Strategy Tester Report
Scalp_8_12
| 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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (41) | ||
| Total net profit | -91.41 | Gross profit | 317.73 | Gross loss | -409.14 |
| Profit factor | 0.78 | Expected payoff | -2.61 | ||
| Absolute drawdown | 99.45 | Maximal drawdown | 323.30 (3.16%) | Relative drawdown | 3.16% (323.30) |
| Total trades | 35 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 24 (58.33%) |
| Profit trades (% of total) | 18 (51.43%) | Loss trades (% of total) | 17 (48.57%) | ||
| Largest | profit trade | 71.14 | loss trade | -70.61 | |
| Average | profit trade | 17.65 | loss trade | -24.07 | |
| Maximum | consecutive wins (profit in money) | 5 (160.49) | consecutive losses (loss in money) | 6 (-196.72) | |
| Maximal | consecutive profit (count of wins) | 160.49 (5) | consecutive loss (count of losses) | -196.72 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 16:00 | buy | 1 | 0.20 | 1.35848 | 1.35610 | 1.50000 | ||
| 2 | 2024.10.04 16:00 | buy | 2 | 0.20 | 1.35848 | 1.35530 | 1.50000 | ||
| 3 | 2024.10.07 09:00 | close | 1 | 0.20 | 1.35863 | 1.35610 | 1.50000 | 2.21 | 10002.21 |
| 4 | 2024.10.07 10:00 | close | 2 | 0.20 | 1.35821 | 1.35530 | 1.50000 | -3.98 | 9998.23 |
| 5 | 2024.10.07 18:00 | buy | 3 | 0.10 | 1.36157 | 1.35890 | 1.50000 | ||
| 6 | 2024.10.07 18:00 | buy | 4 | 0.10 | 1.36157 | 1.35790 | 1.50000 | ||
| 7 | 2024.10.08 09:00 | close | 3 | 0.10 | 1.36280 | 1.35890 | 1.50000 | 9.03 | 10007.26 |
| 8 | 2024.10.08 10:00 | close | 4 | 0.10 | 1.36383 | 1.35790 | 1.50000 | 16.57 | 10023.83 |
| 9 | 2024.10.08 18:00 | buy | 5 | 0.10 | 1.36719 | 1.36410 | 1.50000 | ||
| 10 | 2024.10.09 00:00 | close | 5 | 0.10 | 1.36459 | 1.36410 | 1.50000 | -19.05 | 10004.78 |
| 11 | 2024.10.09 20:00 | buy | 6 | 0.10 | 1.36963 | 1.36610 | 1.50000 | ||
| 12 | 2024.10.09 20:00 | buy | 7 | 0.10 | 1.36963 | 1.36490 | 1.50000 | ||
| 13 | 2024.10.10 09:00 | close | 6 | 0.10 | 1.37109 | 1.36610 | 1.50000 | 10.65 | 10015.43 |
| 14 | 2024.10.10 11:00 | close | 7 | 0.10 | 1.37283 | 1.36490 | 1.50000 | 23.31 | 10038.74 |
| 15 | 2024.10.21 19:00 | buy | 8 | 0.10 | 1.38503 | 1.38090 | 1.50000 | ||
| 16 | 2024.10.21 19:00 | buy | 9 | 0.10 | 1.38503 | 1.38000 | 1.50000 | ||
| 17 | 2024.10.22 09:00 | close | 8 | 0.10 | 1.38300 | 1.38090 | 1.50000 | -14.68 | 10024.06 |
| 18 | 2024.10.22 10:00 | close | 9 | 0.10 | 1.38280 | 1.38000 | 1.50000 | -16.13 | 10007.93 |
| 19 | 2024.10.25 19:00 | buy | 10 | 0.20 | 1.38861 | 1.38520 | 1.50000 | ||
| 20 | 2024.10.25 19:00 | buy | 11 | 0.20 | 1.38861 | 1.38410 | 1.50000 | ||
| 21 | 2024.10.28 09:00 | close | 10 | 0.20 | 1.38978 | 1.38520 | 1.50000 | 16.84 | 10024.77 |
| 22 | 2024.10.28 11:00 | close | 11 | 0.20 | 1.38889 | 1.38410 | 1.50000 | 4.03 | 10028.80 |
| 23 | 2024.10.29 21:00 | buy | 12 | 0.10 | 1.39252 | 1.38800 | 1.50000 | ||
| 24 | 2024.10.30 09:00 | close | 12 | 0.10 | 1.39193 | 1.38800 | 1.50000 | -4.24 | 10024.56 |
| 25 | 2024.11.05 17:00 | sell | 13 | 0.10 | 1.38601 | 1.38970 | 0.50000 | ||
| 26 | 2024.11.06 00:00 | close | 13 | 0.10 | 1.38278 | 1.38970 | 0.50000 | 23.36 | 10047.92 |
| 27 | 2024.11.08 19:00 | buy | 14 | 0.20 | 1.39262 | 1.38800 | 1.50000 | ||
| 28 | 2024.11.11 09:00 | close | 14 | 0.20 | 1.39122 | 1.38800 | 1.50000 | -20.13 | 10027.79 |
| 29 | 2024.11.13 22:00 | buy | 15 | 0.10 | 1.40022 | 1.39580 | 1.50000 | ||
| 30 | 2024.11.13 22:00 | buy | 16 | 0.10 | 1.40022 | 1.39400 | 1.50000 | ||
| 31 | 2024.11.14 09:00 | close | 15 | 0.10 | 1.40129 | 1.39580 | 1.50000 | 7.64 | 10035.43 |
| 32 | 2024.11.14 10:00 | close | 16 | 0.10 | 1.39978 | 1.39400 | 1.50000 | -3.14 | 10032.29 |
| 33 | 2024.11.18 19:00 | sell | 17 | 0.10 | 1.40289 | 1.40790 | 0.50000 | ||
| 34 | 2024.11.18 19:00 | sell | 18 | 0.10 | 1.40289 | 1.40980 | 0.50000 | ||
| 35 | 2024.11.19 11:00 | close | 17 | 0.10 | 1.40243 | 1.40790 | 0.50000 | 3.28 | 10035.57 |
| 36 | 2024.11.19 12:00 | close | 18 | 0.10 | 1.40320 | 1.40980 | 0.50000 | -2.21 | 10033.36 |
| 37 | 2024.11.19 21:00 | sell | 19 | 0.10 | 1.39687 | 1.40220 | 0.50000 | ||
| 38 | 2024.11.19 21:00 | sell | 20 | 0.10 | 1.39687 | 1.40430 | 0.50000 | ||
| 39 | 2024.11.20 09:00 | close | 19 | 0.10 | 1.39587 | 1.40220 | 0.50000 | 7.16 | 10040.52 |
| 40 | 2024.11.20 10:00 | close | 20 | 0.10 | 1.39681 | 1.40430 | 0.50000 | 0.43 | 10040.95 |
| 41 | 2024.11.25 20:00 | buy | 21 | 0.10 | 1.39977 | 1.39440 | 1.50000 | ||
| 42 | 2024.11.26 02:00 | close | 21 | 0.10 | 1.40980 | 1.39440 | 1.50000 | 71.14 | 10112.09 |
| 43 | 2024.12.06 17:00 | buy | 22 | 0.20 | 1.41332 | 1.40690 | 1.50000 | ||
| 44 | 2024.12.06 17:00 | buy | 23 | 0.20 | 1.41332 | 1.40530 | 1.50000 | ||
| 45 | 2024.12.09 09:00 | close | 22 | 0.20 | 1.41681 | 1.40690 | 1.50000 | 49.27 | 10161.36 |
| 46 | 2024.12.09 10:00 | close | 23 | 0.20 | 1.41562 | 1.40530 | 1.50000 | 32.49 | 10193.85 |
| 47 | 2024.12.09 16:00 | sell | 24 | 0.10 | 1.41007 | 1.41690 | 0.50000 | ||
| 48 | 2024.12.09 16:00 | sell | 25 | 0.10 | 1.41007 | 1.41860 | 0.50000 | ||
| 49 | 2024.12.09 22:00 | close | 24 | 0.10 | 1.41618 | 1.41690 | 0.50000 | -43.14 | 10150.71 |
| 50 | 2024.12.09 23:00 | close | 25 | 0.10 | 1.41757 | 1.41860 | 0.50000 | -52.91 | 10097.80 |
| 51 | 2024.12.11 19:00 | sell | 26 | 0.10 | 1.41253 | 1.41920 | 0.50000 | ||
| 52 | 2024.12.11 21:00 | close | 26 | 0.10 | 1.41718 | 1.41920 | 0.50000 | -32.81 | 10064.99 |
| 53 | 2024.12.17 18:00 | buy | 27 | 0.10 | 1.43157 | 1.42620 | 1.50000 | ||
| 54 | 2024.12.18 09:00 | close | 27 | 0.10 | 1.43232 | 1.42620 | 1.50000 | 5.24 | 10070.23 |
| 55 | 2024.12.18 22:00 | buy | 28 | 0.10 | 1.44207 | 1.43670 | 1.50000 | ||
| 56 | 2024.12.18 22:00 | buy | 29 | 0.10 | 1.44207 | 1.43490 | 1.50000 | ||
| 57 | 2024.12.19 02:00 | close | 28 | 0.10 | 1.44612 | 1.43670 | 1.50000 | 28.01 | 10098.24 |
| 58 | 2024.12.19 09:00 | close | 29 | 0.10 | 1.44309 | 1.43490 | 1.50000 | 7.07 | 10105.31 |
| 59 | 2024.12.23 16:00 | buy | 30 | 0.10 | 1.44348 | 1.43730 | 1.50000 | ||
| 60 | 2024.12.23 16:00 | buy | 31 | 0.10 | 1.44348 | 1.43530 | 1.50000 | ||
| 61 | 2024.12.23 19:00 | close | 30 | 0.10 | 1.43872 | 1.43730 | 1.50000 | -33.08 | 10072.23 |
| 62 | 2024.12.23 20:00 | close | 31 | 0.10 | 1.43768 | 1.43530 | 1.50000 | -40.34 | 10031.89 |
| 63 | 2024.12.30 21:00 | sell | 32 | 0.10 | 1.43483 | 1.44100 | 0.50000 | ||
| 64 | 2024.12.30 21:00 | sell | 33 | 0.10 | 1.43483 | 1.44290 | 0.50000 | ||
| 65 | 2024.12.31 09:00 | close | 32 | 0.10 | 1.43531 | 1.44100 | 0.50000 | -3.34 | 10028.55 |
| 66 | 2024.12.31 10:00 | close | 33 | 0.10 | 1.43712 | 1.44290 | 0.50000 | -15.93 | 10012.62 |
| 67 | 2025.01.03 18:00 | buy | 34 | 0.20 | 1.44396 | 1.43610 | 1.50000 | ||
| 68 | 2025.01.06 08:00 | close | 34 | 0.20 | 1.43888 | 1.43610 | 1.50000 | -70.61 | 9942.01 |
| 69 | 2025.01.06 15:00 | sell | 35 | 0.10 | 1.43163 | 1.44020 | 0.50000 | ||
| 70 | 2025.01.06 18:00 | close | 35 | 0.10 | 1.43643 | 1.44020 | 0.50000 | -33.42 | 9908.59 |