Strategy Tester Report
macd_adx
| Symbol | NZDUSD (New Zealand Dollar 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 | DMILevels=25; ADXLevel=15; lots=0.1; StopLoss=60; Slippage=4; | ||||
| Bars in test | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -41.00 | Gross profit | 91.00 | Gross loss | -132.00 |
| Profit factor | 0.69 | Expected payoff | -1.64 | ||
| Absolute drawdown | 75.90 | Maximal drawdown | 82.10 (0.82%) | Relative drawdown | 0.82% (82.10) |
| Total trades | 25 | Short positions (won %) | 12 (16.67%) | Long positions (won %) | 13 (7.69%) |
| Profit trades (% of total) | 3 (12.00%) | Loss trades (% of total) | 22 (88.00%) | ||
| Largest | profit trade | 59.80 | loss trade | -6.00 | |
| Average | profit trade | 30.33 | loss trade | -6.00 | |
| Maximum | consecutive wins (profit in money) | 2 (31.20) | consecutive losses (loss in money) | 10 (-60.00) | |
| Maximal | consecutive profit (count of wins) | 59.80 (1) | consecutive loss (count of losses) | -60.00 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.10 06:00 | buy | 1 | 0.10 | 0.60853 | 0.60793 | 0.00000 | ||
| 2 | 2024.10.10 10:48 | s/l | 1 | 0.10 | 0.60793 | 0.60793 | 0.00000 | -6.00 | 9994.00 |
| 3 | 2024.10.11 15:00 | sell | 2 | 0.10 | 0.60889 | 0.60949 | 0.00000 | ||
| 4 | 2024.10.11 15:01 | s/l | 2 | 0.10 | 0.60949 | 0.60949 | 0.00000 | -6.00 | 9988.00 |
| 5 | 2024.10.16 13:00 | buy | 3 | 0.10 | 0.60754 | 0.60694 | 0.00000 | ||
| 6 | 2024.10.16 13:38 | s/l | 3 | 0.10 | 0.60694 | 0.60694 | 0.00000 | -6.00 | 9982.00 |
| 7 | 2024.10.21 10:00 | sell | 4 | 0.10 | 0.60551 | 0.60611 | 0.00000 | ||
| 8 | 2024.10.21 10:03 | s/l | 4 | 0.10 | 0.60611 | 0.60611 | 0.00000 | -6.00 | 9976.00 |
| 9 | 2024.10.22 08:00 | buy | 5 | 0.10 | 0.60594 | 0.60534 | 0.00000 | ||
| 10 | 2024.10.22 08:52 | s/l | 5 | 0.10 | 0.60534 | 0.60534 | 0.00000 | -6.00 | 9970.00 |
| 11 | 2024.10.31 00:00 | sell | 6 | 0.10 | 0.59723 | 0.59783 | 0.00000 | ||
| 12 | 2024.10.31 00:32 | s/l | 6 | 0.10 | 0.59783 | 0.59783 | 0.00000 | -6.00 | 9964.00 |
| 13 | 2024.10.31 23:00 | buy | 7 | 0.10 | 0.59794 | 0.59734 | 0.00000 | ||
| 14 | 2024.11.01 00:00 | s/l | 7 | 0.10 | 0.59734 | 0.59734 | 0.00000 | -6.00 | 9958.00 |
| 15 | 2024.11.04 12:00 | sell | 8 | 0.10 | 0.59884 | 0.59944 | 0.00000 | ||
| 16 | 2024.11.04 13:47 | s/l | 8 | 0.10 | 0.59944 | 0.59944 | 0.00000 | -6.00 | 9952.00 |
| 17 | 2024.11.07 06:00 | buy | 9 | 0.10 | 0.59863 | 0.59803 | 0.00000 | ||
| 18 | 2024.11.07 06:06 | s/l | 9 | 0.10 | 0.59803 | 0.59803 | 0.00000 | -6.00 | 9946.00 |
| 19 | 2024.11.08 05:00 | sell | 10 | 0.10 | 0.60069 | 0.60129 | 0.00000 | ||
| 20 | 2024.11.08 05:03 | s/l | 10 | 0.10 | 0.60129 | 0.60129 | 0.00000 | -6.00 | 9940.00 |
| 21 | 2024.11.18 18:00 | buy | 11 | 0.10 | 0.58692 | 0.58632 | 0.00000 | ||
| 22 | 2024.11.19 07:00 | close | 11 | 0.10 | 0.58862 | 0.58632 | 0.00000 | 17.00 | 9957.00 |
| 23 | 2024.11.20 10:00 | sell | 12 | 0.10 | 0.58927 | 0.58987 | 0.00000 | ||
| 24 | 2024.11.21 01:00 | close | 12 | 0.10 | 0.58785 | 0.58987 | 0.00000 | 14.20 | 9971.20 |
| 25 | 2024.11.21 04:00 | buy | 13 | 0.10 | 0.58832 | 0.58772 | 0.00000 | ||
| 26 | 2024.11.21 05:02 | s/l | 13 | 0.10 | 0.58772 | 0.58772 | 0.00000 | -6.00 | 9965.20 |
| 27 | 2024.11.25 11:00 | sell | 14 | 0.10 | 0.58402 | 0.58462 | 0.00000 | ||
| 28 | 2024.11.25 11:01 | s/l | 14 | 0.10 | 0.58462 | 0.58462 | 0.00000 | -6.00 | 9959.20 |
| 29 | 2024.11.26 13:00 | buy | 15 | 0.10 | 0.58568 | 0.58508 | 0.00000 | ||
| 30 | 2024.11.26 13:22 | s/l | 15 | 0.10 | 0.58508 | 0.58508 | 0.00000 | -6.00 | 9953.20 |
| 31 | 2024.11.28 01:00 | sell | 16 | 0.10 | 0.58910 | 0.58970 | 0.00000 | ||
| 32 | 2024.11.28 01:00 | s/l | 16 | 0.10 | 0.58970 | 0.58970 | 0.00000 | -6.00 | 9947.20 |
| 33 | 2024.12.03 11:00 | buy | 17 | 0.10 | 0.59052 | 0.58992 | 0.00000 | ||
| 34 | 2024.12.03 11:22 | s/l | 17 | 0.10 | 0.58992 | 0.58992 | 0.00000 | -6.00 | 9941.20 |
| 35 | 2024.12.06 04:00 | sell | 18 | 0.10 | 0.58635 | 0.58695 | 0.00000 | ||
| 36 | 2024.12.06 04:02 | s/l | 18 | 0.10 | 0.58695 | 0.58695 | 0.00000 | -6.00 | 9935.20 |
| 37 | 2024.12.09 12:00 | buy | 19 | 0.10 | 0.58630 | 0.58570 | 0.00000 | ||
| 38 | 2024.12.09 14:43 | s/l | 19 | 0.10 | 0.58570 | 0.58570 | 0.00000 | -6.00 | 9929.20 |
| 39 | 2024.12.10 01:00 | sell | 20 | 0.10 | 0.58639 | 0.58699 | 0.00000 | ||
| 40 | 2024.12.11 02:00 | close | 20 | 0.10 | 0.58041 | 0.58699 | 0.00000 | 59.80 | 9989.00 |
| 41 | 2024.12.12 04:00 | buy | 21 | 0.10 | 0.58091 | 0.58031 | 0.00000 | ||
| 42 | 2024.12.12 04:06 | s/l | 21 | 0.10 | 0.58031 | 0.58031 | 0.00000 | -6.00 | 9983.00 |
| 43 | 2024.12.16 14:00 | sell | 22 | 0.10 | 0.57657 | 0.57717 | 0.00000 | ||
| 44 | 2024.12.16 14:11 | s/l | 22 | 0.10 | 0.57717 | 0.57717 | 0.00000 | -6.00 | 9977.00 |
| 45 | 2024.12.19 12:00 | buy | 23 | 0.10 | 0.56610 | 0.56550 | 0.00000 | ||
| 46 | 2024.12.19 12:03 | s/l | 23 | 0.10 | 0.56550 | 0.56550 | 0.00000 | -6.00 | 9971.00 |
| 47 | 2024.12.23 10:00 | sell | 24 | 0.10 | 0.56457 | 0.56517 | 0.00000 | ||
| 48 | 2024.12.23 10:03 | s/l | 24 | 0.10 | 0.56517 | 0.56517 | 0.00000 | -6.00 | 9965.00 |
| 49 | 2024.12.24 09:00 | buy | 25 | 0.10 | 0.56519 | 0.56459 | 0.00000 | ||
| 50 | 2024.12.24 09:37 | s/l | 25 | 0.10 | 0.56459 | 0.56459 | 0.00000 | -6.00 | 9959.00 |