Symbol | USDCHF (United States Dollar vs. Swiss Franc) | ||||
Period | 30 Minutes (M30) 2020.02.24 00:00 - 2020.06.05 23:30 (2020.02.24 - 2020.06.06) | ||||
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=600; TakeProfit=600; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4599 | Ticks modelled | 8818378 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 4355.84 | Gross profit | 10661.58 | Gross loss | -6305.74 |
Profit factor | 1.69 | Expected payoff | 94.69 | ||
Absolute drawdown | 377.23 | Maximal drawdown | 2670.84 (2.52%) | Relative drawdown | 2.52% (2670.84) |
Total trades | 46 | Short positions (won %) | 31 (64.52%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 31 (67.39%) | Loss trades (% of total) | 15 (32.61%) | ||
Largest | profit trade | 659.48 | loss trade | -693.59 | |
Average | profit trade | 343.92 | loss trade | -420.38 | |
Maximum | consecutive wins (profit in money) | 7 (2334.77) | consecutive losses (loss in money) | 4 (-1657.53) | |
Maximal | consecutive profit (count of wins) | 2334.77 (7) | consecutive loss (count of losses) | -1657.53 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.24 16:53 | sell | 1 | 1.00 | 0.97704 | 0.98334 | 0.97104 | ||
2 | 2020.02.26 01:00 | close | 1 | 1.00 | 0.97612 | 0.98334 | 0.97104 | 84.17 | 100084.17 |
3 | 2020.02.26 10:43 | sell | 2 | 1.00 | 0.97423 | 0.98053 | 0.96823 | ||
4 | 2020.02.27 16:45 | t/p | 2 | 1.00 | 0.96823 | 0.98053 | 0.96823 | 604.56 | 100688.73 |
5 | 2020.02.28 10:14 | sell | 3 | 1.00 | 0.96572 | 0.97202 | 0.95972 | ||
6 | 2020.02.28 16:00 | close | 3 | 1.00 | 0.96571 | 0.97202 | 0.95972 | 1.04 | 100689.77 |
7 | 2020.03.02 13:50 | sell | 4 | 1.00 | 0.95882 | 0.96512 | 0.95282 | ||
8 | 2020.03.02 22:00 | close | 4 | 1.00 | 0.95747 | 0.96512 | 0.95282 | 141.00 | 100830.77 |
9 | 2020.03.03 17:07 | sell | 5 | 1.00 | 0.95497 | 0.96127 | 0.94897 | ||
10 | 2020.03.05 18:55 | t/p | 5 | 1.00 | 0.94897 | 0.96127 | 0.94897 | 612.09 | 101442.86 |
11 | 2020.03.05 19:44 | sell | 6 | 1.01 | 0.94742 | 0.95372 | 0.94142 | ||
12 | 2020.03.06 08:11 | close | 6 | 1.01 | 0.94508 | 0.95372 | 0.94142 | 244.98 | 101687.84 |
13 | 2020.03.06 10:29 | sell | 7 | 1.01 | 0.94273 | 0.94903 | 0.93673 | ||
14 | 2020.03.06 12:28 | t/p | 7 | 1.01 | 0.93673 | 0.94903 | 0.93673 | 646.93 | 102334.77 |
15 | 2020.03.06 13:17 | sell | 8 | 1.02 | 0.93519 | 0.94149 | 0.92919 | ||
16 | 2020.03.06 23:00 | close | 8 | 1.02 | 0.93900 | 0.94149 | 0.92919 | -413.87 | 101920.90 |
17 | 2020.03.09 04:49 | sell | 9 | 1.01 | 0.92491 | 0.93121 | 0.91891 | ||
18 | 2020.03.09 04:50 | t/p | 9 | 1.01 | 0.91891 | 0.93121 | 0.91891 | 659.48 | 102580.38 |
19 | 2020.03.12 17:10 | buy | 10 | 1.02 | 0.94491 | 0.93861 | 0.95091 | ||
20 | 2020.03.12 18:43 | t/p | 10 | 1.02 | 0.95091 | 0.93861 | 0.95091 | 643.59 | 103223.97 |
21 | 2020.03.12 20:00 | sell | 11 | 1.03 | 0.94833 | 0.95463 | 0.00000 | ||
22 | 2020.03.12 23:06 | close | 11 | 1.03 | 0.94460 | 0.95463 | 0.00000 | 406.72 | 103630.69 |
23 | 2020.03.16 11:28 | sell | 12 | 1.03 | 0.94182 | 0.94812 | 0.93582 | ||
24 | 2020.03.16 16:30 | s/l | 12 | 1.03 | 0.94812 | 0.94812 | 0.93582 | -684.41 | 102946.28 |
25 | 2020.03.17 13:46 | buy | 13 | 1.02 | 0.95635 | 0.95005 | 0.96235 | ||
26 | 2020.03.17 17:29 | t/p | 13 | 1.02 | 0.96235 | 0.95005 | 0.96235 | 635.94 | 103582.22 |
27 | 2020.03.18 16:48 | buy | 14 | 1.03 | 0.96771 | 0.96141 | 0.97371 | ||
28 | 2020.03.18 18:58 | t/p | 14 | 1.03 | 0.97371 | 0.96141 | 0.97371 | 634.69 | 104216.91 |
29 | 2020.03.24 09:48 | sell | 15 | 1.04 | 0.97650 | 0.98280 | 0.97050 | ||
30 | 2020.03.24 17:32 | s/l | 15 | 1.04 | 0.98280 | 0.98280 | 0.97050 | -666.67 | 103550.24 |
31 | 2020.03.26 14:24 | sell | 16 | 1.03 | 0.96939 | 0.97569 | 0.96339 | ||
32 | 2020.03.26 19:53 | t/p | 16 | 1.03 | 0.96339 | 0.97569 | 0.96339 | 641.48 | 104191.72 |
33 | 2020.03.26 22:59 | sell | 17 | 1.04 | 0.96086 | 0.96716 | 0.95486 | ||
34 | 2020.03.27 20:52 | t/p | 17 | 1.04 | 0.95486 | 0.96716 | 0.95486 | 648.26 | 104839.98 |
35 | 2020.04.02 16:14 | buy | 18 | 1.04 | 0.97148 | 0.96518 | 0.97748 | ||
36 | 2020.04.03 05:06 | close | 18 | 1.04 | 0.97389 | 0.96518 | 0.97748 | 257.38 | 105097.35 |
37 | 2020.04.03 15:59 | buy | 19 | 1.05 | 0.97937 | 0.97307 | 0.98537 | ||
38 | 2020.04.03 23:00 | close | 19 | 1.05 | 0.97642 | 0.97307 | 0.98537 | -317.23 | 104780.12 |
39 | 2020.04.07 09:57 | sell | 20 | 1.04 | 0.97415 | 0.98045 | 0.96815 | ||
40 | 2020.04.08 00:30 | close | 20 | 1.04 | 0.96984 | 0.98045 | 0.96815 | 456.94 | 105237.06 |
41 | 2020.04.09 15:57 | sell | 21 | 1.05 | 0.96862 | 0.97492 | 0.96262 | ||
42 | 2020.04.10 00:22 | close | 21 | 1.05 | 0.96706 | 0.97492 | 0.96262 | 164.09 | 105401.15 |
43 | 2020.04.10 19:15 | sell | 22 | 1.05 | 0.96423 | 0.97053 | 0.95823 | ||
44 | 2020.04.10 23:00 | close | 22 | 1.05 | 0.96529 | 0.97053 | 0.95823 | -115.30 | 105285.85 |
45 | 2020.04.13 09:39 | sell | 23 | 1.05 | 0.96342 | 0.96972 | 0.95742 | ||
46 | 2020.04.15 03:00 | close | 23 | 1.05 | 0.96031 | 0.96972 | 0.95742 | 329.46 | 105615.31 |
47 | 2020.04.15 13:35 | buy | 24 | 1.05 | 0.96619 | 0.95989 | 0.97219 | ||
48 | 2020.04.16 09:18 | close | 24 | 1.05 | 0.96620 | 0.95989 | 0.97219 | 1.14 | 105616.45 |
49 | 2020.04.17 16:26 | sell | 25 | 1.05 | 0.96606 | 0.97236 | 0.96006 | ||
50 | 2020.04.17 23:00 | close | 25 | 1.05 | 0.96776 | 0.97236 | 0.96006 | -184.45 | 105432.00 |
51 | 2020.04.21 05:24 | buy | 26 | 1.05 | 0.97155 | 0.96525 | 0.97755 | ||
52 | 2020.04.23 04:17 | close | 26 | 1.05 | 0.97196 | 0.96525 | 0.97755 | 44.36 | 105476.36 |
53 | 2020.04.23 10:23 | buy | 27 | 1.05 | 0.97450 | 0.96820 | 0.98050 | ||
54 | 2020.04.24 11:57 | close | 27 | 1.05 | 0.97718 | 0.96820 | 0.98050 | 287.99 | 105764.35 |
55 | 2020.04.24 17:19 | sell | 28 | 1.05 | 0.97294 | 0.97924 | 0.96694 | ||
56 | 2020.04.24 23:00 | close | 28 | 1.05 | 0.97434 | 0.97924 | 0.96694 | -150.87 | 105613.48 |
57 | 2020.04.28 09:24 | buy | 29 | 1.05 | 0.97799 | 0.97169 | 0.98399 | ||
58 | 2020.04.29 10:36 | s/l | 29 | 1.05 | 0.97169 | 0.97169 | 0.98399 | -680.75 | 104932.73 |
59 | 2020.04.30 11:59 | sell | 30 | 1.04 | 0.97053 | 0.97683 | 0.96453 | ||
60 | 2020.04.30 17:59 | t/p | 30 | 1.04 | 0.96453 | 0.97683 | 0.96453 | 646.95 | 105579.68 |
61 | 2020.05.01 12:29 | sell | 31 | 1.05 | 0.96153 | 0.96783 | 0.95553 | ||
62 | 2020.05.01 20:30 | close | 31 | 1.05 | 0.96152 | 0.96783 | 0.95553 | 1.09 | 105580.77 |
63 | 2020.05.05 10:02 | buy | 32 | 1.05 | 0.96745 | 0.96115 | 0.97345 | ||
64 | 2020.05.05 16:48 | close | 32 | 1.05 | 0.96816 | 0.96115 | 0.97345 | 77.00 | 105657.77 |
65 | 2020.05.06 11:20 | buy | 33 | 1.05 | 0.97497 | 0.96867 | 0.98097 | ||
66 | 2020.05.07 06:30 | close | 33 | 1.05 | 0.97498 | 0.96867 | 0.98097 | 1.13 | 105658.90 |
67 | 2020.05.07 20:36 | sell | 34 | 1.05 | 0.97291 | 0.97921 | 0.96691 | ||
68 | 2020.05.08 07:42 | close | 34 | 1.05 | 0.97248 | 0.97921 | 0.96691 | 41.14 | 105700.04 |
69 | 2020.05.08 17:47 | sell | 35 | 1.05 | 0.96966 | 0.97596 | 0.96366 | ||
70 | 2020.05.08 23:00 | close | 35 | 1.05 | 0.97131 | 0.97596 | 0.96366 | -178.37 | 105521.67 |
71 | 2020.05.12 03:27 | buy | 36 | 1.05 | 0.97497 | 0.96867 | 0.98097 | ||
72 | 2020.05.12 15:14 | s/l | 36 | 1.05 | 0.96867 | 0.96867 | 0.98097 | -682.90 | 104838.77 |
73 | 2020.05.12 16:11 | sell | 37 | 1.04 | 0.96779 | 0.97409 | 0.96179 | ||
74 | 2020.05.14 10:00 | s/l | 37 | 1.04 | 0.97409 | 0.97409 | 0.96179 | -693.59 | 104145.17 |
75 | 2020.05.15 15:41 | sell | 38 | 1.04 | 0.97143 | 0.97773 | 0.96543 | ||
76 | 2020.05.15 23:00 | close | 38 | 1.04 | 0.97239 | 0.97773 | 0.96543 | -102.67 | 104042.50 |
77 | 2020.05.18 15:34 | sell | 39 | 1.04 | 0.97040 | 0.97670 | 0.96440 | ||
78 | 2020.05.20 17:53 | t/p | 39 | 1.04 | 0.96440 | 0.97670 | 0.96440 | 636.54 | 104679.05 |
79 | 2020.05.21 15:52 | buy | 40 | 1.04 | 0.96799 | 0.96169 | 0.97399 | ||
80 | 2020.05.22 09:00 | close | 40 | 1.04 | 0.97098 | 0.96169 | 0.97399 | 320.27 | 104999.31 |
81 | 2020.05.26 10:14 | sell | 41 | 1.04 | 0.96970 | 0.97600 | 0.96370 | ||
82 | 2020.05.26 18:01 | close | 41 | 1.04 | 0.96800 | 0.97600 | 0.96370 | 182.64 | 105181.95 |
83 | 2020.05.27 10:36 | buy | 42 | 1.05 | 0.96949 | 0.96319 | 0.97549 | ||
84 | 2020.05.28 20:04 | s/l | 42 | 1.05 | 0.96319 | 0.96319 | 0.97549 | -686.73 | 104495.23 |
85 | 2020.05.29 11:58 | sell | 43 | 1.04 | 0.96151 | 0.96781 | 0.95551 | ||
86 | 2020.05.29 23:00 | close | 43 | 1.04 | 0.96205 | 0.96781 | 0.95551 | -58.38 | 104436.85 |
87 | 2020.06.01 11:36 | sell | 44 | 1.04 | 0.95857 | 0.96487 | 0.95257 | ||
88 | 2020.06.03 14:30 | s/l | 44 | 1.04 | 0.96487 | 0.96487 | 0.95257 | -689.55 | 103747.30 |
89 | 2020.06.04 12:25 | sell | 45 | 1.03 | 0.95993 | 0.96623 | 0.95393 | ||
90 | 2020.06.05 02:06 | close | 45 | 1.03 | 0.95582 | 0.96623 | 0.95393 | 437.71 | 104185.01 |
91 | 2020.06.05 15:31 | buy | 46 | 1.04 | 0.96031 | 0.95401 | 0.96631 | ||
92 | 2020.06.05 23:00 | close | 46 | 1.04 | 0.96189 | 0.95401 | 0.96631 | 170.83 | 104355.84 |