Strategy Tester Report
Ichimoku_02
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 2393 | Ticks modelled | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -5898.10 | Gross profit | 3542.61 | Gross loss | -9440.71 |
| Profit factor | 0.38 | Expected payoff | -103.48 | ||
| Absolute drawdown | 8404.18 | Maximal drawdown | 8933.27 (84.84%) | Relative drawdown | 84.84% (8933.27) |
| Total trades | 57 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 52 (32.69%) |
| Profit trades (% of total) | 18 (31.58%) | Loss trades (% of total) | 39 (68.42%) | ||
| Largest | profit trade | 734.39 | loss trade | -1531.40 | |
| Average | profit trade | 196.81 | loss trade | -242.07 | |
| Maximum | consecutive wins (profit in money) | 4 (1631.21) | consecutive losses (loss in money) | 15 (-1591.38) | |
| Maximal | consecutive profit (count of wins) | 1631.21 (4) | consecutive loss (count of losses) | -5296.49 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 22:00 | buy | 1 | 1.00 | 1.36530 | 0.00000 | 1.37530 | ||
| 2 | 2025.07.02 18:00 | sell | 2 | 1.00 | 1.36366 | 0.00000 | 1.35366 | ||
| 3 | 2025.07.02 18:00 | close | 1 | 1.00 | 1.36366 | 0.00000 | 1.37530 | -120.26 | 9879.74 |
| 4 | 2025.07.04 01:00 | sell | 3 | 1.00 | 1.35865 | 0.00000 | 1.34865 | ||
| 5 | 2025.07.04 18:00 | buy | 4 | 1.00 | 1.36109 | 0.00000 | 1.37109 | ||
| 6 | 2025.07.04 19:00 | close | 4 | 1.00 | 1.36041 | 0.00000 | 1.37109 | -49.98 | 9829.76 |
| 7 | 2025.07.07 19:00 | buy | 5 | 1.00 | 1.36474 | 0.00000 | 1.37474 | ||
| 8 | 2025.07.08 11:00 | sell | 6 | 1.00 | 1.36383 | 0.00000 | 1.35383 | ||
| 9 | 2025.07.08 11:00 | close | 5 | 1.00 | 1.36383 | 0.00000 | 1.37474 | -66.72 | 9763.04 |
| 10 | 2025.07.08 17:00 | buy | 7 | 1.00 | 1.36739 | 0.00000 | 1.37739 | ||
| 11 | 2025.07.08 18:00 | buy | 8 | 1.00 | 1.36861 | 0.00000 | 1.37861 | ||
| 12 | 2025.07.10 05:00 | close | 7 | 1.00 | 1.36797 | 0.00000 | 1.37739 | 42.40 | 9805.44 |
| 13 | 2025.07.10 05:00 | close | 8 | 1.00 | 1.36798 | 0.00000 | 1.37861 | -46.05 | 9759.39 |
| 14 | 2025.07.10 18:00 | buy | 9 | 1.00 | 1.36920 | 0.00000 | 1.37920 | ||
| 15 | 2025.07.10 20:00 | buy | 10 | 1.00 | 1.36843 | 0.00000 | 1.37843 | ||
| 16 | 2025.07.10 23:00 | close | 10 | 1.00 | 1.36638 | 0.00000 | 1.37843 | -150.03 | 9609.36 |
| 17 | 2025.07.11 00:00 | close | 9 | 1.00 | 1.36533 | 0.00000 | 1.37920 | -283.45 | 9325.91 |
| 18 | 2025.07.11 08:00 | buy | 11 | 1.00 | 1.36971 | 0.00000 | 1.37971 | ||
| 19 | 2025.07.11 10:00 | buy | 12 | 1.00 | 1.37003 | 0.00000 | 1.38003 | ||
| 20 | 2025.07.11 16:00 | close | 11 | 1.00 | 1.36777 | 0.00000 | 1.37971 | -141.84 | 9184.07 |
| 21 | 2025.07.11 16:00 | close | 12 | 1.00 | 1.36776 | 0.00000 | 1.38003 | -165.96 | 9018.11 |
| 22 | 2025.07.14 01:00 | buy | 13 | 1.00 | 1.36971 | 0.00000 | 1.37971 | ||
| 23 | 2025.07.14 02:00 | buy | 14 | 1.00 | 1.36977 | 0.00000 | 1.37977 | ||
| 24 | 2025.07.14 03:00 | close | 13 | 1.00 | 1.36862 | 0.00000 | 1.37971 | -79.64 | 8938.47 |
| 25 | 2025.07.14 03:00 | close | 14 | 1.00 | 1.36861 | 0.00000 | 1.37977 | -84.76 | 8853.71 |
| 26 | 2025.07.14 06:00 | buy | 15 | 1.00 | 1.36995 | 0.00000 | 1.37995 | ||
| 27 | 2025.07.14 18:00 | close | 15 | 1.00 | 1.36822 | 0.00000 | 1.37995 | -126.44 | 8727.27 |
| 28 | 2025.07.14 21:00 | buy | 16 | 1.00 | 1.37081 | 0.00000 | 1.38081 | ||
| 29 | 2025.07.15 16:00 | close | 16 | 1.00 | 1.36737 | 0.00000 | 1.38081 | -251.58 | 8475.69 |
| 30 | 2025.07.15 18:00 | buy | 17 | 1.00 | 1.37205 | 0.00000 | 1.38205 | ||
| 31 | 2025.07.15 18:00 | buy | 18 | 1.00 | 1.37205 | 0.00000 | 1.38205 | ||
| 32 | 2025.07.15 21:00 | close | 17 | 1.00 | 1.37166 | 0.00000 | 1.38205 | -28.43 | 8447.26 |
| 33 | 2025.07.15 21:00 | close | 18 | 1.00 | 1.37167 | 0.00000 | 1.38205 | -27.70 | 8419.56 |
| 34 | 2025.07.16 01:00 | buy | 19 | 1.00 | 1.37162 | 0.00000 | 1.38162 | ||
| 35 | 2025.07.16 19:00 | close | 19 | 1.00 | 1.37066 | 0.00000 | 1.38162 | -70.04 | 8349.52 |
| 36 | 2025.07.17 11:00 | buy | 20 | 1.00 | 1.37449 | 0.00000 | 1.38449 | ||
| 37 | 2025.07.17 12:00 | buy | 21 | 1.00 | 1.37440 | 0.00000 | 1.38440 | ||
| 38 | 2025.07.18 08:00 | close | 20 | 1.00 | 1.37398 | 0.00000 | 1.38449 | -37.12 | 8312.40 |
| 39 | 2025.07.18 08:00 | close | 21 | 1.00 | 1.37399 | 0.00000 | 1.38440 | -29.84 | 8282.56 |
| 40 | 2025.07.21 01:00 | sell | 22 | 1.00 | 1.37167 | 0.00000 | 1.36167 | ||
| 41 | 2025.07.21 04:00 | buy | 23 | 1.00 | 1.37311 | 0.00000 | 1.38311 | ||
| 42 | 2025.07.21 07:00 | close | 23 | 1.00 | 1.37217 | 0.00000 | 1.38311 | -68.50 | 8214.06 |
| 43 | 2025.07.22 19:18 | t/p | 22 | 1.00 | 1.36167 | 0.00000 | 1.36167 | 734.39 | 8948.45 |
| 44 | 2025.07.23 22:00 | sell | 24 | 1.00 | 1.35990 | 0.00000 | 1.34990 | ||
| 45 | 2025.07.24 00:00 | buy | 25 | 1.00 | 1.35967 | 0.00000 | 1.36967 | ||
| 46 | 2025.07.24 06:00 | close | 25 | 1.00 | 1.36033 | 0.00000 | 1.36967 | 48.52 | 8996.97 |
| 47 | 2025.07.24 10:00 | buy | 26 | 1.00 | 1.36140 | 0.00000 | 1.37140 | ||
| 48 | 2025.07.25 00:00 | close | 26 | 1.00 | 1.36310 | 0.00000 | 1.37140 | 124.72 | 9121.69 |
| 49 | 2025.07.28 20:00 | buy | 27 | 1.00 | 1.37201 | 0.00000 | 1.38201 | ||
| 50 | 2025.07.30 21:36 | t/p | 27 | 1.00 | 1.38201 | 0.00000 | 1.38201 | 723.58 | 9845.27 |
| 51 | 2025.07.31 20:00 | buy | 28 | 1.00 | 1.38493 | 0.00000 | 1.39493 | ||
| 52 | 2025.08.01 16:00 | close | 28 | 1.00 | 1.37959 | 0.00000 | 1.39493 | -387.07 | 9458.20 |
| 53 | 2025.08.05 03:00 | buy | 29 | 1.00 | 1.37703 | 0.00000 | 1.38703 | ||
| 54 | 2025.08.05 04:00 | close | 29 | 1.00 | 1.37674 | 0.00000 | 1.38703 | -21.06 | 9437.14 |
| 55 | 2025.08.05 07:00 | buy | 30 | 1.00 | 1.37917 | 0.00000 | 1.38917 | ||
| 56 | 2025.08.06 01:00 | close | 30 | 1.00 | 1.37722 | 0.00000 | 1.38917 | -141.59 | 9295.55 |
| 57 | 2025.08.08 00:00 | buy | 31 | 1.00 | 1.37443 | 0.00000 | 1.38443 | ||
| 58 | 2025.08.08 08:00 | close | 31 | 1.00 | 1.37405 | 0.00000 | 1.38443 | -27.66 | 9267.89 |
| 59 | 2025.08.11 00:00 | buy | 32 | 1.00 | 1.37476 | 0.00000 | 1.38476 | ||
| 60 | 2025.08.11 06:00 | close | 32 | 1.00 | 1.37477 | 0.00000 | 1.38476 | 0.73 | 9268.62 |
| 61 | 2025.08.12 13:00 | buy | 33 | 1.00 | 1.37923 | 0.00000 | 1.38923 | ||
| 62 | 2025.08.12 16:00 | close | 33 | 1.00 | 1.37791 | 0.00000 | 1.38923 | -95.80 | 9172.82 |
| 63 | 2025.08.14 14:00 | buy | 34 | 1.00 | 1.37765 | 0.00000 | 1.38765 | ||
| 64 | 2025.08.15 17:00 | close | 34 | 1.00 | 1.37996 | 0.00000 | 1.38765 | 167.40 | 9340.22 |
| 65 | 2025.08.15 20:00 | buy | 35 | 1.00 | 1.38111 | 0.00000 | 1.39111 | ||
| 66 | 2025.08.18 00:00 | buy | 36 | 1.00 | 1.38108 | 0.00000 | 1.39108 | ||
| 67 | 2025.08.18 13:00 | close | 35 | 1.00 | 1.37978 | 0.00000 | 1.39111 | -96.39 | 9243.83 |
| 68 | 2025.08.18 13:00 | close | 36 | 1.00 | 1.37977 | 0.00000 | 1.39108 | -94.94 | 9148.89 |
| 69 | 2025.08.18 18:00 | buy | 37 | 1.00 | 1.38250 | 0.00000 | 1.39250 | ||
| 70 | 2025.08.19 01:00 | buy | 38 | 1.00 | 1.38017 | 0.00000 | 1.39017 | ||
| 71 | 2025.08.19 04:00 | close | 37 | 1.00 | 1.38086 | 0.00000 | 1.39250 | -118.77 | 9030.12 |
| 72 | 2025.08.19 04:00 | close | 38 | 1.00 | 1.38085 | 0.00000 | 1.39017 | 49.25 | 9079.37 |
| 73 | 2025.08.19 05:00 | buy | 39 | 1.00 | 1.38144 | 0.00000 | 1.39144 | ||
| 74 | 2025.08.19 05:00 | buy | 40 | 1.00 | 1.38144 | 0.00000 | 1.39144 | ||
| 75 | 2025.08.20 21:00 | close | 39 | 1.00 | 1.38638 | 0.00000 | 1.39144 | 356.32 | 9435.69 |
| 76 | 2025.08.20 21:00 | close | 40 | 1.00 | 1.38639 | 0.00000 | 1.39144 | 357.04 | 9792.73 |
| 77 | 2025.08.21 00:00 | buy | 41 | 1.00 | 1.38745 | 0.00000 | 1.39745 | ||
| 78 | 2025.08.21 01:00 | buy | 42 | 1.00 | 1.38722 | 0.00000 | 1.39722 | ||
| 79 | 2025.08.22 18:00 | close | 41 | 1.00 | 1.38341 | 0.00000 | 1.39745 | -292.03 | 9500.70 |
| 80 | 2025.08.22 18:00 | close | 42 | 1.00 | 1.38340 | 0.00000 | 1.39722 | -276.13 | 9224.57 |
| 81 | 2025.08.25 22:00 | buy | 43 | 1.00 | 1.38536 | 0.00000 | 1.39536 | ||
| 82 | 2025.08.26 00:00 | close | 43 | 1.00 | 1.38574 | 0.00000 | 1.39536 | 27.42 | 9251.99 |
| 83 | 2025.08.26 02:00 | buy | 44 | 1.00 | 1.38568 | 0.00000 | 1.39568 | ||
| 84 | 2025.08.26 20:00 | close | 44 | 1.00 | 1.38289 | 0.00000 | 1.39568 | -201.75 | 9050.24 |
| 85 | 2025.08.27 14:00 | buy | 45 | 1.00 | 1.38537 | 0.00000 | 1.39537 | ||
| 86 | 2025.08.27 18:00 | close | 45 | 1.00 | 1.38313 | 0.00000 | 1.39537 | -161.95 | 8888.29 |
| 87 | 2025.09.01 19:00 | buy | 46 | 1.00 | 1.37580 | 0.00000 | 1.38580 | ||
| 88 | 2025.09.02 09:00 | close | 46 | 1.00 | 1.37547 | 0.00000 | 1.38580 | -23.99 | 8864.30 |
| 89 | 2025.09.02 12:00 | buy | 47 | 1.00 | 1.37707 | 0.00000 | 1.38707 | ||
| 90 | 2025.09.04 03:00 | close | 47 | 1.00 | 1.37923 | 0.00000 | 1.38707 | 156.61 | 9020.91 |
| 91 | 2025.09.04 06:00 | buy | 48 | 1.00 | 1.38070 | 0.00000 | 1.39070 | ||
| 92 | 2025.09.04 06:00 | buy | 49 | 1.00 | 1.38070 | 0.00000 | 1.39070 | ||
| 93 | 2025.09.05 06:00 | close | 48 | 1.00 | 1.38071 | 0.00000 | 1.39070 | 0.72 | 9021.63 |
| 94 | 2025.09.05 06:00 | close | 49 | 1.00 | 1.38072 | 0.00000 | 1.39070 | 1.45 | 9023.08 |
| 95 | 2025.09.05 19:00 | buy | 50 | 1.00 | 1.38257 | 0.00000 | 1.39257 | ||
| 96 | 2025.09.08 01:00 | buy | 51 | 1.00 | 1.38352 | 0.00000 | 1.39352 | ||
| 97 | 2025.09.08 18:00 | close | 50 | 1.00 | 1.38219 | 0.00000 | 1.39257 | -27.49 | 8995.59 |
| 98 | 2025.09.08 18:00 | close | 51 | 1.00 | 1.38220 | 0.00000 | 1.39352 | -95.50 | 8900.09 |
| 99 | 2025.09.08 21:00 | buy | 52 | 1.00 | 1.38300 | 0.00000 | 1.39300 | ||
| 100 | 2025.09.09 18:00 | buy | 53 | 1.00 | 1.38217 | 0.00000 | 1.39217 | ||
| 101 | 2025.09.10 21:00 | close | 52 | 1.00 | 1.38637 | 0.00000 | 1.39300 | 243.08 | 9143.17 |
| 102 | 2025.09.10 21:00 | close | 53 | 1.00 | 1.38638 | 0.00000 | 1.39217 | 303.67 | 9446.84 |
| 103 | 2025.09.11 03:00 | buy | 54 | 1.00 | 1.38618 | 0.00000 | 1.39618 | ||
| 104 | 2025.09.11 19:00 | close | 54 | 1.00 | 1.38304 | 0.00000 | 1.39618 | -227.04 | 9219.80 |
| 105 | 2025.09.12 18:00 | buy | 55 | 1.00 | 1.38506 | 0.00000 | 1.39506 | ||
| 106 | 2025.09.12 21:00 | close | 55 | 1.00 | 1.38469 | 0.00000 | 1.39506 | -26.72 | 9193.08 |
| 107 | 2025.09.17 14:00 | buy | 56 | 1.00 | 1.37574 | 0.00000 | 1.38574 | ||
| 108 | 2025.09.17 22:00 | close | 56 | 1.00 | 1.37706 | 0.00000 | 1.38574 | 95.86 | 9288.94 |
| 109 | 2025.09.18 07:00 | buy | 57 | 1.00 | 1.37809 | 0.00000 | 1.38809 | ||
| 110 | 2025.09.18 23:54 | close at stop | 57 | 1.00 | 1.37960 | 0.00000 | 1.38809 | 109.45 | 9398.39 |
| 111 | 2025.09.18 23:54 | close at stop | 24 | 1.00 | 1.37978 | 0.00000 | 1.34990 | -1440.81 | 7957.58 |
| 112 | 2025.09.18 23:54 | close at stop | 6 | 1.00 | 1.37978 | 0.00000 | 1.35383 | -1155.98 | 6801.60 |
| 113 | 2025.09.18 23:54 | close at stop | 3 | 1.00 | 1.37978 | 0.00000 | 1.34865 | -1531.40 | 5270.20 |
| 114 | 2025.09.18 23:54 | close at stop | 2 | 1.00 | 1.37978 | 0.00000 | 1.35366 | -1168.30 | 4101.90 |