Strategy Tester Report
USIndexExpert
(Build 1220)
| Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2019.10.21 00:00 - 2020.01.31 23:30 (2019.10.21 - 2020.02.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopLoss=200; TakeProfit=600; TrackPeriod=15; TRRR=1.5; UpATRR=3; DownATRR=2; DPR=0; Flag=1; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=1; | ||||
| Bars in test | 4519 | Ticks modelled | 4732260 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | 30 | ||
| Total net profit | 4060.10 | Gross profit | 6348.60 | Gross loss | -2288.50 |
| Profit factor | 2.77 | Expected payoff | 79.61 | ||
| Absolute drawdown | 108.77 | Maximal drawdown | 1036.34 (0.99%) | Relative drawdown | 0.99% (1036.34) |
| Total trades | 51 | Short positions (won %) | 34 (70.59%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 37 (72.55%) | Loss trades (% of total) | 14 (27.45%) | ||
| Largest | profit trade | 925.01 | loss trade | -348.85 | |
| Average | profit trade | 171.58 | loss trade | -163.46 | |
| Maximum | consecutive wins (profit in money) | 8 (1415.59) | consecutive losses (loss in money) | 4 (-714.98) | |
| Maximal | consecutive profit (count of wins) | 1415.59 (8) | consecutive loss (count of losses) | -714.98 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.10.21 11:20 | sell | 1 | 2.00 | 1.31155 | 1.31347 | 1.30555 | ||
| 2 | 2019.10.21 12:58 | modify | 1 | 2.00 | 1.31155 | 1.31155 | 1.30555 | ||
| 3 | 2019.10.21 16:32 | s/l | 1 | 2.00 | 1.31155 | 1.31155 | 1.30555 | 0.00 | 100000.00 |
| 4 | 2019.10.28 15:00 | buy | 2 | 2.00 | 1.30618 | 1.30480 | 0.00000 | ||
| 5 | 2019.10.28 16:00 | close | 2 | 2.00 | 1.30672 | 1.30480 | 0.00000 | 82.65 | 100082.65 |
| 6 | 2019.10.30 17:00 | buy | 3 | 2.00 | 1.31250 | 1.31020 | 1.31850 | ||
| 7 | 2019.10.30 17:04 | modify | 3 | 2.00 | 1.31250 | 1.31250 | 1.31850 | ||
| 8 | 2019.10.30 17:11 | modify | 3 | 2.00 | 1.31250 | 1.31350 | 1.31850 | ||
| 9 | 2019.10.30 17:30 | modify | 3 | 2.00 | 1.31250 | 1.31450 | 1.31850 | ||
| 10 | 2019.10.30 18:20 | modify | 3 | 2.00 | 1.31250 | 1.31551 | 1.31850 | ||
| 11 | 2019.10.30 18:41 | modify | 3 | 2.00 | 1.31250 | 1.31651 | 1.31850 | ||
| 12 | 2019.10.30 21:00 | t/p | 3 | 2.00 | 1.31850 | 1.31651 | 1.31850 | 910.12 | 100992.77 |
| 13 | 2019.10.31 14:00 | sell | 4 | 2.00 | 1.31679 | 1.31800 | 0.00000 | ||
| 14 | 2019.10.31 14:23 | close | 4 | 2.00 | 1.31599 | 1.31800 | 0.00000 | 121.58 | 101114.35 |
| 15 | 2019.11.01 11:00 | buy | 5 | 2.00 | 1.31493 | 1.31344 | 0.00000 | ||
| 16 | 2019.11.01 12:10 | close | 5 | 2.00 | 1.31543 | 1.31344 | 0.00000 | 76.02 | 101190.37 |
| 17 | 2019.11.05 13:30 | buy | 6 | 2.00 | 1.31262 | 1.31032 | 0.00000 | ||
| 18 | 2019.11.05 15:54 | close | 6 | 2.00 | 1.31345 | 1.31032 | 0.00000 | 126.38 | 101316.75 |
| 19 | 2019.11.05 20:00 | sell | 7 | 2.00 | 1.31593 | 1.31823 | 0.00000 | ||
| 20 | 2019.11.06 00:03 | close | 7 | 2.00 | 1.31525 | 1.31823 | 0.00000 | 98.84 | 101415.59 |
| 21 | 2019.11.08 15:30 | buy | 8 | 2.00 | 1.32262 | 1.32032 | 1.32862 | ||
| 22 | 2019.11.08 23:00 | close | 8 | 2.00 | 1.32262 | 1.32032 | 1.32862 | 0.00 | 101415.59 |
| 23 | 2019.11.12 12:30 | sell | 9 | 2.00 | 1.32513 | 1.32586 | 0.00000 | ||
| 24 | 2019.11.12 13:39 | s/l | 9 | 2.00 | 1.32586 | 1.32586 | 0.00000 | -110.12 | 101305.47 |
| 25 | 2019.11.12 17:30 | buy | 10 | 2.00 | 1.32300 | 1.32117 | 0.00000 | ||
| 26 | 2019.11.12 22:24 | close | 10 | 2.00 | 1.32336 | 1.32117 | 0.00000 | 54.41 | 101359.88 |
| 27 | 2019.11.13 18:00 | buy | 11 | 2.00 | 1.32448 | 1.32316 | 0.00000 | ||
| 28 | 2019.11.13 20:56 | close | 11 | 2.00 | 1.32539 | 1.32316 | 0.00000 | 137.32 | 101497.20 |
| 29 | 2019.11.15 02:53 | sell | 12 | 2.00 | 1.32364 | 1.32594 | 1.31764 | ||
| 30 | 2019.11.15 05:45 | modify | 12 | 2.00 | 1.32364 | 1.32364 | 1.31764 | ||
| 31 | 2019.11.15 09:21 | close | 12 | 2.00 | 1.32354 | 1.32364 | 1.31764 | 15.11 | 101512.31 |
| 32 | 2019.11.15 20:17 | buy | 13 | 2.00 | 1.32291 | 1.32135 | 0.00000 | ||
| 33 | 2019.11.15 20:44 | close | 13 | 2.00 | 1.32366 | 1.32135 | 0.00000 | 113.32 | 101625.63 |
| 34 | 2019.11.19 15:24 | sell | 14 | 2.00 | 1.31911 | 1.32096 | 1.31311 | ||
| 35 | 2019.11.19 16:02 | s/l | 14 | 2.00 | 1.32096 | 1.32096 | 1.31311 | -280.10 | 101345.53 |
| 36 | 2019.11.20 14:00 | sell | 15 | 2.00 | 1.33020 | 1.33238 | 0.00000 | ||
| 37 | 2019.11.20 15:33 | close | 15 | 2.00 | 1.32928 | 1.33238 | 0.00000 | 138.42 | 101483.95 |
| 38 | 2019.11.21 04:00 | sell | 16 | 2.00 | 1.33182 | 1.33258 | 0.00000 | ||
| 39 | 2019.11.21 04:32 | close | 16 | 2.00 | 1.33103 | 1.33258 | 0.00000 | 118.71 | 101602.66 |
| 40 | 2019.11.21 16:25 | sell | 17 | 2.00 | 1.32791 | 1.33021 | 1.32191 | ||
| 41 | 2019.11.22 15:30 | modify | 17 | 2.00 | 1.32791 | 1.32791 | 1.32191 | ||
| 42 | 2019.11.22 15:31 | modify | 17 | 2.00 | 1.32791 | 1.32691 | 1.32191 | ||
| 43 | 2019.11.22 15:42 | s/l | 17 | 2.00 | 1.32691 | 1.32691 | 1.32191 | 137.06 | 101739.72 |
| 44 | 2019.12.03 16:32 | sell | 18 | 2.00 | 1.33091 | 1.33242 | 0.00000 | ||
| 45 | 2019.12.03 17:17 | close | 18 | 2.00 | 1.33019 | 1.33242 | 0.00000 | 108.26 | 101847.98 |
| 46 | 2019.12.04 17:00 | sell | 19 | 2.00 | 1.32501 | 1.32731 | 1.31901 | ||
| 47 | 2019.12.04 17:00 | modify | 19 | 2.00 | 1.32501 | 1.32501 | 1.31901 | ||
| 48 | 2019.12.04 17:00 | s/l | 19 | 2.00 | 1.32501 | 1.32501 | 1.31901 | 0.00 | 101847.98 |
| 49 | 2019.12.05 15:28 | sell | 20 | 2.00 | 1.31632 | 1.31862 | 1.31032 | ||
| 50 | 2019.12.05 17:19 | s/l | 20 | 2.00 | 1.31862 | 1.31862 | 1.31032 | -348.85 | 101499.13 |
| 51 | 2019.12.06 15:30 | buy | 21 | 2.00 | 1.32038 | 1.31808 | 1.32638 | ||
| 52 | 2019.12.06 15:30 | modify | 21 | 2.00 | 1.32038 | 1.32044 | 1.32638 | ||
| 53 | 2019.12.06 15:30 | modify | 21 | 2.00 | 1.32038 | 1.32148 | 1.32638 | ||
| 54 | 2019.12.06 15:30 | modify | 21 | 2.00 | 1.32038 | 1.32250 | 1.32638 | ||
| 55 | 2019.12.06 15:30 | modify | 21 | 2.00 | 1.32038 | 1.32350 | 1.32638 | ||
| 56 | 2019.12.06 15:30 | s/l | 21 | 2.00 | 1.32350 | 1.32350 | 1.32638 | 471.48 | 101970.61 |
| 57 | 2019.12.09 16:50 | sell | 22 | 2.00 | 1.32368 | 1.32598 | 1.31768 | ||
| 58 | 2019.12.09 17:51 | modify | 22 | 2.00 | 1.32368 | 1.32368 | 1.31768 | ||
| 59 | 2019.12.09 18:45 | s/l | 22 | 2.00 | 1.32368 | 1.32368 | 1.31768 | 0.00 | 101970.61 |
| 60 | 2019.12.09 19:30 | buy | 23 | 2.00 | 1.32313 | 1.32131 | 0.00000 | ||
| 61 | 2019.12.09 23:59 | close | 23 | 2.00 | 1.32371 | 1.32131 | 0.00000 | 87.63 | 102058.24 |
| 62 | 2019.12.11 18:18 | sell | 24 | 2.00 | 1.32012 | 1.32242 | 1.31412 | ||
| 63 | 2019.12.11 19:46 | modify | 24 | 2.00 | 1.32012 | 1.32012 | 1.31412 | ||
| 64 | 2019.12.11 21:11 | modify | 24 | 2.00 | 1.32012 | 1.31911 | 1.31412 | ||
| 65 | 2019.12.11 21:45 | modify | 24 | 2.00 | 1.32012 | 1.31811 | 1.31412 | ||
| 66 | 2019.12.11 22:55 | s/l | 24 | 2.00 | 1.31811 | 1.31811 | 1.31412 | 304.98 | 102363.22 |
| 67 | 2019.12.13 03:00 | buy | 25 | 2.00 | 1.31646 | 1.31459 | 0.00000 | ||
| 68 | 2019.12.13 08:00 | close | 25 | 2.00 | 1.31643 | 1.31459 | 0.00000 | -4.56 | 102358.66 |
| 69 | 2019.12.16 08:56 | sell | 26 | 2.00 | 1.31523 | 1.31753 | 1.30923 | ||
| 70 | 2019.12.16 10:18 | modify | 26 | 2.00 | 1.31523 | 1.31523 | 1.30923 | ||
| 71 | 2019.12.16 13:07 | modify | 26 | 2.00 | 1.31523 | 1.31423 | 1.30923 | ||
| 72 | 2019.12.16 15:01 | modify | 26 | 2.00 | 1.31523 | 1.31323 | 1.30923 | ||
| 73 | 2019.12.16 16:35 | s/l | 26 | 2.00 | 1.31323 | 1.31323 | 1.30923 | 304.59 | 102663.25 |
| 74 | 2019.12.18 12:58 | sell | 27 | 2.00 | 1.31479 | 1.31707 | 1.30879 | ||
| 75 | 2019.12.18 15:44 | modify | 27 | 2.00 | 1.31479 | 1.31479 | 1.30879 | ||
| 76 | 2019.12.18 16:24 | modify | 27 | 2.00 | 1.31479 | 1.31379 | 1.30879 | ||
| 77 | 2019.12.18 17:58 | modify | 27 | 2.00 | 1.31479 | 1.31279 | 1.30879 | ||
| 78 | 2019.12.18 18:05 | modify | 27 | 2.00 | 1.31479 | 1.31178 | 1.30879 | ||
| 79 | 2019.12.18 18:50 | s/l | 27 | 2.00 | 1.31178 | 1.31178 | 1.30879 | 458.91 | 103122.16 |
| 80 | 2019.12.18 19:30 | buy | 28 | 2.00 | 1.31204 | 1.30974 | 0.00000 | ||
| 81 | 2019.12.19 01:00 | close | 28 | 2.00 | 1.31159 | 1.30974 | 0.00000 | -74.39 | 103047.77 |
| 82 | 2019.12.20 06:00 | sell | 29 | 2.00 | 1.31316 | 1.31415 | 0.00000 | ||
| 83 | 2019.12.20 09:57 | s/l | 29 | 2.00 | 1.31415 | 1.31415 | 0.00000 | -150.67 | 102897.10 |
| 84 | 2019.12.20 15:30 | buy | 30 | 2.00 | 1.31653 | 1.31423 | 1.32253 | ||
| 85 | 2019.12.20 15:30 | modify | 30 | 2.00 | 1.31653 | 1.31655 | 1.32253 | ||
| 86 | 2019.12.20 15:33 | s/l | 30 | 2.00 | 1.31655 | 1.31655 | 1.32253 | 3.04 | 102900.14 |
| 87 | 2019.12.20 18:30 | sell | 31 | 2.00 | 1.31647 | 1.31855 | 0.00000 | ||
| 88 | 2019.12.20 22:59 | close | 31 | 2.00 | 1.31575 | 1.31855 | 0.00000 | 109.44 | 103009.58 |
| 89 | 2019.12.26 16:40 | sell | 32 | 2.00 | 1.31343 | 1.31558 | 1.30743 | ||
| 90 | 2019.12.26 17:17 | modify | 32 | 2.00 | 1.31343 | 1.31343 | 1.30743 | ||
| 91 | 2019.12.26 17:52 | modify | 32 | 2.00 | 1.31343 | 1.31241 | 1.30743 | ||
| 92 | 2019.12.26 18:01 | s/l | 32 | 2.00 | 1.31241 | 1.31241 | 1.30743 | 155.44 | 103165.02 |
| 93 | 2019.12.26 19:00 | buy | 33 | 2.00 | 1.31270 | 1.31094 | 0.00000 | ||
| 94 | 2019.12.26 20:53 | s/l | 33 | 2.00 | 1.31094 | 1.31094 | 0.00000 | -268.51 | 102896.51 |
| 95 | 2019.12.27 16:30 | buy | 34 | 2.00 | 1.30878 | 1.30696 | 0.00000 | ||
| 96 | 2019.12.27 17:00 | close | 34 | 2.00 | 1.30956 | 1.30696 | 0.00000 | 119.12 | 103015.63 |
| 97 | 2019.12.31 11:52 | sell | 35 | 2.00 | 1.30328 | 1.30558 | 1.29728 | ||
| 98 | 2019.12.31 14:00 | modify | 35 | 2.00 | 1.30328 | 1.30328 | 1.29728 | ||
| 99 | 2019.12.31 14:52 | modify | 35 | 2.00 | 1.30328 | 1.30228 | 1.29728 | ||
| 100 | 2019.12.31 15:02 | modify | 35 | 2.00 | 1.30328 | 1.30128 | 1.29728 | ||
| 101 | 2019.12.31 17:23 | modify | 35 | 2.00 | 1.30328 | 1.30028 | 1.29728 | ||
| 102 | 2019.12.31 17:29 | modify | 35 | 2.00 | 1.30328 | 1.29928 | 1.29728 | ||
| 103 | 2019.12.31 17:30 | t/p | 35 | 2.00 | 1.29728 | 1.29928 | 1.29728 | 925.01 | 103940.64 |
| 104 | 2019.12.31 19:30 | buy | 36 | 2.00 | 1.29829 | 1.29599 | 0.00000 | ||
| 105 | 2020.01.02 09:00 | close | 36 | 2.00 | 1.29836 | 1.29599 | 0.00000 | -0.77 | 103939.87 |
| 106 | 2020.01.02 15:00 | sell | 37 | 2.00 | 1.29915 | 1.30115 | 0.00000 | ||
| 107 | 2020.01.02 17:34 | close | 37 | 2.00 | 1.29876 | 1.30115 | 0.00000 | 60.06 | 103999.93 |
| 108 | 2020.01.09 13:30 | sell | 38 | 2.00 | 1.30512 | 1.30607 | 0.00000 | ||
| 109 | 2020.01.09 15:21 | s/l | 38 | 2.00 | 1.30607 | 1.30607 | 0.00000 | -145.47 | 103854.46 |
| 110 | 2020.01.09 19:30 | sell | 39 | 2.00 | 1.30902 | 1.31132 | 0.00000 | ||
| 111 | 2020.01.09 22:16 | close | 39 | 2.00 | 1.30718 | 1.31132 | 0.00000 | 281.52 | 104135.98 |
| 112 | 2020.01.10 15:30 | sell | 40 | 2.00 | 1.30421 | 1.30651 | 1.29821 | ||
| 113 | 2020.01.10 15:36 | modify | 40 | 2.00 | 1.30421 | 1.30420 | 1.29821 | ||
| 114 | 2020.01.10 15:57 | s/l | 40 | 2.00 | 1.30420 | 1.30420 | 1.29821 | 1.53 | 104137.51 |
| 115 | 2020.01.14 12:30 | sell | 41 | 2.00 | 1.30701 | 1.30832 | 0.00000 | ||
| 116 | 2020.01.14 16:46 | close | 41 | 2.00 | 1.30674 | 1.30832 | 0.00000 | 41.32 | 104178.83 |
| 117 | 2020.01.16 10:31 | sell | 42 | 2.00 | 1.30344 | 1.30468 | 1.29744 | ||
| 118 | 2020.01.16 16:02 | s/l | 42 | 2.00 | 1.30468 | 1.30468 | 1.29744 | -190.08 | 103988.75 |
| 119 | 2020.01.21 12:00 | sell | 43 | 2.00 | 1.30706 | 1.30851 | 0.00000 | ||
| 120 | 2020.01.21 14:04 | close | 43 | 2.00 | 1.30635 | 1.30851 | 0.00000 | 108.70 | 104097.45 |
| 121 | 2020.01.22 05:32 | sell | 44 | 2.00 | 1.30822 | 1.30957 | 0.00000 | ||
| 122 | 2020.01.22 09:43 | close | 44 | 2.00 | 1.30800 | 1.30957 | 0.00000 | 33.64 | 104131.09 |
| 123 | 2020.01.22 11:55 | sell | 45 | 2.00 | 1.30658 | 1.30888 | 1.30058 | ||
| 124 | 2020.01.22 15:05 | modify | 45 | 2.00 | 1.30658 | 1.30658 | 1.30058 | ||
| 125 | 2020.01.22 15:10 | modify | 45 | 2.00 | 1.30658 | 1.30557 | 1.30058 | ||
| 126 | 2020.01.22 15:33 | s/l | 45 | 2.00 | 1.30557 | 1.30557 | 1.30058 | 154.72 | 104285.81 |
| 127 | 2020.01.22 17:01 | buy | 46 | 2.00 | 1.31067 | 1.30837 | 1.31667 | ||
| 128 | 2020.01.22 17:02 | modify | 46 | 2.00 | 1.31067 | 1.31067 | 1.31667 | ||
| 129 | 2020.01.22 17:09 | modify | 46 | 2.00 | 1.31067 | 1.31168 | 1.31667 | ||
| 130 | 2020.01.22 17:10 | modify | 46 | 2.00 | 1.31067 | 1.31269 | 1.31667 | ||
| 131 | 2020.01.22 17:27 | s/l | 46 | 2.00 | 1.31269 | 1.31269 | 1.31667 | 307.76 | 104593.57 |
| 132 | 2020.01.27 13:30 | sell | 47 | 2.00 | 1.31824 | 1.31998 | 0.00000 | ||
| 133 | 2020.01.27 16:30 | s/l | 47 | 2.00 | 1.31998 | 1.31998 | 0.00000 | -263.64 | 104329.93 |
| 134 | 2020.01.28 13:00 | sell | 48 | 2.00 | 1.32004 | 1.32076 | 0.00000 | ||
| 135 | 2020.01.28 13:18 | s/l | 48 | 2.00 | 1.32076 | 1.32076 | 0.00000 | -109.03 | 104220.90 |
| 136 | 2020.01.29 14:30 | sell | 49 | 2.00 | 1.31742 | 1.31868 | 0.00000 | ||
| 137 | 2020.01.29 15:42 | s/l | 49 | 2.00 | 1.31868 | 1.31868 | 0.00000 | -191.10 | 104029.80 |
| 138 | 2020.01.30 12:00 | sell | 50 | 2.00 | 1.32166 | 1.32266 | 0.00000 | ||
| 139 | 2020.01.30 13:24 | s/l | 50 | 2.00 | 1.32266 | 1.32266 | 0.00000 | -151.21 | 103878.59 |
| 140 | 2020.01.31 14:00 | sell | 51 | 2.00 | 1.32344 | 1.32554 | 0.00000 | ||
| 141 | 2020.01.31 16:02 | close | 51 | 2.00 | 1.32224 | 1.32554 | 0.00000 | 181.51 | 104060.10 |