Symbol | SPX500 (S&P 500 index of US listed shares) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.06 23:00 (2019.09.01 - 2019.12.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=700; TakeProfit=700; TrackPeriod=20; TRRR=1.9; MinDev=4; UpATRR=2.5; UpDPR=0.7; DownATRR=3; DownDPR=0.5; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4185 | Ticks modelled | 4314039 | Modelling quality | 90.00% |
Mismatched charts errors | 13 | ||||
Initial deposit | 10000.00 | Spread | 200 | ||
Total net profit | 1704.62 | Gross profit | 2835.98 | Gross loss | -1131.36 |
Profit factor | 2.51 | Expected payoff | 39.64 | ||
Absolute drawdown | 116.45 | Maximal drawdown | 428.22 (3.63%) | Relative drawdown | 3.71% (424.22) |
Total trades | 43 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 29 (65.52%) |
Profit trades (% of total) | 32 (74.42%) | Loss trades (% of total) | 11 (25.58%) | ||
Largest | profit trade | 270.72 | loss trade | -181.73 | |
Average | profit trade | 88.62 | loss trade | -102.85 | |
Maximum | consecutive wins (profit in money) | 6 (820.15) | consecutive losses (loss in money) | 2 (-196.35) | |
Maximal | consecutive profit (count of wins) | 820.15 (6) | consecutive loss (count of losses) | -196.35 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 18:49 | sell | 1 | 1.70 | 2897.28 | 2906.28 | 0.00 | ||
2 | 2019.09.02 18:50 | close | 1 | 1.70 | 2894.19 | 2906.28 | 0.00 | 52.53 | 10052.53 |
3 | 2019.09.03 02:00 | buy | 2 | 1.70 | 2908.70 | 2893.56 | 0.00 | ||
4 | 2019.09.03 04:18 | close | 2 | 1.70 | 2909.42 | 2893.56 | 0.00 | 12.24 | 10064.77 |
5 | 2019.09.05 04:29 | buy | 3 | 1.70 | 2954.82 | 2945.82 | 0.00 | ||
6 | 2019.09.05 04:40 | close | 3 | 1.70 | 2959.20 | 2945.82 | 0.00 | 74.46 | 10139.23 |
7 | 2019.09.12 02:24 | buy | 4 | 1.70 | 3013.74 | 3004.74 | 0.00 | ||
8 | 2019.09.12 02:28 | close | 4 | 1.70 | 3017.20 | 3004.74 | 0.00 | 58.82 | 10198.05 |
9 | 2019.09.18 21:14 | sell | 5 | 1.70 | 2982.61 | 2991.61 | 0.00 | ||
10 | 2019.09.18 21:49 | close | 5 | 1.70 | 2980.71 | 2991.61 | 0.00 | 32.30 | 10230.35 |
11 | 2019.09.20 20:14 | sell | 6 | 1.70 | 2994.39 | 3003.39 | 0.00 | ||
12 | 2019.09.20 20:15 | close | 6 | 1.70 | 2991.39 | 3003.39 | 0.00 | 51.00 | 10281.35 |
13 | 2019.09.20 22:00 | buy | 7 | 1.70 | 2998.90 | 2988.21 | 0.00 | ||
14 | 2019.09.20 22:59 | s/l | 7 | 1.70 | 2988.21 | 2988.21 | 0.00 | -181.73 | 10099.62 |
15 | 2019.09.23 13:30 | buy | 8 | 1.70 | 2989.10 | 2974.98 | 0.00 | ||
16 | 2019.09.23 16:44 | close | 8 | 1.70 | 2988.24 | 2974.98 | 0.00 | -14.62 | 10085.00 |
17 | 2019.09.24 18:44 | sell | 9 | 1.70 | 2981.29 | 2990.29 | 0.00 | ||
18 | 2019.09.24 19:25 | close | 9 | 1.70 | 2976.05 | 2990.29 | 0.00 | 89.08 | 10174.08 |
19 | 2019.09.24 22:00 | buy | 10 | 1.70 | 2967.40 | 2941.89 | 0.00 | ||
20 | 2019.09.25 03:00 | close | 10 | 1.70 | 2973.20 | 2941.89 | 0.00 | 88.81 | 10262.89 |
21 | 2019.09.25 13:30 | buy | 11 | 1.70 | 2963.10 | 2952.36 | 0.00 | ||
22 | 2019.09.25 15:09 | close | 11 | 1.70 | 2965.07 | 2952.36 | 0.00 | 33.49 | 10296.38 |
23 | 2019.09.26 20:00 | buy | 12 | 1.70 | 2975.40 | 2957.80 | 0.00 | ||
24 | 2019.09.26 21:00 | close | 12 | 1.70 | 2978.59 | 2957.80 | 0.00 | 54.23 | 10350.61 |
25 | 2019.09.27 23:00 | buy | 13 | 1.70 | 2962.50 | 2931.20 | 0.00 | ||
26 | 2019.09.27 23:00 | close | 13 | 1.70 | 2960.49 | 2931.20 | 0.00 | -34.17 | 10316.44 |
27 | 2019.10.01 17:05 | sell | 14 | 1.70 | 2970.47 | 2979.47 | 0.00 | ||
28 | 2019.10.01 17:13 | close | 14 | 1.70 | 2968.60 | 2979.47 | 0.00 | 31.79 | 10348.23 |
29 | 2019.10.02 16:54 | sell | 15 | 1.80 | 2901.38 | 2910.38 | 0.00 | ||
30 | 2019.10.02 17:56 | close | 15 | 1.80 | 2894.81 | 2910.38 | 0.00 | 118.26 | 10466.49 |
31 | 2019.10.03 17:04 | sell | 16 | 1.80 | 2862.86 | 2871.86 | 0.00 | ||
32 | 2019.10.03 17:09 | close | 16 | 1.80 | 2860.21 | 2871.86 | 0.00 | 47.70 | 10514.19 |
33 | 2019.10.08 18:30 | buy | 17 | 1.80 | 2902.80 | 2882.33 | 0.00 | ||
34 | 2019.10.08 20:30 | close | 17 | 1.80 | 2914.65 | 2882.33 | 0.00 | 213.30 | 10727.49 |
35 | 2019.10.09 12:15 | buy | 18 | 1.80 | 2920.43 | 2911.43 | 0.00 | ||
36 | 2019.10.09 16:11 | s/l | 18 | 1.80 | 2911.43 | 2911.43 | 0.00 | -162.00 | 10565.49 |
37 | 2019.10.10 01:27 | sell | 19 | 1.80 | 2888.41 | 2897.41 | 0.00 | ||
38 | 2019.10.10 01:28 | close | 19 | 1.80 | 2886.63 | 2897.41 | 0.00 | 32.04 | 10597.53 |
39 | 2019.10.10 04:00 | buy | 20 | 1.80 | 2897.60 | 2875.51 | 0.00 | ||
40 | 2019.10.10 04:17 | close | 20 | 1.80 | 2908.48 | 2875.51 | 0.00 | 195.84 | 10793.37 |
41 | 2019.10.10 16:55 | buy | 21 | 1.80 | 2937.24 | 2928.24 | 0.00 | ||
42 | 2019.10.10 18:27 | close | 21 | 1.80 | 2944.80 | 2928.24 | 0.00 | 136.08 | 10929.45 |
43 | 2019.10.10 20:00 | sell | 22 | 1.90 | 2938.60 | 2959.09 | 0.00 | ||
44 | 2019.10.10 21:08 | close | 22 | 1.90 | 2928.72 | 2959.09 | 0.00 | 187.72 | 11117.17 |
45 | 2019.10.11 19:30 | sell | 23 | 1.90 | 2981.30 | 3001.81 | 0.00 | ||
46 | 2019.10.11 19:32 | close | 23 | 1.90 | 2973.00 | 3001.81 | 0.00 | 157.70 | 11274.87 |
47 | 2019.10.15 17:29 | buy | 24 | 1.90 | 2994.14 | 2985.14 | 0.00 | ||
48 | 2019.10.15 18:05 | close | 24 | 1.90 | 2999.97 | 2985.14 | 0.00 | 110.77 | 11385.64 |
49 | 2019.10.17 12:35 | buy | 25 | 1.90 | 3006.54 | 2997.54 | 0.00 | ||
50 | 2019.10.17 15:13 | s/l | 25 | 1.90 | 2997.54 | 2997.54 | 0.00 | -171.00 | 11214.64 |
51 | 2019.10.18 20:30 | buy | 26 | 1.90 | 2990.10 | 2977.72 | 0.00 | ||
52 | 2019.10.18 20:51 | close | 26 | 1.90 | 2992.13 | 2977.72 | 0.00 | 38.57 | 11253.21 |
53 | 2019.10.25 18:26 | buy | 27 | 1.90 | 3028.28 | 3019.28 | 0.00 | ||
54 | 2019.10.25 21:33 | s/l | 27 | 1.90 | 3019.28 | 3019.28 | 0.00 | -171.00 | 11082.21 |
55 | 2019.10.28 15:56 | buy | 28 | 1.80 | 3037.24 | 3028.24 | 0.00 | ||
56 | 2019.10.28 17:35 | close | 28 | 1.80 | 3042.00 | 3028.24 | 0.00 | 85.68 | 11167.89 |
57 | 2019.10.28 18:30 | sell | 29 | 1.80 | 3038.30 | 3047.30 | 0.00 | ||
58 | 2019.10.28 23:09 | close | 29 | 1.80 | 3038.92 | 3047.30 | 0.00 | -11.16 | 11156.73 |
59 | 2019.10.31 12:16 | sell | 30 | 1.80 | 3040.48 | 3049.48 | 0.00 | ||
60 | 2019.10.31 17:52 | close | 30 | 1.80 | 3032.06 | 3049.48 | 0.00 | 151.56 | 11308.29 |
61 | 2019.10.31 19:00 | buy | 31 | 1.90 | 3033.00 | 3020.40 | 0.00 | ||
62 | 2019.10.31 22:32 | close | 31 | 1.90 | 3031.36 | 3020.40 | 0.00 | -31.16 | 11277.13 |
63 | 2019.11.07 09:25 | buy | 32 | 1.80 | 3086.24 | 3077.24 | 0.00 | ||
64 | 2019.11.07 09:33 | close | 32 | 1.80 | 3090.80 | 3077.24 | 0.00 | 82.08 | 11359.21 |
65 | 2019.11.18 09:17 | buy | 33 | 1.80 | 3126.21 | 3117.21 | 0.00 | ||
66 | 2019.11.18 15:25 | s/l | 33 | 1.80 | 3117.21 | 3117.21 | 0.00 | -162.00 | 11197.21 |
67 | 2019.11.19 20:00 | buy | 34 | 1.80 | 3121.20 | 3110.69 | 0.00 | ||
68 | 2019.11.19 21:07 | close | 34 | 1.80 | 3122.34 | 3110.69 | 0.00 | 20.52 | 11217.73 |
69 | 2019.11.20 22:00 | buy | 35 | 1.80 | 3105.20 | 3090.90 | 0.00 | ||
70 | 2019.11.20 22:10 | close | 35 | 1.80 | 3105.79 | 3090.90 | 0.00 | 10.62 | 11228.35 |
71 | 2019.11.25 16:45 | buy | 36 | 1.80 | 3125.74 | 3116.74 | 0.00 | ||
72 | 2019.11.25 22:37 | close | 36 | 1.80 | 3129.89 | 3116.74 | 0.00 | 74.70 | 11303.05 |
73 | 2019.11.26 03:46 | buy | 37 | 1.80 | 3144.44 | 3135.44 | 0.00 | ||
74 | 2019.11.26 04:15 | s/l | 37 | 1.80 | 3135.44 | 3135.44 | 0.00 | -162.00 | 11141.05 |
75 | 2019.12.02 16:39 | sell | 38 | 1.80 | 3135.33 | 3144.33 | 0.00 | ||
76 | 2019.12.02 17:11 | close | 38 | 1.80 | 3126.58 | 3144.33 | 0.00 | 157.50 | 11298.55 |
77 | 2019.12.02 19:30 | buy | 39 | 1.80 | 3117.30 | 3095.72 | 0.00 | ||
78 | 2019.12.03 02:52 | close | 39 | 1.80 | 3116.18 | 3095.72 | 0.00 | -30.52 | 11268.03 |
79 | 2019.12.03 12:29 | sell | 40 | 1.80 | 3101.29 | 3110.29 | 0.00 | ||
80 | 2019.12.03 20:03 | close | 40 | 1.80 | 3086.25 | 3110.29 | 0.00 | 270.72 | 11538.75 |
81 | 2019.12.04 11:13 | buy | 41 | 1.90 | 3106.18 | 3097.18 | 0.00 | ||
82 | 2019.12.04 16:37 | close | 41 | 1.90 | 3109.81 | 3097.18 | 0.00 | 68.97 | 11607.72 |
83 | 2019.12.05 18:30 | buy | 42 | 1.90 | 3112.60 | 3103.31 | 0.00 | ||
84 | 2019.12.05 20:44 | close | 42 | 1.90 | 3112.70 | 3103.31 | 0.00 | 1.90 | 11609.62 |
85 | 2019.12.06 15:33 | buy | 43 | 1.90 | 3133.24 | 3124.24 | 0.00 | ||
86 | 2019.12.06 16:32 | close | 43 | 1.90 | 3138.24 | 3124.24 | 0.00 | 95.00 | 11704.62 |