Symbol | USDCHF (United States 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=250; TakeProfit=100; TrackPeriod=20; TRRR=2; MinDev=0.0005; UpATRR=1.2; UpDPR=0.6; DownATRR=1; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4344 | Ticks modelled | 4910645 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 343.33 | Gross profit | 1009.99 | Gross loss | -666.66 |
Profit factor | 1.52 | Expected payoff | 4.24 | ||
Absolute drawdown | 42.13 | Maximal drawdown | 262.05 (2.54%) | Relative drawdown | 2.54% (262.05) |
Total trades | 81 | Short positions (won %) | 48 (72.92%) | Long positions (won %) | 33 (84.85%) |
Profit trades (% of total) | 63 (77.78%) | Loss trades (% of total) | 18 (22.22%) | ||
Largest | profit trade | 97.87 | loss trade | -60.62 | |
Average | profit trade | 16.03 | loss trade | -37.04 | |
Maximum | consecutive wins (profit in money) | 16 (294.78) | consecutive losses (loss in money) | 3 (-140.30) | |
Maximal | consecutive profit (count of wins) | 294.78 (16) | consecutive loss (count of losses) | -140.30 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 11:06 | sell | 1 | 0.20 | 0.99002 | 0.99282 | 0.00000 | ||
2 | 2019.09.24 02:01 | close | 1 | 0.20 | 0.98976 | 0.99282 | 0.00000 | 1.60 | 10001.60 |
3 | 2019.09.24 12:54 | sell | 2 | 0.20 | 0.98895 | 0.99175 | 0.00000 | ||
4 | 2019.09.24 16:00 | close | 2 | 0.20 | 0.98815 | 0.99175 | 0.00000 | 16.19 | 10017.79 |
5 | 2019.09.24 19:23 | sell | 3 | 0.20 | 0.98607 | 0.98887 | 0.00000 | ||
6 | 2019.09.24 19:43 | close | 3 | 0.20 | 0.98497 | 0.98887 | 0.00000 | 22.34 | 10040.13 |
7 | 2019.09.25 17:53 | buy | 4 | 0.20 | 0.98923 | 0.98643 | 0.00000 | ||
8 | 2019.09.25 17:56 | close | 4 | 0.20 | 0.98955 | 0.98643 | 0.00000 | 6.47 | 10046.60 |
9 | 2019.09.25 19:09 | buy | 5 | 0.20 | 0.99216 | 0.98936 | 0.00000 | ||
10 | 2019.09.26 10:56 | close | 5 | 0.20 | 0.99315 | 0.98936 | 0.00000 | 25.45 | 10072.05 |
11 | 2019.09.27 12:59 | sell | 6 | 0.20 | 0.99216 | 0.99496 | 0.00000 | ||
12 | 2019.09.27 18:37 | close | 6 | 0.20 | 0.99105 | 0.99496 | 0.00000 | 22.40 | 10094.45 |
13 | 2019.09.30 09:25 | buy | 7 | 0.20 | 0.99226 | 0.98946 | 0.00000 | ||
14 | 2019.09.30 11:35 | close | 7 | 0.20 | 0.99279 | 0.98946 | 0.00000 | 10.68 | 10105.13 |
15 | 2019.09.30 12:53 | buy | 8 | 0.20 | 0.99449 | 0.99169 | 0.00000 | ||
16 | 2019.09.30 13:23 | close | 8 | 0.20 | 0.99487 | 0.99169 | 0.00000 | 7.64 | 10112.77 |
17 | 2019.09.30 15:22 | buy | 9 | 0.20 | 0.99660 | 0.99380 | 0.00000 | ||
18 | 2019.09.30 16:03 | close | 9 | 0.20 | 0.99700 | 0.99380 | 0.00000 | 8.02 | 10120.79 |
19 | 2019.10.01 09:23 | buy | 10 | 0.20 | 0.99993 | 0.99713 | 0.00000 | ||
20 | 2019.10.01 11:12 | close | 10 | 0.20 | 1.00030 | 0.99713 | 0.00000 | 7.40 | 10128.19 |
21 | 2019.10.01 14:30 | sell | 11 | 0.20 | 1.00042 | 1.00222 | 0.00000 | ||
22 | 2019.10.01 16:03 | close | 11 | 0.20 | 1.00026 | 1.00222 | 0.00000 | 3.20 | 10131.39 |
23 | 2019.10.01 17:01 | sell | 12 | 0.20 | 0.99790 | 1.00070 | 0.00000 | ||
24 | 2019.10.01 17:50 | close | 12 | 0.20 | 0.99709 | 1.00070 | 0.00000 | 16.25 | 10147.64 |
25 | 2019.10.01 18:14 | sell | 13 | 0.20 | 0.99523 | 0.99803 | 0.00000 | ||
26 | 2019.10.01 18:33 | close | 13 | 0.20 | 0.99441 | 0.99803 | 0.00000 | 16.49 | 10164.13 |
27 | 2019.10.02 09:04 | buy | 14 | 0.20 | 0.99437 | 0.99157 | 0.00000 | ||
28 | 2019.10.02 16:23 | close | 14 | 0.20 | 0.99926 | 0.99157 | 0.00000 | 97.87 | 10262.00 |
29 | 2019.10.03 09:02 | buy | 15 | 0.20 | 0.99888 | 0.99608 | 0.00000 | ||
30 | 2019.10.03 09:15 | close | 15 | 0.20 | 1.00009 | 0.99608 | 0.00000 | 24.20 | 10286.20 |
31 | 2019.10.03 09:51 | buy | 16 | 0.20 | 1.00195 | 0.99915 | 0.00000 | ||
32 | 2019.10.03 09:59 | close | 16 | 0.20 | 1.00238 | 0.99915 | 0.00000 | 8.58 | 10294.78 |
33 | 2019.10.03 11:30 | sell | 17 | 0.20 | 0.99999 | 1.00279 | 0.00000 | ||
34 | 2019.10.03 17:00 | close | 17 | 0.20 | 1.00012 | 1.00279 | 0.00000 | -2.60 | 10292.18 |
35 | 2019.10.04 08:07 | buy | 18 | 0.20 | 1.00030 | 0.99750 | 0.00000 | ||
36 | 2019.10.04 11:08 | s/l | 18 | 0.20 | 0.99750 | 0.99750 | 0.00000 | -56.14 | 10236.04 |
37 | 2019.10.04 12:17 | sell | 19 | 0.20 | 0.99594 | 0.99874 | 0.00000 | ||
38 | 2019.10.04 13:28 | close | 19 | 0.20 | 0.99509 | 0.99874 | 0.00000 | 17.08 | 10253.12 |
39 | 2019.10.04 13:37 | sell | 20 | 0.20 | 0.99392 | 0.99672 | 0.00000 | ||
40 | 2019.10.04 15:30 | close | 20 | 0.20 | 0.99305 | 0.99672 | 0.00000 | 17.52 | 10270.64 |
41 | 2019.10.08 09:45 | sell | 21 | 0.20 | 0.99390 | 0.99670 | 0.00000 | ||
42 | 2019.10.08 11:00 | close | 21 | 0.20 | 0.99301 | 0.99670 | 0.00000 | 17.93 | 10288.57 |
43 | 2019.10.08 11:52 | sell | 22 | 0.20 | 0.99186 | 0.99466 | 0.00000 | ||
44 | 2019.10.08 14:04 | close | 22 | 0.20 | 0.99098 | 0.99466 | 0.00000 | 17.76 | 10306.33 |
45 | 2019.10.09 10:27 | sell | 23 | 0.20 | 0.99185 | 0.99465 | 0.00000 | ||
46 | 2019.10.09 14:11 | s/l | 23 | 0.20 | 0.99465 | 0.99465 | 0.00000 | -56.30 | 10250.03 |
47 | 2019.10.10 01:41 | sell | 24 | 0.20 | 0.99286 | 0.99566 | 0.00000 | ||
48 | 2019.10.10 10:56 | close | 24 | 0.20 | 0.99193 | 0.99566 | 0.00000 | 18.75 | 10268.78 |
49 | 2019.10.10 19:30 | sell | 25 | 0.20 | 0.99516 | 0.99753 | 0.00000 | ||
50 | 2019.10.11 02:49 | close | 25 | 0.20 | 0.99637 | 0.99753 | 0.00000 | -27.94 | 10240.85 |
51 | 2019.10.11 11:53 | buy | 26 | 0.20 | 0.99902 | 0.99622 | 0.00000 | ||
52 | 2019.10.11 18:53 | s/l | 26 | 0.20 | 0.99622 | 0.99622 | 0.00000 | -56.21 | 10184.64 |
53 | 2019.10.14 12:21 | sell | 27 | 0.20 | 0.99451 | 0.99731 | 0.00000 | ||
54 | 2019.10.14 18:25 | s/l | 27 | 0.20 | 0.99731 | 0.99731 | 0.00000 | -56.15 | 10128.49 |
55 | 2019.10.15 10:14 | buy | 28 | 0.20 | 0.99857 | 0.99577 | 0.00000 | ||
56 | 2019.10.15 11:02 | close | 28 | 0.20 | 0.99902 | 0.99577 | 0.00000 | 9.01 | 10137.50 |
57 | 2019.10.15 12:30 | sell | 29 | 0.20 | 0.99823 | 0.99975 | 0.00000 | ||
58 | 2019.10.15 13:22 | close | 29 | 0.20 | 0.99763 | 0.99975 | 0.00000 | 12.03 | 10149.53 |
59 | 2019.10.16 09:15 | sell | 30 | 0.20 | 0.99700 | 0.99980 | 0.00000 | ||
60 | 2019.10.16 18:59 | close | 30 | 0.20 | 0.99608 | 0.99980 | 0.00000 | 18.47 | 10168.00 |
61 | 2019.10.17 03:44 | sell | 31 | 0.20 | 0.99326 | 0.99606 | 0.00000 | ||
62 | 2019.10.17 10:21 | close | 31 | 0.20 | 0.99235 | 0.99606 | 0.00000 | 18.34 | 10186.34 |
63 | 2019.10.17 14:04 | sell | 32 | 0.20 | 0.99045 | 0.99325 | 0.00000 | ||
64 | 2019.10.17 15:05 | close | 32 | 0.20 | 0.98961 | 0.99325 | 0.00000 | 16.98 | 10203.32 |
65 | 2019.10.21 19:30 | sell | 33 | 0.20 | 0.98569 | 0.98732 | 0.00000 | ||
66 | 2019.10.21 20:42 | close | 33 | 0.20 | 0.98569 | 0.98732 | 0.00000 | 0.00 | 10203.32 |
67 | 2019.10.22 10:17 | buy | 34 | 0.20 | 0.98773 | 0.98493 | 0.00000 | ||
68 | 2019.10.22 11:23 | close | 34 | 0.20 | 0.98814 | 0.98493 | 0.00000 | 8.30 | 10211.62 |
69 | 2019.10.22 11:47 | buy | 35 | 0.20 | 0.98934 | 0.98654 | 0.00000 | ||
70 | 2019.10.23 08:52 | close | 35 | 0.20 | 0.98936 | 0.98654 | 0.00000 | 2.24 | 10213.85 |
71 | 2019.10.24 10:15 | sell | 36 | 0.20 | 0.98932 | 0.99212 | 0.00000 | ||
72 | 2019.10.24 18:03 | s/l | 36 | 0.20 | 0.99212 | 0.99212 | 0.00000 | -56.44 | 10157.41 |
73 | 2019.10.25 11:50 | sell | 37 | 0.20 | 0.99101 | 0.99381 | 0.00000 | ||
74 | 2019.10.25 17:28 | s/l | 37 | 0.20 | 0.99381 | 0.99381 | 0.00000 | -56.35 | 10101.06 |
75 | 2019.10.28 05:17 | buy | 38 | 0.20 | 0.99607 | 0.99327 | 0.00000 | ||
76 | 2019.10.28 15:53 | close | 38 | 0.20 | 0.99658 | 0.99327 | 0.00000 | 10.24 | 10111.30 |
77 | 2019.10.29 11:08 | buy | 39 | 0.20 | 0.99578 | 0.99298 | 0.00000 | ||
78 | 2019.10.29 12:04 | close | 39 | 0.20 | 0.99615 | 0.99298 | 0.00000 | 7.43 | 10118.73 |
79 | 2019.10.30 09:55 | sell | 40 | 0.20 | 0.99260 | 0.99540 | 0.00000 | ||
80 | 2019.10.30 13:31 | close | 40 | 0.20 | 0.99177 | 0.99540 | 0.00000 | 16.74 | 10135.47 |
81 | 2019.10.30 22:10 | sell | 41 | 0.20 | 0.98945 | 0.99225 | 0.00000 | ||
82 | 2019.10.31 00:31 | close | 41 | 0.20 | 0.98912 | 0.99225 | 0.00000 | -4.27 | 10131.20 |
83 | 2019.11.01 15:30 | buy | 42 | 0.20 | 0.98825 | 0.98545 | 0.00000 | ||
84 | 2019.11.01 15:30 | close | 42 | 0.20 | 0.98865 | 0.98545 | 0.00000 | 8.09 | 10139.29 |
85 | 2019.11.01 17:00 | sell | 43 | 0.20 | 0.98759 | 0.98878 | 0.00000 | ||
86 | 2019.11.01 17:00 | close | 43 | 0.20 | 0.98683 | 0.98878 | 0.00000 | 15.40 | 10154.69 |
87 | 2019.11.04 10:10 | buy | 44 | 0.20 | 0.98768 | 0.98488 | 0.00000 | ||
88 | 2019.11.04 12:38 | close | 44 | 0.20 | 0.98836 | 0.98488 | 0.00000 | 13.76 | 10168.45 |
89 | 2019.11.05 10:43 | buy | 45 | 0.20 | 0.99028 | 0.98748 | 0.00000 | ||
90 | 2019.11.05 12:38 | close | 45 | 0.20 | 0.99065 | 0.98748 | 0.00000 | 7.47 | 10175.92 |
91 | 2019.11.05 14:05 | buy | 46 | 0.20 | 0.99183 | 0.98903 | 0.00000 | ||
92 | 2019.11.05 17:05 | close | 46 | 0.20 | 0.99250 | 0.98903 | 0.00000 | 13.50 | 10189.42 |
93 | 2019.11.07 09:20 | buy | 47 | 0.20 | 0.99346 | 0.99066 | 0.00000 | ||
94 | 2019.11.07 17:04 | close | 47 | 0.20 | 0.99393 | 0.99066 | 0.00000 | 9.46 | 10198.88 |
95 | 2019.11.11 08:19 | sell | 48 | 0.20 | 0.99616 | 0.99896 | 0.00000 | ||
96 | 2019.11.11 12:22 | close | 48 | 0.20 | 0.99524 | 0.99896 | 0.00000 | 18.49 | 10217.37 |
97 | 2019.11.11 14:11 | sell | 49 | 0.20 | 0.99413 | 0.99693 | 0.00000 | ||
98 | 2019.11.11 20:58 | close | 49 | 0.20 | 0.99332 | 0.99693 | 0.00000 | 16.31 | 10233.68 |
99 | 2019.11.12 08:28 | buy | 50 | 0.20 | 0.99508 | 0.99228 | 0.00000 | ||
100 | 2019.11.12 13:24 | close | 50 | 0.20 | 0.99582 | 0.99228 | 0.00000 | 14.86 | 10248.54 |
101 | 2019.11.12 18:15 | sell | 51 | 0.20 | 0.99329 | 0.99609 | 0.00000 | ||
102 | 2019.11.13 02:18 | close | 51 | 0.20 | 0.99313 | 0.99609 | 0.00000 | -0.43 | 10248.11 |
103 | 2019.11.13 06:18 | sell | 52 | 0.20 | 0.99123 | 0.99403 | 0.00000 | ||
104 | 2019.11.13 11:14 | close | 52 | 0.20 | 0.99028 | 0.99403 | 0.00000 | 19.19 | 10267.30 |
105 | 2019.11.14 10:13 | sell | 53 | 0.20 | 0.98817 | 0.99097 | 0.00000 | ||
106 | 2019.11.14 11:11 | close | 53 | 0.20 | 0.98734 | 0.99097 | 0.00000 | 16.81 | 10284.11 |
107 | 2019.11.15 11:05 | buy | 54 | 0.20 | 0.99013 | 0.98733 | 0.00000 | ||
108 | 2019.11.15 11:22 | close | 54 | 0.20 | 0.99063 | 0.98733 | 0.00000 | 10.09 | 10294.20 |
109 | 2019.11.19 11:27 | buy | 55 | 0.20 | 0.99164 | 0.98884 | 0.00000 | ||
110 | 2019.11.20 14:41 | close | 55 | 0.20 | 0.99244 | 0.98884 | 0.00000 | 17.96 | 10312.16 |
111 | 2019.11.20 21:30 | buy | 56 | 0.20 | 0.99196 | 0.98981 | 0.00000 | ||
112 | 2019.11.20 21:31 | close | 56 | 0.20 | 0.99179 | 0.98981 | 0.00000 | -3.43 | 10308.73 |
113 | 2019.11.22 09:46 | buy | 57 | 0.20 | 0.99441 | 0.99161 | 0.00000 | ||
114 | 2019.11.22 17:04 | close | 57 | 0.20 | 0.99527 | 0.99161 | 0.00000 | 17.28 | 10326.01 |
115 | 2019.11.25 16:54 | sell | 58 | 0.20 | 0.99600 | 0.99880 | 0.00000 | ||
116 | 2019.11.26 10:46 | s/l | 58 | 0.20 | 0.99880 | 0.99880 | 0.00000 | -59.72 | 10266.29 |
117 | 2019.11.27 15:48 | buy | 59 | 0.20 | 0.99947 | 0.99667 | 0.00000 | ||
118 | 2019.11.29 16:47 | close | 59 | 0.20 | 1.00127 | 0.99667 | 0.00000 | 43.30 | 10309.59 |
119 | 2019.12.02 13:14 | sell | 60 | 0.20 | 0.99869 | 1.00149 | 0.00000 | ||
120 | 2019.12.02 15:01 | close | 60 | 0.20 | 0.99743 | 1.00149 | 0.00000 | 25.26 | 10334.85 |
121 | 2019.12.02 15:39 | sell | 61 | 0.20 | 0.99644 | 0.99924 | 0.00000 | ||
122 | 2019.12.02 17:00 | close | 61 | 0.20 | 0.99548 | 0.99924 | 0.00000 | 19.29 | 10354.14 |
123 | 2019.12.02 18:29 | sell | 62 | 0.20 | 0.99193 | 0.99473 | 0.00000 | ||
124 | 2019.12.03 02:30 | close | 62 | 0.20 | 0.99181 | 0.99473 | 0.00000 | -1.23 | 10352.92 |
125 | 2019.12.03 10:22 | sell | 63 | 0.20 | 0.99038 | 0.99318 | 0.00000 | ||
126 | 2019.12.03 11:43 | close | 63 | 0.20 | 0.98953 | 0.99318 | 0.00000 | 17.18 | 10370.10 |
127 | 2019.12.03 12:13 | sell | 64 | 0.20 | 0.98859 | 0.99139 | 0.00000 | ||
128 | 2019.12.03 16:22 | close | 64 | 0.20 | 0.98777 | 0.99139 | 0.00000 | 16.60 | 10386.70 |
129 | 2019.12.04 10:17 | sell | 65 | 0.20 | 0.98564 | 0.98844 | 0.00000 | ||
130 | 2019.12.04 11:12 | s/l | 65 | 0.20 | 0.98844 | 0.98844 | 0.00000 | -56.65 | 10330.05 |
131 | 2019.12.06 08:08 | buy | 66 | 0.20 | 0.98823 | 0.98543 | 0.00000 | ||
132 | 2019.12.06 15:00 | close | 66 | 0.20 | 0.98863 | 0.98543 | 0.00000 | 8.09 | 10338.14 |
133 | 2019.12.06 15:30 | buy | 67 | 0.20 | 0.98987 | 0.98707 | 0.00000 | ||
134 | 2019.12.06 15:30 | close | 67 | 0.20 | 0.99053 | 0.98707 | 0.00000 | 13.33 | 10351.47 |
135 | 2019.12.09 17:46 | sell | 68 | 0.20 | 0.98803 | 0.99083 | 0.00000 | ||
136 | 2019.12.10 04:18 | close | 68 | 0.20 | 0.98802 | 0.99083 | 0.00000 | -3.45 | 10348.02 |
137 | 2019.12.10 09:20 | sell | 69 | 0.20 | 0.98716 | 0.98996 | 0.00000 | ||
138 | 2019.12.10 12:25 | close | 69 | 0.20 | 0.98624 | 0.98996 | 0.00000 | 18.66 | 10366.68 |
139 | 2019.12.11 21:43 | sell | 70 | 0.20 | 0.98342 | 0.98622 | 0.00000 | ||
140 | 2019.12.11 21:50 | close | 70 | 0.20 | 0.98245 | 0.98622 | 0.00000 | 19.75 | 10386.43 |
141 | 2019.12.12 16:42 | buy | 71 | 0.20 | 0.98449 | 0.98169 | 0.00000 | ||
142 | 2019.12.12 17:09 | close | 71 | 0.20 | 0.98562 | 0.98169 | 0.00000 | 22.93 | 10409.36 |
143 | 2019.12.17 10:37 | buy | 72 | 0.20 | 0.98418 | 0.98138 | 0.00000 | ||
144 | 2019.12.17 13:21 | s/l | 72 | 0.20 | 0.98138 | 0.98138 | 0.00000 | -57.06 | 10352.30 |
145 | 2019.12.17 14:14 | sell | 73 | 0.20 | 0.98081 | 0.98361 | 0.00000 | ||
146 | 2019.12.17 17:57 | close | 73 | 0.20 | 0.98000 | 0.98361 | 0.00000 | 16.53 | 10368.83 |
147 | 2019.12.18 10:14 | buy | 74 | 0.20 | 0.98199 | 0.97919 | 0.00000 | ||
148 | 2019.12.19 16:49 | s/l | 74 | 0.20 | 0.97919 | 0.97919 | 0.00000 | -51.68 | 10317.15 |
149 | 2019.12.19 17:00 | sell | 75 | 0.20 | 0.97831 | 0.98111 | 0.00000 | ||
150 | 2019.12.19 19:37 | close | 75 | 0.20 | 0.97746 | 0.98111 | 0.00000 | 17.39 | 10334.54 |
151 | 2019.12.20 10:38 | buy | 76 | 0.20 | 0.98021 | 0.97741 | 0.00000 | ||
152 | 2019.12.20 12:41 | close | 76 | 0.20 | 0.98058 | 0.97741 | 0.00000 | 7.55 | 10342.09 |
153 | 2019.12.23 10:54 | sell | 77 | 0.20 | 0.98029 | 0.98309 | 0.00000 | ||
154 | 2019.12.24 09:45 | s/l | 77 | 0.20 | 0.98309 | 0.98309 | 0.00000 | -60.62 | 10281.47 |
155 | 2019.12.24 17:28 | sell | 78 | 0.20 | 0.98048 | 0.98328 | 0.00000 | ||
156 | 2019.12.24 23:30 | close | 78 | 0.20 | 0.98024 | 0.98328 | 0.00000 | 4.90 | 10286.37 |
157 | 2019.12.27 09:26 | sell | 79 | 0.20 | 0.97937 | 0.98217 | 0.00000 | ||
158 | 2019.12.27 10:18 | close | 79 | 0.20 | 0.97835 | 0.98217 | 0.00000 | 20.85 | 10307.22 |
159 | 2019.12.27 11:39 | sell | 80 | 0.20 | 0.97672 | 0.97952 | 0.00000 | ||
160 | 2019.12.27 14:22 | close | 80 | 0.20 | 0.97581 | 0.97952 | 0.00000 | 18.65 | 10325.87 |
161 | 2019.12.27 17:28 | sell | 81 | 0.20 | 0.97435 | 0.97715 | 0.00000 | ||
162 | 2019.12.27 19:43 | close | 81 | 0.20 | 0.97350 | 0.97715 | 0.00000 | 17.46 | 10343.33 |