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=100; TrackPeriod=15; TRRR=2; UpATRR=1.2; UpDPR=0.2; DownATRR=1.1; DownDPR=0.2; BandDeviation=2; BandPeriod=20; MinDeviation=50; TSR=0; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4345 | Ticks modelled | 4910645 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 357.46 | Gross profit | 1265.72 | Gross loss | -908.26 |
Profit factor | 1.39 | Expected payoff | 6.38 | ||
Absolute drawdown | 41.33 | Maximal drawdown | 474.58 (4.53%) | Relative drawdown | 4.53% (474.58) |
Total trades | 56 | Short positions (won %) | 31 (70.97%) | Long positions (won %) | 25 (68.00%) |
Profit trades (% of total) | 39 (69.64%) | Loss trades (% of total) | 17 (30.36%) | ||
Largest | profit trade | 135.07 | loss trade | -72.10 | |
Average | profit trade | 32.45 | loss trade | -53.43 | |
Maximum | consecutive wins (profit in money) | 10 (412.24) | consecutive losses (loss in money) | 5 (-262.95) | |
Maximal | consecutive profit (count of wins) | 412.24 (10) | consecutive loss (count of losses) | -262.95 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 11:06 | sell | 1 | 0.20 | 0.99006 | 0.99336 | 0.00000 | ||
2 | 2019.09.24 02:01 | close | 1 | 0.20 | 0.98976 | 0.99336 | 0.00000 | 4.21 | 10004.21 |
3 | 2019.09.24 12:54 | sell | 2 | 0.20 | 0.98892 | 0.99222 | 0.00000 | ||
4 | 2019.09.25 02:16 | close | 2 | 0.20 | 0.98619 | 0.99222 | 0.00000 | 53.51 | 10057.72 |
5 | 2019.09.25 17:53 | buy | 3 | 0.20 | 0.98929 | 0.98599 | 0.00000 | ||
6 | 2019.09.26 02:51 | close | 3 | 0.20 | 0.99097 | 0.98599 | 0.00000 | 36.44 | 10094.16 |
7 | 2019.09.26 10:07 | buy | 4 | 0.20 | 0.99259 | 0.98929 | 0.00000 | ||
8 | 2019.09.26 16:01 | close | 4 | 0.20 | 0.99264 | 0.98929 | 0.00000 | 1.01 | 10095.17 |
9 | 2019.09.27 12:59 | sell | 5 | 0.20 | 0.99212 | 0.99542 | 0.00000 | ||
10 | 2019.09.27 23:00 | close | 5 | 0.20 | 0.99096 | 0.99542 | 0.00000 | 23.41 | 10118.58 |
11 | 2019.09.30 09:26 | buy | 6 | 0.20 | 0.99229 | 0.98899 | 0.00000 | ||
12 | 2019.10.01 00:30 | close | 6 | 0.20 | 0.99743 | 0.98899 | 0.00000 | 103.90 | 10222.48 |
13 | 2019.10.01 09:23 | buy | 7 | 0.20 | 0.99990 | 0.99660 | 0.00000 | ||
14 | 2019.10.01 16:03 | close | 7 | 0.20 | 0.99996 | 0.99660 | 0.00000 | 1.20 | 10223.68 |
15 | 2019.10.01 17:03 | sell | 8 | 0.20 | 0.99768 | 1.00098 | 0.00000 | ||
16 | 2019.10.02 04:55 | close | 8 | 0.20 | 0.99295 | 1.00098 | 0.00000 | 93.42 | 10317.10 |
17 | 2019.10.02 09:04 | buy | 9 | 0.20 | 0.99437 | 0.99107 | 0.00000 | ||
18 | 2019.10.02 17:47 | close | 9 | 0.20 | 0.99818 | 0.99107 | 0.00000 | 76.34 | 10393.44 |
19 | 2019.10.03 09:02 | buy | 10 | 0.20 | 0.99888 | 0.99558 | 0.00000 | ||
20 | 2019.10.03 17:00 | close | 10 | 0.20 | 0.99982 | 0.99558 | 0.00000 | 18.80 | 10412.24 |
21 | 2019.10.04 08:07 | buy | 11 | 0.20 | 1.00027 | 0.99697 | 0.00000 | ||
22 | 2019.10.04 11:33 | s/l | 11 | 0.20 | 0.99697 | 0.99697 | 0.00000 | -66.20 | 10346.04 |
23 | 2019.10.04 12:20 | sell | 12 | 0.20 | 0.99577 | 0.99907 | 0.00000 | ||
24 | 2019.10.04 19:11 | close | 12 | 0.20 | 0.99577 | 0.99907 | 0.00000 | 0.00 | 10346.04 |
25 | 2019.10.07 11:07 | sell | 13 | 0.20 | 0.99354 | 0.99684 | 0.00000 | ||
26 | 2019.10.08 17:41 | close | 13 | 0.20 | 0.99247 | 0.99684 | 0.00000 | 19.71 | 10365.75 |
27 | 2019.10.09 10:27 | sell | 14 | 0.20 | 0.99197 | 0.99527 | 0.00000 | ||
28 | 2019.10.09 14:29 | s/l | 14 | 0.20 | 0.99527 | 0.99527 | 0.00000 | -66.31 | 10299.44 |
29 | 2019.10.10 01:41 | sell | 15 | 0.20 | 0.99311 | 0.99641 | 0.00000 | ||
30 | 2019.10.10 17:56 | s/l | 15 | 0.20 | 0.99641 | 0.99641 | 0.00000 | -66.24 | 10233.20 |
31 | 2019.10.10 19:30 | sell | 16 | 0.20 | 0.99516 | 0.99753 | 0.00000 | ||
32 | 2019.10.11 02:49 | close | 16 | 0.20 | 0.99637 | 0.99753 | 0.00000 | -26.14 | 10207.06 |
33 | 2019.10.11 11:55 | buy | 17 | 0.20 | 0.99905 | 0.99575 | 0.00000 | ||
34 | 2019.10.11 23:00 | close | 17 | 0.20 | 0.99715 | 0.99575 | 0.00000 | -38.11 | 10168.95 |
35 | 2019.10.14 12:21 | sell | 18 | 0.20 | 0.99438 | 0.99768 | 0.00000 | ||
36 | 2019.10.14 19:08 | s/l | 18 | 0.20 | 0.99768 | 0.99768 | 0.00000 | -66.15 | 10102.80 |
37 | 2019.10.15 10:14 | buy | 19 | 0.20 | 0.99856 | 0.99526 | 0.00000 | ||
38 | 2019.10.16 03:31 | close | 19 | 0.20 | 0.99857 | 0.99526 | 0.00000 | 1.04 | 10103.85 |
39 | 2019.10.16 09:15 | sell | 20 | 0.20 | 0.99700 | 1.00030 | 0.00000 | ||
40 | 2019.10.17 08:07 | close | 20 | 0.20 | 0.99393 | 1.00030 | 0.00000 | 56.22 | 10160.07 |
41 | 2019.10.17 10:19 | sell | 21 | 0.20 | 0.99225 | 0.99555 | 0.00000 | ||
42 | 2019.10.17 23:00 | close | 21 | 0.20 | 0.98816 | 0.99555 | 0.00000 | 82.78 | 10242.85 |
43 | 2019.10.18 09:45 | buy | 22 | 0.20 | 0.98863 | 0.98533 | 0.00000 | ||
44 | 2019.10.18 18:33 | s/l | 22 | 0.20 | 0.98533 | 0.98533 | 0.00000 | -66.98 | 10175.87 |
45 | 2019.10.21 19:30 | sell | 23 | 0.20 | 0.98569 | 0.98732 | 0.00000 | ||
46 | 2019.10.21 20:42 | close | 23 | 0.20 | 0.98569 | 0.98732 | 0.00000 | 0.00 | 10175.87 |
47 | 2019.10.22 03:20 | buy | 24 | 0.20 | 0.98697 | 0.98367 | 0.00000 | ||
48 | 2019.10.22 15:45 | close | 24 | 0.20 | 0.98755 | 0.98367 | 0.00000 | 11.75 | 10187.62 |
49 | 2019.10.23 09:28 | sell | 25 | 0.20 | 0.98849 | 0.99179 | 0.00000 | ||
50 | 2019.10.24 17:41 | s/l | 25 | 0.20 | 0.99179 | 0.99179 | 0.00000 | -72.10 | 10115.52 |
51 | 2019.10.24 18:22 | buy | 26 | 0.20 | 0.99289 | 0.98959 | 0.00000 | ||
52 | 2019.10.25 23:00 | close | 26 | 0.20 | 0.99432 | 0.98959 | 0.00000 | 29.60 | 10145.12 |
53 | 2019.10.28 05:17 | buy | 27 | 0.20 | 0.99595 | 0.99265 | 0.00000 | ||
54 | 2019.10.30 09:53 | s/l | 27 | 0.20 | 0.99265 | 0.99265 | 0.00000 | -64.80 | 10080.32 |
55 | 2019.10.30 22:23 | sell | 28 | 0.20 | 0.98920 | 0.99250 | 0.00000 | ||
56 | 2019.10.31 10:32 | close | 28 | 0.20 | 0.98762 | 0.99250 | 0.00000 | 26.45 | 10106.77 |
57 | 2019.11.01 15:30 | buy | 29 | 0.20 | 0.98832 | 0.98502 | 0.00000 | ||
58 | 2019.11.01 22:51 | s/l | 29 | 0.20 | 0.98502 | 0.98502 | 0.00000 | -67.00 | 10039.77 |
59 | 2019.11.04 10:10 | buy | 30 | 0.20 | 0.98770 | 0.98440 | 0.00000 | ||
60 | 2019.11.05 09:55 | close | 30 | 0.20 | 0.98858 | 0.98440 | 0.00000 | 18.64 | 10058.41 |
61 | 2019.11.05 10:43 | buy | 31 | 0.20 | 0.99030 | 0.98700 | 0.00000 | ||
62 | 2019.11.06 01:00 | close | 31 | 0.20 | 0.99249 | 0.98700 | 0.00000 | 44.97 | 10103.38 |
63 | 2019.11.07 09:20 | buy | 32 | 0.20 | 0.99330 | 0.99000 | 0.00000 | ||
64 | 2019.11.07 23:30 | close | 32 | 0.20 | 0.99467 | 0.99000 | 0.00000 | 27.55 | 10130.93 |
65 | 2019.11.11 08:20 | sell | 33 | 0.20 | 0.99612 | 0.99942 | 0.00000 | ||
66 | 2019.11.11 17:33 | close | 33 | 0.20 | 0.99492 | 0.99942 | 0.00000 | 24.12 | 10155.05 |
67 | 2019.11.12 03:40 | buy | 34 | 0.20 | 0.99413 | 0.99083 | 0.00000 | ||
68 | 2019.11.12 11:30 | close | 34 | 0.20 | 0.99415 | 0.99083 | 0.00000 | 0.40 | 10155.45 |
69 | 2019.11.12 13:04 | buy | 35 | 0.20 | 0.99608 | 0.99278 | 0.00000 | ||
70 | 2019.11.12 18:45 | s/l | 35 | 0.20 | 0.99278 | 0.99278 | 0.00000 | -66.48 | 10088.97 |
71 | 2019.11.13 06:18 | sell | 36 | 0.20 | 0.99124 | 0.99454 | 0.00000 | ||
72 | 2019.11.13 15:36 | close | 36 | 0.20 | 0.99049 | 0.99454 | 0.00000 | 15.14 | 10104.11 |
73 | 2019.11.14 09:21 | sell | 37 | 0.20 | 0.98887 | 0.99217 | 0.00000 | ||
74 | 2019.11.14 16:00 | close | 37 | 0.20 | 0.98883 | 0.99217 | 0.00000 | 0.81 | 10104.92 |
75 | 2019.11.15 10:18 | sell | 38 | 0.20 | 0.98832 | 0.99162 | 0.00000 | ||
76 | 2019.11.15 23:00 | close | 38 | 0.20 | 0.98991 | 0.99162 | 0.00000 | -32.12 | 10072.80 |
77 | 2019.11.22 09:46 | buy | 39 | 0.20 | 0.99440 | 0.99110 | 0.00000 | ||
78 | 2019.11.22 23:00 | close | 39 | 0.20 | 0.99727 | 0.99110 | 0.00000 | 57.56 | 10130.36 |
79 | 2019.11.25 16:54 | sell | 40 | 0.20 | 0.99605 | 0.99935 | 0.00000 | ||
80 | 2019.11.27 15:33 | s/l | 40 | 0.20 | 0.99935 | 0.99935 | 0.00000 | -69.74 | 10060.62 |
81 | 2019.11.29 11:38 | buy | 41 | 0.20 | 1.00020 | 0.99690 | 0.00000 | ||
82 | 2019.11.29 23:00 | close | 41 | 0.20 | 0.99986 | 0.99690 | 0.00000 | -6.80 | 10053.82 |
83 | 2019.12.02 13:15 | sell | 42 | 0.20 | 0.99860 | 1.00190 | 0.00000 | ||
84 | 2019.12.03 02:30 | close | 42 | 0.20 | 0.99181 | 1.00190 | 0.00000 | 135.07 | 10188.90 |
85 | 2019.12.03 10:22 | sell | 43 | 0.20 | 0.99035 | 0.99365 | 0.00000 | ||
86 | 2019.12.03 22:30 | close | 43 | 0.20 | 0.98739 | 0.99365 | 0.00000 | 59.96 | 10248.86 |
87 | 2019.12.04 10:17 | sell | 44 | 0.20 | 0.98564 | 0.98894 | 0.00000 | ||
88 | 2019.12.04 11:16 | s/l | 44 | 0.20 | 0.98894 | 0.98894 | 0.00000 | -66.74 | 10182.12 |
89 | 2019.12.05 18:27 | sell | 45 | 0.20 | 0.98714 | 0.99044 | 0.00000 | ||
90 | 2019.12.06 04:00 | close | 45 | 0.20 | 0.98712 | 0.99044 | 0.00000 | -1.44 | 10180.68 |
91 | 2019.12.06 08:05 | buy | 46 | 0.20 | 0.98802 | 0.98472 | 0.00000 | ||
92 | 2019.12.06 22:46 | close | 46 | 0.20 | 0.98986 | 0.98472 | 0.00000 | 37.18 | 10217.86 |
93 | 2019.12.09 10:07 | sell | 47 | 0.20 | 0.98953 | 0.99283 | 0.00000 | ||
94 | 2019.12.10 01:40 | close | 47 | 0.20 | 0.98817 | 0.99283 | 0.00000 | 25.68 | 10243.54 |
95 | 2019.12.10 09:20 | sell | 48 | 0.20 | 0.98715 | 0.99045 | 0.00000 | ||
96 | 2019.12.10 15:33 | close | 48 | 0.20 | 0.98674 | 0.99045 | 0.00000 | 8.31 | 10251.85 |
97 | 2019.12.11 21:45 | sell | 49 | 0.20 | 0.98329 | 0.98659 | 0.00000 | ||
98 | 2019.12.12 06:30 | close | 49 | 0.20 | 0.98241 | 0.98659 | 0.00000 | 12.37 | 10264.22 |
99 | 2019.12.12 16:44 | buy | 50 | 0.20 | 0.98468 | 0.98138 | 0.00000 | ||
100 | 2019.12.12 23:00 | close | 50 | 0.20 | 0.98470 | 0.98138 | 0.00000 | 0.41 | 10264.63 |
101 | 2019.12.13 09:56 | sell | 51 | 0.20 | 0.98361 | 0.98691 | 0.00000 | ||
102 | 2019.12.13 16:00 | close | 51 | 0.20 | 0.98360 | 0.98691 | 0.00000 | 0.20 | 10264.83 |
103 | 2019.12.16 09:28 | sell | 52 | 0.20 | 0.98255 | 0.98585 | 0.00000 | ||
104 | 2019.12.17 21:57 | close | 52 | 0.20 | 0.98087 | 0.98585 | 0.00000 | 32.41 | 10297.24 |
105 | 2019.12.18 10:14 | buy | 53 | 0.20 | 0.98196 | 0.97866 | 0.00000 | ||
106 | 2019.12.19 17:00 | s/l | 53 | 0.20 | 0.97866 | 0.97866 | 0.00000 | -64.91 | 10232.33 |
107 | 2019.12.20 10:38 | buy | 54 | 0.20 | 0.98021 | 0.97691 | 0.00000 | ||
108 | 2019.12.20 22:33 | close | 54 | 0.20 | 0.98165 | 0.97691 | 0.00000 | 29.34 | 10261.67 |
109 | 2019.12.23 09:21 | sell | 55 | 0.20 | 0.98108 | 0.98438 | 0.00000 | ||
110 | 2019.12.25 02:39 | close | 55 | 0.20 | 0.98087 | 0.98438 | 0.00000 | 0.58 | 10262.25 |
111 | 2019.12.27 09:26 | sell | 56 | 0.20 | 0.97932 | 0.98262 | 0.00000 | ||
112 | 2019.12.27 23:00 | close | 56 | 0.20 | 0.97468 | 0.98262 | 0.00000 | 95.21 | 10357.46 |