Strategy Tester Report
vsa_test
| 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=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 | 1693 | Ticks modelled | 6984894 | Modelling quality | 48.59% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (13) | ||
| Total net profit | -302.80 | Gross profit | 397.20 | Gross loss | -700.00 |
| Profit factor | 0.57 | Expected payoff | -23.29 | ||
| Absolute drawdown | 452.20 | Maximal drawdown | 536.50 (5.32%) | Relative drawdown | 5.32% (536.50) |
| Total trades | 13 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
| Largest | profit trade | 68.70 | loss trade | -100.00 | |
| Average | profit trade | 66.20 | loss trade | -100.00 | |
| Maximum | consecutive wins (profit in money) | 2 (137.40) | consecutive losses (loss in money) | 4 (-400.00) | |
| Maximal | consecutive profit (count of wins) | 137.40 (2) | consecutive loss (count of losses) | -400.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 01:00 | sell | 1 | 0.10 | 0.68840 | 0.69840 | 0.68153 | ||
| 2 | 2024.10.04 15:31 | t/p | 1 | 0.10 | 0.68153 | 0.69840 | 0.68153 | 68.70 | 10068.70 |
| 3 | 2024.10.04 16:00 | buy | 2 | 0.10 | 0.67947 | 0.66947 | 0.68634 | ||
| 4 | 2024.10.16 02:06 | s/l | 2 | 0.10 | 0.66947 | 0.66947 | 0.68634 | -100.00 | 9968.70 |
| 5 | 2024.10.16 03:00 | buy | 3 | 0.10 | 0.66783 | 0.65783 | 0.67470 | ||
| 6 | 2024.10.29 02:28 | s/l | 3 | 0.10 | 0.65783 | 0.65783 | 0.67470 | -100.00 | 9868.70 |
| 7 | 2024.10.29 03:00 | sell | 4 | 0.10 | 0.65826 | 0.66826 | 0.65139 | ||
| 8 | 2024.11.06 05:58 | t/p | 4 | 0.10 | 0.65139 | 0.66826 | 0.65139 | 68.70 | 9937.40 |
| 9 | 2024.11.06 06:00 | buy | 5 | 0.10 | 0.65183 | 0.64183 | 0.65870 | ||
| 10 | 2024.11.06 10:48 | t/p | 5 | 0.10 | 0.65870 | 0.64183 | 0.65870 | 68.70 | 10006.10 |
| 11 | 2024.11.06 11:00 | sell | 6 | 0.10 | 0.65869 | 0.66869 | 0.65182 | ||
| 12 | 2024.11.07 17:27 | s/l | 6 | 0.10 | 0.66869 | 0.66869 | 0.65182 | -100.00 | 9906.10 |
| 13 | 2024.11.07 18:00 | sell | 7 | 0.10 | 0.66852 | 0.67852 | 0.66165 | ||
| 14 | 2024.11.08 15:31 | t/p | 7 | 0.10 | 0.66165 | 0.67852 | 0.66165 | 68.70 | 9974.80 |
| 15 | 2024.11.08 16:00 | buy | 8 | 0.10 | 0.66084 | 0.65084 | 0.66771 | ||
| 16 | 2024.11.13 16:37 | s/l | 8 | 0.10 | 0.65084 | 0.65084 | 0.66771 | -100.00 | 9874.80 |
| 17 | 2024.11.13 17:00 | buy | 9 | 0.10 | 0.65002 | 0.64002 | 0.65689 | ||
| 18 | 2024.12.04 14:56 | s/l | 9 | 0.10 | 0.64002 | 0.64002 | 0.65689 | -100.00 | 9774.80 |
| 19 | 2024.12.04 15:00 | buy | 10 | 0.10 | 0.64034 | 0.63034 | 0.64721 | ||
| 20 | 2024.12.18 18:03 | s/l | 10 | 0.10 | 0.63034 | 0.63034 | 0.64721 | -100.00 | 9674.80 |
| 21 | 2024.12.18 19:00 | buy | 11 | 0.10 | 0.63015 | 0.62015 | 0.63702 | ||
| 22 | 2024.12.19 01:48 | s/l | 11 | 0.10 | 0.62015 | 0.62015 | 0.63702 | -100.00 | 9574.80 |
| 23 | 2024.12.19 02:00 | buy | 12 | 0.10 | 0.62055 | 0.61055 | 0.62742 | ||
| 24 | 2025.01.06 13:22 | t/p | 12 | 0.10 | 0.62742 | 0.61055 | 0.62742 | 68.70 | 9643.50 |
| 25 | 2025.01.06 14:00 | sell | 13 | 0.10 | 0.62849 | 0.63849 | 0.62162 | ||
| 26 | 2025.01.07 23:59 | close at stop | 13 | 0.10 | 0.62312 | 0.63849 | 0.62162 | 53.70 | 9697.20 |