Strategy Tester Report
_Turtle Channel System
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50;
Bars in test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (26)
Total net profit-2512.00Gross profit1401.00Gross loss-3913.00
Profit factor0.36Expected payoff-41.87
Absolute drawdown2989.00Maximal drawdown2989.00 (29.89%)Relative drawdown29.89% (2989.00)
Total trades60Short positions (won %)35 (11.43%)Long positions (won %)25 (8.00%)
Profit trades (% of total)6 (10.00%)Loss trades (% of total)54 (90.00%)
Largestprofit trade460.00loss trade-76.00
Averageprofit trade233.50loss trade-72.46
Maximumconsecutive wins (profit in money)2 (512.00)consecutive losses (loss in money)28 (-2043.00)
Maximalconsecutive profit (count of wins)512.00 (2)consecutive loss (count of losses)-2043.00 (28)
Averageconsecutive wins1consecutive losses9
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 00:13sell11.000.625710.626470.00000
22024.10.03 01:33s/l11.000.626470.626470.00000-76.009924.00
32024.10.04 04:18sell21.000.620760.621520.00000
42024.10.04 04:48s/l21.000.621520.621520.00000-76.009848.00
52024.10.07 10:43sell31.000.614470.615230.00000
62024.10.07 11:08s/l31.000.615230.615230.00000-76.009772.00
72024.10.09 01:01buy41.000.613850.613090.00000
82024.10.09 02:11s/l41.000.613090.613090.00000-76.009696.00
92024.10.10 05:33buy51.000.609070.608310.00000
102024.10.10 05:40s/l51.000.608310.608310.00000-76.009620.00
112024.10.11 18:46buy61.000.611290.610530.00000
122024.10.14 00:00s/l61.000.610530.610530.00000-76.009544.00
132024.10.14 05:05sell71.000.608290.609050.00000
142024.10.14 05:12s/l71.000.609050.609050.00000-76.009468.00
152024.10.15 14:48buy81.000.609550.608790.00000
162024.10.15 17:37s/l81.000.608790.608790.00000-76.009392.00
172024.10.17 00:01sell91.000.605210.605970.00000
182024.10.17 02:21s/l91.000.605970.605970.00000-76.009316.00
192024.10.18 10:08buy101.000.607160.606400.00000
202024.10.18 10:30s/l101.000.606400.606400.00000-76.009240.00
212024.10.21 01:05buy111.000.607920.607160.00000
222024.10.21 01:40s/l111.000.607160.607160.00000-76.009164.00
232024.10.22 02:03sell121.000.602370.603130.00000
242024.10.22 03:56s/l121.000.603130.603130.00000-76.009088.00
252024.10.23 03:44sell131.000.603970.604730.00000
262024.10.23 05:10s/l131.000.604730.604730.00000-76.009012.00
272024.10.24 09:18buy141.000.602190.601430.00000
282024.10.24 16:46s/l141.000.601430.601430.00000-76.008936.00
292024.10.25 19:17sell151.000.598650.599410.00000
302024.10.28 04:00modify151.000.598650.599160.00000
312024.10.28 05:00modify151.000.598650.598460.00000
322024.10.28 10:00modify151.000.598650.598350.00000
332024.10.28 12:00modify151.000.598650.598160.00000
342024.10.28 13:00modify151.000.598650.597740.00000
352024.10.28 13:01s/l151.000.597740.597740.0000091.009027.00
362024.10.28 15:02buy161.000.598720.597960.00000
372024.10.28 18:48s/l161.000.597960.597960.00000-76.008951.00
382024.10.29 15:02sell171.000.596540.597300.00000
392024.10.29 17:01s/l171.000.597300.597300.00000-76.008875.00
402024.10.31 15:31sell181.000.596360.597120.00000
412024.10.31 15:32s/l181.000.597120.597120.00000-76.008799.00
422024.11.01 15:32buy191.000.598260.597500.00000
432024.11.01 18:07s/l191.000.597500.597500.00000-76.008723.00
442024.11.04 05:21buy201.000.600890.600130.00000
452024.11.04 07:08s/l201.000.600130.600130.00000-76.008647.00
462024.11.05 09:40buy211.000.599790.599030.00000
472024.11.05 19:00modify211.000.599790.599290.00000
482024.11.05 20:00modify211.000.599790.599360.00000
492024.11.05 21:05s/l211.000.599360.599360.00000-43.008604.00
502024.11.07 04:57buy221.000.597400.596640.00000
512024.11.07 14:00modify221.000.597400.596910.00000
522024.11.07 15:00modify221.000.597400.597910.00000
532024.11.07 16:00modify221.000.597400.597990.00000
542024.11.07 17:00modify221.000.597400.598020.00000
552024.11.07 18:00modify221.000.597400.598400.00000
562024.11.07 23:00modify221.000.597400.598490.00000
572024.11.08 00:00modify221.000.597400.599850.00000
582024.11.08 01:00modify221.000.597400.600440.00000
592024.11.08 05:35s/l221.000.600440.600440.00000304.008908.00
602024.11.08 10:06sell231.000.599850.600610.00000
612024.11.08 10:30s/l231.000.600610.600610.00000-76.008832.00
622024.11.11 15:36sell241.000.595170.595930.00000
632024.11.11 16:02s/l241.000.595930.595930.00000-76.008756.00
642024.11.12 16:27sell251.000.593760.594520.00000
652024.11.13 02:00modify251.000.593760.594050.00000
662024.11.13 03:00modify251.000.593760.593240.00000
672024.11.13 03:16s/l251.000.593240.593240.0000052.008808.00
682024.11.13 16:33sell261.000.591670.592430.00000
692024.11.14 02:00modify261.000.591670.590420.00000
702024.11.14 03:00modify261.000.591670.590130.00000
712024.11.14 04:00modify261.000.591670.589020.00000
722024.11.14 07:00modify261.000.591670.588450.00000
732024.11.14 08:00modify261.000.591670.588380.00000
742024.11.14 11:00modify261.000.591670.588350.00000
752024.11.14 12:00modify261.000.591670.587900.00000
762024.11.14 13:00modify261.000.591670.587190.00000
772024.11.14 14:00modify261.000.591670.587070.00000
782024.11.14 14:45s/l261.000.587070.587070.00000460.009268.00
792024.11.14 22:05sell271.000.584940.585700.00000
802024.11.15 04:07s/l271.000.585700.585700.00000-76.009192.00
812024.11.18 09:25sell281.000.584660.585420.00000
822024.11.18 16:02s/l281.000.585420.585420.00000-76.009116.00
832024.11.19 10:21buy291.000.590060.589300.00000
842024.11.19 10:37s/l291.000.589300.589300.00000-76.009040.00
852024.11.20 10:53sell301.000.588710.589470.00000
862024.11.20 19:00modify301.000.588710.589410.00000
872024.11.20 20:00modify301.000.588710.589100.00000
882024.11.20 21:00modify301.000.588710.588750.00000
892024.11.20 22:00modify301.000.588710.588540.00000
902024.11.21 01:00modify301.000.588710.587900.00000
912024.11.21 01:01s/l301.000.587900.587900.0000081.009121.00
922024.11.21 17:05buy311.000.588520.587760.00000
932024.11.21 17:22s/l311.000.587760.587760.00000-76.009045.00
942024.11.22 18:03sell321.000.582210.582970.00000
952024.11.22 19:12s/l321.000.582970.582970.00000-76.008969.00
962024.11.25 01:01buy331.000.585740.584980.00000
972024.11.25 06:16s/l331.000.584980.584980.00000-76.008893.00
982024.11.26 01:40sell341.000.583480.584240.00000
992024.11.26 06:02s/l341.000.584240.584240.00000-76.008817.00
1002024.11.27 03:03buy351.000.586500.585740.00000
1012024.11.27 03:04s/l351.000.585740.585740.00000-76.008741.00
1022024.11.28 09:46sell361.000.588120.588880.00000
1032024.11.28 10:08s/l361.000.588880.588880.00000-76.008665.00
1042024.11.29 09:48buy371.000.592820.592060.00000
1052024.11.29 09:53s/l371.000.592060.592060.00000-76.008589.00
1062024.12.02 01:28sell381.000.590380.591140.00000
1072024.12.02 11:00modify381.000.590380.590820.00000
1082024.12.02 11:03s/l381.000.590820.590820.00000-44.008545.00
1092024.12.03 10:02buy391.000.589330.588570.00000
1102024.12.03 14:16s/l391.000.588570.588570.00000-76.008469.00
1112024.12.04 14:54sell401.000.583050.583810.00000
1122024.12.04 15:28s/l401.000.583810.583810.00000-76.008393.00
1132024.12.05 16:38buy411.000.588040.587280.00000
1142024.12.05 17:03s/l411.000.587280.587280.00000-76.008317.00
1152024.12.06 17:12sell421.000.583680.584440.00000
1162024.12.09 03:00modify421.000.583680.583910.00000
1172024.12.09 04:22s/l421.000.583910.583910.00000-23.008294.00
1182024.12.09 05:33sell431.000.582060.582820.00000
1192024.12.09 09:34s/l431.000.582820.582820.00000-76.008218.00
1202024.12.10 05:33sell441.000.582370.583130.00000
1212024.12.10 05:35s/l441.000.583130.583130.00000-76.008142.00
1222024.12.11 06:41sell451.000.579080.579840.00000
1232024.12.11 15:43s/l451.000.579840.579840.00000-76.008066.00
1242024.12.12 09:10buy461.000.581480.580720.00000
1252024.12.12 09:43s/l461.000.580720.580720.00000-76.007990.00
1262024.12.13 10:45sell471.000.575570.576330.00000
1272024.12.13 10:52s/l471.000.576330.576330.00000-76.007914.00
1282024.12.16 04:12buy481.000.577770.577010.00000
1292024.12.16 04:57s/l481.000.577010.577010.00000-76.007838.00
1302024.12.17 08:22sell491.000.575810.576570.00000
1312024.12.17 09:03s/l491.000.576570.576570.00000-76.007762.00
1322024.12.18 10:23sell501.000.573040.573800.00000
1332024.12.18 16:01s/l501.000.573800.573800.00000-76.007686.00
1342024.12.20 02:08sell511.000.562130.562890.00000
1352024.12.20 03:33s/l511.000.562890.562890.00000-76.007610.00
1362024.12.23 14:19sell521.000.563960.564720.00000
1372024.12.23 18:42s/l521.000.564720.564720.00000-76.007534.00
1382024.12.24 18:00sell531.000.563450.564210.00000
1392024.12.24 18:42s/l531.000.564210.564210.00000-76.007458.00
1402024.12.26 07:00buy541.000.565160.564400.00000
1412024.12.26 08:20s/l541.000.564400.564400.00000-76.007382.00
1422024.12.27 10:12buy551.000.563840.563080.00000
1432024.12.27 10:37s/l551.000.563080.563080.00000-76.007306.00
1442024.12.30 01:03buy561.000.564270.563510.00000
1452024.12.30 02:03s/l561.000.563510.563510.00000-76.007230.00
1462024.12.31 05:54sell571.000.562730.563490.00000
1472024.12.31 07:43s/l571.000.563490.563490.00000-76.007154.00
1482025.01.02 21:58sell581.000.558700.559460.00000
1492025.01.02 22:17s/l581.000.559460.559460.00000-76.007078.00
1502025.01.06 01:51buy591.000.561980.561220.00000
1512025.01.06 11:00modify591.000.561980.561310.00000
1522025.01.06 15:00modify591.000.561980.561820.00000
1532025.01.06 16:00modify591.000.561980.562000.00000
1542025.01.06 17:00modify591.000.561980.562140.00000
1552025.01.06 18:00modify591.000.561980.562210.00000
1562025.01.06 19:00modify591.000.561980.562350.00000
1572025.01.06 20:00modify591.000.561980.562560.00000
1582025.01.06 23:00modify591.000.561980.563040.00000
1592025.01.07 07:00modify591.000.561980.563470.00000
1602025.01.07 12:00modify591.000.561980.564020.00000
1612025.01.07 13:00modify591.000.561980.564580.00000
1622025.01.07 14:00modify591.000.561980.564700.00000
1632025.01.07 15:00modify591.000.561980.565750.00000
1642025.01.07 17:00modify591.000.561980.566110.00000
1652025.01.07 17:00s/l591.000.566110.566110.00000413.007491.00
1662025.01.07 22:12sell601.000.563590.564350.00000
1672025.01.07 23:59close at stop601.000.563620.564350.00000-3.007488.00