Symbol | US30 (US 30 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=100; TakeProfit=90; TrackPeriod=10; TRRR=1.5; MinDev=30; UpATRR=1.5; UpDPR=0.4; DownATRR=2.5; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4099 | Ticks modelled | 2135706 | Modelling quality | 82.84% |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | Spread | 5 | ||
Total net profit | 2897.88 | Gross profit | 3682.82 | Gross loss | -784.94 |
Profit factor | 4.69 | Expected payoff | 38.64 | ||
Absolute drawdown | 49.00 | Maximal drawdown | 303.00 (2.35%) | Relative drawdown | 2.69% (298.93) |
Total trades | 75 | Short positions (won %) | 24 (91.67%) | Long positions (won %) | 51 (86.27%) |
Profit trades (% of total) | 66 (88.00%) | Loss trades (% of total) | 9 (12.00%) | ||
Largest | profit trade | 403.07 | loss trade | -107.94 | |
Average | profit trade | 55.80 | loss trade | -87.22 | |
Maximum | consecutive wins (profit in money) | 19 (844.21) | consecutive losses (loss in money) | 2 (-197.00) | |
Maximal | consecutive profit (count of wins) | 977.26 (12) | consecutive loss (count of losses) | -197.00 (2) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:57 | sell | 1 | 1.00 | 26917 | 27022 | 0 | ||
2 | 2019.09.23 12:51 | close | 1 | 1.00 | 26893 | 27022 | 0 | 24.00 | 10024.00 |
3 | 2019.09.23 13:30 | buy | 2 | 1.00 | 26893 | 26788 | 0 | ||
4 | 2019.09.23 17:50 | close | 2 | 1.00 | 26910 | 26788 | 0 | 17.00 | 10041.00 |
5 | 2019.09.24 02:02 | buy | 3 | 1.00 | 27085 | 26980 | 0 | ||
6 | 2019.09.24 02:04 | close | 3 | 1.00 | 27100 | 26980 | 0 | 15.00 | 10056.00 |
7 | 2019.09.24 22:00 | buy | 4 | 1.00 | 26805 | 26700 | 0 | ||
8 | 2019.09.25 02:17 | close | 4 | 1.00 | 26890 | 26700 | 0 | 82.06 | 10138.06 |
9 | 2019.09.25 13:30 | buy | 5 | 1.00 | 26804 | 26728 | 0 | ||
10 | 2019.09.25 15:13 | close | 5 | 1.00 | 26844 | 26728 | 0 | 40.00 | 10178.06 |
11 | 2019.09.25 17:53 | buy | 6 | 1.00 | 26990 | 26885 | 0 | ||
12 | 2019.09.26 15:40 | close | 6 | 1.00 | 27019 | 26885 | 0 | 26.06 | 10204.11 |
13 | 2019.09.26 20:00 | buy | 7 | 1.00 | 26915 | 26810 | 0 | ||
14 | 2019.09.26 21:08 | close | 7 | 1.00 | 26969 | 26810 | 0 | 54.00 | 10258.11 |
15 | 2019.09.27 05:30 | buy | 8 | 1.00 | 26874 | 26811 | 0 | ||
16 | 2019.09.27 08:27 | close | 8 | 1.00 | 26897 | 26811 | 0 | 23.00 | 10281.11 |
17 | 2019.09.27 08:45 | buy | 9 | 1.00 | 26941 | 26836 | 0 | ||
18 | 2019.09.27 13:03 | close | 9 | 1.00 | 26960 | 26836 | 0 | 19.00 | 10300.11 |
19 | 2019.10.01 17:05 | sell | 10 | 1.00 | 26898 | 27003 | 0 | ||
20 | 2019.10.02 04:03 | close | 10 | 1.00 | 26636 | 27003 | 0 | 261.07 | 10561.19 |
21 | 2019.10.02 10:17 | sell | 11 | 1.00 | 26520 | 26625 | 0 | ||
22 | 2019.10.03 02:35 | close | 11 | 1.00 | 26116 | 26625 | 0 | 403.07 | 10964.26 |
23 | 2019.10.03 17:02 | sell | 12 | 1.00 | 25874 | 25979 | 0 | ||
24 | 2019.10.03 17:03 | close | 12 | 1.00 | 25861 | 25979 | 0 | 13.00 | 10977.26 |
25 | 2019.10.04 08:10 | buy | 13 | 1.00 | 26254 | 26149 | 0 | ||
26 | 2019.10.04 12:32 | s/l | 13 | 1.00 | 26149 | 26149 | 0 | -105.00 | 10872.26 |
27 | 2019.10.04 15:31 | buy | 14 | 1.00 | 26264 | 26159 | 0 | ||
28 | 2019.10.04 15:33 | close | 14 | 1.00 | 26281 | 26159 | 0 | 17.00 | 10889.26 |
29 | 2019.10.04 16:59 | buy | 15 | 1.00 | 26386 | 26281 | 0 | ||
30 | 2019.10.04 23:00 | close | 15 | 1.00 | 26572 | 26281 | 0 | 186.00 | 11075.26 |
31 | 2019.10.08 10:53 | sell | 16 | 1.00 | 26467 | 26572 | 0 | ||
32 | 2019.10.08 19:46 | close | 16 | 1.00 | 26327 | 26572 | 0 | 140.00 | 11215.26 |
33 | 2019.10.09 12:11 | buy | 17 | 1.00 | 26361 | 26256 | 0 | ||
34 | 2019.10.09 12:12 | close | 17 | 1.00 | 26363 | 26256 | 0 | 2.00 | 11217.26 |
35 | 2019.10.10 01:20 | sell | 18 | 1.00 | 26191 | 26296 | 0 | ||
36 | 2019.10.10 01:23 | close | 18 | 1.00 | 26162 | 26296 | 0 | 29.00 | 11246.26 |
37 | 2019.10.10 04:00 | buy | 19 | 1.00 | 26162 | 26057 | 0 | ||
38 | 2019.10.10 04:37 | close | 19 | 1.00 | 26268 | 26057 | 0 | 106.00 | 11352.26 |
39 | 2019.10.10 16:50 | buy | 20 | 1.00 | 26430 | 26325 | 0 | ||
40 | 2019.10.10 17:12 | close | 20 | 1.00 | 26467 | 26325 | 0 | 37.00 | 11389.26 |
41 | 2019.10.10 20:00 | sell | 21 | 1.00 | 26498 | 26603 | 0 | ||
42 | 2019.10.10 21:08 | close | 21 | 1.00 | 26406 | 26603 | 0 | 92.00 | 11481.26 |
43 | 2019.10.11 11:53 | buy | 22 | 1.00 | 26747 | 26642 | 0 | ||
44 | 2019.10.11 12:58 | close | 22 | 1.00 | 26768 | 26642 | 0 | 21.00 | 11502.26 |
45 | 2019.10.11 16:49 | buy | 23 | 1.00 | 26887 | 26782 | 0 | ||
46 | 2019.10.11 18:45 | close | 23 | 1.00 | 26934 | 26782 | 0 | 47.00 | 11549.26 |
47 | 2019.10.11 19:30 | sell | 24 | 1.00 | 26898 | 27003 | 0 | ||
48 | 2019.10.11 19:32 | close | 24 | 1.00 | 26804 | 27003 | 0 | 94.00 | 11643.26 |
49 | 2019.10.15 11:30 | sell | 25 | 1.00 | 26904 | 26958 | 0 | ||
50 | 2019.10.15 13:22 | close | 25 | 1.00 | 26878 | 26958 | 0 | 26.00 | 11669.26 |
51 | 2019.10.15 17:27 | buy | 26 | 1.00 | 27021 | 26916 | 0 | ||
52 | 2019.10.15 18:17 | close | 26 | 1.00 | 27065 | 26916 | 0 | 44.00 | 11713.26 |
53 | 2019.10.15 19:30 | sell | 27 | 1.00 | 27043 | 27147 | 0 | ||
54 | 2019.10.16 02:02 | close | 27 | 1.00 | 27041 | 27147 | 0 | 1.07 | 11714.34 |
55 | 2019.10.17 12:34 | buy | 28 | 1.00 | 27092 | 26987 | 0 | ||
56 | 2019.10.17 12:39 | close | 28 | 1.00 | 27106 | 26987 | 0 | 14.00 | 11728.34 |
57 | 2019.10.17 14:30 | sell | 29 | 1.00 | 27092 | 27155 | 0 | ||
58 | 2019.10.17 18:00 | close | 29 | 1.00 | 27044 | 27155 | 0 | 48.00 | 11776.34 |
59 | 2019.10.18 16:28 | sell | 30 | 1.00 | 26938 | 27043 | 0 | ||
60 | 2019.10.18 19:01 | close | 30 | 1.00 | 26929 | 27043 | 0 | 9.00 | 11785.34 |
61 | 2019.10.22 03:20 | buy | 31 | 1.00 | 26889 | 26784 | 0 | ||
62 | 2019.10.22 21:31 | close | 31 | 1.00 | 26917 | 26784 | 0 | 28.00 | 11813.34 |
63 | 2019.10.24 10:21 | buy | 32 | 1.00 | 26895 | 26790 | 0 | ||
64 | 2019.10.24 16:51 | s/l | 32 | 1.00 | 26790 | 26790 | 0 | -105.00 | 11708.34 |
65 | 2019.10.24 19:00 | buy | 33 | 1.00 | 26817 | 26725 | 0 | ||
66 | 2019.10.24 19:16 | s/l | 33 | 1.00 | 26725 | 26725 | 0 | -92.00 | 11616.34 |
67 | 2019.10.25 16:50 | buy | 34 | 1.00 | 26885 | 26780 | 0 | ||
68 | 2019.10.25 21:37 | close | 34 | 1.00 | 26940 | 26780 | 0 | 55.00 | 11671.34 |
69 | 2019.10.28 15:50 | buy | 35 | 1.00 | 27105 | 27000 | 0 | ||
70 | 2019.10.28 17:39 | close | 35 | 1.00 | 27135 | 27000 | 0 | 30.00 | 11701.34 |
71 | 2019.10.29 11:19 | sell | 36 | 1.00 | 27081 | 27186 | 0 | ||
72 | 2019.10.29 14:32 | close | 36 | 1.00 | 27072 | 27186 | 0 | 9.00 | 11710.34 |
73 | 2019.10.30 16:37 | sell | 37 | 1.00 | 27041 | 27146 | 0 | ||
74 | 2019.10.30 17:04 | close | 37 | 1.00 | 27033 | 27146 | 0 | 8.00 | 11718.34 |
75 | 2019.10.30 23:31 | buy | 38 | 1.00 | 27287 | 27182 | 0 | ||
76 | 2019.10.31 12:04 | s/l | 38 | 1.00 | 27182 | 27182 | 0 | -107.94 | 11610.39 |
77 | 2019.10.31 14:30 | buy | 39 | 1.00 | 27125 | 27067 | 0 | ||
78 | 2019.10.31 16:24 | close | 39 | 1.00 | 27174 | 27067 | 0 | 49.00 | 11659.39 |
79 | 2019.11.01 15:31 | buy | 40 | 1.00 | 27152 | 27047 | 0 | ||
80 | 2019.11.01 23:00 | close | 40 | 1.00 | 27345 | 27047 | 0 | 193.00 | 11852.39 |
81 | 2019.11.04 11:10 | buy | 41 | 1.00 | 27433 | 27328 | 0 | ||
82 | 2019.11.04 15:43 | close | 41 | 1.00 | 27449 | 27328 | 0 | 16.00 | 11868.39 |
83 | 2019.11.04 16:32 | buy | 42 | 1.00 | 27510 | 27405 | 0 | ||
84 | 2019.11.05 14:07 | close | 42 | 1.00 | 27521 | 27405 | 0 | 8.06 | 11876.45 |
85 | 2019.11.07 10:19 | buy | 43 | 1.00 | 27499 | 27394 | 0 | ||
86 | 2019.11.07 22:44 | close | 43 | 1.00 | 27676 | 27394 | 0 | 177.00 | 12053.45 |
87 | 2019.11.08 15:18 | buy | 44 | 1.00 | 27736 | 27631 | 0 | ||
88 | 2019.11.08 17:58 | s/l | 44 | 1.00 | 27631 | 27631 | 0 | -105.00 | 11948.45 |
89 | 2019.11.11 11:00 | buy | 45 | 1.00 | 27566 | 27494 | 0 | ||
90 | 2019.11.11 11:30 | close | 45 | 1.00 | 27596 | 27494 | 0 | 30.00 | 11978.45 |
91 | 2019.11.12 08:50 | buy | 46 | 1.00 | 27724 | 27619 | 0 | ||
92 | 2019.11.12 18:59 | close | 46 | 1.00 | 27741 | 27619 | 0 | 17.00 | 11995.45 |
93 | 2019.11.13 17:35 | buy | 47 | 1.00 | 27662 | 27557 | 0 | ||
94 | 2019.11.13 19:30 | close | 47 | 1.00 | 27683 | 27557 | 0 | 21.00 | 12016.45 |
95 | 2019.11.15 03:49 | buy | 48 | 1.00 | 27844 | 27739 | 0 | ||
96 | 2019.11.15 10:17 | close | 48 | 1.00 | 27864 | 27739 | 0 | 20.00 | 12036.45 |
97 | 2019.11.18 10:16 | buy | 49 | 1.00 | 28027 | 27922 | 0 | ||
98 | 2019.11.18 10:43 | close | 49 | 1.00 | 28052 | 27922 | 0 | 25.00 | 12061.45 |
99 | 2019.11.18 12:30 | sell | 50 | 1.00 | 28041 | 28096 | 0 | ||
100 | 2019.11.18 16:21 | close | 50 | 1.00 | 28036 | 28096 | 0 | 5.00 | 12066.45 |
101 | 2019.11.19 11:24 | buy | 51 | 1.00 | 28120 | 28015 | 0 | ||
102 | 2019.11.19 14:00 | close | 51 | 1.00 | 28137 | 28015 | 0 | 17.00 | 12083.45 |
103 | 2019.11.20 20:58 | sell | 52 | 1.00 | 27741 | 27846 | 0 | ||
104 | 2019.11.20 20:59 | close | 52 | 1.00 | 27733 | 27846 | 0 | 8.00 | 12091.45 |
105 | 2019.11.22 11:08 | buy | 53 | 1.00 | 27848 | 27743 | 0 | ||
106 | 2019.11.22 23:00 | close | 53 | 1.00 | 27875 | 27743 | 0 | 27.00 | 12118.45 |
107 | 2019.11.25 16:55 | buy | 54 | 1.00 | 27999 | 27894 | 0 | ||
108 | 2019.11.26 08:00 | close | 54 | 1.00 | 28077 | 27894 | 0 | 75.06 | 12193.51 |
109 | 2019.11.27 16:32 | sell | 55 | 1.00 | 28108 | 28213 | 0 | ||
110 | 2019.11.28 03:30 | close | 55 | 1.00 | 28100 | 28213 | 0 | 7.07 | 12200.58 |
111 | 2019.12.02 02:20 | buy | 56 | 1.00 | 28172 | 28067 | 0 | ||
112 | 2019.12.02 13:00 | close | 56 | 1.00 | 28173 | 28067 | 0 | 1.00 | 12201.58 |
113 | 2019.12.02 16:40 | sell | 57 | 1.00 | 28023 | 28128 | 0 | ||
114 | 2019.12.03 04:06 | close | 57 | 1.00 | 27816 | 28128 | 0 | 206.07 | 12407.66 |
115 | 2019.12.03 12:13 | sell | 58 | 1.00 | 27740 | 27845 | 0 | ||
116 | 2019.12.03 13:35 | close | 58 | 1.00 | 27721 | 27845 | 0 | 19.00 | 12426.66 |
117 | 2019.12.04 11:07 | buy | 59 | 1.00 | 27556 | 27451 | 0 | ||
118 | 2019.12.04 11:09 | close | 59 | 1.00 | 27581 | 27451 | 0 | 25.00 | 12451.66 |
119 | 2019.12.05 09:05 | buy | 60 | 1.00 | 27703 | 27598 | 0 | ||
120 | 2019.12.05 14:36 | close | 60 | 1.00 | 27730 | 27598 | 0 | 27.00 | 12478.66 |
121 | 2019.12.06 08:05 | buy | 61 | 1.00 | 27749 | 27644 | 0 | ||
122 | 2019.12.06 23:00 | close | 61 | 1.00 | 28010 | 27644 | 0 | 261.00 | 12739.66 |
123 | 2019.12.10 02:00 | buy | 62 | 1.00 | 27911 | 27850 | 0 | ||
124 | 2019.12.10 04:30 | close | 62 | 1.00 | 27920 | 27850 | 0 | 9.00 | 12748.66 |
125 | 2019.12.10 10:28 | sell | 63 | 1.00 | 27872 | 27977 | 0 | ||
126 | 2019.12.10 15:14 | close | 63 | 1.00 | 27828 | 27977 | 0 | 44.00 | 12792.66 |
127 | 2019.12.11 10:19 | buy | 64 | 1.00 | 27944 | 27839 | 0 | ||
128 | 2019.12.11 16:30 | s/l | 64 | 1.00 | 27839 | 27839 | 0 | -105.00 | 12687.66 |
129 | 2019.12.12 16:38 | buy | 65 | 1.00 | 28036 | 27931 | 0 | ||
130 | 2019.12.12 16:39 | close | 65 | 1.00 | 28053 | 27931 | 0 | 17.00 | 12704.66 |
131 | 2019.12.12 17:14 | buy | 66 | 1.00 | 28216 | 28111 | 0 | ||
132 | 2019.12.12 17:45 | s/l | 66 | 1.00 | 28111 | 28111 | 0 | -105.00 | 12599.66 |
133 | 2019.12.12 19:00 | sell | 67 | 1.00 | 28038 | 28143 | 0 | ||
134 | 2019.12.12 19:23 | close | 67 | 1.00 | 27982 | 28143 | 0 | 56.00 | 12655.66 |
135 | 2019.12.13 14:58 | sell | 68 | 1.00 | 28144 | 28249 | 0 | ||
136 | 2019.12.13 14:58 | close | 68 | 1.00 | 28134 | 28249 | 0 | 10.00 | 12665.66 |
137 | 2019.12.16 10:18 | buy | 69 | 1.00 | 28217 | 28112 | 0 | ||
138 | 2019.12.16 22:00 | close | 69 | 1.00 | 28277 | 28112 | 0 | 60.00 | 12725.66 |
139 | 2019.12.19 10:15 | buy | 70 | 1.00 | 28308 | 28203 | 0 | ||
140 | 2019.12.20 07:32 | close | 70 | 1.00 | 28409 | 28203 | 0 | 98.06 | 12823.71 |
141 | 2019.12.20 16:22 | buy | 71 | 1.00 | 28496 | 28391 | 0 | ||
142 | 2019.12.20 16:32 | close | 71 | 1.00 | 28513 | 28391 | 0 | 17.00 | 12840.71 |
143 | 2019.12.20 18:00 | sell | 72 | 1.00 | 28497 | 28545 | 0 | ||
144 | 2019.12.20 21:53 | s/l | 72 | 1.00 | 28545 | 28545 | 0 | -48.00 | 12792.71 |
145 | 2019.12.23 11:19 | buy | 73 | 1.00 | 28537 | 28432 | 0 | ||
146 | 2019.12.23 16:31 | close | 73 | 1.00 | 28563 | 28432 | 0 | 26.00 | 12818.71 |
147 | 2019.12.24 14:29 | buy | 74 | 1.00 | 28610 | 28505 | 0 | ||
148 | 2019.12.27 15:57 | close | 74 | 1.00 | 28710 | 28505 | 0 | 91.17 | 12909.88 |
149 | 2019.12.27 16:57 | sell | 75 | 1.00 | 28653 | 28758 | 0 | ||
150 | 2019.12.27 23:00 | close | 75 | 1.00 | 28665 | 28758 | 0 | -12.00 | 12897.88 |