Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.03 00:00 - 2020.05.15 23:30 (2020.02.03 - 2020.05.16) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=400; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4397 | Ticks modelled | 6099828 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 12565.09 | Gross profit | 23523.77 | Gross loss | -10958.69 |
Profit factor | 2.15 | Expected payoff | 193.31 | ||
Absolute drawdown | 863.31 | Maximal drawdown | 3696.70 (3.23%) | Relative drawdown | 3.23% (3696.70) |
Total trades | 65 | Short positions (won %) | 34 (82.35%) | Long positions (won %) | 31 (77.42%) |
Profit trades (% of total) | 52 (80.00%) | Loss trades (% of total) | 13 (20.00%) | ||
Largest | profit trade | 776.00 | loss trade | -1220.07 | |
Average | profit trade | 452.38 | loss trade | -842.98 | |
Maximum | consecutive wins (profit in money) | 15 (10118.09) | consecutive losses (loss in money) | 2 (-2410.75) | |
Maximal | consecutive profit (count of wins) | 10118.09 (15) | consecutive loss (count of losses) | -2410.75 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.04 19:04 | buy | 1 | 1.54 | 0.64868 | 0.64238 | 0.65268 | ||
2 | 2020.02.05 04:00 | close | 1 | 1.54 | 0.64873 | 0.64238 | 0.65268 | 7.87 | 100007.87 |
3 | 2020.02.06 10:34 | sell | 2 | 1.54 | 0.64615 | 0.65245 | 0.64215 | ||
4 | 2020.02.07 00:52 | close | 2 | 1.54 | 0.64613 | 0.65245 | 0.64215 | -0.25 | 100007.62 |
5 | 2020.02.07 02:39 | sell | 3 | 1.55 | 0.64487 | 0.65117 | 0.64087 | ||
6 | 2020.02.07 16:05 | t/p | 3 | 1.55 | 0.64087 | 0.65117 | 0.64087 | 620.00 | 100627.62 |
7 | 2020.02.10 16:14 | sell | 4 | 1.57 | 0.63895 | 0.64525 | 0.63495 | ||
8 | 2020.02.11 00:50 | close | 4 | 1.57 | 0.63876 | 0.64525 | 0.63495 | 26.44 | 100654.06 |
9 | 2020.02.11 16:16 | buy | 5 | 1.57 | 0.64039 | 0.63409 | 0.64439 | ||
10 | 2020.02.12 03:01 | t/p | 5 | 1.57 | 0.64439 | 0.63409 | 0.64439 | 628.17 | 101282.23 |
11 | 2020.02.12 04:17 | buy | 6 | 1.56 | 0.64719 | 0.64089 | 0.65119 | ||
12 | 2020.02.14 23:00 | close | 6 | 1.56 | 0.64317 | 0.64089 | 0.65119 | -626.45 | 100655.78 |
13 | 2020.02.18 03:06 | sell | 7 | 1.56 | 0.64153 | 0.64783 | 0.63753 | ||
14 | 2020.02.18 17:01 | close | 7 | 1.56 | 0.63998 | 0.64783 | 0.63753 | 241.80 | 100897.58 |
15 | 2020.02.19 11:09 | buy | 8 | 1.57 | 0.64067 | 0.63437 | 0.64467 | ||
16 | 2020.02.20 10:15 | s/l | 8 | 1.57 | 0.63437 | 0.63437 | 0.64467 | -988.59 | 99908.99 |
17 | 2020.02.20 14:49 | sell | 9 | 1.57 | 0.63259 | 0.63889 | 0.62859 | ||
18 | 2020.02.21 10:31 | close | 9 | 1.57 | 0.63169 | 0.63889 | 0.62859 | 137.91 | 100046.90 |
19 | 2020.02.21 17:38 | buy | 10 | 1.57 | 0.63510 | 0.62880 | 0.63910 | ||
20 | 2020.02.21 23:00 | close | 10 | 1.57 | 0.63498 | 0.62880 | 0.63910 | -18.84 | 100028.06 |
21 | 2020.02.24 09:08 | sell | 11 | 1.58 | 0.63046 | 0.63676 | 0.62646 | ||
22 | 2020.02.26 17:56 | close | 11 | 1.58 | 0.63045 | 0.63676 | 0.62646 | -5.24 | 100022.82 |
23 | 2020.02.27 10:29 | buy | 12 | 1.58 | 0.63166 | 0.62536 | 0.63566 | ||
24 | 2020.02.27 18:02 | close | 12 | 1.58 | 0.63168 | 0.62536 | 0.63566 | 3.16 | 100025.98 |
25 | 2020.02.28 03:28 | sell | 13 | 1.59 | 0.62825 | 0.63455 | 0.62425 | ||
26 | 2020.02.28 06:57 | t/p | 13 | 1.59 | 0.62425 | 0.63455 | 0.62425 | 636.00 | 100661.98 |
27 | 2020.02.28 07:20 | sell | 14 | 1.61 | 0.62325 | 0.62955 | 0.61925 | ||
28 | 2020.02.28 21:30 | close | 14 | 1.61 | 0.62314 | 0.62955 | 0.61925 | 17.71 | 100679.69 |
29 | 2020.03.03 17:00 | buy | 15 | 1.60 | 0.62912 | 0.62282 | 0.63312 | ||
30 | 2020.03.05 12:15 | t/p | 15 | 1.60 | 0.63312 | 0.62282 | 0.63312 | 640.69 | 101320.38 |
31 | 2020.03.06 09:37 | buy | 16 | 1.59 | 0.63446 | 0.62816 | 0.63846 | ||
32 | 2020.03.06 17:27 | close | 16 | 1.59 | 0.63487 | 0.62816 | 0.63846 | 65.19 | 101385.57 |
33 | 2020.03.09 04:41 | sell | 17 | 1.60 | 0.62985 | 0.63615 | 0.62585 | ||
34 | 2020.03.09 04:49 | t/p | 17 | 1.60 | 0.62585 | 0.63615 | 0.62585 | 640.00 | 102025.57 |
35 | 2020.03.09 17:24 | buy | 18 | 1.59 | 0.63981 | 0.63351 | 0.64381 | ||
36 | 2020.03.09 17:53 | t/p | 18 | 1.59 | 0.64381 | 0.63351 | 0.64381 | 636.00 | 102661.57 |
37 | 2020.03.10 08:09 | sell | 19 | 1.63 | 0.62910 | 0.63540 | 0.62510 | ||
38 | 2020.03.10 19:50 | t/p | 19 | 1.63 | 0.62510 | 0.63540 | 0.62510 | 652.00 | 103313.57 |
39 | 2020.03.11 15:20 | buy | 20 | 1.62 | 0.63418 | 0.62788 | 0.63818 | ||
40 | 2020.03.11 21:57 | s/l | 20 | 1.62 | 0.62788 | 0.62788 | 0.63818 | -1020.60 | 102292.97 |
41 | 2020.03.12 01:22 | sell | 21 | 1.63 | 0.62565 | 0.63195 | 0.62165 | ||
42 | 2020.03.12 14:20 | t/p | 21 | 1.63 | 0.62165 | 0.63195 | 0.62165 | 652.00 | 102944.97 |
43 | 2020.03.12 14:40 | sell | 22 | 1.65 | 0.62027 | 0.62657 | 0.61627 | ||
44 | 2020.03.12 17:18 | t/p | 22 | 1.65 | 0.61627 | 0.62657 | 0.61627 | 660.00 | 103604.97 |
45 | 2020.03.12 18:09 | sell | 23 | 1.68 | 0.61407 | 0.62037 | 0.61007 | ||
46 | 2020.03.12 18:46 | t/p | 23 | 1.68 | 0.61007 | 0.62037 | 0.61007 | 672.00 | 104276.97 |
47 | 2020.03.13 18:56 | sell | 24 | 1.71 | 0.60682 | 0.61312 | 0.60282 | ||
48 | 2020.03.13 20:04 | t/p | 24 | 1.71 | 0.60282 | 0.61312 | 0.60282 | 684.00 | 104960.97 |
49 | 2020.03.17 13:25 | sell | 25 | 1.75 | 0.59638 | 0.60268 | 0.59238 | ||
50 | 2020.03.17 19:56 | t/p | 25 | 1.75 | 0.59238 | 0.60268 | 0.59238 | 700.00 | 105660.97 |
51 | 2020.03.18 11:22 | sell | 26 | 1.79 | 0.58885 | 0.59515 | 0.58485 | ||
52 | 2020.03.18 12:29 | t/p | 26 | 1.79 | 0.58485 | 0.59515 | 0.58485 | 716.00 | 106376.97 |
53 | 2020.03.18 16:45 | sell | 27 | 1.82 | 0.58177 | 0.58807 | 0.57777 | ||
54 | 2020.03.18 18:47 | t/p | 27 | 1.82 | 0.57777 | 0.58807 | 0.57777 | 728.00 | 107104.97 |
55 | 2020.03.18 19:53 | sell | 28 | 1.86 | 0.57494 | 0.58124 | 0.57094 | ||
56 | 2020.03.18 20:06 | t/p | 28 | 1.86 | 0.57094 | 0.58124 | 0.57094 | 744.00 | 107848.97 |
57 | 2020.03.19 03:54 | sell | 29 | 1.90 | 0.56625 | 0.57255 | 0.56225 | ||
58 | 2020.03.19 04:07 | t/p | 29 | 1.90 | 0.56225 | 0.57255 | 0.56225 | 760.00 | 108608.97 |
59 | 2020.03.19 04:45 | sell | 30 | 1.94 | 0.55870 | 0.56500 | 0.55470 | ||
60 | 2020.03.19 04:57 | t/p | 30 | 1.94 | 0.55470 | 0.56500 | 0.55470 | 776.00 | 109384.97 |
61 | 2020.03.19 17:25 | buy | 31 | 1.88 | 0.58170 | 0.57540 | 0.58570 | ||
62 | 2020.03.19 18:34 | t/p | 31 | 1.88 | 0.58570 | 0.57540 | 0.58570 | 752.00 | 110136.97 |
63 | 2020.03.24 03:52 | buy | 32 | 1.90 | 0.57743 | 0.57113 | 0.58143 | ||
64 | 2020.03.24 09:40 | t/p | 32 | 1.90 | 0.58143 | 0.57113 | 0.58143 | 760.00 | 110896.97 |
65 | 2020.03.25 07:59 | buy | 33 | 1.89 | 0.58635 | 0.58005 | 0.59035 | ||
66 | 2020.03.25 11:47 | t/p | 33 | 1.89 | 0.59035 | 0.58005 | 0.59035 | 756.00 | 111652.97 |
67 | 2020.03.26 14:12 | buy | 34 | 1.89 | 0.58832 | 0.58202 | 0.59232 | ||
68 | 2020.03.26 16:07 | t/p | 34 | 1.89 | 0.59232 | 0.58202 | 0.59232 | 756.00 | 112408.97 |
69 | 2020.03.26 18:24 | buy | 35 | 1.89 | 0.59484 | 0.58854 | 0.59884 | ||
70 | 2020.03.27 02:04 | close | 35 | 1.89 | 0.59485 | 0.58854 | 0.59884 | 2.09 | 112411.06 |
71 | 2020.03.27 06:08 | buy | 36 | 1.86 | 0.60161 | 0.59531 | 0.60561 | ||
72 | 2020.03.27 09:32 | s/l | 36 | 1.86 | 0.59531 | 0.59531 | 0.60561 | -1171.80 | 111239.26 |
73 | 2020.04.03 10:24 | sell | 37 | 1.89 | 0.58801 | 0.59431 | 0.58401 | ||
74 | 2020.04.03 17:57 | close | 37 | 1.89 | 0.58738 | 0.59431 | 0.58401 | 119.07 | 111358.33 |
75 | 2020.04.06 10:47 | buy | 38 | 1.88 | 0.59172 | 0.58542 | 0.59572 | ||
76 | 2020.04.06 17:20 | t/p | 38 | 1.88 | 0.59572 | 0.58542 | 0.59572 | 752.00 | 112110.33 |
77 | 2020.04.07 07:38 | buy | 39 | 1.87 | 0.59755 | 0.59125 | 0.60155 | ||
78 | 2020.04.07 14:33 | close | 39 | 1.87 | 0.59787 | 0.59125 | 0.60155 | 59.84 | 112170.17 |
79 | 2020.04.08 16:41 | buy | 40 | 1.86 | 0.60050 | 0.59420 | 0.60450 | ||
80 | 2020.04.09 00:21 | close | 40 | 1.86 | 0.60051 | 0.59420 | 0.60450 | 2.46 | 112172.63 |
81 | 2020.04.09 15:56 | buy | 41 | 1.85 | 0.60399 | 0.59769 | 0.60799 | ||
82 | 2020.04.09 20:31 | t/p | 41 | 1.85 | 0.60799 | 0.59769 | 0.60799 | 740.00 | 112912.63 |
83 | 2020.04.13 20:47 | buy | 42 | 1.84 | 0.61055 | 0.60425 | 0.61455 | ||
84 | 2020.04.14 09:08 | close | 42 | 1.84 | 0.61065 | 0.60425 | 0.61455 | 18.60 | 112931.23 |
85 | 2020.04.14 18:29 | sell | 43 | 1.86 | 0.60644 | 0.61274 | 0.60244 | ||
86 | 2020.04.15 10:27 | t/p | 43 | 1.86 | 0.60244 | 0.61274 | 0.60244 | 739.98 | 113671.22 |
87 | 2020.04.15 13:35 | sell | 44 | 1.89 | 0.60033 | 0.60663 | 0.59633 | ||
88 | 2020.04.15 15:45 | t/p | 44 | 1.89 | 0.59633 | 0.60663 | 0.59633 | 756.00 | 114427.22 |
89 | 2020.04.16 19:33 | sell | 45 | 1.93 | 0.59234 | 0.59864 | 0.58834 | ||
90 | 2020.04.17 00:37 | s/l | 45 | 1.93 | 0.59864 | 0.59864 | 0.58834 | -1220.07 | 113207.15 |
91 | 2020.04.17 02:31 | buy | 46 | 1.88 | 0.60182 | 0.59552 | 0.60582 | ||
92 | 2020.04.17 23:00 | close | 46 | 1.88 | 0.60354 | 0.59552 | 0.60582 | 323.36 | 113530.51 |
93 | 2020.04.20 07:07 | buy | 47 | 1.87 | 0.60620 | 0.59990 | 0.61020 | ||
94 | 2020.04.20 21:12 | close | 47 | 1.87 | 0.60623 | 0.59990 | 0.61020 | 5.61 | 113536.12 |
95 | 2020.04.21 04:46 | sell | 48 | 1.88 | 0.60084 | 0.60714 | 0.59684 | ||
96 | 2020.04.21 12:21 | t/p | 48 | 1.88 | 0.59684 | 0.60714 | 0.59684 | 752.00 | 114288.12 |
97 | 2020.04.21 15:46 | sell | 49 | 1.92 | 0.59425 | 0.60055 | 0.59025 | ||
98 | 2020.04.22 14:03 | s/l | 49 | 1.92 | 0.60055 | 0.60055 | 0.59025 | -1213.75 | 113074.37 |
99 | 2020.04.23 02:31 | sell | 50 | 1.90 | 0.59309 | 0.59939 | 0.58909 | ||
100 | 2020.04.23 09:08 | s/l | 50 | 1.90 | 0.59939 | 0.59939 | 0.58909 | -1197.00 | 111877.37 |
101 | 2020.04.23 14:18 | buy | 51 | 1.86 | 0.60052 | 0.59422 | 0.60452 | ||
102 | 2020.04.23 23:00 | close | 51 | 1.86 | 0.60124 | 0.59422 | 0.60452 | 133.92 | 112011.29 |
103 | 2020.04.27 03:56 | buy | 52 | 1.85 | 0.60323 | 0.59693 | 0.60723 | ||
104 | 2020.04.27 08:28 | t/p | 52 | 1.85 | 0.60723 | 0.59693 | 0.60723 | 740.00 | 112751.29 |
105 | 2020.04.28 02:25 | sell | 53 | 1.87 | 0.60241 | 0.60871 | 0.59841 | ||
106 | 2020.04.28 10:08 | close | 53 | 1.87 | 0.60128 | 0.60871 | 0.59841 | 211.31 | 112962.60 |
107 | 2020.04.29 02:40 | buy | 54 | 1.85 | 0.60826 | 0.60196 | 0.61226 | ||
108 | 2020.04.29 12:19 | close | 54 | 1.85 | 0.60942 | 0.60196 | 0.61226 | 214.60 | 113177.20 |
109 | 2020.04.29 21:02 | buy | 55 | 1.84 | 0.61270 | 0.60640 | 0.61670 | ||
110 | 2020.04.30 06:24 | close | 55 | 1.84 | 0.61271 | 0.60640 | 0.61670 | 2.44 | 113179.64 |
111 | 2020.04.30 17:56 | buy | 56 | 1.83 | 0.61638 | 0.61008 | 0.62038 | ||
112 | 2020.05.01 01:20 | s/l | 56 | 1.83 | 0.61008 | 0.61008 | 0.62038 | -1152.70 | 112026.93 |
113 | 2020.05.01 14:23 | sell | 57 | 1.84 | 0.60683 | 0.61313 | 0.60283 | ||
114 | 2020.05.01 23:00 | close | 57 | 1.84 | 0.60586 | 0.61313 | 0.60283 | 178.48 | 112205.41 |
115 | 2020.05.06 18:24 | sell | 58 | 1.86 | 0.60199 | 0.60829 | 0.59799 | ||
116 | 2020.05.07 03:00 | close | 58 | 1.86 | 0.60140 | 0.60829 | 0.59799 | 97.69 | 112303.10 |
117 | 2020.05.07 18:44 | buy | 59 | 1.84 | 0.60726 | 0.60096 | 0.61126 | ||
118 | 2020.05.08 03:49 | t/p | 59 | 1.84 | 0.61126 | 0.60096 | 0.61126 | 736.20 | 113039.30 |
119 | 2020.05.08 04:38 | buy | 60 | 1.84 | 0.61256 | 0.60626 | 0.61656 | ||
120 | 2020.05.08 21:10 | close | 60 | 1.84 | 0.61310 | 0.60626 | 0.61656 | 99.36 | 113138.66 |
121 | 2020.05.11 11:34 | sell | 61 | 1.85 | 0.61013 | 0.61643 | 0.60613 | ||
122 | 2020.05.11 19:01 | t/p | 61 | 1.85 | 0.60613 | 0.61643 | 0.60613 | 740.00 | 113878.66 |
123 | 2020.05.12 03:29 | sell | 62 | 1.88 | 0.60459 | 0.61089 | 0.60059 | ||
124 | 2020.05.12 13:26 | s/l | 62 | 1.88 | 0.61089 | 0.61089 | 0.60059 | -1184.40 | 112694.26 |
125 | 2020.05.12 14:29 | buy | 63 | 1.84 | 0.61165 | 0.60535 | 0.61565 | ||
126 | 2020.05.13 05:01 | s/l | 63 | 1.84 | 0.60535 | 0.60535 | 0.61565 | -1159.00 | 111535.26 |
127 | 2020.05.13 06:29 | sell | 64 | 1.85 | 0.60142 | 0.60772 | 0.59742 | ||
128 | 2020.05.14 02:00 | close | 64 | 1.85 | 0.59981 | 0.60772 | 0.59742 | 285.86 | 111821.13 |
129 | 2020.05.14 04:47 | sell | 65 | 1.87 | 0.59704 | 0.60334 | 0.59304 | ||
130 | 2020.05.15 18:19 | t/p | 65 | 1.87 | 0.59304 | 0.60334 | 0.59304 | 743.96 | 112565.09 |