Strategy Tester Report
e-PassLevCCI-EMA
| 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 | Lots=0.1; StopLoss=27; UseTakeProfit=true; TakeProfit=70; UseTrailing=false; TrailingStop=50; CCI_Period=18; EMA_Period=34; BarsForCheck=4; | ||||
| 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 | 0.72 | Gross profit | 19.92 | Gross loss | -19.20 |
| Profit factor | 1.04 | Expected payoff | 0.05 | ||
| Absolute drawdown | 6.25 | Maximal drawdown | 13.08 (0.13%) | Relative drawdown | 0.13% (13.08) |
| Total trades | 14 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (28.57%) | Loss trades (% of total) | 10 (71.43%) | ||
| Largest | profit trade | 4.98 | loss trade | -1.92 | |
| Average | profit trade | 4.98 | loss trade | -1.92 | |
| Maximum | consecutive wins (profit in money) | 3 (14.94) | consecutive losses (loss in money) | 5 (-9.60) | |
| Maximal | consecutive profit (count of wins) | 14.94 (3) | consecutive loss (count of losses) | -9.60 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.18 17:00 | sell | 1 | 0.10 | 1.40744 | 1.40771 | 1.40674 | ||
| 2 | 2024.11.18 17:07 | t/p | 1 | 0.10 | 1.40674 | 1.40771 | 1.40674 | 4.98 | 10004.98 |
| 3 | 2024.11.18 17:07 | sell | 2 | 0.10 | 1.40657 | 1.40684 | 1.40587 | ||
| 4 | 2024.11.18 17:10 | s/l | 2 | 0.10 | 1.40684 | 1.40684 | 1.40587 | -1.92 | 10003.06 |
| 5 | 2024.11.18 17:10 | sell | 3 | 0.10 | 1.40667 | 1.40694 | 1.40597 | ||
| 6 | 2024.11.18 17:22 | s/l | 3 | 0.10 | 1.40694 | 1.40694 | 1.40597 | -1.92 | 10001.14 |
| 7 | 2024.11.18 17:22 | sell | 4 | 0.10 | 1.40677 | 1.40704 | 1.40607 | ||
| 8 | 2024.11.18 17:22 | s/l | 4 | 0.10 | 1.40704 | 1.40704 | 1.40607 | -1.92 | 9999.22 |
| 9 | 2024.11.18 17:22 | sell | 5 | 0.10 | 1.40687 | 1.40714 | 1.40617 | ||
| 10 | 2024.11.18 17:23 | s/l | 5 | 0.10 | 1.40714 | 1.40714 | 1.40617 | -1.92 | 9997.30 |
| 11 | 2024.11.18 17:23 | sell | 6 | 0.10 | 1.40697 | 1.40724 | 1.40627 | ||
| 12 | 2024.11.18 17:23 | s/l | 6 | 0.10 | 1.40724 | 1.40724 | 1.40627 | -1.92 | 9995.38 |
| 13 | 2024.11.18 17:23 | sell | 7 | 0.10 | 1.40707 | 1.40734 | 1.40637 | ||
| 14 | 2024.11.18 17:39 | t/p | 7 | 0.10 | 1.40637 | 1.40734 | 1.40637 | 4.98 | 10000.36 |
| 15 | 2024.11.18 17:39 | sell | 8 | 0.10 | 1.40620 | 1.40647 | 1.40550 | ||
| 16 | 2024.11.18 17:47 | t/p | 8 | 0.10 | 1.40550 | 1.40647 | 1.40550 | 4.98 | 10005.34 |
| 17 | 2024.11.18 17:47 | sell | 9 | 0.10 | 1.40533 | 1.40560 | 1.40463 | ||
| 18 | 2024.11.18 17:53 | t/p | 9 | 0.10 | 1.40463 | 1.40560 | 1.40463 | 4.98 | 10010.32 |
| 19 | 2024.11.18 17:53 | sell | 10 | 0.10 | 1.40446 | 1.40473 | 1.40376 | ||
| 20 | 2024.11.18 17:54 | s/l | 10 | 0.10 | 1.40473 | 1.40473 | 1.40376 | -1.92 | 10008.40 |
| 21 | 2024.11.18 17:54 | sell | 11 | 0.10 | 1.40456 | 1.40483 | 1.40386 | ||
| 22 | 2024.11.18 17:57 | s/l | 11 | 0.10 | 1.40483 | 1.40483 | 1.40386 | -1.92 | 10006.48 |
| 23 | 2024.11.18 17:57 | sell | 12 | 0.10 | 1.40466 | 1.40493 | 1.40396 | ||
| 24 | 2024.11.18 17:58 | s/l | 12 | 0.10 | 1.40493 | 1.40493 | 1.40396 | -1.92 | 10004.56 |
| 25 | 2024.11.18 17:58 | sell | 13 | 0.10 | 1.40476 | 1.40503 | 1.40406 | ||
| 26 | 2024.11.18 17:58 | s/l | 13 | 0.10 | 1.40503 | 1.40503 | 1.40406 | -1.92 | 10002.64 |
| 27 | 2024.11.18 17:58 | sell | 14 | 0.10 | 1.40486 | 1.40513 | 1.40416 | ||
| 28 | 2024.11.18 18:03 | s/l | 14 | 0.10 | 1.40513 | 1.40513 | 1.40416 | -1.92 | 10000.72 |