Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period30 Minutes (M30) 2019.09.16 00:00 - 2019.12.27 23:00 (2019.09.16 - 2019.12.28)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=300; TakeProfit=300; TrackPeriod=5; TRRR=1.3; MinDev=0.05; UpATRR=1; UpDPR=0.9; DownATRR=1; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4586Ticks modelled7010652Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit148.00Gross profit954.80Gross loss-806.80
Profit factor1.18Expected payoff1.70
Absolute drawdown153.47Maximal drawdown177.56 (1.75%)Relative drawdown1.75% (177.56)
Total trades87Short positions (won %)46 (69.57%)Long positions (won %)41 (78.05%)
Profit trades (% of total)64 (73.56%)Loss trades (% of total)23 (26.44%)
Largestprofit trade154.73loss trade-60.95
Averageprofit trade14.92loss trade-35.08
Maximumconsecutive wins (profit in money)11 (102.02)consecutive losses (loss in money)2 (-82.46)
Maximalconsecutive profit (count of wins)175.53 (6)consecutive loss (count of losses)-82.46 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.16 02:00buy10.20107.839107.5490.000
22019.09.16 03:19s/l10.20107.549107.5490.000-53.939946.07
32019.09.16 04:30buy20.10107.691107.3610.000
42019.09.16 06:10close20.10107.819107.3610.00011.879957.94
52019.09.16 12:13sell30.10107.701108.0310.000
62019.09.16 17:57s/l30.10108.031108.0310.000-30.559927.39
72019.09.16 23:26buy40.10108.187107.8570.000
82019.09.18 12:17close40.10108.188107.8570.0000.099927.48
92019.09.18 20:57sell50.10108.092108.4220.000
102019.09.18 21:43s/l50.10108.422108.4220.000-30.449897.04
112019.09.19 03:52sell60.10108.338108.6680.000
122019.09.19 03:56close60.10108.336108.6680.0000.189897.22
132019.09.19 04:22sell70.10108.187108.5170.000
142019.09.19 10:36close70.10108.107108.5170.0007.409904.62
152019.09.19 22:29buy80.10108.081107.7510.000
162019.09.20 20:14s/l80.10107.751107.7510.000-30.639873.99
172019.09.23 10:20sell90.10107.656107.9860.000
182019.09.23 15:37close90.10107.568107.9860.0008.189882.17
192019.09.23 21:37sell100.10107.404107.7340.000
202019.09.24 12:19s/l100.10107.734107.7340.000-30.639851.54
212019.09.24 14:00sell110.10107.678107.7890.000
222019.09.24 16:54close110.10107.657107.7890.0001.959853.49
232019.09.24 17:00sell120.10107.559107.8890.000
242019.09.25 02:30close120.10107.162107.8890.00037.059890.54
252019.09.25 05:42buy130.10107.437107.1070.000
262019.09.26 02:01close130.10107.732107.1070.00027.389917.92
272019.09.26 03:09sell140.10107.619107.9490.000
282019.09.26 17:30close140.10107.609107.9490.0000.939918.85
292019.09.26 19:47buy150.10107.883107.5530.000
302019.09.27 18:36close150.10107.984107.5530.0009.359928.20
312019.09.30 08:51sell160.10107.756108.0860.000
322019.09.30 15:18s/l160.10108.086108.0860.000-30.539897.67
332019.10.01 03:53buy170.10108.157107.8270.000
342019.10.01 13:37close170.10108.264107.8270.0009.889907.55
352019.10.01 17:00sell180.10108.143108.4730.000
362019.10.02 02:36close180.10107.743108.4730.00037.139944.68
372019.10.02 03:23sell190.10107.645107.9750.000
382019.10.03 02:00close190.10107.204107.9750.00041.149985.82
392019.10.03 03:02sell200.10107.100107.4300.000
402019.10.03 20:25close200.10106.980107.4300.00011.229997.04
412019.10.04 13:59sell210.10106.693107.0230.000
422019.10.04 15:33s/l210.10107.023107.0230.000-30.839966.21
432019.10.07 20:32buy220.10107.285106.9550.000
442019.10.08 10:04close220.10107.325106.9550.0003.739969.94
452019.10.08 10:42sell230.10107.259107.5890.000
462019.10.08 17:55close230.10107.091107.5890.00015.699985.63
472019.10.08 21:57sell240.10106.948107.2780.000
482019.10.09 10:35s/l240.10107.278107.2780.000-30.769954.87
492019.10.09 12:12buy250.10107.405107.0750.000
502019.10.09 22:43close250.10107.416107.0750.0001.029955.89
512019.10.10 01:20sell260.10107.308107.6380.000
522019.10.10 04:37s/l260.10107.638107.6380.000-30.669925.23
532019.10.10 05:30sell270.10107.553107.8530.000
542019.10.10 10:31close270.10107.425107.8530.00011.929937.15
552019.10.10 15:36buy280.10107.564107.2340.000
562019.10.11 01:11close280.10107.849107.2340.00026.439963.58
572019.10.11 03:53buy290.10108.055107.7250.000
582019.10.11 19:32close290.10108.273107.7250.00020.139983.71
592019.10.14 08:57sell300.10108.244108.5740.000
602019.10.14 14:53close300.10108.234108.5740.0000.929984.63
612019.10.14 16:28buy310.10108.370108.0400.000
622019.10.15 02:56close310.10108.374108.0400.0000.379985.00
632019.10.15 17:35buy320.10108.622108.2920.000
642019.10.16 02:45close320.10108.807108.2920.00017.0010002.00
652019.10.16 03:23sell330.20108.756109.0860.000
662019.10.16 09:04close330.20108.729109.0860.0004.9710006.97
672019.10.18 16:05sell340.20108.452108.7820.000
682019.10.18 23:00close340.20108.430108.7820.0004.0610011.03
692019.10.21 07:19buy350.20108.570108.2400.000
702019.10.22 05:02close350.20108.602108.2400.0005.8910016.92
712019.10.22 08:54sell360.20108.586108.9160.000
722019.10.22 15:47close360.20108.585108.9160.0000.1810017.10
732019.10.22 16:53sell370.20108.446108.7760.000
742019.10.23 08:17close370.20108.391108.7760.00010.1510027.25
752019.10.24 10:01buy380.20108.702108.3720.000
762019.10.25 23:00close380.20108.657108.3720.000-8.2810018.97
772019.10.28 03:58buy390.20108.804108.4740.000
782019.10.29 03:10close390.20108.952108.4740.00027.1710046.14
792019.10.29 03:52buy400.20109.069108.7390.000
802019.10.30 22:24s/l400.20108.739108.7390.000-60.709985.44
812019.10.31 04:37sell410.10108.615108.9450.000
822019.11.01 00:29close410.10108.069108.9450.00050.5210035.96
832019.11.01 02:47sell420.20107.952108.2820.000
842019.11.01 20:12s/l420.20108.282108.2820.000-60.959975.01
852019.11.01 21:30sell430.10108.225108.3530.000
862019.11.01 23:00close430.10108.192108.3530.0003.059978.06
872019.11.04 08:20buy440.10108.278107.9480.000
882019.11.05 00:11close440.10108.536107.9480.00023.7710001.83
892019.11.05 01:34buy450.20108.679108.3490.000
902019.11.05 13:07close450.20108.794108.3490.00021.1410022.97
912019.11.05 17:01buy460.20109.041108.7110.000
922019.11.06 02:00close460.20109.124108.7110.00015.2110038.18
932019.11.06 08:39sell470.20108.979109.3090.000
942019.11.06 21:59close470.20108.961109.3090.0003.3010041.48
952019.11.07 03:48sell480.20108.809109.1390.000
962019.11.07 09:19close480.20108.803109.1390.0001.1010042.58
972019.11.07 09:35buy490.20109.111108.7810.000
982019.11.07 21:44close490.20109.241108.7810.00023.8010066.38
992019.11.08 02:09buy500.20109.410109.0800.000
1002019.11.08 17:01s/l500.20109.080109.0800.000-60.5110005.87
1012019.11.08 19:30buy510.20109.202109.0050.000
1022019.11.08 22:30close510.20109.206109.0050.0000.7310006.60
1032019.11.11 02:58sell520.20109.125109.4550.000
1042019.11.11 13:54close520.20108.992109.4550.00024.4110031.01
1052019.11.11 17:12buy530.20109.090108.7600.000
1062019.11.12 11:40close530.20109.170108.7600.00014.6610045.67
1072019.11.13 02:39sell540.20108.896109.2260.000
1082019.11.13 19:54close540.20108.865109.2260.0005.7010051.37
1092019.11.14 13:00buy550.20108.665108.5320.000
1102019.11.14 13:59close550.20108.653108.5320.000-2.2110049.16
1112019.11.14 18:27sell560.20108.480108.8100.000
1122019.11.15 01:30close560.20108.426108.8100.0009.9610059.12
1132019.11.15 02:46buy570.20108.605108.2750.000
1142019.11.15 23:00close570.20108.808108.2750.00037.3110096.43
1152019.11.18 09:16buy580.20108.891108.5610.000
1162019.11.18 15:19close580.20108.919108.5610.0005.1410101.57
1172019.11.18 19:00buy590.20108.636108.3390.000
1182019.11.18 23:15close590.20108.664108.3390.0005.1510106.72
1192019.11.19 02:10sell600.20108.590108.9200.000
1202019.11.20 00:10close600.20108.568108.9200.0004.0510110.77
1212019.11.20 01:02sell610.20108.499108.8290.000
1222019.11.20 05:49close610.20108.498108.8290.0000.1810110.95
1232019.11.20 09:42sell620.20108.429108.7590.000
1242019.11.20 19:45s/l620.20108.759108.7590.000-60.6810050.27
1252019.11.21 02:00buy630.20108.492108.3740.000
1262019.11.21 02:53s/l630.20108.374108.3740.000-21.7810028.49
1272019.11.21 07:39buy640.20108.612108.2820.000
1282019.11.22 04:53close640.20108.614108.2820.0000.3710028.86
1292019.11.22 09:23sell650.20108.563108.8930.000
1302019.11.22 23:00close650.20108.652108.8930.000-16.3810012.48
1312019.11.25 07:41buy660.20108.852108.5220.000
1322019.11.25 17:30close660.20108.853108.5220.0000.1810012.66
1332019.11.26 01:23buy670.20109.023108.6930.000
1342019.11.26 23:06close670.20109.025108.6930.0000.3710013.03
1352019.11.27 01:47buy680.20109.123108.7930.000
1362019.11.27 12:32close680.20109.132108.7930.0001.6510014.68
1372019.11.27 15:20buy690.20109.216108.8860.000
1382019.11.28 01:02close690.20109.417108.8860.00036.7410051.42
1392019.11.29 02:17buy700.20109.571109.2410.000
1402019.11.29 23:00close700.20109.441109.2410.000-23.7610027.66
1412019.12.02 02:12buy710.20109.641109.3110.000
1422019.12.02 11:32close710.20109.645109.3110.0000.7310028.39
1432019.12.02 13:27sell720.20109.561109.8910.000
1442019.12.03 02:13close720.20109.056109.8910.00092.6110121.00
1452019.12.03 02:52buy730.20109.160108.8300.000
1462019.12.03 12:16s/l730.20108.830108.8300.000-60.6510060.35
1472019.12.03 16:48sell740.20108.552108.8820.000
1482019.12.04 11:06close740.20108.545108.8820.0001.2910061.64
1492019.12.04 15:15sell750.20108.552108.8820.000
1502019.12.04 17:32s/l750.20108.882108.8820.000-60.6210001.02
1512019.12.05 15:08sell760.20108.786109.1160.000
1522019.12.05 22:43close760.20108.785109.1160.0000.1810001.20
1532019.12.06 02:21sell770.20108.670109.0000.000
1542019.12.06 15:30close770.20108.619109.0000.0009.3910010.59
1552019.12.09 10:16sell780.20108.511108.8410.000
1562019.12.09 16:03close780.20108.509108.8410.0000.3710010.96
1572019.12.09 21:00sell790.20108.608108.7200.000
1582019.12.09 23:42close790.20108.594108.7200.0002.5810013.54
1592019.12.10 02:53buy800.20108.684108.3540.000
1602019.12.11 02:34close800.20108.729108.3540.0008.2810021.82
1612019.12.11 21:00buy810.20108.762108.4320.000
1622019.12.13 14:52close810.20109.610108.4320.000154.7310176.55
1632019.12.13 16:07sell820.20109.346109.6760.000
1642019.12.13 23:00close820.20109.352109.6760.000-1.1010175.45
1652019.12.16 10:06buy830.20109.486109.1560.000
1662019.12.17 00:01close830.20109.518109.1560.0005.8410181.29
1672019.12.18 03:58sell840.20109.445109.7750.000
1682019.12.19 22:30close840.20109.325109.7750.00021.9510203.24
1692019.12.20 09:59buy850.20109.382109.0520.000
1702019.12.20 23:00close850.20109.464109.0520.00014.9810218.22
1712019.12.24 17:02sell860.20109.357109.6870.000
1722019.12.26 18:11s/l860.20109.687109.6870.000-60.1710158.05
1732019.12.27 21:59sell870.20109.390109.7200.000
1742019.12.27 23:00close870.20109.445109.7200.000-10.0510148.00