Symbol | US30 (US 30 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=30; TakeProfit=130; TrackPeriod=10; TRRR=1.5; MinDev=30; UpATRR=2; UpDPR=0.6; DownATRR=2; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4417 | Ticks modelled | 2353168 | Modelling quality | 75.83% |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | Spread | 4 | ||
Total net profit | 5970.12 | Gross profit | 8865.22 | Gross loss | -2895.10 |
Profit factor | 3.06 | Expected payoff | 67.08 | ||
Absolute drawdown | 19.00 | Maximal drawdown | 846.40 (6.12%) | Relative drawdown | 6.12% (846.40) |
Total trades | 89 | Short positions (won %) | 42 (73.81%) | Long positions (won %) | 47 (53.19%) |
Profit trades (% of total) | 56 (62.92%) | Loss trades (% of total) | 33 (37.08%) | ||
Largest | profit trade | 909.28 | loss trade | -227.50 | |
Average | profit trade | 158.31 | loss trade | -87.73 | |
Maximum | consecutive wins (profit in money) | 6 (835.60) | consecutive losses (loss in money) | 5 (-431.80) | |
Maximal | consecutive profit (count of wins) | 1509.90 (3) | consecutive loss (count of losses) | -431.80 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 02:30 | buy | 1 | 1.90 | 26279 | 26171 | 0 | ||
2 | 2019.09.02 04:47 | close | 1 | 1.90 | 26344 | 26171 | 0 | 123.50 | 10123.50 |
3 | 2019.09.02 18:49 | sell | 2 | 1.90 | 26202 | 26236 | 0 | ||
4 | 2019.09.02 18:54 | close | 2 | 1.90 | 26183 | 26236 | 0 | 36.10 | 10159.60 |
5 | 2019.09.03 17:16 | sell | 3 | 2.00 | 25984 | 26018 | 0 | ||
6 | 2019.09.03 17:17 | s/l | 3 | 2.00 | 26018 | 26018 | 0 | -68.00 | 10091.60 |
7 | 2019.09.04 07:52 | buy | 4 | 1.90 | 26287 | 26253 | 0 | ||
8 | 2019.09.04 11:21 | close | 4 | 1.90 | 26338 | 26253 | 0 | 96.90 | 10188.50 |
9 | 2019.09.05 03:08 | buy | 5 | 1.90 | 26434 | 26400 | 0 | ||
10 | 2019.09.05 09:27 | close | 5 | 1.90 | 26583 | 26400 | 0 | 283.10 | 10471.60 |
11 | 2019.09.05 16:45 | buy | 6 | 2.00 | 26727 | 26693 | 0 | ||
12 | 2019.09.05 17:27 | close | 6 | 2.00 | 26796 | 26693 | 0 | 138.00 | 10609.60 |
13 | 2019.09.05 19:30 | sell | 7 | 2.00 | 26772 | 26933 | 0 | ||
14 | 2019.09.05 23:01 | close | 7 | 2.00 | 26732 | 26933 | 0 | 80.00 | 10689.60 |
15 | 2019.09.11 07:07 | buy | 8 | 2.00 | 26975 | 26941 | 0 | ||
16 | 2019.09.11 07:14 | s/l | 8 | 2.00 | 26941 | 26941 | 0 | -68.00 | 10621.60 |
17 | 2019.09.11 08:00 | sell | 9 | 2.00 | 26937 | 26988 | 0 | ||
18 | 2019.09.11 10:17 | close | 9 | 2.00 | 26908 | 26988 | 0 | 58.00 | 10679.60 |
19 | 2019.09.12 02:22 | buy | 10 | 2.00 | 27235 | 27201 | 0 | ||
20 | 2019.09.12 02:30 | close | 10 | 2.00 | 27287 | 27201 | 0 | 104.00 | 10783.60 |
21 | 2019.09.18 21:13 | sell | 11 | 2.00 | 26955 | 26989 | 0 | ||
22 | 2019.09.18 21:32 | close | 11 | 2.00 | 26943 | 26989 | 0 | 24.00 | 10807.60 |
23 | 2019.09.19 10:02 | sell | 12 | 2.00 | 27002 | 27036 | 0 | ||
24 | 2019.09.19 10:08 | s/l | 12 | 2.00 | 27036 | 27036 | 0 | -68.00 | 10739.60 |
25 | 2019.09.19 15:53 | buy | 13 | 2.00 | 27203 | 27169 | 0 | ||
26 | 2019.09.19 19:31 | s/l | 13 | 2.00 | 27169 | 27169 | 0 | -68.00 | 10671.60 |
27 | 2019.09.20 20:12 | sell | 14 | 2.00 | 27038 | 27072 | 0 | ||
28 | 2019.09.20 20:18 | close | 14 | 2.00 | 27003 | 27072 | 0 | 70.00 | 10741.60 |
29 | 2019.09.20 22:00 | buy | 15 | 2.00 | 27019 | 26950 | 0 | ||
30 | 2019.09.20 22:48 | s/l | 15 | 2.00 | 26950 | 26950 | 0 | -138.00 | 10603.60 |
31 | 2019.09.23 10:41 | sell | 16 | 2.00 | 26928 | 26962 | 0 | ||
32 | 2019.09.23 12:52 | close | 16 | 2.00 | 26900 | 26962 | 0 | 56.00 | 10659.60 |
33 | 2019.09.23 13:30 | buy | 17 | 2.00 | 26892 | 26785 | 0 | ||
34 | 2019.09.23 17:50 | close | 17 | 2.00 | 26910 | 26785 | 0 | 36.00 | 10695.60 |
35 | 2019.09.24 02:02 | buy | 18 | 2.00 | 27097 | 27063 | 0 | ||
36 | 2019.09.24 04:36 | s/l | 18 | 2.00 | 27063 | 27063 | 0 | -68.00 | 10627.60 |
37 | 2019.09.24 19:28 | sell | 19 | 2.00 | 26813 | 26847 | 0 | ||
38 | 2019.09.24 19:29 | s/l | 19 | 2.00 | 26847 | 26847 | 0 | -68.00 | 10559.60 |
39 | 2019.09.24 22:00 | buy | 20 | 2.00 | 26802 | 26629 | 0 | ||
40 | 2019.09.25 02:18 | close | 20 | 2.00 | 26893 | 26629 | 0 | 174.30 | 10733.90 |
41 | 2019.09.25 13:30 | buy | 21 | 2.00 | 26803 | 26728 | 0 | ||
42 | 2019.09.25 15:13 | close | 21 | 2.00 | 26845 | 26728 | 0 | 84.00 | 10817.90 |
43 | 2019.09.26 20:00 | buy | 22 | 2.00 | 26914 | 26784 | 0 | ||
44 | 2019.09.26 21:08 | close | 22 | 2.00 | 26970 | 26784 | 0 | 112.00 | 10929.90 |
45 | 2019.09.27 05:30 | buy | 23 | 2.00 | 26873 | 26811 | 0 | ||
46 | 2019.09.27 08:28 | close | 23 | 2.00 | 26898 | 26811 | 0 | 50.00 | 10979.90 |
47 | 2019.09.27 08:46 | buy | 24 | 2.00 | 26952 | 26918 | 0 | ||
48 | 2019.09.27 16:33 | close | 24 | 2.00 | 26956 | 26918 | 0 | 8.00 | 10987.90 |
49 | 2019.09.27 18:38 | sell | 25 | 2.00 | 26824 | 26858 | 0 | ||
50 | 2019.09.27 18:38 | s/l | 25 | 2.00 | 26858 | 26858 | 0 | -68.00 | 10919.90 |
51 | 2019.10.01 17:02 | sell | 26 | 2.00 | 26913 | 26947 | 0 | ||
52 | 2019.10.02 04:03 | close | 26 | 2.00 | 26636 | 26947 | 0 | 552.62 | 11472.52 |
53 | 2019.10.02 10:12 | sell | 27 | 2.20 | 26531 | 26565 | 0 | ||
54 | 2019.10.03 02:35 | close | 27 | 2.20 | 26117 | 26565 | 0 | 909.28 | 12381.80 |
55 | 2019.10.03 17:01 | sell | 28 | 2.40 | 25898 | 25932 | 0 | ||
56 | 2019.10.03 17:04 | close | 28 | 2.40 | 25878 | 25932 | 0 | 48.00 | 12429.80 |
57 | 2019.10.04 08:11 | buy | 29 | 2.40 | 26263 | 26229 | 0 | ||
58 | 2019.10.04 08:35 | s/l | 29 | 2.40 | 26229 | 26229 | 0 | -81.60 | 12348.20 |
59 | 2019.10.04 15:32 | buy | 30 | 2.30 | 26280 | 26246 | 0 | ||
60 | 2019.10.04 15:39 | s/l | 30 | 2.30 | 26246 | 26246 | 0 | -78.20 | 12270.00 |
61 | 2019.10.08 10:52 | sell | 31 | 2.30 | 26479 | 26513 | 0 | ||
62 | 2019.10.08 19:45 | close | 31 | 2.30 | 26327 | 26513 | 0 | 349.60 | 12619.60 |
63 | 2019.10.09 12:11 | buy | 32 | 2.40 | 26380 | 26346 | 0 | ||
64 | 2019.10.09 12:11 | s/l | 32 | 2.40 | 26346 | 26346 | 0 | -81.60 | 12538.00 |
65 | 2019.10.10 01:20 | sell | 33 | 2.40 | 26215 | 26249 | 0 | ||
66 | 2019.10.10 02:59 | close | 33 | 2.40 | 26161 | 26249 | 0 | 129.60 | 12667.60 |
67 | 2019.10.10 04:00 | buy | 34 | 2.40 | 26161 | 25978 | 0 | ||
68 | 2019.10.10 04:37 | close | 34 | 2.40 | 26269 | 25978 | 0 | 259.20 | 12926.80 |
69 | 2019.10.10 16:50 | buy | 35 | 2.40 | 26450 | 26416 | 0 | ||
70 | 2019.10.10 19:10 | close | 35 | 2.40 | 26539 | 26416 | 0 | 213.60 | 13140.40 |
71 | 2019.10.10 20:00 | sell | 36 | 2.50 | 26498 | 26696 | 0 | ||
72 | 2019.10.10 21:08 | close | 36 | 2.50 | 26405 | 26696 | 0 | 232.50 | 13372.90 |
73 | 2019.10.11 16:49 | buy | 37 | 2.50 | 26906 | 26872 | 0 | ||
74 | 2019.10.11 16:51 | s/l | 37 | 2.50 | 26872 | 26872 | 0 | -85.00 | 13287.90 |
75 | 2019.10.11 19:30 | sell | 38 | 2.50 | 26898 | 27082 | 0 | ||
76 | 2019.10.11 19:32 | close | 38 | 2.50 | 26801 | 27082 | 0 | 242.50 | 13530.40 |
77 | 2019.10.15 11:30 | sell | 39 | 2.50 | 26904 | 26958 | 0 | ||
78 | 2019.10.15 13:22 | close | 39 | 2.50 | 26877 | 26958 | 0 | 67.50 | 13597.90 |
79 | 2019.10.15 17:28 | buy | 40 | 2.50 | 27041 | 27007 | 0 | ||
80 | 2019.10.15 18:10 | close | 40 | 2.50 | 27095 | 27007 | 0 | 135.00 | 13732.90 |
81 | 2019.10.15 19:30 | sell | 41 | 2.50 | 27043 | 27147 | 0 | ||
82 | 2019.10.16 02:02 | close | 41 | 2.50 | 27040 | 27147 | 0 | 5.78 | 13738.68 |
83 | 2019.10.17 12:35 | buy | 42 | 2.50 | 27105 | 27071 | 0 | ||
84 | 2019.10.17 14:05 | s/l | 42 | 2.50 | 27071 | 27071 | 0 | -85.00 | 13653.68 |
85 | 2019.10.17 14:30 | sell | 43 | 2.50 | 27092 | 27155 | 0 | ||
86 | 2019.10.17 18:00 | close | 43 | 2.50 | 27043 | 27155 | 0 | 122.50 | 13776.18 |
87 | 2019.10.18 16:28 | sell | 44 | 2.60 | 26951 | 26985 | 0 | ||
88 | 2019.10.18 16:30 | s/l | 44 | 2.60 | 26985 | 26985 | 0 | -88.40 | 13687.78 |
89 | 2019.10.18 19:20 | sell | 45 | 2.60 | 26823 | 26857 | 0 | ||
90 | 2019.10.18 19:35 | s/l | 45 | 2.60 | 26857 | 26857 | 0 | -88.40 | 13599.38 |
91 | 2019.10.22 03:20 | buy | 46 | 2.50 | 26895 | 26861 | 0 | ||
92 | 2019.10.22 10:17 | s/l | 46 | 2.50 | 26861 | 26861 | 0 | -85.00 | 13514.38 |
93 | 2019.10.23 14:31 | sell | 47 | 2.50 | 26648 | 26682 | 0 | ||
94 | 2019.10.23 14:31 | s/l | 47 | 2.50 | 26682 | 26682 | 0 | -85.00 | 13429.38 |
95 | 2019.10.24 10:27 | buy | 48 | 2.50 | 26901 | 26867 | 0 | ||
96 | 2019.10.24 10:39 | s/l | 48 | 2.50 | 26867 | 26867 | 0 | -85.00 | 13344.38 |
97 | 2019.10.24 16:48 | sell | 49 | 2.50 | 26808 | 26842 | 0 | ||
98 | 2019.10.24 17:42 | close | 49 | 2.50 | 26785 | 26842 | 0 | 57.50 | 13401.88 |
99 | 2019.10.24 19:00 | buy | 50 | 2.50 | 26816 | 26725 | 0 | ||
100 | 2019.10.24 19:16 | s/l | 50 | 2.50 | 26725 | 26725 | 0 | -227.50 | 13174.38 |
101 | 2019.10.28 15:56 | buy | 51 | 2.40 | 27112 | 27078 | 0 | ||
102 | 2019.10.28 18:07 | s/l | 51 | 2.40 | 27078 | 27078 | 0 | -81.60 | 13092.78 |
103 | 2019.10.29 11:13 | sell | 52 | 2.40 | 27086 | 27120 | 0 | ||
104 | 2019.10.29 15:10 | close | 52 | 2.40 | 27072 | 27120 | 0 | 33.60 | 13126.38 |
105 | 2019.10.30 16:37 | sell | 53 | 2.40 | 27048 | 27082 | 0 | ||
106 | 2019.10.30 16:52 | s/l | 53 | 2.40 | 27082 | 27082 | 0 | -81.60 | 13044.78 |
107 | 2019.10.31 12:04 | sell | 54 | 2.40 | 27159 | 27193 | 0 | ||
108 | 2019.10.31 14:05 | close | 54 | 2.40 | 27137 | 27193 | 0 | 52.80 | 13097.58 |
109 | 2019.10.31 14:30 | buy | 55 | 2.40 | 27124 | 27067 | 0 | ||
110 | 2019.10.31 16:24 | close | 55 | 2.40 | 27174 | 27067 | 0 | 120.00 | 13217.58 |
111 | 2019.10.31 17:23 | sell | 56 | 2.40 | 26984 | 27018 | 0 | ||
112 | 2019.10.31 17:42 | close | 56 | 2.40 | 26971 | 27018 | 0 | 31.20 | 13248.78 |
113 | 2019.11.01 15:31 | buy | 57 | 2.40 | 27161 | 27127 | 0 | ||
114 | 2019.11.01 23:00 | close | 57 | 2.40 | 27345 | 27127 | 0 | 441.60 | 13690.38 |
115 | 2019.11.04 10:10 | buy | 58 | 2.50 | 27436 | 27402 | 0 | ||
116 | 2019.11.04 16:02 | close | 58 | 2.50 | 27485 | 27402 | 0 | 122.50 | 13812.88 |
117 | 2019.11.04 16:30 | sell | 59 | 2.50 | 27492 | 27537 | 0 | ||
118 | 2019.11.04 19:00 | close | 59 | 2.50 | 27465 | 27537 | 0 | 67.50 | 13880.38 |
119 | 2019.11.05 01:34 | buy | 60 | 2.50 | 27542 | 27508 | 0 | ||
120 | 2019.11.05 01:36 | s/l | 60 | 2.50 | 27508 | 27508 | 0 | -85.00 | 13795.38 |
121 | 2019.11.07 09:19 | buy | 61 | 2.50 | 27504 | 27470 | 0 | ||
122 | 2019.11.07 09:53 | close | 61 | 2.50 | 27583 | 27470 | 0 | 197.50 | 13992.88 |
123 | 2019.11.07 16:38 | buy | 62 | 2.50 | 27681 | 27647 | 0 | ||
124 | 2019.11.07 18:06 | close | 62 | 2.50 | 27730 | 27647 | 0 | 122.50 | 14115.38 |
125 | 2019.11.08 16:59 | sell | 63 | 2.60 | 27624 | 27658 | 0 | ||
126 | 2019.11.08 17:01 | close | 63 | 2.60 | 27612 | 27658 | 0 | 31.20 | 14146.58 |
127 | 2019.11.11 10:00 | buy | 64 | 2.60 | 27565 | 27489 | 0 | ||
128 | 2019.11.11 10:30 | close | 64 | 2.60 | 27597 | 27489 | 0 | 83.20 | 14229.78 |
129 | 2019.11.12 07:57 | buy | 65 | 2.60 | 27730 | 27696 | 0 | ||
130 | 2019.11.12 11:40 | s/l | 65 | 2.60 | 27696 | 27696 | 0 | -88.40 | 14141.38 |
131 | 2019.11.13 16:35 | buy | 66 | 2.60 | 27672 | 27638 | 0 | ||
132 | 2019.11.13 16:45 | s/l | 66 | 2.60 | 27638 | 27638 | 0 | -88.40 | 14052.98 |
133 | 2019.11.14 18:48 | sell | 67 | 2.50 | 27676 | 27710 | 0 | ||
134 | 2019.11.14 18:51 | s/l | 67 | 2.50 | 27710 | 27710 | 0 | -85.00 | 13967.98 |
135 | 2019.11.15 02:50 | buy | 68 | 2.50 | 27861 | 27827 | 0 | ||
136 | 2019.11.15 12:00 | close | 68 | 2.50 | 27862 | 27827 | 0 | 2.50 | 13970.48 |
137 | 2019.11.18 09:17 | buy | 69 | 2.50 | 28032 | 27998 | 0 | ||
138 | 2019.11.18 15:27 | s/l | 69 | 2.50 | 27998 | 27998 | 0 | -85.00 | 13885.48 |
139 | 2019.11.19 16:48 | sell | 70 | 2.50 | 28017 | 28051 | 0 | ||
140 | 2019.11.19 18:38 | close | 70 | 2.50 | 27985 | 28051 | 0 | 80.00 | 13965.48 |
141 | 2019.11.20 19:57 | sell | 71 | 2.50 | 27757 | 27791 | 0 | ||
142 | 2019.11.20 19:59 | close | 71 | 2.50 | 27744 | 27791 | 0 | 32.50 | 13997.98 |
143 | 2019.11.22 10:15 | buy | 72 | 2.50 | 27855 | 27821 | 0 | ||
144 | 2019.11.22 11:15 | s/l | 72 | 2.50 | 27821 | 27821 | 0 | -85.00 | 13912.98 |
145 | 2019.11.26 03:46 | buy | 73 | 2.50 | 28157 | 28123 | 0 | ||
146 | 2019.11.26 04:11 | s/l | 73 | 2.50 | 28123 | 28123 | 0 | -85.00 | 13827.98 |
147 | 2019.11.26 05:00 | sell | 74 | 2.50 | 28090 | 28176 | 0 | ||
148 | 2019.11.26 08:00 | close | 74 | 2.50 | 28081 | 28176 | 0 | 22.50 | 13850.48 |
149 | 2019.11.27 16:31 | sell | 75 | 2.50 | 28115 | 28149 | 0 | ||
150 | 2019.11.27 20:05 | s/l | 75 | 2.50 | 28149 | 28149 | 0 | -85.00 | 13765.48 |
151 | 2019.12.02 10:24 | buy | 76 | 2.40 | 28202 | 28168 | 0 | ||
152 | 2019.12.02 13:00 | s/l | 76 | 2.40 | 28168 | 28168 | 0 | -81.60 | 13683.88 |
153 | 2019.12.02 16:39 | sell | 77 | 2.40 | 28036 | 28070 | 0 | ||
154 | 2019.12.03 04:15 | close | 77 | 2.40 | 27816 | 28070 | 0 | 526.34 | 14210.22 |
155 | 2019.12.03 12:13 | sell | 78 | 2.60 | 27752 | 27786 | 0 | ||
156 | 2019.12.03 22:21 | close | 78 | 2.60 | 27501 | 27786 | 0 | 652.60 | 14862.82 |
157 | 2019.12.04 09:29 | sell | 79 | 2.70 | 27445 | 27479 | 0 | ||
158 | 2019.12.04 10:02 | close | 79 | 2.70 | 27433 | 27479 | 0 | 32.40 | 14895.22 |
159 | 2019.12.04 11:07 | buy | 80 | 2.70 | 27570 | 27536 | 0 | ||
160 | 2019.12.04 15:15 | close | 80 | 2.70 | 27622 | 27536 | 0 | 140.40 | 15035.62 |
161 | 2019.12.05 16:51 | sell | 81 | 2.70 | 27620 | 27654 | 0 | ||
162 | 2019.12.05 16:55 | s/l | 81 | 2.70 | 27654 | 27654 | 0 | -91.80 | 14943.82 |
163 | 2019.12.06 08:08 | buy | 82 | 2.70 | 27756 | 27722 | 0 | ||
164 | 2019.12.06 09:00 | s/l | 82 | 2.70 | 27722 | 27722 | 0 | -91.80 | 14852.02 |
165 | 2019.12.06 15:31 | buy | 83 | 2.70 | 27795 | 27761 | 0 | ||
166 | 2019.12.06 23:00 | close | 83 | 2.70 | 28010 | 27761 | 0 | 580.50 | 15432.52 |
167 | 2019.12.10 02:00 | buy | 84 | 2.80 | 27910 | 27849 | 0 | ||
168 | 2019.12.10 04:30 | close | 84 | 2.80 | 27921 | 27849 | 0 | 30.80 | 15463.32 |
169 | 2019.12.10 10:03 | sell | 85 | 2.80 | 27878 | 27912 | 0 | ||
170 | 2019.12.10 15:26 | close | 85 | 2.80 | 27833 | 27912 | 0 | 126.00 | 15589.32 |
171 | 2019.12.11 10:19 | buy | 86 | 2.80 | 27949 | 27915 | 0 | ||
172 | 2019.12.11 10:47 | s/l | 86 | 2.80 | 27915 | 27915 | 0 | -95.20 | 15494.12 |
173 | 2019.12.12 16:39 | buy | 87 | 2.80 | 28051 | 28017 | 0 | ||
174 | 2019.12.12 17:41 | close | 87 | 2.80 | 28155 | 28017 | 0 | 291.20 | 15785.32 |
175 | 2019.12.12 19:00 | sell | 88 | 2.80 | 28038 | 28229 | 0 | ||
176 | 2019.12.12 19:23 | close | 88 | 2.80 | 27981 | 28229 | 0 | 159.60 | 15944.92 |
177 | 2019.12.13 14:58 | sell | 89 | 2.80 | 28158 | 28192 | 0 | ||
178 | 2019.12.13 14:58 | close | 89 | 2.80 | 28149 | 28192 | 0 | 25.20 | 15970.12 |