Strategy Tester Report
lag_exp_1b1
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; MovingAvg=10; filter=5.1; Pyramid=0; gamma=0.5;
Bars in test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit-99.40Gross profit558.80Gross loss-658.20
Profit factor0.85Expected payoff-1.77
Absolute drawdown263.60Maximal drawdown392.40 (3.87%)Relative drawdown3.87% (392.40)
Total trades56Short positions (won %)36 (50.00%)Long positions (won %)20 (10.00%)
Profit trades (% of total)20 (35.71%)Loss trades (% of total)36 (64.29%)
Largestprofit trade88.70loss trade-61.90
Averageprofit trade27.94loss trade-18.28
Maximumconsecutive wins (profit in money)3 (119.80)consecutive losses (loss in money)7 (-61.40)
Maximalconsecutive profit (count of wins)119.80 (3)consecutive loss (count of losses)-124.00 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 10:00buy10.100.624160.000000.00000
22024.10.03 18:00close10.100.621700.000000.00000-24.609975.40
32024.10.04 03:00sell20.100.621560.000000.00000
42024.10.07 02:00close20.100.616310.000000.0000052.5010027.90
52024.10.07 03:00sell30.100.615790.000000.00000
62024.10.08 07:00close30.100.612590.000000.0000032.0010059.90
72024.10.08 12:00sell40.100.612260.000000.00000
82024.10.10 16:00close40.100.608730.000000.0000035.3010095.20
92024.10.10 18:00sell50.100.607470.000000.00000
102024.10.10 19:00close50.100.608620.000000.00000-11.5010083.70
112024.10.10 20:00sell60.100.607110.000000.00000
122024.10.14 09:00close60.100.609690.000000.00000-25.8010057.90
132024.10.14 11:00sell70.100.608820.000000.00000
142024.10.14 23:00close70.100.609200.000000.00000-3.8010054.10
152024.10.15 04:00buy80.100.609210.000000.00000
162024.10.16 01:00close80.100.606030.000000.00000-31.8010022.30
172024.10.17 09:00buy90.100.606710.000000.00000
182024.10.21 00:00close90.100.606290.000000.00000-4.2010018.10
192024.10.21 02:00buy100.100.607550.000000.00000
202024.10.21 17:00close100.100.605710.000000.00000-18.409999.70
212024.10.21 18:00sell110.100.604150.000000.00000
222024.10.22 05:00close110.100.603920.000000.000002.3010002.00
232024.10.22 14:00buy120.100.605460.000000.00000
242024.10.22 15:00close120.100.605090.000000.00000-3.709998.30
252024.10.22 18:00sell130.100.604660.000000.00000
262024.10.23 06:00close130.100.604940.000000.00000-2.809995.50
272024.10.23 07:00sell140.100.604170.000000.00000
282024.10.24 03:00close140.100.600650.000000.0000035.2010030.70
292024.10.25 02:00sell150.100.600710.000000.00000
302024.10.29 06:00close150.100.598100.000000.0000026.1010056.80
312024.10.29 11:00sell160.100.597400.000000.00000
322024.10.31 06:00close160.100.597760.000000.00000-3.6010053.20
332024.10.31 13:00sell170.100.597160.000000.00000
342024.11.04 00:00close170.100.600030.000000.00000-28.7010024.50
352024.11.04 15:00sell180.100.598960.000000.00000
362024.11.05 07:00close180.100.597920.000000.0000010.4010034.90
372024.11.05 17:00buy190.100.600890.000000.00000
382024.11.06 03:00close190.100.596570.000000.00000-43.209991.70
392024.11.06 11:00buy200.100.596730.000000.00000
402024.11.06 20:00close200.100.594080.000000.00000-26.509965.20
412024.11.06 21:00buy210.100.595700.000000.00000
422024.11.08 10:00close210.100.600860.000000.0000051.6010016.80
432024.11.08 11:00sell220.100.600080.000000.00000
442024.11.11 02:00close220.100.596510.000000.0000035.7010052.50
452024.11.11 10:00sell230.100.596450.000000.00000
462024.11.13 04:00close230.100.593220.000000.0000032.3010084.80
472024.11.13 12:00buy240.100.593360.000000.00000
482024.11.13 13:00close240.100.592430.000000.00000-9.3010075.50
492024.11.13 16:00buy250.100.593800.000000.00000
502024.11.13 17:00close250.100.590310.000000.00000-34.9010040.60
512024.11.14 03:00sell260.100.587900.000000.00000
522024.11.15 05:00close260.100.586220.000000.0000016.8010057.40
532024.11.18 00:00buy270.100.586720.000000.00000
542024.11.18 01:00close270.100.586010.000000.00000-7.1010050.30
552024.11.18 06:00sell280.100.585370.000000.00000
562024.11.19 06:00close280.100.589930.000000.00000-45.6010004.70
572024.11.19 09:00buy290.100.589700.000000.00000
582024.11.19 11:00close290.100.588620.000000.00000-10.809993.90
592024.11.20 23:00buy300.100.587400.000000.00000
602024.11.21 23:00close300.100.586340.000000.00000-10.609983.30
612024.11.22 00:00sell310.100.585830.000000.00000
622024.11.22 13:00close310.100.584380.000000.0000014.509997.80
632024.11.22 17:00sell320.100.582920.000000.00000
642024.11.25 16:00close320.100.586680.000000.00000-37.609960.20
652024.11.25 23:00sell330.100.584450.000000.00000
662024.11.26 12:00close330.100.584370.000000.000000.809961.00
672024.11.26 17:00sell340.100.583060.000000.00000
682024.11.28 19:00close340.100.589250.000000.00000-61.909899.10
692024.11.29 00:00sell350.100.588400.000000.00000
702024.11.29 02:00close350.100.589680.000000.00000-12.809886.30
712024.11.29 20:00buy360.100.592340.000000.00000
722024.12.02 15:00close360.100.588740.000000.00000-36.009850.30
732024.12.03 03:00sell370.100.587930.000000.00000
742024.12.03 21:00close370.100.589260.000000.00000-13.309837.00
752024.12.03 22:00sell380.100.587390.000000.00000
762024.12.04 18:00close380.100.586130.000000.0000012.609849.60
772024.12.05 00:00sell390.100.584940.000000.00000
782024.12.05 04:00close390.100.586490.000000.00000-15.509834.10
792024.12.05 17:00buy400.100.587550.000000.00000
802024.12.06 18:00close400.100.583240.000000.00000-43.109791.00
812024.12.09 00:00sell410.100.583460.000000.00000
822024.12.11 01:00close410.100.580280.000000.0000031.809822.80
832024.12.11 03:00sell420.100.579760.000000.00000
842024.12.11 04:00close420.100.580120.000000.00000-3.609819.20
852024.12.11 05:00buy430.100.580360.000000.00000
862024.12.11 07:00close430.100.579250.000000.00000-11.109808.10
872024.12.12 12:00buy440.100.580990.000000.00000
882024.12.12 13:00close440.100.579900.000000.00000-10.909797.20
892024.12.13 08:00sell450.100.576480.000000.00000
902024.12.13 15:00close450.100.577430.000000.00000-9.509787.70
912024.12.13 18:00sell460.100.575850.000000.00000
922024.12.16 01:00close460.100.576190.000000.00000-3.409784.30
932024.12.16 12:00sell470.100.577520.000000.00000
942024.12.16 18:00close470.100.578300.000000.00000-7.809776.50
952024.12.17 01:00sell480.100.577730.000000.00000
962024.12.17 02:00close480.100.579240.000000.00000-15.109761.40
972024.12.18 04:00sell490.100.574810.000000.00000
982024.12.19 17:00close490.100.565940.000000.0000088.709850.10
992024.12.19 18:00sell500.100.564900.000000.00000
1002024.12.20 09:00close500.100.563750.000000.0000011.509861.60
1012024.12.23 00:00sell510.100.564360.000000.00000
1022024.12.27 09:00close510.100.562790.000000.0000015.709877.30
1032024.12.27 19:00sell520.100.562820.000000.00000
1042024.12.30 01:00close520.100.563710.000000.00000-8.909868.40
1052024.12.30 16:00sell530.100.563990.000000.00000
1062025.01.02 07:00close530.100.561760.000000.0000022.309890.70
1072025.01.02 14:00buy540.100.561500.000000.00000
1082025.01.02 15:00close540.100.560740.000000.00000-7.609883.10
1092025.01.03 20:00buy550.100.560800.000000.00000
1102025.01.07 01:00close550.100.563870.000000.0000030.709913.80
1112025.01.07 03:00buy560.100.564680.000000.00000
1122025.01.07 23:59close at stop560.100.563360.000000.00000-13.209900.60