Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.03 00:00 - 2020.05.15 23:30 (2020.02.03 - 2020.05.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=1; UpATRR=1.5; DownATRR=1.5; DPR=0.5; StopLoss=400; TakeProfit=500; TS=300; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 4604 | Ticks modelled | 8817089 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9794.77 | Gross profit | 17928.61 | Gross loss | -8133.84 |
Profit factor | 2.20 | Expected payoff | 188.36 | ||
Absolute drawdown | 129.71 | Maximal drawdown | 2162.79 (2.07%) | Relative drawdown | 2.07% (2162.79) |
Total trades | 52 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 27 (62.96%) |
Profit trades (% of total) | 36 (69.23%) | Loss trades (% of total) | 16 (30.77%) | ||
Largest | profit trade | 781.31 | loss trade | -675.82 | |
Average | profit trade | 498.02 | loss trade | -508.37 | |
Maximum | consecutive wins (profit in money) | 8 (5931.85) | consecutive losses (loss in money) | 2 (-1325.04) | |
Maximal | consecutive profit (count of wins) | 5931.85 (8) | consecutive loss (count of losses) | -1325.04 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.03 17:40 | buy | 1 | 2.00 | 1.32694 | 1.32264 | 1.33194 | ||
2 | 2020.02.04 03:40 | close | 1 | 2.00 | 1.32917 | 1.32264 | 1.33194 | 330.95 | 100330.95 |
3 | 2020.02.04 10:19 | sell | 2 | 2.00 | 1.32762 | 1.33192 | 1.32262 | ||
4 | 2020.02.04 20:03 | close | 2 | 2.00 | 1.32761 | 1.33192 | 1.32262 | 1.51 | 100332.46 |
5 | 2020.02.05 10:35 | sell | 3 | 2.00 | 1.32808 | 1.33238 | 1.32308 | ||
6 | 2020.02.05 20:00 | close | 3 | 2.00 | 1.32807 | 1.33238 | 1.32308 | 1.51 | 100333.97 |
7 | 2020.02.07 15:30 | sell | 4 | 2.00 | 1.32928 | 1.33358 | 1.32428 | ||
8 | 2020.02.07 23:00 | close | 4 | 2.00 | 1.33041 | 1.33358 | 1.32428 | -169.87 | 100164.10 |
9 | 2020.02.11 03:21 | sell | 5 | 2.00 | 1.33082 | 1.33512 | 1.32582 | ||
10 | 2020.02.11 11:47 | close | 5 | 2.00 | 1.33018 | 1.33512 | 1.32582 | 96.23 | 100260.33 |
11 | 2020.02.12 10:27 | sell | 6 | 2.00 | 1.32656 | 1.33086 | 1.32156 | ||
12 | 2020.02.12 21:40 | close | 6 | 2.00 | 1.32574 | 1.33086 | 1.32156 | 123.70 | 100384.03 |
13 | 2020.02.14 09:17 | sell | 7 | 2.00 | 1.32494 | 1.32924 | 1.31994 | ||
14 | 2020.02.14 16:36 | close | 7 | 2.00 | 1.32482 | 1.32924 | 1.31994 | 18.12 | 100402.15 |
15 | 2020.02.17 10:12 | buy | 8 | 2.00 | 1.32474 | 1.32044 | 1.32974 | ||
16 | 2020.02.18 13:29 | close | 8 | 2.00 | 1.32515 | 1.32044 | 1.32974 | 57.28 | 100459.43 |
17 | 2020.02.19 09:19 | sell | 9 | 2.00 | 1.32389 | 1.32819 | 1.31889 | ||
18 | 2020.02.19 16:47 | close | 9 | 2.00 | 1.32335 | 1.32819 | 1.31889 | 81.61 | 100541.04 |
19 | 2020.02.19 17:17 | buy | 10 | 2.01 | 1.32536 | 1.32106 | 1.33036 | ||
20 | 2020.02.20 21:32 | close | 10 | 2.01 | 1.32536 | 1.32106 | 1.33036 | -4.62 | 100536.42 |
21 | 2020.02.21 17:07 | sell | 11 | 2.01 | 1.32336 | 1.32766 | 1.31836 | ||
22 | 2020.02.21 23:00 | close | 11 | 2.01 | 1.32201 | 1.32766 | 1.31836 | 205.26 | 100741.68 |
23 | 2020.02.24 09:14 | buy | 12 | 2.01 | 1.32796 | 1.32366 | 1.33296 | ||
24 | 2020.02.24 16:27 | close | 12 | 2.01 | 1.32825 | 1.32366 | 1.33296 | 43.88 | 100785.56 |
25 | 2020.02.26 10:55 | buy | 13 | 2.01 | 1.32995 | 1.32565 | 1.33495 | ||
26 | 2020.02.27 08:36 | close | 13 | 2.01 | 1.33364 | 1.32565 | 1.33495 | 551.52 | 101337.08 |
27 | 2020.02.28 05:14 | buy | 14 | 2.02 | 1.34385 | 1.33955 | 1.34885 | ||
28 | 2020.02.28 13:35 | close | 14 | 2.02 | 1.34399 | 1.33955 | 1.34885 | 21.04 | 101358.12 |
29 | 2020.03.03 17:03 | sell | 15 | 2.02 | 1.33263 | 1.33693 | 1.32763 | ||
30 | 2020.03.03 18:23 | s/l | 15 | 2.02 | 1.33693 | 1.33693 | 1.32763 | -649.69 | 100708.43 |
31 | 2020.03.04 17:00 | buy | 16 | 2.01 | 1.33966 | 1.33536 | 1.34466 | ||
32 | 2020.03.05 03:16 | close | 16 | 2.01 | 1.33967 | 1.33536 | 1.34466 | -3.12 | 100705.31 |
33 | 2020.03.09 04:49 | buy | 17 | 2.01 | 1.36832 | 1.36402 | 1.37332 | ||
34 | 2020.03.09 04:50 | t/p | 17 | 2.01 | 1.37332 | 1.36402 | 1.37332 | 731.80 | 101437.11 |
35 | 2020.03.10 17:49 | buy | 18 | 2.02 | 1.37445 | 1.37015 | 1.37945 | ||
36 | 2020.03.10 18:36 | t/p | 18 | 2.02 | 1.37945 | 1.37015 | 1.37945 | 732.18 | 102169.29 |
37 | 2020.03.13 18:58 | buy | 19 | 2.04 | 1.39877 | 1.39447 | 1.40377 | ||
38 | 2020.03.13 19:04 | s/l | 19 | 2.04 | 1.39447 | 1.39447 | 1.40377 | -629.06 | 101540.23 |
39 | 2020.03.17 11:24 | buy | 20 | 2.03 | 1.40176 | 1.39746 | 1.40676 | ||
40 | 2020.03.17 12:23 | t/p | 20 | 2.03 | 1.40676 | 1.39746 | 1.40676 | 721.52 | 102261.75 |
41 | 2020.03.17 14:14 | buy | 21 | 2.04 | 1.41245 | 1.40815 | 1.41745 | ||
42 | 2020.03.17 18:56 | t/p | 21 | 2.04 | 1.41745 | 1.40815 | 1.41745 | 719.60 | 102981.35 |
43 | 2020.03.18 10:49 | buy | 22 | 2.05 | 1.42597 | 1.42167 | 1.43097 | ||
44 | 2020.03.18 12:22 | t/p | 22 | 2.05 | 1.43097 | 1.42167 | 1.43097 | 716.30 | 103697.65 |
45 | 2020.03.18 15:20 | buy | 23 | 2.07 | 1.43956 | 1.43526 | 1.44456 | ||
46 | 2020.03.18 15:27 | s/l | 23 | 2.07 | 1.43526 | 1.43526 | 1.44456 | -620.17 | 103077.48 |
47 | 2020.03.18 16:29 | buy | 24 | 2.06 | 1.44738 | 1.44308 | 1.45238 | ||
48 | 2020.03.18 16:33 | s/l | 24 | 2.06 | 1.44308 | 1.44308 | 1.45238 | -613.83 | 102463.65 |
49 | 2020.03.20 04:51 | sell | 25 | 2.04 | 1.44082 | 1.44512 | 1.43582 | ||
50 | 2020.03.20 09:29 | t/p | 25 | 2.04 | 1.43582 | 1.44512 | 1.43582 | 710.40 | 103174.05 |
51 | 2020.03.20 09:43 | sell | 26 | 2.06 | 1.43095 | 1.43525 | 1.42595 | ||
52 | 2020.03.20 10:52 | t/p | 26 | 2.06 | 1.42595 | 1.43525 | 1.42595 | 722.33 | 103896.38 |
53 | 2020.03.23 15:14 | sell | 27 | 2.07 | 1.43766 | 1.44196 | 1.43266 | ||
54 | 2020.03.23 16:23 | s/l | 27 | 2.07 | 1.44196 | 1.44196 | 1.43266 | -617.28 | 103279.10 |
55 | 2020.03.24 14:53 | buy | 28 | 2.06 | 1.44966 | 1.44536 | 1.45466 | ||
56 | 2020.03.24 16:36 | s/l | 28 | 2.06 | 1.44536 | 1.44536 | 1.45466 | -612.86 | 102666.24 |
57 | 2020.03.25 20:22 | sell | 29 | 2.05 | 1.42318 | 1.42748 | 1.41818 | ||
58 | 2020.03.25 21:48 | t/p | 29 | 2.05 | 1.41818 | 1.42748 | 1.41818 | 722.76 | 103389.00 |
59 | 2020.03.26 11:06 | sell | 30 | 2.06 | 1.42004 | 1.42434 | 1.41504 | ||
60 | 2020.03.26 13:33 | t/p | 30 | 2.06 | 1.41504 | 1.42434 | 1.41504 | 727.89 | 104116.89 |
61 | 2020.03.31 12:50 | buy | 31 | 2.08 | 1.42370 | 1.41940 | 1.42870 | ||
62 | 2020.03.31 16:20 | t/p | 31 | 2.08 | 1.42870 | 1.41940 | 1.42870 | 727.93 | 104844.82 |
63 | 2020.04.01 09:08 | buy | 32 | 2.09 | 1.41605 | 1.41175 | 1.42105 | ||
64 | 2020.04.01 11:05 | t/p | 32 | 2.09 | 1.42105 | 1.41175 | 1.42105 | 735.37 | 105580.19 |
65 | 2020.04.02 08:38 | sell | 33 | 2.11 | 1.41339 | 1.41769 | 1.40839 | ||
66 | 2020.04.02 09:21 | t/p | 33 | 2.11 | 1.40839 | 1.41769 | 1.40839 | 749.09 | 106329.28 |
67 | 2020.04.02 15:59 | buy | 34 | 2.12 | 1.42333 | 1.41903 | 1.42833 | ||
68 | 2020.04.02 16:13 | t/p | 34 | 2.12 | 1.42833 | 1.41903 | 1.42833 | 742.13 | 107071.41 |
69 | 2020.04.06 08:44 | sell | 35 | 2.14 | 1.41444 | 1.41874 | 1.40944 | ||
70 | 2020.04.06 10:47 | t/p | 35 | 2.14 | 1.40944 | 1.41874 | 1.40944 | 759.17 | 107830.58 |
71 | 2020.04.07 07:51 | sell | 36 | 2.15 | 1.40563 | 1.40993 | 1.40063 | ||
72 | 2020.04.07 13:15 | t/p | 36 | 2.15 | 1.40063 | 1.40993 | 1.40063 | 767.51 | 108598.09 |
73 | 2020.04.08 09:22 | buy | 37 | 2.17 | 1.40750 | 1.40320 | 1.41250 | ||
74 | 2020.04.08 10:42 | s/l | 37 | 2.17 | 1.40320 | 1.40320 | 1.41250 | -664.98 | 107933.11 |
75 | 2020.04.09 16:21 | sell | 38 | 2.15 | 1.39634 | 1.40064 | 1.39134 | ||
76 | 2020.04.09 17:04 | s/l | 38 | 2.15 | 1.40064 | 1.40064 | 1.39134 | -660.06 | 107273.05 |
77 | 2020.04.13 19:27 | sell | 39 | 2.14 | 1.39237 | 1.39667 | 1.38737 | ||
78 | 2020.04.13 20:47 | t/p | 39 | 2.14 | 1.38737 | 1.39667 | 1.38737 | 771.24 | 108044.29 |
79 | 2020.04.15 09:11 | buy | 40 | 2.16 | 1.39341 | 1.38911 | 1.39841 | ||
80 | 2020.04.15 10:56 | t/p | 40 | 2.16 | 1.39841 | 1.38911 | 1.39841 | 772.31 | 108816.60 |
81 | 2020.04.20 04:06 | buy | 41 | 2.17 | 1.40755 | 1.40325 | 1.41255 | ||
82 | 2020.04.20 15:00 | t/p | 41 | 2.17 | 1.41255 | 1.40325 | 1.41255 | 768.11 | 109584.71 |
83 | 2020.04.23 08:21 | sell | 42 | 2.19 | 1.41282 | 1.41712 | 1.40782 | ||
84 | 2020.04.23 10:20 | s/l | 42 | 2.19 | 1.41712 | 1.41712 | 1.40782 | -664.52 | 108920.19 |
85 | 2020.04.23 15:53 | sell | 43 | 2.17 | 1.40843 | 1.41273 | 1.40343 | ||
86 | 2020.04.23 17:27 | t/p | 43 | 2.17 | 1.40343 | 1.41273 | 1.40343 | 773.12 | 109693.31 |
87 | 2020.04.28 04:55 | buy | 44 | 2.19 | 1.40655 | 1.40225 | 1.41155 | ||
88 | 2020.04.28 10:53 | s/l | 44 | 2.19 | 1.40225 | 1.40225 | 1.41155 | -671.56 | 109021.75 |
89 | 2020.04.28 12:19 | sell | 45 | 2.18 | 1.39816 | 1.40246 | 1.39316 | ||
90 | 2020.04.28 20:27 | close | 45 | 2.18 | 1.39815 | 1.40246 | 1.39316 | 1.56 | 109023.31 |
91 | 2020.05.01 17:14 | buy | 46 | 2.18 | 1.40755 | 1.40325 | 1.41255 | ||
92 | 2020.05.01 23:00 | close | 46 | 2.18 | 1.40617 | 1.40325 | 1.41255 | -213.94 | 108809.37 |
93 | 2020.05.05 08:58 | sell | 47 | 2.17 | 1.40423 | 1.40853 | 1.39923 | ||
94 | 2020.05.05 11:43 | s/l | 47 | 2.17 | 1.40853 | 1.40853 | 1.39923 | -662.46 | 108146.91 |
95 | 2020.05.06 15:24 | buy | 48 | 2.16 | 1.41104 | 1.40674 | 1.41604 | ||
96 | 2020.05.07 01:28 | t/p | 48 | 2.16 | 1.41604 | 1.40674 | 1.41604 | 757.72 | 108904.63 |
97 | 2020.05.07 09:04 | sell | 49 | 2.17 | 1.41032 | 1.41462 | 1.40532 | ||
98 | 2020.05.07 16:54 | t/p | 49 | 2.17 | 1.40532 | 1.41462 | 1.40532 | 772.08 | 109676.71 |
99 | 2020.05.08 03:47 | sell | 50 | 2.19 | 1.39395 | 1.39825 | 1.38895 | ||
100 | 2020.05.08 21:08 | close | 50 | 2.19 | 1.39387 | 1.39825 | 1.38895 | 12.57 | 109689.28 |
101 | 2020.05.11 11:44 | buy | 51 | 2.19 | 1.39649 | 1.39219 | 1.40149 | ||
102 | 2020.05.11 17:57 | t/p | 51 | 2.19 | 1.40149 | 1.39219 | 1.40149 | 781.31 | 110470.59 |
103 | 2020.05.12 03:15 | buy | 52 | 2.20 | 1.40409 | 1.39979 | 1.40909 | ||
104 | 2020.05.12 13:16 | s/l | 52 | 2.20 | 1.39979 | 1.39979 | 1.40909 | -675.82 | 109794.77 |