Strategy Tester Report
NatusekoProtrader4HStrategy
SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersx="Íàñòðîéêè öåíîâûõ EMA:"; perema1=13; perema2=21; persma3=55; x1="Íàñòðîéêè MACD:"; lowema4=5; fastema4=200; x2="Íàñòðîéêè MACD Bolinger:"; bbper=20; bbotcl=1; x3="Íàñòðîéêè MACD SMA:"; smaper=3; x4="Íàñòðîéêè RSI:"; rsiper=21; rsiur=50; x5="Íàñòðîéêè ñèëû äâèæåíèÿ:"; sila=100; x6="Íàñòðîéêè ParabolicSar:"; step=0.02; maximum=0.2; x7="Íàñòðîéêè âûáîðà StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Íàñòðîéêè âûáîðà TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35;
Bars in test1692Ticks modelled8301104Modelling quality48.56%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (129)
Total net profit-1286.70Gross profit196.45Gross loss-1483.15
Profit factor0.13Expected payoff-12.14
Absolute drawdown1287.70Maximal drawdown1330.90 (13.25%)Relative drawdown13.25% (1330.90)
Total trades106Short positions (won %)90 (6.67%)Long positions (won %)16 (43.75%)
Profit trades (% of total)13 (12.26%)Loss trades (% of total)93 (87.74%)
Largestprofit trade96.30loss trade-50.00
Averageprofit trade15.11loss trade-15.95
Maximumconsecutive wins (profit in money)2 (104.05)consecutive losses (loss in money)56 (-723.30)
Maximalconsecutive profit (count of wins)104.05 (2)consecutive loss (count of losses)-723.30 (56)
Averageconsecutive wins2consecutive losses13
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.04 21:00sell10.101.312081.317100.00000
22024.10.07 13:00close10.051.308381.317100.0000018.5010018.50
32024.10.07 13:00sell20.051.312081.317100.00000
42024.10.08 11:03close20.051.311071.317100.000005.0510023.55
52024.10.14 17:02sell30.101.304911.306200.00000
62024.10.14 17:02s/l30.101.306201.306200.00000-12.9010010.65
72024.10.14 17:02sell40.101.304911.306200.00000
82024.10.14 17:02s/l40.101.306201.306200.00000-12.909997.75
92024.10.14 17:02sell50.101.304911.306200.00000
102024.10.14 17:23s/l50.101.306201.306200.00000-12.909984.85
112024.10.14 17:23sell60.101.304911.306200.00000
122024.10.14 17:23s/l60.101.306201.306200.00000-12.909971.95
132024.10.14 17:23sell70.101.304911.306200.00000
142024.10.14 17:23s/l70.101.306201.306200.00000-12.909959.05
152024.10.14 17:23sell80.101.304911.306200.00000
162024.10.14 17:23s/l80.101.306201.306200.00000-12.909946.15
172024.10.14 17:24sell90.101.304911.306200.00000
182024.10.14 17:24s/l90.101.306201.306200.00000-12.909933.25
192024.10.14 17:24sell100.101.304901.306200.00000
202024.10.14 17:24s/l100.101.306201.306200.00000-13.009920.25
212024.10.14 17:24sell110.101.304911.306200.00000
222024.10.14 17:24s/l110.101.306201.306200.00000-12.909907.35
232024.10.14 17:24sell120.101.304911.306200.00000
242024.10.14 17:25s/l120.101.306201.306200.00000-12.909894.45
252024.10.14 17:25sell130.101.304911.306200.00000
262024.10.14 17:25s/l130.101.306201.306200.00000-12.909881.55
272024.10.14 17:28sell140.101.304911.306200.00000
282024.10.14 17:28s/l140.101.306201.306200.00000-12.909868.65
292024.10.14 17:28sell150.101.304911.306200.00000
302024.10.14 17:28s/l150.101.306201.306200.00000-12.909855.75
312024.10.14 17:28sell160.101.304911.306200.00000
322024.10.14 17:28s/l160.101.306201.306200.00000-12.909842.85
332024.10.14 17:28sell170.101.304911.306200.00000
342024.10.14 17:28s/l170.101.306201.306200.00000-12.909829.95
352024.10.14 17:28sell180.101.304911.306200.00000
362024.10.14 17:28s/l180.101.306201.306200.00000-12.909817.05
372024.10.14 17:28sell190.101.304911.306200.00000
382024.10.14 17:28s/l190.101.306201.306200.00000-12.909804.15
392024.10.14 17:28sell200.101.304911.306200.00000
402024.10.14 17:28s/l200.101.306201.306200.00000-12.909791.25
412024.10.14 17:28sell210.101.304911.306200.00000
422024.10.14 17:29s/l210.101.306201.306200.00000-12.909778.35
432024.10.14 17:29sell220.101.304911.306200.00000
442024.10.14 17:29s/l220.101.306201.306200.00000-12.909765.45
452024.10.14 17:29sell230.101.304911.306200.00000
462024.10.14 17:29s/l230.101.306201.306200.00000-12.909752.55
472024.10.14 17:30sell240.101.304841.306200.00000
482024.10.14 17:30s/l240.101.306201.306200.00000-13.609738.95
492024.10.14 17:30sell250.101.304911.306200.00000
502024.10.14 17:30s/l250.101.306201.306200.00000-12.909726.05
512024.10.14 17:30sell260.101.304911.306200.00000
522024.10.14 17:30s/l260.101.306201.306200.00000-12.909713.15
532024.10.14 17:30sell270.101.304911.306200.00000
542024.10.14 17:30s/l270.101.306201.306200.00000-12.909700.25
552024.10.14 17:30sell280.101.304911.306200.00000
562024.10.14 17:30s/l280.101.306201.306200.00000-12.909687.35
572024.10.14 17:31sell290.101.304911.306200.00000
582024.10.14 17:31s/l290.101.306201.306200.00000-12.909674.45
592024.10.14 17:31sell300.101.304911.306200.00000
602024.10.14 17:31s/l300.101.306201.306200.00000-12.909661.55
612024.10.14 17:31sell310.101.304911.306200.00000
622024.10.14 17:31s/l310.101.306201.306200.00000-12.909648.65
632024.10.14 17:31sell320.101.304911.306200.00000
642024.10.14 17:31s/l320.101.306201.306200.00000-12.909635.75
652024.10.14 17:31sell330.101.304911.306200.00000
662024.10.14 17:43s/l330.101.306201.306200.00000-12.909622.85
672024.10.14 17:43sell340.101.304911.306200.00000
682024.10.14 17:43s/l340.101.306201.306200.00000-12.909609.95
692024.10.14 17:43sell350.101.304911.306200.00000
702024.10.14 17:43s/l350.101.306201.306200.00000-12.909597.05
712024.10.14 17:43sell360.101.304911.306200.00000
722024.10.14 17:43s/l360.101.306201.306200.00000-12.909584.15
732024.10.14 17:43sell370.101.304911.306200.00000
742024.10.14 17:43s/l370.101.306201.306200.00000-12.909571.25
752024.10.14 17:43sell380.101.304911.306200.00000
762024.10.14 17:43s/l380.101.306201.306200.00000-12.909558.35
772024.10.14 17:43sell390.101.304911.306200.00000
782024.10.14 17:43s/l390.101.306201.306200.00000-12.909545.45
792024.10.14 17:43sell400.101.304911.306200.00000
802024.10.14 17:45s/l400.101.306201.306200.00000-12.909532.55
812024.10.14 17:45sell410.101.304911.306200.00000
822024.10.14 17:45s/l410.101.306201.306200.00000-12.909519.65
832024.10.14 17:45sell420.101.304911.306200.00000
842024.10.14 17:45s/l420.101.306201.306200.00000-12.909506.75
852024.10.14 17:45sell430.101.304911.306200.00000
862024.10.14 17:45s/l430.101.306201.306200.00000-12.909493.85
872024.10.14 17:45sell440.101.304911.306200.00000
882024.10.14 17:45s/l440.101.306201.306200.00000-12.909480.95
892024.10.14 17:45sell450.101.304911.306200.00000
902024.10.14 17:45s/l450.101.306201.306200.00000-12.909468.05
912024.10.14 17:45sell460.101.304911.306200.00000
922024.10.14 17:45s/l460.101.306201.306200.00000-12.909455.15
932024.10.14 17:45sell470.101.304911.306200.00000
942024.10.14 17:45s/l470.101.306201.306200.00000-12.909442.25
952024.10.14 17:45sell480.101.304911.306200.00000
962024.10.14 17:45s/l480.101.306201.306200.00000-12.909429.35
972024.10.14 17:45sell490.101.304911.306200.00000
982024.10.14 17:46s/l490.101.306201.306200.00000-12.909416.45
992024.10.14 17:46sell500.101.304911.306200.00000
1002024.10.14 17:46s/l500.101.306201.306200.00000-12.909403.55
1012024.10.14 17:46sell510.101.304911.306200.00000
1022024.10.14 17:46s/l510.101.306201.306200.00000-12.909390.65
1032024.10.14 17:50sell520.101.304911.306200.00000
1042024.10.14 17:50s/l520.101.306201.306200.00000-12.909377.75
1052024.10.14 17:50sell530.101.304911.306200.00000
1062024.10.14 17:50s/l530.101.306201.306200.00000-12.909364.85
1072024.10.14 17:50sell540.101.304901.306200.00000
1082024.10.14 17:50s/l540.101.306201.306200.00000-13.009351.85
1092024.10.14 17:50sell550.101.304911.306200.00000
1102024.10.14 17:50s/l550.101.306201.306200.00000-12.909338.95
1112024.10.14 17:50sell560.101.304911.306200.00000
1122024.10.14 17:51s/l560.101.306201.306200.00000-12.909326.05
1132024.10.14 17:51sell570.101.304911.306200.00000
1142024.10.14 17:51s/l570.101.306201.306200.00000-12.909313.15
1152024.10.14 17:51sell580.101.304911.306200.00000
1162024.10.14 17:51s/l580.101.306201.306200.00000-12.909300.25
1172024.10.16 16:00sell590.101.301441.305400.00000
1182024.10.16 23:00close590.051.299451.305400.000009.959310.20
1192024.10.16 23:00sell600.051.301441.305400.00000
1202024.10.17 15:37close600.051.300431.305400.000005.059315.25
1212024.10.22 05:00sell610.101.298931.301400.00000
1222024.10.22 08:03s/l610.101.301401.301400.00000-24.709290.55
1232024.10.30 12:00buy620.101.302981.298900.00000
1242024.10.30 13:25s/l620.101.298901.298900.00000-40.809249.75
1252024.11.01 07:00sell630.101.289761.294100.00000
1262024.11.01 15:31s/l630.101.294101.294100.00000-43.409206.35
1272024.11.04 10:00buy640.101.298231.294700.00000
1282024.11.04 11:23s/l640.101.294701.294700.00000-35.309171.05
1292024.11.07 12:00sell650.101.290701.292300.00000
1302024.11.07 12:11s/l650.101.292301.292300.00000-16.009155.05
1312024.11.07 22:00buy660.101.297731.293600.00000
1322024.11.08 10:10s/l660.101.293601.293600.00000-41.309113.75
1332024.11.11 10:00sell670.101.289461.293200.00000
1342024.11.11 16:00close670.051.287911.293200.000007.759121.50
1352024.11.11 16:00sell680.051.289461.293200.00000
1362024.11.15 14:00close680.051.270201.293200.0000096.309217.80
1372024.11.19 16:00sell690.101.263501.265800.00000
1382024.11.19 16:12s/l690.101.265801.265800.00000-23.009194.80
1392024.11.20 20:01sell700.101.265311.266600.00000
1402024.11.20 20:01s/l700.101.266601.266600.00000-12.909181.90
1412024.11.20 20:01sell710.101.265311.266600.00000
1422024.11.20 20:01s/l710.101.266601.266600.00000-12.909169.00
1432024.11.20 20:01sell720.101.265311.266600.00000
1442024.11.20 23:50s/l720.101.266601.266600.00000-12.909156.10
1452024.11.25 10:00sell730.101.257111.258600.00000
1462024.11.25 11:03s/l730.101.258601.258600.00000-14.909141.20
1472024.11.26 07:00sell740.101.255151.257000.00000
1482024.11.26 11:00s/l740.101.257001.257000.00000-18.509122.70
1492024.11.28 13:00buy750.101.267821.262500.00000
1502024.11.28 18:00close750.051.268331.262500.000002.559125.25
1512024.11.28 18:00buy760.051.267821.262500.00000
1522024.12.02 03:00close760.051.269311.262500.000007.459132.70
1532024.12.03 09:00sell770.101.264931.266800.00000
1542024.12.03 09:12s/l770.101.266801.266800.00000-18.709114.00
1552024.12.04 10:00buy780.101.269381.267100.00000
1562024.12.04 10:33s/l780.101.267101.267100.00000-22.809091.20
1572024.12.04 18:00buy790.101.272001.267200.00000
1582024.12.05 17:00close790.051.275861.267200.0000019.309110.50
1592024.12.05 17:00buy800.051.272001.267200.00000
1602024.12.06 19:00close800.051.274071.267200.0000010.359120.85
1612024.12.09 16:00buy810.101.279101.274100.00000
1622024.12.10 03:34s/l810.101.274101.274100.00000-50.009070.85
1632024.12.11 07:00buy820.101.277941.275600.00000
1642024.12.11 09:08s/l820.101.275601.275600.00000-23.409047.45
1652024.12.12 11:00buy830.101.277331.275500.00000
1662024.12.12 11:08s/l830.101.275501.275500.00000-18.309029.15
1672024.12.16 03:00sell840.101.262721.267500.00000
1682024.12.16 11:33s/l840.101.267501.267500.00000-47.808981.35
1692024.12.17 17:00buy850.101.270471.267800.00000
1702024.12.18 01:00close850.051.271091.267800.000003.108984.45
1712024.12.18 01:00buy860.051.270471.267800.00000
1722024.12.18 12:56close860.051.271481.267800.000005.058989.50
1732024.12.30 10:00buy870.101.259231.255400.00000
1742024.12.30 15:58s/l870.101.255401.255400.00000-38.308951.20
1752024.12.31 02:31sell880.101.254111.255400.00000
1762024.12.31 02:48s/l880.101.255401.255400.00000-12.908938.30
1772024.12.31 02:48sell890.101.254111.255400.00000
1782024.12.31 02:48s/l890.101.255401.255400.00000-12.908925.40
1792024.12.31 02:48sell900.101.254111.255400.00000
1802024.12.31 02:48s/l900.101.255401.255400.00000-12.908912.50
1812024.12.31 02:48sell910.101.254111.255400.00000
1822024.12.31 02:48s/l910.101.255401.255400.00000-12.908899.60
1832024.12.31 02:48sell920.101.254111.255400.00000
1842024.12.31 02:48s/l920.101.255401.255400.00000-12.908886.70
1852024.12.31 02:48sell930.101.254111.255400.00000
1862024.12.31 02:48s/l930.101.255401.255400.00000-12.908873.80
1872024.12.31 02:48sell940.101.254111.255400.00000
1882024.12.31 02:48s/l940.101.255401.255400.00000-12.908860.90
1892024.12.31 02:48sell950.101.254111.255400.00000
1902024.12.31 02:48s/l950.101.255401.255400.00000-12.908848.00
1912024.12.31 02:48sell960.101.254101.255400.00000
1922024.12.31 02:48s/l960.101.255401.255400.00000-13.008835.00
1932024.12.31 02:48sell970.101.254111.255400.00000
1942024.12.31 02:48s/l970.101.255401.255400.00000-12.908822.10
1952024.12.31 02:48sell980.101.254111.255400.00000
1962024.12.31 02:48s/l980.101.255401.255400.00000-12.908809.20
1972024.12.31 02:48sell990.101.254111.255400.00000
1982024.12.31 02:48s/l990.101.255401.255400.00000-12.908796.30
1992024.12.31 02:48sell1000.101.254111.255400.00000
2002024.12.31 02:48s/l1000.101.255401.255400.00000-12.908783.40
2012024.12.31 02:48sell1010.101.254111.255400.00000
2022024.12.31 02:48s/l1010.101.255401.255400.00000-12.908770.50
2032024.12.31 02:48sell1020.101.254111.255400.00000
2042024.12.31 02:48s/l1020.101.255401.255400.00000-12.908757.60
2052024.12.31 02:48sell1030.101.254111.255400.00000
2062024.12.31 02:48s/l1030.101.255401.255400.00000-12.908744.70
2072024.12.31 02:51sell1040.101.254111.255400.00000
2082024.12.31 02:51s/l1040.101.255401.255400.00000-12.908731.80
2092025.01.07 03:00buy1050.101.252521.247200.00000
2102025.01.07 08:00close1050.051.253731.247200.000006.058737.85
2112025.01.07 08:00buy1060.051.252521.247200.00000
2122025.01.07 23:59close at stop1060.051.247611.247200.00000-24.558713.30