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=70; TakeProfit=70; TrackPeriod=30; TRRR=1.5; MinDev=50; UpATRR=2; UpDPR=0.5; DownATRR=2.5; 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 | 4087.01 | Gross profit | 6002.55 | Gross loss | -1915.54 |
Profit factor | 3.13 | Expected payoff | 61.00 | ||
Absolute drawdown | 19.00 | Maximal drawdown | 579.50 (5.01%) | Relative drawdown | 5.01% (579.50) |
Total trades | 67 | Short positions (won %) | 25 (84.00%) | Long positions (won %) | 42 (76.19%) |
Profit trades (% of total) | 53 (79.10%) | Loss trades (% of total) | 14 (20.90%) | ||
Largest | profit trade | 515.49 | loss trade | -317.10 | |
Average | profit trade | 113.26 | loss trade | -136.82 | |
Maximum | consecutive wins (profit in money) | 12 (1965.55) | consecutive losses (loss in money) | 2 (-318.20) | |
Maximal | consecutive profit (count of wins) | 1965.55 (12) | consecutive loss (count of losses) | -318.20 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | 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 | 26177 | 26251 | 0 | ||
4 | 2019.09.02 18:54 | close | 2 | 1.90 | 26183 | 26251 | 0 | -11.40 | 10112.10 |
5 | 2019.09.03 19:30 | buy | 3 | 1.90 | 26072 | 25983 | 0 | ||
6 | 2019.09.03 22:21 | close | 3 | 1.90 | 26118 | 25983 | 0 | 87.40 | 10199.50 |
7 | 2019.09.05 04:28 | buy | 4 | 1.90 | 26508 | 26434 | 0 | ||
8 | 2019.09.05 09:08 | close | 4 | 1.90 | 26595 | 26434 | 0 | 165.30 | 10364.80 |
9 | 2019.09.05 16:47 | buy | 5 | 1.90 | 26766 | 26692 | 0 | ||
10 | 2019.09.05 17:26 | close | 5 | 1.90 | 26804 | 26692 | 0 | 72.20 | 10437.00 |
11 | 2019.09.05 19:30 | sell | 6 | 1.90 | 26772 | 26933 | 0 | ||
12 | 2019.09.05 23:01 | close | 6 | 1.90 | 26732 | 26933 | 0 | 76.00 | 10513.00 |
13 | 2019.09.12 02:23 | buy | 7 | 1.90 | 27243 | 27169 | 0 | ||
14 | 2019.09.12 02:30 | close | 7 | 1.90 | 27282 | 27169 | 0 | 74.10 | 10587.10 |
15 | 2019.09.16 04:30 | buy | 8 | 1.90 | 27050 | 26962 | 0 | ||
16 | 2019.09.16 09:00 | close | 8 | 1.90 | 27097 | 26962 | 0 | 89.30 | 10676.40 |
17 | 2019.09.18 21:03 | sell | 9 | 1.90 | 26967 | 27041 | 0 | ||
18 | 2019.09.18 21:04 | s/l | 9 | 1.90 | 27041 | 27041 | 0 | -140.60 | 10535.80 |
19 | 2019.09.20 20:13 | sell | 10 | 1.90 | 27015 | 27089 | 0 | ||
20 | 2019.09.20 20:17 | close | 10 | 1.90 | 26987 | 27089 | 0 | 53.20 | 10589.00 |
21 | 2019.09.20 22:00 | buy | 11 | 1.90 | 27019 | 26945 | 0 | ||
22 | 2019.09.20 22:57 | s/l | 11 | 1.90 | 26945 | 26945 | 0 | -140.60 | 10448.40 |
23 | 2019.09.23 13:30 | buy | 12 | 1.90 | 26892 | 26785 | 0 | ||
24 | 2019.09.23 17:50 | close | 12 | 1.90 | 26910 | 26785 | 0 | 34.20 | 10482.60 |
25 | 2019.09.24 02:03 | buy | 13 | 1.90 | 27128 | 27054 | 0 | ||
26 | 2019.09.24 07:12 | s/l | 13 | 1.90 | 27054 | 27054 | 0 | -140.60 | 10342.00 |
27 | 2019.09.24 18:43 | sell | 14 | 1.90 | 26901 | 26975 | 0 | ||
28 | 2019.09.24 21:12 | close | 14 | 1.90 | 26846 | 26975 | 0 | 104.50 | 10446.50 |
29 | 2019.09.24 22:00 | buy | 15 | 1.90 | 26802 | 26629 | 0 | ||
30 | 2019.09.25 02:18 | close | 15 | 1.90 | 26893 | 26629 | 0 | 165.59 | 10612.08 |
31 | 2019.09.26 20:00 | buy | 16 | 1.90 | 26914 | 26784 | 0 | ||
32 | 2019.09.26 21:08 | close | 16 | 1.90 | 26970 | 26784 | 0 | 106.40 | 10718.48 |
33 | 2019.09.27 23:00 | buy | 17 | 1.90 | 26830 | 26647 | 0 | ||
34 | 2019.09.27 23:00 | close | 17 | 1.90 | 26825 | 26647 | 0 | -9.50 | 10708.98 |
35 | 2019.10.01 17:02 | sell | 18 | 1.90 | 26908 | 26982 | 0 | ||
36 | 2019.10.02 04:03 | close | 18 | 1.90 | 26636 | 26982 | 0 | 515.49 | 11224.47 |
37 | 2019.10.02 16:38 | sell | 19 | 2.10 | 26287 | 26361 | 0 | ||
38 | 2019.10.02 16:58 | close | 19 | 2.10 | 26275 | 26361 | 0 | 25.20 | 11249.67 |
39 | 2019.10.02 17:43 | sell | 20 | 2.10 | 26110 | 26184 | 0 | ||
40 | 2019.10.02 18:38 | close | 20 | 2.10 | 26090 | 26184 | 0 | 42.00 | 11291.67 |
41 | 2019.10.02 21:00 | buy | 21 | 2.10 | 26038 | 25783 | 0 | ||
42 | 2019.10.03 02:35 | close | 21 | 2.10 | 26113 | 25783 | 0 | 149.41 | 11441.09 |
43 | 2019.10.03 17:02 | sell | 22 | 2.20 | 25886 | 25960 | 0 | ||
44 | 2019.10.03 17:04 | close | 22 | 2.20 | 25869 | 25960 | 0 | 37.40 | 11478.49 |
45 | 2019.10.04 16:59 | buy | 23 | 2.10 | 26383 | 26309 | 0 | ||
46 | 2019.10.04 17:06 | close | 23 | 2.10 | 26402 | 26309 | 0 | 39.90 | 11518.39 |
47 | 2019.10.08 15:30 | buy | 24 | 2.10 | 26314 | 26163 | 0 | ||
48 | 2019.10.08 17:34 | s/l | 24 | 2.10 | 26163 | 26163 | 0 | -317.10 | 11201.29 |
49 | 2019.10.08 18:00 | buy | 25 | 2.10 | 26238 | 26018 | 0 | ||
50 | 2019.10.08 19:45 | close | 25 | 2.10 | 26323 | 26018 | 0 | 178.50 | 11379.79 |
51 | 2019.10.09 15:00 | sell | 26 | 2.10 | 26384 | 26466 | 0 | ||
52 | 2019.10.09 16:53 | close | 26 | 2.10 | 26290 | 26466 | 0 | 197.40 | 11577.19 |
53 | 2019.10.10 04:00 | buy | 27 | 2.20 | 26161 | 25978 | 0 | ||
54 | 2019.10.10 04:37 | close | 27 | 2.20 | 26269 | 25978 | 0 | 237.60 | 11814.79 |
55 | 2019.10.10 16:54 | buy | 28 | 2.20 | 26485 | 26411 | 0 | ||
56 | 2019.10.10 17:00 | close | 28 | 2.20 | 26504 | 26411 | 0 | 41.80 | 11856.59 |
57 | 2019.10.10 20:00 | sell | 29 | 2.20 | 26498 | 26696 | 0 | ||
58 | 2019.10.10 21:08 | close | 29 | 2.20 | 26405 | 26696 | 0 | 204.60 | 12061.19 |
59 | 2019.10.11 16:49 | buy | 30 | 2.20 | 26903 | 26829 | 0 | ||
60 | 2019.10.11 18:13 | close | 30 | 2.20 | 26923 | 26829 | 0 | 44.00 | 12105.19 |
61 | 2019.10.11 19:30 | sell | 31 | 2.20 | 26898 | 27082 | 0 | ||
62 | 2019.10.11 19:32 | close | 31 | 2.20 | 26801 | 27082 | 0 | 213.40 | 12318.59 |
63 | 2019.10.15 17:27 | buy | 32 | 2.20 | 27016 | 26942 | 0 | ||
64 | 2019.10.15 18:12 | close | 32 | 2.20 | 27073 | 26942 | 0 | 125.40 | 12443.99 |
65 | 2019.10.15 19:30 | sell | 33 | 2.30 | 27043 | 27147 | 0 | ||
66 | 2019.10.16 02:02 | close | 33 | 2.30 | 27040 | 27147 | 0 | 5.31 | 12449.30 |
67 | 2019.10.17 12:36 | buy | 34 | 2.20 | 27122 | 27048 | 0 | ||
68 | 2019.10.17 15:13 | s/l | 34 | 2.20 | 27048 | 27048 | 0 | -162.80 | 12286.50 |
69 | 2019.10.18 19:20 | sell | 35 | 2.20 | 26833 | 26907 | 0 | ||
70 | 2019.10.18 23:00 | close | 35 | 2.20 | 26790 | 26907 | 0 | 94.60 | 12381.10 |
71 | 2019.10.24 16:53 | sell | 36 | 2.30 | 26775 | 26849 | 0 | ||
72 | 2019.10.24 17:06 | close | 36 | 2.30 | 26768 | 26849 | 0 | 16.10 | 12397.20 |
73 | 2019.10.25 18:25 | buy | 37 | 2.20 | 27011 | 26937 | 0 | ||
74 | 2019.10.25 23:00 | close | 37 | 2.20 | 26962 | 26937 | 0 | -107.80 | 12289.40 |
75 | 2019.10.28 15:56 | buy | 38 | 2.20 | 27108 | 27034 | 0 | ||
76 | 2019.10.28 17:05 | close | 38 | 2.20 | 27141 | 27034 | 0 | 72.60 | 12362.00 |
77 | 2019.10.30 16:38 | sell | 39 | 2.20 | 27039 | 27113 | 0 | ||
78 | 2019.10.30 17:04 | close | 39 | 2.20 | 27031 | 27113 | 0 | 17.60 | 12379.60 |
79 | 2019.10.30 23:31 | buy | 40 | 2.20 | 27279 | 27205 | 0 | ||
80 | 2019.10.31 04:08 | s/l | 40 | 2.20 | 27205 | 27205 | 0 | -171.27 | 12208.33 |
81 | 2019.10.31 17:22 | sell | 41 | 2.20 | 27012 | 27086 | 0 | ||
82 | 2019.10.31 17:26 | close | 41 | 2.20 | 27004 | 27086 | 0 | 17.60 | 12225.93 |
83 | 2019.10.31 20:30 | buy | 42 | 2.20 | 26975 | 26832 | 0 | ||
84 | 2019.10.31 22:59 | close | 42 | 2.20 | 27034 | 26832 | 0 | 129.80 | 12355.73 |
85 | 2019.11.01 15:32 | buy | 43 | 2.20 | 27167 | 27093 | 0 | ||
86 | 2019.11.01 16:31 | close | 43 | 2.20 | 27187 | 27093 | 0 | 44.00 | 12399.73 |
87 | 2019.11.01 17:05 | buy | 44 | 2.20 | 27283 | 27209 | 0 | ||
88 | 2019.11.01 19:04 | close | 44 | 2.20 | 27302 | 27209 | 0 | 41.80 | 12441.53 |
89 | 2019.11.01 19:30 | sell | 45 | 2.20 | 27301 | 27399 | 0 | ||
90 | 2019.11.01 23:00 | close | 45 | 2.20 | 27349 | 27399 | 0 | -105.60 | 12335.93 |
91 | 2019.11.04 15:32 | buy | 46 | 2.20 | 27516 | 27442 | 0 | ||
92 | 2019.11.04 19:02 | s/l | 46 | 2.20 | 27442 | 27442 | 0 | -162.80 | 12173.13 |
93 | 2019.11.07 09:29 | buy | 47 | 2.20 | 27590 | 27516 | 0 | ||
94 | 2019.11.07 09:45 | close | 47 | 2.20 | 27613 | 27516 | 0 | 50.60 | 12223.73 |
95 | 2019.11.07 16:41 | buy | 48 | 2.20 | 27689 | 27615 | 0 | ||
96 | 2019.11.07 17:35 | close | 48 | 2.20 | 27708 | 27615 | 0 | 41.80 | 12265.53 |
97 | 2019.11.07 20:00 | sell | 49 | 2.20 | 27754 | 27828 | 0 | ||
98 | 2019.11.07 21:44 | close | 49 | 2.20 | 27680 | 27828 | 0 | 162.80 | 12428.33 |
99 | 2019.11.15 02:58 | buy | 50 | 2.20 | 27876 | 27802 | 0 | ||
100 | 2019.11.15 20:07 | close | 50 | 2.20 | 27913 | 27802 | 0 | 81.40 | 12509.73 |
101 | 2019.11.18 09:17 | buy | 51 | 2.20 | 28053 | 27979 | 0 | ||
102 | 2019.11.18 09:23 | close | 51 | 2.20 | 28071 | 27979 | 0 | 39.60 | 12549.33 |
103 | 2019.11.19 20:00 | buy | 52 | 2.20 | 27951 | 27834 | 0 | ||
104 | 2019.11.20 07:00 | close | 52 | 2.20 | 27897 | 27834 | 0 | -127.27 | 12422.06 |
105 | 2019.11.20 19:58 | sell | 53 | 2.20 | 27724 | 27798 | 0 | ||
106 | 2019.11.20 20:12 | close | 53 | 2.20 | 27716 | 27798 | 0 | 17.60 | 12439.66 |
107 | 2019.11.26 03:46 | buy | 54 | 2.20 | 28152 | 28078 | 0 | ||
108 | 2019.11.26 05:37 | s/l | 54 | 2.20 | 28078 | 28078 | 0 | -162.80 | 12276.86 |
109 | 2019.11.27 16:34 | sell | 55 | 2.10 | 28095 | 28169 | 0 | ||
110 | 2019.11.27 20:14 | s/l | 55 | 2.10 | 28169 | 28169 | 0 | -155.40 | 12121.46 |
111 | 2019.12.02 02:07 | buy | 56 | 2.10 | 28164 | 28090 | 0 | ||
112 | 2019.12.02 10:31 | close | 56 | 2.10 | 28182 | 28090 | 0 | 37.80 | 12159.26 |
113 | 2019.12.02 16:39 | sell | 57 | 2.10 | 28037 | 28111 | 0 | ||
114 | 2019.12.03 04:15 | close | 57 | 2.10 | 27816 | 28111 | 0 | 462.65 | 12621.91 |
115 | 2019.12.03 12:29 | sell | 58 | 2.20 | 27675 | 27749 | 0 | ||
116 | 2019.12.03 22:21 | close | 58 | 2.20 | 27501 | 27749 | 0 | 382.80 | 13004.71 |
117 | 2019.12.04 11:07 | buy | 59 | 2.30 | 27601 | 27527 | 0 | ||
118 | 2019.12.04 11:15 | close | 59 | 2.30 | 27618 | 27527 | 0 | 39.10 | 13043.81 |
119 | 2019.12.05 20:00 | buy | 60 | 2.30 | 27609 | 27515 | 0 | ||
120 | 2019.12.05 21:35 | close | 60 | 2.30 | 27672 | 27515 | 0 | 144.90 | 13188.71 |
121 | 2019.12.06 15:31 | buy | 61 | 2.30 | 27801 | 27727 | 0 | ||
122 | 2019.12.06 23:00 | close | 61 | 2.30 | 28010 | 27727 | 0 | 480.70 | 13669.41 |
123 | 2019.12.10 10:52 | sell | 62 | 2.40 | 27813 | 27887 | 0 | ||
124 | 2019.12.10 10:59 | close | 62 | 2.40 | 27806 | 27887 | 0 | 16.80 | 13686.21 |
125 | 2019.12.10 14:30 | buy | 63 | 2.40 | 27800 | 27680 | 0 | ||
126 | 2019.12.10 15:26 | close | 63 | 2.40 | 27849 | 27680 | 0 | 117.60 | 13803.81 |
127 | 2019.12.12 16:38 | buy | 64 | 2.40 | 28028 | 27954 | 0 | ||
128 | 2019.12.12 16:39 | close | 64 | 2.40 | 28052 | 27954 | 0 | 57.60 | 13861.41 |
129 | 2019.12.12 17:03 | buy | 65 | 2.40 | 28188 | 28114 | 0 | ||
130 | 2019.12.12 17:23 | close | 65 | 2.40 | 28206 | 28114 | 0 | 43.20 | 13904.61 |
131 | 2019.12.12 19:00 | sell | 66 | 2.40 | 28038 | 28229 | 0 | ||
132 | 2019.12.12 19:23 | close | 66 | 2.40 | 27981 | 28229 | 0 | 136.80 | 14041.41 |
133 | 2019.12.13 19:30 | buy | 67 | 2.40 | 28133 | 28006 | 0 | ||
134 | 2019.12.13 22:41 | close | 67 | 2.40 | 28152 | 28006 | 0 | 45.60 | 14087.01 |