Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2020.02.24 00:00 - 2020.06.05 23:00 (2020.02.24 - 2020.06.06) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=300; TakeProfit=700; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2696 | Ticks modelled | 6382511 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10574.55 | Gross profit | 19620.39 | Gross loss | -9045.84 |
Profit factor | 2.17 | Expected payoff | 207.34 | ||
Absolute drawdown | 422.55 | Maximal drawdown | 3419.30 (3.15%) | Relative drawdown | 3.15% (3419.30) |
Total trades | 51 | Short positions (won %) | 27 (48.15%) | Long positions (won %) | 24 (54.17%) |
Profit trades (% of total) | 26 (50.98%) | Loss trades (% of total) | 25 (49.02%) | ||
Largest | profit trade | 3250.80 | loss trade | -600.60 | |
Average | profit trade | 754.63 | loss trade | -361.83 | |
Maximum | consecutive wins (profit in money) | 4 (6953.80) | consecutive losses (loss in money) | 5 (-2174.79) | |
Maximal | consecutive profit (count of wins) | 6953.80 (4) | consecutive loss (count of losses) | -2174.79 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.25 14:00 | buy | 1 | 1.58 | 0.63256 | 0.63153 | 0.00000 | ||
2 | 2020.02.25 14:42 | s/l | 1 | 1.58 | 0.63153 | 0.63153 | 0.00000 | -162.74 | 99837.26 |
3 | 2020.02.27 14:00 | sell | 2 | 1.57 | 0.63178 | 0.63305 | 0.00000 | ||
4 | 2020.02.27 15:15 | s/l | 2 | 1.57 | 0.63305 | 0.63305 | 0.00000 | -199.39 | 99637.87 |
5 | 2020.02.28 04:58 | sell | 3 | 1.59 | 0.62642 | 0.62972 | 0.61942 | ||
6 | 2020.02.28 17:59 | t/p | 3 | 1.59 | 0.61942 | 0.62972 | 0.61942 | 1113.00 | 100750.87 |
7 | 2020.03.03 17:00 | buy | 4 | 1.59 | 0.63015 | 0.62685 | 0.63715 | ||
8 | 2020.03.04 00:13 | s/l | 4 | 1.59 | 0.62685 | 0.62685 | 0.63715 | -524.54 | 100226.33 |
9 | 2020.03.05 14:00 | sell | 5 | 1.58 | 0.63175 | 0.63357 | 0.00000 | ||
10 | 2020.03.05 15:16 | close | 5 | 1.58 | 0.63032 | 0.63357 | 0.00000 | 225.94 | 100452.27 |
11 | 2020.03.06 09:44 | buy | 6 | 1.58 | 0.63482 | 0.63152 | 0.64182 | ||
12 | 2020.03.06 23:00 | close | 6 | 1.58 | 0.63583 | 0.63152 | 0.64182 | 159.58 | 100611.85 |
13 | 2020.03.09 04:49 | sell | 7 | 1.60 | 0.62608 | 0.62938 | 0.61908 | ||
14 | 2020.03.09 04:50 | t/p | 7 | 1.60 | 0.61908 | 0.62938 | 0.61908 | 1120.00 | 101731.85 |
15 | 2020.03.09 17:24 | buy | 8 | 1.58 | 0.64019 | 0.63689 | 0.64719 | ||
16 | 2020.03.09 19:53 | s/l | 8 | 1.58 | 0.63689 | 0.63689 | 0.64719 | -521.40 | 101210.45 |
17 | 2020.03.10 22:00 | buy | 9 | 1.61 | 0.62636 | 0.62306 | 0.00000 | ||
18 | 2020.03.11 04:07 | close | 9 | 1.61 | 0.62817 | 0.62306 | 0.00000 | 291.57 | 101502.02 |
19 | 2020.03.12 14:17 | sell | 10 | 1.63 | 0.62152 | 0.62482 | 0.61452 | ||
20 | 2020.03.12 18:08 | t/p | 10 | 1.63 | 0.61452 | 0.62482 | 0.61452 | 1141.00 | 102643.02 |
21 | 2020.03.12 20:00 | buy | 11 | 1.66 | 0.61727 | 0.61397 | 0.00000 | ||
22 | 2020.03.12 22:19 | s/l | 11 | 1.66 | 0.61397 | 0.61397 | 0.00000 | -547.80 | 102095.22 |
23 | 2020.03.13 18:57 | sell | 12 | 1.68 | 0.60571 | 0.60901 | 0.59871 | ||
24 | 2020.03.13 22:57 | s/l | 12 | 1.68 | 0.60901 | 0.60901 | 0.59871 | -554.40 | 101540.82 |
25 | 2020.03.17 13:47 | sell | 13 | 1.70 | 0.59491 | 0.59821 | 0.58791 | ||
26 | 2020.03.17 16:33 | s/l | 13 | 1.70 | 0.59821 | 0.59821 | 0.58791 | -561.00 | 100979.82 |
27 | 2020.03.18 11:28 | sell | 14 | 1.71 | 0.58801 | 0.59131 | 0.58101 | ||
28 | 2020.03.18 17:58 | t/p | 14 | 1.71 | 0.58101 | 0.59131 | 0.58101 | 1197.00 | 102176.82 |
29 | 2020.03.18 18:32 | sell | 15 | 1.76 | 0.57865 | 0.58195 | 0.57165 | ||
30 | 2020.03.18 20:06 | t/p | 15 | 1.76 | 0.57165 | 0.58195 | 0.57165 | 1232.00 | 103408.82 |
31 | 2020.03.19 03:55 | sell | 16 | 1.82 | 0.56591 | 0.56921 | 0.55891 | ||
32 | 2020.03.19 04:45 | t/p | 16 | 1.82 | 0.55891 | 0.56921 | 0.55891 | 1274.00 | 104682.82 |
33 | 2020.03.19 07:00 | buy | 17 | 1.89 | 0.55326 | 0.54996 | 0.00000 | ||
34 | 2020.03.19 09:48 | close | 17 | 1.89 | 0.57046 | 0.54996 | 0.00000 | 3250.80 | 107933.62 |
35 | 2020.03.25 11:53 | buy | 18 | 1.82 | 0.59081 | 0.58751 | 0.59781 | ||
36 | 2020.03.25 13:07 | s/l | 18 | 1.82 | 0.58751 | 0.58751 | 0.59781 | -600.60 | 107333.02 |
37 | 2020.03.26 18:25 | buy | 19 | 1.80 | 0.59487 | 0.59157 | 0.60187 | ||
38 | 2020.03.27 09:32 | close | 19 | 1.80 | 0.59521 | 0.59157 | 0.60187 | 61.38 | 107394.40 |
39 | 2020.04.06 11:00 | sell | 20 | 1.81 | 0.59125 | 0.59165 | 0.00000 | ||
40 | 2020.04.06 11:58 | s/l | 20 | 1.81 | 0.59165 | 0.59165 | 0.00000 | -72.40 | 107322.00 |
41 | 2020.04.06 15:00 | sell | 21 | 1.80 | 0.59356 | 0.59573 | 0.00000 | ||
42 | 2020.04.06 17:18 | s/l | 21 | 1.80 | 0.59573 | 0.59573 | 0.00000 | -390.60 | 106931.40 |
43 | 2020.04.07 12:00 | sell | 22 | 1.78 | 0.59776 | 0.60106 | 0.00000 | ||
44 | 2020.04.07 15:48 | s/l | 22 | 1.78 | 0.60106 | 0.60106 | 0.00000 | -587.40 | 106344.00 |
45 | 2020.04.08 21:00 | sell | 23 | 1.76 | 0.60159 | 0.60399 | 0.00000 | ||
46 | 2020.04.09 05:47 | close | 23 | 1.76 | 0.59991 | 0.60399 | 0.00000 | 284.86 | 106628.87 |
47 | 2020.04.09 16:21 | buy | 24 | 1.75 | 0.60617 | 0.60287 | 0.61317 | ||
48 | 2020.04.10 11:06 | close | 24 | 1.75 | 0.60725 | 0.60287 | 0.61317 | 189.18 | 106818.04 |
49 | 2020.04.14 04:55 | buy | 25 | 1.74 | 0.61284 | 0.60954 | 0.61984 | ||
50 | 2020.04.14 09:42 | s/l | 25 | 1.74 | 0.60954 | 0.60954 | 0.61984 | -574.20 | 106243.84 |
51 | 2020.04.15 09:23 | sell | 26 | 1.75 | 0.60369 | 0.60699 | 0.59669 | ||
52 | 2020.04.15 15:41 | t/p | 26 | 1.75 | 0.59669 | 0.60699 | 0.59669 | 1225.00 | 107468.84 |
53 | 2020.04.16 19:33 | sell | 27 | 1.81 | 0.59227 | 0.59557 | 0.58527 | ||
54 | 2020.04.16 21:31 | s/l | 27 | 1.81 | 0.59557 | 0.59557 | 0.58527 | -597.30 | 106871.54 |
55 | 2020.04.20 14:00 | sell | 28 | 1.76 | 0.60583 | 0.60805 | 0.00000 | ||
56 | 2020.04.20 17:44 | s/l | 28 | 1.76 | 0.60805 | 0.60805 | 0.00000 | -390.72 | 106480.82 |
57 | 2020.04.21 07:00 | buy | 29 | 1.77 | 0.59948 | 0.59741 | 0.00000 | ||
58 | 2020.04.21 11:00 | s/l | 29 | 1.77 | 0.59741 | 0.59741 | 0.00000 | -366.39 | 106114.43 |
59 | 2020.04.23 03:22 | sell | 30 | 1.79 | 0.59118 | 0.59448 | 0.58418 | ||
60 | 2020.04.23 04:36 | s/l | 30 | 1.79 | 0.59448 | 0.59448 | 0.58418 | -590.70 | 105523.73 |
61 | 2020.04.27 07:00 | sell | 31 | 1.74 | 0.60422 | 0.60554 | 0.00000 | ||
62 | 2020.04.27 07:34 | s/l | 31 | 1.74 | 0.60554 | 0.60554 | 0.00000 | -229.68 | 105294.05 |
63 | 2020.04.28 07:00 | buy | 32 | 1.75 | 0.60056 | 0.59832 | 0.00000 | ||
64 | 2020.04.28 10:40 | close | 32 | 1.75 | 0.60292 | 0.59832 | 0.00000 | 413.00 | 105707.05 |
65 | 2020.04.29 03:35 | buy | 33 | 1.73 | 0.60914 | 0.60584 | 0.61614 | ||
66 | 2020.04.30 10:50 | close | 33 | 1.73 | 0.61222 | 0.60584 | 0.61614 | 533.36 | 106240.41 |
67 | 2020.04.30 17:57 | buy | 34 | 1.72 | 0.61712 | 0.61382 | 0.62412 | ||
68 | 2020.04.30 19:03 | s/l | 34 | 1.72 | 0.61382 | 0.61382 | 0.62412 | -567.60 | 105672.81 |
69 | 2020.05.06 21:00 | buy | 35 | 1.75 | 0.60255 | 0.60102 | 0.00000 | ||
70 | 2020.05.06 22:40 | s/l | 35 | 1.75 | 0.60102 | 0.60102 | 0.00000 | -267.75 | 105405.06 |
71 | 2020.05.08 03:46 | buy | 36 | 1.72 | 0.61101 | 0.60771 | 0.61801 | ||
72 | 2020.05.08 23:00 | close | 36 | 1.72 | 0.61353 | 0.60771 | 0.61801 | 433.44 | 105838.50 |
73 | 2020.05.11 16:00 | buy | 37 | 1.74 | 0.60780 | 0.60581 | 0.00000 | ||
74 | 2020.05.11 19:01 | s/l | 37 | 1.74 | 0.60581 | 0.60581 | 0.00000 | -346.26 | 105492.24 |
75 | 2020.05.12 17:00 | sell | 38 | 1.72 | 0.61080 | 0.61238 | 0.00000 | ||
76 | 2020.05.12 22:35 | close | 38 | 1.72 | 0.60895 | 0.61238 | 0.00000 | 318.20 | 105810.44 |
77 | 2020.05.13 05:35 | sell | 39 | 1.75 | 0.60251 | 0.60581 | 0.59551 | ||
78 | 2020.05.14 09:40 | close | 39 | 1.75 | 0.59989 | 0.60581 | 0.59551 | 447.74 | 106258.19 |
79 | 2020.05.15 21:00 | buy | 40 | 1.79 | 0.59331 | 0.59010 | 0.00000 | ||
80 | 2020.05.15 23:00 | close | 40 | 1.79 | 0.59304 | 0.59010 | 0.00000 | -48.33 | 106209.86 |
81 | 2020.05.18 17:00 | sell | 41 | 1.76 | 0.60143 | 0.60183 | 0.00000 | ||
82 | 2020.05.18 17:05 | s/l | 41 | 1.76 | 0.60183 | 0.60183 | 0.00000 | -70.40 | 106139.46 |
83 | 2020.05.18 18:21 | buy | 42 | 1.75 | 0.60392 | 0.60062 | 0.61092 | ||
84 | 2020.05.19 21:21 | t/p | 42 | 1.75 | 0.61092 | 0.60062 | 0.61092 | 1225.18 | 107364.63 |
85 | 2020.05.26 07:00 | sell | 43 | 1.75 | 0.61307 | 0.61347 | 0.00000 | ||
86 | 2020.05.26 07:00 | s/l | 43 | 1.75 | 0.61347 | 0.61347 | 0.00000 | -70.00 | 107294.63 |
87 | 2020.05.26 09:00 | sell | 44 | 1.74 | 0.61338 | 0.61402 | 0.00000 | ||
88 | 2020.05.26 09:04 | s/l | 44 | 1.74 | 0.61402 | 0.61402 | 0.00000 | -111.36 | 107183.27 |
89 | 2020.05.26 10:37 | buy | 45 | 1.74 | 0.61489 | 0.61159 | 0.62189 | ||
90 | 2020.05.26 18:12 | t/p | 45 | 1.74 | 0.62189 | 0.61159 | 0.62189 | 1218.00 | 108401.27 |
91 | 2020.05.27 15:00 | sell | 46 | 1.74 | 0.62136 | 0.62356 | 0.00000 | ||
92 | 2020.05.27 15:05 | close | 46 | 1.74 | 0.62043 | 0.62356 | 0.00000 | 161.82 | 108563.09 |
93 | 2020.05.28 21:00 | sell | 47 | 1.74 | 0.62164 | 0.62354 | 0.00000 | ||
94 | 2020.05.29 00:42 | close | 47 | 1.74 | 0.62015 | 0.62354 | 0.00000 | 255.70 | 108818.79 |
95 | 2020.06.01 17:28 | buy | 48 | 1.73 | 0.62798 | 0.62468 | 0.63498 | ||
96 | 2020.06.02 11:25 | close | 48 | 1.73 | 0.62799 | 0.62468 | 0.63498 | 1.90 | 108820.69 |
97 | 2020.06.02 15:00 | sell | 49 | 1.72 | 0.63190 | 0.63244 | 0.00000 | ||
98 | 2020.06.02 15:01 | s/l | 49 | 1.72 | 0.63244 | 0.63244 | 0.00000 | -92.88 | 108727.81 |
99 | 2020.06.02 16:59 | buy | 50 | 1.71 | 0.63463 | 0.63133 | 0.64163 | ||
100 | 2020.06.03 04:01 | t/p | 50 | 1.71 | 0.64163 | 0.63133 | 0.64163 | 1197.17 | 109924.98 |
101 | 2020.06.04 17:54 | buy | 51 | 1.70 | 0.64655 | 0.64325 | 0.65355 | ||
102 | 2020.06.05 23:00 | close | 51 | 1.70 | 0.65037 | 0.64325 | 0.65355 | 649.57 | 110574.55 |