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=100; TrackPeriod=15; TRRR=2; UpATRR=1.2; UpDPR=0.2; DownATRR=1.1; DownDPR=0.2; BandDeviation=2; BandPeriod=20; MinDeviation=50; TSR=0; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4345Ticks modelled4910645Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit357.46Gross profit1265.72Gross loss-908.26
Profit factor1.39Expected payoff6.38
Absolute drawdown41.33Maximal drawdown474.58 (4.53%)Relative drawdown4.53% (474.58)
Total trades56Short positions (won %)31 (70.97%)Long positions (won %)25 (68.00%)
Profit trades (% of total)39 (69.64%)Loss trades (% of total)17 (30.36%)
Largestprofit trade135.07loss trade-72.10
Averageprofit trade32.45loss trade-53.43
Maximumconsecutive wins (profit in money)10 (412.24)consecutive losses (loss in money)5 (-262.95)
Maximalconsecutive profit (count of wins)412.24 (10)consecutive loss (count of losses)-262.95 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 11:06sell10.200.990060.993360.00000
22019.09.24 02:01close10.200.989760.993360.000004.2110004.21
32019.09.24 12:54sell20.200.988920.992220.00000
42019.09.25 02:16close20.200.986190.992220.0000053.5110057.72
52019.09.25 17:53buy30.200.989290.985990.00000
62019.09.26 02:51close30.200.990970.985990.0000036.4410094.16
72019.09.26 10:07buy40.200.992590.989290.00000
82019.09.26 16:01close40.200.992640.989290.000001.0110095.17
92019.09.27 12:59sell50.200.992120.995420.00000
102019.09.27 23:00close50.200.990960.995420.0000023.4110118.58
112019.09.30 09:26buy60.200.992290.988990.00000
122019.10.01 00:30close60.200.997430.988990.00000103.9010222.48
132019.10.01 09:23buy70.200.999900.996600.00000
142019.10.01 16:03close70.200.999960.996600.000001.2010223.68
152019.10.01 17:03sell80.200.997681.000980.00000
162019.10.02 04:55close80.200.992951.000980.0000093.4210317.10
172019.10.02 09:04buy90.200.994370.991070.00000
182019.10.02 17:47close90.200.998180.991070.0000076.3410393.44
192019.10.03 09:02buy100.200.998880.995580.00000
202019.10.03 17:00close100.200.999820.995580.0000018.8010412.24
212019.10.04 08:07buy110.201.000270.996970.00000
222019.10.04 11:33s/l110.200.996970.996970.00000-66.2010346.04
232019.10.04 12:20sell120.200.995770.999070.00000
242019.10.04 19:11close120.200.995770.999070.000000.0010346.04
252019.10.07 11:07sell130.200.993540.996840.00000
262019.10.08 17:41close130.200.992470.996840.0000019.7110365.75
272019.10.09 10:27sell140.200.991970.995270.00000
282019.10.09 14:29s/l140.200.995270.995270.00000-66.3110299.44
292019.10.10 01:41sell150.200.993110.996410.00000
302019.10.10 17:56s/l150.200.996410.996410.00000-66.2410233.20
312019.10.10 19:30sell160.200.995160.997530.00000
322019.10.11 02:49close160.200.996370.997530.00000-26.1410207.06
332019.10.11 11:55buy170.200.999050.995750.00000
342019.10.11 23:00close170.200.997150.995750.00000-38.1110168.95
352019.10.14 12:21sell180.200.994380.997680.00000
362019.10.14 19:08s/l180.200.997680.997680.00000-66.1510102.80
372019.10.15 10:14buy190.200.998560.995260.00000
382019.10.16 03:31close190.200.998570.995260.000001.0410103.85
392019.10.16 09:15sell200.200.997001.000300.00000
402019.10.17 08:07close200.200.993931.000300.0000056.2210160.07
412019.10.17 10:19sell210.200.992250.995550.00000
422019.10.17 23:00close210.200.988160.995550.0000082.7810242.85
432019.10.18 09:45buy220.200.988630.985330.00000
442019.10.18 18:33s/l220.200.985330.985330.00000-66.9810175.87
452019.10.21 19:30sell230.200.985690.987320.00000
462019.10.21 20:42close230.200.985690.987320.000000.0010175.87
472019.10.22 03:20buy240.200.986970.983670.00000
482019.10.22 15:45close240.200.987550.983670.0000011.7510187.62
492019.10.23 09:28sell250.200.988490.991790.00000
502019.10.24 17:41s/l250.200.991790.991790.00000-72.1010115.52
512019.10.24 18:22buy260.200.992890.989590.00000
522019.10.25 23:00close260.200.994320.989590.0000029.6010145.12
532019.10.28 05:17buy270.200.995950.992650.00000
542019.10.30 09:53s/l270.200.992650.992650.00000-64.8010080.32
552019.10.30 22:23sell280.200.989200.992500.00000
562019.10.31 10:32close280.200.987620.992500.0000026.4510106.77
572019.11.01 15:30buy290.200.988320.985020.00000
582019.11.01 22:51s/l290.200.985020.985020.00000-67.0010039.77
592019.11.04 10:10buy300.200.987700.984400.00000
602019.11.05 09:55close300.200.988580.984400.0000018.6410058.41
612019.11.05 10:43buy310.200.990300.987000.00000
622019.11.06 01:00close310.200.992490.987000.0000044.9710103.38
632019.11.07 09:20buy320.200.993300.990000.00000
642019.11.07 23:30close320.200.994670.990000.0000027.5510130.93
652019.11.11 08:20sell330.200.996120.999420.00000
662019.11.11 17:33close330.200.994920.999420.0000024.1210155.05
672019.11.12 03:40buy340.200.994130.990830.00000
682019.11.12 11:30close340.200.994150.990830.000000.4010155.45
692019.11.12 13:04buy350.200.996080.992780.00000
702019.11.12 18:45s/l350.200.992780.992780.00000-66.4810088.97
712019.11.13 06:18sell360.200.991240.994540.00000
722019.11.13 15:36close360.200.990490.994540.0000015.1410104.11
732019.11.14 09:21sell370.200.988870.992170.00000
742019.11.14 16:00close370.200.988830.992170.000000.8110104.92
752019.11.15 10:18sell380.200.988320.991620.00000
762019.11.15 23:00close380.200.989910.991620.00000-32.1210072.80
772019.11.22 09:46buy390.200.994400.991100.00000
782019.11.22 23:00close390.200.997270.991100.0000057.5610130.36
792019.11.25 16:54sell400.200.996050.999350.00000
802019.11.27 15:33s/l400.200.999350.999350.00000-69.7410060.62
812019.11.29 11:38buy410.201.000200.996900.00000
822019.11.29 23:00close410.200.999860.996900.00000-6.8010053.82
832019.12.02 13:15sell420.200.998601.001900.00000
842019.12.03 02:30close420.200.991811.001900.00000135.0710188.90
852019.12.03 10:22sell430.200.990350.993650.00000
862019.12.03 22:30close430.200.987390.993650.0000059.9610248.86
872019.12.04 10:17sell440.200.985640.988940.00000
882019.12.04 11:16s/l440.200.988940.988940.00000-66.7410182.12
892019.12.05 18:27sell450.200.987140.990440.00000
902019.12.06 04:00close450.200.987120.990440.00000-1.4410180.68
912019.12.06 08:05buy460.200.988020.984720.00000
922019.12.06 22:46close460.200.989860.984720.0000037.1810217.86
932019.12.09 10:07sell470.200.989530.992830.00000
942019.12.10 01:40close470.200.988170.992830.0000025.6810243.54
952019.12.10 09:20sell480.200.987150.990450.00000
962019.12.10 15:33close480.200.986740.990450.000008.3110251.85
972019.12.11 21:45sell490.200.983290.986590.00000
982019.12.12 06:30close490.200.982410.986590.0000012.3710264.22
992019.12.12 16:44buy500.200.984680.981380.00000
1002019.12.12 23:00close500.200.984700.981380.000000.4110264.63
1012019.12.13 09:56sell510.200.983610.986910.00000
1022019.12.13 16:00close510.200.983600.986910.000000.2010264.83
1032019.12.16 09:28sell520.200.982550.985850.00000
1042019.12.17 21:57close520.200.980870.985850.0000032.4110297.24
1052019.12.18 10:14buy530.200.981960.978660.00000
1062019.12.19 17:00s/l530.200.978660.978660.00000-64.9110232.33
1072019.12.20 10:38buy540.200.980210.976910.00000
1082019.12.20 22:33close540.200.981650.976910.0000029.3410261.67
1092019.12.23 09:21sell550.200.981080.984380.00000
1102019.12.25 02:39close550.200.980870.984380.000000.5810262.25
1112019.12.27 09:26sell560.200.979320.982620.00000
1122019.12.27 23:00close560.200.974680.982620.0000095.2110357.46