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=400; TakeProfit=600; TrackPeriod=20; TRRR=2; MinDev=2; UpATRR=2.5; UpDPR=0.9; DownATRR=3.5; DownDPR=0.5; 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 | 2793.87 | Gross profit | 4625.53 | Gross loss | -1831.65 |
Profit factor | 2.53 | Expected payoff | 84.66 | ||
Absolute drawdown | 165.36 | Maximal drawdown | 665.18 (5.89%) | Relative drawdown | 5.89% (665.18) |
Total trades | 33 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 432.50 | loss trade | -301.50 | |
Average | profit trade | 185.02 | loss trade | -228.96 | |
Maximum | consecutive wins (profit in money) | 5 (883.59) | consecutive losses (loss in money) | 2 (-289.25) | |
Maximal | consecutive profit (count of wins) | 883.59 (5) | consecutive loss (count of losses) | -301.50 (1) | |
Average | consecutive wins | 3 | 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 | 1521.46 | 0.00 | ||
2 | 2019.09.26 03:13 | close | 1 | 0.52 | 1508.82 | 1521.46 | 0.00 | 432.50 | 10432.50 |
3 | 2019.09.27 09:48 | sell | 2 | 0.55 | 1496.81 | 1501.31 | 0.00 | ||
4 | 2019.09.27 14:17 | close | 2 | 0.55 | 1494.01 | 1501.31 | 0.00 | 154.00 | 10586.50 |
5 | 2019.09.27 14:30 | buy | 3 | 0.56 | 1495.12 | 1490.62 | 0.00 | ||
6 | 2019.09.27 16:13 | s/l | 3 | 0.56 | 1490.62 | 1490.62 | 0.00 | -252.00 | 10334.50 |
7 | 2019.10.01 17:22 | buy | 4 | 0.55 | 1478.15 | 1473.65 | 0.00 | ||
8 | 2019.10.01 17:59 | close | 4 | 0.55 | 1483.15 | 1473.65 | 0.00 | 275.00 | 10609.50 |
9 | 2019.10.03 17:01 | buy | 5 | 0.56 | 1513.15 | 1508.65 | 0.00 | ||
10 | 2019.10.03 17:06 | close | 5 | 0.56 | 1518.90 | 1508.65 | 0.00 | 322.00 | 10931.50 |
11 | 2019.10.03 19:30 | sell | 6 | 0.57 | 1507.98 | 1512.48 | 0.00 | ||
12 | 2019.10.03 22:52 | close | 6 | 0.57 | 1506.39 | 1512.48 | 0.00 | 90.63 | 11022.13 |
13 | 2019.10.04 15:33 | sell | 7 | 0.58 | 1499.72 | 1504.22 | 0.00 | ||
14 | 2019.10.04 15:34 | s/l | 7 | 0.58 | 1504.22 | 1504.22 | 0.00 | -261.00 | 10761.13 |
15 | 2019.10.11 14:45 | sell | 8 | 0.58 | 1483.68 | 1488.18 | 0.00 | ||
16 | 2019.10.11 14:58 | close | 8 | 0.58 | 1481.89 | 1488.18 | 0.00 | 103.82 | 10864.95 |
17 | 2019.10.11 18:30 | buy | 9 | 0.58 | 1479.73 | 1475.23 | 0.00 | ||
18 | 2019.10.11 22:46 | close | 9 | 0.58 | 1484.00 | 1475.23 | 0.00 | 247.66 | 11112.61 |
19 | 2019.10.14 12:22 | buy | 10 | 0.59 | 1495.82 | 1491.32 | 0.00 | ||
20 | 2019.10.14 15:44 | s/l | 10 | 0.59 | 1491.32 | 1491.32 | 0.00 | -265.50 | 10847.11 |
21 | 2019.10.24 16:38 | buy | 11 | 0.57 | 1501.43 | 1496.93 | 0.00 | ||
22 | 2019.10.25 03:24 | close | 11 | 0.57 | 1502.02 | 1496.93 | 0.00 | 26.86 | 10873.97 |
23 | 2019.10.25 17:30 | sell | 12 | 0.57 | 1511.58 | 1516.08 | 0.00 | ||
24 | 2019.10.25 18:17 | close | 12 | 0.57 | 1508.57 | 1516.08 | 0.00 | 171.57 | 11045.54 |
25 | 2019.10.28 16:48 | sell | 13 | 0.59 | 1490.89 | 1495.39 | 0.00 | ||
26 | 2019.10.29 14:09 | close | 13 | 0.59 | 1487.85 | 1495.39 | 0.00 | 182.85 | 11228.38 |
27 | 2019.10.29 16:00 | buy | 14 | 0.60 | 1490.01 | 1485.51 | 0.00 | ||
28 | 2019.10.29 16:22 | s/l | 14 | 0.60 | 1485.51 | 1485.51 | 0.00 | -270.00 | 10958.38 |
29 | 2019.10.29 17:30 | buy | 15 | 0.58 | 1487.13 | 1482.63 | 0.00 | ||
30 | 2019.10.29 18:21 | close | 15 | 0.58 | 1489.71 | 1482.63 | 0.00 | 149.64 | 11108.02 |
31 | 2019.10.31 12:29 | buy | 16 | 0.59 | 1504.89 | 1500.39 | 0.00 | ||
32 | 2019.10.31 16:46 | close | 16 | 0.59 | 1510.12 | 1500.39 | 0.00 | 308.57 | 11416.59 |
33 | 2019.10.31 18:30 | sell | 17 | 0.60 | 1511.71 | 1516.21 | 0.00 | ||
34 | 2019.11.01 03:06 | close | 17 | 0.60 | 1512.09 | 1516.21 | 0.00 | -19.25 | 11397.34 |
35 | 2019.11.01 15:31 | sell | 18 | 0.60 | 1504.16 | 1508.66 | 0.00 | ||
36 | 2019.11.01 15:58 | s/l | 18 | 0.60 | 1508.66 | 1508.66 | 0.00 | -270.00 | 11127.34 |
37 | 2019.11.07 09:25 | sell | 19 | 0.59 | 1486.74 | 1491.24 | 0.00 | ||
38 | 2019.11.07 12:33 | close | 19 | 0.59 | 1485.04 | 1491.24 | 0.00 | 100.30 | 11227.64 |
39 | 2019.11.07 17:55 | sell | 20 | 0.61 | 1469.97 | 1474.47 | 0.00 | ||
40 | 2019.11.07 19:08 | close | 20 | 0.61 | 1465.55 | 1474.47 | 0.00 | 269.62 | 11497.26 |
41 | 2019.11.08 16:00 | buy | 21 | 0.62 | 1460.19 | 1455.69 | 0.00 | ||
42 | 2019.11.08 16:59 | close | 21 | 0.62 | 1465.36 | 1455.69 | 0.00 | 320.54 | 11817.80 |
43 | 2019.11.11 17:12 | sell | 22 | 0.65 | 1453.86 | 1458.36 | 0.00 | ||
44 | 2019.11.11 18:04 | close | 22 | 0.65 | 1451.29 | 1458.36 | 0.00 | 167.05 | 11984.85 |
45 | 2019.11.11 19:00 | buy | 23 | 0.65 | 1455.25 | 1450.75 | 0.00 | ||
46 | 2019.11.12 02:03 | close | 23 | 0.65 | 1455.77 | 1450.75 | 0.00 | 26.08 | 12010.93 |
47 | 2019.11.22 18:30 | buy | 24 | 0.65 | 1465.10 | 1461.78 | 0.00 | ||
48 | 2019.11.22 23:00 | close | 24 | 0.65 | 1462.14 | 1461.78 | 0.00 | -192.40 | 11818.53 |
49 | 2019.12.03 12:16 | buy | 25 | 0.64 | 1470.51 | 1466.01 | 0.00 | ||
50 | 2019.12.03 16:16 | close | 25 | 0.64 | 1475.39 | 1466.01 | 0.00 | 312.32 | 12130.85 |
51 | 2019.12.03 18:00 | sell | 26 | 0.65 | 1479.16 | 1483.66 | 0.00 | ||
52 | 2019.12.04 01:00 | close | 26 | 0.65 | 1477.79 | 1483.66 | 0.00 | 92.89 | 12223.74 |
53 | 2019.12.04 13:00 | buy | 27 | 0.66 | 1477.53 | 1473.03 | 0.00 | ||
54 | 2019.12.04 15:15 | close | 27 | 0.66 | 1478.42 | 1473.03 | 0.00 | 58.74 | 12282.48 |
55 | 2019.12.06 15:30 | sell | 28 | 0.66 | 1466.79 | 1471.29 | 0.00 | ||
56 | 2019.12.06 16:12 | close | 28 | 0.66 | 1464.90 | 1471.29 | 0.00 | 124.74 | 12407.22 |
57 | 2019.12.11 21:55 | buy | 29 | 0.67 | 1479.05 | 1474.55 | 0.00 | ||
58 | 2019.12.11 22:44 | s/l | 29 | 0.67 | 1474.55 | 1474.55 | 0.00 | -301.50 | 12105.72 |
59 | 2019.12.11 23:00 | sell | 30 | 0.65 | 1475.22 | 1478.81 | 0.00 | ||
60 | 2019.12.12 07:53 | close | 30 | 0.65 | 1475.33 | 1478.81 | 0.00 | 4.37 | 12110.09 |
61 | 2019.12.12 15:17 | buy | 31 | 0.65 | 1478.76 | 1474.26 | 0.00 | ||
62 | 2019.12.12 16:10 | close | 31 | 0.65 | 1484.19 | 1474.26 | 0.00 | 352.95 | 12463.04 |
63 | 2019.12.23 08:34 | buy | 32 | 0.67 | 1484.08 | 1479.58 | 0.00 | ||
64 | 2019.12.24 03:00 | close | 32 | 0.67 | 1484.63 | 1479.58 | 0.00 | 28.89 | 12491.94 |
65 | 2019.12.24 17:17 | buy | 33 | 0.66 | 1498.18 | 1493.68 | 0.00 | ||
66 | 2019.12.26 04:33 | close | 33 | 0.66 | 1503.23 | 1493.68 | 0.00 | 301.94 | 12793.87 |