Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.09.02 00:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=500; TakeProfit=300; TrackPeriod=20; TRRR=1.9; MinDev=0.0006; UpATRR=3; UpDPR=0.7; DownATRR=2; DownDPR=0.6; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4601 | Ticks modelled | 2574168 | Modelling quality | 73.38% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 20 | ||
Total net profit | 2543.74 | Gross profit | 3801.92 | Gross loss | -1258.18 |
Profit factor | 3.02 | Expected payoff | 72.68 | ||
Absolute drawdown | 205.48 | Maximal drawdown | 865.70 (7.21%) | Relative drawdown | 7.21% (865.70) |
Total trades | 35 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 29 (82.86%) | Loss trades (% of total) | 6 (17.14%) | ||
Largest | profit trade | 352.72 | loss trade | -473.51 | |
Average | profit trade | 131.10 | loss trade | -209.70 | |
Maximum | consecutive wins (profit in money) | 9 (1003.23) | consecutive losses (loss in money) | 1 (-473.51) | |
Maximal | consecutive profit (count of wins) | 1090.41 (6) | consecutive loss (count of losses) | -473.51 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.03 07:00 | sell | 1 | 1.00 | 0.99239 | 0.99759 | 0.00000 | ||
2 | 2019.09.03 09:01 | close | 1 | 1.00 | 0.99178 | 0.99759 | 0.00000 | 61.51 | 10061.51 |
3 | 2019.09.03 17:03 | sell | 2 | 1.00 | 0.98741 | 0.99261 | 0.00000 | ||
4 | 2019.09.04 02:02 | close | 2 | 1.00 | 0.98730 | 0.99261 | 0.00000 | 2.65 | 10064.16 |
5 | 2019.09.06 15:30 | sell | 3 | 1.00 | 0.99004 | 0.99524 | 0.00000 | ||
6 | 2019.09.06 16:11 | close | 3 | 1.00 | 0.98881 | 0.99524 | 0.00000 | 124.39 | 10188.55 |
7 | 2019.09.10 14:00 | buy | 4 | 1.01 | 0.99101 | 0.98581 | 0.00000 | ||
8 | 2019.09.10 14:08 | close | 4 | 1.01 | 0.99150 | 0.98581 | 0.00000 | 49.91 | 10238.46 |
9 | 2019.09.12 11:17 | sell | 5 | 1.02 | 0.99054 | 0.99574 | 0.00000 | ||
10 | 2019.09.12 17:11 | close | 5 | 1.02 | 0.98927 | 0.99574 | 0.00000 | 130.95 | 10369.41 |
11 | 2019.09.13 09:22 | sell | 6 | 1.03 | 0.98864 | 0.99384 | 0.00000 | ||
12 | 2019.09.13 15:32 | close | 6 | 1.03 | 0.98685 | 0.99384 | 0.00000 | 186.83 | 10556.24 |
13 | 2019.09.16 18:00 | sell | 7 | 1.05 | 0.99295 | 0.99815 | 0.00000 | ||
14 | 2019.09.16 22:19 | close | 7 | 1.05 | 0.99210 | 0.99815 | 0.00000 | 89.96 | 10646.20 |
15 | 2019.09.18 14:30 | sell | 8 | 1.06 | 0.99563 | 1.00083 | 0.00000 | ||
16 | 2019.09.18 15:58 | close | 8 | 1.06 | 0.99478 | 1.00083 | 0.00000 | 90.57 | 10736.77 |
17 | 2019.09.19 10:32 | sell | 9 | 1.07 | 0.99433 | 0.99953 | 0.00000 | ||
18 | 2019.09.19 15:32 | close | 9 | 1.07 | 0.99186 | 0.99953 | 0.00000 | 266.46 | 11003.23 |
19 | 2019.09.20 10:22 | sell | 10 | 1.10 | 0.98953 | 0.99473 | 0.00000 | ||
20 | 2019.09.20 23:00 | close | 10 | 1.10 | 0.99131 | 0.99473 | 0.00000 | -197.52 | 10805.71 |
21 | 2019.10.01 14:30 | sell | 11 | 1.08 | 1.00050 | 1.00570 | 0.00000 | ||
22 | 2019.10.01 16:03 | close | 11 | 1.08 | 1.00026 | 1.00570 | 0.00000 | 25.91 | 10831.62 |
23 | 2019.10.01 18:17 | sell | 12 | 1.08 | 0.99433 | 0.99953 | 0.00000 | ||
24 | 2019.10.01 23:59 | close | 12 | 1.08 | 0.99326 | 0.99953 | 0.00000 | 116.34 | 10947.96 |
25 | 2019.10.02 10:47 | buy | 13 | 1.09 | 0.99800 | 0.99280 | 0.00000 | ||
26 | 2019.10.02 15:15 | close | 13 | 1.09 | 1.00124 | 0.99280 | 0.00000 | 352.72 | 11300.68 |
27 | 2019.10.03 09:06 | buy | 14 | 1.13 | 0.99964 | 0.99444 | 0.00000 | ||
28 | 2019.10.03 10:13 | close | 14 | 1.13 | 1.00182 | 0.99444 | 0.00000 | 245.89 | 11546.57 |
29 | 2019.10.03 11:30 | sell | 15 | 1.15 | 1.00008 | 1.00528 | 0.00000 | ||
30 | 2019.10.03 17:00 | close | 15 | 1.15 | 1.00017 | 1.00528 | 0.00000 | -10.35 | 11536.22 |
31 | 2019.10.03 19:30 | buy | 16 | 1.15 | 0.99808 | 0.99288 | 0.00000 | ||
32 | 2019.10.03 21:51 | close | 16 | 1.15 | 0.99893 | 0.99288 | 0.00000 | 97.85 | 11634.07 |
33 | 2019.10.04 13:58 | sell | 17 | 1.16 | 0.99323 | 0.99843 | 0.00000 | ||
34 | 2019.10.04 23:00 | close | 17 | 1.16 | 0.99487 | 0.99843 | 0.00000 | -191.22 | 11442.85 |
35 | 2019.10.07 13:30 | buy | 18 | 1.14 | 0.99465 | 0.98945 | 0.00000 | ||
36 | 2019.10.07 14:33 | close | 18 | 1.14 | 0.99476 | 0.98945 | 0.00000 | 12.61 | 11455.46 |
37 | 2019.10.10 03:30 | buy | 19 | 1.14 | 0.99414 | 0.98894 | 0.00000 | ||
38 | 2019.10.10 03:48 | close | 19 | 1.14 | 0.99479 | 0.98894 | 0.00000 | 74.49 | 11529.95 |
39 | 2019.10.10 19:30 | sell | 20 | 1.15 | 0.99524 | 1.00044 | 0.00000 | ||
40 | 2019.10.11 02:48 | close | 20 | 1.15 | 0.99637 | 1.00044 | 0.00000 | -140.19 | 11389.76 |
41 | 2019.10.15 12:30 | sell | 21 | 1.13 | 0.99832 | 1.00352 | 0.00000 | ||
42 | 2019.10.15 13:22 | close | 21 | 1.13 | 0.99761 | 1.00352 | 0.00000 | 80.42 | 11470.18 |
43 | 2019.10.16 09:15 | sell | 22 | 1.14 | 0.99677 | 1.00197 | 0.00000 | ||
44 | 2019.10.17 08:43 | close | 22 | 1.14 | 0.99395 | 1.00197 | 0.00000 | 294.39 | 11764.57 |
45 | 2019.10.17 14:29 | sell | 23 | 1.17 | 0.98982 | 0.99502 | 0.00000 | ||
46 | 2019.10.17 16:21 | close | 23 | 1.17 | 0.98863 | 0.99502 | 0.00000 | 140.83 | 11905.40 |
47 | 2019.10.21 19:30 | sell | 24 | 1.19 | 0.98580 | 0.99100 | 0.00000 | ||
48 | 2019.10.21 20:41 | close | 24 | 1.19 | 0.98568 | 0.99100 | 0.00000 | 14.49 | 11919.89 |
49 | 2019.10.25 14:00 | buy | 25 | 1.19 | 0.99181 | 0.98661 | 0.00000 | ||
50 | 2019.10.25 14:56 | close | 25 | 1.19 | 0.99203 | 0.98661 | 0.00000 | 26.39 | 11946.28 |
51 | 2019.11.01 15:30 | buy | 26 | 1.19 | 0.98907 | 0.98387 | 0.00000 | ||
52 | 2019.11.01 23:00 | close | 26 | 1.19 | 0.98515 | 0.98387 | 0.00000 | -473.51 | 11472.77 |
53 | 2019.11.07 09:25 | buy | 27 | 1.14 | 0.99405 | 0.98885 | 0.00000 | ||
54 | 2019.11.07 19:25 | close | 27 | 1.14 | 0.99583 | 0.98885 | 0.00000 | 203.77 | 11676.54 |
55 | 2019.11.11 14:14 | sell | 28 | 1.16 | 0.99381 | 0.99901 | 0.00000 | ||
56 | 2019.11.11 23:30 | close | 28 | 1.16 | 0.99362 | 0.99901 | 0.00000 | 22.18 | 11698.72 |
57 | 2019.11.14 10:15 | sell | 29 | 1.16 | 0.98790 | 0.99310 | 0.00000 | ||
58 | 2019.11.15 23:00 | close | 29 | 1.16 | 0.98991 | 0.99310 | 0.00000 | -245.39 | 11453.32 |
59 | 2019.11.20 21:30 | buy | 30 | 1.14 | 0.99195 | 0.98675 | 0.00000 | ||
60 | 2019.11.20 21:31 | close | 30 | 1.14 | 0.99198 | 0.98675 | 0.00000 | 3.45 | 11456.77 |
61 | 2019.11.22 09:49 | buy | 31 | 1.14 | 0.99490 | 0.98970 | 0.00000 | ||
62 | 2019.11.22 23:00 | close | 31 | 1.14 | 0.99739 | 0.98970 | 0.00000 | 284.60 | 11741.37 |
63 | 2019.12.02 17:00 | sell | 32 | 1.17 | 0.99452 | 0.99972 | 0.00000 | ||
64 | 2019.12.02 19:04 | close | 32 | 1.17 | 0.99266 | 0.99972 | 0.00000 | 219.23 | 11960.60 |
65 | 2019.12.03 10:27 | sell | 33 | 1.19 | 0.99009 | 0.99529 | 0.00000 | ||
66 | 2019.12.03 22:30 | close | 33 | 1.19 | 0.98740 | 0.99529 | 0.00000 | 324.19 | 12284.79 |
67 | 2019.12.04 11:17 | buy | 34 | 1.22 | 0.98914 | 0.98394 | 0.00000 | ||
68 | 2019.12.06 15:37 | close | 34 | 1.22 | 0.99095 | 0.98394 | 0.00000 | 247.53 | 12532.33 |
69 | 2019.12.11 21:48 | sell | 35 | 1.25 | 0.98285 | 0.98805 | 0.00000 | ||
70 | 2019.12.12 06:59 | close | 35 | 1.25 | 0.98251 | 0.98805 | 0.00000 | 11.41 | 12543.74 |