Strategy Tester Report
fractalsusdjpy_190
| Symbol | GBPUSD (Great Britain Pound vs US 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; MaxOrders=2; TrailingStop=24; LimitLoss=39; Step=20; PerADX=20; MinADX=23; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -147.90 | Gross profit | 18.80 | Gross loss | -166.70 |
| Profit factor | 0.11 | Expected payoff | -3.79 | ||
| Absolute drawdown | 147.90 | Maximal drawdown | 157.30 (1.57%) | Relative drawdown | 1.57% (157.30) |
| Total trades | 39 | Short positions (won %) | 23 (0.00%) | Long positions (won %) | 16 (6.25%) |
| Profit trades (% of total) | 1 (2.56%) | Loss trades (% of total) | 38 (97.44%) | ||
| Largest | profit trade | 18.80 | loss trade | -7.60 | |
| Average | profit trade | 18.80 | loss trade | -4.39 | |
| Maximum | consecutive wins (profit in money) | 1 (18.80) | consecutive losses (loss in money) | 25 (-112.30) | |
| Maximal | consecutive profit (count of wins) | 18.80 (1) | consecutive loss (count of losses) | -112.30 (25) | |
| Average | consecutive wins | 1 | consecutive losses | 19 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 03:28 | sell | 1 | 0.10 | 1.32546 | 1.32622 | 1.32382 | ||
| 2 | 2024.10.03 03:33 | s/l | 1 | 0.10 | 1.32622 | 1.32622 | 1.32382 | -7.60 | 9992.40 |
| 3 | 2024.10.03 14:00 | sell stop | 2 | 0.10 | 1.31051 | 1.31090 | 1.30119 | ||
| 4 | 2024.10.03 14:17 | sell | 2 | 0.10 | 1.31051 | 1.31090 | 1.30119 | ||
| 5 | 2024.10.03 14:43 | s/l | 2 | 0.10 | 1.31090 | 1.31090 | 1.30119 | -3.90 | 9988.50 |
| 6 | 2024.10.03 17:00 | sell stop | 3 | 0.10 | 1.30921 | 1.30960 | 1.30504 | ||
| 7 | 2024.10.03 17:02 | sell | 3 | 0.10 | 1.30921 | 1.30960 | 1.30504 | ||
| 8 | 2024.10.03 17:02 | s/l | 3 | 0.10 | 1.30960 | 1.30960 | 1.30504 | -3.90 | 9984.60 |
| 9 | 2024.10.03 20:00 | sell stop | 4 | 0.10 | 1.30913 | 1.30952 | 1.30508 | ||
| 10 | 2024.10.04 01:00 | sell stop | 5 | 0.10 | 1.31117 | 1.31156 | 1.30865 | ||
| 11 | 2024.10.04 15:33 | sell | 5 | 0.10 | 1.31117 | 1.31156 | 1.30865 | ||
| 12 | 2024.10.04 15:33 | sell | 4 | 0.10 | 1.30913 | 1.30952 | 1.30508 | ||
| 13 | 2024.10.04 15:33 | s/l | 4 | 0.10 | 1.30952 | 1.30952 | 1.30508 | -3.90 | 9980.70 |
| 14 | 2024.10.04 15:34 | s/l | 5 | 0.10 | 1.31156 | 1.31156 | 1.30865 | -3.90 | 9976.80 |
| 15 | 2024.10.04 23:07 | buy stop | 6 | 0.10 | 1.31316 | 1.31277 | 1.31725 | ||
| 16 | 2024.10.04 23:07 | buy | 6 | 0.10 | 1.31316 | 1.31277 | 1.31725 | ||
| 17 | 2024.10.04 23:12 | s/l | 6 | 0.10 | 1.31277 | 1.31277 | 1.31725 | -3.90 | 9972.90 |
| 18 | 2024.10.09 23:01 | sell stop | 7 | 0.10 | 1.30616 | 1.30655 | 1.30291 | ||
| 19 | 2024.10.09 23:03 | sell | 7 | 0.10 | 1.30616 | 1.30655 | 1.30291 | ||
| 20 | 2024.10.09 23:03 | s/l | 7 | 0.10 | 1.30655 | 1.30655 | 1.30291 | -3.90 | 9969.00 |
| 21 | 2024.10.14 06:00 | sell stop | 8 | 0.10 | 1.30400 | 1.30439 | 1.30078 | ||
| 22 | 2024.10.14 14:57 | sell | 8 | 0.10 | 1.30400 | 1.30439 | 1.30078 | ||
| 23 | 2024.10.14 14:57 | s/l | 8 | 0.10 | 1.30439 | 1.30439 | 1.30078 | -3.90 | 9965.10 |
| 24 | 2024.10.18 08:13 | buy stop | 9 | 0.10 | 1.30296 | 1.30257 | 1.30509 | ||
| 25 | 2024.10.18 08:45 | buy | 9 | 0.10 | 1.30296 | 1.30257 | 1.30509 | ||
| 26 | 2024.10.18 08:57 | s/l | 9 | 0.10 | 1.30257 | 1.30257 | 1.30509 | -3.90 | 9961.20 |
| 27 | 2024.10.21 14:00 | sell stop | 10 | 0.10 | 1.30115 | 1.30154 | 1.29755 | ||
| 28 | 2024.10.21 17:22 | sell | 10 | 0.10 | 1.30115 | 1.30154 | 1.29755 | ||
| 29 | 2024.10.21 17:28 | s/l | 10 | 0.10 | 1.30154 | 1.30154 | 1.29755 | -3.90 | 9957.30 |
| 30 | 2024.10.24 00:00 | sell stop | 11 | 0.10 | 1.29067 | 1.29106 | 1.28603 | ||
| 31 | 2024.10.24 20:00 | expiration | 11 | 0.10 | 1.29067 | 1.29106 | 1.28603 | ||
| 32 | 2024.10.29 14:01 | buy stop | 12 | 0.10 | 1.29928 | 1.29889 | 1.30258 | ||
| 33 | 2024.10.29 14:05 | buy | 12 | 0.10 | 1.29928 | 1.29889 | 1.30258 | ||
| 34 | 2024.10.29 14:06 | s/l | 12 | 0.10 | 1.29889 | 1.29889 | 1.30258 | -3.90 | 9953.40 |
| 35 | 2024.10.29 17:00 | buy stop | 13 | 0.10 | 1.29959 | 1.29920 | 1.30206 | ||
| 36 | 2024.10.29 17:01 | buy | 13 | 0.10 | 1.29959 | 1.29920 | 1.30206 | ||
| 37 | 2024.10.29 17:02 | s/l | 13 | 0.10 | 1.29920 | 1.29920 | 1.30206 | -3.90 | 9949.50 |
| 38 | 2024.10.31 13:13 | buy stop | 14 | 0.10 | 1.30022 | 1.29983 | 1.30594 | ||
| 39 | 2024.10.31 13:27 | buy | 14 | 0.10 | 1.30022 | 1.29983 | 1.30594 | ||
| 40 | 2024.10.31 13:28 | s/l | 14 | 0.10 | 1.29983 | 1.29983 | 1.30594 | -3.90 | 9945.60 |
| 41 | 2024.10.31 21:00 | sell stop | 15 | 0.10 | 1.28430 | 1.28469 | 1.26829 | ||
| 42 | 2024.11.01 17:00 | expiration | 15 | 0.10 | 1.28430 | 1.28469 | 1.26829 | ||
| 43 | 2024.11.05 16:13 | buy | 16 | 0.10 | 1.29988 | 1.29912 | 1.30176 | ||
| 44 | 2024.11.05 16:34 | t/p | 16 | 0.10 | 1.30176 | 1.29912 | 1.30176 | 18.80 | 9964.40 |
| 45 | 2024.11.05 19:06 | buy stop | 17 | 0.10 | 1.30242 | 1.30203 | 1.30721 | ||
| 46 | 2024.11.05 19:07 | buy | 17 | 0.10 | 1.30242 | 1.30203 | 1.30721 | ||
| 47 | 2024.11.05 19:22 | s/l | 17 | 0.10 | 1.30203 | 1.30203 | 1.30721 | -3.90 | 9960.50 |
| 48 | 2024.11.05 23:06 | buy stop | 18 | 0.10 | 1.30404 | 1.30365 | 1.30832 | ||
| 49 | 2024.11.05 23:45 | buy | 18 | 0.10 | 1.30404 | 1.30365 | 1.30832 | ||
| 50 | 2024.11.06 00:00 | s/l | 18 | 0.10 | 1.30365 | 1.30365 | 1.30832 | -3.90 | 9956.60 |
| 51 | 2024.11.06 08:08 | sell stop | 19 | 0.10 | 1.28622 | 1.28661 | 1.27373 | ||
| 52 | 2024.11.06 08:23 | sell | 19 | 0.10 | 1.28622 | 1.28661 | 1.27373 | ||
| 53 | 2024.11.06 08:23 | s/l | 19 | 0.10 | 1.28661 | 1.28661 | 1.27373 | -3.90 | 9952.70 |
| 54 | 2024.11.07 12:00 | buy stop | 20 | 0.10 | 1.29504 | 1.29465 | 1.29833 | ||
| 55 | 2024.11.07 14:31 | buy | 20 | 0.10 | 1.29504 | 1.29465 | 1.29833 | ||
| 56 | 2024.11.07 14:31 | s/l | 20 | 0.10 | 1.29465 | 1.29465 | 1.29833 | -3.90 | 9948.80 |
| 57 | 2024.11.07 20:00 | buy stop | 21 | 0.10 | 1.30124 | 1.30085 | 1.30739 | ||
| 58 | 2024.11.08 13:00 | sell stop | 22 | 0.10 | 1.29347 | 1.29386 | 1.28901 | ||
| 59 | 2024.11.08 15:32 | sell | 22 | 0.10 | 1.29347 | 1.29386 | 1.28901 | ||
| 60 | 2024.11.08 15:34 | s/l | 22 | 0.10 | 1.29386 | 1.29386 | 1.28901 | -3.90 | 9944.90 |
| 61 | 2024.11.08 16:00 | expiration | 21 | 0.10 | 1.30124 | 1.30085 | 1.30739 | ||
| 62 | 2024.11.08 22:00 | sell stop | 23 | 0.10 | 1.28827 | 1.28866 | 1.28141 | ||
| 63 | 2024.11.11 00:00 | expiration | 23 | 0.10 | 1.28827 | 1.28866 | 1.28141 | ||
| 64 | 2024.11.12 13:00 | sell stop | 24 | 0.10 | 1.27917 | 1.27956 | 1.27450 | ||
| 65 | 2024.11.12 16:31 | sell | 24 | 0.10 | 1.27917 | 1.27956 | 1.27450 | ||
| 66 | 2024.11.12 16:38 | s/l | 24 | 0.10 | 1.27956 | 1.27956 | 1.27450 | -3.90 | 9941.00 |
| 67 | 2024.11.12 22:00 | sell stop | 25 | 0.10 | 1.27185 | 1.27224 | 1.26403 | ||
| 68 | 2024.11.13 05:00 | sell stop | 26 | 0.10 | 1.27305 | 1.27344 | 1.27059 | ||
| 69 | 2024.11.13 09:17 | sell | 26 | 0.10 | 1.27305 | 1.27344 | 1.27059 | ||
| 70 | 2024.11.13 09:17 | s/l | 26 | 0.10 | 1.27344 | 1.27344 | 1.27059 | -3.90 | 9937.10 |
| 71 | 2024.11.13 16:50 | sell | 25 | 0.10 | 1.27185 | 1.27224 | 1.26403 | ||
| 72 | 2024.11.13 16:50 | s/l | 25 | 0.10 | 1.27224 | 1.27224 | 1.26403 | -3.90 | 9933.20 |
| 73 | 2024.11.14 03:03 | sell stop | 27 | 0.10 | 1.26956 | 1.26995 | 1.26740 | ||
| 74 | 2024.11.14 03:34 | sell | 27 | 0.10 | 1.26956 | 1.26995 | 1.26740 | ||
| 75 | 2024.11.14 03:46 | s/l | 27 | 0.10 | 1.26995 | 1.26995 | 1.26740 | -3.90 | 9929.30 |
| 76 | 2024.11.14 10:00 | sell stop | 28 | 0.10 | 1.26725 | 1.26764 | 1.26465 | ||
| 77 | 2024.11.14 10:48 | sell | 28 | 0.10 | 1.26725 | 1.26764 | 1.26465 | ||
| 78 | 2024.11.14 10:49 | s/l | 28 | 0.10 | 1.26764 | 1.26764 | 1.26465 | -3.90 | 9925.40 |
| 79 | 2024.11.14 16:00 | sell stop | 29 | 0.10 | 1.26291 | 1.26330 | 1.25780 | ||
| 80 | 2024.11.15 12:00 | expiration | 29 | 0.10 | 1.26291 | 1.26330 | 1.25780 | ||
| 81 | 2024.11.18 01:01 | sell stop | 30 | 0.10 | 1.25965 | 1.26004 | 1.25559 | ||
| 82 | 2024.11.18 21:00 | expiration | 30 | 0.10 | 1.25965 | 1.26004 | 1.25559 | ||
| 83 | 2024.11.19 00:00 | buy stop | 31 | 0.10 | 1.26898 | 1.26859 | 1.27282 | ||
| 84 | 2024.11.19 05:16 | buy | 31 | 0.10 | 1.26898 | 1.26859 | 1.27282 | ||
| 85 | 2024.11.19 05:16 | s/l | 31 | 0.10 | 1.26859 | 1.26859 | 1.27282 | -3.90 | 9921.50 |
| 86 | 2024.11.22 15:00 | sell stop | 32 | 0.10 | 1.24865 | 1.24904 | 1.23860 | ||
| 87 | 2024.11.25 00:00 | expiration | 32 | 0.10 | 1.24865 | 1.24904 | 1.23860 | ||
| 88 | 2024.11.25 07:00 | buy stop | 33 | 0.10 | 1.26100 | 1.26061 | 1.26352 | ||
| 89 | 2024.11.25 15:32 | buy | 33 | 0.10 | 1.26100 | 1.26061 | 1.26352 | ||
| 90 | 2024.11.25 15:34 | s/l | 33 | 0.10 | 1.26061 | 1.26061 | 1.26352 | -3.90 | 9917.60 |
| 91 | 2024.11.27 06:00 | buy stop | 34 | 0.10 | 1.25830 | 1.25791 | 1.26015 | ||
| 92 | 2024.11.27 08:32 | buy | 34 | 0.10 | 1.25830 | 1.25791 | 1.26015 | ||
| 93 | 2024.11.27 08:32 | s/l | 34 | 0.10 | 1.25791 | 1.25791 | 1.26015 | -3.90 | 9913.70 |
| 94 | 2024.11.27 21:00 | buy stop | 35 | 0.10 | 1.26976 | 1.26937 | 1.27647 | ||
| 95 | 2024.11.28 03:08 | sell | 36 | 0.10 | 1.26644 | 1.26720 | 1.26491 | ||
| 96 | 2024.11.28 03:17 | s/l | 36 | 0.10 | 1.26720 | 1.26720 | 1.26491 | -7.60 | 9906.10 |
| 97 | 2024.11.28 17:00 | expiration | 35 | 0.10 | 1.26976 | 1.26937 | 1.27647 | ||
| 98 | 2024.11.29 12:00 | buy stop | 37 | 0.10 | 1.27531 | 1.27492 | 1.28033 | ||
| 99 | 2024.12.02 00:00 | expiration | 37 | 0.10 | 1.27531 | 1.27492 | 1.28033 | ||
| 100 | 2024.12.05 19:00 | buy stop | 38 | 0.10 | 1.27740 | 1.27701 | 1.28366 | ||
| 101 | 2024.12.06 10:07 | buy | 38 | 0.10 | 1.27740 | 1.27701 | 1.28366 | ||
| 102 | 2024.12.06 10:07 | s/l | 38 | 0.10 | 1.27701 | 1.27701 | 1.28366 | -3.90 | 9902.20 |
| 103 | 2024.12.10 03:34 | sell | 39 | 0.10 | 1.27413 | 1.27489 | 1.27286 | ||
| 104 | 2024.12.10 03:52 | s/l | 39 | 0.10 | 1.27489 | 1.27489 | 1.27286 | -7.60 | 9894.60 |
| 105 | 2024.12.12 20:00 | sell stop | 40 | 0.10 | 1.26703 | 1.26742 | 1.25917 | ||
| 106 | 2024.12.12 21:58 | sell | 40 | 0.10 | 1.26703 | 1.26742 | 1.25917 | ||
| 107 | 2024.12.12 21:59 | s/l | 40 | 0.10 | 1.26742 | 1.26742 | 1.25917 | -3.90 | 9890.70 |
| 108 | 2024.12.13 02:00 | sell stop | 41 | 0.10 | 1.26658 | 1.26697 | 1.26376 | ||
| 109 | 2024.12.13 03:27 | sell | 41 | 0.10 | 1.26658 | 1.26697 | 1.26376 | ||
| 110 | 2024.12.13 03:29 | s/l | 41 | 0.10 | 1.26697 | 1.26697 | 1.26376 | -3.90 | 9886.80 |
| 111 | 2024.12.13 12:00 | sell stop | 42 | 0.10 | 1.26183 | 1.26222 | 1.25664 | ||
| 112 | 2024.12.13 17:33 | sell | 42 | 0.10 | 1.26183 | 1.26222 | 1.25664 | ||
| 113 | 2024.12.13 17:33 | s/l | 42 | 0.10 | 1.26222 | 1.26222 | 1.25664 | -3.90 | 9882.90 |
| 114 | 2024.12.13 20:03 | sell stop | 43 | 0.10 | 1.26074 | 1.26113 | 1.25417 | ||
| 115 | 2024.12.16 00:00 | expiration | 43 | 0.10 | 1.26074 | 1.26113 | 1.25417 | ||
| 116 | 2024.12.16 07:00 | buy stop | 44 | 0.10 | 1.26426 | 1.26387 | 1.26616 | ||
| 117 | 2024.12.16 09:18 | buy | 44 | 0.10 | 1.26426 | 1.26387 | 1.26616 | ||
| 118 | 2024.12.16 09:18 | s/l | 44 | 0.10 | 1.26387 | 1.26387 | 1.26616 | -3.90 | 9879.00 |
| 119 | 2024.12.16 14:00 | buy stop | 45 | 0.10 | 1.26747 | 1.26708 | 1.27226 | ||
| 120 | 2024.12.16 17:26 | buy | 45 | 0.10 | 1.26747 | 1.26708 | 1.27226 | ||
| 121 | 2024.12.16 17:26 | s/l | 45 | 0.10 | 1.26708 | 1.26708 | 1.27226 | -3.90 | 9875.10 |
| 122 | 2024.12.18 09:42 | sell | 46 | 0.10 | 1.26883 | 1.26959 | 1.26669 | ||
| 123 | 2024.12.18 09:58 | s/l | 46 | 0.10 | 1.26959 | 1.26959 | 1.26669 | -7.60 | 9867.50 |
| 124 | 2024.12.19 03:00 | sell stop | 47 | 0.10 | 1.25560 | 1.25599 | 1.25062 | ||
| 125 | 2024.12.19 14:00 | buy stop | 48 | 0.10 | 1.26699 | 1.26660 | 1.27453 | ||
| 126 | 2024.12.19 17:43 | sell | 47 | 0.10 | 1.25560 | 1.25599 | 1.25062 | ||
| 127 | 2024.12.19 17:43 | s/l | 47 | 0.10 | 1.25599 | 1.25599 | 1.25062 | -3.90 | 9863.60 |
| 128 | 2024.12.20 08:00 | sell stop | 49 | 0.10 | 1.24744 | 1.24783 | 1.24461 | ||
| 129 | 2024.12.20 10:00 | expiration | 48 | 0.10 | 1.26699 | 1.26660 | 1.27453 | ||
| 130 | 2024.12.20 22:00 | buy stop | 50 | 0.10 | 1.26172 | 1.26133 | 1.26994 | ||
| 131 | 2024.12.23 00:00 | expiration | 49 | 0.10 | 1.24744 | 1.24783 | 1.24461 | ||
| 132 | 2024.12.23 00:00 | expiration | 50 | 0.10 | 1.26172 | 1.26133 | 1.26994 | ||
| 133 | 2024.12.23 07:04 | buy stop | 51 | 0.10 | 1.25915 | 1.25876 | 1.26155 | ||
| 134 | 2024.12.24 03:00 | expiration | 51 | 0.10 | 1.25915 | 1.25876 | 1.26155 | ||
| 135 | 2025.01.02 21:00 | sell stop | 52 | 0.10 | 1.23517 | 1.23556 | 1.22872 | ||
| 136 | 2025.01.03 17:00 | expiration | 52 | 0.10 | 1.23517 | 1.23556 | 1.22872 | ||
| 137 | 2025.01.06 17:00 | buy stop | 53 | 0.10 | 1.25541 | 1.25502 | 1.26556 | ||
| 138 | 2025.01.07 09:19 | buy | 53 | 0.10 | 1.25541 | 1.25502 | 1.26556 | ||
| 139 | 2025.01.07 09:19 | s/l | 53 | 0.10 | 1.25502 | 1.25502 | 1.26556 | -3.90 | 9859.70 |
| 140 | 2025.01.07 14:00 | buy stop | 54 | 0.10 | 1.25789 | 1.25750 | 1.26288 | ||
| 141 | 2025.01.07 17:00 | sell | 55 | 0.10 | 1.25061 | 1.25137 | 1.24456 | ||
| 142 | 2025.01.07 17:00 | s/l | 55 | 0.10 | 1.25137 | 1.25137 | 1.24456 | -7.60 | 9852.10 |