Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolGBPUSD (Great Britain Pound vs. United States Dollar)
Period30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=300; TakeProfit=300; TrackPeriod=15; TRRR=2.5; UpATRR=2; DownATRR=3.5; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=150; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4494Ticks modelled6868125Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit3284.89Gross profit6844.39Gross loss-3559.50
Profit factor1.92Expected payoff93.85
Absolute drawdown96.00Maximal drawdown1675.50 (1.61%)Relative drawdown1.61% (1675.50)
Total trades35Short positions (won %)8 (100.00%)Long positions (won %)27 (70.37%)
Profit trades (% of total)27 (77.14%)Loss trades (% of total)8 (22.86%)
Largestprofit trade450.00loss trade-495.00
Averageprofit trade253.50loss trade-444.94
Maximumconsecutive wins (profit in money)13 (3409.50)consecutive losses (loss in money)2 (-931.50)
Maximalconsecutive profit (count of wins)3409.50 (13)consecutive loss (count of losses)-931.50 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.14 18:52sell11.501.259331.262630.00000
22019.10.14 19:20modify11.501.259331.259250.00000
32019.10.14 19:20close11.501.257041.259250.00000343.50100343.50
42019.10.15 09:29buy21.501.266191.262891.26919
52019.10.15 09:32modify21.501.266191.266191.26919
62019.10.15 09:33t/p21.501.269191.266191.26919450.00100793.50
72019.10.17 08:48sell31.501.278031.281331.27503
82019.10.17 08:50modify31.501.278031.278031.27503
92019.10.17 09:01s/l31.501.278031.278031.275030.00100793.50
102019.10.17 12:35buy41.501.291301.288001.29430
112019.10.17 12:35modify41.501.291301.291311.29430
122019.10.17 12:37t/p41.501.294301.291311.29430450.00101243.50
132019.10.17 14:00sell51.501.288231.291530.00000
142019.10.17 14:04modify51.501.288231.288220.00000
152019.10.17 14:06modify51.501.288231.286710.00000
162019.10.17 14:10s/l51.501.286711.286710.00000228.00101471.50
172019.10.21 11:11buy61.501.298201.294901.30120
182019.10.21 11:25modify61.501.298201.298201.30120
192019.10.21 11:55s/l61.501.298201.298201.301200.00101471.50
202019.10.24 09:59buy71.501.294511.291211.29751
212019.10.24 10:40s/l71.501.291211.291211.29751-495.00100976.50
222019.10.28 10:57buy81.501.284821.281521.28782
232019.10.28 17:23modify81.501.284821.284831.28782
242019.10.29 00:01close81.501.285061.284831.2878226.89101003.39
252019.10.30 09:55buy91.501.288331.286001.29133
262019.10.30 11:01modify91.501.288331.288341.29133
272019.10.30 11:05s/l91.501.288341.288341.291331.50101004.89
282019.11.07 10:11buy101.501.287381.284081.29038
292019.11.07 14:00s/l101.501.284081.284081.29038-495.00100509.89
302019.11.11 14:09buy111.501.285441.282141.28844
312019.11.11 14:13modify111.501.285441.285461.28844
322019.11.11 14:14t/p111.501.288441.285461.28844450.00100959.89
332019.11.12 12:30buy121.501.283201.281490.00000
342019.11.12 16:09close121.501.284091.281490.00000133.50101093.39
352019.11.14 11:20buy131.501.286531.283231.28953
362019.11.14 14:00s/l131.501.283231.283231.28953-495.00100598.39
372019.11.15 16:09buy141.501.291341.288041.29434
382019.11.15 23:00close141.501.290321.288041.29434-153.00100445.39
392019.11.18 09:10buy151.501.294381.291081.29738
402019.11.18 10:07modify151.501.294381.294381.29738
412019.11.18 12:06t/p151.501.297381.294381.29738450.00100895.39
422019.11.18 13:00sell161.501.295561.298410.00000
432019.11.18 17:11close161.501.295061.298410.0000075.00100970.39
442019.11.22 11:44sell171.501.286321.289621.28332
452019.11.22 16:45modify171.501.286321.286311.28332
462019.11.22 17:58t/p171.501.283321.286311.28332450.00101420.39
472019.11.25 09:56buy181.501.287221.283921.29022
482019.11.25 16:50modify181.501.287221.287221.29022
492019.11.25 17:04t/p181.501.290221.287221.29022450.00101870.39
502019.12.03 09:23buy191.501.295851.292931.29885
512019.12.03 10:20modify191.501.295851.295851.29885
522019.12.03 12:04t/p191.501.298851.295851.29885450.00102320.39
532019.12.04 10:09buy201.501.301531.298801.30453
542019.12.04 10:11modify201.501.301531.301551.30453
552019.12.04 10:59t/p201.501.304531.301551.30453450.00102770.39
562019.12.05 09:06buy211.501.312761.310111.31576
572019.12.05 09:24modify211.501.312761.312761.31576
582019.12.05 10:49s/l211.501.312761.312761.315760.00102770.39
592019.12.09 08:21buy221.501.316111.313141.31911
602019.12.09 08:31modify221.501.316111.316121.31911
612019.12.09 10:04s/l221.501.316121.316121.319111.50102771.89
622019.12.16 04:11buy231.501.337761.334461.34076
632019.12.16 05:07modify231.501.337761.337781.34076
642019.12.16 08:49t/p231.501.340761.337781.34076450.00103221.89
652019.12.17 03:00buy241.501.328181.324880.00000
662019.12.17 06:42modify241.501.328181.328190.00000
672019.12.17 08:16s/l241.501.328191.328190.000001.50103223.39
682019.12.17 10:25sell251.501.320921.324221.31792
692019.12.17 10:26modify251.501.320921.320911.31792
702019.12.17 10:27t/p251.501.317921.320911.31792450.00103673.39
712019.12.19 09:21buy261.501.311011.307751.31401
722019.12.19 10:14modify261.501.311011.311011.31401
732019.12.19 10:35s/l261.501.311011.311011.314010.00103673.39
742019.12.19 11:30sell271.501.310191.312320.00000
752019.12.19 11:33close271.501.308981.312320.00000181.50103854.89
762019.12.26 09:00buy281.501.299771.296471.30277
772019.12.26 12:25s/l281.501.296471.296471.30277-495.00103359.89
782019.12.27 09:57buy291.501.303561.300261.30656
792019.12.27 10:53modify291.501.303561.303561.30656
802019.12.27 10:55t/p291.501.306561.303561.30656450.00103809.89
812020.01.07 10:37buy301.501.321291.317991.32429
822020.01.07 11:12s/l301.501.317991.317991.32429-495.00103314.89
832020.01.09 11:45sell311.501.303301.306601.30030
842020.01.09 13:46modify311.501.303301.303291.30030
852020.01.09 14:05s/l311.501.303291.303291.300301.50103316.39
862020.01.15 08:25buy321.501.304391.301481.30739
872020.01.15 10:00s/l321.501.301481.301481.30739-436.50102879.89
882020.01.17 11:19buy331.501.311911.308611.31491
892020.01.17 11:30s/l331.501.308611.308611.31491-495.00102384.89
902020.01.21 11:42buy341.501.304081.300781.30708
912020.01.21 13:10modify341.501.304081.304081.30708
922020.01.21 15:11t/p341.501.307081.304081.30708450.00102834.89
932020.01.24 08:57buy351.501.314051.311401.31705
942020.01.24 11:30modify351.501.314051.314491.31705
952020.01.24 11:30t/p351.501.317051.314491.31705450.00103284.89