Strategy Tester Report
RabbitM2
SymbolNZDUSD (New Zealand Dollar 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)
Parameterscciselllevel=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 test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (37)
Total net profit-33.77Gross profit6.50Gross loss-40.27
Profit factor0.16Expected payoff-0.36
Absolute drawdown33.86Maximal drawdown34.36 (0.34%)Relative drawdown0.34% (34.36)
Total trades94Short positions (won %)30 (16.67%)Long positions (won %)64 (12.50%)
Profit trades (% of total)13 (13.83%)Loss trades (% of total)81 (86.17%)
Largestprofit trade0.50loss trade-0.50
Averageprofit trade0.50loss trade-0.50
Maximumconsecutive wins (profit in money)3 (1.50)consecutive losses (loss in money)20 (-10.00)
Maximalconsecutive profit (count of wins)1.50 (3)consecutive loss (count of losses)-10.00 (20)
Averageconsecutive wins1consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.01.03 07:50sell10.010.560900.561400.56040
22025.01.03 09:17t/p10.010.560400.561400.560400.5010000.50
32025.01.03 16:48sell20.010.560800.561300.56030
42025.01.03 16:52s/l20.010.561300.561300.56030-0.5010000.00
52025.01.03 16:59sell30.010.561020.561520.56052
62025.01.03 17:12t/p30.010.560520.561520.560520.5010000.50
72025.01.03 19:20sell40.010.561020.561520.56052
82025.01.03 19:25s/l40.010.561520.561520.56052-0.5010000.00
92025.01.03 19:28sell50.010.561020.561520.56052
102025.01.03 19:30s/l50.010.561520.561520.56052-0.509999.50
112025.01.03 19:34sell60.010.561020.561520.56052
122025.01.03 21:33s/l60.010.561520.561520.56052-0.509999.00
132025.01.03 21:40sell70.010.561060.561560.56056
142025.01.03 22:19s/l70.010.561560.561560.56056-0.509998.50
152025.01.03 22:22sell80.010.561090.561590.56059
162025.01.03 22:22s/l80.010.561590.561590.56059-0.509998.00
172025.01.03 22:26sell90.010.561090.561590.56059
182025.01.06 00:39s/l90.010.561590.561590.56059-0.509997.50
192025.01.06 00:43sell100.010.561070.561570.56057
202025.01.06 01:05s/l100.010.561570.561570.56057-0.509997.00
212025.01.06 01:17sell110.010.561210.561710.56071
222025.01.06 01:24s/l110.010.561710.561710.56071-0.509996.50
232025.01.06 01:25sell120.010.561280.561780.56078
242025.01.06 01:38s/l120.010.561780.561780.56078-0.509996.00
252025.01.06 01:51sell130.010.561750.562250.56125
262025.01.06 02:07s/l130.010.562250.562250.56125-0.509995.50
272025.01.06 02:08sell140.010.561810.562310.56131
282025.01.06 02:16s/l140.010.562310.562310.56131-0.509995.00
292025.01.06 02:17sell150.010.561800.562300.56130
302025.01.06 02:34s/l150.010.562300.562300.56130-0.509994.50
312025.01.06 02:35sell160.010.561870.562370.56137
322025.01.06 02:42s/l160.010.562370.562370.56137-0.509994.00
332025.01.06 02:44sell170.010.562010.562510.56151
342025.01.06 02:48s/l170.010.562510.562510.56151-0.509993.50
352025.01.06 03:00sell180.010.562530.563030.56203
362025.01.06 03:04s/l180.010.563030.563030.56203-0.509993.00
372025.01.06 03:23sell190.010.563050.563550.56255
382025.01.06 03:35t/p190.010.562550.563550.562550.509993.50
392025.01.06 04:19sell200.010.562510.563010.56201
402025.01.06 05:18t/p200.010.562010.563010.562010.509994.00
412025.01.06 07:37sell210.010.562550.563050.56205
422025.01.06 07:44s/l210.010.563050.563050.56205-0.509993.50
432025.01.06 07:51sell220.010.562580.563080.56208
442025.01.06 08:39s/l220.010.563080.563080.56208-0.509993.00
452025.01.06 08:47sell230.010.562660.563160.56216
462025.01.06 09:32s/l230.010.563160.563160.56216-0.509992.50
472025.01.06 09:35sell240.010.562700.563200.56220
482025.01.06 10:15s/l240.010.563200.563200.56220-0.509992.00
492025.01.06 10:15sell250.010.562790.563290.56229
502025.01.06 10:20s/l250.010.563290.563290.56229-0.509991.50
512025.01.06 10:23sell260.010.562880.563380.56238
522025.01.06 10:27s/l260.010.563380.563380.56238-0.509991.00
532025.01.06 10:31sell270.010.563310.563810.56281
542025.01.06 10:40s/l270.010.563810.563810.56281-0.509990.50
552025.01.06 10:41sell280.010.563310.563810.56281
562025.01.06 10:47s/l280.010.563810.563810.56281-0.509990.00
572025.01.06 11:07sell290.010.563950.564450.56345
582025.01.06 11:09s/l290.010.564450.564450.56345-0.509989.50
592025.01.06 11:14sell300.010.563970.564470.56347
602025.01.06 12:55t/p300.010.563470.564470.563470.509990.00
612025.01.06 16:24buy310.010.565110.564610.56561
622025.01.06 16:24s/l310.010.564610.564610.56561-0.509989.50
632025.01.06 16:25buy320.010.565110.564610.56561
642025.01.06 16:34s/l320.010.564610.564610.56561-0.509989.00
652025.01.06 16:37buy330.010.565110.564610.56561
662025.01.06 16:39s/l330.010.564610.564610.56561-0.509988.50
672025.01.06 16:45buy340.010.565110.564610.56561
682025.01.06 16:52t/p340.010.565610.564610.565610.509989.00
692025.01.06 17:18buy350.010.565020.564520.56552
702025.01.06 17:20s/l350.010.564520.564520.56552-0.509988.50
712025.01.06 17:24buy360.010.564960.564460.56546
722025.01.06 17:25s/l360.010.564460.564460.56546-0.509988.00
732025.01.06 17:30buy370.010.564960.564460.56546
742025.01.06 17:31s/l370.010.564460.564460.56546-0.509987.50
752025.01.06 17:32buy380.010.564960.564460.56546
762025.01.06 17:33s/l380.010.564460.564460.56546-0.509987.00
772025.01.06 17:34buy390.010.564960.564460.56546
782025.01.06 17:35s/l390.010.564460.564460.56546-0.509986.50
792025.01.06 17:45buy400.010.564430.563930.56493
802025.01.06 17:48s/l400.010.563930.563930.56493-0.509986.00
812025.01.06 17:50buy410.010.564410.563910.56491
822025.01.06 18:00s/l410.010.563910.563910.56491-0.509985.50
832025.01.06 18:01buy420.010.564300.563800.56480
842025.01.06 18:06s/l420.010.563800.563800.56480-0.509985.00
852025.01.06 18:06buy430.010.564250.563750.56475
862025.01.06 18:07s/l430.010.563750.563750.56475-0.509984.50
872025.01.06 18:09buy440.010.564240.563740.56474
882025.01.06 18:11s/l440.010.563740.563740.56474-0.509984.00
892025.01.06 18:14buy450.010.564190.563690.56469
902025.01.06 18:17s/l450.010.563690.563690.56469-0.509983.50
912025.01.06 18:20buy460.010.564160.563660.56466
922025.01.06 18:21s/l460.010.563660.563660.56466-0.509983.00
932025.01.06 18:23buy470.010.564150.563650.56465
942025.01.06 18:31t/p470.010.564650.563650.564650.509983.50
952025.01.06 19:10buy480.010.564240.563740.56474
962025.01.06 19:11s/l480.010.563740.563740.56474-0.509983.00
972025.01.06 19:25buy490.010.564140.563640.56464
982025.01.06 19:27s/l490.010.563640.563640.56464-0.509982.50
992025.01.06 19:28buy500.010.564110.563610.56461
1002025.01.06 19:30s/l500.010.563610.563610.56461-0.509982.00
1012025.01.06 19:35buy510.010.564020.563520.56452
1022025.01.06 19:35s/l510.010.563520.563520.56452-0.509981.50
1032025.01.06 19:46buy520.010.563960.563460.56446
1042025.01.06 19:52s/l520.010.563460.563460.56446-0.509981.00
1052025.01.06 19:52buy530.010.563920.563420.56442
1062025.01.06 20:04s/l530.010.563420.563420.56442-0.509980.50
1072025.01.06 20:05buy540.010.563850.563350.56435
1082025.01.06 20:42s/l540.010.563350.563350.56435-0.509980.00
1092025.01.06 20:42buy550.010.563820.563320.56432
1102025.01.06 20:57s/l550.010.563320.563320.56432-0.509979.50
1112025.01.06 21:03buy560.010.563590.563090.56409
1122025.01.06 23:15t/p560.010.564090.563090.564090.509980.00
1132025.01.07 00:03buy570.010.564360.563860.56486
1142025.01.07 00:55s/l570.010.563860.563860.56486-0.509979.50
1152025.01.07 01:00buy580.010.564290.563790.56479
1162025.01.07 01:00s/l580.010.563790.563790.56479-0.509979.00
1172025.01.07 01:01buy590.010.564270.563770.56477
1182025.01.07 01:30s/l590.010.563770.563770.56477-0.509978.50
1192025.01.07 01:35buy600.010.564160.563660.56466
1202025.01.07 01:58s/l600.010.563660.563660.56466-0.509978.00
1212025.01.07 02:00buy610.010.564080.563580.56458
1222025.01.07 02:28s/l610.010.563580.563580.56458-0.509977.50
1232025.01.07 02:30buy620.010.563930.563430.56443
1242025.01.07 02:59t/p620.010.564430.563430.564430.509978.00
1252025.01.07 03:45buy630.010.564550.564050.56505
1262025.01.07 04:43t/p630.010.565050.564050.565050.509978.50
1272025.01.07 05:01buy640.010.565110.564610.56561
1282025.01.07 05:33t/p640.010.565610.564610.565610.509979.00
1292025.01.07 09:00buy650.010.566670.566170.56717
1302025.01.07 09:01s/l650.010.566170.566170.56717-0.509978.50
1312025.01.07 09:03buy660.010.566630.566130.56713
1322025.01.07 09:19t/p660.010.567130.566130.567130.509979.00
1332025.01.07 13:05buy670.010.568700.568200.56920
1342025.01.07 13:09s/l670.010.568200.568200.56920-0.509978.50
1352025.01.07 13:42buy680.010.568090.567590.56859
1362025.01.07 13:57s/l680.010.567590.567590.56859-0.509978.00
1372025.01.07 13:58buy690.010.568020.567520.56852
1382025.01.07 14:16s/l690.010.567520.567520.56852-0.509977.50
1392025.01.07 14:18buy700.010.567950.567450.56845
1402025.01.07 14:24s/l700.010.567450.567450.56845-0.509977.00
1412025.01.07 14:25buy710.010.567840.567340.56834
1422025.01.07 14:30s/l710.010.567340.567340.56834-0.509976.50
1432025.01.07 14:36buy720.010.567780.567280.56828
1442025.01.07 14:40s/l720.010.567280.567280.56828-0.509976.00
1452025.01.07 14:48buy730.010.567430.566930.56793
1462025.01.07 14:56s/l730.010.566930.566930.56793-0.509975.50
1472025.01.07 14:58buy740.010.567390.566890.56789
1482025.01.07 16:00s/l740.010.566890.566890.56789-0.509975.00
1492025.01.07 16:25buy750.010.567110.566610.56761
1502025.01.07 16:29s/l750.010.566610.566610.56761-0.509974.50
1512025.01.07 16:29buy760.010.567080.566580.56758
1522025.01.07 16:43s/l760.010.566580.566580.56758-0.509974.00
1532025.01.07 16:46buy770.010.566930.566430.56743
1542025.01.07 17:00s/l770.010.566430.566430.56743-0.509973.50
1552025.01.07 17:19buy780.010.564970.564470.56547
1562025.01.07 17:42s/l780.010.564470.564470.56547-0.509973.00
1572025.01.07 17:44buy790.010.564970.564470.56547
1582025.01.07 17:44s/l790.010.564470.564470.56547-0.509972.50
1592025.01.07 17:50buy800.010.564870.564370.56537
1602025.01.07 18:04s/l800.010.564370.564370.56537-0.509972.00
1612025.01.07 18:06buy810.010.564710.564210.56521
1622025.01.07 18:10s/l810.010.564210.564210.56521-0.509971.50
1632025.01.07 18:12buy820.010.564590.564090.56509
1642025.01.07 18:13s/l820.010.564090.564090.56509-0.509971.00
1652025.01.07 18:13buy830.010.564590.564090.56509
1662025.01.07 18:14s/l830.010.564090.564090.56509-0.509970.50
1672025.01.07 18:16buy840.010.564560.564060.56506
1682025.01.07 18:23s/l840.010.564060.564060.56506-0.509970.00
1692025.01.07 18:31buy850.010.564480.563980.56498
1702025.01.07 18:34s/l850.010.563980.563980.56498-0.509969.50
1712025.01.07 18:39buy860.010.564370.563870.56487
1722025.01.07 18:51s/l860.010.563870.563870.56487-0.509969.00
1732025.01.07 18:52buy870.010.564200.563700.56470
1742025.01.07 19:16t/p870.010.564700.563700.564700.509969.50
1752025.01.07 19:47buy880.010.564530.564030.56503
1762025.01.07 20:35s/l880.010.564030.564030.56503-0.509969.00
1772025.01.07 20:45buy890.010.564220.563720.56472
1782025.01.07 20:50s/l890.010.563720.563720.56472-0.509968.50
1792025.01.07 20:51buy900.010.564220.563720.56472
1802025.01.07 20:56s/l900.010.563720.563720.56472-0.509968.00
1812025.01.07 20:58buy910.010.564220.563720.56472
1822025.01.07 22:10s/l910.010.563720.563720.56472-0.509967.50
1832025.01.07 22:15buy920.010.564040.563540.56454
1842025.01.07 22:17s/l920.010.563540.563540.56454-0.509967.00
1852025.01.07 22:40buy930.010.563740.563240.56424
1862025.01.07 23:09s/l930.010.563240.563240.56424-0.509966.50
1872025.01.07 23:10buy940.010.563630.563130.56413
1882025.01.07 23:59close at stop940.010.563360.563130.56413-0.279966.23