Strategy Tester Report
USIndexExpert
TradeMax-Live2 (Build 1220)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2019.09.02 00:00 - 2019.12.13 23:30 (2019.09.01 - 2019.12.14) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopLoss=300; TakeProfit=100; TrackPeriod=10; TRRR=0.7; MinDev=0.1; UpATRR=1.5; UpDPR=0.3; DownATRR=2.5; DownDPR=0.3; MUR=0.05; BandDeviation=2; BandPeriod=20; PassbyFlag=0; OpenFlag=15; | ||||
| Bars in test | 4601 | Ticks modelled | 2759116 | Modelling quality | 73.27% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 20 | ||
| Total net profit | 1994.41 | Gross profit | 5747.90 | Gross loss | -3753.49 |
| Profit factor | 1.53 | Expected payoff | 30.68 | ||
| Absolute drawdown | 550.83 | Maximal drawdown | 915.93 (8.83%) | Relative drawdown | 8.83% (915.93) |
| Total trades | 65 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 43 (76.74%) |
| Profit trades (% of total) | 47 (72.31%) | Loss trades (% of total) | 18 (27.69%) | ||
| Largest | profit trade | 376.49 | loss trade | -359.16 | |
| Average | profit trade | 122.30 | loss trade | -208.53 | |
| Maximum | consecutive wins (profit in money) | 18 (1823.81) | consecutive losses (loss in money) | 3 (-360.03) | |
| Maximal | consecutive profit (count of wins) | 1823.81 (18) | consecutive loss (count of losses) | -597.45 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.09.02 00:02 | sell | 1 | 1.00 | 106.039 | 106.359 | 0.000 | ||
| 2 | 2019.09.02 12:28 | s/l | 1 | 1.00 | 106.359 | 106.359 | 0.000 | -300.87 | 9699.13 |
| 3 | 2019.09.02 18:48 | sell | 2 | 0.96 | 106.136 | 106.456 | 0.000 | ||
| 4 | 2019.09.03 21:50 | close | 2 | 0.96 | 106.025 | 106.456 | 0.000 | 93.24 | 9792.37 |
| 5 | 2019.09.04 09:12 | buy | 3 | 0.97 | 106.209 | 105.889 | 0.000 | ||
| 6 | 2019.09.05 09:10 | close | 3 | 0.97 | 106.497 | 105.889 | 0.000 | 272.52 | 10064.89 |
| 7 | 2019.09.05 15:26 | buy | 4 | 1.00 | 106.894 | 106.574 | 0.000 | ||
| 8 | 2019.09.06 00:00 | close | 4 | 1.00 | 106.925 | 106.574 | 0.000 | 32.50 | 10097.39 |
| 9 | 2019.09.06 15:30 | sell | 5 | 1.00 | 106.761 | 107.081 | 0.000 | ||
| 10 | 2019.09.06 23:00 | close | 5 | 1.00 | 106.958 | 107.081 | 0.000 | -184.18 | 9913.21 |
| 11 | 2019.09.09 12:52 | buy | 6 | 0.99 | 107.087 | 106.767 | 0.000 | ||
| 12 | 2019.09.10 09:07 | close | 6 | 0.99 | 107.342 | 106.767 | 0.000 | 238.65 | 10151.86 |
| 13 | 2019.09.12 02:25 | buy | 7 | 1.01 | 107.933 | 107.613 | 0.000 | ||
| 14 | 2019.09.12 09:03 | close | 7 | 1.01 | 107.976 | 107.613 | 0.000 | 40.22 | 10192.08 |
| 15 | 2019.09.12 17:13 | buy | 8 | 1.01 | 108.083 | 107.511 | 0.000 | ||
| 16 | 2019.09.13 06:23 | close | 8 | 1.01 | 108.148 | 107.511 | 0.000 | 64.24 | 10256.32 |
| 17 | 2019.09.16 00:00 | sell | 9 | 1.02 | 107.469 | 107.789 | 0.000 | ||
| 18 | 2019.09.16 01:01 | s/l | 9 | 1.02 | 107.789 | 107.789 | 0.000 | -302.81 | 9953.51 |
| 19 | 2019.09.16 02:00 | buy | 10 | 0.99 | 107.841 | 107.521 | 0.000 | ||
| 20 | 2019.09.16 03:35 | s/l | 10 | 0.99 | 107.521 | 107.521 | 0.000 | -294.64 | 9658.87 |
| 21 | 2019.09.16 04:30 | buy | 11 | 0.96 | 107.692 | 107.299 | 0.000 | ||
| 22 | 2019.09.16 06:10 | close | 11 | 0.96 | 107.837 | 107.299 | 0.000 | 129.08 | 9787.95 |
| 23 | 2019.09.17 16:41 | buy | 12 | 0.97 | 108.372 | 108.052 | 0.000 | ||
| 24 | 2019.09.19 04:56 | s/l | 12 | 0.97 | 108.052 | 108.052 | 0.000 | -273.67 | 9514.28 |
| 25 | 2019.09.19 08:00 | buy | 13 | 0.95 | 107.915 | 107.595 | 0.000 | ||
| 26 | 2019.09.19 10:36 | close | 13 | 0.95 | 108.097 | 107.595 | 0.000 | 159.95 | 9674.23 |
| 27 | 2019.09.20 20:15 | sell | 14 | 0.96 | 107.685 | 108.005 | 0.000 | ||
| 28 | 2019.09.20 23:00 | close | 14 | 0.96 | 107.566 | 108.005 | 0.000 | 106.20 | 9780.43 |
| 29 | 2019.09.23 10:28 | sell | 15 | 0.97 | 107.594 | 107.914 | 0.000 | ||
| 30 | 2019.09.23 16:01 | close | 15 | 0.97 | 107.570 | 107.914 | 0.000 | 21.64 | 9802.07 |
| 31 | 2019.09.24 17:08 | sell | 16 | 0.98 | 107.463 | 107.783 | 0.000 | ||
| 32 | 2019.09.25 02:33 | close | 16 | 0.98 | 107.171 | 107.783 | 0.000 | 259.60 | 10061.67 |
| 33 | 2019.09.25 17:52 | buy | 17 | 1.00 | 107.783 | 107.463 | 0.000 | ||
| 34 | 2019.09.26 16:38 | s/l | 17 | 1.00 | 107.463 | 107.463 | 0.000 | -287.26 | 9774.41 |
| 35 | 2019.09.26 23:30 | sell | 18 | 0.97 | 107.838 | 108.158 | 0.000 | ||
| 36 | 2019.09.27 02:47 | close | 18 | 0.97 | 107.797 | 108.158 | 0.000 | 29.55 | 9803.96 |
| 37 | 2019.09.27 13:13 | buy | 19 | 0.98 | 108.080 | 107.760 | 0.000 | ||
| 38 | 2019.09.27 23:00 | close | 19 | 0.98 | 107.957 | 107.760 | 0.000 | -111.66 | 9692.30 |
| 39 | 2019.09.30 15:18 | buy | 20 | 0.96 | 108.099 | 107.779 | 0.000 | ||
| 40 | 2019.10.01 13:38 | close | 20 | 0.96 | 108.274 | 107.779 | 0.000 | 158.53 | 9850.83 |
| 41 | 2019.10.01 17:02 | sell | 21 | 0.98 | 108.025 | 108.345 | 0.000 | ||
| 42 | 2019.10.02 02:36 | close | 21 | 0.98 | 107.753 | 108.345 | 0.000 | 239.97 | 10090.79 |
| 43 | 2019.10.02 21:30 | buy | 22 | 1.00 | 107.174 | 106.850 | 0.000 | ||
| 44 | 2019.10.03 02:06 | close | 22 | 1.00 | 107.195 | 106.850 | 0.000 | 30.11 | 10120.90 |
| 45 | 2019.10.03 03:26 | sell | 23 | 1.01 | 107.024 | 107.344 | 0.000 | ||
| 46 | 2019.10.03 22:55 | close | 23 | 1.01 | 106.917 | 107.344 | 0.000 | 101.08 | 10221.98 |
| 47 | 2019.10.04 15:32 | buy | 24 | 1.02 | 106.915 | 106.595 | 0.000 | ||
| 48 | 2019.10.04 23:00 | close | 24 | 1.02 | 106.837 | 106.595 | 0.000 | -74.47 | 10147.51 |
| 49 | 2019.10.07 00:00 | sell | 25 | 1.01 | 106.648 | 106.968 | 0.000 | ||
| 50 | 2019.10.07 16:12 | s/l | 25 | 1.01 | 106.968 | 106.968 | 0.000 | -302.15 | 9845.36 |
| 51 | 2019.10.07 20:32 | buy | 26 | 0.98 | 107.327 | 107.007 | 0.000 | ||
| 52 | 2019.10.08 10:02 | close | 26 | 0.98 | 107.335 | 107.007 | 0.000 | 10.74 | 9856.10 |
| 53 | 2019.10.08 10:53 | sell | 27 | 0.98 | 107.207 | 107.527 | 0.000 | ||
| 54 | 2019.10.08 17:56 | close | 27 | 0.98 | 107.101 | 107.527 | 0.000 | 96.99 | 9953.09 |
| 55 | 2019.10.09 10:38 | buy | 28 | 0.99 | 107.296 | 106.976 | 0.000 | ||
| 56 | 2019.10.09 22:43 | close | 28 | 0.99 | 107.428 | 106.976 | 0.000 | 121.64 | 10074.73 |
| 57 | 2019.10.10 01:23 | sell | 29 | 1.00 | 107.207 | 107.527 | 0.000 | ||
| 58 | 2019.10.10 04:33 | s/l | 29 | 1.00 | 107.527 | 107.527 | 0.000 | -297.60 | 9777.13 |
| 59 | 2019.10.10 05:30 | sell | 30 | 0.97 | 107.563 | 107.883 | 0.000 | ||
| 60 | 2019.10.10 10:33 | close | 30 | 0.97 | 107.426 | 107.883 | 0.000 | 123.70 | 9900.83 |
| 61 | 2019.10.10 15:37 | buy | 31 | 0.99 | 107.613 | 107.293 | 0.000 | ||
| 62 | 2019.10.11 01:13 | close | 31 | 0.99 | 107.860 | 107.293 | 0.000 | 230.18 | 10131.01 |
| 63 | 2019.10.11 12:41 | buy | 32 | 1.01 | 108.157 | 107.837 | 0.000 | ||
| 64 | 2019.10.11 19:33 | close | 32 | 1.01 | 108.287 | 107.837 | 0.000 | 121.25 | 10252.26 |
| 65 | 2019.10.15 17:39 | buy | 33 | 1.02 | 108.673 | 108.353 | 0.000 | ||
| 66 | 2019.10.16 02:45 | close | 33 | 1.02 | 108.816 | 108.353 | 0.000 | 137.62 | 10389.87 |
| 67 | 2019.10.16 03:36 | sell | 34 | 1.03 | 108.652 | 108.972 | 0.000 | ||
| 68 | 2019.10.17 22:33 | close | 34 | 1.03 | 108.651 | 108.972 | 0.000 | -22.42 | 10367.46 |
| 69 | 2019.10.21 11:26 | buy | 35 | 1.03 | 108.682 | 108.362 | 0.000 | ||
| 70 | 2019.10.23 03:08 | s/l | 35 | 1.03 | 108.362 | 108.362 | 0.000 | -296.95 | 10070.51 |
| 71 | 2019.10.24 10:15 | buy | 36 | 1.00 | 108.716 | 108.396 | 0.000 | ||
| 72 | 2019.10.25 23:00 | close | 36 | 1.00 | 108.668 | 108.396 | 0.000 | -40.66 | 10029.84 |
| 73 | 2019.10.28 15:49 | buy | 37 | 1.00 | 108.841 | 108.521 | 0.000 | ||
| 74 | 2019.10.29 03:10 | close | 37 | 1.00 | 108.962 | 108.521 | 0.000 | 114.56 | 10144.40 |
| 75 | 2019.10.29 10:51 | sell | 38 | 1.01 | 108.873 | 109.193 | 0.000 | ||
| 76 | 2019.10.30 03:50 | close | 38 | 1.01 | 108.873 | 109.193 | 0.000 | -7.64 | 10136.76 |
| 77 | 2019.10.30 15:31 | buy | 39 | 1.01 | 108.942 | 108.622 | 0.000 | ||
| 78 | 2019.10.31 04:37 | s/l | 39 | 1.01 | 108.622 | 108.622 | 0.000 | -286.93 | 9849.83 |
| 79 | 2019.10.31 06:00 | buy | 40 | 0.98 | 108.690 | 108.370 | 0.000 | ||
| 80 | 2019.10.31 09:38 | close | 40 | 0.98 | 108.714 | 108.370 | 0.000 | 21.63 | 9871.46 |
| 81 | 2019.10.31 12:05 | sell | 41 | 0.98 | 108.415 | 108.735 | 0.000 | ||
| 82 | 2019.11.01 01:59 | close | 41 | 0.98 | 108.060 | 108.735 | 0.000 | 314.54 | 10186.00 |
| 83 | 2019.11.01 15:30 | buy | 42 | 1.01 | 108.163 | 107.843 | 0.000 | ||
| 84 | 2019.11.01 23:00 | close | 42 | 1.01 | 108.173 | 107.843 | 0.000 | 9.34 | 10195.34 |
| 85 | 2019.11.04 08:24 | buy | 43 | 1.01 | 108.289 | 107.969 | 0.000 | ||
| 86 | 2019.11.05 00:15 | close | 43 | 1.01 | 108.546 | 107.969 | 0.000 | 242.67 | 10438.01 |
| 87 | 2019.11.05 01:34 | buy | 44 | 1.04 | 108.728 | 108.408 | 0.000 | ||
| 88 | 2019.11.05 13:07 | close | 44 | 1.04 | 108.804 | 108.408 | 0.000 | 72.64 | 10510.65 |
| 89 | 2019.11.05 17:01 | buy | 45 | 1.05 | 109.051 | 108.731 | 0.000 | ||
| 90 | 2019.11.06 02:00 | close | 45 | 1.05 | 109.134 | 108.731 | 0.000 | 83.54 | 10594.19 |
| 91 | 2019.11.06 08:41 | sell | 46 | 1.05 | 108.922 | 109.242 | 0.000 | ||
| 92 | 2019.11.07 09:19 | close | 46 | 1.05 | 108.812 | 109.242 | 0.000 | 82.33 | 10676.52 |
| 93 | 2019.11.07 09:36 | buy | 47 | 1.06 | 109.130 | 108.810 | 0.000 | ||
| 94 | 2019.11.07 21:44 | close | 47 | 1.06 | 109.252 | 108.810 | 0.000 | 118.37 | 10794.89 |
| 95 | 2019.11.12 02:46 | buy | 48 | 1.07 | 109.161 | 108.841 | 0.000 | ||
| 96 | 2019.11.12 11:40 | close | 48 | 1.07 | 109.180 | 108.841 | 0.000 | 18.62 | 10813.51 |
| 97 | 2019.11.13 17:30 | buy | 49 | 1.08 | 108.751 | 108.431 | 0.000 | ||
| 98 | 2019.11.13 20:00 | close | 49 | 1.08 | 108.848 | 108.431 | 0.000 | 96.24 | 10909.75 |
| 99 | 2019.11.14 22:00 | buy | 50 | 1.09 | 108.400 | 108.080 | 0.000 | ||
| 100 | 2019.11.15 01:32 | close | 50 | 1.09 | 108.417 | 108.080 | 0.000 | 20.91 | 10930.66 |
| 101 | 2019.11.15 02:58 | buy | 51 | 1.09 | 108.621 | 108.301 | 0.000 | ||
| 102 | 2019.11.15 23:00 | close | 51 | 1.09 | 108.817 | 108.301 | 0.000 | 196.33 | 11126.99 |
| 103 | 2019.11.18 09:17 | buy | 52 | 1.11 | 108.919 | 108.599 | 0.000 | ||
| 104 | 2019.11.18 15:19 | close | 52 | 1.11 | 108.928 | 108.599 | 0.000 | 9.17 | 11136.16 |
| 105 | 2019.11.18 19:00 | buy | 53 | 1.11 | 108.636 | 108.316 | 0.000 | ||
| 106 | 2019.11.18 23:30 | close | 53 | 1.11 | 108.680 | 108.316 | 0.000 | 44.94 | 11181.10 |
| 107 | 2019.11.19 20:30 | buy | 54 | 1.11 | 108.537 | 108.217 | 0.000 | ||
| 108 | 2019.11.20 00:11 | close | 54 | 1.11 | 108.560 | 108.217 | 0.000 | 27.41 | 11208.51 |
| 109 | 2019.11.20 19:30 | sell | 55 | 1.12 | 108.669 | 108.989 | 0.000 | ||
| 110 | 2019.11.20 19:55 | close | 55 | 1.12 | 108.547 | 108.989 | 0.000 | 125.88 | 11334.39 |
| 111 | 2019.11.25 07:59 | buy | 56 | 1.13 | 108.882 | 108.562 | 0.000 | ||
| 112 | 2019.11.25 23:53 | close | 56 | 1.13 | 108.921 | 108.562 | 0.000 | 40.46 | 11374.85 |
| 113 | 2019.11.26 03:46 | buy | 57 | 1.13 | 109.155 | 108.835 | 0.000 | ||
| 114 | 2019.11.28 01:02 | close | 57 | 1.13 | 109.429 | 108.835 | 0.000 | 298.78 | 11673.64 |
| 115 | 2019.11.29 02:24 | buy | 58 | 1.16 | 109.585 | 109.265 | 0.000 | ||
| 116 | 2019.11.29 23:00 | close | 58 | 1.16 | 109.453 | 109.265 | 0.000 | -139.90 | 11533.74 |
| 117 | 2019.12.02 02:14 | buy | 59 | 1.15 | 109.650 | 109.330 | 0.000 | ||
| 118 | 2019.12.02 11:32 | close | 59 | 1.15 | 109.656 | 109.330 | 0.000 | 6.29 | 11540.03 |
| 119 | 2019.12.02 17:00 | sell | 60 | 1.15 | 109.335 | 109.655 | 0.000 | ||
| 120 | 2019.12.03 02:18 | close | 60 | 1.15 | 109.068 | 109.655 | 0.000 | 272.82 | 11812.85 |
| 121 | 2019.12.03 12:16 | sell | 61 | 1.18 | 108.848 | 109.168 | 0.000 | ||
| 122 | 2019.12.03 22:30 | close | 61 | 1.18 | 108.659 | 109.168 | 0.000 | 205.25 | 12018.10 |
| 123 | 2019.12.04 11:07 | buy | 62 | 1.20 | 108.728 | 108.408 | 0.000 | ||
| 124 | 2019.12.05 01:25 | close | 62 | 1.20 | 108.834 | 108.408 | 0.000 | 129.50 | 12147.60 |
| 125 | 2019.12.06 15:30 | buy | 63 | 1.21 | 108.723 | 108.403 | 0.000 | ||
| 126 | 2019.12.06 23:00 | close | 63 | 1.21 | 108.570 | 108.403 | 0.000 | -170.52 | 11977.08 |
| 127 | 2019.12.10 15:32 | buy | 64 | 1.19 | 108.759 | 108.439 | 0.000 | ||
| 128 | 2019.12.13 00:00 | close | 64 | 1.19 | 109.085 | 108.439 | 0.000 | 376.49 | 12353.57 |
| 129 | 2019.12.13 16:07 | sell | 65 | 1.23 | 109.268 | 109.588 | 0.000 | ||
| 130 | 2019.12.13 17:02 | s/l | 65 | 1.23 | 109.588 | 109.588 | 0.000 | -359.16 | 11994.41 |