Strategy Tester Report
LSMA_Daily
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| 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 | Debug=false; AccountIsMini=false; MoneyManagement=true; Riskpercent=10; StopLoss=0; TrailingStop=0; Margincutoff=800; MaxLots=100; Slippage=10; TakeProfit=0; LSMAShortPeriod=7; LSMALongPeriod=16; MinSeparation=0; Lots=1; | ||||
| Bars in test | 2393 | Ticks modelled | 5178039 | Modelling quality | 29.44% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -5101.07 | Gross profit | 689.38 | Gross loss | -5790.45 |
| Profit factor | 0.12 | Expected payoff | -463.73 | ||
| Absolute drawdown | 5273.27 | Maximal drawdown | 6785.20 (58.94%) | Relative drawdown | 58.94% (6785.20) |
| Total trades | 11 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 2 (18.18%) | Loss trades (% of total) | 9 (81.82%) | ||
| Largest | profit trade | 504.05 | loss trade | -1290.01 | |
| Average | profit trade | 344.69 | loss trade | -643.38 | |
| Maximum | consecutive wins (profit in money) | 1 (504.05) | consecutive losses (loss in money) | 6 (-4630.30) | |
| Maximal | consecutive profit (count of wins) | 504.05 (1) | consecutive loss (count of losses) | -4630.30 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 00:00 | sell | 1 | 1.00 | 0.79294 | 0.00000 | 0.00000 | ||
| 2 | 2025.07.07 00:00 | close | 1 | 1.00 | 0.79352 | 0.00000 | 0.00000 | -73.09 | 9926.91 |
| 3 | 2025.07.07 00:00 | buy | 2 | 1.00 | 0.79352 | 0.00000 | 0.00000 | ||
| 4 | 2025.07.22 00:00 | close | 2 | 1.00 | 0.79754 | 0.00000 | 0.00000 | 504.05 | 10430.96 |
| 5 | 2025.07.22 00:00 | sell | 3 | 1.00 | 0.79754 | 0.00000 | 0.00000 | ||
| 6 | 2025.07.30 00:00 | close | 3 | 1.00 | 0.80587 | 0.00000 | 0.00000 | -1033.67 | 9397.29 |
| 7 | 2025.07.30 00:00 | buy | 4 | 1.00 | 0.80587 | 0.00000 | 0.00000 | ||
| 8 | 2025.08.07 00:00 | close | 4 | 1.00 | 0.80544 | 0.00000 | 0.00000 | -53.39 | 9343.90 |
| 9 | 2025.08.07 00:00 | sell | 5 | 1.00 | 0.80544 | 0.00000 | 0.00000 | ||
| 10 | 2025.08.21 00:00 | close | 5 | 1.00 | 0.80395 | 0.00000 | 0.00000 | 185.33 | 9529.23 |
| 11 | 2025.08.21 00:00 | buy | 6 | 1.00 | 0.80395 | 0.00000 | 0.00000 | ||
| 12 | 2025.08.25 00:00 | close | 6 | 1.00 | 0.79973 | 0.00000 | 0.00000 | -527.68 | 9001.55 |
| 13 | 2025.08.25 00:00 | sell | 7 | 1.00 | 0.79973 | 0.00000 | 0.00000 | ||
| 14 | 2025.09.04 00:00 | close | 7 | 1.00 | 0.80325 | 0.00000 | 0.00000 | -438.22 | 8563.33 |
| 15 | 2025.09.04 00:00 | buy | 8 | 1.00 | 0.80325 | 0.00000 | 0.00000 | ||
| 16 | 2025.09.09 00:00 | close | 8 | 1.00 | 0.79302 | 0.00000 | 0.00000 | -1290.01 | 7273.32 |
| 17 | 2025.09.09 00:00 | sell | 9 | 1.00 | 0.79302 | 0.00000 | 0.00000 | ||
| 18 | 2025.09.16 00:02 | close | 9 | 1.00 | 0.79467 | 0.00000 | 0.00000 | -207.63 | 7065.69 |
| 19 | 2025.09.16 00:02 | buy | 10 | 1.00 | 0.79467 | 0.00000 | 0.00000 | ||
| 20 | 2025.09.17 00:07 | close | 10 | 1.00 | 0.78504 | 0.00000 | 0.00000 | -1226.69 | 5839.00 |
| 21 | 2025.09.17 00:07 | sell | 11 | 1.00 | 0.78504 | 0.00000 | 0.00000 | ||
| 22 | 2025.09.18 23:53 | close at stop | 11 | 1.00 | 0.79249 | 0.00000 | 0.00000 | -940.07 | 4898.93 |