Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.10.28 00:00 - 2020.02.07 23:30 (2019.10.28 - 2020.02.08) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=200; TakeProfit=200; TrackPeriod=5; TRRR=2; UpATRR=2.5; DownATRR=1.5; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4515 | Ticks modelled | 4772311 | Modelling quality | n/a |
Mismatched charts errors | 1061 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3180.19 | Gross profit | 6538.25 | Gross loss | -3358.06 |
Profit factor | 1.95 | Expected payoff | 75.72 | ||
Absolute drawdown | 1762.59 | Maximal drawdown | 2028.81 (2.02%) | Relative drawdown | 2.02% (2028.81) |
Total trades | 42 | Short positions (won %) | 31 (77.42%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 32 (76.19%) | Loss trades (% of total) | 10 (23.81%) | ||
Largest | profit trade | 428.34 | loss trade | -491.11 | |
Average | profit trade | 204.32 | loss trade | -335.81 | |
Maximum | consecutive wins (profit in money) | 13 (3223.92) | consecutive losses (loss in money) | 3 (-1388.94) | |
Maximal | consecutive profit (count of wins) | 3223.92 (13) | consecutive loss (count of losses) | -1388.94 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.30 09:29 | sell | 1 | 2.00 | 0.99298 | 0.99528 | 0.99098 | ||
2 | 2019.10.30 11:41 | modify | 1 | 2.00 | 0.99298 | 0.99298 | 0.99098 | ||
3 | 2019.10.30 15:12 | s/l | 1 | 2.00 | 0.99298 | 0.99298 | 0.99098 | 0.00 | 100000.00 |
4 | 2019.10.30 21:00 | buy | 2 | 2.00 | 0.99276 | 0.99046 | 0.99476 | ||
5 | 2019.10.30 21:38 | modify | 2 | 2.00 | 0.99276 | 0.99276 | 0.99476 | ||
6 | 2019.10.30 21:45 | s/l | 2 | 2.00 | 0.99276 | 0.99276 | 0.99476 | 0.00 | 100000.00 |
7 | 2019.11.01 15:30 | buy | 3 | 2.00 | 0.98900 | 0.98670 | 0.99100 | ||
8 | 2019.11.01 17:00 | s/l | 3 | 2.00 | 0.98670 | 0.98670 | 0.99100 | -466.20 | 99533.80 |
9 | 2019.11.04 09:15 | sell | 4 | 1.99 | 0.98562 | 0.98792 | 0.98362 | ||
10 | 2019.11.04 10:10 | s/l | 4 | 1.99 | 0.98792 | 0.98792 | 0.98362 | -463.30 | 99070.50 |
11 | 2019.11.07 09:21 | buy | 5 | 1.98 | 0.99351 | 0.99121 | 0.99551 | ||
12 | 2019.11.07 13:02 | s/l | 5 | 1.98 | 0.99121 | 0.99121 | 0.99551 | -459.44 | 98611.06 |
13 | 2019.11.11 08:15 | sell | 6 | 1.97 | 0.99621 | 0.99851 | 0.99421 | ||
14 | 2019.11.11 12:20 | modify | 6 | 1.97 | 0.99621 | 0.99621 | 0.99421 | ||
15 | 2019.11.11 14:13 | t/p | 6 | 1.97 | 0.99421 | 0.99621 | 0.99421 | 396.29 | 99007.35 |
16 | 2019.11.14 09:19 | sell | 7 | 1.98 | 0.98915 | 0.99145 | 0.98715 | ||
17 | 2019.11.14 10:15 | modify | 7 | 1.98 | 0.98915 | 0.98915 | 0.98715 | ||
18 | 2019.11.14 12:27 | s/l | 7 | 1.98 | 0.98915 | 0.98915 | 0.98715 | 0.00 | 99007.35 |
19 | 2019.11.15 10:18 | sell | 8 | 1.98 | 0.98831 | 0.99061 | 0.98631 | ||
20 | 2019.11.15 11:12 | s/l | 8 | 1.98 | 0.99061 | 0.99061 | 0.98631 | -459.72 | 98547.63 |
21 | 2019.11.20 19:57 | sell | 9 | 1.97 | 0.99097 | 0.99327 | 0.98897 | ||
22 | 2019.11.21 03:02 | modify | 9 | 1.97 | 0.99097 | 0.99097 | 0.98897 | ||
23 | 2019.11.21 04:26 | close | 9 | 1.97 | 0.99077 | 0.99097 | 0.98897 | -16.62 | 98531.01 |
24 | 2019.11.22 09:47 | buy | 10 | 1.97 | 0.99453 | 0.99223 | 0.99653 | ||
25 | 2019.11.22 16:46 | modify | 10 | 1.97 | 0.99453 | 0.99453 | 0.99653 | ||
26 | 2019.11.22 18:51 | t/p | 10 | 1.97 | 0.99653 | 0.99453 | 0.99653 | 395.37 | 98926.38 |
27 | 2019.11.25 16:49 | sell | 11 | 1.97 | 0.99670 | 0.99900 | 0.99470 | ||
28 | 2019.11.26 08:06 | close | 11 | 1.97 | 0.99670 | 0.99900 | 0.99470 | -18.80 | 98907.59 |
29 | 2019.11.26 09:22 | buy | 12 | 1.97 | 0.99770 | 0.99540 | 0.99970 | ||
30 | 2019.11.27 09:39 | close | 12 | 1.97 | 0.99773 | 0.99540 | 0.99970 | 14.30 | 98921.88 |
31 | 2019.11.27 15:44 | buy | 13 | 1.97 | 0.99937 | 0.99707 | 1.00137 | ||
32 | 2019.11.29 14:01 | modify | 13 | 1.97 | 0.99937 | 0.99938 | 1.00137 | ||
33 | 2019.11.29 15:14 | t/p | 13 | 1.97 | 1.00137 | 0.99938 | 1.00137 | 426.97 | 99348.85 |
34 | 2019.12.02 13:27 | sell | 14 | 1.98 | 0.99843 | 1.00073 | 0.99643 | ||
35 | 2019.12.02 15:00 | modify | 14 | 1.98 | 0.99843 | 0.99843 | 0.99643 | ||
36 | 2019.12.02 16:22 | t/p | 14 | 1.98 | 0.99643 | 0.99843 | 0.99643 | 397.42 | 99746.27 |
37 | 2019.12.02 17:00 | sell | 15 | 1.99 | 0.99454 | 0.99684 | 0.99254 | ||
38 | 2019.12.02 17:30 | modify | 15 | 1.99 | 0.99454 | 0.99454 | 0.99254 | ||
39 | 2019.12.02 18:05 | t/p | 15 | 1.99 | 0.99254 | 0.99454 | 0.99254 | 400.99 | 100147.26 |
40 | 2019.12.03 09:00 | sell | 16 | 2.00 | 0.99171 | 0.99401 | 0.98971 | ||
41 | 2019.12.03 10:22 | modify | 16 | 2.00 | 0.99171 | 0.99171 | 0.98971 | ||
42 | 2019.12.03 11:40 | t/p | 16 | 2.00 | 0.98971 | 0.99171 | 0.98971 | 404.16 | 100551.42 |
43 | 2019.12.04 09:02 | sell | 17 | 2.01 | 0.98684 | 0.98914 | 0.98484 | ||
44 | 2019.12.04 10:37 | modify | 17 | 2.01 | 0.98684 | 0.98684 | 0.98484 | ||
45 | 2019.12.04 11:06 | s/l | 17 | 2.01 | 0.98684 | 0.98684 | 0.98484 | 0.00 | 100551.42 |
46 | 2019.12.06 08:09 | buy | 18 | 2.01 | 0.98833 | 0.98603 | 0.99033 | ||
47 | 2019.12.06 15:30 | modify | 18 | 2.01 | 0.98833 | 0.98838 | 0.99033 | ||
48 | 2019.12.06 15:30 | t/p | 18 | 2.01 | 0.99033 | 0.98838 | 0.99033 | 405.92 | 100957.34 |
49 | 2019.12.09 10:06 | sell | 19 | 2.01 | 0.98959 | 0.99189 | 0.98759 | ||
50 | 2019.12.09 17:44 | modify | 19 | 2.01 | 0.98959 | 0.98958 | 0.98759 | ||
51 | 2019.12.10 01:40 | close | 19 | 2.01 | 0.98817 | 0.98958 | 0.98759 | 269.66 | 101227.00 |
52 | 2019.12.10 09:22 | sell | 20 | 2.02 | 0.98706 | 0.98936 | 0.98506 | ||
53 | 2019.12.10 12:41 | modify | 20 | 2.02 | 0.98706 | 0.98706 | 0.98506 | ||
54 | 2019.12.10 15:33 | close | 20 | 2.02 | 0.98674 | 0.98706 | 0.98506 | 65.51 | 101292.51 |
55 | 2019.12.11 21:48 | sell | 21 | 2.02 | 0.98282 | 0.98512 | 0.98082 | ||
56 | 2019.12.11 22:07 | modify | 21 | 2.02 | 0.98282 | 0.98282 | 0.98082 | ||
57 | 2019.12.11 22:40 | s/l | 21 | 2.02 | 0.98282 | 0.98282 | 0.98082 | 0.00 | 101292.51 |
58 | 2019.12.13 09:55 | sell | 22 | 2.02 | 0.98423 | 0.98653 | 0.98223 | ||
59 | 2019.12.13 09:56 | modify | 22 | 2.02 | 0.98423 | 0.98423 | 0.98223 | ||
60 | 2019.12.13 09:57 | t/p | 22 | 2.02 | 0.98223 | 0.98423 | 0.98223 | 411.31 | 101703.82 |
61 | 2019.12.18 07:42 | sell | 23 | 2.03 | 0.98004 | 0.98234 | 0.97804 | ||
62 | 2019.12.19 17:00 | modify | 23 | 2.03 | 0.98004 | 0.98004 | 0.97804 | ||
63 | 2019.12.19 17:04 | t/p | 23 | 2.03 | 0.97804 | 0.98004 | 0.97804 | 357.01 | 102060.83 |
64 | 2019.12.23 05:29 | sell | 24 | 2.04 | 0.98183 | 0.98413 | 0.97983 | ||
65 | 2019.12.23 10:31 | modify | 24 | 2.04 | 0.98183 | 0.98183 | 0.97983 | ||
66 | 2019.12.23 13:09 | close | 24 | 2.04 | 0.98149 | 0.98183 | 0.97983 | 70.67 | 102131.50 |
67 | 2019.12.24 17:29 | sell | 25 | 2.04 | 0.98038 | 0.98268 | 0.97838 | ||
68 | 2019.12.25 03:59 | close | 25 | 2.04 | 0.98031 | 0.98268 | 0.97838 | -4.89 | 102126.61 |
69 | 2019.12.26 10:27 | sell | 26 | 2.04 | 0.97994 | 0.98224 | 0.97794 | ||
70 | 2019.12.27 10:02 | modify | 26 | 2.04 | 0.97994 | 0.97994 | 0.97794 | ||
71 | 2019.12.27 10:27 | t/p | 26 | 2.04 | 0.97794 | 0.97994 | 0.97794 | 397.74 | 102524.35 |
72 | 2019.12.30 16:41 | sell | 27 | 2.05 | 0.96868 | 0.97098 | 0.96668 | ||
73 | 2019.12.30 19:20 | modify | 27 | 2.05 | 0.96868 | 0.96868 | 0.96668 | ||
74 | 2019.12.30 20:40 | s/l | 27 | 2.05 | 0.96868 | 0.96868 | 0.96668 | 0.00 | 102524.35 |
75 | 2019.12.31 09:39 | buy | 28 | 2.05 | 0.96896 | 0.96666 | 0.97096 | ||
76 | 2019.12.31 13:02 | s/l | 28 | 2.05 | 0.96666 | 0.96666 | 0.97096 | -487.76 | 102036.59 |
77 | 2020.01.02 09:00 | buy | 29 | 2.04 | 0.97004 | 0.96774 | 0.97204 | ||
78 | 2020.01.02 14:23 | modify | 29 | 2.04 | 0.97004 | 0.97004 | 0.97204 | ||
79 | 2020.01.02 17:27 | s/l | 29 | 2.04 | 0.97004 | 0.97004 | 0.97204 | 0.00 | 102036.59 |
80 | 2020.01.02 22:17 | sell | 30 | 2.04 | 0.97124 | 0.97354 | 0.96924 | ||
81 | 2020.01.03 03:54 | modify | 30 | 2.04 | 0.97124 | 0.97124 | 0.96924 | ||
82 | 2020.01.03 04:48 | t/p | 30 | 2.04 | 0.96924 | 0.97124 | 0.96924 | 401.49 | 102438.07 |
83 | 2020.01.06 10:59 | sell | 31 | 2.04 | 0.96986 | 0.97216 | 0.96786 | ||
84 | 2020.01.06 12:22 | modify | 31 | 2.04 | 0.96986 | 0.96986 | 0.96786 | ||
85 | 2020.01.06 14:27 | s/l | 31 | 2.04 | 0.96986 | 0.96986 | 0.96786 | 0.00 | 102438.07 |
86 | 2020.01.08 01:22 | sell | 32 | 2.04 | 0.96909 | 0.97139 | 0.96709 | ||
87 | 2020.01.08 02:13 | modify | 32 | 2.04 | 0.96909 | 0.96909 | 0.96709 | ||
88 | 2020.01.08 02:19 | t/p | 32 | 2.04 | 0.96709 | 0.96909 | 0.96709 | 421.88 | 102859.95 |
89 | 2020.01.14 10:51 | sell | 33 | 2.05 | 0.96876 | 0.97106 | 0.96676 | ||
90 | 2020.01.14 13:28 | modify | 33 | 2.05 | 0.96876 | 0.96876 | 0.96676 | ||
91 | 2020.01.14 15:07 | s/l | 33 | 2.05 | 0.96876 | 0.96876 | 0.96676 | 0.00 | 102859.95 |
92 | 2020.01.14 20:37 | sell | 34 | 2.05 | 0.96655 | 0.96885 | 0.96455 | ||
93 | 2020.01.15 13:07 | modify | 34 | 2.05 | 0.96655 | 0.96655 | 0.96455 | ||
94 | 2020.01.15 15:33 | t/p | 34 | 2.05 | 0.96455 | 0.96655 | 0.96455 | 405.51 | 103265.46 |
95 | 2020.01.16 10:02 | sell | 35 | 2.06 | 0.96385 | 0.96615 | 0.96185 | ||
96 | 2020.01.16 11:27 | modify | 35 | 2.06 | 0.96385 | 0.96385 | 0.96185 | ||
97 | 2020.01.16 15:07 | t/p | 35 | 2.06 | 0.96185 | 0.96385 | 0.96185 | 428.34 | 103693.80 |
98 | 2020.01.22 09:57 | buy | 36 | 2.07 | 0.97149 | 0.96919 | 0.97349 | ||
99 | 2020.01.22 09:59 | modify | 36 | 2.07 | 0.97149 | 0.97150 | 0.97349 | ||
100 | 2020.01.22 10:00 | s/l | 36 | 2.07 | 0.97150 | 0.97150 | 0.97349 | 2.13 | 103695.93 |
101 | 2020.01.23 15:25 | sell | 37 | 2.07 | 0.96714 | 0.96944 | 0.96514 | ||
102 | 2020.01.23 17:17 | s/l | 37 | 2.07 | 0.96944 | 0.96944 | 0.96514 | -491.11 | 103204.82 |
103 | 2020.01.28 10:19 | sell | 38 | 2.06 | 0.96973 | 0.97203 | 0.96773 | ||
104 | 2020.01.28 11:06 | modify | 38 | 2.06 | 0.96973 | 0.96973 | 0.96773 | ||
105 | 2020.01.28 13:29 | s/l | 38 | 2.06 | 0.96973 | 0.96973 | 0.96773 | 0.00 | 103204.82 |
106 | 2020.01.29 21:49 | sell | 39 | 2.06 | 0.97319 | 0.97549 | 0.97119 | ||
107 | 2020.01.30 06:02 | modify | 39 | 2.06 | 0.97319 | 0.97319 | 0.97119 | ||
108 | 2020.01.30 08:44 | close | 39 | 2.06 | 0.97272 | 0.97319 | 0.97119 | 40.58 | 103245.40 |
109 | 2020.01.30 09:27 | sell | 40 | 2.06 | 0.97139 | 0.97369 | 0.96939 | ||
110 | 2020.01.30 14:55 | modify | 40 | 2.06 | 0.97139 | 0.97138 | 0.96939 | ||
111 | 2020.01.30 15:15 | t/p | 40 | 2.06 | 0.96939 | 0.97138 | 0.96939 | 425.01 | 103670.41 |
112 | 2020.02.03 09:20 | buy | 41 | 2.07 | 0.96508 | 0.96278 | 0.96708 | ||
113 | 2020.02.03 16:51 | modify | 41 | 2.07 | 0.96508 | 0.96508 | 0.96708 | ||
114 | 2020.02.03 18:43 | s/l | 41 | 2.07 | 0.96508 | 0.96508 | 0.96708 | 0.00 | 103670.41 |
115 | 2020.02.05 07:48 | sell | 42 | 2.07 | 0.96890 | 0.97120 | 0.96690 | ||
116 | 2020.02.05 11:35 | s/l | 42 | 2.07 | 0.97120 | 0.97120 | 0.96690 | -490.22 | 103180.19 |