Strategy Tester Report
FrBestExp02_1_maloma_mod
| 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 (19) | ||
| Total net profit | -7503.33 | Gross profit | 7819.30 | Gross loss | -15322.63 |
| Profit factor | 0.51 | Expected payoff | -394.91 | ||
| Absolute drawdown | 7503.33 | Maximal drawdown | 11905.35 (82.66%) | Relative drawdown | 82.66% (11905.35) |
| 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 | 1299.16 | loss trade | -7187.01 | |
| Average | profit trade | 710.85 | loss trade | -1915.33 | |
| Maximum | consecutive wins (profit in money) | 5 (2223.61) | consecutive losses (loss in money) | 2 (-7602.69) | |
| Maximal | consecutive profit (count of wins) | 2223.61 (5) | consecutive loss (count of losses) | -7602.69 (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 | 1.36147 | 1.36581 | 1.34581 | -415.73 | 10605.37 |
| 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 14:44 | close | 4 | 10.00 | 1.36771 | 1.35632 | 1.37632 | 1016.30 | 11621.67 |
| 8 | 2024.10.09 14:44 | close | 3 | 1.00 | 1.36790 | 1.37222 | 1.35222 | -415.24 | 11206.43 |
| 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 | 12223.41 |
| 12 | 2024.10.10 16:43 | close | 5 | 1.00 | 1.37681 | 1.38109 | 1.36109 | -415.45 | 11807.96 |
| 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 | 12829.72 |
| 16 | 2024.10.14 16:37 | close | 7 | 1.00 | 1.38016 | 1.38442 | 1.36442 | -415.89 | 12413.83 |
| 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 | 1.37758 | 1.38758 | 1.36758 | ||
| 19 | 2024.10.16 16:38 | close | 10 | 10.00 | 1.37703 | 1.38758 | 1.36758 | 399.41 | 12813.24 |
| 20 | 2024.10.16 16:38 | close | 9 | 1.00 | 1.37703 | 1.38984 | 1.36984 | 204.06 | 13017.30 |
| 21 | 2024.10.17 09:00 | buy | 11 | 1.00 | 1.37654 | 1.36654 | 1.38654 | ||
| 22 | 2024.10.17 15:31 | buy | 12 | 10.00 | 1.37880 | 1.36880 | 1.38880 | ||
| 23 | 2024.10.17 19:03 | close | 12 | 10.00 | 1.37935 | 1.36880 | 1.38880 | 398.74 | 13416.04 |
| 24 | 2024.10.17 19:03 | close | 11 | 1.00 | 1.37935 | 1.36654 | 1.38654 | 203.72 | 13619.76 |
| 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 | 14637.44 |
| 28 | 2024.10.23 17:32 | close | 13 | 1.00 | 1.38569 | 1.38993 | 1.36993 | -415.68 | 14221.76 |
| 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 | 1.38140 | 1.39140 | 1.37140 | ||
| 31 | 2024.10.29 18:17 | s/l | 16 | 10.00 | 1.39140 | 1.39140 | 1.37140 | -7187.01 | 7034.75 |
| 32 | 2024.10.29 18:17 | buy | 17 | 10.00 | 1.39140 | 1.38140 | 1.40140 | ||
| 33 | 2024.10.30 15:18 | close | 17 | 10.00 | 1.39321 | 1.38140 | 1.40140 | 1299.16 | 8333.91 |
| 34 | 2024.10.30 15:18 | close | 15 | 1.00 | 1.39340 | 1.39367 | 1.37367 | -698.29 | 7635.62 |
| 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 | 1.38823 | 1.38567 | 1.40567 | -5359.34 | 2276.28 |
| 38 | 2024.11.04 16:46 | close at stop | 18 | 1.00 | 1.38842 | 1.40148 | 1.38148 | 220.39 | 2496.67 |