Strategy Tester Report
lag_exp_1b1
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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 | 6540453 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (15) | ||
| Total net profit | 181.43 | Gross profit | 806.18 | Gross loss | -624.75 |
| Profit factor | 1.29 | Expected payoff | 3.70 | ||
| Absolute drawdown | 95.64 | Maximal drawdown | 427.16 (4.09%) | Relative drawdown | 4.09% (427.16) |
| Total trades | 49 | Short positions (won %) | 22 (36.36%) | Long positions (won %) | 27 (48.15%) |
| Profit trades (% of total) | 21 (42.86%) | Loss trades (% of total) | 28 (57.14%) | ||
| Largest | profit trade | 176.48 | loss trade | -103.52 | |
| Average | profit trade | 38.39 | loss trade | -22.31 | |
| Maximum | consecutive wins (profit in money) | 4 (38.60) | consecutive losses (loss in money) | 5 (-75.03) | |
| Maximal | consecutive profit (count of wins) | 289.78 (3) | consecutive loss (count of losses) | -129.97 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.02 05:00 | buy | 1 | 0.10 | 143.661 | 0.000 | 0.000 | ||
| 2 | 2025.07.07 00:00 | close | 1 | 0.10 | 144.363 | 0.000 | 0.000 | 48.63 | 10048.63 |
| 3 | 2025.07.07 04:00 | sell | 2 | 0.10 | 144.348 | 0.000 | 0.000 | ||
| 4 | 2025.07.07 05:00 | close | 2 | 0.10 | 144.547 | 0.000 | 0.000 | -13.77 | 10034.86 |
| 5 | 2025.07.08 10:00 | buy | 3 | 0.10 | 146.257 | 0.000 | 0.000 | ||
| 6 | 2025.07.08 11:00 | close | 3 | 0.10 | 146.032 | 0.000 | 0.000 | -15.41 | 10019.45 |
| 7 | 2025.07.09 03:00 | buy | 4 | 0.10 | 146.878 | 0.000 | 0.000 | ||
| 8 | 2025.07.10 14:00 | close | 4 | 0.10 | 146.118 | 0.000 | 0.000 | -52.01 | 9967.44 |
| 9 | 2025.07.10 15:00 | buy | 5 | 0.10 | 146.261 | 0.000 | 0.000 | ||
| 10 | 2025.07.11 14:00 | close | 5 | 0.10 | 146.809 | 0.000 | 0.000 | 37.33 | 10004.77 |
| 11 | 2025.07.11 15:00 | buy | 6 | 0.10 | 147.034 | 0.000 | 0.000 | ||
| 12 | 2025.07.14 00:00 | close | 6 | 0.10 | 147.129 | 0.000 | 0.000 | 6.46 | 10011.23 |
| 13 | 2025.07.14 03:00 | sell | 7 | 0.10 | 147.293 | 0.000 | 0.000 | ||
| 14 | 2025.07.14 15:00 | close | 7 | 0.10 | 147.421 | 0.000 | 0.000 | -8.68 | 10002.55 |
| 15 | 2025.07.15 02:00 | buy | 8 | 0.10 | 147.778 | 0.000 | 0.000 | ||
| 16 | 2025.07.15 04:00 | close | 8 | 0.10 | 147.578 | 0.000 | 0.000 | -13.55 | 9989.00 |
| 17 | 2025.07.15 05:00 | buy | 9 | 0.10 | 147.785 | 0.000 | 0.000 | ||
| 18 | 2025.07.15 06:00 | close | 9 | 0.10 | 147.601 | 0.000 | 0.000 | -12.47 | 9976.53 |
| 19 | 2025.07.16 01:00 | buy | 10 | 0.10 | 148.851 | 0.000 | 0.000 | ||
| 20 | 2025.07.16 03:00 | close | 10 | 0.10 | 148.776 | 0.000 | 0.000 | -5.04 | 9971.49 |
| 21 | 2025.07.16 04:00 | buy | 11 | 0.10 | 148.987 | 0.000 | 0.000 | ||
| 22 | 2025.07.16 18:00 | close | 11 | 0.10 | 148.463 | 0.000 | 0.000 | -35.29 | 9936.20 |
| 23 | 2025.07.17 03:00 | buy | 12 | 0.10 | 148.007 | 0.000 | 0.000 | ||
| 24 | 2025.07.17 17:00 | close | 12 | 0.10 | 148.573 | 0.000 | 0.000 | 38.10 | 9974.30 |
| 25 | 2025.07.18 05:00 | sell | 13 | 0.10 | 148.479 | 0.000 | 0.000 | ||
| 26 | 2025.07.18 13:00 | close | 13 | 0.10 | 148.720 | 0.000 | 0.000 | -16.20 | 9958.10 |
| 27 | 2025.07.21 00:00 | sell | 14 | 0.10 | 147.874 | 0.000 | 0.000 | ||
| 28 | 2025.07.23 05:00 | close | 14 | 0.10 | 146.618 | 0.000 | 0.000 | 85.66 | 10043.76 |
| 29 | 2025.07.23 06:00 | buy | 15 | 0.10 | 146.941 | 0.000 | 0.000 | ||
| 30 | 2025.07.25 20:00 | close | 15 | 0.10 | 147.752 | 0.000 | 0.000 | 54.89 | 10098.65 |
| 31 | 2025.07.25 21:00 | sell | 16 | 0.10 | 147.669 | 0.000 | 0.000 | ||
| 32 | 2025.07.28 05:00 | close | 16 | 0.10 | 147.874 | 0.000 | 0.000 | -13.86 | 10084.79 |
| 33 | 2025.07.28 09:00 | buy | 17 | 0.10 | 147.863 | 0.000 | 0.000 | ||
| 34 | 2025.07.29 06:00 | close | 17 | 0.10 | 148.338 | 0.000 | 0.000 | 32.02 | 10116.81 |
| 35 | 2025.07.30 22:00 | buy | 18 | 0.10 | 149.358 | 0.000 | 0.000 | ||
| 36 | 2025.08.01 07:00 | close | 18 | 0.10 | 150.582 | 0.000 | 0.000 | 81.28 | 10198.09 |
| 37 | 2025.08.01 13:00 | sell | 19 | 0.10 | 150.502 | 0.000 | 0.000 | ||
| 38 | 2025.08.04 11:00 | close | 19 | 0.10 | 147.892 | 0.000 | 0.000 | 176.48 | 10374.57 |
| 39 | 2025.08.04 14:00 | sell | 20 | 0.10 | 147.569 | 0.000 | 0.000 | ||
| 40 | 2025.08.06 05:00 | close | 20 | 0.10 | 147.705 | 0.000 | 0.000 | -9.21 | 10365.36 |
| 41 | 2025.08.06 07:00 | sell | 21 | 0.10 | 147.394 | 0.000 | 0.000 | ||
| 42 | 2025.08.07 04:00 | close | 21 | 0.10 | 147.591 | 0.000 | 0.000 | -13.35 | 10352.01 |
| 43 | 2025.08.07 23:00 | sell | 22 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 44 | 2025.08.08 05:00 | close | 22 | 0.10 | 147.298 | 0.000 | 0.000 | -14.94 | 10337.07 |
| 45 | 2025.08.11 03:00 | sell | 23 | 0.10 | 147.649 | 0.000 | 0.000 | ||
| 46 | 2025.08.11 13:00 | close | 23 | 0.10 | 147.694 | 0.000 | 0.000 | -3.05 | 10334.02 |
| 47 | 2025.08.12 12:00 | buy | 24 | 0.10 | 148.432 | 0.000 | 0.000 | ||
| 48 | 2025.08.12 16:00 | close | 24 | 0.10 | 148.028 | 0.000 | 0.000 | -27.29 | 10306.73 |
| 49 | 2025.08.13 01:00 | sell | 25 | 0.10 | 147.831 | 0.000 | 0.000 | ||
| 50 | 2025.08.13 04:00 | close | 25 | 0.10 | 147.807 | 0.000 | 0.000 | 1.62 | 10308.35 |
| 51 | 2025.08.13 05:00 | buy | 26 | 0.10 | 148.065 | 0.000 | 0.000 | ||
| 52 | 2025.08.14 12:00 | close | 26 | 0.10 | 146.548 | 0.000 | 0.000 | -103.52 | 10204.83 |
| 53 | 2025.08.14 16:00 | buy | 27 | 0.10 | 146.959 | 0.000 | 0.000 | ||
| 54 | 2025.08.15 18:00 | close | 27 | 0.10 | 146.844 | 0.000 | 0.000 | -7.83 | 10197.00 |
| 55 | 2025.08.15 19:00 | buy | 28 | 0.10 | 147.012 | 0.000 | 0.000 | ||
| 56 | 2025.08.18 12:00 | close | 28 | 0.10 | 147.337 | 0.000 | 0.000 | 22.06 | 10219.06 |
| 57 | 2025.08.18 13:00 | buy | 29 | 0.10 | 147.425 | 0.000 | 0.000 | ||
| 58 | 2025.08.19 04:00 | close | 29 | 0.10 | 147.772 | 0.000 | 0.000 | 23.48 | 10242.54 |
| 59 | 2025.08.19 18:00 | buy | 30 | 0.10 | 147.740 | 0.000 | 0.000 | ||
| 60 | 2025.08.20 01:00 | close | 30 | 0.10 | 147.549 | 0.000 | 0.000 | -12.94 | 10229.60 |
| 61 | 2025.08.20 05:00 | sell | 31 | 0.10 | 147.493 | 0.000 | 0.000 | ||
| 62 | 2025.08.20 15:00 | close | 31 | 0.10 | 147.548 | 0.000 | 0.000 | -3.73 | 10225.87 |
| 63 | 2025.08.22 11:00 | buy | 32 | 0.10 | 148.616 | 0.000 | 0.000 | ||
| 64 | 2025.08.26 04:00 | close | 32 | 0.10 | 147.106 | 0.000 | 0.000 | -102.65 | 10123.22 |
| 65 | 2025.08.27 00:00 | sell | 33 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 66 | 2025.08.27 02:00 | close | 33 | 0.10 | 147.447 | 0.000 | 0.000 | -10.65 | 10112.57 |
| 67 | 2025.08.27 11:00 | buy | 34 | 0.10 | 147.769 | 0.000 | 0.000 | ||
| 68 | 2025.08.27 18:00 | close | 34 | 0.10 | 147.860 | 0.000 | 0.000 | 6.15 | 10118.72 |
| 69 | 2025.08.28 11:00 | sell | 35 | 0.10 | 147.162 | 0.000 | 0.000 | ||
| 70 | 2025.08.29 05:00 | close | 35 | 0.10 | 147.010 | 0.000 | 0.000 | 10.34 | 10129.06 |
| 71 | 2025.08.29 06:00 | sell | 36 | 0.10 | 146.887 | 0.000 | 0.000 | ||
| 72 | 2025.08.29 13:00 | close | 36 | 0.10 | 147.106 | 0.000 | 0.000 | -14.89 | 10114.17 |
| 73 | 2025.08.29 18:00 | sell | 37 | 0.10 | 146.822 | 0.000 | 0.000 | ||
| 74 | 2025.09.02 04:00 | close | 37 | 0.10 | 147.313 | 0.000 | 0.000 | -33.33 | 10080.84 |
| 75 | 2025.09.03 02:00 | buy | 38 | 0.10 | 148.513 | 0.000 | 0.000 | ||
| 76 | 2025.09.03 15:00 | close | 38 | 0.10 | 148.612 | 0.000 | 0.000 | 6.66 | 10087.50 |
| 77 | 2025.09.03 16:00 | buy | 39 | 0.10 | 148.738 | 0.000 | 0.000 | ||
| 78 | 2025.09.03 18:00 | close | 39 | 0.10 | 148.168 | 0.000 | 0.000 | -38.47 | 10049.03 |
| 79 | 2025.09.04 00:00 | sell | 40 | 0.10 | 148.023 | 0.000 | 0.000 | ||
| 80 | 2025.09.04 06:00 | close | 40 | 0.10 | 148.147 | 0.000 | 0.000 | -8.37 | 10040.66 |
| 81 | 2025.09.05 12:00 | sell | 41 | 0.10 | 148.154 | 0.000 | 0.000 | ||
| 82 | 2025.09.10 03:00 | close | 41 | 0.10 | 147.406 | 0.000 | 0.000 | 50.74 | 10091.40 |
| 83 | 2025.09.10 06:00 | sell | 42 | 0.10 | 147.296 | 0.000 | 0.000 | ||
| 84 | 2025.09.10 07:00 | close | 42 | 0.10 | 147.407 | 0.000 | 0.000 | -7.53 | 10083.87 |
| 85 | 2025.09.10 14:00 | buy | 43 | 0.10 | 147.486 | 0.000 | 0.000 | ||
| 86 | 2025.09.10 17:00 | close | 43 | 0.10 | 147.335 | 0.000 | 0.000 | -10.25 | 10073.62 |
| 87 | 2025.09.11 04:00 | buy | 44 | 0.10 | 147.469 | 0.000 | 0.000 | ||
| 88 | 2025.09.12 20:00 | close | 44 | 0.10 | 147.678 | 0.000 | 0.000 | 14.15 | 10087.77 |
| 89 | 2025.09.15 11:00 | sell | 45 | 0.10 | 147.464 | 0.000 | 0.000 | ||
| 90 | 2025.09.15 23:00 | close | 45 | 0.10 | 147.399 | 0.000 | 0.000 | 4.41 | 10092.18 |
| 91 | 2025.09.16 06:00 | sell | 46 | 0.10 | 147.150 | 0.000 | 0.000 | ||
| 92 | 2025.09.16 14:00 | close | 46 | 0.10 | 147.065 | 0.000 | 0.000 | 5.78 | 10097.96 |
| 93 | 2025.09.16 17:00 | sell | 47 | 0.10 | 146.754 | 0.000 | 0.000 | ||
| 94 | 2025.09.17 04:00 | close | 47 | 0.10 | 146.545 | 0.000 | 0.000 | 14.26 | 10112.22 |
| 95 | 2025.09.17 09:00 | buy | 48 | 0.10 | 146.525 | 0.000 | 0.000 | ||
| 96 | 2025.09.17 20:00 | close | 48 | 0.10 | 146.284 | 0.000 | 0.000 | -16.47 | 10095.75 |
| 97 | 2025.09.17 22:00 | buy | 49 | 0.10 | 146.724 | 0.000 | 0.000 | ||
| 98 | 2025.09.18 23:59 | close at stop | 49 | 0.10 | 147.992 | 0.000 | 0.000 | 85.68 | 10181.43 |