Strategy Tester Report
Ten Stochs Wave Filter EA
| Symbol | GBPUSD (Great Britain Pound 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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | -648.00 | Gross profit | 733.50 | Gross loss | -1381.50 |
| Profit factor | 0.53 | Expected payoff | -13.79 | ||
| Absolute drawdown | 909.80 | Maximal drawdown | 1063.70 (10.48%) | Relative drawdown | 10.48% (1063.70) |
| Total trades | 47 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 23 (21.74%) |
| Profit trades (% of total) | 13 (27.66%) | Loss trades (% of total) | 34 (72.34%) | ||
| Largest | profit trade | 195.60 | loss trade | -131.30 | |
| Average | profit trade | 56.42 | loss trade | -40.63 | |
| Maximum | consecutive wins (profit in money) | 3 (203.40) | consecutive losses (loss in money) | 9 (-490.90) | |
| Maximal | consecutive profit (count of wins) | 203.40 (3) | consecutive loss (count of losses) | -490.90 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 08:00 | sell | 1 | 0.10 | 1.32432 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 04:00 | close | 1 | 0.10 | 1.31319 | 0.00000 | 0.00000 | 111.30 | 10111.30 |
| 3 | 2024.10.04 04:00 | buy | 2 | 0.10 | 1.31318 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.07 13:00 | close | 2 | 0.10 | 1.30709 | 0.00000 | 0.00000 | -60.90 | 10050.40 |
| 5 | 2024.10.07 13:00 | sell | 3 | 0.10 | 1.30710 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.08 05:00 | close | 3 | 0.10 | 1.30992 | 0.00000 | 0.00000 | -28.20 | 10022.20 |
| 7 | 2024.10.08 05:00 | buy | 4 | 0.10 | 1.30993 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.14 03:00 | close | 4 | 0.10 | 1.30475 | 0.00000 | 0.00000 | -51.80 | 9970.40 |
| 9 | 2024.10.14 03:00 | sell | 5 | 0.10 | 1.30476 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.15 03:00 | close | 5 | 0.10 | 1.30683 | 0.00000 | 0.00000 | -20.70 | 9949.70 |
| 11 | 2024.10.15 03:00 | buy | 6 | 0.10 | 1.30684 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.16 11:00 | close | 6 | 0.10 | 1.30001 | 0.00000 | 0.00000 | -68.30 | 9881.40 |
| 13 | 2024.10.16 11:00 | sell | 7 | 0.10 | 1.30000 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.17 15:00 | close | 7 | 0.10 | 1.30170 | 0.00000 | 0.00000 | -17.00 | 9864.40 |
| 15 | 2024.10.17 15:00 | buy | 8 | 0.10 | 1.30171 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.21 11:00 | close | 8 | 0.10 | 1.30212 | 0.00000 | 0.00000 | 4.10 | 9868.50 |
| 17 | 2024.10.21 11:00 | sell | 9 | 0.10 | 1.30211 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 09:00 | close | 9 | 0.10 | 1.29988 | 0.00000 | 0.00000 | 22.30 | 9890.80 |
| 19 | 2024.10.22 09:00 | buy | 10 | 0.10 | 1.29987 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.22 14:00 | close | 10 | 0.10 | 1.29761 | 0.00000 | 0.00000 | -22.60 | 9868.20 |
| 21 | 2024.10.22 14:00 | sell | 11 | 0.10 | 1.29760 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.23 08:00 | close | 11 | 0.10 | 1.29898 | 0.00000 | 0.00000 | -13.80 | 9854.40 |
| 23 | 2024.10.23 08:00 | buy | 12 | 0.10 | 1.29897 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.23 17:00 | close | 12 | 0.10 | 1.29507 | 0.00000 | 0.00000 | -39.00 | 9815.40 |
| 25 | 2024.10.23 17:00 | sell | 13 | 0.10 | 1.29508 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.24 11:00 | close | 13 | 0.10 | 1.29632 | 0.00000 | 0.00000 | -12.40 | 9803.00 |
| 27 | 2024.10.24 11:00 | buy | 14 | 0.10 | 1.29633 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.28 00:00 | close | 14 | 0.10 | 1.29653 | 0.00000 | 0.00000 | 2.00 | 9805.00 |
| 29 | 2024.10.28 00:00 | sell | 15 | 0.10 | 1.29650 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.28 12:00 | close | 15 | 0.10 | 1.29767 | 0.00000 | 0.00000 | -11.70 | 9793.30 |
| 31 | 2024.10.28 12:00 | buy | 16 | 0.10 | 1.29768 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.30 15:00 | close | 16 | 0.10 | 1.29704 | 0.00000 | 0.00000 | -6.40 | 9786.90 |
| 33 | 2024.10.30 15:00 | sell | 17 | 0.10 | 1.29703 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.01 15:00 | close | 17 | 0.10 | 1.29211 | 0.00000 | 0.00000 | 49.20 | 9836.10 |
| 35 | 2024.11.01 15:00 | buy | 18 | 0.10 | 1.29212 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.06 05:00 | close | 18 | 0.10 | 1.29057 | 0.00000 | 0.00000 | -15.50 | 9820.60 |
| 37 | 2024.11.06 05:00 | sell | 19 | 0.10 | 1.29056 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.07 07:00 | close | 19 | 0.10 | 1.29220 | 0.00000 | 0.00000 | -16.40 | 9804.20 |
| 39 | 2024.11.07 07:00 | buy | 20 | 0.10 | 1.29221 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.08 19:00 | close | 20 | 0.10 | 1.29017 | 0.00000 | 0.00000 | -20.40 | 9783.80 |
| 41 | 2024.11.08 19:00 | sell | 21 | 0.10 | 1.29018 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.14 19:00 | close | 21 | 0.10 | 1.27062 | 0.00000 | 0.00000 | 195.60 | 9979.40 |
| 43 | 2024.11.14 19:00 | buy | 22 | 0.10 | 1.27063 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.15 18:00 | close | 22 | 0.10 | 1.26275 | 0.00000 | 0.00000 | -78.80 | 9900.60 |
| 45 | 2024.11.15 18:00 | sell | 23 | 0.10 | 1.26276 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.18 19:00 | close | 23 | 0.10 | 1.26623 | 0.00000 | 0.00000 | -34.70 | 9865.90 |
| 47 | 2024.11.18 19:00 | buy | 24 | 0.10 | 1.26622 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.20 13:00 | close | 24 | 0.10 | 1.26592 | 0.00000 | 0.00000 | -3.00 | 9862.90 |
| 49 | 2024.11.20 13:00 | sell | 25 | 0.10 | 1.26593 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.25 02:00 | close | 25 | 0.10 | 1.25941 | 0.00000 | 0.00000 | 65.20 | 9928.10 |
| 51 | 2024.11.25 02:00 | buy | 26 | 0.10 | 1.25940 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.25 20:00 | close | 26 | 0.10 | 1.25537 | 0.00000 | 0.00000 | -40.30 | 9887.80 |
| 53 | 2024.11.25 20:00 | sell | 27 | 0.10 | 1.25538 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.26 13:00 | close | 27 | 0.10 | 1.25902 | 0.00000 | 0.00000 | -36.40 | 9851.40 |
| 55 | 2024.11.26 13:00 | buy | 28 | 0.10 | 1.25903 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.26 20:00 | close | 28 | 0.10 | 1.25366 | 0.00000 | 0.00000 | -53.70 | 9797.70 |
| 57 | 2024.11.26 20:00 | sell | 29 | 0.10 | 1.25367 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.27 15:00 | close | 29 | 0.10 | 1.26289 | 0.00000 | 0.00000 | -92.20 | 9705.50 |
| 59 | 2024.11.27 15:00 | buy | 30 | 0.10 | 1.26290 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.02 17:00 | close | 30 | 0.10 | 1.26356 | 0.00000 | 0.00000 | 6.60 | 9712.10 |
| 61 | 2024.12.02 17:00 | sell | 31 | 0.10 | 1.26357 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.03 21:00 | close | 31 | 0.10 | 1.26985 | 0.00000 | 0.00000 | -62.80 | 9649.30 |
| 63 | 2024.12.03 21:00 | buy | 32 | 0.10 | 1.26986 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.06 20:00 | close | 32 | 0.10 | 1.27269 | 0.00000 | 0.00000 | 28.30 | 9677.60 |
| 65 | 2024.12.06 20:00 | sell | 33 | 0.10 | 1.27268 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.09 11:00 | close | 33 | 0.10 | 1.27697 | 0.00000 | 0.00000 | -42.90 | 9634.70 |
| 67 | 2024.12.09 11:00 | buy | 34 | 0.10 | 1.27698 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.11 12:00 | close | 34 | 0.10 | 1.27291 | 0.00000 | 0.00000 | -40.70 | 9594.00 |
| 69 | 2024.12.11 12:00 | sell | 35 | 0.10 | 1.27290 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.16 20:00 | close | 35 | 0.10 | 1.26835 | 0.00000 | 0.00000 | 45.50 | 9639.50 |
| 71 | 2024.12.16 20:00 | buy | 36 | 0.10 | 1.26834 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.17 09:00 | close | 36 | 0.10 | 1.26706 | 0.00000 | 0.00000 | -12.80 | 9626.70 |
| 73 | 2024.12.17 09:00 | sell | 37 | 0.10 | 1.26707 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.17 15:00 | close | 37 | 0.10 | 1.27073 | 0.00000 | 0.00000 | -36.60 | 9590.10 |
| 75 | 2024.12.17 15:00 | buy | 38 | 0.10 | 1.27072 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.18 23:00 | close | 38 | 0.10 | 1.25759 | 0.00000 | 0.00000 | -131.30 | 9458.80 |
| 77 | 2024.12.18 23:00 | sell | 39 | 0.10 | 1.25760 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.19 13:00 | close | 39 | 0.10 | 1.26395 | 0.00000 | 0.00000 | -63.50 | 9395.30 |
| 79 | 2024.12.19 13:00 | buy | 40 | 0.10 | 1.26394 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.19 18:00 | close | 40 | 0.10 | 1.25498 | 0.00000 | 0.00000 | -89.60 | 9305.70 |
| 81 | 2024.12.19 18:00 | sell | 41 | 0.10 | 1.25497 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.20 19:00 | close | 41 | 0.10 | 1.25861 | 0.00000 | 0.00000 | -36.40 | 9269.30 |
| 83 | 2024.12.20 19:00 | buy | 42 | 0.10 | 1.25862 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.23 14:00 | close | 42 | 0.10 | 1.25322 | 0.00000 | 0.00000 | -54.00 | 9215.30 |
| 85 | 2024.12.23 14:00 | sell | 43 | 0.10 | 1.25323 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.27 15:00 | close | 43 | 0.10 | 1.25554 | 0.00000 | 0.00000 | -23.10 | 9192.20 |
| 87 | 2024.12.27 15:00 | buy | 44 | 0.10 | 1.25553 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.30 18:00 | close | 44 | 0.10 | 1.25117 | 0.00000 | 0.00000 | -43.60 | 9148.60 |
| 89 | 2024.12.30 18:00 | sell | 45 | 0.10 | 1.25118 | 0.00000 | 0.00000 | ||
| 90 | 2025.01.03 07:00 | close | 45 | 0.10 | 1.23949 | 0.00000 | 0.00000 | 116.90 | 9265.50 |
| 91 | 2025.01.03 07:00 | buy | 46 | 0.10 | 1.23950 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.07 23:00 | close | 46 | 0.10 | 1.24796 | 0.00000 | 0.00000 | 84.60 | 9350.10 |
| 93 | 2025.01.07 23:00 | sell | 47 | 0.10 | 1.24797 | 0.00000 | 0.00000 | ||
| 94 | 2025.01.07 23:59 | close at stop | 47 | 0.10 | 1.24778 | 0.00000 | 0.00000 | 1.90 | 9352.00 |