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=300; TakeProfit=200; TrackPeriod=15; TRRR=2; MinDev=0.0005; UpATRR=1.5; UpDPR=0.4; DownATRR=1.2; DownDPR=0.4; 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 | 539.80 | Gross profit | 1103.89 | Gross loss | -564.10 |
Profit factor | 1.96 | Expected payoff | 9.81 | ||
Absolute drawdown | 42.33 | Maximal drawdown | 237.22 (2.28%) | Relative drawdown | 2.28% (237.22) |
Total trades | 55 | Short positions (won %) | 33 (69.70%) | Long positions (won %) | 22 (90.91%) |
Profit trades (% of total) | 43 (78.18%) | Loss trades (% of total) | 12 (21.82%) | ||
Largest | profit trade | 132.46 | loss trade | -73.35 | |
Average | profit trade | 25.67 | loss trade | -47.01 | |
Maximum | consecutive wins (profit in money) | 12 (245.62) | consecutive losses (loss in money) | 2 (-142.90) | |
Maximal | consecutive profit (count of wins) | 303.63 (5) | consecutive loss (count of losses) | -142.90 (2) | |
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 | 0.99001 | 0.99331 | 0.00000 | ||
2 | 2019.09.24 02:01 | close | 1 | 0.20 | 0.98976 | 0.99331 | 0.00000 | 1.40 | 10001.40 |
3 | 2019.09.24 19:28 | sell | 2 | 0.20 | 0.98581 | 0.98911 | 0.00000 | ||
4 | 2019.09.24 19:50 | close | 2 | 0.20 | 0.98543 | 0.98911 | 0.00000 | 7.71 | 10009.11 |
5 | 2019.09.25 17:54 | buy | 3 | 0.20 | 0.98950 | 0.98620 | 0.00000 | ||
6 | 2019.09.26 00:08 | close | 3 | 0.20 | 0.99091 | 0.98620 | 0.00000 | 33.97 | 10043.08 |
7 | 2019.09.26 10:09 | buy | 4 | 0.20 | 0.99274 | 0.98944 | 0.00000 | ||
8 | 2019.09.26 10:56 | close | 4 | 0.20 | 0.99309 | 0.98944 | 0.00000 | 7.05 | 10050.13 |
9 | 2019.09.27 18:38 | sell | 5 | 0.20 | 0.99001 | 0.99331 | 0.00000 | ||
10 | 2019.09.27 23:00 | close | 5 | 0.20 | 0.99096 | 0.99331 | 0.00000 | -19.17 | 10030.96 |
11 | 2019.09.30 09:26 | buy | 6 | 0.20 | 0.99241 | 0.98911 | 0.00000 | ||
12 | 2019.10.01 00:30 | close | 6 | 0.20 | 0.99743 | 0.98911 | 0.00000 | 102.50 | 10133.46 |
13 | 2019.10.01 09:24 | buy | 7 | 0.20 | 0.99999 | 0.99669 | 0.00000 | ||
14 | 2019.10.01 12:03 | close | 7 | 0.20 | 1.00040 | 0.99669 | 0.00000 | 8.20 | 10141.66 |
15 | 2019.10.01 17:03 | sell | 8 | 0.20 | 0.99760 | 1.00090 | 0.00000 | ||
16 | 2019.10.02 04:55 | close | 8 | 0.20 | 0.99295 | 1.00090 | 0.00000 | 90.01 | 10231.67 |
17 | 2019.10.02 09:05 | buy | 9 | 0.20 | 0.99449 | 0.99119 | 0.00000 | ||
18 | 2019.10.02 17:47 | close | 9 | 0.20 | 0.99818 | 0.99119 | 0.00000 | 73.93 | 10305.60 |
19 | 2019.10.03 09:02 | buy | 10 | 0.20 | 0.99901 | 0.99571 | 0.00000 | ||
20 | 2019.10.03 10:30 | close | 10 | 0.20 | 1.00046 | 0.99571 | 0.00000 | 28.99 | 10334.59 |
21 | 2019.10.03 11:30 | sell | 11 | 0.20 | 0.99999 | 1.00280 | 0.00000 | ||
22 | 2019.10.03 17:00 | close | 11 | 0.20 | 1.00012 | 1.00280 | 0.00000 | -2.60 | 10331.99 |
23 | 2019.10.04 08:07 | buy | 12 | 0.20 | 1.00039 | 0.99709 | 0.00000 | ||
24 | 2019.10.04 11:32 | s/l | 12 | 0.20 | 0.99709 | 0.99709 | 0.00000 | -66.19 | 10265.80 |
25 | 2019.10.04 12:24 | sell | 13 | 0.20 | 0.99568 | 0.99898 | 0.00000 | ||
26 | 2019.10.04 15:20 | close | 13 | 0.20 | 0.99468 | 0.99898 | 0.00000 | 20.11 | 10285.91 |
27 | 2019.10.08 09:46 | sell | 14 | 0.20 | 0.99375 | 0.99705 | 0.00000 | ||
28 | 2019.10.08 12:20 | close | 14 | 0.20 | 0.99301 | 0.99705 | 0.00000 | 14.90 | 10300.81 |
29 | 2019.10.09 10:27 | sell | 15 | 0.20 | 0.99194 | 0.99524 | 0.00000 | ||
30 | 2019.10.09 14:29 | s/l | 15 | 0.20 | 0.99524 | 0.99524 | 0.00000 | -66.32 | 10234.49 |
31 | 2019.10.10 01:41 | sell | 16 | 0.20 | 0.99303 | 0.99633 | 0.00000 | ||
32 | 2019.10.10 11:26 | close | 16 | 0.20 | 0.99250 | 0.99633 | 0.00000 | 10.68 | 10245.17 |
33 | 2019.10.10 19:30 | sell | 17 | 0.20 | 0.99516 | 0.99753 | 0.00000 | ||
34 | 2019.10.11 02:49 | close | 17 | 0.20 | 0.99637 | 0.99753 | 0.00000 | -27.94 | 10217.24 |
35 | 2019.10.15 10:15 | buy | 18 | 0.20 | 0.99869 | 0.99539 | 0.00000 | ||
36 | 2019.10.15 11:49 | close | 18 | 0.20 | 0.99901 | 0.99539 | 0.00000 | 6.41 | 10223.65 |
37 | 2019.10.15 12:30 | sell | 19 | 0.20 | 0.99823 | 0.99975 | 0.00000 | ||
38 | 2019.10.15 13:22 | close | 19 | 0.20 | 0.99763 | 0.99975 | 0.00000 | 12.03 | 10235.68 |
39 | 2019.10.16 09:15 | sell | 20 | 0.20 | 0.99697 | 1.00027 | 0.00000 | ||
40 | 2019.10.17 08:07 | close | 20 | 0.20 | 0.99393 | 1.00027 | 0.00000 | 50.23 | 10285.90 |
41 | 2019.10.17 10:20 | sell | 21 | 0.20 | 0.99221 | 0.99551 | 0.00000 | ||
42 | 2019.10.17 23:00 | close | 21 | 0.20 | 0.98816 | 0.99551 | 0.00000 | 81.97 | 10367.87 |
43 | 2019.10.21 19:30 | sell | 22 | 0.20 | 0.98569 | 0.98732 | 0.00000 | ||
44 | 2019.10.21 20:42 | close | 22 | 0.20 | 0.98569 | 0.98732 | 0.00000 | 0.00 | 10367.87 |
45 | 2019.10.22 03:22 | buy | 23 | 0.20 | 0.98708 | 0.98378 | 0.00000 | ||
46 | 2019.10.22 15:43 | close | 23 | 0.20 | 0.98787 | 0.98378 | 0.00000 | 15.99 | 10383.86 |
47 | 2019.10.24 10:15 | sell | 24 | 0.20 | 0.98926 | 0.99256 | 0.00000 | ||
48 | 2019.10.24 18:21 | s/l | 24 | 0.20 | 0.99256 | 0.99256 | 0.00000 | -66.49 | 10317.37 |
49 | 2019.10.25 11:50 | sell | 25 | 0.20 | 0.99095 | 0.99425 | 0.00000 | ||
50 | 2019.10.25 18:16 | s/l | 25 | 0.20 | 0.99425 | 0.99425 | 0.00000 | -66.38 | 10250.99 |
51 | 2019.10.28 05:17 | buy | 26 | 0.20 | 0.99605 | 0.99275 | 0.00000 | ||
52 | 2019.10.28 15:53 | close | 26 | 0.20 | 0.99639 | 0.99275 | 0.00000 | 6.82 | 10257.81 |
53 | 2019.10.29 11:09 | buy | 27 | 0.20 | 0.99590 | 0.99260 | 0.00000 | ||
54 | 2019.10.30 09:55 | s/l | 27 | 0.20 | 0.99260 | 0.99260 | 0.00000 | -64.65 | 10193.16 |
55 | 2019.10.30 22:23 | sell | 28 | 0.20 | 0.98909 | 0.99239 | 0.00000 | ||
56 | 2019.10.31 10:32 | close | 28 | 0.20 | 0.98762 | 0.99239 | 0.00000 | 18.83 | 10211.99 |
57 | 2019.11.01 15:30 | buy | 29 | 0.20 | 0.98845 | 0.98515 | 0.00000 | ||
58 | 2019.11.01 15:32 | close | 29 | 0.20 | 0.98882 | 0.98515 | 0.00000 | 7.48 | 10219.47 |
59 | 2019.11.01 17:00 | sell | 30 | 0.20 | 0.98759 | 0.98878 | 0.00000 | ||
60 | 2019.11.01 17:00 | close | 30 | 0.20 | 0.98683 | 0.98878 | 0.00000 | 15.40 | 10234.87 |
61 | 2019.11.04 10:10 | buy | 31 | 0.20 | 0.98782 | 0.98452 | 0.00000 | ||
62 | 2019.11.04 12:49 | close | 31 | 0.20 | 0.98821 | 0.98452 | 0.00000 | 7.89 | 10242.76 |
63 | 2019.11.05 10:43 | buy | 32 | 0.20 | 0.99043 | 0.98713 | 0.00000 | ||
64 | 2019.11.05 15:11 | close | 32 | 0.20 | 0.99100 | 0.98713 | 0.00000 | 11.50 | 10254.26 |
65 | 2019.11.07 09:20 | buy | 33 | 0.20 | 0.99339 | 0.99009 | 0.00000 | ||
66 | 2019.11.07 17:08 | close | 33 | 0.20 | 0.99373 | 0.99009 | 0.00000 | 6.84 | 10261.10 |
67 | 2019.11.11 08:20 | sell | 34 | 0.20 | 0.99609 | 0.99939 | 0.00000 | ||
68 | 2019.11.11 17:33 | close | 34 | 0.20 | 0.99492 | 0.99939 | 0.00000 | 23.52 | 10284.62 |
69 | 2019.11.12 03:46 | buy | 35 | 0.20 | 0.99421 | 0.99091 | 0.00000 | ||
70 | 2019.11.12 15:01 | close | 35 | 0.20 | 0.99507 | 0.99091 | 0.00000 | 17.29 | 10301.91 |
71 | 2019.11.13 06:18 | sell | 36 | 0.20 | 0.99120 | 0.99450 | 0.00000 | ||
72 | 2019.11.13 13:09 | close | 36 | 0.20 | 0.99054 | 0.99450 | 0.00000 | 13.33 | 10315.24 |
73 | 2019.11.14 09:22 | sell | 37 | 0.20 | 0.98884 | 0.99214 | 0.00000 | ||
74 | 2019.11.14 11:29 | close | 37 | 0.20 | 0.98820 | 0.99214 | 0.00000 | 12.95 | 10328.19 |
75 | 2019.11.15 10:18 | sell | 38 | 0.20 | 0.98830 | 0.99160 | 0.00000 | ||
76 | 2019.11.15 23:00 | close | 38 | 0.20 | 0.98991 | 0.99160 | 0.00000 | -32.53 | 10295.66 |
77 | 2019.11.22 09:47 | buy | 39 | 0.20 | 0.99448 | 0.99118 | 0.00000 | ||
78 | 2019.11.22 23:00 | close | 39 | 0.20 | 0.99727 | 0.99118 | 0.00000 | 55.95 | 10351.61 |
79 | 2019.11.25 16:54 | sell | 40 | 0.20 | 0.99599 | 0.99929 | 0.00000 | ||
80 | 2019.11.27 15:33 | s/l | 40 | 0.20 | 0.99929 | 0.99929 | 0.00000 | -73.35 | 10278.26 |
81 | 2019.11.28 23:51 | sell | 41 | 0.20 | 0.99812 | 1.00142 | 0.00000 | ||
82 | 2019.11.29 15:07 | s/l | 41 | 0.20 | 1.00142 | 1.00142 | 0.00000 | -69.56 | 10208.71 |
83 | 2019.12.02 13:15 | sell | 42 | 0.20 | 0.99856 | 1.00186 | 0.00000 | ||
84 | 2019.12.03 02:30 | close | 42 | 0.20 | 0.99181 | 1.00186 | 0.00000 | 132.46 | 10341.17 |
85 | 2019.12.03 10:23 | sell | 43 | 0.20 | 0.99032 | 0.99362 | 0.00000 | ||
86 | 2019.12.03 12:01 | close | 43 | 0.20 | 0.98996 | 0.99362 | 0.00000 | 7.27 | 10348.44 |
87 | 2019.12.04 11:12 | buy | 44 | 0.20 | 0.98844 | 0.98514 | 0.00000 | ||
88 | 2019.12.04 11:30 | close | 44 | 0.20 | 0.98881 | 0.98514 | 0.00000 | 7.48 | 10355.92 |
89 | 2019.12.06 08:05 | buy | 45 | 0.20 | 0.98810 | 0.98480 | 0.00000 | ||
90 | 2019.12.06 15:10 | close | 45 | 0.20 | 0.98842 | 0.98480 | 0.00000 | 6.47 | 10362.39 |
91 | 2019.12.06 15:30 | buy | 46 | 0.20 | 0.99018 | 0.98688 | 0.00000 | ||
92 | 2019.12.06 15:30 | close | 46 | 0.20 | 0.99050 | 0.98688 | 0.00000 | 6.46 | 10368.85 |
93 | 2019.12.10 09:22 | sell | 47 | 0.20 | 0.98712 | 0.99042 | 0.00000 | ||
94 | 2019.12.10 14:48 | close | 47 | 0.20 | 0.98648 | 0.99042 | 0.00000 | 12.98 | 10381.83 |
95 | 2019.12.11 21:45 | sell | 48 | 0.20 | 0.98322 | 0.98652 | 0.00000 | ||
96 | 2019.12.11 22:29 | close | 48 | 0.20 | 0.98259 | 0.98652 | 0.00000 | 12.82 | 10394.65 |
97 | 2019.12.12 16:52 | buy | 49 | 0.20 | 0.98496 | 0.98166 | 0.00000 | ||
98 | 2019.12.12 17:10 | close | 49 | 0.20 | 0.98552 | 0.98166 | 0.00000 | 11.36 | 10406.01 |
99 | 2019.12.13 09:56 | sell | 50 | 0.20 | 0.98353 | 0.98683 | 0.00000 | ||
100 | 2019.12.13 09:58 | close | 50 | 0.20 | 0.98245 | 0.98683 | 0.00000 | 21.99 | 10428.00 |
101 | 2019.12.16 09:28 | sell | 51 | 0.20 | 0.98252 | 0.98582 | 0.00000 | ||
102 | 2019.12.17 15:56 | close | 51 | 0.20 | 0.98169 | 0.98582 | 0.00000 | 13.26 | 10441.26 |
103 | 2019.12.19 17:00 | sell | 52 | 0.20 | 0.97808 | 0.98138 | 0.00000 | ||
104 | 2019.12.19 21:16 | close | 52 | 0.20 | 0.97775 | 0.98138 | 0.00000 | 6.75 | 10448.01 |
105 | 2019.12.20 10:44 | buy | 53 | 0.20 | 0.98031 | 0.97701 | 0.00000 | ||
106 | 2019.12.20 15:48 | close | 53 | 0.20 | 0.98062 | 0.97701 | 0.00000 | 6.32 | 10454.33 |
107 | 2019.12.23 00:12 | sell | 54 | 0.20 | 0.98008 | 0.98338 | 0.00000 | ||
108 | 2019.12.25 02:54 | close | 54 | 0.20 | 0.98016 | 0.98338 | 0.00000 | -8.93 | 10445.41 |
109 | 2019.12.27 09:26 | sell | 55 | 0.20 | 0.97928 | 0.98258 | 0.00000 | ||
110 | 2019.12.27 23:00 | close | 55 | 0.20 | 0.97468 | 0.98258 | 0.00000 | 94.39 | 10539.80 |