Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 1 Hour (H1) 2020.01.20 00:00 - 2020.05.01 23:00 (2020.01.20 - 2020.05.03) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=600; TS=300; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 2808 | Ticks modelled | 8550152 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9777.37 | Gross profit | 14815.77 | Gross loss | -5038.40 |
Profit factor | 2.94 | Expected payoff | 315.40 | ||
Absolute drawdown | 863.83 | Maximal drawdown | 2704.58 (2.49%) | Relative drawdown | 2.49% (2704.58) |
Total trades | 31 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
Largest | profit trade | 924.48 | loss trade | -973.53 | |
Average | profit trade | 617.32 | loss trade | -719.77 | |
Maximum | consecutive wins (profit in money) | 8 (7021.94) | consecutive losses (loss in money) | 2 (-1940.32) | |
Maximal | consecutive profit (count of wins) | 7021.94 (8) | consecutive loss (count of losses) | -1940.32 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.22 03:33 | buy | 1 | 2.00 | 1.30913 | 1.30283 | 1.31513 | ||
2 | 2020.01.22 19:45 | t/p | 1 | 2.00 | 1.31513 | 1.30283 | 1.31513 | 912.46 | 100912.46 |
3 | 2020.01.27 10:10 | buy | 2 | 2.01 | 1.31824 | 1.31194 | 1.32424 | ||
4 | 2020.01.28 06:37 | close | 2 | 2.01 | 1.31845 | 1.31194 | 1.32424 | 27.44 | 100939.90 |
5 | 2020.01.30 09:28 | buy | 3 | 2.01 | 1.32203 | 1.31573 | 1.32803 | ||
6 | 2020.01.31 23:00 | close | 3 | 2.01 | 1.32347 | 1.31573 | 1.32803 | 204.98 | 101144.88 |
7 | 2020.02.03 17:39 | buy | 4 | 2.02 | 1.32675 | 1.32045 | 1.33275 | ||
8 | 2020.02.04 10:05 | close | 4 | 2.02 | 1.32836 | 1.32045 | 1.33275 | 240.23 | 101385.12 |
9 | 2020.02.07 14:51 | buy | 5 | 2.02 | 1.33226 | 1.32596 | 1.33826 | ||
10 | 2020.02.07 23:00 | close | 5 | 2.02 | 1.33011 | 1.32596 | 1.33826 | -326.51 | 101058.61 |
11 | 2020.02.12 10:25 | sell | 6 | 2.02 | 1.32676 | 1.33306 | 1.32076 | ||
12 | 2020.02.13 01:49 | close | 6 | 2.02 | 1.32624 | 1.33306 | 1.32076 | 79.70 | 101138.31 |
13 | 2020.02.18 15:35 | buy | 7 | 2.02 | 1.32797 | 1.32167 | 1.33397 | ||
14 | 2020.02.19 15:37 | s/l | 7 | 2.02 | 1.32167 | 1.32167 | 1.33397 | -967.47 | 100170.84 |
15 | 2020.02.24 10:33 | buy | 8 | 2.00 | 1.32946 | 1.32316 | 1.33546 | ||
16 | 2020.02.27 10:56 | close | 8 | 2.00 | 1.33247 | 1.32316 | 1.33546 | 438.14 | 100608.98 |
17 | 2020.02.27 14:30 | buy | 9 | 2.01 | 1.33613 | 1.32983 | 1.34213 | ||
18 | 2020.02.28 04:59 | t/p | 9 | 2.01 | 1.34213 | 1.32983 | 1.34213 | 884.85 | 101493.84 |
19 | 2020.02.28 05:10 | buy | 10 | 2.02 | 1.34333 | 1.33703 | 1.34933 | ||
20 | 2020.02.28 21:18 | close | 10 | 2.02 | 1.34334 | 1.33703 | 1.34933 | 1.50 | 101495.34 |
21 | 2020.03.04 17:10 | buy | 11 | 2.02 | 1.34166 | 1.33536 | 1.34766 | ||
22 | 2020.03.06 23:00 | close | 11 | 2.02 | 1.34132 | 1.33536 | 1.34766 | -69.58 | 101425.76 |
23 | 2020.03.09 04:45 | buy | 12 | 2.02 | 1.36533 | 1.35903 | 1.37133 | ||
24 | 2020.03.09 04:50 | t/p | 12 | 2.02 | 1.37133 | 1.35903 | 1.37133 | 883.79 | 102309.55 |
25 | 2020.03.17 13:58 | buy | 13 | 2.04 | 1.40936 | 1.40306 | 1.41536 | ||
26 | 2020.03.17 14:52 | t/p | 13 | 2.04 | 1.41536 | 1.40306 | 1.41536 | 864.79 | 103174.34 |
27 | 2020.03.17 19:35 | buy | 14 | 2.06 | 1.42193 | 1.41563 | 1.42793 | ||
28 | 2020.03.18 11:54 | t/p | 14 | 2.06 | 1.42793 | 1.41563 | 1.42793 | 860.90 | 104035.24 |
29 | 2020.03.18 12:29 | buy | 15 | 2.08 | 1.43463 | 1.42833 | 1.44063 | ||
30 | 2020.03.18 15:20 | t/p | 15 | 2.08 | 1.44063 | 1.42833 | 1.44063 | 866.29 | 104901.53 |
31 | 2020.03.18 16:23 | buy | 16 | 2.09 | 1.44510 | 1.43880 | 1.45110 | ||
32 | 2020.03.18 17:59 | t/p | 16 | 2.09 | 1.45110 | 1.43880 | 1.45110 | 864.17 | 105765.70 |
33 | 2020.03.18 19:58 | buy | 17 | 2.11 | 1.45883 | 1.45253 | 1.46483 | ||
34 | 2020.03.18 20:07 | t/p | 17 | 2.11 | 1.46483 | 1.45253 | 1.46483 | 864.26 | 106629.96 |
35 | 2020.03.25 20:22 | sell | 18 | 2.13 | 1.42430 | 1.43060 | 1.41830 | ||
36 | 2020.03.25 21:48 | t/p | 18 | 2.13 | 1.41830 | 1.43060 | 1.41830 | 901.08 | 107531.04 |
37 | 2020.03.26 13:34 | sell | 19 | 2.15 | 1.41329 | 1.41959 | 1.40729 | ||
38 | 2020.03.26 16:19 | t/p | 19 | 2.15 | 1.40729 | 1.41959 | 1.40729 | 916.66 | 108447.70 |
39 | 2020.03.26 18:25 | sell | 20 | 2.16 | 1.40350 | 1.40980 | 1.39750 | ||
40 | 2020.03.26 20:47 | s/l | 20 | 2.16 | 1.40980 | 1.40980 | 1.39750 | -965.24 | 107482.46 |
41 | 2020.03.27 21:58 | sell | 21 | 2.14 | 1.39422 | 1.40052 | 1.38822 | ||
42 | 2020.03.27 23:00 | close | 21 | 2.14 | 1.39925 | 1.40052 | 1.38822 | -769.28 | 106713.18 |
43 | 2020.03.31 14:23 | buy | 22 | 2.13 | 1.42630 | 1.42000 | 1.43230 | ||
44 | 2020.03.31 16:56 | t/p | 22 | 2.13 | 1.43230 | 1.42000 | 1.43230 | 892.26 | 107605.44 |
45 | 2020.04.07 10:17 | sell | 23 | 2.15 | 1.40140 | 1.40770 | 1.39540 | ||
46 | 2020.04.07 16:52 | t/p | 23 | 2.15 | 1.39540 | 1.40770 | 1.39540 | 924.48 | 108529.92 |
47 | 2020.04.13 20:39 | sell | 24 | 2.17 | 1.38936 | 1.39566 | 1.38336 | ||
48 | 2020.04.14 16:38 | close | 24 | 2.17 | 1.38935 | 1.39566 | 1.38336 | 2.10 | 108532.02 |
49 | 2020.04.15 13:29 | buy | 25 | 2.17 | 1.40446 | 1.39816 | 1.41046 | ||
50 | 2020.04.15 15:50 | t/p | 25 | 2.17 | 1.41046 | 1.39816 | 1.41046 | 923.10 | 109455.12 |
51 | 2020.04.16 19:17 | buy | 26 | 2.18 | 1.41704 | 1.41074 | 1.42304 | ||
52 | 2020.04.16 22:37 | s/l | 26 | 2.18 | 1.41074 | 1.41074 | 1.42304 | -973.53 | 108481.59 |
53 | 2020.04.21 10:58 | buy | 27 | 2.16 | 1.42103 | 1.41473 | 1.42703 | ||
54 | 2020.04.22 10:43 | s/l | 27 | 2.16 | 1.41473 | 1.41473 | 1.42703 | -966.79 | 107514.79 |
55 | 2020.04.23 15:53 | sell | 28 | 2.15 | 1.40837 | 1.41467 | 1.40237 | ||
56 | 2020.04.23 17:27 | t/p | 28 | 2.15 | 1.40237 | 1.41467 | 1.40237 | 919.87 | 108434.66 |
57 | 2020.04.28 12:19 | sell | 29 | 2.16 | 1.39849 | 1.40479 | 1.39249 | ||
58 | 2020.04.29 15:27 | close | 29 | 2.16 | 1.39624 | 1.40479 | 1.39249 | 348.62 | 108783.28 |
59 | 2020.04.29 21:39 | sell | 30 | 2.17 | 1.38867 | 1.39497 | 1.38267 | ||
60 | 2020.04.30 14:25 | close | 30 | 2.17 | 1.38822 | 1.39497 | 1.38267 | 70.88 | 108854.16 |
61 | 2020.05.01 10:51 | buy | 31 | 2.17 | 1.40430 | 1.39800 | 1.41030 | ||
62 | 2020.05.01 18:56 | t/p | 31 | 2.17 | 1.41030 | 1.39800 | 1.41030 | 923.21 | 109777.37 |