Strategy Tester Report
TSD-v11-MT4-JB-OsMA Daily
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -515.45 | Gross profit | 1256.40 | Gross loss | -1771.85 |
| Profit factor | 0.71 | Expected payoff | -21.48 | ||
| Absolute drawdown | 841.67 | Maximal drawdown | 1193.32 (11.53%) | Relative drawdown | 11.53% (1193.32) |
| Total trades | 24 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 23 (86.96%) |
| Profit trades (% of total) | 20 (83.33%) | Loss trades (% of total) | 4 (16.67%) | ||
| Largest | profit trade | 118.76 | loss trade | -659.40 | |
| Average | profit trade | 62.82 | loss trade | -442.96 | |
| Maximum | consecutive wins (profit in money) | 10 (548.33) | consecutive losses (loss in money) | 2 (-748.28) | |
| Maximal | consecutive profit (count of wins) | 548.33 (10) | consecutive loss (count of losses) | -748.28 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 00:00 | buy stop | 1 | 1.00 | 1.36992 | 1.35992 | 1.37092 | ||
| 2 | 2025.07.02 00:00 | modify | 1 | 1.00 | 1.36666 | 1.35902 | 1.37092 | ||
| 3 | 2025.07.03 00:00 | modify | 1 | 1.00 | 1.36582 | 1.35826 | 1.37092 | ||
| 4 | 2025.07.04 00:00 | modify | 1 | 1.00 | 1.36232 | 1.35556 | 1.37092 | ||
| 5 | 2025.07.07 00:00 | modify | 1 | 1.00 | 1.36164 | 1.35656 | 1.37092 | ||
| 6 | 2025.07.07 04:15 | buy | 1 | 1.00 | 1.36164 | 1.35656 | 1.37092 | ||
| 7 | 2025.07.07 06:00 | modify | 1 | 1.00 | 1.36164 | 1.36168 | 1.36328 | ||
| 8 | 2025.07.07 06:00 | modify | 1 | 1.00 | 1.36164 | 1.36169 | 1.36329 | ||
| 9 | 2025.07.07 07:00 | modify | 1 | 1.00 | 1.36164 | 1.36211 | 1.36371 | ||
| 10 | 2025.07.07 08:00 | modify | 1 | 1.00 | 1.36164 | 1.36294 | 1.36454 | ||
| 11 | 2025.07.07 08:00 | modify | 1 | 1.00 | 1.36164 | 1.36295 | 1.36455 | ||
| 12 | 2025.07.07 08:00 | modify | 1 | 1.00 | 1.36164 | 1.36296 | 1.36456 | ||
| 13 | 2025.07.07 09:00 | modify | 1 | 1.00 | 1.36164 | 1.36302 | 1.36462 | ||
| 14 | 2025.07.07 09:06 | s/l | 1 | 1.00 | 1.36302 | 1.36302 | 1.36462 | 101.25 | 10101.25 |
| 15 | 2025.07.11 00:00 | buy stop | 2 | 1.00 | 1.37078 | 1.36528 | 1.37178 | ||
| 16 | 2025.07.11 03:14 | buy | 2 | 1.00 | 1.37078 | 1.36528 | 1.37178 | ||
| 17 | 2025.07.11 03:18 | t/p | 2 | 1.00 | 1.37178 | 1.36528 | 1.37178 | 72.90 | 10174.15 |
| 18 | 2025.07.11 04:00 | buy stop | 3 | 1.00 | 1.37078 | 1.36528 | 1.37178 | ||
| 19 | 2025.07.11 17:01 | buy | 3 | 1.00 | 1.37078 | 1.36528 | 1.37178 | ||
| 20 | 2025.07.15 17:48 | t/p | 3 | 1.00 | 1.37178 | 1.36528 | 1.37178 | 72.90 | 10247.05 |
| 21 | 2025.07.17 00:00 | buy stop | 4 | 1.00 | 1.37551 | 1.36790 | 1.37651 | ||
| 22 | 2025.07.17 13:14 | buy | 4 | 1.00 | 1.37551 | 1.36790 | 1.37651 | ||
| 23 | 2025.07.17 13:49 | t/p | 4 | 1.00 | 1.37651 | 1.36790 | 1.37651 | 72.65 | 10319.70 |
| 24 | 2025.07.17 14:00 | buy stop | 5 | 1.00 | 1.37692 | 1.36790 | 1.37792 | ||
| 25 | 2025.07.17 14:14 | buy | 5 | 1.00 | 1.37692 | 1.36790 | 1.37792 | ||
| 26 | 2025.07.21 18:19 | s/l | 5 | 1.00 | 1.36790 | 1.36790 | 1.37792 | -659.40 | 9660.30 |
| 27 | 2025.07.21 19:00 | buy stop | 6 | 1.00 | 1.37524 | 1.36947 | 1.37624 | ||
| 28 | 2025.07.22 00:00 | modify | 6 | 1.00 | 1.37340 | 1.36768 | 1.37624 | ||
| 29 | 2025.07.23 00:00 | modify | 6 | 1.00 | 1.36949 | 1.36018 | 1.37624 | ||
| 30 | 2025.07.24 00:00 | modify | 6 | 1.00 | 1.36283 | 1.35745 | 1.37624 | ||
| 31 | 2025.07.24 16:19 | buy | 6 | 1.00 | 1.36283 | 1.35745 | 1.37624 | ||
| 32 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36398 | 1.36558 | ||
| 33 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36399 | 1.36559 | ||
| 34 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36400 | 1.36560 | ||
| 35 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36401 | 1.36561 | ||
| 36 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36402 | 1.36562 | ||
| 37 | 2025.07.24 19:00 | modify | 6 | 1.00 | 1.36283 | 1.36403 | 1.36563 | ||
| 38 | 2025.07.24 19:18 | s/l | 6 | 1.00 | 1.36403 | 1.36403 | 1.36563 | 87.97 | 9748.27 |
| 39 | 2025.07.24 20:00 | buy stop | 7 | 1.00 | 1.36396 | 1.35745 | 1.36496 | ||
| 40 | 2025.07.24 20:00 | buy | 7 | 1.00 | 1.36396 | 1.35745 | 1.36496 | ||
| 41 | 2025.07.24 23:31 | t/p | 7 | 1.00 | 1.36496 | 1.35745 | 1.36496 | 73.26 | 9821.53 |
| 42 | 2025.08.04 00:00 | buy stop | 8 | 1.00 | 1.38787 | 1.37620 | 1.38887 | ||
| 43 | 2025.08.05 00:00 | modify | 8 | 1.00 | 1.37944 | 1.37575 | 1.38887 | ||
| 44 | 2025.08.05 08:48 | buy | 8 | 1.00 | 1.37944 | 1.37575 | 1.38887 | ||
| 45 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38015 | 1.38175 | ||
| 46 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38016 | 1.38176 | ||
| 47 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38017 | 1.38177 | ||
| 48 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38018 | 1.38178 | ||
| 49 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38019 | 1.38179 | ||
| 50 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38020 | 1.38180 | ||
| 51 | 2025.08.05 12:00 | modify | 8 | 1.00 | 1.37944 | 1.38021 | 1.38181 | ||
| 52 | 2025.08.05 12:14 | s/l | 8 | 1.00 | 1.38021 | 1.38021 | 1.38181 | 55.79 | 9877.32 |
| 53 | 2025.08.05 13:00 | buy stop | 9 | 1.00 | 1.38076 | 1.37575 | 1.38176 | ||
| 54 | 2025.08.05 13:18 | buy | 9 | 1.00 | 1.38076 | 1.37575 | 1.38176 | ||
| 55 | 2025.08.06 13:48 | s/l | 9 | 1.00 | 1.37575 | 1.37575 | 1.38176 | -364.17 | 9513.15 |
| 56 | 2025.08.06 14:00 | buy stop | 10 | 1.00 | 1.38097 | 1.37624 | 1.38197 | ||
| 57 | 2025.08.07 00:00 | modify | 10 | 1.00 | 1.37791 | 1.37343 | 1.38197 | ||
| 58 | 2025.08.08 00:00 | modify | 10 | 1.00 | 1.37731 | 1.37204 | 1.38197 | ||
| 59 | 2025.08.11 00:00 | modify | 10 | 1.00 | 1.37630 | 1.37247 | 1.38197 | ||
| 60 | 2025.08.11 10:02 | buy | 10 | 1.00 | 1.37630 | 1.37247 | 1.38197 | ||
| 61 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37646 | 1.37806 | ||
| 62 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37647 | 1.37807 | ||
| 63 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37648 | 1.37808 | ||
| 64 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37649 | 1.37809 | ||
| 65 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37650 | 1.37810 | ||
| 66 | 2025.08.11 11:00 | modify | 10 | 1.00 | 1.37630 | 1.37651 | 1.37811 | ||
| 67 | 2025.08.11 11:18 | s/l | 10 | 1.00 | 1.37651 | 1.37651 | 1.37811 | 15.26 | 9528.41 |
| 68 | 2025.08.14 00:00 | buy stop | 11 | 1.00 | 1.37815 | 1.37506 | 1.37915 | ||
| 69 | 2025.08.14 11:48 | buy | 11 | 1.00 | 1.37815 | 1.37506 | 1.37915 | ||
| 70 | 2025.08.14 15:43 | t/p | 11 | 1.00 | 1.37915 | 1.37506 | 1.37915 | 72.51 | 9600.92 |
| 71 | 2025.08.14 16:00 | buy stop | 12 | 1.00 | 1.37991 | 1.37506 | 1.38091 | ||
| 72 | 2025.08.14 16:04 | buy | 12 | 1.00 | 1.37991 | 1.37506 | 1.38091 | ||
| 73 | 2025.08.14 16:48 | t/p | 12 | 1.00 | 1.38091 | 1.37506 | 1.38091 | 72.42 | 9673.34 |
| 74 | 2025.08.14 17:00 | buy stop | 13 | 1.00 | 1.38151 | 1.37506 | 1.38251 | ||
| 75 | 2025.08.14 18:00 | modify | 13 | 1.00 | 1.37935 | 1.37506 | 1.38251 | ||
| 76 | 2025.08.14 18:08 | buy | 13 | 1.00 | 1.37935 | 1.37506 | 1.38251 | ||
| 77 | 2025.08.14 19:00 | modify | 13 | 1.00 | 1.37935 | 1.38019 | 1.38179 | ||
| 78 | 2025.08.14 20:00 | modify | 13 | 1.00 | 1.37935 | 1.38099 | 1.38259 | ||
| 79 | 2025.08.14 20:18 | s/l | 13 | 1.00 | 1.38099 | 1.38099 | 1.38259 | 118.76 | 9792.10 |
| 80 | 2025.08.14 21:00 | buy stop | 14 | 1.00 | 1.38148 | 1.37506 | 1.38248 | ||
| 81 | 2025.08.14 21:08 | buy | 14 | 1.00 | 1.38148 | 1.37506 | 1.38248 | ||
| 82 | 2025.08.18 17:44 | t/p | 14 | 1.00 | 1.38248 | 1.37506 | 1.38248 | 72.33 | 9864.43 |
| 83 | 2025.08.19 00:00 | buy stop | 15 | 1.00 | 1.38309 | 1.37821 | 1.38409 | ||
| 84 | 2025.08.19 15:48 | buy | 15 | 1.00 | 1.38309 | 1.37821 | 1.38409 | ||
| 85 | 2025.08.19 16:14 | t/p | 15 | 1.00 | 1.38409 | 1.37821 | 1.38409 | 72.25 | 9936.68 |
| 86 | 2025.08.19 17:00 | buy stop | 16 | 1.00 | 1.38447 | 1.37821 | 1.38547 | ||
| 87 | 2025.08.19 17:13 | buy | 16 | 1.00 | 1.38447 | 1.37821 | 1.38547 | ||
| 88 | 2025.08.19 17:48 | t/p | 16 | 1.00 | 1.38547 | 1.37821 | 1.38547 | 72.18 | 10008.86 |
| 89 | 2025.08.19 18:00 | buy stop | 17 | 1.00 | 1.38577 | 1.37821 | 1.38677 | ||
| 90 | 2025.08.19 18:00 | buy | 17 | 1.00 | 1.38577 | 1.37821 | 1.38677 | ||
| 91 | 2025.08.19 20:00 | modify | 17 | 1.00 | 1.38577 | 1.38578 | 1.38738 | ||
| 92 | 2025.08.19 20:00 | modify | 17 | 1.00 | 1.38577 | 1.38579 | 1.38739 | ||
| 93 | 2025.08.19 20:00 | modify | 17 | 1.00 | 1.38577 | 1.38580 | 1.38740 | ||
| 94 | 2025.08.19 20:18 | s/l | 17 | 1.00 | 1.38580 | 1.38580 | 1.38740 | 2.16 | 10011.02 |
| 95 | 2025.08.19 21:00 | buy stop | 18 | 1.00 | 1.38597 | 1.37821 | 1.38697 | ||
| 96 | 2025.08.19 21:09 | buy | 18 | 1.00 | 1.38597 | 1.37821 | 1.38697 | ||
| 97 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38598 | 1.38758 | ||
| 98 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38599 | 1.38759 | ||
| 99 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38600 | 1.38760 | ||
| 100 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38601 | 1.38761 | ||
| 101 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38602 | 1.38762 | ||
| 102 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38603 | 1.38763 | ||
| 103 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38604 | 1.38764 | ||
| 104 | 2025.08.19 22:00 | modify | 18 | 1.00 | 1.38597 | 1.38605 | 1.38765 | ||
| 105 | 2025.08.19 22:25 | s/l | 18 | 1.00 | 1.38605 | 1.38605 | 1.38765 | 5.77 | 10016.79 |
| 106 | 2025.08.19 23:00 | buy stop | 19 | 1.00 | 1.38687 | 1.37821 | 1.38787 | ||
| 107 | 2025.08.19 23:44 | buy | 19 | 1.00 | 1.38687 | 1.37821 | 1.38787 | ||
| 108 | 2025.08.20 05:00 | modify | 19 | 1.00 | 1.38687 | 1.38709 | 1.38869 | ||
| 109 | 2025.08.20 05:00 | modify | 19 | 1.00 | 1.38687 | 1.38710 | 1.38870 | ||
| 110 | 2025.08.20 05:00 | modify | 19 | 1.00 | 1.38687 | 1.38711 | 1.38871 | ||
| 111 | 2025.08.20 06:00 | modify | 19 | 1.00 | 1.38687 | 1.38749 | 1.38909 | ||
| 112 | 2025.08.20 06:14 | s/l | 19 | 1.00 | 1.38749 | 1.38749 | 1.38909 | 44.69 | 10061.48 |
| 113 | 2025.08.25 00:00 | buy stop | 20 | 1.00 | 1.39241 | 1.38136 | 1.39341 | ||
| 114 | 2025.08.26 00:00 | modify | 20 | 1.00 | 1.38635 | 1.38160 | 1.39341 | ||
| 115 | 2025.08.26 03:02 | buy | 20 | 1.00 | 1.38635 | 1.38160 | 1.39341 | ||
| 116 | 2025.08.27 19:18 | s/l | 20 | 1.00 | 1.38160 | 1.38160 | 1.39341 | -343.80 | 9717.68 |
| 117 | 2025.08.27 20:00 | buy stop | 21 | 1.00 | 1.38674 | 1.38212 | 1.38774 | ||
| 118 | 2025.08.28 00:00 | modify | 21 | 1.00 | 1.38572 | 1.37818 | 1.38774 | ||
| 119 | 2025.08.29 00:00 | modify | 21 | 1.00 | 1.37896 | 1.37404 | 1.38774 | ||
| 120 | 2025.09.01 00:00 | delete | 21 | 1.00 | 1.37896 | 1.37404 | 1.38774 | ||
| 121 | 2025.09.02 00:00 | sell stop | 22 | 1.00 | 1.37266 | 1.37614 | 1.37166 | ||
| 122 | 2025.09.03 00:00 | modify | 22 | 1.00 | 1.37427 | 1.38144 | 1.37166 | ||
| 123 | 2025.09.04 00:00 | modify | 22 | 1.00 | 1.37732 | 1.38071 | 1.37166 | ||
| 124 | 2025.09.05 00:00 | modify | 22 | 1.00 | 1.37888 | 1.38448 | 1.37166 | ||
| 125 | 2025.09.05 13:36 | sell | 22 | 1.00 | 1.37888 | 1.38448 | 1.37166 | ||
| 126 | 2025.09.05 20:14 | s/l | 22 | 1.00 | 1.38448 | 1.38448 | 1.37166 | -404.48 | 9313.20 |
| 127 | 2025.09.05 21:00 | sell stop | 23 | 1.00 | 1.37888 | 1.38448 | 1.37788 | ||
| 128 | 2025.09.08 00:00 | delete | 23 | 1.00 | 1.37888 | 1.38448 | 1.37788 | ||
| 129 | 2025.09.09 00:00 | buy stop | 24 | 1.00 | 1.38436 | 1.37874 | 1.38536 | ||
| 130 | 2025.09.09 19:19 | buy | 24 | 1.00 | 1.38436 | 1.37874 | 1.38536 | ||
| 131 | 2025.09.09 22:49 | t/p | 24 | 1.00 | 1.38536 | 1.37874 | 1.38536 | 72.18 | 9385.38 |
| 132 | 2025.09.09 23:00 | buy stop | 25 | 1.00 | 1.38611 | 1.37874 | 1.38711 | ||
| 133 | 2025.09.09 23:07 | buy | 25 | 1.00 | 1.38611 | 1.37874 | 1.38711 | ||
| 134 | 2025.09.11 04:00 | modify | 25 | 1.00 | 1.38611 | 1.38650 | 1.38810 | ||
| 135 | 2025.09.11 04:00 | modify | 25 | 1.00 | 1.38611 | 1.38651 | 1.38811 | ||
| 136 | 2025.09.11 04:00 | modify | 25 | 1.00 | 1.38611 | 1.38652 | 1.38812 | ||
| 137 | 2025.09.11 04:00 | modify | 25 | 1.00 | 1.38611 | 1.38653 | 1.38813 | ||
| 138 | 2025.09.11 04:30 | s/l | 25 | 1.00 | 1.38653 | 1.38653 | 1.38813 | 30.29 | 9415.67 |
| 139 | 2025.09.12 00:00 | buy stop | 26 | 1.00 | 1.38916 | 1.38252 | 1.39016 | ||
| 140 | 2025.09.15 00:00 | modify | 26 | 1.00 | 1.38629 | 1.38278 | 1.39016 | ||
| 141 | 2025.09.16 00:00 | modify | 26 | 1.00 | 1.38452 | 1.37660 | 1.39016 | ||
| 142 | 2025.09.17 00:00 | modify | 26 | 1.00 | 1.37821 | 1.37336 | 1.39016 | ||
| 143 | 2025.09.17 21:49 | buy | 26 | 1.00 | 1.37821 | 1.37336 | 1.39016 | ||
| 144 | 2025.09.18 09:00 | modify | 26 | 1.00 | 1.37821 | 1.37860 | 1.38020 | ||
| 145 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37907 | 1.38067 | ||
| 146 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37908 | 1.38068 | ||
| 147 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37909 | 1.38069 | ||
| 148 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37910 | 1.38070 | ||
| 149 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37911 | 1.38071 | ||
| 150 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37912 | 1.38072 | ||
| 151 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37913 | 1.38073 | ||
| 152 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37914 | 1.38074 | ||
| 153 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37915 | 1.38075 | ||
| 154 | 2025.09.18 10:00 | modify | 26 | 1.00 | 1.37821 | 1.37916 | 1.38076 | ||
| 155 | 2025.09.18 10:13 | s/l | 26 | 1.00 | 1.37916 | 1.37916 | 1.38076 | 68.88 | 9484.55 |