Symbol | USDTHB (US Dollar vs Thai Baht) | ||||
Period | 5 Minutes (M5) 2017.02.13 16:20 - 2020.02.28 20:55 (2010.01.14 - 2020.02.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StrategyMode=1; FIFO=false; DisplayInfoPanel=false; TimeRangeFrom="08:00"; TimeRangeTo="20:00"; Balance_Per_lot=100000; Fixed_Lots=0.01; Basket_Stop_Loss_Perc=0.9; Lot_Multiplier=1; Max_Spread=5000; | ||||
Bars in test | 172594 | Ticks modelled | 10459628 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 38.20 | Gross profit | 83.77 | Gross loss | -45.57 |
Profit factor | 1.84 | Expected payoff | 0.83 | ||
Absolute drawdown | 74.39 | Maximal drawdown | 83.66 (8.29%) | Relative drawdown | 8.29% (83.66) |
Total trades | 46 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 28 (89.29%) |
Profit trades (% of total) | 40 (86.96%) | Loss trades (% of total) | 6 (13.04%) | ||
Largest | profit trade | 12.23 | loss trade | -21.45 | |
Average | profit trade | 2.09 | loss trade | -7.60 | |
Maximum | consecutive wins (profit in money) | 10 (14.09) | consecutive losses (loss in money) | 1 (-21.45) | |
Maximal | consecutive profit (count of wins) | 33.13 (8) | consecutive loss (count of losses) | -21.45 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.02.15 08:10 | buy | 1 | 0.01 | 35.02720 | 0.00000 | 0.00000 | ||
2 | 2017.02.15 08:10 | modify | 1 | 0.01 | 35.02720 | 0.00000 | 35.07720 | ||
3 | 2017.03.02 21:22 | t/p | 1 | 0.01 | 35.07720 | 0.00000 | 35.07720 | 0.86 | 1000.86 |
4 | 2017.04.14 11:30 | sell | 2 | 0.01 | 34.33980 | 0.00000 | 0.00000 | ||
5 | 2017.04.14 11:30 | modify | 2 | 0.01 | 34.33980 | 0.00000 | 34.28980 | ||
6 | 2017.04.17 04:09 | t/p | 2 | 0.01 | 34.28980 | 0.00000 | 34.28980 | 1.35 | 1002.21 |
7 | 2017.04.24 18:15 | buy | 3 | 0.01 | 34.37830 | 0.00000 | 0.00000 | ||
8 | 2017.04.24 18:15 | modify | 3 | 0.01 | 34.37830 | 0.00000 | 34.42830 | ||
9 | 2017.04.25 15:43 | t/p | 3 | 0.01 | 34.42830 | 0.00000 | 34.42830 | 1.36 | 1003.57 |
10 | 2017.05.30 14:30 | buy | 4 | 0.01 | 34.15080 | 0.00000 | 0.00000 | ||
11 | 2017.05.30 14:30 | modify | 4 | 0.01 | 34.15080 | 0.00000 | 34.20080 | ||
12 | 2017.06.02 04:39 | t/p | 4 | 0.01 | 34.20080 | 0.00000 | 34.20080 | 1.24 | 1004.81 |
13 | 2017.06.07 13:10 | sell | 5 | 0.01 | 33.96790 | 0.00000 | 0.00000 | ||
14 | 2017.06.07 13:10 | modify | 5 | 0.01 | 33.96790 | 0.00000 | 33.91790 | ||
15 | 2017.06.12 06:09 | sell | 6 | 0.01 | 34.03310 | 0.00000 | 0.00000 | ||
16 | 2017.06.12 06:09 | modify | 6 | 0.01 | 34.03310 | 0.00000 | 33.95050 | ||
17 | 2017.06.12 06:09 | modify | 5 | 0.01 | 33.96790 | 0.00000 | 33.95050 | ||
18 | 2017.06.13 09:00 | close | 6 | 0.01 | 33.98970 | 0.00000 | 33.95050 | 1.17 | 1005.98 |
19 | 2017.06.13 09:00 | close | 5 | 0.01 | 33.98970 | 0.00000 | 33.95050 | -0.95 | 1005.03 |
20 | 2017.06.14 08:30 | sell | 7 | 0.01 | 33.89850 | 0.00000 | 0.00000 | ||
21 | 2017.06.14 08:30 | modify | 7 | 0.01 | 33.89850 | 0.00000 | 33.84850 | ||
22 | 2017.06.14 16:40 | t/p | 7 | 0.01 | 33.84850 | 0.00000 | 33.84850 | 1.41 | 1006.44 |
23 | 2017.06.19 15:30 | buy | 8 | 0.01 | 33.95660 | 0.00000 | 0.00000 | ||
24 | 2017.06.19 15:30 | modify | 8 | 0.01 | 33.95660 | 0.00000 | 34.00660 | ||
25 | 2017.06.20 13:38 | t/p | 8 | 0.01 | 34.00660 | 0.00000 | 34.00660 | 1.37 | 1007.81 |
26 | 2017.07.04 11:45 | buy | 9 | 0.01 | 34.01810 | 0.00000 | 0.00000 | ||
27 | 2017.07.04 11:45 | modify | 9 | 0.01 | 34.01810 | 0.00000 | 34.06810 | ||
28 | 2017.07.05 18:20 | t/p | 9 | 0.01 | 34.06810 | 0.00000 | 34.06810 | 1.37 | 1009.18 |
29 | 2017.07.11 08:46 | buy | 10 | 0.01 | 34.13580 | 0.00000 | 0.00000 | ||
30 | 2017.07.11 08:46 | modify | 10 | 0.01 | 34.13580 | 0.00000 | 34.18580 | ||
31 | 2017.07.24 20:16 | buy | 11 | 0.01 | 33.42330 | 0.00000 | 0.00000 | ||
32 | 2017.07.24 20:16 | modify | 11 | 0.01 | 33.42330 | 0.00000 | 33.82955 | ||
33 | 2017.07.24 20:16 | modify | 10 | 0.01 | 34.13580 | 0.00000 | 33.82955 | ||
34 | 2017.07.31 04:22 | buy | 12 | 0.01 | 33.37330 | 0.00000 | 0.00000 | ||
35 | 2017.07.31 04:22 | modify | 12 | 0.01 | 33.37330 | 0.00000 | 33.69413 | ||
36 | 2017.07.31 04:22 | modify | 11 | 0.01 | 33.42330 | 0.00000 | 33.69413 | ||
37 | 2017.07.31 04:22 | modify | 10 | 0.01 | 34.13580 | 0.00000 | 33.69413 | ||
38 | 2017.08.04 13:45 | buy | 13 | 0.01 | 33.25430 | 0.00000 | 0.00000 | ||
39 | 2017.08.04 13:45 | modify | 13 | 0.01 | 33.25430 | 0.00000 | 33.59668 | ||
40 | 2017.08.04 13:45 | modify | 12 | 0.01 | 33.37330 | 0.00000 | 33.59668 | ||
41 | 2017.08.04 13:45 | modify | 11 | 0.01 | 33.42330 | 0.00000 | 33.59668 | ||
42 | 2017.08.04 13:45 | modify | 10 | 0.01 | 34.13580 | 0.00000 | 33.59668 | ||
43 | 2017.09.20 06:38 | buy | 14 | 0.01 | 33.07800 | 0.00000 | 0.00000 | ||
44 | 2017.09.20 06:38 | modify | 14 | 0.01 | 33.07800 | 0.00000 | 33.50294 | ||
45 | 2017.09.20 06:38 | modify | 13 | 0.01 | 33.25430 | 0.00000 | 33.50294 | ||
46 | 2017.09.20 06:38 | modify | 12 | 0.01 | 33.37330 | 0.00000 | 33.50294 | ||
47 | 2017.09.20 06:38 | modify | 11 | 0.01 | 33.42330 | 0.00000 | 33.50294 | ||
48 | 2017.09.20 06:38 | modify | 10 | 0.01 | 34.13580 | 0.00000 | 33.50294 | ||
49 | 2017.10.03 04:24 | t/p | 10 | 0.01 | 33.50294 | 0.00000 | 33.50294 | -21.45 | 987.73 |
50 | 2017.10.03 04:24 | t/p | 11 | 0.01 | 33.50294 | 0.00000 | 33.50294 | 0.20 | 987.93 |
51 | 2017.10.03 04:24 | t/p | 12 | 0.01 | 33.50294 | 0.00000 | 33.50294 | 1.90 | 989.83 |
52 | 2017.10.03 04:24 | t/p | 13 | 0.01 | 33.50294 | 0.00000 | 33.50294 | 5.63 | 995.45 |
53 | 2017.10.03 04:24 | t/p | 14 | 0.01 | 33.50294 | 0.00000 | 33.50294 | 12.23 | 1007.69 |
54 | 2017.10.12 15:37 | buy | 15 | 0.01 | 33.14530 | 0.00000 | 0.00000 | ||
55 | 2017.10.12 15:37 | modify | 15 | 0.01 | 33.14530 | 0.00000 | 33.19530 | ||
56 | 2017.10.23 03:00 | t/p | 15 | 0.01 | 33.19530 | 0.00000 | 33.19530 | 1.17 | 1008.86 |
57 | 2017.11.09 11:40 | sell | 16 | 0.01 | 33.09680 | 0.00000 | 0.00000 | ||
58 | 2017.11.09 11:40 | modify | 16 | 0.01 | 33.09680 | 0.00000 | 33.04680 | ||
59 | 2017.11.15 03:35 | t/p | 16 | 0.01 | 33.04680 | 0.00000 | 33.04680 | 1.28 | 1010.14 |
60 | 2017.12.04 18:45 | buy | 17 | 0.01 | 32.63820 | 0.00000 | 0.00000 | ||
61 | 2017.12.04 18:45 | modify | 17 | 0.01 | 32.63820 | 0.00000 | 32.68820 | ||
62 | 2017.12.19 03:00 | t/p | 17 | 0.01 | 32.68820 | 0.00000 | 32.68820 | 1.01 | 1011.16 |
63 | 2018.01.17 14:01 | buy | 18 | 0.01 | 31.98180 | 0.00000 | 0.00000 | ||
64 | 2018.01.17 14:01 | modify | 18 | 0.01 | 31.98180 | 0.00000 | 32.03180 | ||
65 | 2018.01.26 04:16 | buy | 19 | 0.01 | 31.38880 | 0.00000 | 0.00000 | ||
66 | 2018.01.26 04:16 | modify | 19 | 0.01 | 31.38880 | 0.00000 | 31.73530 | ||
67 | 2018.01.26 04:16 | modify | 18 | 0.01 | 31.98180 | 0.00000 | 31.73530 | ||
68 | 2018.02.06 03:53 | close | 19 | 0.01 | 31.70720 | 0.00000 | 31.73530 | 9.70 | 1020.86 |
69 | 2018.02.06 03:53 | close | 18 | 0.01 | 31.70720 | 0.00000 | 31.73530 | -9.32 | 1011.54 |
70 | 2018.02.06 08:40 | sell | 20 | 0.01 | 31.56680 | 0.00000 | 0.00000 | ||
71 | 2018.02.06 08:40 | modify | 20 | 0.01 | 31.56680 | 0.00000 | 31.51680 | ||
72 | 2018.02.06 10:10 | t/p | 20 | 0.01 | 31.51680 | 0.00000 | 31.51680 | 1.52 | 1013.06 |
73 | 2018.03.05 08:20 | buy | 21 | 0.01 | 31.44550 | 0.00000 | 0.00000 | ||
74 | 2018.03.05 08:20 | modify | 21 | 0.01 | 31.44550 | 0.00000 | 31.49550 | ||
75 | 2018.04.06 19:47 | buy | 22 | 0.01 | 31.29180 | 0.00000 | 0.00000 | ||
76 | 2018.04.06 19:47 | modify | 22 | 0.01 | 31.29180 | 0.00000 | 31.41865 | ||
77 | 2018.04.06 19:47 | modify | 21 | 0.01 | 31.44550 | 0.00000 | 31.41865 | ||
78 | 2018.04.19 12:01 | buy | 23 | 0.01 | 31.22580 | 0.00000 | 0.00000 | ||
79 | 2018.04.19 12:01 | modify | 23 | 0.01 | 31.22580 | 0.00000 | 31.37103 | ||
80 | 2018.04.19 12:01 | modify | 22 | 0.01 | 31.29180 | 0.00000 | 31.37103 | ||
81 | 2018.04.19 12:01 | modify | 21 | 0.01 | 31.44550 | 0.00000 | 31.37103 | ||
82 | 2018.04.20 16:40 | close | 23 | 0.01 | 31.34520 | 0.00000 | 31.37103 | 3.71 | 1016.77 |
83 | 2018.04.20 16:40 | close | 22 | 0.01 | 31.34520 | 0.00000 | 31.37103 | 1.21 | 1017.98 |
84 | 2018.04.20 16:40 | close | 21 | 0.01 | 31.34520 | 0.00000 | 31.37103 | -4.70 | 1013.28 |
85 | 2018.04.24 17:05 | buy | 24 | 0.01 | 31.49810 | 0.00000 | 0.00000 | ||
86 | 2018.04.24 17:05 | modify | 24 | 0.01 | 31.49810 | 0.00000 | 31.54810 | ||
87 | 2018.04.25 09:57 | t/p | 24 | 0.01 | 31.54810 | 0.00000 | 31.54810 | 1.48 | 1014.76 |
88 | 2018.06.11 11:40 | buy | 25 | 0.01 | 32.05910 | 0.00000 | 0.00000 | ||
89 | 2018.06.11 11:40 | modify | 25 | 0.01 | 32.05910 | 0.00000 | 32.10910 | ||
90 | 2018.06.13 04:37 | t/p | 25 | 0.01 | 32.10910 | 0.00000 | 32.10910 | 1.43 | 1016.20 |
91 | 2018.06.27 15:30 | sell | 26 | 0.01 | 32.98190 | 0.00000 | 0.00000 | ||
92 | 2018.06.27 15:30 | modify | 26 | 0.01 | 32.98190 | 0.00000 | 32.93190 | ||
93 | 2018.08.10 17:30 | sell | 27 | 0.01 | 33.24820 | 0.00000 | 0.00000 | ||
94 | 2018.08.10 17:30 | modify | 27 | 0.01 | 33.24820 | 0.00000 | 33.06505 | ||
95 | 2018.08.10 17:30 | modify | 26 | 0.01 | 32.98190 | 0.00000 | 33.06505 | ||
96 | 2018.08.14 04:30 | sell | 28 | 0.01 | 33.34720 | 0.00000 | 0.00000 | ||
97 | 2018.08.14 04:30 | modify | 28 | 0.01 | 33.34720 | 0.00000 | 33.14243 | ||
98 | 2018.08.14 04:30 | modify | 27 | 0.01 | 33.24820 | 0.00000 | 33.14243 | ||
99 | 2018.08.14 04:30 | modify | 26 | 0.01 | 32.98190 | 0.00000 | 33.14243 | ||
100 | 2018.08.16 19:02 | close | 28 | 0.01 | 33.15910 | 0.00000 | 33.14243 | 5.44 | 1021.64 |
101 | 2018.08.16 19:02 | close | 27 | 0.01 | 33.15910 | 0.00000 | 33.14243 | 2.38 | 1024.02 |
102 | 2018.08.16 19:02 | close | 26 | 0.01 | 33.15910 | 0.00000 | 33.14243 | -7.47 | 1016.55 |
103 | 2018.11.15 19:06 | sell | 29 | 0.01 | 32.94720 | 0.00000 | 0.00000 | ||
104 | 2018.11.15 19:06 | modify | 29 | 0.01 | 32.94720 | 0.00000 | 32.89720 | ||
105 | 2018.11.16 15:50 | t/p | 29 | 0.01 | 32.89720 | 0.00000 | 32.89720 | 1.41 | 1017.96 |
106 | 2018.11.26 15:50 | sell | 30 | 0.01 | 33.02370 | 0.00000 | 0.00000 | ||
107 | 2018.11.26 15:50 | modify | 30 | 0.01 | 33.02370 | 0.00000 | 32.97370 | ||
108 | 2018.11.28 19:08 | t/p | 30 | 0.01 | 32.97370 | 0.00000 | 32.97370 | 1.37 | 1019.33 |
109 | 2018.12.05 17:05 | buy | 31 | 0.01 | 32.76180 | 0.00000 | 0.00000 | ||
110 | 2018.12.05 17:05 | modify | 31 | 0.01 | 32.76180 | 0.00000 | 32.81180 | ||
111 | 2018.12.06 03:23 | t/p | 31 | 0.01 | 32.81180 | 0.00000 | 32.81180 | 1.37 | 1020.70 |
112 | 2019.01.17 08:30 | buy | 32 | 0.01 | 31.67430 | 0.00000 | 0.00000 | ||
113 | 2019.01.17 08:30 | modify | 32 | 0.01 | 31.67430 | 0.00000 | 31.72430 | ||
114 | 2019.01.17 09:32 | t/p | 32 | 0.01 | 31.72430 | 0.00000 | 31.72430 | 1.51 | 1022.21 |
115 | 2019.01.23 10:45 | buy | 33 | 0.01 | 31.75430 | 0.00000 | 0.00000 | ||
116 | 2019.01.23 10:45 | modify | 33 | 0.01 | 31.75430 | 0.00000 | 31.80430 | ||
117 | 2019.03.01 19:11 | t/p | 33 | 0.01 | 31.80430 | 0.00000 | 31.80430 | 0.35 | 1022.56 |
118 | 2019.03.06 17:40 | sell | 34 | 0.01 | 31.84220 | 0.00000 | 0.00000 | ||
119 | 2019.03.06 17:40 | modify | 34 | 0.01 | 31.84220 | 0.00000 | 31.79220 | ||
120 | 2019.03.07 11:00 | t/p | 34 | 0.01 | 31.79220 | 0.00000 | 31.79220 | 1.38 | 1023.94 |
121 | 2019.04.01 18:05 | sell | 35 | 0.01 | 31.71270 | 0.00000 | 0.00000 | ||
122 | 2019.04.01 18:05 | modify | 35 | 0.01 | 31.71270 | 0.00000 | 31.66270 | ||
123 | 2019.05.09 04:45 | sell | 36 | 0.01 | 31.77420 | 0.00000 | 0.00000 | ||
124 | 2019.05.09 04:45 | modify | 36 | 0.01 | 31.77420 | 0.00000 | 31.69345 | ||
125 | 2019.05.09 04:45 | modify | 35 | 0.01 | 31.71270 | 0.00000 | 31.69345 | ||
126 | 2019.05.10 03:56 | close | 36 | 0.01 | 31.71230 | 0.00000 | 31.69345 | 1.84 | 1025.79 |
127 | 2019.05.10 03:56 | close | 35 | 0.01 | 31.71230 | 0.00000 | 31.69345 | -1.68 | 1024.10 |
128 | 2019.05.14 18:30 | buy | 37 | 0.01 | 31.50580 | 0.00000 | 0.00000 | ||
129 | 2019.05.14 18:30 | modify | 37 | 0.01 | 31.50580 | 0.00000 | 31.55580 | ||
130 | 2019.05.15 03:23 | t/p | 37 | 0.01 | 31.55580 | 0.00000 | 31.55580 | 1.49 | 1025.59 |
131 | 2019.05.30 14:15 | sell | 38 | 0.01 | 31.79220 | 0.00000 | 0.00000 | ||
132 | 2019.05.30 14:15 | modify | 38 | 0.01 | 31.79220 | 0.00000 | 31.74220 | ||
133 | 2019.05.31 09:54 | t/p | 38 | 0.01 | 31.74220 | 0.00000 | 31.74220 | 1.46 | 1027.05 |
134 | 2019.07.25 14:20 | buy | 39 | 0.01 | 30.90710 | 0.00000 | 0.00000 | ||
135 | 2019.07.25 14:20 | modify | 39 | 0.01 | 30.90710 | 0.00000 | 30.95710 | ||
136 | 2019.07.26 03:00 | t/p | 39 | 0.01 | 30.95710 | 0.00000 | 30.95710 | 1.51 | 1028.56 |
137 | 2019.07.29 19:05 | buy | 40 | 0.01 | 30.86810 | 0.00000 | 0.00000 | ||
138 | 2019.07.29 19:05 | modify | 40 | 0.01 | 30.86810 | 0.00000 | 30.91810 | ||
139 | 2019.08.01 03:17 | t/p | 40 | 0.01 | 30.91810 | 0.00000 | 30.91810 | 1.40 | 1029.96 |
140 | 2019.08.08 19:45 | sell | 41 | 0.01 | 30.74120 | 0.00000 | 0.00000 | ||
141 | 2019.08.08 19:45 | modify | 41 | 0.01 | 30.74120 | 0.00000 | 30.69120 | ||
142 | 2019.08.23 17:31 | t/p | 41 | 0.01 | 30.69120 | 0.00000 | 30.69120 | 0.97 | 1030.93 |
143 | 2019.08.27 19:30 | buy | 42 | 0.01 | 30.60650 | 0.00000 | 0.00000 | ||
144 | 2019.08.27 19:30 | modify | 42 | 0.01 | 30.60650 | 0.00000 | 30.65650 | ||
145 | 2019.08.28 05:35 | t/p | 42 | 0.01 | 30.65650 | 0.00000 | 30.65650 | 1.53 | 1032.46 |
146 | 2019.09.18 09:06 | sell | 43 | 0.01 | 30.52350 | 0.00000 | 0.00000 | ||
147 | 2019.09.18 09:06 | modify | 43 | 0.01 | 30.52350 | 0.00000 | 30.47350 | ||
148 | 2019.09.20 10:08 | t/p | 43 | 0.01 | 30.47350 | 0.00000 | 30.47350 | 1.41 | 1033.87 |
149 | 2019.10.23 13:03 | sell | 44 | 0.01 | 30.30340 | 0.00000 | 0.00000 | ||
150 | 2019.10.23 13:03 | modify | 44 | 0.01 | 30.30340 | 0.00000 | 30.25340 | ||
151 | 2019.10.25 03:54 | t/p | 44 | 0.01 | 30.25340 | 0.00000 | 30.25340 | 1.42 | 1035.29 |
152 | 2019.11.28 17:31 | buy | 45 | 0.01 | 30.24160 | 0.00000 | 0.00000 | ||
153 | 2019.11.28 17:31 | modify | 45 | 0.01 | 30.24160 | 0.00000 | 30.29160 | ||
154 | 2019.12.04 03:42 | t/p | 45 | 0.01 | 30.29160 | 0.00000 | 30.29160 | 1.46 | 1036.75 |
155 | 2020.02.19 13:35 | buy | 46 | 0.01 | 31.19560 | 0.00000 | 0.00000 | ||
156 | 2020.02.19 13:35 | modify | 46 | 0.01 | 31.19560 | 0.00000 | 31.24560 | ||
157 | 2020.02.20 03:26 | t/p | 46 | 0.01 | 31.24560 | 0.00000 | 31.24560 | 1.44 | 1038.20 |