Strategy Tester Report
lag_exp_1b1
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)
ParametersLots=0.1; MovingAvg=10; filter=5.1; Pyramid=0; gamma=0.5;
Bars in test3781Ticks modelled5113536Modelling quality29.44%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (21)
Total net profit-381.38Gross profit827.41Gross loss-1208.79
Profit factor0.68Expected payoff-4.10
Absolute drawdown571.61Maximal drawdown630.67 (6.27%)Relative drawdown6.27% (630.67)
Total trades93Short positions (won %)54 (35.19%)Long positions (won %)39 (30.77%)
Profit trades (% of total)31 (33.33%)Loss trades (% of total)62 (66.67%)
Largestprofit trade103.29loss trade-100.78
Averageprofit trade26.69loss trade-19.50
Maximumconsecutive wins (profit in money)6 (82.93)consecutive losses (loss in money)12 (-133.27)
Maximalconsecutive profit (count of wins)172.96 (2)consecutive loss (count of losses)-383.92 (9)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 08:30sell10.100.791980.000000.00000
22025.07.01 21:30close10.100.792960.000000.00000-12.369987.64
32025.07.02 03:30buy20.100.790870.000000.00000
42025.07.02 13:30close20.100.792410.000000.0000019.4310007.07
52025.07.02 15:00buy30.100.793470.000000.00000
62025.07.02 15:30close30.100.791320.000000.00000-27.179979.90
72025.07.02 16:30buy40.100.792860.000000.00000
82025.07.02 17:00close40.100.792970.000000.000001.399981.29
92025.07.02 19:00sell50.100.792110.000000.00000
102025.07.03 02:00close50.100.791990.000000.000001.529982.81
112025.07.03 06:00sell60.100.791360.000000.00000
122025.07.03 19:30close60.100.795960.000000.00000-57.799925.02
132025.07.03 20:30sell70.100.794960.000000.00000
142025.07.03 21:00close70.100.795800.000000.00000-10.569914.46
152025.07.04 02:00sell80.100.794950.000000.00000
162025.07.04 13:00close80.100.793440.000000.0000019.039933.49
172025.07.04 14:30sell90.100.793370.000000.00000
182025.07.04 20:30close90.100.793560.000000.00000-2.399931.10
192025.07.07 00:30buy100.100.793910.000000.00000
202025.07.08 23:30close100.100.795730.000000.0000022.879953.97
212025.07.09 11:30sell110.100.796590.000000.00000
222025.07.10 09:30close110.100.794400.000000.0000027.579981.54
232025.07.10 12:00buy120.100.795250.000000.00000
242025.07.10 20:30close120.100.797310.000000.0000025.8410007.38
252025.07.11 03:00buy130.100.796830.000000.00000
262025.07.11 08:00close130.100.797450.000000.000007.7710015.15
272025.07.11 08:30sell140.100.797100.000000.00000
282025.07.11 17:00close140.100.796400.000000.000008.7910023.94
292025.07.11 17:30buy150.100.797390.000000.00000
302025.07.14 00:30close150.100.796430.000000.00000-12.0510011.89
312025.07.14 02:00buy160.100.797560.000000.00000
322025.07.14 02:30close160.100.796640.000000.00000-11.5510000.34
332025.07.14 03:30sell170.100.795970.000000.00000
342025.07.14 18:00close170.100.796820.000000.00000-10.679989.67
352025.07.15 00:00sell180.100.797010.000000.00000
362025.07.15 16:30close180.100.797080.000000.00000-0.889988.79
372025.07.15 22:30buy190.100.802040.000000.00000
382025.07.16 04:30close190.100.801440.000000.00000-7.499981.30
392025.07.16 05:30buy200.100.801920.000000.00000
402025.07.16 08:00close200.100.801340.000000.00000-7.249974.06
412025.07.16 18:30sell210.100.797140.000000.00000
422025.07.17 09:00close210.100.802800.000000.00000-70.509903.56
432025.07.17 09:30buy220.100.804540.000000.00000
442025.07.17 17:30close220.100.804460.000000.00000-0.999902.57
452025.07.17 18:00buy230.100.805090.000000.00000
462025.07.17 19:00close230.100.804300.000000.00000-9.829892.75
472025.07.17 20:00buy240.100.805650.000000.00000
482025.07.18 13:30close240.100.802110.000000.00000-44.139848.62
492025.07.18 14:00sell250.100.801610.000000.00000
502025.07.22 15:30close250.100.798240.000000.0000042.229890.84
512025.07.22 17:00sell260.100.796320.000000.00000
522025.07.23 07:30close260.100.793980.000000.0000029.479920.31
532025.07.23 13:00sell270.100.792500.000000.00000
542025.07.24 16:00close270.100.795540.000000.00000-38.219882.10
552025.07.24 17:00sell280.100.794230.000000.00000
562025.07.24 23:00close280.100.794950.000000.00000-9.069873.04
572025.07.25 03:30buy290.100.795420.000000.00000
582025.07.28 01:00close290.100.794440.000000.00000-12.349860.70
592025.07.28 01:30buy300.100.795520.000000.00000
602025.07.29 00:30close300.100.802680.000000.0000089.209949.90
612025.07.29 02:00sell310.100.803240.000000.00000
622025.07.29 18:00close310.100.807480.000000.00000-52.519897.39
632025.07.29 18:30sell320.100.806510.000000.00000
642025.07.30 19:00close320.100.811310.000000.00000-59.169838.23
652025.07.30 20:00sell330.100.810420.000000.00000
662025.07.30 22:00close330.100.813460.000000.00000-37.379800.86
672025.07.31 06:30buy340.100.814170.000000.00000
682025.07.31 11:00close340.100.812250.000000.00000-23.649777.22
692025.07.31 16:30buy350.100.814380.000000.00000
702025.07.31 22:00close350.100.812210.000000.00000-26.729750.50
712025.08.01 00:00sell360.100.812000.000000.00000
722025.08.01 05:00close360.100.814380.000000.00000-29.229721.28
732025.08.01 07:30buy370.100.814240.000000.00000
742025.08.01 09:30close370.100.813080.000000.00000-14.279707.01
752025.08.01 11:00buy380.100.814870.000000.00000
762025.08.01 19:00close380.100.806740.000000.00000-100.789606.23
772025.08.01 22:00buy390.100.808210.000000.00000
782025.08.01 23:00close390.100.804970.000000.00000-40.259565.98
792025.08.04 06:00buy400.100.805570.000000.00000
802025.08.04 14:00close400.100.807730.000000.0000026.749592.72
812025.08.04 17:30sell410.100.807340.000000.00000
822025.08.04 20:30close410.100.808330.000000.00000-12.259580.47
832025.08.04 23:00buy420.100.808460.000000.00000
842025.08.05 00:00close420.100.807690.000000.00000-9.539570.94
852025.08.05 11:30buy430.100.810550.000000.00000
862025.08.05 23:30close430.100.807190.000000.00000-41.639529.31
872025.08.06 03:00sell440.100.806920.000000.00000
882025.08.06 04:00close440.100.807550.000000.00000-7.809521.51
892025.08.06 06:30sell450.100.806820.000000.00000
902025.08.06 10:00close450.100.807410.000000.00000-7.319514.20
912025.08.06 18:30sell460.100.806250.000000.00000
922025.08.06 22:30close460.100.806600.000000.00000-4.349509.86
932025.08.06 23:30sell470.100.806630.000000.00000
942025.08.07 03:30close470.100.806650.000000.00000-0.259509.61
952025.08.07 05:00sell480.100.805650.000000.00000
962025.08.07 11:30close480.100.806480.000000.00000-10.299499.32
972025.08.07 17:30buy490.100.808260.000000.00000
982025.08.07 18:30close490.100.807630.000000.00000-7.809491.52
992025.08.07 23:00sell500.100.806370.000000.00000
1002025.08.08 08:30close500.100.807660.000000.00000-15.979475.55
1012025.08.08 11:30buy510.100.808170.000000.00000
1022025.08.11 02:30close510.100.807420.000000.00000-9.299466.26
1032025.08.11 03:00sell520.100.807440.000000.00000
1042025.08.11 03:30close520.100.807990.000000.00000-6.819459.45
1052025.08.11 04:00sell530.100.807530.000000.00000
1062025.08.11 09:30close530.100.807010.000000.000006.449465.89
1072025.08.11 21:00sell540.100.812190.000000.00000
1082025.08.12 09:30close540.100.811560.000000.000007.769473.65
1092025.08.12 10:30sell550.100.810120.000000.00000
1102025.08.13 09:30close550.100.806860.000000.0000040.409514.05
1112025.08.13 10:00sell560.100.805740.000000.00000
1122025.08.13 16:00close560.100.804530.000000.0000015.049529.09
1132025.08.13 18:30buy570.100.804390.000000.00000
1142025.08.14 02:00close570.100.805110.000000.000008.949538.03
1152025.08.14 03:30buy580.100.805000.000000.00000
1162025.08.14 09:30close580.100.805350.000000.000004.359542.38
1172025.08.14 13:30sell590.100.805510.000000.00000
1182025.08.14 16:00close590.100.806720.000000.00000-15.009527.38
1192025.08.15 02:00sell600.100.807450.000000.00000
1202025.08.15 19:00close600.100.806260.000000.0000014.769542.14
1212025.08.18 05:00sell610.100.805980.000000.00000
1222025.08.18 11:00close610.100.806990.000000.00000-12.529529.62
1232025.08.18 14:30sell620.100.806620.000000.00000
1242025.08.18 16:00close620.100.807530.000000.00000-11.279518.35
1252025.08.18 17:30sell630.100.806620.000000.00000
1262025.08.18 20:00close630.100.807400.000000.00000-9.669508.69
1272025.08.19 01:30sell640.100.807040.000000.00000
1282025.08.21 09:30close640.100.806470.000000.000007.079515.76
1292025.08.22 00:30sell650.100.807690.000000.00000
1302025.08.22 10:00close650.100.810230.000000.00000-31.359484.41
1312025.08.22 17:30sell660.100.802310.000000.00000
1322025.08.25 15:30close660.100.802610.000000.00000-3.749480.67
1332025.08.26 02:00sell670.100.805870.000000.00000
1342025.08.26 09:30close670.100.806130.000000.00000-3.239477.44
1352025.08.26 13:00sell680.100.805720.000000.00000
1362025.08.26 23:00close680.100.803520.000000.0000027.389504.82
1372025.08.26 23:30buy690.100.803900.000000.00000
1382025.08.27 00:00close690.100.802970.000000.00000-11.589493.24
1392025.08.27 15:30sell700.100.805910.000000.00000
1402025.08.28 18:30close700.100.802210.000000.0000046.129539.36
1412025.08.28 19:00sell710.100.801620.000000.00000
1422025.08.29 07:00close710.100.802680.000000.00000-13.219526.15
1432025.08.29 21:30buy720.100.800270.000000.00000
1442025.09.01 00:30close720.100.798810.000000.00000-18.289507.87
1452025.09.01 05:30sell730.100.800010.000000.00000
1462025.09.01 18:30close730.100.801200.000000.00000-14.859493.02
1472025.09.02 03:30buy740.100.801310.000000.00000
1482025.09.02 15:00close740.100.804000.000000.0000033.469526.48
1492025.09.02 16:00buy750.100.805360.000000.00000
1502025.09.02 16:30close750.100.804030.000000.00000-16.549509.94
1512025.09.03 06:00buy760.100.805680.000000.00000
1522025.09.03 08:00close760.100.805130.000000.00000-6.839503.11
1532025.09.03 10:30buy770.100.806130.000000.00000
1542025.09.03 11:30close770.100.804380.000000.00000-21.769481.35
1552025.09.04 00:00sell780.100.803060.000000.00000
1562025.09.04 10:00close780.100.804950.000000.00000-23.489457.87
1572025.09.04 12:30buy790.100.805330.000000.00000
1582025.09.04 13:30close790.100.804350.000000.00000-12.189445.69
1592025.09.04 14:00buy800.100.805110.000000.00000
1602025.09.05 09:00close800.100.803930.000000.00000-14.689431.01
1612025.09.05 15:30sell810.100.801230.000000.00000
1622025.09.08 01:30close810.100.799050.000000.0000027.289458.29
1632025.09.08 14:00sell820.100.795290.000000.00000
1642025.09.09 11:00close820.100.793790.000000.0000018.909477.19
1652025.09.09 13:30buy830.100.793200.000000.00000
1662025.09.10 00:00close830.100.796590.000000.0000042.569519.75
1672025.09.10 10:00buy840.100.798040.000000.00000
1682025.09.10 16:30close840.100.796720.000000.00000-16.579503.18
1692025.09.11 06:30sell850.100.798630.000000.00000
1702025.09.11 09:00close850.100.799500.000000.00000-10.889492.30
1712025.09.11 13:00sell860.100.799270.000000.00000
1722025.09.11 13:30close860.100.799660.000000.00000-4.889487.42
1732025.09.11 15:30sell870.100.798900.000000.00000
1742025.09.11 21:00close870.100.796340.000000.0000032.159519.57
1752025.09.11 22:00sell880.100.795520.000000.00000
1762025.09.12 15:30close880.100.797910.000000.00000-29.959489.62
1772025.09.12 17:30sell890.100.796500.000000.00000
1782025.09.15 01:30close890.100.796500.000000.000000.009489.62
1792025.09.15 05:00buy900.100.796770.000000.00000
1802025.09.15 21:00close900.100.793830.000000.00000-37.049452.58
1812025.09.16 04:00sell910.100.794360.000000.00000
1822025.09.16 04:30close910.100.794910.000000.00000-6.929445.66
1832025.09.16 05:00sell920.100.794280.000000.00000
1842025.09.17 03:30close920.100.786160.000000.00000103.299548.95
1852025.09.17 04:00buy930.100.786780.000000.00000
1862025.09.18 23:56close at stop930.100.792300.000000.0000069.679618.62