Strategy Tester Report
LSMA_Daily
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| 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 | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -2457.00 | Gross profit | 6947.00 | Gross loss | -9404.00 |
| Profit factor | 0.74 | Expected payoff | -204.75 | ||
| Absolute drawdown | 4327.00 | Maximal drawdown | 6944.40 (55.04%) | Relative drawdown | 55.04% (6944.40) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 2147.00 | loss trade | -1661.00 | |
| Average | profit trade | 1736.75 | loss trade | -1175.50 | |
| Maximum | consecutive wins (profit in money) | 3 (4866.00) | consecutive losses (loss in money) | 5 (-6291.00) | |
| Maximal | consecutive profit (count of wins) | 4866.00 (3) | consecutive loss (count of losses) | -6291.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | sell | 1 | 1.00 | 1.32658 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.14 00:00 | close | 1 | 1.00 | 1.30577 | 0.00000 | 0.00000 | 2081.00 | 12081.00 |
| 3 | 2024.10.14 00:00 | buy | 2 | 1.20 | 1.30577 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.24 00:00 | close | 2 | 1.20 | 1.29197 | 0.00000 | 0.00000 | -1656.00 | 10425.00 |
| 5 | 2024.10.24 00:00 | sell | 3 | 1.00 | 1.29197 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.30 00:00 | close | 3 | 1.00 | 1.30161 | 0.00000 | 0.00000 | -964.00 | 9461.00 |
| 7 | 2024.10.30 00:00 | buy | 4 | 1.00 | 1.30161 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.07 00:00 | close | 4 | 1.00 | 1.28785 | 0.00000 | 0.00000 | -1376.00 | 8085.00 |
| 9 | 2024.11.07 00:00 | sell | 5 | 1.00 | 1.28785 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.08 00:00 | close | 5 | 1.00 | 1.29875 | 0.00000 | 0.00000 | -1090.00 | 6995.00 |
| 11 | 2024.11.08 00:00 | buy | 6 | 1.00 | 1.29875 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.12 00:00 | close | 6 | 1.00 | 1.28670 | 0.00000 | 0.00000 | -1205.00 | 5790.00 |
| 13 | 2024.11.12 00:00 | sell | 7 | 1.00 | 1.28670 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.21 00:00 | close | 7 | 1.00 | 1.26523 | 0.00000 | 0.00000 | 2147.00 | 7937.00 |
| 15 | 2024.11.21 00:00 | buy | 8 | 1.00 | 1.26523 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.12 00:00 | close | 8 | 1.00 | 1.27493 | 0.00000 | 0.00000 | 970.00 | 8907.00 |
| 17 | 2024.12.12 00:00 | sell | 9 | 1.00 | 1.27493 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.30 00:00 | close | 9 | 1.00 | 1.25744 | 0.00000 | 0.00000 | 1749.00 | 10656.00 |
| 19 | 2024.12.30 00:00 | buy | 10 | 1.00 | 1.25744 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.06 00:02 | close | 10 | 1.00 | 1.24083 | 0.00000 | 0.00000 | -1661.00 | 8995.00 |
| 21 | 2025.01.06 00:02 | sell | 11 | 1.00 | 1.24083 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.07 00:00 | close | 11 | 1.00 | 1.25148 | 0.00000 | 0.00000 | -1065.00 | 7930.00 |
| 23 | 2025.01.07 00:00 | buy | 12 | 1.00 | 1.25148 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.07 23:59 | close at stop | 12 | 1.00 | 1.24761 | 0.00000 | 0.00000 | -387.00 | 7543.00 |