Strategy Tester Report
Frbestexp02_1_maloma_mod_v1
| 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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -7506.23 | Gross profit | 7828.05 | Gross loss | -15334.28 |
| Profit factor | 0.51 | Expected payoff | -395.06 | ||
| Absolute drawdown | 7506.23 | Maximal drawdown | 11897.42 (82.67%) | Relative drawdown | 82.67% (11897.42) |
| Total trades | 19 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 1299.17 | loss trade | -7187.06 | |
| Average | profit trade | 711.64 | loss trade | -1916.79 | |
| Maximum | consecutive wins (profit in money) | 5 (2225.05) | consecutive losses (loss in money) | 2 (-7603.46) | |
| Maximal | consecutive profit (count of wins) | 2225.05 (5) | consecutive loss (count of losses) | -7603.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 11:00 | sell | 1 | 1.00 | 1.35581 | 1.36581 | 1.34581 | ||
| 2 | 2024.10.07 12:18 | buy | 2 | 10.00 | 1.35989 | 1.34989 | 1.36989 | ||
| 3 | 2024.10.07 17:30 | close | 2 | 10.00 | 1.36128 | 1.34989 | 1.36989 | 1021.10 | 11021.10 |
| 4 | 2024.10.07 17:30 | close | 1 | 1.00 | 1.36148 | 1.36581 | 1.34581 | -416.46 | 10604.64 |
| 5 | 2024.10.08 06:00 | sell | 3 | 1.00 | 1.36222 | 1.37222 | 1.35222 | ||
| 6 | 2024.10.08 17:27 | buy | 4 | 10.00 | 1.36632 | 1.35632 | 1.37632 | ||
| 7 | 2024.10.09 14:45 | close | 4 | 10.00 | 1.36772 | 1.35632 | 1.37632 | 1023.60 | 11628.24 |
| 8 | 2024.10.09 14:45 | close | 3 | 1.00 | 1.36792 | 1.37222 | 1.35222 | -416.69 | 11211.55 |
| 9 | 2024.10.10 09:00 | sell | 5 | 1.00 | 1.37109 | 1.38109 | 1.36109 | ||
| 10 | 2024.10.10 14:38 | buy | 6 | 10.00 | 1.37522 | 1.36522 | 1.38522 | ||
| 11 | 2024.10.10 16:43 | close | 6 | 10.00 | 1.37662 | 1.36522 | 1.38522 | 1016.98 | 12228.53 |
| 12 | 2024.10.10 16:43 | close | 5 | 1.00 | 1.37682 | 1.38109 | 1.36109 | -416.18 | 11812.35 |
| 13 | 2024.10.11 03:00 | sell | 7 | 1.00 | 1.37442 | 1.38442 | 1.36442 | ||
| 14 | 2024.10.14 02:40 | buy | 8 | 10.00 | 1.37856 | 1.36856 | 1.38856 | ||
| 15 | 2024.10.14 16:37 | close | 8 | 10.00 | 1.37997 | 1.36856 | 1.38856 | 1021.76 | 12834.11 |
| 16 | 2024.10.14 16:37 | close | 7 | 1.00 | 1.38017 | 1.38442 | 1.36442 | -416.62 | 12417.49 |
| 17 | 2024.10.15 03:02 | sell | 9 | 1.00 | 1.37984 | 1.38984 | 1.36984 | ||
| 18 | 2024.10.15 23:41 | sell | 10 | 10.00 | 1.37757 | 1.38757 | 1.36757 | ||
| 19 | 2024.10.16 16:44 | close | 10 | 10.00 | 1.37702 | 1.38757 | 1.36757 | 399.41 | 12816.90 |
| 20 | 2024.10.16 16:44 | close | 9 | 1.00 | 1.37702 | 1.38984 | 1.36984 | 204.79 | 13021.69 |
| 21 | 2024.10.17 09:00 | buy | 11 | 1.00 | 1.37655 | 1.36655 | 1.38655 | ||
| 22 | 2024.10.17 15:31 | buy | 12 | 10.00 | 1.37882 | 1.36882 | 1.38882 | ||
| 23 | 2024.10.17 19:08 | close | 12 | 10.00 | 1.37937 | 1.36882 | 1.38882 | 398.73 | 13420.42 |
| 24 | 2024.10.17 19:08 | close | 11 | 1.00 | 1.37937 | 1.36655 | 1.38655 | 204.44 | 13624.86 |
| 25 | 2024.10.21 03:00 | sell | 13 | 1.00 | 1.37993 | 1.38993 | 1.36993 | ||
| 26 | 2024.10.21 18:07 | buy | 14 | 10.00 | 1.38409 | 1.37409 | 1.39409 | ||
| 27 | 2024.10.23 17:32 | close | 14 | 10.00 | 1.38550 | 1.37409 | 1.39409 | 1017.68 | 14642.54 |
| 28 | 2024.10.23 17:32 | close | 13 | 1.00 | 1.38570 | 1.38993 | 1.36993 | -416.40 | 14226.14 |
| 29 | 2024.10.24 03:00 | sell | 15 | 1.00 | 1.38367 | 1.39367 | 1.37367 | ||
| 30 | 2024.10.24 11:37 | sell | 16 | 10.00 | 1.38139 | 1.39139 | 1.37139 | ||
| 31 | 2024.10.29 18:17 | s/l | 16 | 10.00 | 1.39139 | 1.39139 | 1.37139 | -7187.06 | 7039.08 |
| 32 | 2024.10.29 18:17 | buy | 17 | 10.00 | 1.39139 | 1.38139 | 1.40139 | ||
| 33 | 2024.10.30 15:18 | close | 17 | 10.00 | 1.39320 | 1.38139 | 1.40139 | 1299.17 | 8338.25 |
| 34 | 2024.10.30 15:18 | close | 15 | 1.00 | 1.39340 | 1.39367 | 1.37367 | -698.29 | 7639.96 |
| 35 | 2024.11.01 18:02 | sell | 18 | 1.00 | 1.39148 | 1.40148 | 1.38148 | ||
| 36 | 2024.11.01 22:35 | buy | 19 | 10.00 | 1.39567 | 1.38567 | 1.40567 | ||
| 37 | 2024.11.04 16:46 | close at stop | 19 | 10.00 | 1.38822 | 1.38567 | 1.40567 | -5366.58 | 2273.38 |
| 38 | 2024.11.04 16:46 | close at stop | 18 | 1.00 | 1.38842 | 1.40148 | 1.38148 | 220.39 | 2493.77 |