Strategy Tester Report
5_8MACROSS2
SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; StopLoss=0; TrailingStop=0; TakeProfit=0; mafastperiod=5; mafastshift=0; mafastmethod=1; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=1; maslowprice=1;
Bars in test1692Ticks modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (20)
Total net profit-72.47Gross profit1126.60Gross loss-1199.07
Profit factor0.94Expected payoff-0.35
Absolute drawdown267.97Maximal drawdown359.96 (3.57%)Relative drawdown3.57% (359.96)
Total trades210Short positions (won %)105 (23.81%)Long positions (won %)105 (32.38%)
Profit trades (% of total)59 (28.10%)Loss trades (% of total)151 (71.90%)
Largestprofit trade85.17loss trade-28.88
Averageprofit trade19.09loss trade-7.94
Maximumconsecutive wins (profit in money)4 (108.78)consecutive losses (loss in money)11 (-116.08)
Maximalconsecutive profit (count of wins)108.78 (4)consecutive loss (count of losses)-116.08 (11)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.04 14:00sell10.101.355290.000000.00000
22024.10.04 16:00close10.101.358270.000000.00000-21.949978.06
32024.10.04 16:00buy20.101.358270.000000.00000
42024.10.07 15:00close20.101.358150.000000.00000-0.889977.18
52024.10.07 15:00sell30.101.358150.000000.00000
62024.10.07 16:00close30.101.359410.000000.00000-9.279967.91
72024.10.07 16:00buy40.101.359410.000000.00000
82024.10.08 23:00close40.101.364740.000000.0000039.0610006.97
92024.10.08 23:00sell50.101.364740.000000.00000
102024.10.09 03:00close50.101.365600.000000.00000-6.3010000.67
112024.10.09 03:00buy60.101.365600.000000.00000
122024.10.10 23:00close60.101.374200.000000.0000062.5810063.25
132024.10.10 23:00sell70.101.374200.000000.00000
142024.10.11 04:00close70.101.374900.000000.00000-5.0910058.16
152024.10.11 04:00buy80.101.374900.000000.00000
162024.10.11 16:00close80.101.374840.000000.00000-0.4410057.72
172024.10.11 16:00sell90.101.374840.000000.00000
182024.10.11 18:00close90.101.377450.000000.00000-18.9510038.77
192024.10.11 18:00buy100.101.377450.000000.00000
202024.10.11 20:00close100.101.375770.000000.00000-12.2110026.56
212024.10.11 20:00sell110.101.375770.000000.00000
222024.10.14 00:00close110.101.375640.000000.000000.9510027.51
232024.10.14 00:00buy120.101.375640.000000.00000
242024.10.15 01:00close120.101.378400.000000.0000020.0210047.53
252024.10.15 01:00sell130.101.378400.000000.00000
262024.10.15 02:00close130.101.380130.000000.00000-12.5410034.99
272024.10.15 02:00buy140.101.380130.000000.00000
282024.10.15 18:00close140.101.379850.000000.00000-2.0310032.96
292024.10.15 18:00sell150.101.379850.000000.00000
302024.10.16 11:00close150.101.378280.000000.0000011.3910044.35
312024.10.16 11:00buy160.101.378280.000000.00000
322024.10.16 16:00close160.101.377930.000000.00000-2.5410041.81
332024.10.16 16:00sell170.101.377930.000000.00000
342024.10.17 07:00close170.101.376410.000000.0000011.0410052.85
352024.10.17 07:00buy180.101.376410.000000.00000
362024.10.18 09:00close180.101.379280.000000.0000020.8110073.66
372024.10.18 09:00sell190.101.379280.000000.00000
382024.10.18 10:00close190.101.379850.000000.00000-4.1310069.53
392024.10.18 10:00buy200.101.379850.000000.00000
402024.10.18 11:00close200.101.379110.000000.00000-5.3710064.16
412024.10.18 11:00sell210.101.379110.000000.00000
422024.10.18 12:00close210.101.379580.000000.00000-3.4110060.75
432024.10.18 12:00buy220.101.379580.000000.00000
442024.10.18 13:00close220.101.379190.000000.00000-2.8310057.92
452024.10.18 13:00sell230.101.379190.000000.00000
462024.10.18 16:00close230.101.379680.000000.00000-3.5510054.37
472024.10.18 16:00buy240.101.379680.000000.00000
482024.10.22 05:00close240.101.383100.000000.0000024.7310079.10
492024.10.22 05:00sell250.101.383100.000000.00000
502024.10.22 06:00close250.101.383640.000000.00000-3.9010075.20
512024.10.22 06:00buy260.101.383640.000000.00000
522024.10.22 07:00close260.101.382840.000000.00000-5.7910069.41
532024.10.22 07:00sell270.101.382840.000000.00000
542024.10.22 12:00close270.101.383560.000000.00000-5.2010064.21
552024.10.22 12:00buy280.101.383560.000000.00000
562024.10.22 15:00close280.101.383040.000000.00000-3.7610060.45
572024.10.22 15:00sell290.101.383040.000000.00000
582024.10.23 04:00close290.101.382690.000000.000002.5310062.98
592024.10.23 04:00buy300.101.382690.000000.00000
602024.10.23 06:00close300.101.381750.000000.00000-6.8010056.18
612024.10.23 06:00sell310.101.381750.000000.00000
622024.10.23 10:00close310.101.382480.000000.00000-5.2810050.90
632024.10.23 10:00buy320.101.382480.000000.00000
642024.10.24 00:00close320.101.383510.000000.000007.4410058.34
652024.10.24 00:00sell330.101.383510.000000.00000
662024.10.24 02:00close330.101.384230.000000.00000-5.2010053.14
672024.10.24 02:00buy340.101.384230.000000.00000
682024.10.24 04:00close340.101.382340.000000.00000-13.6710039.47
692024.10.24 04:00sell350.101.382340.000000.00000
702024.10.24 16:00close350.101.382650.000000.00000-2.2410037.23
712024.10.24 16:00buy360.101.382650.000000.00000
722024.10.25 06:00close360.101.384770.000000.0000015.3110052.54
732024.10.25 06:00sell370.101.384770.000000.00000
742024.10.25 07:00close370.101.385590.000000.00000-5.9210046.62
752024.10.25 07:00buy380.101.385590.000000.00000
762024.10.25 09:00close380.101.384970.000000.00000-4.4810042.14
772024.10.25 09:00sell390.101.384970.000000.00000
782024.10.25 10:00close390.101.385360.000000.00000-2.8210039.32
792024.10.25 10:00buy400.101.385360.000000.00000
802024.10.25 11:00close400.101.384490.000000.00000-6.2810033.04
812024.10.25 11:00sell410.101.384490.000000.00000
822024.10.25 17:00close410.101.386070.000000.00000-11.4010021.64
832024.10.25 17:00buy420.101.386070.000000.00000
842024.10.28 10:00close420.101.388850.000000.0000020.0210041.66
852024.10.28 10:00sell430.101.388850.000000.00000
862024.10.28 13:00close430.101.389780.000000.00000-6.6910034.97
872024.10.28 13:00buy440.101.389780.000000.00000
882024.10.28 14:00close440.101.389090.000000.00000-4.9710030.00
892024.10.28 14:00sell450.101.389090.000000.00000
902024.10.28 19:00close450.101.390490.000000.00000-10.0710019.93
912024.10.28 19:00buy460.101.390490.000000.00000
922024.10.28 21:00close460.101.389160.000000.00000-9.5710010.36
932024.10.28 21:00sell470.101.389160.000000.00000
942024.10.28 22:00close470.101.389680.000000.00000-3.7410006.62
952024.10.28 22:00buy480.101.389680.000000.00000
962024.10.28 23:00close480.101.388910.000000.00000-5.5410001.08
972024.10.28 23:00sell490.101.388910.000000.00000
982024.10.29 02:00close490.101.389500.000000.00000-4.259996.83
992024.10.29 02:00buy500.101.389500.000000.00000
1002024.10.29 03:00close500.101.388760.000000.00000-5.339991.50
1012024.10.29 03:00sell510.101.388760.000000.00000
1022024.10.29 07:00close510.101.389890.000000.00000-8.139983.37
1032024.10.29 07:00buy520.101.389890.000000.00000
1042024.10.29 10:00close520.101.388990.000000.00000-6.489976.89
1052024.10.29 10:00sell530.101.388990.000000.00000
1062024.10.29 16:00close530.101.390350.000000.00000-9.789967.11
1072024.10.29 16:00buy540.101.390350.000000.00000
1082024.10.30 10:00close540.101.391340.000000.000007.129974.23
1092024.10.30 10:00sell550.101.391340.000000.00000
1102024.10.30 11:00close550.101.391960.000000.00000-4.459969.78
1112024.10.30 11:00buy560.101.391960.000000.00000
1122024.10.30 12:00close560.101.390590.000000.00000-9.859959.93
1132024.10.30 12:00sell570.101.390590.000000.00000
1142024.10.30 14:00close570.101.392250.000000.00000-11.929948.01
1152024.10.30 14:00buy580.101.392250.000000.00000
1162024.10.30 17:00close580.101.391410.000000.00000-6.049941.97
1172024.10.30 17:00sell590.101.391410.000000.00000
1182024.10.30 18:00close590.101.392580.000000.00000-8.409933.57
1192024.10.30 18:00buy600.101.392580.000000.00000
1202024.10.30 19:00close600.101.391030.000000.00000-11.149922.43
1212024.10.30 19:00sell610.101.391030.000000.00000
1222024.10.31 04:00close610.101.391680.000000.00000-4.679917.76
1232024.10.31 04:00buy620.101.391680.000000.00000
1242024.10.31 15:00close620.101.391310.000000.00000-2.669915.10
1252024.10.31 15:00sell630.101.391310.000000.00000
1262024.10.31 19:00close630.101.394100.000000.00000-20.019895.09
1272024.10.31 19:00buy640.101.394100.000000.00000
1282024.10.31 22:00close640.101.390740.000000.00000-24.169870.93
1292024.10.31 22:00sell650.101.390740.000000.00000
1302024.10.31 23:00close650.101.392520.000000.00000-12.789858.15
1312024.10.31 23:00buy660.101.392520.000000.00000
1322024.11.01 13:00close660.101.392840.000000.000002.309860.45
1332024.11.01 13:00sell670.101.392840.000000.00000
1342024.11.01 14:00close670.101.393530.000000.00000-4.959855.50
1352024.11.01 14:00buy680.101.393530.000000.00000
1362024.11.01 15:00close680.101.392460.000000.00000-7.689847.82
1372024.11.01 15:00sell690.101.392460.000000.00000
1382024.11.01 20:00close690.101.394470.000000.00000-14.419833.41
1392024.11.01 20:00buy700.101.394470.000000.00000
1402024.11.04 03:00close700.101.391460.000000.00000-21.639811.78
1412024.11.04 03:00sell710.101.391460.000000.00000
1422024.11.04 10:00close710.101.392170.000000.00000-5.109806.68
1432024.11.04 10:00buy720.101.392170.000000.00000
1442024.11.04 13:00close720.101.390970.000000.00000-8.639798.05
1452024.11.04 13:00sell730.101.390970.000000.00000
1462024.11.04 23:00close730.101.390360.000000.000004.399802.44
1472024.11.04 23:00buy740.101.390360.000000.00000
1482024.11.05 03:00close740.101.389760.000000.00000-4.329798.12
1492024.11.05 03:00sell750.101.389760.000000.00000
1502024.11.05 04:00close750.101.390180.000000.00000-3.029795.10
1512024.11.05 04:00buy760.101.390180.000000.00000
1522024.11.05 08:00close760.101.389610.000000.00000-4.109791.00
1532024.11.05 08:00sell770.101.389610.000000.00000
1542024.11.06 03:00close770.101.388710.000000.000006.489797.48
1552024.11.06 03:00buy780.101.388710.000000.00000
1562024.11.06 13:00close780.101.389170.000000.000003.319800.79
1572024.11.06 13:00sell790.101.389170.000000.00000
1582024.11.06 14:00close790.101.391810.000000.00000-18.979781.82
1592024.11.06 14:00buy800.101.391810.000000.00000
1602024.11.07 04:00close800.101.393060.000000.000008.979790.79
1612024.11.07 04:00sell810.101.393060.000000.00000
1622024.11.08 02:00close810.101.386950.000000.0000044.059834.84
1632024.11.08 02:00buy820.101.386950.000000.00000
1642024.11.11 09:00close820.101.391220.000000.0000030.699865.53
1652024.11.11 09:00sell830.101.391220.000000.00000
1662024.11.11 10:00close830.101.392400.000000.00000-8.479857.06
1672024.11.11 10:00buy840.101.392400.000000.00000
1682024.11.11 19:00close840.101.391700.000000.00000-5.039852.03
1692024.11.11 19:00sell850.101.391700.000000.00000
1702024.11.12 04:00close850.101.393350.000000.00000-11.849840.19
1712024.11.12 04:00buy860.101.393350.000000.00000
1722024.11.12 15:00close860.101.393880.000000.000003.809843.99
1732024.11.12 15:00sell870.101.393880.000000.00000
1742024.11.12 19:00close870.101.395760.000000.00000-13.479830.52
1752024.11.12 19:00buy880.101.395760.000000.00000
1762024.11.12 23:00close880.101.393910.000000.00000-13.279817.25
1772024.11.12 23:00sell890.101.393910.000000.00000
1782024.11.13 03:00close890.101.394900.000000.00000-7.109810.15
1792024.11.13 03:00buy900.101.394900.000000.00000
1802024.11.13 04:00close900.101.394420.000000.00000-3.449806.71
1812024.11.13 04:00sell910.101.394420.000000.00000
1822024.11.13 05:00close910.101.394820.000000.00000-2.879803.84
1832024.11.13 05:00buy920.101.394820.000000.00000
1842024.11.13 12:00close920.101.394720.000000.00000-0.729803.12
1852024.11.13 12:00sell930.101.394720.000000.00000
1862024.11.13 13:00close930.101.395870.000000.00000-8.249794.88
1872024.11.13 13:00buy940.101.395870.000000.00000
1882024.11.13 14:00close940.101.394940.000000.00000-6.679788.21
1892024.11.13 14:00sell950.101.394940.000000.00000
1902024.11.13 15:00close950.101.395770.000000.00000-5.959782.26
1912024.11.13 15:00buy960.101.395770.000000.00000
1922024.11.13 16:00close960.101.394680.000000.00000-7.829774.44
1932024.11.13 16:00sell970.101.394680.000000.00000
1942024.11.13 17:00close970.101.398720.000000.00000-28.889745.56
1952024.11.13 17:00buy980.101.398720.000000.00000
1962024.11.14 10:00close980.101.399780.000000.000007.579753.13
1972024.11.14 10:00sell990.101.399780.000000.00000
1982024.11.14 12:00close990.101.400500.000000.00000-5.149747.99
1992024.11.14 12:00buy1000.101.400500.000000.00000
2002024.11.15 11:00close1000.101.404690.000000.0000029.839777.82
2012024.11.15 11:00sell1010.101.404690.000000.00000
2022024.11.15 16:00close1010.101.406360.000000.00000-11.879765.95
2032024.11.15 16:00buy1020.101.406360.000000.00000
2042024.11.18 04:00close1020.101.407400.000000.000007.399773.34
2052024.11.18 04:00sell1030.101.407400.000000.00000
2062024.11.18 06:00close1030.101.408650.000000.00000-8.879764.47
2072024.11.18 06:00buy1040.101.408650.000000.00000
2082024.11.18 07:00close1040.101.407760.000000.00000-6.329758.15
2092024.11.18 07:00sell1050.101.407760.000000.00000
2102024.11.18 08:00close1050.101.408760.000000.00000-7.109751.05
2112024.11.18 08:00buy1060.101.408760.000000.00000
2122024.11.18 16:00close1060.101.408240.000000.00000-3.699747.36
2132024.11.18 16:00sell1070.101.408240.000000.00000
2142024.11.19 12:00close1070.101.402990.000000.0000037.429784.78
2152024.11.19 12:00buy1080.101.402990.000000.00000
2162024.11.19 13:00close1080.101.401970.000000.00000-7.289777.50
2172024.11.19 13:00sell1090.101.401970.000000.00000
2182024.11.19 14:00close1090.101.402550.000000.00000-4.149773.36
2192024.11.19 14:00buy1100.101.402550.000000.00000
2202024.11.19 15:00close1100.101.401770.000000.00000-5.569767.80
2212024.11.19 15:00sell1110.101.401770.000000.00000
2222024.11.20 10:00close1110.101.396600.000000.0000037.029804.82
2232024.11.20 10:00buy1120.101.396600.000000.00000
2242024.11.20 22:00close1120.101.398300.000000.0000012.169816.98
2252024.11.20 22:00sell1130.101.398300.000000.00000
2262024.11.21 12:00close1130.101.397690.000000.000004.369821.34
2272024.11.21 12:00buy1140.101.397690.000000.00000
2282024.11.21 13:00close1140.101.396830.000000.00000-6.169815.18
2292024.11.21 13:00sell1150.101.396830.000000.00000
2302024.11.21 22:00close1150.101.396530.000000.000002.159817.33
2312024.11.21 22:00buy1160.101.396530.000000.00000
2322024.11.22 10:00close1160.101.396960.000000.000003.089820.41
2332024.11.22 10:00sell1170.101.396960.000000.00000
2342024.11.22 11:00close1170.101.397690.000000.00000-5.229815.19
2352024.11.22 11:00buy1180.101.397690.000000.00000
2362024.11.22 16:00close1180.101.397210.000000.00000-3.449811.75
2372024.11.22 16:00sell1190.101.397210.000000.00000
2382024.11.22 19:00close1190.101.398770.000000.00000-11.159800.60
2392024.11.22 19:00buy1200.101.398770.000000.00000
2402024.11.22 20:00close1200.101.397590.000000.00000-8.449792.16
2412024.11.22 20:00sell1210.101.397590.000000.00000
2422024.11.25 10:00close1210.101.396910.000000.000004.879797.03
2432024.11.25 10:00buy1220.101.396910.000000.00000
2442024.11.26 13:00close1220.101.408910.000000.0000085.179882.20
2452024.11.26 13:00sell1230.101.408910.000000.00000
2462024.11.26 16:00close1230.101.411800.000000.00000-20.479861.73
2472024.11.26 16:00buy1240.101.411800.000000.00000
2482024.11.26 17:00close1240.101.408440.000000.00000-23.869837.87
2492024.11.26 17:00sell1250.101.408440.000000.00000
2502024.11.27 07:00close1250.101.407380.000000.000007.539845.40
2512024.11.27 07:00buy1260.101.407380.000000.00000
2522024.11.27 10:00close1260.101.405620.000000.00000-12.529832.88
2532024.11.27 10:00sell1270.101.405620.000000.00000
2542024.11.28 10:00close1270.101.402680.000000.0000020.969853.84
2552024.11.28 10:00buy1280.101.402680.000000.00000
2562024.11.28 11:00close1280.101.400960.000000.00000-12.289841.56
2572024.11.28 11:00sell1290.101.400960.000000.00000
2582024.11.28 23:00close1290.101.401610.000000.00000-4.649836.92
2592024.11.28 23:00buy1300.101.401610.000000.00000
2602024.11.29 03:00close1300.101.400500.000000.00000-7.939828.99
2612024.11.29 03:00sell1310.101.400500.000000.00000
2622024.11.29 11:00close1310.101.401240.000000.00000-5.289823.71
2632024.11.29 11:00buy1320.101.401240.000000.00000
2642024.11.29 20:00close1320.101.399810.000000.00000-10.229813.49
2652024.11.29 20:00sell1330.101.399810.000000.00000
2662024.12.02 02:00close1330.101.401520.000000.00000-12.209801.29
2672024.12.02 02:00buy1340.101.401520.000000.00000
2682024.12.02 22:00close1340.101.404480.000000.0000021.089822.37
2692024.12.02 22:00sell1350.101.404480.000000.00000
2702024.12.03 03:00close1350.101.404920.000000.00000-3.139819.24
2712024.12.03 03:00buy1360.101.404920.000000.00000
2722024.12.03 08:00close1360.101.404400.000000.00000-3.709815.54
2732024.12.03 08:00sell1370.101.404400.000000.00000
2742024.12.03 15:00close1370.101.404240.000000.000001.149816.68
2752024.12.03 15:00buy1380.101.404240.000000.00000
2762024.12.04 07:00close1380.101.406330.000000.0000014.869831.54
2772024.12.04 07:00sell1390.101.406330.000000.00000
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