Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2019.12.23 00:00 - 2020.04.03 23:30 (2019.12.23 - 2020.04.05) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=2; UpATRR=0.5; DownATRR=3; DPR=0.5; StopLoss=600; TakeProfit=200; TS=300; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4507 | Ticks modelled | 7381140 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 40 | ||
Total net profit | 3659.86 | Gross profit | 9610.96 | Gross loss | -5951.10 |
Profit factor | 1.61 | Expected payoff | 79.56 | ||
Absolute drawdown | 1926.62 | Maximal drawdown | 1926.62 (1.93%) | Relative drawdown | 1.93% (1926.62) |
Total trades | 46 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 46 (73.91%) |
Profit trades (% of total) | 34 (73.91%) | Loss trades (% of total) | 12 (26.09%) | ||
Largest | profit trade | 304.29 | loss trade | -987.36 | |
Average | profit trade | 282.68 | loss trade | -495.93 | |
Maximum | consecutive wins (profit in money) | 11 (3115.51) | consecutive losses (loss in money) | 3 (-1363.87) | |
Maximal | consecutive profit (count of wins) | 3115.51 (11) | consecutive loss (count of losses) | -1363.87 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.23 16:53 | buy | 1 | 2.00 | 1.31792 | 1.31152 | 1.31992 | ||
2 | 2019.12.26 17:52 | s/l | 1 | 2.00 | 1.31152 | 1.31152 | 1.31992 | -986.23 | 99013.77 |
3 | 2020.01.07 14:56 | buy | 2 | 1.98 | 1.29939 | 1.29299 | 1.30139 | ||
4 | 2020.01.07 16:30 | t/p | 2 | 1.98 | 1.30139 | 1.29299 | 1.30139 | 304.29 | 99318.06 |
5 | 2020.01.08 17:47 | buy | 3 | 1.98 | 1.30321 | 1.29681 | 1.30521 | ||
6 | 2020.01.09 09:46 | close | 3 | 1.98 | 1.30351 | 1.29681 | 1.30521 | 42.19 | 99360.25 |
7 | 2020.01.09 11:44 | buy | 4 | 1.98 | 1.30557 | 1.29917 | 1.30757 | ||
8 | 2020.01.09 17:07 | t/p | 4 | 1.98 | 1.30757 | 1.29917 | 1.30757 | 302.85 | 99663.10 |
9 | 2020.01.09 17:34 | buy | 5 | 1.99 | 1.30979 | 1.30339 | 1.31179 | ||
10 | 2020.01.10 15:31 | s/l | 5 | 1.99 | 1.30339 | 1.30339 | 1.31179 | -987.36 | 98675.74 |
11 | 2020.01.14 09:38 | buy | 6 | 1.97 | 1.30707 | 1.30067 | 1.30907 | ||
12 | 2020.01.17 23:00 | close | 6 | 1.97 | 1.30673 | 1.30067 | 1.30907 | -68.10 | 98607.64 |
13 | 2020.01.21 10:16 | buy | 7 | 1.97 | 1.30789 | 1.30149 | 1.30989 | ||
14 | 2020.01.22 08:24 | close | 7 | 1.97 | 1.30791 | 1.30149 | 1.30989 | -0.36 | 98607.29 |
15 | 2020.01.22 17:00 | buy | 8 | 1.97 | 1.30994 | 1.30354 | 1.31194 | ||
16 | 2020.01.22 17:03 | t/p | 8 | 1.97 | 1.31194 | 1.30354 | 1.31194 | 300.32 | 98907.61 |
17 | 2020.01.22 19:16 | buy | 9 | 1.97 | 1.31506 | 1.30866 | 1.31706 | ||
18 | 2020.01.23 08:38 | t/p | 9 | 1.97 | 1.31706 | 1.30866 | 1.31706 | 295.78 | 99203.39 |
19 | 2020.01.24 18:18 | buy | 10 | 1.98 | 1.31497 | 1.30857 | 1.31697 | ||
20 | 2020.01.24 23:00 | close | 10 | 1.98 | 1.31408 | 1.30857 | 1.31697 | -134.10 | 99069.29 |
21 | 2020.01.27 09:03 | buy | 11 | 1.98 | 1.31728 | 1.31088 | 1.31928 | ||
22 | 2020.01.27 16:25 | t/p | 11 | 1.98 | 1.31928 | 1.31088 | 1.31928 | 300.16 | 99369.45 |
23 | 2020.01.27 16:30 | buy | 12 | 1.98 | 1.32029 | 1.31389 | 1.32229 | ||
24 | 2020.01.30 09:40 | t/p | 12 | 1.98 | 1.32229 | 1.31389 | 1.32229 | 289.33 | 99658.77 |
25 | 2020.01.31 11:29 | buy | 13 | 1.99 | 1.32349 | 1.31709 | 1.32549 | ||
26 | 2020.01.31 23:00 | close | 13 | 1.99 | 1.32347 | 1.31709 | 1.32549 | -3.01 | 99655.76 |
27 | 2020.02.03 17:37 | buy | 14 | 1.99 | 1.32634 | 1.31994 | 1.32834 | ||
28 | 2020.02.03 18:36 | t/p | 14 | 1.99 | 1.32834 | 1.31994 | 1.32834 | 299.62 | 99955.38 |
29 | 2020.02.06 17:13 | buy | 15 | 1.99 | 1.33052 | 1.32412 | 1.33252 | ||
30 | 2020.02.07 17:30 | close | 15 | 1.99 | 1.33053 | 1.32412 | 1.33252 | -8.71 | 99946.68 |
31 | 2020.02.10 15:48 | buy | 16 | 1.99 | 1.33228 | 1.32588 | 1.33428 | ||
32 | 2020.02.12 14:55 | s/l | 16 | 1.99 | 1.32588 | 1.32588 | 1.33428 | -967.37 | 98979.30 |
33 | 2020.02.13 13:58 | buy | 17 | 1.97 | 1.32738 | 1.32098 | 1.32938 | ||
34 | 2020.02.14 23:00 | close | 17 | 1.97 | 1.32484 | 1.32098 | 1.32938 | -387.79 | 98591.51 |
35 | 2020.02.18 03:22 | buy | 18 | 1.97 | 1.32526 | 1.31886 | 1.32726 | ||
36 | 2020.02.18 15:31 | t/p | 18 | 1.97 | 1.32726 | 1.31886 | 1.32726 | 296.85 | 98888.36 |
37 | 2020.02.24 09:14 | buy | 19 | 1.97 | 1.32815 | 1.32175 | 1.33015 | ||
38 | 2020.02.24 12:29 | t/p | 19 | 1.97 | 1.33015 | 1.32175 | 1.33015 | 296.21 | 99184.57 |
39 | 2020.02.24 12:51 | buy | 20 | 1.98 | 1.33096 | 1.32456 | 1.33296 | ||
40 | 2020.02.26 20:56 | t/p | 20 | 1.98 | 1.33296 | 1.32456 | 1.33296 | 290.31 | 99474.88 |
41 | 2020.02.27 14:30 | buy | 21 | 1.98 | 1.33577 | 1.32937 | 1.33777 | ||
42 | 2020.02.27 22:56 | t/p | 21 | 1.98 | 1.33777 | 1.32937 | 1.33777 | 296.02 | 99770.90 |
43 | 2020.02.28 03:17 | buy | 22 | 1.99 | 1.34086 | 1.33446 | 1.34286 | ||
44 | 2020.02.28 05:08 | t/p | 22 | 1.99 | 1.34286 | 1.33446 | 1.34286 | 296.38 | 100067.28 |
45 | 2020.02.28 11:38 | buy | 23 | 2.00 | 1.34596 | 1.33956 | 1.34796 | ||
46 | 2020.02.28 23:00 | close | 23 | 2.00 | 1.34214 | 1.33956 | 1.34796 | -569.24 | 99498.04 |
47 | 2020.03.04 17:00 | buy | 24 | 1.98 | 1.34019 | 1.33379 | 1.34219 | ||
48 | 2020.03.04 18:46 | t/p | 24 | 1.98 | 1.34219 | 1.33379 | 1.34219 | 295.04 | 99793.08 |
49 | 2020.03.09 04:42 | buy | 25 | 1.99 | 1.36461 | 1.35821 | 1.36661 | ||
50 | 2020.03.09 04:46 | t/p | 25 | 1.99 | 1.36661 | 1.35821 | 1.36661 | 291.23 | 100084.31 |
51 | 2020.03.10 17:36 | buy | 26 | 2.00 | 1.37266 | 1.36626 | 1.37466 | ||
52 | 2020.03.10 17:50 | t/p | 26 | 2.00 | 1.37466 | 1.36626 | 1.37466 | 290.98 | 100375.29 |
53 | 2020.03.10 18:18 | buy | 27 | 2.00 | 1.37716 | 1.37076 | 1.37916 | ||
54 | 2020.03.10 18:36 | t/p | 27 | 2.00 | 1.37916 | 1.37076 | 1.37916 | 290.03 | 100665.32 |
55 | 2020.03.12 04:28 | buy | 28 | 2.01 | 1.38122 | 1.37482 | 1.38322 | ||
56 | 2020.03.12 15:19 | t/p | 28 | 2.01 | 1.38322 | 1.37482 | 1.38322 | 290.63 | 100955.95 |
57 | 2020.03.12 18:57 | buy | 29 | 2.01 | 1.38725 | 1.38085 | 1.38925 | ||
58 | 2020.03.12 19:14 | t/p | 29 | 2.01 | 1.38925 | 1.38085 | 1.38925 | 289.36 | 101245.31 |
59 | 2020.03.13 18:58 | buy | 30 | 2.02 | 1.39851 | 1.39211 | 1.40051 | ||
60 | 2020.03.13 20:17 | s/l | 30 | 2.02 | 1.39211 | 1.39211 | 1.40051 | -928.66 | 100316.65 |
61 | 2020.03.17 11:42 | buy | 31 | 2.00 | 1.40385 | 1.39745 | 1.40585 | ||
62 | 2020.03.17 12:20 | t/p | 31 | 2.00 | 1.40585 | 1.39745 | 1.40585 | 284.53 | 100601.18 |
63 | 2020.03.17 12:35 | buy | 32 | 2.01 | 1.40807 | 1.40167 | 1.41007 | ||
64 | 2020.03.17 14:09 | t/p | 32 | 2.01 | 1.41007 | 1.40167 | 1.41007 | 285.09 | 100886.27 |
65 | 2020.03.17 14:52 | buy | 33 | 2.01 | 1.41427 | 1.40787 | 1.41627 | ||
66 | 2020.03.17 15:04 | t/p | 33 | 2.01 | 1.41627 | 1.40787 | 1.41627 | 283.84 | 101170.11 |
67 | 2020.03.17 18:56 | buy | 34 | 2.02 | 1.41844 | 1.41204 | 1.42044 | ||
68 | 2020.03.17 19:33 | t/p | 34 | 2.02 | 1.42044 | 1.41204 | 1.42044 | 284.42 | 101454.53 |
69 | 2020.03.17 22:26 | buy | 35 | 2.02 | 1.42678 | 1.42038 | 1.42878 | ||
70 | 2020.03.17 23:37 | s/l | 35 | 2.02 | 1.42038 | 1.42038 | 1.42878 | -910.18 | 100544.35 |
71 | 2020.03.18 11:56 | buy | 36 | 2.01 | 1.42987 | 1.42347 | 1.43187 | ||
72 | 2020.03.18 12:26 | t/p | 36 | 2.01 | 1.43187 | 1.42347 | 1.43187 | 280.75 | 100825.10 |
73 | 2020.03.18 15:08 | buy | 37 | 2.01 | 1.43656 | 1.43016 | 1.43856 | ||
74 | 2020.03.18 15:18 | t/p | 37 | 2.01 | 1.43856 | 1.43016 | 1.43856 | 279.45 | 101104.55 |
75 | 2020.03.18 16:17 | buy | 38 | 2.02 | 1.44300 | 1.43660 | 1.44500 | ||
76 | 2020.03.18 16:24 | t/p | 38 | 2.02 | 1.44500 | 1.43660 | 1.44500 | 279.58 | 101384.13 |
77 | 2020.03.18 17:56 | buy | 39 | 2.02 | 1.44963 | 1.44323 | 1.45163 | ||
78 | 2020.03.18 17:59 | t/p | 39 | 2.02 | 1.45163 | 1.44323 | 1.45163 | 278.31 | 101662.44 |
79 | 2020.03.18 18:47 | buy | 40 | 2.03 | 1.45622 | 1.44982 | 1.45822 | ||
80 | 2020.03.18 19:58 | t/p | 40 | 2.03 | 1.45822 | 1.44982 | 1.45822 | 278.42 | 101940.86 |
81 | 2020.03.18 20:06 | buy | 41 | 2.03 | 1.46247 | 1.45607 | 1.46447 | ||
82 | 2020.03.18 20:07 | t/p | 41 | 2.03 | 1.46447 | 1.45607 | 1.46447 | 277.23 | 102218.09 |
83 | 2020.03.27 15:50 | buy | 42 | 2.04 | 1.41275 | 1.40635 | 1.41475 | ||
84 | 2020.03.27 16:06 | t/p | 42 | 2.04 | 1.41475 | 1.40635 | 1.41475 | 288.39 | 102506.48 |
85 | 2020.03.30 14:27 | buy | 43 | 2.05 | 1.41531 | 1.40891 | 1.41731 | ||
86 | 2020.03.30 16:16 | t/p | 43 | 2.05 | 1.41731 | 1.40891 | 1.41731 | 289.28 | 102795.76 |
87 | 2020.03.31 12:46 | buy | 44 | 2.05 | 1.42267 | 1.41627 | 1.42467 | ||
88 | 2020.03.31 14:02 | t/p | 44 | 2.05 | 1.42467 | 1.41627 | 1.42467 | 287.79 | 103083.55 |
89 | 2020.03.31 16:17 | buy | 45 | 2.06 | 1.42856 | 1.42216 | 1.43056 | ||
90 | 2020.03.31 16:53 | t/p | 45 | 2.06 | 1.43056 | 1.42216 | 1.43056 | 288.00 | 103371.55 |
91 | 2020.04.02 16:12 | buy | 46 | 2.06 | 1.42701 | 1.42061 | 1.42901 | ||
92 | 2020.04.02 16:14 | t/p | 46 | 2.06 | 1.42901 | 1.42061 | 1.42901 | 288.31 | 103659.86 |