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=70; TakeProfit=90; TrackPeriod=14; TRRR=1; MinDev=10; UpATRR=5; UpDPR=0.9; DownATRR=3; DownDPR=0.3; 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 | 346.31 | Gross profit | 696.88 | Gross loss | -350.57 |
Profit factor | 1.99 | Expected payoff | 13.32 | ||
Absolute drawdown | 63.65 | Maximal drawdown | 194.82 (1.89%) | Relative drawdown | 1.89% (194.82) |
Total trades | 26 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
Largest | profit trade | 106.81 | loss trade | -68.00 | |
Average | profit trade | 34.84 | loss trade | -58.43 | |
Maximum | consecutive wins (profit in money) | 7 (260.23) | consecutive losses (loss in money) | 2 (-134.00) | |
Maximal | consecutive profit (count of wins) | 271.19 (5) | consecutive loss (count of losses) | -134.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.24 22:00 | buy | 1 | 6.70 | 2969.1 | 2959.1 | 0.0 | ||
2 | 2019.09.25 02:38 | close | 1 | 6.70 | 2974.5 | 2959.1 | 0.0 | 35.84 | 10035.84 |
3 | 2019.09.27 23:00 | buy | 2 | 6.70 | 2962.8 | 2952.8 | 0.0 | ||
4 | 2019.09.27 23:00 | close | 2 | 6.70 | 2959.9 | 2952.8 | 0.0 | -19.43 | 10016.41 |
5 | 2019.10.01 17:07 | sell | 3 | 6.70 | 2969.7 | 2979.7 | 0.0 | ||
6 | 2019.10.01 17:14 | close | 3 | 6.70 | 2968.9 | 2979.7 | 0.0 | 5.36 | 10021.77 |
7 | 2019.10.02 10:21 | sell | 4 | 6.80 | 2928.2 | 2938.2 | 0.0 | ||
8 | 2019.10.02 12:17 | close | 4 | 6.80 | 2926.9 | 2938.2 | 0.0 | 8.84 | 10030.61 |
9 | 2019.10.02 21:00 | buy | 5 | 6.90 | 2881.2 | 2871.2 | 0.0 | ||
10 | 2019.10.03 02:12 | close | 5 | 6.90 | 2886.9 | 2871.2 | 0.0 | 38.98 | 10069.59 |
11 | 2019.10.03 17:05 | sell | 6 | 7.00 | 2859.7 | 2869.7 | 0.0 | ||
12 | 2019.10.03 17:09 | close | 6 | 7.00 | 2858.6 | 2869.7 | 0.0 | 7.70 | 10077.29 |
13 | 2019.10.08 15:30 | buy | 7 | 6.80 | 2922.4 | 2912.4 | 0.0 | ||
14 | 2019.10.08 16:31 | s/l | 7 | 6.80 | 2912.4 | 2912.4 | 0.0 | -68.00 | 10009.29 |
15 | 2019.10.08 18:30 | buy | 8 | 6.80 | 2903.4 | 2893.4 | 0.0 | ||
16 | 2019.10.08 19:46 | close | 8 | 6.80 | 2916.3 | 2893.4 | 0.0 | 87.72 | 10097.01 |
17 | 2019.10.10 01:27 | sell | 9 | 6.90 | 2888.0 | 2898.0 | 0.0 | ||
18 | 2019.10.10 01:41 | close | 9 | 6.90 | 2887.2 | 2898.0 | 0.0 | 5.52 | 10102.53 |
19 | 2019.10.10 04:00 | buy | 10 | 6.90 | 2898.2 | 2888.2 | 0.0 | ||
20 | 2019.10.10 04:17 | close | 10 | 6.90 | 2907.3 | 2888.2 | 0.0 | 62.79 | 10165.32 |
21 | 2019.10.10 20:00 | sell | 11 | 6.90 | 2937.9 | 2947.9 | 0.0 | ||
22 | 2019.10.10 21:08 | close | 11 | 6.90 | 2928.7 | 2947.9 | 0.0 | 63.48 | 10228.80 |
23 | 2019.10.11 19:30 | sell | 12 | 6.80 | 2981.2 | 2991.2 | 0.0 | ||
24 | 2019.10.11 19:32 | close | 12 | 6.80 | 2973.6 | 2991.2 | 0.0 | 51.68 | 10280.48 |
25 | 2019.10.29 11:23 | sell | 13 | 6.70 | 3035.9 | 3045.9 | 0.0 | ||
26 | 2019.10.29 17:33 | s/l | 13 | 6.70 | 3045.9 | 3045.9 | 0.0 | -67.00 | 10213.48 |
27 | 2019.10.30 17:04 | sell | 14 | 6.70 | 3026.1 | 3036.1 | 0.0 | ||
28 | 2019.10.30 17:04 | s/l | 14 | 6.70 | 3036.1 | 3036.1 | 0.0 | -67.00 | 10146.48 |
29 | 2019.10.31 12:05 | sell | 15 | 6.60 | 3041.8 | 3051.8 | 0.0 | ||
30 | 2019.10.31 12:51 | close | 15 | 6.60 | 3041.0 | 3051.8 | 0.0 | 5.28 | 10151.76 |
31 | 2019.11.07 09:25 | buy | 16 | 6.50 | 3087.6 | 3077.6 | 0.0 | ||
32 | 2019.11.07 17:50 | close | 16 | 6.50 | 3096.2 | 3077.6 | 0.0 | 55.90 | 10207.66 |
33 | 2019.11.18 09:17 | buy | 17 | 6.50 | 3130.2 | 3120.2 | 0.0 | ||
34 | 2019.11.18 15:21 | s/l | 17 | 6.50 | 3120.2 | 3120.2 | 0.0 | -65.00 | 10142.66 |
35 | 2019.12.02 16:39 | sell | 18 | 6.40 | 3134.7 | 3144.7 | 0.0 | ||
36 | 2019.12.03 02:32 | close | 18 | 6.40 | 3118.0 | 3144.7 | 0.0 | 106.81 | 10249.47 |
37 | 2019.12.03 12:15 | sell | 19 | 6.50 | 3107.0 | 3117.0 | 0.0 | ||
38 | 2019.12.03 12:34 | close | 19 | 6.50 | 3106.2 | 3117.0 | 0.0 | 5.20 | 10254.67 |
39 | 2019.12.03 18:30 | buy | 20 | 6.60 | 3081.1 | 3071.1 | 0.0 | ||
40 | 2019.12.03 22:00 | close | 20 | 6.60 | 3085.7 | 3071.1 | 0.0 | 30.36 | 10285.03 |
41 | 2019.12.06 15:41 | buy | 21 | 6.50 | 3138.5 | 3128.5 | 0.0 | ||
42 | 2019.12.06 17:52 | close | 21 | 6.50 | 3146.4 | 3128.5 | 0.0 | 51.35 | 10336.38 |
43 | 2019.12.10 10:52 | sell | 22 | 6.60 | 3126.0 | 3136.0 | 0.0 | ||
44 | 2019.12.10 13:33 | close | 22 | 6.60 | 3123.9 | 3136.0 | 0.0 | 13.86 | 10350.24 |
45 | 2019.12.12 16:59 | buy | 23 | 6.50 | 3168.3 | 3158.3 | 0.0 | ||
46 | 2019.12.12 17:21 | close | 23 | 6.50 | 3175.7 | 3158.3 | 0.0 | 48.10 | 10398.34 |
47 | 2019.12.13 14:58 | sell | 24 | 6.50 | 3167.9 | 3177.9 | 0.0 | ||
48 | 2019.12.13 14:58 | close | 24 | 6.50 | 3167.2 | 3177.9 | 0.0 | 4.55 | 10402.89 |
49 | 2019.12.24 16:35 | sell | 25 | 6.40 | 3222.4 | 3232.4 | 0.0 | ||
50 | 2019.12.26 15:29 | s/l | 25 | 6.40 | 3232.4 | 3232.4 | 0.0 | -64.14 | 10338.75 |
51 | 2019.12.27 16:55 | sell | 26 | 6.30 | 3240.6 | 3250.6 | 0.0 | ||
52 | 2019.12.27 22:53 | close | 26 | 6.30 | 3239.4 | 3250.6 | 0.0 | 7.56 | 10346.31 |