Symbol | XAUUSD (Gold Spot) | ||||
Period | 5 Minutes (M5) 2019.03.18 00:05 - 2020.02.21 23:55 (2019.03.16 - 2020.02.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | useTimeFilter=true; HourBegin=13; HourEnd=16; Risk=85; Lots=0.1; StopLoss=4050; TakeProfit=3950; BearPeriod=20; BullPeriod=24; MA_Period=14; psarStep=0.02; psarMax=0.05; MA1Period=3; MA2Period=66; | ||||
Bars in test | 63960 | Ticks modelled | 12846761 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Current (54) | ||
Total net profit | 2514130.51 | Gross profit | 2535190.51 | Gross loss | -21060.00 |
Profit factor | 120.38 | Expected payoff | 125706.53 | ||
Absolute drawdown | 481.92 | Maximal drawdown | 853912.51 (69.30%) | Relative drawdown | 97.32% (656.80) |
Total trades | 20 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 15 (93.33%) |
Profit trades (% of total) | 19 (95.00%) | Loss trades (% of total) | 1 (5.00%) | ||
Largest | profit trade | 914393.68 | loss trade | -21060.00 | |
Average | profit trade | 133431.08 | loss trade | -21060.00 | |
Maximum | consecutive wins (profit in money) | 12 (2510932.45) | consecutive losses (loss in money) | 1 (-21060.00) | |
Maximal | consecutive profit (count of wins) | 2510932.45 (12) | consecutive loss (count of losses) | -21060.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.03.18 13:00 | buy | 1 | 0.10 | 1305.64 | 1265.14 | 1345.14 | ||
2 | 2019.06.07 17:20 | t/p | 1 | 0.10 | 1345.14 | 1265.14 | 1345.14 | 240.62 | 740.62 |
3 | 2019.06.10 13:00 | buy | 2 | 0.16 | 1328.61 | 1288.11 | 1368.11 | ||
4 | 2019.06.20 03:53 | t/p | 2 | 0.16 | 1368.11 | 1288.11 | 1368.11 | 596.29 | 1336.91 |
5 | 2019.06.20 13:05 | buy | 3 | 0.28 | 1383.08 | 1342.58 | 1422.58 | ||
6 | 2019.06.25 01:46 | t/p | 3 | 0.28 | 1422.58 | 1342.58 | 1422.58 | 1090.38 | 2427.28 |
7 | 2019.06.25 13:00 | sell | 4 | 0.51 | 1428.60 | 1469.10 | 1389.10 | ||
8 | 2019.07.01 08:30 | t/p | 4 | 0.51 | 1389.10 | 1469.10 | 1389.10 | 2008.26 | 4435.54 |
9 | 2019.07.01 13:00 | buy | 5 | 0.93 | 1390.07 | 1349.57 | 1429.57 | ||
10 | 2019.07.18 20:50 | t/p | 5 | 0.93 | 1429.57 | 1349.57 | 1429.57 | 3344.84 | 7780.38 |
11 | 2019.07.19 13:10 | buy | 6 | 1.63 | 1440.62 | 1400.12 | 1480.12 | ||
12 | 2019.08.07 04:23 | t/p | 6 | 1.63 | 1480.12 | 1400.12 | 1480.12 | 5923.09 | 13703.47 |
13 | 2019.08.07 13:00 | buy | 7 | 2.88 | 1487.57 | 1447.07 | 1527.07 | ||
14 | 2019.08.13 12:15 | t/p | 7 | 2.88 | 1527.07 | 1447.07 | 1527.07 | 11054.59 | 24758.07 |
15 | 2019.08.13 13:10 | buy | 8 | 5.20 | 1533.07 | 1492.57 | 1572.57 | ||
16 | 2019.08.13 16:55 | s/l | 8 | 5.20 | 1492.57 | 1492.57 | 1572.57 | -21060.00 | 3698.07 |
17 | 2019.08.14 13:00 | buy | 9 | 0.78 | 1501.40 | 1460.90 | 1540.90 | ||
18 | 2019.08.26 01:05 | t/p | 9 | 0.78 | 1540.90 | 1460.90 | 1540.90 | 2906.90 | 6604.97 |
19 | 2019.08.26 14:40 | sell | 10 | 1.39 | 1528.86 | 1569.36 | 1489.36 | ||
20 | 2019.09.10 04:08 | t/p | 10 | 1.39 | 1489.36 | 1569.36 | 1489.36 | 5447.97 | 12052.94 |
21 | 2019.09.10 14:00 | buy | 11 | 2.53 | 1495.73 | 1455.23 | 1535.23 | ||
22 | 2019.09.24 19:54 | t/p | 11 | 2.53 | 1535.23 | 1455.23 | 1535.23 | 9334.69 | 21387.62 |
23 | 2019.09.25 13:15 | sell | 12 | 4.49 | 1529.42 | 1569.92 | 1489.92 | ||
24 | 2019.09.27 16:17 | t/p | 12 | 4.49 | 1489.92 | 1569.92 | 1489.92 | 17698.86 | 39086.49 |
25 | 2019.09.30 13:15 | sell | 13 | 8.20 | 1487.22 | 1527.72 | 1447.72 | ||
26 | 2019.11.12 17:41 | t/p | 13 | 8.20 | 1447.72 | 1527.72 | 1447.72 | 31670.70 | 70757.18 |
27 | 2019.11.13 13:00 | buy | 14 | 14.85 | 1464.17 | 1423.67 | 1503.67 | ||
28 | 2019.12.26 07:26 | t/p | 14 | 14.85 | 1503.67 | 1423.67 | 1503.67 | 46228.05 | 116985.23 |
29 | 2019.12.26 13:00 | buy | 15 | 24.55 | 1504.93 | 1464.43 | 1544.43 | ||
30 | 2020.01.03 10:00 | t/p | 15 | 24.55 | 1544.43 | 1464.43 | 1544.43 | 93319.46 | 210304.69 |
31 | 2020.01.03 13:00 | buy | 16 | 44.14 | 1549.01 | 1508.51 | 1588.51 | ||
32 | 2020.01.08 01:23 | t/p | 16 | 44.14 | 1588.51 | 1508.51 | 1588.51 | 171889.99 | 382194.68 |
33 | 2020.01.08 13:05 | sell | 17 | 80.21 | 1581.47 | 1621.97 | 1541.97 | ||
34 | 2020.01.09 08:42 | t/p | 17 | 80.21 | 1541.97 | 1621.97 | 1541.97 | 316338.61 | 698533.29 |
35 | 2020.01.09 14:00 | buy | 18 | 146.61 | 1548.92 | 1508.42 | 1588.42 | ||
36 | 2020.01.31 17:57 | t/p | 18 | 146.61 | 1588.42 | 1508.42 | 1588.42 | 519116.69 | 1217649.98 |
37 | 2020.02.03 13:10 | buy | 19 | 255.56 | 1579.92 | 1539.42 | 1619.42 | ||
38 | 2020.02.21 08:09 | t/p | 19 | 255.56 | 1619.42 | 1539.42 | 1619.42 | 914393.68 | 2132043.66 |
39 | 2020.02.21 13:00 | buy | 20 | 447.47 | 1634.74 | 1594.24 | 1674.24 | ||
40 | 2020.02.21 23:59 | close at stop | 20 | 447.47 | 1643.29 | 1594.24 | 1674.24 | 382586.85 | 2514630.51 |