Strategy Tester Report
FrBestExp02_2_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 | -7251.99 | Gross profit | 8018.60 | Gross loss | -15270.59 |
| Profit factor | 0.53 | Expected payoff | -381.68 | ||
| Absolute drawdown | 7251.99 | Maximal drawdown | 9819.80 (78.13%) | Relative drawdown | 78.13% (9819.80) |
| Total trades | 19 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 9 (47.37%) | Loss trades (% of total) | 10 (52.63%) | ||
| Largest | profit trade | 1299.51 | loss trade | -7188.97 | |
| Average | profit trade | 890.96 | loss trade | -1527.06 | |
| Maximum | consecutive wins (profit in money) | 2 (603.47) | consecutive losses (loss in money) | 3 (-5306.43) | |
| Maximal | consecutive profit (count of wins) | 1299.51 (1) | consecutive loss (count of losses) | -7188.97 (1) | |
| Average | consecutive wins | 1 | 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 | 2024.10.11 03:00 | sell | 5 | 1.00 | 1.37442 | 1.38442 | 1.36442 | ||
| 10 | 2024.10.14 02:40 | buy | 6 | 10.00 | 1.37856 | 1.36856 | 1.38856 | ||
| 11 | 2024.10.14 16:37 | close | 6 | 10.00 | 1.37997 | 1.36856 | 1.38856 | 1021.76 | 12228.19 |
| 12 | 2024.10.14 16:37 | close | 5 | 1.00 | 1.38016 | 1.38442 | 1.36442 | -415.89 | 11812.30 |
| 13 | 2024.10.15 03:02 | sell | 7 | 1.00 | 1.37984 | 1.38984 | 1.36984 | ||
| 14 | 2024.10.15 23:41 | sell | 8 | 10.00 | 1.37758 | 1.38758 | 1.36758 | ||
| 15 | 2024.10.16 16:38 | close | 8 | 10.00 | 1.37703 | 1.38758 | 1.36758 | 399.41 | 12211.71 |
| 16 | 2024.10.16 16:38 | close | 7 | 1.00 | 1.37703 | 1.38984 | 1.36984 | 204.06 | 12415.77 |
| 17 | 2024.10.22 03:00 | sell | 9 | 1.00 | 1.38331 | 1.39331 | 1.37331 | ||
| 18 | 2024.10.23 00:03 | sell | 10 | 10.00 | 1.38102 | 1.39102 | 1.37102 | ||
| 19 | 2024.10.29 16:42 | s/l | 10 | 10.00 | 1.39102 | 1.39102 | 1.37102 | -7188.97 | 5226.80 |
| 20 | 2024.10.29 16:42 | buy | 11 | 10.00 | 1.39102 | 1.38102 | 1.40102 | ||
| 21 | 2024.10.29 19:48 | close | 11 | 10.00 | 1.39283 | 1.38102 | 1.40102 | 1299.51 | 6526.31 |
| 22 | 2024.10.29 19:48 | close | 9 | 1.00 | 1.39302 | 1.39331 | 1.37331 | -697.05 | 5829.26 |
| 23 | 2024.11.05 02:00 | buy | 12 | 1.00 | 1.39024 | 1.38024 | 1.40024 | ||
| 24 | 2024.11.05 16:22 | sell | 13 | 10.00 | 1.38608 | 1.39608 | 1.37608 | ||
| 25 | 2024.11.05 17:56 | close | 13 | 10.00 | 1.38467 | 1.39608 | 1.37608 | 1018.29 | 6847.55 |
| 26 | 2024.11.05 17:56 | close | 12 | 1.00 | 1.38448 | 1.38024 | 1.40024 | -416.04 | 6431.51 |
| 27 | 2024.11.11 02:00 | sell | 14 | 1.00 | 1.39097 | 1.40097 | 1.38097 | ||
| 28 | 2024.11.11 15:43 | buy | 15 | 10.00 | 1.39516 | 1.38516 | 1.40516 | ||
| 29 | 2024.11.12 12:25 | close | 15 | 10.00 | 1.39658 | 1.38516 | 1.40516 | 1016.77 | 7448.28 |
| 30 | 2024.11.12 12:25 | close | 14 | 1.00 | 1.39677 | 1.40097 | 1.38097 | -415.24 | 7033.04 |
| 31 | 2024.11.13 03:17 | sell | 16 | 1.00 | 1.39441 | 1.40441 | 1.38441 | ||
| 32 | 2024.11.13 16:38 | buy | 17 | 10.00 | 1.39861 | 1.38861 | 1.40861 | ||
| 33 | 2024.11.13 23:21 | close | 17 | 10.00 | 1.40004 | 1.38861 | 1.40861 | 1021.40 | 8054.44 |
| 34 | 2024.11.13 23:21 | close | 16 | 1.00 | 1.40023 | 1.40441 | 1.38441 | -415.65 | 7638.79 |
| 35 | 2024.11.15 08:00 | sell | 18 | 1.00 | 1.40623 | 1.41623 | 1.39623 | ||
| 36 | 2024.11.15 11:12 | sell | 19 | 10.00 | 1.40393 | 1.41393 | 1.39393 | ||
| 37 | 2024.11.15 17:37 | close at stop | 19 | 10.00 | 1.41041 | 1.41393 | 1.39393 | -4594.41 | 3044.38 |
| 38 | 2024.11.15 17:37 | close at stop | 18 | 1.00 | 1.41041 | 1.41623 | 1.39623 | -296.37 | 2748.01 |