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 | shortcciperiod=7; longcciperiod=30; shortmaperiod=2; longmaperiod=55; stoploss=90; takeprofit=30; lots=1; | ||||
Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | Current (17) | ||
Total net profit | -815.30 | Gross profit | 1000.73 | Gross loss | -1816.03 |
Profit factor | 0.55 | Expected payoff | -10.19 | ||
Absolute drawdown | 987.96 | Maximal drawdown | 987.96 (9.88%) | Relative drawdown | 9.88% (987.96) |
Total trades | 80 | Short positions (won %) | 28 (64.29%) | Long positions (won %) | 52 (61.54%) |
Profit trades (% of total) | 50 (62.50%) | Loss trades (% of total) | 30 (37.50%) | ||
Largest | profit trade | 21.64 | loss trade | -66.71 | |
Average | profit trade | 20.01 | loss trade | -60.53 | |
Maximum | consecutive wins (profit in money) | 8 (151.76) | consecutive losses (loss in money) | 4 (-230.18) | |
Maximal | consecutive profit (count of wins) | 151.76 (8) | consecutive loss (count of losses) | -230.18 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.10.03 00:00 | buy | 1 | 1.00 | 1.35024 | 1.34934 | 1.35054 | ||
2 | 2024.10.03 00:05 | s/l | 1 | 1.00 | 1.34934 | 1.34934 | 1.35054 | -66.71 | 9933.29 |
3 | 2024.10.11 18:00 | buy | 2 | 0.99 | 1.37742 | 1.37652 | 1.37772 | ||
4 | 2024.10.11 18:08 | s/l | 2 | 0.99 | 1.37652 | 1.37652 | 1.37772 | -64.73 | 9868.56 |
5 | 2024.10.14 02:00 | buy | 3 | 0.99 | 1.37796 | 1.37706 | 1.37826 | ||
6 | 2024.10.14 02:18 | t/p | 3 | 0.99 | 1.37826 | 1.37706 | 1.37826 | 21.55 | 9890.11 |
7 | 2024.10.16 00:00 | sell | 4 | 0.99 | 1.37736 | 1.37826 | 1.37706 | ||
8 | 2024.10.16 00:02 | t/p | 4 | 0.99 | 1.37706 | 1.37826 | 1.37706 | 21.56 | 9911.67 |
9 | 2024.10.17 11:00 | buy | 5 | 0.99 | 1.37842 | 1.37752 | 1.37872 | ||
10 | 2024.10.17 14:11 | s/l | 5 | 0.99 | 1.37752 | 1.37752 | 1.37872 | -64.68 | 9846.99 |
11 | 2024.10.18 16:00 | buy | 6 | 0.98 | 1.37965 | 1.37875 | 1.37995 | ||
12 | 2024.10.18 16:53 | t/p | 6 | 0.98 | 1.37995 | 1.37875 | 1.37995 | 21.31 | 9868.30 |
13 | 2024.10.23 00:00 | sell | 7 | 0.99 | 1.38164 | 1.38254 | 1.38134 | ||
14 | 2024.10.23 00:03 | t/p | 7 | 0.99 | 1.38134 | 1.38254 | 1.38134 | 21.50 | 9889.80 |
15 | 2024.10.23 12:00 | buy | 8 | 0.99 | 1.38263 | 1.38173 | 1.38293 | ||
16 | 2024.10.23 13:53 | t/p | 8 | 0.99 | 1.38293 | 1.38173 | 1.38293 | 21.48 | 9911.28 |
17 | 2024.10.24 06:00 | sell | 9 | 0.99 | 1.38246 | 1.38336 | 1.38216 | ||
18 | 2024.10.24 10:14 | t/p | 9 | 0.99 | 1.38216 | 1.38336 | 1.38216 | 21.49 | 9932.77 |
19 | 2024.10.24 18:00 | buy | 10 | 0.99 | 1.38496 | 1.38406 | 1.38526 | ||
20 | 2024.10.24 18:50 | t/p | 10 | 0.99 | 1.38526 | 1.38406 | 1.38526 | 21.44 | 9954.21 |
21 | 2024.10.25 17:00 | buy | 11 | 1.00 | 1.38604 | 1.38514 | 1.38634 | ||
22 | 2024.10.25 17:26 | t/p | 11 | 1.00 | 1.38634 | 1.38514 | 1.38634 | 21.64 | 9975.85 |
23 | 2024.10.29 02:00 | buy | 12 | 1.00 | 1.38947 | 1.38857 | 1.38977 | ||
24 | 2024.10.29 03:00 | close | 12 | 1.00 | 1.38876 | 1.38857 | 1.38977 | -51.12 | 9924.73 |
25 | 2024.10.29 07:00 | buy | 13 | 0.99 | 1.38986 | 1.38896 | 1.39016 | ||
26 | 2024.10.29 09:48 | s/l | 13 | 0.99 | 1.38896 | 1.38896 | 1.39016 | -64.15 | 9860.58 |
27 | 2024.10.29 13:00 | sell | 14 | 0.99 | 1.38790 | 1.38880 | 1.38760 | ||
28 | 2024.10.29 14:26 | s/l | 14 | 0.99 | 1.38880 | 1.38880 | 1.38760 | -64.16 | 9796.42 |
29 | 2024.10.29 16:00 | buy | 15 | 0.98 | 1.39031 | 1.38941 | 1.39061 | ||
30 | 2024.10.29 16:13 | t/p | 15 | 0.98 | 1.39061 | 1.38941 | 1.39061 | 21.14 | 9817.56 |
31 | 2024.10.30 22:00 | sell | 16 | 0.98 | 1.38984 | 1.39074 | 1.38954 | ||
32 | 2024.10.31 01:36 | s/l | 16 | 0.98 | 1.39074 | 1.39074 | 1.38954 | -63.42 | 9754.14 |
33 | 2024.10.31 04:00 | buy | 17 | 0.98 | 1.39164 | 1.39074 | 1.39194 | ||
34 | 2024.10.31 07:45 | t/p | 17 | 0.98 | 1.39194 | 1.39074 | 1.39194 | 21.12 | 9775.26 |
35 | 2024.10.31 17:00 | sell | 18 | 0.98 | 1.39039 | 1.39129 | 1.39009 | ||
36 | 2024.10.31 17:05 | s/l | 18 | 0.98 | 1.39129 | 1.39129 | 1.39009 | -63.39 | 9711.87 |
37 | 2024.10.31 19:00 | buy | 19 | 0.97 | 1.39408 | 1.39318 | 1.39438 | ||
38 | 2024.10.31 19:16 | s/l | 19 | 0.97 | 1.39318 | 1.39318 | 1.39438 | -62.66 | 9649.21 |
39 | 2024.10.31 23:00 | buy | 20 | 0.96 | 1.39249 | 1.39159 | 1.39279 | ||
40 | 2024.10.31 23:36 | t/p | 20 | 0.96 | 1.39279 | 1.39159 | 1.39279 | 20.68 | 9669.89 |
41 | 2024.11.01 16:00 | sell | 21 | 0.97 | 1.39104 | 1.39194 | 1.39074 | ||
42 | 2024.11.01 16:18 | s/l | 21 | 0.97 | 1.39194 | 1.39194 | 1.39074 | -62.72 | 9607.17 |
43 | 2024.11.01 19:00 | buy | 22 | 0.96 | 1.39268 | 1.39178 | 1.39298 | ||
44 | 2024.11.01 19:33 | t/p | 22 | 0.96 | 1.39298 | 1.39178 | 1.39298 | 20.68 | 9627.85 |
45 | 2024.11.04 01:00 | sell | 23 | 0.96 | 1.39190 | 1.39280 | 1.39160 | ||
46 | 2024.11.04 01:18 | s/l | 23 | 0.96 | 1.39280 | 1.39280 | 1.39160 | -62.03 | 9565.82 |
47 | 2024.11.06 05:00 | buy | 24 | 0.96 | 1.39196 | 1.39106 | 1.39226 | ||
48 | 2024.11.06 05:00 | t/p | 24 | 0.96 | 1.39226 | 1.39106 | 1.39226 | 20.69 | 9586.51 |
49 | 2024.11.07 06:00 | sell | 25 | 0.96 | 1.38900 | 1.38990 | 1.38870 | ||
50 | 2024.11.07 06:08 | s/l | 25 | 0.96 | 1.38990 | 1.38990 | 1.38870 | -62.16 | 9524.35 |
51 | 2024.11.08 11:00 | buy | 26 | 0.95 | 1.38901 | 1.38811 | 1.38931 | ||
52 | 2024.11.08 11:43 | s/l | 26 | 0.95 | 1.38811 | 1.38811 | 1.38931 | -61.59 | 9462.76 |
53 | 2024.11.12 04:00 | buy | 27 | 0.95 | 1.39332 | 1.39242 | 1.39362 | ||
54 | 2024.11.12 04:01 | t/p | 27 | 0.95 | 1.39362 | 1.39242 | 1.39362 | 20.45 | 9483.21 |
55 | 2024.11.12 19:00 | buy | 28 | 0.95 | 1.39573 | 1.39483 | 1.39603 | ||
56 | 2024.11.12 19:18 | s/l | 28 | 0.95 | 1.39483 | 1.39483 | 1.39603 | -61.30 | 9421.91 |
57 | 2024.11.13 13:00 | buy | 29 | 0.94 | 1.39584 | 1.39494 | 1.39614 | ||
58 | 2024.11.13 13:58 | s/l | 29 | 0.94 | 1.39494 | 1.39494 | 1.39614 | -60.65 | 9361.26 |
59 | 2024.11.13 17:00 | buy | 30 | 0.94 | 1.39869 | 1.39779 | 1.39899 | ||
60 | 2024.11.13 17:02 | t/p | 30 | 0.94 | 1.39899 | 1.39779 | 1.39899 | 20.16 | 9381.42 |
61 | 2024.11.18 19:00 | sell | 31 | 0.94 | 1.40289 | 1.40379 | 1.40259 | ||
62 | 2024.11.18 19:03 | t/p | 31 | 0.94 | 1.40259 | 1.40379 | 1.40259 | 20.11 | 9401.53 |
63 | 2024.11.20 17:00 | buy | 32 | 0.94 | 1.40062 | 1.39972 | 1.40092 | ||
64 | 2024.11.20 17:02 | t/p | 32 | 0.94 | 1.40092 | 1.39972 | 1.40092 | 20.13 | 9421.66 |
65 | 2024.11.21 00:00 | sell | 33 | 0.94 | 1.39724 | 1.39814 | 1.39694 | ||
66 | 2024.11.21 01:46 | t/p | 33 | 0.94 | 1.39694 | 1.39814 | 1.39694 | 20.19 | 9441.85 |
67 | 2024.11.22 02:00 | buy | 34 | 0.94 | 1.39851 | 1.39761 | 1.39881 | ||
68 | 2024.11.22 02:07 | s/l | 34 | 0.94 | 1.39761 | 1.39761 | 1.39881 | -60.53 | 9381.32 |
69 | 2024.11.25 00:00 | sell | 35 | 0.94 | 1.39452 | 1.39542 | 1.39422 | ||
70 | 2024.11.25 00:06 | t/p | 35 | 0.94 | 1.39422 | 1.39542 | 1.39422 | 20.23 | 9401.55 |
71 | 2024.11.25 14:00 | buy | 36 | 0.94 | 1.39739 | 1.39649 | 1.39769 | ||
72 | 2024.11.25 14:17 | t/p | 36 | 0.94 | 1.39769 | 1.39649 | 1.39769 | 20.18 | 9421.73 |
73 | 2024.11.25 16:00 | sell | 37 | 0.94 | 1.39554 | 1.39644 | 1.39524 | ||
74 | 2024.11.25 16:06 | s/l | 37 | 0.94 | 1.39644 | 1.39644 | 1.39524 | -60.58 | 9361.15 |
75 | 2024.11.25 17:00 | buy | 38 | 0.94 | 1.39751 | 1.39661 | 1.39781 | ||
76 | 2024.11.25 17:02 | t/p | 38 | 0.94 | 1.39781 | 1.39661 | 1.39781 | 20.17 | 9381.32 |
77 | 2024.11.27 16:00 | sell | 39 | 0.94 | 1.40421 | 1.40511 | 1.40391 | ||
78 | 2024.11.27 16:07 | s/l | 39 | 0.94 | 1.40511 | 1.40511 | 1.40391 | -60.21 | 9321.11 |
79 | 2024.11.29 16:00 | buy | 40 | 0.93 | 1.40285 | 1.40195 | 1.40315 | ||
80 | 2024.11.29 16:12 | t/p | 40 | 0.93 | 1.40315 | 1.40195 | 1.40315 | 19.88 | 9340.99 |
81 | 2024.11.29 20:00 | sell | 41 | 0.93 | 1.39982 | 1.40072 | 1.39952 | ||
82 | 2024.11.29 20:03 | t/p | 41 | 0.93 | 1.39952 | 1.40072 | 1.39952 | 19.94 | 9360.93 |
83 | 2024.12.02 03:00 | buy | 42 | 0.94 | 1.40292 | 1.40202 | 1.40322 | ||
84 | 2024.12.02 03:05 | t/p | 42 | 0.94 | 1.40322 | 1.40202 | 1.40322 | 20.10 | 9381.03 |
85 | 2024.12.03 11:00 | sell | 43 | 0.94 | 1.40138 | 1.40228 | 1.40108 | ||
86 | 2024.12.03 11:03 | t/p | 43 | 0.94 | 1.40108 | 1.40228 | 1.40108 | 20.13 | 9401.16 |
87 | 2024.12.03 18:00 | buy | 44 | 0.94 | 1.40665 | 1.40575 | 1.40695 | ||
88 | 2024.12.03 18:07 | t/p | 44 | 0.94 | 1.40695 | 1.40575 | 1.40695 | 20.04 | 9421.20 |
89 | 2024.12.04 15:00 | buy | 45 | 0.94 | 1.40662 | 1.40572 | 1.40692 | ||
90 | 2024.12.04 15:30 | s/l | 45 | 0.94 | 1.40572 | 1.40572 | 1.40692 | -60.18 | 9361.02 |
91 | 2024.12.05 01:00 | buy | 46 | 0.94 | 1.40717 | 1.40627 | 1.40747 | ||
92 | 2024.12.05 02:02 | t/p | 46 | 0.94 | 1.40747 | 1.40627 | 1.40747 | 20.04 | 9381.06 |
93 | 2024.12.05 13:00 | sell | 47 | 0.94 | 1.40573 | 1.40663 | 1.40543 | ||
94 | 2024.12.05 13:38 | t/p | 47 | 0.94 | 1.40543 | 1.40663 | 1.40543 | 20.07 | 9401.13 |
95 | 2024.12.06 15:00 | buy | 48 | 0.94 | 1.40587 | 1.40497 | 1.40617 | ||
96 | 2024.12.06 15:08 | t/p | 48 | 0.94 | 1.40617 | 1.40497 | 1.40617 | 20.05 | 9421.18 |
97 | 2024.12.09 21:00 | buy | 49 | 0.94 | 1.41440 | 1.41350 | 1.41470 | ||
98 | 2024.12.09 21:26 | t/p | 49 | 0.94 | 1.41470 | 1.41350 | 1.41470 | 19.93 | 9441.11 |
99 | 2024.12.10 23:00 | buy | 50 | 0.94 | 1.41739 | 1.41649 | 1.41769 | ||
100 | 2024.12.10 23:46 | t/p | 50 | 0.94 | 1.41769 | 1.41649 | 1.41769 | 19.89 | 9461.00 |
101 | 2024.12.11 10:00 | buy | 51 | 0.95 | 1.41909 | 1.41819 | 1.41939 | ||
102 | 2024.12.11 10:23 | s/l | 51 | 0.95 | 1.41819 | 1.41819 | 1.41939 | -60.29 | 9400.71 |
103 | 2024.12.11 17:00 | sell | 52 | 0.94 | 1.41245 | 1.41335 | 1.41215 | ||
104 | 2024.12.11 17:01 | s/l | 52 | 0.94 | 1.41335 | 1.41335 | 1.41215 | -59.86 | 9340.85 |
105 | 2024.12.11 21:00 | buy | 53 | 0.93 | 1.41695 | 1.41605 | 1.41725 | ||
106 | 2024.12.11 21:13 | s/l | 53 | 0.93 | 1.41605 | 1.41605 | 1.41725 | -59.11 | 9281.74 |
107 | 2024.12.12 01:00 | sell | 54 | 0.93 | 1.41537 | 1.41627 | 1.41507 | ||
108 | 2024.12.12 01:52 | t/p | 54 | 0.93 | 1.41507 | 1.41627 | 1.41507 | 19.72 | 9301.46 |
109 | 2024.12.12 15:00 | buy | 55 | 0.93 | 1.41670 | 1.41580 | 1.41700 | ||
110 | 2024.12.12 15:10 | t/p | 55 | 0.93 | 1.41700 | 1.41580 | 1.41700 | 19.69 | 9321.15 |
111 | 2024.12.16 05:00 | buy | 56 | 0.93 | 1.42291 | 1.42201 | 1.42321 | ||
112 | 2024.12.16 06:23 | s/l | 56 | 0.93 | 1.42201 | 1.42201 | 1.42321 | -58.86 | 9262.29 |
113 | 2024.12.16 11:00 | buy | 57 | 0.93 | 1.42308 | 1.42218 | 1.42338 | ||
114 | 2024.12.16 12:18 | t/p | 57 | 0.93 | 1.42338 | 1.42218 | 1.42338 | 19.60 | 9281.89 |
115 | 2024.12.16 22:00 | buy | 58 | 0.93 | 1.42382 | 1.42292 | 1.42412 | ||
116 | 2024.12.16 22:13 | t/p | 58 | 0.93 | 1.42412 | 1.42292 | 1.42412 | 19.59 | 9301.48 |
117 | 2024.12.20 03:00 | buy | 59 | 0.93 | 1.44193 | 1.44103 | 1.44223 | ||
118 | 2024.12.20 03:35 | s/l | 59 | 0.93 | 1.44103 | 1.44103 | 1.44223 | -58.08 | 9243.40 |
119 | 2024.12.20 16:00 | buy | 60 | 0.92 | 1.43942 | 1.43852 | 1.43972 | ||
120 | 2024.12.20 16:07 | s/l | 60 | 0.92 | 1.43852 | 1.43852 | 1.43972 | -57.56 | 9185.84 |
121 | 2024.12.20 18:00 | sell | 61 | 0.92 | 1.43677 | 1.43767 | 1.43647 | ||
122 | 2024.12.20 18:05 | s/l | 61 | 0.92 | 1.43767 | 1.43767 | 1.43647 | -57.59 | 9128.25 |
123 | 2024.12.23 10:00 | buy | 62 | 0.91 | 1.43893 | 1.43803 | 1.43923 | ||
124 | 2024.12.23 10:52 | s/l | 62 | 0.91 | 1.43803 | 1.43803 | 1.43923 | -56.95 | 9071.30 |
125 | 2024.12.23 21:00 | sell | 63 | 0.91 | 1.43749 | 1.43839 | 1.43719 | ||
126 | 2024.12.23 21:58 | t/p | 63 | 0.91 | 1.43719 | 1.43839 | 1.43719 | 19.00 | 9090.30 |
127 | 2024.12.24 03:00 | buy | 64 | 0.91 | 1.43834 | 1.43744 | 1.43864 | ||
128 | 2024.12.24 04:12 | s/l | 64 | 0.91 | 1.43744 | 1.43744 | 1.43864 | -56.98 | 9033.32 |
129 | 2024.12.24 10:00 | buy | 65 | 0.90 | 1.43841 | 1.43751 | 1.43871 | ||
130 | 2024.12.24 10:33 | t/p | 65 | 0.90 | 1.43871 | 1.43751 | 1.43871 | 18.77 | 9052.09 |
131 | 2024.12.24 20:00 | sell | 66 | 0.91 | 1.43748 | 1.43838 | 1.43718 | ||
132 | 2024.12.24 20:02 | t/p | 66 | 0.91 | 1.43718 | 1.43838 | 1.43718 | 19.00 | 9071.09 |
133 | 2024.12.26 11:00 | buy | 67 | 0.91 | 1.43997 | 1.43907 | 1.44027 | ||
134 | 2024.12.26 11:05 | t/p | 67 | 0.91 | 1.44027 | 1.43907 | 1.44027 | 18.95 | 9090.04 |
135 | 2024.12.26 15:00 | buy | 68 | 0.91 | 1.43991 | 1.43901 | 1.44021 | ||
136 | 2024.12.26 15:12 | s/l | 68 | 0.91 | 1.43901 | 1.43901 | 1.44021 | -56.91 | 9033.13 |
137 | 2024.12.27 14:00 | sell | 69 | 0.90 | 1.43904 | 1.43994 | 1.43874 | ||
138 | 2024.12.27 14:11 | t/p | 69 | 0.90 | 1.43874 | 1.43994 | 1.43874 | 18.77 | 9051.90 |
139 | 2024.12.27 17:00 | buy | 70 | 0.91 | 1.44069 | 1.43979 | 1.44099 | ||
140 | 2024.12.27 17:01 | t/p | 70 | 0.91 | 1.44099 | 1.43979 | 1.44099 | 18.95 | 9070.85 |
141 | 2024.12.30 04:00 | sell | 71 | 0.91 | 1.43987 | 1.44077 | 1.43957 | ||
142 | 2024.12.30 07:17 | t/p | 71 | 0.91 | 1.43957 | 1.44077 | 1.43957 | 18.96 | 9089.81 |
143 | 2024.12.30 11:00 | buy | 72 | 0.91 | 1.44106 | 1.44016 | 1.44136 | ||
144 | 2024.12.30 11:08 | s/l | 72 | 0.91 | 1.44016 | 1.44016 | 1.44136 | -56.87 | 9032.94 |
145 | 2024.12.30 12:00 | sell | 73 | 0.90 | 1.43910 | 1.44000 | 1.43880 | ||
146 | 2024.12.30 12:12 | t/p | 73 | 0.90 | 1.43880 | 1.44000 | 1.43880 | 18.77 | 9051.71 |
147 | 2024.12.30 16:00 | buy | 74 | 0.91 | 1.44090 | 1.44000 | 1.44120 | ||
148 | 2024.12.30 16:00 | t/p | 74 | 0.91 | 1.44120 | 1.44000 | 1.44120 | 18.94 | 9070.65 |
149 | 2024.12.30 18:00 | sell | 75 | 0.91 | 1.43860 | 1.43950 | 1.43830 | ||
150 | 2024.12.30 18:18 | t/p | 75 | 0.91 | 1.43830 | 1.43950 | 1.43830 | 18.98 | 9089.63 |
151 | 2024.12.31 14:00 | buy | 76 | 0.91 | 1.43837 | 1.43747 | 1.43867 | ||
152 | 2024.12.31 14:08 | t/p | 76 | 0.91 | 1.43867 | 1.43747 | 1.43867 | 18.98 | 9108.61 |
153 | 2025.01.03 04:00 | sell | 77 | 0.91 | 1.43902 | 1.43992 | 1.43872 | ||
154 | 2025.01.03 04:27 | t/p | 77 | 0.91 | 1.43872 | 1.43992 | 1.43872 | 18.98 | 9127.59 |
155 | 2025.01.03 16:00 | buy | 78 | 0.91 | 1.44149 | 1.44059 | 1.44179 | ||
156 | 2025.01.03 16:46 | t/p | 78 | 0.91 | 1.44179 | 1.44059 | 1.44179 | 18.93 | 9146.52 |
157 | 2025.01.06 05:00 | sell | 79 | 0.91 | 1.43955 | 1.44045 | 1.43925 | ||
158 | 2025.01.06 05:02 | t/p | 79 | 0.91 | 1.43925 | 1.44045 | 1.43925 | 18.97 | 9165.49 |
159 | 2025.01.07 23:00 | buy | 80 | 0.92 | 1.43609 | 1.43519 | 1.43639 | ||
160 | 2025.01.07 23:43 | t/p | 80 | 0.92 | 1.43639 | 1.43519 | 1.43639 | 19.21 | 9184.70 |