Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 1 Hour (H1) 2020.01.27 00:00 - 2020.05.08 23:00 (2020.01.27 - 2020.05.09) | ||||
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 | 2806 | Ticks modelled | 8697321 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9209.24 | Gross profit | 14206.55 | Gross loss | -4997.31 |
Profit factor | 2.84 | Expected payoff | 297.07 | ||
Absolute drawdown | 1380.01 | Maximal drawdown | 2682.99 (2.49%) | Relative drawdown | 2.49% (2682.99) |
Total trades | 31 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
Largest | profit trade | 915.88 | loss trade | -964.60 | |
Average | profit trade | 591.94 | loss trade | -713.90 | |
Maximum | consecutive wins (profit in money) | 8 (6958.51) | consecutive losses (loss in money) | 2 (-1922.87) | |
Maximal | consecutive profit (count of wins) | 6958.51 (8) | consecutive loss (count of losses) | -1922.87 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.27 10:10 | buy | 1 | 2.00 | 1.31824 | 1.31194 | 1.32424 | ||
2 | 2020.01.28 06:37 | close | 1 | 2.00 | 1.31845 | 1.31194 | 1.32424 | 26.91 | 100026.91 |
3 | 2020.01.30 09:28 | buy | 2 | 2.00 | 1.32203 | 1.31573 | 1.32803 | ||
4 | 2020.01.31 23:00 | close | 2 | 2.00 | 1.32347 | 1.31573 | 1.32803 | 202.75 | 100229.65 |
5 | 2020.02.03 17:39 | buy | 3 | 2.00 | 1.32675 | 1.32045 | 1.33275 | ||
6 | 2020.02.04 10:05 | close | 3 | 2.00 | 1.32836 | 1.32045 | 1.33275 | 237.45 | 100467.10 |
7 | 2020.02.07 14:51 | buy | 4 | 2.00 | 1.33226 | 1.32596 | 1.33826 | ||
8 | 2020.02.07 23:00 | close | 4 | 2.00 | 1.33011 | 1.32596 | 1.33826 | -323.28 | 100143.82 |
9 | 2020.02.12 10:25 | sell | 5 | 2.00 | 1.32676 | 1.33306 | 1.32076 | ||
10 | 2020.02.13 01:49 | close | 5 | 2.00 | 1.32624 | 1.33306 | 1.32076 | 78.46 | 100222.27 |
11 | 2020.02.18 15:35 | buy | 6 | 2.00 | 1.32797 | 1.32167 | 1.33397 | ||
12 | 2020.02.19 15:37 | s/l | 6 | 2.00 | 1.32167 | 1.32167 | 1.33397 | -958.29 | 99263.98 |
13 | 2020.02.24 10:33 | buy | 7 | 1.98 | 1.32946 | 1.32316 | 1.33546 | ||
14 | 2020.02.27 10:56 | close | 7 | 1.98 | 1.33247 | 1.32316 | 1.33546 | 432.55 | 99696.53 |
15 | 2020.02.27 14:30 | buy | 8 | 1.99 | 1.33613 | 1.32983 | 1.34213 | ||
16 | 2020.02.28 04:59 | t/p | 8 | 1.99 | 1.34213 | 1.32983 | 1.34213 | 874.84 | 100571.37 |
17 | 2020.02.28 05:10 | buy | 9 | 2.01 | 1.34333 | 1.33703 | 1.34933 | ||
18 | 2020.02.28 21:18 | close | 9 | 2.01 | 1.34334 | 1.33703 | 1.34933 | 1.50 | 100572.87 |
19 | 2020.03.04 17:10 | buy | 10 | 2.01 | 1.34166 | 1.33536 | 1.34766 | ||
20 | 2020.03.06 23:00 | close | 10 | 2.01 | 1.34132 | 1.33536 | 1.34766 | -70.87 | 100502.00 |
21 | 2020.03.09 04:45 | buy | 11 | 2.01 | 1.36533 | 1.35903 | 1.37133 | ||
22 | 2020.03.09 04:50 | t/p | 11 | 2.01 | 1.37133 | 1.35903 | 1.37133 | 879.40 | 101381.40 |
23 | 2020.03.17 13:58 | buy | 12 | 2.02 | 1.40936 | 1.40306 | 1.41536 | ||
24 | 2020.03.17 14:52 | t/p | 12 | 2.02 | 1.41536 | 1.40306 | 1.41536 | 856.31 | 102237.71 |
25 | 2020.03.17 19:35 | buy | 13 | 2.04 | 1.42193 | 1.41563 | 1.42793 | ||
26 | 2020.03.18 11:54 | t/p | 13 | 2.04 | 1.42793 | 1.41563 | 1.42793 | 852.13 | 103089.84 |
27 | 2020.03.18 12:29 | buy | 14 | 2.06 | 1.43463 | 1.42833 | 1.44063 | ||
28 | 2020.03.18 15:20 | t/p | 14 | 2.06 | 1.44063 | 1.42833 | 1.44063 | 857.95 | 103947.79 |
29 | 2020.03.18 16:23 | buy | 15 | 2.07 | 1.44510 | 1.43880 | 1.45110 | ||
30 | 2020.03.18 17:59 | t/p | 15 | 2.07 | 1.45110 | 1.43880 | 1.45110 | 855.90 | 104803.69 |
31 | 2020.03.18 19:58 | buy | 16 | 2.09 | 1.45883 | 1.45253 | 1.46483 | ||
32 | 2020.03.18 20:07 | t/p | 16 | 2.09 | 1.46483 | 1.45253 | 1.46483 | 856.06 | 105659.75 |
33 | 2020.03.25 20:22 | sell | 17 | 2.11 | 1.42430 | 1.43060 | 1.41830 | ||
34 | 2020.03.25 21:48 | t/p | 17 | 2.11 | 1.41830 | 1.43060 | 1.41830 | 892.62 | 106552.37 |
35 | 2020.03.26 13:34 | sell | 18 | 2.13 | 1.41329 | 1.41959 | 1.40729 | ||
36 | 2020.03.26 16:19 | t/p | 18 | 2.13 | 1.40729 | 1.41959 | 1.40729 | 908.14 | 107460.51 |
37 | 2020.03.26 18:25 | sell | 19 | 2.14 | 1.40350 | 1.40980 | 1.39750 | ||
38 | 2020.03.26 20:47 | s/l | 19 | 2.14 | 1.40980 | 1.40980 | 1.39750 | -956.30 | 106504.21 |
39 | 2020.03.27 21:58 | sell | 20 | 2.13 | 1.39422 | 1.40052 | 1.38822 | ||
40 | 2020.03.27 23:00 | close | 20 | 2.13 | 1.39925 | 1.40052 | 1.38822 | -765.69 | 105738.52 |
41 | 2020.03.31 14:23 | buy | 21 | 2.11 | 1.42630 | 1.42000 | 1.43230 | ||
42 | 2020.03.31 16:56 | t/p | 21 | 2.11 | 1.43230 | 1.42000 | 1.43230 | 883.88 | 106622.40 |
43 | 2020.04.07 10:17 | sell | 22 | 2.13 | 1.40140 | 1.40770 | 1.39540 | ||
44 | 2020.04.07 16:52 | t/p | 22 | 2.13 | 1.39540 | 1.40770 | 1.39540 | 915.88 | 107538.28 |
45 | 2020.04.13 20:39 | sell | 23 | 2.15 | 1.38936 | 1.39566 | 1.38336 | ||
46 | 2020.04.14 16:38 | close | 23 | 2.15 | 1.38935 | 1.39566 | 1.38336 | 1.59 | 107539.87 |
47 | 2020.04.15 13:29 | buy | 24 | 2.15 | 1.40446 | 1.39816 | 1.41046 | ||
48 | 2020.04.15 15:50 | t/p | 24 | 2.15 | 1.41046 | 1.39816 | 1.41046 | 914.60 | 108454.47 |
49 | 2020.04.16 19:17 | buy | 25 | 2.16 | 1.41704 | 1.41074 | 1.42304 | ||
50 | 2020.04.16 22:37 | s/l | 25 | 2.16 | 1.41074 | 1.41074 | 1.42304 | -964.60 | 107489.87 |
51 | 2020.04.21 10:58 | buy | 26 | 2.14 | 1.42103 | 1.41473 | 1.42703 | ||
52 | 2020.04.22 10:43 | s/l | 26 | 2.14 | 1.41473 | 1.41473 | 1.42703 | -958.27 | 106531.60 |
53 | 2020.04.23 15:53 | sell | 27 | 2.13 | 1.40837 | 1.41467 | 1.40237 | ||
54 | 2020.04.23 17:27 | t/p | 27 | 2.13 | 1.40237 | 1.41467 | 1.40237 | 911.31 | 107442.91 |
55 | 2020.04.28 12:19 | sell | 28 | 2.14 | 1.39849 | 1.40479 | 1.39249 | ||
56 | 2020.04.29 15:27 | close | 28 | 2.14 | 1.39624 | 1.40479 | 1.39249 | 344.89 | 107787.80 |
57 | 2020.04.29 21:39 | sell | 29 | 2.15 | 1.38867 | 1.39497 | 1.38267 | ||
58 | 2020.04.30 14:25 | close | 29 | 2.15 | 1.38822 | 1.39497 | 1.38267 | 69.73 | 107857.53 |
59 | 2020.05.01 10:51 | buy | 30 | 2.15 | 1.40430 | 1.39800 | 1.41030 | ||
60 | 2020.05.01 18:56 | t/p | 30 | 2.15 | 1.41030 | 1.39800 | 1.41030 | 914.70 | 108772.23 |
61 | 2020.05.07 18:40 | sell | 31 | 2.17 | 1.39852 | 1.40482 | 1.39252 | ||
62 | 2020.05.08 14:10 | close | 31 | 2.17 | 1.39571 | 1.40482 | 1.39252 | 437.01 | 109209.24 |