Strategy Tester Report
Auto_RXD
| 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 | MagicNumberAI=888; MagicNumberAIReverse=222; MagicNumberGrid=999; NoteMode="0 Indicator mode, 1 BTS Mode, 2 AI Short, 3 AI Long, 4 AI Filter and Normal"; Mode=0; NewOrderAllowed=true; EnableHourTrade=true; HourTradeStartTime=18; HourTradeStopTime=23; Lots=0.1; MaxLots=0; FreeMarginControlLots=false; BaseLots=0.1; BaseFreeMargin=2000; Slippage=1; EnableIndicatorManager=true; EnableOrderCloseManager=true; EnableTrailingStopManager=false; ATRLongStopRatio=100; ATRShortStopRatio=100; BTS_TP=50; BTS_SL=50; BTS_p=5; Short_x1=100; Short_x2=100; Short_x3=100; Short_x4=100; Short_MA=1; Short_TP=1000; Short_SL=1000; Short_p=5; Short_Threshold=100; Long_x1=100; Long_x2=100; Long_x3=100; Long_x4=100; Long_MA=1; Long_TP=1000; Long_SL=1000; Long_p=5; Long_Threshold=100; Supervisor_x1=100; Supervisor_x2=100; Supervisor_x3=100; Supervisor_x4=100; Supervisor_MA=1; Supervisor_p=5; Supervisor_Threshold=100; ADXControl=true; ADXPeriod=14; ADXThreshold=21; SARControl=true; SARCrossNeeded=false; MTF_SARControl=false; SAR_Step=0.02; SAR_Maximum=0.2; MACDControl=true; MACD_FastEMA=12; MACD_SlowEMA=26; MACD_SMA=9; MTF_MACDControl=false; MovingFiboControl=true; MovingFiboPeriod=9; MovingFiboRetrace=0.3; MAFiboControl=true; MAFiboPeriod=21; MAFiboShift=9; MAFiboRetrace=0.3; MAControl=true; SMAPeriod=21; LWMAPeriod=21; MAThreshold=1; ATR_TpSl_Enable=true; ATR_Period=14; CandleControl=true; FractalsControl=false; AOControl=false; ACControl=false; XOControl=true; XOCrossNeeded=false; XOBoxSize=20; OsEURControl=false; MA_Period=12; MA_Shift=5; Price=6; MAMode=3; IchimokuControl=false; Tenkan_Sen=9; Kijun_Sen=26; SenkouSpan_B=52; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | 35.57 | Gross profit | 354.76 | Gross loss | -319.19 |
| Profit factor | 1.11 | Expected payoff | 1.48 | ||
| Absolute drawdown | 25.80 | Maximal drawdown | 240.39 (2.35%) | Relative drawdown | 2.35% (240.39) |
| Total trades | 24 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 17 (41.18%) |
| Profit trades (% of total) | 9 (37.50%) | Loss trades (% of total) | 15 (62.50%) | ||
| Largest | profit trade | 146.27 | loss trade | -51.50 | |
| Average | profit trade | 39.42 | loss trade | -21.28 | |
| Maximum | consecutive wins (profit in money) | 2 (62.12) | consecutive losses (loss in money) | 6 (-128.40) | |
| Maximal | consecutive profit (count of wins) | 146.27 (1) | consecutive loss (count of losses) | -132.98 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 18:00 | buy | 1 | 0.10 | 1.35410 | 1.31571 | 1.40486 | ||
| 2 | 2024.10.10 23:00 | close | 1 | 0.10 | 1.37420 | 1.31571 | 1.40486 | 146.27 | 10146.27 |
| 3 | 2024.10.16 21:00 | sell | 2 | 0.10 | 1.37632 | 1.40470 | 1.33890 | ||
| 4 | 2024.10.17 18:00 | close | 2 | 0.10 | 1.37884 | 1.40470 | 1.33890 | -18.28 | 10127.99 |
| 5 | 2024.10.17 21:00 | buy | 3 | 0.10 | 1.37937 | 1.35003 | 1.41808 | ||
| 6 | 2024.10.22 18:00 | close | 3 | 0.10 | 1.38203 | 1.35003 | 1.41808 | 19.25 | 10147.24 |
| 7 | 2024.10.23 18:00 | buy | 4 | 0.10 | 1.38472 | 1.35962 | 1.41777 | ||
| 8 | 2024.10.23 23:00 | close | 4 | 0.10 | 1.38353 | 1.35962 | 1.41777 | -8.60 | 10138.64 |
| 9 | 2024.10.24 20:00 | buy | 5 | 0.10 | 1.38643 | 1.35687 | 1.42542 | ||
| 10 | 2024.10.30 20:00 | close | 5 | 0.10 | 1.39162 | 1.35687 | 1.42542 | 37.29 | 10175.93 |
| 11 | 2024.10.31 19:00 | buy | 6 | 0.10 | 1.39408 | 1.36163 | 1.43693 | ||
| 12 | 2024.11.01 18:00 | close | 6 | 0.10 | 1.39160 | 1.36163 | 1.43693 | -17.82 | 10158.11 |
| 13 | 2024.11.01 23:00 | buy | 7 | 0.10 | 1.39573 | 1.35766 | 1.44606 | ||
| 14 | 2024.11.04 18:00 | close | 7 | 0.10 | 1.38888 | 1.35766 | 1.44606 | -49.32 | 10108.79 |
| 15 | 2024.11.05 18:00 | sell | 8 | 0.10 | 1.38509 | 1.41304 | 1.34824 | ||
| 16 | 2024.11.06 18:00 | close | 8 | 0.10 | 1.39226 | 1.41304 | 1.34824 | -51.50 | 10057.29 |
| 17 | 2024.11.07 20:00 | sell | 9 | 0.10 | 1.38496 | 1.42489 | 1.33214 | ||
| 18 | 2024.11.07 22:00 | close | 9 | 0.10 | 1.38626 | 1.42489 | 1.33214 | -9.38 | 10047.91 |
| 19 | 2024.11.08 19:00 | buy | 10 | 0.10 | 1.39239 | 1.35540 | 1.44130 | ||
| 20 | 2024.11.11 19:00 | close | 10 | 0.10 | 1.39170 | 1.35540 | 1.44130 | -4.96 | 10042.95 |
| 21 | 2024.11.13 20:00 | buy | 11 | 0.10 | 1.39839 | 1.35317 | 1.45827 | ||
| 22 | 2024.11.18 18:00 | close | 11 | 0.10 | 1.40484 | 1.35317 | 1.45827 | 45.91 | 10088.86 |
| 23 | 2024.11.18 19:00 | sell | 12 | 0.10 | 1.40289 | 1.44556 | 1.34641 | ||
| 24 | 2024.11.20 18:00 | close | 12 | 0.10 | 1.40062 | 1.44556 | 1.34641 | 16.21 | 10105.07 |
| 25 | 2024.11.20 18:00 | buy | 13 | 0.10 | 1.40062 | 1.36208 | 1.45158 | ||
| 26 | 2024.11.20 20:00 | close | 13 | 0.10 | 1.39887 | 1.36208 | 1.45158 | -12.51 | 10092.56 |
| 27 | 2024.11.25 19:00 | buy | 14 | 0.10 | 1.40041 | 1.35570 | 1.45960 | ||
| 28 | 2024.11.26 18:00 | close | 14 | 0.10 | 1.40585 | 1.35570 | 1.45960 | 38.70 | 10131.26 |
| 29 | 2024.11.27 18:00 | sell | 15 | 0.10 | 1.40269 | 1.44699 | 1.34404 | ||
| 30 | 2024.11.29 18:00 | close | 15 | 0.10 | 1.40067 | 1.44699 | 1.34404 | 14.42 | 10145.68 |
| 31 | 2024.12.06 18:00 | buy | 16 | 0.10 | 1.41391 | 1.36871 | 1.47376 | ||
| 32 | 2024.12.09 18:00 | close | 16 | 0.10 | 1.41131 | 1.36871 | 1.47376 | -18.42 | 10127.26 |
| 33 | 2024.12.12 18:00 | buy | 17 | 0.10 | 1.41855 | 1.37669 | 1.47394 | ||
| 34 | 2024.12.16 18:00 | close | 17 | 0.10 | 1.42279 | 1.37669 | 1.47394 | 29.80 | 10157.06 |
| 35 | 2024.12.17 18:00 | buy | 18 | 0.10 | 1.43134 | 1.38607 | 1.49127 | ||
| 36 | 2024.12.18 18:00 | close | 18 | 0.10 | 1.43233 | 1.38607 | 1.49127 | 6.91 | 10163.97 |
| 37 | 2024.12.18 22:00 | buy | 19 | 0.10 | 1.44184 | 1.38704 | 1.51449 | ||
| 38 | 2024.12.19 18:00 | close | 19 | 0.10 | 1.43682 | 1.38704 | 1.51449 | -34.94 | 10129.03 |
| 39 | 2024.12.20 19:00 | sell | 20 | 0.10 | 1.43524 | 1.48224 | 1.37299 | ||
| 40 | 2024.12.20 23:00 | close | 20 | 0.10 | 1.43718 | 1.48224 | 1.37299 | -13.50 | 10115.53 |
| 41 | 2024.12.26 18:00 | buy | 21 | 0.10 | 1.44125 | 1.40818 | 1.48493 | ||
| 42 | 2024.12.30 19:00 | close | 21 | 0.10 | 1.43751 | 1.40818 | 1.48493 | -26.02 | 10089.51 |
| 43 | 2024.12.30 19:00 | sell | 22 | 0.10 | 1.43751 | 1.48548 | 1.37398 | ||
| 44 | 2024.12.31 18:00 | close | 22 | 0.10 | 1.43803 | 1.48548 | 1.37398 | -3.62 | 10085.89 |
| 45 | 2024.12.31 19:00 | buy | 23 | 0.10 | 1.44035 | 1.39688 | 1.49788 | ||
| 46 | 2025.01.02 20:00 | close | 23 | 0.10 | 1.44025 | 1.39688 | 1.49788 | -0.69 | 10085.20 |
| 47 | 2025.01.03 18:00 | buy | 24 | 0.10 | 1.44373 | 1.40404 | 1.49624 | ||
| 48 | 2025.01.07 23:59 | close at stop | 24 | 0.10 | 1.43660 | 1.40404 | 1.49624 | -49.63 | 10035.57 |