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=70; TakeProfit=90; TrackPeriod=14; TRRR=1; MinDev=10; UpATRR=5; UpDPR=0.9; DownATRR=3; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4128Ticks modelled705079Modelling quality85.71%
Mismatched charts errors37
Initial deposit10000.00Spread30
Total net profit346.31Gross profit696.88Gross loss-350.57
Profit factor1.99Expected payoff13.32
Absolute drawdown63.65Maximal drawdown194.82 (1.89%)Relative drawdown1.89% (194.82)
Total trades26Short positions (won %)15 (80.00%)Long positions (won %)11 (72.73%)
Profit trades (% of total)20 (76.92%)Loss trades (% of total)6 (23.08%)
Largestprofit trade106.81loss trade-68.00
Averageprofit trade34.84loss trade-58.43
Maximumconsecutive wins (profit in money)7 (260.23)consecutive losses (loss in money)2 (-134.00)
Maximalconsecutive profit (count of wins)271.19 (5)consecutive loss (count of losses)-134.00 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.24 22:00buy16.702969.12959.10.0
22019.09.25 02:38close16.702974.52959.10.035.8410035.84
32019.09.27 23:00buy26.702962.82952.80.0
42019.09.27 23:00close26.702959.92952.80.0-19.4310016.41
52019.10.01 17:07sell36.702969.72979.70.0
62019.10.01 17:14close36.702968.92979.70.05.3610021.77
72019.10.02 10:21sell46.802928.22938.20.0
82019.10.02 12:17close46.802926.92938.20.08.8410030.61
92019.10.02 21:00buy56.902881.22871.20.0
102019.10.03 02:12close56.902886.92871.20.038.9810069.59
112019.10.03 17:05sell67.002859.72869.70.0
122019.10.03 17:09close67.002858.62869.70.07.7010077.29
132019.10.08 15:30buy76.802922.42912.40.0
142019.10.08 16:31s/l76.802912.42912.40.0-68.0010009.29
152019.10.08 18:30buy86.802903.42893.40.0
162019.10.08 19:46close86.802916.32893.40.087.7210097.01
172019.10.10 01:27sell96.902888.02898.00.0
182019.10.10 01:41close96.902887.22898.00.05.5210102.53
192019.10.10 04:00buy106.902898.22888.20.0
202019.10.10 04:17close106.902907.32888.20.062.7910165.32
212019.10.10 20:00sell116.902937.92947.90.0
222019.10.10 21:08close116.902928.72947.90.063.4810228.80
232019.10.11 19:30sell126.802981.22991.20.0
242019.10.11 19:32close126.802973.62991.20.051.6810280.48
252019.10.29 11:23sell136.703035.93045.90.0
262019.10.29 17:33s/l136.703045.93045.90.0-67.0010213.48
272019.10.30 17:04sell146.703026.13036.10.0
282019.10.30 17:04s/l146.703036.13036.10.0-67.0010146.48
292019.10.31 12:05sell156.603041.83051.80.0
302019.10.31 12:51close156.603041.03051.80.05.2810151.76
312019.11.07 09:25buy166.503087.63077.60.0
322019.11.07 17:50close166.503096.23077.60.055.9010207.66
332019.11.18 09:17buy176.503130.23120.20.0
342019.11.18 15:21s/l176.503120.23120.20.0-65.0010142.66
352019.12.02 16:39sell186.403134.73144.70.0
362019.12.03 02:32close186.403118.03144.70.0106.8110249.47
372019.12.03 12:15sell196.503107.03117.00.0
382019.12.03 12:34close196.503106.23117.00.05.2010254.67
392019.12.03 18:30buy206.603081.13071.10.0
402019.12.03 22:00close206.603085.73071.10.030.3610285.03
412019.12.06 15:41buy216.503138.53128.50.0
422019.12.06 17:52close216.503146.43128.50.051.3510336.38
432019.12.10 10:52sell226.603126.03136.00.0
442019.12.10 13:33close226.603123.93136.00.013.8610350.24
452019.12.12 16:59buy236.503168.33158.30.0
462019.12.12 17:21close236.503175.73158.30.048.1010398.34
472019.12.13 14:58sell246.503167.93177.90.0
482019.12.13 14:58close246.503167.23177.90.04.5510402.89
492019.12.24 16:35sell256.403222.43232.40.0
502019.12.26 15:29s/l256.403232.43232.40.0-64.1410338.75
512019.12.27 16:55sell266.303240.63250.60.0
522019.12.27 22:53close266.303239.43250.60.07.5610346.31