Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 1 Hour (H1) 2020.01.13 00:00 - 2020.04.24 23:00 (2020.01.13 - 2020.04.26) | ||||
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; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2812 | Ticks modelled | 8600792 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 8933.45 | Gross profit | 12358.79 | Gross loss | -3425.34 |
Profit factor | 3.61 | Expected payoff | 262.75 | ||
Absolute drawdown | 505.26 | Maximal drawdown | 2514.54 (2.46%) | Relative drawdown | 2.46% (2514.54) |
Total trades | 34 | Short positions (won %) | 20 (90.00%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 29 (85.29%) | Loss trades (% of total) | 5 (14.71%) | ||
Largest | profit trade | 453.68 | loss trade | -1393.24 | |
Average | profit trade | 426.17 | loss trade | -685.07 | |
Maximum | consecutive wins (profit in money) | 15 (6427.84) | consecutive losses (loss in money) | 1 (-1393.24) | |
Maximal | consecutive profit (count of wins) | 6427.84 (15) | consecutive loss (count of losses) | -1393.24 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.13 16:35 | sell | 1 | 2.00 | 0.97056 | 0.97686 | 0.96856 | ||
2 | 2020.01.14 12:58 | t/p | 1 | 2.00 | 0.96856 | 0.97686 | 0.96856 | 402.88 | 100402.88 |
3 | 2020.01.14 13:45 | sell | 2 | 2.00 | 0.96681 | 0.97311 | 0.96481 | ||
4 | 2020.01.15 14:17 | t/p | 2 | 2.00 | 0.96481 | 0.97311 | 0.96481 | 404.49 | 100807.36 |
5 | 2020.01.15 15:47 | sell | 3 | 2.01 | 0.96374 | 0.97004 | 0.96174 | ||
6 | 2020.01.16 15:07 | t/p | 3 | 2.01 | 0.96174 | 0.97004 | 0.96174 | 387.54 | 101194.90 |
7 | 2020.01.17 13:24 | buy | 4 | 2.02 | 0.96739 | 0.96109 | 0.96939 | ||
8 | 2020.01.17 17:46 | t/p | 4 | 2.02 | 0.96939 | 0.96109 | 0.96939 | 416.76 | 101611.66 |
9 | 2020.01.22 09:57 | buy | 5 | 2.03 | 0.97109 | 0.96479 | 0.97309 | ||
10 | 2020.01.24 23:00 | close | 5 | 2.03 | 0.97101 | 0.96479 | 0.97309 | -16.59 | 101595.07 |
11 | 2020.01.31 15:16 | sell | 6 | 2.03 | 0.96727 | 0.97357 | 0.96527 | ||
12 | 2020.01.31 16:51 | t/p | 6 | 2.03 | 0.96527 | 0.97357 | 0.96527 | 420.61 | 102015.68 |
13 | 2020.01.31 18:23 | sell | 7 | 2.04 | 0.96324 | 0.96954 | 0.96124 | ||
14 | 2020.01.31 23:00 | close | 7 | 2.04 | 0.96332 | 0.96954 | 0.96124 | -16.94 | 101998.74 |
15 | 2020.02.04 10:27 | buy | 8 | 2.03 | 0.96962 | 0.96332 | 0.97162 | ||
16 | 2020.02.05 11:35 | t/p | 8 | 2.03 | 0.97162 | 0.96332 | 0.97162 | 417.88 | 102416.63 |
17 | 2020.02.12 11:55 | sell | 9 | 2.04 | 0.97417 | 0.98047 | 0.97217 | ||
18 | 2020.02.14 08:49 | s/l | 9 | 2.04 | 0.98047 | 0.98047 | 0.97217 | -1352.02 | 101064.60 |
19 | 2020.02.18 09:52 | sell | 10 | 2.02 | 0.97959 | 0.98589 | 0.97759 | ||
20 | 2020.02.21 17:17 | t/p | 10 | 2.02 | 0.97759 | 0.98589 | 0.97759 | 362.24 | 101426.84 |
21 | 2020.02.26 10:48 | sell | 11 | 2.02 | 0.97387 | 0.98017 | 0.97187 | ||
22 | 2020.02.27 10:31 | t/p | 11 | 2.02 | 0.97187 | 0.98017 | 0.97187 | 385.08 | 101811.91 |
23 | 2020.02.27 14:46 | sell | 12 | 2.03 | 0.96913 | 0.97543 | 0.96713 | ||
24 | 2020.02.28 07:49 | t/p | 12 | 2.03 | 0.96713 | 0.97543 | 0.96713 | 409.54 | 102221.46 |
25 | 2020.02.28 10:28 | sell | 13 | 2.04 | 0.96492 | 0.97122 | 0.96292 | ||
26 | 2020.02.28 11:08 | t/p | 13 | 2.04 | 0.96292 | 0.97122 | 0.96292 | 423.71 | 102645.17 |
27 | 2020.03.02 13:51 | sell | 14 | 2.05 | 0.95820 | 0.96450 | 0.95620 | ||
28 | 2020.03.02 15:36 | t/p | 14 | 2.05 | 0.95620 | 0.96450 | 0.95620 | 428.78 | 103073.95 |
29 | 2020.03.03 17:11 | sell | 15 | 2.06 | 0.95415 | 0.96045 | 0.95215 | ||
30 | 2020.03.03 17:19 | t/p | 15 | 2.06 | 0.95215 | 0.96045 | 0.95215 | 432.70 | 103506.65 |
31 | 2020.03.05 11:28 | sell | 16 | 2.07 | 0.95378 | 0.96008 | 0.95178 | ||
32 | 2020.03.05 14:19 | t/p | 16 | 2.07 | 0.95178 | 0.96008 | 0.95178 | 434.97 | 103941.62 |
33 | 2020.03.06 10:32 | sell | 17 | 2.07 | 0.94160 | 0.94790 | 0.93960 | ||
34 | 2020.03.06 11:40 | t/p | 17 | 2.07 | 0.93960 | 0.94790 | 0.93960 | 440.61 | 104382.23 |
35 | 2020.03.06 12:25 | sell | 18 | 2.08 | 0.93690 | 0.94320 | 0.93490 | ||
36 | 2020.03.06 15:05 | t/p | 18 | 2.08 | 0.93490 | 0.94320 | 0.93490 | 444.98 | 104827.21 |
37 | 2020.03.09 04:49 | sell | 19 | 2.09 | 0.92335 | 0.92965 | 0.92135 | ||
38 | 2020.03.09 04:49 | t/p | 19 | 2.09 | 0.92135 | 0.92965 | 0.92135 | 453.68 | 105280.89 |
39 | 2020.03.12 17:10 | buy | 20 | 2.10 | 0.94491 | 0.93861 | 0.94691 | ||
40 | 2020.03.12 17:10 | t/p | 20 | 2.10 | 0.94691 | 0.93861 | 0.94691 | 443.55 | 105724.44 |
41 | 2020.03.12 18:55 | buy | 21 | 2.11 | 0.95246 | 0.94616 | 0.95446 | ||
42 | 2020.03.12 19:03 | t/p | 21 | 2.11 | 0.95446 | 0.94616 | 0.95446 | 442.13 | 106166.57 |
43 | 2020.03.17 13:46 | buy | 22 | 2.12 | 0.95635 | 0.95005 | 0.95835 | ||
44 | 2020.03.17 14:13 | t/p | 22 | 2.12 | 0.95835 | 0.95005 | 0.95835 | 442.43 | 106609.00 |
45 | 2020.03.17 15:57 | buy | 23 | 2.13 | 0.96164 | 0.95534 | 0.96364 | ||
46 | 2020.03.17 18:57 | t/p | 23 | 2.13 | 0.96364 | 0.95534 | 0.96364 | 442.07 | 107051.07 |
47 | 2020.03.18 16:48 | buy | 24 | 2.14 | 0.96771 | 0.96141 | 0.96971 | ||
48 | 2020.03.18 17:58 | t/p | 24 | 2.14 | 0.96971 | 0.96141 | 0.96971 | 441.37 | 107492.44 |
49 | 2020.03.18 18:58 | buy | 25 | 2.14 | 0.97397 | 0.96767 | 0.97597 | ||
50 | 2020.03.18 22:54 | s/l | 25 | 2.14 | 0.96767 | 0.96767 | 0.97597 | -1393.24 | 106099.20 |
51 | 2020.03.24 09:50 | sell | 26 | 2.12 | 0.97507 | 0.98137 | 0.97307 | ||
52 | 2020.03.24 13:04 | t/p | 26 | 2.12 | 0.97307 | 0.98137 | 0.97307 | 435.73 | 106534.93 |
53 | 2020.03.27 18:53 | sell | 27 | 2.13 | 0.95612 | 0.96242 | 0.95412 | ||
54 | 2020.03.27 21:01 | t/p | 27 | 2.13 | 0.95412 | 0.96242 | 0.95412 | 446.48 | 106981.41 |
55 | 2020.04.02 16:14 | buy | 28 | 2.13 | 0.97148 | 0.96518 | 0.97348 | ||
56 | 2020.04.02 19:29 | t/p | 28 | 2.13 | 0.97348 | 0.96518 | 0.97348 | 437.61 | 107419.02 |
57 | 2020.04.03 15:59 | buy | 29 | 2.14 | 0.97937 | 0.97307 | 0.98137 | ||
58 | 2020.04.03 23:00 | close | 29 | 2.14 | 0.97642 | 0.97307 | 0.98137 | -646.55 | 106772.47 |
59 | 2020.04.07 15:21 | sell | 30 | 2.13 | 0.97054 | 0.97684 | 0.96854 | ||
60 | 2020.04.09 16:13 | t/p | 30 | 2.13 | 0.96854 | 0.97684 | 0.96854 | 396.80 | 107169.27 |
61 | 2020.04.13 09:42 | sell | 31 | 2.14 | 0.96305 | 0.96935 | 0.96105 | ||
62 | 2020.04.14 15:30 | t/p | 31 | 2.14 | 0.96105 | 0.96935 | 0.96105 | 434.54 | 107603.81 |
63 | 2020.04.15 13:35 | buy | 32 | 2.15 | 0.96619 | 0.95989 | 0.96819 | ||
64 | 2020.04.15 15:31 | t/p | 32 | 2.15 | 0.96819 | 0.95989 | 0.96819 | 444.13 | 108047.94 |
65 | 2020.04.21 05:24 | buy | 33 | 2.16 | 0.97155 | 0.96525 | 0.97355 | ||
66 | 2020.04.23 10:20 | t/p | 33 | 2.16 | 0.97355 | 0.96525 | 0.97355 | 443.88 | 108491.82 |
67 | 2020.04.23 12:58 | buy | 34 | 2.16 | 0.97626 | 0.96996 | 0.97826 | ||
68 | 2020.04.24 09:55 | t/p | 34 | 2.16 | 0.97826 | 0.96996 | 0.97826 | 441.64 | 108933.45 |