Symbol | XAUUSD (Gold vs US Dollar / Spot) | ||||
Period | 30 Minutes (M30) 2019.09.02 01:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=800; TakeProfit=600; TrackPeriod=10; TRRR=1; MinDev=3; UpATRR=2; UpDPR=0.6; DownATRR=3.5; DownDPR=0.3; MUR=0.02; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
Bars in test | 4431 | Ticks modelled | 6653997 | Modelling quality | 75.33% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 7100.83 | Gross profit | 10772.23 | Gross loss | -3671.40 |
Profit factor | 2.93 | Expected payoff | 109.24 | ||
Absolute drawdown | 234.39 | Maximal drawdown | 1768.13 (9.99%) | Relative drawdown | 9.99% (1768.13) |
Total trades | 65 | Short positions (won %) | 27 (85.19%) | Long positions (won %) | 38 (76.32%) |
Profit trades (% of total) | 52 (80.00%) | Loss trades (% of total) | 13 (20.00%) | ||
Largest | profit trade | 745.56 | loss trade | -790.50 | |
Average | profit trade | 207.16 | loss trade | -282.42 | |
Maximum | consecutive wins (profit in money) | 12 (2802.30) | consecutive losses (loss in money) | 2 (-1109.93) | |
Maximal | consecutive profit (count of wins) | 2802.30 (12) | consecutive loss (count of losses) | -1109.93 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.02 02:30 | sell | 1 | 0.52 | 1528.80 | 1537.30 | 0.00 | ||
2 | 2019.09.02 04:07 | close | 1 | 0.52 | 1526.53 | 1537.30 | 0.00 | 118.04 | 10118.04 |
3 | 2019.09.03 17:07 | buy | 2 | 0.52 | 1544.87 | 1536.37 | 0.00 | ||
4 | 2019.09.03 18:23 | close | 2 | 0.52 | 1547.78 | 1536.37 | 0.00 | 151.32 | 10269.36 |
5 | 2019.09.03 20:00 | sell | 3 | 0.53 | 1546.09 | 1555.21 | 0.00 | ||
6 | 2019.09.04 03:51 | close | 3 | 0.53 | 1546.41 | 1555.21 | 0.00 | -14.30 | 10255.06 |
7 | 2019.09.04 11:30 | buy | 4 | 0.53 | 1538.19 | 1529.69 | 0.00 | ||
8 | 2019.09.04 15:21 | close | 4 | 0.53 | 1539.04 | 1529.69 | 0.00 | 45.05 | 10300.11 |
9 | 2019.09.04 18:30 | sell | 5 | 0.53 | 1546.42 | 1554.92 | 0.00 | ||
10 | 2019.09.04 20:40 | s/l | 5 | 0.53 | 1554.92 | 1554.92 | 0.00 | -450.50 | 9849.61 |
11 | 2019.09.04 22:00 | sell | 6 | 0.50 | 1554.15 | 1562.65 | 0.00 | ||
12 | 2019.09.05 03:06 | close | 6 | 0.50 | 1551.19 | 1562.65 | 0.00 | 155.51 | 10005.12 |
13 | 2019.09.05 06:30 | buy | 7 | 0.51 | 1546.44 | 1537.94 | 0.00 | ||
14 | 2019.09.05 09:38 | close | 7 | 0.51 | 1547.19 | 1537.94 | 0.00 | 38.25 | 10043.37 |
15 | 2019.09.05 17:22 | sell | 8 | 0.53 | 1511.73 | 1520.23 | 0.00 | ||
16 | 2019.09.05 17:24 | close | 8 | 0.53 | 1510.30 | 1520.23 | 0.00 | 75.79 | 10119.16 |
17 | 2019.09.05 19:00 | buy | 9 | 0.53 | 1518.23 | 1505.43 | 0.00 | ||
18 | 2019.09.06 03:00 | close | 9 | 0.53 | 1518.45 | 1505.43 | 0.00 | 6.26 | 10125.42 |
19 | 2019.09.06 13:30 | buy | 10 | 0.53 | 1508.43 | 1499.25 | 0.00 | ||
20 | 2019.09.06 15:31 | close | 10 | 0.53 | 1509.99 | 1499.25 | 0.00 | 82.68 | 10208.10 |
21 | 2019.09.06 18:00 | sell | 11 | 0.53 | 1520.07 | 1530.92 | 0.00 | ||
22 | 2019.09.06 19:48 | close | 11 | 0.53 | 1513.30 | 1530.92 | 0.00 | 358.81 | 10566.91 |
23 | 2019.09.10 06:30 | buy | 12 | 0.56 | 1490.00 | 1481.50 | 0.00 | ||
24 | 2019.09.10 10:16 | close | 12 | 0.56 | 1491.97 | 1481.50 | 0.00 | 110.32 | 10677.23 |
25 | 2019.09.11 01:30 | buy | 13 | 0.57 | 1487.12 | 1478.62 | 0.00 | ||
26 | 2019.09.11 04:01 | close | 13 | 0.57 | 1489.61 | 1478.62 | 0.00 | 141.93 | 10819.16 |
27 | 2019.09.12 09:58 | buy | 14 | 0.57 | 1502.43 | 1493.93 | 0.00 | ||
28 | 2019.09.12 15:58 | close | 14 | 0.57 | 1515.51 | 1493.93 | 0.00 | 745.56 | 11564.72 |
29 | 2019.09.12 17:00 | sell | 15 | 0.60 | 1516.28 | 1525.63 | 0.00 | ||
30 | 2019.09.12 17:28 | close | 15 | 0.60 | 1505.48 | 1525.63 | 0.00 | 648.00 | 12212.72 |
31 | 2019.09.13 09:37 | buy | 16 | 0.65 | 1502.49 | 1493.99 | 0.00 | ||
32 | 2019.09.13 11:32 | close | 16 | 0.65 | 1505.48 | 1493.99 | 0.00 | 194.35 | 12407.07 |
33 | 2019.09.13 20:30 | buy | 17 | 0.66 | 1492.51 | 1483.08 | 0.00 | ||
34 | 2019.09.13 23:00 | close | 17 | 0.66 | 1487.05 | 1483.08 | 0.00 | -360.36 | 12046.71 |
35 | 2019.09.16 04:30 | sell | 18 | 0.63 | 1508.58 | 1519.28 | 0.00 | ||
36 | 2019.09.16 08:33 | close | 18 | 0.63 | 1502.24 | 1519.28 | 0.00 | 399.42 | 12446.13 |
37 | 2019.09.18 23:30 | buy | 19 | 0.66 | 1494.29 | 1483.86 | 0.00 | ||
38 | 2019.09.19 06:18 | close | 19 | 0.66 | 1494.40 | 1483.86 | 0.00 | -12.90 | 12433.24 |
39 | 2019.09.20 20:17 | buy | 20 | 0.65 | 1509.98 | 1501.48 | 0.00 | ||
40 | 2019.09.20 21:28 | close | 20 | 0.65 | 1512.56 | 1501.48 | 0.00 | 167.70 | 12600.94 |
41 | 2019.09.25 17:52 | sell | 21 | 0.66 | 1515.52 | 1524.02 | 0.00 | ||
42 | 2019.09.26 03:13 | close | 21 | 0.66 | 1509.01 | 1524.02 | 0.00 | 439.58 | 13040.52 |
43 | 2019.09.27 09:38 | sell | 22 | 0.69 | 1499.06 | 1507.56 | 0.00 | ||
44 | 2019.09.27 09:52 | close | 22 | 0.69 | 1498.50 | 1507.56 | 0.00 | 38.64 | 13079.16 |
45 | 2019.09.27 14:30 | buy | 23 | 0.69 | 1495.12 | 1486.20 | 0.00 | ||
46 | 2019.09.27 18:37 | close | 23 | 0.69 | 1494.84 | 1486.20 | 0.00 | -19.32 | 13059.84 |
47 | 2019.09.27 21:30 | sell | 24 | 0.69 | 1497.72 | 1506.22 | 0.00 | ||
48 | 2019.09.27 23:00 | close | 24 | 0.69 | 1496.87 | 1506.22 | 0.00 | 58.65 | 13118.49 |
49 | 2019.09.30 21:30 | buy | 25 | 0.71 | 1471.68 | 1457.20 | 0.00 | ||
50 | 2019.10.01 02:43 | close | 25 | 0.71 | 1473.73 | 1457.20 | 0.00 | 138.32 | 13256.81 |
51 | 2019.10.01 08:00 | buy | 26 | 0.72 | 1466.67 | 1458.17 | 0.00 | ||
52 | 2019.10.01 12:30 | close | 26 | 0.72 | 1465.39 | 1458.17 | 0.00 | -92.16 | 13164.65 |
53 | 2019.10.01 17:13 | buy | 27 | 0.71 | 1477.31 | 1468.81 | 0.00 | ||
54 | 2019.10.01 17:43 | close | 27 | 0.71 | 1480.05 | 1468.81 | 0.00 | 194.54 | 13359.19 |
55 | 2019.10.01 20:00 | sell | 28 | 0.72 | 1483.32 | 1494.43 | 0.00 | ||
56 | 2019.10.02 03:31 | close | 28 | 0.72 | 1481.25 | 1494.43 | 0.00 | 152.65 | 13511.84 |
57 | 2019.10.02 10:22 | buy | 29 | 0.72 | 1482.35 | 1473.85 | 0.00 | ||
58 | 2019.10.02 14:38 | close | 29 | 0.72 | 1485.71 | 1473.85 | 0.00 | 241.92 | 13753.76 |
59 | 2019.10.03 17:01 | buy | 30 | 0.72 | 1511.73 | 1503.23 | 0.00 | ||
60 | 2019.10.03 17:04 | close | 30 | 0.72 | 1515.27 | 1503.23 | 0.00 | 254.88 | 14008.64 |
61 | 2019.10.03 19:30 | sell | 31 | 0.74 | 1507.98 | 1517.04 | 0.00 | ||
62 | 2019.10.03 22:52 | close | 31 | 0.74 | 1506.39 | 1517.04 | 0.00 | 117.66 | 14126.30 |
63 | 2019.10.04 15:33 | sell | 32 | 0.75 | 1499.43 | 1507.93 | 0.00 | ||
64 | 2019.10.04 16:02 | close | 32 | 0.75 | 1498.54 | 1507.93 | 0.00 | 66.75 | 14193.05 |
65 | 2019.10.07 23:00 | buy | 33 | 0.76 | 1493.42 | 1484.92 | 0.00 | ||
66 | 2019.10.08 04:38 | close | 33 | 0.76 | 1493.62 | 1484.92 | 0.00 | 7.46 | 14200.51 |
67 | 2019.10.08 10:52 | buy | 34 | 0.75 | 1496.55 | 1488.05 | 0.00 | ||
68 | 2019.10.08 15:28 | close | 34 | 0.75 | 1502.71 | 1488.05 | 0.00 | 462.00 | 14662.51 |
69 | 2019.10.08 15:30 | sell | 35 | 0.78 | 1502.82 | 1512.55 | 0.00 | ||
70 | 2019.10.08 19:28 | close | 35 | 0.78 | 1501.78 | 1512.55 | 0.00 | 81.12 | 14743.63 |
71 | 2019.10.09 10:22 | buy | 36 | 0.78 | 1511.24 | 1502.74 | 0.00 | ||
72 | 2019.10.09 12:31 | s/l | 36 | 0.78 | 1502.74 | 1502.74 | 0.00 | -663.00 | 14080.63 |
73 | 2019.10.11 14:49 | sell | 37 | 0.76 | 1481.21 | 1489.71 | 0.00 | ||
74 | 2019.10.11 18:00 | close | 37 | 0.76 | 1479.25 | 1489.71 | 0.00 | 148.96 | 14229.59 |
75 | 2019.10.11 18:30 | buy | 38 | 0.76 | 1479.73 | 1467.19 | 0.00 | ||
76 | 2019.10.11 22:46 | close | 38 | 0.76 | 1484.00 | 1467.19 | 0.00 | 324.52 | 14554.11 |
77 | 2019.10.14 12:20 | buy | 39 | 0.77 | 1494.60 | 1486.10 | 0.00 | ||
78 | 2019.10.15 13:41 | close | 39 | 0.77 | 1496.90 | 1486.10 | 0.00 | 169.26 | 14723.37 |
79 | 2019.10.15 19:00 | buy | 40 | 0.79 | 1481.93 | 1473.43 | 0.00 | ||
80 | 2019.10.16 02:45 | close | 40 | 0.79 | 1481.42 | 1473.43 | 0.00 | -48.33 | 14675.04 |
81 | 2019.10.16 03:38 | buy | 41 | 0.79 | 1485.11 | 1476.61 | 0.00 | ||
82 | 2019.10.16 16:11 | close | 41 | 0.79 | 1488.97 | 1476.61 | 0.00 | 304.94 | 14979.98 |
83 | 2019.10.16 21:00 | sell | 42 | 0.80 | 1489.22 | 1497.72 | 0.00 | ||
84 | 2019.10.17 04:04 | close | 42 | 0.80 | 1489.64 | 1497.72 | 0.00 | -21.58 | 14958.40 |
85 | 2019.10.17 20:30 | sell | 43 | 0.80 | 1494.58 | 1503.08 | 0.00 | ||
86 | 2019.10.17 22:15 | close | 43 | 0.80 | 1492.08 | 1503.08 | 0.00 | 200.00 | 15158.40 |
87 | 2019.10.24 16:38 | buy | 44 | 0.80 | 1500.70 | 1492.20 | 0.00 | ||
88 | 2019.10.25 03:24 | close | 44 | 0.80 | 1502.02 | 1492.20 | 0.00 | 97.46 | 15255.86 |
89 | 2019.10.25 17:30 | sell | 45 | 0.80 | 1511.58 | 1520.08 | 0.00 | ||
90 | 2019.10.25 18:17 | close | 45 | 0.80 | 1508.57 | 1520.08 | 0.00 | 240.80 | 15496.66 |
91 | 2019.10.29 13:38 | sell | 46 | 0.83 | 1486.16 | 1494.66 | 0.00 | ||
92 | 2019.10.29 16:49 | close | 46 | 0.83 | 1485.57 | 1494.66 | 0.00 | 48.97 | 15545.63 |
93 | 2019.10.31 12:14 | buy | 47 | 0.82 | 1504.12 | 1495.62 | 0.00 | ||
94 | 2019.10.31 14:35 | close | 47 | 0.82 | 1506.39 | 1495.62 | 0.00 | 186.14 | 15731.77 |
95 | 2019.10.31 15:30 | sell | 48 | 0.83 | 1506.86 | 1515.36 | 0.00 | ||
96 | 2019.11.01 03:06 | close | 48 | 0.83 | 1512.09 | 1515.36 | 0.00 | -429.93 | 15301.84 |
97 | 2019.11.01 11:26 | buy | 49 | 0.80 | 1514.99 | 1506.49 | 0.00 | ||
98 | 2019.11.01 15:30 | s/l | 49 | 0.80 | 1506.49 | 1506.49 | 0.00 | -680.00 | 14621.84 |
99 | 2019.11.07 09:24 | sell | 50 | 0.78 | 1487.61 | 1496.11 | 0.00 | ||
100 | 2019.11.07 09:30 | close | 50 | 0.78 | 1487.07 | 1496.11 | 0.00 | 42.12 | 14663.96 |
101 | 2019.11.07 14:00 | buy | 51 | 0.79 | 1484.06 | 1475.56 | 0.00 | ||
102 | 2019.11.07 16:26 | close | 51 | 0.79 | 1486.07 | 1475.56 | 0.00 | 158.79 | 14822.75 |
103 | 2019.11.07 17:57 | sell | 52 | 0.80 | 1468.39 | 1476.89 | 0.00 | ||
104 | 2019.11.07 20:07 | close | 52 | 0.80 | 1466.23 | 1476.89 | 0.00 | 172.80 | 14995.55 |
105 | 2019.11.07 20:30 | buy | 53 | 0.81 | 1466.23 | 1453.57 | 0.00 | ||
106 | 2019.11.08 02:41 | close | 53 | 0.81 | 1469.47 | 1453.57 | 0.00 | 254.19 | 15249.74 |
107 | 2019.11.08 16:00 | buy | 54 | 0.83 | 1460.19 | 1451.69 | 0.00 | ||
108 | 2019.11.08 16:59 | close | 54 | 0.83 | 1465.36 | 1451.69 | 0.00 | 429.11 | 15678.85 |
109 | 2019.11.11 17:12 | sell | 55 | 0.86 | 1453.41 | 1461.91 | 0.00 | ||
110 | 2019.11.11 17:41 | close | 55 | 0.86 | 1452.86 | 1461.91 | 0.00 | 47.30 | 15726.15 |
111 | 2019.11.11 19:00 | buy | 56 | 0.86 | 1455.25 | 1446.75 | 0.00 | ||
112 | 2019.11.12 02:03 | close | 56 | 0.86 | 1455.77 | 1446.75 | 0.00 | 35.97 | 15762.12 |
113 | 2019.11.20 19:30 | buy | 57 | 0.85 | 1468.20 | 1459.70 | 0.00 | ||
114 | 2019.11.20 19:58 | close | 57 | 0.85 | 1472.48 | 1459.70 | 0.00 | 363.80 | 16125.92 |
115 | 2019.11.29 17:29 | buy | 58 | 0.88 | 1461.53 | 1453.03 | 0.00 | ||
116 | 2019.11.29 19:41 | close | 58 | 0.88 | 1464.54 | 1453.03 | 0.00 | 264.88 | 16390.80 |
117 | 2019.11.29 20:30 | sell | 59 | 0.89 | 1463.96 | 1472.46 | 0.00 | ||
118 | 2019.12.02 03:48 | close | 59 | 0.89 | 1460.77 | 1472.46 | 0.00 | 288.37 | 16679.17 |
119 | 2019.12.03 12:16 | buy | 60 | 0.90 | 1470.42 | 1461.92 | 0.00 | ||
120 | 2019.12.03 17:37 | close | 60 | 0.90 | 1477.23 | 1461.92 | 0.00 | 612.90 | 17292.07 |
121 | 2019.12.03 18:00 | sell | 61 | 0.93 | 1479.16 | 1487.66 | 0.00 | ||
122 | 2019.12.04 01:00 | close | 61 | 0.93 | 1477.79 | 1487.66 | 0.00 | 132.07 | 17424.14 |
123 | 2019.12.04 09:29 | buy | 62 | 0.93 | 1484.03 | 1475.53 | 0.00 | ||
124 | 2019.12.04 11:13 | s/l | 62 | 0.93 | 1475.53 | 1475.53 | 0.00 | -790.50 | 16633.64 |
125 | 2019.12.06 08:06 | sell | 63 | 0.90 | 1472.32 | 1480.82 | 0.00 | ||
126 | 2019.12.06 15:30 | close | 63 | 0.90 | 1470.42 | 1480.82 | 0.00 | 171.00 | 16804.64 |
127 | 2019.12.11 21:55 | buy | 64 | 0.90 | 1479.13 | 1470.63 | 0.00 | ||
128 | 2019.12.12 16:22 | close | 64 | 0.90 | 1483.71 | 1470.63 | 0.00 | 384.71 | 17189.35 |
129 | 2019.12.12 19:00 | buy | 65 | 0.93 | 1468.47 | 1459.97 | 0.00 | ||
130 | 2019.12.13 03:00 | close | 65 | 0.93 | 1467.62 | 1459.97 | 0.00 | -88.52 | 17100.83 |