Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.02 00:00 - 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=400; TakeProfit=500; TrackPeriod=15; TRRR=0.7; MinDev=0.001; UpATRR=2; UpDPR=0.3; DownATRR=2.5; DownDPR=0.5; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4601 | Ticks modelled | 2606436 | Modelling quality | 73.37% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 3292.93 | Gross profit | 5237.88 | Gross loss | -1944.95 |
Profit factor | 2.69 | Expected payoff | 73.18 | ||
Absolute drawdown | 291.46 | Maximal drawdown | 847.75 (6.70%) | Relative drawdown | 6.70% (847.75) |
Total trades | 45 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 32 (71.88%) |
Profit trades (% of total) | 34 (75.56%) | Loss trades (% of total) | 11 (24.44%) | ||
Largest | profit trade | 605.71 | loss trade | -391.73 | |
Average | profit trade | 154.06 | loss trade | -176.81 | |
Maximum | consecutive wins (profit in money) | 8 (913.84) | consecutive losses (loss in money) | 2 (-473.46) | |
Maximal | consecutive profit (count of wins) | 1729.51 (7) | consecutive loss (count of losses) | -473.46 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 15:25 | buy | 1 | 1.00 | 1.33509 | 1.33089 | 0.00000 | ||
2 | 2019.09.03 16:38 | close | 1 | 1.00 | 1.33603 | 1.33089 | 0.00000 | 68.55 | 10068.55 |
3 | 2019.09.03 21:00 | buy | 2 | 1.00 | 1.33347 | 1.32927 | 0.00000 | ||
4 | 2019.09.04 01:01 | close | 2 | 1.00 | 1.33390 | 1.32927 | 0.00000 | 30.43 | 10098.97 |
5 | 2019.09.04 17:02 | sell | 3 | 1.00 | 1.32908 | 1.33328 | 0.00000 | ||
6 | 2019.09.05 04:00 | close | 3 | 1.00 | 1.32307 | 1.33328 | 0.00000 | 448.78 | 10547.75 |
7 | 2019.09.05 20:30 | sell | 4 | 1.05 | 1.32418 | 1.32838 | 0.00000 | ||
8 | 2019.09.06 00:02 | close | 4 | 1.05 | 1.32286 | 1.32838 | 0.00000 | 102.86 | 10650.61 |
9 | 2019.09.06 11:30 | buy | 5 | 1.06 | 1.32047 | 1.31627 | 0.00000 | ||
10 | 2019.09.06 12:53 | close | 5 | 1.06 | 1.32140 | 1.31627 | 0.00000 | 74.60 | 10725.21 |
11 | 2019.09.06 19:00 | buy | 6 | 1.07 | 1.31725 | 1.31305 | 0.00000 | ||
12 | 2019.09.06 23:00 | close | 6 | 1.07 | 1.31821 | 1.31305 | 0.00000 | 77.92 | 10803.13 |
13 | 2019.09.10 20:30 | buy | 7 | 1.08 | 1.31439 | 1.31019 | 0.00000 | ||
14 | 2019.09.11 00:00 | close | 7 | 1.08 | 1.31529 | 1.31019 | 0.00000 | 71.94 | 10875.07 |
15 | 2019.09.11 18:55 | buy | 8 | 1.08 | 1.32005 | 1.31585 | 0.00000 | ||
16 | 2019.09.13 00:01 | close | 8 | 1.08 | 1.32062 | 1.31585 | 0.00000 | 38.77 | 10913.84 |
17 | 2019.09.13 20:30 | sell | 9 | 1.09 | 1.32633 | 1.33053 | 0.00000 | ||
18 | 2019.09.13 23:00 | close | 9 | 1.09 | 1.32850 | 1.33053 | 0.00000 | -178.04 | 10735.80 |
19 | 2019.09.16 03:00 | buy | 10 | 1.07 | 1.32168 | 1.31748 | 0.00000 | ||
20 | 2019.09.16 08:11 | close | 10 | 1.07 | 1.32330 | 1.31748 | 0.00000 | 130.99 | 10866.79 |
21 | 2019.09.16 12:30 | sell | 11 | 1.08 | 1.32521 | 1.32941 | 0.00000 | ||
22 | 2019.09.16 15:33 | close | 11 | 1.08 | 1.32492 | 1.32941 | 0.00000 | 23.64 | 10890.43 |
23 | 2019.09.17 15:40 | buy | 12 | 1.08 | 1.32788 | 1.32368 | 0.00000 | ||
24 | 2019.09.17 16:48 | close | 12 | 1.08 | 1.32850 | 1.32368 | 0.00000 | 50.40 | 10940.83 |
25 | 2019.09.19 21:00 | buy | 13 | 1.09 | 1.32485 | 1.32065 | 0.00000 | ||
26 | 2019.09.19 22:40 | close | 13 | 1.09 | 1.32621 | 1.32065 | 0.00000 | 111.78 | 11052.61 |
27 | 2019.09.20 15:33 | buy | 14 | 1.10 | 1.32898 | 1.32478 | 0.00000 | ||
28 | 2019.09.20 23:00 | close | 14 | 1.10 | 1.32746 | 1.32478 | 0.00000 | -125.95 | 10926.66 |
29 | 2019.09.23 10:36 | buy | 15 | 1.09 | 1.32914 | 1.32494 | 0.00000 | ||
30 | 2019.09.24 11:57 | s/l | 15 | 1.09 | 1.32494 | 1.32494 | 0.00000 | -347.51 | 10579.15 |
31 | 2019.10.01 14:00 | sell | 16 | 1.05 | 1.32704 | 1.33124 | 0.00000 | ||
32 | 2019.10.01 17:03 | close | 16 | 1.05 | 1.32684 | 1.33124 | 0.00000 | 15.83 | 10594.98 |
33 | 2019.10.01 21:00 | buy | 17 | 1.05 | 1.32254 | 1.31834 | 0.00000 | ||
34 | 2019.10.02 05:33 | close | 17 | 1.05 | 1.32156 | 1.31834 | 0.00000 | -79.77 | 10515.21 |
35 | 2019.10.02 11:47 | buy | 18 | 1.05 | 1.32449 | 1.32029 | 0.00000 | ||
36 | 2019.10.03 04:07 | close | 18 | 1.05 | 1.33198 | 1.32029 | 0.00000 | 584.72 | 11099.94 |
37 | 2019.10.08 19:30 | sell | 19 | 1.10 | 1.33334 | 1.33754 | 0.00000 | ||
38 | 2019.10.08 21:30 | close | 19 | 1.10 | 1.33219 | 1.33754 | 0.00000 | 94.96 | 11194.90 |
39 | 2019.10.10 17:23 | sell | 20 | 1.11 | 1.32776 | 1.33196 | 0.00000 | ||
40 | 2019.10.11 23:00 | close | 20 | 1.11 | 1.32053 | 1.33196 | 0.00000 | 605.71 | 11800.60 |
41 | 2019.10.15 21:00 | buy | 21 | 1.18 | 1.31985 | 1.31565 | 0.00000 | ||
42 | 2019.10.16 00:36 | close | 21 | 1.18 | 1.32072 | 1.31565 | 0.00000 | 75.59 | 11876.19 |
43 | 2019.10.16 21:00 | buy | 22 | 1.18 | 1.31967 | 1.31547 | 0.00000 | ||
44 | 2019.10.16 22:59 | close | 22 | 1.18 | 1.32017 | 1.31547 | 0.00000 | 44.69 | 11920.88 |
45 | 2019.10.17 11:54 | sell | 23 | 1.19 | 1.31771 | 1.32191 | 0.00000 | ||
46 | 2019.10.18 00:15 | close | 23 | 1.19 | 1.31453 | 1.32191 | 0.00000 | 285.70 | 12206.58 |
47 | 2019.10.21 14:30 | buy | 24 | 1.22 | 1.31121 | 1.30701 | 0.00000 | ||
48 | 2019.10.21 16:35 | close | 24 | 1.22 | 1.31162 | 1.30701 | 0.00000 | 38.14 | 12244.72 |
49 | 2019.10.22 15:48 | buy | 25 | 1.22 | 1.31224 | 1.30804 | 0.00000 | ||
50 | 2019.10.22 18:35 | s/l | 25 | 1.22 | 1.30804 | 1.30804 | 0.00000 | -391.73 | 11852.99 |
51 | 2019.10.29 21:30 | sell | 26 | 1.18 | 1.30891 | 1.31311 | 0.00000 | ||
52 | 2019.10.30 03:58 | close | 26 | 1.18 | 1.30895 | 1.31311 | 0.00000 | -5.76 | 11847.23 |
53 | 2019.10.30 17:00 | buy | 27 | 1.18 | 1.31176 | 1.30756 | 0.00000 | ||
54 | 2019.10.31 01:33 | close | 27 | 1.18 | 1.31595 | 1.30756 | 0.00000 | 369.28 | 12216.52 |
55 | 2019.11.01 15:53 | buy | 28 | 1.22 | 1.31920 | 1.31500 | 0.00000 | ||
56 | 2019.11.01 18:51 | s/l | 28 | 1.22 | 1.31500 | 1.31500 | 0.00000 | -389.66 | 11826.86 |
57 | 2019.11.05 13:30 | buy | 29 | 1.18 | 1.31261 | 1.30841 | 0.00000 | ||
58 | 2019.11.05 15:30 | close | 29 | 1.18 | 1.31335 | 1.30841 | 0.00000 | 66.49 | 11893.35 |
59 | 2019.11.05 20:00 | sell | 30 | 1.18 | 1.31599 | 1.32019 | 0.00000 | ||
60 | 2019.11.06 00:03 | close | 30 | 1.18 | 1.31555 | 1.32019 | 0.00000 | 37.32 | 11930.67 |
61 | 2019.11.07 13:00 | buy | 31 | 1.19 | 1.31660 | 1.31240 | 0.00000 | ||
62 | 2019.11.07 15:38 | close | 31 | 1.19 | 1.31744 | 1.31240 | 0.00000 | 75.87 | 12006.54 |
63 | 2019.11.08 15:30 | buy | 32 | 1.20 | 1.32201 | 1.31781 | 0.00000 | ||
64 | 2019.11.08 23:00 | close | 32 | 1.20 | 1.32271 | 1.31781 | 0.00000 | 63.51 | 12070.05 |
65 | 2019.11.13 10:27 | buy | 33 | 1.20 | 1.32604 | 1.32184 | 0.00000 | ||
66 | 2019.11.14 14:02 | close | 33 | 1.20 | 1.32604 | 1.32184 | 0.00000 | -6.53 | 12063.51 |
67 | 2019.11.15 07:30 | buy | 34 | 1.20 | 1.32266 | 1.31846 | 0.00000 | ||
68 | 2019.11.15 09:29 | close | 34 | 1.20 | 1.32345 | 1.31846 | 0.00000 | 71.63 | 12135.14 |
69 | 2019.11.19 20:02 | buy | 35 | 1.21 | 1.32640 | 1.32220 | 0.00000 | ||
70 | 2019.11.20 15:30 | close | 35 | 1.21 | 1.32938 | 1.32220 | 0.00000 | 269.04 | 12404.19 |
71 | 2019.11.20 21:00 | sell | 36 | 1.24 | 1.33164 | 1.33584 | 0.00000 | ||
72 | 2019.11.20 22:20 | close | 36 | 1.24 | 1.33072 | 1.33584 | 0.00000 | 85.73 | 12489.92 |
73 | 2019.11.21 19:00 | buy | 37 | 1.24 | 1.32795 | 1.32375 | 0.00000 | ||
74 | 2019.11.22 00:00 | close | 37 | 1.24 | 1.32848 | 1.32375 | 0.00000 | 47.22 | 12537.14 |
75 | 2019.11.26 21:00 | buy | 38 | 1.25 | 1.32782 | 1.32362 | 0.00000 | ||
76 | 2019.11.27 03:03 | close | 38 | 1.25 | 1.32759 | 1.32362 | 0.00000 | -23.93 | 12513.21 |
77 | 2019.11.29 15:10 | buy | 39 | 1.25 | 1.33077 | 1.32657 | 0.00000 | ||
78 | 2019.11.29 23:00 | close | 39 | 1.25 | 1.32825 | 1.32657 | 0.00000 | -237.15 | 12276.06 |
79 | 2019.12.04 17:00 | sell | 40 | 1.22 | 1.32482 | 1.32902 | 0.00000 | ||
80 | 2019.12.05 07:58 | close | 40 | 1.22 | 1.31906 | 1.32902 | 0.00000 | 526.07 | 12802.13 |
81 | 2019.12.06 15:30 | buy | 41 | 1.28 | 1.31998 | 1.31578 | 0.00000 | ||
82 | 2019.12.06 23:00 | close | 41 | 1.28 | 1.32591 | 1.31578 | 0.00000 | 572.47 | 13374.60 |
83 | 2019.12.09 19:30 | buy | 42 | 1.33 | 1.32314 | 1.31894 | 0.00000 | ||
84 | 2019.12.09 23:34 | close | 42 | 1.33 | 1.32361 | 1.31894 | 0.00000 | 47.23 | 13421.83 |
85 | 2019.12.11 23:00 | buy | 43 | 1.34 | 1.31823 | 1.31355 | 0.00000 | ||
86 | 2019.12.12 07:01 | close | 43 | 1.34 | 1.31674 | 1.31355 | 0.00000 | -158.93 | 13262.90 |
87 | 2019.12.13 03:00 | buy | 44 | 1.32 | 1.31647 | 1.31227 | 0.00000 | ||
88 | 2019.12.13 07:00 | close | 44 | 1.32 | 1.31652 | 1.31227 | 0.00000 | 5.01 | 13267.91 |
89 | 2019.12.13 20:00 | sell | 45 | 1.32 | 1.31930 | 1.32350 | 0.00000 | ||
90 | 2019.12.13 23:00 | close | 45 | 1.32 | 1.31905 | 1.32350 | 0.00000 | 25.02 | 13292.93 |