Strategy Tester Report
Scalp_8_12
| Symbol | AUDUSD (Australian Dollar vs US 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 | 1693 | Ticks modelled | 6984894 | Modelling quality | 48.59% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (12) | ||
| Total net profit | -92.40 | Gross profit | 223.00 | Gross loss | -315.40 |
| Profit factor | 0.71 | Expected payoff | -4.20 | ||
| Absolute drawdown | 121.90 | Maximal drawdown | 205.70 (2.04%) | Relative drawdown | 2.04% (205.70) |
| Total trades | 22 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 10 (45.45%) | Loss trades (% of total) | 12 (54.55%) | ||
| Largest | profit trade | 68.60 | loss trade | -37.90 | |
| Average | profit trade | 22.30 | loss trade | -26.28 | |
| Maximum | consecutive wins (profit in money) | 3 (108.30) | consecutive losses (loss in money) | 6 (-149.70) | |
| Maximal | consecutive profit (count of wins) | 108.30 (3) | consecutive loss (count of losses) | -149.70 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 17:00 | sell | 1 | 0.20 | 0.67961 | 0.68200 | 0.50000 | ||
| 2 | 2024.10.04 17:00 | sell | 2 | 0.20 | 0.67961 | 0.68240 | 0.50000 | ||
| 3 | 2024.10.07 10:00 | close | 1 | 0.20 | 0.68029 | 0.68200 | 0.50000 | -13.60 | 9986.40 |
| 4 | 2024.10.07 11:00 | close | 2 | 0.20 | 0.67943 | 0.68240 | 0.50000 | 3.60 | 9990.00 |
| 5 | 2024.10.07 18:00 | sell | 3 | 0.10 | 0.67629 | 0.67910 | 0.50000 | ||
| 6 | 2024.10.07 18:00 | sell | 4 | 0.10 | 0.67629 | 0.67970 | 0.50000 | ||
| 7 | 2024.10.08 06:00 | close | 3 | 0.10 | 0.67332 | 0.67910 | 0.50000 | 29.70 | 10019.70 |
| 8 | 2024.10.08 08:00 | close | 4 | 0.10 | 0.67376 | 0.67970 | 0.50000 | 25.30 | 10045.00 |
| 9 | 2024.10.16 19:00 | sell | 5 | 0.10 | 0.66612 | 0.67090 | 0.50000 | ||
| 10 | 2024.10.17 04:00 | close | 5 | 0.10 | 0.66941 | 0.67090 | 0.50000 | -32.90 | 10012.10 |
| 11 | 2024.10.21 19:00 | sell | 6 | 0.10 | 0.66583 | 0.66950 | 0.50000 | ||
| 12 | 2024.10.21 19:00 | sell | 7 | 0.10 | 0.66583 | 0.67060 | 0.50000 | ||
| 13 | 2024.10.22 07:00 | close | 6 | 0.10 | 0.66849 | 0.66950 | 0.50000 | -26.60 | 9985.50 |
| 14 | 2024.10.22 08:00 | close | 7 | 0.10 | 0.66870 | 0.67060 | 0.50000 | -28.70 | 9956.80 |
| 15 | 2024.10.23 15:00 | sell | 8 | 0.10 | 0.66362 | 0.66700 | 0.50000 | ||
| 16 | 2024.10.23 15:00 | sell | 9 | 0.10 | 0.66362 | 0.66800 | 0.50000 | ||
| 17 | 2024.10.24 09:00 | close | 8 | 0.10 | 0.66447 | 0.66700 | 0.50000 | -8.50 | 9948.30 |
| 18 | 2024.10.24 10:00 | close | 9 | 0.10 | 0.66513 | 0.66800 | 0.50000 | -15.10 | 9933.20 |
| 19 | 2024.11.05 17:00 | buy | 10 | 0.10 | 0.66349 | 0.65970 | 1.50000 | ||
| 20 | 2024.11.06 02:33 | s/l | 10 | 0.10 | 0.65970 | 0.65970 | 1.50000 | -37.90 | 9895.30 |
| 21 | 2024.11.08 16:00 | sell | 11 | 0.20 | 0.66071 | 0.66580 | 0.50000 | ||
| 22 | 2024.11.08 21:00 | close | 11 | 0.20 | 0.65728 | 0.66580 | 0.50000 | 68.60 | 9963.90 |
| 23 | 2024.11.13 21:00 | sell | 12 | 0.10 | 0.64873 | 0.65530 | 0.50000 | ||
| 24 | 2024.11.14 09:00 | close | 12 | 0.10 | 0.64661 | 0.65530 | 0.50000 | 21.20 | 9985.10 |
| 25 | 2024.11.18 19:00 | buy | 13 | 0.10 | 0.64967 | 0.64280 | 1.50000 | ||
| 26 | 2024.11.19 09:00 | close | 13 | 0.10 | 0.65152 | 0.64280 | 1.50000 | 18.50 | 10003.60 |
| 27 | 2024.11.20 17:00 | sell | 14 | 0.10 | 0.64856 | 0.65370 | 0.50000 | ||
| 28 | 2024.11.21 09:00 | close | 14 | 0.10 | 0.65161 | 0.65370 | 0.50000 | -30.50 | 9973.10 |
| 29 | 2024.12.02 17:00 | sell | 15 | 0.10 | 0.64510 | 0.64950 | 0.50000 | ||
| 30 | 2024.12.02 17:00 | sell | 16 | 0.10 | 0.64510 | 0.65080 | 0.50000 | ||
| 31 | 2024.12.03 09:00 | close | 15 | 0.10 | 0.64707 | 0.64950 | 0.50000 | -19.70 | 9953.40 |
| 32 | 2024.12.03 10:00 | close | 16 | 0.10 | 0.64848 | 0.65080 | 0.50000 | -33.80 | 9919.60 |
| 33 | 2024.12.06 18:00 | sell | 17 | 0.20 | 0.63892 | 0.64470 | 0.50000 | ||
| 34 | 2024.12.09 09:00 | close | 17 | 0.20 | 0.63891 | 0.64470 | 0.50000 | 0.20 | 9919.80 |
| 35 | 2024.12.09 15:00 | buy | 18 | 0.10 | 0.64471 | 0.64020 | 1.50000 | ||
| 36 | 2024.12.10 05:00 | close | 18 | 0.10 | 0.64163 | 0.64020 | 1.50000 | -30.80 | 9889.00 |
| 37 | 2024.12.18 22:00 | sell | 19 | 0.10 | 0.62403 | 0.62830 | 0.50000 | ||
| 38 | 2024.12.18 22:00 | sell | 20 | 0.10 | 0.62403 | 0.63000 | 0.50000 | ||
| 39 | 2024.12.19 02:00 | close | 19 | 0.10 | 0.62054 | 0.62830 | 0.50000 | 34.90 | 9923.90 |
| 40 | 2024.12.19 09:00 | close | 20 | 0.10 | 0.62310 | 0.63000 | 0.50000 | 9.30 | 9933.20 |
| 41 | 2025.01.06 14:00 | buy | 21 | 0.10 | 0.62861 | 0.62370 | 1.50000 | ||
| 42 | 2025.01.06 19:00 | close | 21 | 0.10 | 0.62488 | 0.62370 | 1.50000 | -37.30 | 9895.90 |
| 43 | 2025.01.07 19:00 | sell | 22 | 0.10 | 0.62428 | 0.62880 | 0.50000 | ||
| 44 | 2025.01.07 23:59 | close at stop | 22 | 0.10 | 0.62311 | 0.62880 | 0.50000 | 11.70 | 9907.60 |