Strategy Tester Report
lag_exp_1b1
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; MovingAvg=10; filter=5.1; Pyramid=0; gamma=0.5;
Bars in test3785Ticks modelled4157099Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (16)
Total net profit-505.90Gross profit470.80Gross loss-976.70
Profit factor0.48Expected payoff-4.60
Absolute drawdown570.70Maximal drawdown649.80 (6.45%)Relative drawdown6.45% (649.80)
Total trades110Short positions (won %)59 (28.81%)Long positions (won %)51 (27.45%)
Profit trades (% of total)31 (28.18%)Loss trades (% of total)79 (71.82%)
Largestprofit trade58.30loss trade-69.50
Averageprofit trade15.19loss trade-12.36
Maximumconsecutive wins (profit in money)3 (27.40)consecutive losses (loss in money)9 (-128.20)
Maximalconsecutive profit (count of wins)82.60 (2)consecutive loss (count of losses)-154.40 (8)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 14:30sell10.100.611010.000000.00000
22025.07.03 22:00close10.100.606650.000000.0000043.6010043.60
32025.07.03 23:30buy20.100.606820.000000.00000
42025.07.04 00:00close20.100.606310.000000.00000-5.1010038.50
52025.07.04 01:00buy30.100.606910.000000.00000
62025.07.04 10:30close30.100.606370.000000.00000-5.4010033.10
72025.07.04 13:30buy40.100.606790.000000.00000
82025.07.04 14:00close40.100.606180.000000.00000-6.1010027.00
92025.07.04 20:00sell50.100.605360.000000.00000
102025.07.04 21:00close50.100.605570.000000.00000-2.1010024.90
112025.07.04 21:30buy60.100.605600.000000.00000
122025.07.04 23:00close60.100.604960.000000.00000-6.4010018.50
132025.07.07 16:30buy70.100.600180.000000.00000
142025.07.08 09:00close70.100.601500.000000.0000013.2010031.70
152025.07.08 10:30buy80.100.602300.000000.00000
162025.07.09 02:30close80.100.599550.000000.00000-27.5010004.20
172025.07.09 06:00sell90.100.598680.000000.00000
182025.07.09 08:00close90.100.600240.000000.00000-15.609988.60
192025.07.09 11:00sell100.100.599280.000000.00000
202025.07.09 20:30close100.100.600010.000000.00000-7.309981.30
212025.07.10 03:30buy110.100.600870.000000.00000
222025.07.11 03:30close110.100.601420.000000.000005.509986.80
232025.07.11 10:30buy120.100.602680.000000.00000
242025.07.11 17:00close120.100.600430.000000.00000-22.509964.30
252025.07.11 20:30buy130.100.600960.000000.00000
262025.07.14 02:00close130.100.599680.000000.00000-12.809951.50
272025.07.14 04:30sell140.100.598870.000000.00000
282025.07.14 11:00close140.100.599120.000000.00000-2.509949.00
292025.07.15 03:30buy150.100.598010.000000.00000
302025.07.15 16:30close150.100.599460.000000.0000014.509963.50
312025.07.15 17:00sell160.100.596810.000000.00000
322025.07.16 18:30close160.100.595970.000000.000008.409971.90
332025.07.16 22:00buy170.100.593900.000000.00000
342025.07.17 02:00close170.100.594350.000000.000004.509976.40
352025.07.17 09:30sell180.100.591340.000000.00000
362025.07.17 21:00close180.100.592540.000000.00000-12.009964.40
372025.07.17 22:30buy190.100.592950.000000.00000
382025.07.21 00:30close190.100.595750.000000.0000028.009992.40
392025.07.21 01:00buy200.100.596520.000000.00000
402025.07.21 02:00close200.100.594660.000000.00000-18.609973.80
412025.07.21 11:30buy210.100.595890.000000.00000
422025.07.21 12:30close210.100.595800.000000.00000-0.909972.90
432025.07.21 13:00sell220.100.595510.000000.00000
442025.07.21 14:00close220.100.596270.000000.00000-7.609965.30
452025.07.21 17:00buy230.100.596570.000000.00000
462025.07.22 03:30close230.100.596030.000000.00000-5.409959.90
472025.07.22 06:30sell240.100.596040.000000.00000
482025.07.22 07:30close240.100.596450.000000.00000-4.109955.80
492025.07.22 08:00sell250.100.595790.000000.00000
502025.07.22 22:30close250.100.600180.000000.00000-43.909911.90
512025.07.23 00:30sell260.100.599380.000000.00000
522025.07.23 06:30close260.100.601240.000000.00000-18.609893.30
532025.07.23 18:30sell270.100.603570.000000.00000
542025.07.24 04:30close270.100.605740.000000.00000-21.709871.60
552025.07.24 08:00buy280.100.605510.000000.00000
562025.07.24 09:30close280.100.604770.000000.00000-7.409864.20
572025.07.24 13:30sell290.100.604540.000000.00000
582025.07.25 08:30close290.100.602790.000000.0000017.509881.70
592025.07.25 09:30sell300.100.602270.000000.00000
602025.07.25 10:00close300.100.602540.000000.00000-2.709879.00
612025.07.25 14:30sell310.100.600610.000000.00000
622025.07.25 15:00close310.100.601550.000000.00000-9.409869.60
632025.07.25 16:00sell320.100.600370.000000.00000
642025.07.25 17:30close320.100.601510.000000.00000-11.409858.20
652025.07.28 00:00sell330.100.600840.000000.00000
662025.07.28 17:30close330.100.598470.000000.0000023.709881.90
672025.07.28 18:30sell340.100.597560.000000.00000
682025.07.29 01:00close340.100.597200.000000.000003.609885.50
692025.07.29 03:30sell350.100.596450.000000.00000
702025.07.29 20:30close350.100.595910.000000.000005.409890.90
712025.07.30 03:30buy360.100.596130.000000.00000
722025.07.30 22:00close360.100.589180.000000.00000-69.509821.40
732025.07.31 05:00buy370.100.590770.000000.00000
742025.07.31 15:30close370.100.590320.000000.00000-4.509816.90
752025.07.31 16:00sell380.100.589970.000000.00000
762025.08.01 04:00close380.100.589100.000000.000008.709825.60
772025.08.01 05:00sell390.100.587600.000000.00000
782025.08.01 09:00close390.100.588230.000000.00000-6.309819.30
792025.08.01 15:30sell400.100.585780.000000.00000
802025.08.01 16:00close400.100.592180.000000.00000-64.009755.30
812025.08.01 20:00sell410.100.590360.000000.00000
822025.08.01 23:00close410.100.591040.000000.00000-6.809748.50
832025.08.04 03:00buy420.100.591490.000000.00000
842025.08.04 03:30close420.100.590760.000000.00000-7.309741.20
852025.08.04 05:00buy430.100.592200.000000.00000
862025.08.04 18:00close430.100.591160.000000.00000-10.409730.80
872025.08.05 04:30sell440.100.590560.000000.00000
882025.08.05 09:30close440.100.590010.000000.000005.509736.30
892025.08.05 10:00sell450.100.589020.000000.00000
902025.08.05 10:30close450.100.590110.000000.00000-10.909725.40
912025.08.05 11:00sell460.100.589200.000000.00000
922025.08.05 18:30close460.100.589890.000000.00000-6.909718.50
932025.08.05 21:30sell470.100.589590.000000.00000
942025.08.06 00:00close470.100.590210.000000.00000-6.209712.30
952025.08.06 02:00buy480.100.590270.000000.00000
962025.08.06 11:30close480.100.591620.000000.0000013.509725.80
972025.08.06 12:30buy490.100.592270.000000.00000
982025.08.07 17:30close490.100.594260.000000.0000019.909745.70
992025.08.07 20:00sell500.100.594390.000000.00000
1002025.08.07 23:00close500.100.595760.000000.00000-13.709732.00
1012025.08.08 06:30sell510.100.595830.000000.00000
1022025.08.08 07:00close510.100.596120.000000.00000-2.909729.10
1032025.08.08 07:30buy520.100.596280.000000.00000
1042025.08.08 14:30close520.100.595500.000000.00000-7.809721.30
1052025.08.08 15:00sell530.100.595350.000000.00000
1062025.08.08 16:30close530.100.596240.000000.00000-8.909712.40
1072025.08.08 18:00sell540.100.595090.000000.00000
1082025.08.08 20:30close540.100.595770.000000.00000-6.809705.60
1092025.08.08 22:30sell550.100.594820.000000.00000
1102025.08.11 19:00close550.100.593520.000000.0000013.009718.60
1112025.08.11 23:30buy560.100.594020.000000.00000
1122025.08.12 00:00close560.100.593560.000000.00000-4.609714.00
1132025.08.12 00:30sell570.100.593370.000000.00000
1142025.08.12 01:00close570.100.593800.000000.00000-4.309709.70
1152025.08.12 01:30buy580.100.593840.000000.00000
1162025.08.12 11:00close580.100.593290.000000.00000-5.509704.20
1172025.08.12 11:30sell590.100.592600.000000.00000
1182025.08.13 06:00close590.100.595970.000000.00000-33.709670.50
1192025.08.13 09:00buy600.100.595710.000000.00000
1202025.08.13 18:00close600.100.598120.000000.0000024.109694.60
1212025.08.13 18:30sell610.100.597680.000000.00000
1222025.08.14 01:00close610.100.597520.000000.000001.609696.20
1232025.08.14 21:30sell620.100.591590.000000.00000
1242025.08.14 22:30close620.100.591940.000000.00000-3.509692.70
1252025.08.15 01:00buy630.100.592030.000000.00000
1262025.08.15 05:30close630.100.590920.000000.00000-11.109681.60
1272025.08.15 06:30buy640.100.592480.000000.00000
1282025.08.15 15:30close640.100.592130.000000.00000-3.509678.10
1292025.08.15 16:00buy650.100.593060.000000.00000
1302025.08.18 00:30close650.100.591900.000000.00000-11.609666.50
1312025.08.18 01:30buy660.100.592720.000000.00000
1322025.08.18 06:00close660.100.592900.000000.000001.809668.30
1332025.08.18 06:30buy670.100.593350.000000.00000
1342025.08.18 20:00close670.100.591930.000000.00000-14.209654.10
1352025.08.18 22:30buy680.100.592530.000000.00000
1362025.08.19 02:30close680.100.591830.000000.00000-7.009647.10
1372025.08.19 03:00buy690.100.592380.000000.00000
1382025.08.19 09:00close690.100.591670.000000.00000-7.109640.00
1392025.08.19 10:00buy700.100.592720.000000.00000
1402025.08.19 10:30close700.100.592140.000000.00000-5.809634.20
1412025.08.19 11:00sell710.100.592070.000000.00000
1422025.08.19 15:00close710.100.592650.000000.00000-5.809628.40
1432025.08.19 16:00sell720.100.592110.000000.00000
1442025.08.20 02:00close720.100.589680.000000.0000024.309652.70
1452025.08.20 02:30sell730.100.589280.000000.00000
1462025.08.20 15:30close730.100.583450.000000.0000058.309711.00
1472025.08.20 19:00sell740.100.582030.000000.00000
1482025.08.20 19:30close740.100.582880.000000.00000-8.509702.50
1492025.08.21 05:00buy750.100.583150.000000.00000
1502025.08.21 06:00close750.100.581840.000000.00000-13.109689.40
1512025.08.21 15:00sell760.100.581980.000000.00000
1522025.08.25 03:00close760.100.586540.000000.00000-45.609643.80
1532025.08.25 17:00buy770.100.587290.000000.00000
1542025.08.26 05:00close770.100.583850.000000.00000-34.409609.40
1552025.08.26 08:30sell780.100.583940.000000.00000
1562025.08.26 12:30close780.100.584720.000000.00000-7.809601.60
1572025.08.26 17:00buy790.100.585670.000000.00000
1582025.08.27 16:00close790.100.582490.000000.00000-31.809569.80
1592025.08.27 23:00buy800.100.586220.000000.00000
1602025.08.28 10:30close800.100.585890.000000.00000-3.309566.50
1612025.08.28 11:30sell810.100.585730.000000.00000
1622025.08.28 12:00close810.100.586720.000000.00000-9.909556.60
1632025.08.28 17:30buy820.100.588070.000000.00000
1642025.08.29 10:00close820.100.588650.000000.000005.809562.40
1652025.08.29 11:00buy830.100.589760.000000.00000
1662025.08.29 16:30close830.100.588710.000000.00000-10.509551.90
1672025.08.29 22:30sell840.100.589840.000000.00000
1682025.09.02 00:30close840.100.590310.000000.00000-4.709547.20
1692025.09.02 04:30sell850.100.589790.000000.00000
1702025.09.02 20:00close850.100.586620.000000.0000031.709578.90
1712025.09.02 21:00sell860.100.586040.000000.00000
1722025.09.03 01:30close860.100.586680.000000.00000-6.409572.50
1732025.09.03 02:00sell870.100.586220.000000.00000
1742025.09.03 07:00close870.100.585910.000000.000003.109575.60
1752025.09.03 07:30buy880.100.586130.000000.00000
1762025.09.03 09:00close880.100.585210.000000.00000-9.209566.40
1772025.09.03 11:30buy890.100.586560.000000.00000
1782025.09.04 00:30close890.100.587150.000000.000005.909572.30
1792025.09.04 01:00buy900.100.587860.000000.00000
1802025.09.04 05:30close900.100.587640.000000.00000-2.209570.10
1812025.09.04 12:30sell910.100.585980.000000.00000
1822025.09.05 08:30close910.100.586470.000000.00000-4.909565.20
1832025.09.05 18:30buy920.100.590470.000000.00000
1842025.09.08 00:00close920.100.588910.000000.00000-15.609549.60
1852025.09.08 00:30sell930.100.588700.000000.00000
1862025.09.08 13:00close930.100.592370.000000.00000-36.709512.90
1872025.09.08 13:30buy940.100.592660.000000.00000
1882025.09.08 19:30close940.100.593560.000000.000009.009521.90
1892025.09.09 02:00sell950.100.593990.000000.00000
1902025.09.09 05:00close950.100.594680.000000.00000-6.909515.00
1912025.09.09 05:30buy960.100.594770.000000.00000
1922025.09.09 06:30close960.100.594030.000000.00000-7.409507.60
1932025.09.09 07:30buy970.100.594720.000000.00000
1942025.09.10 00:30close970.100.592380.000000.00000-23.409484.20
1952025.09.10 04:30sell980.100.592160.000000.00000
1962025.09.10 05:00close980.100.592800.000000.00000-6.409477.80
1972025.09.10 05:30buy990.100.593280.000000.00000
1982025.09.10 10:00close990.100.593900.000000.000006.209484.00
1992025.09.10 19:30buy1000.100.595140.000000.00000
2002025.09.10 22:00close1000.100.594590.000000.00000-5.509478.50
2012025.09.11 02:00buy1010.100.594550.000000.00000
2022025.09.11 05:30close1010.100.593520.000000.00000-10.309468.20
2032025.09.11 14:00sell1020.100.592680.000000.00000
2042025.09.11 16:00close1020.100.594480.000000.00000-18.009450.20
2052025.09.12 00:30sell1030.100.597120.000000.00000
2062025.09.12 04:00close1030.100.597740.000000.00000-6.209444.00
2072025.09.12 11:00sell1040.100.596820.000000.00000
2082025.09.12 19:00close1040.100.594730.000000.0000020.909464.90
2092025.09.15 02:00sell1050.100.595280.000000.00000
2102025.09.15 04:00close1050.100.595530.000000.00000-2.509462.40
2112025.09.15 13:00sell1060.100.595470.000000.00000
2122025.09.15 17:30close1060.100.596270.000000.00000-8.009454.40
2132025.09.16 13:30sell1070.100.597210.000000.00000
2142025.09.16 16:30close1070.100.598200.000000.00000-9.909444.50
2152025.09.16 19:00buy1080.100.597960.000000.00000
2162025.09.17 00:00close1080.100.598520.000000.000005.609450.10
2172025.09.17 02:00sell1090.100.598740.000000.00000
2182025.09.17 22:30close1090.100.597870.000000.000008.709458.80
2192025.09.18 07:30sell1100.100.591940.000000.00000
2202025.09.18 23:30close1100.100.588410.000000.0000035.309494.10