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=600; TakeProfit=200; TrackPeriod=5; TRRR=1.5; UpATRR=1.5; 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 | 4774338 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3435.07 | Gross profit | 9951.09 | Gross loss | -6516.02 |
Profit factor | 1.53 | Expected payoff | 59.23 | ||
Absolute drawdown | 2204.76 | Maximal drawdown | 2339.31 (2.34%) | Relative drawdown | 2.34% (2339.31) |
Total trades | 58 | Short positions (won %) | 30 (73.33%) | Long positions (won %) | 28 (82.14%) |
Profit trades (% of total) | 45 (77.59%) | Loss trades (% of total) | 13 (22.41%) | ||
Largest | profit trade | 415.87 | loss trade | -1346.41 | |
Average | profit trade | 221.14 | loss trade | -501.23 | |
Maximum | consecutive wins (profit in money) | 11 (2749.73) | consecutive losses (loss in money) | 2 (-320.41) | |
Maximal | consecutive profit (count of wins) | 2749.73 (11) | consecutive loss (count of losses) | -1346.41 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.28 04:19 | buy | 1 | 2.00 | 0.99522 | 0.98892 | 0.99722 | ||
2 | 2019.10.28 13:05 | close | 1 | 2.00 | 0.99525 | 0.98892 | 0.99722 | 6.03 | 100006.03 |
3 | 2019.10.28 15:50 | buy | 2 | 2.00 | 0.99709 | 0.99079 | 0.99909 | ||
4 | 2019.10.30 18:29 | s/l | 2 | 2.00 | 0.99079 | 0.99079 | 0.99909 | -1256.06 | 98749.97 |
5 | 2019.10.30 21:00 | buy | 3 | 1.90 | 0.99226 | 0.98596 | 0.99426 | ||
6 | 2019.10.30 21:36 | modify | 3 | 1.90 | 0.99226 | 0.99226 | 0.99426 | ||
7 | 2019.10.30 21:46 | s/l | 3 | 1.90 | 0.99226 | 0.99226 | 0.99426 | 0.00 | 98749.97 |
8 | 2019.11.01 15:30 | buy | 4 | 1.90 | 0.98845 | 0.98215 | 0.99045 | ||
9 | 2019.11.01 23:00 | close | 4 | 1.90 | 0.98504 | 0.98215 | 0.99045 | -657.74 | 98092.23 |
10 | 2019.11.04 02:41 | buy | 5 | 1.90 | 0.98676 | 0.98046 | 0.98876 | ||
11 | 2019.11.04 10:10 | modify | 5 | 1.90 | 0.98676 | 0.98676 | 0.98876 | ||
12 | 2019.11.04 12:32 | t/p | 5 | 1.90 | 0.98876 | 0.98676 | 0.98876 | 384.32 | 98476.55 |
13 | 2019.11.05 06:30 | sell | 6 | 1.90 | 0.98895 | 0.98970 | 0.00000 | ||
14 | 2019.11.05 08:47 | s/l | 6 | 1.90 | 0.98970 | 0.98970 | 0.00000 | -143.98 | 98332.57 |
15 | 2019.11.05 14:08 | buy | 7 | 1.90 | 0.99189 | 0.98559 | 0.99389 | ||
16 | 2019.11.05 17:02 | modify | 7 | 1.90 | 0.99189 | 0.99189 | 0.99389 | ||
17 | 2019.11.05 17:49 | s/l | 7 | 1.90 | 0.99189 | 0.99189 | 0.99389 | 0.00 | 98332.57 |
18 | 2019.11.06 02:08 | buy | 8 | 1.90 | 0.99353 | 0.98723 | 0.99553 | ||
19 | 2019.11.07 17:22 | modify | 8 | 1.90 | 0.99353 | 0.99353 | 0.99553 | ||
20 | 2019.11.07 17:57 | t/p | 8 | 1.90 | 0.99553 | 0.99353 | 0.99553 | 404.02 | 98736.59 |
21 | 2019.11.11 08:15 | sell | 9 | 1.90 | 0.99621 | 1.00251 | 0.99421 | ||
22 | 2019.11.11 12:20 | modify | 9 | 1.90 | 0.99621 | 0.99621 | 0.99421 | ||
23 | 2019.11.11 14:13 | t/p | 9 | 1.90 | 0.99421 | 0.99621 | 0.99421 | 382.21 | 99118.80 |
24 | 2019.11.12 03:48 | buy | 10 | 1.90 | 0.99425 | 0.98795 | 0.99625 | ||
25 | 2019.11.12 12:17 | modify | 10 | 1.90 | 0.99425 | 0.99425 | 0.99625 | ||
26 | 2019.11.12 13:10 | t/p | 10 | 1.90 | 0.99625 | 0.99425 | 0.99625 | 381.43 | 99500.23 |
27 | 2019.11.14 09:19 | sell | 11 | 1.90 | 0.98915 | 0.99545 | 0.98715 | ||
28 | 2019.11.14 10:15 | modify | 11 | 1.90 | 0.98915 | 0.98915 | 0.98715 | ||
29 | 2019.11.14 12:27 | s/l | 11 | 1.90 | 0.98915 | 0.98915 | 0.98715 | 0.00 | 99500.23 |
30 | 2019.11.15 10:18 | sell | 12 | 1.90 | 0.98831 | 0.99461 | 0.98631 | ||
31 | 2019.11.15 23:00 | close | 12 | 1.90 | 0.98991 | 0.99461 | 0.98631 | -307.10 | 99193.13 |
32 | 2019.11.20 19:57 | sell | 13 | 1.90 | 0.99097 | 0.99727 | 0.98897 | ||
33 | 2019.11.21 03:02 | modify | 13 | 1.90 | 0.99097 | 0.99097 | 0.98897 | ||
34 | 2019.11.21 04:26 | close | 13 | 1.90 | 0.99077 | 0.99097 | 0.98897 | -13.31 | 99179.82 |
35 | 2019.11.21 08:42 | buy | 14 | 1.90 | 0.99146 | 0.98516 | 0.99346 | ||
36 | 2019.11.21 17:28 | modify | 14 | 1.90 | 0.99146 | 0.99146 | 0.99346 | ||
37 | 2019.11.21 17:51 | s/l | 14 | 1.90 | 0.99146 | 0.99146 | 0.99346 | 0.00 | 99179.82 |
38 | 2019.11.22 09:46 | buy | 15 | 1.90 | 0.99431 | 0.98801 | 0.99631 | ||
39 | 2019.11.22 16:45 | modify | 15 | 1.90 | 0.99431 | 0.99431 | 0.99631 | ||
40 | 2019.11.22 18:50 | t/p | 15 | 1.90 | 0.99631 | 0.99431 | 0.99631 | 381.41 | 99561.23 |
41 | 2019.11.25 16:49 | sell | 16 | 1.90 | 0.99670 | 1.00300 | 0.99470 | ||
42 | 2019.11.26 08:06 | close | 16 | 1.90 | 0.99670 | 1.00300 | 0.99470 | -17.22 | 99544.01 |
43 | 2019.11.26 09:14 | buy | 17 | 1.90 | 0.99742 | 0.99112 | 0.99942 | ||
44 | 2019.11.26 10:20 | modify | 17 | 1.90 | 0.99742 | 0.99742 | 0.99942 | ||
45 | 2019.11.26 11:37 | s/l | 17 | 1.90 | 0.99742 | 0.99742 | 0.99942 | 0.00 | 99544.01 |
46 | 2019.11.27 15:32 | buy | 18 | 1.90 | 0.99901 | 0.99271 | 1.00101 | ||
47 | 2019.11.29 13:40 | modify | 18 | 1.90 | 0.99901 | 0.99901 | 1.00101 | ||
48 | 2019.11.29 15:06 | t/p | 18 | 1.90 | 1.00101 | 0.99901 | 1.00101 | 409.36 | 99953.38 |
49 | 2019.12.02 13:27 | sell | 19 | 1.90 | 0.99843 | 1.00473 | 0.99643 | ||
50 | 2019.12.02 15:00 | modify | 19 | 1.90 | 0.99843 | 0.99843 | 0.99643 | ||
51 | 2019.12.02 16:22 | t/p | 19 | 1.90 | 0.99643 | 0.99843 | 0.99643 | 381.36 | 100334.74 |
52 | 2019.12.02 17:00 | sell | 20 | 2.00 | 0.99454 | 1.00084 | 0.99254 | ||
53 | 2019.12.02 17:30 | modify | 20 | 2.00 | 0.99454 | 0.99454 | 0.99254 | ||
54 | 2019.12.02 18:05 | t/p | 20 | 2.00 | 0.99254 | 0.99454 | 0.99254 | 403.01 | 100737.75 |
55 | 2019.12.03 09:00 | sell | 21 | 2.00 | 0.99171 | 0.99801 | 0.98971 | ||
56 | 2019.12.03 10:22 | modify | 21 | 2.00 | 0.99171 | 0.99171 | 0.98971 | ||
57 | 2019.12.03 11:40 | t/p | 21 | 2.00 | 0.98971 | 0.99171 | 0.98971 | 404.16 | 101141.91 |
58 | 2019.12.04 09:02 | sell | 22 | 2.00 | 0.98684 | 0.99314 | 0.98484 | ||
59 | 2019.12.04 10:37 | modify | 22 | 2.00 | 0.98684 | 0.98684 | 0.98484 | ||
60 | 2019.12.04 11:06 | s/l | 22 | 2.00 | 0.98684 | 0.98684 | 0.98484 | 0.00 | 101141.91 |
61 | 2019.12.05 09:47 | buy | 23 | 2.00 | 0.98882 | 0.98252 | 0.99082 | ||
62 | 2019.12.06 15:30 | modify | 23 | 2.00 | 0.98882 | 0.98882 | 0.99082 | ||
63 | 2019.12.06 15:30 | t/p | 23 | 2.00 | 0.99082 | 0.98882 | 0.99082 | 411.53 | 101553.43 |
64 | 2019.12.09 10:06 | sell | 24 | 2.00 | 0.98959 | 0.99589 | 0.98759 | ||
65 | 2019.12.09 17:44 | modify | 24 | 2.00 | 0.98959 | 0.98958 | 0.98759 | ||
66 | 2019.12.10 01:40 | close | 24 | 2.00 | 0.98817 | 0.98958 | 0.98759 | 269.27 | 101822.71 |
67 | 2019.12.10 09:22 | sell | 25 | 2.00 | 0.98706 | 0.99336 | 0.98506 | ||
68 | 2019.12.10 12:41 | modify | 25 | 2.00 | 0.98706 | 0.98706 | 0.98506 | ||
69 | 2019.12.10 15:33 | close | 25 | 2.00 | 0.98674 | 0.98706 | 0.98506 | 64.86 | 101887.57 |
70 | 2019.12.11 21:48 | sell | 26 | 2.00 | 0.98282 | 0.98912 | 0.98082 | ||
71 | 2019.12.11 22:07 | modify | 26 | 2.00 | 0.98282 | 0.98282 | 0.98082 | ||
72 | 2019.12.11 22:40 | s/l | 26 | 2.00 | 0.98282 | 0.98282 | 0.98082 | 0.00 | 101887.57 |
73 | 2019.12.12 08:18 | buy | 27 | 2.00 | 0.98279 | 0.97649 | 0.98479 | ||
74 | 2019.12.12 16:39 | modify | 27 | 2.00 | 0.98279 | 0.98280 | 0.98479 | ||
75 | 2019.12.12 16:52 | t/p | 27 | 2.00 | 0.98479 | 0.98280 | 0.98479 | 406.18 | 102293.75 |
76 | 2019.12.13 08:27 | buy | 28 | 2.00 | 0.98593 | 0.97963 | 0.98793 | ||
77 | 2019.12.13 23:00 | close | 28 | 2.00 | 0.98402 | 0.97963 | 0.98793 | -388.20 | 101905.55 |
78 | 2019.12.18 07:42 | sell | 29 | 2.00 | 0.98004 | 0.98634 | 0.97804 | ||
79 | 2019.12.19 17:00 | modify | 29 | 2.00 | 0.98004 | 0.98004 | 0.97804 | ||
80 | 2019.12.19 17:04 | t/p | 29 | 2.00 | 0.97804 | 0.98004 | 0.97804 | 354.60 | 102260.15 |
81 | 2019.12.20 10:47 | buy | 30 | 2.00 | 0.98062 | 0.97432 | 0.98262 | ||
82 | 2019.12.20 16:59 | modify | 30 | 2.00 | 0.98062 | 0.98062 | 0.98262 | ||
83 | 2019.12.20 18:31 | t/p | 30 | 2.00 | 0.98262 | 0.98062 | 0.98262 | 407.07 | 102667.22 |
84 | 2019.12.23 05:29 | sell | 31 | 2.00 | 0.98183 | 0.98813 | 0.97983 | ||
85 | 2019.12.23 10:31 | modify | 31 | 2.00 | 0.98183 | 0.98183 | 0.97983 | ||
86 | 2019.12.23 13:09 | close | 31 | 2.00 | 0.98149 | 0.98183 | 0.97983 | 69.28 | 102736.50 |
87 | 2019.12.24 04:40 | buy | 32 | 2.00 | 0.98274 | 0.97644 | 0.98474 | ||
88 | 2019.12.27 11:41 | s/l | 32 | 2.00 | 0.97644 | 0.97644 | 0.98474 | -1251.27 | 101485.24 |
89 | 2019.12.30 06:30 | buy | 33 | 2.00 | 0.97282 | 0.97128 | 0.00000 | ||
90 | 2019.12.30 09:57 | close | 33 | 2.00 | 0.97300 | 0.97128 | 0.00000 | 37.00 | 101522.24 |
91 | 2019.12.30 16:41 | sell | 34 | 2.00 | 0.96868 | 0.97498 | 0.96668 | ||
92 | 2019.12.30 19:20 | modify | 34 | 2.00 | 0.96868 | 0.96868 | 0.96668 | ||
93 | 2019.12.30 20:40 | s/l | 34 | 2.00 | 0.96868 | 0.96868 | 0.96668 | 0.00 | 101522.24 |
94 | 2019.12.31 09:37 | buy | 35 | 2.00 | 0.96867 | 0.96237 | 0.97067 | ||
95 | 2020.01.02 09:00 | modify | 35 | 2.00 | 0.96867 | 0.96874 | 0.97067 | ||
96 | 2020.01.02 11:00 | s/l | 35 | 2.00 | 0.96874 | 0.96874 | 0.97067 | 45.76 | 101567.99 |
97 | 2020.01.02 22:17 | sell | 36 | 2.00 | 0.97124 | 0.97754 | 0.96924 | ||
98 | 2020.01.03 03:54 | modify | 36 | 2.00 | 0.97124 | 0.97124 | 0.96924 | ||
99 | 2020.01.03 04:48 | t/p | 36 | 2.00 | 0.96924 | 0.97124 | 0.96924 | 394.56 | 101962.56 |
100 | 2020.01.03 20:59 | buy | 37 | 2.00 | 0.97259 | 0.96629 | 0.97459 | ||
101 | 2020.01.03 23:00 | close | 37 | 2.00 | 0.97212 | 0.96629 | 0.97459 | -96.70 | 101865.86 |
102 | 2020.01.06 10:59 | sell | 38 | 2.00 | 0.96986 | 0.97616 | 0.96786 | ||
103 | 2020.01.06 12:22 | modify | 38 | 2.00 | 0.96986 | 0.96986 | 0.96786 | ||
104 | 2020.01.06 14:27 | s/l | 38 | 2.00 | 0.96986 | 0.96986 | 0.96786 | 0.00 | 101865.86 |
105 | 2020.01.07 08:57 | buy | 39 | 2.00 | 0.97029 | 0.96399 | 0.97229 | ||
106 | 2020.01.07 12:22 | modify | 39 | 2.00 | 0.97029 | 0.97029 | 0.97229 | ||
107 | 2020.01.07 13:37 | s/l | 39 | 2.00 | 0.97029 | 0.97029 | 0.97229 | 0.00 | 101865.86 |
108 | 2020.01.08 01:22 | sell | 40 | 2.00 | 0.96909 | 0.97539 | 0.96709 | ||
109 | 2020.01.08 02:13 | modify | 40 | 2.00 | 0.96909 | 0.96909 | 0.96709 | ||
110 | 2020.01.08 02:19 | t/p | 40 | 2.00 | 0.96709 | 0.96909 | 0.96709 | 413.61 | 102279.47 |
111 | 2020.01.08 18:53 | buy | 41 | 2.00 | 0.97355 | 0.96874 | 0.97555 | ||
112 | 2020.01.09 08:42 | modify | 41 | 2.00 | 0.97355 | 0.97355 | 0.97555 | ||
113 | 2020.01.09 09:02 | close | 41 | 2.00 | 0.97378 | 0.97355 | 0.97555 | 70.72 | 102350.19 |
114 | 2020.01.09 17:00 | buy | 42 | 2.00 | 0.97264 | 0.97135 | 0.00000 | ||
115 | 2020.01.09 17:39 | close | 42 | 2.00 | 0.97343 | 0.97135 | 0.00000 | 162.31 | 102512.50 |
116 | 2020.01.10 09:57 | buy | 43 | 2.00 | 0.97395 | 0.96765 | 0.97595 | ||
117 | 2020.01.10 12:35 | modify | 43 | 2.00 | 0.97395 | 0.97395 | 0.97595 | ||
118 | 2020.01.10 13:12 | t/p | 43 | 2.00 | 0.97595 | 0.97395 | 0.97595 | 409.86 | 102922.36 |
119 | 2020.01.10 14:30 | sell | 44 | 2.00 | 0.97500 | 0.97657 | 0.00000 | ||
120 | 2020.01.10 16:37 | close | 44 | 2.00 | 0.97425 | 0.97657 | 0.00000 | 153.96 | 103076.32 |
121 | 2020.01.14 10:51 | sell | 45 | 2.00 | 0.96876 | 0.97506 | 0.96676 | ||
122 | 2020.01.14 13:28 | modify | 45 | 2.00 | 0.96876 | 0.96876 | 0.96676 | ||
123 | 2020.01.14 15:07 | s/l | 45 | 2.00 | 0.96876 | 0.96876 | 0.96676 | 0.00 | 103076.32 |
124 | 2020.01.14 20:37 | sell | 46 | 2.00 | 0.96655 | 0.97285 | 0.96455 | ||
125 | 2020.01.15 13:07 | modify | 46 | 2.00 | 0.96655 | 0.96655 | 0.96455 | ||
126 | 2020.01.15 15:33 | t/p | 46 | 2.00 | 0.96455 | 0.96655 | 0.96455 | 396.57 | 103472.89 |
127 | 2020.01.16 10:02 | sell | 47 | 2.00 | 0.96385 | 0.97015 | 0.96185 | ||
128 | 2020.01.16 11:27 | modify | 47 | 2.00 | 0.96385 | 0.96385 | 0.96185 | ||
129 | 2020.01.16 15:07 | t/p | 47 | 2.00 | 0.96185 | 0.96385 | 0.96185 | 415.87 | 103888.76 |
130 | 2020.01.16 15:59 | buy | 48 | 2.00 | 0.96399 | 0.95769 | 0.96599 | ||
131 | 2020.01.16 18:21 | modify | 48 | 2.00 | 0.96399 | 0.96400 | 0.96599 | ||
132 | 2020.01.17 02:31 | close | 48 | 2.00 | 0.96472 | 0.96400 | 0.96599 | 159.17 | 104047.93 |
133 | 2020.01.17 14:30 | sell | 49 | 2.00 | 0.96641 | 0.96718 | 0.00000 | ||
134 | 2020.01.17 15:33 | s/l | 49 | 2.00 | 0.96718 | 0.96718 | 0.00000 | -159.22 | 103888.71 |
135 | 2020.01.17 18:30 | sell | 50 | 2.00 | 0.96795 | 0.97006 | 0.00000 | ||
136 | 2020.01.17 23:00 | close | 50 | 2.00 | 0.96796 | 0.97006 | 0.00000 | -2.07 | 103886.64 |
137 | 2020.01.22 02:22 | buy | 51 | 2.00 | 0.96942 | 0.96312 | 0.97142 | ||
138 | 2020.01.22 09:57 | modify | 51 | 2.00 | 0.96942 | 0.96944 | 0.97142 | ||
139 | 2020.01.22 09:57 | t/p | 51 | 2.00 | 0.97142 | 0.96944 | 0.97142 | 411.77 | 104298.41 |
140 | 2020.01.23 15:25 | sell | 52 | 2.00 | 0.96714 | 0.97344 | 0.96514 | ||
141 | 2020.01.24 23:00 | close | 52 | 2.00 | 0.97131 | 0.97344 | 0.96514 | -876.76 | 103421.65 |
142 | 2020.01.28 08:48 | buy | 53 | 2.00 | 0.97116 | 0.96486 | 0.97316 | ||
143 | 2020.01.28 15:08 | modify | 53 | 2.00 | 0.97116 | 0.97116 | 0.97316 | ||
144 | 2020.01.28 15:49 | t/p | 53 | 2.00 | 0.97316 | 0.97116 | 0.97316 | 411.03 | 103832.68 |
145 | 2020.01.29 07:00 | sell | 54 | 2.00 | 0.97400 | 0.97488 | 0.00000 | ||
146 | 2020.01.29 10:01 | close | 54 | 2.00 | 0.97361 | 0.97488 | 0.00000 | 80.11 | 103912.79 |
147 | 2020.01.29 21:49 | sell | 55 | 2.00 | 0.97319 | 0.97949 | 0.97119 | ||
148 | 2020.01.30 06:02 | modify | 55 | 2.00 | 0.97319 | 0.97319 | 0.97119 | ||
149 | 2020.01.30 08:44 | close | 55 | 2.00 | 0.97272 | 0.97319 | 0.97119 | 42.26 | 103955.06 |
150 | 2020.01.30 09:27 | sell | 56 | 2.00 | 0.97139 | 0.97769 | 0.96939 | ||
151 | 2020.01.30 14:55 | modify | 56 | 2.00 | 0.97139 | 0.97138 | 0.96939 | ||
152 | 2020.01.30 15:15 | t/p | 56 | 2.00 | 0.96939 | 0.97138 | 0.96939 | 412.63 | 104367.69 |
153 | 2020.02.03 09:16 | buy | 57 | 2.00 | 0.96467 | 0.95837 | 0.96667 | ||
154 | 2020.02.03 16:45 | modify | 57 | 2.00 | 0.96467 | 0.96467 | 0.96667 | ||
155 | 2020.02.03 17:00 | t/p | 57 | 2.00 | 0.96667 | 0.96467 | 0.96667 | 413.79 | 104781.48 |
156 | 2020.02.05 07:48 | sell | 58 | 2.00 | 0.96890 | 0.97520 | 0.96690 | ||
157 | 2020.02.06 16:16 | s/l | 58 | 2.00 | 0.97520 | 0.97520 | 0.96690 | -1346.41 | 103435.07 |