Strategy Tester Report
CrossMA
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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=0; MovingPeriod1=4; AtrPer=6; SndMl=true;
Bars in test1692Ticks modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (16)
Total net profit-150.35Gross profit777.19Gross loss-927.54
Profit factor0.84Expected payoff-1.32
Absolute drawdown367.45Maximal drawdown386.10 (3.85%)Relative drawdown3.85% (386.10)
Total trades114Short positions (won %)57 (24.56%)Long positions (won %)57 (26.32%)
Profit trades (% of total)29 (25.44%)Loss trades (% of total)85 (74.56%)
Largestprofit trade134.30loss trade-30.90
Averageprofit trade26.80loss trade-10.91
Maximumconsecutive wins (profit in money)2 (178.11)consecutive losses (loss in money)14 (-107.64)
Maximalconsecutive profit (count of wins)178.11 (2)consecutive loss (count of losses)-108.23 (10)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.08 06:00sell10.201.362271.363360.00000
22024.10.08 09:00close10.201.362961.363360.00000-10.139989.87
32024.10.09 00:00sell20.201.364591.365620.00000
42024.10.09 03:00s/l20.201.365621.365620.00000-15.089974.79
52024.10.09 06:00buy30.101.365951.365120.00000
62024.10.09 08:04s/l30.101.365121.365120.00000-6.089968.71
72024.10.10 08:00sell40.101.370521.371170.00000
82024.10.10 08:22s/l40.101.371171.371170.00000-4.749963.97
92024.10.10 10:00buy50.101.372011.371230.00000
102024.10.11 00:00close50.101.374041.371230.0000014.779978.74
112024.10.11 06:00buy60.201.375501.374840.00000
122024.10.11 15:32s/l60.201.374841.374840.00000-9.609969.14
132024.10.11 19:00sell70.201.376721.379130.00000
142024.10.11 20:00close70.201.375931.379130.0000011.489980.62
152024.10.11 22:00sell80.201.375991.377340.00000
162024.10.14 01:03s/l80.201.377341.377340.00000-19.609961.02
172024.10.14 02:00buy90.201.377951.377000.00000
182024.10.14 09:02s/l90.201.377001.377000.00000-13.809947.22
192024.10.15 20:00sell100.101.379891.381640.00000
202024.10.16 11:00close100.101.378241.381640.0000011.979959.19
212024.10.16 18:00sell110.201.377611.378740.00000
222024.10.17 08:00close110.201.376571.378740.0000015.119974.30
232024.10.18 07:00sell120.201.379301.380050.00000
242024.10.18 10:07s/l120.201.380051.380050.00000-10.879963.43
252024.10.18 18:00buy130.201.380631.379680.00000
262024.10.18 19:20s/l130.201.379681.379680.00000-13.779949.66
272024.10.21 03:00sell140.101.379931.380600.00000
282024.10.21 03:20s/l140.101.380601.380600.00000-4.859944.81
292024.10.21 06:00buy150.101.380701.380020.00000
302024.10.22 03:00close150.101.383311.380020.0000018.879963.68
312024.10.22 14:00buy160.201.383301.382410.00000
322024.10.22 16:17s/l160.201.382411.382410.00000-12.889950.80
332024.10.22 17:00sell170.201.382271.383170.00000
342024.10.22 18:57s/l170.201.383171.383170.00000-13.019937.79
352024.10.23 07:00buy180.101.381961.381300.00000
362024.10.23 09:00close180.101.381821.381300.00000-1.019936.78
372024.10.23 10:00buy190.101.382441.381780.00000
382024.10.24 01:00close190.101.383421.381780.000007.089943.86
392024.10.24 17:00buy200.201.383101.382070.00000
402024.10.25 04:00close200.201.385041.382070.0000028.019971.87
412024.10.25 10:00buy210.201.385321.384660.00000
422024.10.25 10:21s/l210.201.384661.384660.00000-9.539962.34
432024.10.25 11:00sell220.201.384491.385170.00000
442024.10.25 14:27s/l220.201.385171.385170.00000-9.829952.52
452024.10.25 18:00buy230.101.386561.385310.00000
462024.10.28 11:00close230.101.388891.385310.0000016.789969.30
472024.10.28 19:00buy240.201.390451.389330.00000
482024.10.28 20:08s/l240.201.389331.389330.00000-16.129953.18
492024.10.29 00:00sell250.201.388791.389620.00000
502024.10.29 01:21s/l250.201.389621.389620.00000-11.959941.23
512024.10.29 08:00buy260.101.389951.389290.00000
522024.10.29 09:08s/l260.101.389291.389290.00000-4.759936.48
532024.10.29 12:00sell270.101.387961.388680.00000
542024.10.29 14:21s/l270.101.388681.388680.00000-5.189931.30
552024.10.29 17:00buy280.101.389811.388830.00000
562024.10.29 17:01s/l280.101.388831.388830.00000-7.069924.24
572024.10.30 04:00sell290.101.391201.391940.00000
582024.10.30 05:32s/l290.101.391941.391940.00000-5.329918.92
592024.10.30 08:00buy300.101.392131.391450.00000
602024.10.30 09:38s/l300.101.391451.391450.00000-4.899914.03
612024.10.30 12:00sell310.101.390591.391430.00000
622024.10.30 12:27s/l310.101.391431.391430.00000-6.049907.99
632024.10.30 15:00buy320.101.392751.391640.00000
642024.10.30 16:48s/l320.101.391641.391640.00000-7.989900.01
652024.10.30 20:00sell330.101.391621.393460.00000
662024.10.31 05:00close330.101.391691.393460.00000-0.509899.51
672024.10.31 16:00sell340.101.390441.391470.00000
682024.10.31 18:02s/l340.101.391471.391470.00000-7.409892.11
692024.10.31 20:00buy350.101.393081.391310.00000
702024.10.31 21:22s/l350.101.391311.391310.00000-12.729879.39
712024.11.01 15:00sell360.101.392461.393440.00000
722024.11.01 19:41s/l360.101.393441.393440.00000-7.039872.36
732024.11.01 21:00buy370.101.395161.393670.00000
742024.11.04 00:00s/l370.101.393671.393670.00000-10.709861.66
752024.11.04 03:00sell380.101.391461.392830.00000
762024.11.04 12:00close380.101.391351.392830.000000.799862.45
772024.11.04 15:00sell390.201.390401.391560.00000
782024.11.05 00:00close390.201.390211.391560.000002.739865.18
792024.11.05 09:00sell400.201.389171.389860.00000
802024.11.06 03:05s/l400.201.389861.389860.00000-9.939855.25
812024.11.06 04:00buy410.201.388691.386350.00000
822024.11.06 14:00close410.201.391611.386350.0000041.979897.22
832024.11.06 16:00buy420.201.393881.391730.00000
842024.11.06 18:01s/l420.201.391731.391730.00000-30.909866.32
852024.11.07 05:00sell430.201.389971.391340.00000
862024.11.08 03:00close430.201.387401.391340.0000037.059903.37
872024.11.11 02:00sell440.201.390971.391840.00000
882024.11.11 04:21s/l440.201.391841.391840.00000-12.509890.87
892024.11.11 06:00buy450.201.392121.391390.00000
902024.11.11 08:08s/l450.201.391391.391390.00000-10.499880.38
912024.11.11 20:00sell460.101.392361.393590.00000
922024.11.12 04:00s/l460.101.393591.393590.00000-8.839871.55
932024.11.12 05:00buy470.101.394371.393380.00000
942024.11.12 15:18s/l470.101.393381.393380.00000-7.119864.44
952024.11.12 16:00sell480.101.392511.393760.00000
962024.11.12 16:17s/l480.101.393761.393760.00000-8.979855.47
972024.11.12 21:00buy490.101.394931.393350.00000
982024.11.12 23:00close490.101.393911.393350.00000-7.329848.15
992024.11.13 03:00buy500.101.394861.393990.00000
1002024.11.13 03:33s/l500.101.393991.393990.00000-6.249841.91
1012024.11.13 04:00sell510.101.394421.395320.00000
1022024.11.13 04:38s/l510.101.395321.395320.00000-6.459835.46
1032024.11.13 06:00buy520.101.395391.394560.00000
1042024.11.13 11:48s/l520.101.394561.394560.00000-5.959829.51
1052024.11.13 15:00sell530.101.395571.396760.00000
1062024.11.13 16:27s/l530.101.396761.396760.00000-8.529820.99
1072024.11.13 17:00buy540.101.398681.396710.00000
1082024.11.14 13:00close540.101.401201.396710.0000017.989838.97
1092024.11.14 15:00buy550.201.401541.400310.00000
1102024.11.14 15:17s/l550.201.400311.400310.00000-17.579821.40
1112024.11.15 10:00sell560.201.406061.406950.00000
1122024.11.15 16:09s/l560.201.406951.406950.00000-12.659808.75
1132024.11.15 17:00buy570.101.408601.406870.00000
1142024.11.15 18:06s/l570.101.406871.406870.00000-12.309796.45
1152024.11.18 04:00sell580.101.407401.408410.00000
1162024.11.18 05:35s/l580.101.408411.408410.00000-7.179789.28
1172024.11.18 10:00buy590.101.409621.408500.00000
1182024.11.18 11:33s/l590.101.408501.408500.00000-7.959781.33
1192024.11.18 17:00sell600.101.407441.408710.00000
1202024.11.19 05:00close600.101.402241.408710.0000037.089818.41
1212024.11.19 09:00sell610.201.401531.402400.00000
1222024.11.19 09:08s/l610.201.402401.402400.00000-12.419806.00
1232024.11.19 10:00buy620.201.402211.401290.00000
1242024.11.19 10:07s/l620.201.401291.401290.00000-13.139792.87
1252024.11.19 16:00sell630.101.400531.402490.00000
1262024.11.20 11:00close630.101.397201.402490.0000023.839816.70
1272024.11.20 23:00sell640.201.397971.399250.00000
1282024.11.21 15:00close640.201.396201.399250.0000025.359842.05
1292024.11.21 16:00sell650.201.396211.397580.00000
1302024.11.21 23:00close650.201.396911.397580.00000-10.029832.03
1312024.11.22 18:00sell660.201.397681.399430.00000
1322024.11.25 10:00close660.201.396871.399430.0000011.609843.63
1332024.11.26 13:00sell670.201.408911.410870.00000
1342024.11.26 15:23s/l670.201.410871.410870.00000-27.789815.85
1352024.11.27 07:00buy680.201.407341.406230.00000
1362024.11.27 09:08s/l680.201.406231.406230.00000-15.799800.06
1372024.11.27 12:00sell690.101.404871.406310.00000
1382024.11.27 13:28s/l690.101.406311.406310.00000-10.249789.82
1392024.11.28 09:00buy700.101.402291.401460.00000
1402024.11.28 10:36s/l700.101.401461.401460.00000-5.929783.90
1412024.11.28 11:00sell710.101.400961.402030.00000
1422024.11.28 17:33s/l710.101.402031.402030.00000-7.639776.27
1432024.11.28 23:00buy720.101.401571.400920.00000
1442024.11.28 23:23s/l720.101.400921.400920.00000-4.649771.63
1452024.11.29 03:00sell730.101.400501.401370.00000
1462024.11.29 12:00close730.101.400011.401370.000003.509775.13
1472024.11.29 21:00sell740.201.400211.402310.00000
1482024.12.02 02:06s/l740.201.402311.402310.00000-29.959745.18
1492024.12.02 03:00buy750.201.402911.401270.00000
1502024.12.02 23:00close750.201.404511.401270.0000022.789767.96
1512024.12.03 06:00buy760.201.405051.403950.00000
1522024.12.03 08:11s/l760.201.403951.403950.00000-15.679752.29
1532024.12.03 10:00sell770.201.403741.404780.00000
1542024.12.03 14:30s/l770.201.404781.404780.00000-14.819737.48
1552024.12.03 17:00buy780.101.404111.402710.00000
1562024.12.04 09:00close780.101.405761.402710.0000011.749749.22
1572024.12.04 18:00buy790.201.406521.404910.00000
1582024.12.04 22:00close790.201.406321.404910.00000-2.849746.38
1592024.12.05 01:00buy800.201.407161.406070.00000
1602024.12.05 09:57s/l800.201.406071.406070.00000-15.509730.88
1612024.12.05 10:00sell810.101.406031.406820.00000
1622024.12.06 06:00close810.101.403121.406820.0000020.749751.62
1632024.12.09 05:00sell820.201.415171.416240.00000
1642024.12.09 05:43s/l820.201.416241.416240.00000-15.119736.51
1652024.12.09 06:00buy830.201.416621.415540.00000
1662024.12.09 09:58s/l830.201.415541.415540.00000-15.269721.25
1672024.12.09 12:00sell840.101.414181.415350.00000
1682024.12.09 21:43s/l840.101.415351.415350.00000-8.279712.98
1692024.12.09 22:00buy850.101.415931.414310.00000
1702024.12.10 14:00close850.101.416371.414310.000003.119716.09
1712024.12.11 00:00buy860.201.418121.416980.00000
1722024.12.11 00:08s/l860.201.416981.416980.00000-16.099700.00
1732024.12.11 05:00sell870.201.416121.416970.00000
1742024.12.11 07:28s/l870.201.416971.416970.00000-12.009688.00
1752024.12.11 10:00buy880.101.419081.418080.00000
1762024.12.11 10:32s/l880.101.418081.418080.00000-7.059680.95
1772024.12.11 17:00sell890.101.412451.414810.00000
1782024.12.11 17:33s/l890.101.414811.414810.00000-16.689664.27
1792024.12.11 23:00buy900.101.416381.414400.00000
1802024.12.12 02:02s/l900.101.414401.414400.00000-14.009650.27
1812024.12.12 03:00sell910.101.414241.415190.00000
1822024.12.12 04:02s/l910.101.415191.415190.00000-6.719643.56
1832024.12.12 15:00buy920.101.416701.415330.00000
1842024.12.13 12:00close920.101.422231.415330.0000038.889682.44
1852024.12.13 19:00buy930.201.424081.422560.00000
1862024.12.13 20:18s/l930.201.422561.422560.00000-21.379661.07
1872024.12.16 03:00sell940.201.422481.423400.00000
1882024.12.16 12:00close940.201.423221.423400.00000-10.409650.67
1892024.12.16 20:00sell950.101.422771.424370.00000
1902024.12.16 22:17s/l950.101.424371.424370.00000-11.239639.44
1912024.12.17 01:00buy960.101.423911.422720.00000
1922024.12.17 03:00close960.101.423271.422720.00000-4.509634.94
1932024.12.17 05:00buy970.101.424911.424170.00000
1942024.12.18 16:00close970.101.431181.424170.0000043.819678.75
1952024.12.18 20:00buy980.201.433401.431990.00000
1962024.12.19 09:00close980.201.443091.431990.00000134.309813.05
1972024.12.19 23:00buy990.201.439331.437500.00000
1982024.12.20 10:00close990.201.438421.437500.00000-12.659800.40
1992024.12.23 02:00buy1000.201.436101.434800.00000
2002024.12.23 21:00close1000.201.437481.434800.0000019.209819.60
2012024.12.24 06:00buy1010.201.438391.437540.00000
2022024.12.24 09:10s/l1010.201.437541.437540.00000-11.839807.77
2032024.12.24 19:00sell1020.201.438411.440320.00000
2042024.12.26 11:02s/l1020.201.440321.440320.00000-26.529781.25
2052024.12.26 12:00buy1030.101.439511.438370.00000
2062024.12.26 12:21s/l1030.101.438371.438370.00000-7.939773.32
2072024.12.27 03:00sell1040.101.440931.441680.00000
2082024.12.27 17:13s/l1040.101.441681.441680.00000-5.209768.12
2092024.12.27 19:00buy1050.101.443541.441750.00000
2102024.12.27 21:33s/l1050.101.441751.441750.00000-12.429755.70
2112024.12.30 03:00sell1060.101.440181.441020.00000
2122024.12.30 10:57s/l1060.101.441021.441020.00000-5.839749.87
2132024.12.30 17:00buy1070.101.441301.439430.00000
2142024.12.30 17:56s/l1070.101.439431.439430.00000-12.999736.88
2152024.12.30 20:00sell1080.101.435821.438260.00000
2162024.12.31 10:00close1080.101.436871.438260.00000-7.319729.57
2172025.01.02 08:00sell1090.101.437011.438240.00000
2182025.01.02 09:13s/l1090.101.438241.438240.00000-8.559721.02
2192025.01.02 11:00buy1100.101.441141.439750.00000
2202025.01.02 19:13s/l1100.101.439751.439750.00000-9.659711.37
2212025.01.02 21:00sell1110.101.440771.442730.00000
2222025.01.03 12:00close1110.101.439101.442730.0000011.609722.97
2232025.01.06 03:00sell1120.201.443161.444250.00000
2242025.01.06 20:00close1120.201.436481.444250.0000093.019815.98
2252025.01.07 01:00sell1130.201.433201.434520.00000
2262025.01.07 02:17s/l1130.201.434521.434520.00000-18.409797.58
2272025.01.07 17:00buy1140.201.432861.431490.00000
2282025.01.07 23:59close at stop1140.201.436601.431490.0000052.079849.65