Strategy Tester Report
Universum_3.0
| Symbol | USDCAD (US Dollar 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 | p=10; tp=50; sl=50; lots=1; losseslimit=1000000; fastoptimize=true; mn=888; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -962.59 | Gross profit | 682.35 | Gross loss | -1644.94 |
| Profit factor | 0.41 | Expected payoff | -40.11 | ||
| Absolute drawdown | 962.59 | Maximal drawdown | 1322.40 (12.76%) | Relative drawdown | 12.76% (1322.40) |
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (66.67%) |
| Profit trades (% of total) | 16 (66.67%) | Loss trades (% of total) | 8 (33.33%) | ||
| Largest | profit trade | 246.23 | loss trade | -574.05 | |
| Average | profit trade | 42.65 | loss trade | -205.62 | |
| Maximum | consecutive wins (profit in money) | 8 (229.07) | consecutive losses (loss in money) | 4 (-1317.24) | |
| Maximal | consecutive profit (count of wins) | 268.37 (2) | consecutive loss (count of losses) | -1317.24 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy | 1 | 1.00 | 1.35027 | 1.34957 | 1.35057 | ||
| 2 | 2024.10.03 00:05 | s/l | 1 | 1.00 | 1.34957 | 1.34957 | 1.35057 | -51.89 | 9948.11 |
| 3 | 2024.10.03 01:00 | buy | 2 | 3.33 | 1.35036 | 1.34966 | 1.35066 | ||
| 4 | 2024.10.03 02:03 | t/p | 2 | 3.33 | 1.35066 | 1.34966 | 1.35066 | 73.96 | 10022.07 |
| 5 | 2024.10.03 03:00 | buy | 3 | 1.00 | 1.35086 | 1.35016 | 1.35116 | ||
| 6 | 2024.10.03 03:26 | t/p | 3 | 1.00 | 1.35116 | 1.35016 | 1.35116 | 22.20 | 10044.27 |
| 7 | 2024.10.03 04:00 | buy | 4 | 1.00 | 1.35111 | 1.35041 | 1.35141 | ||
| 8 | 2024.10.03 04:08 | t/p | 4 | 1.00 | 1.35141 | 1.35041 | 1.35141 | 22.20 | 10066.47 |
| 9 | 2024.10.03 05:00 | buy | 5 | 1.00 | 1.35132 | 1.35062 | 1.35162 | ||
| 10 | 2024.10.03 05:55 | t/p | 5 | 1.00 | 1.35162 | 1.35062 | 1.35162 | 22.20 | 10088.67 |
| 11 | 2024.10.03 06:00 | buy | 6 | 1.00 | 1.35205 | 1.35135 | 1.35235 | ||
| 12 | 2024.10.03 07:52 | t/p | 6 | 1.00 | 1.35235 | 1.35135 | 1.35235 | 22.18 | 10110.85 |
| 13 | 2024.10.03 08:00 | buy | 7 | 1.00 | 1.35261 | 1.35191 | 1.35291 | ||
| 14 | 2024.10.03 08:23 | t/p | 7 | 1.00 | 1.35291 | 1.35191 | 1.35291 | 22.17 | 10133.02 |
| 15 | 2024.10.03 09:00 | buy | 8 | 1.00 | 1.35246 | 1.35176 | 1.35276 | ||
| 16 | 2024.10.03 09:18 | s/l | 8 | 1.00 | 1.35176 | 1.35176 | 1.35276 | -51.78 | 10081.24 |
| 17 | 2024.10.03 10:00 | buy | 9 | 3.33 | 1.35118 | 1.35048 | 1.35148 | ||
| 18 | 2024.10.03 10:18 | t/p | 9 | 3.33 | 1.35148 | 1.35048 | 1.35148 | 73.92 | 10155.16 |
| 19 | 2024.10.03 11:00 | buy | 10 | 1.00 | 1.35247 | 1.35177 | 1.35277 | ||
| 20 | 2024.10.03 11:28 | t/p | 10 | 1.00 | 1.35277 | 1.35177 | 1.35277 | 22.18 | 10177.34 |
| 21 | 2024.10.03 12:00 | buy | 11 | 1.00 | 1.35266 | 1.35196 | 1.35296 | ||
| 22 | 2024.10.03 12:08 | t/p | 11 | 1.00 | 1.35296 | 1.35196 | 1.35296 | 22.17 | 10199.51 |
| 23 | 2024.10.03 13:00 | buy | 12 | 1.00 | 1.35260 | 1.35190 | 1.35290 | ||
| 24 | 2024.10.03 13:13 | t/p | 12 | 1.00 | 1.35290 | 1.35190 | 1.35290 | 22.17 | 10221.68 |
| 25 | 2024.10.03 14:00 | buy | 13 | 1.00 | 1.35336 | 1.35266 | 1.35366 | ||
| 26 | 2024.10.03 14:16 | t/p | 13 | 1.00 | 1.35366 | 1.35266 | 1.35366 | 22.16 | 10243.84 |
| 27 | 2024.10.03 15:00 | buy | 14 | 1.00 | 1.35327 | 1.35257 | 1.35357 | ||
| 28 | 2024.10.03 15:06 | t/p | 14 | 1.00 | 1.35357 | 1.35257 | 1.35357 | 22.16 | 10266.00 |
| 29 | 2024.10.03 16:00 | buy | 15 | 1.00 | 1.35355 | 1.35285 | 1.35385 | ||
| 30 | 2024.10.03 16:07 | t/p | 15 | 1.00 | 1.35385 | 1.35285 | 1.35385 | 22.16 | 10288.16 |
| 31 | 2024.10.03 17:00 | buy | 16 | 1.00 | 1.35433 | 1.35363 | 1.35463 | ||
| 32 | 2024.10.03 17:02 | t/p | 16 | 1.00 | 1.35463 | 1.35363 | 1.35463 | 22.15 | 10310.31 |
| 33 | 2024.10.03 18:00 | buy | 17 | 1.00 | 1.35412 | 1.35342 | 1.35442 | ||
| 34 | 2024.10.03 18:15 | s/l | 17 | 1.00 | 1.35342 | 1.35342 | 1.35442 | -51.72 | 10258.59 |
| 35 | 2024.10.03 19:00 | buy | 18 | 3.33 | 1.35348 | 1.35278 | 1.35378 | ||
| 36 | 2024.10.03 19:18 | s/l | 18 | 3.33 | 1.35278 | 1.35278 | 1.35378 | -172.31 | 10086.28 |
| 37 | 2024.10.03 20:00 | buy | 19 | 11.11 | 1.35333 | 1.35263 | 1.35363 | ||
| 38 | 2024.10.03 20:03 | t/p | 19 | 11.11 | 1.35363 | 1.35263 | 1.35363 | 246.23 | 10332.51 |
| 39 | 2024.10.03 21:00 | buy | 20 | 1.00 | 1.35469 | 1.35399 | 1.35499 | ||
| 40 | 2024.10.03 22:12 | t/p | 20 | 1.00 | 1.35499 | 1.35399 | 1.35499 | 22.14 | 10354.65 |
| 41 | 2024.10.03 23:00 | buy | 21 | 1.00 | 1.35584 | 1.35514 | 1.35614 | ||
| 42 | 2024.10.03 23:28 | s/l | 21 | 1.00 | 1.35514 | 1.35514 | 1.35614 | -51.66 | 10302.99 |
| 43 | 2024.10.04 00:00 | buy | 22 | 3.33 | 1.35557 | 1.35487 | 1.35587 | ||
| 44 | 2024.10.04 00:05 | s/l | 22 | 3.33 | 1.35487 | 1.35487 | 1.35587 | -172.07 | 10130.92 |
| 45 | 2024.10.04 01:00 | buy | 23 | 11.11 | 1.35546 | 1.35476 | 1.35576 | ||
| 46 | 2024.10.04 02:58 | s/l | 23 | 11.11 | 1.35476 | 1.35476 | 1.35576 | -574.05 | 9556.87 |
| 47 | 2024.10.04 03:00 | buy | 24 | 37.04 | 1.35498 | 1.35428 | 1.35528 | ||
| 48 | 2024.10.04 03:00 | close at stop | 24 | 37.04 | 1.35479 | 1.35428 | 1.35528 | -519.46 | 9037.41 |