Symbol | US500 (US 500 Index) | ||||
Period | 30 Minutes (M30) 2019.09.23 01:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=80; TakeProfit=90; TrackPeriod=10; TRRR=1.6; MinDev=10; UpATRR=3; UpDPR=0.6; DownATRR=2; DownDPR=0.6; MUR=0.02; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4127 | Ticks modelled | 704640 | Modelling quality | 85.98% |
Mismatched charts errors | 78 | ||||
Initial deposit | 10000.00 | Spread | 35 | ||
Total net profit | 671.69 | Gross profit | 1336.54 | Gross loss | -664.86 |
Profit factor | 2.01 | Expected payoff | 16.79 | ||
Absolute drawdown | 29.83 | Maximal drawdown | 286.96 (2.71%) | Relative drawdown | 2.71% (286.96) |
Total trades | 40 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 30 (75.00%) | Loss trades (% of total) | 10 (25.00%) | ||
Largest | profit trade | 146.20 | loss trade | -80.50 | |
Average | profit trade | 44.55 | loss trade | -66.49 | |
Maximum | consecutive wins (profit in money) | 7 (365.61) | consecutive losses (loss in money) | 3 (-238.05) | |
Maximal | consecutive profit (count of wins) | 371.81 (6) | consecutive loss (count of losses) | -238.05 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:48 | sell | 1 | 6.60 | 2989.5 | 3001.0 | 0.0 | ||
2 | 2019.09.23 11:40 | close | 1 | 6.60 | 2986.0 | 3001.0 | 0.0 | 23.10 | 10023.10 |
3 | 2019.09.24 18:42 | sell | 2 | 6.70 | 2983.0 | 2994.5 | 0.0 | ||
4 | 2019.09.24 19:24 | close | 2 | 6.70 | 2977.1 | 2994.5 | 0.0 | 39.53 | 10062.63 |
5 | 2019.09.24 22:00 | buy | 3 | 6.70 | 2969.6 | 2958.1 | 0.0 | ||
6 | 2019.09.25 02:37 | close | 3 | 6.70 | 2974.1 | 2958.1 | 0.0 | 29.81 | 10092.44 |
7 | 2019.09.26 16:38 | sell | 4 | 6.70 | 2977.1 | 2988.6 | 0.0 | ||
8 | 2019.09.26 18:07 | close | 4 | 6.70 | 2973.5 | 2988.6 | 0.0 | 24.12 | 10116.56 |
9 | 2019.09.27 16:55 | sell | 5 | 6.70 | 2977.0 | 2988.5 | 0.0 | ||
10 | 2019.09.27 18:39 | close | 5 | 6.70 | 2969.1 | 2988.5 | 0.0 | 52.93 | 10169.49 |
11 | 2019.09.27 23:00 | buy | 6 | 6.80 | 2963.3 | 2951.8 | 0.0 | ||
12 | 2019.09.27 23:00 | close | 6 | 6.80 | 2959.9 | 2951.8 | 0.0 | -23.12 | 10146.37 |
13 | 2019.10.01 17:05 | sell | 7 | 6.80 | 2973.8 | 2985.3 | 0.0 | ||
14 | 2019.10.01 17:16 | close | 7 | 6.80 | 2970.0 | 2985.3 | 0.0 | 25.84 | 10172.21 |
15 | 2019.10.02 10:12 | sell | 8 | 6.90 | 2931.7 | 2943.2 | 0.0 | ||
16 | 2019.10.02 11:55 | close | 8 | 6.90 | 2927.2 | 2943.2 | 0.0 | 31.05 | 10203.26 |
17 | 2019.10.02 16:43 | sell | 9 | 7.00 | 2904.9 | 2916.4 | 0.0 | ||
18 | 2019.10.02 17:54 | close | 9 | 7.00 | 2895.8 | 2916.4 | 0.0 | 63.70 | 10266.96 |
19 | 2019.10.03 17:00 | sell | 10 | 7.10 | 2864.5 | 2876.0 | 0.0 | ||
20 | 2019.10.03 17:09 | close | 10 | 7.10 | 2859.5 | 2876.0 | 0.0 | 35.50 | 10302.46 |
21 | 2019.10.04 08:14 | buy | 11 | 7.00 | 2920.2 | 2908.7 | 0.0 | ||
22 | 2019.10.04 09:08 | s/l | 11 | 7.00 | 2908.7 | 2908.7 | 0.0 | -80.50 | 10221.96 |
23 | 2019.10.04 15:57 | buy | 12 | 6.90 | 2923.2 | 2911.7 | 0.0 | ||
24 | 2019.10.04 17:08 | close | 12 | 6.90 | 2929.1 | 2911.7 | 0.0 | 40.71 | 10262.67 |
25 | 2019.10.08 10:54 | sell | 13 | 6.90 | 2936.1 | 2947.6 | 0.0 | ||
26 | 2019.10.08 13:34 | close | 13 | 6.90 | 2927.6 | 2947.6 | 0.0 | 58.65 | 10321.32 |
27 | 2019.10.08 18:30 | buy | 14 | 7.10 | 2903.9 | 2892.4 | 0.0 | ||
28 | 2019.10.08 19:46 | close | 14 | 7.10 | 2916.0 | 2892.4 | 0.0 | 85.91 | 10407.23 |
29 | 2019.10.10 01:20 | sell | 15 | 7.10 | 2903.1 | 2914.6 | 0.0 | ||
30 | 2019.10.10 01:21 | close | 15 | 7.10 | 2897.8 | 2914.6 | 0.0 | 37.63 | 10444.86 |
31 | 2019.10.10 16:58 | buy | 16 | 7.10 | 2939.9 | 2928.4 | 0.0 | ||
32 | 2019.10.10 18:27 | close | 16 | 7.10 | 2944.3 | 2928.4 | 0.0 | 31.24 | 10476.10 |
33 | 2019.10.10 20:00 | sell | 17 | 7.10 | 2937.9 | 2949.4 | 0.0 | ||
34 | 2019.10.10 21:08 | close | 17 | 7.10 | 2929.2 | 2949.4 | 0.0 | 61.77 | 10537.87 |
35 | 2019.10.11 19:30 | sell | 18 | 7.00 | 2981.2 | 2992.7 | 0.0 | ||
36 | 2019.10.11 19:32 | close | 18 | 7.00 | 2974.1 | 2992.7 | 0.0 | 49.70 | 10587.57 |
37 | 2019.10.22 03:20 | buy | 19 | 7.00 | 3017.4 | 3005.9 | 0.0 | ||
38 | 2019.10.22 10:38 | s/l | 19 | 7.00 | 3005.9 | 3005.9 | 0.0 | -80.50 | 10507.07 |
39 | 2019.10.29 11:13 | sell | 20 | 6.90 | 3037.4 | 3048.9 | 0.0 | ||
40 | 2019.10.29 17:43 | s/l | 20 | 6.90 | 3048.9 | 3048.9 | 0.0 | -79.35 | 10427.72 |
41 | 2019.10.30 17:04 | sell | 21 | 6.80 | 3027.9 | 3039.4 | 0.0 | ||
42 | 2019.10.30 17:47 | s/l | 21 | 6.80 | 3039.4 | 3039.4 | 0.0 | -78.20 | 10349.52 |
43 | 2019.10.31 12:04 | sell | 22 | 6.70 | 3044.0 | 3055.5 | 0.0 | ||
44 | 2019.10.31 17:48 | close | 22 | 6.70 | 3033.1 | 3055.5 | 0.0 | 73.03 | 10422.55 |
45 | 2019.11.04 10:10 | buy | 23 | 6.70 | 3079.9 | 3068.4 | 0.0 | ||
46 | 2019.11.04 15:58 | close | 23 | 6.70 | 3083.3 | 3068.4 | 0.0 | 22.78 | 10445.33 |
47 | 2019.11.07 09:20 | buy | 24 | 6.70 | 3084.2 | 3072.7 | 0.0 | ||
48 | 2019.11.07 09:45 | close | 24 | 6.70 | 3089.5 | 3072.7 | 0.0 | 35.51 | 10480.84 |
49 | 2019.11.18 09:17 | buy | 25 | 6.70 | 3127.1 | 3115.6 | 0.0 | ||
50 | 2019.11.18 15:29 | s/l | 25 | 6.70 | 3115.6 | 3115.6 | 0.0 | -77.05 | 10403.79 |
51 | 2019.11.19 16:43 | sell | 26 | 6.60 | 3123.5 | 3135.0 | 0.0 | ||
52 | 2019.11.19 18:02 | close | 26 | 6.60 | 3119.6 | 3135.0 | 0.0 | 25.74 | 10429.53 |
53 | 2019.11.20 19:58 | sell | 27 | 6.70 | 3100.7 | 3112.2 | 0.0 | ||
54 | 2019.11.20 20:18 | close | 27 | 6.70 | 3096.9 | 3112.2 | 0.0 | 25.46 | 10454.99 |
55 | 2019.11.25 16:51 | buy | 28 | 6.60 | 3129.4 | 3117.9 | 0.0 | ||
56 | 2019.11.26 03:51 | close | 28 | 6.60 | 3138.7 | 3117.9 | 0.0 | 61.04 | 10516.03 |
57 | 2019.12.02 16:38 | sell | 29 | 6.60 | 3138.0 | 3149.5 | 0.0 | ||
58 | 2019.12.02 17:10 | close | 29 | 6.60 | 3127.2 | 3149.5 | 0.0 | 71.28 | 10587.31 |
59 | 2019.12.03 12:13 | sell | 30 | 6.80 | 3109.1 | 3120.6 | 0.0 | ||
60 | 2019.12.03 20:01 | close | 30 | 6.80 | 3087.6 | 3120.6 | 0.0 | 146.20 | 10733.51 |
61 | 2019.12.04 11:07 | buy | 31 | 6.90 | 3107.0 | 3095.5 | 0.0 | ||
62 | 2019.12.04 17:17 | close | 31 | 6.90 | 3113.1 | 3095.5 | 0.0 | 42.09 | 10775.60 |
63 | 2019.12.05 17:09 | sell | 32 | 6.90 | 3103.1 | 3114.6 | 0.0 | ||
64 | 2019.12.05 17:52 | s/l | 32 | 6.90 | 3114.6 | 3114.6 | 0.0 | -79.35 | 10696.25 |
65 | 2019.12.06 15:33 | buy | 33 | 6.80 | 3135.0 | 3123.5 | 0.0 | ||
66 | 2019.12.06 16:32 | close | 33 | 6.80 | 3138.6 | 3123.5 | 0.0 | 24.48 | 10720.73 |
67 | 2019.12.10 10:08 | sell | 34 | 6.80 | 3132.9 | 3144.4 | 0.0 | ||
68 | 2019.12.10 12:02 | close | 34 | 6.80 | 3127.9 | 3144.4 | 0.0 | 34.00 | 10754.73 |
69 | 2019.12.11 10:19 | buy | 35 | 6.80 | 3145.0 | 3133.5 | 0.0 | ||
70 | 2019.12.11 10:54 | s/l | 35 | 6.80 | 3133.5 | 3133.5 | 0.0 | -78.20 | 10676.53 |
71 | 2019.12.12 16:39 | buy | 36 | 6.70 | 3163.1 | 3151.6 | 0.0 | ||
72 | 2019.12.12 17:04 | close | 36 | 6.70 | 3169.2 | 3151.6 | 0.0 | 40.87 | 10717.40 |
73 | 2019.12.13 14:58 | sell | 37 | 6.70 | 3170.8 | 3182.3 | 0.0 | ||
74 | 2019.12.13 14:58 | close | 37 | 6.70 | 3167.7 | 3182.3 | 0.0 | 20.77 | 10738.17 |
75 | 2019.12.20 16:26 | buy | 38 | 6.60 | 3222.6 | 3211.1 | 0.0 | ||
76 | 2019.12.20 23:00 | close | 38 | 6.60 | 3220.7 | 3211.1 | 0.0 | -12.54 | 10725.63 |
77 | 2019.12.24 16:34 | sell | 39 | 6.60 | 3223.7 | 3235.2 | 0.0 | ||
78 | 2019.12.26 16:48 | s/l | 39 | 6.60 | 3235.2 | 3235.2 | 0.0 | -76.05 | 10649.59 |
79 | 2019.12.27 16:50 | sell | 40 | 6.50 | 3242.8 | 3254.3 | 0.0 | ||
80 | 2019.12.27 22:53 | close | 40 | 6.50 | 3239.4 | 3254.3 | 0.0 | 22.10 | 10671.69 |