Strategy Tester Report
FrBestExp02_6_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; map=25; mash=1; 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 | -7256.82 | Gross profit | 8026.63 | Gross loss | -15283.45 |
| Profit factor | 0.53 | Expected payoff | -381.94 | ||
| Absolute drawdown | 7256.82 | Maximal drawdown | 9829.03 (78.18%) | Relative drawdown | 78.18% (9829.03) |
| 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 | 891.85 | loss trade | -1528.35 | |
| Maximum | consecutive wins (profit in money) | 2 (604.20) | consecutive losses (loss in money) | 3 (-5314.23) | |
| 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 | 1.36148 | 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 | 2024.10.11 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 | 12233.31 |
| 12 | 2024.10.14 16:37 | close | 5 | 1.00 | 1.38017 | 1.38442 | 1.36442 | -416.62 | 11816.69 |
| 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 | 1.37757 | 1.38757 | 1.36757 | ||
| 15 | 2024.10.16 16:44 | close | 8 | 10.00 | 1.37702 | 1.38757 | 1.36757 | 399.41 | 12216.10 |
| 16 | 2024.10.16 16:44 | close | 7 | 1.00 | 1.37702 | 1.38984 | 1.36984 | 204.79 | 12420.89 |
| 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 | 5231.92 |
| 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 | 6531.43 |
| 22 | 2024.10.29 19:48 | close | 9 | 1.00 | 1.39303 | 1.39331 | 1.37331 | -697.76 | 5833.67 |
| 23 | 2024.11.05 02:00 | buy | 12 | 1.00 | 1.39025 | 1.38025 | 1.40025 | ||
| 24 | 2024.11.05 16:22 | sell | 13 | 10.00 | 1.38609 | 1.39609 | 1.37609 | ||
| 25 | 2024.11.05 17:56 | close | 13 | 10.00 | 1.38468 | 1.39609 | 1.37609 | 1018.29 | 6851.96 |
| 26 | 2024.11.05 17:56 | close | 12 | 1.00 | 1.38448 | 1.38025 | 1.40025 | -416.76 | 6435.20 |
| 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 | 7451.97 |
| 30 | 2024.11.12 12:25 | close | 14 | 1.00 | 1.39678 | 1.40097 | 1.38097 | -415.96 | 7036.01 |
| 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 | 8057.41 |
| 34 | 2024.11.13 23:21 | close | 16 | 1.00 | 1.40024 | 1.40441 | 1.38441 | -416.36 | 7641.05 |
| 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 | 1.40392 | 1.41392 | 1.39392 | ||
| 37 | 2024.11.15 17:37 | close at stop | 19 | 10.00 | 1.41041 | 1.41392 | 1.39392 | -4601.50 | 3039.55 |
| 38 | 2024.11.15 17:37 | close at stop | 18 | 1.00 | 1.41041 | 1.41623 | 1.39623 | -296.37 | 2743.18 |