Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.11.11 00:00 - 2020.02.21 23:30 (2019.11.11 - 2020.02.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=5; TRRR=1.8; UpATRR=1.5; DownATRR=1.5; DPR=0; StopLoss=300; TakeProfit=200; TS=100; MUR=0.02; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4459 | Ticks modelled | 4545690 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3836.40 | Gross profit | 10813.77 | Gross loss | -6977.38 |
Profit factor | 1.55 | Expected payoff | 72.38 | ||
Absolute drawdown | 130.41 | Maximal drawdown | 2929.87 (2.82%) | Relative drawdown | 2.82% (2929.87) |
Total trades | 53 | Short positions (won %) | 28 (71.43%) | Long positions (won %) | 25 (72.00%) |
Profit trades (% of total) | 38 (71.70%) | Loss trades (% of total) | 15 (28.30%) | ||
Largest | profit trade | 437.33 | loss trade | -716.52 | |
Average | profit trade | 284.57 | loss trade | -465.16 | |
Maximum | consecutive wins (profit in money) | 10 (2691.08) | consecutive losses (loss in money) | 2 (-1422.55) | |
Maximal | consecutive profit (count of wins) | 2691.08 (10) | consecutive loss (count of losses) | -1422.55 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.11 08:15 | sell | 1 | 2.00 | 0.99621 | 0.99951 | 0.99421 | ||
2 | 2019.11.11 14:13 | t/p | 1 | 2.00 | 0.99421 | 0.99951 | 0.99421 | 402.33 | 100402.33 |
3 | 2019.11.12 03:48 | buy | 2 | 2.00 | 0.99425 | 0.99095 | 0.99625 | ||
4 | 2019.11.12 13:10 | t/p | 2 | 2.00 | 0.99625 | 0.99095 | 0.99625 | 401.51 | 100803.84 |
5 | 2019.11.14 09:19 | sell | 3 | 2.01 | 0.98915 | 0.99245 | 0.98715 | ||
6 | 2019.11.14 14:00 | close | 3 | 2.01 | 0.98914 | 0.99245 | 0.98715 | 2.03 | 100805.87 |
7 | 2019.11.15 10:18 | sell | 4 | 2.01 | 0.98831 | 0.99161 | 0.98631 | ||
8 | 2019.11.15 23:00 | close | 4 | 2.01 | 0.98991 | 0.99161 | 0.98631 | -324.88 | 100480.99 |
9 | 2019.11.20 19:57 | sell | 5 | 2.00 | 0.99097 | 0.99427 | 0.98897 | ||
10 | 2019.11.21 04:26 | close | 5 | 2.00 | 0.99077 | 0.99427 | 0.98897 | -15.84 | 100465.15 |
11 | 2019.11.21 08:42 | buy | 6 | 2.00 | 0.99146 | 0.98816 | 0.99346 | ||
12 | 2019.11.22 03:13 | t/p | 6 | 2.00 | 0.99346 | 0.98816 | 0.99346 | 410.98 | 100876.13 |
13 | 2019.11.22 09:46 | buy | 7 | 2.01 | 0.99431 | 0.99101 | 0.99631 | ||
14 | 2019.11.22 18:50 | t/p | 7 | 2.01 | 0.99631 | 0.99101 | 0.99631 | 403.49 | 101279.62 |
15 | 2019.11.25 16:49 | sell | 8 | 2.02 | 0.99670 | 1.00000 | 0.99470 | ||
16 | 2019.11.26 08:06 | close | 8 | 2.02 | 0.99670 | 1.00000 | 0.99470 | -18.92 | 101260.69 |
17 | 2019.11.26 09:14 | buy | 9 | 2.02 | 0.99742 | 0.99412 | 0.99942 | ||
18 | 2019.11.27 09:00 | close | 9 | 2.02 | 0.99768 | 0.99412 | 0.99942 | 61.07 | 101321.77 |
19 | 2019.11.27 15:32 | buy | 10 | 2.02 | 0.99901 | 0.99571 | 1.00101 | ||
20 | 2019.11.29 15:06 | t/p | 10 | 2.02 | 1.00101 | 0.99571 | 1.00101 | 437.33 | 101759.09 |
21 | 2019.12.02 13:27 | sell | 11 | 2.03 | 0.99843 | 1.00173 | 0.99643 | ||
22 | 2019.12.02 16:22 | t/p | 11 | 2.03 | 0.99643 | 1.00173 | 0.99643 | 407.45 | 102166.54 |
23 | 2019.12.02 17:00 | sell | 12 | 2.04 | 0.99454 | 0.99784 | 0.99254 | ||
24 | 2019.12.02 18:05 | t/p | 12 | 2.04 | 0.99254 | 0.99784 | 0.99254 | 411.07 | 102577.61 |
25 | 2019.12.03 09:00 | sell | 13 | 2.05 | 0.99171 | 0.99501 | 0.98971 | ||
26 | 2019.12.03 11:40 | t/p | 13 | 2.05 | 0.98971 | 0.99501 | 0.98971 | 414.27 | 102991.88 |
27 | 2019.12.04 09:02 | sell | 14 | 2.05 | 0.98684 | 0.99014 | 0.98484 | ||
28 | 2019.12.04 18:50 | s/l | 14 | 2.05 | 0.99014 | 0.99014 | 0.98484 | -683.24 | 102308.64 |
29 | 2019.12.05 09:47 | buy | 15 | 2.04 | 0.98882 | 0.98552 | 0.99082 | ||
30 | 2019.12.06 15:30 | t/p | 15 | 2.04 | 0.99082 | 0.98552 | 0.99082 | 420.29 | 102728.93 |
31 | 2019.12.09 10:06 | sell | 16 | 2.05 | 0.98959 | 0.99289 | 0.98759 | ||
32 | 2019.12.10 01:40 | close | 16 | 2.05 | 0.98817 | 0.99289 | 0.98759 | 275.37 | 103004.30 |
33 | 2019.12.10 09:22 | sell | 17 | 2.06 | 0.98706 | 0.99036 | 0.98506 | ||
34 | 2019.12.10 15:33 | close | 17 | 2.06 | 0.98674 | 0.99036 | 0.98506 | 66.81 | 103071.11 |
35 | 2019.12.11 21:48 | sell | 18 | 2.06 | 0.98282 | 0.98612 | 0.98082 | ||
36 | 2019.12.12 06:30 | close | 18 | 2.06 | 0.98241 | 0.98612 | 0.98082 | 28.07 | 103099.19 |
37 | 2019.12.12 08:18 | buy | 19 | 2.06 | 0.98279 | 0.97949 | 0.98479 | ||
38 | 2019.12.12 16:52 | t/p | 19 | 2.06 | 0.98479 | 0.97949 | 0.98479 | 418.36 | 103517.55 |
39 | 2019.12.13 08:27 | buy | 20 | 2.07 | 0.98593 | 0.98263 | 0.98793 | ||
40 | 2019.12.13 09:57 | s/l | 20 | 2.07 | 0.98263 | 0.98263 | 0.98793 | -695.19 | 102822.36 |
41 | 2019.12.18 07:42 | sell | 21 | 2.05 | 0.98004 | 0.98334 | 0.97804 | ||
42 | 2019.12.19 17:04 | t/p | 21 | 2.05 | 0.97804 | 0.98334 | 0.97804 | 361.59 | 103183.95 |
43 | 2019.12.20 10:47 | buy | 22 | 2.06 | 0.98062 | 0.97732 | 0.98262 | ||
44 | 2019.12.20 18:31 | t/p | 22 | 2.06 | 0.98262 | 0.97732 | 0.98262 | 419.28 | 103603.23 |
45 | 2019.12.23 05:29 | sell | 23 | 2.07 | 0.98183 | 0.98513 | 0.97983 | ||
46 | 2019.12.23 13:09 | close | 23 | 2.07 | 0.98149 | 0.98513 | 0.97983 | 71.71 | 103674.94 |
47 | 2019.12.24 04:40 | buy | 24 | 2.07 | 0.98274 | 0.97944 | 0.98474 | ||
48 | 2019.12.24 21:00 | s/l | 24 | 2.07 | 0.97944 | 0.97944 | 0.98474 | -697.47 | 102977.47 |
49 | 2019.12.25 02:39 | buy | 25 | 2.05 | 0.98142 | 0.97812 | 0.98342 | ||
50 | 2019.12.27 10:17 | s/l | 25 | 2.05 | 0.97812 | 0.97812 | 0.98342 | -657.39 | 102320.08 |
51 | 2019.12.30 06:30 | buy | 26 | 2.04 | 0.97282 | 0.97128 | 0.00000 | ||
52 | 2019.12.30 09:57 | close | 26 | 2.04 | 0.97300 | 0.97128 | 0.00000 | 37.74 | 102357.82 |
53 | 2019.12.30 16:41 | sell | 27 | 2.04 | 0.96868 | 0.97198 | 0.96668 | ||
54 | 2019.12.31 01:35 | close | 27 | 2.04 | 0.96866 | 0.97198 | 0.96668 | -14.90 | 102342.91 |
55 | 2019.12.31 09:37 | buy | 28 | 2.04 | 0.96867 | 0.96537 | 0.97067 | ||
56 | 2019.12.31 15:00 | s/l | 28 | 2.04 | 0.96537 | 0.96537 | 0.97067 | -697.35 | 101645.56 |
57 | 2019.12.31 17:59 | buy | 29 | 2.03 | 0.96939 | 0.96609 | 0.97139 | ||
58 | 2020.01.02 17:33 | close | 29 | 2.03 | 0.96973 | 0.96609 | 0.97139 | 105.07 | 101750.64 |
59 | 2020.01.02 22:17 | sell | 30 | 2.03 | 0.97124 | 0.97454 | 0.96924 | ||
60 | 2020.01.03 04:48 | t/p | 30 | 2.03 | 0.96924 | 0.97454 | 0.96924 | 399.86 | 102150.50 |
61 | 2020.01.03 20:59 | buy | 31 | 2.04 | 0.97259 | 0.96929 | 0.97459 | ||
62 | 2020.01.03 23:00 | close | 31 | 2.04 | 0.97212 | 0.96929 | 0.97459 | -98.63 | 102051.87 |
63 | 2020.01.06 10:59 | sell | 32 | 2.04 | 0.96986 | 0.97316 | 0.96786 | ||
64 | 2020.01.06 17:34 | close | 32 | 2.04 | 0.96986 | 0.97316 | 0.96786 | 0.00 | 102051.87 |
65 | 2020.01.07 08:57 | buy | 33 | 2.04 | 0.97029 | 0.96699 | 0.97229 | ||
66 | 2020.01.07 17:29 | t/p | 33 | 2.04 | 0.97229 | 0.96699 | 0.97229 | 419.63 | 102471.50 |
67 | 2020.01.08 01:22 | sell | 34 | 2.04 | 0.96909 | 0.97239 | 0.96709 | ||
68 | 2020.01.08 02:19 | t/p | 34 | 2.04 | 0.96709 | 0.97239 | 0.96709 | 421.88 | 102893.38 |
69 | 2020.01.08 18:53 | buy | 35 | 2.05 | 0.97355 | 0.97025 | 0.97555 | ||
70 | 2020.01.09 09:02 | close | 35 | 2.05 | 0.97378 | 0.97025 | 0.97555 | 74.10 | 102967.47 |
71 | 2020.01.09 17:00 | buy | 36 | 2.05 | 0.97264 | 0.97135 | 0.00000 | ||
72 | 2020.01.09 17:39 | close | 36 | 2.05 | 0.97343 | 0.97135 | 0.00000 | 166.37 | 103133.84 |
73 | 2020.01.10 09:57 | buy | 37 | 2.06 | 0.97395 | 0.97065 | 0.97595 | ||
74 | 2020.01.10 13:12 | t/p | 37 | 2.06 | 0.97595 | 0.97065 | 0.97595 | 422.15 | 103555.99 |
75 | 2020.01.10 14:30 | sell | 38 | 2.07 | 0.97500 | 0.97657 | 0.00000 | ||
76 | 2020.01.10 16:37 | close | 38 | 2.07 | 0.97425 | 0.97657 | 0.00000 | 159.35 | 103715.34 |
77 | 2020.01.14 10:51 | sell | 39 | 2.07 | 0.96876 | 0.97206 | 0.96676 | ||
78 | 2020.01.14 21:13 | t/p | 39 | 2.07 | 0.96676 | 0.97206 | 0.96676 | 428.23 | 104143.57 |
79 | 2020.01.16 10:02 | sell | 40 | 2.08 | 0.96385 | 0.96715 | 0.96185 | ||
80 | 2020.01.16 15:07 | t/p | 40 | 2.08 | 0.96185 | 0.96715 | 0.96185 | 432.50 | 104576.07 |
81 | 2020.01.16 15:59 | buy | 41 | 2.09 | 0.96399 | 0.96069 | 0.96599 | ||
82 | 2020.01.17 02:31 | close | 41 | 2.09 | 0.96472 | 0.96069 | 0.96599 | 166.88 | 104742.95 |
83 | 2020.01.17 15:45 | buy | 42 | 2.09 | 0.96873 | 0.96543 | 0.97073 | ||
84 | 2020.01.17 23:00 | close | 42 | 2.09 | 0.96766 | 0.96543 | 0.97073 | -231.10 | 104511.85 |
85 | 2020.01.22 02:22 | buy | 43 | 2.09 | 0.96942 | 0.96612 | 0.97142 | ||
86 | 2020.01.22 09:57 | t/p | 43 | 2.09 | 0.97142 | 0.96612 | 0.97142 | 430.30 | 104942.15 |
87 | 2020.01.23 15:25 | sell | 44 | 2.09 | 0.96714 | 0.97044 | 0.96514 | ||
88 | 2020.01.23 21:03 | s/l | 44 | 2.09 | 0.97044 | 0.97044 | 0.96514 | -710.71 | 104231.44 |
89 | 2020.01.28 08:48 | buy | 45 | 2.08 | 0.97116 | 0.96786 | 0.97316 | ||
90 | 2020.01.28 11:17 | s/l | 45 | 2.08 | 0.96786 | 0.96786 | 0.97316 | -709.19 | 103522.25 |
91 | 2020.01.29 21:49 | sell | 46 | 2.07 | 0.97319 | 0.97649 | 0.97119 | ||
92 | 2020.01.30 08:44 | close | 46 | 2.07 | 0.97272 | 0.97649 | 0.97119 | 41.84 | 103564.09 |
93 | 2020.01.30 09:27 | sell | 47 | 2.07 | 0.97139 | 0.97469 | 0.96939 | ||
94 | 2020.01.30 15:15 | t/p | 47 | 2.07 | 0.96939 | 0.97469 | 0.96939 | 427.07 | 103991.16 |
95 | 2020.02.03 09:16 | buy | 48 | 2.07 | 0.96467 | 0.96137 | 0.96667 | ||
96 | 2020.02.03 17:00 | t/p | 48 | 2.07 | 0.96667 | 0.96137 | 0.96667 | 428.27 | 104419.43 |
97 | 2020.02.05 07:48 | sell | 49 | 2.08 | 0.96890 | 0.97220 | 0.96690 | ||
98 | 2020.02.05 11:40 | s/l | 49 | 2.08 | 0.97220 | 0.97220 | 0.96690 | -706.03 | 103713.40 |
99 | 2020.02.13 09:22 | sell | 50 | 2.07 | 0.97658 | 0.97988 | 0.97458 | ||
100 | 2020.02.14 02:11 | s/l | 50 | 2.07 | 0.97988 | 0.97988 | 0.97458 | -716.52 | 102996.88 |
101 | 2020.02.17 09:16 | sell | 51 | 2.05 | 0.98168 | 0.98498 | 0.97968 | ||
102 | 2020.02.17 18:20 | close | 51 | 2.05 | 0.98167 | 0.98498 | 0.97968 | 2.09 | 102998.97 |
103 | 2020.02.18 02:20 | buy | 52 | 2.05 | 0.98143 | 0.97813 | 0.98343 | ||
104 | 2020.02.18 16:13 | t/p | 52 | 2.05 | 0.98343 | 0.97813 | 0.98343 | 416.91 | 103415.88 |
105 | 2020.02.21 10:27 | sell | 53 | 2.06 | 0.98174 | 0.98504 | 0.97974 | ||
106 | 2020.02.21 16:47 | t/p | 53 | 2.06 | 0.97974 | 0.98504 | 0.97974 | 420.52 | 103836.40 |