Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2018.10.11 00:00 - 2019.06.28 23:30 (2018.10.11 - 2019.07.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StartHour=10; EndHour=22; TakeProfit=1550; StopLoss=500; Lots=0.1; RiskPercent=48; TrailingStop=0; useCloseBySig=false; RISK=5; period=18; PercValue=5; | ||||
Bars in test | 9841 | Ticks modelled | 9375185 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 250.00 | Spread | Current (11) | ||
Total net profit | 1203710.17 | Gross profit | 1389083.07 | Gross loss | -185372.91 |
Profit factor | 7.49 | Expected payoff | 42989.65 | ||
Absolute drawdown | 111.91 | Maximal drawdown | 491904.70 (73.84%) | Relative drawdown | 91.00% (2473.62) |
Total trades | 28 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
Largest | profit trade | 691364.81 | loss trade | -175387.61 | |
Average | profit trade | 77171.28 | loss trade | -18537.29 | |
Maximum | consecutive wins (profit in money) | 6 (364274.74) | consecutive losses (loss in money) | 3 (-1927.05) | |
Maximal | consecutive profit (count of wins) | 1013254.27 (3) | consecutive loss (count of losses) | -175387.61 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.10.11 14:30 | sell | 1 | 0.24 | 1.15753 | 1.16253 | 1.14203 | ||
2 | 2018.10.24 11:00 | t/p | 1 | 0.24 | 1.14203 | 1.16253 | 1.14203 | 372.63 | 622.63 |
3 | 2018.10.24 14:00 | buy | 2 | 0.60 | 1.14139 | 1.13628 | 1.15689 | ||
4 | 2018.10.25 20:44 | s/l | 2 | 0.60 | 1.13628 | 1.13628 | 1.15689 | -318.64 | 303.99 |
5 | 2018.10.26 15:30 | buy | 3 | 0.29 | 1.13436 | 1.12925 | 1.14986 | ||
6 | 2018.11.07 12:06 | t/p | 3 | 0.29 | 1.14986 | 1.12925 | 1.14986 | 430.10 | 734.09 |
7 | 2018.11.07 14:00 | sell | 4 | 0.70 | 1.14896 | 1.15396 | 1.13346 | ||
8 | 2018.11.09 10:00 | t/p | 4 | 0.70 | 1.13346 | 1.15396 | 1.13346 | 1085.67 | 1819.76 |
9 | 2018.11.09 10:30 | buy | 5 | 1.75 | 1.13412 | 1.12901 | 1.14962 | ||
10 | 2018.11.12 08:41 | s/l | 5 | 1.75 | 1.12901 | 1.12901 | 1.14962 | -905.96 | 913.81 |
11 | 2018.11.12 11:00 | buy | 6 | 0.88 | 1.12617 | 1.12106 | 1.14167 | ||
12 | 2018.11.16 19:24 | t/p | 6 | 0.88 | 1.14167 | 1.12106 | 1.14167 | 1328.68 | 2242.48 |
13 | 2018.11.16 19:24 | sell | 7 | 2.15 | 1.14167 | 1.14667 | 1.12617 | ||
14 | 2018.11.20 10:10 | s/l | 7 | 2.15 | 1.14667 | 1.14667 | 1.12617 | -1073.97 | 1168.51 |
15 | 2018.11.20 11:30 | buy | 8 | 1.12 | 1.14338 | 1.13827 | 1.15888 | ||
16 | 2018.11.20 19:40 | s/l | 8 | 1.12 | 1.13827 | 1.13827 | 1.15888 | -572.32 | 596.19 |
17 | 2018.11.21 11:00 | sell | 9 | 0.57 | 1.14015 | 1.14515 | 1.12465 | ||
18 | 2018.12.20 11:13 | s/l | 9 | 0.57 | 1.14515 | 1.14515 | 1.12465 | -280.76 | 315.43 |
19 | 2018.12.20 12:30 | sell | 10 | 0.30 | 1.14739 | 1.15239 | 1.13189 | ||
20 | 2019.01.03 00:38 | t/p | 10 | 0.30 | 1.13189 | 1.15239 | 1.13189 | 466.01 | 781.44 |
21 | 2019.01.03 10:00 | sell | 11 | 0.75 | 1.13693 | 1.14193 | 1.12143 | ||
22 | 2019.01.04 11:22 | s/l | 11 | 0.75 | 1.14193 | 1.14193 | 1.12143 | -374.82 | 406.62 |
23 | 2019.01.04 17:30 | buy | 12 | 0.39 | 1.13925 | 1.13414 | 1.15475 | ||
24 | 2019.01.09 21:00 | t/p | 12 | 0.39 | 1.15475 | 1.13414 | 1.15475 | 596.67 | 1003.30 |
25 | 2019.01.10 13:00 | buy | 13 | 0.96 | 1.15286 | 1.14775 | 1.16836 | ||
26 | 2019.01.11 16:23 | s/l | 13 | 0.96 | 1.14775 | 1.14775 | 1.16836 | -496.98 | 506.31 |
27 | 2019.01.14 10:30 | sell | 14 | 0.49 | 1.14720 | 1.15220 | 1.13170 | ||
28 | 2019.01.24 15:37 | t/p | 14 | 0.49 | 1.13170 | 1.15220 | 1.13170 | 760.91 | 1267.22 |
29 | 2019.01.24 21:00 | buy | 15 | 1.22 | 1.13045 | 1.12534 | 1.14595 | ||
30 | 2019.01.30 21:00 | t/p | 15 | 1.22 | 1.14595 | 1.12534 | 1.14595 | 1858.35 | 3125.58 |
31 | 2019.01.31 10:00 | sell | 16 | 3.00 | 1.14956 | 1.15456 | 1.13406 | ||
32 | 2019.02.07 12:14 | t/p | 16 | 3.00 | 1.13406 | 1.15456 | 1.13406 | 4655.04 | 7780.62 |
33 | 2019.02.07 12:14 | buy | 17 | 7.47 | 1.13406 | 1.12895 | 1.14956 | ||
34 | 2019.02.11 16:19 | s/l | 17 | 7.47 | 1.12895 | 1.12895 | 1.14956 | -3917.12 | 3863.50 |
35 | 2019.02.11 17:00 | buy | 18 | 3.71 | 1.12924 | 1.12413 | 1.14474 | ||
36 | 2019.02.15 15:28 | s/l | 18 | 3.71 | 1.12413 | 1.12413 | 1.14474 | -2044.73 | 1818.77 |
37 | 2019.02.15 16:00 | buy | 19 | 1.75 | 1.12536 | 1.12025 | 1.14086 | ||
38 | 2019.02.28 13:07 | t/p | 19 | 1.75 | 1.14086 | 1.12025 | 1.14086 | 2560.30 | 4379.07 |
39 | 2019.02.28 13:07 | sell | 20 | 4.20 | 1.14086 | 1.14586 | 1.12536 | ||
40 | 2019.03.07 16:03 | t/p | 20 | 4.20 | 1.12536 | 1.14586 | 1.12536 | 6517.06 | 10896.13 |
41 | 2019.03.07 19:30 | buy | 21 | 10.46 | 1.12211 | 1.11700 | 1.13761 | ||
42 | 2019.03.20 20:00 | t/p | 21 | 10.46 | 1.13761 | 1.11700 | 1.13761 | 15443.25 | 26339.38 |
43 | 2019.03.20 21:30 | sell | 22 | 25.29 | 1.14203 | 1.14703 | 1.12653 | ||
44 | 2019.03.26 22:16 | t/p | 22 | 25.29 | 1.12653 | 1.14703 | 1.12653 | 39235.92 | 65575.29 |
45 | 2019.03.27 12:00 | sell | 23 | 62.95 | 1.12798 | 1.13298 | 1.11248 | ||
46 | 2019.04.25 14:36 | t/p | 23 | 62.95 | 1.11248 | 1.13298 | 1.11248 | 98040.85 | 163616.14 |
47 | 2019.04.25 16:00 | buy | 24 | 157.07 | 1.11314 | 1.10803 | 1.12864 | ||
48 | 2019.06.05 12:22 | t/p | 24 | 157.07 | 1.12864 | 1.10803 | 1.12864 | 202477.37 | 366093.51 |
49 | 2019.06.05 12:22 | sell | 25 | 351.45 | 1.12864 | 1.13364 | 1.11314 | ||
50 | 2019.06.07 17:19 | s/l | 25 | 351.45 | 1.13364 | 1.13364 | 1.11314 | -175387.61 | 190705.90 |
51 | 2019.06.07 18:00 | sell | 26 | 183.08 | 1.13373 | 1.13873 | 1.11823 | ||
52 | 2019.06.18 12:03 | t/p | 26 | 183.08 | 1.11823 | 1.13873 | 1.11823 | 284169.45 | 474875.35 |
53 | 2019.06.18 13:30 | buy | 27 | 455.88 | 1.11932 | 1.11421 | 1.13482 | ||
54 | 2019.06.21 20:15 | t/p | 27 | 455.88 | 1.13482 | 1.11421 | 1.13482 | 691364.81 | 1166240.17 |
55 | 2019.06.24 10:00 | sell | 28 | 500.00 | 1.13778 | 1.14278 | 1.12228 | ||
56 | 2019.06.28 23:59 | close at stop | 28 | 500.00 | 1.13704 | 1.14278 | 1.12228 | 37720.00 | 1203960.17 |