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=100; TakeProfit=60; TrackPeriod=10; TRRR=1.5; MinDev=30; UpATRR=2; UpDPR=0.3; DownATRR=2.5; DownDPR=0.3; MUR=0.05; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4417 | Ticks modelled | 2353168 | Modelling quality | 75.83% |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | Spread | 5 | ||
Total net profit | 5942.51 | Gross profit | 6400.41 | Gross loss | -457.90 |
Profit factor | 13.98 | Expected payoff | 78.19 | ||
Absolute drawdown | 20.90 | Maximal drawdown | 510.60 (3.94%) | Relative drawdown | 3.94% (510.60) |
Total trades | 76 | Short positions (won %) | 29 (96.55%) | Long positions (won %) | 47 (95.74%) |
Profit trades (% of total) | 73 (96.05%) | Loss trades (% of total) | 3 (3.95%) | ||
Largest | profit trade | 846.95 | loss trade | -273.00 | |
Average | profit trade | 87.68 | loss trade | -152.63 | |
Maximum | consecutive wins (profit in money) | 33 (3493.80) | consecutive losses (loss in money) | 1 (-273.00) | |
Maximal | consecutive profit (count of wins) | 3493.80 (33) | consecutive loss (count of losses) | -273.00 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 02:30 | buy | 1 | 1.90 | 26280 | 26171 | 0 | ||
2 | 2019.09.02 04:47 | close | 1 | 1.90 | 26343 | 26171 | 0 | 119.70 | 10119.70 |
3 | 2019.09.02 18:49 | sell | 2 | 1.90 | 26189 | 26294 | 0 | ||
4 | 2019.09.02 18:54 | close | 2 | 1.90 | 26184 | 26294 | 0 | 9.50 | 10129.20 |
5 | 2019.09.04 07:52 | buy | 3 | 1.90 | 26288 | 26183 | 0 | ||
6 | 2019.09.04 08:04 | close | 3 | 1.90 | 26290 | 26183 | 0 | 3.80 | 10133.00 |
7 | 2019.09.05 03:08 | buy | 4 | 1.90 | 26435 | 26330 | 0 | ||
8 | 2019.09.05 04:04 | close | 4 | 1.90 | 26442 | 26330 | 0 | 13.30 | 10146.30 |
9 | 2019.09.05 04:38 | buy | 5 | 1.90 | 26595 | 26490 | 0 | ||
10 | 2019.09.05 09:03 | close | 5 | 1.90 | 26621 | 26490 | 0 | 49.40 | 10195.70 |
11 | 2019.09.05 16:45 | buy | 6 | 1.90 | 26728 | 26623 | 0 | ||
12 | 2019.09.05 19:23 | close | 6 | 1.90 | 26762 | 26623 | 0 | 64.60 | 10260.30 |
13 | 2019.09.05 19:30 | sell | 7 | 1.90 | 26772 | 26933 | 0 | ||
14 | 2019.09.05 23:01 | close | 7 | 1.90 | 26733 | 26933 | 0 | 74.10 | 10334.40 |
15 | 2019.09.11 07:07 | buy | 8 | 1.90 | 26976 | 26871 | 0 | ||
16 | 2019.09.11 16:49 | close | 8 | 1.90 | 26982 | 26871 | 0 | 11.40 | 10345.80 |
17 | 2019.09.12 02:22 | buy | 9 | 1.80 | 27236 | 27131 | 0 | ||
18 | 2019.09.12 05:03 | close | 9 | 1.80 | 27261 | 27131 | 0 | 45.00 | 10390.80 |
19 | 2019.09.18 21:13 | sell | 10 | 1.90 | 26939 | 27044 | 0 | ||
20 | 2019.09.18 21:31 | close | 10 | 1.90 | 26932 | 27044 | 0 | 13.30 | 10404.10 |
21 | 2019.09.19 15:53 | buy | 11 | 1.90 | 27204 | 27099 | 0 | ||
22 | 2019.09.19 16:34 | close | 11 | 1.90 | 27209 | 27099 | 0 | 9.50 | 10413.60 |
23 | 2019.09.20 20:13 | sell | 12 | 1.90 | 27021 | 27126 | 0 | ||
24 | 2019.09.20 20:17 | close | 12 | 1.90 | 26991 | 27126 | 0 | 57.00 | 10470.60 |
25 | 2019.09.20 22:00 | buy | 13 | 1.90 | 27020 | 26915 | 0 | ||
26 | 2019.09.20 23:00 | close | 13 | 1.90 | 26924 | 26915 | 0 | -182.40 | 10288.20 |
27 | 2019.09.23 10:57 | sell | 14 | 1.90 | 26917 | 27022 | 0 | ||
28 | 2019.09.23 12:51 | close | 14 | 1.90 | 26893 | 27022 | 0 | 45.60 | 10333.80 |
29 | 2019.09.23 13:30 | buy | 15 | 1.90 | 26893 | 26785 | 0 | ||
30 | 2019.09.23 17:50 | close | 15 | 1.90 | 26910 | 26785 | 0 | 32.30 | 10366.10 |
31 | 2019.09.24 02:02 | buy | 16 | 1.90 | 27098 | 26993 | 0 | ||
32 | 2019.09.24 02:04 | close | 16 | 1.90 | 27105 | 26993 | 0 | 13.30 | 10379.40 |
33 | 2019.09.24 22:00 | buy | 17 | 1.90 | 26803 | 26629 | 0 | ||
34 | 2019.09.25 02:17 | close | 17 | 1.90 | 26891 | 26629 | 0 | 159.88 | 10539.28 |
35 | 2019.09.25 13:30 | buy | 18 | 1.90 | 26804 | 26699 | 0 | ||
36 | 2019.09.25 15:13 | close | 18 | 1.90 | 26844 | 26699 | 0 | 76.00 | 10615.28 |
37 | 2019.09.26 20:00 | buy | 19 | 1.90 | 26915 | 26784 | 0 | ||
38 | 2019.09.26 21:08 | close | 19 | 1.90 | 26969 | 26784 | 0 | 102.60 | 10717.88 |
39 | 2019.09.27 05:30 | buy | 20 | 1.90 | 26874 | 26769 | 0 | ||
40 | 2019.09.27 08:27 | close | 20 | 1.90 | 26897 | 26769 | 0 | 43.70 | 10761.58 |
41 | 2019.09.27 08:46 | buy | 21 | 1.90 | 26953 | 26848 | 0 | ||
42 | 2019.09.27 12:13 | close | 21 | 1.90 | 26964 | 26848 | 0 | 20.90 | 10782.48 |
43 | 2019.10.01 17:05 | sell | 22 | 2.00 | 26898 | 27003 | 0 | ||
44 | 2019.10.02 04:03 | close | 22 | 2.00 | 26636 | 27003 | 0 | 522.62 | 11305.10 |
45 | 2019.10.02 10:17 | sell | 23 | 2.10 | 26520 | 26625 | 0 | ||
46 | 2019.10.03 02:35 | close | 23 | 2.10 | 26116 | 26625 | 0 | 846.95 | 12152.06 |
47 | 2019.10.03 17:02 | sell | 24 | 2.30 | 25875 | 25980 | 0 | ||
48 | 2019.10.03 17:03 | close | 24 | 2.30 | 25862 | 25980 | 0 | 29.90 | 12181.96 |
49 | 2019.10.04 08:11 | buy | 25 | 2.30 | 26264 | 26159 | 0 | ||
50 | 2019.10.04 08:14 | close | 25 | 2.30 | 26269 | 26159 | 0 | 11.50 | 12193.46 |
51 | 2019.10.04 15:32 | buy | 26 | 2.30 | 26281 | 26176 | 0 | ||
52 | 2019.10.04 15:33 | close | 26 | 2.30 | 26288 | 26176 | 0 | 16.10 | 12209.56 |
53 | 2019.10.08 10:53 | sell | 27 | 2.30 | 26467 | 26572 | 0 | ||
54 | 2019.10.08 19:45 | close | 27 | 2.30 | 26327 | 26572 | 0 | 322.00 | 12531.56 |
55 | 2019.10.09 12:11 | buy | 28 | 2.30 | 26381 | 26276 | 0 | ||
56 | 2019.10.09 12:12 | close | 28 | 2.30 | 26389 | 26276 | 0 | 18.40 | 12549.96 |
57 | 2019.10.10 01:20 | sell | 29 | 2.30 | 26191 | 26296 | 0 | ||
58 | 2019.10.10 01:23 | close | 29 | 2.30 | 26162 | 26296 | 0 | 66.70 | 12616.66 |
59 | 2019.10.10 04:00 | buy | 30 | 2.40 | 26162 | 25978 | 0 | ||
60 | 2019.10.10 04:37 | close | 30 | 2.40 | 26268 | 25978 | 0 | 254.40 | 12871.06 |
61 | 2019.10.10 16:50 | buy | 31 | 2.40 | 26451 | 26346 | 0 | ||
62 | 2019.10.10 17:11 | close | 31 | 2.40 | 26472 | 26346 | 0 | 50.40 | 12921.46 |
63 | 2019.10.10 20:00 | sell | 32 | 2.40 | 26498 | 26696 | 0 | ||
64 | 2019.10.10 21:08 | close | 32 | 2.40 | 26406 | 26696 | 0 | 220.80 | 13142.26 |
65 | 2019.10.11 16:49 | buy | 33 | 2.40 | 26907 | 26802 | 0 | ||
66 | 2019.10.11 18:45 | close | 33 | 2.40 | 26936 | 26802 | 0 | 69.60 | 13211.86 |
67 | 2019.10.11 19:30 | sell | 34 | 2.40 | 26898 | 27082 | 0 | ||
68 | 2019.10.11 19:32 | close | 34 | 2.40 | 26802 | 27082 | 0 | 230.40 | 13442.26 |
69 | 2019.10.15 11:30 | sell | 35 | 2.40 | 26904 | 27009 | 0 | ||
70 | 2019.10.15 13:22 | close | 35 | 2.40 | 26878 | 27009 | 0 | 62.40 | 13504.66 |
71 | 2019.10.15 17:28 | buy | 36 | 2.40 | 27042 | 26937 | 0 | ||
72 | 2019.10.15 17:36 | close | 36 | 2.40 | 27046 | 26937 | 0 | 9.60 | 13514.26 |
73 | 2019.10.15 19:30 | sell | 37 | 2.40 | 27043 | 27148 | 0 | ||
74 | 2019.10.16 02:02 | close | 37 | 2.40 | 27041 | 27148 | 0 | 3.14 | 13517.40 |
75 | 2019.10.17 12:35 | buy | 38 | 2.40 | 27106 | 27001 | 0 | ||
76 | 2019.10.17 12:39 | close | 38 | 2.40 | 27112 | 27001 | 0 | 14.40 | 13531.80 |
77 | 2019.10.17 14:30 | sell | 39 | 2.40 | 27092 | 27197 | 0 | ||
78 | 2019.10.17 18:00 | close | 39 | 2.40 | 27044 | 27197 | 0 | 115.20 | 13647.00 |
79 | 2019.10.18 16:28 | sell | 40 | 2.50 | 26938 | 27043 | 0 | ||
80 | 2019.10.18 19:01 | close | 40 | 2.50 | 26929 | 27043 | 0 | 22.50 | 13669.50 |
81 | 2019.10.22 03:20 | buy | 41 | 2.50 | 26896 | 26791 | 0 | ||
82 | 2019.10.22 21:31 | close | 41 | 2.50 | 26915 | 26791 | 0 | 47.50 | 13717.00 |
83 | 2019.10.24 10:27 | buy | 42 | 2.50 | 26902 | 26797 | 0 | ||
84 | 2019.10.24 16:30 | close | 42 | 2.50 | 26907 | 26797 | 0 | 12.50 | 13729.50 |
85 | 2019.10.24 19:00 | buy | 43 | 2.50 | 26817 | 26712 | 0 | ||
86 | 2019.10.24 22:22 | close | 43 | 2.50 | 26818 | 26712 | 0 | 2.50 | 13732.00 |
87 | 2019.10.28 15:56 | buy | 44 | 2.50 | 27113 | 27008 | 0 | ||
88 | 2019.10.28 16:34 | close | 44 | 2.50 | 27119 | 27008 | 0 | 15.00 | 13747.00 |
89 | 2019.10.29 11:19 | sell | 45 | 2.50 | 27081 | 27186 | 0 | ||
90 | 2019.10.29 13:20 | close | 45 | 2.50 | 27074 | 27186 | 0 | 17.50 | 13764.50 |
91 | 2019.10.30 16:37 | sell | 46 | 2.50 | 27041 | 27146 | 0 | ||
92 | 2019.10.30 17:04 | close | 46 | 2.50 | 27034 | 27146 | 0 | 17.50 | 13782.00 |
93 | 2019.10.31 12:04 | sell | 47 | 2.50 | 27159 | 27264 | 0 | ||
94 | 2019.10.31 12:05 | close | 47 | 2.50 | 27160 | 27264 | 0 | -2.50 | 13779.50 |
95 | 2019.10.31 14:30 | buy | 48 | 2.50 | 27125 | 27020 | 0 | ||
96 | 2019.10.31 16:24 | close | 48 | 2.50 | 27174 | 27020 | 0 | 122.50 | 13902.00 |
97 | 2019.11.01 15:31 | buy | 49 | 2.50 | 27162 | 27057 | 0 | ||
98 | 2019.11.01 23:00 | close | 49 | 2.50 | 27345 | 27057 | 0 | 457.50 | 14359.50 |
99 | 2019.11.04 10:10 | buy | 50 | 2.60 | 27437 | 27332 | 0 | ||
100 | 2019.11.04 18:59 | close | 50 | 2.60 | 27462 | 27332 | 0 | 65.00 | 14424.50 |
101 | 2019.11.05 01:34 | buy | 51 | 2.60 | 27543 | 27438 | 0 | ||
102 | 2019.11.05 17:03 | close | 51 | 2.60 | 27550 | 27438 | 0 | 18.20 | 14442.70 |
103 | 2019.11.07 09:19 | buy | 52 | 2.60 | 27505 | 27400 | 0 | ||
104 | 2019.11.07 21:44 | close | 52 | 2.60 | 27676 | 27400 | 0 | 444.60 | 14887.30 |
105 | 2019.11.08 16:59 | sell | 53 | 2.60 | 27612 | 27717 | 0 | ||
106 | 2019.11.08 17:01 | close | 53 | 2.60 | 27604 | 27717 | 0 | 20.80 | 14908.10 |
107 | 2019.11.11 10:00 | buy | 54 | 2.70 | 27566 | 27461 | 0 | ||
108 | 2019.11.11 10:30 | close | 54 | 2.70 | 27596 | 27461 | 0 | 81.00 | 14989.10 |
109 | 2019.11.12 07:57 | buy | 55 | 2.70 | 27731 | 27626 | 0 | ||
110 | 2019.11.12 09:00 | close | 55 | 2.70 | 27738 | 27626 | 0 | 18.90 | 15008.00 |
111 | 2019.11.13 16:35 | buy | 56 | 2.70 | 27673 | 27568 | 0 | ||
112 | 2019.11.13 17:22 | close | 56 | 2.70 | 27678 | 27568 | 0 | 13.50 | 15021.50 |
113 | 2019.11.15 02:50 | buy | 57 | 2.60 | 27862 | 27757 | 0 | ||
114 | 2019.11.15 05:20 | close | 57 | 2.60 | 27871 | 27757 | 0 | 23.40 | 15044.90 |
115 | 2019.11.18 09:17 | buy | 58 | 2.60 | 28033 | 27928 | 0 | ||
116 | 2019.11.18 10:18 | close | 58 | 2.60 | 28050 | 27928 | 0 | 44.20 | 15089.10 |
117 | 2019.11.18 11:30 | sell | 59 | 2.60 | 28041 | 28146 | 0 | ||
118 | 2019.11.18 15:21 | close | 59 | 2.60 | 28036 | 28146 | 0 | 13.00 | 15102.10 |
119 | 2019.11.20 19:58 | sell | 60 | 2.70 | 27741 | 27846 | 0 | ||
120 | 2019.11.20 19:59 | close | 60 | 2.70 | 27733 | 27846 | 0 | 21.60 | 15123.70 |
121 | 2019.11.22 10:15 | buy | 61 | 2.70 | 27856 | 27751 | 0 | ||
122 | 2019.11.22 22:02 | close | 61 | 2.70 | 27866 | 27751 | 0 | 27.00 | 15150.70 |
123 | 2019.11.26 03:46 | buy | 62 | 2.60 | 28158 | 28053 | 0 | ||
124 | 2019.11.26 03:47 | close | 62 | 2.60 | 28163 | 28053 | 0 | 13.00 | 15163.70 |
125 | 2019.11.26 05:00 | sell | 63 | 2.60 | 28090 | 28195 | 0 | ||
126 | 2019.11.26 08:00 | close | 63 | 2.60 | 28082 | 28195 | 0 | 20.80 | 15184.50 |
127 | 2019.11.27 16:32 | sell | 64 | 2.70 | 28108 | 28213 | 0 | ||
128 | 2019.11.27 17:19 | close | 64 | 2.70 | 28103 | 28213 | 0 | 13.50 | 15198.00 |
129 | 2019.12.02 10:24 | buy | 65 | 2.60 | 28203 | 28098 | 0 | ||
130 | 2019.12.02 15:17 | s/l | 65 | 2.60 | 28098 | 28098 | 0 | -273.00 | 14925.00 |
131 | 2019.12.02 16:40 | sell | 66 | 2.60 | 28023 | 28128 | 0 | ||
132 | 2019.12.03 04:06 | close | 66 | 2.60 | 27816 | 28128 | 0 | 536.41 | 15461.41 |
133 | 2019.12.03 12:13 | sell | 67 | 2.70 | 27740 | 27845 | 0 | ||
134 | 2019.12.03 13:35 | close | 67 | 2.70 | 27721 | 27845 | 0 | 51.30 | 15512.71 |
135 | 2019.12.04 11:07 | buy | 68 | 2.80 | 27571 | 27466 | 0 | ||
136 | 2019.12.04 11:08 | close | 68 | 2.80 | 27589 | 27466 | 0 | 50.40 | 15563.11 |
137 | 2019.12.06 08:08 | buy | 69 | 2.80 | 27757 | 27652 | 0 | ||
138 | 2019.12.06 15:30 | close | 69 | 2.80 | 27762 | 27652 | 0 | 14.00 | 15577.11 |
139 | 2019.12.06 16:46 | buy | 70 | 2.70 | 27951 | 27846 | 0 | ||
140 | 2019.12.06 17:15 | close | 70 | 2.70 | 27956 | 27846 | 0 | 13.50 | 15590.61 |
141 | 2019.12.10 02:00 | buy | 71 | 2.70 | 27911 | 27806 | 0 | ||
142 | 2019.12.10 04:30 | close | 71 | 2.70 | 27920 | 27806 | 0 | 24.30 | 15614.91 |
143 | 2019.12.10 10:28 | sell | 72 | 2.80 | 27872 | 27977 | 0 | ||
144 | 2019.12.10 15:14 | close | 72 | 2.80 | 27828 | 27977 | 0 | 123.20 | 15738.11 |
145 | 2019.12.11 10:19 | buy | 73 | 2.80 | 27950 | 27845 | 0 | ||
146 | 2019.12.11 10:19 | close | 73 | 2.80 | 27957 | 27845 | 0 | 19.60 | 15757.71 |
147 | 2019.12.12 16:39 | buy | 74 | 2.80 | 28052 | 27947 | 0 | ||
148 | 2019.12.12 16:39 | close | 74 | 2.80 | 28052 | 27947 | 0 | 0.00 | 15757.71 |
149 | 2019.12.12 19:00 | sell | 75 | 2.80 | 28038 | 28229 | 0 | ||
150 | 2019.12.12 19:23 | close | 75 | 2.80 | 27982 | 28229 | 0 | 156.80 | 15914.51 |
151 | 2019.12.13 14:58 | sell | 76 | 2.80 | 28141 | 28246 | 0 | ||
152 | 2019.12.13 14:58 | close | 76 | 2.80 | 28131 | 28246 | 0 | 28.00 | 15942.51 |