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=300; TakeProfit=200; TrackPeriod=15; TRRR=2; MinDev=0.0005; UpATRR=1.5; UpDPR=0.4; DownATRR=1.2; DownDPR=0.4; 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 profit539.80Gross profit1103.89Gross loss-564.10
Profit factor1.96Expected payoff9.81
Absolute drawdown42.33Maximal drawdown237.22 (2.28%)Relative drawdown2.28% (237.22)
Total trades55Short positions (won %)33 (69.70%)Long positions (won %)22 (90.91%)
Profit trades (% of total)43 (78.18%)Loss trades (% of total)12 (21.82%)
Largestprofit trade132.46loss trade-73.35
Averageprofit trade25.67loss trade-47.01
Maximumconsecutive wins (profit in money)12 (245.62)consecutive losses (loss in money)2 (-142.90)
Maximalconsecutive profit (count of wins)303.63 (5)consecutive loss (count of losses)-142.90 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 11:06sell10.200.990010.993310.00000
22019.09.24 02:01close10.200.989760.993310.000001.4010001.40
32019.09.24 19:28sell20.200.985810.989110.00000
42019.09.24 19:50close20.200.985430.989110.000007.7110009.11
52019.09.25 17:54buy30.200.989500.986200.00000
62019.09.26 00:08close30.200.990910.986200.0000033.9710043.08
72019.09.26 10:09buy40.200.992740.989440.00000
82019.09.26 10:56close40.200.993090.989440.000007.0510050.13
92019.09.27 18:38sell50.200.990010.993310.00000
102019.09.27 23:00close50.200.990960.993310.00000-19.1710030.96
112019.09.30 09:26buy60.200.992410.989110.00000
122019.10.01 00:30close60.200.997430.989110.00000102.5010133.46
132019.10.01 09:24buy70.200.999990.996690.00000
142019.10.01 12:03close70.201.000400.996690.000008.2010141.66
152019.10.01 17:03sell80.200.997601.000900.00000
162019.10.02 04:55close80.200.992951.000900.0000090.0110231.67
172019.10.02 09:05buy90.200.994490.991190.00000
182019.10.02 17:47close90.200.998180.991190.0000073.9310305.60
192019.10.03 09:02buy100.200.999010.995710.00000
202019.10.03 10:30close100.201.000460.995710.0000028.9910334.59
212019.10.03 11:30sell110.200.999991.002800.00000
222019.10.03 17:00close110.201.000121.002800.00000-2.6010331.99
232019.10.04 08:07buy120.201.000390.997090.00000
242019.10.04 11:32s/l120.200.997090.997090.00000-66.1910265.80
252019.10.04 12:24sell130.200.995680.998980.00000
262019.10.04 15:20close130.200.994680.998980.0000020.1110285.91
272019.10.08 09:46sell140.200.993750.997050.00000
282019.10.08 12:20close140.200.993010.997050.0000014.9010300.81
292019.10.09 10:27sell150.200.991940.995240.00000
302019.10.09 14:29s/l150.200.995240.995240.00000-66.3210234.49
312019.10.10 01:41sell160.200.993030.996330.00000
322019.10.10 11:26close160.200.992500.996330.0000010.6810245.17
332019.10.10 19:30sell170.200.995160.997530.00000
342019.10.11 02:49close170.200.996370.997530.00000-27.9410217.24
352019.10.15 10:15buy180.200.998690.995390.00000
362019.10.15 11:49close180.200.999010.995390.000006.4110223.65
372019.10.15 12:30sell190.200.998230.999750.00000
382019.10.15 13:22close190.200.997630.999750.0000012.0310235.68
392019.10.16 09:15sell200.200.996971.000270.00000
402019.10.17 08:07close200.200.993931.000270.0000050.2310285.90
412019.10.17 10:20sell210.200.992210.995510.00000
422019.10.17 23:00close210.200.988160.995510.0000081.9710367.87
432019.10.21 19:30sell220.200.985690.987320.00000
442019.10.21 20:42close220.200.985690.987320.000000.0010367.87
452019.10.22 03:22buy230.200.987080.983780.00000
462019.10.22 15:43close230.200.987870.983780.0000015.9910383.86
472019.10.24 10:15sell240.200.989260.992560.00000
482019.10.24 18:21s/l240.200.992560.992560.00000-66.4910317.37
492019.10.25 11:50sell250.200.990950.994250.00000
502019.10.25 18:16s/l250.200.994250.994250.00000-66.3810250.99
512019.10.28 05:17buy260.200.996050.992750.00000
522019.10.28 15:53close260.200.996390.992750.000006.8210257.81
532019.10.29 11:09buy270.200.995900.992600.00000
542019.10.30 09:55s/l270.200.992600.992600.00000-64.6510193.16
552019.10.30 22:23sell280.200.989090.992390.00000
562019.10.31 10:32close280.200.987620.992390.0000018.8310211.99
572019.11.01 15:30buy290.200.988450.985150.00000
582019.11.01 15:32close290.200.988820.985150.000007.4810219.47
592019.11.01 17:00sell300.200.987590.988780.00000
602019.11.01 17:00close300.200.986830.988780.0000015.4010234.87
612019.11.04 10:10buy310.200.987820.984520.00000
622019.11.04 12:49close310.200.988210.984520.000007.8910242.76
632019.11.05 10:43buy320.200.990430.987130.00000
642019.11.05 15:11close320.200.991000.987130.0000011.5010254.26
652019.11.07 09:20buy330.200.993390.990090.00000
662019.11.07 17:08close330.200.993730.990090.000006.8410261.10
672019.11.11 08:20sell340.200.996090.999390.00000
682019.11.11 17:33close340.200.994920.999390.0000023.5210284.62
692019.11.12 03:46buy350.200.994210.990910.00000
702019.11.12 15:01close350.200.995070.990910.0000017.2910301.91
712019.11.13 06:18sell360.200.991200.994500.00000
722019.11.13 13:09close360.200.990540.994500.0000013.3310315.24
732019.11.14 09:22sell370.200.988840.992140.00000
742019.11.14 11:29close370.200.988200.992140.0000012.9510328.19
752019.11.15 10:18sell380.200.988300.991600.00000
762019.11.15 23:00close380.200.989910.991600.00000-32.5310295.66
772019.11.22 09:47buy390.200.994480.991180.00000
782019.11.22 23:00close390.200.997270.991180.0000055.9510351.61
792019.11.25 16:54sell400.200.995990.999290.00000
802019.11.27 15:33s/l400.200.999290.999290.00000-73.3510278.26
812019.11.28 23:51sell410.200.998121.001420.00000
822019.11.29 15:07s/l410.201.001421.001420.00000-69.5610208.71
832019.12.02 13:15sell420.200.998561.001860.00000
842019.12.03 02:30close420.200.991811.001860.00000132.4610341.17
852019.12.03 10:23sell430.200.990320.993620.00000
862019.12.03 12:01close430.200.989960.993620.000007.2710348.44
872019.12.04 11:12buy440.200.988440.985140.00000
882019.12.04 11:30close440.200.988810.985140.000007.4810355.92
892019.12.06 08:05buy450.200.988100.984800.00000
902019.12.06 15:10close450.200.988420.984800.000006.4710362.39
912019.12.06 15:30buy460.200.990180.986880.00000
922019.12.06 15:30close460.200.990500.986880.000006.4610368.85
932019.12.10 09:22sell470.200.987120.990420.00000
942019.12.10 14:48close470.200.986480.990420.0000012.9810381.83
952019.12.11 21:45sell480.200.983220.986520.00000
962019.12.11 22:29close480.200.982590.986520.0000012.8210394.65
972019.12.12 16:52buy490.200.984960.981660.00000
982019.12.12 17:10close490.200.985520.981660.0000011.3610406.01
992019.12.13 09:56sell500.200.983530.986830.00000
1002019.12.13 09:58close500.200.982450.986830.0000021.9910428.00
1012019.12.16 09:28sell510.200.982520.985820.00000
1022019.12.17 15:56close510.200.981690.985820.0000013.2610441.26
1032019.12.19 17:00sell520.200.978080.981380.00000
1042019.12.19 21:16close520.200.977750.981380.000006.7510448.01
1052019.12.20 10:44buy530.200.980310.977010.00000
1062019.12.20 15:48close530.200.980620.977010.000006.3210454.33
1072019.12.23 00:12sell540.200.980080.983380.00000
1082019.12.25 02:54close540.200.980160.983380.00000-8.9310445.41
1092019.12.27 09:26sell550.200.979280.982580.00000
1102019.12.27 23:00close550.200.974680.982580.0000094.3910539.80