Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDCHF (United States Dollar vs. Swiss Franc)
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=250; TakeProfit=100; TrackPeriod=20; TRRR=2; MinDev=0.0005; UpATRR=1.2; UpDPR=0.6; DownATRR=1; DownDPR=0.9; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4344Ticks modelled4910645Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit343.33Gross profit1009.99Gross loss-666.66
Profit factor1.52Expected payoff4.24
Absolute drawdown42.13Maximal drawdown262.05 (2.54%)Relative drawdown2.54% (262.05)
Total trades81Short positions (won %)48 (72.92%)Long positions (won %)33 (84.85%)
Profit trades (% of total)63 (77.78%)Loss trades (% of total)18 (22.22%)
Largestprofit trade97.87loss trade-60.62
Averageprofit trade16.03loss trade-37.04
Maximumconsecutive wins (profit in money)16 (294.78)consecutive losses (loss in money)3 (-140.30)
Maximalconsecutive profit (count of wins)294.78 (16)consecutive loss (count of losses)-140.30 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 11:06sell10.200.990020.992820.00000
22019.09.24 02:01close10.200.989760.992820.000001.6010001.60
32019.09.24 12:54sell20.200.988950.991750.00000
42019.09.24 16:00close20.200.988150.991750.0000016.1910017.79
52019.09.24 19:23sell30.200.986070.988870.00000
62019.09.24 19:43close30.200.984970.988870.0000022.3410040.13
72019.09.25 17:53buy40.200.989230.986430.00000
82019.09.25 17:56close40.200.989550.986430.000006.4710046.60
92019.09.25 19:09buy50.200.992160.989360.00000
102019.09.26 10:56close50.200.993150.989360.0000025.4510072.05
112019.09.27 12:59sell60.200.992160.994960.00000
122019.09.27 18:37close60.200.991050.994960.0000022.4010094.45
132019.09.30 09:25buy70.200.992260.989460.00000
142019.09.30 11:35close70.200.992790.989460.0000010.6810105.13
152019.09.30 12:53buy80.200.994490.991690.00000
162019.09.30 13:23close80.200.994870.991690.000007.6410112.77
172019.09.30 15:22buy90.200.996600.993800.00000
182019.09.30 16:03close90.200.997000.993800.000008.0210120.79
192019.10.01 09:23buy100.200.999930.997130.00000
202019.10.01 11:12close100.201.000300.997130.000007.4010128.19
212019.10.01 14:30sell110.201.000421.002220.00000
222019.10.01 16:03close110.201.000261.002220.000003.2010131.39
232019.10.01 17:01sell120.200.997901.000700.00000
242019.10.01 17:50close120.200.997091.000700.0000016.2510147.64
252019.10.01 18:14sell130.200.995230.998030.00000
262019.10.01 18:33close130.200.994410.998030.0000016.4910164.13
272019.10.02 09:04buy140.200.994370.991570.00000
282019.10.02 16:23close140.200.999260.991570.0000097.8710262.00
292019.10.03 09:02buy150.200.998880.996080.00000
302019.10.03 09:15close150.201.000090.996080.0000024.2010286.20
312019.10.03 09:51buy160.201.001950.999150.00000
322019.10.03 09:59close160.201.002380.999150.000008.5810294.78
332019.10.03 11:30sell170.200.999991.002790.00000
342019.10.03 17:00close170.201.000121.002790.00000-2.6010292.18
352019.10.04 08:07buy180.201.000300.997500.00000
362019.10.04 11:08s/l180.200.997500.997500.00000-56.1410236.04
372019.10.04 12:17sell190.200.995940.998740.00000
382019.10.04 13:28close190.200.995090.998740.0000017.0810253.12
392019.10.04 13:37sell200.200.993920.996720.00000
402019.10.04 15:30close200.200.993050.996720.0000017.5210270.64
412019.10.08 09:45sell210.200.993900.996700.00000
422019.10.08 11:00close210.200.993010.996700.0000017.9310288.57
432019.10.08 11:52sell220.200.991860.994660.00000
442019.10.08 14:04close220.200.990980.994660.0000017.7610306.33
452019.10.09 10:27sell230.200.991850.994650.00000
462019.10.09 14:11s/l230.200.994650.994650.00000-56.3010250.03
472019.10.10 01:41sell240.200.992860.995660.00000
482019.10.10 10:56close240.200.991930.995660.0000018.7510268.78
492019.10.10 19:30sell250.200.995160.997530.00000
502019.10.11 02:49close250.200.996370.997530.00000-27.9410240.85
512019.10.11 11:53buy260.200.999020.996220.00000
522019.10.11 18:53s/l260.200.996220.996220.00000-56.2110184.64
532019.10.14 12:21sell270.200.994510.997310.00000
542019.10.14 18:25s/l270.200.997310.997310.00000-56.1510128.49
552019.10.15 10:14buy280.200.998570.995770.00000
562019.10.15 11:02close280.200.999020.995770.000009.0110137.50
572019.10.15 12:30sell290.200.998230.999750.00000
582019.10.15 13:22close290.200.997630.999750.0000012.0310149.53
592019.10.16 09:15sell300.200.997000.999800.00000
602019.10.16 18:59close300.200.996080.999800.0000018.4710168.00
612019.10.17 03:44sell310.200.993260.996060.00000
622019.10.17 10:21close310.200.992350.996060.0000018.3410186.34
632019.10.17 14:04sell320.200.990450.993250.00000
642019.10.17 15:05close320.200.989610.993250.0000016.9810203.32
652019.10.21 19:30sell330.200.985690.987320.00000
662019.10.21 20:42close330.200.985690.987320.000000.0010203.32
672019.10.22 10:17buy340.200.987730.984930.00000
682019.10.22 11:23close340.200.988140.984930.000008.3010211.62
692019.10.22 11:47buy350.200.989340.986540.00000
702019.10.23 08:52close350.200.989360.986540.000002.2410213.85
712019.10.24 10:15sell360.200.989320.992120.00000
722019.10.24 18:03s/l360.200.992120.992120.00000-56.4410157.41
732019.10.25 11:50sell370.200.991010.993810.00000
742019.10.25 17:28s/l370.200.993810.993810.00000-56.3510101.06
752019.10.28 05:17buy380.200.996070.993270.00000
762019.10.28 15:53close380.200.996580.993270.0000010.2410111.30
772019.10.29 11:08buy390.200.995780.992980.00000
782019.10.29 12:04close390.200.996150.992980.000007.4310118.73
792019.10.30 09:55sell400.200.992600.995400.00000
802019.10.30 13:31close400.200.991770.995400.0000016.7410135.47
812019.10.30 22:10sell410.200.989450.992250.00000
822019.10.31 00:31close410.200.989120.992250.00000-4.2710131.20
832019.11.01 15:30buy420.200.988250.985450.00000
842019.11.01 15:30close420.200.988650.985450.000008.0910139.29
852019.11.01 17:00sell430.200.987590.988780.00000
862019.11.01 17:00close430.200.986830.988780.0000015.4010154.69
872019.11.04 10:10buy440.200.987680.984880.00000
882019.11.04 12:38close440.200.988360.984880.0000013.7610168.45
892019.11.05 10:43buy450.200.990280.987480.00000
902019.11.05 12:38close450.200.990650.987480.000007.4710175.92
912019.11.05 14:05buy460.200.991830.989030.00000
922019.11.05 17:05close460.200.992500.989030.0000013.5010189.42
932019.11.07 09:20buy470.200.993460.990660.00000
942019.11.07 17:04close470.200.993930.990660.000009.4610198.88
952019.11.11 08:19sell480.200.996160.998960.00000
962019.11.11 12:22close480.200.995240.998960.0000018.4910217.37
972019.11.11 14:11sell490.200.994130.996930.00000
982019.11.11 20:58close490.200.993320.996930.0000016.3110233.68
992019.11.12 08:28buy500.200.995080.992280.00000
1002019.11.12 13:24close500.200.995820.992280.0000014.8610248.54
1012019.11.12 18:15sell510.200.993290.996090.00000
1022019.11.13 02:18close510.200.993130.996090.00000-0.4310248.11
1032019.11.13 06:18sell520.200.991230.994030.00000
1042019.11.13 11:14close520.200.990280.994030.0000019.1910267.30
1052019.11.14 10:13sell530.200.988170.990970.00000
1062019.11.14 11:11close530.200.987340.990970.0000016.8110284.11
1072019.11.15 11:05buy540.200.990130.987330.00000
1082019.11.15 11:22close540.200.990630.987330.0000010.0910294.20
1092019.11.19 11:27buy550.200.991640.988840.00000
1102019.11.20 14:41close550.200.992440.988840.0000017.9610312.16
1112019.11.20 21:30buy560.200.991960.989810.00000
1122019.11.20 21:31close560.200.991790.989810.00000-3.4310308.73
1132019.11.22 09:46buy570.200.994410.991610.00000
1142019.11.22 17:04close570.200.995270.991610.0000017.2810326.01
1152019.11.25 16:54sell580.200.996000.998800.00000
1162019.11.26 10:46s/l580.200.998800.998800.00000-59.7210266.29
1172019.11.27 15:48buy590.200.999470.996670.00000
1182019.11.29 16:47close590.201.001270.996670.0000043.3010309.59
1192019.12.02 13:14sell600.200.998691.001490.00000
1202019.12.02 15:01close600.200.997431.001490.0000025.2610334.85
1212019.12.02 15:39sell610.200.996440.999240.00000
1222019.12.02 17:00close610.200.995480.999240.0000019.2910354.14
1232019.12.02 18:29sell620.200.991930.994730.00000
1242019.12.03 02:30close620.200.991810.994730.00000-1.2310352.92
1252019.12.03 10:22sell630.200.990380.993180.00000
1262019.12.03 11:43close630.200.989530.993180.0000017.1810370.10
1272019.12.03 12:13sell640.200.988590.991390.00000
1282019.12.03 16:22close640.200.987770.991390.0000016.6010386.70
1292019.12.04 10:17sell650.200.985640.988440.00000
1302019.12.04 11:12s/l650.200.988440.988440.00000-56.6510330.05
1312019.12.06 08:08buy660.200.988230.985430.00000
1322019.12.06 15:00close660.200.988630.985430.000008.0910338.14
1332019.12.06 15:30buy670.200.989870.987070.00000
1342019.12.06 15:30close670.200.990530.987070.0000013.3310351.47
1352019.12.09 17:46sell680.200.988030.990830.00000
1362019.12.10 04:18close680.200.988020.990830.00000-3.4510348.02
1372019.12.10 09:20sell690.200.987160.989960.00000
1382019.12.10 12:25close690.200.986240.989960.0000018.6610366.68
1392019.12.11 21:43sell700.200.983420.986220.00000
1402019.12.11 21:50close700.200.982450.986220.0000019.7510386.43
1412019.12.12 16:42buy710.200.984490.981690.00000
1422019.12.12 17:09close710.200.985620.981690.0000022.9310409.36
1432019.12.17 10:37buy720.200.984180.981380.00000
1442019.12.17 13:21s/l720.200.981380.981380.00000-57.0610352.30
1452019.12.17 14:14sell730.200.980810.983610.00000
1462019.12.17 17:57close730.200.980000.983610.0000016.5310368.83
1472019.12.18 10:14buy740.200.981990.979190.00000
1482019.12.19 16:49s/l740.200.979190.979190.00000-51.6810317.15
1492019.12.19 17:00sell750.200.978310.981110.00000
1502019.12.19 19:37close750.200.977460.981110.0000017.3910334.54
1512019.12.20 10:38buy760.200.980210.977410.00000
1522019.12.20 12:41close760.200.980580.977410.000007.5510342.09
1532019.12.23 10:54sell770.200.980290.983090.00000
1542019.12.24 09:45s/l770.200.983090.983090.00000-60.6210281.47
1552019.12.24 17:28sell780.200.980480.983280.00000
1562019.12.24 23:30close780.200.980240.983280.000004.9010286.37
1572019.12.27 09:26sell790.200.979370.982170.00000
1582019.12.27 10:18close790.200.978350.982170.0000020.8510307.22
1592019.12.27 11:39sell800.200.976720.979520.00000
1602019.12.27 14:22close800.200.975810.979520.0000018.6510325.87
1612019.12.27 17:28sell810.200.974350.977150.00000
1622019.12.27 19:43close810.200.973500.977150.0000017.4610343.33