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=60; TakeProfit=80; TrackPeriod=20; TRRR=1; MinDev=10; UpATRR=4; UpDPR=0.9; DownATRR=2.5; DownDPR=0.6; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4128 | Ticks modelled | 705079 | Modelling quality | 85.71% |
Mismatched charts errors | 37 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 577.08 | Gross profit | 971.05 | Gross loss | -393.97 |
Profit factor | 2.46 | Expected payoff | 19.24 | ||
Absolute drawdown | 56.63 | Maximal drawdown | 146.18 (1.44%) | Relative drawdown | 1.44% (146.18) |
Total trades | 30 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
Largest | profit trade | 89.01 | loss trade | -63.00 | |
Average | profit trade | 44.14 | loss trade | -49.25 | |
Maximum | consecutive wins (profit in money) | 9 (383.24) | consecutive losses (loss in money) | 2 (-79.73) | |
Maximal | consecutive profit (count of wins) | 383.24 (9) | consecutive loss (count of losses) | -79.73 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 18:42 | sell | 1 | 6.60 | 2983.6 | 2992.6 | 0.0 | ||
2 | 2019.09.24 19:24 | close | 1 | 6.60 | 2977.2 | 2992.6 | 0.0 | 42.24 | 10042.24 |
3 | 2019.09.24 22:00 | buy | 2 | 6.70 | 2969.1 | 2960.1 | 0.0 | ||
4 | 2019.09.24 22:32 | s/l | 2 | 6.70 | 2960.1 | 2960.1 | 0.0 | -60.30 | 9981.94 |
5 | 2019.09.27 23:00 | buy | 3 | 6.70 | 2962.8 | 2953.8 | 0.0 | ||
6 | 2019.09.27 23:00 | close | 3 | 6.70 | 2959.9 | 2953.8 | 0.0 | -19.43 | 9962.51 |
7 | 2019.10.01 17:06 | sell | 4 | 6.60 | 2972.8 | 2981.8 | 0.0 | ||
8 | 2019.10.01 17:16 | close | 4 | 6.60 | 2969.3 | 2981.8 | 0.0 | 23.10 | 9985.61 |
9 | 2019.10.02 10:22 | sell | 5 | 6.80 | 2927.1 | 2936.1 | 0.0 | ||
10 | 2019.10.02 13:00 | close | 5 | 6.80 | 2921.8 | 2936.1 | 0.0 | 36.04 | 10021.65 |
11 | 2019.10.02 16:50 | sell | 6 | 6.80 | 2903.9 | 2912.9 | 0.0 | ||
12 | 2019.10.02 17:54 | close | 6 | 6.80 | 2895.1 | 2912.9 | 0.0 | 59.84 | 10081.49 |
13 | 2019.10.02 21:00 | buy | 7 | 6.90 | 2881.2 | 2872.2 | 0.0 | ||
14 | 2019.10.03 02:12 | close | 7 | 6.90 | 2886.9 | 2872.2 | 0.0 | 38.98 | 10120.47 |
15 | 2019.10.03 17:01 | sell | 8 | 7.00 | 2863.3 | 2872.3 | 0.0 | ||
16 | 2019.10.03 17:09 | close | 8 | 7.00 | 2858.8 | 2872.3 | 0.0 | 31.50 | 10151.97 |
17 | 2019.10.08 15:30 | buy | 9 | 6.90 | 2922.4 | 2913.4 | 0.0 | ||
18 | 2019.10.08 16:30 | s/l | 9 | 6.90 | 2913.4 | 2913.4 | 0.0 | -62.10 | 10089.87 |
19 | 2019.10.08 18:30 | buy | 10 | 6.90 | 2903.4 | 2894.4 | 0.0 | ||
20 | 2019.10.08 19:46 | close | 10 | 6.90 | 2916.3 | 2894.4 | 0.0 | 89.01 | 10178.88 |
21 | 2019.10.10 01:20 | sell | 11 | 7.00 | 2891.3 | 2900.3 | 0.0 | ||
22 | 2019.10.10 01:23 | s/l | 11 | 7.00 | 2900.3 | 2900.3 | 0.0 | -63.00 | 10115.88 |
23 | 2019.10.10 04:00 | buy | 12 | 6.90 | 2898.2 | 2889.2 | 0.0 | ||
24 | 2019.10.10 04:17 | close | 12 | 6.90 | 2907.3 | 2889.2 | 0.0 | 62.79 | 10178.67 |
25 | 2019.10.10 20:00 | sell | 13 | 6.90 | 2937.9 | 2946.9 | 0.0 | ||
26 | 2019.10.10 21:08 | close | 13 | 6.90 | 2928.7 | 2946.9 | 0.0 | 63.48 | 10242.15 |
27 | 2019.10.11 19:30 | sell | 14 | 6.80 | 2981.2 | 2990.2 | 0.0 | ||
28 | 2019.10.11 19:32 | close | 14 | 6.80 | 2973.6 | 2990.2 | 0.0 | 51.68 | 10293.83 |
29 | 2019.10.30 17:04 | sell | 15 | 6.70 | 3027.9 | 3036.9 | 0.0 | ||
30 | 2019.10.30 17:05 | s/l | 15 | 6.70 | 3036.9 | 3036.9 | 0.0 | -60.30 | 10233.53 |
31 | 2019.10.31 12:05 | sell | 16 | 6.70 | 3042.3 | 3051.3 | 0.0 | ||
32 | 2019.10.31 17:48 | close | 16 | 6.70 | 3032.1 | 3051.3 | 0.0 | 68.34 | 10301.87 |
33 | 2019.11.07 09:28 | buy | 17 | 6.60 | 3090.8 | 3081.8 | 0.0 | ||
34 | 2019.11.07 21:00 | close | 17 | 6.60 | 3090.9 | 3081.8 | 0.0 | 0.66 | 10302.53 |
35 | 2019.11.18 09:17 | buy | 18 | 6.50 | 3131.1 | 3122.1 | 0.0 | ||
36 | 2019.11.18 15:19 | s/l | 18 | 6.50 | 3122.1 | 3122.1 | 0.0 | -58.50 | 10244.03 |
37 | 2019.11.25 16:55 | buy | 19 | 6.50 | 3130.0 | 3121.0 | 0.0 | ||
38 | 2019.11.26 03:00 | close | 19 | 6.50 | 3136.5 | 3121.0 | 0.0 | 41.92 | 10285.95 |
39 | 2019.12.02 16:38 | sell | 20 | 6.50 | 3137.7 | 3146.7 | 0.0 | ||
40 | 2019.12.02 17:10 | close | 20 | 6.50 | 3126.8 | 3146.7 | 0.0 | 70.85 | 10356.80 |
41 | 2019.12.02 20:00 | buy | 21 | 6.60 | 3114.5 | 3105.5 | 0.0 | ||
42 | 2019.12.03 02:32 | close | 21 | 6.60 | 3115.0 | 3105.5 | 0.0 | 2.96 | 10359.76 |
43 | 2019.12.03 12:21 | sell | 22 | 6.60 | 3102.0 | 3111.0 | 0.0 | ||
44 | 2019.12.03 16:36 | close | 22 | 6.60 | 3089.3 | 3111.0 | 0.0 | 83.82 | 10443.58 |
45 | 2019.12.03 18:30 | buy | 23 | 6.70 | 3081.1 | 3072.1 | 0.0 | ||
46 | 2019.12.03 22:00 | close | 23 | 6.70 | 3085.7 | 3072.1 | 0.0 | 30.82 | 10474.40 |
47 | 2019.12.06 15:41 | buy | 24 | 6.60 | 3137.6 | 3128.6 | 0.0 | ||
48 | 2019.12.06 17:15 | close | 24 | 6.60 | 3144.6 | 3128.6 | 0.0 | 46.20 | 10520.60 |
49 | 2019.12.10 10:52 | sell | 25 | 6.70 | 3125.8 | 3134.8 | 0.0 | ||
50 | 2019.12.10 13:31 | close | 25 | 6.70 | 3121.7 | 3134.8 | 0.0 | 27.47 | 10548.07 |
51 | 2019.12.12 16:39 | buy | 26 | 6.60 | 3163.0 | 3154.0 | 0.0 | ||
52 | 2019.12.12 17:03 | close | 26 | 6.60 | 3172.1 | 3154.0 | 0.0 | 60.06 | 10608.13 |
53 | 2019.12.13 14:58 | sell | 27 | 6.60 | 3170.1 | 3179.1 | 0.0 | ||
54 | 2019.12.13 14:58 | close | 27 | 6.60 | 3167.2 | 3179.1 | 0.0 | 19.14 | 10627.27 |
55 | 2019.12.20 16:27 | buy | 28 | 6.50 | 3222.5 | 3213.5 | 0.0 | ||
56 | 2019.12.20 23:00 | close | 28 | 6.50 | 3220.7 | 3213.5 | 0.0 | -11.70 | 10615.57 |
57 | 2019.12.24 16:34 | sell | 29 | 6.50 | 3223.3 | 3232.3 | 0.0 | ||
58 | 2019.12.26 15:29 | s/l | 29 | 6.50 | 3232.3 | 3232.3 | 0.0 | -58.64 | 10556.93 |
59 | 2019.12.27 16:50 | sell | 30 | 6.50 | 3242.0 | 3251.0 | 0.0 | ||
60 | 2019.12.27 22:53 | close | 30 | 6.50 | 3238.9 | 3251.0 | 0.0 | 20.15 | 10577.08 |