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=2.5; DownATRR=3.5; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=200; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4494Ticks modelled6868125Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit3940.39Gross profit5698.50Gross loss-1758.11
Profit factor3.24Expected payoff171.32
Absolute drawdown96.00Maximal drawdown1389.00 (1.33%)Relative drawdown1.33% (1389.00)
Total trades23Short positions (won %)7 (85.71%)Long positions (won %)16 (75.00%)
Profit trades (% of total)18 (78.26%)Loss trades (% of total)5 (21.74%)
Largestprofit trade871.50loss trade-528.00
Averageprofit trade316.58loss trade-351.62
Maximumconsecutive wins (profit in money)8 (2253.00)consecutive losses (loss in money)1 (-528.00)
Maximalconsecutive profit (count of wins)2253.00 (8)consecutive loss (count of losses)-528.00 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.14 18:52sell11.501.259331.262630.00000
22019.10.14 19:20close11.501.257041.262630.00000343.50100343.50
32019.10.17 08:48sell21.501.278031.281331.27503
42019.10.17 08:51modify21.501.278031.278021.27503
52019.10.17 09:01s/l21.501.278021.278021.275031.50100345.00
62019.10.17 12:35buy31.501.292401.289101.29540
72019.10.17 12:37modify31.501.292401.292401.29540
82019.10.17 12:38t/p31.501.295401.292401.29540450.00100795.00
92019.10.17 14:00sell41.501.288231.291530.00000
102019.10.17 15:07close41.501.282421.291530.00000871.50101666.50
112019.10.21 11:14buy51.501.298941.295641.30194
122019.10.21 11:28modify51.501.298941.298961.30194
132019.10.21 11:35s/l51.501.298961.298961.301943.00101669.50
142019.10.28 10:58buy61.501.285141.281841.28814
152019.10.28 17:25modify61.501.285141.285141.28814
162019.10.28 17:58s/l61.501.285141.285141.288140.00101669.50
172019.11.11 14:09buy71.501.285931.282631.28893
182019.11.11 14:14modify71.501.285931.285931.28893
192019.11.11 14:15t/p71.501.288931.285931.28893450.00102119.50
202019.11.12 12:30buy81.501.283201.281490.00000
212019.11.12 16:09close81.501.284091.281490.00000133.50102253.00
222019.11.15 16:10buy91.501.291871.288571.29487
232019.11.15 23:00close91.501.290321.288571.29487-232.50102020.50
242019.11.18 09:10buy101.501.294621.291321.29762
252019.11.18 12:02modify101.501.294621.294621.29762
262019.11.18 12:07t/p101.501.297621.294621.29762450.00102470.50
272019.11.18 13:00sell111.501.295561.298410.00000
282019.11.18 17:11close111.501.295061.298410.0000075.00102545.50
292019.11.22 11:44sell121.501.286321.289621.28332
302019.11.22 16:46modify121.501.286321.286321.28332
312019.11.22 17:58t/p121.501.283321.286321.28332450.00102995.50
322019.12.03 09:23buy131.501.296051.292751.29905
332019.12.03 10:53modify131.501.296051.296051.29905
342019.12.03 12:04t/p131.501.299051.296051.29905450.00103445.50
352019.12.04 10:09buy141.501.301801.298501.30480
362019.12.04 10:12modify141.501.301801.301811.30480
372019.12.04 10:59t/p141.501.304801.301811.30480450.00103895.50
382019.12.05 09:06buy151.501.312951.309651.31595
392019.12.05 16:39modify151.501.312951.312951.31595
402019.12.05 17:30close151.501.313211.312951.3159539.00103934.50
412019.12.09 08:23buy161.501.316331.313031.31933
422019.12.10 13:09modify161.501.316331.316341.31933
432019.12.10 17:20s/l161.501.316341.316341.31933-7.61103926.89
442019.12.16 04:15buy171.501.338081.334781.34108
452019.12.16 08:48modify171.501.338081.338081.34108
462019.12.16 08:51t/p171.501.341081.338081.34108450.00104376.89
472019.12.17 03:00buy181.501.328181.324880.00000
482019.12.17 10:17s/l181.501.324881.324880.00000-495.00103881.89
492019.12.19 11:30sell191.501.310191.312320.00000
502019.12.19 11:33close191.501.308981.312320.00000181.50104063.39
512019.12.26 09:00buy201.601.299771.296471.30277
522019.12.26 12:25s/l201.601.296471.296471.30277-528.00103535.39
532019.12.27 09:59buy211.501.304041.300741.30704
542019.12.27 10:55modify211.501.304041.304041.30704
552019.12.27 10:55t/p211.501.307041.304041.30704450.00103985.39
562020.01.09 11:45sell221.501.303301.306601.30030
572020.01.09 15:48s/l221.501.306601.306601.30030-495.00103490.39
582020.01.21 11:44buy231.501.304511.301211.30751
592020.01.21 15:11modify231.501.304511.304541.30751
602020.01.21 15:22t/p231.501.307511.304541.30751450.00103940.39