Strategy Tester Report
_Turtle Channel System
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
| Bars in test | 3782 | Ticks modelled | 6412166 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (30) | ||
| Total net profit | -1950.41 | Gross profit | 772.47 | Gross loss | -2722.88 |
| Profit factor | 0.28 | Expected payoff | -33.63 | ||
| Absolute drawdown | 2281.68 | Maximal drawdown | 2622.54 (25.36%) | Relative drawdown | 25.36% (2622.54) |
| Total trades | 58 | Short positions (won %) | 20 (15.00%) | Long positions (won %) | 38 (7.89%) |
| Profit trades (% of total) | 6 (10.34%) | Loss trades (% of total) | 52 (89.66%) | ||
| Largest | profit trade | 280.42 | loss trade | -55.66 | |
| Average | profit trade | 128.75 | loss trade | -52.36 | |
| Maximum | consecutive wins (profit in money) | 1 (280.42) | consecutive losses (loss in money) | 19 (-927.96) | |
| Maximal | consecutive profit (count of wins) | 280.42 (1) | consecutive loss (count of losses) | -927.96 (19) | |
| Average | consecutive wins | 1 | consecutive losses | 10 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 01:14 | sell | 1 | 1.00 | 143.951 | 144.031 | 0.000 | ||
| 2 | 2025.07.01 05:30 | modify | 1 | 1.00 | 143.951 | 144.027 | 0.000 | ||
| 3 | 2025.07.01 06:00 | modify | 1 | 1.00 | 143.951 | 143.954 | 0.000 | ||
| 4 | 2025.07.01 06:30 | modify | 1 | 1.00 | 143.951 | 143.928 | 0.000 | ||
| 5 | 2025.07.01 07:01 | s/l | 1 | 1.00 | 143.928 | 143.928 | 0.000 | 15.98 | 10015.98 |
| 6 | 2025.07.02 08:19 | buy | 2 | 1.00 | 143.797 | 143.717 | 0.000 | ||
| 7 | 2025.07.02 08:26 | s/l | 2 | 1.00 | 143.717 | 143.717 | 0.000 | -55.66 | 9960.32 |
| 8 | 2025.07.03 08:26 | buy | 3 | 1.00 | 143.924 | 143.844 | 0.000 | ||
| 9 | 2025.07.03 08:43 | s/l | 3 | 1.00 | 143.844 | 143.844 | 0.000 | -55.62 | 9904.70 |
| 10 | 2025.07.04 08:48 | sell | 4 | 1.00 | 144.317 | 144.397 | 0.000 | ||
| 11 | 2025.07.04 09:01 | s/l | 4 | 1.00 | 144.397 | 144.397 | 0.000 | -55.40 | 9849.30 |
| 12 | 2025.07.07 01:14 | buy | 5 | 1.00 | 144.576 | 144.496 | 0.000 | ||
| 13 | 2025.07.07 01:39 | s/l | 5 | 1.00 | 144.496 | 144.496 | 0.000 | -55.36 | 9793.94 |
| 14 | 2025.07.08 03:49 | buy | 6 | 1.00 | 146.234 | 146.154 | 0.000 | ||
| 15 | 2025.07.08 03:52 | s/l | 6 | 1.00 | 146.154 | 146.154 | 0.000 | -54.74 | 9739.20 |
| 16 | 2025.07.09 04:09 | buy | 7 | 1.00 | 146.905 | 146.825 | 0.000 | ||
| 17 | 2025.07.09 04:27 | s/l | 7 | 1.00 | 146.825 | 146.825 | 0.000 | -54.49 | 9684.71 |
| 18 | 2025.07.10 10:44 | buy | 8 | 1.00 | 146.406 | 146.326 | 0.000 | ||
| 19 | 2025.07.10 10:57 | s/l | 8 | 1.00 | 146.326 | 146.326 | 0.000 | -54.69 | 9630.02 |
| 20 | 2025.07.11 16:49 | buy | 9 | 1.00 | 147.179 | 147.099 | 0.000 | ||
| 21 | 2025.07.11 21:30 | modify | 9 | 1.00 | 147.179 | 147.249 | 0.000 | ||
| 22 | 2025.07.14 00:00 | s/l | 9 | 1.00 | 147.249 | 147.249 | 0.000 | 47.58 | 9677.60 |
| 23 | 2025.07.14 01:45 | buy | 10 | 1.00 | 147.518 | 147.438 | 0.000 | ||
| 24 | 2025.07.14 01:55 | s/l | 10 | 1.00 | 147.438 | 147.438 | 0.000 | -54.26 | 9623.34 |
| 25 | 2025.07.15 02:25 | buy | 11 | 1.00 | 147.885 | 147.805 | 0.000 | ||
| 26 | 2025.07.15 02:44 | s/l | 11 | 1.00 | 147.805 | 147.805 | 0.000 | -54.13 | 9569.21 |
| 27 | 2025.07.16 03:07 | sell | 12 | 1.00 | 148.710 | 148.790 | 0.000 | ||
| 28 | 2025.07.16 03:09 | s/l | 12 | 1.00 | 148.790 | 148.790 | 0.000 | -53.77 | 9515.44 |
| 29 | 2025.07.17 04:08 | buy | 13 | 1.00 | 148.419 | 148.339 | 0.000 | ||
| 30 | 2025.07.17 04:48 | s/l | 13 | 1.00 | 148.339 | 148.339 | 0.000 | -53.93 | 9461.51 |
| 31 | 2025.07.18 07:19 | buy | 14 | 1.00 | 148.749 | 148.669 | 0.000 | ||
| 32 | 2025.07.18 07:43 | s/l | 14 | 1.00 | 148.669 | 148.669 | 0.000 | -53.81 | 9407.70 |
| 33 | 2025.07.21 00:00 | sell | 15 | 1.00 | 147.874 | 147.954 | 0.000 | ||
| 34 | 2025.07.21 00:12 | s/l | 15 | 1.00 | 147.954 | 147.954 | 0.000 | -54.07 | 9353.63 |
| 35 | 2025.07.22 03:09 | buy | 16 | 1.00 | 147.507 | 147.427 | 0.000 | ||
| 36 | 2025.07.22 03:48 | s/l | 16 | 1.00 | 147.427 | 147.427 | 0.000 | -54.26 | 9299.37 |
| 37 | 2025.07.23 03:19 | sell | 17 | 1.00 | 146.241 | 146.321 | 0.000 | ||
| 38 | 2025.07.23 03:22 | s/l | 17 | 1.00 | 146.321 | 146.321 | 0.000 | -54.67 | 9244.70 |
| 39 | 2025.07.24 04:13 | sell | 18 | 1.00 | 146.237 | 146.317 | 0.000 | ||
| 40 | 2025.07.24 09:00 | modify | 18 | 1.00 | 146.237 | 146.147 | 0.000 | ||
| 41 | 2025.07.24 09:13 | s/l | 18 | 1.00 | 146.147 | 146.147 | 0.000 | 61.58 | 9306.28 |
| 42 | 2025.07.25 04:13 | buy | 19 | 1.00 | 147.339 | 147.259 | 0.000 | ||
| 43 | 2025.07.25 06:48 | s/l | 19 | 1.00 | 147.259 | 147.259 | 0.000 | -54.33 | 9251.95 |
| 44 | 2025.07.28 02:04 | buy | 20 | 1.00 | 147.837 | 147.757 | 0.000 | ||
| 45 | 2025.07.28 02:18 | s/l | 20 | 1.00 | 147.757 | 147.757 | 0.000 | -54.14 | 9197.81 |
| 46 | 2025.07.29 02:13 | buy | 21 | 1.00 | 148.575 | 148.495 | 0.000 | ||
| 47 | 2025.07.29 02:48 | s/l | 21 | 1.00 | 148.495 | 148.495 | 0.000 | -53.87 | 9143.94 |
| 48 | 2025.07.30 03:19 | sell | 22 | 1.00 | 148.331 | 148.411 | 0.000 | ||
| 49 | 2025.07.30 08:00 | modify | 22 | 1.00 | 148.331 | 148.335 | 0.000 | ||
| 50 | 2025.07.30 08:30 | modify | 22 | 1.00 | 148.331 | 148.167 | 0.000 | ||
| 51 | 2025.07.30 12:30 | modify | 22 | 1.00 | 148.331 | 148.164 | 0.000 | ||
| 52 | 2025.07.30 13:00 | modify | 22 | 1.00 | 148.331 | 148.129 | 0.000 | ||
| 53 | 2025.07.30 13:13 | s/l | 22 | 1.00 | 148.129 | 148.129 | 0.000 | 136.37 | 9280.31 |
| 54 | 2025.07.31 10:39 | buy | 23 | 1.00 | 149.450 | 149.370 | 0.000 | ||
| 55 | 2025.07.31 11:00 | s/l | 23 | 1.00 | 149.370 | 149.370 | 0.000 | -53.56 | 9226.75 |
| 56 | 2025.08.01 13:33 | sell | 24 | 1.00 | 150.407 | 150.487 | 0.000 | ||
| 57 | 2025.08.01 14:44 | s/l | 24 | 1.00 | 150.487 | 150.487 | 0.000 | -53.16 | 9173.59 |
| 58 | 2025.08.04 00:00 | sell | 25 | 1.00 | 147.200 | 147.280 | 0.000 | ||
| 59 | 2025.08.04 00:16 | s/l | 25 | 1.00 | 147.280 | 147.280 | 0.000 | -54.32 | 9119.27 |
| 60 | 2025.08.05 02:09 | sell | 26 | 1.00 | 146.859 | 146.939 | 0.000 | ||
| 61 | 2025.08.05 03:39 | s/l | 26 | 1.00 | 146.939 | 146.939 | 0.000 | -54.44 | 9064.83 |
| 62 | 2025.08.06 04:09 | buy | 27 | 1.00 | 147.700 | 147.620 | 0.000 | ||
| 63 | 2025.08.06 04:31 | s/l | 27 | 1.00 | 147.620 | 147.620 | 0.000 | -54.19 | 9010.64 |
| 64 | 2025.08.07 04:22 | buy | 28 | 1.00 | 147.662 | 147.582 | 0.000 | ||
| 65 | 2025.08.07 04:43 | s/l | 28 | 1.00 | 147.582 | 147.582 | 0.000 | -54.21 | 8956.43 |
| 66 | 2025.08.08 08:43 | buy | 29 | 1.00 | 147.370 | 147.290 | 0.000 | ||
| 67 | 2025.08.08 09:18 | s/l | 29 | 1.00 | 147.290 | 147.290 | 0.000 | -54.31 | 8902.12 |
| 68 | 2025.08.11 00:00 | sell | 30 | 1.00 | 147.543 | 147.623 | 0.000 | ||
| 69 | 2025.08.11 00:19 | s/l | 30 | 1.00 | 147.623 | 147.623 | 0.000 | -54.19 | 8847.93 |
| 70 | 2025.08.12 01:44 | buy | 31 | 1.00 | 148.246 | 148.166 | 0.000 | ||
| 71 | 2025.08.12 02:19 | s/l | 31 | 1.00 | 148.166 | 148.166 | 0.000 | -53.99 | 8793.94 |
| 72 | 2025.08.13 04:14 | buy | 32 | 1.00 | 147.907 | 147.827 | 0.000 | ||
| 73 | 2025.08.13 09:00 | modify | 32 | 1.00 | 147.907 | 147.889 | 0.000 | ||
| 74 | 2025.08.13 09:09 | s/l | 32 | 1.00 | 147.889 | 147.889 | 0.000 | -12.17 | 8781.77 |
| 75 | 2025.08.14 04:14 | sell | 33 | 1.00 | 146.464 | 146.544 | 0.000 | ||
| 76 | 2025.08.14 04:44 | s/l | 33 | 1.00 | 146.544 | 146.544 | 0.000 | -54.59 | 8727.18 |
| 77 | 2025.08.15 04:14 | sell | 34 | 1.00 | 147.421 | 147.501 | 0.000 | ||
| 78 | 2025.08.15 04:36 | s/l | 34 | 1.00 | 147.501 | 147.501 | 0.000 | -54.24 | 8672.94 |
| 79 | 2025.08.18 02:14 | buy | 35 | 1.00 | 147.325 | 147.245 | 0.000 | ||
| 80 | 2025.08.18 02:55 | s/l | 35 | 1.00 | 147.245 | 147.245 | 0.000 | -54.33 | 8618.61 |
| 81 | 2025.08.19 02:25 | buy | 36 | 1.00 | 147.980 | 147.900 | 0.000 | ||
| 82 | 2025.08.19 03:13 | s/l | 36 | 1.00 | 147.900 | 147.900 | 0.000 | -54.09 | 8564.52 |
| 83 | 2025.08.20 03:18 | buy | 37 | 1.00 | 147.801 | 147.721 | 0.000 | ||
| 84 | 2025.08.20 03:39 | s/l | 37 | 1.00 | 147.721 | 147.721 | 0.000 | -54.16 | 8510.36 |
| 85 | 2025.08.21 03:37 | buy | 38 | 1.00 | 147.486 | 147.406 | 0.000 | ||
| 86 | 2025.08.21 03:43 | s/l | 38 | 1.00 | 147.406 | 147.406 | 0.000 | -54.27 | 8456.09 |
| 87 | 2025.08.22 03:43 | buy | 39 | 1.00 | 148.467 | 148.387 | 0.000 | ||
| 88 | 2025.08.22 08:30 | modify | 39 | 1.00 | 148.467 | 148.406 | 0.000 | ||
| 89 | 2025.08.22 09:00 | modify | 39 | 1.00 | 148.467 | 148.420 | 0.000 | ||
| 90 | 2025.08.22 09:30 | modify | 39 | 1.00 | 148.467 | 148.451 | 0.000 | ||
| 91 | 2025.08.22 09:48 | s/l | 39 | 1.00 | 148.451 | 148.451 | 0.000 | -10.78 | 8445.31 |
| 92 | 2025.08.25 03:02 | buy | 40 | 1.00 | 147.299 | 147.219 | 0.000 | ||
| 93 | 2025.08.25 07:30 | modify | 40 | 1.00 | 147.299 | 147.242 | 0.000 | ||
| 94 | 2025.08.25 07:39 | s/l | 40 | 1.00 | 147.242 | 147.242 | 0.000 | -38.71 | 8406.60 |
| 95 | 2025.08.26 03:18 | sell | 41 | 1.00 | 147.392 | 147.472 | 0.000 | ||
| 96 | 2025.08.26 05:19 | s/l | 41 | 1.00 | 147.472 | 147.472 | 0.000 | -54.25 | 8352.35 |
| 97 | 2025.08.27 03:54 | buy | 42 | 1.00 | 147.572 | 147.492 | 0.000 | ||
| 98 | 2025.08.27 08:30 | modify | 42 | 1.00 | 147.572 | 147.510 | 0.000 | ||
| 99 | 2025.08.27 09:00 | modify | 42 | 1.00 | 147.572 | 147.566 | 0.000 | ||
| 100 | 2025.08.27 09:30 | modify | 42 | 1.00 | 147.572 | 147.596 | 0.000 | ||
| 101 | 2025.08.27 10:00 | modify | 42 | 1.00 | 147.572 | 147.651 | 0.000 | ||
| 102 | 2025.08.27 14:30 | modify | 42 | 1.00 | 147.572 | 147.708 | 0.000 | ||
| 103 | 2025.08.27 15:00 | modify | 42 | 1.00 | 147.572 | 147.739 | 0.000 | ||
| 104 | 2025.08.27 16:00 | modify | 42 | 1.00 | 147.572 | 147.843 | 0.000 | ||
| 105 | 2025.08.27 16:30 | modify | 42 | 1.00 | 147.572 | 147.860 | 0.000 | ||
| 106 | 2025.08.27 17:30 | modify | 42 | 1.00 | 147.572 | 147.913 | 0.000 | ||
| 107 | 2025.08.27 17:43 | s/l | 42 | 1.00 | 147.913 | 147.913 | 0.000 | 230.54 | 8582.89 |
| 108 | 2025.08.28 04:36 | sell | 43 | 1.00 | 147.200 | 147.280 | 0.000 | ||
| 109 | 2025.08.28 04:38 | s/l | 43 | 1.00 | 147.280 | 147.280 | 0.000 | -54.32 | 8528.57 |
| 110 | 2025.08.29 04:38 | buy | 44 | 1.00 | 147.106 | 147.026 | 0.000 | ||
| 111 | 2025.08.29 04:44 | s/l | 44 | 1.00 | 147.026 | 147.026 | 0.000 | -54.41 | 8474.16 |
| 112 | 2025.09.01 02:39 | buy | 45 | 1.00 | 147.182 | 147.102 | 0.000 | ||
| 113 | 2025.09.01 02:48 | s/l | 45 | 1.00 | 147.102 | 147.102 | 0.000 | -54.38 | 8419.78 |
| 114 | 2025.09.02 03:18 | buy | 46 | 1.00 | 147.301 | 147.221 | 0.000 | ||
| 115 | 2025.09.02 03:49 | s/l | 46 | 1.00 | 147.221 | 147.221 | 0.000 | -54.34 | 8365.44 |
| 116 | 2025.09.03 03:25 | buy | 47 | 1.00 | 148.660 | 148.580 | 0.000 | ||
| 117 | 2025.09.03 07:45 | s/l | 47 | 1.00 | 148.580 | 148.580 | 0.000 | -53.84 | 8311.60 |
| 118 | 2025.09.04 04:31 | sell | 48 | 1.00 | 147.876 | 147.956 | 0.000 | ||
| 119 | 2025.09.04 04:43 | s/l | 48 | 1.00 | 147.956 | 147.956 | 0.000 | -54.07 | 8257.53 |
| 120 | 2025.09.05 04:48 | sell | 49 | 1.00 | 148.125 | 148.205 | 0.000 | ||
| 121 | 2025.09.05 05:49 | s/l | 49 | 1.00 | 148.205 | 148.205 | 0.000 | -53.98 | 8203.55 |
| 122 | 2025.09.08 01:18 | buy | 50 | 1.00 | 148.196 | 148.116 | 0.000 | ||
| 123 | 2025.09.08 01:27 | s/l | 50 | 1.00 | 148.116 | 148.116 | 0.000 | -54.01 | 8149.54 |
| 124 | 2025.09.09 02:13 | sell | 51 | 1.00 | 147.335 | 147.415 | 0.000 | ||
| 125 | 2025.09.09 02:49 | s/l | 51 | 1.00 | 147.415 | 147.415 | 0.000 | -54.27 | 8095.27 |
| 126 | 2025.09.10 02:31 | buy | 52 | 1.00 | 147.465 | 147.385 | 0.000 | ||
| 127 | 2025.09.10 03:00 | s/l | 52 | 1.00 | 147.385 | 147.385 | 0.000 | -54.28 | 8040.99 |
| 128 | 2025.09.11 03:18 | buy | 53 | 1.00 | 147.462 | 147.382 | 0.000 | ||
| 129 | 2025.09.11 03:36 | s/l | 53 | 1.00 | 147.382 | 147.382 | 0.000 | -54.28 | 7986.71 |
| 130 | 2025.09.12 03:43 | buy | 54 | 1.00 | 147.304 | 147.224 | 0.000 | ||
| 131 | 2025.09.12 03:57 | s/l | 54 | 1.00 | 147.224 | 147.224 | 0.000 | -54.34 | 7932.37 |
| 132 | 2025.09.15 06:34 | sell | 55 | 1.00 | 147.458 | 147.538 | 0.000 | ||
| 133 | 2025.09.15 08:57 | s/l | 55 | 1.00 | 147.538 | 147.538 | 0.000 | -54.22 | 7878.15 |
| 134 | 2025.09.16 06:37 | sell | 56 | 1.00 | 147.040 | 147.120 | 0.000 | ||
| 135 | 2025.09.16 06:51 | s/l | 56 | 1.00 | 147.120 | 147.120 | 0.000 | -54.38 | 7823.77 |
| 136 | 2025.09.17 10:11 | buy | 57 | 1.00 | 146.599 | 146.519 | 0.000 | ||
| 137 | 2025.09.17 11:38 | s/l | 57 | 1.00 | 146.519 | 146.519 | 0.000 | -54.60 | 7769.17 |
| 138 | 2025.09.18 15:30 | buy | 58 | 1.00 | 147.577 | 147.497 | 0.000 | ||
| 139 | 2025.09.18 20:30 | modify | 58 | 1.00 | 147.577 | 147.784 | 0.000 | ||
| 140 | 2025.09.18 21:00 | modify | 58 | 1.00 | 147.577 | 147.799 | 0.000 | ||
| 141 | 2025.09.18 23:59 | close at stop | 58 | 1.00 | 147.992 | 147.799 | 0.000 | 280.42 | 8049.59 |