Strategy Tester Report
TDSGlobal 4
| 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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -315.89 | Gross profit | 2406.14 | Gross loss | -2722.03 |
| Profit factor | 0.88 | Expected payoff | -11.70 | ||
| Absolute drawdown | 824.06 | Maximal drawdown | 2792.11 (23.33%) | Relative drawdown | 23.33% (2792.11) |
| Total trades | 27 | Short positions (won %) | 25 (4.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (11.11%) | Loss trades (% of total) | 24 (88.89%) | ||
| Largest | profit trade | 942.86 | loss trade | -373.13 | |
| Average | profit trade | 802.05 | loss trade | -113.42 | |
| Maximum | consecutive wins (profit in money) | 2 (1463.28) | consecutive losses (loss in money) | 21 (-2272.81) | |
| Maximal | consecutive profit (count of wins) | 1463.28 (2) | consecutive loss (count of losses) | -2272.81 (21) | |
| Average | consecutive wins | 2 | consecutive losses | 12 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy stop | 1 | 1.00 | 1.35039 | 1.34951 | 1.36038 | ||
| 2 | 2024.10.03 00:51 | buy | 1 | 1.00 | 1.35039 | 1.34951 | 1.36038 | ||
| 3 | 2024.10.07 16:42 | t/p | 1 | 1.00 | 1.36038 | 1.34951 | 1.36038 | 734.35 | 10734.35 |
| 4 | 2024.10.07 17:00 | buy stop | 2 | 1.00 | 1.36052 | 1.35893 | 1.37051 | ||
| 5 | 2024.10.07 17:17 | buy | 2 | 1.00 | 1.36052 | 1.35893 | 1.37051 | ||
| 6 | 2024.10.09 21:52 | t/p | 2 | 1.00 | 1.37051 | 1.35893 | 1.37051 | 728.93 | 11463.28 |
| 7 | 2024.11.05 00:00 | sell stop | 3 | 1.00 | 1.38985 | 1.39029 | 1.37986 | ||
| 8 | 2024.11.05 00:00 | sell | 3 | 1.00 | 1.38985 | 1.39029 | 1.37986 | ||
| 9 | 2024.11.05 00:13 | s/l | 3 | 1.00 | 1.39029 | 1.39029 | 1.37986 | -31.65 | 11431.63 |
| 10 | 2024.11.05 01:00 | sell stop | 4 | 1.00 | 1.38941 | 1.39017 | 1.37942 | ||
| 11 | 2024.11.05 02:00 | modify | 4 | 1.00 | 1.38976 | 1.39021 | 1.37942 | ||
| 12 | 2024.11.05 02:58 | sell | 4 | 1.00 | 1.38976 | 1.39021 | 1.37942 | ||
| 13 | 2024.11.05 03:02 | s/l | 4 | 1.00 | 1.39021 | 1.39021 | 1.37942 | -32.37 | 11399.26 |
| 14 | 2024.11.05 04:00 | sell stop | 5 | 1.00 | 1.38973 | 1.39062 | 1.37974 | ||
| 15 | 2024.11.05 04:18 | sell | 5 | 1.00 | 1.38973 | 1.39062 | 1.37974 | ||
| 16 | 2024.11.06 04:28 | s/l | 5 | 1.00 | 1.39062 | 1.39062 | 1.37974 | -64.00 | 11335.26 |
| 17 | 2024.11.06 05:00 | sell stop | 6 | 1.00 | 1.38834 | 1.39189 | 1.37835 | ||
| 18 | 2024.11.06 06:00 | modify | 6 | 1.00 | 1.39100 | 1.39354 | 1.37835 | ||
| 19 | 2024.11.06 06:13 | sell | 6 | 1.00 | 1.39100 | 1.39354 | 1.37835 | ||
| 20 | 2024.11.06 08:33 | s/l | 6 | 1.00 | 1.39354 | 1.39354 | 1.37835 | -182.27 | 11152.99 |
| 21 | 2024.11.06 09:00 | sell stop | 7 | 1.00 | 1.39150 | 1.39378 | 1.38151 | ||
| 22 | 2024.11.06 09:07 | sell | 7 | 1.00 | 1.39150 | 1.39378 | 1.38151 | ||
| 23 | 2024.11.06 15:36 | s/l | 7 | 1.00 | 1.39378 | 1.39378 | 1.38151 | -163.58 | 10989.41 |
| 24 | 2024.11.06 16:00 | sell stop | 8 | 1.00 | 1.39164 | 1.39460 | 1.38165 | ||
| 25 | 2024.11.06 17:00 | modify | 8 | 1.00 | 1.39351 | 1.39584 | 1.38165 | ||
| 26 | 2024.11.06 17:03 | sell | 8 | 1.00 | 1.39351 | 1.39584 | 1.38165 | ||
| 27 | 2024.11.12 09:38 | s/l | 8 | 1.00 | 1.39584 | 1.39584 | 1.38165 | -166.92 | 10822.49 |
| 28 | 2024.11.12 10:00 | sell stop | 9 | 1.00 | 1.39450 | 1.39576 | 1.38451 | ||
| 29 | 2024.11.12 11:00 | modify | 9 | 1.00 | 1.39492 | 1.39614 | 1.38451 | ||
| 30 | 2024.11.12 12:00 | modify | 9 | 1.00 | 1.39498 | 1.39608 | 1.38451 | ||
| 31 | 2024.11.12 13:00 | modify | 9 | 1.00 | 1.39579 | 1.39666 | 1.38451 | ||
| 32 | 2024.11.12 13:17 | sell | 9 | 1.00 | 1.39579 | 1.39666 | 1.38451 | ||
| 33 | 2024.11.13 16:27 | s/l | 9 | 1.00 | 1.39666 | 1.39666 | 1.38451 | -62.29 | 10760.20 |
| 34 | 2024.11.13 17:00 | sell stop | 10 | 1.00 | 1.39464 | 1.39885 | 1.38465 | ||
| 35 | 2024.11.13 18:00 | modify | 10 | 1.00 | 1.39678 | 1.39983 | 1.38465 | ||
| 36 | 2024.11.13 20:00 | modify | 10 | 1.00 | 1.39753 | 1.39889 | 1.38465 | ||
| 37 | 2024.11.13 21:00 | modify | 10 | 1.00 | 1.39796 | 1.39894 | 1.38465 | ||
| 38 | 2024.11.13 22:00 | modify | 10 | 1.00 | 1.39804 | 1.39982 | 1.38465 | ||
| 39 | 2024.11.13 23:00 | modify | 10 | 1.00 | 1.39953 | 1.39998 | 1.38465 | ||
| 40 | 2024.11.13 23:55 | sell | 10 | 1.00 | 1.39953 | 1.39998 | 1.38465 | ||
| 41 | 2024.11.14 03:35 | s/l | 10 | 1.00 | 1.39998 | 1.39998 | 1.38465 | -32.14 | 10728.06 |
| 42 | 2024.11.19 00:00 | sell stop | 11 | 1.00 | 1.40108 | 1.40196 | 1.39109 | ||
| 43 | 2024.11.19 00:01 | sell | 11 | 1.00 | 1.40108 | 1.40196 | 1.39109 | ||
| 44 | 2024.11.19 00:41 | s/l | 11 | 1.00 | 1.40196 | 1.40196 | 1.39109 | -62.77 | 10665.29 |
| 45 | 2024.11.19 01:00 | sell stop | 12 | 1.00 | 1.40086 | 1.40181 | 1.39087 | ||
| 46 | 2024.11.19 02:00 | modify | 12 | 1.00 | 1.40151 | 1.40219 | 1.39087 | ||
| 47 | 2024.11.19 03:00 | modify | 12 | 1.00 | 1.40193 | 1.40288 | 1.39087 | ||
| 48 | 2024.11.19 03:53 | sell | 12 | 1.00 | 1.40193 | 1.40288 | 1.39087 | ||
| 49 | 2024.11.19 11:18 | s/l | 12 | 1.00 | 1.40288 | 1.40288 | 1.39087 | -67.72 | 10597.57 |
| 50 | 2024.11.19 12:00 | sell stop | 13 | 1.00 | 1.40156 | 1.40359 | 1.39157 | ||
| 51 | 2024.11.19 13:00 | modify | 13 | 1.00 | 1.40162 | 1.40305 | 1.39157 | ||
| 52 | 2024.11.19 13:02 | sell | 13 | 1.00 | 1.40162 | 1.40305 | 1.39157 | ||
| 53 | 2024.11.26 01:41 | s/l | 13 | 1.00 | 1.40305 | 1.40305 | 1.39157 | -101.91 | 10495.66 |
| 54 | 2024.11.26 02:00 | sell stop | 14 | 1.00 | 1.39809 | 1.41199 | 1.38810 | ||
| 55 | 2024.11.26 03:00 | modify | 14 | 1.00 | 1.40882 | 1.41661 | 1.38810 | ||
| 56 | 2024.11.26 04:00 | modify | 14 | 1.00 | 1.41243 | 1.41772 | 1.38810 | ||
| 57 | 2024.11.26 04:21 | sell | 14 | 1.00 | 1.41243 | 1.41772 | 1.38810 | ||
| 58 | 2024.12.10 03:02 | s/l | 14 | 1.00 | 1.41772 | 1.41772 | 1.38810 | -373.13 | 10122.53 |
| 59 | 2024.12.26 07:00 | sell stop | 15 | 1.00 | 1.43597 | 1.43649 | 1.42598 | ||
| 60 | 2024.12.26 09:00 | modify | 15 | 1.00 | 1.43651 | 1.43764 | 1.42598 | ||
| 61 | 2024.12.26 10:00 | modify | 15 | 1.00 | 1.43727 | 1.43837 | 1.42598 | ||
| 62 | 2024.12.26 11:00 | modify | 15 | 1.00 | 1.43804 | 1.43982 | 1.42598 | ||
| 63 | 2024.12.26 12:00 | modify | 15 | 1.00 | 1.43915 | 1.44040 | 1.42598 | ||
| 64 | 2024.12.26 12:05 | sell | 15 | 1.00 | 1.43915 | 1.44040 | 1.42598 | ||
| 65 | 2024.12.26 16:46 | s/l | 15 | 1.00 | 1.44040 | 1.44040 | 1.42598 | -86.78 | 10035.75 |
| 66 | 2024.12.26 17:00 | sell stop | 16 | 1.00 | 1.43907 | 1.44054 | 1.42908 | ||
| 67 | 2024.12.26 18:00 | modify | 16 | 1.00 | 1.44011 | 1.44152 | 1.42908 | ||
| 68 | 2024.12.26 19:00 | modify | 16 | 1.00 | 1.44027 | 1.44123 | 1.42908 | ||
| 69 | 2024.12.26 19:03 | sell | 16 | 1.00 | 1.44027 | 1.44123 | 1.42908 | ||
| 70 | 2024.12.26 19:40 | s/l | 16 | 1.00 | 1.44123 | 1.44123 | 1.42908 | -66.61 | 9969.14 |
| 71 | 2024.12.26 20:00 | sell stop | 17 | 1.00 | 1.44007 | 1.44192 | 1.43008 | ||
| 72 | 2024.12.26 21:00 | modify | 17 | 1.00 | 1.44031 | 1.44177 | 1.43008 | ||
| 73 | 2024.12.26 22:00 | modify | 17 | 1.00 | 1.44112 | 1.44198 | 1.43008 | ||
| 74 | 2024.12.26 23:01 | sell | 17 | 1.00 | 1.44112 | 1.44198 | 1.43008 | ||
| 75 | 2024.12.27 17:17 | s/l | 17 | 1.00 | 1.44198 | 1.44198 | 1.43008 | -59.64 | 9909.50 |
| 76 | 2024.12.31 01:00 | sell stop | 18 | 1.00 | 1.43447 | 1.43519 | 1.42448 | ||
| 77 | 2024.12.31 02:00 | modify | 18 | 1.00 | 1.43482 | 1.43557 | 1.42448 | ||
| 78 | 2024.12.31 03:00 | modify | 18 | 1.00 | 1.43492 | 1.43611 | 1.42448 | ||
| 79 | 2024.12.31 03:26 | sell | 18 | 1.00 | 1.43492 | 1.43611 | 1.42448 | ||
| 80 | 2024.12.31 09:22 | s/l | 18 | 1.00 | 1.43611 | 1.43611 | 1.42448 | -82.86 | 9826.64 |
| 81 | 2024.12.31 10:00 | sell stop | 19 | 1.00 | 1.43489 | 1.43696 | 1.42490 | ||
| 82 | 2024.12.31 11:00 | modify | 19 | 1.00 | 1.43668 | 1.43787 | 1.42490 | ||
| 83 | 2024.12.31 11:12 | sell | 19 | 1.00 | 1.43668 | 1.43787 | 1.42490 | ||
| 84 | 2024.12.31 12:42 | s/l | 19 | 1.00 | 1.43787 | 1.43787 | 1.42490 | -82.76 | 9743.88 |
| 85 | 2024.12.31 13:00 | sell stop | 20 | 1.00 | 1.43654 | 1.43783 | 1.42655 | ||
| 86 | 2024.12.31 14:00 | modify | 20 | 1.00 | 1.43699 | 1.43822 | 1.42655 | ||
| 87 | 2024.12.31 15:00 | modify | 20 | 1.00 | 1.43773 | 1.43884 | 1.42655 | ||
| 88 | 2024.12.31 16:00 | modify | 20 | 1.00 | 1.43827 | 1.44076 | 1.42655 | ||
| 89 | 2024.12.31 16:38 | sell | 20 | 1.00 | 1.43827 | 1.44076 | 1.42655 | ||
| 90 | 2024.12.31 19:00 | s/l | 20 | 1.00 | 1.44076 | 1.44076 | 1.42655 | -172.83 | 9571.05 |
| 91 | 2024.12.31 20:00 | sell stop | 21 | 1.00 | 1.43871 | 1.44090 | 1.42872 | ||
| 92 | 2024.12.31 20:20 | sell | 21 | 1.00 | 1.43871 | 1.44090 | 1.42872 | ||
| 93 | 2025.01.02 10:08 | s/l | 21 | 1.00 | 1.44090 | 1.44090 | 1.42872 | -151.99 | 9419.06 |
| 94 | 2025.01.02 11:00 | sell stop | 22 | 1.00 | 1.43994 | 1.44216 | 1.42995 | ||
| 95 | 2025.01.02 12:00 | modify | 22 | 1.00 | 1.44024 | 1.44153 | 1.42995 | ||
| 96 | 2025.01.02 13:00 | modify | 22 | 1.00 | 1.44088 | 1.44281 | 1.42995 | ||
| 97 | 2025.01.02 14:00 | modify | 22 | 1.00 | 1.44157 | 1.44275 | 1.42995 | ||
| 98 | 2025.01.02 15:00 | modify | 22 | 1.00 | 1.44157 | 1.44271 | 1.42995 | ||
| 99 | 2025.01.02 15:35 | sell | 22 | 1.00 | 1.44157 | 1.44271 | 1.42995 | ||
| 100 | 2025.01.02 16:03 | s/l | 22 | 1.00 | 1.44271 | 1.44271 | 1.42995 | -79.02 | 9340.04 |
| 101 | 2025.01.02 17:00 | sell stop | 23 | 1.00 | 1.44187 | 1.44345 | 1.43188 | ||
| 102 | 2025.01.02 18:00 | modify | 23 | 1.00 | 1.44199 | 1.44384 | 1.43188 | ||
| 103 | 2025.01.02 19:00 | modify | 23 | 1.00 | 1.44200 | 1.44416 | 1.43188 | ||
| 104 | 2025.01.02 19:02 | sell | 23 | 1.00 | 1.44200 | 1.44416 | 1.43188 | ||
| 105 | 2025.01.03 17:17 | s/l | 23 | 1.00 | 1.44416 | 1.44416 | 1.43188 | -149.57 | 9190.47 |
| 106 | 2025.01.03 18:00 | sell stop | 24 | 1.00 | 1.44181 | 1.44537 | 1.43182 | ||
| 107 | 2025.01.03 19:00 | modify | 24 | 1.00 | 1.44325 | 1.44613 | 1.43182 | ||
| 108 | 2025.01.03 20:00 | modify | 24 | 1.00 | 1.44420 | 1.44599 | 1.43182 | ||
| 109 | 2025.01.03 21:00 | modify | 24 | 1.00 | 1.44532 | 1.44629 | 1.43182 | ||
| 110 | 2025.01.03 21:17 | sell | 24 | 1.00 | 1.44532 | 1.44629 | 1.43182 | ||
| 111 | 2025.01.06 13:33 | t/p | 24 | 1.00 | 1.43182 | 1.44629 | 1.43182 | 942.86 | 10133.33 |
| 112 | 2025.01.07 01:00 | sell stop | 25 | 1.00 | 1.43258 | 1.43330 | 1.42259 | ||
| 113 | 2025.01.07 02:00 | modify | 25 | 1.00 | 1.43305 | 1.43410 | 1.42259 | ||
| 114 | 2025.01.07 03:00 | modify | 25 | 1.00 | 1.43366 | 1.43468 | 1.42259 | ||
| 115 | 2025.01.07 03:01 | sell | 25 | 1.00 | 1.43366 | 1.43468 | 1.42259 | ||
| 116 | 2025.01.07 03:32 | s/l | 25 | 1.00 | 1.43468 | 1.43468 | 1.42259 | -71.10 | 10062.23 |
| 117 | 2025.01.07 04:00 | sell stop | 26 | 1.00 | 1.43334 | 1.43490 | 1.42335 | ||
| 118 | 2025.01.07 04:03 | sell | 26 | 1.00 | 1.43334 | 1.43490 | 1.42335 | ||
| 119 | 2025.01.07 17:03 | s/l | 26 | 1.00 | 1.43490 | 1.43490 | 1.42335 | -108.72 | 9953.51 |
| 120 | 2025.01.07 18:00 | sell stop | 27 | 1.00 | 1.43264 | 1.43651 | 1.42265 | ||
| 121 | 2025.01.07 18:48 | sell | 27 | 1.00 | 1.43264 | 1.43651 | 1.42265 | ||
| 122 | 2025.01.07 23:42 | s/l | 27 | 1.00 | 1.43651 | 1.43651 | 1.42265 | -269.40 | 9684.11 |