Strategy Tester Report
LSMA_Daily
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01) | ||||
| 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 | 4064 | Ticks modelled | 11340869 | Modelling quality | 89.67% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -2827.94 | Gross profit | 12520.69 | Gross loss | -15348.63 |
| Profit factor | 0.82 | Expected payoff | -128.54 | ||
| Absolute drawdown | 7169.43 | Maximal drawdown | 8434.85 (74.87%) | Relative drawdown | 74.87% (8434.85) |
| Total trades | 22 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 11 (18.18%) |
| Profit trades (% of total) | 6 (27.27%) | Loss trades (% of total) | 16 (72.73%) | ||
| Largest | profit trade | 7321.56 | loss trade | -2069.80 | |
| Average | profit trade | 2086.78 | loss trade | -959.29 | |
| Maximum | consecutive wins (profit in money) | 2 (8361.78) | consecutive losses (loss in money) | 9 (-6755.77) | |
| Maximal | consecutive profit (count of wins) | 8361.78 (2) | consecutive loss (count of losses) | -6755.77 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 07:00 | buy | 1 | 1.00 | 0.90448 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.08 00:00 | close | 1 | 1.00 | 0.90890 | 0.00000 | 0.00000 | 486.30 | 10486.30 |
| 3 | 2025.01.08 00:00 | sell | 2 | 1.00 | 0.90890 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.14 00:02 | close | 2 | 1.00 | 0.91662 | 0.00000 | 0.00000 | -842.22 | 9644.08 |
| 5 | 2025.01.14 00:02 | buy | 3 | 1.00 | 0.91662 | 0.00000 | 0.00000 | ||
| 6 | 2025.01.15 00:00 | close | 3 | 1.00 | 0.91185 | 0.00000 | 0.00000 | -523.11 | 9120.97 |
| 7 | 2025.01.15 00:00 | sell | 4 | 1.00 | 0.91185 | 0.00000 | 0.00000 | ||
| 8 | 2025.01.30 00:05 | close | 4 | 1.00 | 0.90590 | 0.00000 | 0.00000 | 656.81 | 9777.78 |
| 9 | 2025.01.30 00:05 | buy | 5 | 1.00 | 0.90590 | 0.00000 | 0.00000 | ||
| 10 | 2025.02.07 00:00 | close | 5 | 1.00 | 0.90437 | 0.00000 | 0.00000 | -169.18 | 9608.60 |
| 11 | 2025.02.07 00:00 | sell | 6 | 1.00 | 0.90437 | 0.00000 | 0.00000 | ||
| 12 | 2025.02.12 00:00 | close | 6 | 1.00 | 0.91332 | 0.00000 | 0.00000 | -979.94 | 8628.66 |
| 13 | 2025.02.12 00:00 | buy | 7 | 1.00 | 0.91332 | 0.00000 | 0.00000 | ||
| 14 | 2025.02.17 00:02 | close | 7 | 1.00 | 0.89871 | 0.00000 | 0.00000 | -1625.66 | 7003.00 |
| 15 | 2025.02.17 00:02 | sell | 8 | 1.00 | 0.89871 | 0.00000 | 0.00000 | ||
| 16 | 2025.02.28 00:00 | close | 8 | 1.00 | 0.89974 | 0.00000 | 0.00000 | -114.48 | 6888.52 |
| 17 | 2025.02.28 00:00 | buy | 9 | 1.00 | 0.89974 | 0.00000 | 0.00000 | ||
| 18 | 2025.03.07 00:00 | close | 9 | 1.00 | 0.88352 | 0.00000 | 0.00000 | -1835.84 | 5052.68 |
| 19 | 2025.03.07 00:00 | sell | 10 | 1.00 | 0.88352 | 0.00000 | 0.00000 | ||
| 20 | 2025.03.17 00:02 | close | 10 | 1.00 | 0.88436 | 0.00000 | 0.00000 | -94.98 | 4957.70 |
| 21 | 2025.03.17 00:02 | buy | 11 | 1.00 | 0.88436 | 0.00000 | 0.00000 | ||
| 22 | 2025.03.31 00:02 | close | 11 | 1.00 | 0.87735 | 0.00000 | 0.00000 | -799.00 | 4158.70 |
| 23 | 2025.03.31 00:02 | sell | 12 | 1.00 | 0.87735 | 0.00000 | 0.00000 | ||
| 24 | 2025.04.01 00:02 | close | 12 | 1.00 | 0.88425 | 0.00000 | 0.00000 | -780.32 | 3378.38 |
| 25 | 2025.04.01 00:02 | buy | 13 | 1.00 | 0.88425 | 0.00000 | 0.00000 | ||
| 26 | 2025.04.03 00:07 | close | 13 | 1.00 | 0.88111 | 0.00000 | 0.00000 | -356.37 | 3022.01 |
| 27 | 2025.04.03 00:07 | sell | 14 | 1.00 | 0.88111 | 0.00000 | 0.00000 | ||
| 28 | 2025.04.18 00:00 | close | 14 | 1.00 | 0.82100 | 0.00000 | 0.00000 | 7321.56 | 10343.57 |
| 29 | 2025.04.18 00:00 | buy | 15 | 1.00 | 0.82100 | 0.00000 | 0.00000 | ||
| 30 | 2025.05.02 00:05 | close | 15 | 1.00 | 0.82963 | 0.00000 | 0.00000 | 1040.22 | 11383.79 |
| 31 | 2025.05.02 00:05 | sell | 16 | 1.10 | 0.82963 | 0.00000 | 0.00000 | ||
| 32 | 2025.05.13 00:02 | close | 16 | 1.10 | 0.84554 | 0.00000 | 0.00000 | -2069.80 | 9313.99 |
| 33 | 2025.05.13 00:02 | buy | 17 | 1.00 | 0.84554 | 0.00000 | 0.00000 | ||
| 34 | 2025.05.20 00:02 | close | 17 | 1.00 | 0.83438 | 0.00000 | 0.00000 | -1337.52 | 7976.47 |
| 35 | 2025.05.20 00:02 | sell | 18 | 1.00 | 0.83438 | 0.00000 | 0.00000 | ||
| 36 | 2025.05.30 00:05 | close | 18 | 1.00 | 0.82174 | 0.00000 | 0.00000 | 1538.20 | 9514.67 |
| 37 | 2025.05.30 00:05 | buy | 19 | 1.00 | 0.82174 | 0.00000 | 0.00000 | ||
| 38 | 2025.06.13 00:06 | close | 19 | 1.00 | 0.80957 | 0.00000 | 0.00000 | -1503.27 | 8011.40 |
| 39 | 2025.06.13 00:06 | sell | 20 | 1.00 | 0.80957 | 0.00000 | 0.00000 | ||
| 40 | 2025.06.20 00:00 | close | 20 | 1.00 | 0.81661 | 0.00000 | 0.00000 | -862.10 | 7149.30 |
| 41 | 2025.06.20 00:00 | buy | 21 | 1.00 | 0.81661 | 0.00000 | 0.00000 | ||
| 42 | 2025.06.25 00:00 | close | 21 | 1.00 | 0.80490 | 0.00000 | 0.00000 | -1454.84 | 5694.46 |
| 43 | 2025.06.25 00:00 | sell | 22 | 1.00 | 0.80490 | 0.00000 | 0.00000 | ||
| 44 | 2025.06.30 23:54 | close at stop | 22 | 1.00 | 0.79318 | 0.00000 | 0.00000 | 1477.60 | 7172.06 |