Strategy Tester Report
USIndexExpert
FXDD-MT4 Demo Server (Build 1260)
| Symbol | USDCAD (United States Dollar vs. Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.28 23:30 (2019.11.18 - 2020.02.29) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TrackPeriod=15; TRRR=2; UpATRR=0.5; DownATRR=1.5; DPR=0; StopLoss=500; TakeProfit=700; TS=100; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
| Bars in test | 4517 | Ticks modelled | 4990747 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 100000.00 | Spread | 30 | ||
| Total net profit | 2179.97 | Gross profit | 5235.67 | Gross loss | -3055.69 |
| Profit factor | 1.71 | Expected payoff | 39.64 | ||
| Absolute drawdown | 270.81 | Maximal drawdown | 1119.77 (1.09%) | Relative drawdown | 1.09% (1119.77) |
| Total trades | 55 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 43 (72.09%) |
| Profit trades (% of total) | 41 (74.55%) | Loss trades (% of total) | 14 (25.45%) | ||
| Largest | profit trade | 539.92 | loss trade | -410.36 | |
| Average | profit trade | 127.70 | loss trade | -218.26 | |
| Maximum | consecutive wins (profit in money) | 7 (711.86) | consecutive losses (loss in money) | 2 (-500.72) | |
| Maximal | consecutive profit (count of wins) | 1103.19 (6) | consecutive loss (count of losses) | -500.72 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.11.18 12:57 | buy | 1 | 1.00 | 1.32249 | 1.31719 | 1.32949 | ||
| 2 | 2019.11.20 02:56 | modify | 1 | 1.00 | 1.32249 | 1.32249 | 1.32949 | ||
| 3 | 2019.11.20 09:02 | modify | 1 | 1.00 | 1.32249 | 1.32349 | 1.32949 | ||
| 4 | 2019.11.20 10:12 | t/p | 1 | 1.00 | 1.32949 | 1.32349 | 1.32949 | 521.70 | 100521.70 |
| 5 | 2019.11.20 12:10 | buy | 2 | 1.00 | 1.33039 | 1.32509 | 1.33739 | ||
| 6 | 2019.11.20 22:20 | close | 2 | 1.00 | 1.33042 | 1.32509 | 1.33739 | 2.25 | 100523.95 |
| 7 | 2019.11.21 04:00 | sell | 3 | 1.00 | 1.33182 | 1.33258 | 0.00000 | ||
| 8 | 2019.11.21 04:32 | close | 3 | 1.00 | 1.33103 | 1.33258 | 0.00000 | 59.35 | 100583.30 |
| 9 | 2019.11.21 12:23 | sell | 4 | 1.00 | 1.32944 | 1.33474 | 1.32244 | ||
| 10 | 2019.11.22 00:02 | close | 4 | 1.00 | 1.32856 | 1.33474 | 1.32244 | 55.74 | 100639.04 |
| 11 | 2019.11.22 07:59 | buy | 5 | 1.00 | 1.32899 | 1.32369 | 1.33599 | ||
| 12 | 2019.11.22 23:00 | close | 5 | 1.00 | 1.32906 | 1.32369 | 1.33599 | 5.27 | 100644.31 |
| 13 | 2019.11.25 12:24 | buy | 6 | 1.00 | 1.33022 | 1.32492 | 1.33722 | ||
| 14 | 2019.11.25 21:38 | close | 6 | 1.00 | 1.33047 | 1.32492 | 1.33722 | 18.79 | 100663.10 |
| 15 | 2019.11.27 17:57 | buy | 7 | 1.00 | 1.32832 | 1.32302 | 1.33532 | ||
| 16 | 2019.11.28 13:46 | close | 7 | 1.00 | 1.32900 | 1.32302 | 1.33532 | 48.76 | 100711.86 |
| 17 | 2019.11.29 12:24 | buy | 8 | 1.00 | 1.32948 | 1.32418 | 1.33648 | ||
| 18 | 2019.11.29 23:00 | close | 8 | 1.00 | 1.32817 | 1.32418 | 1.33648 | -98.63 | 100613.23 |
| 19 | 2019.12.02 08:12 | buy | 9 | 1.00 | 1.32960 | 1.32430 | 1.33660 | ||
| 20 | 2019.12.02 22:55 | close | 9 | 1.00 | 1.32961 | 1.32430 | 1.33660 | 0.75 | 100613.98 |
| 21 | 2019.12.03 10:20 | sell | 10 | 1.00 | 1.32918 | 1.33448 | 1.32218 | ||
| 22 | 2019.12.04 07:03 | close | 10 | 1.00 | 1.32914 | 1.33448 | 1.32218 | -0.49 | 100613.48 |
| 23 | 2019.12.04 09:29 | buy | 11 | 1.00 | 1.32986 | 1.32456 | 1.33686 | ||
| 24 | 2019.12.04 17:00 | s/l | 11 | 1.00 | 1.32456 | 1.32456 | 1.33686 | -400.13 | 100213.35 |
| 25 | 2019.12.05 02:13 | sell | 12 | 1.00 | 1.31809 | 1.32339 | 1.31109 | ||
| 26 | 2019.12.05 16:57 | close | 12 | 1.00 | 1.31786 | 1.32339 | 1.31109 | 17.45 | 100230.80 |
| 27 | 2019.12.06 15:30 | buy | 13 | 1.00 | 1.31962 | 1.31432 | 1.32662 | ||
| 28 | 2019.12.06 15:32 | modify | 13 | 1.00 | 1.31962 | 1.31962 | 1.32662 | ||
| 29 | 2019.12.06 16:07 | modify | 13 | 1.00 | 1.31962 | 1.32062 | 1.32662 | ||
| 30 | 2019.12.06 17:45 | t/p | 13 | 1.00 | 1.32662 | 1.32062 | 1.32662 | 527.66 | 100758.46 |
| 31 | 2019.12.09 16:47 | sell | 14 | 1.00 | 1.32395 | 1.32925 | 1.31695 | ||
| 32 | 2019.12.09 23:30 | close | 14 | 1.00 | 1.32370 | 1.32925 | 1.31695 | 18.89 | 100777.35 |
| 33 | 2019.12.10 01:14 | buy | 15 | 1.00 | 1.32451 | 1.31921 | 1.33151 | ||
| 34 | 2019.12.11 19:11 | s/l | 15 | 1.00 | 1.31921 | 1.31921 | 1.33151 | -404.17 | 100373.18 |
| 35 | 2019.12.12 11:25 | buy | 16 | 1.00 | 1.31740 | 1.31210 | 1.32440 | ||
| 36 | 2019.12.12 19:15 | close | 16 | 1.00 | 1.31746 | 1.31210 | 1.32440 | 4.55 | 100377.73 |
| 37 | 2019.12.13 16:11 | buy | 17 | 1.00 | 1.31771 | 1.31241 | 1.32471 | ||
| 38 | 2019.12.13 23:00 | close | 17 | 1.00 | 1.31875 | 1.31241 | 1.32471 | 78.86 | 100456.59 |
| 39 | 2019.12.16 08:51 | sell | 18 | 1.00 | 1.31547 | 1.32077 | 1.30847 | ||
| 40 | 2019.12.16 16:45 | close | 18 | 1.00 | 1.31387 | 1.32077 | 1.30847 | 121.78 | 100578.37 |
| 41 | 2019.12.16 17:55 | buy | 19 | 1.00 | 1.31524 | 1.30994 | 1.32224 | ||
| 42 | 2019.12.17 06:44 | close | 19 | 1.00 | 1.31621 | 1.30994 | 1.32224 | 71.29 | 100649.67 |
| 43 | 2019.12.17 10:15 | buy | 20 | 1.00 | 1.31780 | 1.31250 | 1.32480 | ||
| 44 | 2019.12.18 16:24 | s/l | 20 | 1.00 | 1.31250 | 1.31250 | 1.32480 | -406.22 | 100243.45 |
| 45 | 2019.12.19 14:15 | buy | 21 | 1.00 | 1.31253 | 1.30723 | 1.31953 | ||
| 46 | 2019.12.20 08:00 | close | 21 | 1.00 | 1.31288 | 1.30723 | 1.31953 | 19.43 | 100262.88 |
| 47 | 2019.12.20 09:58 | buy | 22 | 1.00 | 1.31421 | 1.30891 | 1.32121 | ||
| 48 | 2019.12.20 22:00 | close | 22 | 1.00 | 1.31563 | 1.30891 | 1.32121 | 107.93 | 100370.81 |
| 49 | 2019.12.23 10:17 | sell | 23 | 1.00 | 1.31468 | 1.31998 | 1.30768 | ||
| 50 | 2019.12.27 02:02 | close | 23 | 1.00 | 1.31148 | 1.31998 | 1.30768 | 222.99 | 100593.80 |
| 51 | 2019.12.31 11:46 | sell | 24 | 1.00 | 1.30349 | 1.30879 | 1.29649 | ||
| 52 | 2019.12.31 17:29 | modify | 24 | 1.00 | 1.30349 | 1.30347 | 1.29649 | ||
| 53 | 2019.12.31 17:30 | modify | 24 | 1.00 | 1.30349 | 1.30247 | 1.29649 | ||
| 54 | 2019.12.31 17:57 | t/p | 24 | 1.00 | 1.29649 | 1.30247 | 1.29649 | 539.92 | 101133.72 |
| 55 | 2019.12.31 19:30 | buy | 25 | 1.01 | 1.29829 | 1.29299 | 0.00000 | ||
| 56 | 2020.01.02 09:00 | close | 25 | 1.01 | 1.29836 | 1.29299 | 0.00000 | 0.58 | 101134.30 |
| 57 | 2020.01.02 13:21 | buy | 26 | 1.01 | 1.30010 | 1.29480 | 1.30710 | ||
| 58 | 2020.01.03 23:00 | close | 26 | 1.01 | 1.29879 | 1.29480 | 1.30710 | -109.17 | 101025.13 |
| 59 | 2020.01.06 10:15 | buy | 27 | 1.01 | 1.29882 | 1.29352 | 1.30582 | ||
| 60 | 2020.01.07 22:02 | close | 27 | 1.01 | 1.30017 | 1.29352 | 1.30582 | 102.44 | 101127.56 |
| 61 | 2020.01.08 11:02 | buy | 28 | 1.01 | 1.30062 | 1.29532 | 1.30762 | ||
| 62 | 2020.01.09 00:48 | close | 28 | 1.01 | 1.30269 | 1.29532 | 1.30762 | 158.06 | 101285.62 |
| 63 | 2020.01.09 09:36 | buy | 29 | 1.01 | 1.30454 | 1.29924 | 1.31154 | ||
| 64 | 2020.01.09 17:36 | modify | 29 | 1.01 | 1.30454 | 1.30454 | 1.31154 | ||
| 65 | 2020.01.09 22:09 | close | 29 | 1.01 | 1.30719 | 1.30454 | 1.31154 | 204.75 | 101490.37 |
| 66 | 2020.01.10 10:33 | buy | 30 | 1.01 | 1.30733 | 1.30203 | 1.31433 | ||
| 67 | 2020.01.10 23:00 | close | 30 | 1.01 | 1.30605 | 1.30203 | 1.31433 | -98.99 | 101391.38 |
| 68 | 2020.01.13 22:32 | buy | 31 | 1.01 | 1.30629 | 1.30099 | 1.31329 | ||
| 69 | 2020.01.14 16:30 | close | 31 | 1.01 | 1.30675 | 1.30099 | 1.31329 | 33.12 | 101424.50 |
| 70 | 2020.01.15 03:25 | buy | 32 | 1.01 | 1.30729 | 1.30199 | 1.31429 | ||
| 71 | 2020.01.17 23:00 | close | 32 | 1.01 | 1.30673 | 1.30199 | 1.31429 | -53.02 | 101371.48 |
| 72 | 2020.01.21 03:17 | buy | 33 | 1.01 | 1.30552 | 1.30022 | 1.31252 | ||
| 73 | 2020.01.21 13:52 | close | 33 | 1.01 | 1.30633 | 1.30022 | 1.31252 | 62.63 | 101434.11 |
| 74 | 2020.01.22 02:54 | buy | 34 | 1.01 | 1.30844 | 1.30314 | 1.31544 | ||
| 75 | 2020.01.22 17:10 | modify | 34 | 1.01 | 1.30844 | 1.30844 | 1.31544 | ||
| 76 | 2020.01.22 19:15 | modify | 34 | 1.01 | 1.30844 | 1.30944 | 1.31544 | ||
| 77 | 2020.01.23 02:44 | t/p | 34 | 1.01 | 1.31544 | 1.30944 | 1.31544 | 535.03 | 101969.14 |
| 78 | 2020.01.23 03:15 | buy | 35 | 1.01 | 1.31619 | 1.31089 | 1.32319 | ||
| 79 | 2020.01.24 23:00 | close | 35 | 1.01 | 1.31408 | 1.31089 | 1.32319 | -169.47 | 101799.67 |
| 80 | 2020.01.27 09:02 | buy | 36 | 1.01 | 1.31692 | 1.31162 | 1.32392 | ||
| 81 | 2020.01.27 17:59 | close | 36 | 1.01 | 1.31789 | 1.31162 | 1.32392 | 74.34 | 101874.01 |
| 82 | 2020.01.28 10:11 | buy | 37 | 1.01 | 1.31959 | 1.31429 | 1.32659 | ||
| 83 | 2020.01.30 00:52 | close | 37 | 1.01 | 1.31960 | 1.31429 | 1.32659 | -4.10 | 101869.91 |
| 84 | 2020.01.30 08:53 | buy | 38 | 1.01 | 1.32095 | 1.31565 | 1.32795 | ||
| 85 | 2020.01.30 15:26 | close | 38 | 1.01 | 1.32126 | 1.31565 | 1.32795 | 23.70 | 101893.61 |
| 86 | 2020.01.31 09:08 | buy | 39 | 1.01 | 1.32190 | 1.31660 | 1.32890 | ||
| 87 | 2020.01.31 15:58 | close | 39 | 1.01 | 1.32218 | 1.31660 | 1.32890 | 21.39 | 101915.00 |
| 88 | 2020.02.03 11:08 | buy | 40 | 1.01 | 1.32546 | 1.32016 | 1.33246 | ||
| 89 | 2020.02.04 03:40 | close | 40 | 1.01 | 1.32917 | 1.32016 | 1.33246 | 279.48 | 102194.47 |
| 90 | 2020.02.04 10:19 | sell | 41 | 1.02 | 1.32763 | 1.33293 | 1.32063 | ||
| 91 | 2020.02.04 19:47 | close | 41 | 1.02 | 1.32763 | 1.33293 | 1.32063 | 0.00 | 102194.47 |
| 92 | 2020.02.05 09:12 | buy | 42 | 1.02 | 1.32988 | 1.32458 | 1.33688 | ||
| 93 | 2020.02.07 15:30 | close | 42 | 1.02 | 1.33016 | 1.32458 | 1.33688 | 11.64 | 102206.11 |
| 94 | 2020.02.10 14:56 | buy | 43 | 1.02 | 1.33089 | 1.32559 | 1.33789 | ||
| 95 | 2020.02.10 23:58 | close | 43 | 1.02 | 1.33167 | 1.32559 | 1.33789 | 59.74 | 102265.85 |
| 96 | 2020.02.11 03:21 | sell | 44 | 1.02 | 1.33079 | 1.33609 | 1.32379 | ||
| 97 | 2020.02.11 11:47 | close | 44 | 1.02 | 1.33018 | 1.33609 | 1.32379 | 46.78 | 102312.63 |
| 98 | 2020.02.11 15:26 | buy | 45 | 1.02 | 1.33061 | 1.32531 | 1.33761 | ||
| 99 | 2020.02.12 16:55 | s/l | 45 | 1.02 | 1.32531 | 1.32531 | 1.33761 | -410.36 | 101902.28 |
| 100 | 2020.02.12 18:59 | sell | 46 | 1.01 | 1.32414 | 1.32944 | 1.31714 | ||
| 101 | 2020.02.14 23:00 | close | 46 | 1.01 | 1.32514 | 1.32944 | 1.31714 | -90.37 | 101811.91 |
| 102 | 2020.02.18 02:21 | buy | 47 | 1.01 | 1.32416 | 1.31886 | 1.33116 | ||
| 103 | 2020.02.18 13:29 | close | 47 | 1.01 | 1.32515 | 1.31886 | 1.33116 | 75.46 | 101887.37 |
| 104 | 2020.02.18 15:31 | buy | 48 | 1.01 | 1.32764 | 1.32234 | 1.33464 | ||
| 105 | 2020.02.19 14:47 | s/l | 48 | 1.01 | 1.32234 | 1.32234 | 1.33464 | -407.24 | 101480.12 |
| 106 | 2020.02.19 16:32 | buy | 49 | 1.01 | 1.32261 | 1.32100 | 0.00000 | ||
| 107 | 2020.02.19 16:57 | close | 49 | 1.01 | 1.32335 | 1.32100 | 0.00000 | 56.48 | 101536.60 |
| 108 | 2020.02.19 17:10 | buy | 50 | 1.01 | 1.32451 | 1.31921 | 1.33151 | ||
| 109 | 2020.02.20 16:11 | close | 50 | 1.01 | 1.32473 | 1.31921 | 1.33151 | 14.34 | 101550.94 |
| 110 | 2020.02.21 17:08 | sell | 51 | 1.01 | 1.32328 | 1.32858 | 1.31628 | ||
| 111 | 2020.02.21 23:00 | close | 51 | 1.01 | 1.32201 | 1.32858 | 1.31628 | 97.03 | 101647.97 |
| 112 | 2020.02.24 03:10 | buy | 52 | 1.01 | 1.32654 | 1.32124 | 1.33354 | ||
| 113 | 2020.02.24 16:27 | close | 52 | 1.01 | 1.32825 | 1.32124 | 1.33354 | 130.03 | 101778.00 |
| 114 | 2020.02.26 10:55 | buy | 53 | 1.01 | 1.32990 | 1.32460 | 1.33690 | ||
| 115 | 2020.02.27 08:36 | close | 53 | 1.01 | 1.33364 | 1.32460 | 1.33690 | 280.81 | 102058.81 |
| 116 | 2020.02.27 14:30 | buy | 54 | 1.02 | 1.33542 | 1.33012 | 1.34242 | ||
| 117 | 2020.02.28 03:17 | modify | 54 | 1.02 | 1.33542 | 1.33542 | 1.34242 | ||
| 118 | 2020.02.28 03:51 | modify | 54 | 1.02 | 1.33542 | 1.33643 | 1.34242 | ||
| 119 | 2020.02.28 05:04 | t/p | 54 | 1.02 | 1.34242 | 1.33643 | 1.34242 | 524.51 | 102583.31 |
| 120 | 2020.02.28 11:37 | buy | 55 | 1.02 | 1.34561 | 1.34031 | 1.35261 | ||
| 121 | 2020.02.28 18:32 | s/l | 55 | 1.02 | 1.34031 | 1.34031 | 1.35261 | -403.34 | 102179.97 |