Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:00 (2019.09.23 - 2019.12.28)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=300; TakeProfit=100; TrackPeriod=5; TRRR=1; MinDev=0.05; UpATRR=1.1; UpDPR=0.3; DownATRR=1; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0;
Bars in test4344Ticks modelled6487133Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit403.78Gross profit1197.17Gross loss-793.39
Profit factor1.51Expected payoff4.75
Absolute drawdown49.91Maximal drawdown238.98 (2.34%)Relative drawdown2.34% (238.98)
Total trades85Short positions (won %)48 (75.00%)Long positions (won %)37 (75.68%)
Profit trades (% of total)64 (75.29%)Loss trades (% of total)21 (24.71%)
Largestprofit trade155.46loss trade-61.67
Averageprofit trade18.71loss trade-37.78
Maximumconsecutive wins (profit in money)12 (274.35)consecutive losses (loss in money)3 (-73.51)
Maximalconsecutive profit (count of wins)274.35 (12)consecutive loss (count of losses)-84.50 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.23 10:20sell10.20107.656107.9860.000
22019.09.23 15:37close10.20107.568107.9860.00016.3610016.36
32019.09.23 21:37sell20.20107.404107.7340.000
42019.09.24 12:19s/l20.20107.734107.7340.000-61.269955.10
52019.09.24 14:00sell30.10107.678107.7890.000
62019.09.24 16:54close30.10107.657107.7890.0001.959957.05
72019.09.24 17:00sell40.10107.559107.8890.000
82019.09.25 02:30close40.10107.162107.8890.00037.059994.10
92019.09.25 07:00sell50.10107.310107.4400.000
102019.09.25 10:01s/l50.10107.440107.4400.000-12.109982.00
112019.09.25 15:25buy60.10107.519107.1890.000
122019.09.26 02:01close60.10107.732107.1890.00019.7710001.77
132019.09.26 03:09sell70.20107.619107.9490.000
142019.09.26 17:30close70.20107.609107.9490.0001.8610003.63
152019.09.26 19:47buy80.20107.895107.5650.000
162019.09.27 18:36close80.20107.984107.5650.00016.4810020.11
172019.09.30 08:51sell90.20107.756108.0860.000
182019.09.30 15:18s/l90.20108.086108.0860.000-61.069959.05
192019.09.30 21:00sell100.10108.107108.2500.000
202019.10.01 00:22close100.10108.091108.2500.0001.489960.53
212019.10.01 03:53buy110.10108.159107.8290.000
222019.10.01 13:37close110.10108.264107.8290.0009.709970.23
232019.10.01 17:00sell120.10108.143108.4730.000
242019.10.02 02:36close120.10107.743108.4730.00037.1310007.36
252019.10.02 03:23sell130.20107.645107.9750.000
262019.10.03 02:00close130.20107.204107.9750.00082.2710089.63
272019.10.03 03:02sell140.20107.100107.4300.000
282019.10.03 20:25close140.20106.980107.4300.00022.4310112.06
292019.10.04 13:59sell150.20106.693107.0230.000
302019.10.04 15:33s/l150.20107.023107.0230.000-61.6710050.39
312019.10.07 20:32buy160.20107.290106.9600.000
322019.10.08 10:04close160.20107.325106.9600.0006.5210056.91
332019.10.08 10:42sell170.20107.259107.5890.000
342019.10.08 17:55close170.20107.091107.5890.00031.3810088.29
352019.10.08 21:57sell180.20106.948107.2780.000
362019.10.09 10:35s/l180.20107.278107.2780.000-61.5210026.77
372019.10.09 12:12buy190.20107.414107.0840.000
382019.10.09 22:43close190.20107.416107.0840.0000.3710027.14
392019.10.10 01:20sell200.20107.308107.6380.000
402019.10.10 04:37s/l200.20107.638107.6380.000-61.319965.83
412019.10.10 05:30sell210.10107.553107.8530.000
422019.10.10 10:31close210.10107.425107.8530.00011.929977.75
432019.10.10 15:36buy220.10107.569107.2390.000
442019.10.11 01:11close220.10107.849107.2390.00025.9610003.71
452019.10.11 03:53buy230.20108.060107.7300.000
462019.10.11 19:32close230.20108.273107.7300.00039.3410043.05
472019.10.14 06:00buy240.20108.325108.1470.000
482019.10.14 07:15close240.20108.325108.1470.0000.0010043.05
492019.10.14 08:57sell250.20108.244108.5740.000
502019.10.14 14:53close250.20108.234108.5740.0001.8510044.90
512019.10.14 16:29buy260.20108.376108.0460.000
522019.10.16 02:45close260.20108.807108.0460.00079.2210124.12
532019.10.16 03:23sell270.20108.756109.0860.000
542019.10.16 09:04close270.20108.729109.0860.0004.9710129.09
552019.10.18 16:05sell280.20108.452108.7820.000
562019.10.18 23:00close280.20108.430108.7820.0004.0610133.15
572019.10.21 07:19buy290.20108.573108.2430.000
582019.10.22 05:02close290.20108.602108.2430.0005.3410138.49
592019.10.22 08:54sell300.20108.586108.9160.000
602019.10.22 15:47close300.20108.585108.9160.0000.1810138.67
612019.10.22 16:53sell310.20108.446108.7760.000
622019.10.23 08:17close310.20108.391108.7760.00010.1510148.82
632019.10.24 10:01buy320.20108.705108.3750.000
642019.10.25 23:00close320.20108.657108.3750.000-8.8410139.98
652019.10.28 03:58buy330.20108.808108.4780.000
662019.10.29 03:10close330.20108.952108.4780.00026.4310166.41
672019.10.29 03:52buy340.20109.072108.7420.000
682019.10.30 22:12s/l340.20108.742108.7420.000-60.6910105.72
692019.10.31 04:37sell350.20108.615108.9450.000
702019.11.01 00:29close350.20108.069108.9450.000101.0510206.77
712019.11.01 02:47sell360.20107.952108.2820.000
722019.11.01 20:12s/l360.20108.282108.2820.000-60.9510145.82
732019.11.01 21:30sell370.20108.225108.3530.000
742019.11.01 23:00close370.20108.192108.3530.0006.1010151.92
752019.11.04 08:20buy380.20108.279107.9490.000
762019.11.05 00:11close380.20108.536107.9490.00047.3610199.28
772019.11.05 01:34buy390.20108.683108.3530.000
782019.11.05 13:07close390.20108.794108.3530.00020.4110219.69
792019.11.05 17:01buy400.20109.048108.7180.000
802019.11.06 02:00close400.20109.124108.7180.00013.9310233.62
812019.11.06 08:39sell410.20108.979109.3090.000
822019.11.06 21:59close410.20108.961109.3090.0003.3010236.92
832019.11.07 03:48sell420.20108.809109.1390.000
842019.11.07 09:19close420.20108.803109.1390.0001.1010238.02
852019.11.07 09:36buy430.20109.120108.7900.000
862019.11.07 21:44close430.20109.241108.7900.00022.1510260.17
872019.11.08 02:12buy440.20109.414109.0840.000
882019.11.08 17:01s/l440.20109.084109.0840.000-60.5010199.67
892019.11.08 19:30buy450.20109.202109.0050.000
902019.11.08 22:30close450.20109.206109.0050.0000.7310200.40
912019.11.11 02:58sell460.20109.125109.4550.000
922019.11.11 13:54close460.20108.992109.4550.00024.4110224.81
932019.11.11 17:12buy470.20109.095108.7650.000
942019.11.12 11:40close470.20109.170108.7650.00013.7410238.55
952019.11.12 23:00buy480.20109.006108.8790.000
962019.11.13 02:43s/l480.20108.879108.8790.000-23.3310215.22
972019.11.13 03:30buy490.20108.947108.8020.000
982019.11.13 04:28close490.20108.962108.8020.0002.7510217.97
992019.11.13 11:28sell500.20108.985109.3150.000
1002019.11.13 19:54close500.20108.865109.3150.00022.0510240.02
1012019.11.14 13:00buy510.20108.665108.5320.000
1022019.11.14 13:59close510.20108.653108.5320.000-2.2110237.81
1032019.11.14 18:27sell520.20108.480108.8100.000
1042019.11.15 01:30close520.20108.426108.8100.0009.9610247.77
1052019.11.15 02:56buy530.20108.611108.2810.000
1062019.11.15 23:00close530.20108.808108.2810.00036.2110283.98
1072019.11.18 09:16buy540.20108.893108.5630.000
1082019.11.18 15:19close540.20108.919108.5630.0004.7710288.75
1092019.11.18 19:00buy550.20108.636108.3390.000
1102019.11.18 23:15close550.20108.664108.3390.0005.1510293.90
1112019.11.19 02:10sell560.20108.590108.9200.000
1122019.11.20 00:10close560.20108.568108.9200.0004.0510297.95
1132019.11.20 01:02sell570.20108.499108.8290.000
1142019.11.20 05:49close570.20108.498108.8290.0000.1810298.13
1152019.11.20 09:42sell580.20108.429108.7590.000
1162019.11.20 19:45s/l580.20108.759108.7590.000-60.6810237.45
1172019.11.21 02:00buy590.20108.492108.3740.000
1182019.11.21 02:53s/l590.20108.374108.3740.000-21.7810215.67
1192019.11.21 07:39buy600.20108.617108.2870.000
1202019.11.22 05:00close600.20108.618108.2870.0000.1810215.85
1212019.11.22 09:23sell610.20108.563108.8930.000
1222019.11.22 23:00close610.20108.652108.8930.000-16.3810199.47
1232019.11.25 07:48buy620.20108.854108.5240.000
1242019.11.25 23:53close620.20108.910108.5240.00010.2810209.75
1252019.11.26 01:23buy630.20109.026108.6960.000
1262019.11.27 00:09close630.20109.027108.6960.0000.1810209.93
1272019.11.27 07:47buy640.20109.192108.8620.000
1282019.11.28 01:02close640.20109.417108.8620.00041.1310251.06
1292019.11.29 02:17buy650.20109.573109.2430.000
1302019.11.29 23:00close650.20109.441109.2430.000-24.1210226.94
1312019.12.02 02:12buy660.20109.647109.3170.000
1322019.12.02 17:00s/l660.20109.317109.3170.000-60.3810166.56
1332019.12.02 17:58sell670.20109.089109.4190.000
1342019.12.03 02:13close670.20109.056109.4190.0006.0510172.61
1352019.12.03 09:24sell680.20109.087109.4170.000
1362019.12.03 22:21close680.20108.655109.4170.00079.5210252.13
1372019.12.04 02:12sell690.20108.554108.8840.000
1382019.12.04 11:06close690.20108.545108.8840.0001.6610253.79
1392019.12.04 13:30sell700.20108.657108.8030.000
1402019.12.04 15:15close700.20108.623108.8030.0006.2610260.05
1412019.12.04 22:00sell710.20108.909109.0670.000
1422019.12.05 01:25close710.20108.854109.0670.00010.1110270.16
1432019.12.05 15:08sell720.20108.786109.1160.000
1442019.12.05 22:43close720.20108.785109.1160.0000.1810270.34
1452019.12.06 02:21sell730.20108.670109.0000.000
1462019.12.06 15:30close730.20108.619109.0000.0009.3910279.73
1472019.12.09 10:16sell740.20108.511108.8410.000
1482019.12.09 16:03close740.20108.509108.8410.0000.3710280.10
1492019.12.09 21:00sell750.20108.608108.7200.000
1502019.12.09 23:42close750.20108.594108.7200.0002.5810282.68
1512019.12.10 09:21sell760.20108.567108.8970.000
1522019.12.12 04:34close760.20108.561108.8970.0001.1110283.79
1532019.12.12 12:30sell770.20108.652108.7380.000
1542019.12.12 15:02close770.20108.643108.7380.0001.6610285.45
1552019.12.12 16:35buy780.20108.758108.4280.000
1562019.12.13 14:52close780.20109.610108.4280.000155.4610440.91
1572019.12.13 16:07sell790.20109.346109.6760.000
1582019.12.13 23:00close790.20109.352109.6760.000-1.1010439.81
1592019.12.16 17:19buy800.20109.542109.2120.000
1602019.12.17 00:31close800.20109.548109.2120.0001.1010440.91
1612019.12.18 03:58sell810.20109.445109.7750.000
1622019.12.19 22:30close810.20109.325109.7750.00021.9510462.86
1632019.12.20 09:59buy820.20109.385109.0550.000
1642019.12.20 23:00close820.20109.464109.0550.00014.4310477.29
1652019.12.24 17:02sell830.20109.357109.6870.000
1662019.12.26 18:11s/l830.20109.687109.6870.000-60.1710417.12
1672019.12.27 04:30buy840.20109.503109.3760.000
1682019.12.27 07:35close840.20109.485109.3760.000-3.2910413.83
1692019.12.27 21:59sell850.20109.390109.7200.000
1702019.12.27 23:00close850.20109.445109.7200.000-10.0510403.78