Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2012.12.02 22:00 - 2016.10.23 23:59 (2013.01.01 - 2016.10.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | i1="----------------- System settings"; TKCHour1=0; TKCHour2=5; MaxTKCHeight=40; TKCZone=25; TKCMargin=5; DailyHighLowMinLevel=25; ADRMinus=20; Kperiod=5; Dperiod=3; Slowing=3; Overbought=80; Oversold=20; CandleFactor=0.33; MinCandlePips=1; MaxCandlePips=50; DailyTrendMAPeriod=14; Shift=1; i2="----------------- Money management"; FixedLots=0.01; FactorLots2=3; FactorLots3=5; i3="----------------- Orders settings"; MaxTrades=100; StopLoss1=40; TakeProfit1=25; StopLoss2=75; TakeProfit2=25; StopLoss3=40; TakeProfit3=25; TrailingStop=0; BreakEven=0; Slippage=0; Magic1=2010; Magic2=2020; i5="----------------- Time filter gmt+0"; StartHour=6; EndHour=9; FridayEndHour=24; i6="----------------- Backtesting settings"; MinimumBalance=0; | ||||
Bars in test | 48451 | Ticks modelled | 54832661 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 9 | ||
Total net profit | -96.26 | Gross profit | 171.83 | Gross loss | -268.09 |
Profit factor | 0.64 | Expected payoff | -1.55 | ||
Absolute drawdown | 130.76 | Maximal drawdown | 156.42 (15.25%) | Relative drawdown | 15.25% (156.42) |
Total trades | 62 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 46 (52.17%) |
Profit trades (% of total) | 35 (56.45%) | Loss trades (% of total) | 27 (43.55%) | ||
Largest | profit trade | 12.50 | loss trade | -37.63 | |
Average | profit trade | 4.91 | loss trade | -9.93 | |
Maximum | consecutive wins (profit in money) | 9 (27.46) | consecutive losses (loss in money) | 3 (-64.09) | |
Maximal | consecutive profit (count of wins) | 27.46 (9) | consecutive loss (count of losses) | -64.09 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.05.22 14:56 | buy | 1 | 0.01 | 1.28918 | 1.28518 | 1.29168 | ||
2 | 2013.05.22 16:12 | s/l | 1 | 0.01 | 1.28518 | 1.28518 | 1.29168 | -4.00 | 996.00 |
3 | 2013.05.22 16:12 | sell | 2 | 0.03 | 1.28518 | 1.29268 | 1.28268 | ||
4 | 2013.05.23 01:09 | t/p | 2 | 0.03 | 1.28268 | 1.29268 | 1.28268 | 7.54 | 1003.54 |
5 | 2013.08.27 09:04 | buy | 3 | 0.01 | 1.33401 | 1.33001 | 1.33651 | ||
6 | 2013.08.27 13:25 | t/p | 3 | 0.01 | 1.33651 | 1.33001 | 1.33651 | 2.50 | 1006.04 |
7 | 2013.10.16 15:49 | buy | 4 | 0.01 | 1.34829 | 1.34429 | 1.35079 | ||
8 | 2013.10.16 16:35 | t/p | 4 | 0.01 | 1.35079 | 1.34429 | 1.35079 | 2.50 | 1008.54 |
9 | 2013.10.29 17:00 | buy | 5 | 0.01 | 1.37468 | 1.37068 | 1.37718 | ||
10 | 2013.10.29 20:00 | buy | 6 | 0.01 | 1.37434 | 1.37034 | 1.37684 | ||
11 | 2013.10.30 12:13 | t/p | 6 | 0.01 | 1.37684 | 1.37034 | 1.37684 | 2.49 | 1011.02 |
12 | 2013.10.30 12:15 | t/p | 5 | 0.01 | 1.37718 | 1.37068 | 1.37718 | 2.49 | 1013.51 |
13 | 2013.12.02 10:30 | buy | 7 | 0.01 | 1.35543 | 1.35143 | 1.35793 | ||
14 | 2013.12.03 12:23 | t/p | 7 | 0.01 | 1.35793 | 1.35143 | 1.35793 | 2.49 | 1016.00 |
15 | 2013.12.04 15:56 | buy | 8 | 0.01 | 1.35521 | 1.35121 | 1.35771 | ||
16 | 2013.12.04 17:19 | t/p | 8 | 0.01 | 1.35771 | 1.35121 | 1.35771 | 2.50 | 1018.50 |
17 | 2014.02.20 09:00 | buy | 9 | 0.01 | 1.36992 | 1.36592 | 1.37242 | ||
18 | 2014.02.20 15:00 | t/p | 9 | 0.01 | 1.37242 | 1.36592 | 1.37242 | 2.50 | 1021.00 |
19 | 2014.04.02 16:00 | buy | 10 | 0.01 | 1.37615 | 1.37215 | 1.37865 | ||
20 | 2014.04.03 12:33 | t/p | 10 | 0.01 | 1.37865 | 1.37215 | 1.37865 | 2.46 | 1023.46 |
21 | 2014.04.03 13:08 | buy | 11 | 0.01 | 1.37329 | 1.36929 | 1.37579 | ||
22 | 2014.04.04 12:18 | s/l | 11 | 0.01 | 1.36929 | 1.36929 | 1.37579 | -4.01 | 1019.45 |
23 | 2014.04.04 12:19 | sell | 12 | 0.03 | 1.36944 | 1.37694 | 1.36694 | ||
24 | 2014.04.08 08:33 | s/l | 12 | 0.03 | 1.37694 | 1.37694 | 1.36694 | -22.47 | 996.97 |
25 | 2014.04.08 08:34 | buy | 13 | 0.05 | 1.37709 | 1.36959 | 1.37959 | ||
26 | 2014.04.08 12:30 | t/p | 13 | 0.05 | 1.37959 | 1.36959 | 1.37959 | 12.50 | 1009.47 |
27 | 2014.04.29 13:30 | buy | 14 | 0.01 | 1.38249 | 1.37849 | 1.38499 | ||
28 | 2014.04.30 09:00 | s/l | 14 | 0.01 | 1.37849 | 1.37849 | 1.38499 | -4.01 | 1005.46 |
29 | 2014.04.30 09:00 | sell | 15 | 0.03 | 1.37811 | 1.38561 | 1.37561 | ||
30 | 2014.04.30 11:39 | s/l | 15 | 0.03 | 1.38561 | 1.38561 | 1.37561 | -22.50 | 982.96 |
31 | 2014.04.30 11:39 | buy | 16 | 0.05 | 1.38568 | 1.37818 | 1.38818 | ||
32 | 2014.05.01 06:06 | t/p | 16 | 0.05 | 1.38818 | 1.37818 | 1.38818 | 12.31 | 995.26 |
33 | 2014.05.13 13:39 | buy | 17 | 0.01 | 1.37233 | 1.36833 | 1.37483 | ||
34 | 2014.05.15 07:39 | s/l | 17 | 0.01 | 1.36833 | 1.36833 | 1.37483 | -4.05 | 991.21 |
35 | 2014.05.15 07:40 | sell | 18 | 0.03 | 1.36837 | 1.37587 | 1.36587 | ||
36 | 2014.05.15 09:43 | t/p | 18 | 0.03 | 1.36587 | 1.37587 | 1.36587 | 7.50 | 998.71 |
37 | 2014.05.21 11:30 | buy | 19 | 0.01 | 1.36775 | 1.36375 | 1.37025 | ||
38 | 2014.05.21 16:01 | buy | 20 | 0.01 | 1.36697 | 1.36297 | 1.36947 | ||
39 | 2014.05.21 17:11 | s/l | 19 | 0.01 | 1.36375 | 1.36375 | 1.37025 | -4.00 | 994.71 |
40 | 2014.05.21 17:11 | sell | 21 | 0.03 | 1.36357 | 1.37107 | 1.36107 | ||
41 | 2014.05.23 08:05 | s/l | 20 | 0.01 | 1.36297 | 1.36297 | 1.36947 | -4.05 | 990.66 |
42 | 2014.05.23 09:30 | buy | 22 | 0.01 | 1.36197 | 1.35797 | 1.36447 | ||
43 | 2014.05.26 07:43 | t/p | 22 | 0.01 | 1.36447 | 1.35797 | 1.36447 | 2.49 | 993.15 |
44 | 2014.05.27 16:30 | buy | 23 | 0.01 | 1.36177 | 1.35777 | 1.36427 | ||
45 | 2014.05.28 11:17 | t/p | 21 | 0.03 | 1.36107 | 1.37107 | 1.36107 | 7.59 | 1000.74 |
46 | 2014.05.30 14:59 | t/p | 23 | 0.01 | 1.36427 | 1.35777 | 1.36427 | 2.44 | 1003.17 |
47 | 2014.06.02 17:00 | buy | 24 | 0.01 | 1.35962 | 1.35562 | 1.36212 | ||
48 | 2014.06.03 11:19 | t/p | 24 | 0.01 | 1.36212 | 1.35562 | 1.36212 | 2.49 | 1005.66 |
49 | 2014.06.20 15:00 | buy | 25 | 0.01 | 1.35767 | 1.35367 | 1.36017 | ||
50 | 2014.06.23 02:36 | t/p | 25 | 0.01 | 1.36017 | 1.35367 | 1.36017 | 2.49 | 1008.14 |
51 | 2014.07.10 12:31 | buy | 26 | 0.01 | 1.36104 | 1.35704 | 1.36354 | ||
52 | 2014.07.14 07:45 | t/p | 26 | 0.01 | 1.36354 | 1.35704 | 1.36354 | 2.47 | 1010.62 |
53 | 2014.07.15 13:53 | buy | 27 | 0.01 | 1.35927 | 1.35527 | 1.36177 | ||
54 | 2014.07.16 07:42 | s/l | 27 | 0.01 | 1.35527 | 1.35527 | 1.36177 | -4.01 | 1006.61 |
55 | 2014.07.16 07:43 | sell | 28 | 0.03 | 1.35527 | 1.36277 | 1.35277 | ||
56 | 2014.07.16 12:30 | t/p | 28 | 0.03 | 1.35277 | 1.36277 | 1.35277 | 7.50 | 1014.11 |
57 | 2014.07.25 09:02 | buy | 29 | 0.01 | 1.34430 | 1.34030 | 1.34680 | ||
58 | 2014.07.25 13:31 | buy | 30 | 0.01 | 1.34359 | 1.33959 | 1.34609 | ||
59 | 2014.07.30 06:16 | s/l | 29 | 0.01 | 1.34030 | 1.34030 | 1.34680 | -4.04 | 1010.07 |
60 | 2014.07.30 06:17 | sell | 31 | 0.03 | 1.34028 | 1.34778 | 1.33778 | ||
61 | 2014.07.30 07:58 | s/l | 30 | 0.01 | 1.33959 | 1.33959 | 1.34609 | -4.04 | 1006.03 |
62 | 2014.07.30 12:30 | t/p | 31 | 0.03 | 1.33778 | 1.34778 | 1.33778 | 7.50 | 1013.53 |
63 | 2014.08.05 09:46 | buy | 32 | 0.01 | 1.33945 | 1.33545 | 1.34195 | ||
64 | 2014.08.06 06:03 | s/l | 32 | 0.01 | 1.33545 | 1.33545 | 1.34195 | -4.01 | 1009.51 |
65 | 2014.08.06 06:03 | sell | 33 | 0.03 | 1.33540 | 1.34290 | 1.33290 | ||
66 | 2014.08.07 17:00 | buy | 34 | 0.01 | 1.33515 | 1.33115 | 1.33765 | ||
67 | 2014.08.08 06:35 | t/p | 34 | 0.01 | 1.33765 | 1.33115 | 1.33765 | 2.49 | 1012.00 |
68 | 2014.08.08 14:35 | s/l | 33 | 0.03 | 1.34290 | 1.34290 | 1.33290 | -22.45 | 989.55 |
69 | 2014.08.08 14:35 | buy | 35 | 0.05 | 1.34314 | 1.33564 | 1.34564 | ||
70 | 2014.08.12 08:18 | s/l | 35 | 0.05 | 1.33564 | 1.33564 | 1.34564 | -37.63 | 951.92 |
71 | 2014.08.18 16:00 | buy | 36 | 0.01 | 1.33580 | 1.33180 | 1.33830 | ||
72 | 2014.08.19 13:10 | s/l | 36 | 0.01 | 1.33180 | 1.33180 | 1.33830 | -4.01 | 947.91 |
73 | 2014.08.19 13:10 | sell | 37 | 0.03 | 1.33179 | 1.33929 | 1.32929 | ||
74 | 2014.08.19 13:30 | buy | 38 | 0.01 | 1.33278 | 1.32878 | 1.33528 | ||
75 | 2014.08.20 07:43 | t/p | 37 | 0.03 | 1.32929 | 1.33929 | 1.32929 | 7.51 | 955.42 |
76 | 2014.08.20 07:44 | s/l | 38 | 0.01 | 1.32878 | 1.32878 | 1.33528 | -4.01 | 951.41 |
77 | 2014.08.20 07:44 | sell | 39 | 0.03 | 1.32865 | 1.33615 | 1.32615 | ||
78 | 2014.08.20 18:14 | t/p | 39 | 0.03 | 1.32615 | 1.33615 | 1.32615 | 7.50 | 958.91 |
79 | 2014.08.29 16:00 | buy | 40 | 0.01 | 1.31499 | 1.31099 | 1.31749 | ||
80 | 2014.08.29 17:00 | buy | 41 | 0.01 | 1.31457 | 1.31057 | 1.31707 | ||
81 | 2014.09.04 11:45 | s/l | 40 | 0.01 | 1.31099 | 1.31099 | 1.31749 | -4.08 | 954.83 |
82 | 2014.09.04 11:45 | s/l | 41 | 0.01 | 1.31057 | 1.31057 | 1.31707 | -4.08 | 950.75 |
83 | 2014.09.04 11:45 | sell | 42 | 0.03 | 1.30993 | 1.31743 | 1.30743 | ||
84 | 2014.09.04 11:46 | t/p | 42 | 0.03 | 1.30743 | 1.31743 | 1.30743 | 7.50 | 958.25 |
85 | 2014.09.08 18:00 | buy | 43 | 0.01 | 1.29063 | 1.28663 | 1.29313 | ||
86 | 2014.09.09 08:01 | s/l | 43 | 0.01 | 1.28663 | 1.28663 | 1.29313 | -4.01 | 954.24 |
87 | 2014.09.09 08:01 | sell | 44 | 0.03 | 1.28656 | 1.29406 | 1.28406 | ||
88 | 2014.09.09 19:24 | s/l | 44 | 0.03 | 1.29406 | 1.29406 | 1.28406 | -22.50 | 931.74 |
89 | 2014.09.09 19:24 | buy | 45 | 0.05 | 1.29399 | 1.28649 | 1.29649 | ||
90 | 2014.09.12 16:23 | t/p | 45 | 0.05 | 1.29649 | 1.28649 | 1.29649 | 12.18 | 943.91 |
91 | 2015.01.06 13:30 | buy | 46 | 0.01 | 1.19061 | 1.18661 | 1.19311 | ||
92 | 2015.01.06 15:11 | t/p | 46 | 0.01 | 1.19311 | 1.18661 | 1.19311 | 2.50 | 946.41 |
93 | 2015.01.07 13:00 | buy | 47 | 0.01 | 1.18361 | 1.17961 | 1.18611 | ||
94 | 2015.01.08 08:58 | s/l | 47 | 0.01 | 1.17961 | 1.17961 | 1.18611 | -4.04 | 942.38 |
95 | 2015.01.08 08:58 | sell | 48 | 0.03 | 1.17952 | 1.18702 | 1.17702 | ||
96 | 2015.01.08 10:05 | t/p | 48 | 0.03 | 1.17702 | 1.18702 | 1.17702 | 7.50 | 949.88 |
97 | 2015.06.04 22:30 | buy | 49 | 0.01 | 1.12255 | 1.11855 | 1.12505 | ||
98 | 2015.06.04 23:05 | s/l | 49 | 0.01 | 1.11855 | 1.11855 | 1.12505 | -4.00 | 945.88 |
99 | 2015.06.04 23:05 | sell | 50 | 0.03 | 1.11830 | 1.12580 | 1.11580 | ||
100 | 2015.06.05 07:01 | s/l | 50 | 0.03 | 1.12580 | 1.12580 | 1.11580 | -22.49 | 923.39 |
101 | 2015.06.05 07:01 | buy | 51 | 0.05 | 1.12645 | 1.11895 | 1.12895 | ||
102 | 2015.06.05 12:30 | s/l | 51 | 0.05 | 1.11895 | 1.11895 | 1.12895 | -37.50 | 885.89 |
103 | 2015.10.05 17:00 | buy | 52 | 0.01 | 1.11878 | 1.11478 | 1.12128 | ||
104 | 2015.10.06 07:31 | t/p | 52 | 0.01 | 1.12128 | 1.11478 | 1.12128 | 2.49 | 888.37 |
105 | 2015.12.15 15:03 | buy | 53 | 0.01 | 1.09595 | 1.09195 | 1.09845 | ||
106 | 2015.12.15 16:00 | s/l | 53 | 0.01 | 1.09195 | 1.09195 | 1.09845 | -4.00 | 884.37 |
107 | 2015.12.15 16:00 | sell | 54 | 0.03 | 1.09186 | 1.09936 | 1.08936 | ||
108 | 2015.12.16 19:00 | t/p | 54 | 0.03 | 1.08936 | 1.09936 | 1.08936 | 7.51 | 891.89 |
109 | 2015.12.16 21:03 | buy | 55 | 0.01 | 1.09054 | 1.08654 | 1.09304 | ||
110 | 2015.12.16 22:12 | buy | 56 | 0.01 | 1.09048 | 1.08648 | 1.09298 | ||
111 | 2015.12.17 01:13 | s/l | 55 | 0.01 | 1.08654 | 1.08654 | 1.09304 | -4.04 | 887.85 |
112 | 2015.12.17 01:13 | s/l | 56 | 0.01 | 1.08648 | 1.08648 | 1.09298 | -4.04 | 883.81 |
113 | 2015.12.17 01:13 | sell | 57 | 0.03 | 1.08630 | 1.09380 | 1.08380 | ||
114 | 2015.12.17 03:35 | t/p | 57 | 0.03 | 1.08380 | 1.09380 | 1.08380 | 7.50 | 891.31 |
115 | 2016.04.01 15:00 | buy | 58 | 0.01 | 1.13450 | 1.13050 | 1.13700 | ||
116 | 2016.04.01 15:33 | t/p | 58 | 0.01 | 1.13700 | 1.13050 | 1.13700 | 2.50 | 893.81 |
117 | 2016.04.07 12:30 | buy | 59 | 0.01 | 1.13657 | 1.13257 | 1.13907 | ||
118 | 2016.04.07 15:04 | t/p | 59 | 0.01 | 1.13907 | 1.13257 | 1.13907 | 2.50 | 896.31 |
119 | 2016.06.02 14:41 | buy | 60 | 0.01 | 1.11641 | 1.11241 | 1.11891 | ||
120 | 2016.06.02 15:30 | buy | 61 | 0.01 | 1.11575 | 1.11175 | 1.11825 | ||
121 | 2016.06.03 12:30 | t/p | 60 | 0.01 | 1.11891 | 1.11241 | 1.11891 | 2.49 | 898.80 |
122 | 2016.06.03 12:30 | t/p | 61 | 0.01 | 1.11825 | 1.11175 | 1.11825 | 2.49 | 901.28 |
123 | 2016.08.24 16:31 | buy | 62 | 0.01 | 1.12624 | 1.12224 | 1.12874 | ||
124 | 2016.08.25 08:21 | t/p | 62 | 0.01 | 1.12874 | 1.12224 | 1.12874 | 2.46 | 903.74 |