Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 30 Minutes (M30) 2019.12.30 00:00 - 2020.04.10 23:30 (2019.12.30 - 2020.04.11) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=2; UpATRR=1; DownATRR=2; DPR=0.5; StopLoss=700; TakeProfit=700; TS=300; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4548 | Ticks modelled | 8402376 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 4787.34 | Gross profit | 8743.16 | Gross loss | -3955.82 |
Profit factor | 2.21 | Expected payoff | 251.97 | ||
Absolute drawdown | 901.98 | Maximal drawdown | 2205.08 (2.16%) | Relative drawdown | 2.16% (2205.08) |
Total trades | 19 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
Largest | profit trade | 1536.98 | loss trade | -1637.55 | |
Average | profit trade | 582.88 | loss trade | -988.95 | |
Maximum | consecutive wins (profit in money) | 9 (4584.73) | consecutive losses (loss in money) | 1 (-1637.55) | |
Maximal | consecutive profit (count of wins) | 4584.73 (9) | consecutive loss (count of losses) | -1637.55 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.30 16:44 | sell | 1 | 2.00 | 0.96831 | 0.97561 | 0.96131 | ||
2 | 2019.12.31 09:14 | close | 1 | 2.00 | 0.96808 | 0.97561 | 0.96131 | 36.47 | 100036.47 |
3 | 2020.01.08 12:56 | buy | 2 | 2.00 | 0.97310 | 0.96580 | 0.98010 | ||
4 | 2020.01.09 09:02 | close | 2 | 2.00 | 0.97378 | 0.96580 | 0.98010 | 143.20 | 100179.67 |
5 | 2020.01.10 10:36 | buy | 3 | 2.00 | 0.97468 | 0.96738 | 0.98168 | ||
6 | 2020.01.10 23:00 | close | 3 | 2.00 | 0.97277 | 0.96738 | 0.98168 | -392.69 | 99786.98 |
7 | 2020.01.14 10:54 | sell | 4 | 1.99 | 0.96847 | 0.97577 | 0.96147 | ||
8 | 2020.01.15 01:39 | close | 4 | 1.99 | 0.96772 | 0.97577 | 0.96147 | 143.24 | 99930.22 |
9 | 2020.01.17 13:24 | buy | 5 | 1.99 | 0.96736 | 0.96006 | 0.97436 | ||
10 | 2020.01.17 22:05 | close | 5 | 1.99 | 0.96751 | 0.96006 | 0.97436 | 30.85 | 99961.07 |
11 | 2020.01.22 09:57 | buy | 6 | 1.99 | 0.97100 | 0.96370 | 0.97800 | ||
12 | 2020.01.24 23:00 | close | 6 | 1.99 | 0.97101 | 0.96370 | 0.97800 | 6.75 | 99967.81 |
13 | 2020.02.04 10:26 | buy | 7 | 1.99 | 0.96943 | 0.96213 | 0.97643 | ||
14 | 2020.02.06 01:54 | close | 7 | 1.99 | 0.97327 | 0.96213 | 0.97643 | 789.85 | 100757.66 |
15 | 2020.02.18 15:34 | buy | 8 | 2.01 | 0.98307 | 0.97577 | 0.99007 | ||
16 | 2020.02.19 14:31 | close | 8 | 2.01 | 0.98331 | 0.97577 | 0.99007 | 50.25 | 100807.91 |
17 | 2020.02.21 16:47 | sell | 9 | 2.01 | 0.97931 | 0.98661 | 0.97231 | ||
18 | 2020.02.21 23:00 | close | 9 | 2.01 | 0.97856 | 0.98661 | 0.97231 | 154.05 | 100961.96 |
19 | 2020.02.26 10:53 | sell | 10 | 2.01 | 0.97310 | 0.98040 | 0.96610 | ||
20 | 2020.02.27 18:07 | close | 10 | 2.01 | 0.97090 | 0.98040 | 0.96610 | 422.13 | 101384.09 |
21 | 2020.03.03 17:15 | sell | 11 | 2.02 | 0.95267 | 0.95997 | 0.94567 | ||
22 | 2020.03.05 23:25 | t/p | 11 | 2.02 | 0.94567 | 0.95997 | 0.94567 | 1450.64 | 102834.73 |
23 | 2020.03.06 10:49 | sell | 12 | 2.05 | 0.94065 | 0.94795 | 0.93365 | ||
24 | 2020.03.06 16:15 | t/p | 12 | 2.05 | 0.93365 | 0.94795 | 0.93365 | 1536.98 | 104371.71 |
25 | 2020.03.09 04:50 | sell | 13 | 2.08 | 0.91994 | 0.92724 | 0.91294 | ||
26 | 2020.03.09 04:51 | s/l | 13 | 2.08 | 0.92724 | 0.92724 | 0.91294 | -1637.55 | 102734.16 |
27 | 2020.03.12 17:10 | buy | 14 | 2.05 | 0.94531 | 0.93801 | 0.95231 | ||
28 | 2020.03.12 18:56 | t/p | 14 | 2.05 | 0.95231 | 0.93801 | 0.95231 | 1506.86 | 104241.02 |
29 | 2020.03.13 15:53 | buy | 15 | 2.08 | 0.95372 | 0.94642 | 0.96072 | ||
30 | 2020.03.13 23:00 | close | 15 | 2.08 | 0.95222 | 0.94642 | 0.96072 | -327.66 | 103913.36 |
31 | 2020.03.17 13:46 | buy | 16 | 2.07 | 0.95642 | 0.94912 | 0.96342 | ||
32 | 2020.03.17 18:57 | t/p | 16 | 2.07 | 0.96342 | 0.94912 | 0.96342 | 1504.02 | 105417.38 |
33 | 2020.04.02 15:58 | buy | 17 | 2.10 | 0.96990 | 0.96260 | 0.97690 | ||
34 | 2020.04.03 05:06 | close | 17 | 2.10 | 0.97389 | 0.96260 | 0.97690 | 861.60 | 106278.98 |
35 | 2020.04.03 10:22 | buy | 18 | 2.12 | 0.97692 | 0.96962 | 0.98392 | ||
36 | 2020.04.03 20:53 | close | 18 | 2.12 | 0.97741 | 0.96962 | 0.98392 | 106.28 | 106385.26 |
37 | 2020.04.08 09:18 | buy | 19 | 2.12 | 0.97354 | 0.96624 | 0.98054 | ||
38 | 2020.04.09 17:48 | s/l | 19 | 2.12 | 0.96624 | 0.96624 | 0.98054 | -1597.92 | 104787.34 |