Strategy Tester Report
MFI_R2_EA_v2.3
| Symbol | USDCAD (US Dollar 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 | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -309.18 | Gross profit | 72.19 | Gross loss | -381.37 |
| Profit factor | 0.19 | Expected payoff | -7.54 | ||
| Absolute drawdown | 318.80 | Maximal drawdown | 327.55 (3.27%) | Relative drawdown | 3.27% (327.55) |
| Total trades | 41 | Short positions (won %) | 18 (16.67%) | Long positions (won %) | 23 (34.78%) |
| Profit trades (% of total) | 11 (26.83%) | Loss trades (% of total) | 30 (73.17%) | ||
| Largest | profit trade | 19.57 | loss trade | -89.38 | |
| Average | profit trade | 6.56 | loss trade | -12.71 | |
| Maximum | consecutive wins (profit in money) | 1 (19.57) | consecutive losses (loss in money) | 6 (-73.17) | |
| Maximal | consecutive profit (count of wins) | 19.57 (1) | consecutive loss (count of losses) | -110.99 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 10:00 | sell | 1 | 0.10 | 1.36042 | 0.00000 | 1.35362 | ||
| 2 | 2025.07.01 17:00 | close | 1 | 0.10 | 1.36354 | 0.00000 | 1.35362 | -22.88 | 9977.12 |
| 3 | 2025.07.02 13:00 | sell | 2 | 0.10 | 1.36503 | 0.00000 | 1.35823 | ||
| 4 | 2025.07.02 13:00 | close | 2 | 0.10 | 1.36524 | 0.00000 | 1.35823 | -1.54 | 9975.58 |
| 5 | 2025.07.03 07:00 | sell | 3 | 0.10 | 1.35939 | 0.00000 | 1.35259 | ||
| 6 | 2025.07.04 12:00 | close | 3 | 0.10 | 1.35926 | 0.00000 | 1.35259 | 0.96 | 9976.54 |
| 7 | 2025.07.07 06:00 | sell | 4 | 0.10 | 1.36209 | 0.00000 | 1.35529 | ||
| 8 | 2025.07.08 17:00 | close | 4 | 0.10 | 1.36741 | 0.00000 | 1.35529 | -38.91 | 9937.63 |
| 9 | 2025.07.10 00:00 | buy | 5 | 0.10 | 1.36859 | 0.00000 | 1.37539 | ||
| 10 | 2025.07.10 20:00 | close | 5 | 0.10 | 1.36825 | 0.00000 | 1.37539 | -2.48 | 9935.15 |
| 11 | 2025.07.11 15:00 | buy | 6 | 0.10 | 1.36974 | 0.00000 | 1.37654 | ||
| 12 | 2025.07.11 20:00 | close | 6 | 0.10 | 1.36799 | 0.00000 | 1.37654 | -12.79 | 9922.36 |
| 13 | 2025.07.14 12:00 | buy | 7 | 0.10 | 1.36842 | 0.00000 | 1.37522 | ||
| 14 | 2025.07.14 14:00 | close | 7 | 0.10 | 1.36723 | 0.00000 | 1.37522 | -8.70 | 9913.66 |
| 15 | 2025.07.15 02:00 | buy | 8 | 0.10 | 1.37050 | 0.00000 | 1.37730 | ||
| 16 | 2025.07.15 07:00 | close | 8 | 0.10 | 1.36970 | 0.00000 | 1.37730 | -5.84 | 9907.82 |
| 17 | 2025.07.16 01:00 | buy | 9 | 0.10 | 1.37164 | 0.00000 | 1.37844 | ||
| 18 | 2025.07.16 09:00 | close | 9 | 0.10 | 1.37103 | 0.00000 | 1.37844 | -4.45 | 9903.37 |
| 19 | 2025.07.17 19:00 | buy | 10 | 0.10 | 1.37515 | 0.00000 | 1.38195 | ||
| 20 | 2025.07.17 21:00 | close | 10 | 0.10 | 1.37529 | 0.00000 | 1.38195 | 1.02 | 9904.39 |
| 21 | 2025.07.18 13:00 | buy | 11 | 0.10 | 1.37277 | 0.00000 | 1.37957 | ||
| 22 | 2025.07.21 15:00 | close | 11 | 0.10 | 1.37051 | 0.00000 | 1.37957 | -16.49 | 9887.90 |
| 23 | 2025.07.22 08:00 | sell | 12 | 0.10 | 1.36877 | 0.00000 | 1.36197 | ||
| 24 | 2025.07.22 09:00 | close | 12 | 0.10 | 1.36926 | 0.00000 | 1.36197 | -3.58 | 9884.32 |
| 25 | 2025.07.23 18:00 | sell | 13 | 0.10 | 1.36148 | 0.00000 | 1.35468 | ||
| 26 | 2025.07.23 18:00 | close | 13 | 0.10 | 1.36169 | 0.00000 | 1.35468 | -1.54 | 9882.78 |
| 27 | 2025.07.24 14:00 | sell | 14 | 0.10 | 1.36165 | 0.00000 | 1.35485 | ||
| 28 | 2025.07.28 11:00 | close | 14 | 0.10 | 1.37393 | 0.00000 | 1.35485 | -89.38 | 9793.40 |
| 29 | 2025.07.29 06:00 | buy | 15 | 0.10 | 1.37326 | 0.00000 | 1.38006 | ||
| 30 | 2025.07.29 12:00 | close | 15 | 0.10 | 1.37432 | 0.00000 | 1.38006 | 7.71 | 9801.11 |
| 31 | 2025.07.30 00:00 | buy | 16 | 0.10 | 1.37710 | 0.00000 | 1.38390 | ||
| 32 | 2025.07.30 06:00 | close | 16 | 0.10 | 1.37640 | 0.00000 | 1.38390 | -5.09 | 9796.02 |
| 33 | 2025.07.31 09:00 | buy | 17 | 0.10 | 1.38195 | 0.00000 | 1.38875 | ||
| 34 | 2025.07.31 17:00 | modify | 17 | 0.10 | 1.38195 | 1.38210 | 1.38875 | ||
| 35 | 2025.07.31 18:00 | modify | 17 | 0.10 | 1.38195 | 1.38229 | 1.38875 | ||
| 36 | 2025.07.31 19:00 | modify | 17 | 0.10 | 1.38195 | 1.38235 | 1.38875 | ||
| 37 | 2025.07.31 22:00 | modify | 17 | 0.10 | 1.38195 | 1.38259 | 1.38875 | ||
| 38 | 2025.07.31 23:00 | modify | 17 | 0.10 | 1.38195 | 1.38289 | 1.38875 | ||
| 39 | 2025.08.01 00:00 | modify | 17 | 0.10 | 1.38195 | 1.38316 | 1.38875 | ||
| 40 | 2025.08.01 01:00 | modify | 17 | 0.10 | 1.38195 | 1.38347 | 1.38875 | ||
| 41 | 2025.08.01 02:00 | modify | 17 | 0.10 | 1.38195 | 1.38374 | 1.38875 | ||
| 42 | 2025.08.01 03:00 | modify | 17 | 0.10 | 1.38195 | 1.38388 | 1.38875 | ||
| 43 | 2025.08.01 04:00 | close | 17 | 0.10 | 1.38466 | 1.38388 | 1.38875 | 19.57 | 9815.59 |
| 44 | 2025.08.04 03:00 | buy | 18 | 0.10 | 1.37793 | 0.00000 | 1.38473 | ||
| 45 | 2025.08.04 03:00 | close | 18 | 0.10 | 1.37772 | 0.00000 | 1.38473 | -1.52 | 9814.07 |
| 46 | 2025.08.05 04:00 | buy | 19 | 0.10 | 1.37694 | 0.00000 | 1.38374 | ||
| 47 | 2025.08.05 10:00 | close | 19 | 0.10 | 1.37829 | 0.00000 | 1.38374 | 9.79 | 9823.86 |
| 48 | 2025.08.06 04:00 | buy | 20 | 0.10 | 1.37759 | 0.00000 | 1.38439 | ||
| 49 | 2025.08.08 07:00 | close | 20 | 0.10 | 1.37387 | 0.00000 | 1.38439 | -27.08 | 9796.78 |
| 50 | 2025.08.11 02:00 | sell | 21 | 0.10 | 1.37522 | 0.00000 | 1.36842 | ||
| 51 | 2025.08.12 10:00 | close | 21 | 0.10 | 1.37853 | 0.00000 | 1.36842 | -24.01 | 9772.77 |
| 52 | 2025.08.13 01:00 | sell | 22 | 0.10 | 1.37708 | 0.00000 | 1.37028 | ||
| 53 | 2025.08.13 06:00 | close | 22 | 0.10 | 1.37775 | 0.00000 | 1.37028 | -4.86 | 9767.91 |
| 54 | 2025.08.15 06:00 | buy | 23 | 0.10 | 1.38088 | 0.00000 | 1.38768 | ||
| 55 | 2025.08.15 09:00 | close | 23 | 0.10 | 1.38001 | 0.00000 | 1.38768 | -6.30 | 9761.61 |
| 56 | 2025.08.18 08:00 | buy | 24 | 0.10 | 1.38025 | 0.00000 | 1.38705 | ||
| 57 | 2025.08.18 12:00 | close | 24 | 0.10 | 1.37931 | 0.00000 | 1.38705 | -6.82 | 9754.79 |
| 58 | 2025.08.19 00:00 | buy | 25 | 0.10 | 1.38037 | 0.00000 | 1.38717 | ||
| 59 | 2025.08.19 07:00 | close | 25 | 0.10 | 1.38108 | 0.00000 | 1.38717 | 5.14 | 9759.93 |
| 60 | 2025.08.20 14:00 | buy | 26 | 0.10 | 1.38771 | 0.00000 | 1.39451 | ||
| 61 | 2025.08.20 16:00 | close | 26 | 0.10 | 1.38573 | 0.00000 | 1.39451 | -14.29 | 9745.64 |
| 62 | 2025.08.22 20:00 | buy | 27 | 0.10 | 1.38332 | 0.00000 | 1.39012 | ||
| 63 | 2025.08.26 07:00 | modify | 27 | 0.10 | 1.38332 | 1.38344 | 1.39012 | ||
| 64 | 2025.08.26 08:00 | modify | 27 | 0.10 | 1.38332 | 1.38362 | 1.39012 | ||
| 65 | 2025.08.26 09:00 | modify | 27 | 0.10 | 1.38332 | 1.38378 | 1.39012 | ||
| 66 | 2025.08.26 10:00 | modify | 27 | 0.10 | 1.38332 | 1.38393 | 1.39012 | ||
| 67 | 2025.08.26 11:00 | modify | 27 | 0.10 | 1.38332 | 1.38414 | 1.39012 | ||
| 68 | 2025.08.26 12:00 | modify | 27 | 0.10 | 1.38332 | 1.38440 | 1.39012 | ||
| 69 | 2025.08.26 13:00 | modify | 27 | 0.10 | 1.38332 | 1.38463 | 1.39012 | ||
| 70 | 2025.08.26 13:03 | s/l | 27 | 0.10 | 1.38463 | 1.38463 | 1.39012 | 9.46 | 9755.10 |
| 71 | 2025.08.27 00:00 | sell | 28 | 0.10 | 1.38374 | 0.00000 | 1.37694 | ||
| 72 | 2025.08.27 13:00 | close | 28 | 0.10 | 1.38553 | 0.00000 | 1.37694 | -12.92 | 9742.18 |
| 73 | 2025.08.29 07:00 | sell | 29 | 0.10 | 1.37535 | 0.00000 | 1.36855 | ||
| 74 | 2025.08.29 10:00 | close | 29 | 0.10 | 1.37564 | 0.00000 | 1.36855 | -2.11 | 9740.07 |
| 75 | 2025.09.01 11:00 | sell | 30 | 0.10 | 1.37470 | 0.00000 | 1.36790 | ||
| 76 | 2025.09.01 16:00 | close | 30 | 0.10 | 1.37535 | 0.00000 | 1.36790 | -4.73 | 9735.34 |
| 77 | 2025.09.02 07:00 | sell | 31 | 0.10 | 1.37536 | 0.00000 | 1.36856 | ||
| 78 | 2025.09.02 07:00 | close | 31 | 0.10 | 1.37555 | 0.00000 | 1.36856 | -1.38 | 9733.96 |
| 79 | 2025.09.03 07:00 | sell | 32 | 0.10 | 1.37951 | 0.00000 | 1.37271 | ||
| 80 | 2025.09.03 08:00 | close | 32 | 0.10 | 1.37934 | 0.00000 | 1.37271 | 1.23 | 9735.19 |
| 81 | 2025.09.04 01:00 | sell | 33 | 0.10 | 1.37911 | 0.00000 | 1.37231 | ||
| 82 | 2025.09.04 05:00 | close | 33 | 0.10 | 1.38014 | 0.00000 | 1.37231 | -7.46 | 9727.73 |
| 83 | 2025.09.05 00:00 | buy | 34 | 0.10 | 1.38195 | 0.00000 | 1.38875 | ||
| 84 | 2025.09.08 04:00 | modify | 34 | 0.10 | 1.38195 | 1.38218 | 1.38875 | ||
| 85 | 2025.09.08 05:00 | modify | 34 | 0.10 | 1.38195 | 1.38262 | 1.38875 | ||
| 86 | 2025.09.08 06:00 | modify | 34 | 0.10 | 1.38195 | 1.38301 | 1.38875 | ||
| 87 | 2025.09.08 06:01 | s/l | 34 | 0.10 | 1.38301 | 1.38301 | 1.38875 | 7.66 | 9735.39 |
| 88 | 2025.09.09 01:00 | buy | 35 | 0.10 | 1.38020 | 0.00000 | 1.38700 | ||
| 89 | 2025.09.09 09:00 | close | 35 | 0.10 | 1.37954 | 0.00000 | 1.38700 | -4.78 | 9730.61 |
| 90 | 2025.09.10 09:00 | buy | 36 | 0.10 | 1.38439 | 0.00000 | 1.39119 | ||
| 91 | 2025.09.10 13:00 | close | 36 | 0.10 | 1.38476 | 0.00000 | 1.39119 | 2.67 | 9733.28 |
| 92 | 2025.09.11 17:00 | buy | 37 | 0.10 | 1.38505 | 0.00000 | 1.39185 | ||
| 93 | 2025.09.11 17:00 | close | 37 | 0.10 | 1.38486 | 0.00000 | 1.39185 | -1.37 | 9731.91 |
| 94 | 2025.09.12 10:00 | buy | 38 | 0.10 | 1.38378 | 0.00000 | 1.39058 | ||
| 95 | 2025.09.15 14:00 | close | 38 | 0.10 | 1.38239 | 0.00000 | 1.39058 | -10.06 | 9721.85 |
| 96 | 2025.09.16 16:00 | sell | 39 | 0.10 | 1.37570 | 0.00000 | 1.36890 | ||
| 97 | 2025.09.16 19:00 | close | 39 | 0.10 | 1.37474 | 0.00000 | 1.36890 | 6.98 | 9728.83 |
| 98 | 2025.09.17 05:00 | sell | 40 | 0.10 | 1.37467 | 0.00000 | 1.36787 | ||
| 99 | 2025.09.17 23:00 | close | 40 | 0.10 | 1.37736 | 0.00000 | 1.36787 | -19.53 | 9709.30 |
| 100 | 2025.09.18 01:00 | sell | 41 | 0.10 | 1.37725 | 0.00000 | 1.37045 | ||
| 101 | 2025.09.18 23:54 | close at stop | 41 | 0.10 | 1.37980 | 0.00000 | 1.37045 | -18.48 | 9690.82 |