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 (20) | ||
Total net profit | -89.84 | Gross profit | 882.93 | Gross loss | -972.77 |
Profit factor | 0.91 | Expected payoff | -4.49 | ||
Absolute drawdown | 240.48 | Maximal drawdown | 462.10 (4.52%) | Relative drawdown | 4.52% (462.10) |
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 | 58.86 | loss trade | -194.55 | |
Maximum | consecutive wins (profit in money) | 4 (286.83) | consecutive losses (loss in money) | 1 (-297.25) | |
Maximal | consecutive profit (count of wins) | 286.83 (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 | 1.38500 | 0.00000 | 1.38700 | ||
25 | 2024.10.24 18:00 | modify | 3 | 0.50 | 1.38500 | 1.38236 | 1.38700 | ||
26 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38501 | 1.38700 | ||
27 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38502 | 1.38700 | ||
28 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38503 | 1.38700 | ||
29 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38504 | 1.38700 | ||
30 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38505 | 1.38700 | ||
31 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38506 | 1.38700 | ||
32 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38507 | 1.38700 | ||
33 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38508 | 1.38700 | ||
34 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38509 | 1.38700 | ||
35 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38510 | 1.38700 | ||
36 | 2024.10.24 19:07 | modify | 3 | 0.50 | 1.38500 | 1.38511 | 1.38700 | ||
37 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38512 | 1.38700 | ||
38 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38513 | 1.38700 | ||
39 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38514 | 1.38700 | ||
40 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38515 | 1.38700 | ||
41 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38516 | 1.38700 | ||
42 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38517 | 1.38700 | ||
43 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38518 | 1.38700 | ||
44 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38519 | 1.38700 | ||
45 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38520 | 1.38700 | ||
46 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38521 | 1.38700 | ||
47 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38522 | 1.38700 | ||
48 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38523 | 1.38700 | ||
49 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38524 | 1.38700 | ||
50 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38525 | 1.38700 | ||
51 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38526 | 1.38700 | ||
52 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38527 | 1.38700 | ||
53 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38528 | 1.38700 | ||
54 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38529 | 1.38700 | ||
55 | 2024.10.24 19:08 | modify | 3 | 0.50 | 1.38500 | 1.38530 | 1.38700 | ||
56 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38500 | 1.38531 | 1.38700 | ||
57 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38500 | 1.38532 | 1.38700 | ||
58 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38500 | 1.38533 | 1.38700 | ||
59 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38500 | 1.38534 | 1.38700 | ||
60 | 2024.10.24 19:10 | modify | 3 | 0.50 | 1.38500 | 1.38535 | 1.38700 | ||
61 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38500 | 1.38536 | 1.38700 | ||
62 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38500 | 1.38537 | 1.38700 | ||
63 | 2024.10.24 19:11 | modify | 3 | 0.50 | 1.38500 | 1.38538 | 1.38700 | ||
64 | 2024.10.24 20:12 | s/l | 3 | 0.50 | 1.38538 | 1.38538 | 1.38700 | 13.71 | 10092.57 |
65 | 2024.10.31 01:00 | sell | 4 | 0.50 | 1.38993 | 0.00000 | 1.38793 | ||
66 | 2024.10.31 01:00 | modify | 4 | 0.50 | 1.38993 | 1.39602 | 1.38793 | ||
67 | 2024.11.01 23:18 | s/l | 4 | 0.50 | 1.39602 | 1.39602 | 1.38793 | -218.12 | 9874.45 |
68 | 2024.11.07 09:00 | sell | 5 | 0.50 | 1.38844 | 0.00000 | 1.38644 | ||
69 | 2024.11.07 09:00 | modify | 5 | 0.50 | 1.38844 | 1.39572 | 1.38644 | ||
70 | 2024.11.07 16:41 | t/p | 5 | 0.50 | 1.38644 | 1.39572 | 1.38644 | 72.13 | 9946.58 |
71 | 2024.11.08 14:00 | buy | 6 | 0.50 | 1.38989 | 0.00000 | 1.39189 | ||
72 | 2024.11.08 14:00 | modify | 6 | 0.50 | 1.38989 | 1.38790 | 1.39189 | ||
73 | 2024.11.08 15:38 | t/p | 6 | 0.50 | 1.39189 | 1.38790 | 1.39189 | 71.84 | 10018.42 |
74 | 2024.11.18 20:00 | sell | 7 | 0.50 | 1.40128 | 0.00000 | 1.39928 | ||
75 | 2024.11.18 20:00 | modify | 7 | 0.50 | 1.40128 | 1.40492 | 1.39928 | ||
76 | 2024.11.19 15:32 | t/p | 7 | 0.50 | 1.39928 | 1.40492 | 1.39928 | 71.46 | 10089.88 |
77 | 2024.11.22 08:00 | buy | 8 | 0.50 | 1.39855 | 0.00000 | 1.40055 | ||
78 | 2024.11.22 08:00 | modify | 8 | 0.50 | 1.39855 | 1.39510 | 1.40055 | ||
79 | 2024.11.22 11:11 | t/p | 8 | 0.50 | 1.40055 | 1.39510 | 1.40055 | 71.40 | 10161.28 |
80 | 2024.11.25 01:00 | sell | 9 | 0.50 | 1.39440 | 0.00000 | 1.39240 | ||
81 | 2024.11.25 01:00 | modify | 9 | 0.50 | 1.39440 | 1.39904 | 1.39240 | ||
82 | 2024.11.25 17:57 | s/l | 9 | 0.50 | 1.39904 | 1.39904 | 1.39240 | -165.83 | 9995.45 |
83 | 2024.11.25 18:00 | buy | 10 | 0.50 | 1.39893 | 0.00000 | 1.40093 | ||
84 | 2024.11.25 18:00 | modify | 10 | 0.50 | 1.39893 | 1.39338 | 1.40093 | ||
85 | 2024.11.26 01:40 | t/p | 10 | 0.50 | 1.40093 | 1.39338 | 1.40093 | 71.38 | 10066.83 |
86 | 2024.12.02 03:00 | buy | 11 | 0.50 | 1.40295 | 0.00000 | 1.40495 | ||
87 | 2024.12.02 03:00 | modify | 11 | 0.50 | 1.40295 | 1.39745 | 1.40495 | ||
88 | 2024.12.02 16:36 | t/p | 11 | 0.50 | 1.40495 | 1.39745 | 1.40495 | 71.18 | 10138.01 |
89 | 2024.12.06 16:00 | buy | 12 | 0.50 | 1.40924 | 0.00000 | 1.41124 | ||
90 | 2024.12.06 16:00 | modify | 12 | 0.50 | 1.40924 | 1.40641 | 1.41124 | ||
91 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40925 | 1.41124 | ||
92 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40926 | 1.41124 | ||
93 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40927 | 1.41124 | ||
94 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40928 | 1.41124 | ||
95 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40929 | 1.41124 | ||
96 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40930 | 1.41124 | ||
97 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40931 | 1.41124 | ||
98 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40932 | 1.41124 | ||
99 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40933 | 1.41124 | ||
100 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40934 | 1.41124 | ||
101 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40935 | 1.41124 | ||
102 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40936 | 1.41124 | ||
103 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40937 | 1.41124 | ||
104 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40938 | 1.41124 | ||
105 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40939 | 1.41124 | ||
106 | 2024.12.06 16:38 | modify | 12 | 0.50 | 1.40924 | 1.40940 | 1.41124 | ||
107 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40941 | 1.41124 | ||
108 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40942 | 1.41124 | ||
109 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40943 | 1.41124 | ||
110 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40944 | 1.41124 | ||
111 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40945 | 1.41124 | ||
112 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40946 | 1.41124 | ||
113 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40947 | 1.41124 | ||
114 | 2024.12.06 16:41 | modify | 12 | 0.50 | 1.40924 | 1.40948 | 1.41124 | ||
115 | 2024.12.06 16:41 | t/p | 12 | 0.50 | 1.41124 | 1.40948 | 1.41124 | 70.86 | 10208.87 |
116 | 2024.12.11 17:00 | sell | 13 | 0.50 | 1.41245 | 0.00000 | 1.41045 | ||
117 | 2024.12.11 17:00 | modify | 13 | 0.50 | 1.41245 | 1.41702 | 1.41045 | ||
118 | 2024.12.11 21:00 | s/l | 13 | 0.50 | 1.41702 | 1.41702 | 1.41045 | -161.25 | 10047.62 |
119 | 2024.12.12 18:00 | buy | 14 | 0.50 | 1.41857 | 0.00000 | 1.42057 | ||
120 | 2024.12.12 18:00 | modify | 14 | 0.50 | 1.41857 | 1.41484 | 1.42057 | ||
121 | 2024.12.12 21:26 | t/p | 14 | 0.50 | 1.42057 | 1.41484 | 1.42057 | 70.39 | 10118.01 |
122 | 2024.12.20 17:00 | sell | 15 | 0.50 | 1.43732 | 0.00000 | 1.43532 | ||
123 | 2024.12.20 17:00 | modify | 15 | 0.50 | 1.43732 | 1.44473 | 1.43532 | ||
124 | 2024.12.20 19:01 | t/p | 15 | 0.50 | 1.43532 | 1.44473 | 1.43532 | 69.67 | 10187.68 |
125 | 2024.12.24 21:00 | sell | 16 | 0.50 | 1.43631 | 0.00000 | 1.43431 | ||
126 | 2024.12.24 21:00 | modify | 16 | 0.50 | 1.43631 | 1.44490 | 1.43431 | ||
127 | 2024.12.27 19:20 | s/l | 16 | 0.50 | 1.44490 | 1.44490 | 1.43431 | -297.25 | 9890.43 |
128 | 2024.12.30 08:00 | sell | 17 | 0.50 | 1.43922 | 0.00000 | 1.43722 | ||
129 | 2024.12.30 08:00 | modify | 17 | 0.50 | 1.43922 | 1.44241 | 1.43722 | ||
130 | 2024.12.30 12:26 | modify | 17 | 0.50 | 1.43922 | 1.43921 | 1.43722 | ||
131 | 2024.12.30 13:20 | modify | 17 | 0.50 | 1.43922 | 1.43920 | 1.43722 | ||
132 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43919 | 1.43722 | ||
133 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43918 | 1.43722 | ||
134 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43917 | 1.43722 | ||
135 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43916 | 1.43722 | ||
136 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43915 | 1.43722 | ||
137 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43914 | 1.43722 | ||
138 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43913 | 1.43722 | ||
139 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43912 | 1.43722 | ||
140 | 2024.12.30 13:21 | modify | 17 | 0.50 | 1.43922 | 1.43911 | 1.43722 | ||
141 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43910 | 1.43722 | ||
142 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43909 | 1.43722 | ||
143 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43908 | 1.43722 | ||
144 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43907 | 1.43722 | ||
145 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43906 | 1.43722 | ||
146 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43905 | 1.43722 | ||
147 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43904 | 1.43722 | ||
148 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43903 | 1.43722 | ||
149 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43902 | 1.43722 | ||
150 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43901 | 1.43722 | ||
151 | 2024.12.30 13:22 | modify | 17 | 0.50 | 1.43922 | 1.43900 | 1.43722 | ||
152 | 2024.12.30 13:25 | modify | 17 | 0.50 | 1.43922 | 1.43899 | 1.43722 | ||
153 | 2024.12.30 13:26 | modify | 17 | 0.50 | 1.43922 | 1.43898 | 1.43722 | ||
154 | 2024.12.30 13:26 | modify | 17 | 0.50 | 1.43922 | 1.43897 | 1.43722 | ||
155 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43896 | 1.43722 | ||
156 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43895 | 1.43722 | ||
157 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43894 | 1.43722 | ||
158 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43893 | 1.43722 | ||
159 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43892 | 1.43722 | ||
160 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43891 | 1.43722 | ||
161 | 2024.12.30 14:08 | modify | 17 | 0.50 | 1.43922 | 1.43890 | 1.43722 | ||
162 | 2024.12.30 14:37 | s/l | 17 | 0.50 | 1.43890 | 1.43890 | 1.43722 | 11.12 | 9901.55 |
163 | 2024.12.31 16:00 | buy | 18 | 0.50 | 1.44039 | 0.00000 | 1.44239 | ||
164 | 2024.12.31 16:00 | modify | 18 | 0.50 | 1.44039 | 1.43502 | 1.44239 | ||
165 | 2025.01.02 12:38 | t/p | 18 | 0.50 | 1.44239 | 1.43502 | 1.44239 | 69.33 | 9970.88 |
166 | 2025.01.03 07:00 | sell | 19 | 0.50 | 1.43883 | 0.00000 | 1.43683 | ||
167 | 2025.01.03 07:00 | modify | 19 | 0.50 | 1.43883 | 1.44259 | 1.43683 | ||
168 | 2025.01.03 16:48 | s/l | 19 | 0.50 | 1.44259 | 1.44259 | 1.43683 | -130.32 | 9840.56 |
169 | 2025.01.06 08:00 | sell | 20 | 0.50 | 1.43888 | 0.00000 | 1.43688 | ||
170 | 2025.01.06 08:00 | modify | 20 | 0.50 | 1.43888 | 1.44677 | 1.43688 | ||
171 | 2025.01.06 10:53 | t/p | 20 | 0.50 | 1.43688 | 1.44677 | 1.43688 | 69.60 | 9910.16 |