Strategy Tester Report
RabbitM2
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | cciselllevel=101; ccibuylevel=99; cci=14; donchian_length_buy=100; max_trades=1; big_win=15; win_increase=0.01; desired_gap=0.005; WPCR=50; whigh=80; wlow=20; fast=40; slow=80; slippage=10; stoploss=50; takeprofit=50; tradesize=0.01; recogniser=444544; | ||||
| Bars in test | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | -9.50 | Gross profit | 9.04 | Gross loss | -18.54 |
| Profit factor | 0.49 | Expected payoff | -0.12 | ||
| Absolute drawdown | 10.03 | Maximal drawdown | 10.34 (0.10%) | Relative drawdown | 0.10% (10.34) |
| Total trades | 76 | Short positions (won %) | 23 (26.09%) | Long positions (won %) | 53 (35.85%) |
| Profit trades (% of total) | 25 (32.89%) | Loss trades (% of total) | 51 (67.11%) | ||
| Largest | profit trade | 0.37 | loss trade | -0.37 | |
| Average | profit trade | 0.36 | loss trade | -0.36 | |
| Maximum | consecutive wins (profit in money) | 5 (1.80) | consecutive losses (loss in money) | 8 (-2.88) | |
| Maximal | consecutive profit (count of wins) | 1.80 (5) | consecutive loss (count of losses) | -2.88 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 14:14 | sell | 1 | 0.01 | 1.36080 | 1.36130 | 1.36030 | ||
| 2 | 2025.07.01 15:07 | s/l | 1 | 0.01 | 1.36130 | 1.36130 | 1.36030 | -0.37 | 9999.63 |
| 3 | 2025.07.01 15:07 | sell | 2 | 0.01 | 1.36099 | 1.36149 | 1.36049 | ||
| 4 | 2025.07.01 15:20 | s/l | 2 | 0.01 | 1.36149 | 1.36149 | 1.36049 | -0.37 | 9999.26 |
| 5 | 2025.07.01 15:36 | sell | 3 | 0.01 | 1.36217 | 1.36267 | 1.36167 | ||
| 6 | 2025.07.01 15:43 | s/l | 3 | 0.01 | 1.36267 | 1.36267 | 1.36167 | -0.37 | 9998.89 |
| 7 | 2025.07.01 15:47 | sell | 4 | 0.01 | 1.36218 | 1.36268 | 1.36168 | ||
| 8 | 2025.07.01 15:55 | s/l | 4 | 0.01 | 1.36268 | 1.36268 | 1.36168 | -0.37 | 9998.52 |
| 9 | 2025.07.01 16:03 | sell | 5 | 0.01 | 1.36255 | 1.36305 | 1.36205 | ||
| 10 | 2025.07.01 16:15 | s/l | 5 | 0.01 | 1.36305 | 1.36305 | 1.36205 | -0.36 | 9998.16 |
| 11 | 2025.07.01 16:17 | sell | 6 | 0.01 | 1.36275 | 1.36325 | 1.36225 | ||
| 12 | 2025.07.01 16:35 | s/l | 6 | 0.01 | 1.36325 | 1.36325 | 1.36225 | -0.37 | 9997.79 |
| 13 | 2025.07.01 16:36 | sell | 7 | 0.01 | 1.36296 | 1.36346 | 1.36246 | ||
| 14 | 2025.07.01 16:41 | s/l | 7 | 0.01 | 1.36346 | 1.36346 | 1.36246 | -0.37 | 9997.42 |
| 15 | 2025.07.01 16:47 | sell | 8 | 0.01 | 1.36371 | 1.36421 | 1.36321 | ||
| 16 | 2025.07.01 16:49 | t/p | 8 | 0.01 | 1.36321 | 1.36421 | 1.36321 | 0.37 | 9997.79 |
| 17 | 2025.07.01 17:02 | sell | 9 | 0.01 | 1.36430 | 1.36480 | 1.36380 | ||
| 18 | 2025.07.01 17:03 | s/l | 9 | 0.01 | 1.36480 | 1.36480 | 1.36380 | -0.37 | 9997.42 |
| 19 | 2025.07.01 17:03 | sell | 10 | 0.01 | 1.36430 | 1.36480 | 1.36380 | ||
| 20 | 2025.07.01 17:06 | t/p | 10 | 0.01 | 1.36380 | 1.36480 | 1.36380 | 0.37 | 9997.79 |
| 21 | 2025.07.01 17:10 | sell | 11 | 0.01 | 1.36430 | 1.36480 | 1.36380 | ||
| 22 | 2025.07.01 17:12 | s/l | 11 | 0.01 | 1.36480 | 1.36480 | 1.36380 | -0.37 | 9997.42 |
| 23 | 2025.07.01 17:13 | sell | 12 | 0.01 | 1.36432 | 1.36482 | 1.36382 | ||
| 24 | 2025.07.01 17:23 | t/p | 12 | 0.01 | 1.36382 | 1.36482 | 1.36382 | 0.37 | 9997.79 |
| 25 | 2025.07.01 17:49 | sell | 13 | 0.01 | 1.36499 | 1.36549 | 1.36449 | ||
| 26 | 2025.07.01 17:50 | s/l | 13 | 0.01 | 1.36549 | 1.36549 | 1.36449 | -0.37 | 9997.42 |
| 27 | 2025.07.01 17:54 | sell | 14 | 0.01 | 1.36539 | 1.36589 | 1.36489 | ||
| 28 | 2025.07.01 17:55 | s/l | 14 | 0.01 | 1.36589 | 1.36589 | 1.36489 | -0.37 | 9997.05 |
| 29 | 2025.07.01 17:57 | sell | 15 | 0.01 | 1.36539 | 1.36589 | 1.36489 | ||
| 30 | 2025.07.01 18:02 | s/l | 15 | 0.01 | 1.36589 | 1.36589 | 1.36489 | -0.37 | 9996.68 |
| 31 | 2025.07.01 18:18 | sell | 16 | 0.01 | 1.36583 | 1.36633 | 1.36533 | ||
| 32 | 2025.07.01 18:26 | s/l | 16 | 0.01 | 1.36633 | 1.36633 | 1.36533 | -0.37 | 9996.31 |
| 33 | 2025.07.01 18:27 | sell | 17 | 0.01 | 1.36605 | 1.36655 | 1.36555 | ||
| 34 | 2025.07.01 18:30 | s/l | 17 | 0.01 | 1.36655 | 1.36655 | 1.36555 | -0.37 | 9995.94 |
| 35 | 2025.07.01 18:31 | sell | 18 | 0.01 | 1.36614 | 1.36664 | 1.36564 | ||
| 36 | 2025.07.01 19:04 | s/l | 18 | 0.01 | 1.36664 | 1.36664 | 1.36564 | -0.37 | 9995.57 |
| 37 | 2025.07.01 19:05 | sell | 19 | 0.01 | 1.36633 | 1.36683 | 1.36583 | ||
| 38 | 2025.07.01 19:34 | t/p | 19 | 0.01 | 1.36583 | 1.36683 | 1.36583 | 0.37 | 9995.94 |
| 39 | 2025.07.02 05:08 | sell | 20 | 0.01 | 1.36489 | 1.36539 | 1.36439 | ||
| 40 | 2025.07.02 08:20 | s/l | 20 | 0.01 | 1.36539 | 1.36539 | 1.36439 | -0.37 | 9995.57 |
| 41 | 2025.07.02 08:26 | sell | 21 | 0.01 | 1.36522 | 1.36572 | 1.36472 | ||
| 42 | 2025.07.02 09:42 | s/l | 21 | 0.01 | 1.36572 | 1.36572 | 1.36472 | -0.37 | 9995.20 |
| 43 | 2025.07.02 09:52 | sell | 22 | 0.01 | 1.36560 | 1.36610 | 1.36510 | ||
| 44 | 2025.07.02 10:00 | t/p | 22 | 0.01 | 1.36510 | 1.36610 | 1.36510 | 0.36 | 9995.56 |
| 45 | 2025.09.10 21:19 | buy | 23 | 0.01 | 1.38591 | 1.38541 | 1.38641 | ||
| 46 | 2025.09.10 21:47 | t/p | 23 | 0.01 | 1.38641 | 1.38541 | 1.38641 | 0.36 | 9995.92 |
| 47 | 2025.09.10 23:07 | buy | 24 | 0.01 | 1.38637 | 1.38587 | 1.38687 | ||
| 48 | 2025.09.10 23:28 | s/l | 24 | 0.01 | 1.38587 | 1.38587 | 1.38687 | -0.36 | 9995.56 |
| 49 | 2025.09.10 23:34 | buy | 25 | 0.01 | 1.38619 | 1.38569 | 1.38669 | ||
| 50 | 2025.09.10 23:46 | t/p | 25 | 0.01 | 1.38669 | 1.38569 | 1.38669 | 0.36 | 9995.92 |
| 51 | 2025.09.11 00:01 | buy | 26 | 0.01 | 1.38618 | 1.38568 | 1.38668 | ||
| 52 | 2025.09.11 03:19 | t/p | 26 | 0.01 | 1.38668 | 1.38568 | 1.38668 | 0.36 | 9996.28 |
| 53 | 2025.09.11 04:33 | buy | 27 | 0.01 | 1.38669 | 1.38619 | 1.38719 | ||
| 54 | 2025.09.11 05:25 | t/p | 27 | 0.01 | 1.38719 | 1.38619 | 1.38719 | 0.36 | 9996.64 |
| 55 | 2025.09.11 06:05 | buy | 28 | 0.01 | 1.38704 | 1.38654 | 1.38754 | ||
| 56 | 2025.09.11 08:55 | t/p | 28 | 0.01 | 1.38754 | 1.38654 | 1.38754 | 0.36 | 9997.00 |
| 57 | 2025.09.11 09:25 | buy | 29 | 0.01 | 1.38757 | 1.38707 | 1.38807 | ||
| 58 | 2025.09.11 10:30 | t/p | 29 | 0.01 | 1.38807 | 1.38707 | 1.38807 | 0.36 | 9997.36 |
| 59 | 2025.09.11 13:01 | buy | 30 | 0.01 | 1.38849 | 1.38799 | 1.38899 | ||
| 60 | 2025.09.11 13:14 | s/l | 30 | 0.01 | 1.38799 | 1.38799 | 1.38899 | -0.36 | 9997.00 |
| 61 | 2025.09.11 13:16 | buy | 31 | 0.01 | 1.38831 | 1.38781 | 1.38881 | ||
| 62 | 2025.09.11 14:15 | s/l | 31 | 0.01 | 1.38781 | 1.38781 | 1.38881 | -0.36 | 9996.64 |
| 63 | 2025.09.11 14:23 | buy | 32 | 0.01 | 1.38776 | 1.38726 | 1.38826 | ||
| 64 | 2025.09.11 14:37 | t/p | 32 | 0.01 | 1.38826 | 1.38726 | 1.38826 | 0.36 | 9997.00 |
| 65 | 2025.09.11 15:26 | buy | 33 | 0.01 | 1.38840 | 1.38790 | 1.38890 | ||
| 66 | 2025.09.11 15:27 | s/l | 33 | 0.01 | 1.38790 | 1.38790 | 1.38890 | -0.36 | 9996.64 |
| 67 | 2025.09.11 15:28 | buy | 34 | 0.01 | 1.38810 | 1.38760 | 1.38860 | ||
| 68 | 2025.09.11 15:30 | t/p | 34 | 0.01 | 1.38860 | 1.38760 | 1.38860 | 0.36 | 9997.00 |
| 69 | 2025.09.11 15:30 | buy | 35 | 0.01 | 1.38865 | 1.38815 | 1.38915 | ||
| 70 | 2025.09.11 15:30 | s/l | 35 | 0.01 | 1.38815 | 1.38815 | 1.38915 | -0.36 | 9996.64 |
| 71 | 2025.09.11 15:30 | buy | 36 | 0.01 | 1.38832 | 1.38782 | 1.38882 | ||
| 72 | 2025.09.11 15:30 | s/l | 36 | 0.01 | 1.38782 | 1.38782 | 1.38882 | -0.36 | 9996.28 |
| 73 | 2025.09.11 15:30 | buy | 37 | 0.01 | 1.38773 | 1.38723 | 1.38823 | ||
| 74 | 2025.09.11 15:31 | s/l | 37 | 0.01 | 1.38723 | 1.38723 | 1.38823 | -0.36 | 9995.92 |
| 75 | 2025.09.11 15:32 | buy | 38 | 0.01 | 1.38732 | 1.38682 | 1.38782 | ||
| 76 | 2025.09.11 15:33 | s/l | 38 | 0.01 | 1.38682 | 1.38682 | 1.38782 | -0.36 | 9995.56 |
| 77 | 2025.09.11 15:38 | buy | 39 | 0.01 | 1.38685 | 1.38635 | 1.38735 | ||
| 78 | 2025.09.11 15:52 | s/l | 39 | 0.01 | 1.38635 | 1.38635 | 1.38735 | -0.36 | 9995.20 |
| 79 | 2025.09.11 16:02 | buy | 40 | 0.01 | 1.38640 | 1.38590 | 1.38690 | ||
| 80 | 2025.09.11 16:03 | s/l | 40 | 0.01 | 1.38590 | 1.38590 | 1.38690 | -0.36 | 9994.84 |
| 81 | 2025.09.11 16:06 | buy | 41 | 0.01 | 1.38640 | 1.38590 | 1.38690 | ||
| 82 | 2025.09.11 16:08 | s/l | 41 | 0.01 | 1.38590 | 1.38590 | 1.38690 | -0.36 | 9994.48 |
| 83 | 2025.09.11 16:10 | buy | 42 | 0.01 | 1.38640 | 1.38590 | 1.38690 | ||
| 84 | 2025.09.11 16:22 | s/l | 42 | 0.01 | 1.38590 | 1.38590 | 1.38690 | -0.36 | 9994.12 |
| 85 | 2025.09.11 16:23 | buy | 43 | 0.01 | 1.38603 | 1.38553 | 1.38653 | ||
| 86 | 2025.09.11 16:27 | t/p | 43 | 0.01 | 1.38653 | 1.38553 | 1.38653 | 0.36 | 9994.48 |
| 87 | 2025.09.11 17:05 | buy | 44 | 0.01 | 1.38514 | 1.38464 | 1.38564 | ||
| 88 | 2025.09.11 17:13 | s/l | 44 | 0.01 | 1.38464 | 1.38464 | 1.38564 | -0.36 | 9994.12 |
| 89 | 2025.09.11 17:24 | buy | 45 | 0.01 | 1.38429 | 1.38379 | 1.38479 | ||
| 90 | 2025.09.11 18:18 | s/l | 45 | 0.01 | 1.38379 | 1.38379 | 1.38479 | -0.36 | 9993.76 |
| 91 | 2025.09.11 18:26 | buy | 46 | 0.01 | 1.38349 | 1.38299 | 1.38399 | ||
| 92 | 2025.09.11 18:55 | s/l | 46 | 0.01 | 1.38299 | 1.38299 | 1.38399 | -0.36 | 9993.40 |
| 93 | 2025.09.11 19:15 | buy | 47 | 0.01 | 1.38299 | 1.38249 | 1.38349 | ||
| 94 | 2025.09.11 20:03 | t/p | 47 | 0.01 | 1.38349 | 1.38249 | 1.38349 | 0.36 | 9993.76 |
| 95 | 2025.09.11 21:28 | buy | 48 | 0.01 | 1.38351 | 1.38301 | 1.38401 | ||
| 96 | 2025.09.11 22:37 | t/p | 48 | 0.01 | 1.38401 | 1.38301 | 1.38401 | 0.36 | 9994.12 |
| 97 | 2025.09.11 22:59 | buy | 49 | 0.01 | 1.38333 | 1.38283 | 1.38383 | ||
| 98 | 2025.09.12 00:01 | s/l | 49 | 0.01 | 1.38283 | 1.38283 | 1.38383 | -0.36 | 9993.76 |
| 99 | 2025.09.12 00:07 | buy | 50 | 0.01 | 1.38331 | 1.38281 | 1.38381 | ||
| 100 | 2025.09.12 00:16 | s/l | 50 | 0.01 | 1.38281 | 1.38281 | 1.38381 | -0.37 | 9993.39 |
| 101 | 2025.09.12 00:25 | buy | 51 | 0.01 | 1.38318 | 1.38268 | 1.38368 | ||
| 102 | 2025.09.12 03:05 | t/p | 51 | 0.01 | 1.38368 | 1.38268 | 1.38368 | 0.36 | 9993.75 |
| 103 | 2025.09.12 04:02 | buy | 52 | 0.01 | 1.38384 | 1.38334 | 1.38434 | ||
| 104 | 2025.09.12 04:22 | t/p | 52 | 0.01 | 1.38434 | 1.38334 | 1.38434 | 0.36 | 9994.11 |
| 105 | 2025.09.12 05:11 | buy | 53 | 0.01 | 1.38435 | 1.38385 | 1.38485 | ||
| 106 | 2025.09.12 08:31 | s/l | 53 | 0.01 | 1.38385 | 1.38385 | 1.38485 | -0.36 | 9993.75 |
| 107 | 2025.09.12 08:43 | buy | 54 | 0.01 | 1.38398 | 1.38348 | 1.38448 | ||
| 108 | 2025.09.12 09:58 | s/l | 54 | 0.01 | 1.38348 | 1.38348 | 1.38448 | -0.36 | 9993.39 |
| 109 | 2025.09.12 09:58 | buy | 55 | 0.01 | 1.38377 | 1.38327 | 1.38427 | ||
| 110 | 2025.09.12 10:02 | s/l | 55 | 0.01 | 1.38327 | 1.38327 | 1.38427 | -0.36 | 9993.03 |
| 111 | 2025.09.12 10:08 | buy | 56 | 0.01 | 1.38355 | 1.38305 | 1.38405 | ||
| 112 | 2025.09.12 11:11 | t/p | 56 | 0.01 | 1.38405 | 1.38305 | 1.38405 | 0.36 | 9993.39 |
| 113 | 2025.09.12 12:38 | buy | 57 | 0.01 | 1.38429 | 1.38379 | 1.38479 | ||
| 114 | 2025.09.12 12:54 | s/l | 57 | 0.01 | 1.38379 | 1.38379 | 1.38479 | -0.36 | 9993.03 |
| 115 | 2025.09.12 13:00 | buy | 58 | 0.01 | 1.38411 | 1.38361 | 1.38461 | ||
| 116 | 2025.09.12 13:57 | s/l | 58 | 0.01 | 1.38361 | 1.38361 | 1.38461 | -0.36 | 9992.67 |
| 117 | 2025.09.12 14:02 | buy | 59 | 0.01 | 1.38372 | 1.38322 | 1.38422 | ||
| 118 | 2025.09.12 14:49 | t/p | 59 | 0.01 | 1.38422 | 1.38322 | 1.38422 | 0.36 | 9993.03 |
| 119 | 2025.09.12 16:15 | buy | 60 | 0.01 | 1.38470 | 1.38420 | 1.38520 | ||
| 120 | 2025.09.12 16:27 | t/p | 60 | 0.01 | 1.38520 | 1.38420 | 1.38520 | 0.36 | 9993.39 |
| 121 | 2025.09.12 16:58 | buy | 61 | 0.01 | 1.38456 | 1.38406 | 1.38506 | ||
| 122 | 2025.09.12 17:03 | s/l | 61 | 0.01 | 1.38406 | 1.38406 | 1.38506 | -0.36 | 9993.03 |
| 123 | 2025.09.12 17:08 | buy | 62 | 0.01 | 1.38435 | 1.38385 | 1.38485 | ||
| 124 | 2025.09.12 17:11 | s/l | 62 | 0.01 | 1.38385 | 1.38385 | 1.38485 | -0.36 | 9992.67 |
| 125 | 2025.09.12 17:12 | buy | 63 | 0.01 | 1.38423 | 1.38373 | 1.38473 | ||
| 126 | 2025.09.12 17:20 | s/l | 63 | 0.01 | 1.38373 | 1.38373 | 1.38473 | -0.36 | 9992.31 |
| 127 | 2025.09.12 17:25 | buy | 64 | 0.01 | 1.38396 | 1.38346 | 1.38446 | ||
| 128 | 2025.09.12 17:38 | t/p | 64 | 0.01 | 1.38446 | 1.38346 | 1.38446 | 0.36 | 9992.67 |
| 129 | 2025.09.12 19:31 | buy | 65 | 0.01 | 1.38576 | 1.38526 | 1.38626 | ||
| 130 | 2025.09.12 19:40 | s/l | 65 | 0.01 | 1.38526 | 1.38526 | 1.38626 | -0.36 | 9992.31 |
| 131 | 2025.09.12 19:49 | buy | 66 | 0.01 | 1.38521 | 1.38471 | 1.38571 | ||
| 132 | 2025.09.12 20:09 | s/l | 66 | 0.01 | 1.38471 | 1.38471 | 1.38571 | -0.36 | 9991.95 |
| 133 | 2025.09.12 20:27 | buy | 67 | 0.01 | 1.38465 | 1.38415 | 1.38515 | ||
| 134 | 2025.09.12 21:43 | s/l | 67 | 0.01 | 1.38415 | 1.38415 | 1.38515 | -0.36 | 9991.59 |
| 135 | 2025.09.12 22:00 | buy | 68 | 0.01 | 1.38413 | 1.38363 | 1.38463 | ||
| 136 | 2025.09.12 23:10 | t/p | 68 | 0.01 | 1.38463 | 1.38363 | 1.38463 | 0.36 | 9991.95 |
| 137 | 2025.09.12 23:49 | buy | 69 | 0.01 | 1.38469 | 1.38419 | 1.38519 | ||
| 138 | 2025.09.15 00:30 | s/l | 69 | 0.01 | 1.38419 | 1.38419 | 1.38519 | -0.37 | 9991.58 |
| 139 | 2025.09.15 00:30 | buy | 70 | 0.01 | 1.38397 | 1.38347 | 1.38447 | ||
| 140 | 2025.09.15 00:59 | s/l | 70 | 0.01 | 1.38347 | 1.38347 | 1.38447 | -0.36 | 9991.22 |
| 141 | 2025.09.15 01:00 | buy | 71 | 0.01 | 1.38378 | 1.38328 | 1.38428 | ||
| 142 | 2025.09.15 03:24 | t/p | 71 | 0.01 | 1.38428 | 1.38328 | 1.38428 | 0.36 | 9991.58 |
| 143 | 2025.09.15 04:05 | buy | 72 | 0.01 | 1.38420 | 1.38370 | 1.38470 | ||
| 144 | 2025.09.15 06:41 | s/l | 72 | 0.01 | 1.38370 | 1.38370 | 1.38470 | -0.36 | 9991.22 |
| 145 | 2025.09.15 06:55 | buy | 73 | 0.01 | 1.38376 | 1.38326 | 1.38426 | ||
| 146 | 2025.09.15 10:18 | s/l | 73 | 0.01 | 1.38326 | 1.38326 | 1.38426 | -0.36 | 9990.86 |
| 147 | 2025.09.15 10:21 | buy | 74 | 0.01 | 1.38348 | 1.38298 | 1.38398 | ||
| 148 | 2025.09.15 12:07 | s/l | 74 | 0.01 | 1.38298 | 1.38298 | 1.38398 | -0.36 | 9990.50 |
| 149 | 2025.09.15 12:18 | buy | 75 | 0.01 | 1.38325 | 1.38275 | 1.38375 | ||
| 150 | 2025.09.15 13:04 | s/l | 75 | 0.01 | 1.38275 | 1.38275 | 1.38375 | -0.36 | 9990.14 |
| 151 | 2025.09.15 17:10 | sell | 76 | 0.01 | 1.38384 | 1.38434 | 1.38334 | ||
| 152 | 2025.09.15 17:22 | t/p | 76 | 0.01 | 1.38334 | 1.38434 | 1.38334 | 0.36 | 9990.50 |