Strategy Tester Report
LSMA_Daily
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| 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 | 4067 | Ticks modelled | 12794611 | Modelling quality | 85.00% |
| Mismatched charts errors | 10 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -5045.26 | Gross profit | 4892.14 | Gross loss | -9937.40 |
| Profit factor | 0.49 | Expected payoff | -186.86 | ||
| Absolute drawdown | 6344.75 | Maximal drawdown | 7002.99 (65.70%) | Relative drawdown | 65.70% (7002.99) |
| Total trades | 27 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 13 (23.08%) |
| Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
| Largest | profit trade | 1898.50 | loss trade | -1510.51 | |
| Average | profit trade | 543.57 | loss trade | -552.08 | |
| Maximum | consecutive wins (profit in money) | 3 (1419.26) | consecutive losses (loss in money) | 7 (-3615.73) | |
| Maximal | consecutive profit (count of wins) | 1938.25 (2) | consecutive loss (count of losses) | -3615.73 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 07:00 | sell | 1 | 1.00 | 1.43746 | 0.00000 | 0.00000 | ||
| 2 | 2025.01.13 00:00 | close | 1 | 1.00 | 1.44171 | 0.00000 | 0.00000 | -294.79 | 9705.21 |
| 3 | 2025.01.13 00:00 | buy | 2 | 1.00 | 1.44171 | 0.00000 | 0.00000 | ||
| 4 | 2025.01.14 00:00 | close | 2 | 1.00 | 1.43628 | 0.00000 | 0.00000 | -378.06 | 9327.15 |
| 5 | 2025.01.14 00:00 | sell | 3 | 1.00 | 1.43628 | 0.00000 | 0.00000 | ||
| 6 | 2025.01.15 00:00 | close | 3 | 1.00 | 1.43495 | 0.00000 | 0.00000 | 92.69 | 9419.84 |
| 7 | 2025.01.15 00:00 | buy | 4 | 1.00 | 1.43495 | 0.00000 | 0.00000 | ||
| 8 | 2025.01.16 00:00 | close | 4 | 1.00 | 1.43357 | 0.00000 | 0.00000 | -96.26 | 9323.58 |
| 9 | 2025.01.16 00:00 | sell | 5 | 1.00 | 1.43357 | 0.00000 | 0.00000 | ||
| 10 | 2025.01.20 00:00 | close | 5 | 1.00 | 1.44654 | 0.00000 | 0.00000 | -896.62 | 8426.96 |
| 11 | 2025.01.20 00:00 | buy | 6 | 1.00 | 1.44654 | 0.00000 | 0.00000 | ||
| 12 | 2025.01.21 00:00 | close | 6 | 1.00 | 1.43045 | 0.00000 | 0.00000 | -1124.82 | 7302.14 |
| 13 | 2025.01.21 00:00 | sell | 7 | 1.00 | 1.43045 | 0.00000 | 0.00000 | ||
| 14 | 2025.01.24 00:00 | close | 7 | 1.00 | 1.43826 | 0.00000 | 0.00000 | -543.02 | 6759.12 |
| 15 | 2025.01.24 00:00 | buy | 8 | 1.00 | 1.43826 | 0.00000 | 0.00000 | ||
| 16 | 2025.01.27 00:02 | close | 8 | 1.00 | 1.43588 | 0.00000 | 0.00000 | -165.75 | 6593.37 |
| 17 | 2025.01.27 00:02 | sell | 9 | 1.00 | 1.43588 | 0.00000 | 0.00000 | ||
| 18 | 2025.01.29 00:00 | close | 9 | 1.00 | 1.43950 | 0.00000 | 0.00000 | -251.48 | 6341.89 |
| 19 | 2025.01.29 00:00 | buy | 10 | 1.00 | 1.43950 | 0.00000 | 0.00000 | ||
| 20 | 2025.02.05 00:00 | close | 10 | 1.00 | 1.43180 | 0.00000 | 0.00000 | -537.78 | 5804.11 |
| 21 | 2025.02.05 00:00 | sell | 11 | 1.00 | 1.43180 | 0.00000 | 0.00000 | ||
| 22 | 2025.02.20 00:00 | close | 11 | 1.00 | 1.42331 | 0.00000 | 0.00000 | 596.50 | 6400.61 |
| 23 | 2025.02.20 00:00 | buy | 12 | 1.00 | 1.42331 | 0.00000 | 0.00000 | ||
| 24 | 2025.03.06 00:00 | close | 12 | 1.00 | 1.43326 | 0.00000 | 0.00000 | 694.22 | 7094.83 |
| 25 | 2025.03.06 00:00 | sell | 13 | 1.00 | 1.43326 | 0.00000 | 0.00000 | ||
| 26 | 2025.03.25 00:00 | close | 13 | 1.00 | 1.43142 | 0.00000 | 0.00000 | 128.54 | 7223.37 |
| 27 | 2025.03.25 00:00 | buy | 14 | 1.00 | 1.43142 | 0.00000 | 0.00000 | ||
| 28 | 2025.03.27 00:01 | close | 14 | 1.00 | 1.42651 | 0.00000 | 0.00000 | -344.20 | 6879.17 |
| 29 | 2025.03.27 00:01 | sell | 15 | 1.00 | 1.42651 | 0.00000 | 0.00000 | ||
| 30 | 2025.03.31 00:02 | close | 15 | 1.00 | 1.43075 | 0.00000 | 0.00000 | -296.35 | 6582.82 |
| 31 | 2025.03.31 00:02 | buy | 16 | 1.00 | 1.43075 | 0.00000 | 0.00000 | ||
| 32 | 2025.04.04 00:00 | close | 16 | 1.00 | 1.40946 | 0.00000 | 0.00000 | -1510.51 | 5072.31 |
| 33 | 2025.04.04 00:00 | sell | 17 | 1.00 | 1.40946 | 0.00000 | 0.00000 | ||
| 34 | 2025.04.21 00:00 | close | 17 | 1.00 | 1.38320 | 0.00000 | 0.00000 | 1898.50 | 6970.81 |
| 35 | 2025.04.21 00:00 | buy | 18 | 1.00 | 1.38320 | 0.00000 | 0.00000 | ||
| 36 | 2025.05.08 00:00 | close | 18 | 1.00 | 1.38375 | 0.00000 | 0.00000 | 39.75 | 7010.56 |
| 37 | 2025.05.08 00:00 | sell | 19 | 1.00 | 1.38375 | 0.00000 | 0.00000 | ||
| 38 | 2025.05.09 00:00 | close | 19 | 1.00 | 1.39205 | 0.00000 | 0.00000 | -596.24 | 6414.32 |
| 39 | 2025.05.09 00:00 | buy | 20 | 1.00 | 1.39205 | 0.00000 | 0.00000 | ||
| 40 | 2025.05.20 00:00 | close | 20 | 1.00 | 1.39500 | 0.00000 | 0.00000 | 211.47 | 6625.79 |
| 41 | 2025.05.20 00:00 | sell | 21 | 1.00 | 1.39500 | 0.00000 | 0.00000 | ||
| 42 | 2025.05.30 00:00 | close | 21 | 1.00 | 1.38083 | 0.00000 | 0.00000 | 1026.19 | 7651.98 |
| 43 | 2025.05.30 00:00 | buy | 22 | 1.00 | 1.38083 | 0.00000 | 0.00000 | ||
| 44 | 2025.06.05 00:00 | close | 22 | 1.00 | 1.36759 | 0.00000 | 0.00000 | -968.13 | 6683.85 |
| 45 | 2025.06.05 00:00 | sell | 23 | 1.00 | 1.36759 | 0.00000 | 0.00000 | ||
| 46 | 2025.06.09 00:02 | close | 23 | 1.00 | 1.36896 | 0.00000 | 0.00000 | -100.08 | 6583.77 |
| 47 | 2025.06.09 00:02 | buy | 24 | 1.00 | 1.36896 | 0.00000 | 0.00000 | ||
| 48 | 2025.06.16 00:02 | close | 24 | 1.00 | 1.35777 | 0.00000 | 0.00000 | -824.15 | 5759.62 |
| 49 | 2025.06.16 00:02 | sell | 25 | 1.00 | 1.35777 | 0.00000 | 0.00000 | ||
| 50 | 2025.06.18 00:00 | close | 25 | 1.00 | 1.36761 | 0.00000 | 0.00000 | -719.50 | 5040.12 |
| 51 | 2025.06.18 00:00 | buy | 26 | 1.00 | 1.36761 | 0.00000 | 0.00000 | ||
| 52 | 2025.06.27 00:00 | close | 26 | 1.00 | 1.36366 | 0.00000 | 0.00000 | -289.66 | 4750.46 |
| 53 | 2025.06.27 00:00 | sell | 27 | 1.00 | 1.36366 | 0.00000 | 0.00000 | ||
| 54 | 2025.06.30 23:59 | close at stop | 27 | 1.00 | 1.36088 | 0.00000 | 0.00000 | 204.28 | 4954.74 |