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=900; TrackPeriod=5; TRRR=1; UpATRR=1.1; DownATRR=1; DPR=0.3; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0;
Bars in test4519Ticks modelled6599386Modelling quality90.00%
Mismatched charts errors0
Initial deposit100000.00Spread30
Total net profit6292.46Gross profit13173.91Gross loss-6881.45
Profit factor1.91Expected payoff80.67
Absolute drawdown400.95Maximal drawdown2030.67 (1.91%)Relative drawdown1.91% (2030.67)
Total trades78Short positions (won %)44 (77.27%)Long positions (won %)34 (70.59%)
Profit trades (% of total)58 (74.36%)Loss trades (% of total)20 (25.64%)
Largestprofit trade1661.88loss trade-666.13
Averageprofit trade227.14loss trade-344.07
Maximumconsecutive wins (profit in money)10 (1043.49)consecutive losses (loss in money)3 (-775.77)
Maximalconsecutive profit (count of wins)2444.86 (6)consecutive loss (count of losses)-1187.73 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12019.10.14 08:57sell12.00108.244108.574107.344
22019.10.14 14:53close12.00108.234108.574107.34418.48100018.48
32019.10.14 16:29buy22.00108.376108.046109.276
42019.10.16 02:45close22.00108.807108.046109.276804.08100822.56
52019.10.16 03:23sell32.00108.756109.086107.856
62019.10.16 09:04close32.00108.729109.086107.85649.66100872.22
72019.10.18 16:05sell42.00108.452108.782107.552
82019.10.18 23:00close42.00108.430108.782107.55240.58100912.80
92019.10.21 07:19buy52.00108.573108.243109.473
102019.10.22 05:02close52.00108.602108.243109.47359.33100972.13
112019.10.22 08:54sell62.00108.586108.916107.686
122019.10.22 15:47close62.00108.585108.916107.6861.84100973.97
132019.10.22 16:53sell72.00108.446108.776107.546
142019.10.23 08:17close72.00108.391108.776107.54685.38101059.35
152019.10.24 10:01buy82.00108.705108.375109.605
162019.10.25 23:00close82.00108.657108.375109.605-82.43100976.92
172019.10.28 03:58buy92.00108.808108.478109.708
182019.10.29 03:10close92.00108.952108.478109.708270.26101247.18
192019.10.29 03:52buy102.00109.072108.742109.972
202019.10.30 22:12s/l102.00108.742108.742109.972-601.02100646.17
212019.10.31 04:37sell112.00108.615108.945107.715
222019.11.01 00:29close112.00108.069108.945107.715994.37101640.53
232019.11.01 02:47sell122.00107.952108.282107.052
242019.11.01 20:12s/l122.00108.282108.282107.052-609.52101031.01
252019.11.01 21:30sell132.00108.225108.3530.000
262019.11.01 23:00close132.00108.192108.3530.00061.00101092.01
272019.11.04 08:20buy142.00108.279107.949109.179
282019.11.05 00:11close142.00108.536107.949109.179479.50101571.51
292019.11.05 01:34buy152.00108.683108.353109.583
302019.11.05 13:07close152.00108.794108.353109.583204.06101775.57
312019.11.05 17:01buy162.00109.048108.718109.948
322019.11.06 02:00close162.00109.124108.718109.948145.21101920.79
332019.11.06 08:39sell172.00108.979109.309108.079
342019.11.06 21:59close172.00108.961109.309108.07933.04101953.83
352019.11.07 03:48sell182.00108.809109.139107.909
362019.11.07 09:19close182.00108.803109.139107.90911.03101964.86
372019.11.07 09:36buy192.00109.120108.790110.020
382019.11.07 21:44close192.00109.241108.790110.020221.53102186.39
392019.11.08 02:12buy202.00109.414109.084110.314
402019.11.08 17:01s/l202.00109.084109.084110.314-605.04101581.35
412019.11.11 02:58sell212.00109.125109.455108.225
422019.11.11 13:54close212.00108.992109.455108.225244.05101825.40
432019.11.11 17:12buy222.00109.095108.765109.995
442019.11.12 11:40close222.00109.170108.765109.995143.32101968.72
452019.11.13 02:39sell232.00108.896109.226107.996
462019.11.13 19:54close232.00108.865109.226107.99656.95102025.67
472019.11.14 13:09buy242.00108.644108.5320.000
482019.11.14 16:33close242.00108.651108.5320.00012.89102038.56
492019.11.14 18:27sell252.00108.480108.810107.580
502019.11.15 01:30close252.00108.426108.810107.58083.51102122.07
512019.11.15 02:56buy262.00108.611108.281109.511
522019.11.15 23:00close262.00108.808108.281109.511362.11102484.18
532019.11.18 09:16buy272.00108.893108.563109.793
542019.11.18 15:19close272.00108.919108.563109.79347.74102531.92
552019.11.18 19:00buy282.00108.636108.3390.000
562019.11.19 00:01close282.00108.669108.3390.00066.65102598.57
572019.11.19 02:10sell292.00108.590108.920107.690
582019.11.20 00:10close292.00108.568108.920107.69024.43102623.00
592019.11.20 01:02sell302.00108.499108.829107.599
602019.11.20 05:49close302.00108.498108.829107.5991.84102624.84
612019.11.20 09:42sell312.00108.429108.759107.529
622019.11.20 19:45s/l312.00108.759108.759107.529-606.85102017.99
632019.11.21 02:00buy322.00108.492108.3740.000
642019.11.21 02:53s/l322.00108.374108.3740.000-217.76101800.23
652019.11.21 07:39buy332.00108.617108.287109.517
662019.11.22 05:00close332.00108.618108.287109.5177.76101807.99
672019.11.22 09:23sell342.00108.563108.893107.663
682019.11.22 23:00close342.00108.652108.893107.663-163.83101644.16
692019.11.25 07:48buy352.00108.854108.524109.754
702019.11.25 23:53close352.00108.910108.524109.754102.84101747.00
712019.11.26 01:23buy362.00109.026108.696109.926
722019.11.27 00:09close362.00109.027108.696109.9267.75101754.75
732019.11.27 07:47buy372.00109.192108.862110.092
742019.11.28 01:02close372.00109.417108.862110.092429.04102183.79
752019.11.29 02:17buy382.00109.573109.243110.473
762019.11.29 23:00close382.00109.441109.243110.473-241.23101942.56
772019.12.02 02:12buy392.00109.647109.317110.547
782019.12.02 17:00s/l392.00109.317109.317110.547-603.75101338.81
792019.12.02 17:58sell402.00109.089109.419108.189
802019.12.03 02:13close402.00109.056109.419108.18944.42101383.23
812019.12.03 09:24sell412.00109.087109.417108.187
822019.12.03 22:21close412.00108.655109.417108.187795.18102178.41
832019.12.04 02:12sell422.00108.554108.884107.654
842019.12.04 11:06close422.00108.545108.884107.65416.58102194.99
852019.12.04 13:30sell432.00108.657108.8030.000
862019.12.04 15:15close432.00108.593108.8030.000117.87102312.86
872019.12.04 22:00sell442.00108.909109.0670.000
882019.12.05 01:46close442.00108.833109.0670.00091.35102404.21
892019.12.05 15:08sell452.00108.786109.116107.886
902019.12.05 22:43close452.00108.785109.116107.8861.84102406.05
912019.12.06 02:21sell462.00108.670109.000107.770
922019.12.06 15:30close462.00108.619109.000107.77093.91102499.96
932019.12.09 10:16sell472.00108.511108.841107.611
942019.12.09 16:03close472.00108.509108.841107.6113.69102503.65
952019.12.09 21:00sell482.00108.608108.7200.000
962019.12.10 00:17close482.00108.569108.7200.00055.74102559.38
972019.12.10 09:21sell492.00108.567108.897107.667
982019.12.12 04:34close492.00108.561108.897107.667-53.37102506.01
992019.12.12 12:30sell502.00108.652108.7380.000
1002019.12.12 15:02close502.00108.613108.7380.00071.81102577.82
1012019.12.12 16:35buy512.00108.758108.428109.658
1022019.12.13 12:23t/p512.00109.658108.428109.6581647.39104225.22
1032019.12.13 14:55sell522.00109.567109.897108.667
1042019.12.13 23:00close522.00109.352109.897108.667393.23104618.45
1052019.12.16 17:19buy532.00109.542109.212110.442
1062019.12.17 00:31close532.00109.548109.212110.44216.87104635.32
1072019.12.18 03:58sell542.00109.445109.775108.545
1082019.12.19 22:30close542.00109.325109.775108.545171.22104806.54
1092019.12.20 09:59buy552.00109.385109.055110.285
1102019.12.20 23:00close552.00109.464109.055110.285144.34104950.88
1112019.12.24 17:02sell562.00109.357109.687108.457
1122019.12.26 18:11s/l562.00109.687109.687108.457-666.13104284.75
1132019.12.27 04:30buy572.00109.503109.3760.000
1142019.12.27 09:00close572.00109.498109.3760.000-9.13104275.62
1152019.12.27 21:59sell582.00109.390109.720108.490
1162019.12.27 23:00close582.00109.445109.720108.490-100.51104175.11
1172019.12.30 02:08sell592.00109.376109.706108.476
1182019.12.30 11:31close592.00109.191109.706108.476338.86104513.97
1192019.12.30 16:14sell602.00109.067109.397108.167
1202019.12.31 00:31close602.00108.900109.397108.167290.60104804.57
1212019.12.31 02:52sell612.00108.783109.113107.883
1222019.12.31 16:33close612.00108.588109.113107.883359.16105163.73
1232020.01.02 09:00buy622.10108.722108.392109.622
1242020.01.02 15:30close622.10108.723108.392109.6221.93105165.66
1252020.01.02 17:15sell632.10108.550108.880107.650
1262020.01.03 00:17close632.10108.547108.880107.650-11.11105154.55
1272020.01.03 02:55sell642.10108.432108.762107.532
1282020.01.03 12:02close642.10108.116108.762107.532613.79105768.34
1292020.01.03 20:39sell652.10107.828108.158106.928
1302020.01.03 23:00close652.10108.110108.158106.928-547.78105220.56
1312020.01.06 08:14sell662.10107.958108.288107.058
1322020.01.06 17:43s/l662.10108.288108.288107.058-639.95104580.61
1332020.01.07 08:01sell672.00108.386108.716107.486
1342020.01.08 04:38close672.00108.305108.716107.486133.48104714.08
1352020.01.08 12:49buy682.00108.582108.252109.482
1362020.01.09 16:10t/p682.00109.482108.252109.4821661.88106375.96
1372020.01.09 18:30sell692.10109.492109.6340.000
1382020.01.09 20:19close692.10109.433109.6340.000113.22106489.18
1392020.01.10 07:43buy702.10109.608109.278110.508
1402020.01.10 23:00close702.10109.496109.278110.508-214.80106274.38
1412020.01.13 11:04buy712.10109.757109.427110.657
1422020.01.13 22:09close712.10109.883109.427110.657240.80106515.18
1432020.01.14 01:49buy722.10109.994109.664110.894
1442020.01.14 09:14close722.10110.034109.664110.89476.34106591.52
1452020.01.14 10:22sell732.10109.892110.222108.992
1462020.01.15 14:46close732.10109.889110.222108.992-11.18106580.34
1472020.01.16 02:16buy742.10109.982109.652110.882
1482020.01.17 03:37close742.10110.156109.652110.882337.93106918.27
1492020.01.20 09:41sell752.10110.138110.468109.238
1502020.01.21 09:31close752.10110.027110.468109.238194.95107113.22
1512020.01.21 13:08buy762.10110.079109.749110.979
1522020.01.23 01:32s/l762.10109.749109.749110.979-606.56106506.66
1532020.01.23 04:30buy772.10109.681109.5300.000
1542020.01.23 08:14s/l772.10109.530109.5300.000-289.51106217.15
1552020.01.23 16:45sell782.10109.354109.684108.454
1562020.01.24 23:00close782.10109.306109.684108.45475.31106292.46