Strategy Tester Report
arttrader_v1_5
| 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 | NUM_LOTS=1; EMA_SPEED=11; BIG_JUMP=30; DOUBLE_JUMP=55; STOP_LOSS=20; EMERGENCY_LOSS=50; TAKE_PROFIT=25; SLOPE_SMALL=5; SLOPE_LARGE=8; MINUTES_BEGIN=25; MINUTES_END=25; SLIP_BEGIN=0; SLIP_END=0; MIN_VOLUME=0; SLIPPAGE=3; ADJUST=1; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -17.24 | Gross profit | 54.29 | Gross loss | -71.53 |
| Profit factor | 0.76 | Expected payoff | -3.45 | ||
| Absolute drawdown | 32.47 | Maximal drawdown | 68.84 (0.69%) | Relative drawdown | 0.69% (68.84) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 18.41 | loss trade | -35.85 | |
| Average | profit trade | 18.10 | loss trade | -35.77 | |
| Maximum | consecutive wins (profit in money) | 2 (36.37) | consecutive losses (loss in money) | 1 (-35.85) | |
| Maximal | consecutive profit (count of wins) | 36.37 (2) | consecutive loss (count of losses) | -35.85 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.07 06:58 | buy | 1 | 1.00 | 1.35795 | 1.35745 | 1.35820 | ||
| 2 | 2024.10.07 07:50 | t/p | 1 | 1.00 | 1.35820 | 1.35745 | 1.35820 | 18.41 | 10018.41 |
| 3 | 2024.11.12 01:28 | sell | 2 | 1.00 | 1.39256 | 1.39306 | 1.39231 | ||
| 4 | 2024.11.12 01:53 | t/p | 2 | 1.00 | 1.39231 | 1.39306 | 1.39231 | 17.96 | 10036.37 |
| 5 | 2024.11.13 11:26 | buy | 3 | 1.00 | 1.39523 | 1.39473 | 1.39548 | ||
| 6 | 2024.11.13 11:33 | s/l | 3 | 1.00 | 1.39473 | 1.39473 | 1.39548 | -35.85 | 10000.52 |
| 7 | 2024.11.13 11:33 | buy | 4 | 1.00 | 1.39489 | 1.39439 | 1.39514 | ||
| 8 | 2024.11.13 12:02 | t/p | 4 | 1.00 | 1.39514 | 1.39439 | 1.39514 | 17.92 | 10018.44 |
| 9 | 2024.11.28 20:45 | sell | 5 | 1.00 | 1.40092 | 1.40142 | 1.40067 | ||
| 10 | 2024.11.28 22:10 | s/l | 5 | 1.00 | 1.40142 | 1.40142 | 1.40067 | -35.68 | 9982.76 |