Symbol | NZDUSD (New Zealand Dollar vs. United States Dollar) | ||||
Period | 30 Minutes (M30) 2020.03.02 00:00 - 2020.06.12 23:30 (2020.03.02 - 2020.06.13) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; 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=1.6; BandPeriod=21; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4391 | Ticks modelled | 6494083 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 18644.95 | Gross profit | 30813.15 | Gross loss | -12168.20 |
Profit factor | 2.53 | Expected payoff | 258.96 | ||
Absolute drawdown | 440.67 | Maximal drawdown | 3889.37 (3.33%) | Relative drawdown | 3.33% (3889.37) |
Total trades | 72 | Short positions (won %) | 31 (83.87%) | Long positions (won %) | 41 (82.93%) |
Profit trades (% of total) | 60 (83.33%) | Loss trades (% of total) | 12 (16.67%) | ||
Largest | profit trade | 1952.27 | loss trade | -1244.71 | |
Average | profit trade | 513.55 | loss trade | -1014.02 | |
Maximum | consecutive wins (profit in money) | 18 (13031.28) | consecutive losses (loss in money) | 2 (-2460.59) | |
Maximal | consecutive profit (count of wins) | 13031.28 (18) | consecutive loss (count of losses) | -2460.59 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.03.03 17:00 | buy | 1 | 1.58 | 0.62912 | 0.62282 | 0.63312 | ||
2 | 2020.03.05 12:15 | t/p | 1 | 1.58 | 0.63312 | 0.62282 | 0.63312 | 632.62 | 100632.62 |
3 | 2020.03.06 09:37 | buy | 2 | 1.58 | 0.63446 | 0.62816 | 0.63846 | ||
4 | 2020.03.06 17:27 | close | 2 | 1.58 | 0.63470 | 0.62816 | 0.63846 | 37.92 | 100670.54 |
5 | 2020.03.09 04:41 | sell | 3 | 1.59 | 0.62985 | 0.63615 | 0.62585 | ||
6 | 2020.03.09 04:49 | t/p | 3 | 1.59 | 0.62585 | 0.63615 | 0.62585 | 636.00 | 101306.54 |
7 | 2020.03.09 17:24 | buy | 4 | 1.58 | 0.63981 | 0.63351 | 0.64381 | ||
8 | 2020.03.09 17:53 | t/p | 4 | 1.58 | 0.64381 | 0.63351 | 0.64381 | 632.00 | 101938.54 |
9 | 2020.03.10 08:09 | sell | 5 | 1.62 | 0.62910 | 0.63540 | 0.62510 | ||
10 | 2020.03.10 19:50 | t/p | 5 | 1.62 | 0.62510 | 0.63540 | 0.62510 | 648.00 | 102586.54 |
11 | 2020.03.11 15:20 | buy | 6 | 1.61 | 0.63418 | 0.62788 | 0.63818 | ||
12 | 2020.03.11 21:57 | s/l | 6 | 1.61 | 0.62788 | 0.62788 | 0.63818 | -1014.30 | 101572.24 |
13 | 2020.03.12 01:22 | sell | 7 | 1.62 | 0.62565 | 0.63195 | 0.62165 | ||
14 | 2020.03.12 14:20 | t/p | 7 | 1.62 | 0.62165 | 0.63195 | 0.62165 | 648.00 | 102220.24 |
15 | 2020.03.12 14:40 | sell | 8 | 1.64 | 0.62027 | 0.62657 | 0.61627 | ||
16 | 2020.03.12 17:18 | t/p | 8 | 1.64 | 0.61627 | 0.62657 | 0.61627 | 656.00 | 102876.24 |
17 | 2020.03.12 18:09 | sell | 9 | 1.67 | 0.61407 | 0.62037 | 0.61007 | ||
18 | 2020.03.12 18:46 | t/p | 9 | 1.67 | 0.61007 | 0.62037 | 0.61007 | 668.00 | 103544.24 |
19 | 2020.03.12 20:00 | buy | 10 | 1.67 | 0.61727 | 0.61097 | 0.00000 | ||
20 | 2020.03.12 20:05 | close | 10 | 1.67 | 0.61973 | 0.61097 | 0.00000 | 410.82 | 103955.06 |
21 | 2020.03.13 18:56 | sell | 11 | 1.71 | 0.60682 | 0.61312 | 0.60282 | ||
22 | 2020.03.13 20:04 | t/p | 11 | 1.71 | 0.60282 | 0.61312 | 0.60282 | 684.00 | 104639.06 |
23 | 2020.03.17 13:25 | sell | 12 | 1.75 | 0.59638 | 0.60268 | 0.59238 | ||
24 | 2020.03.17 19:56 | t/p | 12 | 1.75 | 0.59238 | 0.60268 | 0.59238 | 700.00 | 105339.06 |
25 | 2020.03.18 11:22 | sell | 13 | 1.78 | 0.58885 | 0.59515 | 0.58485 | ||
26 | 2020.03.18 12:29 | t/p | 13 | 1.78 | 0.58485 | 0.59515 | 0.58485 | 712.00 | 106051.06 |
27 | 2020.03.18 16:45 | sell | 14 | 1.82 | 0.58177 | 0.58807 | 0.57777 | ||
28 | 2020.03.18 18:47 | t/p | 14 | 1.82 | 0.57777 | 0.58807 | 0.57777 | 728.00 | 106779.06 |
29 | 2020.03.18 19:53 | sell | 15 | 1.85 | 0.57494 | 0.58124 | 0.57094 | ||
30 | 2020.03.18 20:06 | t/p | 15 | 1.85 | 0.57094 | 0.58124 | 0.57094 | 740.00 | 107519.06 |
31 | 2020.03.19 03:54 | sell | 16 | 1.89 | 0.56625 | 0.57255 | 0.56225 | ||
32 | 2020.03.19 04:07 | t/p | 16 | 1.89 | 0.56225 | 0.57255 | 0.56225 | 756.00 | 108275.06 |
33 | 2020.03.19 04:45 | sell | 17 | 1.93 | 0.55870 | 0.56500 | 0.55470 | ||
34 | 2020.03.19 04:57 | t/p | 17 | 1.93 | 0.55470 | 0.56500 | 0.55470 | 772.00 | 109047.06 |
35 | 2020.03.19 07:00 | buy | 18 | 1.97 | 0.55326 | 0.54696 | 0.00000 | ||
36 | 2020.03.19 09:17 | close | 18 | 1.97 | 0.56317 | 0.54696 | 0.00000 | 1952.27 | 110999.33 |
37 | 2020.03.19 17:25 | buy | 19 | 1.90 | 0.58170 | 0.57540 | 0.58570 | ||
38 | 2020.03.19 18:34 | t/p | 19 | 1.90 | 0.58570 | 0.57540 | 0.58570 | 760.00 | 111759.33 |
39 | 2020.03.24 03:52 | buy | 20 | 1.93 | 0.57743 | 0.57113 | 0.58143 | ||
40 | 2020.03.24 09:40 | t/p | 20 | 1.93 | 0.58143 | 0.57113 | 0.58143 | 772.00 | 112531.33 |
41 | 2020.03.25 02:30 | sell | 21 | 1.93 | 0.58283 | 0.58598 | 0.00000 | ||
42 | 2020.03.25 03:32 | close | 21 | 1.93 | 0.58075 | 0.58598 | 0.00000 | 401.44 | 112932.77 |
43 | 2020.03.25 07:59 | buy | 22 | 1.92 | 0.58635 | 0.58005 | 0.59035 | ||
44 | 2020.03.25 11:47 | t/p | 22 | 1.92 | 0.59035 | 0.58005 | 0.59035 | 768.00 | 113700.77 |
45 | 2020.03.26 14:12 | buy | 23 | 1.93 | 0.58832 | 0.58202 | 0.59232 | ||
46 | 2020.03.26 16:07 | t/p | 23 | 1.93 | 0.59232 | 0.58202 | 0.59232 | 772.00 | 114472.77 |
47 | 2020.03.26 18:24 | buy | 24 | 1.92 | 0.59484 | 0.58854 | 0.59884 | ||
48 | 2020.03.27 03:54 | close | 24 | 1.92 | 0.59552 | 0.58854 | 0.59884 | 130.75 | 114603.51 |
49 | 2020.03.27 06:08 | buy | 25 | 1.90 | 0.60161 | 0.59531 | 0.60561 | ||
50 | 2020.03.27 09:32 | s/l | 25 | 1.90 | 0.59531 | 0.59531 | 0.60561 | -1197.00 | 113406.51 |
51 | 2020.04.03 10:24 | sell | 26 | 1.92 | 0.58801 | 0.59431 | 0.58401 | ||
52 | 2020.04.03 17:57 | close | 26 | 1.92 | 0.58756 | 0.59431 | 0.58401 | 86.40 | 113492.91 |
53 | 2020.04.06 10:47 | buy | 27 | 1.91 | 0.59172 | 0.58542 | 0.59572 | ||
54 | 2020.04.06 17:20 | t/p | 27 | 1.91 | 0.59572 | 0.58542 | 0.59572 | 764.00 | 114256.91 |
55 | 2020.04.07 07:38 | buy | 28 | 1.91 | 0.59755 | 0.59125 | 0.60155 | ||
56 | 2020.04.07 17:24 | close | 28 | 1.91 | 0.59885 | 0.59125 | 0.60155 | 248.30 | 114505.21 |
57 | 2020.04.08 16:41 | buy | 29 | 1.90 | 0.60050 | 0.59420 | 0.60450 | ||
58 | 2020.04.09 00:44 | close | 29 | 1.90 | 0.60051 | 0.59420 | 0.60450 | 2.46 | 114507.67 |
59 | 2020.04.09 15:56 | buy | 30 | 1.89 | 0.60399 | 0.59769 | 0.60799 | ||
60 | 2020.04.09 20:31 | t/p | 30 | 1.89 | 0.60799 | 0.59769 | 0.60799 | 756.00 | 115263.67 |
61 | 2020.04.13 20:47 | buy | 31 | 1.88 | 0.61055 | 0.60425 | 0.61455 | ||
62 | 2020.04.14 09:09 | close | 31 | 1.88 | 0.61061 | 0.60425 | 0.61455 | 11.46 | 115275.13 |
63 | 2020.04.14 18:29 | sell | 32 | 1.90 | 0.60644 | 0.61274 | 0.60244 | ||
64 | 2020.04.15 10:27 | t/p | 32 | 1.90 | 0.60244 | 0.61274 | 0.60244 | 756.52 | 116031.65 |
65 | 2020.04.15 13:35 | sell | 33 | 1.93 | 0.60033 | 0.60663 | 0.59633 | ||
66 | 2020.04.15 15:45 | t/p | 33 | 1.93 | 0.59633 | 0.60663 | 0.59633 | 772.00 | 116803.65 |
67 | 2020.04.16 19:33 | sell | 34 | 1.97 | 0.59234 | 0.59864 | 0.58834 | ||
68 | 2020.04.17 00:37 | s/l | 34 | 1.97 | 0.59864 | 0.59864 | 0.58834 | -1244.71 | 115558.94 |
69 | 2020.04.17 02:31 | buy | 35 | 1.92 | 0.60182 | 0.59552 | 0.60582 | ||
70 | 2020.04.17 23:00 | close | 35 | 1.92 | 0.60354 | 0.59552 | 0.60582 | 330.24 | 115889.18 |
71 | 2020.04.20 07:07 | buy | 36 | 1.91 | 0.60620 | 0.59990 | 0.61020 | ||
72 | 2020.04.20 21:12 | close | 36 | 1.91 | 0.60622 | 0.59990 | 0.61020 | 3.82 | 115893.00 |
73 | 2020.04.21 04:46 | sell | 37 | 1.92 | 0.60084 | 0.60714 | 0.59684 | ||
74 | 2020.04.21 12:21 | t/p | 37 | 1.92 | 0.59684 | 0.60714 | 0.59684 | 768.00 | 116661.00 |
75 | 2020.04.21 15:46 | sell | 38 | 1.96 | 0.59425 | 0.60055 | 0.59025 | ||
76 | 2020.04.22 14:03 | s/l | 38 | 1.96 | 0.60055 | 0.60055 | 0.59025 | -1238.39 | 115422.60 |
77 | 2020.04.23 02:31 | sell | 39 | 1.94 | 0.59309 | 0.59939 | 0.58909 | ||
78 | 2020.04.23 09:08 | s/l | 39 | 1.94 | 0.59939 | 0.59939 | 0.58909 | -1222.20 | 114200.40 |
79 | 2020.04.23 14:18 | buy | 40 | 1.90 | 0.60052 | 0.59422 | 0.60452 | ||
80 | 2020.04.23 23:03 | close | 40 | 1.90 | 0.60107 | 0.59422 | 0.60452 | 104.50 | 114304.90 |
81 | 2020.04.27 03:56 | buy | 41 | 1.89 | 0.60323 | 0.59693 | 0.60723 | ||
82 | 2020.04.27 08:28 | t/p | 41 | 1.89 | 0.60723 | 0.59693 | 0.60723 | 756.00 | 115060.90 |
83 | 2020.04.28 02:25 | sell | 42 | 1.90 | 0.60241 | 0.60871 | 0.59841 | ||
84 | 2020.04.28 10:09 | close | 42 | 1.90 | 0.60143 | 0.60871 | 0.59841 | 186.20 | 115247.10 |
85 | 2020.04.29 02:40 | buy | 43 | 1.89 | 0.60826 | 0.60196 | 0.61226 | ||
86 | 2020.04.29 12:23 | close | 43 | 1.89 | 0.60924 | 0.60196 | 0.61226 | 185.22 | 115432.32 |
87 | 2020.04.29 21:02 | buy | 44 | 1.88 | 0.61270 | 0.60640 | 0.61670 | ||
88 | 2020.04.30 06:30 | close | 44 | 1.88 | 0.61271 | 0.60640 | 0.61670 | 2.43 | 115434.75 |
89 | 2020.04.30 17:56 | buy | 45 | 1.87 | 0.61638 | 0.61008 | 0.62038 | ||
90 | 2020.05.01 01:20 | s/l | 45 | 1.87 | 0.61008 | 0.61008 | 0.62038 | -1177.92 | 114256.83 |
91 | 2020.05.01 14:23 | sell | 46 | 1.88 | 0.60683 | 0.61313 | 0.60283 | ||
92 | 2020.05.01 23:00 | close | 46 | 1.88 | 0.60586 | 0.61313 | 0.60283 | 182.36 | 114439.19 |
93 | 2020.05.06 18:24 | sell | 47 | 1.90 | 0.60199 | 0.60829 | 0.59799 | ||
94 | 2020.05.07 03:00 | close | 47 | 1.90 | 0.60154 | 0.60829 | 0.59799 | 75.05 | 114514.24 |
95 | 2020.05.07 18:44 | buy | 48 | 1.88 | 0.60726 | 0.60096 | 0.61126 | ||
96 | 2020.05.08 03:49 | t/p | 48 | 1.88 | 0.61126 | 0.60096 | 0.61126 | 752.18 | 115266.42 |
97 | 2020.05.08 04:38 | buy | 49 | 1.88 | 0.61256 | 0.60626 | 0.61656 | ||
98 | 2020.05.08 21:39 | close | 49 | 1.88 | 0.61310 | 0.60626 | 0.61656 | 101.52 | 115367.94 |
99 | 2020.05.11 11:34 | sell | 50 | 1.89 | 0.61013 | 0.61643 | 0.60613 | ||
100 | 2020.05.11 19:01 | t/p | 50 | 1.89 | 0.60613 | 0.61643 | 0.60613 | 756.00 | 116123.94 |
101 | 2020.05.12 03:29 | sell | 51 | 1.92 | 0.60459 | 0.61089 | 0.60059 | ||
102 | 2020.05.12 13:26 | s/l | 51 | 1.92 | 0.61089 | 0.61089 | 0.60059 | -1209.60 | 114914.34 |
103 | 2020.05.12 14:29 | buy | 52 | 1.87 | 0.61165 | 0.60535 | 0.61565 | ||
104 | 2020.05.13 05:01 | s/l | 52 | 1.87 | 0.60535 | 0.60535 | 0.61565 | -1177.92 | 113736.42 |
105 | 2020.05.13 06:29 | sell | 53 | 1.89 | 0.60142 | 0.60772 | 0.59742 | ||
106 | 2020.05.14 02:08 | close | 53 | 1.89 | 0.59993 | 0.60772 | 0.59742 | 271.21 | 114007.64 |
107 | 2020.05.14 04:47 | sell | 54 | 1.90 | 0.59704 | 0.60334 | 0.59304 | ||
108 | 2020.05.15 18:19 | t/p | 54 | 1.90 | 0.59304 | 0.60334 | 0.59304 | 756.52 | 114764.15 |
109 | 2020.05.18 14:15 | buy | 55 | 1.92 | 0.59736 | 0.59106 | 0.60136 | ||
110 | 2020.05.18 16:37 | t/p | 55 | 1.92 | 0.60136 | 0.59106 | 0.60136 | 768.00 | 115532.15 |
111 | 2020.05.18 18:20 | buy | 56 | 1.91 | 0.60388 | 0.59758 | 0.60788 | ||
112 | 2020.05.19 08:48 | close | 56 | 1.91 | 0.60413 | 0.59758 | 0.60788 | 47.94 | 115580.09 |
113 | 2020.05.19 09:13 | buy | 57 | 1.90 | 0.60676 | 0.60046 | 0.61076 | ||
114 | 2020.05.19 21:12 | t/p | 57 | 1.90 | 0.61076 | 0.60046 | 0.61076 | 760.00 | 116340.09 |
115 | 2020.05.20 13:59 | buy | 58 | 1.89 | 0.61347 | 0.60717 | 0.61747 | ||
116 | 2020.05.21 00:05 | close | 58 | 1.89 | 0.61378 | 0.60717 | 0.61747 | 59.14 | 116399.23 |
117 | 2020.05.22 06:34 | sell | 59 | 1.90 | 0.60953 | 0.61583 | 0.60553 | ||
118 | 2020.05.22 21:13 | close | 59 | 1.90 | 0.60947 | 0.61583 | 0.60553 | 11.40 | 116410.63 |
119 | 2020.05.26 03:42 | buy | 60 | 1.90 | 0.61151 | 0.60521 | 0.61551 | ||
120 | 2020.05.26 11:20 | t/p | 60 | 1.90 | 0.61551 | 0.60521 | 0.61551 | 760.00 | 117170.63 |
121 | 2020.05.26 11:36 | buy | 61 | 1.90 | 0.61629 | 0.60999 | 0.62029 | ||
122 | 2020.05.26 16:09 | t/p | 61 | 1.90 | 0.62029 | 0.60999 | 0.62029 | 760.00 | 117930.63 |
123 | 2020.05.26 16:46 | buy | 62 | 1.89 | 0.62151 | 0.61521 | 0.62551 | ||
124 | 2020.05.27 18:38 | s/l | 62 | 1.89 | 0.61521 | 0.61521 | 0.62551 | -1190.52 | 116740.12 |
125 | 2020.05.28 16:12 | buy | 63 | 1.87 | 0.62154 | 0.61524 | 0.62554 | ||
126 | 2020.05.29 23:00 | close | 63 | 1.87 | 0.62043 | 0.61524 | 0.62554 | -207.39 | 116532.73 |
127 | 2020.06.01 10:58 | buy | 64 | 1.86 | 0.62638 | 0.62008 | 0.63038 | ||
128 | 2020.06.02 02:28 | close | 64 | 1.86 | 0.62825 | 0.62008 | 0.63038 | 348.00 | 116880.73 |
129 | 2020.06.02 12:48 | buy | 65 | 1.85 | 0.63174 | 0.62544 | 0.63574 | ||
130 | 2020.06.02 17:19 | t/p | 65 | 1.85 | 0.63574 | 0.62544 | 0.63574 | 740.00 | 117620.73 |
131 | 2020.06.03 02:31 | buy | 66 | 1.84 | 0.63829 | 0.63199 | 0.64229 | ||
132 | 2020.06.03 04:07 | t/p | 66 | 1.84 | 0.64229 | 0.63199 | 0.64229 | 736.00 | 118356.73 |
133 | 2020.06.04 17:47 | buy | 67 | 1.83 | 0.64552 | 0.63922 | 0.64952 | ||
134 | 2020.06.05 08:52 | t/p | 67 | 1.83 | 0.64952 | 0.63922 | 0.64952 | 732.18 | 119088.91 |
135 | 2020.06.05 09:18 | buy | 68 | 1.82 | 0.65113 | 0.64483 | 0.65513 | ||
136 | 2020.06.05 23:00 | close | 68 | 1.82 | 0.65037 | 0.64483 | 0.65513 | -138.32 | 118950.59 |
137 | 2020.06.08 18:16 | buy | 69 | 1.81 | 0.65496 | 0.64866 | 0.65896 | ||
138 | 2020.06.09 04:01 | close | 69 | 1.81 | 0.65553 | 0.64866 | 0.65896 | 103.35 | 119053.93 |
139 | 2020.06.09 10:36 | sell | 70 | 1.82 | 0.65050 | 0.65680 | 0.64650 | ||
140 | 2020.06.10 21:03 | s/l | 70 | 1.82 | 0.65680 | 0.65680 | 0.64650 | -1149.94 | 117904.00 |
141 | 2020.06.11 02:58 | sell | 71 | 1.81 | 0.65071 | 0.65701 | 0.64671 | ||
142 | 2020.06.11 12:04 | close | 71 | 1.81 | 0.65062 | 0.65701 | 0.64671 | 16.29 | 117920.29 |
143 | 2020.06.11 18:46 | sell | 72 | 1.82 | 0.64512 | 0.65142 | 0.64112 | ||
144 | 2020.06.12 01:08 | t/p | 72 | 1.82 | 0.64112 | 0.65142 | 0.64112 | 724.66 | 118644.95 |