Strategy Tester Report
vsa_test
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | lots=0.1; hh=4; hn=4; hb=4; hc=4; n=4; p=65; stop_loss=1000; take_profit=700; mod_vsa=false; v1=100; v2=100; v3=100; v4=100; p2=10; | ||||
| Bars in test | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | 530.31 | Gross profit | 603.28 | Gross loss | -72.97 |
| Profit factor | 8.27 | Expected payoff | 37.88 | ||
| Absolute drawdown | 121.97 | Maximal drawdown | 156.05 (1.56%) | Relative drawdown | 1.56% (156.05) |
| Total trades | 14 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 50.00 | loss trade | -72.97 | |
| Average | profit trade | 46.41 | loss trade | -72.97 | |
| Maximum | consecutive wins (profit in money) | 13 (603.28) | consecutive losses (loss in money) | 1 (-72.97) | |
| Maximal | consecutive profit (count of wins) | 603.28 (13) | consecutive loss (count of losses) | -72.97 (1) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 00:30 | sell | 1 | 0.10 | 1.36037 | 1.37037 | 1.35355 | ||
| 2 | 2025.07.09 14:43 | s/l | 1 | 0.10 | 1.37037 | 1.37037 | 1.35355 | -72.97 | 9927.03 |
| 3 | 2025.07.09 15:00 | sell | 2 | 0.10 | 1.37079 | 1.38079 | 1.36397 | ||
| 4 | 2025.07.22 17:48 | t/p | 2 | 0.10 | 1.36397 | 1.38079 | 1.36397 | 50.00 | 9977.03 |
| 5 | 2025.07.22 18:00 | buy | 3 | 0.10 | 1.36399 | 1.35399 | 1.37081 | ||
| 6 | 2025.07.25 16:19 | t/p | 3 | 0.10 | 1.37081 | 1.35399 | 1.37081 | 49.75 | 10026.78 |
| 7 | 2025.07.25 16:30 | buy | 4 | 0.10 | 1.36914 | 1.35914 | 1.37596 | ||
| 8 | 2025.07.29 10:49 | t/p | 4 | 0.10 | 1.37596 | 1.35914 | 1.37596 | 49.57 | 10076.35 |
| 9 | 2025.07.29 11:00 | buy | 5 | 0.10 | 1.37570 | 1.36570 | 1.38252 | ||
| 10 | 2025.07.30 21:49 | t/p | 5 | 0.10 | 1.38252 | 1.36570 | 1.38252 | 49.33 | 10125.68 |
| 11 | 2025.07.30 22:30 | sell | 6 | 0.10 | 1.38307 | 1.39307 | 1.37625 | ||
| 12 | 2025.08.04 16:19 | t/p | 6 | 0.10 | 1.37625 | 1.39307 | 1.37625 | 49.55 | 10175.23 |
| 13 | 2025.08.04 16:30 | buy | 7 | 0.10 | 1.37618 | 1.36618 | 1.38300 | ||
| 14 | 2025.08.18 18:19 | t/p | 7 | 0.10 | 1.38300 | 1.36618 | 1.38300 | 49.31 | 10224.54 |
| 15 | 2025.08.18 19:00 | buy | 8 | 0.10 | 1.38169 | 1.37169 | 1.38851 | ||
| 16 | 2025.08.21 14:44 | t/p | 8 | 0.10 | 1.38851 | 1.37169 | 1.38851 | 49.12 | 10273.66 |
| 17 | 2025.08.21 15:00 | sell | 9 | 0.10 | 1.38856 | 1.39856 | 1.38174 | ||
| 18 | 2025.08.22 20:48 | t/p | 9 | 0.10 | 1.38174 | 1.39856 | 1.38174 | 49.36 | 10323.02 |
| 19 | 2025.08.22 21:00 | sell | 10 | 0.10 | 1.38182 | 1.39182 | 1.37500 | ||
| 20 | 2025.08.28 19:18 | t/p | 10 | 0.10 | 1.37500 | 1.39182 | 1.37500 | 49.60 | 10372.62 |
| 21 | 2025.08.28 21:30 | buy | 11 | 0.10 | 1.37437 | 1.36437 | 1.38119 | ||
| 22 | 2025.09.02 15:48 | t/p | 11 | 0.10 | 1.38119 | 1.36437 | 1.38119 | 49.38 | 10422.00 |
| 23 | 2025.09.02 17:00 | buy | 12 | 0.10 | 1.37894 | 1.36894 | 1.38576 | ||
| 24 | 2025.09.09 23:00 | t/p | 12 | 0.10 | 1.38576 | 1.36894 | 1.38576 | 49.21 | 10471.21 |
| 25 | 2025.09.09 23:00 | sell | 13 | 0.10 | 1.38576 | 1.39576 | 1.37894 | ||
| 26 | 2025.09.15 20:42 | t/p | 13 | 0.10 | 1.37894 | 1.39576 | 1.37894 | 49.46 | 10520.67 |
| 27 | 2025.09.15 21:00 | buy | 14 | 0.10 | 1.37827 | 1.36827 | 1.38509 | ||
| 28 | 2025.09.18 23:57 | close at stop | 14 | 0.10 | 1.37960 | 1.36827 | 1.38509 | 9.64 | 10530.31 |