Symbol		USDCHF (United States Dollar vs. Swiss Franc)
Period		30 Minutes (M30) 2020.02.10 00:00 - 2020.05.22 23:30 (2020.02.10 - 2020.05.23)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TrackPeriod=20; TRRR=1; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=800; TakeProfit=400; TS=100; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=3;
Bars in test	4603	Ticks modelled	8624333	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	100000.00			Spread	30
Total net profit	7017.64	Gross profit	15136.46	Gross loss	-8118.82
Profit factor	1.86	Expected payoff	107.96
Absolute drawdown	1457.78	Maximal drawdown	2520.15 (2.39%)	Relative drawdown	2.39% (2520.15)
Total trades	65	Short positions (won %)	25 (84.00%)	Long positions (won %)	40 (77.50%)
		Profit trades (% of total)	52 (80.00%)	Loss trades (% of total)	13 (20.00%)
Largest		profit trade	438.45	loss trade	-904.20
Average		profit trade	291.09	loss trade	-624.52
Maximum		consecutive wins (profit in money)	12 (2224.03)	consecutive losses (loss in money)	2 (-1792.55)
Maximal		consecutive profit (count of wins)	2497.40 (6)	consecutive loss (count of losses)	-1792.55 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2020.02.10 04:34	buy	1	1.00	0.97845	0.97015	0.98245
2	2020.02.14 00:04	close	1	1.00	0.97875	0.97015	0.98245	30.78	100030.78
3	2020.02.14 05:02	buy	2	1.00	0.98036	0.97206	0.98436
4	2020.02.14 15:37	close	2	1.00	0.98053	0.97206	0.98436	17.34	100048.12
5	2020.02.17 05:22	buy	3	1.00	0.98279	0.97449	0.98679
6	2020.02.19 08:30	close	3	1.00	0.98303	0.97449	0.98679	24.45	100072.58
7	2020.02.19 11:17	buy	4	1.00	0.98392	0.97562	0.98792
8	2020.02.21 23:00	close	4	1.00	0.97826	0.97562	0.98792	-578.49	99494.08
9	2020.02.24 09:08	buy	5	0.99	0.98138	0.97308	0.98538
10	2020.02.26 10:53	s/l	5	0.99	0.97308	0.97308	0.98538	-844.39	98649.70
11	2020.02.27 02:09	sell	6	0.98	0.97451	0.98281	0.97051
12	2020.02.27 14:25	t/p	6	0.98	0.97051	0.98281	0.97051	403.91	99053.61
13	2020.02.27 14:41	sell	7	0.99	0.96958	0.97788	0.96558
14	2020.02.28 04:00	close	7	0.99	0.96956	0.97788	0.96558	-2.96	99050.65
15	2020.02.28 10:09	sell	8	0.99	0.96606	0.97436	0.96206
16	2020.02.28 11:11	t/p	8	0.99	0.96206	0.97436	0.96206	411.62	99462.27
17	2020.03.02 12:12	sell	9	0.99	0.96102	0.96932	0.95702
18	2020.03.02 13:56	t/p	9	0.99	0.95702	0.96932	0.95702	413.78	99876.05
19	2020.03.02 15:37	sell	10	0.99	0.95554	0.96384	0.95154
20	2020.03.05 14:21	t/p	10	0.99	0.95154	0.96384	0.95154	391.19	100267.24
21	2020.03.05 18:42	sell	11	1.00	0.94906	0.95736	0.94506
22	2020.03.05 23:42	t/p	11	1.00	0.94506	0.95736	0.94506	423.26	100690.50
23	2020.03.06 03:59	sell	12	1.00	0.94403	0.95233	0.94003
24	2020.03.06 11:25	t/p	12	1.00	0.94003	0.95233	0.94003	425.52	101116.02
25	2020.03.06 11:45	sell	13	1.01	0.93912	0.94742	0.93512
26	2020.03.06 13:17	t/p	13	1.01	0.93512	0.94742	0.93512	432.03	101548.05
27	2020.03.06 15:16	sell	14	1.01	0.93397	0.94227	0.92997
28	2020.03.06 23:00	close	14	1.01	0.93900	0.94227	0.92997	-541.03	101007.02
29	2020.03.09 04:49	sell	15	1.01	0.92548	0.93378	0.92148
30	2020.03.09 04:49	t/p	15	1.01	0.92148	0.93378	0.92148	438.45	101445.47
31	2020.03.10 04:04	buy	16	1.01	0.93237	0.92407	0.93637
32	2020.03.10 08:09	t/p	16	1.01	0.93637	0.92407	0.93637	431.45	101876.92
33	2020.03.10 21:20	buy	17	1.01	0.93907	0.93077	0.94307
34	2020.03.12 17:05	t/p	17	1.01	0.94307	0.93077	0.94307	428.48	102305.40
35	2020.03.12 17:39	buy	18	1.02	0.94908	0.94078	0.95308
36	2020.03.12 18:57	t/p	18	1.02	0.95308	0.94078	0.95308	428.09	102733.49
37	2020.03.13 14:05	buy	19	1.02	0.94739	0.93909	0.95139
38	2020.03.13 15:31	t/p	19	1.02	0.95139	0.93909	0.95139	428.85	103162.34
39	2020.03.16 11:11	sell	20	1.03	0.94265	0.95095	0.93865
40	2020.03.17 10:32	s/l	20	1.03	0.95095	0.95095	0.93865	-904.20	102258.15
41	2020.03.17 11:45	buy	21	1.02	0.95246	0.94416	0.95646
42	2020.03.17 13:46	t/p	21	1.02	0.95646	0.94416	0.95646	426.57	102684.72
43	2020.03.17 14:11	buy	22	1.02	0.95855	0.95025	0.96255
44	2020.03.17 17:29	t/p	22	1.02	0.96255	0.95025	0.96255	423.87	103108.59
45	2020.03.17 18:57	buy	23	1.03	0.96436	0.95606	0.96836
46	2020.03.18 17:36	t/p	23	1.03	0.96836	0.95606	0.96836	425.48	103534.07
47	2020.03.18 18:56	buy	24	1.03	0.97274	0.96444	0.97674
48	2020.03.19 02:04	s/l	24	1.03	0.96444	0.96444	0.97674	-886.35	102647.72
49	2020.03.19 11:09	buy	25	1.02	0.97472	0.96642	0.97872
50	2020.03.19 14:23	t/p	25	1.02	0.97872	0.96642	0.97872	416.87	103064.59
51	2020.03.19 14:33	buy	26	1.03	0.98184	0.97354	0.98584
52	2020.03.19 15:56	s/l	26	1.03	0.97354	0.97354	0.98584	-878.14	102186.45
53	2020.03.19 18:58	buy	27	1.02	0.98432	0.97602	0.98832
54	2020.03.20 01:30	t/p	27	1.02	0.98832	0.97602	0.98832	412.84	102599.29
55	2020.03.20 07:49	sell	28	1.02	0.97910	0.98740	0.97510
56	2020.03.20 10:56	t/p	28	1.02	0.97510	0.98740	0.97510	418.42	103017.71
57	2020.03.20 16:26	buy	29	1.03	0.98654	0.97824	0.99054
58	2020.03.20 23:00	close	29	1.03	0.98750	0.97824	0.99054	100.13	103117.84
59	2020.03.24 09:48	sell	30	1.03	0.97718	0.98548	0.97318
60	2020.03.24 13:03	t/p	30	1.03	0.97318	0.98548	0.97318	423.35	103541.19
61	2020.03.24 17:40	buy	31	1.03	0.98338	0.97508	0.98738
62	2020.03.26 00:07	s/l	31	1.03	0.97508	0.97508	0.98738	-876.74	102664.45
63	2020.03.26 06:01	sell	32	1.02	0.97295	0.98125	0.96895
64	2020.03.26 15:58	t/p	32	1.02	0.96895	0.98125	0.96895	421.07	103085.52
65	2020.03.26 16:10	sell	33	1.03	0.96761	0.97591	0.96361
66	2020.03.26 19:53	t/p	33	1.03	0.96361	0.97591	0.96361	427.56	103513.08
67	2020.03.26 22:59	sell	34	1.03	0.96097	0.96927	0.95697
68	2020.03.27 18:49	t/p	34	1.03	0.95697	0.96927	0.95697	425.33	103938.41
69	2020.03.30 07:12	buy	35	1.03	0.95600	0.94770	0.96000
70	2020.03.30 17:05	close	35	1.03	0.95618	0.94770	0.96000	19.39	103957.80
71	2020.03.30 17:57	buy	36	1.03	0.95992	0.95162	0.96392
72	2020.03.31 11:52	t/p	36	1.03	0.96392	0.95162	0.96392	427.44	104385.24
73	2020.03.31 13:24	buy	37	1.04	0.96554	0.95724	0.96954
74	2020.04.01 21:50	close	37	1.04	0.96690	0.95724	0.96954	146.30	104531.55
75	2020.04.02 15:54	buy	38	1.04	0.96929	0.96099	0.97329
76	2020.04.02 19:28	t/p	38	1.04	0.97329	0.96099	0.97329	427.42	104958.97
77	2020.04.03 10:14	buy	39	1.04	0.97601	0.96771	0.98001
78	2020.04.03 20:53	close	39	1.04	0.97741	0.96771	0.98001	148.97	105107.94
79	2020.04.06 11:54	buy	40	1.05	0.97914	0.97084	0.98314
80	2020.04.07 15:20	s/l	40	1.05	0.97084	0.97084	0.98314	-897.66	104210.28
81	2020.04.08 09:03	buy	41	1.04	0.97279	0.96449	0.97679
82	2020.04.10 19:15	s/l	41	1.04	0.96449	0.96449	0.97679	-894.89	103315.39
83	2020.04.13 09:24	sell	42	1.03	0.96414	0.97244	0.96014
84	2020.04.14 17:50	t/p	42	1.03	0.96014	0.97244	0.96014	423.90	103739.29
85	2020.04.15 08:54	buy	43	1.03	0.96166	0.95336	0.96566
86	2020.04.15 13:34	t/p	43	1.03	0.96566	0.95336	0.96566	426.65	104165.94
87	2020.04.15 15:17	buy	44	1.04	0.96686	0.95856	0.97086
88	2020.04.16 13:22	close	44	1.04	0.96701	0.95856	0.97086	16.20	104182.14
89	2020.04.16 18:04	buy	45	1.04	0.97014	0.96184	0.97414
90	2020.04.17 23:00	close	45	1.04	0.96746	0.96184	0.97414	-288.07	103894.08
91	2020.04.20 03:22	buy	46	1.03	0.96896	0.96066	0.97296
92	2020.04.21 11:47	close	46	1.03	0.96979	0.96066	0.97296	88.17	103982.25
93	2020.04.21 16:02	buy	47	1.03	0.97267	0.96437	0.97667
94	2020.04.23 13:36	t/p	47	1.03	0.97667	0.96437	0.97667	421.93	104404.18
95	2020.04.24 09:10	buy	48	1.04	0.97816	0.96986	0.98216
96	2020.04.24 23:00	close	48	1.04	0.97404	0.96986	0.98216	-439.90	103964.28
97	2020.04.27 08:28	sell	49	1.03	0.97193	0.98023	0.96793
98	2020.04.30 17:55	t/p	49	1.03	0.96793	0.98023	0.96793	399.66	104363.94
99	2020.05.01 07:58	sell	50	1.04	0.96443	0.97273	0.96043
100	2020.05.01 17:31	t/p	50	1.04	0.96043	0.97273	0.96043	433.14	104797.08
101	2020.05.04 07:38	buy	51	1.04	0.96442	0.95612	0.96842
102	2020.05.05 00:05	close	51	1.04	0.96479	0.95612	0.96842	39.90	104836.98
103	2020.05.05 09:52	buy	52	1.04	0.96638	0.95808	0.97038
104	2020.05.05 11:58	t/p	52	1.04	0.97038	0.95808	0.97038	428.70	105265.68
105	2020.05.05 12:04	buy	53	1.05	0.97137	0.96307	0.97537
106	2020.05.06 03:02	close	53	1.05	0.97232	0.96307	0.97537	102.61	105368.30
107	2020.05.06 09:09	buy	54	1.05	0.97351	0.96521	0.97751
108	2020.05.06 15:45	close	54	1.05	0.97358	0.96521	0.97751	7.55	105375.85
109	2020.05.07 09:11	sell	55	1.05	0.97437	0.98267	0.97037
110	2020.05.08 07:42	close	55	1.05	0.97248	0.98267	0.97037	198.77	105574.62
111	2020.05.08 12:15	sell	56	1.05	0.97110	0.97940	0.96710
112	2020.05.08 21:36	close	56	1.05	0.97080	0.97940	0.96710	32.45	105607.07
113	2020.05.11 11:34	buy	57	1.05	0.97323	0.96493	0.97723
114	2020.05.12 07:56	close	57	1.05	0.97325	0.96493	0.97723	2.18	105609.25
115	2020.05.12 09:58	sell	58	1.05	0.97185	0.98015	0.96785
116	2020.05.12 16:11	t/p	58	1.05	0.96785	0.98015	0.96785	433.95	106043.20
117	2020.05.13 10:38	buy	59	1.06	0.97067	0.96237	0.97467
118	2020.05.14 03:37	close	59	1.06	0.97179	0.96237	0.97467	122.24	106165.44
119	2020.05.14 04:50	buy	60	1.06	0.97311	0.96481	0.97711
120	2020.05.14 16:18	close	60	1.06	0.97332	0.96481	0.97711	22.87	106188.31
121	2020.05.14 17:13	sell	61	1.06	0.97165	0.97995	0.96765
122	2020.05.15 23:00	close	61	1.06	0.97239	0.97995	0.96765	-86.02	106102.29
123	2020.05.18 09:57	sell	62	1.06	0.97083	0.97913	0.96683
124	2020.05.20 12:11	t/p	62	1.06	0.96683	0.97913	0.96683	427.85	106530.15
125	2020.05.20 14:09	sell	63	1.06	0.96545	0.97375	0.96145
126	2020.05.20 23:03	close	63	1.06	0.96511	0.97375	0.96145	37.34	106567.49
127	2020.05.21 04:39	buy	64	1.06	0.96638	0.95808	0.97038
128	2020.05.21 17:55	t/p	64	1.06	0.97038	0.95808	0.97038	436.94	107004.43
129	2020.05.22 06:24	buy	65	1.07	0.97184	0.96354	0.97584
130	2020.05.22 22:04	close	65	1.07	0.97196	0.96354	0.97584	13.21	107017.64