Strategy Tester Report
MFI_R2_EA_v2.3
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar ) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Expert_Name="---- MFI_R2_EA_v2.3 ----"; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=true; mi="--Moving Average settings--"; MaTrend_Period=200; ri="--MFI settings--"; MFI_Period=5; UseDefaultMFI_Period=true; BuyWhenMFIBelow=65; SellWhenMFIAbove=35; MFI_Overbought_Value=75; MFI_Oversold_Value=25; useMFI4BarsBack=0; BuyWhenAbove=55; SellWhenBelow=45; useNewExitStrategy=0; MFI_High_OverBought_Exit=98; MFI_Low_OverSold_Exit=2; use200SMA_Exit=1; useMFI14_Exit=1; MFI_Exit_Period=14; useCCI50_Exit=0; CCI_ExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd=" --Limit 1 trade per day --"; useDelay=1; ai="--Moving Average Angle filter settings--"; a2=" Set switch to 1 to use filter"; useMaAngleFilter=0; TrendTimeFrame=0; Threshold=20; PrevShift=3; CurShift=1; st6="--Profit Controls--"; StopLoss=0; TakeProfit=700; Slippage=3; tsp0="--Trailing Stop Types--"; tsp1=" 1 = Trail immediately"; tsp2=" 2 = Wait to trail"; tsp3=" 3 = Uses 3 levels before trail"; tsp4=" 4 = Breakeven + Lockin"; tsp5=" 5 = Step trail"; tsp6=" 6 = EMA trail"; tsp7=" 7 = pSAR trail"; tsp8=" 8 = Blutos pSar trail"; UseTrailingStop=true; TrailingStopType=8; ts2="Settings for Type 2"; TrailingStop=15; ts3="Settings for Type 3"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4="Settings for Type 4"; BreakEven=30; LockInPips=1; ts5="Settings for Type 5"; eTrailingStop=10; eTrailingStep=2; ts6="Settings for Type 6"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7="Settings for Type 7"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8="Settings for Type 8"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
| Bars in test | 2393 | Ticks modelled | 6587341 | Modelling quality | 90.00% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | Current (36) | ||
| Total net profit | 13.65 | Gross profit | 359.48 | Gross loss | -345.83 |
| Profit factor | 1.04 | Expected payoff | 0.30 | ||
| Absolute drawdown | 135.25 | Maximal drawdown | 217.33 (2.16%) | Relative drawdown | 2.16% (217.33) |
| Total trades | 45 | Short positions (won %) | 25 (32.00%) | Long positions (won %) | 20 (35.00%) |
| Profit trades (% of total) | 15 (33.33%) | Loss trades (% of total) | 30 (66.67%) | ||
| Largest | profit trade | 48.02 | loss trade | -46.63 | |
| Average | profit trade | 23.97 | loss trade | -11.53 | |
| Maximum | consecutive wins (profit in money) | 5 (97.83) | consecutive losses (loss in money) | 7 (-97.38) | |
| Maximal | consecutive profit (count of wins) | 97.83 (5) | consecutive loss (count of losses) | -97.38 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 02:00 | buy | 1 | 0.10 | 1.86864 | 0.00000 | 1.87528 | ||
| 2 | 2025.07.01 15:00 | modify | 1 | 0.10 | 1.86864 | 1.86872 | 1.87528 | ||
| 3 | 2025.07.01 16:00 | modify | 1 | 0.10 | 1.86864 | 1.86940 | 1.87528 | ||
| 4 | 2025.07.01 17:00 | modify | 1 | 0.10 | 1.86864 | 1.87000 | 1.87528 | ||
| 5 | 2025.07.01 18:00 | modify | 1 | 0.10 | 1.86864 | 1.87053 | 1.87528 | ||
| 6 | 2025.07.01 19:00 | modify | 1 | 0.10 | 1.86864 | 1.87058 | 1.87528 | ||
| 7 | 2025.07.01 20:09 | t/p | 1 | 0.10 | 1.87528 | 1.87058 | 1.87528 | 48.02 | 10048.02 |
| 8 | 2025.07.02 11:00 | buy | 2 | 0.10 | 1.87071 | 0.00000 | 1.87735 | ||
| 9 | 2025.07.02 12:00 | close | 2 | 0.10 | 1.86917 | 0.00000 | 1.87735 | -11.13 | 10036.89 |
| 10 | 2025.07.03 11:00 | sell | 3 | 0.10 | 1.85591 | 0.00000 | 1.84927 | ||
| 11 | 2025.07.04 11:00 | close | 3 | 0.10 | 1.85674 | 0.00000 | 1.84927 | -6.00 | 10030.89 |
| 12 | 2025.07.07 11:00 | sell | 4 | 0.10 | 1.85897 | 0.00000 | 1.85233 | ||
| 13 | 2025.07.07 19:00 | close | 4 | 0.10 | 1.86092 | 0.00000 | 1.85233 | -14.10 | 10016.79 |
| 14 | 2025.07.08 20:00 | sell | 5 | 0.10 | 1.85752 | 0.00000 | 1.85088 | ||
| 15 | 2025.07.08 21:00 | close | 5 | 0.10 | 1.86012 | 0.00000 | 1.85088 | -18.80 | 9997.99 |
| 16 | 2025.07.09 09:00 | sell | 6 | 0.10 | 1.85762 | 0.00000 | 1.85098 | ||
| 17 | 2025.07.11 08:00 | close | 6 | 0.10 | 1.85671 | 0.00000 | 1.85098 | 6.58 | 10004.57 |
| 18 | 2025.07.14 14:00 | sell | 7 | 0.10 | 1.84404 | 0.00000 | 1.83740 | ||
| 19 | 2025.07.14 14:00 | close | 7 | 0.10 | 1.84441 | 0.00000 | 1.83740 | -2.67 | 10001.90 |
| 20 | 2025.07.15 00:00 | sell | 8 | 0.10 | 1.83870 | 0.00000 | 1.83206 | ||
| 21 | 2025.07.15 09:00 | close | 8 | 0.10 | 1.84027 | 0.00000 | 1.83206 | -11.35 | 9990.55 |
| 22 | 2025.07.16 02:00 | sell | 9 | 0.10 | 1.83597 | 0.00000 | 1.82933 | ||
| 23 | 2025.07.16 07:00 | close | 9 | 0.10 | 1.83706 | 0.00000 | 1.82933 | -7.88 | 9982.67 |
| 24 | 2025.07.17 07:00 | sell | 10 | 0.10 | 1.83641 | 0.00000 | 1.82977 | ||
| 25 | 2025.07.17 12:00 | close | 10 | 0.10 | 1.84286 | 0.00000 | 1.82977 | -46.63 | 9936.04 |
| 26 | 2025.07.18 02:00 | sell | 11 | 0.10 | 1.84517 | 0.00000 | 1.83853 | ||
| 27 | 2025.07.18 10:00 | close | 11 | 0.10 | 1.84541 | 0.00000 | 1.83853 | -1.73 | 9934.31 |
| 28 | 2025.07.21 06:00 | sell | 12 | 0.10 | 1.84107 | 0.00000 | 1.83443 | ||
| 29 | 2025.07.21 10:00 | close | 12 | 0.10 | 1.84440 | 0.00000 | 1.83443 | -24.08 | 9910.23 |
| 30 | 2025.07.23 00:00 | sell | 13 | 0.10 | 1.84008 | 0.00000 | 1.83344 | ||
| 31 | 2025.07.23 09:00 | close | 13 | 0.10 | 1.84050 | 0.00000 | 1.83344 | -3.04 | 9907.19 |
| 32 | 2025.07.24 00:00 | buy | 14 | 0.10 | 1.84526 | 0.00000 | 1.85190 | ||
| 33 | 2025.07.24 01:00 | close | 14 | 0.10 | 1.84691 | 0.00000 | 1.85190 | 11.94 | 9919.13 |
| 34 | 2025.07.25 04:00 | buy | 15 | 0.10 | 1.84273 | 0.00000 | 1.84937 | ||
| 35 | 2025.07.28 18:00 | close | 15 | 0.10 | 1.83960 | 0.00000 | 1.84937 | -22.63 | 9896.50 |
| 36 | 2025.07.29 13:00 | sell | 16 | 0.10 | 1.83596 | 0.00000 | 1.82932 | ||
| 37 | 2025.07.29 19:00 | close | 16 | 0.10 | 1.83798 | 0.00000 | 1.82932 | -14.61 | 9881.89 |
| 38 | 2025.07.31 05:00 | sell | 17 | 0.10 | 1.83279 | 0.00000 | 1.82615 | ||
| 39 | 2025.07.31 16:37 | t/p | 17 | 0.10 | 1.82615 | 0.00000 | 1.82615 | 48.01 | 9929.90 |
| 40 | 2025.08.01 11:00 | sell | 18 | 0.10 | 1.82999 | 0.00000 | 1.82335 | ||
| 41 | 2025.08.01 11:00 | close | 18 | 0.10 | 1.83034 | 0.00000 | 1.82335 | -2.53 | 9927.37 |
| 42 | 2025.08.04 01:00 | sell | 19 | 0.10 | 1.82963 | 0.00000 | 1.82299 | ||
| 43 | 2025.08.04 10:00 | close | 19 | 0.10 | 1.82956 | 0.00000 | 1.82299 | 0.51 | 9927.88 |
| 44 | 2025.08.05 02:00 | sell | 20 | 0.10 | 1.83043 | 0.00000 | 1.82379 | ||
| 45 | 2025.08.05 07:00 | close | 20 | 0.10 | 1.83101 | 0.00000 | 1.82379 | -4.19 | 9923.69 |
| 46 | 2025.08.06 06:00 | sell | 21 | 0.10 | 1.83163 | 0.00000 | 1.82499 | ||
| 47 | 2025.08.06 06:00 | close | 21 | 0.10 | 1.83200 | 0.00000 | 1.82499 | -2.67 | 9921.02 |
| 48 | 2025.08.08 00:00 | buy | 22 | 0.10 | 1.84686 | 0.00000 | 1.85350 | ||
| 49 | 2025.08.08 09:00 | close | 22 | 0.10 | 1.84560 | 0.00000 | 1.85350 | -9.11 | 9911.91 |
| 50 | 2025.08.11 15:00 | buy | 23 | 0.10 | 1.85080 | 0.00000 | 1.85744 | ||
| 51 | 2025.08.11 17:00 | close | 23 | 0.10 | 1.84916 | 0.00000 | 1.85744 | -11.86 | 9900.05 |
| 52 | 2025.08.12 03:00 | buy | 24 | 0.10 | 1.85053 | 0.00000 | 1.85717 | ||
| 53 | 2025.08.12 11:39 | t/p | 24 | 0.10 | 1.85717 | 0.00000 | 1.85717 | 48.02 | 9948.07 |
| 54 | 2025.08.13 02:00 | buy | 25 | 0.10 | 1.85868 | 0.00000 | 1.86532 | ||
| 55 | 2025.08.13 11:29 | t/p | 25 | 0.10 | 1.86532 | 0.00000 | 1.86532 | 48.02 | 9996.09 |
| 56 | 2025.08.14 06:00 | buy | 26 | 0.10 | 1.86799 | 0.00000 | 1.87463 | ||
| 57 | 2025.08.14 06:00 | close | 26 | 0.10 | 1.86762 | 0.00000 | 1.87463 | -2.67 | 9993.42 |
| 58 | 2025.08.15 12:00 | buy | 27 | 0.10 | 1.86914 | 0.00000 | 1.87578 | ||
| 59 | 2025.08.15 12:00 | close | 27 | 0.10 | 1.86877 | 0.00000 | 1.87578 | -2.68 | 9990.74 |
| 60 | 2025.08.18 00:00 | buy | 28 | 0.10 | 1.87171 | 0.00000 | 1.87835 | ||
| 61 | 2025.08.18 06:00 | close | 28 | 0.10 | 1.87083 | 0.00000 | 1.87835 | -6.37 | 9984.37 |
| 62 | 2025.08.19 21:00 | buy | 29 | 0.10 | 1.86939 | 0.00000 | 1.87603 | ||
| 63 | 2025.08.20 01:00 | close | 29 | 0.10 | 1.86932 | 0.00000 | 1.87603 | -0.51 | 9983.86 |
| 64 | 2025.08.21 02:00 | buy | 30 | 0.10 | 1.86632 | 0.00000 | 1.87296 | ||
| 65 | 2025.08.21 10:00 | close | 30 | 0.10 | 1.86562 | 0.00000 | 1.87296 | -5.06 | 9978.80 |
| 66 | 2025.08.22 13:00 | sell | 31 | 0.10 | 1.86569 | 0.00000 | 1.85905 | ||
| 67 | 2025.08.25 05:00 | close | 31 | 0.10 | 1.86800 | 0.00000 | 1.85905 | -16.70 | 9962.10 |
| 68 | 2025.08.26 13:00 | sell | 32 | 0.10 | 1.86646 | 0.00000 | 1.85982 | ||
| 69 | 2025.08.26 21:00 | close | 32 | 0.10 | 1.86458 | 0.00000 | 1.85982 | 13.59 | 9975.69 |
| 70 | 2025.08.27 00:00 | sell | 33 | 0.10 | 1.86459 | 0.00000 | 1.85795 | ||
| 71 | 2025.08.28 14:00 | close | 33 | 0.10 | 1.86066 | 0.00000 | 1.85795 | 28.41 | 10004.10 |
| 72 | 2025.08.29 10:00 | sell | 34 | 0.10 | 1.85541 | 0.00000 | 1.84877 | ||
| 73 | 2025.08.29 19:00 | close | 34 | 0.10 | 1.85457 | 0.00000 | 1.84877 | 6.08 | 10010.18 |
| 74 | 2025.09.01 06:00 | sell | 35 | 0.10 | 1.85753 | 0.00000 | 1.85089 | ||
| 75 | 2025.09.02 10:36 | t/p | 35 | 0.10 | 1.85089 | 0.00000 | 1.85089 | 48.01 | 10058.19 |
| 76 | 2025.09.03 02:00 | sell | 36 | 0.10 | 1.84496 | 0.00000 | 1.83832 | ||
| 77 | 2025.09.03 03:00 | close | 36 | 0.10 | 1.84472 | 0.00000 | 1.83832 | 1.74 | 10059.93 |
| 78 | 2025.09.04 13:00 | sell | 37 | 0.10 | 1.85699 | 0.00000 | 1.85035 | ||
| 79 | 2025.09.04 18:00 | close | 37 | 0.10 | 1.85845 | 0.00000 | 1.85035 | -10.56 | 10049.37 |
| 80 | 2025.09.05 02:00 | sell | 38 | 0.10 | 1.85610 | 0.00000 | 1.84946 | ||
| 81 | 2025.09.05 05:00 | close | 38 | 0.10 | 1.85747 | 0.00000 | 1.84946 | -9.90 | 10039.47 |
| 82 | 2025.09.08 00:02 | buy | 39 | 0.10 | 1.86666 | 0.00000 | 1.87330 | ||
| 83 | 2025.09.08 08:00 | close | 39 | 0.10 | 1.86675 | 0.00000 | 1.87330 | 0.65 | 10040.12 |
| 84 | 2025.09.09 01:00 | buy | 40 | 0.10 | 1.86859 | 0.00000 | 1.87523 | ||
| 85 | 2025.09.09 09:00 | modify | 40 | 0.10 | 1.86859 | 1.86861 | 1.87523 | ||
| 86 | 2025.09.09 10:00 | modify | 40 | 0.10 | 1.86859 | 1.86893 | 1.87523 | ||
| 87 | 2025.09.09 11:00 | modify | 40 | 0.10 | 1.86859 | 1.86923 | 1.87523 | ||
| 88 | 2025.09.09 12:00 | modify | 40 | 0.10 | 1.86859 | 1.86951 | 1.87523 | ||
| 89 | 2025.09.09 12:38 | t/p | 40 | 0.10 | 1.87523 | 1.86951 | 1.87523 | 48.02 | 10088.14 |
| 90 | 2025.09.10 17:00 | buy | 41 | 0.10 | 1.87591 | 0.00000 | 1.88255 | ||
| 91 | 2025.09.11 01:00 | close | 41 | 0.10 | 1.87476 | 0.00000 | 1.88255 | -8.32 | 10079.82 |
| 92 | 2025.09.12 08:00 | buy | 42 | 0.10 | 1.87662 | 0.00000 | 1.88326 | ||
| 93 | 2025.09.12 10:00 | close | 42 | 0.10 | 1.87553 | 0.00000 | 1.88326 | -7.88 | 10071.94 |
| 94 | 2025.09.15 01:00 | buy | 43 | 0.10 | 1.87609 | 0.00000 | 1.88273 | ||
| 95 | 2025.09.15 10:00 | close | 43 | 0.10 | 1.87635 | 0.00000 | 1.88273 | 1.88 | 10073.82 |
| 96 | 2025.09.16 22:00 | buy | 44 | 0.10 | 1.87815 | 0.00000 | 1.88479 | ||
| 97 | 2025.09.17 07:00 | close | 44 | 0.10 | 1.87621 | 0.00000 | 1.88479 | -14.03 | 10059.79 |
| 98 | 2025.09.18 00:00 | buy | 45 | 0.10 | 1.87587 | 0.00000 | 1.88251 | ||
| 99 | 2025.09.18 23:59 | close at stop | 45 | 0.10 | 1.86949 | 0.00000 | 1.88251 | -46.14 | 10013.65 |