Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 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=300; TakeProfit=300; TrackPeriod=15; TRRR=1.9; MinDev=0.0011; UpATRR=3; UpDPR=0.3; DownATRR=2.5; DownDPR=0.5; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 2309781 | Modelling quality | 80.63% |
Mismatched charts errors | 78 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 686.15 | Gross profit | 792.10 | Gross loss | -105.95 |
Profit factor | 7.48 | Expected payoff | 49.01 | ||
Absolute drawdown | 124.87 | Maximal drawdown | 193.82 (1.84%) | Relative drawdown | 1.84% (193.82) |
Total trades | 14 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
Largest | profit trade | 212.17 | loss trade | -102.54 | |
Average | profit trade | 66.01 | loss trade | -52.98 | |
Maximum | consecutive wins (profit in money) | 7 (328.74) | consecutive losses (loss in money) | 1 (-102.54) | |
Maximal | consecutive profit (count of wins) | 463.36 (5) | consecutive loss (count of losses) | -102.54 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:42 | buy | 1 | 0.40 | 1.32972 | 1.32632 | 0.00000 | ||
2 | 2019.09.23 16:07 | s/l | 1 | 0.40 | 1.32632 | 1.32632 | 0.00000 | -102.54 | 9897.46 |
3 | 2019.10.02 16:38 | buy | 2 | 0.39 | 1.32810 | 1.32470 | 0.00000 | ||
4 | 2019.10.03 04:07 | close | 2 | 0.39 | 1.33198 | 1.32470 | 0.00000 | 111.46 | 10008.92 |
5 | 2019.10.10 17:23 | sell | 3 | 0.40 | 1.32776 | 1.33116 | 0.00000 | ||
6 | 2019.10.11 23:00 | close | 3 | 0.40 | 1.32073 | 1.33116 | 0.00000 | 212.17 | 10221.09 |
7 | 2019.10.17 11:54 | sell | 4 | 0.40 | 1.31771 | 1.32111 | 0.00000 | ||
8 | 2019.10.17 16:35 | close | 4 | 0.40 | 1.31657 | 1.32111 | 0.00000 | 34.64 | 10255.73 |
9 | 2019.10.30 17:00 | buy | 5 | 0.41 | 1.31272 | 1.30932 | 0.00000 | ||
10 | 2019.10.31 01:33 | close | 5 | 0.41 | 1.31595 | 1.30932 | 0.00000 | 98.37 | 10354.10 |
11 | 2019.11.05 20:00 | sell | 6 | 0.41 | 1.31599 | 1.31916 | 0.00000 | ||
12 | 2019.11.06 00:03 | close | 6 | 0.41 | 1.31575 | 1.31916 | 0.00000 | 6.72 | 10360.82 |
13 | 2019.11.08 15:30 | buy | 7 | 0.41 | 1.32282 | 1.31942 | 0.00000 | ||
14 | 2019.11.08 23:00 | close | 7 | 0.41 | 1.32271 | 1.31942 | 0.00000 | -3.41 | 10357.41 |
15 | 2019.11.20 14:00 | sell | 8 | 0.41 | 1.33031 | 1.33247 | 0.00000 | ||
16 | 2019.11.20 15:30 | close | 8 | 0.41 | 1.32978 | 1.33247 | 0.00000 | 16.34 | 10373.75 |
17 | 2019.12.04 17:00 | sell | 9 | 0.41 | 1.32482 | 1.32822 | 0.00000 | ||
18 | 2019.12.04 17:27 | close | 9 | 0.41 | 1.32357 | 1.32822 | 0.00000 | 38.72 | 10412.47 |
19 | 2019.12.06 15:30 | buy | 10 | 0.41 | 1.32058 | 1.31718 | 0.00000 | ||
20 | 2019.12.06 23:00 | close | 10 | 0.41 | 1.32591 | 1.31718 | 0.00000 | 164.82 | 10577.29 |
21 | 2019.12.16 08:58 | sell | 11 | 0.42 | 1.31510 | 1.31850 | 0.00000 | ||
22 | 2019.12.16 16:36 | close | 11 | 0.42 | 1.31351 | 1.31850 | 0.00000 | 50.84 | 10628.13 |
23 | 2019.12.20 15:30 | buy | 12 | 0.42 | 1.31668 | 1.31328 | 0.00000 | ||
24 | 2019.12.20 15:30 | close | 12 | 0.42 | 1.31706 | 1.31328 | 0.00000 | 12.12 | 10640.25 |
25 | 2019.12.20 18:30 | sell | 13 | 0.42 | 1.31657 | 1.31864 | 0.00000 | ||
26 | 2019.12.20 22:00 | close | 13 | 0.42 | 1.31612 | 1.31864 | 0.00000 | 14.36 | 10654.61 |
27 | 2019.12.26 16:40 | sell | 14 | 0.42 | 1.31336 | 1.31676 | 0.00000 | ||
28 | 2019.12.27 00:00 | close | 14 | 0.42 | 1.31235 | 1.31676 | 0.00000 | 31.54 | 10686.15 |