Strategy Tester Report
Breakthrough_BB
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 4067 | Ticks modelled | 12794611 | Modelling quality | 85.00% |
| Mismatched charts errors | 10 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -361.46 | Gross profit | 549.19 | Gross loss | -910.65 |
| Profit factor | 0.60 | Expected payoff | -4.58 | ||
| Absolute drawdown | 592.21 | Maximal drawdown | 621.03 (6.19%) | Relative drawdown | 6.19% (621.03) |
| Total trades | 79 | Short positions (won %) | 32 (40.62%) | Long positions (won %) | 47 (21.28%) |
| Profit trades (% of total) | 23 (29.11%) | Loss trades (% of total) | 56 (70.89%) | ||
| Largest | profit trade | 78.60 | loss trade | -80.13 | |
| Average | profit trade | 23.88 | loss trade | -16.26 | |
| Maximum | consecutive wins (profit in money) | 3 (75.65) | consecutive losses (loss in money) | 8 (-158.84) | |
| Maximal | consecutive profit (count of wins) | 120.47 (2) | consecutive loss (count of losses) | -158.84 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 10:00 | buy | 1 | 0.10 | 1.44058 | 1.43382 | 0.00000 | ||
| 2 | 2025.01.02 23:00 | close | 1 | 0.10 | 1.44002 | 1.43382 | 0.00000 | -3.89 | 9996.11 |
| 3 | 2025.01.03 18:00 | buy | 2 | 0.10 | 1.44373 | 1.43772 | 0.00000 | ||
| 4 | 2025.01.06 04:00 | close | 2 | 0.10 | 1.43992 | 1.43772 | 0.00000 | -26.46 | 9969.65 |
| 5 | 2025.01.07 23:00 | buy | 3 | 0.10 | 1.43610 | 1.43007 | 0.00000 | ||
| 6 | 2025.01.09 00:00 | close | 3 | 0.10 | 1.43698 | 1.43007 | 0.00000 | 6.12 | 9975.77 |
| 7 | 2025.01.09 10:00 | buy | 4 | 0.10 | 1.44010 | 1.43586 | 0.00000 | ||
| 8 | 2025.01.10 17:00 | close | 4 | 0.10 | 1.43915 | 1.43586 | 0.00000 | -6.60 | 9969.17 |
| 9 | 2025.01.10 18:00 | buy | 5 | 0.10 | 1.44244 | 1.43841 | 0.00000 | ||
| 10 | 2025.01.13 15:00 | close | 5 | 0.10 | 1.44151 | 1.43841 | 0.00000 | -6.45 | 9962.72 |
| 11 | 2025.01.16 08:00 | buy | 6 | 0.10 | 1.43678 | 1.43161 | 0.00000 | ||
| 12 | 2025.01.17 18:00 | close | 6 | 0.10 | 1.44000 | 1.43161 | 0.00000 | 22.36 | 9985.08 |
| 13 | 2025.01.17 20:00 | buy | 7 | 0.10 | 1.44393 | 1.43799 | 0.00000 | ||
| 14 | 2025.01.20 15:32 | s/l | 7 | 0.10 | 1.43799 | 1.43799 | 0.00000 | -41.31 | 9943.77 |
| 15 | 2025.01.22 17:00 | buy | 8 | 0.10 | 1.43771 | 1.43036 | 0.00000 | ||
| 16 | 2025.01.23 17:00 | close | 8 | 0.10 | 1.43801 | 1.43036 | 0.00000 | 2.09 | 9945.86 |
| 17 | 2025.01.27 01:00 | buy | 9 | 0.10 | 1.43736 | 1.43110 | 0.00000 | ||
| 18 | 2025.01.27 13:00 | close | 9 | 0.10 | 1.43562 | 1.43110 | 0.00000 | -12.12 | 9933.74 |
| 19 | 2025.01.28 02:00 | buy | 10 | 0.10 | 1.44066 | 1.43514 | 0.00000 | ||
| 20 | 2025.01.28 17:00 | close | 10 | 0.10 | 1.43810 | 1.43514 | 0.00000 | -17.80 | 9915.94 |
| 21 | 2025.01.29 10:00 | buy | 11 | 0.10 | 1.44146 | 1.43832 | 0.00000 | ||
| 22 | 2025.01.30 02:00 | close | 11 | 0.10 | 1.43959 | 1.43832 | 0.00000 | -12.99 | 9902.95 |
| 23 | 2025.01.30 23:00 | buy | 12 | 0.10 | 1.44842 | 1.43885 | 0.00000 | ||
| 24 | 2025.01.31 10:00 | close | 12 | 0.10 | 1.44376 | 1.43885 | 0.00000 | -32.28 | 9870.67 |
| 25 | 2025.01.31 17:00 | buy | 13 | 0.10 | 1.45194 | 1.44098 | 0.00000 | ||
| 26 | 2025.01.31 19:00 | close | 13 | 0.10 | 1.44605 | 1.44098 | 0.00000 | -40.73 | 9829.94 |
| 27 | 2025.01.31 23:00 | buy | 14 | 0.10 | 1.45381 | 1.44388 | 0.00000 | ||
| 28 | 2025.02.03 18:00 | close | 14 | 0.10 | 1.45696 | 1.44388 | 0.00000 | 21.62 | 9851.56 |
| 29 | 2025.02.06 07:00 | buy | 15 | 0.10 | 1.43500 | 1.42714 | 0.00000 | ||
| 30 | 2025.02.06 18:00 | close | 15 | 0.10 | 1.43208 | 1.42714 | 0.00000 | -20.39 | 9831.17 |
| 31 | 2025.02.10 01:00 | buy | 16 | 0.10 | 1.43616 | 1.42791 | 0.00000 | ||
| 32 | 2025.02.10 18:00 | close | 16 | 0.10 | 1.43196 | 1.42791 | 0.00000 | -29.33 | 9801.84 |
| 33 | 2025.02.12 16:00 | buy | 17 | 0.10 | 1.43304 | 1.42754 | 0.00000 | ||
| 34 | 2025.02.12 18:00 | close | 17 | 0.10 | 1.42946 | 1.42754 | 0.00000 | -25.04 | 9776.80 |
| 35 | 2025.02.17 10:00 | buy | 18 | 0.10 | 1.41853 | 1.41537 | 0.00000 | ||
| 36 | 2025.02.18 00:02 | close | 18 | 0.10 | 1.41784 | 1.41537 | 0.00000 | -4.87 | 9771.93 |
| 37 | 2025.02.18 04:00 | buy | 19 | 0.10 | 1.42006 | 1.41633 | 0.00000 | ||
| 38 | 2025.02.18 14:00 | close | 19 | 0.10 | 1.41853 | 1.41633 | 0.00000 | -10.79 | 9761.14 |
| 39 | 2025.02.18 16:00 | buy | 20 | 0.10 | 1.42059 | 1.41744 | 0.00000 | ||
| 40 | 2025.02.18 18:00 | close | 20 | 0.10 | 1.41877 | 1.41744 | 0.00000 | -12.83 | 9748.31 |
| 41 | 2025.02.19 13:00 | buy | 21 | 0.10 | 1.42056 | 1.41739 | 0.00000 | ||
| 42 | 2025.02.20 11:00 | close | 21 | 0.10 | 1.42150 | 1.41739 | 0.00000 | 6.61 | 9754.92 |
| 43 | 2025.02.21 18:00 | buy | 22 | 0.10 | 1.42040 | 1.41629 | 0.00000 | ||
| 44 | 2025.02.24 04:00 | close | 22 | 0.10 | 1.41957 | 1.41629 | 0.00000 | -5.85 | 9749.07 |
| 45 | 2025.02.24 17:00 | buy | 23 | 0.10 | 1.42454 | 1.41781 | 0.00000 | ||
| 46 | 2025.02.26 20:00 | close | 23 | 0.10 | 1.43171 | 1.41781 | 0.00000 | 50.08 | 9799.15 |
| 47 | 2025.02.27 06:00 | buy | 24 | 0.10 | 1.43595 | 1.43179 | 0.00000 | ||
| 48 | 2025.02.27 10:00 | close | 24 | 0.10 | 1.43381 | 1.43179 | 0.00000 | -14.93 | 9784.22 |
| 49 | 2025.02.27 15:00 | buy | 25 | 0.10 | 1.43611 | 1.43220 | 0.00000 | ||
| 50 | 2025.02.28 16:00 | close | 25 | 0.10 | 1.44147 | 1.43220 | 0.00000 | 37.18 | 9821.40 |
| 51 | 2025.02.28 21:00 | buy | 26 | 0.10 | 1.44601 | 1.44157 | 0.00000 | ||
| 52 | 2025.03.03 01:00 | close | 26 | 0.10 | 1.44409 | 1.44157 | 0.00000 | -13.30 | 9808.10 |
| 53 | 2025.03.03 22:00 | buy | 27 | 0.10 | 1.45020 | 1.43998 | 0.00000 | ||
| 54 | 2025.03.04 11:00 | close | 27 | 0.10 | 1.44501 | 1.43998 | 0.00000 | -35.92 | 9772.18 |
| 55 | 2025.03.04 20:00 | buy | 28 | 0.10 | 1.45289 | 1.44195 | 0.00000 | ||
| 56 | 2025.03.04 23:00 | close | 28 | 0.10 | 1.44741 | 1.44195 | 0.00000 | -37.86 | 9734.32 |
| 57 | 2025.03.07 16:00 | buy | 29 | 0.10 | 1.43724 | 1.42693 | 0.00000 | ||
| 58 | 2025.03.10 13:00 | close | 29 | 0.10 | 1.43577 | 1.42693 | 0.00000 | -10.24 | 9724.08 |
| 59 | 2025.03.10 15:00 | buy | 30 | 0.10 | 1.43955 | 1.43452 | 0.00000 | ||
| 60 | 2025.03.11 11:00 | close | 30 | 0.10 | 1.44133 | 1.43452 | 0.00000 | 12.35 | 9736.43 |
| 61 | 2025.03.11 18:00 | buy | 31 | 0.10 | 1.45165 | 1.43916 | 0.00000 | ||
| 62 | 2025.03.11 22:00 | close | 31 | 0.10 | 1.44011 | 1.43916 | 0.00000 | -80.13 | 9656.30 |
| 63 | 2025.03.13 20:00 | buy | 32 | 0.10 | 1.44221 | 1.43542 | 0.00000 | ||
| 64 | 2025.03.14 12:00 | close | 32 | 0.10 | 1.44131 | 1.43542 | 0.00000 | -6.24 | 9650.06 |
| 65 | 2025.03.19 10:00 | buy | 33 | 0.10 | 1.43162 | 1.42794 | 0.00000 | ||
| 66 | 2025.03.19 22:00 | close | 33 | 0.10 | 1.43099 | 1.42794 | 0.00000 | -4.40 | 9645.66 |
| 67 | 2025.03.20 05:00 | buy | 34 | 0.10 | 1.43353 | 1.43029 | 0.00000 | ||
| 68 | 2025.03.20 19:00 | close | 34 | 0.10 | 1.43270 | 1.43029 | 0.00000 | -5.79 | 9639.87 |
| 69 | 2025.03.21 19:00 | buy | 35 | 0.10 | 1.43588 | 1.43079 | 0.00000 | ||
| 70 | 2025.03.24 03:00 | close | 35 | 0.10 | 1.43327 | 1.43079 | 0.00000 | -18.21 | 9621.66 |
| 71 | 2025.03.27 01:00 | buy | 36 | 0.10 | 1.43037 | 1.42418 | 0.00000 | ||
| 72 | 2025.03.27 06:00 | close | 36 | 0.10 | 1.42672 | 1.42418 | 0.00000 | -25.58 | 9596.08 |
| 73 | 2025.03.27 11:00 | buy | 37 | 0.10 | 1.42987 | 1.42397 | 0.00000 | ||
| 74 | 2025.03.27 15:00 | close | 37 | 0.10 | 1.42757 | 1.42397 | 0.00000 | -16.11 | 9579.97 |
| 75 | 2025.03.27 17:00 | buy | 38 | 0.10 | 1.43142 | 1.42506 | 0.00000 | ||
| 76 | 2025.03.28 16:00 | close | 38 | 0.10 | 1.43108 | 1.42506 | 0.00000 | -2.38 | 9577.59 |
| 77 | 2025.03.31 11:00 | buy | 39 | 0.10 | 1.43392 | 1.42930 | 0.00000 | ||
| 78 | 2025.04.01 13:00 | close | 39 | 0.10 | 1.43672 | 1.42930 | 0.00000 | 19.49 | 9597.08 |
| 79 | 2025.04.01 17:00 | buy | 40 | 0.10 | 1.43995 | 1.43683 | 0.00000 | ||
| 80 | 2025.04.01 17:17 | s/l | 40 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -21.71 | 9575.37 |
| 81 | 2025.04.01 17:17 | buy | 41 | 0.10 | 1.43701 | 1.43683 | 0.00000 | ||
| 82 | 2025.04.01 17:17 | s/l | 41 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -1.25 | 9574.12 |
| 83 | 2025.04.01 17:18 | buy | 42 | 0.10 | 1.43702 | 1.43683 | 0.00000 | ||
| 84 | 2025.04.01 17:38 | s/l | 42 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -1.32 | 9572.80 |
| 85 | 2025.04.01 17:38 | buy | 43 | 0.10 | 1.43701 | 1.43683 | 0.00000 | ||
| 86 | 2025.04.01 17:38 | s/l | 43 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -1.25 | 9571.55 |
| 87 | 2025.04.01 17:38 | buy | 44 | 0.10 | 1.43701 | 1.43683 | 0.00000 | ||
| 88 | 2025.04.01 17:39 | s/l | 44 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -1.25 | 9570.30 |
| 89 | 2025.04.01 17:39 | buy | 45 | 0.10 | 1.43701 | 1.43683 | 0.00000 | ||
| 90 | 2025.04.01 17:39 | s/l | 45 | 0.10 | 1.43683 | 1.43683 | 0.00000 | -1.25 | 9569.05 |
| 91 | 2025.04.04 11:00 | buy | 46 | 0.10 | 1.41485 | 1.40409 | 0.00000 | ||
| 92 | 2025.04.07 17:00 | close | 46 | 0.10 | 1.42301 | 1.40409 | 0.00000 | 57.34 | 9626.39 |
| 93 | 2025.04.08 23:00 | buy | 47 | 0.10 | 1.42503 | 1.41486 | 0.00000 | ||
| 94 | 2025.04.09 10:00 | close | 47 | 0.10 | 1.42039 | 1.41486 | 0.00000 | -32.67 | 9593.72 |
| 95 | 2025.04.14 01:00 | sell | 48 | 0.10 | 1.38591 | 1.39738 | 0.00000 | ||
| 96 | 2025.04.14 16:00 | close | 48 | 0.10 | 1.38831 | 1.39738 | 0.00000 | -17.29 | 9576.43 |
| 97 | 2025.04.16 17:00 | sell | 49 | 0.10 | 1.38889 | 1.39775 | 0.00000 | ||
| 98 | 2025.04.17 09:00 | close | 49 | 0.10 | 1.38911 | 1.39775 | 0.00000 | -1.58 | 9574.85 |
| 99 | 2025.04.17 17:00 | sell | 50 | 0.10 | 1.38568 | 1.39030 | 0.00000 | ||
| 100 | 2025.04.17 18:00 | close | 50 | 0.10 | 1.38787 | 1.39030 | 0.00000 | -15.78 | 9559.07 |
| 101 | 2025.04.17 20:00 | sell | 51 | 0.10 | 1.38444 | 1.39015 | 0.00000 | ||
| 102 | 2025.04.18 08:00 | close | 51 | 0.10 | 1.38635 | 1.39015 | 0.00000 | -13.78 | 9545.29 |
| 103 | 2025.04.21 01:00 | sell | 52 | 0.10 | 1.38258 | 1.38719 | 0.00000 | ||
| 104 | 2025.04.21 19:00 | close | 52 | 0.10 | 1.38190 | 1.38719 | 0.00000 | 4.92 | 9550.21 |
| 105 | 2025.04.22 19:00 | sell | 53 | 0.10 | 1.38007 | 1.38538 | 0.00000 | ||
| 106 | 2025.04.23 01:00 | close | 53 | 0.10 | 1.38351 | 1.38538 | 0.00000 | -24.86 | 9525.35 |
| 107 | 2025.04.23 13:00 | sell | 54 | 0.10 | 1.38042 | 1.38517 | 0.00000 | ||
| 108 | 2025.04.23 16:00 | close | 54 | 0.10 | 1.38358 | 1.38517 | 0.00000 | -22.84 | 9502.51 |
| 109 | 2025.04.28 17:00 | sell | 55 | 0.10 | 1.38479 | 1.38870 | 0.00000 | ||
| 110 | 2025.04.29 07:00 | close | 55 | 0.10 | 1.38584 | 1.38870 | 0.00000 | -7.58 | 9494.93 |
| 111 | 2025.04.29 11:00 | sell | 56 | 0.10 | 1.38188 | 1.38820 | 0.00000 | ||
| 112 | 2025.04.29 13:00 | close | 56 | 0.10 | 1.38478 | 1.38820 | 0.00000 | -20.94 | 9473.99 |
| 113 | 2025.04.30 10:00 | sell | 57 | 0.10 | 1.38203 | 1.38594 | 0.00000 | ||
| 114 | 2025.04.30 12:00 | close | 57 | 0.10 | 1.38440 | 1.38594 | 0.00000 | -17.12 | 9456.87 |
| 115 | 2025.04.30 18:00 | sell | 58 | 0.10 | 1.38143 | 1.38580 | 0.00000 | ||
| 116 | 2025.05.01 11:00 | close | 58 | 0.10 | 1.38137 | 1.38580 | 0.00000 | 0.43 | 9457.30 |
| 117 | 2025.05.02 17:00 | sell | 59 | 0.10 | 1.37921 | 1.38625 | 0.00000 | ||
| 118 | 2025.05.05 02:00 | close | 59 | 0.10 | 1.38254 | 1.38625 | 0.00000 | -24.09 | 9433.21 |
| 119 | 2025.05.06 15:00 | sell | 60 | 0.10 | 1.38032 | 1.38365 | 0.00000 | ||
| 120 | 2025.05.07 08:00 | close | 60 | 0.10 | 1.37965 | 1.38365 | 0.00000 | 4.86 | 9438.07 |
| 121 | 2025.05.13 19:00 | sell | 61 | 0.10 | 1.39586 | 1.40081 | 0.00000 | ||
| 122 | 2025.05.14 16:00 | close | 61 | 0.10 | 1.39458 | 1.40081 | 0.00000 | 9.18 | 9447.25 |
| 123 | 2025.05.15 23:00 | sell | 62 | 0.10 | 1.39594 | 1.39953 | 0.00000 | ||
| 124 | 2025.05.16 15:00 | close | 62 | 0.10 | 1.39668 | 1.39953 | 0.00000 | -5.30 | 9441.95 |
| 125 | 2025.05.19 13:00 | sell | 63 | 0.10 | 1.39448 | 1.39894 | 0.00000 | ||
| 126 | 2025.05.19 21:00 | close | 63 | 0.10 | 1.39647 | 1.39894 | 0.00000 | -14.25 | 9427.70 |
| 127 | 2025.05.20 11:00 | sell | 64 | 0.10 | 1.39346 | 1.39702 | 0.00000 | ||
| 128 | 2025.05.22 12:00 | close | 64 | 0.10 | 1.38765 | 1.39702 | 0.00000 | 41.87 | 9469.57 |
| 129 | 2025.05.23 05:00 | sell | 65 | 0.10 | 1.38348 | 1.38838 | 0.00000 | ||
| 130 | 2025.05.26 16:00 | close | 65 | 0.10 | 1.37269 | 1.38838 | 0.00000 | 78.60 | 9548.17 |
| 131 | 2025.05.29 16:00 | sell | 66 | 0.10 | 1.37952 | 1.38574 | 0.00000 | ||
| 132 | 2025.05.30 06:00 | close | 66 | 0.10 | 1.38254 | 1.38574 | 0.00000 | -21.84 | 9526.33 |
| 133 | 2025.05.30 16:00 | sell | 67 | 0.10 | 1.37931 | 1.38275 | 0.00000 | ||
| 134 | 2025.06.02 21:00 | close | 67 | 0.10 | 1.37191 | 1.38275 | 0.00000 | 53.94 | 9580.27 |
| 135 | 2025.06.04 04:00 | sell | 68 | 0.10 | 1.37125 | 1.37404 | 0.00000 | ||
| 136 | 2025.06.04 09:00 | close | 68 | 0.10 | 1.37266 | 1.37404 | 0.00000 | -10.27 | 9570.00 |
| 137 | 2025.06.04 12:00 | sell | 69 | 0.10 | 1.37080 | 1.37366 | 0.00000 | ||
| 138 | 2025.06.06 00:00 | close | 69 | 0.10 | 1.36758 | 1.37366 | 0.00000 | 23.55 | 9593.55 |
| 139 | 2025.06.09 12:00 | sell | 70 | 0.10 | 1.36770 | 1.37013 | 0.00000 | ||
| 140 | 2025.06.09 16:00 | close | 70 | 0.10 | 1.36894 | 1.37013 | 0.00000 | -9.06 | 9584.49 |
| 141 | 2025.06.09 20:00 | sell | 71 | 0.10 | 1.36739 | 1.37035 | 0.00000 | ||
| 142 | 2025.06.09 23:00 | close | 71 | 0.10 | 1.36867 | 1.37035 | 0.00000 | -9.35 | 9575.14 |
| 143 | 2025.06.10 17:00 | sell | 72 | 0.10 | 1.36715 | 1.37205 | 0.00000 | ||
| 144 | 2025.06.11 12:00 | close | 72 | 0.10 | 1.36833 | 1.37205 | 0.00000 | -8.62 | 9566.52 |
| 145 | 2025.06.11 16:00 | sell | 73 | 0.10 | 1.36626 | 1.36925 | 0.00000 | ||
| 146 | 2025.06.12 11:00 | close | 73 | 0.10 | 1.36680 | 1.36925 | 0.00000 | -3.95 | 9562.57 |
| 147 | 2025.06.12 13:00 | sell | 74 | 0.10 | 1.36481 | 1.36824 | 0.00000 | ||
| 148 | 2025.06.13 07:00 | close | 74 | 0.10 | 1.36330 | 1.36824 | 0.00000 | 11.08 | 9573.65 |
| 149 | 2025.06.13 18:00 | sell | 75 | 0.10 | 1.35926 | 1.36452 | 0.00000 | ||
| 150 | 2025.06.16 23:00 | close | 75 | 0.10 | 1.35792 | 1.36452 | 0.00000 | 9.87 | 9583.52 |
| 151 | 2025.06.20 04:00 | sell | 76 | 0.10 | 1.36907 | 1.37355 | 0.00000 | ||
| 152 | 2025.06.20 16:00 | close | 76 | 0.10 | 1.37190 | 1.37355 | 0.00000 | -20.63 | 9562.89 |
| 153 | 2025.06.24 01:00 | sell | 77 | 0.10 | 1.37308 | 1.37890 | 0.00000 | ||
| 154 | 2025.06.24 22:00 | close | 77 | 0.10 | 1.37247 | 1.37890 | 0.00000 | 4.44 | 9567.33 |
| 155 | 2025.06.26 01:00 | sell | 78 | 0.10 | 1.37149 | 1.37448 | 0.00000 | ||
| 156 | 2025.06.27 13:00 | close | 78 | 0.10 | 1.36536 | 1.37448 | 0.00000 | 44.90 | 9612.23 |
| 157 | 2025.06.30 18:00 | sell | 79 | 0.10 | 1.36446 | 1.37107 | 0.00000 | ||
| 158 | 2025.06.30 23:59 | close at stop | 79 | 0.10 | 1.36088 | 1.37107 | 0.00000 | 26.31 | 9638.54 |