Symbol | XAUUSD (Gold vs US Dollar / Spot) | ||||
Period | 30 Minutes (M30) 2019.09.23 01:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=500; TakeProfit=800; TrackPeriod=20; TRRR=2; MinDev=2; UpATRR=2.5; UpDPR=0.8; DownATRR=3.5; DownDPR=0.8; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4156 | Ticks modelled | 6091436 | Modelling quality | 82.11% |
Mismatched charts errors | 66 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 4459.96 | Gross profit | 6201.13 | Gross loss | -1741.17 |
Profit factor | 3.56 | Expected payoff | 153.79 | ||
Absolute drawdown | 165.36 | Maximal drawdown | 786.48 (6.43%) | Relative drawdown | 6.43% (786.48) |
Total trades | 29 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 23 (79.31%) | Loss trades (% of total) | 6 (20.69%) | ||
Largest | profit trade | 663.00 | loss trade | -439.23 | |
Average | profit trade | 269.61 | loss trade | -290.20 | |
Maximum | consecutive wins (profit in money) | 5 (1766.51) | consecutive losses (loss in money) | 2 (-395.82) | |
Maximal | consecutive profit (count of wins) | 1766.51 (5) | consecutive loss (count of losses) | -439.23 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.25 17:51 | sell | 1 | 0.52 | 1516.96 | 1522.46 | 0.00 | ||
2 | 2019.09.25 19:12 | close | 1 | 0.52 | 1504.21 | 1522.46 | 0.00 | 663.00 | 10663.00 |
3 | 2019.09.27 09:48 | sell | 2 | 0.56 | 1496.81 | 1502.31 | 0.00 | ||
4 | 2019.09.27 16:25 | close | 2 | 0.56 | 1489.79 | 1502.31 | 0.00 | 393.12 | 11056.12 |
5 | 2019.10.01 17:22 | buy | 3 | 0.59 | 1478.15 | 1472.65 | 0.00 | ||
6 | 2019.10.01 18:08 | close | 3 | 0.59 | 1483.35 | 1472.65 | 0.00 | 306.80 | 11362.92 |
7 | 2019.10.03 17:01 | buy | 4 | 0.60 | 1513.15 | 1507.65 | 0.00 | ||
8 | 2019.10.03 17:06 | close | 4 | 0.60 | 1518.26 | 1507.65 | 0.00 | 306.60 | 11669.52 |
9 | 2019.10.03 19:30 | sell | 5 | 0.61 | 1507.98 | 1513.48 | 0.00 | ||
10 | 2019.10.03 22:52 | close | 5 | 0.61 | 1506.39 | 1513.48 | 0.00 | 96.99 | 11766.51 |
11 | 2019.10.04 15:33 | sell | 6 | 0.62 | 1499.72 | 1505.22 | 0.00 | ||
12 | 2019.10.04 15:38 | s/l | 6 | 0.62 | 1505.22 | 1505.22 | 0.00 | -341.00 | 11425.51 |
13 | 2019.10.11 14:45 | sell | 7 | 0.61 | 1483.68 | 1489.18 | 0.00 | ||
14 | 2019.10.11 17:12 | close | 7 | 0.61 | 1477.81 | 1489.18 | 0.00 | 358.07 | 11783.58 |
15 | 2019.10.11 18:30 | buy | 8 | 0.63 | 1479.73 | 1474.23 | 0.00 | ||
16 | 2019.10.11 22:46 | close | 8 | 0.63 | 1484.00 | 1474.23 | 0.00 | 269.01 | 12052.59 |
17 | 2019.10.14 12:22 | buy | 9 | 0.64 | 1495.82 | 1490.32 | 0.00 | ||
18 | 2019.10.14 16:02 | s/l | 9 | 0.64 | 1490.32 | 1490.32 | 0.00 | -352.00 | 11700.59 |
19 | 2019.10.24 16:38 | buy | 10 | 0.62 | 1501.43 | 1495.93 | 0.00 | ||
20 | 2019.10.25 03:24 | close | 10 | 0.62 | 1502.02 | 1495.93 | 0.00 | 29.21 | 11729.80 |
21 | 2019.10.25 17:30 | sell | 11 | 0.62 | 1511.58 | 1517.08 | 0.00 | ||
22 | 2019.10.25 18:17 | close | 11 | 0.62 | 1508.57 | 1517.08 | 0.00 | 186.62 | 11916.42 |
23 | 2019.10.28 16:48 | sell | 12 | 0.63 | 1490.89 | 1496.39 | 0.00 | ||
24 | 2019.10.29 16:49 | close | 12 | 0.63 | 1485.51 | 1496.39 | 0.00 | 342.66 | 12259.09 |
25 | 2019.10.29 17:30 | buy | 13 | 0.65 | 1487.13 | 1482.29 | 0.00 | ||
26 | 2019.10.29 18:21 | close | 13 | 0.65 | 1489.71 | 1482.29 | 0.00 | 167.70 | 12426.79 |
27 | 2019.10.31 12:29 | buy | 14 | 0.66 | 1504.89 | 1499.39 | 0.00 | ||
28 | 2019.10.31 17:20 | close | 14 | 0.66 | 1512.10 | 1499.39 | 0.00 | 475.86 | 12902.65 |
29 | 2019.10.31 18:30 | sell | 15 | 0.68 | 1511.71 | 1517.21 | 0.00 | ||
30 | 2019.11.01 03:06 | close | 15 | 0.68 | 1512.09 | 1517.21 | 0.00 | -21.82 | 12880.83 |
31 | 2019.11.01 15:31 | sell | 16 | 0.68 | 1504.16 | 1509.66 | 0.00 | ||
32 | 2019.11.01 16:03 | s/l | 16 | 0.68 | 1509.66 | 1509.66 | 0.00 | -374.00 | 12506.83 |
33 | 2019.11.07 09:25 | sell | 17 | 0.67 | 1486.74 | 1492.24 | 0.00 | ||
34 | 2019.11.07 16:26 | close | 17 | 0.67 | 1486.57 | 1492.24 | 0.00 | 11.39 | 12518.22 |
35 | 2019.11.07 17:55 | sell | 18 | 0.68 | 1469.97 | 1475.47 | 0.00 | ||
36 | 2019.11.07 18:39 | close | 18 | 0.68 | 1464.64 | 1475.47 | 0.00 | 362.44 | 12880.66 |
37 | 2019.11.08 16:00 | buy | 19 | 0.70 | 1460.19 | 1454.69 | 0.00 | ||
38 | 2019.11.08 16:59 | close | 19 | 0.70 | 1465.36 | 1454.69 | 0.00 | 361.90 | 13242.56 |
39 | 2019.11.11 17:12 | sell | 20 | 0.72 | 1453.86 | 1459.36 | 0.00 | ||
40 | 2019.11.12 14:05 | close | 20 | 0.72 | 1453.80 | 1459.36 | 0.00 | 8.58 | 13251.13 |
41 | 2019.11.22 18:30 | buy | 21 | 0.72 | 1465.10 | 1461.78 | 0.00 | ||
42 | 2019.11.22 23:00 | close | 21 | 0.72 | 1462.14 | 1461.78 | 0.00 | -213.12 | 13038.01 |
43 | 2019.12.03 12:16 | buy | 22 | 0.70 | 1470.51 | 1465.01 | 0.00 | ||
44 | 2019.12.03 16:26 | close | 22 | 0.70 | 1476.15 | 1465.01 | 0.00 | 394.80 | 13432.81 |
45 | 2019.12.03 18:00 | sell | 23 | 0.72 | 1479.16 | 1484.66 | 0.00 | ||
46 | 2019.12.04 01:00 | close | 23 | 0.72 | 1477.79 | 1484.66 | 0.00 | 102.90 | 13535.71 |
47 | 2019.12.04 13:00 | buy | 24 | 0.73 | 1477.53 | 1472.03 | 0.00 | ||
48 | 2019.12.04 15:15 | close | 24 | 0.73 | 1478.42 | 1472.03 | 0.00 | 64.97 | 13600.68 |
49 | 2019.12.06 15:30 | sell | 25 | 0.74 | 1466.79 | 1472.29 | 0.00 | ||
50 | 2019.12.06 17:06 | close | 25 | 0.74 | 1461.38 | 1472.29 | 0.00 | 400.34 | 14001.02 |
51 | 2019.12.11 21:55 | buy | 26 | 0.75 | 1479.05 | 1473.55 | 0.00 | ||
52 | 2019.12.12 08:34 | s/l | 26 | 0.75 | 1473.55 | 1473.55 | 0.00 | -439.23 | 13561.79 |
53 | 2019.12.12 15:17 | buy | 27 | 0.73 | 1478.76 | 1473.26 | 0.00 | ||
54 | 2019.12.12 16:16 | close | 27 | 0.73 | 1485.15 | 1473.26 | 0.00 | 466.47 | 14028.26 |
55 | 2019.12.23 08:34 | buy | 28 | 0.75 | 1484.08 | 1478.58 | 0.00 | ||
56 | 2019.12.24 03:00 | close | 28 | 0.75 | 1484.63 | 1478.58 | 0.00 | 32.34 | 14060.60 |
57 | 2019.12.24 17:17 | buy | 29 | 0.75 | 1498.18 | 1492.68 | 0.00 | ||
58 | 2019.12.26 08:08 | close | 29 | 0.75 | 1503.98 | 1492.68 | 0.00 | 399.36 | 14459.96 |