Strategy Tester Report
PROphet
| 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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| 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 | -14.88 | Gross profit | 51.44 | Gross loss | -66.32 |
| Profit factor | 0.78 | Expected payoff | -1.14 | ||
| Absolute drawdown | 49.80 | Maximal drawdown | 56.35 (0.56%) | Relative drawdown | 0.56% (56.35) |
| Total trades | 13 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
| Largest | profit trade | 21.51 | loss trade | -7.48 | |
| Average | profit trade | 12.86 | loss trade | -7.37 | |
| Maximum | consecutive wins (profit in money) | 1 (21.51) | consecutive losses (loss in money) | 5 (-36.68) | |
| Maximal | consecutive profit (count of wins) | 21.51 (1) | consecutive loss (count of losses) | -36.68 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.28 11:00 | sell | 1 | 0.10 | 1.38889 | 1.38993 | 0.00000 | ||
| 2 | 2024.10.28 12:36 | s/l | 1 | 0.10 | 1.38993 | 1.38993 | 0.00000 | -7.48 | 9992.52 |
| 3 | 2024.10.29 11:00 | sell | 2 | 0.10 | 1.38868 | 1.38972 | 0.00000 | ||
| 4 | 2024.10.29 15:12 | s/l | 2 | 0.10 | 1.38972 | 1.38972 | 0.00000 | -7.48 | 9985.04 |
| 5 | 2024.11.05 11:00 | sell | 3 | 0.10 | 1.38831 | 1.38935 | 0.00000 | ||
| 6 | 2024.11.05 17:00 | modify | 3 | 0.10 | 1.38831 | 1.38705 | 0.00000 | ||
| 7 | 2024.11.05 17:01 | s/l | 3 | 0.10 | 1.38705 | 1.38705 | 0.00000 | 9.08 | 9994.12 |
| 8 | 2024.11.12 16:00 | sell | 4 | 0.10 | 1.39251 | 1.39355 | 0.00000 | ||
| 9 | 2024.11.12 16:07 | s/l | 4 | 0.10 | 1.39355 | 1.39355 | 0.00000 | -7.46 | 9986.66 |
| 10 | 2024.11.25 12:00 | buy | 5 | 0.10 | 1.39586 | 1.39486 | 0.00000 | ||
| 11 | 2024.11.25 14:00 | modify | 5 | 0.10 | 1.39586 | 1.39654 | 0.00000 | ||
| 12 | 2024.11.25 14:48 | s/l | 5 | 0.10 | 1.39654 | 1.39654 | 0.00000 | 4.87 | 9991.53 |
| 13 | 2024.11.26 13:00 | sell | 6 | 0.10 | 1.40891 | 1.40995 | 0.00000 | ||
| 14 | 2024.11.26 13:27 | s/l | 6 | 0.10 | 1.40995 | 1.40995 | 0.00000 | -7.38 | 9984.15 |
| 15 | 2024.11.27 10:00 | sell | 7 | 0.10 | 1.40562 | 1.40666 | 0.00000 | ||
| 16 | 2024.11.27 15:12 | s/l | 7 | 0.10 | 1.40666 | 1.40666 | 0.00000 | -7.39 | 9976.76 |
| 17 | 2024.12.02 12:00 | buy | 8 | 0.10 | 1.40324 | 1.40224 | 0.00000 | ||
| 18 | 2024.12.02 12:18 | s/l | 8 | 0.10 | 1.40224 | 1.40224 | 0.00000 | -7.13 | 9969.63 |
| 19 | 2024.12.05 17:00 | sell | 9 | 0.10 | 1.40259 | 1.40363 | 0.00000 | ||
| 20 | 2024.12.05 17:12 | s/l | 9 | 0.10 | 1.40363 | 1.40363 | 0.00000 | -7.41 | 9962.22 |
| 21 | 2024.12.09 16:00 | sell | 10 | 0.10 | 1.41007 | 1.41111 | 0.00000 | ||
| 22 | 2024.12.09 16:08 | s/l | 10 | 0.10 | 1.41111 | 1.41111 | 0.00000 | -7.37 | 9954.85 |
| 23 | 2024.12.19 11:00 | sell | 11 | 0.10 | 1.43955 | 1.44059 | 0.00000 | ||
| 24 | 2024.12.19 14:00 | modify | 11 | 0.10 | 1.43955 | 1.43924 | 0.00000 | ||
| 25 | 2024.12.19 17:00 | modify | 11 | 0.10 | 1.43955 | 1.43646 | 0.00000 | ||
| 26 | 2024.12.19 17:27 | s/l | 11 | 0.10 | 1.43646 | 1.43646 | 0.00000 | 21.51 | 9976.36 |
| 27 | 2024.12.20 10:00 | sell | 12 | 0.10 | 1.43842 | 1.43946 | 0.00000 | ||
| 28 | 2024.12.20 13:28 | s/l | 12 | 0.10 | 1.43946 | 1.43946 | 0.00000 | -7.22 | 9969.14 |
| 29 | 2024.12.31 12:00 | buy | 13 | 0.10 | 1.43721 | 1.43621 | 0.00000 | ||
| 30 | 2024.12.31 14:00 | modify | 13 | 0.10 | 1.43721 | 1.43752 | 0.00000 | ||
| 31 | 2024.12.31 16:00 | modify | 13 | 0.10 | 1.43721 | 1.43951 | 0.00000 | ||
| 32 | 2024.12.31 16:08 | s/l | 13 | 0.10 | 1.43951 | 1.43951 | 0.00000 | 15.98 | 9985.12 |