Strategy Tester Report
3_Otkat_Sys_v1.2
| 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=55; Lots=1; Otkat=18; KoridorOC=33; KoridorOt=4; | ||||
| 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 | -140.55 | Gross profit | 32.13 | Gross loss | -172.68 |
| Profit factor | 0.19 | Expected payoff | -5.86 | ||
| Absolute drawdown | 174.03 | Maximal drawdown | 174.03 (1.74%) | Relative drawdown | 1.74% (174.03) |
| Total trades | 24 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 11 (0.00%) |
| Profit trades (% of total) | 9 (37.50%) | Loss trades (% of total) | 15 (62.50%) | ||
| Largest | profit trade | 3.64 | loss trade | -39.90 | |
| Average | profit trade | 3.57 | loss trade | -11.51 | |
| Maximum | consecutive wins (profit in money) | 3 (10.72) | consecutive losses (loss in money) | 4 (-44.28) | |
| Maximal | consecutive profit (count of wins) | 10.72 (3) | consecutive loss (count of losses) | -44.28 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.08 05:01 | buy | 1 | 1.00 | 1.36161 | 1.36096 | 1.36159 | ||
| 2 | 2024.10.08 05:02 | t/p | 1 | 1.00 | 1.36159 | 1.36096 | 1.36159 | -1.47 | 9998.53 |
| 3 | 2024.10.10 05:02 | buy | 2 | 1.00 | 1.37120 | 1.37055 | 1.37118 | ||
| 4 | 2024.10.10 05:08 | t/p | 2 | 1.00 | 1.37118 | 1.37055 | 1.37118 | -1.46 | 9997.07 |
| 5 | 2024.10.15 05:03 | buy | 3 | 1.00 | 1.37966 | 1.37901 | 1.37964 | ||
| 6 | 2024.10.15 05:07 | t/p | 3 | 1.00 | 1.37964 | 1.37901 | 1.37964 | -1.45 | 9995.62 |
| 7 | 2024.10.16 05:00 | sell | 4 | 1.00 | 1.37784 | 1.37839 | 1.37779 | ||
| 8 | 2024.10.16 05:06 | s/l | 4 | 1.00 | 1.37839 | 1.37839 | 1.37779 | -39.90 | 9955.72 |
| 9 | 2024.10.17 05:00 | sell | 5 | 1.00 | 1.37495 | 1.37550 | 1.37490 | ||
| 10 | 2024.10.17 05:02 | t/p | 5 | 1.00 | 1.37490 | 1.37550 | 1.37490 | 3.64 | 9959.36 |
| 11 | 2024.10.22 05:02 | buy | 6 | 1.00 | 1.38320 | 1.38255 | 1.38318 | ||
| 12 | 2024.10.22 05:33 | t/p | 6 | 1.00 | 1.38318 | 1.38255 | 1.38318 | -1.45 | 9957.91 |
| 13 | 2024.10.23 05:00 | sell | 7 | 1.00 | 1.38231 | 1.38286 | 1.38226 | ||
| 14 | 2024.10.23 05:03 | t/p | 7 | 1.00 | 1.38226 | 1.38286 | 1.38226 | 3.62 | 9961.53 |
| 15 | 2024.11.05 05:00 | sell | 8 | 1.00 | 1.38996 | 1.39051 | 1.38991 | ||
| 16 | 2024.11.05 05:30 | t/p | 8 | 1.00 | 1.38991 | 1.39051 | 1.38991 | 3.60 | 9965.13 |
| 17 | 2024.11.06 05:00 | sell | 9 | 1.00 | 1.39179 | 1.39234 | 1.39174 | ||
| 18 | 2024.11.06 05:00 | s/l | 9 | 1.00 | 1.39234 | 1.39234 | 1.39174 | -39.50 | 9925.63 |
| 19 | 2024.11.12 05:03 | buy | 10 | 1.00 | 1.39431 | 1.39366 | 1.39429 | ||
| 20 | 2024.11.12 05:41 | t/p | 10 | 1.00 | 1.39429 | 1.39366 | 1.39429 | -1.43 | 9924.20 |
| 21 | 2024.11.13 05:01 | buy | 11 | 1.00 | 1.39472 | 1.39407 | 1.39470 | ||
| 22 | 2024.11.13 05:03 | t/p | 11 | 1.00 | 1.39470 | 1.39407 | 1.39470 | -1.43 | 9922.77 |
| 23 | 2024.11.14 05:00 | sell | 12 | 1.00 | 1.40072 | 1.40127 | 1.40067 | ||
| 24 | 2024.11.14 05:04 | t/p | 12 | 1.00 | 1.40067 | 1.40127 | 1.40067 | 3.57 | 9926.34 |
| 25 | 2024.11.19 05:00 | sell | 13 | 1.00 | 1.40208 | 1.40263 | 1.40203 | ||
| 26 | 2024.11.19 05:01 | t/p | 13 | 1.00 | 1.40203 | 1.40263 | 1.40203 | 3.57 | 9929.91 |
| 27 | 2024.11.20 05:00 | sell | 14 | 1.00 | 1.39584 | 1.39639 | 1.39579 | ||
| 28 | 2024.11.20 05:07 | t/p | 14 | 1.00 | 1.39579 | 1.39639 | 1.39579 | 3.58 | 9933.49 |
| 29 | 2024.11.28 05:00 | sell | 15 | 1.00 | 1.40124 | 1.40179 | 1.40119 | ||
| 30 | 2024.11.28 05:02 | s/l | 15 | 1.00 | 1.40179 | 1.40179 | 1.40119 | -39.24 | 9894.25 |
| 31 | 2024.12.03 05:03 | buy | 16 | 1.00 | 1.40563 | 1.40498 | 1.40561 | ||
| 32 | 2024.12.03 05:06 | t/p | 16 | 1.00 | 1.40561 | 1.40498 | 1.40561 | -1.42 | 9892.83 |
| 33 | 2024.12.10 05:01 | buy | 17 | 1.00 | 1.41813 | 1.41748 | 1.41811 | ||
| 34 | 2024.12.10 05:02 | t/p | 17 | 1.00 | 1.41811 | 1.41748 | 1.41811 | -1.41 | 9891.42 |
| 35 | 2024.12.11 05:00 | sell | 18 | 1.00 | 1.41612 | 1.41667 | 1.41607 | ||
| 36 | 2024.12.11 05:18 | t/p | 18 | 1.00 | 1.41607 | 1.41667 | 1.41607 | 3.53 | 9894.95 |
| 37 | 2024.12.12 05:00 | sell | 19 | 1.00 | 1.41493 | 1.41548 | 1.41488 | ||
| 38 | 2024.12.12 05:22 | t/p | 19 | 1.00 | 1.41488 | 1.41548 | 1.41488 | 3.53 | 9898.48 |
| 39 | 2024.12.17 05:01 | buy | 20 | 1.00 | 1.42485 | 1.42420 | 1.42483 | ||
| 40 | 2024.12.17 05:23 | t/p | 20 | 1.00 | 1.42483 | 1.42420 | 1.42483 | -1.40 | 9897.08 |
| 41 | 2024.12.19 05:03 | buy | 21 | 1.00 | 1.44335 | 1.44270 | 1.44333 | ||
| 42 | 2024.12.19 05:08 | t/p | 21 | 1.00 | 1.44333 | 1.44270 | 1.44333 | -1.39 | 9895.69 |
| 43 | 2024.12.24 05:02 | buy | 22 | 1.00 | 1.43823 | 1.43758 | 1.43821 | ||
| 44 | 2024.12.24 05:07 | t/p | 22 | 1.00 | 1.43821 | 1.43758 | 1.43821 | -1.39 | 9894.30 |
| 45 | 2024.12.31 05:00 | sell | 23 | 1.00 | 1.43399 | 1.43454 | 1.43394 | ||
| 46 | 2024.12.31 05:07 | s/l | 23 | 1.00 | 1.43454 | 1.43454 | 1.43394 | -38.34 | 9855.96 |
| 47 | 2025.01.07 05:00 | sell | 24 | 1.00 | 1.43321 | 1.43376 | 1.43316 | ||
| 48 | 2025.01.07 05:26 | t/p | 24 | 1.00 | 1.43316 | 1.43376 | 1.43316 | 3.49 | 9859.45 |