Strategy Tester Report
USIndexExpert
TradeMax-Live2 (Build 1220)

SymbolUS500 (US 500 Index)
Period30 Minutes (M30) 2019.09.02 01:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=120; TakeProfit=150; TrackPeriod=10; TRRR=0.5; MinDev=12; UpATRR=3; UpDPR=0.8; DownATRR=2.5; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15;
Bars in test4416Ticks modelled850684Modelling quality78.12%
Mismatched charts errors9
Initial deposit10000.00Spread30
Total net profit2527.70Gross profit3632.08Gross loss-1104.38
Profit factor3.29Expected payoff64.81
Absolute drawdown165.86Maximal drawdown707.57 (6.71%)Relative drawdown6.71% (707.57)
Total trades39Short positions (won %)22 (90.91%)Long positions (won %)17 (82.35%)
Profit trades (% of total)34 (87.18%)Loss trades (% of total)5 (12.82%)
Largestprofit trade353.28loss trade-270.00
Averageprofit trade106.83loss trade-220.88
Maximumconsecutive wins (profit in money)16 (1960.84)consecutive losses (loss in money)2 (-517.50)
Maximalconsecutive profit (count of wins)1960.84 (16)consecutive loss (count of losses)-517.50 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.02 18:48sell117.202899.72914.70.0
22019.09.02 18:52close117.202897.22914.70.043.0010043.00
32019.09.05 04:28buy217.002954.12939.10.0
42019.09.05 05:18close217.002966.92939.10.0217.6010260.60
52019.09.05 07:00sell317.302965.32982.20.0
62019.09.05 10:07close317.302956.62982.20.0150.5110411.11
72019.09.12 02:23buy417.303015.13000.10.0
82019.09.13 15:37close417.303016.93000.10.030.2610441.37
92019.09.18 21:13sell517.502983.52998.50.0
102019.09.18 22:30s/l517.502998.52998.50.0-262.5010178.87
112019.09.19 10:02sell617.002988.33003.30.0
122019.09.19 10:55s/l617.003003.33003.30.0-255.009923.87
132019.09.20 20:13sell716.602994.63009.60.0
142019.09.20 20:17close716.602991.93009.60.044.829968.69
152019.09.23 10:58sell816.702988.33003.30.0
162019.09.23 12:08close816.702986.83003.30.025.059993.74
172019.09.24 22:00buy916.802969.12942.40.0
182019.09.25 02:38close916.802974.52942.40.089.8610083.60
192019.09.26 16:55sell1016.902975.32990.30.0
202019.09.26 18:08close1016.902973.92990.30.023.6610107.26
212019.09.27 16:56sell1117.002975.62990.60.0
222019.09.27 18:40close1117.002972.02990.60.061.2010168.46
232019.09.27 23:00buy1217.202962.82930.20.0
242019.09.27 23:00close1217.202959.92930.20.0-49.8810118.58
252019.10.01 17:06sell1317.002971.92986.90.0
262019.10.01 17:17close1317.002970.52986.90.023.8010142.38
272019.10.01 21:30buy1417.202944.82918.90.0
282019.10.02 03:09close1417.202946.52918.90.028.3610170.74
292019.10.02 10:16sell1517.302930.72945.70.0
302019.10.02 14:55close1517.302927.22945.70.060.5510231.29
312019.10.02 16:52sell1617.602902.42917.40.0
322019.10.02 22:00close1617.602894.22917.40.0144.3210375.61
332019.10.03 17:01sell1718.102861.92876.90.0
342019.10.03 17:14close1718.102860.02876.90.034.3910410.00
352019.10.04 08:14buy1817.802919.72904.70.0
362019.10.04 09:15s/l1817.802904.72904.70.0-267.0010143.00
372019.10.04 15:57buy1917.402922.72907.70.0
382019.10.04 19:15close1917.402934.62907.70.0207.0610350.06
392019.10.08 10:54sell2017.602934.82949.80.0
402019.10.08 19:46close2017.602919.32949.80.0272.8010622.86
412019.10.10 01:20sell2118.302900.62915.60.0
422019.10.10 01:23close2118.302898.52915.60.038.4310661.29
432019.10.10 16:58buy2218.102939.42924.40.0
442019.10.10 23:33close2218.102949.12924.40.0175.5710836.86
452019.10.22 03:20buy2318.003016.93001.90.0
462019.10.22 21:52s/l2318.003001.93001.90.0-270.0010566.86
472019.10.29 11:14sell2417.403036.93051.90.0
482019.10.30 17:04close2417.403034.53051.90.041.5710608.43
492019.10.31 12:04sell2517.403044.03059.00.0
502019.10.31 13:00close2517.403042.53059.00.026.1010634.53
512019.11.04 10:10buy2617.303079.43064.40.0
522019.11.04 19:54close2617.303079.63064.40.03.4610637.99
532019.11.07 09:20buy2717.203083.73068.70.0
542019.11.07 18:04close2717.203094.43068.70.0184.0410822.03
552019.11.18 09:17buy2817.303126.63111.60.0
562019.11.19 15:57close2817.303127.63111.60.016.4210838.45
572019.11.19 16:48sell2917.303122.43137.40.0
582019.11.19 18:18close2917.303120.63137.40.031.1410869.59
592019.11.20 19:58sell3017.503098.73113.70.0
602019.11.20 20:22close3017.503097.33113.70.024.5010894.09
612019.11.25 16:51buy3117.403128.93113.90.0
622019.11.26 03:47close3117.403141.73113.90.0221.8311115.92
632019.12.02 16:39sell3217.703136.53151.50.0
642019.12.03 02:32close3217.703118.03151.50.0327.2611443.18
652019.12.03 12:14sell3318.403107.93122.90.0
662019.12.03 22:00close3318.403088.73122.90.0353.2811796.46
672019.12.04 11:07buy3419.003106.53091.50.0
682019.12.04 22:10close3419.003116.63091.50.0191.9011988.36
692019.12.06 15:33buy3519.103134.53119.50.0
702019.12.06 21:12close3519.103146.93119.50.0236.8412225.20
712019.12.10 10:28sell3619.503132.23147.20.0
722019.12.10 12:11close3619.503129.93147.20.044.8512270.05
732019.12.11 10:19buy3719.503144.53129.50.0
742019.12.12 09:30close3719.503145.13129.50.010.7112280.75
752019.12.12 16:39buy3819.403162.63147.60.0
762019.12.12 17:15close3819.403173.43147.60.0209.5212490.27
772019.12.13 14:58sell3919.703169.23184.20.0
782019.12.13 16:25close3919.703167.33184.20.037.4312527.70