Strategy Tester Report
Ichimoku_02
| Symbol | AUDUSD (Australian Dollar vs US 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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 1693 | Ticks modelled | 6984894 | Modelling quality | 48.59% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (14) | ||
| Total net profit | 10560.00 | Gross profit | 18022.00 | Gross loss | -7462.00 |
| Profit factor | 2.42 | Expected payoff | 142.70 | ||
| Absolute drawdown | 672.00 | Maximal drawdown | 4675.00 (30.74%) | Relative drawdown | 30.74% (4675.00) |
| Total trades | 74 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 55 (21.82%) |
| Profit trades (% of total) | 30 (40.54%) | Loss trades (% of total) | 44 (59.46%) | ||
| Largest | profit trade | 1000.00 | loss trade | -662.00 | |
| Average | profit trade | 600.73 | loss trade | -169.59 | |
| Maximum | consecutive wins (profit in money) | 5 (5000.00) | consecutive losses (loss in money) | 7 (-1918.00) | |
| Maximal | consecutive profit (count of wins) | 5000.00 (5) | consecutive loss (count of losses) | -1918.00 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 14:00 | buy | 1 | 1.00 | 0.68423 | 0.00000 | 0.69423 | ||
| 2 | 2024.10.04 16:00 | sell | 2 | 1.00 | 0.67934 | 0.00000 | 0.66934 | ||
| 3 | 2024.10.04 16:00 | close | 1 | 1.00 | 0.67934 | 0.00000 | 0.69423 | -489.00 | 9511.00 |
| 4 | 2024.10.09 01:00 | sell | 3 | 1.00 | 0.67447 | 0.00000 | 0.66447 | ||
| 5 | 2024.10.09 08:00 | buy | 4 | 1.00 | 0.67308 | 0.00000 | 0.68308 | ||
| 6 | 2024.10.09 16:00 | close | 4 | 1.00 | 0.67207 | 0.00000 | 0.68308 | -101.00 | 9410.00 |
| 7 | 2024.10.10 12:00 | buy | 5 | 1.00 | 0.67239 | 0.00000 | 0.68239 | ||
| 8 | 2024.10.10 16:00 | close | 5 | 1.00 | 0.67322 | 0.00000 | 0.68239 | 83.00 | 9493.00 |
| 9 | 2024.10.11 01:00 | buy | 6 | 1.00 | 0.67381 | 0.00000 | 0.68381 | ||
| 10 | 2024.10.11 23:00 | close | 6 | 1.00 | 0.67530 | 0.00000 | 0.68381 | 149.00 | 9642.00 |
| 11 | 2024.10.14 00:00 | buy | 7 | 1.00 | 0.67366 | 0.00000 | 0.68366 | ||
| 12 | 2024.10.14 03:00 | close | 7 | 1.00 | 0.67299 | 0.00000 | 0.68366 | -67.00 | 9575.00 |
| 13 | 2024.10.14 06:00 | sell | 8 | 1.00 | 0.67320 | 0.00000 | 0.66320 | ||
| 14 | 2024.10.15 02:00 | buy | 9 | 1.00 | 0.67260 | 0.00000 | 0.68260 | ||
| 15 | 2024.10.15 03:00 | close | 9 | 1.00 | 0.67244 | 0.00000 | 0.68260 | -16.00 | 9559.00 |
| 16 | 2024.10.16 02:08 | t/p | 2 | 1.00 | 0.66934 | 0.00000 | 0.66934 | 1000.00 | 10559.00 |
| 17 | 2024.10.17 05:00 | buy | 10 | 1.00 | 0.67043 | 0.00000 | 0.68043 | ||
| 18 | 2024.10.17 07:00 | close | 10 | 1.00 | 0.66860 | 0.00000 | 0.68043 | -183.00 | 10376.00 |
| 19 | 2024.10.21 03:00 | buy | 11 | 1.00 | 0.67147 | 0.00000 | 0.68147 | ||
| 20 | 2024.10.21 05:00 | buy | 12 | 1.00 | 0.67154 | 0.00000 | 0.68154 | ||
| 21 | 2024.10.21 06:00 | close | 11 | 1.00 | 0.67137 | 0.00000 | 0.68147 | -10.00 | 10366.00 |
| 22 | 2024.10.21 06:00 | close | 12 | 1.00 | 0.67136 | 0.00000 | 0.68154 | -18.00 | 10348.00 |
| 23 | 2024.10.21 14:00 | sell | 13 | 1.00 | 0.66813 | 0.00000 | 0.65813 | ||
| 24 | 2024.10.22 14:00 | buy | 14 | 1.00 | 0.66852 | 0.00000 | 0.67852 | ||
| 25 | 2024.10.23 07:00 | sell | 15 | 1.00 | 0.66795 | 0.00000 | 0.65795 | ||
| 26 | 2024.10.23 07:00 | close | 14 | 1.00 | 0.66795 | 0.00000 | 0.67852 | -57.00 | 10291.00 |
| 27 | 2024.10.23 14:30 | t/p | 3 | 1.00 | 0.66447 | 0.00000 | 0.66447 | 1000.00 | 11291.00 |
| 28 | 2024.10.23 15:23 | t/p | 8 | 1.00 | 0.66320 | 0.00000 | 0.66320 | 1000.00 | 12291.00 |
| 29 | 2024.10.24 12:00 | buy | 16 | 1.00 | 0.66558 | 0.00000 | 0.67558 | ||
| 30 | 2024.10.24 18:00 | sell | 17 | 1.00 | 0.66326 | 0.00000 | 0.65326 | ||
| 31 | 2024.10.25 00:00 | close | 16 | 1.00 | 0.66377 | 0.00000 | 0.67558 | -181.00 | 12110.00 |
| 32 | 2024.10.25 19:00 | buy | 18 | 1.00 | 0.66216 | 0.00000 | 0.67216 | ||
| 33 | 2024.10.25 20:00 | close | 18 | 1.00 | 0.66120 | 0.00000 | 0.67216 | -96.00 | 12014.00 |
| 34 | 2024.10.28 07:28 | t/p | 13 | 1.00 | 0.65813 | 0.00000 | 0.65813 | 1000.00 | 13014.00 |
| 35 | 2024.10.29 02:28 | t/p | 15 | 1.00 | 0.65795 | 0.00000 | 0.65795 | 1000.00 | 14014.00 |
| 36 | 2024.10.30 16:00 | buy | 19 | 1.00 | 0.65740 | 0.00000 | 0.66740 | ||
| 37 | 2024.10.31 12:00 | sell | 20 | 1.00 | 0.65709 | 0.00000 | 0.64709 | ||
| 38 | 2024.10.31 12:00 | close | 19 | 1.00 | 0.65709 | 0.00000 | 0.66740 | -31.00 | 13983.00 |
| 39 | 2024.11.01 04:00 | buy | 21 | 1.00 | 0.65733 | 0.00000 | 0.66733 | ||
| 40 | 2024.11.01 09:00 | close | 21 | 1.00 | 0.65649 | 0.00000 | 0.66733 | -84.00 | 13899.00 |
| 41 | 2024.11.01 17:00 | buy | 22 | 1.00 | 0.65817 | 0.00000 | 0.66817 | ||
| 42 | 2024.11.01 23:00 | close | 22 | 1.00 | 0.65558 | 0.00000 | 0.66817 | -259.00 | 13640.00 |
| 43 | 2024.11.04 01:00 | buy | 23 | 1.00 | 0.65898 | 0.00000 | 0.66898 | ||
| 44 | 2024.11.04 08:00 | buy | 24 | 1.00 | 0.66121 | 0.00000 | 0.67121 | ||
| 45 | 2024.11.05 02:00 | sell | 25 | 1.00 | 0.65832 | 0.00000 | 0.64832 | ||
| 46 | 2024.11.05 02:00 | close | 23 | 1.00 | 0.65832 | 0.00000 | 0.66898 | -66.00 | 13574.00 |
| 47 | 2024.11.05 02:00 | close | 24 | 1.00 | 0.65831 | 0.00000 | 0.67121 | -290.00 | 13284.00 |
| 48 | 2024.11.05 09:00 | buy | 26 | 1.00 | 0.66042 | 0.00000 | 0.67042 | ||
| 49 | 2024.11.05 12:00 | buy | 27 | 1.00 | 0.66177 | 0.00000 | 0.67177 | ||
| 50 | 2024.11.06 05:00 | close | 26 | 1.00 | 0.65516 | 0.00000 | 0.67042 | -526.00 | 12758.00 |
| 51 | 2024.11.06 05:00 | close | 27 | 1.00 | 0.65515 | 0.00000 | 0.67177 | -662.00 | 12096.00 |
| 52 | 2024.11.06 05:38 | t/p | 17 | 1.00 | 0.65326 | 0.00000 | 0.65326 | 1000.00 | 13096.00 |
| 53 | 2024.11.06 14:00 | sell | 28 | 1.00 | 0.65559 | 0.00000 | 0.64559 | ||
| 54 | 2024.11.07 04:00 | buy | 29 | 1.00 | 0.65825 | 0.00000 | 0.66825 | ||
| 55 | 2024.11.07 17:08 | t/p | 29 | 1.00 | 0.66825 | 0.00000 | 0.66825 | 1000.00 | 14096.00 |
| 56 | 2024.11.13 17:07 | t/p | 25 | 1.00 | 0.64832 | 0.00000 | 0.64832 | 1000.00 | 15096.00 |
| 57 | 2024.11.14 01:00 | sell | 30 | 1.00 | 0.64954 | 0.00000 | 0.63954 | ||
| 58 | 2024.11.14 05:38 | t/p | 20 | 1.00 | 0.64709 | 0.00000 | 0.64709 | 1000.00 | 16096.00 |
| 59 | 2024.11.14 12:20 | t/p | 28 | 1.00 | 0.64559 | 0.00000 | 0.64559 | 1000.00 | 17096.00 |
| 60 | 2024.11.15 13:00 | buy | 31 | 1.00 | 0.64721 | 0.00000 | 0.65721 | ||
| 61 | 2024.11.15 16:00 | sell | 32 | 1.00 | 0.64625 | 0.00000 | 0.63625 | ||
| 62 | 2024.11.15 17:00 | close | 31 | 1.00 | 0.64472 | 0.00000 | 0.65721 | -249.00 | 16847.00 |
| 63 | 2024.11.15 21:00 | buy | 33 | 1.00 | 0.64646 | 0.00000 | 0.65646 | ||
| 64 | 2024.11.18 01:00 | close | 33 | 1.00 | 0.64564 | 0.00000 | 0.65646 | -82.00 | 16765.00 |
| 65 | 2024.11.18 03:00 | buy | 34 | 1.00 | 0.64768 | 0.00000 | 0.65768 | ||
| 66 | 2024.11.18 10:00 | close | 34 | 1.00 | 0.64561 | 0.00000 | 0.65768 | -207.00 | 16558.00 |
| 67 | 2024.11.18 18:00 | buy | 35 | 1.00 | 0.64846 | 0.00000 | 0.65846 | ||
| 68 | 2024.11.18 20:00 | close | 35 | 1.00 | 0.65041 | 0.00000 | 0.65846 | 195.00 | 16753.00 |
| 69 | 2024.11.18 23:00 | buy | 36 | 1.00 | 0.65081 | 0.00000 | 0.66081 | ||
| 70 | 2024.11.19 13:00 | buy | 37 | 1.00 | 0.64978 | 0.00000 | 0.65978 | ||
| 71 | 2024.11.19 20:00 | close | 36 | 1.00 | 0.65201 | 0.00000 | 0.66081 | 120.00 | 16873.00 |
| 72 | 2024.11.19 20:00 | close | 37 | 1.00 | 0.65200 | 0.00000 | 0.65978 | 222.00 | 17095.00 |
| 73 | 2024.11.19 21:00 | buy | 38 | 1.00 | 0.65304 | 0.00000 | 0.66304 | ||
| 74 | 2024.11.20 14:00 | sell | 39 | 1.00 | 0.65015 | 0.00000 | 0.64015 | ||
| 75 | 2024.11.20 14:00 | close | 38 | 1.00 | 0.65015 | 0.00000 | 0.66304 | -289.00 | 16806.00 |
| 76 | 2024.11.21 08:00 | buy | 40 | 1.00 | 0.65123 | 0.00000 | 0.66123 | ||
| 77 | 2024.11.21 21:00 | buy | 41 | 1.00 | 0.65184 | 0.00000 | 0.66184 | ||
| 78 | 2024.11.22 01:00 | close | 40 | 1.00 | 0.65108 | 0.00000 | 0.66123 | -15.00 | 16791.00 |
| 79 | 2024.11.22 01:00 | close | 41 | 1.00 | 0.65109 | 0.00000 | 0.66184 | -75.00 | 16716.00 |
| 80 | 2024.11.22 04:00 | buy | 42 | 1.00 | 0.65168 | 0.00000 | 0.66168 | ||
| 81 | 2024.11.25 01:00 | buy | 43 | 1.00 | 0.65338 | 0.00000 | 0.66338 | ||
| 82 | 2024.11.25 15:00 | close | 42 | 1.00 | 0.65083 | 0.00000 | 0.66168 | -85.00 | 16631.00 |
| 83 | 2024.11.25 15:00 | close | 43 | 1.00 | 0.65084 | 0.00000 | 0.66338 | -254.00 | 16377.00 |
| 84 | 2024.11.26 13:00 | buy | 44 | 1.00 | 0.64944 | 0.00000 | 0.65944 | ||
| 85 | 2024.11.27 01:00 | close | 44 | 1.00 | 0.64748 | 0.00000 | 0.65944 | -196.00 | 16181.00 |
| 86 | 2024.11.27 11:00 | buy | 45 | 1.00 | 0.64876 | 0.00000 | 0.65876 | ||
| 87 | 2024.11.28 12:00 | buy | 46 | 1.00 | 0.64980 | 0.00000 | 0.65980 | ||
| 88 | 2024.11.28 14:00 | close | 45 | 1.00 | 0.64972 | 0.00000 | 0.65876 | 96.00 | 16277.00 |
| 89 | 2024.11.28 14:00 | close | 46 | 1.00 | 0.64973 | 0.00000 | 0.65980 | -7.00 | 16270.00 |
| 90 | 2024.11.28 19:00 | buy | 47 | 1.00 | 0.65044 | 0.00000 | 0.66044 | ||
| 91 | 2024.11.28 20:00 | buy | 48 | 1.00 | 0.65032 | 0.00000 | 0.66032 | ||
| 92 | 2024.11.29 19:00 | close | 47 | 1.00 | 0.65109 | 0.00000 | 0.66044 | 65.00 | 16335.00 |
| 93 | 2024.11.29 19:00 | close | 48 | 1.00 | 0.65108 | 0.00000 | 0.66032 | 76.00 | 16411.00 |
| 94 | 2024.11.29 21:00 | buy | 49 | 1.00 | 0.65220 | 0.00000 | 0.66220 | ||
| 95 | 2024.11.29 21:00 | buy | 50 | 1.00 | 0.65220 | 0.00000 | 0.66220 | ||
| 96 | 2024.12.02 03:00 | close | 49 | 1.00 | 0.64953 | 0.00000 | 0.66220 | -267.00 | 16144.00 |
| 97 | 2024.12.02 03:00 | close | 50 | 1.00 | 0.64954 | 0.00000 | 0.66220 | -266.00 | 15878.00 |
| 98 | 2024.12.03 11:00 | buy | 51 | 1.00 | 0.65029 | 0.00000 | 0.66029 | ||
| 99 | 2024.12.03 21:00 | close | 51 | 1.00 | 0.64914 | 0.00000 | 0.66029 | -115.00 | 15763.00 |
| 100 | 2024.12.04 15:03 | t/p | 39 | 1.00 | 0.64015 | 0.00000 | 0.64015 | 1000.00 | 16763.00 |
| 101 | 2024.12.05 06:00 | buy | 52 | 1.00 | 0.64358 | 0.00000 | 0.65358 | ||
| 102 | 2024.12.05 23:00 | close | 52 | 1.00 | 0.64503 | 0.00000 | 0.65358 | 145.00 | 16908.00 |
| 103 | 2024.12.06 17:13 | t/p | 30 | 1.00 | 0.63954 | 0.00000 | 0.63954 | 1000.00 | 17908.00 |
| 104 | 2024.12.09 12:00 | buy | 53 | 1.00 | 0.64405 | 0.00000 | 0.65405 | ||
| 105 | 2024.12.10 06:00 | sell | 54 | 1.00 | 0.63924 | 0.00000 | 0.62924 | ||
| 106 | 2024.12.10 06:00 | close | 53 | 1.00 | 0.63924 | 0.00000 | 0.65405 | -481.00 | 17427.00 |
| 107 | 2024.12.11 09:07 | t/p | 32 | 1.00 | 0.63625 | 0.00000 | 0.63625 | 1000.00 | 18427.00 |
| 108 | 2024.12.11 23:00 | buy | 55 | 1.00 | 0.63718 | 0.00000 | 0.64718 | ||
| 109 | 2024.12.12 01:00 | sell | 56 | 1.00 | 0.63718 | 0.00000 | 0.62718 | ||
| 110 | 2024.12.12 10:00 | close | 55 | 1.00 | 0.64145 | 0.00000 | 0.64718 | 427.00 | 18854.00 |
| 111 | 2024.12.12 20:00 | sell | 57 | 1.00 | 0.63795 | 0.00000 | 0.62795 | ||
| 112 | 2024.12.16 10:00 | buy | 58 | 1.00 | 0.63709 | 0.00000 | 0.64709 | ||
| 113 | 2024.12.16 16:00 | close | 58 | 1.00 | 0.63596 | 0.00000 | 0.64709 | -113.00 | 18741.00 |
| 114 | 2024.12.17 03:00 | buy | 59 | 1.00 | 0.63717 | 0.00000 | 0.64717 | ||
| 115 | 2024.12.17 06:00 | close | 59 | 1.00 | 0.63612 | 0.00000 | 0.64717 | -105.00 | 18636.00 |
| 116 | 2024.12.18 21:02 | t/p | 54 | 1.00 | 0.62924 | 0.00000 | 0.62924 | 1000.00 | 19636.00 |
| 117 | 2024.12.18 21:03 | t/p | 57 | 1.00 | 0.62795 | 0.00000 | 0.62795 | 1000.00 | 20636.00 |
| 118 | 2024.12.18 21:05 | t/p | 56 | 1.00 | 0.62718 | 0.00000 | 0.62718 | 1000.00 | 21636.00 |
| 119 | 2024.12.19 23:00 | buy | 60 | 1.00 | 0.62426 | 0.00000 | 0.63426 | ||
| 120 | 2024.12.20 01:00 | sell | 61 | 1.00 | 0.62333 | 0.00000 | 0.61333 | ||
| 121 | 2024.12.20 05:00 | sell | 62 | 1.00 | 0.62269 | 0.00000 | 0.61269 | ||
| 122 | 2024.12.20 05:00 | close | 60 | 1.00 | 0.62269 | 0.00000 | 0.63426 | -157.00 | 21479.00 |
| 123 | 2024.12.20 18:00 | buy | 63 | 1.00 | 0.62473 | 0.00000 | 0.63473 | ||
| 124 | 2024.12.23 16:00 | close | 63 | 1.00 | 0.62287 | 0.00000 | 0.63473 | -186.00 | 21293.00 |
| 125 | 2024.12.24 04:00 | buy | 64 | 1.00 | 0.62376 | 0.00000 | 0.63376 | ||
| 126 | 2024.12.24 05:00 | close | 64 | 1.00 | 0.62302 | 0.00000 | 0.63376 | -74.00 | 21219.00 |
| 127 | 2024.12.24 15:00 | buy | 65 | 1.00 | 0.62293 | 0.00000 | 0.63293 | ||
| 128 | 2024.12.24 19:00 | close | 65 | 1.00 | 0.62269 | 0.00000 | 0.63293 | -24.00 | 21195.00 |
| 129 | 2024.12.30 05:00 | buy | 66 | 1.00 | 0.62350 | 0.00000 | 0.63350 | ||
| 130 | 2024.12.30 14:00 | buy | 67 | 1.00 | 0.62417 | 0.00000 | 0.63417 | ||
| 131 | 2024.12.30 18:00 | close | 66 | 1.00 | 0.62160 | 0.00000 | 0.63350 | -190.00 | 21005.00 |
| 132 | 2024.12.30 18:00 | close | 67 | 1.00 | 0.62161 | 0.00000 | 0.63417 | -256.00 | 20749.00 |
| 133 | 2025.01.02 14:00 | buy | 68 | 1.00 | 0.62165 | 0.00000 | 0.63165 | ||
| 134 | 2025.01.03 04:00 | close | 68 | 1.00 | 0.62113 | 0.00000 | 0.63165 | -52.00 | 20697.00 |
| 135 | 2025.01.03 22:00 | buy | 69 | 1.00 | 0.62174 | 0.00000 | 0.63174 | ||
| 136 | 2025.01.07 02:00 | sell | 70 | 1.00 | 0.62377 | 0.00000 | 0.61377 | ||
| 137 | 2025.01.07 02:00 | close | 69 | 1.00 | 0.62377 | 0.00000 | 0.63174 | 203.00 | 20900.00 |
| 138 | 2025.01.07 09:00 | buy | 71 | 1.00 | 0.62655 | 0.00000 | 0.63655 | ||
| 139 | 2025.01.07 15:00 | buy | 72 | 1.00 | 0.62757 | 0.00000 | 0.63757 | ||
| 140 | 2025.01.07 18:00 | sell | 73 | 1.00 | 0.62470 | 0.00000 | 0.61470 | ||
| 141 | 2025.01.07 18:00 | close | 71 | 1.00 | 0.62470 | 0.00000 | 0.63655 | -185.00 | 20715.00 |
| 142 | 2025.01.07 18:00 | close | 72 | 1.00 | 0.62471 | 0.00000 | 0.63757 | -286.00 | 20429.00 |
| 143 | 2025.01.07 19:00 | buy | 74 | 1.00 | 0.62442 | 0.00000 | 0.63442 | ||
| 144 | 2025.01.07 21:00 | close | 74 | 1.00 | 0.62376 | 0.00000 | 0.63442 | -66.00 | 20363.00 |
| 145 | 2025.01.07 23:59 | close at stop | 73 | 1.00 | 0.62313 | 0.00000 | 0.61470 | 157.00 | 20520.00 |
| 146 | 2025.01.07 23:59 | close at stop | 70 | 1.00 | 0.62313 | 0.00000 | 0.61377 | 64.00 | 20584.00 |
| 147 | 2025.01.07 23:59 | close at stop | 62 | 1.00 | 0.62313 | 0.00000 | 0.61269 | -44.00 | 20540.00 |
| 148 | 2025.01.07 23:59 | close at stop | 61 | 1.00 | 0.62313 | 0.00000 | 0.61333 | 20.00 | 20560.00 |