Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.17 00:00 - 2020.05.15 23:30 (2020.02.17 - 2020.05.31) | ||||
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 | 3913 | Ticks modelled | 5468869 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 11834.70 | Gross profit | 22102.87 | Gross loss | -10268.18 |
Profit factor | 2.15 | Expected payoff | 200.59 | ||
Absolute drawdown | 1509.20 | Maximal drawdown | 3673.03 (3.23%) | Relative drawdown | 3.23% (3673.03) |
Total trades | 59 | Short positions (won %) | 31 (83.87%) | Long positions (won %) | 28 (78.57%) |
Profit trades (% of total) | 48 (81.36%) | Loss trades (% of total) | 11 (18.64%) | ||
Largest | profit trade | 772.00 | loss trade | -1207.25 | |
Average | profit trade | 460.48 | loss trade | -933.47 | |
Maximum | consecutive wins (profit in money) | 15 (10054.06) | consecutive losses (loss in money) | 2 (-2397.95) | |
Maximal | consecutive profit (count of wins) | 10054.06 (15) | consecutive loss (count of losses) | -2397.95 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.18 03:06 | sell | 1 | 1.55 | 0.64153 | 0.64783 | 0.63753 | ||
2 | 2020.02.18 17:01 | close | 1 | 1.55 | 0.63998 | 0.64783 | 0.63753 | 240.25 | 100240.25 |
3 | 2020.02.19 11:09 | buy | 2 | 1.56 | 0.64067 | 0.63437 | 0.64467 | ||
4 | 2020.02.20 10:15 | s/l | 2 | 1.56 | 0.63437 | 0.63437 | 0.64467 | -982.32 | 99257.93 |
5 | 2020.02.20 14:49 | sell | 3 | 1.56 | 0.63259 | 0.63889 | 0.62859 | ||
6 | 2020.02.21 10:31 | close | 3 | 1.56 | 0.63169 | 0.63889 | 0.62859 | 137.18 | 99395.11 |
7 | 2020.02.21 17:38 | buy | 4 | 1.56 | 0.63510 | 0.62880 | 0.63910 | ||
8 | 2020.02.21 23:00 | close | 4 | 1.56 | 0.63498 | 0.62880 | 0.63910 | -18.72 | 99376.39 |
9 | 2020.02.24 09:08 | sell | 5 | 1.57 | 0.63046 | 0.63676 | 0.62646 | ||
10 | 2020.02.26 17:56 | close | 5 | 1.57 | 0.63045 | 0.63676 | 0.62646 | -4.92 | 99371.47 |
11 | 2020.02.27 10:29 | buy | 6 | 1.57 | 0.63166 | 0.62536 | 0.63566 | ||
12 | 2020.02.27 18:02 | close | 6 | 1.57 | 0.63168 | 0.62536 | 0.63566 | 3.14 | 99374.61 |
13 | 2020.02.28 03:28 | sell | 7 | 1.58 | 0.62825 | 0.63455 | 0.62425 | ||
14 | 2020.02.28 06:57 | t/p | 7 | 1.58 | 0.62425 | 0.63455 | 0.62425 | 632.00 | 100006.61 |
15 | 2020.02.28 07:20 | sell | 8 | 1.60 | 0.62325 | 0.62955 | 0.61925 | ||
16 | 2020.02.28 21:30 | close | 8 | 1.60 | 0.62314 | 0.62955 | 0.61925 | 17.60 | 100024.21 |
17 | 2020.03.03 17:00 | buy | 9 | 1.59 | 0.62912 | 0.62282 | 0.63312 | ||
18 | 2020.03.05 12:15 | t/p | 9 | 1.59 | 0.63312 | 0.62282 | 0.63312 | 636.66 | 100660.87 |
19 | 2020.03.06 09:37 | buy | 10 | 1.58 | 0.63446 | 0.62816 | 0.63846 | ||
20 | 2020.03.06 17:27 | close | 10 | 1.58 | 0.63487 | 0.62816 | 0.63846 | 64.78 | 100725.65 |
21 | 2020.03.09 04:41 | sell | 11 | 1.59 | 0.62985 | 0.63615 | 0.62585 | ||
22 | 2020.03.09 04:49 | t/p | 11 | 1.59 | 0.62585 | 0.63615 | 0.62585 | 636.00 | 101361.65 |
23 | 2020.03.09 17:24 | buy | 12 | 1.58 | 0.63981 | 0.63351 | 0.64381 | ||
24 | 2020.03.09 17:53 | t/p | 12 | 1.58 | 0.64381 | 0.63351 | 0.64381 | 632.00 | 101993.65 |
25 | 2020.03.10 08:09 | sell | 13 | 1.62 | 0.62910 | 0.63540 | 0.62510 | ||
26 | 2020.03.10 19:50 | t/p | 13 | 1.62 | 0.62510 | 0.63540 | 0.62510 | 648.00 | 102641.65 |
27 | 2020.03.11 15:20 | buy | 14 | 1.61 | 0.63418 | 0.62788 | 0.63818 | ||
28 | 2020.03.11 21:57 | s/l | 14 | 1.61 | 0.62788 | 0.62788 | 0.63818 | -1014.30 | 101627.35 |
29 | 2020.03.12 01:22 | sell | 15 | 1.62 | 0.62565 | 0.63195 | 0.62165 | ||
30 | 2020.03.12 14:20 | t/p | 15 | 1.62 | 0.62165 | 0.63195 | 0.62165 | 648.00 | 102275.35 |
31 | 2020.03.12 14:40 | sell | 16 | 1.64 | 0.62027 | 0.62657 | 0.61627 | ||
32 | 2020.03.12 17:18 | t/p | 16 | 1.64 | 0.61627 | 0.62657 | 0.61627 | 656.00 | 102931.35 |
33 | 2020.03.12 18:09 | sell | 17 | 1.67 | 0.61407 | 0.62037 | 0.61007 | ||
34 | 2020.03.12 18:46 | t/p | 17 | 1.67 | 0.61007 | 0.62037 | 0.61007 | 668.00 | 103599.35 |
35 | 2020.03.13 18:56 | sell | 18 | 1.70 | 0.60682 | 0.61312 | 0.60282 | ||
36 | 2020.03.13 20:04 | t/p | 18 | 1.70 | 0.60282 | 0.61312 | 0.60282 | 680.00 | 104279.35 |
37 | 2020.03.17 13:25 | sell | 19 | 1.74 | 0.59638 | 0.60268 | 0.59238 | ||
38 | 2020.03.17 19:56 | t/p | 19 | 1.74 | 0.59238 | 0.60268 | 0.59238 | 696.00 | 104975.35 |
39 | 2020.03.18 11:22 | sell | 20 | 1.78 | 0.58885 | 0.59515 | 0.58485 | ||
40 | 2020.03.18 12:29 | t/p | 20 | 1.78 | 0.58485 | 0.59515 | 0.58485 | 712.00 | 105687.35 |
41 | 2020.03.18 16:45 | sell | 21 | 1.81 | 0.58177 | 0.58807 | 0.57777 | ||
42 | 2020.03.18 18:47 | t/p | 21 | 1.81 | 0.57777 | 0.58807 | 0.57777 | 724.00 | 106411.35 |
43 | 2020.03.18 19:53 | sell | 22 | 1.85 | 0.57494 | 0.58124 | 0.57094 | ||
44 | 2020.03.18 20:06 | t/p | 22 | 1.85 | 0.57094 | 0.58124 | 0.57094 | 740.00 | 107151.35 |
45 | 2020.03.19 03:54 | sell | 23 | 1.89 | 0.56625 | 0.57255 | 0.56225 | ||
46 | 2020.03.19 04:07 | t/p | 23 | 1.89 | 0.56225 | 0.57255 | 0.56225 | 756.00 | 107907.35 |
47 | 2020.03.19 04:45 | sell | 24 | 1.93 | 0.55870 | 0.56500 | 0.55470 | ||
48 | 2020.03.19 04:57 | t/p | 24 | 1.93 | 0.55470 | 0.56500 | 0.55470 | 772.00 | 108679.35 |
49 | 2020.03.19 17:25 | buy | 25 | 1.86 | 0.58170 | 0.57540 | 0.58570 | ||
50 | 2020.03.19 18:34 | t/p | 25 | 1.86 | 0.58570 | 0.57540 | 0.58570 | 744.00 | 109423.35 |
51 | 2020.03.24 03:52 | buy | 26 | 1.89 | 0.57743 | 0.57113 | 0.58143 | ||
52 | 2020.03.24 09:40 | t/p | 26 | 1.89 | 0.58143 | 0.57113 | 0.58143 | 756.00 | 110179.35 |
53 | 2020.03.25 07:59 | buy | 27 | 1.87 | 0.58635 | 0.58005 | 0.59035 | ||
54 | 2020.03.25 11:47 | t/p | 27 | 1.87 | 0.59035 | 0.58005 | 0.59035 | 748.00 | 110927.35 |
55 | 2020.03.26 14:12 | buy | 28 | 1.88 | 0.58832 | 0.58202 | 0.59232 | ||
56 | 2020.03.26 16:07 | t/p | 28 | 1.88 | 0.59232 | 0.58202 | 0.59232 | 752.00 | 111679.35 |
57 | 2020.03.26 18:24 | buy | 29 | 1.87 | 0.59484 | 0.58854 | 0.59884 | ||
58 | 2020.03.27 02:04 | close | 29 | 1.87 | 0.59485 | 0.58854 | 0.59884 | 2.06 | 111681.41 |
59 | 2020.03.27 06:08 | buy | 30 | 1.85 | 0.60161 | 0.59531 | 0.60561 | ||
60 | 2020.03.27 09:32 | s/l | 30 | 1.85 | 0.59531 | 0.59531 | 0.60561 | -1165.50 | 110515.91 |
61 | 2020.04.03 10:24 | sell | 31 | 1.87 | 0.58801 | 0.59431 | 0.58401 | ||
62 | 2020.04.03 17:57 | close | 31 | 1.87 | 0.58738 | 0.59431 | 0.58401 | 117.81 | 110633.72 |
63 | 2020.04.06 10:47 | buy | 32 | 1.87 | 0.59172 | 0.58542 | 0.59572 | ||
64 | 2020.04.06 17:20 | t/p | 32 | 1.87 | 0.59572 | 0.58542 | 0.59572 | 748.00 | 111381.72 |
65 | 2020.04.07 07:38 | buy | 33 | 1.86 | 0.59755 | 0.59125 | 0.60155 | ||
66 | 2020.04.07 14:33 | close | 33 | 1.86 | 0.59787 | 0.59125 | 0.60155 | 59.52 | 111441.24 |
67 | 2020.04.08 16:41 | buy | 34 | 1.85 | 0.60050 | 0.59420 | 0.60450 | ||
68 | 2020.04.09 00:21 | close | 34 | 1.85 | 0.60051 | 0.59420 | 0.60450 | 2.42 | 111443.66 |
69 | 2020.04.09 15:56 | buy | 35 | 1.84 | 0.60399 | 0.59769 | 0.60799 | ||
70 | 2020.04.09 20:31 | t/p | 35 | 1.84 | 0.60799 | 0.59769 | 0.60799 | 736.00 | 112179.66 |
71 | 2020.04.13 20:47 | buy | 36 | 1.83 | 0.61055 | 0.60425 | 0.61455 | ||
72 | 2020.04.14 09:08 | close | 36 | 1.83 | 0.61065 | 0.60425 | 0.61455 | 18.49 | 112198.15 |
73 | 2020.04.14 18:29 | sell | 37 | 1.84 | 0.60644 | 0.61274 | 0.60244 | ||
74 | 2020.04.15 10:27 | t/p | 37 | 1.84 | 0.60244 | 0.61274 | 0.60244 | 732.20 | 112930.35 |
75 | 2020.04.15 13:35 | sell | 38 | 1.88 | 0.60033 | 0.60663 | 0.59633 | ||
76 | 2020.04.15 15:45 | t/p | 38 | 1.88 | 0.59633 | 0.60663 | 0.59633 | 752.00 | 113682.35 |
77 | 2020.04.16 19:33 | sell | 39 | 1.91 | 0.59234 | 0.59864 | 0.58834 | ||
78 | 2020.04.17 00:37 | s/l | 39 | 1.91 | 0.59864 | 0.59864 | 0.58834 | -1207.25 | 112475.10 |
79 | 2020.04.17 02:31 | buy | 40 | 1.86 | 0.60182 | 0.59552 | 0.60582 | ||
80 | 2020.04.17 23:00 | close | 40 | 1.86 | 0.60354 | 0.59552 | 0.60582 | 319.92 | 112795.02 |
81 | 2020.04.20 07:07 | buy | 41 | 1.86 | 0.60620 | 0.59990 | 0.61020 | ||
82 | 2020.04.20 21:12 | close | 41 | 1.86 | 0.60623 | 0.59990 | 0.61020 | 5.58 | 112800.60 |
83 | 2020.04.21 04:46 | sell | 42 | 1.87 | 0.60084 | 0.60714 | 0.59684 | ||
84 | 2020.04.21 12:21 | t/p | 42 | 1.87 | 0.59684 | 0.60714 | 0.59684 | 748.00 | 113548.60 |
85 | 2020.04.21 15:46 | sell | 43 | 1.91 | 0.59425 | 0.60055 | 0.59025 | ||
86 | 2020.04.22 14:03 | s/l | 43 | 1.91 | 0.60055 | 0.60055 | 0.59025 | -1207.25 | 112341.35 |
87 | 2020.04.23 02:31 | sell | 44 | 1.89 | 0.59309 | 0.59939 | 0.58909 | ||
88 | 2020.04.23 09:08 | s/l | 44 | 1.89 | 0.59939 | 0.59939 | 0.58909 | -1190.70 | 111150.65 |
89 | 2020.04.23 14:18 | buy | 45 | 1.85 | 0.60052 | 0.59422 | 0.60452 | ||
90 | 2020.04.23 23:00 | close | 45 | 1.85 | 0.60124 | 0.59422 | 0.60452 | 133.20 | 111283.85 |
91 | 2020.04.27 03:56 | buy | 46 | 1.84 | 0.60323 | 0.59693 | 0.60723 | ||
92 | 2020.04.27 08:28 | t/p | 46 | 1.84 | 0.60723 | 0.59693 | 0.60723 | 736.00 | 112019.85 |
93 | 2020.04.28 02:25 | sell | 47 | 1.85 | 0.60241 | 0.60871 | 0.59841 | ||
94 | 2020.04.28 10:08 | close | 47 | 1.85 | 0.60128 | 0.60871 | 0.59841 | 209.05 | 112228.90 |
95 | 2020.04.29 02:40 | buy | 48 | 1.84 | 0.60826 | 0.60196 | 0.61226 | ||
96 | 2020.04.29 12:19 | close | 48 | 1.84 | 0.60942 | 0.60196 | 0.61226 | 213.44 | 112442.34 |
97 | 2020.04.29 21:02 | buy | 49 | 1.83 | 0.61270 | 0.60640 | 0.61670 | ||
98 | 2020.04.30 06:24 | close | 49 | 1.83 | 0.61271 | 0.60640 | 0.61670 | 2.40 | 112444.74 |
99 | 2020.04.30 17:56 | buy | 50 | 1.82 | 0.61638 | 0.61008 | 0.62038 | ||
100 | 2020.05.01 01:20 | s/l | 50 | 1.82 | 0.61008 | 0.61008 | 0.62038 | -1146.41 | 111298.33 |
101 | 2020.05.01 14:23 | sell | 51 | 1.83 | 0.60683 | 0.61313 | 0.60283 | ||
102 | 2020.05.01 23:00 | close | 51 | 1.83 | 0.60586 | 0.61313 | 0.60283 | 177.51 | 111475.84 |
103 | 2020.05.06 18:24 | sell | 52 | 1.85 | 0.60199 | 0.60829 | 0.59799 | ||
104 | 2020.05.07 03:00 | close | 52 | 1.85 | 0.60140 | 0.60829 | 0.59799 | 97.68 | 111573.52 |
105 | 2020.05.07 18:44 | buy | 53 | 1.83 | 0.60726 | 0.60096 | 0.61126 | ||
106 | 2020.05.08 03:49 | t/p | 53 | 1.83 | 0.61126 | 0.60096 | 0.61126 | 732.19 | 112305.70 |
107 | 2020.05.08 04:38 | buy | 54 | 1.83 | 0.61256 | 0.60626 | 0.61656 | ||
108 | 2020.05.08 21:10 | close | 54 | 1.83 | 0.61310 | 0.60626 | 0.61656 | 98.82 | 112404.52 |
109 | 2020.05.11 11:34 | sell | 55 | 1.84 | 0.61013 | 0.61643 | 0.60613 | ||
110 | 2020.05.11 19:01 | t/p | 55 | 1.84 | 0.60613 | 0.61643 | 0.60613 | 736.00 | 113140.52 |
111 | 2020.05.12 03:29 | sell | 56 | 1.87 | 0.60459 | 0.61089 | 0.60059 | ||
112 | 2020.05.12 13:26 | s/l | 56 | 1.87 | 0.61089 | 0.61089 | 0.60059 | -1178.10 | 111962.42 |
113 | 2020.05.12 14:29 | buy | 57 | 1.83 | 0.61165 | 0.60535 | 0.61565 | ||
114 | 2020.05.13 05:01 | s/l | 57 | 1.83 | 0.60535 | 0.60535 | 0.61565 | -1152.71 | 110809.71 |
115 | 2020.05.13 06:29 | sell | 58 | 1.84 | 0.60142 | 0.60772 | 0.59742 | ||
116 | 2020.05.14 02:00 | close | 58 | 1.84 | 0.59981 | 0.60772 | 0.59742 | 284.83 | 111094.54 |
117 | 2020.05.14 04:47 | sell | 59 | 1.86 | 0.59704 | 0.60334 | 0.59304 | ||
118 | 2020.05.15 18:19 | t/p | 59 | 1.86 | 0.59304 | 0.60334 | 0.59304 | 740.16 | 111834.70 |