Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
Period | 30 Minutes (M30) 2020.02.10 00:00 - 2020.05.22 23:30 (2020.02.10 - 2020.05.24) | ||||
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=300; TS=200; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 4602 | Ticks modelled | 8857674 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6906.02 | Gross profit | 14052.13 | Gross loss | -7146.11 |
Profit factor | 1.97 | Expected payoff | 132.81 | ||
Absolute drawdown | 272.58 | Maximal drawdown | 1774.40 (1.64%) | Relative drawdown | 1.64% (1774.40) |
Total trades | 52 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 29 (75.86%) |
Profit trades (% of total) | 40 (76.92%) | Loss trades (% of total) | 12 (23.08%) | ||
Largest | profit trade | 458.74 | loss trade | -664.18 | |
Average | profit trade | 351.30 | loss trade | -595.51 | |
Maximum | consecutive wins (profit in money) | 12 (5280.79) | consecutive losses (loss in money) | 2 (-1319.18) | |
Maximal | consecutive profit (count of wins) | 5280.79 (12) | consecutive loss (count of losses) | -1319.18 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.11 03:21 | sell | 1 | 2.00 | 1.33082 | 1.33512 | 1.32782 | ||
2 | 2020.02.11 11:47 | close | 1 | 2.00 | 1.33018 | 1.33512 | 1.32782 | 96.23 | 100096.23 |
3 | 2020.02.12 10:27 | sell | 2 | 2.00 | 1.32656 | 1.33086 | 1.32356 | ||
4 | 2020.02.12 21:40 | close | 2 | 2.00 | 1.32574 | 1.33086 | 1.32356 | 123.70 | 100219.93 |
5 | 2020.02.14 09:17 | sell | 3 | 2.00 | 1.32494 | 1.32924 | 1.32194 | ||
6 | 2020.02.14 16:36 | close | 3 | 2.00 | 1.32482 | 1.32924 | 1.32194 | 18.12 | 100238.05 |
7 | 2020.02.17 10:12 | buy | 4 | 2.00 | 1.32474 | 1.32044 | 1.32774 | ||
8 | 2020.02.18 13:29 | close | 4 | 2.00 | 1.32515 | 1.32044 | 1.32774 | 57.28 | 100295.33 |
9 | 2020.02.19 09:19 | sell | 5 | 2.00 | 1.32389 | 1.32819 | 1.32089 | ||
10 | 2020.02.19 16:47 | close | 5 | 2.00 | 1.32335 | 1.32819 | 1.32089 | 81.61 | 100376.94 |
11 | 2020.02.19 17:17 | buy | 6 | 2.00 | 1.32536 | 1.32106 | 1.32836 | ||
12 | 2020.02.20 21:32 | close | 6 | 2.00 | 1.32536 | 1.32106 | 1.32836 | -4.60 | 100372.34 |
13 | 2020.02.21 17:07 | sell | 7 | 2.00 | 1.32336 | 1.32766 | 1.32036 | ||
14 | 2020.02.21 23:00 | close | 7 | 2.00 | 1.32201 | 1.32766 | 1.32036 | 204.23 | 100576.57 |
15 | 2020.02.24 09:14 | buy | 8 | 2.01 | 1.32796 | 1.32366 | 1.33096 | ||
16 | 2020.02.24 16:27 | close | 8 | 2.01 | 1.32825 | 1.32366 | 1.33096 | 43.88 | 100620.45 |
17 | 2020.02.26 10:55 | buy | 9 | 2.01 | 1.32995 | 1.32565 | 1.33295 | ||
18 | 2020.02.26 20:56 | t/p | 9 | 2.01 | 1.33295 | 1.32565 | 1.33295 | 452.38 | 101072.83 |
19 | 2020.02.28 05:14 | buy | 10 | 2.02 | 1.34385 | 1.33955 | 1.34685 | ||
20 | 2020.02.28 13:35 | close | 10 | 2.02 | 1.34399 | 1.33955 | 1.34685 | 21.04 | 101093.87 |
21 | 2020.03.03 17:03 | sell | 11 | 2.02 | 1.33263 | 1.33693 | 1.32963 | ||
22 | 2020.03.03 18:23 | s/l | 11 | 2.02 | 1.33693 | 1.33693 | 1.32963 | -649.69 | 100444.18 |
23 | 2020.03.04 17:00 | buy | 12 | 2.00 | 1.33966 | 1.33536 | 1.34266 | ||
24 | 2020.03.04 18:46 | t/p | 12 | 2.00 | 1.34266 | 1.33536 | 1.34266 | 446.87 | 100891.05 |
25 | 2020.03.09 04:49 | buy | 13 | 2.01 | 1.36832 | 1.36402 | 1.37132 | ||
26 | 2020.03.09 04:50 | t/p | 13 | 2.01 | 1.37132 | 1.36402 | 1.37132 | 439.71 | 101330.76 |
27 | 2020.03.10 17:49 | buy | 14 | 2.02 | 1.37445 | 1.37015 | 1.37745 | ||
28 | 2020.03.10 18:33 | t/p | 14 | 2.02 | 1.37745 | 1.37015 | 1.37745 | 439.94 | 101770.70 |
29 | 2020.03.13 18:58 | buy | 15 | 2.03 | 1.39877 | 1.39447 | 1.40177 | ||
30 | 2020.03.13 19:04 | s/l | 15 | 2.03 | 1.39447 | 1.39447 | 1.40177 | -625.97 | 101144.73 |
31 | 2020.03.17 11:24 | buy | 16 | 2.02 | 1.40176 | 1.39746 | 1.40476 | ||
32 | 2020.03.17 11:59 | t/p | 16 | 2.02 | 1.40476 | 1.39746 | 1.40476 | 431.39 | 101576.12 |
33 | 2020.03.17 14:14 | buy | 17 | 2.03 | 1.41245 | 1.40815 | 1.41545 | ||
34 | 2020.03.17 14:52 | t/p | 17 | 2.03 | 1.41545 | 1.40815 | 1.41545 | 430.25 | 102006.37 |
35 | 2020.03.18 10:49 | buy | 18 | 2.04 | 1.42597 | 1.42167 | 1.42897 | ||
36 | 2020.03.18 11:56 | t/p | 18 | 2.04 | 1.42897 | 1.42167 | 1.42897 | 428.28 | 102434.65 |
37 | 2020.03.18 12:26 | buy | 19 | 2.04 | 1.43363 | 1.42933 | 1.43663 | ||
38 | 2020.03.18 15:08 | t/p | 19 | 2.04 | 1.43663 | 1.42933 | 1.43663 | 426.00 | 102860.65 |
39 | 2020.03.18 16:29 | buy | 20 | 2.05 | 1.44738 | 1.44308 | 1.45038 | ||
40 | 2020.03.18 16:33 | s/l | 20 | 2.05 | 1.44308 | 1.44308 | 1.45038 | -610.86 | 102249.79 |
41 | 2020.03.20 04:51 | sell | 21 | 2.04 | 1.44082 | 1.44512 | 1.43782 | ||
42 | 2020.03.20 05:44 | t/p | 21 | 2.04 | 1.43782 | 1.44512 | 1.43782 | 425.64 | 102675.43 |
43 | 2020.03.20 09:43 | sell | 22 | 2.05 | 1.43095 | 1.43525 | 1.42795 | ||
44 | 2020.03.20 10:30 | t/p | 22 | 2.05 | 1.42795 | 1.43525 | 1.42795 | 430.69 | 103106.12 |
45 | 2020.03.23 15:14 | sell | 23 | 2.06 | 1.43766 | 1.44196 | 1.43466 | ||
46 | 2020.03.23 15:17 | t/p | 23 | 2.06 | 1.43466 | 1.44196 | 1.43466 | 430.76 | 103536.88 |
47 | 2020.03.24 14:53 | buy | 24 | 2.07 | 1.44966 | 1.44536 | 1.45266 | ||
48 | 2020.03.24 15:42 | t/p | 24 | 2.07 | 1.45266 | 1.44536 | 1.45266 | 427.49 | 103964.37 |
49 | 2020.03.25 20:22 | sell | 25 | 2.07 | 1.42318 | 1.42748 | 1.42018 | ||
50 | 2020.03.25 21:47 | t/p | 25 | 2.07 | 1.42018 | 1.42748 | 1.42018 | 437.27 | 104401.64 |
51 | 2020.03.26 11:06 | sell | 26 | 2.08 | 1.42004 | 1.42434 | 1.41704 | ||
52 | 2020.03.26 12:25 | t/p | 26 | 2.08 | 1.41704 | 1.42434 | 1.41704 | 440.35 | 104841.99 |
53 | 2020.03.31 12:50 | buy | 27 | 2.09 | 1.42370 | 1.41940 | 1.42670 | ||
54 | 2020.03.31 16:15 | t/p | 27 | 2.09 | 1.42670 | 1.41940 | 1.42670 | 439.48 | 105281.47 |
55 | 2020.04.01 09:08 | buy | 28 | 2.10 | 1.41605 | 1.41175 | 1.41905 | ||
56 | 2020.04.01 10:35 | t/p | 28 | 2.10 | 1.41905 | 1.41175 | 1.41905 | 443.96 | 105725.43 |
57 | 2020.04.02 08:38 | sell | 29 | 2.11 | 1.41339 | 1.41769 | 1.41039 | ||
58 | 2020.04.02 09:03 | t/p | 29 | 2.11 | 1.41039 | 1.41769 | 1.41039 | 448.81 | 106174.24 |
59 | 2020.04.02 15:59 | buy | 30 | 2.12 | 1.42333 | 1.41903 | 1.42633 | ||
60 | 2020.04.02 16:12 | t/p | 30 | 2.12 | 1.42633 | 1.41903 | 1.42633 | 445.90 | 106620.14 |
61 | 2020.04.06 08:44 | sell | 31 | 2.13 | 1.41444 | 1.41874 | 1.41144 | ||
62 | 2020.04.06 09:23 | t/p | 31 | 2.13 | 1.41144 | 1.41874 | 1.41144 | 452.73 | 107072.87 |
63 | 2020.04.07 07:51 | sell | 32 | 2.14 | 1.40563 | 1.40993 | 1.40263 | ||
64 | 2020.04.07 10:11 | t/p | 32 | 2.14 | 1.40263 | 1.40993 | 1.40263 | 457.71 | 107530.58 |
65 | 2020.04.08 09:22 | buy | 33 | 2.15 | 1.40750 | 1.40320 | 1.41050 | ||
66 | 2020.04.08 10:42 | s/l | 33 | 2.15 | 1.40320 | 1.40320 | 1.41050 | -658.85 | 106871.73 |
67 | 2020.04.09 16:21 | sell | 34 | 2.13 | 1.39634 | 1.40064 | 1.39334 | ||
68 | 2020.04.09 17:04 | s/l | 34 | 2.13 | 1.40064 | 1.40064 | 1.39334 | -653.92 | 106217.81 |
69 | 2020.04.13 19:27 | sell | 35 | 2.12 | 1.39237 | 1.39667 | 1.38937 | ||
70 | 2020.04.13 20:39 | t/p | 35 | 2.12 | 1.38937 | 1.39667 | 1.38937 | 457.77 | 106675.58 |
71 | 2020.04.15 09:11 | buy | 36 | 2.13 | 1.39341 | 1.38911 | 1.39641 | ||
72 | 2020.04.15 10:16 | t/p | 36 | 2.13 | 1.39641 | 1.38911 | 1.39641 | 457.60 | 107133.18 |
73 | 2020.04.20 04:06 | buy | 37 | 2.14 | 1.40755 | 1.40325 | 1.41055 | ||
74 | 2020.04.20 14:11 | t/p | 37 | 2.14 | 1.41055 | 1.40325 | 1.41055 | 455.14 | 107588.32 |
75 | 2020.04.23 08:21 | sell | 38 | 2.15 | 1.41282 | 1.41712 | 1.40982 | ||
76 | 2020.04.23 10:20 | s/l | 38 | 2.15 | 1.41712 | 1.41712 | 1.40982 | -652.38 | 106935.94 |
77 | 2020.04.23 15:53 | sell | 39 | 2.13 | 1.40843 | 1.41273 | 1.40543 | ||
78 | 2020.04.23 17:22 | t/p | 39 | 2.13 | 1.40543 | 1.41273 | 1.40543 | 454.67 | 107390.61 |
79 | 2020.04.28 04:55 | buy | 40 | 2.14 | 1.40655 | 1.40225 | 1.40955 | ||
80 | 2020.04.28 10:53 | s/l | 40 | 2.14 | 1.40225 | 1.40225 | 1.40955 | -656.23 | 106734.38 |
81 | 2020.04.28 12:19 | sell | 41 | 2.13 | 1.39816 | 1.40246 | 1.39516 | ||
82 | 2020.04.28 12:40 | t/p | 41 | 2.13 | 1.39516 | 1.40246 | 1.39516 | 458.01 | 107192.39 |
83 | 2020.04.28 17:56 | buy | 42 | 2.14 | 1.40010 | 1.39580 | 1.40310 | ||
84 | 2020.04.29 04:08 | s/l | 42 | 2.14 | 1.39580 | 1.39580 | 1.40310 | -664.18 | 106528.21 |
85 | 2020.05.01 17:14 | buy | 43 | 2.13 | 1.40755 | 1.40325 | 1.41055 | ||
86 | 2020.05.01 18:57 | t/p | 43 | 2.13 | 1.41055 | 1.40325 | 1.41055 | 453.01 | 106981.22 |
87 | 2020.05.05 08:58 | sell | 44 | 2.13 | 1.40423 | 1.40853 | 1.40123 | ||
88 | 2020.05.05 11:43 | s/l | 44 | 2.13 | 1.40853 | 1.40853 | 1.40123 | -650.25 | 106330.97 |
89 | 2020.05.06 15:24 | buy | 45 | 2.12 | 1.41104 | 1.40674 | 1.41404 | ||
90 | 2020.05.06 18:15 | t/p | 45 | 2.12 | 1.41404 | 1.40674 | 1.41404 | 449.78 | 106780.75 |
91 | 2020.05.07 09:04 | sell | 46 | 2.13 | 1.41032 | 1.41462 | 1.40732 | ||
92 | 2020.05.07 12:35 | t/p | 46 | 2.13 | 1.40732 | 1.41462 | 1.40732 | 454.06 | 107234.81 |
93 | 2020.05.08 03:47 | sell | 47 | 2.14 | 1.39395 | 1.39825 | 1.39095 | ||
94 | 2020.05.08 21:08 | close | 47 | 2.14 | 1.39387 | 1.39825 | 1.39095 | 12.28 | 107247.09 |
95 | 2020.05.11 11:44 | buy | 48 | 2.14 | 1.39649 | 1.39219 | 1.39949 | ||
96 | 2020.05.11 14:40 | t/p | 48 | 2.14 | 1.39949 | 1.39219 | 1.39949 | 458.74 | 107705.83 |
97 | 2020.05.12 03:15 | buy | 49 | 2.15 | 1.40409 | 1.39979 | 1.40709 | ||
98 | 2020.05.12 13:16 | s/l | 49 | 2.15 | 1.39979 | 1.39979 | 1.40709 | -660.46 | 107045.37 |
99 | 2020.05.19 03:05 | sell | 50 | 2.14 | 1.39266 | 1.39696 | 1.38966 | ||
100 | 2020.05.19 06:16 | s/l | 50 | 2.14 | 1.39696 | 1.39696 | 1.38966 | -658.72 | 106386.65 |
101 | 2020.05.21 03:08 | buy | 51 | 2.12 | 1.39199 | 1.38769 | 1.39499 | ||
102 | 2020.05.21 10:17 | close | 51 | 2.12 | 1.39242 | 1.38769 | 1.39499 | 65.47 | 106452.12 |
103 | 2020.05.22 05:15 | buy | 52 | 2.12 | 1.39818 | 1.39388 | 1.40118 | ||
104 | 2020.05.22 08:10 | t/p | 52 | 2.12 | 1.40118 | 1.39388 | 1.40118 | 453.90 | 106906.02 |