Strategy Tester Report
USIndexExpert
(Build 1260)

SymbolGBPUSD (Great Britain Pound vs. United States Dollar)
Period30 Minutes (M30) 2019.10.28 00:00 - 2020.02.07 23:30 (2019.10.28 - 2020.02.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=700; TakeProfit=700; TrackPeriod=15; TRRR=3; UpATRR=2.5; DownATRR=1.5; DPR=0; Flag=1; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=200; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4494Ticks modelled6655137Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit6146.21Gross profit10983.28Gross loss-4837.07
Profit factor2.27Expected payoff130.77
Absolute drawdown1629.00Maximal drawdown2182.50 (2.17%)Relative drawdown2.17% (2182.50)
Total trades47Short positions (won %)33 (66.67%)Long positions (won %)14 (78.57%)
Profit trades (% of total)33 (70.21%)Loss trades (% of total)14 (29.79%)
Largestprofit trade1120.00loss trade-721.50
Averageprofit trade332.83loss trade-345.50
Maximumconsecutive wins (profit in money)7 (3605.93)consecutive losses (loss in money)3 (-982.50)
Maximalconsecutive profit (count of wins)3605.93 (7)consecutive loss (count of losses)-1054.50 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.28 10:58buy11.501.285141.280901.29214
22019.10.28 17:25modify11.501.285141.285141.29214
32019.10.28 17:58s/l11.501.285141.285141.292140.00100000.00
42019.10.29 04:25sell21.501.283381.286351.27638
52019.10.29 12:10modify21.501.283381.283361.27638
62019.10.29 13:40s/l21.501.283361.283361.276383.00100003.00
72019.11.07 14:00sell31.501.282061.287271.27506
82019.11.07 15:31modify31.501.282061.282061.27506
92019.11.07 16:21s/l31.501.282061.282061.275060.00100003.00
102019.11.11 14:09buy41.501.285931.278631.29293
112019.11.11 14:14modify41.501.285931.285931.29293
122019.11.11 18:35s/l41.501.285931.285931.292930.00100003.00
132019.11.12 10:08sell51.501.283281.286341.27628
142019.11.12 19:00s/l51.501.286341.286341.27628-459.0099544.00
152019.11.13 10:27sell61.501.283381.285321.27638
162019.11.13 11:41s/l61.501.285321.285321.27638-291.0099253.00
172019.11.15 16:10buy71.501.291871.287151.29887
182019.11.15 23:00close71.501.290321.287151.29887-232.5099020.50
192019.11.18 09:10buy81.501.294621.290361.30162
202019.11.18 12:02modify81.501.294621.294621.30162
212019.11.18 13:59s/l81.501.294621.294621.301620.0099020.50
222019.11.20 10:56sell91.501.288831.292651.28183
232019.11.20 17:05s/l91.501.292651.292651.28183-573.0098447.50
242019.11.22 11:07sell101.501.289971.292221.28297
252019.11.22 11:30modify101.501.289971.289951.28297
262019.11.22 14:43modify101.501.289971.287951.28297
272019.11.22 17:54modify101.501.289971.285951.28297
282019.11.22 18:01t/p101.501.282971.285951.282971050.0099497.50
292019.11.26 10:07sell111.501.287071.290241.28007
302019.11.26 15:50modify111.501.287071.287071.28007
312019.11.26 17:25close111.501.286891.287071.2800727.0099524.50
322019.11.29 11:37sell121.501.288841.291641.28184
332019.11.29 17:13s/l121.501.291641.291641.28184-420.0099104.50
342019.12.02 11:08sell131.501.290031.291901.28303
352019.12.02 13:49s/l131.501.291901.291901.28303-280.5098824.00
362019.12.03 09:23buy141.501.296051.292931.30305
372019.12.03 10:53modify141.501.296051.296051.30305
382019.12.03 14:04modify141.501.296051.298061.30305
392019.12.03 17:19s/l141.501.298061.298061.30305301.5099125.50
402019.12.04 10:09buy151.501.301801.298801.30880
412019.12.04 10:12modify151.501.301801.301811.30880
422019.12.04 11:00modify151.501.301801.303821.30880
432019.12.04 11:20s/l151.501.303821.303821.30880303.0099428.50
442019.12.05 09:06buy161.501.312951.310111.31995
452019.12.05 16:39modify161.501.312951.312951.31995
462019.12.05 17:30close161.501.313211.312951.3199539.0099467.50
472019.12.06 10:29sell171.501.313641.316041.30664
482019.12.06 11:13modify171.501.313641.313631.30664
492019.12.06 12:16s/l171.501.313631.313631.306641.5099469.00
502019.12.09 08:23buy181.501.316331.313141.32333
512019.12.10 13:09modify181.501.316331.316341.32333
522019.12.10 17:20s/l181.501.316341.316341.32333-8.0399460.97
532019.12.12 11:59sell191.501.318701.322771.31170
542019.12.12 13:01modify191.501.318701.318691.31170
552019.12.12 13:50s/l191.501.318691.318691.311701.5099462.47
562019.12.12 15:46sell201.501.312221.319521.30522
572019.12.12 20:08modify201.501.312221.312181.30522
582019.12.12 20:09modify201.501.312221.310171.30522
592019.12.12 20:36modify201.501.312221.308101.30522
602019.12.12 20:43s/l201.501.308101.308101.30522618.00100080.47
612019.12.13 11:16sell211.401.336371.343671.32937
622019.12.13 15:54modify211.401.336371.336371.32937
632019.12.13 15:58modify211.401.336371.334341.32937
642019.12.13 16:06s/l211.401.334341.334341.32937284.20100364.67
652019.12.16 04:15buy221.501.338081.332071.34508
662019.12.16 08:48modify221.501.338081.338081.34508
672019.12.16 08:59modify221.501.338081.340081.34508
682019.12.16 09:23s/l221.501.340081.340081.34508300.00100664.67
692019.12.17 01:32sell231.501.324051.331351.31705
702019.12.17 10:19modify231.501.324051.324031.31705
712019.12.17 10:26modify231.501.324051.322031.31705
722019.12.17 10:27modify231.501.324051.320021.31705
732019.12.17 10:32t/p231.501.317051.320021.317051050.00101714.67
742019.12.18 04:22sell241.501.307151.313621.30015
752019.12.19 15:18modify241.501.307151.307151.30015
762019.12.19 15:26modify241.501.307151.305151.30015
772019.12.19 15:40s/l241.501.305151.305151.30015302.23102016.90
782019.12.23 12:11sell251.501.298981.302231.29198
792019.12.23 12:49modify251.501.298981.298951.29198
802019.12.23 14:24modify251.501.298981.296951.29198
812019.12.23 15:04modify251.501.298981.294941.29198
822019.12.23 15:09t/p251.501.291981.294941.291981050.00103066.90
832019.12.24 09:57sell261.501.292141.294541.28514
842019.12.24 13:15s/l261.501.294541.294541.28514-360.00102706.90
852019.12.26 09:00buy271.501.299771.294591.30677
862019.12.27 01:00close271.501.299781.294591.30677-8.03102698.87
872019.12.27 03:55sell281.501.297671.301461.29067
882019.12.27 08:47s/l281.501.301461.301461.29067-568.50102130.37
892019.12.27 09:59buy291.501.304041.298151.31104
902019.12.27 10:55modify291.501.304041.304041.31104
912019.12.27 14:00modify291.501.304041.306051.31104
922019.12.27 15:11modify291.501.304041.308051.31104
932019.12.27 15:52s/l291.501.308051.308051.31104601.50102731.87
942020.01.03 09:51sell301.501.308191.315491.30119
952020.01.03 13:38modify301.501.308191.308191.30119
962020.01.03 14:47s/l301.501.308191.308191.301190.00102731.87
972020.01.07 07:56sell311.501.315701.317781.30870
982020.01.07 10:24s/l311.501.317781.317781.30870-312.00102419.87
992020.01.07 14:28sell321.501.311411.318711.30441
1002020.01.08 14:45modify321.501.311411.311401.30441
1012020.01.08 15:23s/l321.501.311401.311401.304412.24102422.11
1022020.01.09 10:09sell331.501.308901.311731.30190
1032020.01.09 11:39modify331.501.308901.308871.30190
1042020.01.09 11:44modify331.501.308901.306871.30190
1052020.01.09 11:52modify331.501.308901.304871.30190
1062020.01.09 13:00s/l331.501.304871.304871.30190604.50103026.61
1072020.01.13 09:24sell341.501.301141.305501.29414
1082020.01.13 10:21modify341.501.301141.301131.29414
1092020.01.13 11:30modify341.501.301141.299091.29414
1102020.01.13 12:44s/l341.501.299091.299091.29414307.50103334.11
1112020.01.14 09:04sell351.501.297491.299711.29049
1122020.01.14 13:38s/l351.501.299711.299711.29049-333.00103001.11
1132020.01.15 11:30sell361.501.298741.303551.29174
1142020.01.15 16:36s/l361.501.303551.303551.29174-721.50102279.61
1152020.01.17 11:36sell371.501.305171.309191.29817
1162020.01.17 13:41modify371.501.305171.305171.29817
1172020.01.17 14:32s/l371.501.305171.305171.298170.00102279.61
1182020.01.21 11:44buy381.501.304511.299481.31151
1192020.01.21 15:11modify381.501.304511.304541.31151
1202020.01.21 18:35s/l381.501.304541.304541.311514.50102284.11
1212020.01.24 11:56sell391.501.310151.313551.30315
1222020.01.24 17:33modify391.501.310151.310151.30315
1232020.01.24 17:52modify391.501.310151.308141.30315
1242020.01.24 19:56s/l391.501.308141.308141.30315301.50102585.61
1252020.01.28 08:39sell401.501.303981.306131.29698
1262020.01.28 10:04modify401.501.303981.303971.29698
1272020.01.28 16:09modify401.501.303981.301971.29698
1282020.01.28 17:52modify401.501.303981.299971.29698
1292020.01.28 19:24s/l401.501.299971.299971.29698601.50103187.11
1302020.01.29 09:20sell411.501.300861.302661.29386
1312020.01.29 11:14s/l411.501.302661.302661.29386-270.00102917.11
1322020.01.30 09:09sell421.501.300311.302281.29331
1332020.01.30 10:16modify421.501.300311.300271.29331
1342020.01.30 11:39s/l421.501.300271.300271.293316.00102923.11
1352020.01.30 13:59buy431.501.306001.298931.31300
1362020.01.30 14:00modify431.501.306001.306011.31300
1372020.01.30 14:08s/l431.501.306011.306011.313001.50102924.61
1382020.01.31 09:20buy441.501.312121.308391.31912
1392020.01.31 15:43modify441.501.312121.312121.31912
1402020.01.31 17:49modify441.501.312121.314141.31912
1412020.01.31 17:59modify441.501.312121.316141.31912
1422020.01.31 18:22t/p441.501.319121.316141.319121050.00103974.61
1432020.02.03 05:25sell451.501.315861.321011.30886
1442020.02.03 10:18modify451.501.315861.315861.30886
1452020.02.03 10:58modify451.501.315861.313851.30886
1462020.02.03 11:24modify451.501.315861.311851.30886
1472020.02.03 11:57t/p451.501.308861.311851.308861050.00105024.61
1482020.02.03 12:01sell461.601.306031.313331.29903
1492020.02.03 16:14modify461.601.306031.306021.29903
1502020.02.03 17:14modify461.601.306031.304021.29903
1512020.02.03 19:12modify461.601.306031.302021.29903
1522020.02.03 20:49t/p461.601.299031.302021.299031120.00106144.61
1532020.02.04 09:27sell471.601.296691.301581.28969
1542020.02.04 09:42modify471.601.296691.296681.28969
1552020.02.04 10:16s/l471.601.296681.296681.289691.60106146.21