Strategy Tester Report
_Turtle Channel System
(Build 1440)
| Symbol | GBPCAD (Great Britain Pound 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; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
| Bars in test | 1692 | Ticks modelled | 7084096 | Modelling quality | 48.66% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (36) | ||
| Total net profit | -945.43 | Gross profit | 2667.80 | Gross loss | -3613.23 |
| Profit factor | 0.74 | Expected payoff | -15.01 | ||
| Absolute drawdown | 2757.02 | Maximal drawdown | 3127.93 (30.16%) | Relative drawdown | 30.16% (3127.93) |
| Total trades | 63 | Short positions (won %) | 30 (13.33%) | Long positions (won %) | 33 (3.03%) |
| Profit trades (% of total) | 5 (7.94%) | Loss trades (% of total) | 58 (92.06%) | ||
| Largest | profit trade | 1026.37 | loss trade | -62.31 | |
| Average | profit trade | 533.56 | loss trade | -62.30 | |
| Maximum | consecutive wins (profit in money) | 1 (1026.37) | consecutive losses (loss in money) | 30 (-1868.88) | |
| Maximal | consecutive profit (count of wins) | 1026.37 (1) | consecutive loss (count of losses) | -1868.88 (30) | |
| Average | consecutive wins | 1 | consecutive losses | 10 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 08:13 | sell | 1 | 1.00 | 1.78573 | 1.78659 | 0.00000 | ||
| 2 | 2024.10.03 08:15 | s/l | 1 | 1.00 | 1.78659 | 1.78659 | 0.00000 | -62.30 | 9937.70 |
| 3 | 2024.10.04 08:16 | buy | 2 | 1.00 | 1.77985 | 1.77899 | 0.00000 | ||
| 4 | 2024.10.04 15:32 | s/l | 2 | 1.00 | 1.77899 | 1.77899 | 0.00000 | -62.30 | 9875.40 |
| 5 | 2024.10.07 12:07 | sell | 3 | 1.00 | 1.77774 | 1.77860 | 0.00000 | ||
| 6 | 2024.10.07 16:08 | s/l | 3 | 1.00 | 1.77860 | 1.77860 | 0.00000 | -62.29 | 9813.11 |
| 7 | 2024.10.08 12:16 | buy | 4 | 1.00 | 1.78700 | 1.78614 | 0.00000 | ||
| 8 | 2024.10.08 12:18 | s/l | 4 | 1.00 | 1.78614 | 1.78614 | 0.00000 | -62.30 | 9750.81 |
| 9 | 2024.10.09 14:18 | buy | 5 | 1.00 | 1.79043 | 1.78957 | 0.00000 | ||
| 10 | 2024.10.09 14:28 | s/l | 5 | 1.00 | 1.78957 | 1.78957 | 0.00000 | -62.30 | 9688.51 |
| 11 | 2024.10.10 14:22 | buy | 6 | 1.00 | 1.79850 | 1.79764 | 0.00000 | ||
| 12 | 2024.10.10 14:37 | s/l | 6 | 1.00 | 1.79764 | 1.79764 | 0.00000 | -62.30 | 9626.21 |
| 13 | 2024.10.11 15:13 | buy | 7 | 1.00 | 1.79999 | 1.79913 | 0.00000 | ||
| 14 | 2024.10.11 15:19 | s/l | 7 | 1.00 | 1.79913 | 1.79913 | 0.00000 | -62.30 | 9563.91 |
| 15 | 2024.10.14 11:56 | buy | 8 | 1.00 | 1.80124 | 1.80038 | 0.00000 | ||
| 16 | 2024.10.14 12:05 | s/l | 8 | 1.00 | 1.80038 | 1.80038 | 0.00000 | -62.31 | 9501.60 |
| 17 | 2024.10.15 12:57 | buy | 9 | 1.00 | 1.80635 | 1.80549 | 0.00000 | ||
| 18 | 2024.10.15 18:41 | s/l | 9 | 1.00 | 1.80549 | 1.80549 | 0.00000 | -62.30 | 9439.30 |
| 19 | 2024.10.16 20:32 | sell | 10 | 1.00 | 1.78881 | 1.78967 | 0.00000 | ||
| 20 | 2024.10.17 06:00 | modify | 10 | 1.00 | 1.78881 | 1.78851 | 0.00000 | ||
| 21 | 2024.10.17 07:03 | modify | 10 | 1.00 | 1.78881 | 1.78735 | 0.00000 | ||
| 22 | 2024.10.17 07:04 | s/l | 10 | 1.00 | 1.78735 | 1.78735 | 0.00000 | 105.75 | 9545.05 |
| 23 | 2024.10.17 20:36 | buy | 11 | 1.00 | 1.79453 | 1.79367 | 0.00000 | ||
| 24 | 2024.10.17 21:08 | s/l | 11 | 1.00 | 1.79367 | 1.79367 | 0.00000 | -62.30 | 9482.75 |
| 25 | 2024.10.21 06:17 | buy | 12 | 1.00 | 1.80195 | 1.80109 | 0.00000 | ||
| 26 | 2024.10.21 07:33 | s/l | 12 | 1.00 | 1.80109 | 1.80109 | 0.00000 | -62.30 | 9420.45 |
| 27 | 2024.10.22 13:00 | sell | 13 | 1.00 | 1.79385 | 1.79471 | 0.00000 | ||
| 28 | 2024.10.22 13:03 | s/l | 13 | 1.00 | 1.79471 | 1.79471 | 0.00000 | -62.29 | 9358.16 |
| 29 | 2024.10.23 14:58 | sell | 14 | 1.00 | 1.79166 | 1.79252 | 0.00000 | ||
| 30 | 2024.10.23 15:08 | s/l | 14 | 1.00 | 1.79252 | 1.79252 | 0.00000 | -62.29 | 9295.87 |
| 31 | 2024.10.24 15:04 | buy | 15 | 1.00 | 1.79355 | 1.79269 | 0.00000 | ||
| 32 | 2024.10.24 15:08 | s/l | 15 | 1.00 | 1.79269 | 1.79269 | 0.00000 | -62.30 | 9233.57 |
| 33 | 2024.10.25 15:39 | buy | 16 | 1.00 | 1.79864 | 1.79778 | 0.00000 | ||
| 34 | 2024.10.25 16:00 | s/l | 16 | 1.00 | 1.79778 | 1.79778 | 0.00000 | -62.30 | 9171.27 |
| 35 | 2024.10.28 10:57 | buy | 17 | 1.00 | 1.80178 | 1.80092 | 0.00000 | ||
| 36 | 2024.10.28 11:25 | s/l | 17 | 1.00 | 1.80092 | 1.80092 | 0.00000 | -62.30 | 9108.97 |
| 37 | 2024.10.29 15:03 | buy | 18 | 1.00 | 1.80396 | 1.80310 | 0.00000 | ||
| 38 | 2024.10.29 15:06 | s/l | 18 | 1.00 | 1.80310 | 1.80310 | 0.00000 | -62.30 | 9046.67 |
| 39 | 2024.10.30 15:16 | sell | 19 | 1.00 | 1.80497 | 1.80583 | 0.00000 | ||
| 40 | 2024.10.30 15:21 | s/l | 19 | 1.00 | 1.80583 | 1.80583 | 0.00000 | -62.29 | 8984.38 |
| 41 | 2024.10.31 16:52 | sell | 20 | 1.00 | 1.80004 | 1.80090 | 0.00000 | ||
| 42 | 2024.11.01 02:00 | modify | 20 | 1.00 | 1.80004 | 1.79831 | 0.00000 | ||
| 43 | 2024.11.01 03:00 | modify | 20 | 1.00 | 1.80004 | 1.79751 | 0.00000 | ||
| 44 | 2024.11.01 09:08 | s/l | 20 | 1.00 | 1.79751 | 1.79751 | 0.00000 | 183.26 | 9167.64 |
| 45 | 2024.11.01 20:00 | buy | 21 | 1.00 | 1.80660 | 1.80574 | 0.00000 | ||
| 46 | 2024.11.01 20:02 | s/l | 21 | 1.00 | 1.80574 | 1.80574 | 0.00000 | -62.30 | 9105.34 |
| 47 | 2024.11.04 08:03 | buy | 22 | 1.00 | 1.80660 | 1.80574 | 0.00000 | ||
| 48 | 2024.11.04 08:26 | s/l | 22 | 1.00 | 1.80574 | 1.80574 | 0.00000 | -62.30 | 9043.04 |
| 49 | 2024.11.05 13:23 | buy | 23 | 1.00 | 1.80297 | 1.80211 | 0.00000 | ||
| 50 | 2024.11.05 15:03 | s/l | 23 | 1.00 | 1.80211 | 1.80211 | 0.00000 | -62.30 | 8980.74 |
| 51 | 2024.11.06 13:23 | sell | 24 | 1.00 | 1.78851 | 1.78937 | 0.00000 | ||
| 52 | 2024.11.06 13:25 | s/l | 24 | 1.00 | 1.78937 | 1.78937 | 0.00000 | -62.29 | 8918.45 |
| 53 | 2024.11.07 14:01 | sell | 25 | 1.00 | 1.79097 | 1.79183 | 0.00000 | ||
| 54 | 2024.11.07 14:01 | s/l | 25 | 1.00 | 1.79183 | 1.79183 | 0.00000 | -62.29 | 8856.16 |
| 55 | 2024.11.08 14:03 | buy | 26 | 1.00 | 1.80205 | 1.80119 | 0.00000 | ||
| 56 | 2024.11.08 14:07 | s/l | 26 | 1.00 | 1.80119 | 1.80119 | 0.00000 | -62.30 | 8793.86 |
| 57 | 2024.11.11 00:02 | sell | 27 | 1.00 | 1.79338 | 1.79424 | 0.00000 | ||
| 58 | 2024.11.11 00:04 | s/l | 27 | 1.00 | 1.79424 | 1.79424 | 0.00000 | -62.29 | 8731.57 |
| 59 | 2024.11.12 06:15 | sell | 28 | 1.00 | 1.79042 | 1.79128 | 0.00000 | ||
| 60 | 2024.11.12 06:27 | s/l | 28 | 1.00 | 1.79128 | 1.79128 | 0.00000 | -62.30 | 8669.27 |
| 61 | 2024.11.13 16:15 | buy | 29 | 1.00 | 1.77978 | 1.77892 | 0.00000 | ||
| 62 | 2024.11.13 16:16 | s/l | 29 | 1.00 | 1.77892 | 1.77892 | 0.00000 | -62.30 | 8606.97 |
| 63 | 2024.11.14 16:38 | buy | 30 | 1.00 | 1.77959 | 1.77873 | 0.00000 | ||
| 64 | 2024.11.14 16:43 | s/l | 30 | 1.00 | 1.77873 | 1.77873 | 0.00000 | -62.30 | 8544.67 |
| 65 | 2024.11.15 18:45 | sell | 31 | 1.00 | 1.77630 | 1.77716 | 0.00000 | ||
| 66 | 2024.11.15 18:48 | s/l | 31 | 1.00 | 1.77716 | 1.77716 | 0.00000 | -62.30 | 8482.37 |
| 67 | 2024.11.18 01:00 | sell | 32 | 1.00 | 1.77567 | 1.77653 | 0.00000 | ||
| 68 | 2024.11.18 01:01 | s/l | 32 | 1.00 | 1.77653 | 1.77653 | 0.00000 | -62.29 | 8420.08 |
| 69 | 2024.11.19 10:23 | sell | 33 | 1.00 | 1.77434 | 1.77520 | 0.00000 | ||
| 70 | 2024.11.19 10:32 | s/l | 33 | 1.00 | 1.77520 | 1.77520 | 0.00000 | -62.29 | 8357.79 |
| 71 | 2024.11.20 19:03 | sell | 34 | 1.00 | 1.76817 | 1.76903 | 0.00000 | ||
| 72 | 2024.11.20 19:17 | s/l | 34 | 1.00 | 1.76903 | 1.76903 | 0.00000 | -62.30 | 8295.49 |
| 73 | 2024.11.21 19:03 | sell | 35 | 1.00 | 1.75625 | 1.75711 | 0.00000 | ||
| 74 | 2024.11.21 19:08 | s/l | 35 | 1.00 | 1.75711 | 1.75711 | 0.00000 | -62.29 | 8233.20 |
| 75 | 2024.11.25 06:12 | buy | 36 | 1.00 | 1.75640 | 1.75554 | 0.00000 | ||
| 76 | 2024.11.25 07:46 | s/l | 36 | 1.00 | 1.75554 | 1.75554 | 0.00000 | -62.30 | 8170.90 |
| 77 | 2024.11.26 09:28 | buy | 37 | 1.00 | 1.77305 | 1.77219 | 0.00000 | ||
| 78 | 2024.11.26 09:33 | s/l | 37 | 1.00 | 1.77219 | 1.77219 | 0.00000 | -62.30 | 8108.60 |
| 79 | 2024.11.27 12:02 | buy | 38 | 1.00 | 1.77205 | 1.77119 | 0.00000 | ||
| 80 | 2024.11.27 12:05 | s/l | 38 | 1.00 | 1.77119 | 1.77119 | 0.00000 | -62.30 | 8046.30 |
| 81 | 2024.11.28 12:08 | sell | 39 | 1.00 | 1.77162 | 1.77248 | 0.00000 | ||
| 82 | 2024.11.28 12:12 | s/l | 39 | 1.00 | 1.77248 | 1.77248 | 0.00000 | -62.29 | 7984.01 |
| 83 | 2024.11.29 20:16 | buy | 40 | 1.00 | 1.78335 | 1.78249 | 0.00000 | ||
| 84 | 2024.11.29 20:37 | s/l | 40 | 1.00 | 1.78249 | 1.78249 | 0.00000 | -62.30 | 7921.71 |
| 85 | 2024.12.02 15:00 | sell | 41 | 1.00 | 1.77835 | 1.77921 | 0.00000 | ||
| 86 | 2024.12.02 15:02 | s/l | 41 | 1.00 | 1.77921 | 1.77921 | 0.00000 | -62.29 | 7859.42 |
| 87 | 2024.12.03 15:01 | sell | 42 | 1.00 | 1.77511 | 1.77597 | 0.00000 | ||
| 88 | 2024.12.03 15:02 | s/l | 42 | 1.00 | 1.77597 | 1.77597 | 0.00000 | -62.29 | 7797.13 |
| 89 | 2024.12.04 17:26 | buy | 43 | 1.00 | 1.78602 | 1.78516 | 0.00000 | ||
| 90 | 2024.12.04 17:33 | s/l | 43 | 1.00 | 1.78516 | 1.78516 | 0.00000 | -62.30 | 7734.83 |
| 91 | 2024.12.06 12:57 | buy | 44 | 1.00 | 1.79206 | 1.79120 | 0.00000 | ||
| 92 | 2024.12.06 13:17 | s/l | 44 | 1.00 | 1.79120 | 1.79120 | 0.00000 | -62.30 | 7672.53 |
| 93 | 2024.12.09 00:19 | buy | 45 | 1.00 | 1.80470 | 1.80384 | 0.00000 | ||
| 94 | 2024.12.09 01:18 | s/l | 45 | 1.00 | 1.80384 | 1.80384 | 0.00000 | -62.30 | 7610.23 |
| 95 | 2024.12.10 05:53 | buy | 46 | 1.00 | 1.80772 | 1.80686 | 0.00000 | ||
| 96 | 2024.12.10 09:33 | s/l | 46 | 1.00 | 1.80686 | 1.80686 | 0.00000 | -62.30 | 7547.93 |
| 97 | 2024.12.11 13:08 | sell | 47 | 1.00 | 1.80401 | 1.80487 | 0.00000 | ||
| 98 | 2024.12.11 13:12 | s/l | 47 | 1.00 | 1.80487 | 1.80487 | 0.00000 | -62.29 | 7485.64 |
| 99 | 2024.12.12 17:08 | sell | 48 | 1.00 | 1.80142 | 1.80228 | 0.00000 | ||
| 100 | 2024.12.12 18:17 | s/l | 48 | 1.00 | 1.80228 | 1.80228 | 0.00000 | -62.29 | 7423.35 |
| 101 | 2024.12.13 17:52 | sell | 49 | 1.00 | 1.79548 | 1.79634 | 0.00000 | ||
| 102 | 2024.12.13 18:03 | s/l | 49 | 1.00 | 1.79634 | 1.79634 | 0.00000 | -62.30 | 7361.05 |
| 103 | 2024.12.16 00:57 | sell | 50 | 1.00 | 1.79447 | 1.79533 | 0.00000 | ||
| 104 | 2024.12.16 01:00 | s/l | 50 | 1.00 | 1.79533 | 1.79533 | 0.00000 | -62.29 | 7298.76 |
| 105 | 2024.12.17 04:03 | buy | 51 | 1.00 | 1.80757 | 1.80671 | 0.00000 | ||
| 106 | 2024.12.17 13:00 | modify | 51 | 1.00 | 1.80757 | 1.80678 | 0.00000 | ||
| 107 | 2024.12.17 14:00 | modify | 51 | 1.00 | 1.80757 | 1.80680 | 0.00000 | ||
| 108 | 2024.12.17 18:00 | modify | 51 | 1.00 | 1.80757 | 1.80719 | 0.00000 | ||
| 109 | 2024.12.17 19:00 | modify | 51 | 1.00 | 1.80757 | 1.81071 | 0.00000 | ||
| 110 | 2024.12.17 22:00 | modify | 51 | 1.00 | 1.80757 | 1.81193 | 0.00000 | ||
| 111 | 2024.12.18 01:00 | modify | 51 | 1.00 | 1.80757 | 1.81235 | 0.00000 | ||
| 112 | 2024.12.18 02:00 | modify | 51 | 1.00 | 1.80757 | 1.81368 | 0.00000 | ||
| 113 | 2024.12.18 03:00 | modify | 51 | 1.00 | 1.80757 | 1.81717 | 0.00000 | ||
| 114 | 2024.12.18 09:00 | modify | 51 | 1.00 | 1.80757 | 1.81811 | 0.00000 | ||
| 115 | 2024.12.18 09:03 | s/l | 51 | 1.00 | 1.81811 | 1.81811 | 0.00000 | 763.54 | 8062.30 |
| 116 | 2024.12.18 15:58 | sell | 52 | 1.00 | 1.81619 | 1.81705 | 0.00000 | ||
| 117 | 2024.12.18 16:19 | s/l | 52 | 1.00 | 1.81705 | 1.81705 | 0.00000 | -62.29 | 8000.01 |
| 118 | 2024.12.19 16:07 | sell | 53 | 1.00 | 1.80946 | 1.81032 | 0.00000 | ||
| 119 | 2024.12.20 02:00 | modify | 53 | 1.00 | 1.80946 | 1.80611 | 0.00000 | ||
| 120 | 2024.12.20 03:00 | modify | 53 | 1.00 | 1.80946 | 1.80297 | 0.00000 | ||
| 121 | 2024.12.20 04:00 | modify | 53 | 1.00 | 1.80946 | 1.80133 | 0.00000 | ||
| 122 | 2024.12.20 04:05 | s/l | 53 | 1.00 | 1.80133 | 1.80133 | 0.00000 | 588.88 | 8588.89 |
| 123 | 2024.12.20 18:23 | buy | 54 | 1.00 | 1.80727 | 1.80641 | 0.00000 | ||
| 124 | 2024.12.20 18:30 | s/l | 54 | 1.00 | 1.80641 | 1.80641 | 0.00000 | -62.31 | 8526.58 |
| 125 | 2024.12.23 14:32 | sell | 55 | 1.00 | 1.80368 | 1.80454 | 0.00000 | ||
| 126 | 2024.12.23 15:02 | s/l | 55 | 1.00 | 1.80454 | 1.80454 | 0.00000 | -62.30 | 8464.28 |
| 127 | 2024.12.24 14:34 | buy | 56 | 1.00 | 1.80893 | 1.80807 | 0.00000 | ||
| 128 | 2024.12.24 15:32 | s/l | 56 | 1.00 | 1.80807 | 1.80807 | 0.00000 | -62.30 | 8401.98 |
| 129 | 2024.12.26 22:22 | buy | 57 | 1.00 | 1.80586 | 1.80500 | 0.00000 | ||
| 130 | 2024.12.26 23:05 | s/l | 57 | 1.00 | 1.80500 | 1.80500 | 0.00000 | -62.30 | 8339.68 |
| 131 | 2024.12.30 15:58 | sell | 58 | 1.00 | 1.80836 | 1.80922 | 0.00000 | ||
| 132 | 2024.12.30 16:01 | s/l | 58 | 1.00 | 1.80922 | 1.80922 | 0.00000 | -62.29 | 8277.39 |
| 133 | 2024.12.31 17:12 | buy | 59 | 1.00 | 1.80542 | 1.80456 | 0.00000 | ||
| 134 | 2024.12.31 17:17 | s/l | 59 | 1.00 | 1.80456 | 1.80456 | 0.00000 | -62.30 | 8215.09 |
| 135 | 2025.01.02 12:30 | sell | 60 | 1.00 | 1.79824 | 1.79910 | 0.00000 | ||
| 136 | 2025.01.02 22:00 | modify | 60 | 1.00 | 1.79824 | 1.79573 | 0.00000 | ||
| 137 | 2025.01.03 00:00 | modify | 60 | 1.00 | 1.79824 | 1.79110 | 0.00000 | ||
| 138 | 2025.01.03 01:00 | modify | 60 | 1.00 | 1.79824 | 1.78976 | 0.00000 | ||
| 139 | 2025.01.03 02:00 | modify | 60 | 1.00 | 1.79824 | 1.78902 | 0.00000 | ||
| 140 | 2025.01.03 03:00 | modify | 60 | 1.00 | 1.79824 | 1.78680 | 0.00000 | ||
| 141 | 2025.01.03 04:00 | modify | 60 | 1.00 | 1.79824 | 1.78467 | 0.00000 | ||
| 142 | 2025.01.03 05:00 | modify | 60 | 1.00 | 1.79824 | 1.78407 | 0.00000 | ||
| 143 | 2025.01.03 07:54 | s/l | 60 | 1.00 | 1.78407 | 1.78407 | 0.00000 | 1026.37 | 9241.46 |
| 144 | 2025.01.03 13:30 | buy | 61 | 1.00 | 1.78735 | 1.78649 | 0.00000 | ||
| 145 | 2025.01.03 13:31 | s/l | 61 | 1.00 | 1.78649 | 1.78649 | 0.00000 | -62.31 | 9179.15 |
| 146 | 2025.01.06 16:15 | sell | 62 | 1.00 | 1.78913 | 1.78999 | 0.00000 | ||
| 147 | 2025.01.06 16:17 | s/l | 62 | 1.00 | 1.78999 | 1.78999 | 0.00000 | -62.29 | 9116.86 |
| 148 | 2025.01.07 17:39 | sell | 63 | 1.00 | 1.79271 | 1.79357 | 0.00000 | ||
| 149 | 2025.01.07 17:50 | s/l | 63 | 1.00 | 1.79357 | 1.79357 | 0.00000 | -62.29 | 9054.57 |