Strategy Tester Report
LSMA_Daily
| Symbol | USDCAD (US Dollar vs Canadian 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 | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (23) | ||
| Total net profit | 2373.00 | Gross profit | 4738.96 | Gross loss | -2365.96 |
| Profit factor | 2.00 | Expected payoff | 237.30 | ||
| Absolute drawdown | 1201.62 | Maximal drawdown | 3621.78 (29.16%) | Relative drawdown | 29.16% (3621.78) |
| Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 2603.52 | loss trade | -1311.36 | |
| Average | profit trade | 1184.74 | loss trade | -394.33 | |
| Maximum | consecutive wins (profit in money) | 2 (2741.50) | consecutive losses (loss in money) | 3 (-1745.56) | |
| Maximal | consecutive profit (count of wins) | 2741.50 (2) | consecutive loss (count of losses) | -1745.56 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy | 1 | 1.00 | 1.35030 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.17 00:00 | close | 1 | 1.00 | 1.37502 | 0.00000 | 0.00000 | 1797.79 | 11797.79 |
| 3 | 2024.10.17 00:00 | sell | 2 | 1.10 | 1.37502 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.30 00:00 | close | 2 | 1.10 | 1.39161 | 0.00000 | 0.00000 | -1311.36 | 10486.43 |
| 5 | 2024.10.30 00:00 | buy | 3 | 1.00 | 1.39161 | 0.00000 | 0.00000 | ||
| 6 | 2024.11.05 00:00 | close | 3 | 1.00 | 1.39005 | 0.00000 | 0.00000 | -112.23 | 10374.20 |
| 7 | 2024.11.05 00:00 | sell | 4 | 1.00 | 1.39005 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.13 00:00 | close | 4 | 1.00 | 1.39454 | 0.00000 | 0.00000 | -321.97 | 10052.23 |
| 9 | 2024.11.13 00:00 | buy | 5 | 1.00 | 1.39454 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.21 00:00 | close | 5 | 1.00 | 1.39733 | 0.00000 | 0.00000 | 199.67 | 10251.90 |
| 11 | 2024.11.21 00:00 | sell | 6 | 1.00 | 1.39733 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.28 00:05 | close | 6 | 1.00 | 1.40294 | 0.00000 | 0.00000 | -399.87 | 9852.03 |
| 13 | 2024.11.28 00:05 | buy | 7 | 1.00 | 1.40294 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.29 00:05 | close | 7 | 1.00 | 1.40067 | 0.00000 | 0.00000 | -162.07 | 9689.96 |
| 15 | 2024.11.29 00:05 | sell | 8 | 1.00 | 1.40067 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.02 00:00 | close | 8 | 1.00 | 1.39874 | 0.00000 | 0.00000 | 137.98 | 9827.94 |
| 17 | 2024.12.02 00:00 | buy | 9 | 1.00 | 1.39874 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.26 07:00 | close | 9 | 1.00 | 1.43613 | 0.00000 | 0.00000 | 2603.52 | 12431.46 |
| 19 | 2024.12.26 07:00 | sell | 10 | 1.20 | 1.43613 | 0.00000 | 0.00000 | ||
| 20 | 2025.01.07 23:59 | close at stop | 10 | 1.20 | 1.43683 | 0.00000 | 0.00000 | -58.46 | 12373.00 |