Symbol | XAUUSD (Gold) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.06 23:30 (2019.09.01 - 2019.12.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=400; TakeProfit=1000; TrackPeriod=20; TRRR=1.4; MinDev=5; UpATRR=2.5; UpDPR=0.6; DownATRR=3; DownDPR=0.8; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4201 | Ticks modelled | 17827364 | Modelling quality | 90.00% |
Mismatched charts errors | 47 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2901.65 | Gross profit | 4496.89 | Gross loss | -1595.24 |
Profit factor | 2.82 | Expected payoff | 74.40 | ||
Absolute drawdown | 138.56 | Maximal drawdown | 714.80 (5.84%) | Relative drawdown | 5.84% (714.80) |
Total trades | 39 | Short positions (won %) | 24 (66.67%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
Largest | profit trade | 545.20 | loss trade | -180.00 | |
Average | profit trade | 160.60 | loss trade | -145.02 | |
Maximum | consecutive wins (profit in money) | 7 (1394.89) | consecutive losses (loss in money) | 2 (-360.00) | |
Maximal | consecutive profit (count of wins) | 1394.89 (7) | consecutive loss (count of losses) | -360.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.03 20:00 | sell | 1 | 0.30 | 1545.83 | 1555.06 | 0.00 | ||
2 | 2019.09.04 03:50 | close | 1 | 0.30 | 1546.27 | 1555.06 | 0.00 | -11.96 | 9988.04 |
3 | 2019.09.04 22:00 | sell | 2 | 0.30 | 1553.98 | 1562.41 | 0.00 | ||
4 | 2019.09.05 03:07 | close | 2 | 0.30 | 1551.05 | 1562.41 | 0.00 | 91.61 | 10079.65 |
5 | 2019.09.05 17:19 | sell | 3 | 0.30 | 1515.76 | 1520.26 | 0.00 | ||
6 | 2019.09.05 17:22 | close | 3 | 0.30 | 1508.43 | 1520.26 | 0.00 | 219.90 | 10299.55 |
7 | 2019.09.05 19:00 | buy | 4 | 0.30 | 1518.11 | 1505.34 | 0.00 | ||
8 | 2019.09.06 03:00 | close | 4 | 0.30 | 1518.35 | 1505.34 | 0.00 | 4.13 | 10303.68 |
9 | 2019.09.06 09:52 | sell | 5 | 0.30 | 1505.93 | 1510.43 | 0.00 | ||
10 | 2019.09.06 10:02 | s/l | 5 | 0.30 | 1510.43 | 1510.43 | 0.00 | -135.00 | 10168.68 |
11 | 2019.09.06 18:00 | sell | 6 | 0.30 | 1519.93 | 1530.77 | 0.00 | ||
12 | 2019.09.06 19:47 | close | 6 | 0.30 | 1513.19 | 1530.77 | 0.00 | 202.20 | 10370.88 |
13 | 2019.09.10 06:30 | buy | 7 | 0.30 | 1489.81 | 1481.37 | 0.00 | ||
14 | 2019.09.10 10:14 | close | 7 | 0.30 | 1491.80 | 1481.37 | 0.00 | 59.70 | 10430.58 |
15 | 2019.09.12 14:53 | buy | 8 | 0.30 | 1511.74 | 1507.24 | 0.00 | ||
16 | 2019.09.12 15:21 | close | 8 | 0.30 | 1515.38 | 1507.24 | 0.00 | 109.20 | 10539.78 |
17 | 2019.09.12 17:00 | sell | 9 | 0.30 | 1516.09 | 1525.44 | 0.00 | ||
18 | 2019.09.12 17:27 | close | 9 | 0.30 | 1505.30 | 1525.44 | 0.00 | 323.70 | 10863.48 |
19 | 2019.09.13 09:53 | buy | 10 | 0.40 | 1505.51 | 1501.01 | 0.00 | ||
20 | 2019.09.13 15:38 | s/l | 10 | 0.40 | 1501.01 | 1501.01 | 0.00 | -180.00 | 10683.48 |
21 | 2019.09.16 04:30 | sell | 11 | 0.40 | 1508.46 | 1518.99 | 0.00 | ||
22 | 2019.09.16 08:33 | close | 11 | 0.40 | 1502.06 | 1518.99 | 0.00 | 256.00 | 10939.48 |
23 | 2019.09.18 21:44 | sell | 12 | 0.40 | 1487.40 | 1491.90 | 0.00 | ||
24 | 2019.09.18 21:53 | s/l | 12 | 0.40 | 1491.90 | 1491.90 | 0.00 | -180.00 | 10759.48 |
25 | 2019.09.18 23:30 | buy | 13 | 0.40 | 1494.12 | 1483.65 | 0.00 | ||
26 | 2019.09.19 06:15 | close | 13 | 0.40 | 1494.22 | 1483.65 | 0.00 | -8.27 | 10751.21 |
27 | 2019.09.25 17:52 | sell | 14 | 0.40 | 1517.83 | 1522.33 | 0.00 | ||
28 | 2019.09.25 19:11 | close | 14 | 0.40 | 1504.20 | 1522.33 | 0.00 | 545.20 | 11296.41 |
29 | 2019.09.25 21:00 | buy | 15 | 0.40 | 1505.96 | 1492.65 | 0.00 | ||
30 | 2019.09.26 03:11 | close | 15 | 0.40 | 1508.34 | 1492.65 | 0.00 | 82.93 | 11379.33 |
31 | 2019.09.27 09:39 | sell | 16 | 0.40 | 1497.21 | 1501.71 | 0.00 | ||
32 | 2019.09.27 16:25 | close | 16 | 0.40 | 1489.74 | 1501.71 | 0.00 | 298.80 | 11678.13 |
33 | 2019.09.30 21:30 | buy | 17 | 0.40 | 1471.51 | 1457.04 | 0.00 | ||
34 | 2019.10.01 02:42 | close | 17 | 0.40 | 1473.55 | 1457.04 | 0.00 | 77.51 | 11755.64 |
35 | 2019.10.01 17:21 | buy | 18 | 0.40 | 1478.05 | 1473.55 | 0.00 | ||
36 | 2019.10.01 18:09 | close | 18 | 0.40 | 1481.94 | 1473.55 | 0.00 | 155.60 | 11911.24 |
37 | 2019.10.01 20:00 | sell | 19 | 0.40 | 1483.16 | 1494.25 | 0.00 | ||
38 | 2019.10.02 03:30 | close | 19 | 0.40 | 1481.08 | 1494.25 | 0.00 | 84.85 | 11996.09 |
39 | 2019.10.03 17:01 | buy | 20 | 0.40 | 1513.15 | 1508.65 | 0.00 | ||
40 | 2019.10.03 17:09 | close | 20 | 0.40 | 1516.90 | 1508.65 | 0.00 | 150.00 | 12146.09 |
41 | 2019.10.04 15:34 | sell | 21 | 0.40 | 1500.05 | 1504.55 | 0.00 | ||
42 | 2019.10.04 15:39 | s/l | 21 | 0.40 | 1504.55 | 1504.55 | 0.00 | -180.00 | 11966.09 |
43 | 2019.10.07 20:39 | sell | 22 | 0.40 | 1488.21 | 1492.71 | 0.00 | ||
44 | 2019.10.07 21:05 | s/l | 22 | 0.40 | 1492.71 | 1492.71 | 0.00 | -180.00 | 11786.09 |
45 | 2019.10.08 15:30 | sell | 23 | 0.40 | 1502.76 | 1512.42 | 0.00 | ||
46 | 2019.10.08 19:28 | close | 23 | 0.40 | 1501.64 | 1512.42 | 0.00 | 44.80 | 11830.89 |
47 | 2019.10.11 14:44 | sell | 24 | 0.40 | 1484.54 | 1489.04 | 0.00 | ||
48 | 2019.10.11 17:15 | close | 24 | 0.40 | 1477.81 | 1489.04 | 0.00 | 269.20 | 12100.09 |
49 | 2019.10.11 18:30 | buy | 25 | 0.40 | 1479.59 | 1467.08 | 0.00 | ||
50 | 2019.10.11 22:46 | close | 25 | 0.40 | 1483.81 | 1467.08 | 0.00 | 168.80 | 12268.89 |
51 | 2019.10.14 12:22 | buy | 26 | 0.40 | 1495.68 | 1491.18 | 0.00 | ||
52 | 2019.10.14 15:44 | s/l | 26 | 0.40 | 1491.18 | 1491.18 | 0.00 | -180.00 | 12088.89 |
53 | 2019.10.24 16:40 | buy | 27 | 0.40 | 1501.34 | 1496.84 | 0.00 | ||
54 | 2019.10.25 03:24 | close | 27 | 0.40 | 1501.86 | 1496.84 | 0.00 | 16.71 | 12105.60 |
55 | 2019.10.28 16:48 | sell | 28 | 0.40 | 1491.56 | 1496.06 | 0.00 | ||
56 | 2019.10.29 18:21 | close | 28 | 0.40 | 1490.06 | 1496.06 | 0.00 | 61.65 | 12167.25 |
57 | 2019.10.31 12:29 | buy | 29 | 0.40 | 1504.77 | 1500.27 | 0.00 | ||
58 | 2019.10.31 18:02 | close | 29 | 0.40 | 1510.35 | 1500.27 | 0.00 | 223.20 | 12390.45 |
59 | 2019.11.01 15:31 | sell | 30 | 0.40 | 1504.63 | 1509.13 | 0.00 | ||
60 | 2019.11.01 16:02 | s/l | 30 | 0.40 | 1509.13 | 1509.13 | 0.00 | -180.00 | 12210.45 |
61 | 2019.11.07 09:24 | sell | 31 | 0.40 | 1486.95 | 1491.45 | 0.00 | ||
62 | 2019.11.07 16:26 | close | 31 | 0.40 | 1486.39 | 1491.45 | 0.00 | 22.40 | 12232.85 |
63 | 2019.11.07 17:50 | sell | 32 | 0.40 | 1470.99 | 1475.49 | 0.00 | ||
64 | 2019.11.07 18:46 | close | 32 | 0.40 | 1463.70 | 1475.49 | 0.00 | 291.60 | 12524.45 |
65 | 2019.11.07 20:30 | buy | 33 | 0.40 | 1466.03 | 1453.37 | 0.00 | ||
66 | 2019.11.08 02:41 | close | 33 | 0.40 | 1469.24 | 1453.37 | 0.00 | 124.31 | 12648.76 |
67 | 2019.11.08 14:26 | sell | 34 | 0.40 | 1456.15 | 1460.65 | 0.00 | ||
68 | 2019.11.08 15:36 | s/l | 34 | 0.40 | 1460.65 | 1460.65 | 0.00 | -180.00 | 12468.76 |
69 | 2019.11.11 17:12 | sell | 35 | 0.40 | 1454.54 | 1459.04 | 0.00 | ||
70 | 2019.11.12 11:04 | close | 35 | 0.40 | 1454.24 | 1459.04 | 0.00 | 13.65 | 12482.41 |
71 | 2019.12.03 12:16 | buy | 36 | 0.40 | 1470.39 | 1465.89 | 0.00 | ||
72 | 2019.12.03 17:02 | close | 36 | 0.40 | 1477.13 | 1465.89 | 0.00 | 269.60 | 12752.01 |
73 | 2019.12.03 18:00 | sell | 37 | 0.40 | 1479.09 | 1486.24 | 0.00 | ||
74 | 2019.12.04 01:00 | close | 37 | 0.40 | 1477.61 | 1486.24 | 0.00 | 60.85 | 12812.85 |
75 | 2019.12.06 08:06 | sell | 38 | 0.40 | 1471.85 | 1476.35 | 0.00 | ||
76 | 2019.12.06 13:34 | s/l | 38 | 0.40 | 1476.35 | 1476.35 | 0.00 | -180.00 | 12632.85 |
77 | 2019.12.06 15:30 | sell | 39 | 0.40 | 1467.45 | 1471.95 | 0.00 | ||
78 | 2019.12.06 18:43 | close | 39 | 0.40 | 1460.73 | 1471.95 | 0.00 | 268.80 | 12901.65 |