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 - 2020.04.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=1; UpATRR=1; DownATRR=1; DPR=0.5; StopLoss=600; TakeProfit=200; TS=300; MUR=0.02; 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 | 8052.04 | Gross profit | 11849.71 | Gross loss | -3797.68 |
Profit factor | 3.12 | Expected payoff | 236.82 | ||
Absolute drawdown | 894.74 | Maximal drawdown | 2522.23 (2.46%) | Relative drawdown | 2.46% (2522.23) |
Total trades | 34 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
Largest | profit trade | 453.68 | loss trade | -1399.75 | |
Average | profit trade | 423.20 | loss trade | -632.95 | |
Maximum | consecutive wins (profit in money) | 15 (6419.23) | consecutive losses (loss in money) | 1 (-1399.75) | |
Maximal | consecutive profit (count of wins) | 6419.23 (15) | consecutive loss (count of losses) | -1399.75 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.06 11:59 | sell | 1 | 2.00 | 0.96889 | 0.97519 | 0.96689 | ||
2 | 2020.01.08 02:31 | t/p | 1 | 2.00 | 0.96689 | 0.97519 | 0.96689 | 391.60 | 100391.60 |
3 | 2020.01.09 15:45 | sell | 2 | 2.00 | 0.97134 | 0.97764 | 0.96934 | ||
4 | 2020.01.10 23:00 | close | 2 | 2.00 | 0.97307 | 0.97764 | 0.96934 | -366.63 | 100024.97 |
5 | 2020.01.13 16:35 | sell | 3 | 2.00 | 0.97056 | 0.97686 | 0.96856 | ||
6 | 2020.01.14 12:58 | t/p | 3 | 2.00 | 0.96856 | 0.97686 | 0.96856 | 401.93 | 100426.90 |
7 | 2020.01.14 13:45 | sell | 4 | 2.00 | 0.96681 | 0.97311 | 0.96481 | ||
8 | 2020.01.15 14:17 | t/p | 4 | 2.00 | 0.96481 | 0.97311 | 0.96481 | 403.54 | 100830.44 |
9 | 2020.01.15 15:47 | sell | 5 | 2.01 | 0.96374 | 0.97004 | 0.96174 | ||
10 | 2020.01.16 15:07 | t/p | 5 | 2.01 | 0.96174 | 0.97004 | 0.96174 | 384.68 | 101215.12 |
11 | 2020.01.17 13:24 | buy | 6 | 2.02 | 0.96739 | 0.96109 | 0.96939 | ||
12 | 2020.01.17 17:46 | t/p | 6 | 2.02 | 0.96939 | 0.96109 | 0.96939 | 416.76 | 101631.88 |
13 | 2020.01.22 09:57 | buy | 7 | 2.03 | 0.97109 | 0.96479 | 0.97309 | ||
14 | 2020.01.24 23:00 | close | 7 | 2.03 | 0.97101 | 0.96479 | 0.97309 | -11.92 | 101619.96 |
15 | 2020.01.31 15:16 | sell | 8 | 2.03 | 0.96727 | 0.97357 | 0.96527 | ||
16 | 2020.01.31 16:51 | t/p | 8 | 2.03 | 0.96527 | 0.97357 | 0.96527 | 420.61 | 102040.57 |
17 | 2020.01.31 18:23 | sell | 9 | 2.04 | 0.96324 | 0.96954 | 0.96124 | ||
18 | 2020.01.31 23:00 | close | 9 | 2.04 | 0.96332 | 0.96954 | 0.96124 | -16.94 | 102023.63 |
19 | 2020.02.04 10:27 | buy | 10 | 2.04 | 0.96962 | 0.96332 | 0.97162 | ||
20 | 2020.02.05 11:35 | t/p | 10 | 2.04 | 0.97162 | 0.96332 | 0.97162 | 421.12 | 102444.75 |
21 | 2020.02.12 11:55 | sell | 11 | 2.04 | 0.97417 | 0.98047 | 0.97217 | ||
22 | 2020.02.14 08:49 | s/l | 11 | 2.04 | 0.98047 | 0.98047 | 0.97217 | -1355.88 | 101088.86 |
23 | 2020.02.18 09:52 | sell | 12 | 2.02 | 0.97959 | 0.98589 | 0.97759 | ||
24 | 2020.02.21 17:17 | t/p | 12 | 2.02 | 0.97759 | 0.98589 | 0.97759 | 357.46 | 101446.32 |
25 | 2020.02.26 10:48 | sell | 13 | 2.02 | 0.97387 | 0.98017 | 0.97187 | ||
26 | 2020.02.27 10:31 | t/p | 13 | 2.02 | 0.97187 | 0.98017 | 0.97187 | 382.21 | 101828.53 |
27 | 2020.02.27 14:46 | sell | 14 | 2.03 | 0.96913 | 0.97543 | 0.96713 | ||
28 | 2020.02.28 07:49 | t/p | 14 | 2.03 | 0.96713 | 0.97543 | 0.96713 | 408.58 | 102237.11 |
29 | 2020.02.28 10:28 | sell | 15 | 2.04 | 0.96492 | 0.97122 | 0.96292 | ||
30 | 2020.02.28 11:08 | t/p | 15 | 2.04 | 0.96292 | 0.97122 | 0.96292 | 423.71 | 102660.82 |
31 | 2020.03.02 13:51 | sell | 16 | 2.05 | 0.95820 | 0.96450 | 0.95620 | ||
32 | 2020.03.02 15:36 | t/p | 16 | 2.05 | 0.95620 | 0.96450 | 0.95620 | 428.78 | 103089.60 |
33 | 2020.03.03 17:11 | sell | 17 | 2.06 | 0.95415 | 0.96045 | 0.95215 | ||
34 | 2020.03.03 17:19 | t/p | 17 | 2.06 | 0.95215 | 0.96045 | 0.95215 | 432.70 | 103522.30 |
35 | 2020.03.05 11:28 | sell | 18 | 2.07 | 0.95378 | 0.96008 | 0.95178 | ||
36 | 2020.03.05 14:19 | t/p | 18 | 2.07 | 0.95178 | 0.96008 | 0.95178 | 434.97 | 103957.27 |
37 | 2020.03.06 10:32 | sell | 19 | 2.07 | 0.94160 | 0.94790 | 0.93960 | ||
38 | 2020.03.06 11:40 | t/p | 19 | 2.07 | 0.93960 | 0.94790 | 0.93960 | 440.61 | 104397.88 |
39 | 2020.03.06 12:25 | sell | 20 | 2.08 | 0.93690 | 0.94320 | 0.93490 | ||
40 | 2020.03.06 15:05 | t/p | 20 | 2.08 | 0.93490 | 0.94320 | 0.93490 | 444.98 | 104842.86 |
41 | 2020.03.09 04:49 | sell | 21 | 2.09 | 0.92335 | 0.92965 | 0.92135 | ||
42 | 2020.03.09 04:49 | t/p | 21 | 2.09 | 0.92135 | 0.92965 | 0.92135 | 453.68 | 105296.54 |
43 | 2020.03.12 17:10 | buy | 22 | 2.10 | 0.94491 | 0.93861 | 0.94691 | ||
44 | 2020.03.12 17:10 | t/p | 22 | 2.10 | 0.94691 | 0.93861 | 0.94691 | 443.55 | 105740.09 |
45 | 2020.03.12 18:55 | buy | 23 | 2.11 | 0.95246 | 0.94616 | 0.95446 | ||
46 | 2020.03.12 19:03 | t/p | 23 | 2.11 | 0.95446 | 0.94616 | 0.95446 | 442.13 | 106182.22 |
47 | 2020.03.17 13:46 | buy | 24 | 2.12 | 0.95635 | 0.95005 | 0.95835 | ||
48 | 2020.03.17 14:13 | t/p | 24 | 2.12 | 0.95835 | 0.95005 | 0.95835 | 442.43 | 106624.65 |
49 | 2020.03.17 15:57 | buy | 25 | 2.13 | 0.96164 | 0.95534 | 0.96364 | ||
50 | 2020.03.17 18:57 | t/p | 25 | 2.13 | 0.96364 | 0.95534 | 0.96364 | 442.07 | 107066.72 |
51 | 2020.03.18 16:48 | buy | 26 | 2.14 | 0.96771 | 0.96141 | 0.96971 | ||
52 | 2020.03.18 17:58 | t/p | 26 | 2.14 | 0.96971 | 0.96141 | 0.96971 | 441.37 | 107508.09 |
53 | 2020.03.18 18:58 | buy | 27 | 2.15 | 0.97397 | 0.96767 | 0.97597 | ||
54 | 2020.03.18 22:54 | s/l | 27 | 2.15 | 0.96767 | 0.96767 | 0.97597 | -1399.75 | 106108.34 |
55 | 2020.03.24 09:50 | sell | 28 | 2.12 | 0.97507 | 0.98137 | 0.97307 | ||
56 | 2020.03.24 13:04 | t/p | 28 | 2.12 | 0.97307 | 0.98137 | 0.97307 | 435.73 | 106544.07 |
57 | 2020.03.27 18:53 | sell | 29 | 2.13 | 0.95612 | 0.96242 | 0.95412 | ||
58 | 2020.03.27 21:01 | t/p | 29 | 2.13 | 0.95412 | 0.96242 | 0.95412 | 446.48 | 106990.55 |
59 | 2020.04.02 16:14 | buy | 30 | 2.13 | 0.97148 | 0.96518 | 0.97348 | ||
60 | 2020.04.02 19:29 | t/p | 30 | 2.13 | 0.97348 | 0.96518 | 0.97348 | 437.61 | 107428.16 |
61 | 2020.04.03 15:59 | buy | 31 | 2.14 | 0.97937 | 0.97307 | 0.98137 | ||
62 | 2020.04.03 23:00 | close | 31 | 2.14 | 0.97642 | 0.97307 | 0.98137 | -646.55 | 106781.61 |
63 | 2020.04.07 15:21 | sell | 32 | 2.13 | 0.97054 | 0.97684 | 0.96854 | ||
64 | 2020.04.09 16:13 | t/p | 32 | 2.13 | 0.96854 | 0.97684 | 0.96854 | 392.77 | 107174.38 |
65 | 2020.04.13 09:42 | sell | 33 | 2.14 | 0.96305 | 0.96935 | 0.96105 | ||
66 | 2020.04.14 15:30 | t/p | 33 | 2.14 | 0.96105 | 0.96935 | 0.96105 | 433.53 | 107607.91 |
67 | 2020.04.15 13:35 | buy | 34 | 2.15 | 0.96619 | 0.95989 | 0.96819 | ||
68 | 2020.04.15 15:31 | t/p | 34 | 2.15 | 0.96819 | 0.95989 | 0.96819 | 444.13 | 108052.04 |