Strategy Tester Report
MA2CCI_v1
| 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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (21) | ||
| Total net profit | -138.54 | Gross profit | 49.70 | Gross loss | -188.24 |
| Profit factor | 0.26 | Expected payoff | -5.77 | ||
| Absolute drawdown | 138.54 | Maximal drawdown | 149.58 (1.49%) | Relative drawdown | 1.49% (149.58) |
| Total trades | 24 | Short positions (won %) | 10 (10.00%) | Long positions (won %) | 14 (21.43%) |
| Profit trades (% of total) | 4 (16.67%) | Loss trades (% of total) | 20 (83.33%) | ||
| Largest | profit trade | 20.23 | loss trade | -23.29 | |
| Average | profit trade | 12.43 | loss trade | -9.41 | |
| Maximum | consecutive wins (profit in money) | 1 (20.23) | consecutive losses (loss in money) | 8 (-60.73) | |
| Maximal | consecutive profit (count of wins) | 20.23 (1) | consecutive loss (count of losses) | -62.96 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 16:00 | buy | 1 | 0.20 | 1.35828 | 1.35670 | 0.00000 | ||
| 2 | 2024.10.04 17:13 | s/l | 1 | 0.20 | 1.35670 | 1.35670 | 0.00000 | -23.29 | 9976.71 |
| 3 | 2024.10.10 06:00 | sell | 2 | 0.20 | 1.37068 | 1.37140 | 0.00000 | ||
| 4 | 2024.10.10 09:01 | s/l | 2 | 0.20 | 1.37140 | 1.37140 | 0.00000 | -10.50 | 9966.21 |
| 5 | 2024.10.14 02:00 | buy | 3 | 0.10 | 1.37800 | 1.37688 | 0.00000 | ||
| 6 | 2024.10.14 09:00 | close | 3 | 0.10 | 1.37734 | 1.37688 | 0.00000 | -4.79 | 9961.42 |
| 7 | 2024.10.17 17:00 | sell | 4 | 0.10 | 1.37760 | 1.37896 | 0.00000 | ||
| 8 | 2024.10.17 17:57 | s/l | 4 | 0.10 | 1.37896 | 1.37896 | 0.00000 | -9.86 | 9951.56 |
| 9 | 2024.10.22 06:00 | buy | 5 | 0.10 | 1.38365 | 1.38297 | 0.00000 | ||
| 10 | 2024.10.22 06:31 | s/l | 5 | 0.10 | 1.38297 | 1.38297 | 0.00000 | -4.92 | 9946.64 |
| 11 | 2024.10.22 07:00 | sell | 6 | 0.10 | 1.38284 | 1.38355 | 0.00000 | ||
| 12 | 2024.10.22 11:35 | s/l | 6 | 0.10 | 1.38355 | 1.38355 | 0.00000 | -5.13 | 9941.51 |
| 13 | 2024.10.25 09:00 | sell | 7 | 0.10 | 1.38497 | 1.38559 | 0.00000 | ||
| 14 | 2024.10.25 09:23 | s/l | 7 | 0.10 | 1.38559 | 1.38559 | 0.00000 | -4.47 | 9937.04 |
| 15 | 2024.10.25 17:00 | buy | 8 | 0.10 | 1.38608 | 1.38481 | 0.00000 | ||
| 16 | 2024.10.28 11:00 | close | 8 | 0.10 | 1.38889 | 1.38481 | 0.00000 | 20.23 | 9957.27 |
| 17 | 2024.10.30 06:00 | buy | 9 | 0.20 | 1.39197 | 1.39127 | 0.00000 | ||
| 18 | 2024.10.30 09:46 | s/l | 9 | 0.20 | 1.39127 | 1.39127 | 0.00000 | -10.06 | 9947.21 |
| 19 | 2024.10.30 12:00 | sell | 10 | 0.20 | 1.39059 | 1.39161 | 0.00000 | ||
| 20 | 2024.10.30 12:34 | s/l | 10 | 0.20 | 1.39161 | 1.39161 | 0.00000 | -14.66 | 9932.55 |
| 21 | 2024.11.01 15:00 | sell | 11 | 0.10 | 1.39246 | 1.39333 | 0.00000 | ||
| 22 | 2024.11.01 15:12 | s/l | 11 | 0.10 | 1.39333 | 1.39333 | 0.00000 | -6.24 | 9926.31 |
| 23 | 2024.11.05 08:00 | sell | 12 | 0.10 | 1.38961 | 1.39030 | 0.00000 | ||
| 24 | 2024.11.06 03:00 | close | 12 | 0.10 | 1.38872 | 1.39030 | 0.00000 | 6.41 | 9932.72 |
| 25 | 2024.11.13 14:00 | sell | 13 | 0.20 | 1.39494 | 1.39614 | 0.00000 | ||
| 26 | 2024.11.13 15:07 | s/l | 13 | 0.20 | 1.39614 | 1.39614 | 0.00000 | -17.19 | 9915.53 |
| 27 | 2024.11.13 17:00 | buy | 14 | 0.20 | 1.39873 | 1.39643 | 0.00000 | ||
| 28 | 2024.11.14 04:00 | close | 14 | 0.20 | 1.40013 | 1.39643 | 0.00000 | 20.00 | 9935.53 |
| 29 | 2024.11.14 15:00 | buy | 15 | 0.20 | 1.40159 | 1.40032 | 0.00000 | ||
| 30 | 2024.11.14 15:17 | s/l | 15 | 0.20 | 1.40032 | 1.40032 | 0.00000 | -18.14 | 9917.39 |
| 31 | 2024.11.18 08:00 | buy | 16 | 0.20 | 1.40877 | 1.40767 | 0.00000 | ||
| 32 | 2024.11.18 16:00 | close | 16 | 0.20 | 1.40824 | 1.40767 | 0.00000 | -7.53 | 9909.86 |
| 33 | 2024.11.22 22:00 | buy | 17 | 0.10 | 1.39824 | 1.39742 | 0.00000 | ||
| 34 | 2024.11.22 23:00 | close | 17 | 0.10 | 1.39771 | 1.39742 | 0.00000 | -3.79 | 9906.07 |
| 35 | 2024.12.02 13:00 | buy | 18 | 0.10 | 1.40398 | 1.40268 | 0.00000 | ||
| 36 | 2024.12.02 13:33 | s/l | 18 | 0.10 | 1.40268 | 1.40268 | 0.00000 | -9.27 | 9896.80 |
| 37 | 2024.12.04 19:00 | buy | 19 | 0.10 | 1.40710 | 1.40537 | 0.00000 | ||
| 38 | 2024.12.04 22:00 | close | 19 | 0.10 | 1.40632 | 1.40537 | 0.00000 | -5.55 | 9891.25 |
| 39 | 2024.12.06 10:00 | sell | 20 | 0.10 | 1.40318 | 1.40393 | 0.00000 | ||
| 40 | 2024.12.06 10:47 | s/l | 20 | 0.10 | 1.40393 | 1.40393 | 0.00000 | -5.34 | 9885.91 |
| 41 | 2024.12.16 10:00 | sell | 21 | 0.10 | 1.42227 | 1.42300 | 0.00000 | ||
| 42 | 2024.12.16 10:55 | s/l | 21 | 0.10 | 1.42300 | 1.42300 | 0.00000 | -5.13 | 9880.78 |
| 43 | 2024.12.16 11:00 | buy | 22 | 0.10 | 1.42312 | 1.42227 | 0.00000 | ||
| 44 | 2024.12.16 17:50 | s/l | 22 | 0.10 | 1.42227 | 1.42227 | 0.00000 | -5.98 | 9874.80 |
| 45 | 2024.12.19 22:00 | buy | 23 | 0.10 | 1.43897 | 1.43720 | 0.00000 | ||
| 46 | 2024.12.20 09:00 | close | 23 | 0.10 | 1.43941 | 1.43720 | 0.00000 | 3.06 | 9877.86 |
| 47 | 2025.01.03 10:00 | buy | 24 | 0.20 | 1.43993 | 1.43875 | 0.00000 | ||
| 48 | 2025.01.03 10:23 | s/l | 24 | 0.20 | 1.43875 | 1.43875 | 0.00000 | -16.40 | 9861.46 |