Strategy Tester Report
hocok
| 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 | TakeProffit=0; StopLoss=0; signal_period=9; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (24) | ||
| Total net profit | -114.16 | Gross profit | 459.09 | Gross loss | -573.25 |
| Profit factor | 0.80 | Expected payoff | -4.08 | ||
| Absolute drawdown | 122.61 | Maximal drawdown | 350.53 (3.43%) | Relative drawdown | 3.43% (350.53) |
| Total trades | 28 | Short positions (won %) | 14 (14.29%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 9 (32.14%) | Loss trades (% of total) | 19 (67.86%) | ||
| Largest | profit trade | 181.70 | loss trade | -84.56 | |
| Average | profit trade | 51.01 | loss trade | -30.17 | |
| Maximum | consecutive wins (profit in money) | 2 (44.90) | consecutive losses (loss in money) | 5 (-164.05) | |
| Maximal | consecutive profit (count of wins) | 181.70 (1) | consecutive loss (count of losses) | -164.05 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 09:00 | buy | 1 | 0.10 | 1.35250 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.16 09:00 | close | 1 | 0.10 | 1.37753 | 0.00000 | 0.00000 | 181.70 | 10181.70 |
| 3 | 2024.10.16 09:00 | sell | 2 | 0.10 | 1.37753 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.17 23:00 | close | 2 | 0.10 | 1.38013 | 0.00000 | 0.00000 | -18.84 | 10162.86 |
| 5 | 2024.10.17 23:00 | buy | 3 | 0.10 | 1.38013 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.23 11:00 | close | 3 | 0.10 | 1.38236 | 0.00000 | 0.00000 | 16.13 | 10178.99 |
| 7 | 2024.10.23 11:00 | sell | 4 | 0.10 | 1.38236 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.23 16:00 | close | 4 | 0.10 | 1.38470 | 0.00000 | 0.00000 | -16.90 | 10162.09 |
| 9 | 2024.10.23 16:00 | buy | 5 | 0.10 | 1.38470 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.24 15:00 | close | 5 | 0.10 | 1.38166 | 0.00000 | 0.00000 | -22.00 | 10140.09 |
| 11 | 2024.10.24 15:00 | sell | 6 | 0.10 | 1.38166 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.24 22:00 | close | 6 | 0.10 | 1.38574 | 0.00000 | 0.00000 | -29.44 | 10110.65 |
| 13 | 2024.10.24 22:00 | buy | 7 | 0.10 | 1.38574 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.04 10:00 | close | 7 | 0.10 | 1.39197 | 0.00000 | 0.00000 | 44.76 | 10155.41 |
| 15 | 2024.11.04 10:00 | sell | 8 | 0.10 | 1.39197 | 0.00000 | 0.00000 | ||
| 16 | 2024.11.06 15:00 | close | 8 | 0.10 | 1.39195 | 0.00000 | 0.00000 | 0.14 | 10155.55 |
| 17 | 2024.11.06 15:00 | buy | 9 | 0.10 | 1.39195 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.07 17:00 | close | 9 | 0.10 | 1.38596 | 0.00000 | 0.00000 | -43.22 | 10112.33 |
| 19 | 2024.11.07 17:00 | sell | 10 | 0.10 | 1.38596 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.08 21:00 | close | 10 | 0.10 | 1.39226 | 0.00000 | 0.00000 | -45.25 | 10067.08 |
| 21 | 2024.11.08 21:00 | buy | 11 | 0.10 | 1.39226 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.19 02:00 | close | 11 | 0.10 | 1.40217 | 0.00000 | 0.00000 | 70.68 | 10137.76 |
| 23 | 2024.11.19 02:00 | sell | 12 | 0.10 | 1.40217 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.22 15:00 | close | 12 | 0.10 | 1.39862 | 0.00000 | 0.00000 | 25.38 | 10163.14 |
| 25 | 2024.11.22 15:00 | buy | 13 | 0.10 | 1.39862 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.25 04:00 | close | 13 | 0.10 | 1.39372 | 0.00000 | 0.00000 | -35.16 | 10127.98 |
| 27 | 2024.11.25 04:00 | sell | 14 | 0.10 | 1.39372 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.26 00:00 | close | 14 | 0.10 | 1.39875 | 0.00000 | 0.00000 | -35.96 | 10092.02 |
| 29 | 2024.11.26 00:00 | buy | 15 | 0.10 | 1.39875 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.27 23:00 | close | 15 | 0.10 | 1.40232 | 0.00000 | 0.00000 | 25.46 | 10117.48 |
| 31 | 2024.11.27 23:00 | sell | 16 | 0.10 | 1.40232 | 0.00000 | 0.00000 | ||
| 32 | 2024.12.02 10:00 | close | 16 | 0.10 | 1.40428 | 0.00000 | 0.00000 | -13.96 | 10103.52 |
| 33 | 2024.12.02 10:00 | buy | 17 | 0.10 | 1.40428 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.05 19:00 | close | 17 | 0.10 | 1.40362 | 0.00000 | 0.00000 | -4.70 | 10098.82 |
| 35 | 2024.12.05 19:00 | sell | 18 | 0.10 | 1.40362 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.06 20:00 | close | 18 | 0.10 | 1.41559 | 0.00000 | 0.00000 | -84.56 | 10014.26 |
| 37 | 2024.12.06 20:00 | buy | 19 | 0.10 | 1.41559 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.12 02:00 | close | 19 | 0.10 | 1.41483 | 0.00000 | 0.00000 | -5.37 | 10008.89 |
| 39 | 2024.12.12 02:00 | sell | 20 | 0.10 | 1.41483 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.12 23:00 | close | 20 | 0.10 | 1.42272 | 0.00000 | 0.00000 | -55.46 | 9953.43 |
| 41 | 2024.12.12 23:00 | buy | 21 | 0.10 | 1.42272 | 0.00000 | 0.00000 | ||
| 42 | 2024.12.23 00:00 | close | 21 | 0.10 | 1.43595 | 0.00000 | 0.00000 | 92.13 | 10045.56 |
| 43 | 2024.12.23 00:00 | sell | 22 | 0.10 | 1.43595 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.23 19:00 | close | 22 | 0.10 | 1.43896 | 0.00000 | 0.00000 | -20.92 | 10024.64 |
| 45 | 2024.12.23 19:00 | buy | 23 | 0.10 | 1.43896 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.26 12:00 | close | 23 | 0.10 | 1.43935 | 0.00000 | 0.00000 | 2.71 | 10027.35 |
| 47 | 2024.12.26 12:00 | sell | 24 | 0.10 | 1.43935 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.26 17:00 | close | 24 | 0.10 | 1.44039 | 0.00000 | 0.00000 | -7.22 | 10020.13 |
| 49 | 2024.12.26 17:00 | buy | 25 | 0.10 | 1.44039 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.30 15:00 | close | 25 | 0.10 | 1.43857 | 0.00000 | 0.00000 | -12.65 | 10007.48 |
| 51 | 2024.12.30 15:00 | sell | 26 | 0.10 | 1.43857 | 0.00000 | 0.00000 | ||
| 52 | 2025.01.02 11:00 | close | 26 | 0.10 | 1.44122 | 0.00000 | 0.00000 | -18.39 | 9989.09 |
| 53 | 2025.01.02 11:00 | buy | 27 | 0.10 | 1.44122 | 0.00000 | 0.00000 | ||
| 54 | 2025.01.06 15:00 | close | 27 | 0.10 | 1.43163 | 0.00000 | 0.00000 | -66.99 | 9922.10 |
| 55 | 2025.01.06 15:00 | sell | 28 | 0.10 | 1.43163 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.07 23:59 | close at stop | 28 | 0.10 | 1.43684 | 0.00000 | 0.00000 | -36.26 | 9885.84 |