Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.28 23:30 (2019.11.18 - 2020.02.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=5; TRRR=1.7; 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 | 4519 | Ticks modelled | 5070085 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3511.07 | Gross profit | 11532.69 | Gross loss | -8021.62 |
Profit factor | 1.44 | Expected payoff | 62.70 | ||
Absolute drawdown | 339.57 | Maximal drawdown | 2916.40 (2.82%) | Relative drawdown | 2.82% (2916.40) |
Total trades | 56 | Short positions (won %) | 30 (70.00%) | Long positions (won %) | 26 (69.23%) |
Profit trades (% of total) | 39 (69.64%) | Loss trades (% of total) | 17 (30.36%) | ||
Largest | profit trade | 434.37 | loss trade | -716.53 | |
Average | profit trade | 295.71 | loss trade | -471.86 | |
Maximum | consecutive wins (profit in money) | 10 (2677.22) | consecutive losses (loss in money) | 2 (-1413.09) | |
Maximal | consecutive profit (count of wins) | 2677.22 (10) | consecutive loss (count of losses) | -1413.09 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.20 19:57 | sell | 1 | 2.00 | 0.99097 | 0.99427 | 0.98897 | ||
2 | 2019.11.21 04:26 | close | 1 | 2.00 | 0.99077 | 0.99427 | 0.98897 | -15.89 | 99984.11 |
3 | 2019.11.21 08:42 | buy | 2 | 1.99 | 0.99146 | 0.98816 | 0.99346 | ||
4 | 2019.11.22 03:13 | t/p | 2 | 1.99 | 0.99346 | 0.98816 | 0.99346 | 408.73 | 100392.84 |
5 | 2019.11.22 09:46 | buy | 3 | 2.00 | 0.99431 | 0.99101 | 0.99631 | ||
6 | 2019.11.22 18:50 | t/p | 3 | 2.00 | 0.99631 | 0.99101 | 0.99631 | 401.48 | 100794.32 |
7 | 2019.11.25 16:49 | sell | 4 | 2.01 | 0.99670 | 1.00000 | 0.99470 | ||
8 | 2019.11.26 08:06 | close | 4 | 2.01 | 0.99670 | 1.00000 | 0.99470 | -18.85 | 100775.48 |
9 | 2019.11.26 09:14 | buy | 5 | 2.01 | 0.99742 | 0.99412 | 0.99942 | ||
10 | 2019.11.27 09:00 | close | 5 | 2.01 | 0.99768 | 0.99412 | 0.99942 | 60.57 | 100836.05 |
11 | 2019.11.27 15:32 | buy | 6 | 2.01 | 0.99901 | 0.99571 | 1.00101 | ||
12 | 2019.11.29 15:06 | t/p | 6 | 2.01 | 1.00101 | 0.99571 | 1.00101 | 434.37 | 101270.42 |
13 | 2019.12.02 13:27 | sell | 7 | 2.02 | 0.99843 | 1.00173 | 0.99643 | ||
14 | 2019.12.02 16:22 | t/p | 7 | 2.02 | 0.99643 | 1.00173 | 0.99643 | 405.45 | 101675.87 |
15 | 2019.12.02 17:00 | sell | 8 | 2.03 | 0.99454 | 0.99784 | 0.99254 | ||
16 | 2019.12.02 18:05 | t/p | 8 | 2.03 | 0.99254 | 0.99784 | 0.99254 | 409.05 | 102084.92 |
17 | 2019.12.03 09:00 | sell | 9 | 2.04 | 0.99171 | 0.99501 | 0.98971 | ||
18 | 2019.12.03 11:40 | t/p | 9 | 2.04 | 0.98971 | 0.99501 | 0.98971 | 412.25 | 102497.17 |
19 | 2019.12.04 09:02 | sell | 10 | 2.04 | 0.98684 | 0.99014 | 0.98484 | ||
20 | 2019.12.04 18:50 | s/l | 10 | 2.04 | 0.99014 | 0.99014 | 0.98484 | -679.90 | 101817.27 |
21 | 2019.12.05 09:47 | buy | 11 | 2.03 | 0.98882 | 0.98552 | 0.99082 | ||
22 | 2019.12.06 15:30 | t/p | 11 | 2.03 | 0.99082 | 0.98552 | 0.99082 | 418.04 | 102235.30 |
23 | 2019.12.09 10:06 | sell | 12 | 2.04 | 0.98959 | 0.99289 | 0.98759 | ||
24 | 2019.12.10 01:40 | close | 12 | 2.04 | 0.98817 | 0.99289 | 0.98759 | 274.02 | 102509.33 |
25 | 2019.12.10 09:22 | sell | 13 | 2.05 | 0.98706 | 0.99036 | 0.98506 | ||
26 | 2019.12.10 15:33 | close | 13 | 2.05 | 0.98674 | 0.99036 | 0.98506 | 66.48 | 102575.81 |
27 | 2019.12.11 21:48 | sell | 14 | 2.05 | 0.98282 | 0.98612 | 0.98082 | ||
28 | 2019.12.12 06:30 | close | 14 | 2.05 | 0.98241 | 0.98612 | 0.98082 | 27.88 | 102603.69 |
29 | 2019.12.12 08:18 | buy | 15 | 2.05 | 0.98279 | 0.97949 | 0.98479 | ||
30 | 2019.12.12 16:52 | t/p | 15 | 2.05 | 0.98479 | 0.97949 | 0.98479 | 416.33 | 103020.02 |
31 | 2019.12.13 08:27 | buy | 16 | 2.06 | 0.98593 | 0.98263 | 0.98793 | ||
32 | 2019.12.13 09:57 | s/l | 16 | 2.06 | 0.98263 | 0.98263 | 0.98793 | -691.83 | 102328.19 |
33 | 2019.12.18 07:42 | sell | 17 | 2.04 | 0.98004 | 0.98334 | 0.97804 | ||
34 | 2019.12.19 17:04 | t/p | 17 | 2.04 | 0.97804 | 0.98334 | 0.97804 | 359.78 | 102687.96 |
35 | 2019.12.20 10:47 | buy | 18 | 2.05 | 0.98062 | 0.97732 | 0.98262 | ||
36 | 2019.12.20 18:31 | t/p | 18 | 2.05 | 0.98262 | 0.97732 | 0.98262 | 417.24 | 103105.20 |
37 | 2019.12.23 05:29 | sell | 19 | 2.06 | 0.98183 | 0.98513 | 0.97983 | ||
38 | 2019.12.23 13:09 | close | 19 | 2.06 | 0.98149 | 0.98513 | 0.97983 | 71.36 | 103176.56 |
39 | 2019.12.24 04:40 | buy | 20 | 2.06 | 0.98274 | 0.97944 | 0.98474 | ||
40 | 2019.12.24 21:00 | s/l | 20 | 2.06 | 0.97944 | 0.97944 | 0.98474 | -694.10 | 102482.46 |
41 | 2019.12.25 02:39 | buy | 21 | 2.04 | 0.98142 | 0.97812 | 0.98342 | ||
42 | 2019.12.27 10:17 | s/l | 21 | 2.04 | 0.97812 | 0.97812 | 0.98342 | -654.99 | 101827.47 |
43 | 2019.12.30 06:30 | buy | 22 | 2.03 | 0.97282 | 0.97128 | 0.00000 | ||
44 | 2019.12.30 09:57 | close | 22 | 2.03 | 0.97300 | 0.97128 | 0.00000 | 37.55 | 101865.02 |
45 | 2019.12.30 16:41 | sell | 23 | 2.03 | 0.96868 | 0.97198 | 0.96668 | ||
46 | 2019.12.31 01:35 | close | 23 | 2.03 | 0.96866 | 0.97198 | 0.96668 | -14.84 | 101850.18 |
47 | 2019.12.31 09:37 | buy | 24 | 2.03 | 0.96867 | 0.96537 | 0.97067 | ||
48 | 2019.12.31 15:00 | s/l | 24 | 2.03 | 0.96537 | 0.96537 | 0.97067 | -693.93 | 101156.25 |
49 | 2019.12.31 17:59 | buy | 25 | 2.02 | 0.96939 | 0.96609 | 0.97139 | ||
50 | 2020.01.02 17:33 | close | 25 | 2.02 | 0.96973 | 0.96609 | 0.97139 | 103.76 | 101260.01 |
51 | 2020.01.02 22:17 | sell | 26 | 2.02 | 0.97124 | 0.97454 | 0.96924 | ||
52 | 2020.01.03 04:48 | t/p | 26 | 2.02 | 0.96924 | 0.97454 | 0.96924 | 397.88 | 101657.89 |
53 | 2020.01.03 20:59 | buy | 27 | 2.03 | 0.97259 | 0.96929 | 0.97459 | ||
54 | 2020.01.03 23:00 | close | 27 | 2.03 | 0.97212 | 0.96929 | 0.97459 | -98.15 | 101559.74 |
55 | 2020.01.06 10:59 | sell | 28 | 2.03 | 0.96986 | 0.97316 | 0.96786 | ||
56 | 2020.01.06 17:34 | close | 28 | 2.03 | 0.96986 | 0.97316 | 0.96786 | 0.00 | 101559.74 |
57 | 2020.01.07 08:57 | buy | 29 | 2.03 | 0.97029 | 0.96699 | 0.97229 | ||
58 | 2020.01.07 17:29 | t/p | 29 | 2.03 | 0.97229 | 0.96699 | 0.97229 | 417.57 | 101977.31 |
59 | 2020.01.08 01:22 | sell | 30 | 2.03 | 0.96909 | 0.97239 | 0.96709 | ||
60 | 2020.01.08 02:19 | t/p | 30 | 2.03 | 0.96709 | 0.97239 | 0.96709 | 419.82 | 102397.13 |
61 | 2020.01.08 18:53 | buy | 31 | 2.04 | 0.97355 | 0.97025 | 0.97555 | ||
62 | 2020.01.09 09:02 | close | 31 | 2.04 | 0.97378 | 0.97025 | 0.97555 | 73.13 | 102470.26 |
63 | 2020.01.09 17:00 | buy | 32 | 2.04 | 0.97264 | 0.97135 | 0.00000 | ||
64 | 2020.01.09 17:39 | close | 32 | 2.04 | 0.97343 | 0.97135 | 0.00000 | 165.56 | 102635.82 |
65 | 2020.01.10 09:57 | buy | 33 | 2.05 | 0.97395 | 0.97065 | 0.97595 | ||
66 | 2020.01.10 13:12 | t/p | 33 | 2.05 | 0.97595 | 0.97065 | 0.97595 | 420.10 | 103055.92 |
67 | 2020.01.10 14:30 | sell | 34 | 2.06 | 0.97500 | 0.97657 | 0.00000 | ||
68 | 2020.01.10 16:37 | close | 34 | 2.06 | 0.97425 | 0.97657 | 0.00000 | 158.58 | 103214.50 |
69 | 2020.01.14 10:51 | sell | 35 | 2.06 | 0.96876 | 0.97206 | 0.96676 | ||
70 | 2020.01.14 21:13 | t/p | 35 | 2.06 | 0.96676 | 0.97206 | 0.96676 | 426.17 | 103640.67 |
71 | 2020.01.16 10:02 | sell | 36 | 2.07 | 0.96385 | 0.96715 | 0.96185 | ||
72 | 2020.01.16 15:07 | t/p | 36 | 2.07 | 0.96185 | 0.96715 | 0.96185 | 430.42 | 104071.09 |
73 | 2020.01.16 15:59 | buy | 37 | 2.08 | 0.96399 | 0.96069 | 0.96599 | ||
74 | 2020.01.17 02:31 | close | 37 | 2.08 | 0.96472 | 0.96069 | 0.96599 | 165.87 | 104236.96 |
75 | 2020.01.17 15:45 | buy | 38 | 2.08 | 0.96873 | 0.96543 | 0.97073 | ||
76 | 2020.01.17 23:00 | close | 38 | 2.08 | 0.96766 | 0.96543 | 0.97073 | -230.00 | 104006.96 |
77 | 2020.01.22 02:22 | buy | 39 | 2.08 | 0.96942 | 0.96612 | 0.97142 | ||
78 | 2020.01.22 09:57 | t/p | 39 | 2.08 | 0.97142 | 0.96612 | 0.97142 | 428.24 | 104435.20 |
79 | 2020.01.23 15:25 | sell | 40 | 2.08 | 0.96714 | 0.97044 | 0.96514 | ||
80 | 2020.01.23 21:03 | s/l | 40 | 2.08 | 0.97044 | 0.97044 | 0.96514 | -707.31 | 103727.89 |
81 | 2020.01.28 08:48 | buy | 41 | 2.07 | 0.97116 | 0.96786 | 0.97316 | ||
82 | 2020.01.28 11:17 | s/l | 41 | 2.07 | 0.96786 | 0.96786 | 0.97316 | -705.78 | 103022.11 |
83 | 2020.01.29 21:49 | sell | 42 | 2.06 | 0.97319 | 0.97649 | 0.97119 | ||
84 | 2020.01.30 08:44 | close | 42 | 2.06 | 0.97271 | 0.97649 | 0.97119 | 43.70 | 103065.81 |
85 | 2020.01.30 09:27 | sell | 43 | 2.06 | 0.97139 | 0.97469 | 0.96939 | ||
86 | 2020.01.30 15:15 | t/p | 43 | 2.06 | 0.96939 | 0.97469 | 0.96939 | 425.01 | 103490.82 |
87 | 2020.02.03 09:16 | buy | 44 | 2.06 | 0.96466 | 0.96136 | 0.96666 | ||
88 | 2020.02.03 17:00 | t/p | 44 | 2.06 | 0.96666 | 0.96136 | 0.96666 | 426.21 | 103917.03 |
89 | 2020.02.05 07:48 | sell | 45 | 2.07 | 0.96890 | 0.97220 | 0.96690 | ||
90 | 2020.02.05 11:40 | s/l | 45 | 2.07 | 0.97220 | 0.97220 | 0.96690 | -702.63 | 103214.40 |
91 | 2020.02.11 09:50 | sell | 46 | 2.06 | 0.97760 | 0.98090 | 0.97560 | ||
92 | 2020.02.11 19:30 | t/p | 46 | 2.06 | 0.97560 | 0.98090 | 0.97560 | 422.30 | 103636.70 |
93 | 2020.02.13 09:22 | sell | 47 | 2.07 | 0.97659 | 0.97989 | 0.97459 | ||
94 | 2020.02.14 02:11 | s/l | 47 | 2.07 | 0.97989 | 0.97989 | 0.97459 | -716.53 | 102920.17 |
95 | 2020.02.17 09:16 | sell | 48 | 2.05 | 0.98168 | 0.98498 | 0.97968 | ||
96 | 2020.02.17 18:20 | close | 48 | 2.05 | 0.98167 | 0.98498 | 0.97968 | 2.09 | 102922.26 |
97 | 2020.02.18 02:20 | buy | 49 | 2.05 | 0.98143 | 0.97813 | 0.98343 | ||
98 | 2020.02.18 16:13 | t/p | 49 | 2.05 | 0.98343 | 0.97813 | 0.98343 | 416.91 | 103339.17 |
99 | 2020.02.20 02:17 | sell | 50 | 2.06 | 0.98235 | 0.98565 | 0.98035 | ||
100 | 2020.02.21 16:03 | close | 50 | 2.06 | 0.98227 | 0.98565 | 0.98035 | -2.54 | 103336.63 |
101 | 2020.02.21 16:45 | sell | 51 | 2.06 | 0.98020 | 0.98350 | 0.97820 | ||
102 | 2020.02.21 17:04 | t/p | 51 | 2.06 | 0.97820 | 0.98350 | 0.97820 | 421.18 | 103757.81 |
103 | 2020.02.24 09:08 | buy | 52 | 2.07 | 0.98169 | 0.97839 | 0.98369 | ||
104 | 2020.02.24 16:16 | s/l | 52 | 2.07 | 0.97839 | 0.97839 | 0.98369 | -698.19 | 103059.62 |
105 | 2020.02.26 10:51 | sell | 53 | 2.06 | 0.97320 | 0.97650 | 0.97120 | ||
106 | 2020.02.26 15:47 | s/l | 53 | 2.06 | 0.97650 | 0.97650 | 0.97120 | -696.16 | 102363.46 |
107 | 2020.02.27 02:05 | sell | 54 | 2.04 | 0.97505 | 0.97835 | 0.97305 | ||
108 | 2020.02.27 08:36 | t/p | 54 | 2.04 | 0.97305 | 0.97835 | 0.97305 | 419.30 | 102782.76 |
109 | 2020.02.28 10:22 | sell | 55 | 2.05 | 0.96527 | 0.96857 | 0.96327 | ||
110 | 2020.02.28 11:08 | t/p | 55 | 2.05 | 0.96327 | 0.96857 | 0.96327 | 425.63 | 103208.39 |
111 | 2020.02.28 12:30 | buy | 56 | 2.06 | 0.96501 | 0.96171 | 0.00000 | ||
112 | 2020.02.28 13:54 | close | 56 | 2.06 | 0.96643 | 0.96171 | 0.00000 | 302.68 | 103511.07 |