Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDCHF (United States Dollar vs. Swiss Franc)
Period30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=200; TakeProfit=500; TrackPeriod=5; TRRR=0.5; UpATRR=4; DownATRR=2; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4519Ticks modelled4932594Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit4058.71Gross profit10603.01Gross loss-6544.31
Profit factor1.62Expected payoff42.28
Absolute drawdown542.38Maximal drawdown1399.87 (1.39%)Relative drawdown1.39% (1399.87)
Total trades96Short positions (won %)60 (70.00%)Long positions (won %)36 (61.11%)
Profit trades (% of total)64 (66.67%)Loss trades (% of total)32 (33.33%)
Largestprofit trade1026.38loss trade-465.29
Averageprofit trade165.67loss trade-204.51
Maximumconsecutive wins (profit in money)13 (1754.38)consecutive losses (loss in money)4 (-702.09)
Maximalconsecutive profit (count of wins)1754.38 (13)consecutive loss (count of losses)-702.09 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.14 03:30sell12.000.997880.998680.00000
22019.10.14 04:42close12.000.997160.998680.00000144.41100144.41
32019.10.14 07:38buy22.000.996200.994830.00000
42019.10.14 10:33close22.000.996630.994830.0000086.29100230.70
52019.10.14 13:30buy32.000.995160.994010.00000
62019.10.14 15:20close32.000.995820.994010.00000132.55100363.25
72019.10.14 20:00sell42.000.996930.998420.00000
82019.10.15 04:48close42.000.997120.998420.00000-56.60100306.65
92019.10.15 12:30sell52.000.998230.999750.00000
102019.10.15 13:28close52.000.997330.999750.00000180.48100487.13
112019.10.16 03:47sell62.000.997820.999120.99282
122019.10.16 10:19modify62.000.997820.997820.99282
132019.10.16 11:08s/l62.000.997820.997820.992820.00100487.13
142019.10.16 21:30buy72.000.995080.993370.00000
152019.10.17 03:44s/l72.000.993370.993370.00000-319.00100168.12
162019.10.17 06:00buy82.000.993590.992250.00000
172019.10.17 08:51close82.000.993870.992250.0000056.35100224.47
182019.10.17 10:20sell92.000.992040.994340.98704
192019.10.17 14:02modify92.000.992040.992040.98704
202019.10.17 14:29modify92.000.992040.991040.98704
212019.10.17 15:30modify92.000.992040.990040.98704
222019.10.17 15:42s/l92.000.990040.990040.98704404.02100628.49
232019.10.17 18:30buy102.000.988120.985820.00000
242019.10.18 01:00close102.000.987860.985820.00000-44.21100584.28
252019.10.18 16:03buy112.000.986830.985550.00000
262019.10.18 16:17close112.000.987450.985550.00000125.58100709.86
272019.10.18 21:11buy122.000.985730.983680.00000
282019.10.18 23:00close122.000.984430.983680.00000-264.11100445.75
292019.10.21 08:30sell132.000.985830.986790.00000
302019.10.21 10:12close132.000.985320.986790.00000103.52100549.27
312019.10.21 19:51sell142.000.986010.987320.00000
322019.10.22 10:06s/l142.000.987320.987320.00000-283.85100265.41
332019.10.22 14:00sell152.000.988260.989830.00000
342019.10.22 21:14close152.000.988430.989830.00000-34.40100231.01
352019.10.24 10:15sell162.000.989230.990810.98423
362019.10.24 11:00s/l162.000.990810.990810.98423-318.9399912.08
372019.10.24 20:30sell171.900.992170.993650.00000
382019.10.25 00:10close171.900.991540.993650.00000103.15100015.23
392019.10.25 21:00sell182.000.994880.996630.00000
402019.10.25 23:00close182.000.994620.996630.0000052.28100067.51
412019.10.28 07:00sell192.000.995560.996200.00000
422019.10.28 10:07close192.000.995050.996200.00000102.51100170.02
432019.10.30 13:30buy202.000.991940.990580.00000
442019.10.30 15:15close202.000.992920.990580.00000197.40100367.42
452019.10.30 20:30buy212.000.990840.989710.00000
462019.10.30 21:00close212.000.991800.989710.00000193.59100561.01
472019.10.31 05:30buy222.000.987350.985270.00000
482019.10.31 10:48close222.000.987630.985270.0000056.70100617.71
492019.11.01 17:00sell232.000.987590.988780.00000
502019.11.01 17:00modify232.000.987590.987580.00000
512019.11.01 17:00close232.000.986540.987580.00000212.87100830.58
522019.11.04 09:20sell242.000.985450.986950.98045
532019.11.04 10:04s/l242.000.986950.986950.98045-303.97100526.61
542019.11.04 13:30sell252.000.987910.988960.00000
552019.11.04 17:07close252.000.987260.988960.00000131.68100658.29
562019.11.05 06:30sell262.000.988950.989700.00000
572019.11.05 08:47s/l262.000.989700.989700.00000-151.56100506.73
582019.11.05 14:00sell272.000.990820.991750.00000
592019.11.05 14:05s/l272.000.991750.991750.00000-187.55100319.18
602019.11.05 15:30sell282.000.991080.992690.00000
612019.11.05 17:01s/l282.000.992690.992690.00000-324.3799994.81
622019.11.05 19:30sell291.900.992870.994520.00000
632019.11.06 03:04close291.900.992750.994520.000005.40100000.21
642019.11.07 09:24buy302.000.993850.992090.99885
652019.11.07 12:40s/l302.000.992090.992090.99885-354.8299645.39
662019.11.07 21:00sell311.900.996790.998900.00000
672019.11.07 21:44modify311.900.996790.996780.00000
682019.11.08 00:22close311.900.994840.996780.00000354.85100000.24
692019.11.08 21:00sell322.000.997460.998210.00000
702019.11.08 23:00close322.000.997900.998210.00000-88.1999912.05
712019.11.11 08:20sell331.900.996120.997700.99112
722019.11.11 12:33modify331.900.996120.996120.99112
732019.11.11 14:13modify331.900.996120.995120.99112
742019.11.11 17:33close331.900.994920.995120.99112229.16100141.21
752019.11.12 09:00sell342.000.994550.995450.00000
762019.11.12 12:14s/l342.000.995450.995450.00000-180.8299960.39
772019.11.12 21:00buy351.900.993340.991360.00000
782019.11.13 06:16s/l351.900.991360.991360.00000-371.4899588.92
792019.11.13 09:00buy361.900.991160.989600.00000
802019.11.13 10:21close361.900.991740.989600.00000111.1299700.04
812019.11.13 13:00buy371.900.990210.988850.00000
822019.11.13 15:59close371.900.990500.988850.0000055.6399755.67
832019.11.14 09:20sell381.900.989040.990470.98404
842019.11.14 10:15modify381.900.989040.989040.98404
852019.11.14 12:25s/l381.900.989040.989040.984040.0099755.67
862019.11.18 19:00buy391.900.988120.986190.00000
872019.11.18 23:10close391.900.988550.986190.0000082.6599838.32
882019.11.19 05:30sell401.900.990120.991180.00000
892019.11.19 09:12close401.900.989550.991180.00000109.4499947.76
902019.11.19 13:30sell411.900.991150.992230.00000
912019.11.19 17:23close411.900.990700.992230.0000086.30100034.06
922019.11.20 17:00sell422.000.992830.994520.00000
932019.11.20 19:55close422.000.991970.994520.00000173.39100207.45
942019.11.21 01:00buy432.000.990780.989070.00000
952019.11.21 03:53s/l432.000.989070.989070.00000-345.7899861.67
962019.11.21 22:00sell441.900.993060.994190.00000
972019.11.22 09:19close441.900.993250.994190.00000-53.9299807.75
982019.11.22 09:48buy451.900.994880.992650.99988
992019.11.22 17:43modify451.900.994880.994880.99988
1002019.11.22 18:56modify451.900.994880.995880.99988
1012019.11.22 21:46modify451.900.994880.996880.99988
1022019.11.22 23:00close451.900.997270.996880.99988455.34100263.09
1032019.11.25 16:50sell462.000.996390.998270.99139
1042019.11.25 17:35s/l462.000.998270.998270.99139-376.6499886.45
1052019.11.25 20:13buy471.900.996740.995620.00000
1062019.11.26 01:50close471.900.996810.995620.0000021.3499907.79
1072019.11.27 20:00sell481.900.999591.000590.00000
1082019.11.28 00:01close481.900.998971.000590.0000065.2199973.00
1092019.12.02 17:00sell491.900.994170.996470.98917
1102019.12.02 17:47modify491.900.994170.994170.98917
1112019.12.02 18:29modify491.900.994170.993170.98917
1122019.12.03 02:30close491.900.991810.993170.98917434.53100407.54
1132019.12.03 09:11sell502.000.991590.992720.98659
1142019.12.03 10:23modify502.000.991590.991590.98659
1152019.12.03 11:40modify502.000.991590.990590.98659
1162019.12.03 15:54modify502.000.991590.989580.98659
1172019.12.03 16:31modify502.000.991590.988580.98659
1182019.12.03 18:02t/p502.000.986590.988580.986591013.59101421.13
1192019.12.03 19:30buy512.000.986760.984460.00000
1202019.12.03 23:29close512.000.987190.984460.0000087.12101508.25
1212019.12.04 09:06sell522.000.986710.987510.98171
1222019.12.04 11:07s/l522.000.987510.987510.98171-162.02101346.23
1232019.12.04 14:00sell532.000.988480.990010.00000
1242019.12.04 15:15close532.000.987600.990010.00000178.21101524.44
1252019.12.04 19:30sell542.000.989000.990990.00000
1262019.12.05 00:01close542.000.988140.990990.00000118.58101643.01
1272019.12.05 21:00buy552.000.987410.985970.00000
1282019.12.06 05:59close552.000.987070.985970.00000-60.46101582.55
1292019.12.06 15:32buy562.000.991410.989110.99641
1302019.12.06 23:00close562.000.989820.989110.99641-321.27101261.28
1312019.12.09 20:16buy572.000.988550.986960.00000
1322019.12.10 02:54close572.000.988030.986960.00000-96.83101164.44
1332019.12.10 09:22sell582.000.986940.988000.98194
1342019.12.10 12:41modify582.000.986940.986930.98194
1352019.12.10 15:33close582.000.986740.986930.9819440.54101204.98
1362019.12.11 21:48sell592.000.982400.984700.97740
1372019.12.12 07:22close592.000.982400.984700.97740-55.48101149.50
1382019.12.12 19:30sell602.000.985680.987980.00000
1392019.12.12 23:55close602.000.984820.987980.00000174.65101324.15
1402019.12.13 09:56sell612.000.983940.985900.97894
1412019.12.13 09:57modify612.000.983940.983910.97894
1422019.12.13 09:57modify612.000.983940.982910.97894
1432019.12.13 09:57modify612.000.983940.981890.97894
1442019.12.13 09:57s/l612.000.981890.981890.97894417.54101741.69
1452019.12.16 19:00sell622.000.983870.984750.00000
1462019.12.16 20:22close622.000.983120.984750.00000152.58101894.27
1472019.12.17 16:30buy632.000.981180.978990.00000
1482019.12.17 22:27close632.000.980750.978990.00000-87.69101806.58
1492019.12.19 20:30buy642.000.977460.975600.00000
1502019.12.19 23:53close642.000.978420.975600.00000196.23102002.81
1512019.12.20 14:30sell652.000.980480.981530.00000
1522019.12.20 16:22s/l652.000.981530.981530.00000-213.95101788.86
1532019.12.20 20:30sell662.000.982550.983950.00000
1542019.12.20 23:00close662.000.981910.983950.00000130.36101919.22
1552019.12.24 19:30buy672.000.980630.979360.00000
1562019.12.24 21:00s/l672.000.979360.979360.00000-259.38101659.84
1572019.12.26 14:00sell682.000.981290.982190.00000
1582019.12.26 15:56close682.000.980710.982190.00000118.28101778.12
1592019.12.27 09:26sell692.000.979300.981540.97430
1602019.12.27 10:17modify692.000.979300.979300.97430
1612019.12.27 11:37modify692.000.979300.978290.97430
1622019.12.27 12:03modify692.000.979300.977290.97430
1632019.12.27 17:17modify692.000.979300.976290.97430
1642019.12.27 18:37t/p692.000.974300.976290.974301026.38102804.50
1652019.12.27 20:30buy702.000.973690.971890.00000
1662019.12.27 23:00close702.000.974380.971890.00000141.63102946.13
1672019.12.30 06:30buy712.000.972820.971280.00000
1682019.12.30 09:57close712.000.973000.971280.0000037.00102983.13
1692019.12.30 20:00buy722.000.968280.965980.00000
1702019.12.30 23:00modify722.000.968280.968280.00000
1712019.12.30 23:31close722.000.969220.968280.00000193.97103177.10
1722019.12.31 09:46buy732.000.969380.967130.97438
1732019.12.31 12:59s/l732.000.967130.967130.97438-465.29102711.81
1742019.12.31 18:30sell742.000.968390.970590.00000
1752019.12.31 19:42modify742.000.968390.968390.00000
1762019.12.31 19:55close742.000.967100.968390.00000266.78102978.59
1772020.01.02 09:00buy752.000.970040.967740.97504
1782020.01.02 14:23modify752.000.970040.970040.97504
1792020.01.02 17:27s/l752.000.970040.970040.975040.00102978.59
1802020.01.02 21:00sell762.000.972180.974240.00000
1812020.01.02 23:50close762.000.971300.974240.00000181.20103159.79
1822020.01.03 03:54sell772.000.970180.972480.96518
1832020.01.03 04:48modify772.000.970180.970180.96518
1842020.01.03 06:39s/l772.000.970180.970180.965180.00103159.79
1852020.01.03 14:00sell782.000.973530.975740.00000
1862020.01.03 14:54modify782.000.973530.973520.00000
1872020.01.03 16:02s/l782.000.973520.973520.000002.05103161.84
1882020.01.06 14:00buy792.000.969290.967650.00000
1892020.01.06 16:44close792.000.969960.967650.00000138.15103299.99
1902020.01.06 20:00buy802.000.968440.967220.00000
1912020.01.06 21:18close802.000.969030.967220.00000121.77103421.76
1922020.01.07 10:00sell812.000.969730.970500.00000
1932020.01.07 10:34close812.000.969000.970500.00000150.67103572.43
1942020.01.07 18:30sell822.000.971770.973130.00000
1952020.01.07 19:29modify822.000.971770.971770.00000
1962020.01.07 19:30close822.000.970750.971770.00000210.15103782.58
1972020.01.08 01:23sell832.000.968830.971130.96383
1982020.01.08 02:14modify832.000.968830.968830.96383
1992020.01.08 02:31modify832.000.968830.967830.96383
2002020.01.08 03:40s/l832.000.967830.967830.96383206.65103989.23
2012020.01.08 14:30sell842.000.971580.973100.00000
2022020.01.08 15:08close842.000.970800.973100.00000160.69104149.92
2032020.01.09 17:00buy852.000.972640.971350.00000
2042020.01.09 17:39close852.000.973430.971350.00000162.31104312.23
2052020.01.10 14:30sell862.000.975000.976570.00000
2062020.01.10 16:37close862.000.974250.976570.00000153.96104466.19
2072020.01.10 20:30buy872.000.973060.971030.00000
2082020.01.10 23:00close872.000.972770.971030.00000-59.62104406.57
2092020.01.13 19:30buy882.000.970750.968730.00000
2102020.01.13 23:14close882.000.970830.968730.0000016.48104423.05
2112020.01.14 10:54sell892.000.968510.970810.96351
2122020.01.14 13:38modify892.000.968510.968510.96351
2132020.01.14 14:22s/l892.000.968510.968510.963510.00104423.05
2142020.01.16 10:04sell902.000.963710.964880.95871
2152020.01.16 11:31modify902.000.963710.963710.95871
2162020.01.16 15:07modify902.000.963710.962700.95871
2172020.01.16 15:32s/l902.000.962700.962700.95871209.83104632.88
2182020.01.17 14:30sell912.000.966410.967180.00000
2192020.01.17 15:33s/l912.000.967180.967180.00000-159.22104473.66
2202020.01.17 18:30sell922.000.967950.970060.00000
2212020.01.17 23:00close922.000.967960.970060.00000-2.07104471.59
2222020.01.22 06:00sell932.000.969850.970750.00000
2232020.01.22 09:57s/l932.000.970750.970750.00000-185.42104286.17
2242020.01.22 19:01buy942.000.969710.967990.00000
2252020.01.22 22:43s/l942.000.967990.967990.00000-355.38103930.79
2262020.01.23 20:03sell952.000.969250.970590.00000
2272020.01.24 00:38close952.000.968940.970590.0000045.50103976.29
2282020.01.24 19:30sell962.000.971030.972010.00000
2292020.01.24 21:22close962.000.970630.972010.0000082.42104058.71