | 104214.26 |
35 | 2020.03.09 04:41 | sell | 18 | 1.65 | 0.62985 | 0.63615 | 0.62685 | ||
36 | 2020.03.09 04:42 | t/p | 18 | 1.65 | 0.62685 | 0.63615 | 0.62685 | 495.00 | 104709.26 |
37 | 2020.03.10 08:09 | sell | 19 | 1.66 | 0.62910 | 0.63540 | 0.62610 | ||
38 | 2020.03.10 19:20 | t/p | 19 | 1.66 | 0.62610 | 0.63540 | 0.62610 | 498.00 | 105207.26 |
39 | 2020.03.12 01:22 | sell | 20 | 1.68 | 0.62565 | 0.63195 | 0.62265 | ||
40 | 2020.03.12 13:50 | t/p | 20 | 1.68 | 0.62265 | 0.63195 | 0.62265 | 504.00 | 105711.26 |
41 | 2020.03.12 14:17 | sell | 21 | 1.70 | 0.62147 | 0.62777 | 0.61847 | ||
42 | 2020.03.12 15:53 | t/p | 21 | 1.70 | 0.61847 | 0.62777 | 0.61847 | 510.00 | 106221.26 |
43 | 2020.03.12 16:20 | sell | 22 | 1.72 | 0.61673 | 0.62303 | 0.61373 | ||
44 | 2020.03.12 18:11 | t/p | 22 | 1.72 | 0.61373 | 0.62303 | 0.61373 | 516.00 | 106737.26 |
45 | 2020.03.13 18:56 | sell | 23 | 1.75 | 0.60682 | 0.61312 | 0.60382 | ||
46 | 2020.03.13 19:01 | t/p | 23 | 1.75 | 0.60382 | 0.61312 | 0.60382 | 525.00 | 107262.26 |
47 | 2020.03.17 13:25 | sell | 24 | 1.79 | 0.59638 | 0.60268 | 0.59338 | ||
48 | 2020.03.17 19:52 | t/p | 24 | 1.79 | 0.59338 | 0.60268 | 0.59338 | 537.00 | 107799.26 |
49 | 2020.03.18 11:22 | sell | 25 | 1.83 | 0.58885 | 0.59515 | 0.58585 | ||
50 | 2020.03.18 11:54 | t/p | 25 | 1.83 | 0.58585 | 0.59515 | 0.58585 | 549.00 | 108348.26 |
51 | 2020.03.18 16:45 | sell | 26 | 1.86 | 0.58177 | 0.58807 | 0.57877 | ||
52 | 2020.03.18 18:33 | t/p | 26 | 1.86 | 0.57877 | 0.58807 | 0.57877 | 558.00 | 108906.26 |
53 | 2020.03.18 19:53 | sell | 27 | 1.89 | 0.57494 | 0.58124 | 0.57194 | ||
54 | 2020.03.18 20:06 | t/p | 27 | 1.89 | 0.57194 | 0.58124 | 0.57194 | 567.00 | 109473.26 |
55 | 2020.03.19 03:54 | sell | 28 | 1.93 | 0.56625 | 0.57255 | 0.56325 | ||
56 | 2020.03.19 04:00 | t/p | 28 | 1.93 | 0.56325 | 0.57255 | 0.56325 | 579.00 | 110052.26 |
57 | 2020.04.03 10:24 | sell | 29 | 1.87 | 0.58801 | 0.59431 | 0.58501 | ||
58 | 2020.04.03 12:21 | t/p | 29 | 1.87 | 0.58501 | 0.59431 | 0.58501 | 561.00 | 110613.26 |
59 | 2020.04.14 18:29 | sell | 30 | 1.82 | 0.60644 | 0.61274 | 0.60344 | ||
60 | 2020.04.15 09:42 | t/p | 30 | 1.82 | 0.60344 | 0.61274 | 0.60344 | 542.08 | 111155.34 |
61 | 2020.04.15 13:35 | sell | 31 | 1.85 | 0.60033 | 0.60663 | 0.59733 | ||
62 | 2020.04.15 15:31 | t/p | 31 | 1.85 | 0.59733 | 0.60663 | 0.59733 | 555.00 | 111710.34 |
63 | 2020.04.16 19:33 | sell | 32 | 1.88 | 0.59234 | 0.59864 | 0.58934 | ||
64 | 2020.04.17 00:37 | s/l | 32 | 1.88 | 0.59864 | 0.59864 | 0.58934 | -1188.45 | 110521.89 |
65 | 2020.04.21 04:46 | sell | 33 | 1.83 | 0.60084 | 0.60714 | 0.59784 | ||
66 | 2020.04.21 10:57 | t/p | 33 | 1.83 | 0.59784 | 0.60714 | 0.59784 | 549.00 | 111070.89 |
67 | 2020.04.21 12:29 | sell | 34 | 1.86 | 0.59576 | 0.60206 | 0.59276 | ||
68 | 2020.04.23 02:37 | t/p | 34 | 1.86 | 0.59276 | 0.60206 | 0.59276 | 541.99 | 111612.88 |
69 | 2020.04.23 03:22 | sell | 35 | 1.88 | 0.59115 | 0.59745 | 0.58815 | ||
70 | 2020.04.23 08:24 | s/l | 35 | 1.88 | 0.59745 | 0.59745 | 0.58815 | -1184.40 | 110428.48 |
71 | 2020.04.28 02:25 | sell | 36 | 1.83 | 0.60241 | 0.60871 | 0.59941 | ||
72 | 2020.04.29 03:19 | s/l | 36 | 1.83 | 0.60871 | 0.60871 | 0.59941 | -1156.84 | 109271.64 |
73 | 2020.05.01 14:23 | sell | 37 | 1.80 | 0.60683 | 0.61313 | 0.60383 | ||
74 | 2020.05.01 23:00 | close | 37 | 1.80 | 0.60586 | 0.61313 | 0.60383 | 174.60 | 109446.24 |
75 | 2020.05.06 18:24 | sell | 38 | 1.81 | 0.60199 | 0.60829 | 0.59899 | ||
76 | 2020.05.07 18:48 | s/l | 38 | 1.81 | 0.60829 | 0.60829 | 0.59899 | -1151.99 | 108294.26 |