Symbol | US500 (US 500 Index) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=120; TakeProfit=150; TrackPeriod=10; TRRR=0.5; MinDev=12; UpATRR=3; UpDPR=0.8; DownATRR=2.5; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4416 | Ticks modelled | 850684 | Modelling quality | 78.12% |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2527.70 | Gross profit | 3632.08 | Gross loss | -1104.38 |
Profit factor | 3.29 | Expected payoff | 64.81 | ||
Absolute drawdown | 165.86 | Maximal drawdown | 707.57 (6.71%) | Relative drawdown | 6.71% (707.57) |
Total trades | 39 | Short positions (won %) | 22 (90.91%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 34 (87.18%) | Loss trades (% of total) | 5 (12.82%) | ||
Largest | profit trade | 353.28 | loss trade | -270.00 | |
Average | profit trade | 106.83 | loss trade | -220.88 | |
Maximum | consecutive wins (profit in money) | 16 (1960.84) | consecutive losses (loss in money) | 2 (-517.50) | |
Maximal | consecutive profit (count of wins) | 1960.84 (16) | consecutive loss (count of losses) | -517.50 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 18:48 | sell | 1 | 17.20 | 2899.7 | 2914.7 | 0.0 | ||
2 | 2019.09.02 18:52 | close | 1 | 17.20 | 2897.2 | 2914.7 | 0.0 | 43.00 | 10043.00 |
3 | 2019.09.05 04:28 | buy | 2 | 17.00 | 2954.1 | 2939.1 | 0.0 | ||
4 | 2019.09.05 05:18 | close | 2 | 17.00 | 2966.9 | 2939.1 | 0.0 | 217.60 | 10260.60 |
5 | 2019.09.05 07:00 | sell | 3 | 17.30 | 2965.3 | 2982.2 | 0.0 | ||
6 | 2019.09.05 10:07 | close | 3 | 17.30 | 2956.6 | 2982.2 | 0.0 | 150.51 | 10411.11 |
7 | 2019.09.12 02:23 | buy | 4 | 17.30 | 3015.1 | 3000.1 | 0.0 | ||
8 | 2019.09.13 15:37 | close | 4 | 17.30 | 3016.9 | 3000.1 | 0.0 | 30.26 | 10441.37 |
9 | 2019.09.18 21:13 | sell | 5 | 17.50 | 2983.5 | 2998.5 | 0.0 | ||
10 | 2019.09.18 22:30 | s/l | 5 | 17.50 | 2998.5 | 2998.5 | 0.0 | -262.50 | 10178.87 |
11 | 2019.09.19 10:02 | sell | 6 | 17.00 | 2988.3 | 3003.3 | 0.0 | ||
12 | 2019.09.19 10:55 | s/l | 6 | 17.00 | 3003.3 | 3003.3 | 0.0 | -255.00 | 9923.87 |
13 | 2019.09.20 20:13 | sell | 7 | 16.60 | 2994.6 | 3009.6 | 0.0 | ||
14 | 2019.09.20 20:17 | close | 7 | 16.60 | 2991.9 | 3009.6 | 0.0 | 44.82 | 9968.69 |
15 | 2019.09.23 10:58 | sell | 8 | 16.70 | 2988.3 | 3003.3 | 0.0 | ||
16 | 2019.09.23 12:08 | close | 8 | 16.70 | 2986.8 | 3003.3 | 0.0 | 25.05 | 9993.74 |
17 | 2019.09.24 22:00 | buy | 9 | 16.80 | 2969.1 | 2942.4 | 0.0 | ||
18 | 2019.09.25 02:38 | close | 9 | 16.80 | 2974.5 | 2942.4 | 0.0 | 89.86 | 10083.60 |
19 | 2019.09.26 16:55 | sell | 10 | 16.90 | 2975.3 | 2990.3 | 0.0 | ||
20 | 2019.09.26 18:08 | close | 10 | 16.90 | 2973.9 | 2990.3 | 0.0 | 23.66 | 10107.26 |
21 | 2019.09.27 16:56 | sell | 11 | 17.00 | 2975.6 | 2990.6 | 0.0 | ||
22 | 2019.09.27 18:40 | close | 11 | 17.00 | 2972.0 | 2990.6 | 0.0 | 61.20 | 10168.46 |
23 | 2019.09.27 23:00 | buy | 12 | 17.20 | 2962.8 | 2930.2 | 0.0 | ||
24 | 2019.09.27 23:00 | close | 12 | 17.20 | 2959.9 | 2930.2 | 0.0 | -49.88 | 10118.58 |
25 | 2019.10.01 17:06 | sell | 13 | 17.00 | 2971.9 | 2986.9 | 0.0 | ||
26 | 2019.10.01 17:17 | close | 13 | 17.00 | 2970.5 | 2986.9 | 0.0 | 23.80 | 10142.38 |
27 | 2019.10.01 21:30 | buy | 14 | 17.20 | 2944.8 | 2918.9 | 0.0 | ||
28 | 2019.10.02 03:09 | close | 14 | 17.20 | 2946.5 | 2918.9 | 0.0 | 28.36 | 10170.74 |
29 | 2019.10.02 10:16 | sell | 15 | 17.30 | 2930.7 | 2945.7 | 0.0 | ||
30 | 2019.10.02 14:55 | close | 15 | 17.30 | 2927.2 | 2945.7 | 0.0 | 60.55 | 10231.29 |
31 | 2019.10.02 16:52 | sell | 16 | 17.60 | 2902.4 | 2917.4 | 0.0 | ||
32 | 2019.10.02 22:00 | close | 16 | 17.60 | 2894.2 | 2917.4 | 0.0 | 144.32 | 10375.61 |
33 | 2019.10.03 17:01 | sell | 17 | 18.10 | 2861.9 | 2876.9 | 0.0 | ||
34 | 2019.10.03 17:14 | close | 17 | 18.10 | 2860.0 | 2876.9 | 0.0 | 34.39 | 10410.00 |
35 | 2019.10.04 08:14 | buy | 18 | 17.80 | 2919.7 | 2904.7 | 0.0 | ||
36 | 2019.10.04 09:15 | s/l | 18 | 17.80 | 2904.7 | 2904.7 | 0.0 | -267.00 | 10143.00 |
37 | 2019.10.04 15:57 | buy | 19 | 17.40 | 2922.7 | 2907.7 | 0.0 | ||
38 | 2019.10.04 19:15 | close | 19 | 17.40 | 2934.6 | 2907.7 | 0.0 | 207.06 | 10350.06 |
39 | 2019.10.08 10:54 | sell | 20 | 17.60 | 2934.8 | 2949.8 | 0.0 | ||
40 | 2019.10.08 19:46 | close | 20 | 17.60 | 2919.3 | 2949.8 | 0.0 | 272.80 | 10622.86 |
41 | 2019.10.10 01:20 | sell | 21 | 18.30 | 2900.6 | 2915.6 | 0.0 | ||
42 | 2019.10.10 01:23 | close | 21 | 18.30 | 2898.5 | 2915.6 | 0.0 | 38.43 | 10661.29 |
43 | 2019.10.10 16:58 | buy | 22 | 18.10 | 2939.4 | 2924.4 | 0.0 | ||
44 | 2019.10.10 23:33 | close | 22 | 18.10 | 2949.1 | 2924.4 | 0.0 | 175.57 | 10836.86 |
45 | 2019.10.22 03:20 | buy | 23 | 18.00 | 3016.9 | 3001.9 | 0.0 | ||
46 | 2019.10.22 21:52 | s/l | 23 | 18.00 | 3001.9 | 3001.9 | 0.0 | -270.00 | 10566.86 |
47 | 2019.10.29 11:14 | sell | 24 | 17.40 | 3036.9 | 3051.9 | 0.0 | ||
48 | 2019.10.30 17:04 | close | 24 | 17.40 | 3034.5 | 3051.9 | 0.0 | 41.57 | 10608.43 |
49 | 2019.10.31 12:04 | sell | 25 | 17.40 | 3044.0 | 3059.0 | 0.0 | ||
50 | 2019.10.31 13:00 | close | 25 | 17.40 | 3042.5 | 3059.0 | 0.0 | 26.10 | 10634.53 |
51 | 2019.11.04 10:10 | buy | 26 | 17.30 | 3079.4 | 3064.4 | 0.0 | ||
52 | 2019.11.04 19:54 | close | 26 | 17.30 | 3079.6 | 3064.4 | 0.0 | 3.46 | 10637.99 |
53 | 2019.11.07 09:20 | buy | 27 | 17.20 | 3083.7 | 3068.7 | 0.0 | ||
54 | 2019.11.07 18:04 | close | 27 | 17.20 | 3094.4 | 3068.7 | 0.0 | 184.04 | 10822.03 |
55 | 2019.11.18 09:17 | buy | 28 | 17.30 | 3126.6 | 3111.6 | 0.0 | ||
56 | 2019.11.19 15:57 | close | 28 | 17.30 | 3127.6 | 3111.6 | 0.0 | 16.42 | 10838.45 |
57 | 2019.11.19 16:48 | sell | 29 | 17.30 | 3122.4 | 3137.4 | 0.0 | ||
58 | 2019.11.19 18:18 | close | 29 | 17.30 | 3120.6 | 3137.4 | 0.0 | 31.14 | 10869.59 |
59 | 2019.11.20 19:58 | sell | 30 | 17.50 | 3098.7 | 3113.7 | 0.0 | ||
60 | 2019.11.20 20:22 | close | 30 | 17.50 | 3097.3 | 3113.7 | 0.0 | 24.50 | 10894.09 |
61 | 2019.11.25 16:51 | buy | 31 | 17.40 | 3128.9 | 3113.9 | 0.0 | ||
62 | 2019.11.26 03:47 | close | 31 | 17.40 | 3141.7 | 3113.9 | 0.0 | 221.83 | 11115.92 |
63 | 2019.12.02 16:39 | sell | 32 | 17.70 | 3136.5 | 3151.5 | 0.0 | ||
64 | 2019.12.03 02:32 | close | 32 | 17.70 | 3118.0 | 3151.5 | 0.0 | 327.26 | 11443.18 |
65 | 2019.12.03 12:14 | sell | 33 | 18.40 | 3107.9 | 3122.9 | 0.0 | ||
66 | 2019.12.03 22:00 | close | 33 | 18.40 | 3088.7 | 3122.9 | 0.0 | 353.28 | 11796.46 |
67 | 2019.12.04 11:07 | buy | 34 | 19.00 | 3106.5 | 3091.5 | 0.0 | ||
68 | 2019.12.04 22:10 | close | 34 | 19.00 | 3116.6 | 3091.5 | 0.0 | 191.90 | 11988.36 |
69 | 2019.12.06 15:33 | buy | 35 | 19.10 | 3134.5 | 3119.5 | 0.0 | ||
70 | 2019.12.06 21:12 | close | 35 | 19.10 | 3146.9 | 3119.5 | 0.0 | 236.84 | 12225.20 |
71 | 2019.12.10 10:28 | sell | 36 | 19.50 | 3132.2 | 3147.2 | 0.0 | ||
72 | 2019.12.10 12:11 | close | 36 | 19.50 | 3129.9 | 3147.2 | 0.0 | 44.85 | 12270.05 |
73 | 2019.12.11 10:19 | buy | 37 | 19.50 | 3144.5 | 3129.5 | 0.0 | ||
74 | 2019.12.12 09:30 | close | 37 | 19.50 | 3145.1 | 3129.5 | 0.0 | 10.71 | 12280.75 |
75 | 2019.12.12 16:39 | buy | 38 | 19.40 | 3162.6 | 3147.6 | 0.0 | ||
76 | 2019.12.12 17:15 | close | 38 | 19.40 | 3173.4 | 3147.6 | 0.0 | 209.52 | 12490.27 |
77 | 2019.12.13 14:58 | sell | 39 | 19.70 | 3169.2 | 3184.2 | 0.0 | ||
78 | 2019.12.13 16:25 | close | 39 | 19.70 | 3167.3 | 3184.2 | 0.0 | 37.43 | 12527.70 |