Strategy Tester Report
NinaEA v03
| 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 | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (32) | ||
| Total net profit | 257.16 | Gross profit | 851.07 | Gross loss | -593.91 |
| Profit factor | 1.43 | Expected payoff | 4.95 | ||
| Absolute drawdown | 12.09 | Maximal drawdown | 368.64 (3.56%) | Relative drawdown | 3.56% (368.64) |
| Total trades | 52 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 35 (37.14%) |
| Profit trades (% of total) | 18 (34.62%) | Loss trades (% of total) | 34 (65.38%) | ||
| Largest | profit trade | 140.78 | loss trade | -202.99 | |
| Average | profit trade | 47.28 | loss trade | -17.47 | |
| Maximum | consecutive wins (profit in money) | 2 (254.02) | consecutive losses (loss in money) | 9 (-64.09) | |
| Maximal | consecutive profit (count of wins) | 254.02 (2) | consecutive loss (count of losses) | -232.44 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 15:00 | buy | 1 | 0.20 | 1.35567 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.09 09:00 | close | 1 | 0.20 | 1.36528 | 0.00000 | 0.00000 | 140.78 | 10140.78 |
| 3 | 2024.10.09 10:00 | buy | 2 | 0.20 | 1.36630 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.11 01:00 | close | 2 | 0.20 | 1.37408 | 0.00000 | 0.00000 | 113.24 | 10254.02 |
| 5 | 2024.10.11 05:00 | buy | 3 | 0.20 | 1.37564 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.11 16:00 | close | 3 | 0.20 | 1.37484 | 0.00000 | 0.00000 | -11.64 | 10242.38 |
| 7 | 2024.10.11 17:00 | buy | 4 | 0.20 | 1.37559 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.11 20:00 | close | 4 | 0.20 | 1.37577 | 0.00000 | 0.00000 | 2.62 | 10245.00 |
| 9 | 2024.10.11 22:00 | buy | 5 | 0.20 | 1.37631 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.15 01:00 | close | 5 | 0.20 | 1.37840 | 0.00000 | 0.00000 | 30.33 | 10275.33 |
| 11 | 2024.10.15 02:00 | buy | 6 | 0.20 | 1.38025 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.15 18:00 | close | 6 | 0.20 | 1.37985 | 0.00000 | 0.00000 | -5.80 | 10269.53 |
| 13 | 2024.10.16 17:00 | sell | 7 | 0.20 | 1.37716 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.17 08:00 | close | 7 | 0.20 | 1.37673 | 0.00000 | 0.00000 | 6.25 | 10275.78 |
| 15 | 2024.10.18 10:00 | buy | 8 | 0.20 | 1.37997 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.18 11:00 | close | 8 | 0.20 | 1.37911 | 0.00000 | 0.00000 | -12.47 | 10263.31 |
| 17 | 2024.10.18 16:00 | buy | 9 | 0.20 | 1.37980 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 07:00 | close | 9 | 0.20 | 1.38284 | 0.00000 | 0.00000 | 43.97 | 10307.28 |
| 19 | 2024.10.24 04:00 | sell | 10 | 0.20 | 1.38234 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.24 17:00 | close | 10 | 0.20 | 1.38326 | 0.00000 | 0.00000 | -13.30 | 10293.98 |
| 21 | 2024.10.25 17:00 | buy | 11 | 0.20 | 1.38619 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.28 14:00 | close | 11 | 0.20 | 1.38909 | 0.00000 | 0.00000 | 41.75 | 10335.73 |
| 23 | 2024.10.28 19:00 | buy | 12 | 0.20 | 1.39061 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.28 21:00 | close | 12 | 0.20 | 1.38916 | 0.00000 | 0.00000 | -20.88 | 10314.85 |
| 25 | 2024.10.28 22:00 | buy | 13 | 0.20 | 1.38980 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.28 23:00 | close | 13 | 0.20 | 1.38891 | 0.00000 | 0.00000 | -12.82 | 10302.03 |
| 27 | 2024.10.29 02:00 | buy | 14 | 0.10 | 1.38962 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.29 03:00 | close | 14 | 0.10 | 1.38876 | 0.00000 | 0.00000 | -6.19 | 10295.84 |
| 29 | 2024.10.29 07:00 | buy | 15 | 0.10 | 1.39001 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.29 10:00 | close | 15 | 0.10 | 1.38899 | 0.00000 | 0.00000 | -7.34 | 10288.50 |
| 31 | 2024.10.29 16:00 | buy | 16 | 0.10 | 1.39047 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.30 10:00 | close | 16 | 0.10 | 1.39134 | 0.00000 | 0.00000 | 6.25 | 10294.75 |
| 33 | 2024.10.30 11:00 | buy | 17 | 0.20 | 1.39208 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.30 12:00 | close | 17 | 0.20 | 1.39059 | 0.00000 | 0.00000 | -21.43 | 10273.32 |
| 35 | 2024.10.30 14:00 | buy | 18 | 0.20 | 1.39237 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.30 17:00 | close | 18 | 0.20 | 1.39141 | 0.00000 | 0.00000 | -13.80 | 10259.52 |
| 37 | 2024.10.30 18:00 | buy | 19 | 0.10 | 1.39270 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.30 19:00 | close | 19 | 0.10 | 1.39103 | 0.00000 | 0.00000 | -12.01 | 10247.51 |
| 39 | 2024.10.31 16:00 | sell | 20 | 0.10 | 1.39044 | 0.00000 | 0.00000 | ||
| 40 | 2024.10.31 23:00 | close | 20 | 0.10 | 1.39264 | 0.00000 | 0.00000 | -15.80 | 10231.71 |
| 41 | 2024.11.01 20:00 | buy | 21 | 0.10 | 1.39459 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.11 19:00 | close | 21 | 0.10 | 1.39170 | 0.00000 | 0.00000 | -20.77 | 10210.94 |
| 43 | 2024.11.11 20:00 | buy | 22 | 0.10 | 1.39268 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.12 16:00 | close | 22 | 0.10 | 1.39251 | 0.00000 | 0.00000 | -1.22 | 10209.72 |
| 45 | 2024.11.12 19:00 | buy | 23 | 0.10 | 1.39588 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.12 22:00 | close | 23 | 0.10 | 1.39454 | 0.00000 | 0.00000 | -9.61 | 10200.11 |
| 47 | 2024.11.13 05:00 | buy | 24 | 0.10 | 1.39494 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.13 16:00 | close | 24 | 0.10 | 1.39468 | 0.00000 | 0.00000 | -1.86 | 10198.25 |
| 49 | 2024.11.13 17:00 | buy | 25 | 0.10 | 1.39884 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.15 11:00 | close | 25 | 0.10 | 1.40469 | 0.00000 | 0.00000 | 41.65 | 10239.90 |
| 51 | 2024.11.15 16:00 | buy | 26 | 0.20 | 1.40648 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.18 07:00 | close | 26 | 0.20 | 1.40776 | 0.00000 | 0.00000 | 18.18 | 10258.08 |
| 53 | 2024.11.18 08:00 | buy | 27 | 0.20 | 1.40888 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.18 16:00 | close | 27 | 0.20 | 1.40824 | 0.00000 | 0.00000 | -9.09 | 10248.99 |
| 55 | 2024.11.19 15:00 | sell | 28 | 0.20 | 1.40177 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.21 12:00 | close | 28 | 0.20 | 1.39781 | 0.00000 | 0.00000 | 56.66 | 10305.65 |
| 57 | 2024.11.21 13:00 | sell | 29 | 0.20 | 1.39683 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.22 19:00 | close | 29 | 0.20 | 1.39889 | 0.00000 | 0.00000 | -29.45 | 10276.20 |
| 59 | 2024.11.22 20:00 | sell | 30 | 0.20 | 1.39759 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.26 16:00 | close | 30 | 0.20 | 1.41192 | 0.00000 | 0.00000 | -202.99 | 10073.21 |
| 61 | 2024.11.26 17:00 | sell | 31 | 0.10 | 1.40844 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.27 07:00 | close | 31 | 0.10 | 1.40750 | 0.00000 | 0.00000 | 6.68 | 10079.89 |
| 63 | 2024.11.27 10:00 | sell | 32 | 0.20 | 1.40562 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.28 10:00 | close | 32 | 0.20 | 1.40280 | 0.00000 | 0.00000 | 40.21 | 10120.10 |
| 65 | 2024.11.28 11:00 | sell | 33 | 0.20 | 1.40096 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.28 23:00 | close | 33 | 0.20 | 1.40173 | 0.00000 | 0.00000 | -10.99 | 10109.11 |
| 67 | 2024.11.29 12:00 | sell | 34 | 0.20 | 1.39985 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.29 13:00 | close | 34 | 0.20 | 1.40078 | 0.00000 | 0.00000 | -13.28 | 10095.83 |
| 69 | 2024.11.29 22:00 | sell | 35 | 0.10 | 1.39936 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.02 02:00 | close | 35 | 0.10 | 1.40164 | 0.00000 | 0.00000 | -16.27 | 10079.56 |
| 71 | 2024.12.03 06:00 | sell | 36 | 0.10 | 1.40489 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.03 07:00 | close | 36 | 0.10 | 1.40549 | 0.00000 | 0.00000 | -4.27 | 10075.29 |
| 73 | 2024.12.03 18:00 | buy | 37 | 0.10 | 1.40679 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.04 13:00 | close | 37 | 0.10 | 1.40652 | 0.00000 | 0.00000 | -1.92 | 10073.37 |
| 75 | 2024.12.04 17:00 | buy | 38 | 0.10 | 1.40707 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.04 20:00 | close | 38 | 0.10 | 1.40651 | 0.00000 | 0.00000 | -3.98 | 10069.39 |
| 77 | 2024.12.05 00:00 | buy | 39 | 0.10 | 1.40681 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.05 10:00 | close | 39 | 0.10 | 1.40603 | 0.00000 | 0.00000 | -5.55 | 10063.84 |
| 79 | 2024.12.06 05:00 | sell | 40 | 0.10 | 1.40330 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.06 07:00 | close | 40 | 0.10 | 1.40365 | 0.00000 | 0.00000 | -2.49 | 10061.35 |
| 81 | 2024.12.06 10:00 | sell | 41 | 0.10 | 1.40318 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.06 11:00 | close | 41 | 0.10 | 1.40393 | 0.00000 | 0.00000 | -5.34 | 10056.01 |
| 83 | 2024.12.09 22:00 | buy | 42 | 0.10 | 1.41609 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.10 13:00 | close | 42 | 0.10 | 1.41658 | 0.00000 | 0.00000 | 3.46 | 10059.47 |
| 85 | 2024.12.10 17:00 | buy | 43 | 0.20 | 1.41832 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.10 18:00 | close | 43 | 0.20 | 1.41687 | 0.00000 | 0.00000 | -20.47 | 10039.00 |
| 87 | 2024.12.10 23:00 | buy | 44 | 0.20 | 1.41754 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.11 04:00 | close | 44 | 0.20 | 1.41645 | 0.00000 | 0.00000 | -15.39 | 10023.61 |
| 89 | 2024.12.11 10:00 | buy | 45 | 0.10 | 1.41924 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.11 16:00 | close | 45 | 0.10 | 1.41686 | 0.00000 | 0.00000 | -16.80 | 10006.81 |
| 91 | 2024.12.12 14:00 | buy | 46 | 0.10 | 1.41565 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.16 02:00 | close | 46 | 0.10 | 1.42253 | 0.00000 | 0.00000 | 48.36 | 10055.17 |
| 93 | 2024.12.16 22:00 | buy | 47 | 0.20 | 1.42397 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.17 02:00 | close | 47 | 0.20 | 1.42338 | 0.00000 | 0.00000 | -8.29 | 10046.88 |
| 95 | 2024.12.17 04:00 | buy | 48 | 0.20 | 1.42437 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.18 15:00 | close | 48 | 0.20 | 1.43154 | 0.00000 | 0.00000 | 100.17 | 10147.05 |
| 97 | 2024.12.18 18:00 | buy | 49 | 0.20 | 1.43265 | 0.00000 | 0.00000 | ||
| 98 | 2025.01.02 23:00 | close | 49 | 0.20 | 1.44002 | 0.00000 | 0.00000 | 102.36 | 10249.41 |
| 99 | 2025.01.03 12:00 | sell | 50 | 0.20 | 1.43894 | 0.00000 | 0.00000 | ||
| 100 | 2025.01.03 13:00 | close | 50 | 0.20 | 1.44046 | 0.00000 | 0.00000 | -21.10 | 10228.31 |
| 101 | 2025.01.03 14:00 | sell | 51 | 0.20 | 1.43921 | 0.00000 | 0.00000 | ||
| 102 | 2025.01.03 15:00 | close | 51 | 0.20 | 1.44060 | 0.00000 | 0.00000 | -19.30 | 10209.01 |
| 103 | 2025.01.06 04:00 | sell | 52 | 0.10 | 1.43992 | 0.00000 | 0.00000 | ||
| 104 | 2025.01.07 17:00 | close | 52 | 0.10 | 1.43302 | 0.00000 | 0.00000 | 48.15 | 10257.16 |