Strategy Tester Report
TSD-v12-MT4-EF-MACD
| Symbol | AUDUSD (Australian Dollar 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 | 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 | 1693 | Ticks modelled | 6984894 | Modelling quality | 48.59% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (24) | ||
| Total net profit | 197.00 | Gross profit | 4004.00 | Gross loss | -3807.00 |
| Profit factor | 1.05 | Expected payoff | 6.35 | ||
| Absolute drawdown | 2180.00 | Maximal drawdown | 2270.00 (22.50%) | Relative drawdown | 22.50% (2270.00) |
| Total trades | 31 | Short positions (won %) | 18 (22.22%) | Long positions (won %) | 13 (0.00%) |
| Profit trades (% of total) | 4 (12.90%) | Loss trades (% of total) | 27 (87.10%) | ||
| Largest | profit trade | 1007.00 | loss trade | -520.00 | |
| Average | profit trade | 1001.00 | loss trade | -141.00 | |
| Maximum | consecutive wins (profit in money) | 1 (1007.00) | consecutive losses (loss in money) | 16 (-2112.00) | |
| Maximal | consecutive profit (count of wins) | 1007.00 (1) | consecutive loss (count of losses) | -2112.00 (16) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 00:00 | buy stop | 1 | 1.00 | 0.68439 | 0.68390 | 0.69438 | ||
| 2 | 2024.10.04 01:00 | modify | 1 | 1.00 | 0.68425 | 0.68355 | 0.69438 | ||
| 3 | 2024.10.04 01:02 | buy | 1 | 1.00 | 0.68425 | 0.68355 | 0.69438 | ||
| 4 | 2024.10.04 12:15 | s/l | 1 | 1.00 | 0.68355 | 0.68355 | 0.69438 | -70.00 | 9930.00 |
| 5 | 2024.10.04 13:00 | buy stop | 2 | 1.00 | 0.68452 | 0.68351 | 0.69451 | ||
| 6 | 2024.10.04 13:17 | buy | 2 | 1.00 | 0.68452 | 0.68351 | 0.69451 | ||
| 7 | 2024.10.04 15:30 | s/l | 2 | 1.00 | 0.68351 | 0.68351 | 0.69451 | -101.00 | 9829.00 |
| 8 | 2024.10.04 16:00 | buy stop | 3 | 1.00 | 0.68429 | 0.67920 | 0.69428 | ||
| 9 | 2024.10.04 17:00 | modify | 3 | 1.00 | 0.68056 | 0.67898 | 0.69428 | ||
| 10 | 2024.10.04 17:08 | buy | 3 | 1.00 | 0.68056 | 0.67898 | 0.69428 | ||
| 11 | 2024.10.04 18:26 | s/l | 3 | 1.00 | 0.67898 | 0.67898 | 0.69428 | -158.00 | 9671.00 |
| 12 | 2024.10.04 19:00 | buy stop | 4 | 1.00 | 0.68029 | 0.67864 | 0.69028 | ||
| 13 | 2024.10.04 20:00 | modify | 4 | 1.00 | 0.67992 | 0.67849 | 0.69028 | ||
| 14 | 2024.10.04 20:07 | buy | 4 | 1.00 | 0.67992 | 0.67849 | 0.69028 | ||
| 15 | 2024.10.07 11:53 | s/l | 4 | 1.00 | 0.67849 | 0.67849 | 0.69028 | -143.00 | 9528.00 |
| 16 | 2024.10.07 12:00 | buy stop | 5 | 1.00 | 0.67965 | 0.67844 | 0.68964 | ||
| 17 | 2024.10.07 13:00 | modify | 5 | 1.00 | 0.67898 | 0.67769 | 0.68964 | ||
| 18 | 2024.10.07 13:03 | buy | 5 | 1.00 | 0.67898 | 0.67769 | 0.68964 | ||
| 19 | 2024.10.07 17:21 | s/l | 5 | 1.00 | 0.67769 | 0.67769 | 0.68964 | -129.00 | 9399.00 |
| 20 | 2024.10.07 18:00 | buy stop | 6 | 1.00 | 0.67857 | 0.67579 | 0.68856 | ||
| 21 | 2024.10.07 19:00 | modify | 6 | 1.00 | 0.67669 | 0.67576 | 0.68856 | ||
| 22 | 2024.10.07 20:00 | modify | 6 | 1.00 | 0.67648 | 0.67559 | 0.68856 | ||
| 23 | 2024.10.07 20:01 | buy | 6 | 1.00 | 0.67648 | 0.67559 | 0.68856 | ||
| 24 | 2024.10.07 21:18 | s/l | 6 | 1.00 | 0.67559 | 0.67559 | 0.68856 | -89.00 | 9310.00 |
| 25 | 2024.10.07 22:00 | buy stop | 7 | 1.00 | 0.67621 | 0.67435 | 0.68620 | ||
| 26 | 2024.10.07 23:00 | modify | 7 | 1.00 | 0.67588 | 0.67426 | 0.68620 | ||
| 27 | 2024.10.07 23:02 | buy | 7 | 1.00 | 0.67588 | 0.67426 | 0.68620 | ||
| 28 | 2024.10.08 05:08 | s/l | 7 | 1.00 | 0.67426 | 0.67426 | 0.68620 | -162.00 | 9148.00 |
| 29 | 2024.10.08 06:00 | buy stop | 8 | 1.00 | 0.67611 | 0.67147 | 0.68610 | ||
| 30 | 2024.10.08 07:00 | modify | 8 | 1.00 | 0.67437 | 0.67295 | 0.68610 | ||
| 31 | 2024.10.08 08:00 | modify | 8 | 1.00 | 0.67404 | 0.67277 | 0.68610 | ||
| 32 | 2024.10.08 08:00 | buy | 8 | 1.00 | 0.67404 | 0.67277 | 0.68610 | ||
| 33 | 2024.10.08 08:10 | s/l | 8 | 1.00 | 0.67277 | 0.67277 | 0.68610 | -127.00 | 9021.00 |
| 34 | 2024.10.08 09:00 | buy stop | 9 | 1.00 | 0.67418 | 0.67215 | 0.68417 | ||
| 35 | 2024.10.08 10:00 | modify | 9 | 1.00 | 0.67333 | 0.67213 | 0.68417 | ||
| 36 | 2024.10.08 10:46 | buy | 9 | 1.00 | 0.67333 | 0.67213 | 0.68417 | ||
| 37 | 2024.10.08 12:12 | s/l | 9 | 1.00 | 0.67213 | 0.67213 | 0.68417 | -120.00 | 8901.00 |
| 38 | 2024.10.08 13:00 | buy stop | 10 | 1.00 | 0.67313 | 0.67202 | 0.68312 | ||
| 39 | 2024.10.08 13:35 | buy | 10 | 1.00 | 0.67313 | 0.67202 | 0.68312 | ||
| 40 | 2024.10.09 15:56 | s/l | 10 | 1.00 | 0.67202 | 0.67202 | 0.68312 | -111.00 | 8790.00 |
| 41 | 2024.10.09 16:00 | buy stop | 11 | 1.00 | 0.67310 | 0.67167 | 0.68309 | ||
| 42 | 2024.10.09 17:00 | modify | 11 | 1.00 | 0.67255 | 0.67102 | 0.68309 | ||
| 43 | 2024.10.09 17:10 | buy | 11 | 1.00 | 0.67255 | 0.67102 | 0.68309 | ||
| 44 | 2024.10.09 17:43 | s/l | 11 | 1.00 | 0.67102 | 0.67102 | 0.68309 | -153.00 | 8637.00 |
| 45 | 2024.10.09 18:00 | buy stop | 12 | 1.00 | 0.67236 | 0.67071 | 0.68235 | ||
| 46 | 2024.10.09 18:09 | buy | 12 | 1.00 | 0.67236 | 0.67071 | 0.68235 | ||
| 47 | 2024.10.10 15:30 | s/l | 12 | 1.00 | 0.67071 | 0.67071 | 0.68235 | -165.00 | 8472.00 |
| 48 | 2024.10.10 16:00 | buy stop | 13 | 1.00 | 0.67373 | 0.66999 | 0.68372 | ||
| 49 | 2024.10.10 16:03 | buy | 13 | 1.00 | 0.67373 | 0.66999 | 0.68372 | ||
| 50 | 2024.10.15 20:18 | s/l | 13 | 1.00 | 0.66999 | 0.66999 | 0.68372 | -374.00 | 8098.00 |
| 51 | 2024.10.15 21:00 | sell stop | 14 | 1.00 | 0.66980 | 0.67058 | 0.65981 | ||
| 52 | 2024.10.15 22:00 | modify | 14 | 1.00 | 0.66990 | 0.67047 | 0.65981 | ||
| 53 | 2024.10.15 22:06 | sell | 14 | 1.00 | 0.66990 | 0.67047 | 0.65981 | ||
| 54 | 2024.10.15 23:49 | s/l | 14 | 1.00 | 0.67047 | 0.67047 | 0.65981 | -57.00 | 8041.00 |
| 55 | 2024.11.06 00:00 | sell stop | 15 | 1.00 | 0.66333 | 0.66382 | 0.65334 | ||
| 56 | 2024.11.06 00:04 | sell | 15 | 1.00 | 0.66333 | 0.66382 | 0.65334 | ||
| 57 | 2024.11.06 00:15 | s/l | 15 | 1.00 | 0.66382 | 0.66382 | 0.65334 | -49.00 | 7992.00 |
| 58 | 2024.11.06 01:00 | sell stop | 16 | 1.00 | 0.66272 | 0.66376 | 0.65273 | ||
| 59 | 2024.11.06 01:00 | sell | 16 | 1.00 | 0.66272 | 0.66376 | 0.65273 | ||
| 60 | 2024.11.06 01:45 | s/l | 16 | 1.00 | 0.66376 | 0.66376 | 0.65273 | -104.00 | 7888.00 |
| 61 | 2024.11.06 02:00 | sell stop | 17 | 1.00 | 0.66247 | 0.66446 | 0.65248 | ||
| 62 | 2024.11.06 02:13 | sell | 17 | 1.00 | 0.66247 | 0.66446 | 0.65248 | ||
| 63 | 2024.11.06 05:51 | t/p | 17 | 1.00 | 0.65248 | 0.66446 | 0.65248 | 999.00 | 8887.00 |
| 64 | 2024.11.06 06:00 | sell stop | 18 | 1.00 | 0.65117 | 0.65570 | 0.64118 | ||
| 65 | 2024.11.06 07:00 | modify | 18 | 1.00 | 0.65148 | 0.65438 | 0.64118 | ||
| 66 | 2024.11.06 08:00 | modify | 18 | 1.00 | 0.65391 | 0.65636 | 0.64118 | ||
| 67 | 2024.11.06 08:12 | sell | 18 | 1.00 | 0.65391 | 0.65636 | 0.64118 | ||
| 68 | 2024.11.06 10:21 | s/l | 18 | 1.00 | 0.65636 | 0.65636 | 0.64118 | -245.00 | 8642.00 |
| 69 | 2024.11.06 11:00 | sell stop | 19 | 1.00 | 0.65464 | 0.65944 | 0.64465 | ||
| 70 | 2024.11.06 12:00 | modify | 19 | 1.00 | 0.65744 | 0.65886 | 0.64465 | ||
| 71 | 2024.11.06 13:00 | modify | 19 | 1.00 | 0.65792 | 0.65959 | 0.64465 | ||
| 72 | 2024.11.06 13:02 | sell | 19 | 1.00 | 0.65792 | 0.65959 | 0.64465 | ||
| 73 | 2024.11.07 04:22 | s/l | 19 | 1.00 | 0.65959 | 0.65959 | 0.64465 | -167.00 | 8475.00 |
| 74 | 2024.11.08 00:00 | sell stop | 20 | 1.00 | 0.66733 | 0.66800 | 0.65734 | ||
| 75 | 2024.11.08 00:04 | sell | 20 | 1.00 | 0.66733 | 0.66800 | 0.65734 | ||
| 76 | 2024.11.08 00:26 | s/l | 20 | 1.00 | 0.66800 | 0.66800 | 0.65734 | -67.00 | 8408.00 |
| 77 | 2024.11.08 01:00 | sell stop | 21 | 1.00 | 0.66702 | 0.66801 | 0.65703 | ||
| 78 | 2024.11.08 02:00 | modify | 21 | 1.00 | 0.66710 | 0.66791 | 0.65703 | ||
| 79 | 2024.11.08 02:01 | sell | 21 | 1.00 | 0.66710 | 0.66791 | 0.65703 | ||
| 80 | 2024.11.08 19:02 | t/p | 21 | 1.00 | 0.65703 | 0.66791 | 0.65703 | 1007.00 | 9415.00 |
| 81 | 2024.11.08 20:00 | sell stop | 22 | 1.00 | 0.65575 | 0.65764 | 0.64576 | ||
| 82 | 2024.11.08 21:00 | modify | 22 | 1.00 | 0.65670 | 0.65843 | 0.64576 | ||
| 83 | 2024.11.08 22:00 | modify | 22 | 1.00 | 0.65699 | 0.65797 | 0.64576 | ||
| 84 | 2024.11.08 23:00 | modify | 22 | 1.00 | 0.65737 | 0.65824 | 0.64576 | ||
| 85 | 2024.11.11 00:00 | modify | 22 | 1.00 | 0.65786 | 0.65861 | 0.64576 | ||
| 86 | 2024.11.11 00:11 | sell | 22 | 1.00 | 0.65786 | 0.65861 | 0.64576 | ||
| 87 | 2024.11.11 01:28 | s/l | 22 | 1.00 | 0.65861 | 0.65861 | 0.64576 | -75.00 | 9340.00 |
| 88 | 2024.11.11 02:00 | sell stop | 23 | 1.00 | 0.65767 | 0.65861 | 0.64768 | ||
| 89 | 2024.11.11 03:00 | modify | 23 | 1.00 | 0.65816 | 0.65936 | 0.64768 | ||
| 90 | 2024.11.11 04:00 | modify | 23 | 1.00 | 0.65877 | 0.65979 | 0.64768 | ||
| 91 | 2024.11.11 04:00 | sell | 23 | 1.00 | 0.65877 | 0.65979 | 0.64768 | ||
| 92 | 2024.11.11 07:08 | s/l | 23 | 1.00 | 0.65979 | 0.65979 | 0.64768 | -102.00 | 9238.00 |
| 93 | 2024.11.11 08:00 | sell stop | 24 | 1.00 | 0.65881 | 0.65967 | 0.64882 | ||
| 94 | 2024.11.11 08:13 | sell | 24 | 1.00 | 0.65881 | 0.65967 | 0.64882 | ||
| 95 | 2024.11.11 09:03 | s/l | 24 | 1.00 | 0.65967 | 0.65967 | 0.64882 | -86.00 | 9152.00 |
| 96 | 2024.11.11 10:00 | sell stop | 25 | 1.00 | 0.65742 | 0.65948 | 0.64743 | ||
| 97 | 2024.11.11 10:33 | sell | 25 | 1.00 | 0.65742 | 0.65948 | 0.64743 | ||
| 98 | 2024.11.14 04:48 | t/p | 25 | 1.00 | 0.64743 | 0.65948 | 0.64743 | 999.00 | 10151.00 |
| 99 | 2024.11.20 00:00 | sell stop | 26 | 1.00 | 0.65274 | 0.65337 | 0.64275 | ||
| 100 | 2024.11.20 00:01 | sell | 26 | 1.00 | 0.65274 | 0.65337 | 0.64275 | ||
| 101 | 2024.11.20 00:58 | s/l | 26 | 1.00 | 0.65337 | 0.65337 | 0.64275 | -63.00 | 10088.00 |
| 102 | 2024.11.20 01:00 | sell stop | 27 | 1.00 | 0.65233 | 0.65316 | 0.64234 | ||
| 103 | 2024.11.20 02:00 | modify | 27 | 1.00 | 0.65298 | 0.65409 | 0.64234 | ||
| 104 | 2024.11.20 03:00 | modify | 27 | 1.00 | 0.65324 | 0.65440 | 0.64234 | ||
| 105 | 2024.11.20 03:12 | sell | 27 | 1.00 | 0.65324 | 0.65440 | 0.64234 | ||
| 106 | 2024.11.25 01:03 | s/l | 27 | 1.00 | 0.65440 | 0.65440 | 0.64234 | -116.00 | 9972.00 |
| 107 | 2024.11.26 00:00 | sell stop | 28 | 1.00 | 0.64996 | 0.65050 | 0.63997 | ||
| 108 | 2024.11.26 00:01 | sell | 28 | 1.00 | 0.64996 | 0.65050 | 0.63997 | ||
| 109 | 2024.11.26 01:01 | s/l | 28 | 1.00 | 0.65050 | 0.65050 | 0.63997 | -54.00 | 9918.00 |
| 110 | 2024.11.26 02:00 | sell stop | 29 | 1.00 | 0.64544 | 0.65064 | 0.63545 | ||
| 111 | 2024.11.26 02:08 | sell | 29 | 1.00 | 0.64544 | 0.65064 | 0.63545 | ||
| 112 | 2024.11.26 14:18 | s/l | 29 | 1.00 | 0.65064 | 0.65064 | 0.63545 | -520.00 | 9398.00 |
| 113 | 2024.11.26 15:00 | sell stop | 30 | 1.00 | 0.64871 | 0.65071 | 0.63872 | ||
| 114 | 2024.11.26 15:30 | sell | 30 | 1.00 | 0.64871 | 0.65071 | 0.63872 | ||
| 115 | 2024.11.28 03:43 | s/l | 30 | 1.00 | 0.65071 | 0.65071 | 0.63872 | -200.00 | 9198.00 |
| 116 | 2024.12.02 00:00 | sell stop | 31 | 1.00 | 0.65058 | 0.65236 | 0.64059 | ||
| 117 | 2024.12.02 01:03 | sell | 31 | 1.00 | 0.65058 | 0.65236 | 0.64059 | ||
| 118 | 2024.12.04 14:48 | t/p | 31 | 1.00 | 0.64059 | 0.65236 | 0.64059 | 999.00 | 10197.00 |