Strategy Tester Report
20_200 expert_v2
| 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=20; StopLoss=200; TradeTime=18; t1=7; t2=2; delta=7; lot=0.1; Orders=1; MaxOpenTime=10000; | ||||
| 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 | -77.60 | Gross profit | 78.50 | Gross loss | -156.10 |
| Profit factor | 0.50 | Expected payoff | -1.18 | ||
| Absolute drawdown | 88.06 | Maximal drawdown | 109.88 (1.10%) | Relative drawdown | 1.10% (109.88) |
| Total trades | 66 | Short positions (won %) | 32 (65.62%) | Long positions (won %) | 34 (100.00%) |
| Profit trades (% of total) | 55 (83.33%) | Loss trades (% of total) | 11 (16.67%) | ||
| Largest | profit trade | 1.48 | loss trade | -14.41 | |
| Average | profit trade | 1.43 | loss trade | -14.19 | |
| Maximum | consecutive wins (profit in money) | 15 (21.82) | consecutive losses (loss in money) | 2 (-28.71) | |
| Maximal | consecutive profit (count of wins) | 21.82 (15) | consecutive loss (count of losses) | -28.71 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 18:00 | buy | 1 | 0.10 | 1.35412 | 1.35212 | 1.35432 | ||
| 2 | 2024.10.03 20:41 | t/p | 1 | 0.10 | 1.35432 | 1.35212 | 1.35432 | 1.48 | 10001.48 |
| 3 | 2024.10.04 18:00 | buy | 2 | 0.10 | 1.35772 | 1.35572 | 1.35792 | ||
| 4 | 2024.10.04 18:18 | t/p | 2 | 0.10 | 1.35792 | 1.35572 | 1.35792 | 1.47 | 10002.95 |
| 5 | 2024.10.07 18:00 | buy | 3 | 0.10 | 1.36136 | 1.35936 | 1.36156 | ||
| 6 | 2024.10.07 21:08 | t/p | 3 | 0.10 | 1.36156 | 1.35936 | 1.36156 | 1.47 | 10004.42 |
| 7 | 2024.10.08 18:00 | buy | 4 | 0.10 | 1.36698 | 1.36498 | 1.36718 | ||
| 8 | 2024.10.08 18:03 | t/p | 4 | 0.10 | 1.36718 | 1.36498 | 1.36718 | 1.46 | 10005.88 |
| 9 | 2024.10.09 18:00 | buy | 5 | 0.10 | 1.36904 | 1.36704 | 1.36924 | ||
| 10 | 2024.10.09 19:58 | t/p | 5 | 0.10 | 1.36924 | 1.36704 | 1.36924 | 1.46 | 10007.34 |
| 11 | 2024.10.10 18:00 | buy | 6 | 0.10 | 1.37575 | 1.37375 | 1.37595 | ||
| 12 | 2024.10.10 19:46 | t/p | 6 | 0.10 | 1.37595 | 1.37375 | 1.37595 | 1.45 | 10008.79 |
| 13 | 2024.10.11 18:00 | sell | 7 | 0.10 | 1.37725 | 1.37925 | 1.37705 | ||
| 14 | 2024.10.11 18:06 | t/p | 7 | 0.10 | 1.37705 | 1.37925 | 1.37705 | 1.45 | 10010.24 |
| 15 | 2024.10.14 18:00 | buy | 8 | 0.10 | 1.37889 | 1.37689 | 1.37909 | ||
| 16 | 2024.10.14 18:10 | t/p | 8 | 0.10 | 1.37909 | 1.37689 | 1.37909 | 1.45 | 10011.69 |
| 17 | 2024.10.15 18:00 | buy | 9 | 0.10 | 1.38005 | 1.37805 | 1.38025 | ||
| 18 | 2024.10.15 18:03 | t/p | 9 | 0.10 | 1.38025 | 1.37805 | 1.38025 | 1.45 | 10013.14 |
| 19 | 2024.10.16 18:00 | sell | 10 | 0.10 | 1.37761 | 1.37961 | 1.37741 | ||
| 20 | 2024.10.16 18:17 | t/p | 10 | 0.10 | 1.37741 | 1.37961 | 1.37741 | 1.45 | 10014.59 |
| 21 | 2024.10.17 18:00 | sell | 11 | 0.10 | 1.37866 | 1.38066 | 1.37846 | ||
| 22 | 2024.10.17 18:08 | t/p | 11 | 0.10 | 1.37846 | 1.38066 | 1.37846 | 1.45 | 10016.04 |
| 23 | 2024.10.18 18:00 | buy | 12 | 0.10 | 1.38067 | 1.37867 | 1.38087 | ||
| 24 | 2024.10.18 18:03 | t/p | 12 | 0.10 | 1.38087 | 1.37867 | 1.38087 | 1.45 | 10017.49 |
| 25 | 2024.10.21 18:00 | buy | 13 | 0.10 | 1.38339 | 1.38139 | 1.38359 | ||
| 26 | 2024.10.21 18:03 | t/p | 13 | 0.10 | 1.38359 | 1.38139 | 1.38359 | 1.45 | 10018.94 |
| 27 | 2024.10.23 18:00 | buy | 14 | 0.10 | 1.38474 | 1.38274 | 1.38494 | ||
| 28 | 2024.10.23 18:13 | t/p | 14 | 0.10 | 1.38494 | 1.38274 | 1.38494 | 1.44 | 10020.38 |
| 29 | 2024.10.24 18:00 | buy | 15 | 0.10 | 1.38500 | 1.38300 | 1.38520 | ||
| 30 | 2024.10.24 18:50 | t/p | 15 | 0.10 | 1.38520 | 1.38300 | 1.38520 | 1.44 | 10021.82 |
| 31 | 2024.10.25 18:00 | sell | 16 | 0.10 | 1.38640 | 1.38840 | 1.38620 | ||
| 32 | 2024.10.25 18:58 | s/l | 16 | 0.10 | 1.38840 | 1.38840 | 1.38620 | -14.41 | 10007.41 |
| 33 | 2024.10.28 18:00 | buy | 17 | 0.10 | 1.38938 | 1.38738 | 1.38958 | ||
| 34 | 2024.10.28 18:26 | t/p | 17 | 0.10 | 1.38958 | 1.38738 | 1.38958 | 1.44 | 10008.85 |
| 35 | 2024.10.29 18:00 | buy | 18 | 0.10 | 1.39010 | 1.38810 | 1.39030 | ||
| 36 | 2024.10.29 18:06 | t/p | 18 | 0.10 | 1.39030 | 1.38810 | 1.39030 | 1.44 | 10010.29 |
| 37 | 2024.10.30 18:00 | buy | 19 | 0.10 | 1.39258 | 1.39058 | 1.39278 | ||
| 38 | 2024.10.30 18:03 | t/p | 19 | 0.10 | 1.39278 | 1.39058 | 1.39278 | 1.44 | 10011.73 |
| 39 | 2024.10.31 18:00 | sell | 20 | 0.10 | 1.39095 | 1.39295 | 1.39075 | ||
| 40 | 2024.10.31 18:47 | s/l | 20 | 0.10 | 1.39295 | 1.39295 | 1.39075 | -14.36 | 9997.37 |
| 41 | 2024.11.01 18:00 | sell | 21 | 0.10 | 1.39160 | 1.39360 | 1.39140 | ||
| 42 | 2024.11.01 19:42 | s/l | 21 | 0.10 | 1.39360 | 1.39360 | 1.39140 | -14.35 | 9983.02 |
| 43 | 2024.11.04 18:00 | sell | 22 | 0.10 | 1.38888 | 1.39088 | 1.38868 | ||
| 44 | 2024.11.04 18:12 | t/p | 22 | 0.10 | 1.38868 | 1.39088 | 1.38868 | 1.44 | 9984.46 |
| 45 | 2024.11.05 18:00 | sell | 23 | 0.10 | 1.38509 | 1.38709 | 1.38489 | ||
| 46 | 2024.11.05 18:14 | t/p | 23 | 0.10 | 1.38489 | 1.38709 | 1.38489 | 1.44 | 9985.90 |
| 47 | 2024.11.06 18:00 | buy | 24 | 0.10 | 1.39228 | 1.39028 | 1.39248 | ||
| 48 | 2024.11.06 18:12 | t/p | 24 | 0.10 | 1.39248 | 1.39028 | 1.39248 | 1.44 | 9987.34 |
| 49 | 2024.11.07 18:00 | buy | 25 | 0.10 | 1.38666 | 1.38466 | 1.38686 | ||
| 50 | 2024.11.07 18:03 | t/p | 25 | 0.10 | 1.38686 | 1.38466 | 1.38686 | 1.44 | 9988.78 |
| 51 | 2024.11.08 18:00 | buy | 26 | 0.10 | 1.38981 | 1.38781 | 1.39001 | ||
| 52 | 2024.11.08 18:01 | t/p | 26 | 0.10 | 1.39001 | 1.38781 | 1.39001 | 1.44 | 9990.22 |
| 53 | 2024.11.11 18:00 | buy | 27 | 0.10 | 1.39312 | 1.39112 | 1.39332 | ||
| 54 | 2024.11.12 04:00 | t/p | 27 | 0.10 | 1.39332 | 1.39112 | 1.39332 | 1.44 | 9991.66 |
| 55 | 2024.11.12 18:00 | sell | 28 | 0.10 | 1.39398 | 1.39598 | 1.39378 | ||
| 56 | 2024.11.12 19:03 | s/l | 28 | 0.10 | 1.39598 | 1.39598 | 1.39378 | -14.33 | 9977.33 |
| 57 | 2024.11.13 18:00 | sell | 29 | 0.10 | 1.39694 | 1.39894 | 1.39674 | ||
| 58 | 2024.11.13 19:26 | s/l | 29 | 0.10 | 1.39894 | 1.39894 | 1.39674 | -14.30 | 9963.03 |
| 59 | 2024.11.14 18:00 | buy | 30 | 0.10 | 1.40130 | 1.39930 | 1.40150 | ||
| 60 | 2024.11.14 18:02 | t/p | 30 | 0.10 | 1.40150 | 1.39930 | 1.40150 | 1.43 | 9964.46 |
| 61 | 2024.11.15 18:00 | buy | 31 | 0.10 | 1.40797 | 1.40597 | 1.40817 | ||
| 62 | 2024.11.15 18:37 | t/p | 31 | 0.10 | 1.40817 | 1.40597 | 1.40817 | 1.42 | 9965.88 |
| 63 | 2024.11.18 18:00 | sell | 32 | 0.10 | 1.40484 | 1.40684 | 1.40464 | ||
| 64 | 2024.11.18 18:23 | t/p | 32 | 0.10 | 1.40464 | 1.40684 | 1.40464 | 1.42 | 9967.30 |
| 65 | 2024.11.19 18:00 | sell | 33 | 0.10 | 1.39759 | 1.39959 | 1.39739 | ||
| 66 | 2024.11.19 18:07 | t/p | 33 | 0.10 | 1.39739 | 1.39959 | 1.39739 | 1.43 | 9968.73 |
| 67 | 2024.11.20 18:00 | buy | 34 | 0.10 | 1.40064 | 1.39864 | 1.40084 | ||
| 68 | 2024.11.20 18:07 | t/p | 34 | 0.10 | 1.40084 | 1.39864 | 1.40084 | 1.43 | 9970.16 |
| 69 | 2024.11.21 18:00 | buy | 35 | 0.10 | 1.39483 | 1.39283 | 1.39503 | ||
| 70 | 2024.11.21 18:03 | t/p | 35 | 0.10 | 1.39503 | 1.39283 | 1.39503 | 1.43 | 9971.59 |
| 71 | 2024.11.22 18:00 | sell | 36 | 0.10 | 1.39768 | 1.39968 | 1.39748 | ||
| 72 | 2024.11.22 20:04 | t/p | 36 | 0.10 | 1.39748 | 1.39968 | 1.39748 | 1.43 | 9973.02 |
| 73 | 2024.11.25 18:00 | sell | 37 | 0.10 | 1.39873 | 1.40073 | 1.39853 | ||
| 74 | 2024.11.25 18:48 | s/l | 37 | 0.10 | 1.40073 | 1.40073 | 1.39853 | -14.28 | 9958.74 |
| 75 | 2024.11.26 18:00 | sell | 38 | 0.10 | 1.40585 | 1.40785 | 1.40565 | ||
| 76 | 2024.11.26 18:08 | s/l | 38 | 0.10 | 1.40785 | 1.40785 | 1.40565 | -14.21 | 9944.53 |
| 77 | 2024.11.27 18:00 | sell | 39 | 0.10 | 1.40269 | 1.40469 | 1.40249 | ||
| 78 | 2024.11.27 18:32 | t/p | 39 | 0.10 | 1.40249 | 1.40469 | 1.40249 | 1.43 | 9945.96 |
| 79 | 2024.11.28 18:00 | sell | 40 | 0.10 | 1.40090 | 1.40290 | 1.40070 | ||
| 80 | 2024.11.28 19:44 | t/p | 40 | 0.10 | 1.40070 | 1.40290 | 1.40070 | 1.43 | 9947.39 |
| 81 | 2024.11.29 18:00 | buy | 41 | 0.10 | 1.40069 | 1.39869 | 1.40089 | ||
| 82 | 2024.11.29 18:23 | t/p | 41 | 0.10 | 1.40089 | 1.39869 | 1.40089 | 1.43 | 9948.82 |
| 83 | 2024.12.02 18:00 | sell | 42 | 0.10 | 1.40798 | 1.40998 | 1.40778 | ||
| 84 | 2024.12.02 18:22 | t/p | 42 | 0.10 | 1.40778 | 1.40998 | 1.40778 | 1.42 | 9950.24 |
| 85 | 2024.12.03 18:00 | buy | 43 | 0.10 | 1.40667 | 1.40467 | 1.40687 | ||
| 86 | 2024.12.03 18:07 | t/p | 43 | 0.10 | 1.40687 | 1.40467 | 1.40687 | 1.42 | 9951.66 |
| 87 | 2024.12.04 18:00 | sell | 44 | 0.10 | 1.40636 | 1.40836 | 1.40616 | ||
| 88 | 2024.12.04 20:38 | t/p | 44 | 0.10 | 1.40616 | 1.40836 | 1.40616 | 1.42 | 9953.08 |
| 89 | 2024.12.05 18:00 | sell | 45 | 0.10 | 1.40336 | 1.40536 | 1.40316 | ||
| 90 | 2024.12.05 18:08 | t/p | 45 | 0.10 | 1.40316 | 1.40536 | 1.40316 | 1.43 | 9954.51 |
| 91 | 2024.12.06 18:00 | buy | 46 | 0.10 | 1.41393 | 1.41193 | 1.41413 | ||
| 92 | 2024.12.06 18:03 | t/p | 46 | 0.10 | 1.41413 | 1.41193 | 1.41413 | 1.41 | 9955.92 |
| 93 | 2024.12.09 18:00 | sell | 47 | 0.10 | 1.41131 | 1.41331 | 1.41111 | ||
| 94 | 2024.12.09 19:48 | s/l | 47 | 0.10 | 1.41331 | 1.41331 | 1.41111 | -14.15 | 9941.77 |
| 95 | 2024.12.10 18:00 | sell | 48 | 0.10 | 1.41687 | 1.41887 | 1.41667 | ||
| 96 | 2024.12.10 18:02 | t/p | 48 | 0.10 | 1.41667 | 1.41887 | 1.41667 | 1.41 | 9943.18 |
| 97 | 2024.12.11 18:00 | sell | 49 | 0.10 | 1.41403 | 1.41603 | 1.41383 | ||
| 98 | 2024.12.11 18:12 | t/p | 49 | 0.10 | 1.41383 | 1.41603 | 1.41383 | 1.41 | 9944.59 |
| 99 | 2024.12.12 18:00 | buy | 50 | 0.10 | 1.41857 | 1.41657 | 1.41877 | ||
| 100 | 2024.12.12 18:10 | t/p | 50 | 0.10 | 1.41877 | 1.41657 | 1.41877 | 1.41 | 9946.00 |
| 101 | 2024.12.13 18:00 | sell | 51 | 0.10 | 1.42372 | 1.42572 | 1.42352 | ||
| 102 | 2024.12.13 18:10 | t/p | 51 | 0.10 | 1.42352 | 1.42572 | 1.42352 | 1.40 | 9947.40 |
| 103 | 2024.12.16 18:00 | buy | 52 | 0.10 | 1.42299 | 1.42099 | 1.42319 | ||
| 104 | 2024.12.16 18:08 | t/p | 52 | 0.10 | 1.42319 | 1.42099 | 1.42319 | 1.41 | 9948.81 |
| 105 | 2024.12.17 18:00 | sell | 53 | 0.10 | 1.43116 | 1.43316 | 1.43096 | ||
| 106 | 2024.12.17 19:43 | t/p | 53 | 0.10 | 1.43096 | 1.43316 | 1.43096 | 1.40 | 9950.21 |
| 107 | 2024.12.18 18:00 | sell | 54 | 0.10 | 1.43233 | 1.43433 | 1.43213 | ||
| 108 | 2024.12.18 21:01 | s/l | 54 | 0.10 | 1.43433 | 1.43433 | 1.43213 | -13.94 | 9936.27 |
| 109 | 2024.12.19 18:00 | sell | 55 | 0.10 | 1.43682 | 1.43882 | 1.43662 | ||
| 110 | 2024.12.19 18:08 | t/p | 55 | 0.10 | 1.43662 | 1.43882 | 1.43662 | 1.39 | 9937.66 |
| 111 | 2024.12.20 18:00 | buy | 56 | 0.10 | 1.43697 | 1.43497 | 1.43717 | ||
| 112 | 2024.12.20 18:04 | t/p | 56 | 0.10 | 1.43717 | 1.43497 | 1.43717 | 1.39 | 9939.05 |
| 113 | 2024.12.23 18:00 | buy | 57 | 0.10 | 1.44134 | 1.43934 | 1.44154 | ||
| 114 | 2024.12.23 18:08 | t/p | 57 | 0.10 | 1.44154 | 1.43934 | 1.44154 | 1.39 | 9940.44 |
| 115 | 2024.12.24 18:00 | sell | 58 | 0.10 | 1.43809 | 1.44009 | 1.43789 | ||
| 116 | 2024.12.24 18:38 | t/p | 58 | 0.10 | 1.43789 | 1.44009 | 1.43789 | 1.39 | 9941.83 |
| 117 | 2024.12.26 18:00 | sell | 59 | 0.10 | 1.44107 | 1.44307 | 1.44087 | ||
| 118 | 2024.12.26 18:05 | t/p | 59 | 0.10 | 1.44087 | 1.44307 | 1.44087 | 1.39 | 9943.22 |
| 119 | 2024.12.27 18:00 | sell | 60 | 0.10 | 1.44081 | 1.44281 | 1.44061 | ||
| 120 | 2024.12.27 18:52 | s/l | 60 | 0.10 | 1.44281 | 1.44281 | 1.44061 | -13.86 | 9929.36 |
| 121 | 2024.12.30 18:00 | sell | 61 | 0.10 | 1.43861 | 1.44061 | 1.43841 | ||
| 122 | 2024.12.30 18:01 | t/p | 61 | 0.10 | 1.43841 | 1.44061 | 1.43841 | 1.39 | 9930.75 |
| 123 | 2024.12.31 18:00 | buy | 62 | 0.10 | 1.43805 | 1.43605 | 1.43825 | ||
| 124 | 2024.12.31 18:02 | t/p | 62 | 0.10 | 1.43825 | 1.43605 | 1.43825 | 1.39 | 9932.14 |
| 125 | 2025.01.02 18:00 | buy | 63 | 0.10 | 1.44236 | 1.44036 | 1.44256 | ||
| 126 | 2025.01.02 18:01 | t/p | 63 | 0.10 | 1.44256 | 1.44036 | 1.44256 | 1.39 | 9933.53 |
| 127 | 2025.01.03 18:00 | buy | 64 | 0.10 | 1.44375 | 1.44175 | 1.44395 | ||
| 128 | 2025.01.03 18:06 | t/p | 64 | 0.10 | 1.44395 | 1.44175 | 1.44395 | 1.39 | 9934.92 |
| 129 | 2025.01.06 18:00 | sell | 65 | 0.10 | 1.43602 | 1.43802 | 1.43582 | ||
| 130 | 2025.01.06 18:11 | s/l | 65 | 0.10 | 1.43802 | 1.43802 | 1.43582 | -13.91 | 9921.01 |
| 131 | 2025.01.07 18:00 | buy | 66 | 0.10 | 1.43458 | 1.43258 | 1.43478 | ||
| 132 | 2025.01.07 18:35 | t/p | 66 | 0.10 | 1.43478 | 1.43258 | 1.43478 | 1.39 | 9922.40 |