Strategy Tester Report
TSD-v12-MT4-EF-MACD
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| 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 | 2393 | Ticks modelled | 5178039 | Modelling quality | 29.44% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | 256.52 | Gross profit | 4202.83 | Gross loss | -3946.31 |
| Profit factor | 1.07 | Expected payoff | 8.55 | ||
| Absolute drawdown | 1474.61 | Maximal drawdown | 2683.94 (23.94%) | Relative drawdown | 23.94% (2683.94) |
| Total trades | 30 | Short positions (won %) | 16 (12.50%) | Long positions (won %) | 14 (14.29%) |
| Profit trades (% of total) | 4 (13.33%) | Loss trades (% of total) | 26 (86.67%) | ||
| Largest | profit trade | 1258.15 | loss trade | -311.43 | |
| Average | profit trade | 1050.71 | loss trade | -151.78 | |
| Maximum | consecutive wins (profit in money) | 1 (1258.15) | consecutive losses (loss in money) | 10 (-1655.89) | |
| Maximal | consecutive profit (count of wins) | 1258.15 (1) | consecutive loss (count of losses) | -1655.89 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.08 00:00 | sell stop | 1 | 1.00 | 0.79779 | 0.79851 | 0.78780 | ||
| 2 | 2025.07.08 00:05 | sell | 1 | 1.00 | 0.79779 | 0.79851 | 0.78780 | ||
| 3 | 2025.07.08 15:39 | s/l | 1 | 1.00 | 0.79851 | 0.79851 | 0.78780 | -90.17 | 9909.83 |
| 4 | 2025.07.08 16:00 | sell stop | 2 | 1.00 | 0.79755 | 0.79837 | 0.78756 | ||
| 5 | 2025.07.08 17:00 | modify | 2 | 1.00 | 0.79772 | 0.79940 | 0.78756 | ||
| 6 | 2025.07.08 17:38 | sell | 2 | 1.00 | 0.79772 | 0.79940 | 0.78756 | ||
| 7 | 2025.07.15 16:39 | s/l | 2 | 1.00 | 0.79940 | 0.79940 | 0.78756 | -210.16 | 9699.67 |
| 8 | 2025.07.15 17:00 | sell stop | 3 | 1.00 | 0.79614 | 0.79937 | 0.78615 | ||
| 9 | 2025.07.15 18:00 | modify | 3 | 1.00 | 0.79906 | 0.80130 | 0.78615 | ||
| 10 | 2025.07.15 19:00 | modify | 3 | 1.00 | 0.80017 | 0.80170 | 0.78615 | ||
| 11 | 2025.07.15 21:00 | modify | 3 | 1.00 | 0.80170 | 0.80239 | 0.78615 | ||
| 12 | 2025.07.15 21:36 | sell | 3 | 1.00 | 0.80170 | 0.80239 | 0.78615 | ||
| 13 | 2025.07.16 14:18 | s/l | 3 | 1.00 | 0.80239 | 0.80239 | 0.78615 | -85.99 | 9613.68 |
| 14 | 2025.07.16 15:00 | sell stop | 4 | 1.00 | 0.80118 | 0.80452 | 0.79119 | ||
| 15 | 2025.07.16 16:00 | modify | 4 | 1.00 | 0.80243 | 0.80433 | 0.79119 | ||
| 16 | 2025.07.16 17:00 | modify | 4 | 1.00 | 0.80332 | 0.80604 | 0.79119 | ||
| 17 | 2025.07.16 18:00 | modify | 4 | 1.00 | 0.80365 | 0.80578 | 0.79119 | ||
| 18 | 2025.07.16 18:04 | sell | 4 | 1.00 | 0.80365 | 0.80578 | 0.79119 | ||
| 19 | 2025.07.17 15:02 | s/l | 4 | 1.00 | 0.80578 | 0.80578 | 0.79119 | -264.34 | 9349.34 |
| 20 | 2025.07.17 16:00 | sell stop | 5 | 1.00 | 0.80401 | 0.80631 | 0.79402 | ||
| 21 | 2025.07.17 16:03 | sell | 5 | 1.00 | 0.80401 | 0.80631 | 0.79402 | ||
| 22 | 2025.07.22 18:29 | t/p | 5 | 1.00 | 0.79402 | 0.80631 | 0.79402 | 1258.15 | 10607.49 |
| 23 | 2025.07.22 19:00 | buy stop | 6 | 1.00 | 0.79562 | 0.79252 | 0.80561 | ||
| 24 | 2025.07.22 20:00 | modify | 6 | 1.00 | 0.79293 | 0.79195 | 0.80561 | ||
| 25 | 2025.07.22 20:29 | buy | 6 | 1.00 | 0.79293 | 0.79195 | 0.80561 | ||
| 26 | 2025.07.22 23:38 | s/l | 6 | 1.00 | 0.79195 | 0.79195 | 0.80561 | -123.75 | 10483.74 |
| 27 | 2025.07.23 00:00 | buy stop | 7 | 1.00 | 0.79275 | 0.79186 | 0.80274 | ||
| 28 | 2025.07.23 00:39 | buy | 7 | 1.00 | 0.79275 | 0.79186 | 0.80274 | ||
| 29 | 2025.07.23 00:54 | s/l | 7 | 1.00 | 0.79186 | 0.79186 | 0.80274 | -112.41 | 10371.33 |
| 30 | 2025.07.23 01:00 | buy stop | 8 | 1.00 | 0.79261 | 0.79122 | 0.80260 | ||
| 31 | 2025.07.23 01:19 | buy | 8 | 1.00 | 0.79261 | 0.79122 | 0.80260 | ||
| 32 | 2025.07.23 11:04 | s/l | 8 | 1.00 | 0.79122 | 0.79122 | 0.80260 | -175.68 | 10195.65 |
| 33 | 2025.07.23 12:00 | buy stop | 9 | 1.00 | 0.79291 | 0.79100 | 0.80290 | ||
| 34 | 2025.07.23 12:12 | buy | 9 | 1.00 | 0.79291 | 0.79100 | 0.80290 | ||
| 35 | 2025.07.24 00:14 | s/l | 9 | 1.00 | 0.79100 | 0.79100 | 0.80290 | -241.47 | 9954.18 |
| 36 | 2025.07.24 01:00 | buy stop | 10 | 1.00 | 0.79232 | 0.79098 | 0.80231 | ||
| 37 | 2025.07.24 01:29 | buy | 10 | 1.00 | 0.79232 | 0.79098 | 0.80231 | ||
| 38 | 2025.07.28 16:37 | t/p | 10 | 1.00 | 0.80231 | 0.79098 | 0.80231 | 1245.15 | 11199.33 |
| 39 | 2025.07.28 17:00 | sell stop | 11 | 1.00 | 0.80026 | 0.80276 | 0.79027 | ||
| 40 | 2025.07.28 17:38 | sell | 11 | 1.00 | 0.80026 | 0.80276 | 0.79027 | ||
| 41 | 2025.07.28 19:17 | s/l | 11 | 1.00 | 0.80276 | 0.80276 | 0.79027 | -311.43 | 10887.90 |
| 42 | 2025.07.28 20:00 | sell stop | 12 | 1.00 | 0.80233 | 0.80321 | 0.79234 | ||
| 43 | 2025.07.28 21:00 | modify | 12 | 1.00 | 0.80251 | 0.80303 | 0.79234 | ||
| 44 | 2025.07.28 22:00 | modify | 12 | 1.00 | 0.80266 | 0.80342 | 0.79234 | ||
| 45 | 2025.07.28 23:00 | modify | 12 | 1.00 | 0.80296 | 0.80350 | 0.79234 | ||
| 46 | 2025.07.29 00:00 | modify | 12 | 1.00 | 0.80296 | 0.80367 | 0.79234 | ||
| 47 | 2025.07.29 00:06 | sell | 12 | 1.00 | 0.80296 | 0.80367 | 0.79234 | ||
| 48 | 2025.07.29 01:30 | s/l | 12 | 1.00 | 0.80367 | 0.80367 | 0.79234 | -88.34 | 10799.56 |
| 49 | 2025.07.29 02:00 | sell stop | 13 | 1.00 | 0.80285 | 0.80361 | 0.79286 | ||
| 50 | 2025.07.29 03:00 | modify | 13 | 1.00 | 0.80304 | 0.80374 | 0.79286 | ||
| 51 | 2025.07.29 04:37 | sell | 13 | 1.00 | 0.80304 | 0.80374 | 0.79286 | ||
| 52 | 2025.07.29 06:38 | s/l | 13 | 1.00 | 0.80374 | 0.80374 | 0.79286 | -87.09 | 10712.47 |
| 53 | 2025.07.29 07:00 | sell stop | 14 | 1.00 | 0.80268 | 0.80363 | 0.79269 | ||
| 54 | 2025.07.29 08:00 | modify | 14 | 1.00 | 0.80342 | 0.80421 | 0.79269 | ||
| 55 | 2025.07.29 10:00 | modify | 14 | 1.00 | 0.80369 | 0.80655 | 0.79269 | ||
| 56 | 2025.07.29 11:00 | modify | 14 | 1.00 | 0.80550 | 0.80707 | 0.79269 | ||
| 57 | 2025.07.29 11:27 | sell | 14 | 1.00 | 0.80550 | 0.80707 | 0.79269 | ||
| 58 | 2025.07.29 15:27 | s/l | 14 | 1.00 | 0.80707 | 0.80707 | 0.79269 | -194.53 | 10517.94 |
| 59 | 2025.07.29 16:00 | sell stop | 15 | 1.00 | 0.80610 | 0.80750 | 0.79611 | ||
| 60 | 2025.07.29 16:36 | sell | 15 | 1.00 | 0.80610 | 0.80750 | 0.79611 | ||
| 61 | 2025.07.29 17:39 | s/l | 15 | 1.00 | 0.80750 | 0.80750 | 0.79611 | -173.37 | 10344.57 |
| 62 | 2025.07.29 18:00 | sell stop | 16 | 1.00 | 0.80507 | 0.80742 | 0.79508 | ||
| 63 | 2025.07.29 19:00 | modify | 16 | 1.00 | 0.80633 | 0.80754 | 0.79508 | ||
| 64 | 2025.07.29 19:36 | sell | 16 | 1.00 | 0.80633 | 0.80754 | 0.79508 | ||
| 65 | 2025.07.30 15:17 | s/l | 16 | 1.00 | 0.80754 | 0.80754 | 0.79508 | -149.84 | 10194.73 |
| 66 | 2025.07.30 16:00 | sell stop | 17 | 1.00 | 0.80617 | 0.81052 | 0.79618 | ||
| 67 | 2025.07.30 17:00 | modify | 17 | 1.00 | 0.80978 | 0.81235 | 0.79618 | ||
| 68 | 2025.07.30 18:00 | modify | 17 | 1.00 | 0.81048 | 0.81181 | 0.79618 | ||
| 69 | 2025.07.30 18:01 | sell | 17 | 1.00 | 0.81048 | 0.81181 | 0.79618 | ||
| 70 | 2025.07.30 19:13 | s/l | 17 | 1.00 | 0.81181 | 0.81181 | 0.79618 | -163.83 | 10030.90 |
| 71 | 2025.07.30 20:00 | sell stop | 18 | 1.00 | 0.81026 | 0.81170 | 0.80027 | ||
| 72 | 2025.07.30 20:23 | sell | 18 | 1.00 | 0.81026 | 0.81170 | 0.80027 | ||
| 73 | 2025.07.30 21:28 | s/l | 18 | 1.00 | 0.81170 | 0.81170 | 0.80027 | -177.41 | 9853.49 |
| 74 | 2025.07.30 22:00 | sell stop | 19 | 1.00 | 0.80854 | 0.81350 | 0.79855 | ||
| 75 | 2025.07.30 23:00 | modify | 19 | 1.00 | 0.81243 | 0.81430 | 0.79855 | ||
| 76 | 2025.07.31 00:00 | modify | 19 | 1.00 | 0.81312 | 0.81502 | 0.79855 | ||
| 77 | 2025.07.31 01:00 | modify | 19 | 1.00 | 0.81355 | 0.81483 | 0.79855 | ||
| 78 | 2025.07.31 02:00 | modify | 19 | 1.00 | 0.81363 | 0.81484 | 0.79855 | ||
| 79 | 2025.07.31 02:27 | sell | 19 | 1.00 | 0.81363 | 0.81484 | 0.79855 | ||
| 80 | 2025.08.01 10:38 | s/l | 19 | 1.00 | 0.81484 | 0.81484 | 0.79855 | -148.50 | 9704.99 |
| 81 | 2025.08.01 11:00 | sell stop | 20 | 1.00 | 0.81293 | 0.81490 | 0.80294 | ||
| 82 | 2025.08.01 12:00 | modify | 20 | 1.00 | 0.81458 | 0.81701 | 0.80294 | ||
| 83 | 2025.08.01 13:00 | modify | 20 | 1.00 | 0.81574 | 0.81706 | 0.80294 | ||
| 84 | 2025.08.01 13:19 | sell | 20 | 1.00 | 0.81574 | 0.81706 | 0.80294 | ||
| 85 | 2025.08.01 15:14 | s/l | 20 | 1.00 | 0.81706 | 0.81706 | 0.80294 | -161.55 | 9543.44 |
| 86 | 2025.08.01 16:00 | sell stop | 21 | 1.00 | 0.80504 | 0.81688 | 0.79505 | ||
| 87 | 2025.08.01 16:28 | sell | 21 | 1.00 | 0.80504 | 0.81688 | 0.79505 | ||
| 88 | 2025.09.08 15:18 | t/p | 21 | 1.00 | 0.79505 | 0.81688 | 0.79505 | 1256.52 | 10799.96 |
| 89 | 2025.09.08 16:00 | buy stop | 22 | 1.00 | 0.79562 | 0.79432 | 0.80561 | ||
| 90 | 2025.09.08 17:00 | modify | 22 | 1.00 | 0.79464 | 0.79319 | 0.80561 | ||
| 91 | 2025.09.08 18:00 | modify | 22 | 1.00 | 0.79440 | 0.79331 | 0.80561 | ||
| 92 | 2025.09.08 19:00 | modify | 22 | 1.00 | 0.79377 | 0.79284 | 0.80561 | ||
| 93 | 2025.09.08 19:17 | buy | 22 | 1.00 | 0.79377 | 0.79284 | 0.80561 | ||
| 94 | 2025.09.08 22:36 | s/l | 22 | 1.00 | 0.79284 | 0.79284 | 0.80561 | -117.30 | 10682.66 |
| 95 | 2025.09.08 23:00 | buy stop | 23 | 1.00 | 0.79332 | 0.79267 | 0.80331 | ||
| 96 | 2025.09.08 23:28 | buy | 23 | 1.00 | 0.79332 | 0.79267 | 0.80331 | ||
| 97 | 2025.09.09 00:36 | s/l | 23 | 1.00 | 0.79267 | 0.79267 | 0.80331 | -82.00 | 10600.66 |
| 98 | 2025.09.09 01:00 | buy stop | 24 | 1.00 | 0.79337 | 0.79235 | 0.80336 | ||
| 99 | 2025.09.09 01:39 | buy | 24 | 1.00 | 0.79337 | 0.79235 | 0.80336 | ||
| 100 | 2025.09.09 03:36 | s/l | 24 | 1.00 | 0.79235 | 0.79235 | 0.80336 | -128.73 | 10471.93 |
| 101 | 2025.09.09 04:00 | buy stop | 25 | 1.00 | 0.79300 | 0.79210 | 0.80299 | ||
| 102 | 2025.09.09 05:00 | modify | 25 | 1.00 | 0.79277 | 0.79204 | 0.80299 | ||
| 103 | 2025.09.09 05:37 | buy | 25 | 1.00 | 0.79277 | 0.79204 | 0.80299 | ||
| 104 | 2025.09.09 08:19 | s/l | 25 | 1.00 | 0.79204 | 0.79204 | 0.80299 | -92.17 | 10379.76 |
| 105 | 2025.09.09 09:00 | buy stop | 26 | 1.00 | 0.79229 | 0.79154 | 0.80228 | ||
| 106 | 2025.09.09 09:28 | buy | 26 | 1.00 | 0.79229 | 0.79154 | 0.80228 | ||
| 107 | 2025.09.16 12:10 | s/l | 26 | 1.00 | 0.79154 | 0.79154 | 0.80228 | -94.76 | 10285.00 |
| 108 | 2025.09.16 13:00 | buy stop | 27 | 1.00 | 0.79217 | 0.79063 | 0.80216 | ||
| 109 | 2025.09.16 14:00 | modify | 27 | 1.00 | 0.79153 | 0.79079 | 0.80216 | ||
| 110 | 2025.09.16 15:00 | modify | 27 | 1.00 | 0.79132 | 0.78992 | 0.80216 | ||
| 111 | 2025.09.16 15:25 | buy | 27 | 1.00 | 0.79132 | 0.78992 | 0.80216 | ||
| 112 | 2025.09.16 16:22 | s/l | 27 | 1.00 | 0.78992 | 0.78992 | 0.80216 | -177.23 | 10107.77 |
| 113 | 2025.09.16 17:00 | buy stop | 28 | 1.00 | 0.79087 | 0.78857 | 0.80086 | ||
| 114 | 2025.09.16 18:00 | modify | 28 | 1.00 | 0.78908 | 0.78731 | 0.80086 | ||
| 115 | 2025.09.16 19:00 | modify | 28 | 1.00 | 0.78851 | 0.78739 | 0.80086 | ||
| 116 | 2025.09.16 20:00 | modify | 28 | 1.00 | 0.78767 | 0.78616 | 0.80086 | ||
| 117 | 2025.09.16 21:00 | modify | 28 | 1.00 | 0.78652 | 0.78547 | 0.80086 | ||
| 118 | 2025.09.16 21:00 | buy | 28 | 1.00 | 0.78652 | 0.78547 | 0.80086 | ||
| 119 | 2025.09.17 00:07 | s/l | 28 | 1.00 | 0.78547 | 0.78547 | 0.80086 | -133.76 | 9974.01 |
| 120 | 2025.09.17 00:08 | buy stop | 29 | 1.00 | 0.78639 | 0.78561 | 0.79638 | ||
| 121 | 2025.09.17 01:00 | modify | 29 | 1.00 | 0.78629 | 0.78503 | 0.79638 | ||
| 122 | 2025.09.17 01:00 | buy | 29 | 1.00 | 0.78629 | 0.78503 | 0.79638 | ||
| 123 | 2025.09.17 21:02 | s/l | 29 | 1.00 | 0.78503 | 0.78503 | 0.79638 | -160.50 | 9813.51 |
| 124 | 2025.09.17 22:00 | buy stop | 30 | 1.00 | 0.78927 | 0.78279 | 0.79926 | ||
| 125 | 2025.09.17 23:00 | modify | 30 | 1.00 | 0.78879 | 0.78692 | 0.79926 | ||
| 126 | 2025.09.17 23:19 | buy | 30 | 1.00 | 0.78879 | 0.78692 | 0.79926 | ||
| 127 | 2025.09.18 23:53 | close at stop | 30 | 1.00 | 0.79230 | 0.78692 | 0.79926 | 443.01 | 10256.52 |