Strategy Tester Report
e.2.12 5min
SymbolUSDCHF (US Dollar vs Swiss Franc)
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)
ParametersEnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=0.05; MaElineTSL=1; TimeOpen=0; TimeClose=17; FirstTP=8; SecondTP=13; ThirdTP=21; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3;
Bars in test3781Ticks modelled5113536Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (16)
Total net profit-1133.75Gross profit926.68Gross loss-2060.43
Profit factor0.45Expected payoff-2.83
Absolute drawdown1133.75Maximal drawdown1152.67 (11.50%)Relative drawdown11.50% (1152.67)
Total trades400Short positions (won %)223 (27.35%)Long positions (won %)177 (25.42%)
Profit trades (% of total)106 (26.50%)Loss trades (% of total)294 (73.50%)
Largestprofit trade15.37loss trade-10.12
Averageprofit trade8.74loss trade-7.01
Maximumconsecutive wins (profit in money)6 (80.37)consecutive losses (loss in money)27 (-149.37)
Maximalconsecutive profit (count of wins)80.37 (6)consecutive loss (count of losses)-149.37 (27)
Averageconsecutive wins3consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.03 15:00buy limit10.200.793100.792700.79358
22025.07.03 15:00buy limit20.200.793100.792700.79363
32025.07.03 15:00buy limit30.200.793100.792700.79371
42025.07.03 15:25buy10.200.793100.792700.79358
52025.07.03 15:25buy20.200.793100.792700.79363
62025.07.03 15:25buy30.200.793100.792700.79371
72025.07.03 15:30sell limit40.200.793100.793500.79262
82025.07.03 15:30sell limit50.200.793100.793500.79257
92025.07.03 15:30sell limit60.200.793100.793500.79249
102025.07.03 15:31sell40.200.793100.793500.79262
112025.07.03 15:31sell50.200.793100.793500.79257
122025.07.03 15:31sell60.200.793100.793500.79249
132025.07.03 15:32s/l40.200.793500.793500.79262-10.089989.92
142025.07.03 15:32s/l50.200.793500.793500.79257-10.089979.84
152025.07.03 15:32s/l60.200.793500.793500.79249-10.089969.76
162025.07.03 15:33t/p10.200.793580.792700.7935812.109981.86
172025.07.03 15:33t/p20.200.793630.792700.7936313.369995.22
182025.07.03 15:34t/p30.200.793710.792700.7937115.3710010.59
192025.07.03 15:36sell limit70.200.793100.793500.79262
202025.07.03 15:36sell70.200.793100.793500.79262
212025.07.03 15:36sell limit80.200.793100.793500.79257
222025.07.03 15:36sell80.200.793100.793500.79257
232025.07.03 15:36sell limit90.200.793100.793500.79249
242025.07.03 15:36sell90.200.793100.793500.79249
252025.07.03 15:37s/l70.200.793500.793500.79262-10.0810000.51
262025.07.03 15:37s/l80.200.793500.793500.79257-10.089990.43
272025.07.03 15:37s/l90.200.793500.793500.79249-10.089980.35
282025.07.04 06:30sell limit100.100.793700.794100.79322
292025.07.04 06:30sell limit110.100.793700.794100.79317
302025.07.04 06:30sell limit120.100.793700.794100.79309
312025.07.04 07:01sell100.100.793700.794100.79322
322025.07.04 07:01sell110.100.793700.794100.79317
332025.07.04 07:01sell120.100.793700.794100.79309
342025.07.04 07:48t/p100.100.793220.794100.793226.059986.40
352025.07.04 07:48sell limit130.200.793700.794100.79322
362025.07.04 07:48t/p110.100.793170.794100.793176.689993.08
372025.07.04 07:48sell limit140.200.793700.794100.79317
382025.07.04 07:49t/p120.100.793090.794100.793097.6910000.77
392025.07.04 07:49sell limit150.200.793700.794100.79309
402025.07.04 10:16sell130.200.793700.794100.79322
412025.07.04 10:16sell140.200.793700.794100.79317
422025.07.04 10:16sell150.200.793700.794100.79309
432025.07.04 10:49s/l130.200.794100.794100.79322-10.079990.70
442025.07.04 10:49s/l140.200.794100.794100.79317-10.079980.63
452025.07.04 10:49s/l150.200.794100.794100.79309-10.079970.56
462025.07.04 11:00buy limit160.100.793600.793200.79408
472025.07.04 11:00buy limit170.100.793600.793200.79413
482025.07.04 11:00buy limit180.100.793600.793200.79421
492025.07.04 11:48buy160.100.793600.793200.79408
502025.07.04 11:48buy170.100.793600.793200.79413
512025.07.04 11:48buy180.100.793600.793200.79421
522025.07.04 12:00sell limit190.100.793600.794000.79312
532025.07.04 12:00sell limit200.100.793600.794000.79307
542025.07.04 12:00sell limit210.100.793600.794000.79299
552025.07.04 12:14s/l160.100.793200.793200.79408-5.049965.52
562025.07.04 12:14s/l170.100.793200.793200.79413-5.049960.48
572025.07.04 12:14s/l180.100.793200.793200.79421-5.049955.44
582025.07.04 13:39sell190.100.793600.794000.79312
592025.07.04 13:39sell200.100.793600.794000.79307
602025.07.04 13:39sell210.100.793600.794000.79299
612025.07.04 13:49s/l190.100.794000.794000.79312-5.049950.40
622025.07.04 13:49s/l200.100.794000.794000.79307-5.049945.36
632025.07.04 13:49s/l210.100.794000.794000.79299-5.049940.32
642025.07.04 14:00buy limit220.100.793600.793200.79408
652025.07.04 14:00buy limit230.100.793600.793200.79413
662025.07.04 14:00buy limit240.100.793600.793200.79421
672025.07.04 14:08buy220.100.793600.793200.79408
682025.07.04 14:08buy230.100.793600.793200.79413
692025.07.04 14:08buy240.100.793600.793200.79421
702025.07.04 14:16s/l220.100.793200.793200.79408-5.049935.28
712025.07.04 14:16s/l230.100.793200.793200.79413-5.049930.24
722025.07.04 14:16s/l240.100.793200.793200.79421-5.049925.20
732025.07.04 14:30sell limit250.100.793600.794000.79312
742025.07.04 14:30sell limit260.100.793600.794000.79307
752025.07.04 14:30sell limit270.100.793600.794000.79299
762025.07.04 14:39sell250.100.793600.794000.79312
772025.07.04 14:39sell260.100.793600.794000.79307
782025.07.04 14:39sell270.100.793600.794000.79299
792025.07.04 14:48s/l250.100.794000.794000.79312-5.049920.16
802025.07.04 14:48s/l260.100.794000.794000.79307-5.049915.12
812025.07.04 14:48s/l270.100.794000.794000.79299-5.049910.08
822025.07.04 15:00buy limit280.100.793600.793200.79408
832025.07.04 15:00buy limit290.100.793600.793200.79413
842025.07.04 15:00buy limit300.100.793600.793200.79421
852025.07.04 16:44buy280.100.793600.793200.79408
862025.07.04 16:44buy290.100.793600.793200.79413
872025.07.04 16:44buy300.100.793600.793200.79421
882025.07.04 16:48s/l280.100.793200.793200.79408-5.049905.04
892025.07.04 16:48s/l290.100.793200.793200.79413-5.049900.00
902025.07.04 16:48s/l300.100.793200.793200.79421-5.049894.96
912025.07.07 01:30buy limit310.100.793600.793200.79408
922025.07.07 01:30buy limit320.100.793600.793200.79413
932025.07.07 01:30buy limit330.100.793600.793200.79421
942025.07.07 17:00delete310.100.793600.793200.79408
952025.07.07 17:00delete320.100.793600.793200.79413
962025.07.07 17:00delete330.100.793600.793200.79421
972025.07.09 01:30sell limit340.100.795900.796300.79542
982025.07.09 01:30sell limit350.100.795900.796300.79537
992025.07.09 01:30sell limit360.100.795900.796300.79529
1002025.07.09 02:30buy limit370.100.795900.795500.79638
1012025.07.09 02:30buy limit380.100.795900.795500.79643
1022025.07.09 02:30buy limit390.100.795900.795500.79651
1032025.07.09 02:37buy370.100.795900.795500.79638
1042025.07.09 02:37buy380.100.795900.795500.79643
1052025.07.09 02:37buy390.100.795900.795500.79651
1062025.07.09 02:44sell340.100.795900.796300.79542
1072025.07.09 02:44sell350.100.795900.796300.79537
1082025.07.09 02:44sell360.100.795900.796300.79529
1092025.07.09 03:13s/l340.100.796300.796300.79542-5.029889.94
1102025.07.09 03:13s/l350.100.796300.796300.79537-5.029884.92
1112025.07.09 03:13s/l360.100.796300.796300.79529-5.029879.90
1122025.07.09 03:19t/p370.100.796380.795500.796386.039885.93
1132025.07.09 03:19buy limit400.200.795900.795500.79638
1142025.07.09 03:19t/p380.100.796430.795500.796436.659892.58
1152025.07.09 03:19buy limit410.200.795900.795500.79643
1162025.07.09 03:36t/p390.100.796510.795500.796517.669900.24
1172025.07.09 04:00buy limit420.200.795900.795500.79651
1182025.07.09 12:44buy400.200.795900.795500.79638
1192025.07.09 12:44buy410.200.795900.795500.79643
1202025.07.09 12:44buy420.200.795900.795500.79651
1212025.07.09 12:48s/l400.200.795500.795500.79638-10.069890.18
1222025.07.09 12:48s/l410.200.795500.795500.79643-10.069880.12
1232025.07.09 12:48s/l420.200.795500.795500.79651-10.069870.06
1242025.07.09 13:00sell limit430.100.796000.796400.79562
1252025.07.09 13:00sell limit440.100.796000.796400.79557
1262025.07.09 13:00sell limit450.100.796000.796400.79549
1272025.07.09 13:43sell430.100.796000.796400.79562
1282025.07.09 13:43sell440.100.796000.796400.79557
1292025.07.09 13:43sell450.100.796000.796400.79549
1302025.07.09 13:48s/l430.100.796400.796400.79562-5.029865.04
1312025.07.09 13:48s/l440.100.796400.796400.79557-5.029860.02
1322025.07.09 13:48s/l450.100.796400.796400.79549-5.029855.00
1332025.07.09 14:00buy limit460.100.796100.795700.79648
1342025.07.09 14:00buy limit470.100.796000.795700.79653
1352025.07.09 14:00buy limit480.100.796100.795700.79661
1362025.07.09 15:19buy460.100.796100.795700.79648
1372025.07.09 15:19buy480.100.796100.795700.79661
1382025.07.09 15:31t/p460.100.796480.795700.796484.779859.77
1392025.07.09 15:31buy limit490.200.796100.795700.79658
1402025.07.09 15:44buy490.200.796100.795700.79658
1412025.07.09 15:48buy470.100.796000.795700.79653
1422025.07.09 15:49s/l470.100.795700.795700.79653-3.779856.00
1432025.07.09 15:49s/l480.100.795700.795700.79661-5.039850.97
1442025.07.09 15:49s/l490.200.795700.795700.79658-10.059840.92
1452025.07.10 12:00sell limit500.100.795200.795600.79472
1462025.07.10 12:00sell limit510.100.795200.795600.79467
1472025.07.10 12:00sell limit520.100.795200.795600.79459
1482025.07.10 14:32sell500.100.795200.795600.79472
1492025.07.10 14:32sell510.100.795200.795600.79467
1502025.07.10 14:32sell520.100.795200.795600.79459
1512025.07.10 14:39s/l500.100.795600.795600.79472-5.039835.89
1522025.07.10 14:39s/l510.100.795600.795600.79467-5.039830.86
1532025.07.10 14:39s/l520.100.795600.795600.79459-5.039825.83
1542025.07.10 15:00buy limit530.100.795200.794800.79568
1552025.07.10 15:00buy limit540.100.795200.794800.79573
1562025.07.10 15:00buy limit550.100.795200.794800.79581
1572025.07.10 17:00delete530.100.795200.794800.79568
1582025.07.10 17:00delete540.100.795200.794800.79573
1592025.07.10 17:00delete550.100.795200.794800.79581
1602025.07.11 13:00sell limit560.100.796000.796400.79552
1612025.07.11 13:00sell limit570.100.796000.796400.79547
1622025.07.11 13:00sell limit580.100.796000.796400.79539
1632025.07.11 13:19sell560.100.796000.796400.79552
1642025.07.11 13:19sell570.100.796000.796400.79547
1652025.07.11 13:19sell580.100.796000.796400.79539
1662025.07.11 14:07t/p560.100.795520.796400.795526.039831.86
1672025.07.11 14:07sell limit590.200.796000.796400.79552
1682025.07.11 14:13sell590.200.796000.796400.79552
1692025.07.11 14:14s/l570.100.796400.796400.79547-5.029826.84
1702025.07.11 14:14s/l580.100.796400.796400.79539-5.029821.82
1712025.07.11 14:14s/l590.200.796400.796400.79552-10.059811.77
1722025.07.11 15:00buy limit600.100.796000.795600.79648
1732025.07.11 15:00buy limit610.100.796000.795600.79653
1742025.07.11 15:00buy limit620.100.796000.795600.79661
1752025.07.11 15:49buy600.100.796000.795600.79648
1762025.07.11 15:49buy610.100.796000.795600.79653
1772025.07.11 15:49buy620.100.796000.795600.79661
1782025.07.11 16:01t/p600.100.796480.795600.796486.039817.80
1792025.07.11 16:01buy limit630.200.796000.795600.79648
1802025.07.11 16:02t/p610.100.796530.795600.796536.659824.45
1812025.07.11 16:02buy limit640.200.796000.795600.79653
1822025.07.11 16:07t/p620.100.796610.795600.796617.669832.11
1832025.07.11 16:07buy limit650.200.796000.795600.79661
1842025.07.11 16:30sell limit660.200.796000.796400.79552
1852025.07.11 16:30sell660.200.796000.796400.79552
1862025.07.11 16:30sell limit670.200.796000.796400.79547
1872025.07.11 16:30sell670.200.796000.796400.79547
1882025.07.11 16:30sell limit680.200.796000.796400.79539
1892025.07.11 16:30sell680.200.796000.796400.79539
1902025.07.11 16:30buy630.200.796000.795600.79648
1912025.07.11 16:30buy640.200.796000.795600.79653
1922025.07.11 16:30buy650.200.796000.795600.79661
1932025.07.11 16:31s/l630.200.795600.795600.79648-10.069822.05
1942025.07.11 16:31s/l640.200.795600.795600.79653-10.069811.99
1952025.07.11 16:31s/l650.200.795600.795600.79661-10.069801.93
1962025.07.11 16:37t/p660.200.795520.796400.7955212.079814.00
1972025.07.11 16:43buy limit690.200.796000.795600.79648
1982025.07.11 16:43buy690.200.796000.795600.79648
1992025.07.11 16:43buy limit700.200.796000.795600.79653
2002025.07.11 16:43buy700.200.796000.795600.79653
2012025.07.11 16:43buy limit710.200.796000.795600.79661
2022025.07.11 16:43buy710.200.796000.795600.79661
2032025.07.11 16:43sell limit720.200.796000.796400.79552
2042025.07.11 16:44sell720.200.796000.796400.79552
2052025.07.11 16:48s/l670.200.796400.796400.79547-10.059803.95
2062025.07.11 16:48s/l680.200.796400.796400.79539-10.059793.90
2072025.07.11 16:48s/l720.200.796400.796400.79552-10.059783.85
2082025.07.11 17:09t/p690.200.796480.795600.7964812.059795.90
2092025.07.11 17:09t/p700.200.796530.795600.7965313.319809.21
2102025.07.11 17:09t/p710.200.796610.795600.7966115.319824.52
2112025.07.14 01:00sell limit730.200.796100.796500.79562
2122025.07.14 01:00sell limit740.200.796100.796500.79557
2132025.07.14 01:00sell limit750.200.796100.796500.79549
2142025.07.14 01:09sell730.200.796100.796500.79562
2152025.07.14 01:09sell740.200.796100.796500.79557
2162025.07.14 01:09sell750.200.796100.796500.79549
2172025.07.14 01:13s/l730.200.796500.796500.79562-10.049814.48
2182025.07.14 01:13s/l740.200.796500.796500.79557-10.049804.44
2192025.07.14 01:13s/l750.200.796500.796500.79549-10.049794.40
2202025.07.14 03:30sell limit760.100.796200.796600.79572
2212025.07.14 03:30sell limit770.100.796200.796600.79567
2222025.07.14 03:30sell limit780.100.796200.796600.79559
2232025.07.14 03:43sell760.100.796200.796600.79572
2242025.07.14 03:43sell770.100.796200.796600.79567
2252025.07.14 03:43sell780.100.796200.796600.79559
2262025.07.14 03:49s/l760.100.796600.796600.79572-5.029789.38
2272025.07.14 03:49s/l770.100.796600.796600.79567-5.029784.36
2282025.07.14 03:49s/l780.100.796600.796600.79559-5.029779.34
2292025.07.14 03:57sell limit790.100.796200.796600.79572
2302025.07.14 04:00sell limit800.100.796200.796600.79567
2312025.07.14 04:00sell limit810.100.796200.796600.79559
2322025.07.14 04:43sell790.100.796200.796600.79572
2332025.07.14 04:43sell800.100.796200.796600.79567
2342025.07.14 04:43sell810.100.796200.796600.79559
2352025.07.14 04:49s/l790.100.796600.796600.79572-5.029774.32
2362025.07.14 04:49s/l800.100.796600.796600.79567-5.029769.30
2372025.07.14 04:49s/l810.100.796600.796600.79559-5.029764.28
2382025.07.14 05:00buy limit820.100.796200.795800.79668
2392025.07.14 05:00buy limit830.100.796200.795800.79673
2402025.07.14 05:00buy limit840.100.796200.795800.79681
2412025.07.14 13:30sell limit850.100.796400.796800.79592
2422025.07.14 13:30sell limit860.100.796400.796800.79587
2432025.07.14 13:30sell limit870.100.796400.796800.79579
2442025.07.14 13:30sell850.100.796400.796800.79592
2452025.07.14 13:30sell860.100.796400.796800.79587
2462025.07.14 13:30sell870.100.796400.796800.79579
2472025.07.14 14:39s/l850.100.796800.796800.79592-5.029759.26
2482025.07.14 14:39s/l860.100.796800.796800.79587-5.029754.24
2492025.07.14 14:39s/l870.100.796800.796800.79579-5.029749.22
2502025.07.14 14:47sell limit880.100.796400.796800.79592
2512025.07.14 14:47sell880.100.796400.796800.79592
2522025.07.14 14:47sell limit890.100.796400.796800.79587
2532025.07.14 14:47sell890.100.796400.796800.79587
2542025.07.14 14:47sell limit900.100.796400.796800.79579
2552025.07.14 14:47sell900.100.796400.796800.79579
2562025.07.14 14:56buy820.100.796200.795800.79668
2572025.07.14 14:56buy830.100.796200.795800.79673
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3042025.07.15 09:19sell1030.100.796700.797100.79622
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3062025.07.15 09:19sell1050.100.796700.797100.79609
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3152025.07.15 15:43buy1080.200.796600.796200.79721
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3242025.07.15 17:00delete1110.100.796600.796200.79721
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3662025.07.18 17:00delete1260.100.801900.802300.80129
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3722025.07.21 01:48sell1290.100.801600.802000.80099
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3802025.07.21 03:54sell1310.200.801600.802000.80107
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4232025.07.21 17:00delete1460.100.801600.802000.80099
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4342025.07.24 13:43sell1500.100.794800.795200.79432
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5152025.07.28 17:00delete1780.100.795300.794900.79583
5162025.07.28 17:00delete1790.100.795300.794900.79591
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5582025.08.05 17:00delete1940.100.808200.807800.80881
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