Strategy Tester Report
USIndexExpert
TradeMax-Live2 (Build 1220)

SymbolUS30 (US 30 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=70; TakeProfit=70; TrackPeriod=30; TRRR=1.5; MinDev=50; UpATRR=2; UpDPR=0.5; DownATRR=2.5; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15;
Bars in test4417Ticks modelled2353168Modelling quality75.83%
Mismatched charts errors8
Initial deposit10000.00Spread4
Total net profit4087.01Gross profit6002.55Gross loss-1915.54
Profit factor3.13Expected payoff61.00
Absolute drawdown19.00Maximal drawdown579.50 (5.01%)Relative drawdown5.01% (579.50)
Total trades67Short positions (won %)25 (84.00%)Long positions (won %)42 (76.19%)
Profit trades (% of total)53 (79.10%)Loss trades (% of total)14 (20.90%)
Largestprofit trade515.49loss trade-317.10
Averageprofit trade113.26loss trade-136.82
Maximumconsecutive wins (profit in money)12 (1965.55)consecutive losses (loss in money)2 (-318.20)
Maximalconsecutive profit (count of wins)1965.55 (12)consecutive loss (count of losses)-318.20 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.02 02:30buy11.9026279261710
22019.09.02 04:47close11.9026344261710123.5010123.50
32019.09.02 18:49sell21.9026177262510
42019.09.02 18:54close21.9026183262510-11.4010112.10
52019.09.03 19:30buy31.9026072259830
62019.09.03 22:21close31.902611825983087.4010199.50
72019.09.05 04:28buy41.9026508264340
82019.09.05 09:08close41.9026595264340165.3010364.80
92019.09.05 16:47buy51.9026766266920
102019.09.05 17:26close51.902680426692072.2010437.00
112019.09.05 19:30sell61.9026772269330
122019.09.05 23:01close61.902673226933076.0010513.00
132019.09.12 02:23buy71.9027243271690
142019.09.12 02:30close71.902728227169074.1010587.10
152019.09.16 04:30buy81.9027050269620
162019.09.16 09:00close81.902709726962089.3010676.40
172019.09.18 21:03sell91.9026967270410
182019.09.18 21:04s/l91.9027041270410-140.6010535.80
192019.09.20 20:13sell101.9027015270890
202019.09.20 20:17close101.902698727089053.2010589.00
212019.09.20 22:00buy111.9027019269450
222019.09.20 22:57s/l111.9026945269450-140.6010448.40
232019.09.23 13:30buy121.9026892267850
242019.09.23 17:50close121.902691026785034.2010482.60
252019.09.24 02:03buy131.9027128270540
262019.09.24 07:12s/l131.9027054270540-140.6010342.00
272019.09.24 18:43sell141.9026901269750
282019.09.24 21:12close141.9026846269750104.5010446.50
292019.09.24 22:00buy151.9026802266290
302019.09.25 02:18close151.9026893266290165.5910612.08
312019.09.26 20:00buy161.9026914267840
322019.09.26 21:08close161.9026970267840106.4010718.48
332019.09.27 23:00buy171.9026830266470
342019.09.27 23:00close171.9026825266470-9.5010708.98
352019.10.01 17:02sell181.9026908269820
362019.10.02 04:03close181.9026636269820515.4911224.47
372019.10.02 16:38sell192.1026287263610
382019.10.02 16:58close192.102627526361025.2011249.67
392019.10.02 17:43sell202.1026110261840
402019.10.02 18:38close202.102609026184042.0011291.67
412019.10.02 21:00buy212.1026038257830
422019.10.03 02:35close212.1026113257830149.4111441.09
432019.10.03 17:02sell222.2025886259600
442019.10.03 17:04close222.202586925960037.4011478.49
452019.10.04 16:59buy232.1026383263090
462019.10.04 17:06close232.102640226309039.9011518.39
472019.10.08 15:30buy242.1026314261630
482019.10.08 17:34s/l242.1026163261630-317.1011201.29
492019.10.08 18:00buy252.1026238260180
502019.10.08 19:45close252.1026323260180178.5011379.79
512019.10.09 15:00sell262.1026384264660
522019.10.09 16:53close262.1026290264660197.4011577.19
532019.10.10 04:00buy272.2026161259780
542019.10.10 04:37close272.2026269259780237.6011814.79
552019.10.10 16:54buy282.2026485264110
562019.10.10 17:00close282.202650426411041.8011856.59
572019.10.10 20:00sell292.2026498266960
582019.10.10 21:08close292.2026405266960204.6012061.19
592019.10.11 16:49buy302.2026903268290
602019.10.11 18:13close302.202692326829044.0012105.19
612019.10.11 19:30sell312.2026898270820
622019.10.11 19:32close312.2026801270820213.4012318.59
632019.10.15 17:27buy322.2027016269420
642019.10.15 18:12close322.2027073269420125.4012443.99
652019.10.15 19:30sell332.3027043271470
662019.10.16 02:02close332.30270402714705.3112449.30
672019.10.17 12:36buy342.2027122270480
682019.10.17 15:13s/l342.2027048270480-162.8012286.50
692019.10.18 19:20sell352.2026833269070
702019.10.18 23:00close352.202679026907094.6012381.10
712019.10.24 16:53sell362.3026775268490
722019.10.24 17:06close362.302676826849016.1012397.20
732019.10.25 18:25buy372.2027011269370
742019.10.25 23:00close372.2026962269370-107.8012289.40
752019.10.28 15:56buy382.2027108270340
762019.10.28 17:05close382.202714127034072.6012362.00
772019.10.30 16:38sell392.2027039271130
782019.10.30 17:04close392.202703127113017.6012379.60
792019.10.30 23:31buy402.2027279272050
802019.10.31 04:08s/l402.2027205272050-171.2712208.33
812019.10.31 17:22sell412.2027012270860
822019.10.31 17:26close412.202700427086017.6012225.93
832019.10.31 20:30buy422.2026975268320
842019.10.31 22:59close422.2027034268320129.8012355.73
852019.11.01 15:32buy432.2027167270930
862019.11.01 16:31close432.202718727093044.0012399.73
872019.11.01 17:05buy442.2027283272090
882019.11.01 19:04close442.202730227209041.8012441.53
892019.11.01 19:30sell452.2027301273990
902019.11.01 23:00close452.2027349273990-105.6012335.93
912019.11.04 15:32buy462.2027516274420
922019.11.04 19:02s/l462.2027442274420-162.8012173.13
932019.11.07 09:29buy472.2027590275160
942019.11.07 09:45close472.202761327516050.6012223.73
952019.11.07 16:41buy482.2027689276150
962019.11.07 17:35close482.202770827615041.8012265.53
972019.11.07 20:00sell492.2027754278280
982019.11.07 21:44close492.2027680278280162.8012428.33
992019.11.15 02:58buy502.2027876278020
1002019.11.15 20:07close502.202791327802081.4012509.73
1012019.11.18 09:17buy512.2028053279790
1022019.11.18 09:23close512.202807127979039.6012549.33
1032019.11.19 20:00buy522.2027951278340
1042019.11.20 07:00close522.2027897278340-127.2712422.06
1052019.11.20 19:58sell532.2027724277980
1062019.11.20 20:12close532.202771627798017.6012439.66
1072019.11.26 03:46buy542.2028152280780
1082019.11.26 05:37s/l542.2028078280780-162.8012276.86
1092019.11.27 16:34sell552.1028095281690
1102019.11.27 20:14s/l552.1028169281690-155.4012121.46
1112019.12.02 02:07buy562.1028164280900
1122019.12.02 10:31close562.102818228090037.8012159.26
1132019.12.02 16:39sell572.1028037281110
1142019.12.03 04:15close572.1027816281110462.6512621.91
1152019.12.03 12:29sell582.2027675277490
1162019.12.03 22:21close582.2027501277490382.8013004.71
1172019.12.04 11:07buy592.3027601275270
1182019.12.04 11:15close592.302761827527039.1013043.81
1192019.12.05 20:00buy602.3027609275150
1202019.12.05 21:35close602.3027672275150144.9013188.71
1212019.12.06 15:31buy612.3027801277270
1222019.12.06 23:00close612.3028010277270480.7013669.41
1232019.12.10 10:52sell622.4027813278870
1242019.12.10 10:59close622.402780627887016.8013686.21
1252019.12.10 14:30buy632.4027800276800
1262019.12.10 15:26close632.4027849276800117.6013803.81
1272019.12.12 16:38buy642.4028028279540
1282019.12.12 16:39close642.402805227954057.6013861.41
1292019.12.12 17:03buy652.4028188281140
1302019.12.12 17:23close652.402820628114043.2013904.61
1312019.12.12 19:00sell662.4028038282290
1322019.12.12 19:23close662.4027981282290136.8014041.41
1332019.12.13 19:30buy672.4028133280060
1342019.12.13 22:41close672.402815228006045.6014087.01