Strategy Tester Report
PROphet
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 3781 | Ticks modelled | 5113536 | Modelling quality | 29.44% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (21) | ||
| Total net profit | -47.18 | Gross profit | 79.86 | Gross loss | -127.04 |
| Profit factor | 0.63 | Expected payoff | -2.25 | ||
| Absolute drawdown | 69.51 | Maximal drawdown | 82.27 (0.82%) | Relative drawdown | 0.82% (82.27) |
| Total trades | 21 | Short positions (won %) | 21 (42.86%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 9 (42.86%) | Loss trades (% of total) | 12 (57.14%) | ||
| Largest | profit trade | 26.08 | loss trade | -11.76 | |
| Average | profit trade | 8.87 | loss trade | -10.59 | |
| Maximum | consecutive wins (profit in money) | 4 (20.79) | consecutive losses (loss in money) | 5 (-51.60) | |
| Maximal | consecutive profit (count of wins) | 26.08 (1) | consecutive loss (count of losses) | -51.60 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.03 10:00 | sell | 1 | 0.10 | 0.79014 | 0.79107 | 0.00000 | ||
| 2 | 2025.07.03 10:19 | s/l | 1 | 0.10 | 0.79107 | 0.79107 | 0.00000 | -11.76 | 9988.24 |
| 3 | 2025.07.04 17:30 | sell | 2 | 0.10 | 0.79295 | 0.79388 | 0.00000 | ||
| 4 | 2025.07.04 19:00 | close | 2 | 0.10 | 0.79341 | 0.79388 | 0.00000 | -5.80 | 9982.44 |
| 5 | 2025.07.16 18:30 | sell | 3 | 0.10 | 0.79714 | 0.79807 | 0.00000 | ||
| 6 | 2025.07.16 18:39 | s/l | 3 | 0.10 | 0.79807 | 0.79807 | 0.00000 | -11.65 | 9970.79 |
| 7 | 2025.07.21 14:30 | sell | 4 | 0.10 | 0.79954 | 0.80047 | 0.00000 | ||
| 8 | 2025.07.21 18:00 | modify | 4 | 0.10 | 0.79954 | 0.79866 | 0.00000 | ||
| 9 | 2025.07.21 18:30 | modify | 4 | 0.10 | 0.79954 | 0.79760 | 0.00000 | ||
| 10 | 2025.07.21 19:00 | close | 4 | 0.10 | 0.79746 | 0.79760 | 0.00000 | 26.08 | 9996.87 |
| 11 | 2025.07.23 10:30 | sell | 5 | 0.10 | 0.79200 | 0.79293 | 0.00000 | ||
| 12 | 2025.07.23 11:49 | s/l | 5 | 0.10 | 0.79293 | 0.79293 | 0.00000 | -11.73 | 9985.14 |
| 13 | 2025.07.31 18:00 | sell | 6 | 0.10 | 0.81199 | 0.81292 | 0.00000 | ||
| 14 | 2025.07.31 19:00 | close | 6 | 0.10 | 0.81242 | 0.81292 | 0.00000 | -5.29 | 9979.85 |
| 15 | 2025.08.01 16:00 | sell | 7 | 0.10 | 0.80542 | 0.80635 | 0.00000 | ||
| 16 | 2025.08.01 16:02 | s/l | 7 | 0.10 | 0.80635 | 0.80635 | 0.00000 | -11.53 | 9968.32 |
| 17 | 2025.08.01 16:30 | sell | 8 | 0.10 | 0.80497 | 0.80590 | 0.00000 | ||
| 18 | 2025.08.01 16:32 | s/l | 8 | 0.10 | 0.80590 | 0.80590 | 0.00000 | -11.54 | 9956.78 |
| 19 | 2025.08.04 14:30 | sell | 9 | 0.10 | 0.80700 | 0.80793 | 0.00000 | ||
| 20 | 2025.08.04 15:01 | s/l | 9 | 0.10 | 0.80793 | 0.80793 | 0.00000 | -11.51 | 9945.27 |
| 21 | 2025.08.06 13:30 | sell | 10 | 0.10 | 0.80735 | 0.80828 | 0.00000 | ||
| 22 | 2025.08.06 16:00 | modify | 10 | 0.10 | 0.80735 | 0.80720 | 0.00000 | ||
| 23 | 2025.08.06 17:15 | s/l | 10 | 0.10 | 0.80720 | 0.80720 | 0.00000 | 1.86 | 9947.13 |
| 24 | 2025.08.12 16:00 | sell | 11 | 0.10 | 0.80953 | 0.81046 | 0.00000 | ||
| 25 | 2025.08.12 16:13 | s/l | 11 | 0.10 | 0.81046 | 0.81046 | 0.00000 | -11.47 | 9935.66 |
| 26 | 2025.08.13 11:00 | sell | 12 | 0.10 | 0.80362 | 0.80455 | 0.00000 | ||
| 27 | 2025.08.13 12:30 | modify | 12 | 0.10 | 0.80362 | 0.80338 | 0.00000 | ||
| 28 | 2025.08.13 13:14 | s/l | 12 | 0.10 | 0.80338 | 0.80338 | 0.00000 | 2.99 | 9938.65 |
| 29 | 2025.08.19 10:30 | sell | 13 | 0.10 | 0.80611 | 0.80704 | 0.00000 | ||
| 30 | 2025.08.19 13:30 | modify | 13 | 0.10 | 0.80611 | 0.80586 | 0.00000 | ||
| 31 | 2025.08.19 14:37 | s/l | 13 | 0.10 | 0.80586 | 0.80586 | 0.00000 | 3.10 | 9941.75 |
| 32 | 2025.08.20 13:30 | sell | 14 | 0.10 | 0.80693 | 0.80786 | 0.00000 | ||
| 33 | 2025.08.20 16:00 | modify | 14 | 0.10 | 0.80693 | 0.80654 | 0.00000 | ||
| 34 | 2025.08.20 16:19 | s/l | 14 | 0.10 | 0.80654 | 0.80654 | 0.00000 | 4.84 | 9946.59 |
| 35 | 2025.08.22 17:30 | sell | 15 | 0.10 | 0.80231 | 0.80324 | 0.00000 | ||
| 36 | 2025.08.22 18:30 | modify | 15 | 0.10 | 0.80231 | 0.80152 | 0.00000 | ||
| 37 | 2025.08.22 18:48 | s/l | 15 | 0.10 | 0.80152 | 0.80152 | 0.00000 | 9.86 | 9956.45 |
| 38 | 2025.08.25 10:00 | sell | 16 | 0.10 | 0.80215 | 0.80308 | 0.00000 | ||
| 39 | 2025.08.25 17:44 | s/l | 16 | 0.10 | 0.80308 | 0.80308 | 0.00000 | -11.58 | 9944.87 |
| 40 | 2025.08.27 16:00 | sell | 17 | 0.10 | 0.80512 | 0.80605 | 0.00000 | ||
| 41 | 2025.08.27 18:00 | modify | 17 | 0.10 | 0.80512 | 0.80476 | 0.00000 | ||
| 42 | 2025.08.27 19:00 | close | 17 | 0.10 | 0.80392 | 0.80476 | 0.00000 | 14.93 | 9959.80 |
| 43 | 2025.08.29 11:00 | sell | 18 | 0.10 | 0.80035 | 0.80128 | 0.00000 | ||
| 44 | 2025.08.29 12:44 | s/l | 18 | 0.10 | 0.80128 | 0.80128 | 0.00000 | -11.61 | 9948.19 |
| 45 | 2025.09.03 17:30 | sell | 19 | 0.10 | 0.80290 | 0.80383 | 0.00000 | ||
| 46 | 2025.09.03 17:49 | s/l | 19 | 0.10 | 0.80383 | 0.80383 | 0.00000 | -11.57 | 9936.62 |
| 47 | 2025.09.05 16:00 | sell | 20 | 0.10 | 0.79963 | 0.80056 | 0.00000 | ||
| 48 | 2025.09.05 17:00 | modify | 20 | 0.10 | 0.79963 | 0.79860 | 0.00000 | ||
| 49 | 2025.09.05 17:31 | s/l | 20 | 0.10 | 0.79860 | 0.79860 | 0.00000 | 12.90 | 9949.52 |
| 50 | 2025.09.16 17:00 | sell | 21 | 0.10 | 0.78894 | 0.78987 | 0.00000 | ||
| 51 | 2025.09.16 17:30 | modify | 21 | 0.10 | 0.78894 | 0.78868 | 0.00000 | ||
| 52 | 2025.09.16 18:38 | s/l | 21 | 0.10 | 0.78868 | 0.78868 | 0.00000 | 3.30 | 9952.82 |