Symbol | USA.30 (Index of top) | ||||
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=4000; TakeProfit=10000; TrackPeriod=20; TRRR=1.8; MinDev=20; UpATRR=2; UpDPR=0.7; DownATRR=3; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4186 | Ticks modelled | 12492981 | Modelling quality | 90.00% |
Mismatched charts errors | 75 | ||||
Initial deposit | 10000.00 | Spread | 500 | ||
Total net profit | 3212.33 | Gross profit | 4774.08 | Gross loss | -1561.76 |
Profit factor | 3.06 | Expected payoff | 54.45 | ||
Absolute drawdown | 26.03 | Maximal drawdown | 587.18 (4.88%) | Relative drawdown | 4.88% (587.18) |
Total trades | 59 | Short positions (won %) | 20 (90.00%) | Long positions (won %) | 39 (66.67%) |
Profit trades (% of total) | 44 (74.58%) | Loss trades (% of total) | 15 (25.42%) | ||
Largest | profit trade | 504.97 | loss trade | -241.78 | |
Average | profit trade | 108.50 | loss trade | -104.12 | |
Maximum | consecutive wins (profit in money) | 9 (700.00) | consecutive losses (loss in money) | 2 (-193.50) | |
Maximal | consecutive profit (count of wins) | 1302.30 (5) | consecutive loss (count of losses) | -241.78 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 02:30 | buy | 1 | 1.90 | 26271.10 | 26140.20 | 0.00 | ||
2 | 2019.09.02 04:45 | close | 1 | 1.90 | 26330.62 | 26140.20 | 0.00 | 113.09 | 10113.09 |
3 | 2019.09.02 18:50 | sell | 2 | 1.90 | 26145.22 | 26190.22 | 0.00 | ||
4 | 2019.09.02 18:50 | close | 2 | 1.90 | 26134.25 | 26190.22 | 0.00 | 20.84 | 10133.93 |
5 | 2019.09.04 07:58 | buy | 3 | 1.90 | 26283.44 | 26238.44 | 0.00 | ||
6 | 2019.09.04 11:01 | close | 3 | 1.90 | 26338.02 | 26238.44 | 0.00 | 103.70 | 10237.63 |
7 | 2019.09.05 04:27 | buy | 4 | 1.90 | 26503.13 | 26458.13 | 0.00 | ||
8 | 2019.09.05 04:41 | close | 4 | 1.90 | 26558.63 | 26458.13 | 0.00 | 105.45 | 10343.08 |
9 | 2019.09.05 16:45 | buy | 5 | 1.90 | 26744.33 | 26699.33 | 0.00 | ||
10 | 2019.09.05 17:24 | close | 5 | 1.90 | 26804.62 | 26699.33 | 0.00 | 114.55 | 10457.63 |
11 | 2019.09.05 19:30 | sell | 6 | 2.00 | 26756.00 | 26916.65 | 0.00 | ||
12 | 2019.09.05 23:00 | close | 6 | 2.00 | 26719.62 | 26916.65 | 0.00 | 72.76 | 10530.39 |
13 | 2019.09.09 21:30 | buy | 7 | 2.00 | 26803.70 | 26758.70 | 0.00 | ||
14 | 2019.09.09 22:12 | close | 7 | 2.00 | 26830.78 | 26758.70 | 0.00 | 54.16 | 10584.55 |
15 | 2019.09.12 02:22 | buy | 8 | 1.90 | 27239.28 | 27194.28 | 0.00 | ||
16 | 2019.09.12 02:27 | close | 8 | 1.90 | 27289.82 | 27194.28 | 0.00 | 96.03 | 10680.58 |
17 | 2019.09.18 21:14 | sell | 9 | 2.00 | 26937.15 | 26982.15 | 0.00 | ||
18 | 2019.09.18 21:49 | close | 9 | 2.00 | 26927.44 | 26982.15 | 0.00 | 19.42 | 10700.00 |
19 | 2019.09.19 15:54 | buy | 10 | 2.00 | 27209.75 | 27164.75 | 0.00 | ||
20 | 2019.09.19 20:30 | s/l | 10 | 2.00 | 27164.75 | 27164.75 | 0.00 | -90.00 | 10610.00 |
21 | 2019.09.20 20:14 | sell | 11 | 2.00 | 27006.62 | 27051.62 | 0.00 | ||
22 | 2019.09.20 20:15 | close | 11 | 2.00 | 26992.02 | 27051.62 | 0.00 | 29.20 | 10639.20 |
23 | 2019.09.23 13:30 | buy | 12 | 2.00 | 26889.70 | 26781.58 | 0.00 | ||
24 | 2019.09.23 16:50 | close | 12 | 2.00 | 26917.30 | 26781.58 | 0.00 | 55.20 | 10694.40 |
25 | 2019.09.25 13:30 | buy | 13 | 2.00 | 26799.10 | 26722.68 | 0.00 | ||
26 | 2019.09.25 15:10 | close | 13 | 2.00 | 26837.50 | 26722.68 | 0.00 | 76.80 | 10771.20 |
27 | 2019.09.26 11:47 | buy | 14 | 2.00 | 27063.19 | 27018.19 | 0.00 | ||
28 | 2019.09.26 13:37 | s/l | 14 | 2.00 | 27018.19 | 27018.19 | 0.00 | -90.00 | 10681.20 |
29 | 2019.09.26 20:00 | buy | 15 | 2.00 | 26906.50 | 26775.62 | 0.00 | ||
30 | 2019.09.26 21:09 | close | 15 | 2.00 | 26959.91 | 26775.62 | 0.00 | 106.82 | 10788.02 |
31 | 2019.09.27 23:00 | buy | 16 | 2.00 | 26823.40 | 26643.50 | 0.00 | ||
32 | 2019.09.27 23:00 | close | 16 | 2.00 | 26818.37 | 26643.50 | 0.00 | -10.06 | 10777.96 |
33 | 2019.10.01 17:05 | sell | 17 | 2.00 | 26879.64 | 26924.64 | 0.00 | ||
34 | 2019.10.02 04:00 | close | 17 | 2.00 | 26626.13 | 26924.64 | 0.00 | 504.97 | 11282.93 |
35 | 2019.10.02 16:53 | sell | 18 | 2.10 | 26248.88 | 26293.88 | 0.00 | ||
36 | 2019.10.02 17:02 | close | 18 | 2.10 | 26238.65 | 26293.88 | 0.00 | 21.48 | 11304.41 |
37 | 2019.10.03 17:01 | sell | 19 | 2.20 | 25856.68 | 25901.68 | 0.00 | ||
38 | 2019.10.03 17:04 | close | 19 | 2.20 | 25847.02 | 25901.68 | 0.00 | 21.25 | 11325.66 |
39 | 2019.10.04 08:14 | buy | 20 | 2.20 | 26287.90 | 26242.90 | 0.00 | ||
40 | 2019.10.04 08:30 | s/l | 20 | 2.20 | 26242.90 | 26242.90 | 0.00 | -99.00 | 11226.66 |
41 | 2019.10.09 12:13 | buy | 21 | 2.10 | 26373.70 | 26328.70 | 0.00 | ||
42 | 2019.10.09 16:13 | s/l | 21 | 2.10 | 26328.70 | 26328.70 | 0.00 | -94.50 | 11132.16 |
43 | 2019.10.10 01:26 | sell | 22 | 2.10 | 26090.48 | 26135.48 | 0.00 | ||
44 | 2019.10.10 01:28 | close | 22 | 2.10 | 26071.48 | 26135.48 | 0.00 | 39.90 | 11172.06 |
45 | 2019.10.10 04:00 | buy | 23 | 2.10 | 26166.80 | 25980.77 | 0.00 | ||
46 | 2019.10.10 04:37 | close | 23 | 2.10 | 26271.14 | 25980.77 | 0.00 | 219.11 | 11391.17 |
47 | 2019.10.10 16:51 | buy | 24 | 2.20 | 26457.31 | 26412.31 | 0.00 | ||
48 | 2019.10.10 17:00 | close | 24 | 2.20 | 26507.03 | 26412.31 | 0.00 | 109.38 | 11500.55 |
49 | 2019.10.10 20:00 | sell | 25 | 2.20 | 26495.90 | 26692.34 | 0.00 | ||
50 | 2019.10.10 21:08 | close | 25 | 2.20 | 26409.54 | 26692.34 | 0.00 | 189.99 | 11690.54 |
51 | 2019.10.11 19:30 | sell | 26 | 2.20 | 26885.10 | 27064.51 | 0.00 | ||
52 | 2019.10.11 22:48 | close | 26 | 2.20 | 26868.34 | 27064.51 | 0.00 | 36.87 | 11727.41 |
53 | 2019.10.15 11:30 | sell | 27 | 2.20 | 26891.10 | 26944.93 | 0.00 | ||
54 | 2019.10.15 13:22 | close | 27 | 2.20 | 26866.84 | 26944.93 | 0.00 | 53.37 | 11780.78 |
55 | 2019.10.15 17:28 | buy | 28 | 2.20 | 27018.10 | 26973.10 | 0.00 | ||
56 | 2019.10.15 18:05 | close | 28 | 2.20 | 27087.83 | 26973.10 | 0.00 | 153.41 | 11934.19 |
57 | 2019.10.15 19:30 | sell | 29 | 2.20 | 27026.30 | 27129.53 | 0.00 | ||
58 | 2019.10.16 02:02 | close | 29 | 2.20 | 27024.70 | 27129.53 | 0.00 | 1.26 | 11935.45 |
59 | 2019.10.17 12:34 | buy | 30 | 2.20 | 27079.69 | 27034.69 | 0.00 | ||
60 | 2019.10.17 14:06 | s/l | 30 | 2.20 | 27034.69 | 27034.69 | 0.00 | -99.00 | 11836.45 |
61 | 2019.10.17 14:30 | sell | 31 | 2.20 | 27074.90 | 27137.05 | 0.00 | ||
62 | 2019.10.17 18:00 | close | 31 | 2.20 | 27026.29 | 27137.05 | 0.00 | 106.94 | 11943.39 |
63 | 2019.10.18 21:00 | buy | 32 | 2.20 | 26874.30 | 26757.49 | 0.00 | ||
64 | 2019.10.18 23:00 | close | 32 | 2.20 | 26764.40 | 26757.49 | 0.00 | -241.78 | 11701.61 |
65 | 2019.10.22 12:30 | buy | 33 | 2.20 | 26837.40 | 26783.05 | 0.00 | ||
66 | 2019.10.22 13:59 | close | 33 | 2.20 | 26852.24 | 26783.05 | 0.00 | 32.65 | 11734.26 |
67 | 2019.10.24 16:56 | sell | 34 | 2.20 | 26758.21 | 26803.21 | 0.00 | ||
68 | 2019.10.24 17:35 | close | 34 | 2.20 | 26748.54 | 26803.21 | 0.00 | 21.27 | 11755.53 |
69 | 2019.10.24 19:00 | buy | 35 | 2.20 | 26813.40 | 26722.69 | 0.00 | ||
70 | 2019.10.24 19:16 | s/l | 35 | 2.20 | 26722.69 | 26722.69 | 0.00 | -199.56 | 11555.97 |
71 | 2019.10.24 20:00 | buy | 36 | 2.20 | 26782.10 | 26694.51 | 0.00 | ||
72 | 2019.10.24 22:23 | close | 36 | 2.20 | 26813.31 | 26694.51 | 0.00 | 68.66 | 11624.63 |
73 | 2019.10.25 18:26 | buy | 37 | 2.20 | 27009.23 | 26964.23 | 0.00 | ||
74 | 2019.10.25 19:07 | s/l | 37 | 2.20 | 26964.23 | 26964.23 | 0.00 | -99.00 | 11525.63 |
75 | 2019.10.28 15:56 | buy | 38 | 2.10 | 27097.41 | 27052.41 | 0.00 | ||
76 | 2019.10.28 17:36 | close | 38 | 2.10 | 27148.89 | 27052.41 | 0.00 | 108.11 | 11633.74 |
77 | 2019.10.29 15:00 | buy | 39 | 2.10 | 27061.30 | 27016.30 | 0.00 | ||
78 | 2019.10.29 16:33 | close | 39 | 2.10 | 27070.35 | 27016.30 | 0.00 | 19.01 | 11652.75 |
79 | 2019.10.29 19:00 | sell | 40 | 2.20 | 27042.70 | 27159.19 | 0.00 | ||
80 | 2019.10.29 19:00 | close | 40 | 2.20 | 27047.69 | 27159.19 | 0.00 | -10.98 | 11641.77 |
81 | 2019.10.31 12:15 | sell | 41 | 2.10 | 27129.30 | 27174.30 | 0.00 | ||
82 | 2019.10.31 12:39 | close | 41 | 2.10 | 27119.85 | 27174.30 | 0.00 | 19.85 | 11661.62 |
83 | 2019.10.31 14:30 | buy | 42 | 2.20 | 27115.70 | 27057.74 | 0.00 | ||
84 | 2019.10.31 16:30 | close | 42 | 2.20 | 27162.20 | 27057.74 | 0.00 | 102.30 | 11763.92 |
85 | 2019.11.01 15:32 | buy | 43 | 2.20 | 27159.60 | 27114.60 | 0.00 | ||
86 | 2019.11.01 19:13 | close | 43 | 2.20 | 27262.32 | 27114.60 | 0.00 | 225.98 | 11989.90 |
87 | 2019.11.04 15:32 | buy | 44 | 2.20 | 27501.60 | 27456.60 | 0.00 | ||
88 | 2019.11.04 17:03 | s/l | 44 | 2.20 | 27456.60 | 27456.60 | 0.00 | -99.00 | 11890.90 |
89 | 2019.11.07 09:26 | buy | 45 | 2.20 | 27555.74 | 27510.74 | 0.00 | ||
90 | 2019.11.07 09:45 | close | 45 | 2.20 | 27609.11 | 27510.74 | 0.00 | 117.41 | 12008.31 |
91 | 2019.11.07 16:41 | buy | 46 | 2.20 | 27692.60 | 27647.60 | 0.00 | ||
92 | 2019.11.07 19:00 | close | 46 | 2.20 | 27748.04 | 27647.60 | 0.00 | 121.97 | 12130.28 |
93 | 2019.11.08 19:30 | buy | 47 | 2.20 | 27628.90 | 27556.83 | 0.00 | ||
94 | 2019.11.08 22:21 | close | 47 | 2.20 | 27643.83 | 27556.83 | 0.00 | 32.85 | 12163.13 |
95 | 2019.11.12 23:31 | buy | 48 | 2.20 | 27695.00 | 27636.21 | 0.00 | ||
96 | 2019.11.13 02:49 | s/l | 48 | 2.20 | 27636.21 | 27636.21 | 0.00 | -140.88 | 12022.25 |
97 | 2019.11.15 02:56 | buy | 49 | 2.20 | 27857.10 | 27812.10 | 0.00 | ||
98 | 2019.11.15 18:15 | close | 49 | 2.20 | 27906.53 | 27812.10 | 0.00 | 108.75 | 12131.00 |
99 | 2019.11.18 09:17 | buy | 50 | 2.20 | 28041.07 | 27996.07 | 0.00 | ||
100 | 2019.11.18 15:26 | s/l | 50 | 2.20 | 27996.07 | 27996.07 | 0.00 | -99.00 | 12032.00 |
101 | 2019.11.18 17:30 | buy | 51 | 2.10 | 27994.30 | 27937.44 | 0.00 | ||
102 | 2019.11.18 19:59 | close | 51 | 2.10 | 28017.25 | 27937.44 | 0.00 | 48.20 | 12080.20 |
103 | 2019.11.26 03:46 | buy | 52 | 2.10 | 28150.53 | 28105.53 | 0.00 | ||
104 | 2019.11.26 04:13 | s/l | 52 | 2.10 | 28105.53 | 28105.53 | 0.00 | -94.50 | 11985.70 |
105 | 2019.11.26 05:00 | sell | 53 | 2.10 | 28082.90 | 28164.93 | 0.00 | ||
106 | 2019.11.26 08:00 | close | 53 | 2.10 | 28073.94 | 28164.93 | 0.00 | 18.82 | 12004.52 |
107 | 2019.11.27 16:34 | sell | 54 | 2.10 | 28092.73 | 28137.73 | 0.00 | ||
108 | 2019.11.27 19:54 | s/l | 54 | 2.10 | 28137.73 | 28137.73 | 0.00 | -94.50 | 11910.02 |
109 | 2019.12.02 02:09 | buy | 55 | 2.10 | 28157.93 | 28112.93 | 0.00 | ||
110 | 2019.12.02 13:00 | close | 55 | 2.10 | 28160.60 | 28112.93 | 0.00 | 5.61 | 11915.63 |
111 | 2019.12.02 16:40 | sell | 56 | 2.10 | 28011.15 | 28056.15 | 0.00 | ||
112 | 2019.12.03 04:04 | close | 56 | 2.10 | 27814.21 | 28056.15 | 0.00 | 411.41 | 12327.05 |
113 | 2019.12.03 12:29 | sell | 57 | 2.20 | 27678.94 | 27723.94 | 0.00 | ||
114 | 2019.12.03 22:21 | close | 57 | 2.20 | 27499.67 | 27723.94 | 0.00 | 394.39 | 12721.44 |
115 | 2019.12.04 11:00 | buy | 58 | 2.30 | 27472.40 | 27416.25 | 0.00 | ||
116 | 2019.12.04 11:02 | close | 58 | 2.30 | 27478.27 | 27416.25 | 0.00 | 13.50 | 12734.94 |
117 | 2019.12.06 15:31 | buy | 59 | 2.30 | 27803.64 | 27758.64 | 0.00 | ||
118 | 2019.12.06 23:00 | close | 59 | 2.30 | 28011.20 | 27758.64 | 0.00 | 477.39 | 13212.33 |