Strategy Tester Report
lag_exp_1b1
| Symbol | GBPCAD (Great Britain Pound 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 | Lots=0.1; MovingAvg=10; filter=5.1; Pyramid=0; gamma=0.5; | ||||
| Bars in test | 2393 | Ticks modelled | 6587341 | Modelling quality | 90.00% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -243.76 | Gross profit | 527.16 | Gross loss | -770.92 |
| Profit factor | 0.68 | Expected payoff | -4.28 | ||
| Absolute drawdown | 281.12 | Maximal drawdown | 307.08 (3.06%) | Relative drawdown | 3.06% (307.08) |
| Total trades | 57 | Short positions (won %) | 24 (41.67%) | Long positions (won %) | 33 (27.27%) |
| Profit trades (% of total) | 19 (33.33%) | Loss trades (% of total) | 38 (66.67%) | ||
| Largest | profit trade | 112.90 | loss trade | -158.09 | |
| Average | profit trade | 27.75 | loss trade | -20.29 | |
| Maximum | consecutive wins (profit in money) | 4 (105.50) | consecutive losses (loss in money) | 7 (-179.27) | |
| Maximal | consecutive profit (count of wins) | 124.33 (2) | consecutive loss (count of losses) | -179.72 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 17:00 | buy | 1 | 0.10 | 1.87225 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.02 05:00 | close | 1 | 0.10 | 1.87446 | 0.00000 | 0.00000 | 15.98 | 10015.98 |
| 3 | 2025.07.02 06:00 | buy | 2 | 0.10 | 1.87562 | 0.00000 | 0.00000 | ||
| 4 | 2025.07.03 16:00 | close | 2 | 0.10 | 1.85376 | 0.00000 | 0.00000 | -158.09 | 9857.89 |
| 5 | 2025.07.04 08:00 | buy | 3 | 0.10 | 1.85626 | 0.00000 | 0.00000 | ||
| 6 | 2025.07.07 00:00 | close | 3 | 0.10 | 1.85327 | 0.00000 | 0.00000 | -21.63 | 9836.26 |
| 7 | 2025.07.07 03:00 | sell | 4 | 0.10 | 1.85670 | 0.00000 | 0.00000 | ||
| 8 | 2025.07.07 06:00 | close | 4 | 0.10 | 1.85653 | 0.00000 | 0.00000 | 1.23 | 9837.49 |
| 9 | 2025.07.07 07:00 | buy | 5 | 0.10 | 1.85703 | 0.00000 | 0.00000 | ||
| 10 | 2025.07.09 22:00 | close | 5 | 0.10 | 1.86052 | 0.00000 | 0.00000 | 25.24 | 9862.73 |
| 11 | 2025.07.10 00:00 | sell | 6 | 0.10 | 1.85823 | 0.00000 | 0.00000 | ||
| 12 | 2025.07.11 04:00 | close | 6 | 0.10 | 1.85586 | 0.00000 | 0.00000 | 17.14 | 9879.87 |
| 13 | 2025.07.11 10:00 | sell | 7 | 0.10 | 1.85378 | 0.00000 | 0.00000 | ||
| 14 | 2025.07.14 16:00 | close | 7 | 0.10 | 1.84522 | 0.00000 | 0.00000 | 61.89 | 9941.76 |
| 15 | 2025.07.14 18:00 | sell | 8 | 0.10 | 1.83975 | 0.00000 | 0.00000 | ||
| 16 | 2025.07.15 10:00 | close | 8 | 0.10 | 1.84073 | 0.00000 | 0.00000 | -7.09 | 9934.67 |
| 17 | 2025.07.16 04:00 | sell | 9 | 0.10 | 1.83626 | 0.00000 | 0.00000 | ||
| 18 | 2025.07.17 05:00 | close | 9 | 0.10 | 1.83687 | 0.00000 | 0.00000 | -4.41 | 9930.26 |
| 19 | 2025.07.17 21:00 | buy | 10 | 0.10 | 1.84339 | 0.00000 | 0.00000 | ||
| 20 | 2025.07.21 04:00 | close | 10 | 0.10 | 1.84008 | 0.00000 | 0.00000 | -23.94 | 9906.32 |
| 21 | 2025.07.22 06:00 | sell | 11 | 0.10 | 1.84486 | 0.00000 | 0.00000 | ||
| 22 | 2025.07.23 13:00 | close | 11 | 0.10 | 1.83985 | 0.00000 | 0.00000 | 36.23 | 9942.55 |
| 23 | 2025.07.23 16:00 | buy | 12 | 0.10 | 1.84267 | 0.00000 | 0.00000 | ||
| 24 | 2025.07.24 20:00 | close | 12 | 0.10 | 1.84207 | 0.00000 | 0.00000 | -4.34 | 9938.21 |
| 25 | 2025.07.25 08:00 | buy | 13 | 0.10 | 1.84288 | 0.00000 | 0.00000 | ||
| 26 | 2025.07.25 11:00 | close | 13 | 0.10 | 1.84124 | 0.00000 | 0.00000 | -11.86 | 9926.35 |
| 27 | 2025.07.28 01:00 | buy | 14 | 0.10 | 1.84156 | 0.00000 | 0.00000 | ||
| 28 | 2025.07.28 17:00 | close | 14 | 0.10 | 1.84009 | 0.00000 | 0.00000 | -10.63 | 9915.72 |
| 29 | 2025.07.29 04:00 | sell | 15 | 0.10 | 1.83360 | 0.00000 | 0.00000 | ||
| 30 | 2025.07.29 18:00 | close | 15 | 0.10 | 1.83729 | 0.00000 | 0.00000 | -26.68 | 9889.04 |
| 31 | 2025.07.30 02:00 | buy | 16 | 0.10 | 1.83904 | 0.00000 | 0.00000 | ||
| 32 | 2025.07.31 13:00 | close | 16 | 0.10 | 1.83147 | 0.00000 | 0.00000 | -54.74 | 9834.30 |
| 33 | 2025.08.01 02:00 | buy | 17 | 0.10 | 1.83145 | 0.00000 | 0.00000 | ||
| 34 | 2025.08.01 12:00 | close | 17 | 0.10 | 1.82598 | 0.00000 | 0.00000 | -39.56 | 9794.74 |
| 35 | 2025.08.01 16:00 | buy | 18 | 0.10 | 1.83298 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.04 08:00 | close | 18 | 0.10 | 1.82863 | 0.00000 | 0.00000 | -31.46 | 9763.28 |
| 37 | 2025.08.04 11:00 | buy | 19 | 0.10 | 1.83017 | 0.00000 | 0.00000 | ||
| 38 | 2025.08.05 23:00 | close | 19 | 0.10 | 1.83099 | 0.00000 | 0.00000 | 5.93 | 9769.21 |
| 39 | 2025.08.06 15:00 | sell | 20 | 0.10 | 1.83197 | 0.00000 | 0.00000 | ||
| 40 | 2025.08.07 01:00 | close | 20 | 0.10 | 1.83418 | 0.00000 | 0.00000 | -15.98 | 9753.23 |
| 41 | 2025.08.07 04:00 | sell | 21 | 0.10 | 1.83409 | 0.00000 | 0.00000 | ||
| 42 | 2025.08.07 08:00 | close | 21 | 0.10 | 1.83544 | 0.00000 | 0.00000 | -9.76 | 9743.47 |
| 43 | 2025.08.08 07:00 | sell | 22 | 0.10 | 1.84616 | 0.00000 | 0.00000 | ||
| 44 | 2025.08.08 15:00 | close | 22 | 0.10 | 1.84659 | 0.00000 | 0.00000 | -3.11 | 9740.36 |
| 45 | 2025.08.12 01:00 | buy | 23 | 0.10 | 1.85060 | 0.00000 | 0.00000 | ||
| 46 | 2025.08.12 03:00 | close | 23 | 0.10 | 1.85017 | 0.00000 | 0.00000 | -3.11 | 9737.25 |
| 47 | 2025.08.12 06:00 | buy | 24 | 0.10 | 1.85088 | 0.00000 | 0.00000 | ||
| 48 | 2025.08.12 09:00 | close | 24 | 0.10 | 1.84917 | 0.00000 | 0.00000 | -12.37 | 9724.88 |
| 49 | 2025.08.12 10:00 | buy | 25 | 0.10 | 1.85175 | 0.00000 | 0.00000 | ||
| 50 | 2025.08.14 08:00 | close | 25 | 0.10 | 1.86736 | 0.00000 | 0.00000 | 112.90 | 9837.78 |
| 51 | 2025.08.14 10:00 | buy | 26 | 0.10 | 1.86977 | 0.00000 | 0.00000 | ||
| 52 | 2025.08.18 00:00 | close | 26 | 0.10 | 1.87135 | 0.00000 | 0.00000 | 11.43 | 9849.21 |
| 53 | 2025.08.18 02:00 | buy | 27 | 0.10 | 1.87294 | 0.00000 | 0.00000 | ||
| 54 | 2025.08.18 04:00 | close | 27 | 0.10 | 1.87112 | 0.00000 | 0.00000 | -13.16 | 9836.05 |
| 55 | 2025.08.18 10:00 | sell | 28 | 0.10 | 1.86955 | 0.00000 | 0.00000 | ||
| 56 | 2025.08.19 07:00 | close | 28 | 0.10 | 1.86479 | 0.00000 | 0.00000 | 34.42 | 9870.47 |
| 57 | 2025.08.19 22:00 | buy | 29 | 0.10 | 1.86976 | 0.00000 | 0.00000 | ||
| 58 | 2025.08.20 00:00 | close | 29 | 0.10 | 1.86922 | 0.00000 | 0.00000 | -3.90 | 9866.57 |
| 59 | 2025.08.20 02:00 | buy | 30 | 0.10 | 1.87033 | 0.00000 | 0.00000 | ||
| 60 | 2025.08.20 04:00 | close | 30 | 0.10 | 1.86934 | 0.00000 | 0.00000 | -7.16 | 9859.41 |
| 61 | 2025.08.20 15:00 | sell | 31 | 0.10 | 1.86865 | 0.00000 | 0.00000 | ||
| 62 | 2025.08.21 03:00 | close | 31 | 0.10 | 1.86823 | 0.00000 | 0.00000 | 3.04 | 9862.45 |
| 63 | 2025.08.22 02:00 | buy | 32 | 0.10 | 1.86569 | 0.00000 | 0.00000 | ||
| 64 | 2025.08.25 16:00 | close | 32 | 0.10 | 1.86644 | 0.00000 | 0.00000 | 5.42 | 9867.87 |
| 65 | 2025.08.26 11:00 | sell | 33 | 0.10 | 1.86412 | 0.00000 | 0.00000 | ||
| 66 | 2025.08.26 12:00 | close | 33 | 0.10 | 1.86585 | 0.00000 | 0.00000 | -12.51 | 9855.36 |
| 67 | 2025.08.26 18:00 | sell | 34 | 0.10 | 1.86338 | 0.00000 | 0.00000 | ||
| 68 | 2025.08.27 22:00 | close | 34 | 0.10 | 1.86225 | 0.00000 | 0.00000 | 8.17 | 9863.53 |
| 69 | 2025.08.28 11:00 | sell | 35 | 0.10 | 1.85942 | 0.00000 | 0.00000 | ||
| 70 | 2025.09.01 02:00 | close | 35 | 0.10 | 1.85550 | 0.00000 | 0.00000 | 28.35 | 9891.88 |
| 71 | 2025.09.01 03:00 | sell | 36 | 0.10 | 1.85499 | 0.00000 | 0.00000 | ||
| 72 | 2025.09.01 16:00 | close | 36 | 0.10 | 1.86125 | 0.00000 | 0.00000 | -45.27 | 9846.61 |
| 73 | 2025.09.02 00:00 | sell | 37 | 0.10 | 1.86083 | 0.00000 | 0.00000 | ||
| 74 | 2025.09.02 18:00 | close | 37 | 0.10 | 1.84822 | 0.00000 | 0.00000 | 91.18 | 9937.79 |
| 75 | 2025.09.02 21:00 | buy | 38 | 0.10 | 1.84438 | 0.00000 | 0.00000 | ||
| 76 | 2025.09.03 00:00 | close | 38 | 0.10 | 1.84423 | 0.00000 | 0.00000 | -1.08 | 9936.71 |
| 77 | 2025.09.03 01:00 | buy | 39 | 0.10 | 1.84611 | 0.00000 | 0.00000 | ||
| 78 | 2025.09.03 03:00 | close | 39 | 0.10 | 1.84436 | 0.00000 | 0.00000 | -12.65 | 9924.06 |
| 79 | 2025.09.04 00:00 | sell | 40 | 0.10 | 1.85176 | 0.00000 | 0.00000 | ||
| 80 | 2025.09.04 08:00 | close | 40 | 0.10 | 1.85389 | 0.00000 | 0.00000 | -15.40 | 9908.66 |
| 81 | 2025.09.04 10:00 | buy | 41 | 0.10 | 1.85583 | 0.00000 | 0.00000 | ||
| 82 | 2025.09.04 20:00 | close | 41 | 0.10 | 1.85606 | 0.00000 | 0.00000 | 1.66 | 9910.32 |
| 83 | 2025.09.05 00:00 | sell | 42 | 0.10 | 1.85489 | 0.00000 | 0.00000 | ||
| 84 | 2025.09.05 12:00 | close | 42 | 0.10 | 1.85790 | 0.00000 | 0.00000 | -21.76 | 9888.56 |
| 85 | 2025.09.05 13:00 | buy | 43 | 0.10 | 1.85987 | 0.00000 | 0.00000 | ||
| 86 | 2025.09.08 12:00 | close | 43 | 0.10 | 1.86669 | 0.00000 | 0.00000 | 49.32 | 9937.88 |
| 87 | 2025.09.08 13:00 | buy | 44 | 0.10 | 1.86677 | 0.00000 | 0.00000 | ||
| 88 | 2025.09.08 15:00 | close | 44 | 0.10 | 1.86698 | 0.00000 | 0.00000 | 1.51 | 9939.39 |
| 89 | 2025.09.09 13:00 | buy | 45 | 0.10 | 1.87543 | 0.00000 | 0.00000 | ||
| 90 | 2025.09.09 22:00 | close | 45 | 0.10 | 1.87220 | 0.00000 | 0.00000 | -23.35 | 9916.04 |
| 91 | 2025.09.10 00:04 | sell | 46 | 0.10 | 1.87075 | 0.00000 | 0.00000 | ||
| 92 | 2025.09.10 02:00 | close | 46 | 0.10 | 1.87320 | 0.00000 | 0.00000 | -17.72 | 9898.32 |
| 93 | 2025.09.10 03:00 | sell | 47 | 0.10 | 1.87189 | 0.00000 | 0.00000 | ||
| 94 | 2025.09.10 10:00 | close | 47 | 0.10 | 1.87388 | 0.00000 | 0.00000 | -14.39 | 9883.93 |
| 95 | 2025.09.10 11:00 | buy | 48 | 0.10 | 1.87512 | 0.00000 | 0.00000 | ||
| 96 | 2025.09.10 12:00 | close | 48 | 0.10 | 1.87362 | 0.00000 | 0.00000 | -10.85 | 9873.08 |
| 97 | 2025.09.10 13:00 | buy | 49 | 0.10 | 1.87553 | 0.00000 | 0.00000 | ||
| 98 | 2025.09.11 00:02 | close | 49 | 0.10 | 1.87433 | 0.00000 | 0.00000 | -8.68 | 9864.40 |
| 99 | 2025.09.11 03:00 | sell | 50 | 0.10 | 1.87538 | 0.00000 | 0.00000 | ||
| 100 | 2025.09.12 01:00 | close | 50 | 0.10 | 1.87737 | 0.00000 | 0.00000 | -14.39 | 9850.01 |
| 101 | 2025.09.12 03:00 | sell | 51 | 0.10 | 1.87768 | 0.00000 | 0.00000 | ||
| 102 | 2025.09.12 17:00 | close | 51 | 0.10 | 1.87545 | 0.00000 | 0.00000 | 16.12 | 9866.13 |
| 103 | 2025.09.12 18:00 | buy | 52 | 0.10 | 1.87793 | 0.00000 | 0.00000 | ||
| 104 | 2025.09.15 00:00 | close | 52 | 0.10 | 1.87568 | 0.00000 | 0.00000 | -16.27 | 9849.86 |
| 105 | 2025.09.15 10:00 | buy | 53 | 0.10 | 1.87672 | 0.00000 | 0.00000 | ||
| 106 | 2025.09.15 18:00 | close | 53 | 0.10 | 1.87623 | 0.00000 | 0.00000 | -3.54 | 9846.32 |
| 107 | 2025.09.16 04:00 | sell | 54 | 0.10 | 1.87328 | 0.00000 | 0.00000 | ||
| 108 | 2025.09.16 06:00 | close | 54 | 0.10 | 1.87470 | 0.00000 | 0.00000 | -10.26 | 9836.06 |
| 109 | 2025.09.16 15:00 | buy | 55 | 0.10 | 1.87625 | 0.00000 | 0.00000 | ||
| 110 | 2025.09.17 00:00 | close | 55 | 0.10 | 1.87539 | 0.00000 | 0.00000 | -6.21 | 9829.85 |
| 111 | 2025.09.17 11:00 | buy | 56 | 0.10 | 1.87629 | 0.00000 | 0.00000 | ||
| 112 | 2025.09.18 08:00 | close | 56 | 0.10 | 1.87532 | 0.00000 | 0.00000 | -7.01 | 9822.84 |
| 113 | 2025.09.18 11:00 | buy | 57 | 0.10 | 1.87870 | 0.00000 | 0.00000 | ||
| 114 | 2025.09.18 23:59 | close at stop | 57 | 0.10 | 1.86949 | 0.00000 | 0.00000 | -66.60 | 9756.24 |