Strategy Tester Report
#Graal-CROSSmuvingi-tral
| 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 | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (21) | ||
| Total net profit | -100.96 | Gross profit | 871.81 | Gross loss | -972.77 |
| Profit factor | 0.90 | Expected payoff | -5.05 | ||
| Absolute drawdown | 251.95 | Maximal drawdown | 472.86 (4.63%) | Relative drawdown | 4.63% (472.86) |
| Total trades | 20 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 72.71 | loss trade | -297.25 | |
| Average | profit trade | 58.12 | loss trade | -194.55 | |
| Maximum | consecutive wins (profit in money) | 4 (286.84) | consecutive losses (loss in money) | 1 (-297.25) | |
| Maximal | consecutive profit (count of wins) | 286.84 (4) | consecutive loss (count of losses) | -297.25 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.16 01:00 | sell | 1 | 0.50 | 1.37736 | 0.00000 | 1.37536 | ||
| 2 | 2024.10.16 01:00 | modify | 1 | 0.50 | 1.37736 | 1.38261 | 1.37536 | ||
| 3 | 2024.10.16 22:53 | t/p | 1 | 0.50 | 1.37536 | 1.38261 | 1.37536 | 72.71 | 10072.71 |
| 4 | 2024.10.24 08:00 | sell | 2 | 0.50 | 1.38225 | 0.00000 | 1.38025 | ||
| 5 | 2024.10.24 08:00 | modify | 2 | 0.50 | 1.38225 | 1.38494 | 1.38025 | ||
| 6 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38224 | 1.38025 | ||
| 7 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38223 | 1.38025 | ||
| 8 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38222 | 1.38025 | ||
| 9 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38221 | 1.38025 | ||
| 10 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38220 | 1.38025 | ||
| 11 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38219 | 1.38025 | ||
| 12 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38218 | 1.38025 | ||
| 13 | 2024.10.24 13:27 | modify | 2 | 0.50 | 1.38225 | 1.38217 | 1.38025 | ||
| 14 | 2024.10.24 13:30 | modify | 2 | 0.50 | 1.38225 | 1.38216 | 1.38025 | ||
| 15 | 2024.10.24 13:31 | modify | 2 | 0.50 | 1.38225 | 1.38215 | 1.38025 | ||
| 16 | 2024.10.24 13:31 | modify | 2 | 0.50 | 1.38225 | 1.38214 | 1.38025 | ||
| 17 | 2024.10.24 13:45 | modify | 2 | 0.50 | 1.38225 | 1.38213 | 1.38025 | ||
| 18 | 2024.10.24 13:45 | modify | 2 | 0.50 | 1.38225 | 1.38212 | 1.38025 | ||
| 19 | 2024.10.24 13:45 | modify | 2 | 0.50 | 1.38225 | 1.38211 | 1.38025 | ||
| 20 | 2024.10.24 13:45 | modify | 2 | 0.50 | 1.38225 | 1.38210 | 1.38025 | ||
| 21 | 2024.10.24 13:46 | modify | 2 | 0.50 | 1.38225 | 1.38209 | 1.38025 | ||
| 22 | 2024.10.24 13:46 | modify | 2 | 0.50 | 1.38225 | 1.38208 | 1.38025 | ||
| 23 | 2024.10.24 14:22 | s/l | 2 | 0.50 | 1.38208 | 1.38208 | 1.38025 | 6.15 | 10078.86 |
| 24 | 2024.10.24 18:00 | buy | 3 | 0.50 | 1.38501 | 0.00000 | 1.38701 | ||
| 25 | 2024.10.24 18:00 | modify | 3 | 0.50 | 1.38501 | 1.38236 | 1.38701 | ||
| 26 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38502 | 1.38701 | ||
| 27 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38503 | 1.38701 | ||
| 28 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38504 | 1.38701 | ||
| 29 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38505 | 1.38701 | ||
| 30 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38506 | 1.38701 | ||
| 31 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38507 | 1.38701 | ||
| 32 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38508 | 1.38701 | ||
| 33 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38509 | 1.38701 | ||
| 34 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38510 | 1.38701 | ||
| 35 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38501 | 1.38511 | 1.38701 | ||
| 36 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38512 | 1.38701 | ||
| 37 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38513 | 1.38701 | ||
| 38 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38514 | 1.38701 | ||
| 39 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38515 | 1.38701 | ||
| 40 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38516 | 1.38701 | ||
| 41 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38517 | 1.38701 | ||
| 42 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38518 | 1.38701 | ||
| 43 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38519 | 1.38701 | ||
| 44 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38520 | 1.38701 | ||
| 45 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38521 | 1.38701 | ||
| 46 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38522 | 1.38701 | ||
| 47 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38523 | 1.38701 | ||
| 48 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38524 | 1.38701 | ||
| 49 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38525 | 1.38701 | ||
| 50 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38526 | 1.38701 | ||
| 51 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38527 | 1.38701 | ||
| 52 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38528 | 1.38701 | ||
| 53 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38529 | 1.38701 | ||
| 54 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38501 | 1.38530 | 1.38701 | ||
| 55 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38501 | 1.38531 | 1.38701 | ||
| 56 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38501 | 1.38532 | 1.38701 | ||
| 57 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38501 | 1.38533 | 1.38701 | ||
| 58 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38501 | 1.38534 | 1.38701 | ||
| 59 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38501 | 1.38535 | 1.38701 | ||
| 60 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38501 | 1.38536 | 1.38701 | ||
| 61 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38501 | 1.38537 | 1.38701 | ||
| 62 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38501 | 1.38538 | 1.38701 | ||
| 63 | 2024.10.24 20:12 | s/l | 3 | 0.50 | 1.38538 | 1.38538 | 1.38701 | 13.35 | 10092.21 |
| 64 | 2024.10.31 01:00 | sell | 4 | 0.50 | 1.38993 | 0.00000 | 1.38793 | ||
| 65 | 2024.10.31 01:00 | modify | 4 | 0.50 | 1.38993 | 1.39602 | 1.38793 | ||
| 66 | 2024.11.01 23:18 | s/l | 4 | 0.50 | 1.39602 | 1.39602 | 1.38793 | -218.12 | 9874.09 |
| 67 | 2024.11.07 09:00 | sell | 5 | 0.50 | 1.38844 | 0.00000 | 1.38644 | ||
| 68 | 2024.11.07 09:00 | modify | 5 | 0.50 | 1.38844 | 1.39572 | 1.38644 | ||
| 69 | 2024.11.07 16:41 | t/p | 5 | 0.50 | 1.38644 | 1.39572 | 1.38644 | 72.13 | 9946.22 |
| 70 | 2024.11.08 14:00 | buy | 6 | 0.50 | 1.38990 | 0.00000 | 1.39190 | ||
| 71 | 2024.11.08 14:00 | modify | 6 | 0.50 | 1.38990 | 1.38790 | 1.39190 | ||
| 72 | 2024.11.08 15:38 | t/p | 6 | 0.50 | 1.39190 | 1.38790 | 1.39190 | 71.84 | 10018.06 |
| 73 | 2024.11.18 20:00 | sell | 7 | 0.50 | 1.40128 | 0.00000 | 1.39928 | ||
| 74 | 2024.11.18 20:00 | modify | 7 | 0.50 | 1.40128 | 1.40492 | 1.39928 | ||
| 75 | 2024.11.19 15:32 | t/p | 7 | 0.50 | 1.39928 | 1.40492 | 1.39928 | 71.47 | 10089.53 |
| 76 | 2024.11.22 08:00 | buy | 8 | 0.50 | 1.39856 | 0.00000 | 1.40056 | ||
| 77 | 2024.11.22 08:00 | modify | 8 | 0.50 | 1.39856 | 1.39510 | 1.40056 | ||
| 78 | 2024.11.22 11:11 | t/p | 8 | 0.50 | 1.40056 | 1.39510 | 1.40056 | 71.40 | 10160.93 |
| 79 | 2024.11.25 01:00 | sell | 9 | 0.50 | 1.39440 | 0.00000 | 1.39240 | ||
| 80 | 2024.11.25 01:00 | modify | 9 | 0.50 | 1.39440 | 1.39904 | 1.39240 | ||
| 81 | 2024.11.25 17:57 | s/l | 9 | 0.50 | 1.39904 | 1.39904 | 1.39240 | -165.83 | 9995.10 |
| 82 | 2024.11.25 18:00 | buy | 10 | 0.50 | 1.39894 | 0.00000 | 1.40094 | ||
| 83 | 2024.11.25 18:00 | modify | 10 | 0.50 | 1.39894 | 1.39338 | 1.40094 | ||
| 84 | 2024.11.26 01:40 | t/p | 10 | 0.50 | 1.40094 | 1.39338 | 1.40094 | 71.38 | 10066.48 |
| 85 | 2024.12.02 03:00 | buy | 11 | 0.50 | 1.40296 | 0.00000 | 1.40496 | ||
| 86 | 2024.12.02 03:00 | modify | 11 | 0.50 | 1.40296 | 1.39745 | 1.40496 | ||
| 87 | 2024.12.02 16:36 | t/p | 11 | 0.50 | 1.40496 | 1.39745 | 1.40496 | 71.18 | 10137.66 |
| 88 | 2024.12.06 16:00 | buy | 12 | 0.50 | 1.40925 | 0.00000 | 1.41125 | ||
| 89 | 2024.12.06 16:00 | modify | 12 | 0.50 | 1.40925 | 1.40641 | 1.41125 | ||
| 90 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40926 | 1.41125 | ||
| 91 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40927 | 1.41125 | ||
| 92 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40928 | 1.41125 | ||
| 93 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40929 | 1.41125 | ||
| 94 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40930 | 1.41125 | ||
| 95 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40931 | 1.41125 | ||
| 96 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40932 | 1.41125 | ||
| 97 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40933 | 1.41125 | ||
| 98 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40934 | 1.41125 | ||
| 99 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40935 | 1.41125 | ||
| 100 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40936 | 1.41125 | ||
| 101 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40937 | 1.41125 | ||
| 102 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40938 | 1.41125 | ||
| 103 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40939 | 1.41125 | ||
| 104 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40925 | 1.40940 | 1.41125 | ||
| 105 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40941 | 1.41125 | ||
| 106 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40942 | 1.41125 | ||
| 107 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40943 | 1.41125 | ||
| 108 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40944 | 1.41125 | ||
| 109 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40945 | 1.41125 | ||
| 110 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40946 | 1.41125 | ||
| 111 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40947 | 1.41125 | ||
| 112 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40948 | 1.41125 | ||
| 113 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40925 | 1.40949 | 1.41125 | ||
| 114 | 2024.12.06 16:41 | t/p | 12 | 0.50 | 1.41125 | 1.40949 | 1.41125 | 70.86 | 10208.52 |
| 115 | 2024.12.11 17:00 | sell | 13 | 0.50 | 1.41245 | 0.00000 | 1.41045 | ||
| 116 | 2024.12.11 17:00 | modify | 13 | 0.50 | 1.41245 | 1.41702 | 1.41045 | ||
| 117 | 2024.12.11 21:00 | s/l | 13 | 0.50 | 1.41702 | 1.41702 | 1.41045 | -161.25 | 10047.27 |
| 118 | 2024.12.12 18:00 | buy | 14 | 0.50 | 1.41858 | 0.00000 | 1.42058 | ||
| 119 | 2024.12.12 18:00 | modify | 14 | 0.50 | 1.41858 | 1.41484 | 1.42058 | ||
| 120 | 2024.12.12 21:26 | t/p | 14 | 0.50 | 1.42058 | 1.41484 | 1.42058 | 70.39 | 10117.66 |
| 121 | 2024.12.20 17:00 | sell | 15 | 0.50 | 1.43732 | 0.00000 | 1.43532 | ||
| 122 | 2024.12.20 17:00 | modify | 15 | 0.50 | 1.43732 | 1.44473 | 1.43532 | ||
| 123 | 2024.12.20 19:01 | t/p | 15 | 0.50 | 1.43532 | 1.44473 | 1.43532 | 69.67 | 10187.33 |
| 124 | 2024.12.24 21:00 | sell | 16 | 0.50 | 1.43631 | 0.00000 | 1.43431 | ||
| 125 | 2024.12.24 21:00 | modify | 16 | 0.50 | 1.43631 | 1.44490 | 1.43431 | ||
| 126 | 2024.12.27 19:20 | s/l | 16 | 0.50 | 1.44490 | 1.44490 | 1.43431 | -297.25 | 9890.08 |
| 127 | 2024.12.30 08:00 | sell | 17 | 0.50 | 1.43922 | 0.00000 | 1.43722 | ||
| 128 | 2024.12.30 08:00 | modify | 17 | 0.50 | 1.43922 | 1.44241 | 1.43722 | ||
| 129 | 2024.12.30 12:26 | modify | 17 | 0.50 | 1.43922 | 1.43921 | 1.43722 | ||
| 130 | 2024.12.30 12:33 | s/l | 17 | 0.50 | 1.43921 | 1.43921 | 1.43722 | 0.35 | 9890.43 |
| 131 | 2024.12.31 16:00 | buy | 18 | 0.50 | 1.44040 | 0.00000 | 1.44240 | ||
| 132 | 2024.12.31 16:00 | modify | 18 | 0.50 | 1.44040 | 1.43502 | 1.44240 | ||
| 133 | 2025.01.02 12:38 | t/p | 18 | 0.50 | 1.44240 | 1.43502 | 1.44240 | 69.33 | 9959.76 |
| 134 | 2025.01.03 07:00 | sell | 19 | 0.50 | 1.43883 | 0.00000 | 1.43683 | ||
| 135 | 2025.01.03 07:00 | modify | 19 | 0.50 | 1.43883 | 1.44259 | 1.43683 | ||
| 136 | 2025.01.03 16:48 | s/l | 19 | 0.50 | 1.44259 | 1.44259 | 1.43683 | -130.32 | 9829.44 |
| 137 | 2025.01.06 08:00 | sell | 20 | 0.50 | 1.43888 | 0.00000 | 1.43688 | ||
| 138 | 2025.01.06 08:00 | modify | 20 | 0.50 | 1.43888 | 1.44677 | 1.43688 | ||
| 139 | 2025.01.06 10:53 | t/p | 20 | 0.50 | 1.43688 | 1.44677 | 1.43688 | 69.60 | 9899.04 |