Symbol		USDCAD (United States Dollar vs. Canadian Dollar)
Period		30 Minutes (M30) 2020.02.24 00:00 - 2020.06.05 23:30 (2020.02.24 - 2020.06.06)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TrackPeriod=15; TRRR=0.5; UpATRR=0.5; DownATRR=1; DPR=0.5; StopLoss=600; TakeProfit=800; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0;
Bars in test	4600	Ticks modelled	9337516	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	100000.00			Spread	30
Total net profit	5757.18	Gross profit	16257.69	Gross loss	-10500.51
Profit factor	1.55	Expected payoff	84.66
Absolute drawdown	238.90	Maximal drawdown	2153.31 (2.08%)	Relative drawdown	2.08% (2153.31)
Total trades	68	Short positions (won %)	25 (64.00%)	Long positions (won %)	43 (60.47%)
		Profit trades (% of total)	42 (61.76%)	Loss trades (% of total)	26 (38.24%)
Largest		profit trade	625.16	loss trade	-503.15
Average		profit trade	387.09	loss trade	-403.87
Maximum		consecutive wins (profit in money)	7 (2722.48)	consecutive losses (loss in money)	4 (-548.38)
Maximal		consecutive profit (count of wins)	2722.48 (7)	consecutive loss (count of losses)	-1375.63 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2020.02.24 09:14	buy	1	1.00	1.32796	1.32166	1.33596
2	2020.02.24 16:27	close	1	1.00	1.32825	1.32166	1.33596	21.83	100021.83
3	2020.02.26 11:04	buy	2	1.00	1.33052	1.32422	1.33852
4	2020.02.27 08:36	close	2	1.00	1.33364	1.32422	1.33852	231.69	100253.52
5	2020.02.27 14:30	buy	3	1.00	1.33564	1.32934	1.34364
6	2020.02.28 05:19	t/p	3	1.00	1.34364	1.32934	1.34364	588.62	100842.14
7	2020.02.28 06:30	sell	4	1.00	1.34403	1.34676	0.00000
8	2020.02.28 13:35	close	4	1.00	1.34429	1.34676	0.00000	-19.34	100822.80
9	2020.02.28 14:10	buy	5	1.00	1.34657	1.34027	1.35457
10	2020.02.28 18:32	s/l	5	1.00	1.34027	1.34027	1.35457	-470.05	100352.75
11	2020.03.04 17:00	buy	6	1.00	1.33869	1.33239	1.34669
12	2020.03.05 00:15	close	6	1.00	1.33870	1.33239	1.34669	-1.51	100351.23
13	2020.03.05 13:56	buy	7	1.00	1.34200	1.33570	1.35000
14	2020.03.06 23:00	close	7	1.00	1.34132	1.33570	1.35000	-57.48	100293.75
15	2020.03.09 04:42	buy	8	1.00	1.36470	1.35840	1.37270
16	2020.03.09 04:50	t/p	8	1.00	1.37270	1.35840	1.37270	582.77	100876.52
17	2020.03.09 17:37	sell	9	1.00	1.35199	1.35829	1.34399
18	2020.03.09 19:29	s/l	9	1.00	1.35829	1.35829	1.34399	-463.81	100412.71
19	2020.03.10 17:19	buy	10	1.00	1.37007	1.36377	1.37807
20	2020.03.10 18:34	t/p	10	1.00	1.37807	1.36377	1.37807	580.51	100993.22
21	2020.03.12 04:28	buy	11	1.00	1.38117	1.37487	1.38917
22	2020.03.12 19:14	t/p	11	1.00	1.38917	1.37487	1.38917	575.87	101569.09
23	2020.03.13 18:57	buy	12	1.01	1.39695	1.39065	1.40495
24	2020.03.13 20:21	s/l	12	1.01	1.39065	1.39065	1.40495	-457.56	101111.53
25	2020.03.16 16:25	buy	13	1.01	1.39636	1.39006	1.40436
26	2020.03.17 04:00	close	13	1.01	1.39902	1.39006	1.40436	189.75	101301.28
27	2020.03.17 11:41	buy	14	1.01	1.40339	1.39709	1.41139
28	2020.03.17 14:14	t/p	14	1.01	1.41139	1.39709	1.41139	572.48	101873.76
29	2020.03.17 14:52	buy	15	1.01	1.41420	1.40790	1.42220
30	2020.03.17 19:36	t/p	15	1.01	1.42220	1.40790	1.42220	568.13	102441.89
31	2020.03.17 22:26	buy	16	1.02	1.42691	1.42061	1.43491
32	2020.03.17 23:36	s/l	16	1.02	1.42061	1.42061	1.43491	-452.34	101989.55
33	2020.03.18 11:56	buy	17	1.01	1.42941	1.42311	1.43741
34	2020.03.18 15:18	t/p	17	1.01	1.43741	1.42311	1.43741	562.12	102551.67
35	2020.03.18 16:17	buy	18	1.02	1.44282	1.43652	1.45082
36	2020.03.18 17:59	t/p	18	1.02	1.45082	1.43652	1.45082	562.44	103114.11
37	2020.03.18 19:58	buy	19	1.03	1.45883	1.45253	1.46683
38	2020.03.18 21:44	s/l	19	1.03	1.45253	1.45253	1.46683	-446.74	102667.37
39	2020.03.20 09:42	sell	20	1.02	1.43200	1.43830	1.42400
40	2020.03.20 10:53	t/p	20	1.02	1.42400	1.43830	1.42400	573.03	103240.40
41	2020.03.25 08:59	sell	21	1.03	1.43403	1.44033	1.42603
42	2020.03.25 13:58	s/l	21	1.03	1.44033	1.44033	1.42603	-450.52	102789.88
43	2020.03.25 20:22	sell	22	1.02	1.42444	1.43074	1.41644
44	2020.03.26 04:01	close	22	1.02	1.42295	1.43074	1.41644	106.82	102896.70
45	2020.03.26 13:34	sell	23	1.02	1.41307	1.41937	1.40507
46	2020.03.26 18:19	t/p	23	1.02	1.40507	1.41937	1.40507	580.75	103477.45
47	2020.03.27 15:47	buy	24	1.03	1.41244	1.40614	1.42044
48	2020.03.27 18:26	s/l	24	1.03	1.40614	1.40614	1.42044	-461.48	103015.97
49	2020.03.27 21:58	sell	25	1.03	1.39410	1.40040	1.38610
50	2020.03.27 23:00	close	25	1.03	1.39925	1.40040	1.38610	-379.10	102636.87
51	2020.03.30 14:25	buy	26	1.02	1.41490	1.40860	1.42290
52	2020.03.30 22:44	close	26	1.02	1.41491	1.40860	1.42290	0.72	102637.59
53	2020.03.31 12:45	buy	27	1.02	1.42239	1.41609	1.43039
54	2020.03.31 16:53	t/p	27	1.02	1.43039	1.41609	1.43039	570.47	103208.06
55	2020.03.31 18:39	sell	28	1.03	1.41153	1.41783	1.40353
56	2020.03.31 19:38	s/l	28	1.03	1.41783	1.41783	1.40353	-457.67	102750.39
57	2020.04.01 12:57	buy	29	1.02	1.42537	1.41907	1.43337
58	2020.04.01 16:24	s/l	29	1.02	1.41907	1.41907	1.43337	-452.84	102297.55
59	2020.04.02 15:42	buy	30	1.02	1.42134	1.41504	1.42934
60	2020.04.02 16:14	t/p	30	1.02	1.42934	1.41504	1.42934	570.89	102868.44
61	2020.04.03 13:21	buy	31	1.02	1.42261	1.41631	1.43061
62	2020.04.03 14:56	s/l	31	1.02	1.41631	1.41631	1.43061	-453.72	102414.72
63	2020.04.07 07:58	sell	32	1.02	1.40542	1.41172	1.39742
64	2020.04.07 15:49	t/p	32	1.02	1.39742	1.41172	1.39742	583.94	102998.66
65	2020.04.08 09:08	buy	33	1.02	1.40636	1.40006	1.41436
66	2020.04.08 14:08	s/l	33	1.02	1.40006	1.40006	1.41436	-458.98	102539.68
67	2020.04.09 14:29	buy	34	1.02	1.40671	1.40041	1.41471
68	2020.04.09 15:57	s/l	34	1.02	1.40041	1.40041	1.41471	-458.87	102080.81
69	2020.04.09 16:18	sell	35	1.02	1.39740	1.40370	1.38940
70	2020.04.09 21:54	s/l	35	1.02	1.40370	1.40370	1.38940	-457.78	101623.03
71	2020.04.13 20:39	sell	36	1.01	1.38973	1.39603	1.38173
72	2020.04.14 04:00	close	36	1.01	1.38959	1.39603	1.38173	10.19	101633.22
73	2020.04.15 09:11	buy	37	1.01	1.39313	1.38683	1.40113
74	2020.04.15 11:45	t/p	37	1.01	1.40113	1.38683	1.40113	576.68	102209.90
75	2020.04.15 12:55	buy	38	1.02	1.40299	1.39669	1.41099
76	2020.04.15 15:56	t/p	38	1.02	1.41099	1.39669	1.41099	578.32	102788.22
77	2020.04.16 19:17	buy	39	1.02	1.41704	1.41074	1.42504
78	2020.04.16 22:37	s/l	39	1.02	1.41074	1.41074	1.42504	-455.51	102332.71
79	2020.04.20 08:39	buy	40	1.02	1.40918	1.40288	1.41718
80	2020.04.21 04:24	close	40	1.02	1.41129	1.40288	1.41718	150.19	102482.91
81	2020.04.21 05:42	buy	41	1.02	1.41774	1.41144	1.42574
82	2020.04.21 13:20	t/p	41	1.02	1.42574	1.41144	1.42574	572.33	103055.24
83	2020.04.23 15:53	sell	42	1.03	1.40899	1.41529	1.40099
84	2020.04.23 18:26	t/p	42	1.03	1.40099	1.41529	1.40099	588.16	103643.40
85	2020.04.24 09:10	buy	43	1.03	1.41105	1.40475	1.41905
86	2020.04.24 13:51	s/l	43	1.03	1.40475	1.40475	1.41905	-461.93	103181.47
87	2020.04.28 12:19	sell	44	1.03	1.39858	1.40488	1.39058
88	2020.04.28 20:25	close	44	1.03	1.39857	1.40488	1.39058	0.74	103182.21
89	2020.04.30 16:08	buy	45	1.03	1.39095	1.38465	1.39895
90	2020.05.01 04:48	t/p	45	1.03	1.39895	1.38465	1.39895	582.02	103764.23
91	2020.05.01 08:49	buy	46	1.03	1.40224	1.39594	1.41024
92	2020.05.01 18:56	t/p	46	1.03	1.41024	1.39594	1.41024	584.30	104348.53
93	2020.05.04 15:27	sell	47	1.04	1.40518	1.41148	1.39718
94	2020.05.05 17:32	close	47	1.04	1.40481	1.41148	1.39718	27.40	104375.93
95	2020.05.06 15:18	buy	48	1.04	1.40969	1.40339	1.41769
96	2020.05.07 03:44	close	48	1.04	1.41425	1.40339	1.41769	332.98	104708.91
97	2020.05.07 17:28	sell	49	1.04	1.40281	1.40911	1.39481
98	2020.05.08 03:41	t/p	49	1.04	1.39481	1.40911	1.39481	596.54	105305.45
99	2020.05.11 11:34	buy	50	1.05	1.39553	1.38923	1.40353
100	2020.05.11 18:06	t/p	50	1.05	1.40353	1.38923	1.40353	598.49	105903.94
101	2020.05.12 03:29	buy	51	1.05	1.40560	1.39930	1.41360
102	2020.05.12 13:17	s/l	51	1.05	1.39930	1.39930	1.41360	-472.74	105431.20
103	2020.05.12 22:58	buy	52	1.05	1.40653	1.40023	1.41453
104	2020.05.14 02:31	close	52	1.05	1.40902	1.40023	1.41453	180.80	105612.00
105	2020.05.14 12:59	sell	53	1.05	1.40688	1.41318	1.39888
106	2020.05.14 16:49	s/l	53	1.05	1.41318	1.41318	1.39888	-468.09	105143.91
107	2020.05.15 14:04	buy	54	1.05	1.40886	1.40256	1.41686
108	2020.05.15 23:00	close	54	1.05	1.40976	1.40256	1.41686	67.03	105210.94
109	2020.05.18 14:46	sell	55	1.05	1.40430	1.41060	1.39630
110	2020.05.18 19:16	t/p	55	1.05	1.39630	1.41060	1.39630	601.59	105812.53
111	2020.05.19 09:58	sell	56	1.05	1.39079	1.39709	1.38279
112	2020.05.19 22:20	close	56	1.05	1.38996	1.39709	1.38279	62.70	105875.23
113	2020.05.21 04:04	buy	57	1.05	1.39356	1.38726	1.40156
114	2020.05.22 02:51	close	57	1.05	1.39457	1.38726	1.40156	68.92	105944.15
115	2020.05.22 05:16	buy	58	1.05	1.39831	1.39201	1.40631
116	2020.05.22 14:09	close	58	1.05	1.40040	1.39201	1.40631	156.71	106100.86
117	2020.05.26 03:47	sell	59	1.06	1.39547	1.40177	1.38747
118	2020.05.26 13:18	t/p	59	1.06	1.38747	1.40177	1.38747	611.19	106712.05
119	2020.05.26 14:53	sell	60	1.06	1.38437	1.39067	1.37637
120	2020.05.26 21:56	t/p	60	1.06	1.37637	1.39067	1.37637	616.12	107328.17
121	2020.05.27 12:55	sell	61	1.07	1.37345	1.37975	1.36545
122	2020.05.27 16:52	s/l	61	1.07	1.37975	1.37975	1.36545	-488.57	106839.60
123	2020.05.29 15:08	sell	62	1.06	1.37160	1.37790	1.36360
124	2020.05.29 16:22	s/l	62	1.06	1.37790	1.37790	1.36360	-484.65	106354.95
125	2020.05.29 17:55	buy	63	1.06	1.38057	1.37427	1.38857
126	2020.05.29 23:00	close	63	1.06	1.37705	1.37427	1.38857	-270.96	106083.99
127	2020.06.01 17:26	sell	64	1.06	1.36445	1.37075	1.35645
128	2020.06.01 22:22	t/p	64	1.06	1.35645	1.37075	1.35645	625.16	106709.15
129	2020.06.02 11:24	sell	65	1.06	1.35123	1.35753	1.34323
130	2020.06.03 09:54	close	65	1.06	1.35068	1.35753	1.34323	43.17	106752.32
131	2020.06.03 13:53	buy	66	1.06	1.35508	1.34878	1.36308
132	2020.06.03 17:02	s/l	66	1.06	1.34878	1.34878	1.36308	-495.11	106257.21
133	2020.06.04 09:47	buy	67	1.06	1.35278	1.34648	1.36078
134	2020.06.05 10:43	s/l	67	1.06	1.34648	1.34648	1.36078	-503.15	105754.06
135	2020.06.05 14:49	sell	68	1.05	1.34415	1.35045	1.33615
136	2020.06.05 22:07	close	68	1.05	1.34411	1.35045	1.33615	3.12	105757.18