Strategy Tester Report
USIndexExpert
(Build 1260)

SymbolNZDUSD (New Zealand Dollar vs. United States Dollar)
Period30 Minutes (M30) 2019.10.21 00:00 - 2020.01.31 23:30 (2019.10.21 - 2020.02.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=400; TakeProfit=700; TrackPeriod=20; TRRR=1.5; UpATRR=1; DownATRR=1; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=100; MUR=0.01; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4519Ticks modelled4715917Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit2500.84Gross profit6864.47Gross loss-4363.63
Profit factor1.57Expected payoff45.47
Absolute drawdown377.22Maximal drawdown1632.42 (1.58%)Relative drawdown1.58% (1632.42)
Total trades55Short positions (won %)29 (75.86%)Long positions (won %)26 (76.92%)
Profit trades (% of total)42 (76.36%)Loss trades (% of total)13 (23.64%)
Largestprofit trade1050.00loss trade-648.86
Averageprofit trade163.44loss trade-335.66
Maximumconsecutive wins (profit in money)7 (1798.55)consecutive losses (loss in money)2 (-716.22)
Maximalconsecutive profit (count of wins)1798.55 (7)consecutive loss (count of losses)-716.22 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.22 03:24buy11.500.642010.637710.64901
22019.10.22 04:18modify11.500.642010.642010.64901
32019.10.22 04:49s/l11.500.642010.642010.649010.00100000.00
42019.10.22 06:30sell21.500.642450.644220.00000
52019.10.22 11:20close21.500.642310.644220.0000021.00100021.00
62019.10.24 05:59sell31.500.640850.645150.63385
72019.10.24 11:00modify31.500.640850.640850.63385
82019.10.24 14:35close31.500.640060.640850.63385118.50100139.50
92019.10.24 18:22sell41.500.637540.641840.63054
102019.10.25 08:16close41.500.637460.641840.630549.78100149.28
112019.10.25 12:48sell51.500.635600.639900.62860
122019.10.25 23:00close51.500.635480.639900.6286018.00100167.28
132019.10.29 03:21buy61.500.636280.631980.64328
142019.10.29 05:21modify61.500.636280.636280.64328
152019.10.29 06:14s/l61.500.636280.636280.643280.00100167.28
162019.10.30 03:59buy71.500.636880.632580.64388
172019.10.30 23:04modify71.500.636880.636880.64388
182019.10.30 23:13modify71.500.636880.637880.64388
192019.10.31 00:57modify71.500.636880.638900.64388
202019.10.31 01:57modify71.500.636880.639900.64388
212019.10.31 04:27modify71.500.636880.640900.64388
222019.10.31 07:01modify71.500.636880.641900.64388
232019.10.31 08:52s/l71.500.641900.641900.64388741.43100908.71
242019.10.31 12:47sell81.500.639160.643460.63216
252019.11.01 04:45s/l81.500.643460.643460.63216-647.22100261.49
262019.11.01 07:30sell91.500.643110.644990.00000
272019.11.01 12:08close91.500.642880.644990.0000034.50100295.99
282019.11.01 17:00buy101.500.644980.640680.65198
292019.11.01 23:00close101.500.643570.640680.65198-211.50100084.49
302019.11.04 03:54buy111.500.645440.641140.65244
312019.11.04 09:59modify111.500.645440.645440.65244
322019.11.04 10:06s/l111.500.645440.645440.652440.00100084.49
332019.11.04 14:48sell121.500.642630.646930.63563
342019.11.04 18:16modify121.500.642630.642620.63563
352019.11.04 20:43modify121.500.642630.641620.63563
362019.11.04 21:42modify121.500.642630.640610.63563
372019.11.05 01:34s/l121.500.640610.640610.63563300.78100385.26
382019.11.05 17:08sell131.500.638520.642820.63152
392019.11.05 17:39modify131.500.638520.638520.63152
402019.11.05 18:15s/l131.500.638520.638520.631520.00100385.26
412019.11.07 03:51sell141.500.634990.639290.62799
422019.11.08 12:46modify141.500.634990.634990.62799
432019.11.08 16:29modify141.500.634990.633990.62799
442019.11.08 17:35s/l141.500.633990.633990.62799147.78100533.04
452019.11.11 03:14buy151.500.634500.630200.64150
462019.11.11 11:07modify151.500.634500.634500.64150
472019.11.11 11:18modify151.500.634500.635500.64150
482019.11.11 14:44s/l151.500.635500.635500.64150150.00100683.04
492019.11.12 03:45sell161.500.635240.639540.62824
502019.11.12 04:14modify161.500.635240.635240.62824
512019.11.12 04:35modify161.500.635240.634240.62824
522019.11.12 09:54s/l161.500.634240.634240.62824150.00100833.04
532019.11.13 03:00buy171.500.634610.630310.64161
542019.11.13 03:00modify171.500.634610.634640.64161
552019.11.13 03:00modify171.500.634610.635800.64161
562019.11.13 03:00modify171.500.634610.636820.64161
572019.11.13 03:00modify171.500.634610.637880.64161
582019.11.13 03:00modify171.500.634610.638900.64161
592019.11.13 03:00modify171.500.634610.640010.64161
602019.11.13 03:00t/p171.500.641610.640010.641611050.00101883.04
612019.11.13 06:00sell181.500.638950.643250.00000
622019.11.13 12:03close181.500.639410.643250.00000-69.00101814.04
632019.11.14 17:25sell191.500.636320.640620.62932
642019.11.15 17:21s/l191.500.640620.640620.62932-647.22101166.81
652019.11.18 09:17buy201.500.640980.636680.64798
662019.11.19 15:16modify201.500.640980.640980.64798
672019.11.19 23:35modify201.500.640980.641980.64798
682019.11.20 02:55close201.500.642600.641980.64798235.29101402.10
692019.11.20 10:36sell211.500.640740.645040.63374
702019.11.22 01:36close211.500.640620.645040.633749.10101411.21
712019.11.22 10:19buy221.500.641610.637310.64861
722019.11.22 23:00close221.500.640800.637310.64861-121.50101289.71
732019.11.25 03:24buy231.500.642090.637790.64909
742019.11.27 03:10modify231.500.642090.642090.64909
752019.11.27 04:12close231.500.642540.642090.6490959.79101349.50
762019.11.27 16:45sell241.500.641590.645890.63459
772019.11.28 01:16modify241.500.641590.641590.63459
782019.11.28 01:59s/l241.500.641590.641590.63459-6.67101342.82
792019.11.28 16:20sell251.500.641620.645920.63462
802019.11.29 23:00close251.500.642050.645920.63462-66.72101276.10
812019.12.02 02:12buy261.500.644030.639730.65103
822019.12.02 08:25modify261.500.644030.644030.65103
832019.12.02 10:34modify261.500.644030.645030.65103
842019.12.02 12:50modify261.500.644030.646030.65103
852019.12.02 16:09modify261.500.644030.647030.65103
862019.12.02 16:54modify261.500.644030.648030.65103
872019.12.02 17:19modify261.500.644030.649030.65103
882019.12.02 18:49t/p261.500.651030.649030.651031050.00102326.10
892019.12.02 19:30sell271.500.649960.652590.00000
902019.12.03 01:32close271.500.649960.652590.00000-2.22102323.88
912019.12.03 10:42buy281.500.652760.648460.65976
922019.12.04 16:09modify281.500.652760.652760.65976
932019.12.04 17:31s/l281.500.652760.652760.65976-3.86102320.02
942019.12.05 01:12buy291.500.654760.650460.66176
952019.12.05 02:28modify291.500.654760.654780.66176
962019.12.05 03:09s/l291.500.654780.654780.661763.00102323.02
972019.12.05 04:00sell301.500.654740.656430.00000
982019.12.05 05:59close301.500.653620.656430.00000168.00102491.02
992019.12.06 04:10buy311.500.655620.651320.66262
1002019.12.06 10:17modify311.500.655620.655620.66262
1012019.12.06 15:30close311.500.656290.655620.66262100.50102591.52
1022019.12.10 14:49sell321.500.653440.657740.64644
1032019.12.11 09:22close321.500.653220.657740.6464430.78102622.30
1042019.12.11 15:51buy331.500.656110.651810.66311
1052019.12.11 18:15modify331.500.656110.656110.66311
1062019.12.11 21:17modify331.500.656110.657110.66311
1072019.12.11 21:49modify331.500.656110.658110.66311
1082019.12.11 21:57modify331.500.656110.659110.66311
1092019.12.11 22:16s/l331.500.659110.659110.66311450.00103072.30
1102019.12.13 16:07sell341.500.660060.664360.65306
1112019.12.13 16:23modify341.500.660060.660040.65306
1122019.12.13 16:42s/l341.500.660040.660040.653063.00103075.30
1132019.12.16 11:59buy351.500.660950.656650.66795
1142019.12.17 15:38s/l351.500.656650.656650.66795-648.86102426.44
1152019.12.18 14:53buy361.500.657900.653600.66490
1162019.12.18 17:43modify361.500.657900.657900.66490
1172019.12.18 18:32s/l361.500.657900.657900.664900.00102426.44
1182019.12.23 10:47buy371.500.662380.658080.66938
1192019.12.23 21:08modify371.500.662380.662380.66938
1202019.12.24 00:25close371.500.662570.662380.6693824.64102451.09
1212019.12.26 01:11buy381.500.664150.659850.67115
1222019.12.26 15:29modify381.500.664150.664150.67115
1232019.12.26 17:12modify381.500.664150.665150.67115
1242019.12.26 20:46modify381.500.664150.666150.67115
1252019.12.27 01:00close381.500.666520.666150.67115351.64102802.73
1262019.12.27 12:22buy391.500.669560.665260.67656
1272019.12.27 13:26modify391.500.669560.669560.67656
1282019.12.27 13:49s/l391.500.669560.669560.676560.00102802.73
1292019.12.30 02:22buy401.500.671880.667580.67888
1302019.12.30 15:55modify401.500.671880.671880.67888
1312019.12.30 22:15close401.500.672710.671880.67888124.50102927.23
1322020.01.02 09:00sell411.500.672030.676330.66503
1332020.01.02 11:56modify411.500.672030.672030.66503
1342020.01.02 13:24modify411.500.672030.671030.66503
1352020.01.02 13:35modify411.500.672030.670030.66503
1362020.01.02 15:39s/l411.500.670030.670030.66503300.00103227.23
1372020.01.06 08:15sell421.500.664350.668650.65735
1382020.01.07 16:10modify421.500.664350.664340.65735
1392020.01.07 20:01close421.500.663950.664340.6573557.78103285.01
1402020.01.08 02:28sell431.500.661860.666160.65486
1412020.01.08 09:44s/l431.500.666160.666160.65486-645.00102640.01
1422020.01.08 11:00sell441.500.666060.667420.00000
1432020.01.08 13:48close441.500.664840.667420.00000183.00102823.01
1442020.01.09 10:08sell451.500.663770.668070.65677
1452020.01.09 11:07modify451.500.663770.663770.65677
1462020.01.09 13:57modify451.500.663770.662770.65677
1472020.01.09 17:01modify451.500.663770.661770.65677
1482020.01.09 20:19close451.500.661470.661770.65677345.00103168.01
1492020.01.10 15:37buy461.500.663460.659160.67046
1502020.01.10 23:00close461.500.663800.659160.6704651.00103219.01
1512020.01.13 05:09buy471.500.664970.660670.67197
1522020.01.14 15:42s/l471.500.660670.660670.67197-648.86102570.15
1532020.01.15 15:08sell481.500.659740.664040.65274
1542020.01.15 15:21modify481.500.659740.659740.65274
1552020.01.15 15:48s/l481.500.659740.659740.652740.00102570.15
1562020.01.16 02:13buy491.500.662880.658580.66988
1572020.01.16 10:25modify491.500.662880.662880.66988
1582020.01.16 12:13modify491.500.662880.663880.66988
1592020.01.16 15:09modify491.500.662880.664880.66988
1602020.01.16 16:52s/l491.500.664880.664880.66988300.00102870.15
1612020.01.17 04:23buy501.500.665150.660850.67215
1622020.01.17 17:44s/l501.500.660850.660850.67215-645.00102225.15
1632020.01.22 14:03buy511.500.660530.656230.66753
1642020.01.23 23:45modify511.500.660530.660550.66753
1652020.01.24 07:36close511.500.661300.660550.66753100.08102325.23
1662020.01.27 17:59sell521.500.654860.659160.64786
1672020.01.28 02:55modify521.500.654860.654860.64786
1682020.01.28 03:01close521.500.654590.654860.6478638.28102363.51
1692020.01.28 10:18sell531.500.652870.657170.64587
1702020.01.28 19:44close531.500.652860.657170.645871.50102365.01
1712020.01.29 13:20sell541.500.651550.655850.64455
1722020.01.30 09:37modify541.500.651550.651550.64455
1732020.01.30 13:31close541.500.650610.651550.64455134.33102499.34
1742020.01.31 10:07sell551.500.647150.651450.64015
1752020.01.31 11:28modify551.500.647150.647140.64015
1762020.01.31 15:14s/l551.500.647140.647140.640151.50102500.84