Strategy Tester Report
USIndexExpert
TradeMax-Live2 (Build 1220)

SymbolUS500 (US 500 Index)
Period30 Minutes (M30) 2019.09.23 01:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=80; TakeProfit=90; TrackPeriod=10; TRRR=1.6; MinDev=10; UpATRR=3; UpDPR=0.6; DownATRR=2; DownDPR=0.6; MUR=0.02; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4127Ticks modelled704640Modelling quality85.98%
Mismatched charts errors78
Initial deposit10000.00Spread35
Total net profit671.69Gross profit1336.54Gross loss-664.86
Profit factor2.01Expected payoff16.79
Absolute drawdown29.83Maximal drawdown286.96 (2.71%)Relative drawdown2.71% (286.96)
Total trades40Short positions (won %)24 (83.33%)Long positions (won %)16 (62.50%)
Profit trades (% of total)30 (75.00%)Loss trades (% of total)10 (25.00%)
Largestprofit trade146.20loss trade-80.50
Averageprofit trade44.55loss trade-66.49
Maximumconsecutive wins (profit in money)7 (365.61)consecutive losses (loss in money)3 (-238.05)
Maximalconsecutive profit (count of wins)371.81 (6)consecutive loss (count of losses)-238.05 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 10:48sell16.602989.53001.00.0
22019.09.23 11:40close16.602986.03001.00.023.1010023.10
32019.09.24 18:42sell26.702983.02994.50.0
42019.09.24 19:24close26.702977.12994.50.039.5310062.63
52019.09.24 22:00buy36.702969.62958.10.0
62019.09.25 02:37close36.702974.12958.10.029.8110092.44
72019.09.26 16:38sell46.702977.12988.60.0
82019.09.26 18:07close46.702973.52988.60.024.1210116.56
92019.09.27 16:55sell56.702977.02988.50.0
102019.09.27 18:39close56.702969.12988.50.052.9310169.49
112019.09.27 23:00buy66.802963.32951.80.0
122019.09.27 23:00close66.802959.92951.80.0-23.1210146.37
132019.10.01 17:05sell76.802973.82985.30.0
142019.10.01 17:16close76.802970.02985.30.025.8410172.21
152019.10.02 10:12sell86.902931.72943.20.0
162019.10.02 11:55close86.902927.22943.20.031.0510203.26
172019.10.02 16:43sell97.002904.92916.40.0
182019.10.02 17:54close97.002895.82916.40.063.7010266.96
192019.10.03 17:00sell107.102864.52876.00.0
202019.10.03 17:09close107.102859.52876.00.035.5010302.46
212019.10.04 08:14buy117.002920.22908.70.0
222019.10.04 09:08s/l117.002908.72908.70.0-80.5010221.96
232019.10.04 15:57buy126.902923.22911.70.0
242019.10.04 17:08close126.902929.12911.70.040.7110262.67
252019.10.08 10:54sell136.902936.12947.60.0
262019.10.08 13:34close136.902927.62947.60.058.6510321.32
272019.10.08 18:30buy147.102903.92892.40.0
282019.10.08 19:46close147.102916.02892.40.085.9110407.23
292019.10.10 01:20sell157.102903.12914.60.0
302019.10.10 01:21close157.102897.82914.60.037.6310444.86
312019.10.10 16:58buy167.102939.92928.40.0
322019.10.10 18:27close167.102944.32928.40.031.2410476.10
332019.10.10 20:00sell177.102937.92949.40.0
342019.10.10 21:08close177.102929.22949.40.061.7710537.87
352019.10.11 19:30sell187.002981.22992.70.0
362019.10.11 19:32close187.002974.12992.70.049.7010587.57
372019.10.22 03:20buy197.003017.43005.90.0
382019.10.22 10:38s/l197.003005.93005.90.0-80.5010507.07
392019.10.29 11:13sell206.903037.43048.90.0
402019.10.29 17:43s/l206.903048.93048.90.0-79.3510427.72
412019.10.30 17:04sell216.803027.93039.40.0
422019.10.30 17:47s/l216.803039.43039.40.0-78.2010349.52
432019.10.31 12:04sell226.703044.03055.50.0
442019.10.31 17:48close226.703033.13055.50.073.0310422.55
452019.11.04 10:10buy236.703079.93068.40.0
462019.11.04 15:58close236.703083.33068.40.022.7810445.33
472019.11.07 09:20buy246.703084.23072.70.0
482019.11.07 09:45close246.703089.53072.70.035.5110480.84
492019.11.18 09:17buy256.703127.13115.60.0
502019.11.18 15:29s/l256.703115.63115.60.0-77.0510403.79
512019.11.19 16:43sell266.603123.53135.00.0
522019.11.19 18:02close266.603119.63135.00.025.7410429.53
532019.11.20 19:58sell276.703100.73112.20.0
542019.11.20 20:18close276.703096.93112.20.025.4610454.99
552019.11.25 16:51buy286.603129.43117.90.0
562019.11.26 03:51close286.603138.73117.90.061.0410516.03
572019.12.02 16:38sell296.603138.03149.50.0
582019.12.02 17:10close296.603127.23149.50.071.2810587.31
592019.12.03 12:13sell306.803109.13120.60.0
602019.12.03 20:01close306.803087.63120.60.0146.2010733.51
612019.12.04 11:07buy316.903107.03095.50.0
622019.12.04 17:17close316.903113.13095.50.042.0910775.60
632019.12.05 17:09sell326.903103.13114.60.0
642019.12.05 17:52s/l326.903114.63114.60.0-79.3510696.25
652019.12.06 15:33buy336.803135.03123.50.0
662019.12.06 16:32close336.803138.63123.50.024.4810720.73
672019.12.10 10:08sell346.803132.93144.40.0
682019.12.10 12:02close346.803127.93144.40.034.0010754.73
692019.12.11 10:19buy356.803145.03133.50.0
702019.12.11 10:54s/l356.803133.53133.50.0-78.2010676.53
712019.12.12 16:39buy366.703163.13151.60.0
722019.12.12 17:04close366.703169.23151.60.040.8710717.40
732019.12.13 14:58sell376.703170.83182.30.0
742019.12.13 14:58close376.703167.73182.30.020.7710738.17
752019.12.20 16:26buy386.603222.63211.10.0
762019.12.20 23:00close386.603220.73211.10.0-12.5410725.63
772019.12.24 16:34sell396.603223.73235.20.0
782019.12.26 16:48s/l396.603235.23235.20.0-76.0510649.59
792019.12.27 16:50sell406.503242.83254.30.0
802019.12.27 22:53close406.503239.43254.30.022.1010671.69