Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period30 Minutes (M30) 2019.09.30 00:00 - 2020.01.10 23:30 (2019.09.30 - 2020.01.11)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersStopLoss=300; TakeProfit=100; TrackPeriod=5; TRRR=1.1; UpATRR=1.1; UpDPR=0.3; DownATRR=1.1; DownDPR=0.3; BandDeviation=2; BandPeriod=20; MinDeviation=50; TSR=0; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4519Ticks modelled6789033Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit432.29Gross profit1177.71Gross loss-745.42
Profit factor1.58Expected payoff5.40
Absolute drawdown95.70Maximal drawdown229.33 (2.26%)Relative drawdown2.26% (229.33)
Total trades80Short positions (won %)43 (74.42%)Long positions (won %)37 (75.68%)
Profit trades (% of total)60 (75.00%)Loss trades (% of total)20 (25.00%)
Largestprofit trade157.49loss trade-66.61
Averageprofit trade19.63loss trade-37.27
Maximumconsecutive wins (profit in money)11 (121.35)consecutive losses (loss in money)3 (-80.50)
Maximalconsecutive profit (count of wins)248.89 (4)consecutive loss (count of losses)-84.50 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.09.30 08:52sell10.20107.750108.0800.000
22019.09.30 15:18s/l10.20108.080108.0800.000-61.079938.93
32019.10.01 03:53buy20.10108.159107.8290.000
42019.10.01 13:37close20.10108.264107.8290.0009.709948.63
52019.10.01 17:00sell30.10108.131108.4610.000
62019.10.02 02:36close30.10107.743108.4610.00035.209983.83
72019.10.02 03:23sell40.10107.640107.9700.000
82019.10.03 02:00close40.10107.204107.9700.00038.2510022.09
92019.10.03 03:17sell50.20107.096107.4260.000
102019.10.03 20:25close50.20106.980107.4260.00021.6910043.78
112019.10.04 13:59sell60.20106.689107.0190.000
122019.10.04 15:33s/l60.20107.019107.0190.000-61.679982.11
132019.10.07 20:32buy70.10107.290106.9600.000
142019.10.08 10:04close70.10107.325106.9600.0003.569985.67
152019.10.08 10:43sell80.10107.253107.5830.000
162019.10.08 17:55close80.10107.091107.5830.00015.1310000.80
172019.10.08 21:57sell90.20106.934107.2640.000
182019.10.09 10:35s/l90.20107.264107.2640.000-63.149937.65
192019.10.09 12:12buy100.10107.414107.0840.000
202019.10.09 22:43close100.10107.416107.0840.0000.199937.84
212019.10.10 01:20sell110.10107.302107.6320.000
222019.10.10 04:37s/l110.10107.632107.6320.000-30.669907.18
232019.10.10 05:30sell120.10107.553107.8530.000
242019.10.10 10:31close120.10107.425107.8530.00011.929919.10
252019.10.10 15:36buy130.10107.569107.2390.000
262019.10.11 01:11close130.10107.849107.2390.00026.269945.36
272019.10.11 03:53buy140.10108.060107.7300.000
282019.10.11 19:32close140.10108.273107.7300.00019.679965.03
292019.10.14 06:00buy150.10108.325108.1470.000
302019.10.14 07:15close150.10108.325108.1470.0000.009965.03
312019.10.14 08:57sell160.10108.240108.5700.000
322019.10.14 14:53close160.10108.234108.5700.0000.559965.58
332019.10.14 16:29buy170.10108.376108.0460.000
342019.10.16 02:45close170.10108.807108.0460.00040.2010005.78
352019.10.16 03:23sell180.20108.753109.0830.000
362019.10.16 09:04close180.20108.729109.0830.0004.4110010.19
372019.10.18 16:05sell190.20108.446108.7760.000
382019.10.18 23:00close190.20108.430108.7760.0002.9510013.14
392019.10.21 07:19buy200.20108.573108.2430.000
402019.10.22 05:02close200.20108.602108.2430.0005.9310019.08
412019.10.22 08:58sell210.20108.583108.9130.000
422019.10.22 15:47close210.20108.582108.9130.0000.1810019.26
432019.10.22 21:51sell220.20108.450108.7800.000
442019.10.23 08:17close220.20108.391108.7800.0009.2810028.54
452019.10.24 10:01buy230.20108.705108.3750.000
462019.10.25 23:00close230.20108.657108.3750.000-8.2510020.29
472019.10.28 03:58buy240.20108.808108.4780.000
482019.10.29 03:10close240.20108.952108.4780.00027.0210047.31
492019.10.29 03:52buy250.20109.072108.7420.000
502019.10.30 22:12s/l250.20108.742108.7420.000-60.109987.21
512019.10.31 04:37sell260.10108.608108.9380.000
522019.11.01 00:29close260.10108.069108.9380.00049.0710036.29
532019.11.01 08:26sell270.20107.971108.3010.000
542019.11.01 20:14s/l270.20108.301108.3010.000-60.949975.35
552019.11.01 21:30sell280.10108.225108.3530.000
562019.11.01 23:00close280.10108.192108.3530.0003.059978.40
572019.11.04 08:20buy290.10108.279107.9490.000
582019.11.05 00:11close290.10108.536107.9490.00023.9810002.37
592019.11.05 01:34buy300.20108.683108.3530.000
602019.11.05 13:07close300.20108.794108.3530.00020.4110022.78
612019.11.05 17:01buy310.20109.048108.7180.000
622019.11.06 02:00close310.20109.124108.7180.00014.5210037.31
632019.11.06 08:40sell320.20108.976109.3060.000
642019.11.06 21:59close320.20108.961109.3060.0002.7510040.06
652019.11.07 03:49sell330.20108.805109.1350.000
662019.11.07 09:19close330.20108.803109.1350.0000.3710040.43
672019.11.07 09:36buy340.20109.120108.7900.000
682019.11.07 21:44close340.20109.241108.7900.00022.1510062.58
692019.11.08 02:12buy350.20109.414109.0840.000
702019.11.08 17:01s/l350.20109.084109.0840.000-60.5010002.08
712019.11.08 19:30buy360.20109.202109.0050.000
722019.11.08 22:30close360.20109.206109.0050.0000.7310002.81
732019.11.11 02:58sell370.20109.121109.4510.000
742019.11.11 13:54close370.20108.992109.4510.00023.6710026.48
752019.11.11 17:12buy380.20109.095108.7650.000
762019.11.12 11:40close380.20109.170108.7650.00014.3310040.81
772019.11.13 02:39sell390.20108.893109.2230.000
782019.11.13 19:54close390.20108.865109.2230.0005.1410045.95
792019.11.14 13:00buy400.20108.665108.5320.000
802019.11.14 13:59close400.20108.653108.5320.000-2.2110043.74
812019.11.14 18:27sell410.20108.472108.8020.000
822019.11.15 01:30close410.20108.426108.8020.0006.8810050.62
832019.11.15 02:56buy420.20108.611108.2810.000
842019.11.15 23:00close420.20108.808108.2810.00036.2110086.83
852019.11.18 09:16buy430.20108.893108.5630.000
862019.11.18 15:19close430.20108.919108.5630.0004.7710091.60
872019.11.18 19:00buy440.20108.636108.3390.000
882019.11.18 23:15close440.20108.664108.3390.0005.1510096.75
892019.11.19 02:10sell450.20108.586108.9160.000
902019.11.20 00:10close450.20108.568108.9160.0001.7110098.46
912019.11.20 01:02sell460.20108.497108.8270.000
922019.11.20 06:37close460.20108.495108.8270.0000.3710098.83
932019.11.20 09:42sell470.20108.425108.7550.000
942019.11.20 17:35s/l470.20108.755108.7550.000-60.6910038.14
952019.11.20 19:30sell480.20108.658108.8160.000
962019.11.20 19:55close480.20108.547108.8160.00020.4510058.59
972019.11.21 02:00buy490.20108.492108.3740.000
982019.11.21 02:53s/l490.20108.374108.3740.000-21.7810036.81
992019.11.21 07:39buy500.20108.617108.2870.000
1002019.11.22 05:00close500.20108.618108.2870.0000.7710037.58
1012019.11.25 07:48buy510.20108.854108.5240.000
1022019.11.25 23:53close510.20108.910108.5240.00010.2810047.86
1032019.11.26 01:23buy520.20109.026108.6960.000
1042019.11.27 00:09close520.20109.027108.6960.0000.7710048.63
1052019.11.27 07:47buy530.20109.192108.8620.000
1062019.11.28 01:02close530.20109.417108.8620.00042.9110091.54
1072019.11.29 02:17buy540.20109.573109.2430.000
1082019.11.29 23:00close540.20109.441109.2430.000-24.1210067.42
1092019.12.02 02:12buy550.20109.647109.3170.000
1102019.12.02 17:00s/l550.20109.317109.3170.000-60.3810007.04
1112019.12.03 12:12sell560.20108.892109.2220.000
1122019.12.03 22:21close560.20108.655109.2220.00043.6210050.66
1132019.12.04 02:12sell570.20108.550108.8800.000
1142019.12.04 11:06close570.20108.545108.8800.0000.9210051.58
1152019.12.04 13:30sell580.20108.657108.8030.000
1162019.12.04 15:15close580.20108.623108.8030.0006.2610057.84
1172019.12.05 15:13sell590.20108.781109.1110.000
1182019.12.05 23:01close590.20108.780109.1110.0000.1810058.02
1192019.12.06 02:21sell600.20108.666108.9960.000
1202019.12.06 15:30close600.20108.619108.9960.0008.6510066.67
1212019.12.09 10:17sell610.20108.508108.8380.000
1222019.12.11 01:22s/l610.20108.838108.8380.000-63.8610002.81
1232019.12.11 02:00sell620.20108.763108.8800.000
1242019.12.11 02:34close620.20108.759108.8800.0000.7410003.55
1252019.12.11 21:00buy630.20108.766108.4360.000
1262019.12.13 14:52close630.20109.610108.4360.000156.3710159.92
1272019.12.13 16:07sell640.20109.332109.6620.000
1282019.12.13 23:00close640.20109.352109.6620.000-3.6610156.26
1292019.12.16 17:19buy650.20109.542109.2120.000
1302019.12.17 00:31close650.20109.548109.2120.0001.6910157.95
1312019.12.18 03:58sell660.20109.441109.7710.000
1322019.12.19 22:30close660.20109.325109.7710.00016.3910174.34
1332019.12.20 09:59buy670.20109.385109.0550.000
1342019.12.20 23:00close670.20109.464109.0550.00014.4310188.77
1352019.12.24 17:02sell680.20109.355109.6850.000
1362019.12.26 18:03s/l680.20109.685109.6850.000-66.6110122.16
1372019.12.27 04:30buy690.20109.503109.3760.000
1382019.12.27 07:35close690.20109.485109.3760.000-3.2910118.87
1392019.12.27 21:59sell700.20109.387109.7170.000
1402019.12.27 23:00close700.20109.445109.7170.000-10.6010108.27
1412019.12.30 02:08sell710.20109.373109.7030.000
1422019.12.30 11:31close710.20109.191109.7030.00033.3410141.61
1432019.12.30 16:15sell720.20109.063109.3930.000
1442019.12.31 00:31close720.20108.900109.3930.00028.3310169.94
1452019.12.31 02:54sell730.20108.779109.1090.000
1462019.12.31 16:33close730.20108.588109.1090.00035.1810205.12
1472020.01.02 09:00buy740.20108.722108.3920.000
1482020.01.02 15:30close740.20108.723108.3920.0000.1810205.30
1492020.01.02 17:15sell750.20108.542108.8720.000
1502020.01.03 00:18close750.20108.541108.8720.000-1.4310203.87
1512020.01.03 02:55sell760.20108.425108.7550.000
1522020.01.03 12:02close760.20108.116108.7550.00057.1610261.03
1532020.01.06 17:27buy770.20108.266107.9360.000
1542020.01.07 03:05close770.20108.378107.9360.00021.2610282.29
1552020.01.07 08:01sell780.20108.384108.7140.000
1562020.01.08 04:38close780.20108.305108.7140.00012.9810295.27
1572020.01.08 12:49buy790.20108.582108.2520.000
1582020.01.09 20:09close790.20109.434108.2520.000157.4910452.75
1592020.01.10 07:43buy800.20109.608109.2780.000
1602020.01.10 23:00close800.20109.496109.2780.000-20.4610432.29