Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.17 23:30 (2019.11.18 - 2020.02.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | daBUY=true; x1=3; x2=56; x3=60; x4=150; slb=418; tpb=600; daSELL=true; y1=55; y2=81; y3=151; y4=38; sls=495; tps=175; useTimeFilter=true; HourBegin=3; HourEnd=14; PercentMM=90; LotSize=0.1; | ||||
Bars in test | 4073 | Ticks modelled | 1832651 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Current (16) | ||
Total net profit | 1526778.71 | Gross profit | 1615065.33 | Gross loss | -88286.62 |
Profit factor | 18.29 | Expected payoff | 33190.84 | ||
Absolute drawdown | 278.98 | Maximal drawdown | 334440.00 (24.62%) | Relative drawdown | 85.23% (9876.98) |
Total trades | 46 | Short positions (won %) | 41 (87.80%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 40 (86.96%) | Loss trades (% of total) | 6 (13.04%) | ||
Largest | profit trade | 177560.00 | loss trade | -31447.43 | |
Average | profit trade | 40376.63 | loss trade | -14714.44 | |
Maximum | consecutive wins (profit in money) | 10 (1440288.77) | consecutive losses (loss in money) | 1 (-31447.43) | |
Maximal | consecutive profit (count of wins) | 1440288.77 (10) | consecutive loss (count of losses) | -31447.43 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.19 03:00 | sell | 1 | 0.91 | 1.10690 | 1.11201 | 1.10515 | ||
2 | 2019.11.22 11:03 | t/p | 1 | 0.91 | 1.10515 | 1.11201 | 1.10515 | 170.90 | 670.90 |
3 | 2019.11.22 13:30 | sell | 2 | 1.22 | 1.10573 | 1.11084 | 1.10398 | ||
4 | 2019.11.22 17:40 | t/p | 2 | 1.22 | 1.10398 | 1.11084 | 1.10398 | 213.50 | 884.40 |
5 | 2019.11.25 05:30 | sell | 3 | 1.61 | 1.10202 | 1.10713 | 1.10027 | ||
6 | 2019.11.26 06:30 | buy | 4 | 1.28 | 1.10165 | 1.09731 | 1.10765 | ||
7 | 2019.11.27 15:33 | t/p | 3 | 1.61 | 1.10027 | 1.10713 | 1.10027 | 289.99 | 1174.39 |
8 | 2019.11.28 06:00 | sell | 5 | 1.23 | 1.10050 | 1.10561 | 1.09875 | ||
9 | 2019.11.29 15:10 | t/p | 5 | 1.23 | 1.09875 | 1.10561 | 1.09875 | 218.40 | 1392.79 |
10 | 2019.12.02 08:30 | sell | 6 | 1.84 | 1.10167 | 1.10678 | 1.09992 | ||
11 | 2019.12.02 17:09 | s/l | 6 | 1.84 | 1.10678 | 1.10678 | 1.09992 | -940.24 | 452.55 |
12 | 2019.12.02 17:30 | modify | 4 | 1.28 | 1.10165 | 1.10318 | 1.10765 | ||
13 | 2019.12.02 17:32 | t/p | 4 | 1.28 | 1.10765 | 1.10318 | 1.10765 | 666.62 | 1119.17 |
14 | 2019.12.03 08:00 | sell | 7 | 2.03 | 1.10732 | 1.11243 | 1.10557 | ||
15 | 2019.12.06 17:00 | t/p | 7 | 2.03 | 1.10557 | 1.11243 | 1.10557 | 381.23 | 1500.41 |
16 | 2019.12.11 07:00 | sell | 8 | 2.73 | 1.10896 | 1.11407 | 1.10721 | ||
17 | 2019.12.11 14:57 | t/p | 8 | 2.73 | 1.10721 | 1.11407 | 1.10721 | 477.75 | 1978.16 |
18 | 2019.12.12 08:30 | sell | 9 | 3.60 | 1.11381 | 1.11892 | 1.11206 | ||
19 | 2019.12.12 17:03 | t/p | 9 | 3.60 | 1.11206 | 1.11892 | 1.11206 | 630.00 | 2608.16 |
20 | 2019.12.13 08:30 | sell | 10 | 4.74 | 1.11673 | 1.12184 | 1.11498 | ||
21 | 2019.12.13 16:57 | t/p | 10 | 4.74 | 1.11498 | 1.12184 | 1.11498 | 829.50 | 3437.66 |
22 | 2019.12.17 09:00 | sell | 11 | 6.25 | 1.11450 | 1.11961 | 1.11275 | ||
23 | 2019.12.18 13:28 | t/p | 11 | 6.25 | 1.11275 | 1.11961 | 1.11275 | 1109.75 | 4547.41 |
24 | 2019.12.18 13:30 | sell | 12 | 8.27 | 1.11255 | 1.11766 | 1.11080 | ||
25 | 2019.12.20 13:13 | t/p | 12 | 8.27 | 1.11080 | 1.11766 | 1.11080 | 1531.93 | 6079.34 |
26 | 2019.12.20 13:30 | sell | 13 | 11.05 | 1.10935 | 1.11446 | 1.10760 | ||
27 | 2019.12.20 18:28 | t/p | 13 | 11.05 | 1.10760 | 1.11446 | 1.10760 | 1933.75 | 8013.09 |
28 | 2019.12.23 03:00 | sell | 14 | 14.57 | 1.10754 | 1.11265 | 1.10579 | ||
29 | 2019.12.23 06:30 | buy | 15 | 8.36 | 1.10816 | 1.10382 | 1.11416 | ||
30 | 2019.12.27 09:35 | s/l | 14 | 14.57 | 1.11265 | 1.11265 | 1.10579 | -7221.47 | 791.62 |
31 | 2019.12.27 10:00 | modify | 15 | 8.36 | 1.10816 | 1.10869 | 1.11416 | ||
32 | 2019.12.27 12:19 | t/p | 15 | 8.36 | 1.11416 | 1.10869 | 1.11416 | 4353.89 | 5145.51 |
33 | 2019.12.30 06:30 | sell | 16 | 9.36 | 1.11964 | 1.12475 | 1.11789 | ||
34 | 2019.12.30 13:00 | buy | 17 | 6.97 | 1.11944 | 1.11510 | 1.12544 | ||
35 | 2019.12.31 16:00 | modify | 17 | 6.97 | 1.11944 | 1.11956 | 1.12544 | ||
36 | 2020.01.02 12:26 | s/l | 17 | 6.97 | 1.11956 | 1.11956 | 1.12544 | -376.38 | 4769.13 |
37 | 2020.01.02 16:27 | t/p | 16 | 9.36 | 1.11789 | 1.12475 | 1.11789 | 1757.81 | 6526.93 |
38 | 2020.01.03 07:30 | sell | 18 | 11.87 | 1.11657 | 1.12168 | 1.11482 | ||
39 | 2020.01.03 11:12 | t/p | 18 | 11.87 | 1.11482 | 1.12168 | 1.11482 | 2077.25 | 8604.18 |
40 | 2020.01.03 11:30 | sell | 19 | 15.64 | 1.11462 | 1.11973 | 1.11287 | ||
41 | 2020.01.03 13:11 | t/p | 19 | 15.64 | 1.11287 | 1.11973 | 1.11287 | 2737.00 | 11341.18 |
42 | 2020.01.06 08:30 | sell | 20 | 20.62 | 1.11596 | 1.12107 | 1.11421 | ||
43 | 2020.01.07 17:22 | t/p | 20 | 20.62 | 1.11421 | 1.12107 | 1.11421 | 3661.29 | 15002.47 |
44 | 2020.01.08 06:30 | sell | 21 | 27.28 | 1.11506 | 1.12017 | 1.11331 | ||
45 | 2020.01.08 10:13 | t/p | 21 | 27.28 | 1.11331 | 1.12017 | 1.11331 | 4774.00 | 19776.47 |
46 | 2020.01.08 13:30 | sell | 22 | 35.96 | 1.11277 | 1.11788 | 1.11102 | ||
47 | 2020.01.08 18:29 | t/p | 22 | 35.96 | 1.11102 | 1.11788 | 1.11102 | 6293.00 | 26069.47 |
48 | 2020.01.09 06:30 | sell | 23 | 47.40 | 1.11129 | 1.11640 | 1.10954 | ||
49 | 2020.01.09 17:40 | t/p | 23 | 47.40 | 1.10954 | 1.11640 | 1.10954 | 8295.00 | 34364.47 |
50 | 2020.01.10 04:00 | sell | 24 | 62.48 | 1.11035 | 1.11546 | 1.10860 | ||
51 | 2020.01.10 06:00 | buy | 25 | 36.85 | 1.11089 | 1.10655 | 1.11689 | ||
52 | 2020.01.15 13:10 | s/l | 24 | 62.48 | 1.11546 | 1.11546 | 1.10860 | -31447.43 | 2917.04 |
53 | 2020.01.15 16:30 | modify | 25 | 36.85 | 1.11089 | 1.11177 | 1.11689 | ||
54 | 2020.01.16 05:00 | sell | 26 | 13.32 | 1.11510 | 1.12021 | 1.11335 | ||
55 | 2020.01.16 14:32 | t/p | 25 | 36.85 | 1.11689 | 1.11177 | 1.11689 | 19191.48 | 22108.52 |
56 | 2020.01.16 17:18 | t/p | 26 | 13.32 | 1.11335 | 1.12021 | 1.11335 | 2331.00 | 24439.52 |
57 | 2020.01.17 12:00 | sell | 27 | 44.44 | 1.11270 | 1.11781 | 1.11095 | ||
58 | 2020.01.17 13:13 | t/p | 27 | 44.44 | 1.11095 | 1.11781 | 1.11095 | 7777.00 | 32216.52 |
59 | 2020.01.17 13:30 | sell | 28 | 58.58 | 1.11096 | 1.11607 | 1.10921 | ||
60 | 2020.01.17 17:35 | t/p | 28 | 58.58 | 1.10921 | 1.11607 | 1.10921 | 10251.50 | 42468.02 |
61 | 2020.01.20 06:30 | sell | 29 | 77.21 | 1.10942 | 1.11453 | 1.10767 | ||
62 | 2020.01.22 10:35 | t/p | 29 | 77.21 | 1.10767 | 1.11453 | 1.10767 | 13907.07 | 56375.08 |
63 | 2020.01.22 13:30 | sell | 30 | 102.50 | 1.10815 | 1.11326 | 1.10640 | ||
64 | 2020.01.23 16:21 | t/p | 30 | 102.50 | 1.10640 | 1.11326 | 1.10640 | 18724.70 | 75099.78 |
65 | 2020.01.24 05:30 | sell | 31 | 136.55 | 1.10493 | 1.11004 | 1.10318 | ||
66 | 2020.01.24 13:35 | t/p | 31 | 136.55 | 1.10318 | 1.11004 | 1.10318 | 23896.25 | 98996.03 |
67 | 2020.01.27 03:30 | buy | 32 | 213.15 | 1.10324 | 1.09890 | 1.10924 | ||
68 | 2020.01.27 05:00 | sell | 33 | 80.15 | 1.10287 | 1.10798 | 1.10112 | ||
69 | 2020.01.27 18:08 | t/p | 33 | 80.15 | 1.10112 | 1.10798 | 1.10112 | 14026.25 | 113022.28 |
70 | 2020.01.28 09:00 | sell | 34 | 61.78 | 1.10187 | 1.10698 | 1.10012 | ||
71 | 2020.01.28 17:05 | t/p | 34 | 61.78 | 1.10012 | 1.10698 | 1.10012 | 10811.50 | 123833.78 |
72 | 2020.01.29 04:00 | sell | 35 | 65.47 | 1.10159 | 1.10670 | 1.09984 | ||
73 | 2020.01.29 11:03 | t/p | 35 | 65.47 | 1.09984 | 1.10670 | 1.09984 | 11457.25 | 135291.03 |
74 | 2020.01.30 09:00 | sell | 36 | 46.93 | 1.10097 | 1.10608 | 1.09922 | ||
75 | 2020.01.31 16:42 | s/l | 36 | 46.93 | 1.10608 | 1.10608 | 1.09922 | -23861.09 | 111429.94 |
76 | 2020.01.31 18:00 | modify | 32 | 213.15 | 1.10324 | 1.10377 | 1.10924 | ||
77 | 2020.01.31 23:26 | t/p | 32 | 213.15 | 1.10924 | 1.10377 | 1.10924 | 111008.52 | 222438.46 |
78 | 2020.02.03 03:00 | sell | 37 | 404.43 | 1.10809 | 1.11320 | 1.10634 | ||
79 | 2020.02.03 11:13 | t/p | 37 | 404.43 | 1.10634 | 1.11320 | 1.10634 | 70775.25 | 293213.71 |
80 | 2020.02.03 11:30 | sell | 38 | 533.12 | 1.10617 | 1.11128 | 1.10442 | ||
81 | 2020.02.03 17:00 | t/p | 38 | 533.12 | 1.10442 | 1.11128 | 1.10442 | 93296.00 | 386509.71 |
82 | 2020.02.04 04:30 | sell | 39 | 702.74 | 1.10561 | 1.11072 | 1.10386 | ||
83 | 2020.02.04 17:29 | t/p | 39 | 702.74 | 1.10386 | 1.11072 | 1.10386 | 122979.50 | 509489.21 |
84 | 2020.02.05 04:00 | sell | 40 | 926.34 | 1.10398 | 1.10909 | 1.10223 | ||
85 | 2020.02.05 12:47 | t/p | 40 | 926.34 | 1.10223 | 1.10909 | 1.10223 | 162109.50 | 671598.71 |
86 | 2020.02.05 13:30 | sell | 41 | 1000.00 | 1.10179 | 1.10690 | 1.10004 | ||
87 | 2020.02.05 17:02 | t/p | 41 | 1000.00 | 1.10004 | 1.10690 | 1.10004 | 175000.00 | 846598.71 |
88 | 2020.02.07 07:00 | sell | 42 | 1000.00 | 1.09805 | 1.10316 | 1.09630 | ||
89 | 2020.02.07 10:59 | t/p | 42 | 1000.00 | 1.09630 | 1.10316 | 1.09630 | 175000.00 | 1021598.71 |
90 | 2020.02.07 12:30 | sell | 43 | 1000.00 | 1.09484 | 1.09995 | 1.09309 | ||
91 | 2020.02.10 16:08 | t/p | 43 | 1000.00 | 1.09309 | 1.09995 | 1.09309 | 177560.00 | 1199158.71 |
92 | 2020.02.11 07:00 | sell | 44 | 1000.00 | 1.09086 | 1.09597 | 1.08911 | ||
93 | 2020.02.12 17:18 | t/p | 44 | 1000.00 | 1.08911 | 1.09597 | 1.08911 | 177560.00 | 1376718.71 |
94 | 2020.02.13 07:00 | sell | 45 | 1000.00 | 1.08683 | 1.09194 | 1.08508 | ||
95 | 2020.02.13 16:07 | t/p | 45 | 1000.00 | 1.08508 | 1.09194 | 1.08508 | 175000.00 | 1551718.71 |
96 | 2020.02.14 06:00 | sell | 46 | 1000.00 | 1.08310 | 1.08821 | 1.08135 | ||
97 | 2020.02.17 23:59 | close at stop | 46 | 1000.00 | 1.08337 | 1.08821 | 1.08135 | -24440.00 | 1527278.71 |