Symbol | USDCAD (United States 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=100; TakeProfit=300; TrackPeriod=15; TRRR=1.2; MinDev=0.0005; UpATRR=2; UpDPR=0.5; DownATRR=2; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4344 | Ticks modelled | 4564971 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 339.23 | Gross profit | 743.78 | Gross loss | -404.55 |
Profit factor | 1.84 | Expected payoff | 5.22 | ||
Absolute drawdown | 52.03 | Maximal drawdown | 149.26 (1.46%) | Relative drawdown | 1.46% (149.26) |
Total trades | 65 | Short positions (won %) | 36 (55.56%) | Long positions (won %) | 29 (51.72%) |
Profit trades (% of total) | 35 (53.85%) | Loss trades (% of total) | 30 (46.15%) | ||
Largest | profit trade | 88.70 | loss trade | -19.84 | |
Average | profit trade | 21.25 | loss trade | -13.49 | |
Maximum | consecutive wins (profit in money) | 5 (132.22) | consecutive losses (loss in money) | 4 (-49.02) | |
Maximal | consecutive profit (count of wins) | 132.22 (5) | consecutive loss (count of losses) | -49.02 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:35 | buy | 1 | 0.20 | 1.32918 | 1.32788 | 0.00000 | ||
2 | 2019.09.23 14:53 | s/l | 1 | 0.20 | 1.32788 | 1.32788 | 0.00000 | -19.58 | 9980.42 |
3 | 2019.09.26 15:26 | sell | 2 | 0.10 | 1.32320 | 1.32450 | 0.00000 | ||
4 | 2019.09.26 15:40 | s/l | 2 | 0.10 | 1.32450 | 1.32450 | 0.00000 | -9.82 | 9970.60 |
5 | 2019.09.27 18:17 | sell | 3 | 0.10 | 1.32148 | 1.32278 | 0.00000 | ||
6 | 2019.09.27 18:25 | s/l | 3 | 0.10 | 1.32278 | 1.32278 | 0.00000 | -9.83 | 9960.77 |
7 | 2019.10.01 14:00 | sell | 4 | 0.10 | 1.32695 | 1.32825 | 0.00000 | ||
8 | 2019.10.01 15:30 | s/l | 4 | 0.10 | 1.32825 | 1.32825 | 0.00000 | -9.79 | 9950.98 |
9 | 2019.10.01 16:30 | sell | 5 | 0.10 | 1.32861 | 1.32991 | 0.00000 | ||
10 | 2019.10.01 17:00 | close | 5 | 0.10 | 1.32683 | 1.32991 | 0.00000 | 13.42 | 9964.40 |
11 | 2019.10.02 11:46 | buy | 6 | 0.10 | 1.32449 | 1.32319 | 0.00000 | ||
12 | 2019.10.03 04:08 | close | 6 | 0.10 | 1.33189 | 1.32319 | 0.00000 | 55.52 | 10019.92 |
13 | 2019.10.03 19:30 | buy | 7 | 0.20 | 1.33300 | 1.33170 | 0.00000 | ||
14 | 2019.10.03 19:30 | close | 7 | 0.20 | 1.33269 | 1.33170 | 0.00000 | -4.65 | 10015.27 |
15 | 2019.10.07 11:00 | sell | 8 | 0.20 | 1.33241 | 1.33360 | 0.00000 | ||
16 | 2019.10.07 12:46 | close | 8 | 0.20 | 1.33236 | 1.33360 | 0.00000 | 0.75 | 10016.02 |
17 | 2019.10.07 15:38 | sell | 9 | 0.20 | 1.32914 | 1.33044 | 0.00000 | ||
18 | 2019.10.07 16:45 | s/l | 9 | 0.20 | 1.33044 | 1.33044 | 0.00000 | -19.54 | 9996.48 |
19 | 2019.10.08 09:30 | buy | 10 | 0.10 | 1.32934 | 1.32805 | 0.00000 | ||
20 | 2019.10.08 10:02 | close | 10 | 0.10 | 1.32951 | 1.32805 | 0.00000 | 1.28 | 9997.76 |
21 | 2019.10.08 15:30 | sell | 11 | 0.10 | 1.33121 | 1.33251 | 0.00000 | ||
22 | 2019.10.08 17:11 | s/l | 11 | 0.10 | 1.33251 | 1.33251 | 0.00000 | -9.76 | 9988.00 |
23 | 2019.10.10 17:21 | sell | 12 | 0.10 | 1.32807 | 1.32937 | 0.00000 | ||
24 | 2019.10.10 17:44 | s/l | 12 | 0.10 | 1.32937 | 1.32937 | 0.00000 | -9.78 | 9978.22 |
25 | 2019.10.11 15:30 | sell | 13 | 0.10 | 1.32386 | 1.32516 | 0.00000 | ||
26 | 2019.10.11 16:39 | close | 13 | 0.10 | 1.31983 | 1.32516 | 0.00000 | 30.53 | 10008.75 |
27 | 2019.10.11 19:30 | buy | 14 | 0.20 | 1.31897 | 1.31767 | 0.00000 | ||
28 | 2019.10.11 23:00 | close | 14 | 0.20 | 1.32023 | 1.31767 | 0.00000 | 19.09 | 10027.84 |
29 | 2019.10.14 05:30 | sell | 15 | 0.20 | 1.32083 | 1.32213 | 0.00000 | ||
30 | 2019.10.14 09:12 | close | 15 | 0.20 | 1.32076 | 1.32213 | 0.00000 | 1.06 | 10028.90 |
31 | 2019.10.17 11:42 | sell | 16 | 0.20 | 1.31783 | 1.31913 | 0.00000 | ||
32 | 2019.10.17 17:20 | close | 16 | 0.20 | 1.31434 | 1.31913 | 0.00000 | 53.11 | 10082.01 |
33 | 2019.10.21 11:20 | sell | 17 | 0.20 | 1.31155 | 1.31285 | 0.00000 | ||
34 | 2019.10.22 00:19 | close | 17 | 0.20 | 1.30959 | 1.31285 | 0.00000 | 28.43 | 10110.44 |
35 | 2019.10.22 15:48 | buy | 18 | 0.20 | 1.31226 | 1.31096 | 0.00000 | ||
36 | 2019.10.22 16:08 | s/l | 18 | 0.20 | 1.31096 | 1.31096 | 0.00000 | -19.83 | 10090.61 |
37 | 2019.10.28 07:30 | sell | 19 | 0.20 | 1.30725 | 1.30821 | 0.00000 | ||
38 | 2019.10.28 11:30 | close | 19 | 0.20 | 1.30734 | 1.30821 | 0.00000 | -1.38 | 10089.23 |
39 | 2019.10.28 15:00 | buy | 20 | 0.20 | 1.30625 | 1.30495 | 0.00000 | ||
40 | 2019.10.28 15:44 | close | 20 | 0.20 | 1.30647 | 1.30495 | 0.00000 | 3.37 | 10092.60 |
41 | 2019.10.30 17:00 | buy | 21 | 0.20 | 1.31174 | 1.31044 | 0.00000 | ||
42 | 2019.10.30 22:54 | close | 21 | 0.20 | 1.31622 | 1.31044 | 0.00000 | 68.07 | 10160.67 |
43 | 2019.10.31 14:00 | sell | 22 | 0.20 | 1.31679 | 1.31800 | 0.00000 | ||
44 | 2019.10.31 14:13 | close | 22 | 0.20 | 1.31630 | 1.31800 | 0.00000 | 7.45 | 10168.12 |
45 | 2019.11.01 07:30 | buy | 23 | 0.20 | 1.31571 | 1.31441 | 0.00000 | ||
46 | 2019.11.01 10:15 | s/l | 23 | 0.20 | 1.31441 | 1.31441 | 0.00000 | -19.78 | 10148.34 |
47 | 2019.11.01 11:00 | buy | 24 | 0.20 | 1.31504 | 1.31374 | 0.00000 | ||
48 | 2019.11.01 12:01 | close | 24 | 0.20 | 1.31512 | 1.31374 | 0.00000 | 1.22 | 10149.56 |
49 | 2019.11.01 14:00 | sell | 25 | 0.20 | 1.31602 | 1.31708 | 0.00000 | ||
50 | 2019.11.01 15:20 | s/l | 25 | 0.20 | 1.31708 | 1.31708 | 0.00000 | -16.10 | 10133.46 |
51 | 2019.11.01 15:53 | buy | 26 | 0.20 | 1.31922 | 1.31792 | 0.00000 | ||
52 | 2019.11.01 16:12 | s/l | 26 | 0.20 | 1.31792 | 1.31792 | 0.00000 | -19.73 | 10113.73 |
53 | 2019.11.05 13:30 | buy | 27 | 0.20 | 1.31262 | 1.31132 | 0.00000 | ||
54 | 2019.11.05 14:43 | close | 27 | 0.20 | 1.31339 | 1.31132 | 0.00000 | 11.73 | 10125.46 |
55 | 2019.11.05 20:00 | sell | 28 | 0.20 | 1.31593 | 1.31723 | 0.00000 | ||
56 | 2019.11.06 00:03 | close | 28 | 0.20 | 1.31554 | 1.31723 | 0.00000 | 4.43 | 10129.89 |
57 | 2019.11.06 10:00 | sell | 29 | 0.20 | 1.31646 | 1.31755 | 0.00000 | ||
58 | 2019.11.06 10:30 | close | 29 | 0.20 | 1.31624 | 1.31755 | 0.00000 | 3.34 | 10133.23 |
59 | 2019.11.06 21:00 | sell | 30 | 0.20 | 1.31860 | 1.31990 | 0.00000 | ||
60 | 2019.11.07 02:30 | close | 30 | 0.20 | 1.31854 | 1.31990 | 0.00000 | -0.59 | 10132.64 |
61 | 2019.11.08 15:30 | buy | 31 | 0.20 | 1.32199 | 1.32069 | 0.00000 | ||
62 | 2019.11.08 23:00 | close | 31 | 0.20 | 1.32262 | 1.32069 | 0.00000 | 9.53 | 10142.17 |
63 | 2019.11.12 12:30 | sell | 32 | 0.20 | 1.32513 | 1.32586 | 0.00000 | ||
64 | 2019.11.12 13:39 | s/l | 32 | 0.20 | 1.32586 | 1.32586 | 0.00000 | -11.01 | 10131.16 |
65 | 2019.11.12 17:30 | buy | 33 | 0.20 | 1.32300 | 1.32170 | 0.00000 | ||
66 | 2019.11.12 19:50 | close | 33 | 0.20 | 1.32366 | 1.32170 | 0.00000 | 9.97 | 10141.13 |
67 | 2019.11.13 10:27 | buy | 34 | 0.20 | 1.32605 | 1.32475 | 0.00000 | ||
68 | 2019.11.13 16:59 | s/l | 34 | 0.20 | 1.32475 | 1.32475 | 0.00000 | -19.63 | 10121.50 |
69 | 2019.11.13 18:00 | buy | 35 | 0.20 | 1.32448 | 1.32318 | 0.00000 | ||
70 | 2019.11.13 20:46 | close | 35 | 0.20 | 1.32507 | 1.32318 | 0.00000 | 8.91 | 10130.41 |
71 | 2019.11.15 02:53 | sell | 36 | 0.20 | 1.32364 | 1.32494 | 0.00000 | ||
72 | 2019.11.15 09:21 | close | 36 | 0.20 | 1.32354 | 1.32494 | 0.00000 | 1.51 | 10131.92 |
73 | 2019.11.15 20:00 | buy | 37 | 0.20 | 1.32307 | 1.32177 | 0.00000 | ||
74 | 2019.11.15 20:31 | close | 37 | 0.20 | 1.32335 | 1.32177 | 0.00000 | 4.23 | 10136.15 |
75 | 2019.11.18 21:00 | buy | 38 | 0.20 | 1.32125 | 1.31995 | 0.00000 | ||
76 | 2019.11.19 00:02 | s/l | 38 | 0.20 | 1.31995 | 1.31995 | 0.00000 | -19.78 | 10116.38 |
77 | 2019.11.19 15:24 | sell | 39 | 0.20 | 1.31911 | 1.32041 | 0.00000 | ||
78 | 2019.11.19 15:43 | s/l | 39 | 0.20 | 1.32041 | 1.32041 | 0.00000 | -19.69 | 10096.69 |
79 | 2019.11.19 20:02 | buy | 40 | 0.20 | 1.32639 | 1.32509 | 0.00000 | ||
80 | 2019.11.20 15:31 | close | 40 | 0.20 | 1.32929 | 1.32509 | 0.00000 | 43.55 | 10140.24 |
81 | 2019.11.20 21:00 | sell | 41 | 0.20 | 1.33148 | 1.33278 | 0.00000 | ||
82 | 2019.11.20 22:20 | close | 41 | 0.20 | 1.33072 | 1.33278 | 0.00000 | 11.42 | 10151.66 |
83 | 2019.11.21 04:00 | sell | 42 | 0.20 | 1.33182 | 1.33258 | 0.00000 | ||
84 | 2019.11.21 04:21 | close | 42 | 0.20 | 1.33135 | 1.33258 | 0.00000 | 7.06 | 10158.72 |
85 | 2019.11.21 16:25 | sell | 43 | 0.20 | 1.32791 | 1.32921 | 0.00000 | ||
86 | 2019.11.21 17:38 | s/l | 43 | 0.20 | 1.32921 | 1.32921 | 0.00000 | -19.56 | 10139.16 |
87 | 2019.11.29 15:10 | buy | 44 | 0.20 | 1.33075 | 1.32945 | 0.00000 | ||
88 | 2019.11.29 15:30 | s/l | 44 | 0.20 | 1.32945 | 1.32945 | 0.00000 | -19.56 | 10119.60 |
89 | 2019.11.29 18:30 | buy | 45 | 0.20 | 1.32930 | 1.32800 | 0.00000 | ||
90 | 2019.11.29 18:30 | close | 45 | 0.20 | 1.32901 | 1.32800 | 0.00000 | -4.36 | 10115.24 |
91 | 2019.12.03 16:30 | sell | 46 | 0.20 | 1.33070 | 1.33200 | 0.00000 | ||
92 | 2019.12.03 16:43 | close | 46 | 0.20 | 1.33046 | 1.33200 | 0.00000 | 3.61 | 10118.85 |
93 | 2019.12.04 17:00 | sell | 47 | 0.20 | 1.32501 | 1.32631 | 0.00000 | ||
94 | 2019.12.04 18:56 | close | 47 | 0.20 | 1.32132 | 1.32631 | 0.00000 | 55.85 | 10174.70 |
95 | 2019.12.05 15:28 | sell | 48 | 0.20 | 1.31632 | 1.31762 | 0.00000 | ||
96 | 2019.12.05 16:53 | s/l | 48 | 0.20 | 1.31762 | 1.31762 | 0.00000 | -19.73 | 10154.97 |
97 | 2019.12.06 15:30 | buy | 49 | 0.20 | 1.31992 | 1.31862 | 0.00000 | ||
98 | 2019.12.06 23:00 | close | 49 | 0.20 | 1.32580 | 1.31862 | 0.00000 | 88.70 | 10243.67 |
99 | 2019.12.09 16:50 | sell | 50 | 0.20 | 1.32368 | 1.32498 | 0.00000 | ||
100 | 2019.12.10 00:02 | close | 50 | 0.20 | 1.32364 | 1.32498 | 0.00000 | -0.90 | 10242.77 |
101 | 2019.12.11 18:18 | sell | 51 | 0.20 | 1.32012 | 1.32142 | 0.00000 | ||
102 | 2019.12.11 21:59 | close | 51 | 0.20 | 1.31679 | 1.32142 | 0.00000 | 50.58 | 10293.35 |
103 | 2019.12.11 23:00 | buy | 52 | 0.20 | 1.31822 | 1.31692 | 0.00000 | ||
104 | 2019.12.12 02:06 | s/l | 52 | 0.20 | 1.31692 | 1.31692 | 0.00000 | -19.82 | 10273.53 |
105 | 2019.12.13 03:00 | buy | 53 | 0.20 | 1.31646 | 1.31516 | 0.00000 | ||
106 | 2019.12.13 06:54 | close | 53 | 0.20 | 1.31640 | 1.31516 | 0.00000 | -0.91 | 10272.62 |
107 | 2019.12.16 08:56 | sell | 54 | 0.20 | 1.31523 | 1.31653 | 0.00000 | ||
108 | 2019.12.16 16:45 | close | 54 | 0.20 | 1.31387 | 1.31653 | 0.00000 | 20.70 | 10293.32 |
109 | 2019.12.16 20:00 | sell | 55 | 0.20 | 1.31429 | 1.31559 | 0.00000 | ||
110 | 2019.12.16 21:29 | s/l | 55 | 0.20 | 1.31559 | 1.31559 | 0.00000 | -19.76 | 10273.56 |
111 | 2019.12.17 10:20 | buy | 56 | 0.20 | 1.31841 | 1.31711 | 0.00000 | ||
112 | 2019.12.17 12:25 | s/l | 56 | 0.20 | 1.31711 | 1.31711 | 0.00000 | -19.74 | 10253.82 |
113 | 2019.12.18 12:58 | sell | 57 | 0.20 | 1.31479 | 1.31609 | 0.00000 | ||
114 | 2019.12.18 18:06 | close | 57 | 0.20 | 1.31090 | 1.31609 | 0.00000 | 59.35 | 10313.17 |
115 | 2019.12.18 19:30 | buy | 58 | 0.20 | 1.31204 | 1.31074 | 0.00000 | ||
116 | 2019.12.18 20:43 | s/l | 58 | 0.20 | 1.31074 | 1.31074 | 0.00000 | -19.84 | 10293.33 |
117 | 2019.12.19 17:55 | buy | 59 | 0.20 | 1.31388 | 1.31258 | 0.00000 | ||
118 | 2019.12.19 18:00 | s/l | 59 | 0.20 | 1.31258 | 1.31258 | 0.00000 | -19.81 | 10273.52 |
119 | 2019.12.20 06:00 | sell | 60 | 0.20 | 1.31316 | 1.31415 | 0.00000 | ||
120 | 2019.12.20 08:00 | close | 60 | 0.20 | 1.31318 | 1.31415 | 0.00000 | -0.30 | 10273.22 |
121 | 2019.12.20 15:30 | buy | 61 | 0.20 | 1.31596 | 1.31466 | 0.00000 | ||
122 | 2019.12.20 15:30 | close | 61 | 0.20 | 1.31698 | 1.31466 | 0.00000 | 15.49 | 10288.71 |
123 | 2019.12.20 18:30 | sell | 62 | 0.20 | 1.31647 | 1.31777 | 0.00000 | ||
124 | 2019.12.20 22:00 | close | 62 | 0.20 | 1.31593 | 1.31777 | 0.00000 | 8.21 | 10296.92 |
125 | 2019.12.23 19:00 | sell | 63 | 0.20 | 1.31668 | 1.31798 | 0.00000 | ||
126 | 2019.12.23 19:22 | close | 63 | 0.20 | 1.31608 | 1.31798 | 0.00000 | 9.12 | 10306.04 |
127 | 2019.12.26 16:40 | sell | 64 | 0.20 | 1.31343 | 1.31473 | 0.00000 | ||
128 | 2019.12.27 02:02 | close | 64 | 0.20 | 1.31148 | 1.31473 | 0.00000 | 25.24 | 10331.29 |
129 | 2019.12.27 16:30 | buy | 65 | 0.20 | 1.30878 | 1.30748 | 0.00000 | ||
130 | 2019.12.27 16:57 | close | 65 | 0.20 | 1.30930 | 1.30748 | 0.00000 | 7.94 | 10339.23 |