Strategy Tester Report
2_Otkat_Sys_v1.1
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TakeProfit=5; StopLoss=49; Lots=1; KoridorOC=10; Dow=5; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -71.12 | Gross profit | 21.71 | Gross loss | -92.83 |
| Profit factor | 0.23 | Expected payoff | -7.90 | ||
| Absolute drawdown | 71.12 | Maximal drawdown | 92.83 (0.93%) | Relative drawdown | 0.93% (92.83) |
| Total trades | 9 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 3.69 | loss trade | -34.46 | |
| Average | profit trade | 3.62 | loss trade | -30.94 | |
| Maximum | consecutive wins (profit in money) | 6 (21.71) | consecutive losses (loss in money) | 3 (-92.83) | |
| Maximal | consecutive profit (count of wins) | 21.71 (6) | consecutive loss (count of losses) | -92.83 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 00:00 | sell | 1 | 1.00 | 1.35537 | 1.35586 | 1.35532 | ||
| 2 | 2024.10.04 00:05 | t/p | 1 | 1.00 | 1.35532 | 1.35586 | 1.35532 | 3.69 | 10003.69 |
| 3 | 2024.10.11 00:00 | sell | 2 | 1.00 | 1.37404 | 1.37453 | 1.37399 | ||
| 4 | 2024.10.11 00:01 | t/p | 2 | 1.00 | 1.37399 | 1.37453 | 1.37399 | 3.64 | 10007.33 |
| 5 | 2024.10.18 00:00 | sell | 3 | 1.00 | 1.37939 | 1.37988 | 1.37934 | ||
| 6 | 2024.10.18 00:02 | t/p | 3 | 1.00 | 1.37934 | 1.37988 | 1.37934 | 3.62 | 10010.95 |
| 7 | 2024.10.25 00:00 | sell | 4 | 1.00 | 1.38537 | 1.38586 | 1.38532 | ||
| 8 | 2024.10.25 00:00 | t/p | 4 | 1.00 | 1.38532 | 1.38586 | 1.38532 | 3.61 | 10014.56 |
| 9 | 2024.11.01 00:00 | sell | 5 | 1.00 | 1.39327 | 1.39376 | 1.39322 | ||
| 10 | 2024.11.01 00:02 | t/p | 5 | 1.00 | 1.39322 | 1.39376 | 1.39322 | 3.59 | 10018.15 |
| 11 | 2024.11.15 00:00 | sell | 6 | 1.00 | 1.40588 | 1.40637 | 1.40583 | ||
| 12 | 2024.11.15 00:00 | t/p | 6 | 1.00 | 1.40583 | 1.40637 | 1.40583 | 3.56 | 10021.71 |
| 13 | 2024.12.13 00:00 | sell | 7 | 1.00 | 1.42126 | 1.42175 | 1.42121 | ||
| 14 | 2024.12.13 00:06 | s/l | 7 | 1.00 | 1.42175 | 1.42175 | 1.42121 | -34.46 | 9987.25 |
| 15 | 2024.12.20 00:00 | buy | 8 | 1.00 | 1.43963 | 1.43918 | 1.43975 | ||
| 16 | 2024.12.20 00:02 | s/l | 8 | 1.00 | 1.43918 | 1.43918 | 1.43975 | -31.27 | 9955.98 |
| 17 | 2024.12.20 00:03 | buy | 9 | 1.00 | 1.43957 | 1.43918 | 1.43975 | ||
| 18 | 2024.12.20 00:33 | s/l | 9 | 1.00 | 1.43918 | 1.43918 | 1.43975 | -27.10 | 9928.88 |