Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDCAD (United States Dollar vs. Canadian Dollar)
Period30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=100; TakeProfit=300; TrackPeriod=15; TRRR=1.2; MinDev=0.0005; UpATRR=2; UpDPR=0.5; DownATRR=2; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4344Ticks modelled4564971Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit339.23Gross profit743.78Gross loss-404.55
Profit factor1.84Expected payoff5.22
Absolute drawdown52.03Maximal drawdown149.26 (1.46%)Relative drawdown1.46% (149.26)
Total trades65Short positions (won %)36 (55.56%)Long positions (won %)29 (51.72%)
Profit trades (% of total)35 (53.85%)Loss trades (% of total)30 (46.15%)
Largestprofit trade88.70loss trade-19.84
Averageprofit trade21.25loss trade-13.49
Maximumconsecutive wins (profit in money)5 (132.22)consecutive losses (loss in money)4 (-49.02)
Maximalconsecutive profit (count of wins)132.22 (5)consecutive loss (count of losses)-49.02 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 10:35buy10.201.329181.327880.00000
22019.09.23 14:53s/l10.201.327881.327880.00000-19.589980.42
32019.09.26 15:26sell20.101.323201.324500.00000
42019.09.26 15:40s/l20.101.324501.324500.00000-9.829970.60
52019.09.27 18:17sell30.101.321481.322780.00000
62019.09.27 18:25s/l30.101.322781.322780.00000-9.839960.77
72019.10.01 14:00sell40.101.326951.328250.00000
82019.10.01 15:30s/l40.101.328251.328250.00000-9.799950.98
92019.10.01 16:30sell50.101.328611.329910.00000
102019.10.01 17:00close50.101.326831.329910.0000013.429964.40
112019.10.02 11:46buy60.101.324491.323190.00000
122019.10.03 04:08close60.101.331891.323190.0000055.5210019.92
132019.10.03 19:30buy70.201.333001.331700.00000
142019.10.03 19:30close70.201.332691.331700.00000-4.6510015.27
152019.10.07 11:00sell80.201.332411.333600.00000
162019.10.07 12:46close80.201.332361.333600.000000.7510016.02
172019.10.07 15:38sell90.201.329141.330440.00000
182019.10.07 16:45s/l90.201.330441.330440.00000-19.549996.48
192019.10.08 09:30buy100.101.329341.328050.00000
202019.10.08 10:02close100.101.329511.328050.000001.289997.76
212019.10.08 15:30sell110.101.331211.332510.00000
222019.10.08 17:11s/l110.101.332511.332510.00000-9.769988.00
232019.10.10 17:21sell120.101.328071.329370.00000
242019.10.10 17:44s/l120.101.329371.329370.00000-9.789978.22
252019.10.11 15:30sell130.101.323861.325160.00000
262019.10.11 16:39close130.101.319831.325160.0000030.5310008.75
272019.10.11 19:30buy140.201.318971.317670.00000
282019.10.11 23:00close140.201.320231.317670.0000019.0910027.84
292019.10.14 05:30sell150.201.320831.322130.00000
302019.10.14 09:12close150.201.320761.322130.000001.0610028.90
312019.10.17 11:42sell160.201.317831.319130.00000
322019.10.17 17:20close160.201.314341.319130.0000053.1110082.01
332019.10.21 11:20sell170.201.311551.312850.00000
342019.10.22 00:19close170.201.309591.312850.0000028.4310110.44
352019.10.22 15:48buy180.201.312261.310960.00000
362019.10.22 16:08s/l180.201.310961.310960.00000-19.8310090.61
372019.10.28 07:30sell190.201.307251.308210.00000
382019.10.28 11:30close190.201.307341.308210.00000-1.3810089.23
392019.10.28 15:00buy200.201.306251.304950.00000
402019.10.28 15:44close200.201.306471.304950.000003.3710092.60
412019.10.30 17:00buy210.201.311741.310440.00000
422019.10.30 22:54close210.201.316221.310440.0000068.0710160.67
432019.10.31 14:00sell220.201.316791.318000.00000
442019.10.31 14:13close220.201.316301.318000.000007.4510168.12
452019.11.01 07:30buy230.201.315711.314410.00000
462019.11.01 10:15s/l230.201.314411.314410.00000-19.7810148.34
472019.11.01 11:00buy240.201.315041.313740.00000
482019.11.01 12:01close240.201.315121.313740.000001.2210149.56
492019.11.01 14:00sell250.201.316021.317080.00000
502019.11.01 15:20s/l250.201.317081.317080.00000-16.1010133.46
512019.11.01 15:53buy260.201.319221.317920.00000
522019.11.01 16:12s/l260.201.317921.317920.00000-19.7310113.73
532019.11.05 13:30buy270.201.312621.311320.00000
542019.11.05 14:43close270.201.313391.311320.0000011.7310125.46
552019.11.05 20:00sell280.201.315931.317230.00000
562019.11.06 00:03close280.201.315541.317230.000004.4310129.89
572019.11.06 10:00sell290.201.316461.317550.00000
582019.11.06 10:30close290.201.316241.317550.000003.3410133.23
592019.11.06 21:00sell300.201.318601.319900.00000
602019.11.07 02:30close300.201.318541.319900.00000-0.5910132.64
612019.11.08 15:30buy310.201.321991.320690.00000
622019.11.08 23:00close310.201.322621.320690.000009.5310142.17
632019.11.12 12:30sell320.201.325131.325860.00000
642019.11.12 13:39s/l320.201.325861.325860.00000-11.0110131.16
652019.11.12 17:30buy330.201.323001.321700.00000
662019.11.12 19:50close330.201.323661.321700.000009.9710141.13
672019.11.13 10:27buy340.201.326051.324750.00000
682019.11.13 16:59s/l340.201.324751.324750.00000-19.6310121.50
692019.11.13 18:00buy350.201.324481.323180.00000
702019.11.13 20:46close350.201.325071.323180.000008.9110130.41
712019.11.15 02:53sell360.201.323641.324940.00000
722019.11.15 09:21close360.201.323541.324940.000001.5110131.92
732019.11.15 20:00buy370.201.323071.321770.00000
742019.11.15 20:31close370.201.323351.321770.000004.2310136.15
752019.11.18 21:00buy380.201.321251.319950.00000
762019.11.19 00:02s/l380.201.319951.319950.00000-19.7810116.38
772019.11.19 15:24sell390.201.319111.320410.00000
782019.11.19 15:43s/l390.201.320411.320410.00000-19.6910096.69
792019.11.19 20:02buy400.201.326391.325090.00000
802019.11.20 15:31close400.201.329291.325090.0000043.5510140.24
812019.11.20 21:00sell410.201.331481.332780.00000
822019.11.20 22:20close410.201.330721.332780.0000011.4210151.66
832019.11.21 04:00sell420.201.331821.332580.00000
842019.11.21 04:21close420.201.331351.332580.000007.0610158.72
852019.11.21 16:25sell430.201.327911.329210.00000
862019.11.21 17:38s/l430.201.329211.329210.00000-19.5610139.16
872019.11.29 15:10buy440.201.330751.329450.00000
882019.11.29 15:30s/l440.201.329451.329450.00000-19.5610119.60
892019.11.29 18:30buy450.201.329301.328000.00000
902019.11.29 18:30close450.201.329011.328000.00000-4.3610115.24
912019.12.03 16:30sell460.201.330701.332000.00000
922019.12.03 16:43close460.201.330461.332000.000003.6110118.85
932019.12.04 17:00sell470.201.325011.326310.00000
942019.12.04 18:56close470.201.321321.326310.0000055.8510174.70
952019.12.05 15:28sell480.201.316321.317620.00000
962019.12.05 16:53s/l480.201.317621.317620.00000-19.7310154.97
972019.12.06 15:30buy490.201.319921.318620.00000
982019.12.06 23:00close490.201.325801.318620.0000088.7010243.67
992019.12.09 16:50sell500.201.323681.324980.00000
1002019.12.10 00:02close500.201.323641.324980.00000-0.9010242.77
1012019.12.11 18:18sell510.201.320121.321420.00000
1022019.12.11 21:59close510.201.316791.321420.0000050.5810293.35
1032019.12.11 23:00buy520.201.318221.316920.00000
1042019.12.12 02:06s/l520.201.316921.316920.00000-19.8210273.53
1052019.12.13 03:00buy530.201.316461.315160.00000
1062019.12.13 06:54close530.201.316401.315160.00000-0.9110272.62
1072019.12.16 08:56sell540.201.315231.316530.00000
1082019.12.16 16:45close540.201.313871.316530.0000020.7010293.32
1092019.12.16 20:00sell550.201.314291.315590.00000
1102019.12.16 21:29s/l550.201.315591.315590.00000-19.7610273.56
1112019.12.17 10:20buy560.201.318411.317110.00000
1122019.12.17 12:25s/l560.201.317111.317110.00000-19.7410253.82
1132019.12.18 12:58sell570.201.314791.316090.00000
1142019.12.18 18:06close570.201.310901.316090.0000059.3510313.17
1152019.12.18 19:30buy580.201.312041.310740.00000
1162019.12.18 20:43s/l580.201.310741.310740.00000-19.8410293.33
1172019.12.19 17:55buy590.201.313881.312580.00000
1182019.12.19 18:00s/l590.201.312581.312580.00000-19.8110273.52
1192019.12.20 06:00sell600.201.313161.314150.00000
1202019.12.20 08:00close600.201.313181.314150.00000-0.3010273.22
1212019.12.20 15:30buy610.201.315961.314660.00000
1222019.12.20 15:30close610.201.316981.314660.0000015.4910288.71
1232019.12.20 18:30sell620.201.316471.317770.00000
1242019.12.20 22:00close620.201.315931.317770.000008.2110296.92
1252019.12.23 19:00sell630.201.316681.317980.00000
1262019.12.23 19:22close630.201.316081.317980.000009.1210306.04
1272019.12.26 16:40sell640.201.313431.314730.00000
1282019.12.27 02:02close640.201.311481.314730.0000025.2410331.29
1292019.12.27 16:30buy650.201.308781.307480.00000
1302019.12.27 16:57close650.201.309301.307480.000007.9410339.23