Strategy Tester Report
SilverTrendTrader_v6
| 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 | MAPeriod=120; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=5; SignalOfFullCandle=0; FridayNightHour=16; | ||||
| 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 | -1303.39 | Gross profit | 2671.35 | Gross loss | -3974.74 |
| Profit factor | 0.67 | Expected payoff | -27.73 | ||
| Absolute drawdown | 2157.64 | Maximal drawdown | 2157.64 (21.58%) | Relative drawdown | 21.58% (2157.64) |
| Total trades | 47 | Short positions (won %) | 28 (28.57%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 15 (31.91%) | Loss trades (% of total) | 32 (68.09%) | ||
| Largest | profit trade | 513.77 | loss trade | -355.78 | |
| Average | profit trade | 178.09 | loss trade | -124.21 | |
| Maximum | consecutive wins (profit in money) | 2 (520.01) | consecutive losses (loss in money) | 7 (-797.04) | |
| Maximal | consecutive profit (count of wins) | 520.01 (2) | consecutive loss (count of losses) | -907.33 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 10:00 | sell | 1 | 1.00 | 1.35098 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.03 11:00 | close | 1 | 1.00 | 1.35268 | 0.00000 | 0.00000 | -125.68 | 9874.32 |
| 3 | 2024.10.04 14:00 | sell | 2 | 1.00 | 1.35529 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.04 16:00 | close | 2 | 1.00 | 1.35848 | 0.00000 | 0.00000 | -234.82 | 9639.50 |
| 5 | 2024.10.07 00:00 | sell | 3 | 1.00 | 1.35715 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.07 01:00 | close | 3 | 1.00 | 1.35797 | 0.00000 | 0.00000 | -60.38 | 9579.12 |
| 7 | 2024.10.07 15:00 | sell | 4 | 1.00 | 1.35815 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.07 16:00 | close | 4 | 1.00 | 1.35962 | 0.00000 | 0.00000 | -108.12 | 9471.00 |
| 9 | 2024.10.08 05:00 | sell | 5 | 1.00 | 1.36151 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.08 06:00 | close | 5 | 1.00 | 1.36268 | 0.00000 | 0.00000 | -85.86 | 9385.14 |
| 11 | 2024.10.10 23:00 | sell | 6 | 1.00 | 1.37420 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.11 05:00 | close | 6 | 1.00 | 1.37573 | 0.00000 | 0.00000 | -111.21 | 9273.93 |
| 13 | 2024.10.21 02:00 | sell | 7 | 1.00 | 1.37998 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.21 07:00 | close | 7 | 1.00 | 1.38096 | 0.00000 | 0.00000 | -70.97 | 9202.96 |
| 15 | 2024.10.23 23:00 | sell | 8 | 1.00 | 1.38353 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.24 16:00 | close | 8 | 1.00 | 1.38286 | 0.00000 | 0.00000 | 48.45 | 9251.41 |
| 17 | 2024.10.24 16:00 | buy | 9 | 1.00 | 1.38286 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.25 04:00 | close | 9 | 1.00 | 1.38504 | 0.00000 | 0.00000 | 157.40 | 9408.81 |
| 19 | 2024.10.25 04:00 | sell | 10 | 1.00 | 1.38504 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.25 07:00 | close | 10 | 1.00 | 1.38580 | 0.00000 | 0.00000 | -54.84 | 9353.97 |
| 21 | 2024.10.30 04:00 | sell | 11 | 1.00 | 1.39120 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.30 07:00 | close | 11 | 1.00 | 1.39247 | 0.00000 | 0.00000 | -91.20 | 9262.77 |
| 23 | 2024.11.01 08:00 | sell | 12 | 1.00 | 1.39274 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.01 09:00 | close | 12 | 1.00 | 1.39406 | 0.00000 | 0.00000 | -94.69 | 9168.08 |
| 25 | 2024.11.04 10:00 | buy | 13 | 1.00 | 1.39238 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.04 14:00 | close | 13 | 1.00 | 1.38949 | 0.00000 | 0.00000 | -207.99 | 8960.09 |
| 27 | 2024.11.06 11:00 | sell | 14 | 1.00 | 1.38921 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.06 12:00 | close | 14 | 1.00 | 1.39064 | 0.00000 | 0.00000 | -102.83 | 8857.26 |
| 29 | 2024.11.06 13:00 | sell | 15 | 1.00 | 1.38917 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.06 16:00 | close | 15 | 1.00 | 1.39413 | 0.00000 | 0.00000 | -355.78 | 8501.48 |
| 31 | 2024.11.07 04:00 | sell | 16 | 1.00 | 1.39306 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.07 14:00 | close | 16 | 1.00 | 1.38960 | 0.00000 | 0.00000 | 248.99 | 8750.47 |
| 33 | 2024.11.07 14:00 | buy | 17 | 1.00 | 1.38960 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.07 15:00 | close | 17 | 1.00 | 1.38884 | 0.00000 | 0.00000 | -54.72 | 8695.75 |
| 35 | 2024.11.08 02:00 | buy | 18 | 1.00 | 1.38716 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.11 19:00 | close | 18 | 1.00 | 1.39170 | 0.00000 | 0.00000 | 326.22 | 9021.97 |
| 37 | 2024.11.15 09:00 | sell | 19 | 1.00 | 1.40534 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.15 16:00 | close | 19 | 1.00 | 1.40657 | 0.00000 | 0.00000 | -87.45 | 8934.52 |
| 39 | 2024.11.18 03:00 | sell | 20 | 1.00 | 1.40762 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.18 08:00 | close | 20 | 1.00 | 1.40897 | 0.00000 | 0.00000 | -95.81 | 8838.71 |
| 41 | 2024.11.19 03:00 | buy | 21 | 1.00 | 1.40298 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.19 04:00 | close | 21 | 1.00 | 1.40194 | 0.00000 | 0.00000 | -74.18 | 8764.53 |
| 43 | 2024.11.19 11:00 | buy | 22 | 1.00 | 1.40243 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.19 18:00 | close | 22 | 1.00 | 1.39759 | 0.00000 | 0.00000 | -346.31 | 8418.22 |
| 45 | 2024.11.20 06:00 | buy | 23 | 1.00 | 1.39687 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.20 09:00 | close | 23 | 1.00 | 1.39546 | 0.00000 | 0.00000 | -101.04 | 8317.18 |
| 47 | 2024.11.20 10:00 | buy | 24 | 1.00 | 1.39681 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.20 22:00 | close | 24 | 1.00 | 1.39830 | 0.00000 | 0.00000 | 106.56 | 8423.74 |
| 49 | 2024.11.20 22:00 | sell | 25 | 1.00 | 1.39830 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.21 12:00 | close | 25 | 1.00 | 1.39790 | 0.00000 | 0.00000 | 28.61 | 8452.35 |
| 51 | 2024.11.25 08:00 | buy | 26 | 1.00 | 1.39492 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.25 09:00 | close | 26 | 1.00 | 1.39404 | 0.00000 | 0.00000 | -63.13 | 8389.22 |
| 53 | 2024.11.26 12:00 | sell | 27 | 1.00 | 1.40951 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.27 06:00 | close | 27 | 1.00 | 1.40671 | 0.00000 | 0.00000 | 199.05 | 8588.27 |
| 55 | 2024.11.27 06:00 | buy | 28 | 1.00 | 1.40671 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.27 16:00 | close | 28 | 1.00 | 1.40421 | 0.00000 | 0.00000 | -178.04 | 8410.23 |
| 57 | 2024.11.28 07:00 | buy | 29 | 1.00 | 1.40273 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.28 08:00 | close | 29 | 1.00 | 1.40211 | 0.00000 | 0.00000 | -44.22 | 8366.01 |
| 59 | 2024.11.29 01:00 | buy | 30 | 1.00 | 1.40132 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.29 02:00 | close | 30 | 1.00 | 1.40074 | 0.00000 | 0.00000 | -41.41 | 8324.60 |
| 61 | 2024.12.02 22:00 | sell | 31 | 1.00 | 1.40448 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.03 04:00 | close | 31 | 1.00 | 1.40569 | 0.00000 | 0.00000 | -86.08 | 8238.52 |
| 63 | 2024.12.03 16:00 | buy | 32 | 1.00 | 1.40426 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.04 07:00 | close | 32 | 1.00 | 1.40633 | 0.00000 | 0.00000 | 147.19 | 8385.71 |
| 65 | 2024.12.04 07:00 | sell | 33 | 1.00 | 1.40633 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.04 11:00 | close | 33 | 1.00 | 1.40811 | 0.00000 | 0.00000 | -126.41 | 8259.30 |
| 67 | 2024.12.05 09:00 | sell | 34 | 1.00 | 1.40688 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.05 20:00 | close | 34 | 1.00 | 1.40559 | 0.00000 | 0.00000 | 91.78 | 8351.08 |
| 69 | 2024.12.05 20:00 | buy | 35 | 1.00 | 1.40559 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.06 00:00 | close | 35 | 1.00 | 1.40183 | 0.00000 | 0.00000 | -268.22 | 8082.86 |
| 71 | 2024.12.09 05:00 | sell | 36 | 1.00 | 1.41517 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.09 06:00 | close | 36 | 1.00 | 1.41687 | 0.00000 | 0.00000 | -119.98 | 7962.88 |
| 73 | 2024.12.09 20:00 | buy | 37 | 1.00 | 1.41393 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.10 09:00 | close | 37 | 1.00 | 1.41666 | 0.00000 | 0.00000 | 192.71 | 8155.59 |
| 75 | 2024.12.10 09:00 | sell | 38 | 1.00 | 1.41666 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.10 10:00 | close | 38 | 1.00 | 1.41885 | 0.00000 | 0.00000 | -154.35 | 8001.24 |
| 77 | 2024.12.13 11:00 | sell | 39 | 1.00 | 1.42256 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.13 17:00 | close | 39 | 1.00 | 1.42355 | 0.00000 | 0.00000 | -69.54 | 7931.70 |
| 79 | 2024.12.19 07:00 | sell | 40 | 1.00 | 1.44356 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.19 08:00 | close | 40 | 1.00 | 1.44430 | 0.00000 | 0.00000 | -51.24 | 7880.46 |
| 81 | 2024.12.19 09:00 | sell | 41 | 1.00 | 1.44309 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.19 22:00 | close | 41 | 1.00 | 1.43917 | 0.00000 | 0.00000 | 272.38 | 8152.84 |
| 83 | 2024.12.19 22:00 | buy | 42 | 1.00 | 1.43917 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.20 09:00 | close | 42 | 1.00 | 1.43941 | 0.00000 | 0.00000 | 16.67 | 8169.51 |
| 85 | 2024.12.23 01:00 | buy | 43 | 1.00 | 1.43713 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.23 02:00 | close | 43 | 1.00 | 1.43594 | 0.00000 | 0.00000 | -82.87 | 8086.64 |
| 87 | 2024.12.30 01:00 | sell | 44 | 1.00 | 1.44138 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.30 11:00 | close | 44 | 1.00 | 1.44129 | 0.00000 | 0.00000 | 6.24 | 8092.88 |
| 89 | 2025.01.06 02:00 | sell | 45 | 1.00 | 1.44381 | 0.00000 | 0.00000 | ||
| 90 | 2025.01.06 18:00 | close | 45 | 1.00 | 1.43643 | 0.00000 | 0.00000 | 513.77 | 8606.65 |
| 91 | 2025.01.06 18:00 | buy | 46 | 1.00 | 1.43643 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.07 01:00 | close | 46 | 1.00 | 1.43320 | 0.00000 | 0.00000 | -225.37 | 8381.28 |
| 93 | 2025.01.07 15:00 | buy | 47 | 1.00 | 1.43207 | 0.00000 | 0.00000 | ||
| 94 | 2025.01.07 23:59 | close at stop | 47 | 1.00 | 1.43660 | 0.00000 | 0.00000 | 315.33 | 8696.61 |