Symbol | DJ30 (US30 Cash) | ||||
Period | 15 Minutes (M15) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=70; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=40; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=200; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=2; MagicNumber=120826; | ||||
Bars in test | 23758 | Ticks modelled | 46516 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 240 | ||
Total net profit | 1740.00 | Gross profit | 2700.00 | Gross loss | -960.00 |
Profit factor | 2.81 | Expected payoff | 44.62 | ||
Absolute drawdown | 51.74 | Maximal drawdown | 282.90 (22.76%) | Relative drawdown | 22.76% (282.90) |
Total trades | 39 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 22 (68.18%) |
Profit trades (% of total) | 27 (69.23%) | Loss trades (% of total) | 12 (30.77%) | ||
Largest | profit trade | 100.00 | loss trade | -80.00 | |
Average | profit trade | 100.00 | loss trade | -80.00 | |
Maximum | consecutive wins (profit in money) | 6 (600.00) | consecutive losses (loss in money) | 3 (-240.00) | |
Maximal | consecutive profit (count of wins) | 600.00 (6) | consecutive loss (count of losses) | -240.00 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.23 03:15 | sell | 1 | 0.20 | 39729.88 | 0.00 | 0.00 | ||
2 | 2024.05.23 03:15 | modify | 1 | 0.20 | 39729.88 | 39769.88 | 39679.88 | ||
3 | 2024.05.23 08:15 | t/p | 1 | 0.20 | 39679.88 | 39769.88 | 39679.88 | 100.00 | 1100.00 |
4 | 2024.07.24 04:30 | buy | 2 | 0.20 | 40200.66 | 0.00 | 0.00 | ||
5 | 2024.07.24 04:30 | modify | 2 | 0.20 | 40200.66 | 40160.66 | 40250.66 | ||
6 | 2024.07.24 06:15 | t/p | 2 | 0.20 | 40250.66 | 40160.66 | 40250.66 | 100.00 | 1200.00 |
7 | 2024.08.05 04:45 | sell | 3 | 0.20 | 39421.23 | 0.00 | 0.00 | ||
8 | 2024.08.05 04:45 | modify | 3 | 0.20 | 39421.23 | 39461.23 | 39371.23 | ||
9 | 2024.08.05 05:15 | s/l | 3 | 0.20 | 39461.23 | 39461.23 | 39371.23 | -80.00 | 1120.00 |
10 | 2024.09.03 03:15 | buy | 4 | 0.20 | 41459.90 | 0.00 | 0.00 | ||
11 | 2024.09.03 03:15 | modify | 4 | 0.20 | 41459.90 | 41419.90 | 41509.90 | ||
12 | 2024.09.03 07:15 | t/p | 4 | 0.20 | 41509.90 | 41419.90 | 41509.90 | 100.00 | 1220.00 |
13 | 2024.09.04 03:00 | buy | 5 | 0.20 | 40828.16 | 0.00 | 0.00 | ||
14 | 2024.09.04 03:00 | modify | 5 | 0.20 | 40828.16 | 40788.16 | 40878.16 | ||
15 | 2024.09.04 04:00 | s/l | 5 | 0.20 | 40788.16 | 40788.16 | 40878.16 | -80.00 | 1140.00 |
16 | 2024.09.04 04:15 | sell | 6 | 0.20 | 40814.76 | 0.00 | 0.00 | ||
17 | 2024.09.04 04:15 | modify | 6 | 0.20 | 40814.76 | 40854.76 | 40764.76 | ||
18 | 2024.09.04 07:15 | s/l | 6 | 0.20 | 40854.76 | 40854.76 | 40764.76 | -80.00 | 1060.00 |
19 | 2024.09.05 03:15 | buy | 7 | 0.20 | 40945.10 | 0.00 | 0.00 | ||
20 | 2024.09.05 03:15 | modify | 7 | 0.20 | 40945.10 | 40905.10 | 40995.10 | ||
21 | 2024.09.05 07:00 | s/l | 7 | 0.20 | 40905.10 | 40905.10 | 40995.10 | -80.00 | 980.00 |
22 | 2024.09.19 03:00 | buy | 8 | 0.20 | 41750.68 | 0.00 | 0.00 | ||
23 | 2024.09.19 03:00 | modify | 8 | 0.20 | 41750.68 | 41710.68 | 41800.68 | ||
24 | 2024.09.19 08:00 | t/p | 8 | 0.20 | 41800.68 | 41710.68 | 41800.68 | 100.00 | 1080.00 |
25 | 2024.10.29 04:00 | buy | 9 | 0.20 | 42318.02 | 0.00 | 0.00 | ||
26 | 2024.10.29 04:00 | modify | 9 | 0.20 | 42318.02 | 42278.02 | 42368.02 | ||
27 | 2024.10.29 06:15 | t/p | 9 | 0.20 | 42368.02 | 42278.02 | 42368.02 | 100.00 | 1180.00 |
28 | 2024.11.06 03:00 | sell | 10 | 0.20 | 42799.18 | 0.00 | 0.00 | ||
29 | 2024.11.06 03:00 | modify | 10 | 0.20 | 42799.18 | 42839.18 | 42749.18 | ||
30 | 2024.11.06 03:15 | s/l | 10 | 0.20 | 42839.18 | 42839.18 | 42749.18 | -80.00 | 1100.00 |
31 | 2024.11.06 03:30 | buy | 11 | 0.20 | 42810.05 | 0.00 | 0.00 | ||
32 | 2024.11.06 03:30 | modify | 11 | 0.20 | 42810.05 | 42770.05 | 42860.05 | ||
33 | 2024.11.06 03:45 | s/l | 11 | 0.20 | 42770.05 | 42770.05 | 42860.05 | -80.00 | 1020.00 |
34 | 2024.11.22 03:45 | buy | 12 | 0.20 | 43844.69 | 0.00 | 0.00 | ||
35 | 2024.11.22 03:45 | modify | 12 | 0.20 | 43844.69 | 43804.69 | 43894.69 | ||
36 | 2024.11.22 06:30 | t/p | 12 | 0.20 | 43894.69 | 43804.69 | 43894.69 | 100.00 | 1120.00 |
37 | 2024.12.19 03:00 | sell | 13 | 0.20 | 42383.70 | 0.00 | 0.00 | ||
38 | 2024.12.19 03:00 | modify | 13 | 0.20 | 42383.70 | 42423.70 | 42333.70 | ||
39 | 2024.12.19 06:45 | t/p | 13 | 0.20 | 42333.70 | 42423.70 | 42333.70 | 100.00 | 1220.00 |
40 | 2024.12.20 03:45 | buy | 14 | 0.20 | 42178.16 | 0.00 | 0.00 | ||
41 | 2024.12.20 03:45 | modify | 14 | 0.20 | 42178.16 | 42138.16 | 42228.16 | ||
42 | 2024.12.20 05:00 | t/p | 14 | 0.20 | 42228.16 | 42138.16 | 42228.16 | 100.00 | 1320.00 |
43 | 2025.01.07 03:15 | buy | 15 | 0.20 | 42687.80 | 0.00 | 0.00 | ||
44 | 2025.01.07 03:15 | modify | 15 | 0.20 | 42687.80 | 42647.80 | 42737.80 | ||
45 | 2025.01.07 08:45 | t/p | 15 | 0.20 | 42737.80 | 42647.80 | 42737.80 | 100.00 | 1420.00 |
46 | 2025.01.13 03:30 | buy | 16 | 0.20 | 41809.00 | 0.00 | 0.00 | ||
47 | 2025.01.13 03:30 | modify | 16 | 0.20 | 41809.00 | 41769.00 | 41859.00 | ||
48 | 2025.01.13 06:15 | t/p | 16 | 0.20 | 41859.00 | 41769.00 | 41859.00 | 100.00 | 1520.00 |
49 | 2025.01.21 03:15 | sell | 17 | 0.20 | 43636.84 | 0.00 | 0.00 | ||
50 | 2025.01.21 03:15 | modify | 17 | 0.20 | 43636.84 | 43676.84 | 43586.84 | ||
51 | 2025.01.21 05:45 | t/p | 17 | 0.20 | 43586.84 | 43676.84 | 43586.84 | 100.00 | 1620.00 |
52 | 2025.02.03 03:00 | buy | 18 | 0.20 | 43910.65 | 0.00 | 0.00 | ||
53 | 2025.02.03 03:00 | modify | 18 | 0.20 | 43910.65 | 43870.65 | 43960.65 | ||
54 | 2025.02.03 03:15 | s/l | 18 | 0.20 | 43870.65 | 43870.65 | 43960.65 | -80.00 | 1540.00 |
55 | 2025.02.03 03:30 | sell | 19 | 0.20 | 43902.74 | 0.00 | 0.00 | ||
56 | 2025.02.03 03:30 | modify | 19 | 0.20 | 43902.74 | 43942.74 | 43852.74 | ||
57 | 2025.02.03 04:45 | t/p | 19 | 0.20 | 43852.74 | 43942.74 | 43852.74 | 100.00 | 1640.00 |
58 | 2025.02.28 03:00 | buy | 20 | 0.20 | 43161.40 | 0.00 | 0.00 | ||
59 | 2025.02.28 03:00 | modify | 20 | 0.20 | 43161.40 | 43121.40 | 43211.40 | ||
60 | 2025.02.28 03:45 | s/l | 20 | 0.20 | 43121.40 | 43121.40 | 43211.40 | -80.00 | 1560.00 |
61 | 2025.02.28 04:15 | sell | 21 | 0.20 | 43162.78 | 0.00 | 0.00 | ||
62 | 2025.02.28 04:15 | modify | 21 | 0.20 | 43162.78 | 43202.78 | 43112.78 | ||
63 | 2025.02.28 04:30 | s/l | 21 | 0.20 | 43202.78 | 43202.78 | 43112.78 | -80.00 | 1480.00 |
64 | 2025.03.03 03:15 | buy | 22 | 0.20 | 43756.19 | 0.00 | 0.00 | ||
65 | 2025.03.03 03:15 | modify | 22 | 0.20 | 43756.19 | 43716.19 | 43806.19 | ||
66 | 2025.03.03 04:15 | t/p | 22 | 0.20 | 43806.19 | 43716.19 | 43806.19 | 100.00 | 1580.00 |
67 | 2025.03.04 03:15 | buy | 23 | 0.20 | 43205.70 | 0.00 | 0.00 | ||
68 | 2025.03.04 03:15 | modify | 23 | 0.20 | 43205.70 | 43165.70 | 43255.70 | ||
69 | 2025.03.04 03:30 | t/p | 23 | 0.20 | 43255.70 | 43165.70 | 43255.70 | 100.00 | 1680.00 |
70 | 2025.03.04 03:30 | sell | 24 | 0.20 | 43242.73 | 0.00 | 0.00 | ||
71 | 2025.03.04 03:30 | modify | 24 | 0.20 | 43242.73 | 43282.73 | 43192.73 | ||
72 | 2025.03.04 05:15 | s/l | 24 | 0.20 | 43282.73 | 43282.73 | 43192.73 | -80.00 | 1600.00 |
73 | 2025.03.05 03:15 | sell | 25 | 0.20 | 42781.29 | 0.00 | 0.00 | ||
74 | 2025.03.05 03:15 | modify | 25 | 0.20 | 42781.29 | 42821.29 | 42731.29 | ||
75 | 2025.03.05 03:45 | t/p | 25 | 0.20 | 42731.29 | 42821.29 | 42731.29 | 100.00 | 1700.00 |
76 | 2025.03.05 03:45 | buy | 26 | 0.20 | 42700.66 | 0.00 | 0.00 | ||
77 | 2025.03.05 03:45 | modify | 26 | 0.20 | 42700.66 | 42660.66 | 42750.66 | ||
78 | 2025.03.05 04:00 | t/p | 26 | 0.20 | 42750.66 | 42660.66 | 42750.66 | 100.00 | 1800.00 |
79 | 2025.03.11 03:00 | buy | 27 | 0.20 | 41925.20 | 0.00 | 0.00 | ||
80 | 2025.03.11 03:00 | modify | 27 | 0.20 | 41925.20 | 41885.20 | 41975.20 | ||
81 | 2025.03.11 03:15 | t/p | 27 | 0.20 | 41975.20 | 41885.20 | 41975.20 | 100.00 | 1900.00 |
82 | 2025.03.11 03:15 | sell | 28 | 0.20 | 42021.25 | 0.00 | 0.00 | ||
83 | 2025.03.11 03:15 | modify | 28 | 0.20 | 42021.25 | 42061.25 | 41971.25 | ||
84 | 2025.03.11 03:45 | t/p | 28 | 0.20 | 41971.25 | 42061.25 | 41971.25 | 100.00 | 2000.00 |
85 | 2025.04.03 03:00 | sell | 29 | 0.20 | 41436.88 | 0.00 | 0.00 | ||
86 | 2025.04.03 03:00 | modify | 29 | 0.20 | 41436.88 | 41476.88 | 41386.88 | ||
87 | 2025.04.03 03:15 | t/p | 29 | 0.20 | 41386.88 | 41476.88 | 41386.88 | 100.00 | 2100.00 |
88 | 2025.04.03 03:15 | buy | 30 | 0.20 | 41360.26 | 0.00 | 0.00 | ||
89 | 2025.04.03 03:15 | modify | 30 | 0.20 | 41360.26 | 41320.26 | 41410.26 | ||
90 | 2025.04.03 04:15 | t/p | 30 | 0.20 | 41410.26 | 41320.26 | 41410.26 | 100.00 | 2200.00 |
91 | 2025.04.04 03:15 | buy | 31 | 0.20 | 40332.16 | 0.00 | 0.00 | ||
92 | 2025.04.04 03:15 | modify | 31 | 0.20 | 40332.16 | 40292.16 | 40382.16 | ||
93 | 2025.04.04 03:45 | s/l | 31 | 0.20 | 40292.16 | 40292.16 | 40382.16 | -80.00 | 2120.00 |
94 | 2025.04.04 04:00 | sell | 32 | 0.20 | 40303.74 | 0.00 | 0.00 | ||
95 | 2025.04.04 04:00 | modify | 32 | 0.20 | 40303.74 | 40343.74 | 40253.74 | ||
96 | 2025.04.04 04:45 | t/p | 32 | 0.20 | 40253.74 | 40343.74 | 40253.74 | 100.00 | 2220.00 |
97 | 2025.04.07 03:00 | buy | 33 | 0.20 | 37436.49 | 0.00 | 0.00 | ||
98 | 2025.04.07 03:00 | modify | 33 | 0.20 | 37436.49 | 37396.49 | 37486.49 | ||
99 | 2025.04.07 03:15 | s/l | 33 | 0.20 | 37396.49 | 37396.49 | 37486.49 | -80.00 | 2140.00 |
100 | 2025.04.07 03:30 | sell | 34 | 0.20 | 37346.60 | 0.00 | 0.00 | ||
101 | 2025.04.07 03:30 | modify | 34 | 0.20 | 37346.60 | 37386.60 | 37296.60 | ||
102 | 2025.04.07 03:45 | t/p | 34 | 0.20 | 37296.60 | 37386.60 | 37296.60 | 100.00 | 2240.00 |
103 | 2025.04.09 03:00 | buy | 35 | 0.20 | 37281.20 | 0.00 | 0.00 | ||
104 | 2025.04.09 03:00 | modify | 35 | 0.20 | 37281.20 | 37241.20 | 37331.20 | ||
105 | 2025.04.09 03:15 | t/p | 35 | 0.20 | 37331.20 | 37241.20 | 37331.20 | 100.00 | 2340.00 |
106 | 2025.04.09 03:15 | sell | 36 | 0.20 | 37290.28 | 0.00 | 0.00 | ||
107 | 2025.04.09 03:15 | modify | 36 | 0.20 | 37290.28 | 37330.28 | 37240.28 | ||
108 | 2025.04.09 03:30 | t/p | 36 | 0.20 | 37240.28 | 37330.28 | 37240.28 | 100.00 | 2440.00 |
109 | 2025.04.10 03:15 | sell | 37 | 0.20 | 40566.09 | 0.00 | 0.00 | ||
110 | 2025.04.10 03:15 | modify | 37 | 0.20 | 40566.09 | 40606.09 | 40516.09 | ||
111 | 2025.04.10 03:30 | t/p | 37 | 0.20 | 40516.09 | 40606.09 | 40516.09 | 100.00 | 2540.00 |
112 | 2025.04.10 03:30 | buy | 38 | 0.20 | 40472.20 | 0.00 | 0.00 | ||
113 | 2025.04.10 03:30 | modify | 38 | 0.20 | 40472.20 | 40432.20 | 40522.20 | ||
114 | 2025.04.10 04:00 | t/p | 38 | 0.20 | 40522.20 | 40432.20 | 40522.20 | 100.00 | 2640.00 |
115 | 2025.04.11 03:30 | sell | 39 | 0.20 | 39573.76 | 0.00 | 0.00 | ||
116 | 2025.04.11 03:30 | modify | 39 | 0.20 | 39573.76 | 39613.76 | 39523.76 | ||
117 | 2025.04.11 03:45 | t/p | 39 | 0.20 | 39523.76 | 39613.76 | 39523.76 | 100.00 | 2740.00 |