Strategy Tester Report
USIndexExpert
(Build 1260)

SymbolUSDCHF (United States Dollar vs. Swiss Franc)
Period30 Minutes (M30) 2019.10.28 00:00 - 2020.02.07 23:30 (2019.10.28 - 2020.02.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=600; TakeProfit=200; TrackPeriod=5; TRRR=1.5; UpATRR=1.5; DownATRR=1.5; DPR=0; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4515Ticks modelled4774338Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit3435.07Gross profit9951.09Gross loss-6516.02
Profit factor1.53Expected payoff59.23
Absolute drawdown2204.76Maximal drawdown2339.31 (2.34%)Relative drawdown2.34% (2339.31)
Total trades58Short positions (won %)30 (73.33%)Long positions (won %)28 (82.14%)
Profit trades (% of total)45 (77.59%)Loss trades (% of total)13 (22.41%)
Largestprofit trade415.87loss trade-1346.41
Averageprofit trade221.14loss trade-501.23
Maximumconsecutive wins (profit in money)11 (2749.73)consecutive losses (loss in money)2 (-320.41)
Maximalconsecutive profit (count of wins)2749.73 (11)consecutive loss (count of losses)-1346.41 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.28 04:19buy12.000.995220.988920.99722
22019.10.28 13:05close12.000.995250.988920.997226.03100006.03
32019.10.28 15:50buy22.000.997090.990790.99909
42019.10.30 18:29s/l22.000.990790.990790.99909-1256.0698749.97
52019.10.30 21:00buy31.900.992260.985960.99426
62019.10.30 21:36modify31.900.992260.992260.99426
72019.10.30 21:46s/l31.900.992260.992260.994260.0098749.97
82019.11.01 15:30buy41.900.988450.982150.99045
92019.11.01 23:00close41.900.985040.982150.99045-657.7498092.23
102019.11.04 02:41buy51.900.986760.980460.98876
112019.11.04 10:10modify51.900.986760.986760.98876
122019.11.04 12:32t/p51.900.988760.986760.98876384.3298476.55
132019.11.05 06:30sell61.900.988950.989700.00000
142019.11.05 08:47s/l61.900.989700.989700.00000-143.9898332.57
152019.11.05 14:08buy71.900.991890.985590.99389
162019.11.05 17:02modify71.900.991890.991890.99389
172019.11.05 17:49s/l71.900.991890.991890.993890.0098332.57
182019.11.06 02:08buy81.900.993530.987230.99553
192019.11.07 17:22modify81.900.993530.993530.99553
202019.11.07 17:57t/p81.900.995530.993530.99553404.0298736.59
212019.11.11 08:15sell91.900.996211.002510.99421
222019.11.11 12:20modify91.900.996210.996210.99421
232019.11.11 14:13t/p91.900.994210.996210.99421382.2199118.80
242019.11.12 03:48buy101.900.994250.987950.99625
252019.11.12 12:17modify101.900.994250.994250.99625
262019.11.12 13:10t/p101.900.996250.994250.99625381.4399500.23
272019.11.14 09:19sell111.900.989150.995450.98715
282019.11.14 10:15modify111.900.989150.989150.98715
292019.11.14 12:27s/l111.900.989150.989150.987150.0099500.23
302019.11.15 10:18sell121.900.988310.994610.98631
312019.11.15 23:00close121.900.989910.994610.98631-307.1099193.13
322019.11.20 19:57sell131.900.990970.997270.98897
332019.11.21 03:02modify131.900.990970.990970.98897
342019.11.21 04:26close131.900.990770.990970.98897-13.3199179.82
352019.11.21 08:42buy141.900.991460.985160.99346
362019.11.21 17:28modify141.900.991460.991460.99346
372019.11.21 17:51s/l141.900.991460.991460.993460.0099179.82
382019.11.22 09:46buy151.900.994310.988010.99631
392019.11.22 16:45modify151.900.994310.994310.99631
402019.11.22 18:50t/p151.900.996310.994310.99631381.4199561.23
412019.11.25 16:49sell161.900.996701.003000.99470
422019.11.26 08:06close161.900.996701.003000.99470-17.2299544.01
432019.11.26 09:14buy171.900.997420.991120.99942
442019.11.26 10:20modify171.900.997420.997420.99942
452019.11.26 11:37s/l171.900.997420.997420.999420.0099544.01
462019.11.27 15:32buy181.900.999010.992711.00101
472019.11.29 13:40modify181.900.999010.999011.00101
482019.11.29 15:06t/p181.901.001010.999011.00101409.3699953.38
492019.12.02 13:27sell191.900.998431.004730.99643
502019.12.02 15:00modify191.900.998430.998430.99643
512019.12.02 16:22t/p191.900.996430.998430.99643381.36100334.74
522019.12.02 17:00sell202.000.994541.000840.99254
532019.12.02 17:30modify202.000.994540.994540.99254
542019.12.02 18:05t/p202.000.992540.994540.99254403.01100737.75
552019.12.03 09:00sell212.000.991710.998010.98971
562019.12.03 10:22modify212.000.991710.991710.98971
572019.12.03 11:40t/p212.000.989710.991710.98971404.16101141.91
582019.12.04 09:02sell222.000.986840.993140.98484
592019.12.04 10:37modify222.000.986840.986840.98484
602019.12.04 11:06s/l222.000.986840.986840.984840.00101141.91
612019.12.05 09:47buy232.000.988820.982520.99082
622019.12.06 15:30modify232.000.988820.988820.99082
632019.12.06 15:30t/p232.000.990820.988820.99082411.53101553.43
642019.12.09 10:06sell242.000.989590.995890.98759
652019.12.09 17:44modify242.000.989590.989580.98759
662019.12.10 01:40close242.000.988170.989580.98759269.27101822.71
672019.12.10 09:22sell252.000.987060.993360.98506
682019.12.10 12:41modify252.000.987060.987060.98506
692019.12.10 15:33close252.000.986740.987060.9850664.86101887.57
702019.12.11 21:48sell262.000.982820.989120.98082
712019.12.11 22:07modify262.000.982820.982820.98082
722019.12.11 22:40s/l262.000.982820.982820.980820.00101887.57
732019.12.12 08:18buy272.000.982790.976490.98479
742019.12.12 16:39modify272.000.982790.982800.98479
752019.12.12 16:52t/p272.000.984790.982800.98479406.18102293.75
762019.12.13 08:27buy282.000.985930.979630.98793
772019.12.13 23:00close282.000.984020.979630.98793-388.20101905.55
782019.12.18 07:42sell292.000.980040.986340.97804
792019.12.19 17:00modify292.000.980040.980040.97804
802019.12.19 17:04t/p292.000.978040.980040.97804354.60102260.15
812019.12.20 10:47buy302.000.980620.974320.98262
822019.12.20 16:59modify302.000.980620.980620.98262
832019.12.20 18:31t/p302.000.982620.980620.98262407.07102667.22
842019.12.23 05:29sell312.000.981830.988130.97983
852019.12.23 10:31modify312.000.981830.981830.97983
862019.12.23 13:09close312.000.981490.981830.9798369.28102736.50
872019.12.24 04:40buy322.000.982740.976440.98474
882019.12.27 11:41s/l322.000.976440.976440.98474-1251.27101485.24
892019.12.30 06:30buy332.000.972820.971280.00000
902019.12.30 09:57close332.000.973000.971280.0000037.00101522.24
912019.12.30 16:41sell342.000.968680.974980.96668
922019.12.30 19:20modify342.000.968680.968680.96668
932019.12.30 20:40s/l342.000.968680.968680.966680.00101522.24
942019.12.31 09:37buy352.000.968670.962370.97067
952020.01.02 09:00modify352.000.968670.968740.97067
962020.01.02 11:00s/l352.000.968740.968740.9706745.76101567.99
972020.01.02 22:17sell362.000.971240.977540.96924
982020.01.03 03:54modify362.000.971240.971240.96924
992020.01.03 04:48t/p362.000.969240.971240.96924394.56101962.56
1002020.01.03 20:59buy372.000.972590.966290.97459
1012020.01.03 23:00close372.000.972120.966290.97459-96.70101865.86
1022020.01.06 10:59sell382.000.969860.976160.96786
1032020.01.06 12:22modify382.000.969860.969860.96786
1042020.01.06 14:27s/l382.000.969860.969860.967860.00101865.86
1052020.01.07 08:57buy392.000.970290.963990.97229
1062020.01.07 12:22modify392.000.970290.970290.97229
1072020.01.07 13:37s/l392.000.970290.970290.972290.00101865.86
1082020.01.08 01:22sell402.000.969090.975390.96709
1092020.01.08 02:13modify402.000.969090.969090.96709
1102020.01.08 02:19t/p402.000.967090.969090.96709413.61102279.47
1112020.01.08 18:53buy412.000.973550.968740.97555
1122020.01.09 08:42modify412.000.973550.973550.97555
1132020.01.09 09:02close412.000.973780.973550.9755570.72102350.19
1142020.01.09 17:00buy422.000.972640.971350.00000
1152020.01.09 17:39close422.000.973430.971350.00000162.31102512.50
1162020.01.10 09:57buy432.000.973950.967650.97595
1172020.01.10 12:35modify432.000.973950.973950.97595
1182020.01.10 13:12t/p432.000.975950.973950.97595409.86102922.36
1192020.01.10 14:30sell442.000.975000.976570.00000
1202020.01.10 16:37close442.000.974250.976570.00000153.96103076.32
1212020.01.14 10:51sell452.000.968760.975060.96676
1222020.01.14 13:28modify452.000.968760.968760.96676
1232020.01.14 15:07s/l452.000.968760.968760.966760.00103076.32
1242020.01.14 20:37sell462.000.966550.972850.96455
1252020.01.15 13:07modify462.000.966550.966550.96455
1262020.01.15 15:33t/p462.000.964550.966550.96455396.57103472.89
1272020.01.16 10:02sell472.000.963850.970150.96185
1282020.01.16 11:27modify472.000.963850.963850.96185
1292020.01.16 15:07t/p472.000.961850.963850.96185415.87103888.76
1302020.01.16 15:59buy482.000.963990.957690.96599
1312020.01.16 18:21modify482.000.963990.964000.96599
1322020.01.17 02:31close482.000.964720.964000.96599159.17104047.93
1332020.01.17 14:30sell492.000.966410.967180.00000
1342020.01.17 15:33s/l492.000.967180.967180.00000-159.22103888.71
1352020.01.17 18:30sell502.000.967950.970060.00000
1362020.01.17 23:00close502.000.967960.970060.00000-2.07103886.64
1372020.01.22 02:22buy512.000.969420.963120.97142
1382020.01.22 09:57modify512.000.969420.969440.97142
1392020.01.22 09:57t/p512.000.971420.969440.97142411.77104298.41
1402020.01.23 15:25sell522.000.967140.973440.96514
1412020.01.24 23:00close522.000.971310.973440.96514-876.76103421.65
1422020.01.28 08:48buy532.000.971160.964860.97316
1432020.01.28 15:08modify532.000.971160.971160.97316
1442020.01.28 15:49t/p532.000.973160.971160.97316411.03103832.68
1452020.01.29 07:00sell542.000.974000.974880.00000
1462020.01.29 10:01close542.000.973610.974880.0000080.11103912.79
1472020.01.29 21:49sell552.000.973190.979490.97119
1482020.01.30 06:02modify552.000.973190.973190.97119
1492020.01.30 08:44close552.000.972720.973190.9711942.26103955.06
1502020.01.30 09:27sell562.000.971390.977690.96939
1512020.01.30 14:55modify562.000.971390.971380.96939
1522020.01.30 15:15t/p562.000.969390.971380.96939412.63104367.69
1532020.02.03 09:16buy572.000.964670.958370.96667
1542020.02.03 16:45modify572.000.964670.964670.96667
1552020.02.03 17:00t/p572.000.966670.964670.96667413.79104781.48
1562020.02.05 07:48sell582.000.968900.975200.96690
1572020.02.06 16:16s/l582.000.975200.975200.96690-1346.41103435.07