Strategy Tester Report
SMC Skeleton v3
| 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 | Lots=0.1; RiskPercent=1; TakeProfit=50; LockProfit=2; InitialStop=30; TrailingStop=25; PP1=15; PP2=35; PP3=55; PP4=65; PV1=15; PV2=45; TrendTimescale=1440; TrendLongMA=70; TrendMediumMA=45; SignalSMA=12; SignalMMA=45; SignalLMA=70; | ||||
| 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 | -51.42 | Gross profit | 79.58 | Gross loss | -131.00 |
| Profit factor | 0.61 | Expected payoff | -2.14 | ||
| Absolute drawdown | 78.85 | Maximal drawdown | 93.19 (0.93%) | Relative drawdown | 0.93% (93.19) |
| Total trades | 24 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 20 (40.00%) |
| Profit trades (% of total) | 10 (41.67%) | Loss trades (% of total) | 14 (58.33%) | ||
| Largest | profit trade | 19.50 | loss trade | -14.87 | |
| Average | profit trade | 7.96 | loss trade | -9.36 | |
| Maximum | consecutive wins (profit in money) | 5 (56.88) | consecutive losses (loss in money) | 6 (-53.48) | |
| Maximal | consecutive profit (count of wins) | 56.88 (5) | consecutive loss (count of losses) | -53.48 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy | 1 | 0.10 | 1.35048 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.03 03:00 | modify | 1 | 0.10 | 1.35048 | 1.35048 | 0.00000 | ||
| 3 | 2024.10.03 04:00 | modify | 1 | 0.10 | 1.35048 | 1.35063 | 0.00000 | ||
| 4 | 2024.10.03 05:00 | modify | 1 | 0.10 | 1.35048 | 1.35093 | 0.00000 | ||
| 5 | 2024.10.03 06:00 | modify | 1 | 0.10 | 1.35048 | 1.35160 | 0.00000 | ||
| 6 | 2024.10.03 07:00 | modify | 1 | 0.10 | 1.35048 | 1.35177 | 0.00000 | ||
| 7 | 2024.10.03 08:00 | modify | 1 | 0.10 | 1.35048 | 1.35216 | 0.00000 | ||
| 8 | 2024.10.03 08:02 | s/l | 1 | 0.10 | 1.35216 | 1.35216 | 0.00000 | 12.42 | 10012.42 |
| 9 | 2024.10.17 11:00 | buy | 2 | 0.10 | 1.37866 | 1.37744 | 0.00000 | ||
| 10 | 2024.10.17 14:31 | s/l | 2 | 0.10 | 1.37744 | 1.37744 | 0.00000 | -8.86 | 10003.56 |
| 11 | 2024.10.17 18:00 | buy | 3 | 0.10 | 1.37907 | 1.37765 | 0.00000 | ||
| 12 | 2024.10.17 22:00 | modify | 3 | 0.10 | 1.37907 | 1.37960 | 0.00000 | ||
| 13 | 2024.10.17 22:28 | s/l | 3 | 0.10 | 1.37960 | 1.37960 | 0.00000 | 3.84 | 10007.40 |
| 14 | 2024.10.24 16:00 | buy | 4 | 0.10 | 1.38286 | 1.38171 | 0.00000 | ||
| 15 | 2024.10.24 16:33 | s/l | 4 | 0.10 | 1.38171 | 1.38171 | 0.00000 | -8.32 | 9999.08 |
| 16 | 2024.11.01 17:00 | buy | 5 | 0.10 | 1.39162 | 1.39073 | 0.00000 | ||
| 17 | 2024.11.01 17:13 | s/l | 5 | 0.10 | 1.39073 | 1.39073 | 0.00000 | -6.40 | 9992.68 |
| 18 | 2024.11.04 10:00 | buy | 6 | 0.10 | 1.39238 | 1.39117 | 0.00000 | ||
| 19 | 2024.11.04 10:15 | s/l | 6 | 0.10 | 1.39117 | 1.39117 | 0.00000 | -8.70 | 9983.98 |
| 20 | 2024.11.22 14:00 | sell | 7 | 0.10 | 1.39943 | 1.40058 | 0.00000 | ||
| 21 | 2024.11.22 15:00 | modify | 7 | 0.10 | 1.39943 | 1.39898 | 0.00000 | ||
| 22 | 2024.11.22 15:12 | s/l | 7 | 0.10 | 1.39898 | 1.39898 | 0.00000 | 3.22 | 9987.20 |
| 23 | 2024.11.22 19:00 | sell | 8 | 0.10 | 1.39857 | 1.40022 | 0.00000 | ||
| 24 | 2024.11.22 20:00 | modify | 8 | 0.10 | 1.39857 | 1.39812 | 0.00000 | ||
| 25 | 2024.11.22 20:21 | s/l | 8 | 0.10 | 1.39812 | 1.39812 | 0.00000 | 3.22 | 9990.42 |
| 26 | 2024.11.25 14:00 | sell | 9 | 0.10 | 1.39722 | 1.39817 | 0.00000 | ||
| 27 | 2024.11.25 14:17 | s/l | 9 | 0.10 | 1.39817 | 1.39817 | 0.00000 | -6.79 | 9983.63 |
| 28 | 2024.11.25 17:00 | sell | 10 | 0.10 | 1.39733 | 1.39787 | 0.00000 | ||
| 29 | 2024.11.25 17:00 | s/l | 10 | 0.10 | 1.39787 | 1.39787 | 0.00000 | -3.86 | 9979.77 |
| 30 | 2024.11.28 06:00 | buy | 11 | 0.10 | 1.40262 | 1.40110 | 0.00000 | ||
| 31 | 2024.11.28 10:38 | s/l | 11 | 0.10 | 1.40110 | 1.40110 | 0.00000 | -10.85 | 9968.92 |
| 32 | 2024.12.02 10:00 | buy | 12 | 0.10 | 1.40445 | 1.40299 | 0.00000 | ||
| 33 | 2024.12.02 11:02 | s/l | 12 | 0.10 | 1.40299 | 1.40299 | 0.00000 | -10.41 | 9958.51 |
| 34 | 2024.12.05 20:00 | buy | 13 | 0.10 | 1.40559 | 1.40408 | 0.00000 | ||
| 35 | 2024.12.05 21:08 | s/l | 13 | 0.10 | 1.40408 | 1.40408 | 0.00000 | -10.75 | 9947.76 |
| 36 | 2024.12.06 15:00 | buy | 14 | 0.10 | 1.40611 | 1.40459 | 0.00000 | ||
| 37 | 2024.12.06 15:33 | s/l | 14 | 0.10 | 1.40459 | 1.40459 | 0.00000 | -10.82 | 9936.94 |
| 38 | 2024.12.11 18:00 | buy | 15 | 0.10 | 1.41444 | 1.41177 | 0.00000 | ||
| 39 | 2024.12.11 20:00 | modify | 15 | 0.10 | 1.41444 | 1.41562 | 0.00000 | ||
| 40 | 2024.12.11 20:00 | s/l | 15 | 0.10 | 1.41562 | 1.41562 | 0.00000 | 8.34 | 9945.28 |
| 41 | 2024.12.12 10:00 | buy | 16 | 0.10 | 1.41510 | 1.41287 | 0.00000 | ||
| 42 | 2024.12.12 14:00 | modify | 16 | 0.10 | 1.41510 | 1.41510 | 0.00000 | ||
| 43 | 2024.12.12 15:00 | modify | 16 | 0.10 | 1.41510 | 1.41629 | 0.00000 | ||
| 44 | 2024.12.12 15:40 | s/l | 16 | 0.10 | 1.41629 | 1.41629 | 0.00000 | 8.40 | 9953.68 |
| 45 | 2024.12.23 06:00 | buy | 17 | 0.10 | 1.43614 | 1.43340 | 0.00000 | ||
| 46 | 2024.12.23 09:00 | modify | 17 | 0.10 | 1.43614 | 1.43614 | 0.00000 | ||
| 47 | 2024.12.23 10:00 | modify | 17 | 0.10 | 1.43614 | 1.43850 | 0.00000 | ||
| 48 | 2024.12.23 10:03 | s/l | 17 | 0.10 | 1.43850 | 1.43850 | 0.00000 | 16.41 | 9970.09 |
| 49 | 2024.12.24 03:00 | buy | 18 | 0.10 | 1.43857 | 1.43601 | 0.00000 | ||
| 50 | 2024.12.24 11:00 | modify | 18 | 0.10 | 1.43857 | 1.43902 | 0.00000 | ||
| 51 | 2024.12.24 12:00 | modify | 18 | 0.10 | 1.43857 | 1.43931 | 0.00000 | ||
| 52 | 2024.12.24 14:00 | modify | 18 | 0.10 | 1.43857 | 1.44001 | 0.00000 | ||
| 53 | 2024.12.24 15:00 | modify | 18 | 0.10 | 1.43857 | 1.44138 | 0.00000 | ||
| 54 | 2024.12.24 15:03 | s/l | 18 | 0.10 | 1.44138 | 1.44138 | 0.00000 | 19.50 | 9989.59 |
| 55 | 2024.12.26 11:00 | buy | 19 | 0.10 | 1.44021 | 1.43788 | 0.00000 | ||
| 56 | 2024.12.26 18:00 | modify | 19 | 0.10 | 1.44021 | 1.44082 | 0.00000 | ||
| 57 | 2024.12.26 18:03 | s/l | 19 | 0.10 | 1.44082 | 1.44082 | 0.00000 | 4.23 | 9993.82 |
| 58 | 2024.12.30 16:00 | buy | 20 | 0.10 | 1.44113 | 1.43899 | 0.00000 | ||
| 59 | 2024.12.30 17:58 | s/l | 20 | 0.10 | 1.43899 | 1.43899 | 0.00000 | -14.87 | 9978.95 |
| 60 | 2024.12.31 16:00 | buy | 21 | 0.10 | 1.44060 | 1.43884 | 0.00000 | ||
| 61 | 2024.12.31 16:25 | s/l | 21 | 0.10 | 1.43884 | 1.43884 | 0.00000 | -12.23 | 9966.72 |
| 62 | 2024.12.31 19:00 | buy | 22 | 0.10 | 1.44058 | 1.43889 | 0.00000 | ||
| 63 | 2024.12.31 19:58 | s/l | 22 | 0.10 | 1.43889 | 1.43889 | 0.00000 | -11.75 | 9954.97 |
| 64 | 2025.01.02 10:00 | buy | 23 | 0.10 | 1.44081 | 1.43879 | 0.00000 | ||
| 65 | 2025.01.02 11:00 | modify | 23 | 0.10 | 1.44081 | 1.44081 | 0.00000 | ||
| 66 | 2025.01.02 11:02 | s/l | 23 | 0.10 | 1.44081 | 1.44081 | 0.00000 | 0.00 | 9954.97 |
| 67 | 2025.01.03 10:00 | buy | 24 | 0.10 | 1.44013 | 1.43921 | 0.00000 | ||
| 68 | 2025.01.03 10:03 | s/l | 24 | 0.10 | 1.43921 | 1.43921 | 0.00000 | -6.39 | 9948.58 |