Strategy Tester Report
USIndexExpert
TradeMax-Live2 (Build 1220)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period30 Minutes (M30) 2019.09.02 00:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=500; TakeProfit=300; TrackPeriod=20; TRRR=1.9; MinDev=0.0006; UpATRR=3; UpDPR=0.7; DownATRR=2; DownDPR=0.6; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15;
Bars in test4601Ticks modelled2574168Modelling quality73.38%
Mismatched charts errors0
Initial deposit10000.00Spread20
Total net profit2543.74Gross profit3801.92Gross loss-1258.18
Profit factor3.02Expected payoff72.68
Absolute drawdown205.48Maximal drawdown865.70 (7.21%)Relative drawdown7.21% (865.70)
Total trades35Short positions (won %)23 (78.26%)Long positions (won %)12 (91.67%)
Profit trades (% of total)29 (82.86%)Loss trades (% of total)6 (17.14%)
Largestprofit trade352.72loss trade-473.51
Averageprofit trade131.10loss trade-209.70
Maximumconsecutive wins (profit in money)9 (1003.23)consecutive losses (loss in money)1 (-473.51)
Maximalconsecutive profit (count of wins)1090.41 (6)consecutive loss (count of losses)-473.51 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.03 07:00sell11.000.992390.997590.00000
22019.09.03 09:01close11.000.991780.997590.0000061.5110061.51
32019.09.03 17:03sell21.000.987410.992610.00000
42019.09.04 02:02close21.000.987300.992610.000002.6510064.16
52019.09.06 15:30sell31.000.990040.995240.00000
62019.09.06 16:11close31.000.988810.995240.00000124.3910188.55
72019.09.10 14:00buy41.010.991010.985810.00000
82019.09.10 14:08close41.010.991500.985810.0000049.9110238.46
92019.09.12 11:17sell51.020.990540.995740.00000
102019.09.12 17:11close51.020.989270.995740.00000130.9510369.41
112019.09.13 09:22sell61.030.988640.993840.00000
122019.09.13 15:32close61.030.986850.993840.00000186.8310556.24
132019.09.16 18:00sell71.050.992950.998150.00000
142019.09.16 22:19close71.050.992100.998150.0000089.9610646.20
152019.09.18 14:30sell81.060.995631.000830.00000
162019.09.18 15:58close81.060.994781.000830.0000090.5710736.77
172019.09.19 10:32sell91.070.994330.999530.00000
182019.09.19 15:32close91.070.991860.999530.00000266.4611003.23
192019.09.20 10:22sell101.100.989530.994730.00000
202019.09.20 23:00close101.100.991310.994730.00000-197.5210805.71
212019.10.01 14:30sell111.081.000501.005700.00000
222019.10.01 16:03close111.081.000261.005700.0000025.9110831.62
232019.10.01 18:17sell121.080.994330.999530.00000
242019.10.01 23:59close121.080.993260.999530.00000116.3410947.96
252019.10.02 10:47buy131.090.998000.992800.00000
262019.10.02 15:15close131.091.001240.992800.00000352.7211300.68
272019.10.03 09:06buy141.130.999640.994440.00000
282019.10.03 10:13close141.131.001820.994440.00000245.8911546.57
292019.10.03 11:30sell151.151.000081.005280.00000
302019.10.03 17:00close151.151.000171.005280.00000-10.3511536.22
312019.10.03 19:30buy161.150.998080.992880.00000
322019.10.03 21:51close161.150.998930.992880.0000097.8511634.07
332019.10.04 13:58sell171.160.993230.998430.00000
342019.10.04 23:00close171.160.994870.998430.00000-191.2211442.85
352019.10.07 13:30buy181.140.994650.989450.00000
362019.10.07 14:33close181.140.994760.989450.0000012.6111455.46
372019.10.10 03:30buy191.140.994140.988940.00000
382019.10.10 03:48close191.140.994790.988940.0000074.4911529.95
392019.10.10 19:30sell201.150.995241.000440.00000
402019.10.11 02:48close201.150.996371.000440.00000-140.1911389.76
412019.10.15 12:30sell211.130.998321.003520.00000
422019.10.15 13:22close211.130.997611.003520.0000080.4211470.18
432019.10.16 09:15sell221.140.996771.001970.00000
442019.10.17 08:43close221.140.993951.001970.00000294.3911764.57
452019.10.17 14:29sell231.170.989820.995020.00000
462019.10.17 16:21close231.170.988630.995020.00000140.8311905.40
472019.10.21 19:30sell241.190.985800.991000.00000
482019.10.21 20:41close241.190.985680.991000.0000014.4911919.89
492019.10.25 14:00buy251.190.991810.986610.00000
502019.10.25 14:56close251.190.992030.986610.0000026.3911946.28
512019.11.01 15:30buy261.190.989070.983870.00000
522019.11.01 23:00close261.190.985150.983870.00000-473.5111472.77
532019.11.07 09:25buy271.140.994050.988850.00000
542019.11.07 19:25close271.140.995830.988850.00000203.7711676.54
552019.11.11 14:14sell281.160.993810.999010.00000
562019.11.11 23:30close281.160.993620.999010.0000022.1811698.72
572019.11.14 10:15sell291.160.987900.993100.00000
582019.11.15 23:00close291.160.989910.993100.00000-245.3911453.32
592019.11.20 21:30buy301.140.991950.986750.00000
602019.11.20 21:31close301.140.991980.986750.000003.4511456.77
612019.11.22 09:49buy311.140.994900.989700.00000
622019.11.22 23:00close311.140.997390.989700.00000284.6011741.37
632019.12.02 17:00sell321.170.994520.999720.00000
642019.12.02 19:04close321.170.992660.999720.00000219.2311960.60
652019.12.03 10:27sell331.190.990090.995290.00000
662019.12.03 22:30close331.190.987400.995290.00000324.1912284.79
672019.12.04 11:17buy341.220.989140.983940.00000
682019.12.06 15:37close341.220.990950.983940.00000247.5312532.33
692019.12.11 21:48sell351.250.982850.988050.00000
702019.12.12 06:59close351.250.982510.988050.0000011.4112543.74