Strategy Tester Report
USIndexExpert
(Build 1220)

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25)
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 modelled6599386Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit538.64Gross profit1215.35Gross loss-676.71
Profit factor1.80Expected payoff7.18
Absolute drawdown40.84Maximal drawdown180.31 (1.69%)Relative drawdown1.72% (176.77)
Total trades75Short positions (won %)38 (76.32%)Long positions (won %)37 (70.27%)
Profit trades (% of total)55 (73.33%)Loss trades (% of total)20 (26.67%)
Largestprofit trade157.49loss trade-66.61
Averageprofit trade22.10loss trade-33.84
Maximumconsecutive wins (profit in money)8 (104.27)consecutive losses (loss in money)3 (-147.13)
Maximalconsecutive profit (count of wins)248.89 (4)consecutive loss (count of losses)-147.13 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.14 06:00buy10.20108.325108.1470.000
22019.10.14 07:15close10.20108.325108.1470.0000.0010000.00
32019.10.14 08:57sell20.20108.240108.5700.000
42019.10.14 14:53close20.20108.234108.5700.0001.1110001.11
52019.10.14 16:29buy30.20108.376108.0460.000
62019.10.16 02:45close30.20108.807108.0460.00080.4010081.51
72019.10.16 03:23sell40.20108.753109.0830.000
82019.10.16 09:04close40.20108.729109.0830.0004.4110085.92
92019.10.18 16:05sell50.20108.446108.7760.000
102019.10.18 23:00close50.20108.430108.7760.0002.9510088.87
112019.10.21 07:19buy60.20108.573108.2430.000
122019.10.22 05:02close60.20108.602108.2430.0005.9310094.81
132019.10.22 08:58sell70.20108.583108.9130.000
142019.10.22 15:47close70.20108.582108.9130.0000.1810094.99
152019.10.22 21:51sell80.20108.450108.7800.000
162019.10.23 08:17close80.20108.391108.7800.0009.2810104.27
172019.10.24 10:01buy90.20108.705108.3750.000
182019.10.25 23:00close90.20108.657108.3750.000-8.2510096.02
192019.10.28 03:58buy100.20108.808108.4780.000
202019.10.29 03:10close100.20108.952108.4780.00027.0210123.04
212019.10.29 03:52buy110.20109.072108.7420.000
222019.10.30 22:12s/l110.20108.742108.7420.000-60.1010062.94
232019.10.31 04:37sell120.20108.608108.9380.000
242019.11.01 00:29close120.20108.069108.9380.00098.1410161.08
252019.11.01 08:26sell130.20107.971108.3010.000
262019.11.01 20:14s/l130.20108.301108.3010.000-60.9410100.14
272019.11.01 21:30sell140.20108.225108.3530.000
282019.11.01 23:00close140.20108.192108.3530.0006.1010106.24
292019.11.04 08:20buy150.20108.279107.9490.000
302019.11.05 00:11close150.20108.536107.9490.00047.9510154.20
312019.11.05 01:34buy160.20108.683108.3530.000
322019.11.05 13:07close160.20108.794108.3530.00020.4110174.61
332019.11.05 17:01buy170.20109.048108.7180.000
342019.11.06 02:00close170.20109.124108.7180.00014.5210189.13
352019.11.06 08:40sell180.20108.976109.3060.000
362019.11.06 21:59close180.20108.961109.3060.0002.7510191.88
372019.11.07 03:49sell190.20108.805109.1350.000
382019.11.07 09:19close190.20108.803109.1350.0000.3710192.25
392019.11.07 09:36buy200.20109.120108.7900.000
402019.11.07 21:44close200.20109.241108.7900.00022.1510214.40
412019.11.08 02:12buy210.20109.414109.0840.000
422019.11.08 17:01s/l210.20109.084109.0840.000-60.5010153.90
432019.11.08 19:30buy220.20109.202109.0050.000
442019.11.08 22:30close220.20109.206109.0050.0000.7310154.63
452019.11.11 02:58sell230.20109.121109.4510.000
462019.11.11 13:54close230.20108.992109.4510.00023.6710178.30
472019.11.11 17:12buy240.20109.095108.7650.000
482019.11.12 11:40close240.20109.170108.7650.00014.3310192.63
492019.11.13 02:39sell250.20108.893109.2230.000
502019.11.13 19:54close250.20108.865109.2230.0005.1410197.77
512019.11.14 13:00buy260.20108.665108.5320.000
522019.11.14 13:59close260.20108.653108.5320.000-2.2110195.56
532019.11.14 18:27sell270.20108.472108.8020.000
542019.11.15 01:30close270.20108.426108.8020.0006.8810202.44
552019.11.15 02:56buy280.20108.611108.2810.000
562019.11.15 23:00close280.20108.808108.2810.00036.2110238.65
572019.11.18 09:16buy290.20108.893108.5630.000
582019.11.18 15:19close290.20108.919108.5630.0004.7710243.42
592019.11.18 19:00buy300.20108.636108.3390.000
602019.11.18 23:15close300.20108.664108.3390.0005.1510248.57
612019.11.19 02:10sell310.20108.586108.9160.000
622019.11.20 00:10close310.20108.568108.9160.0001.7110250.28
632019.11.20 01:02sell320.20108.497108.8270.000
642019.11.20 06:37close320.20108.495108.8270.0000.3710250.65
652019.11.20 09:42sell330.20108.425108.7550.000
662019.11.20 17:35s/l330.20108.755108.7550.000-60.6910189.96
672019.11.20 19:30sell340.20108.658108.8160.000
682019.11.20 19:55close340.20108.547108.8160.00020.4510210.41
692019.11.21 02:00buy350.20108.492108.3740.000
702019.11.21 02:53s/l350.20108.374108.3740.000-21.7810188.63
712019.11.21 07:39buy360.20108.617108.2870.000
722019.11.22 05:00close360.20108.618108.2870.0000.7710189.40
732019.11.25 07:48buy370.20108.854108.5240.000
742019.11.25 23:53close370.20108.910108.5240.00010.2810199.68
752019.11.26 01:23buy380.20109.026108.6960.000
762019.11.27 00:09close380.20109.027108.6960.0000.7710200.45
772019.11.27 07:47buy390.20109.192108.8620.000
782019.11.28 01:02close390.20109.417108.8620.00042.9110243.36
792019.11.29 02:17buy400.20109.573109.2430.000
802019.11.29 23:00close400.20109.441109.2430.000-24.1210219.24
812019.12.02 02:12buy410.20109.647109.3170.000
822019.12.02 17:00s/l410.20109.317109.3170.000-60.3810158.86
832019.12.03 12:12sell420.20108.892109.2220.000
842019.12.03 22:21close420.20108.655109.2220.00043.6210202.48
852019.12.04 02:12sell430.20108.550108.8800.000
862019.12.04 11:06close430.20108.545108.8800.0000.9210203.40
872019.12.04 13:30sell440.20108.657108.8030.000
882019.12.04 15:15close440.20108.623108.8030.0006.2610209.66
892019.12.05 15:13sell450.20108.781109.1110.000
902019.12.05 23:01close450.20108.780109.1110.0000.1810209.84
912019.12.06 02:21sell460.20108.666108.9960.000
922019.12.06 15:30close460.20108.619108.9960.0008.6510218.49
932019.12.09 10:17sell470.20108.508108.8380.000
942019.12.11 01:22s/l470.20108.838108.8380.000-63.8610154.63
952019.12.11 02:00sell480.20108.763108.8800.000
962019.12.11 02:34close480.20108.759108.8800.0000.7410155.37
972019.12.11 21:00buy490.20108.766108.4360.000
982019.12.13 14:52close490.20109.610108.4360.000156.3710311.74
992019.12.13 16:07sell500.20109.332109.6620.000
1002019.12.13 23:00close500.20109.352109.6620.000-3.6610308.08
1012019.12.16 17:19buy510.20109.542109.2120.000
1022019.12.17 00:31close510.20109.548109.2120.0001.6910309.77
1032019.12.18 03:58sell520.20109.441109.7710.000
1042019.12.19 22:30close520.20109.325109.7710.00016.3910326.16
1052019.12.20 09:59buy530.20109.385109.0550.000
1062019.12.20 23:00close530.20109.464109.0550.00014.4310340.59
1072019.12.24 17:02sell540.20109.355109.6850.000
1082019.12.26 18:03s/l540.20109.685109.6850.000-66.6110273.98
1092019.12.27 04:30buy550.20109.503109.3760.000
1102019.12.27 07:35close550.20109.485109.3760.000-3.2910270.69
1112019.12.27 21:59sell560.20109.387109.7170.000
1122019.12.27 23:00close560.20109.445109.7170.000-10.6010260.09
1132019.12.30 02:08sell570.20109.373109.7030.000
1142019.12.30 11:31close570.20109.191109.7030.00033.3410293.43
1152019.12.30 16:15sell580.20109.063109.3930.000
1162019.12.31 00:31close580.20108.900109.3930.00028.3310321.76
1172019.12.31 02:54sell590.20108.779109.1090.000
1182019.12.31 16:33close590.20108.588109.1090.00035.1810356.94
1192020.01.02 09:00buy600.20108.722108.3920.000
1202020.01.02 15:30close600.20108.723108.3920.0000.1810357.12
1212020.01.02 17:15sell610.20108.542108.8720.000
1222020.01.03 00:18close610.20108.541108.8720.000-1.4310355.69
1232020.01.03 02:55sell620.20108.425108.7550.000
1242020.01.03 12:02close620.20108.116108.7550.00057.1610412.85
1252020.01.06 17:27buy630.20108.266107.9360.000
1262020.01.07 03:05close630.20108.378107.9360.00021.2610434.11
1272020.01.07 08:01sell640.20108.384108.7140.000
1282020.01.08 04:38close640.20108.305108.7140.00012.9810447.09
1292020.01.08 12:49buy650.20108.582108.2520.000
1302020.01.09 20:09close650.20109.434108.2520.000157.4910604.58
1312020.01.10 07:43buy660.20109.608109.2780.000
1322020.01.10 23:00close660.20109.496109.2780.000-20.4610584.12
1332020.01.13 11:04buy670.20109.757109.4270.000
1342020.01.13 22:09close670.20109.883109.4270.00022.9310607.05
1352020.01.14 01:49buy680.20109.994109.6640.000
1362020.01.14 09:14close680.20110.034109.6640.0007.2710614.32
1372020.01.14 10:22sell690.20109.885110.2150.000
1382020.01.15 16:31close690.20109.880110.2150.000-0.7010613.62
1392020.01.16 02:16buy700.20109.982109.6520.000
1402020.01.17 03:37close700.20110.156109.6520.00032.1810645.80
1412020.01.20 09:41sell710.20110.136110.4660.000
1422020.01.21 09:31close710.20110.027110.4660.00018.2010664.00
1432020.01.21 13:08buy720.20110.079109.7490.000
1442020.01.23 01:32s/l720.20109.749109.7490.000-57.7710606.23
1452020.01.23 04:30buy730.20109.681109.5300.000
1462020.01.23 08:14s/l730.20109.530109.5300.000-27.5710578.66
1472020.01.23 16:45sell740.20109.344109.6740.000
1482020.01.24 10:51s/l740.20109.674109.6740.000-61.7910516.87
1492020.01.24 16:47sell750.20109.425109.7550.000
1502020.01.24 23:00close750.20109.306109.7550.00021.7710538.64