Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 1 Hour (H1) 2020.01.06 00:00 - 2020.04.17 23:00 (2020.01.06 - 2020.04.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=500; TakeProfit=600; TS=300; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2814 | Ticks modelled | 8544131 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 4433.69 | Gross profit | 9128.84 | Gross loss | -4695.15 |
Profit factor | 1.94 | Expected payoff | 113.68 | ||
Absolute drawdown | 2233.57 | Maximal drawdown | 2377.19 (2.37%) | Relative drawdown | 2.37% (2377.19) |
Total trades | 39 | Short positions (won %) | 31 (58.06%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
Largest | profit trade | 659.48 | loss trade | -570.78 | |
Average | profit trade | 380.37 | loss trade | -313.01 | |
Maximum | consecutive wins (profit in money) | 10 (3955.01) | consecutive losses (loss in money) | 4 (-1686.73) | |
Maximal | consecutive profit (count of wins) | 3955.01 (10) | consecutive loss (count of losses) | -1686.73 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.06 11:39 | sell | 1 | 1.00 | 0.96925 | 0.97455 | 0.96325 | ||
2 | 2020.01.07 02:45 | close | 1 | 1.00 | 0.96924 | 0.97455 | 0.96325 | -4.50 | 99995.50 |
3 | 2020.01.08 02:13 | sell | 2 | 0.99 | 0.96788 | 0.97318 | 0.96188 | ||
4 | 2020.01.08 18:49 | s/l | 2 | 0.99 | 0.97318 | 0.97318 | 0.96188 | -539.15 | 99456.35 |
5 | 2020.01.09 15:43 | sell | 3 | 0.99 | 0.97165 | 0.97695 | 0.96565 | ||
6 | 2020.01.10 23:00 | close | 3 | 0.99 | 0.97307 | 0.97695 | 0.96565 | -149.94 | 99306.42 |
7 | 2020.01.13 15:20 | sell | 4 | 0.99 | 0.97137 | 0.97667 | 0.96537 | ||
8 | 2020.01.14 03:39 | close | 4 | 0.99 | 0.97135 | 0.97667 | 0.96537 | -3.43 | 99302.99 |
9 | 2020.01.14 10:49 | sell | 5 | 0.99 | 0.96897 | 0.97427 | 0.96297 | ||
10 | 2020.01.15 07:08 | close | 5 | 0.99 | 0.96768 | 0.97427 | 0.96297 | 126.51 | 99429.50 |
11 | 2020.01.15 10:55 | sell | 6 | 0.99 | 0.96602 | 0.97132 | 0.96002 | ||
12 | 2020.01.16 04:00 | close | 6 | 0.99 | 0.96458 | 0.97132 | 0.96002 | 131.38 | 99560.88 |
13 | 2020.01.16 11:32 | sell | 7 | 0.99 | 0.96220 | 0.96750 | 0.95620 | ||
14 | 2020.01.17 13:24 | s/l | 7 | 0.99 | 0.96750 | 0.96750 | 0.95620 | -547.80 | 99013.08 |
15 | 2020.01.17 15:44 | buy | 8 | 0.99 | 0.96825 | 0.96295 | 0.97425 | ||
16 | 2020.01.17 23:00 | close | 8 | 0.99 | 0.96766 | 0.96295 | 0.97425 | -60.36 | 98952.72 |
17 | 2020.01.21 12:34 | sell | 9 | 0.98 | 0.96667 | 0.97197 | 0.96067 | ||
18 | 2020.01.22 09:57 | s/l | 9 | 0.98 | 0.97197 | 0.97197 | 0.96067 | -539.78 | 98412.93 |
19 | 2020.01.27 15:47 | sell | 10 | 0.98 | 0.96850 | 0.97380 | 0.96250 | ||
20 | 2020.01.28 17:28 | s/l | 10 | 0.98 | 0.97380 | 0.97380 | 0.96250 | -538.78 | 97874.15 |
21 | 2020.01.30 09:27 | sell | 11 | 0.97 | 0.97140 | 0.97670 | 0.96540 | ||
22 | 2020.01.31 03:02 | close | 11 | 0.97 | 0.96999 | 0.97670 | 0.96540 | 135.64 | 98009.79 |
23 | 2020.01.31 15:11 | sell | 12 | 0.98 | 0.96767 | 0.97297 | 0.96167 | ||
24 | 2020.01.31 23:00 | close | 12 | 0.98 | 0.96332 | 0.97297 | 0.96167 | 442.53 | 98452.32 |
25 | 2020.02.04 10:27 | buy | 13 | 0.98 | 0.96962 | 0.96432 | 0.97562 | ||
26 | 2020.02.06 08:58 | close | 13 | 0.98 | 0.97334 | 0.96432 | 0.97562 | 376.87 | 98829.18 |
27 | 2020.02.11 18:40 | sell | 14 | 0.98 | 0.97580 | 0.98110 | 0.96980 | ||
28 | 2020.02.12 11:03 | close | 14 | 0.98 | 0.97578 | 0.98110 | 0.96980 | -3.40 | 98825.78 |
29 | 2020.02.18 09:36 | sell | 15 | 0.98 | 0.97977 | 0.98507 | 0.97377 | ||
30 | 2020.02.21 23:00 | close | 15 | 0.98 | 0.97856 | 0.98507 | 0.97377 | 94.11 | 98919.89 |
31 | 2020.02.24 16:53 | sell | 16 | 0.98 | 0.97704 | 0.98234 | 0.97104 | ||
32 | 2020.02.26 04:14 | close | 16 | 0.98 | 0.97679 | 0.98234 | 0.97104 | 14.25 | 98934.14 |
33 | 2020.02.26 10:43 | sell | 17 | 0.98 | 0.97423 | 0.97953 | 0.96823 | ||
34 | 2020.02.27 16:45 | t/p | 17 | 0.98 | 0.96823 | 0.97953 | 0.96823 | 591.05 | 99525.18 |
35 | 2020.02.28 10:14 | sell | 18 | 0.99 | 0.96572 | 0.97102 | 0.95972 | ||
36 | 2020.02.28 23:00 | close | 18 | 0.99 | 0.96517 | 0.97102 | 0.95972 | 56.41 | 99581.59 |
37 | 2020.03.02 13:50 | sell | 19 | 0.99 | 0.95882 | 0.96412 | 0.95282 | ||
38 | 2020.03.03 05:50 | close | 19 | 0.99 | 0.95860 | 0.96412 | 0.95282 | 17.25 | 99598.84 |
39 | 2020.03.03 17:07 | sell | 20 | 0.99 | 0.95497 | 0.96027 | 0.94897 | ||
40 | 2020.03.05 18:55 | t/p | 20 | 0.99 | 0.94897 | 0.96027 | 0.94897 | 604.06 | 100202.91 |
41 | 2020.03.05 19:44 | sell | 21 | 1.00 | 0.94742 | 0.95272 | 0.94142 | ||
42 | 2020.03.06 10:37 | t/p | 21 | 1.00 | 0.94142 | 0.95272 | 0.94142 | 631.81 | 100834.72 |
43 | 2020.03.06 11:45 | sell | 22 | 1.00 | 0.93912 | 0.94442 | 0.93312 | ||
44 | 2020.03.06 16:26 | t/p | 22 | 1.00 | 0.93312 | 0.94442 | 0.93312 | 643.00 | 101477.72 |
45 | 2020.03.09 04:49 | sell | 23 | 1.01 | 0.92491 | 0.93021 | 0.91891 | ||
46 | 2020.03.09 04:50 | t/p | 23 | 1.01 | 0.91891 | 0.93021 | 0.91891 | 659.48 | 102137.20 |
47 | 2020.03.12 17:10 | buy | 24 | 1.02 | 0.94491 | 0.93961 | 0.95091 | ||
48 | 2020.03.12 18:43 | t/p | 24 | 1.02 | 0.95091 | 0.93961 | 0.95091 | 643.59 | 102780.79 |
49 | 2020.03.16 11:28 | sell | 25 | 1.02 | 0.94182 | 0.94712 | 0.93582 | ||
50 | 2020.03.16 16:21 | s/l | 25 | 1.02 | 0.94712 | 0.94712 | 0.93582 | -570.78 | 102210.01 |
51 | 2020.03.17 13:46 | buy | 26 | 1.02 | 0.95635 | 0.95105 | 0.96235 | ||
52 | 2020.03.17 17:29 | t/p | 26 | 1.02 | 0.96235 | 0.95105 | 0.96235 | 635.94 | 102845.95 |
53 | 2020.03.18 16:48 | buy | 27 | 1.02 | 0.96771 | 0.96241 | 0.97371 | ||
54 | 2020.03.18 18:58 | t/p | 27 | 1.02 | 0.97371 | 0.96241 | 0.97371 | 628.52 | 103474.47 |
55 | 2020.03.24 09:48 | sell | 28 | 1.03 | 0.97650 | 0.98180 | 0.97050 | ||
56 | 2020.03.24 17:29 | s/l | 28 | 1.03 | 0.98180 | 0.98180 | 0.97050 | -556.02 | 102918.45 |
57 | 2020.03.26 14:24 | sell | 29 | 1.02 | 0.96939 | 0.97469 | 0.96339 | ||
58 | 2020.03.26 19:53 | t/p | 29 | 1.02 | 0.96339 | 0.97469 | 0.96339 | 635.26 | 103553.71 |
59 | 2020.03.26 22:59 | sell | 30 | 1.03 | 0.96086 | 0.96616 | 0.95486 | ||
60 | 2020.03.27 20:52 | t/p | 30 | 1.03 | 0.95486 | 0.96616 | 0.95486 | 641.53 | 104195.24 |
61 | 2020.04.02 16:14 | buy | 31 | 1.04 | 0.97148 | 0.96618 | 0.97748 | ||
62 | 2020.04.03 10:58 | t/p | 31 | 1.04 | 0.97748 | 0.96618 | 0.97748 | 638.99 | 104834.23 |
63 | 2020.04.03 15:59 | buy | 32 | 1.04 | 0.97937 | 0.97407 | 0.98537 | ||
64 | 2020.04.03 23:00 | close | 32 | 1.04 | 0.97642 | 0.97407 | 0.98537 | -314.21 | 104520.02 |
65 | 2020.04.07 09:57 | sell | 33 | 1.04 | 0.97415 | 0.97945 | 0.96815 | ||
66 | 2020.04.08 03:35 | close | 33 | 1.04 | 0.97117 | 0.97945 | 0.96815 | 313.37 | 104833.40 |
67 | 2020.04.09 15:57 | sell | 34 | 1.04 | 0.96862 | 0.97392 | 0.96262 | ||
68 | 2020.04.10 10:57 | close | 34 | 1.04 | 0.96638 | 0.97392 | 0.96262 | 235.31 | 105068.71 |
69 | 2020.04.10 19:15 | sell | 35 | 1.05 | 0.96423 | 0.96953 | 0.95823 | ||
70 | 2020.04.10 23:00 | close | 35 | 1.05 | 0.96529 | 0.96953 | 0.95823 | -115.30 | 104953.41 |
71 | 2020.04.13 09:39 | sell | 36 | 1.04 | 0.96342 | 0.96872 | 0.95742 | ||
72 | 2020.04.13 18:07 | s/l | 36 | 1.04 | 0.96872 | 0.96872 | 0.95742 | -569.00 | 104384.41 |
73 | 2020.04.14 12:44 | sell | 37 | 1.04 | 0.96331 | 0.96861 | 0.95731 | ||
74 | 2020.04.15 06:32 | close | 37 | 1.04 | 0.96115 | 0.96861 | 0.95731 | 227.97 | 104612.39 |
75 | 2020.04.15 13:35 | buy | 38 | 1.04 | 0.96619 | 0.96089 | 0.97219 | ||
76 | 2020.04.16 17:00 | close | 38 | 1.04 | 0.96621 | 0.96089 | 0.97219 | 3.99 | 104616.38 |
77 | 2020.04.17 16:26 | sell | 39 | 1.04 | 0.96606 | 0.97136 | 0.96006 | ||
78 | 2020.04.17 23:00 | close | 39 | 1.04 | 0.96776 | 0.97136 | 0.96006 | -182.69 | 104433.69 |