Symbol		USDCHF (United States Dollar vs. Swiss Franc)
Period		30 Minutes (M30) 2020.02.17 00:00 - 2020.05.29 23:30 (2020.02.17 - 2020.05.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TrackPeriod=20; TRRR=0.5; UpATRR=1.3; DownATRR=0.6; DPR=0.5; StopLoss=600; TakeProfit=400; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2;
Bars in test	4601	Ticks modelled	8671313	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	100000.00			Spread	30
Total net profit	4503.64	Gross profit	8936.97	Gross loss	-4433.32
Profit factor	2.02	Expected payoff	112.59
Absolute drawdown	561.26	Maximal drawdown	2149.68 (2.04%)	Relative drawdown	2.04% (2149.68)
Total trades	40	Short positions (won %)	30 (73.33%)	Long positions (won %)	10 (80.00%)
		Profit trades (% of total)	30 (75.00%)	Loss trades (% of total)	10 (25.00%)
Largest		profit trade	443.17	loss trade	-689.11
Average		profit trade	297.90	loss trade	-443.33
Maximum		consecutive wins (profit in money)	8 (2668.16)	consecutive losses (loss in money)	2 (-836.31)
Maximal		consecutive profit (count of wins)	2668.16 (8)	consecutive loss (count of losses)	-836.31 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2020.02.18 09:37	sell	1	1.00	0.97973	0.98603	0.97573
2	2020.02.21 23:00	close	1	1.00	0.97856	0.98603	0.97573	94.33	100094.33
3	2020.02.24 16:53	sell	2	1.00	0.97695	0.98325	0.97295
4	2020.02.26 01:00	close	2	1.00	0.97612	0.98325	0.97295	74.94	100169.27
5	2020.02.26 10:43	sell	3	1.00	0.97416	0.98046	0.97016
6	2020.02.27 14:35	t/p	3	1.00	0.97016	0.98046	0.97016	397.16	100566.43
7	2020.02.28 10:15	sell	4	1.00	0.96556	0.97186	0.96156
8	2020.02.28 11:12	t/p	4	1.00	0.96156	0.97186	0.96156	415.99	100982.42
9	2020.03.02 13:50	sell	5	1.00	0.95870	0.96500	0.95470
10	2020.03.02 17:10	t/p	5	1.00	0.95470	0.96500	0.95470	418.98	101401.40
11	2020.03.03 17:07	sell	6	1.01	0.95480	0.96110	0.95080
12	2020.03.05 16:32	t/p	6	1.01	0.95080	0.96110	0.95080	404.52	101805.92
13	2020.03.05 18:43	sell	7	1.01	0.94893	0.95523	0.94493
14	2020.03.05 23:43	t/p	7	1.01	0.94493	0.95523	0.94493	427.54	102233.46
15	2020.03.06 10:29	sell	8	1.02	0.94257	0.94887	0.93857
16	2020.03.06 12:07	t/p	8	1.02	0.93857	0.94887	0.93857	434.70	102668.16
17	2020.03.06 13:17	sell	9	1.02	0.93501	0.94131	0.93101
18	2020.03.06 23:00	close	9	1.02	0.93900	0.94131	0.93101	-433.42	102234.74
19	2020.03.09 04:49	sell	10	1.02	0.92463	0.93093	0.92063
20	2020.03.09 04:50	t/p	10	1.02	0.92063	0.93093	0.92063	443.17	102677.91
21	2020.03.12 17:10	buy	11	1.02	0.94570	0.93940	0.94970
22	2020.03.12 18:40	t/p	11	1.02	0.94970	0.93940	0.94970	429.61	103107.52
23	2020.03.16 11:57	sell	12	1.03	0.94012	0.94642	0.93612
24	2020.03.16 13:25	s/l	12	1.03	0.94642	0.94642	0.93612	-685.64	102421.88
25	2020.03.17 13:46	buy	13	1.02	0.95676	0.95046	0.96076
26	2020.03.17 15:33	t/p	13	1.02	0.96076	0.95046	0.96076	424.66	102846.54
27	2020.03.24 09:49	sell	14	1.02	0.97623	0.98253	0.97223
28	2020.03.24 13:58	t/p	14	1.02	0.97223	0.98253	0.97223	419.65	103266.19
29	2020.03.26 14:26	sell	15	1.03	0.96919	0.97549	0.96519
30	2020.03.26 18:55	t/p	15	1.03	0.96519	0.97549	0.96519	426.86	103693.05
31	2020.03.26 19:58	sell	16	1.03	0.96273	0.96903	0.95873
32	2020.03.27 05:00	close	16	1.03	0.96234	0.96903	0.95873	36.54	103729.60
33	2020.03.27 18:40	sell	17	1.03	0.95688	0.96318	0.95288
34	2020.03.27 22:20	t/p	17	1.03	0.95288	0.96318	0.95288	432.37	104161.97
35	2020.04.02 16:15	buy	18	1.04	0.97189	0.96559	0.97589
36	2020.04.03 05:06	close	18	1.04	0.97389	0.96559	0.97589	213.60	104375.57
37	2020.04.07 09:58	sell	19	1.04	0.97401	0.98031	0.97001
38	2020.04.07 15:29	t/p	19	1.04	0.97001	0.98031	0.97001	428.86	104804.43
39	2020.04.09 15:57	sell	20	1.04	0.96851	0.97481	0.96451
40	2020.04.10 00:22	close	20	1.04	0.96706	0.97481	0.96451	150.69	104955.12
41	2020.04.10 19:15	sell	21	1.04	0.96415	0.97045	0.96015
42	2020.04.10 23:00	close	21	1.04	0.96529	0.97045	0.96015	-122.82	104832.30
43	2020.04.13 09:39	sell	22	1.04	0.96335	0.96965	0.95935
44	2020.04.15 03:00	close	22	1.04	0.96031	0.96965	0.95935	318.73	105151.03
45	2020.04.15 15:24	buy	23	1.05	0.96785	0.96155	0.97185
46	2020.04.17 00:54	close	23	1.05	0.96844	0.96155	0.97185	64.06	105215.10
47	2020.04.22 14:17	sell	24	1.05	0.96680	0.97310	0.96280
48	2020.04.22 20:31	s/l	24	1.05	0.97310	0.97310	0.96280	-679.79	104535.31
49	2020.04.23 10:28	buy	25	1.04	0.97484	0.96854	0.97884
50	2020.04.24 09:59	t/p	25	1.04	0.97884	0.96854	0.97884	425.01	104960.32
51	2020.04.24 17:19	sell	26	1.04	0.97282	0.97912	0.96882
52	2020.04.24 23:00	close	26	1.04	0.97434	0.97912	0.96882	-162.24	104798.08
53	2020.04.28 09:26	buy	27	1.04	0.97832	0.97202	0.98232
54	2020.04.28 16:29	s/l	27	1.04	0.97202	0.97202	0.98232	-674.07	104124.01
55	2020.04.30 17:54	sell	28	1.04	0.96806	0.97436	0.96406
56	2020.04.30 18:01	t/p	28	1.04	0.96406	0.97436	0.96406	431.51	104555.52
57	2020.05.01 12:29	sell	29	1.04	0.96136	0.96766	0.95736
58	2020.05.01 22:35	close	29	1.04	0.96135	0.96766	0.95736	1.08	104556.60
59	2020.05.05 11:41	buy	30	1.04	0.96896	0.96266	0.97296
60	2020.05.05 18:28	t/p	30	1.04	0.97296	0.96266	0.97296	427.56	104984.16
61	2020.05.06 11:23	buy	31	1.04	0.97532	0.96902	0.97932
62	2020.05.07 15:43	close	31	1.04	0.97539	0.96902	0.97932	7.53	104991.69
63	2020.05.08 17:47	sell	32	1.04	0.96956	0.97586	0.96556
64	2020.05.08 23:00	close	32	1.04	0.97131	0.97586	0.96556	-187.38	104804.31
65	2020.05.12 14:22	sell	33	1.04	0.96964	0.97594	0.96564
66	2020.05.12 20:30	close	33	1.04	0.96938	0.97594	0.96564	27.89	104832.20
67	2020.05.13 16:01	sell	34	1.04	0.96671	0.97301	0.96271
68	2020.05.14 04:47	s/l	34	1.04	0.97301	0.97301	0.96271	-689.11	104143.08
69	2020.05.15 15:41	sell	35	1.04	0.97134	0.97764	0.96734
70	2020.05.15 23:00	close	35	1.04	0.97239	0.97764	0.96734	-112.30	104030.78
71	2020.05.18 15:34	sell	36	1.04	0.97032	0.97662	0.96632
72	2020.05.20 13:59	t/p	36	1.04	0.96632	0.97662	0.96632	420.00	104450.79
73	2020.05.20 14:11	sell	37	1.04	0.96525	0.97155	0.96125
74	2020.05.20 23:03	close	37	1.04	0.96511	0.97155	0.96125	15.09	104465.88
75	2020.05.21 15:53	buy	38	1.04	0.96824	0.96194	0.97224
76	2020.05.22 09:00	close	38	1.04	0.97098	0.96194	0.97224	293.50	104759.38
77	2020.05.26 10:14	sell	39	1.04	0.96963	0.97593	0.96563
78	2020.05.26 17:07	t/p	39	1.04	0.96563	0.97593	0.96563	430.81	105190.19
79	2020.05.27 10:37	buy	40	1.05	0.96972	0.96342	0.97372
80	2020.05.28 19:47	s/l	40	1.05	0.96342	0.96342	0.97372	-686.55	104503.64