Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=300; TrackPeriod=5; TRRR=1.4; MinDev=0.0014; UpATRR=3; UpDPR=0.7; DownATRR=2; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 2313159 | Modelling quality | 77.57% |
Mismatched charts errors | 13 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 949.84 | Gross profit | 1654.08 | Gross loss | -704.23 |
Profit factor | 2.35 | Expected payoff | 29.68 | ||
Absolute drawdown | 68.01 | Maximal drawdown | 526.77 (4.85%) | Relative drawdown | 4.85% (526.77) |
Total trades | 32 | Short positions (won %) | 24 (75.00%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
Largest | profit trade | 219.62 | loss trade | -100.61 | |
Average | profit trade | 68.92 | loss trade | -88.03 | |
Maximum | consecutive wins (profit in money) | 11 (800.78) | consecutive losses (loss in money) | 4 (-392.83) | |
Maximal | consecutive profit (count of wins) | 800.78 (11) | consecutive loss (count of losses) | -392.83 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.26 15:22 | sell | 1 | 0.40 | 0.99235 | 0.99465 | 0.00000 | ||
2 | 2019.09.26 16:43 | close | 1 | 0.40 | 0.99194 | 0.99465 | 0.00000 | 16.53 | 10016.53 |
3 | 2019.10.01 17:02 | sell | 2 | 0.40 | 0.99774 | 1.00004 | 0.00000 | ||
4 | 2019.10.02 04:56 | close | 2 | 0.40 | 0.99304 | 1.00004 | 0.00000 | 185.92 | 10202.45 |
5 | 2019.10.02 09:26 | buy | 3 | 0.40 | 0.99516 | 0.99286 | 0.00000 | ||
6 | 2019.10.02 16:00 | close | 3 | 0.40 | 1.00038 | 0.99286 | 0.00000 | 208.72 | 10411.17 |
7 | 2019.10.03 09:04 | buy | 4 | 0.41 | 0.99939 | 0.99709 | 0.00000 | ||
8 | 2019.10.03 10:13 | close | 4 | 0.41 | 1.00175 | 0.99709 | 0.00000 | 96.59 | 10507.76 |
9 | 2019.10.03 17:02 | sell | 5 | 0.42 | 0.99704 | 0.99934 | 0.00000 | ||
10 | 2019.10.03 17:53 | close | 5 | 0.42 | 0.99660 | 0.99934 | 0.00000 | 18.54 | 10526.30 |
11 | 2019.10.04 15:30 | buy | 6 | 0.42 | 0.99457 | 0.99227 | 0.00000 | ||
12 | 2019.10.04 18:32 | close | 6 | 0.42 | 0.99564 | 0.99227 | 0.00000 | 45.14 | 10571.44 |
13 | 2019.10.08 21:58 | sell | 7 | 0.42 | 0.99275 | 0.99505 | 0.00000 | ||
14 | 2019.10.09 10:38 | close | 7 | 0.42 | 0.99256 | 0.99505 | 0.00000 | 4.47 | 10575.91 |
15 | 2019.10.10 00:03 | sell | 8 | 0.42 | 0.99427 | 0.99657 | 0.00000 | ||
16 | 2019.10.10 03:02 | close | 8 | 0.42 | 0.99375 | 0.99657 | 0.00000 | 21.98 | 10597.89 |
17 | 2019.10.10 09:53 | sell | 9 | 0.42 | 0.99327 | 0.99557 | 0.00000 | ||
18 | 2019.10.10 11:38 | close | 9 | 0.42 | 0.99284 | 0.99557 | 0.00000 | 18.19 | 10616.08 |
19 | 2019.10.16 03:48 | sell | 10 | 0.42 | 0.99794 | 1.00024 | 0.00000 | ||
20 | 2019.10.16 10:33 | close | 10 | 0.42 | 0.99749 | 1.00024 | 0.00000 | 18.95 | 10635.03 |
21 | 2019.10.17 10:22 | sell | 11 | 0.42 | 0.99214 | 0.99444 | 0.00000 | ||
22 | 2019.10.17 23:01 | close | 11 | 0.42 | 0.98824 | 0.99444 | 0.00000 | 165.75 | 10800.78 |
23 | 2019.10.24 10:17 | sell | 12 | 0.43 | 0.98930 | 0.99160 | 0.00000 | ||
24 | 2019.10.24 17:06 | s/l | 12 | 0.43 | 0.99160 | 0.99160 | 0.00000 | -99.74 | 10701.04 |
25 | 2019.11.01 15:30 | buy | 13 | 0.42 | 0.98933 | 0.98703 | 0.00000 | ||
26 | 2019.11.01 17:00 | s/l | 13 | 0.42 | 0.98703 | 0.98703 | 0.00000 | -97.87 | 10603.17 |
27 | 2019.11.04 09:17 | sell | 14 | 0.42 | 0.98560 | 0.98790 | 0.00000 | ||
28 | 2019.11.04 10:10 | s/l | 14 | 0.42 | 0.98790 | 0.98790 | 0.00000 | -97.78 | 10505.39 |
29 | 2019.11.07 09:22 | buy | 15 | 0.42 | 0.99372 | 0.99142 | 0.00000 | ||
30 | 2019.11.07 13:00 | s/l | 15 | 0.42 | 0.99142 | 0.99142 | 0.00000 | -97.44 | 10407.95 |
31 | 2019.11.11 00:00 | sell | 16 | 0.41 | 0.99608 | 0.99838 | 0.00000 | ||
32 | 2019.11.11 17:42 | close | 16 | 0.41 | 0.99502 | 0.99838 | 0.00000 | 43.68 | 10451.63 |
33 | 2019.11.14 09:20 | sell | 17 | 0.41 | 0.98910 | 0.99140 | 0.00000 | ||
34 | 2019.11.14 12:19 | close | 17 | 0.41 | 0.98860 | 0.99140 | 0.00000 | 20.74 | 10472.37 |
35 | 2019.11.22 00:21 | sell | 18 | 0.41 | 0.99249 | 0.99479 | 0.00000 | ||
36 | 2019.11.22 00:21 | close | 18 | 0.41 | 0.99247 | 0.99479 | 0.00000 | 0.83 | 10473.20 |
37 | 2019.11.22 09:47 | buy | 19 | 0.41 | 0.99478 | 0.99248 | 0.00000 | ||
38 | 2019.11.22 23:00 | close | 19 | 0.41 | 0.99739 | 0.99248 | 0.00000 | 107.29 | 10580.49 |
39 | 2019.11.25 16:50 | sell | 20 | 0.42 | 0.99650 | 0.99880 | 0.00000 | ||
40 | 2019.11.26 10:20 | s/l | 20 | 0.42 | 0.99880 | 0.99880 | 0.00000 | -100.29 | 10480.21 |
41 | 2019.11.27 15:49 | buy | 21 | 0.41 | 0.99963 | 0.99733 | 0.00000 | ||
42 | 2019.11.29 16:45 | close | 21 | 0.41 | 1.00157 | 0.99733 | 0.00000 | 87.72 | 10567.93 |
43 | 2019.12.02 17:00 | sell | 22 | 0.42 | 0.99429 | 0.99659 | 0.00000 | ||
44 | 2019.12.02 17:42 | close | 22 | 0.42 | 0.99400 | 0.99659 | 0.00000 | 12.25 | 10580.18 |
45 | 2019.12.03 09:11 | sell | 23 | 0.42 | 0.99169 | 0.99399 | 0.00000 | ||
46 | 2019.12.03 22:30 | close | 23 | 0.42 | 0.98748 | 0.99399 | 0.00000 | 179.06 | 10759.24 |
47 | 2019.12.04 09:03 | sell | 24 | 0.43 | 0.98683 | 0.98913 | 0.00000 | ||
48 | 2019.12.04 11:06 | close | 24 | 0.43 | 0.98654 | 0.98913 | 0.00000 | 12.64 | 10771.88 |
49 | 2019.12.06 08:09 | buy | 25 | 0.43 | 0.98853 | 0.98623 | 0.00000 | ||
50 | 2019.12.06 15:30 | close | 25 | 0.43 | 0.99027 | 0.98623 | 0.00000 | 75.56 | 10847.44 |
51 | 2019.12.10 09:22 | sell | 26 | 0.43 | 0.98704 | 0.98934 | 0.00000 | ||
52 | 2019.12.10 15:32 | close | 26 | 0.43 | 0.98662 | 0.98934 | 0.00000 | 18.30 | 10865.74 |
53 | 2019.12.11 21:48 | sell | 27 | 0.43 | 0.98255 | 0.98485 | 0.00000 | ||
54 | 2019.12.12 03:59 | close | 27 | 0.43 | 0.98253 | 0.98485 | 0.00000 | -10.08 | 10855.66 |
55 | 2019.12.12 19:30 | sell | 28 | 0.43 | 0.98578 | 0.98808 | 0.00000 | ||
56 | 2019.12.12 22:57 | close | 28 | 0.43 | 0.98499 | 0.98808 | 0.00000 | 34.49 | 10890.15 |
57 | 2019.12.13 00:01 | sell | 29 | 0.43 | 0.98244 | 0.98474 | 0.00000 | ||
58 | 2019.12.13 00:09 | s/l | 29 | 0.43 | 0.98474 | 0.98474 | 0.00000 | -100.43 | 10789.72 |
59 | 2019.12.13 09:56 | sell | 30 | 0.43 | 0.98405 | 0.98635 | 0.00000 | ||
60 | 2019.12.13 10:00 | close | 30 | 0.43 | 0.98311 | 0.98635 | 0.00000 | 41.11 | 10830.83 |
61 | 2019.12.24 00:02 | sell | 31 | 0.43 | 0.98066 | 0.98296 | 0.00000 | ||
62 | 2019.12.24 09:35 | s/l | 31 | 0.43 | 0.98296 | 0.98296 | 0.00000 | -100.61 | 10730.22 |
63 | 2019.12.26 10:29 | sell | 32 | 0.42 | 0.97994 | 0.98224 | 0.00000 | ||
64 | 2019.12.27 23:00 | close | 32 | 0.42 | 0.97476 | 0.98224 | 0.00000 | 219.62 | 10949.84 |