Strategy Tester Report
ZeroLagEA-AIP v0.0.4
| 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 | UseTimeSlice=0; UseFreshMACDSig=1; vLots=1; Stoploss=0; TakeProfit=0; StartHour=9; EndHour=15; KillDay=5; KillHour=21; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -1746.02 | Gross profit | 1077.38 | Gross loss | -2823.40 |
| Profit factor | 0.38 | Expected payoff | -37.96 | ||
| Absolute drawdown | 1814.34 | Maximal drawdown | 1857.74 (18.50%) | Relative drawdown | 18.50% (1857.74) |
| Total trades | 46 | Short positions (won %) | 20 (20.00%) | Long positions (won %) | 26 (50.00%) |
| Profit trades (% of total) | 17 (36.96%) | Loss trades (% of total) | 29 (63.04%) | ||
| Largest | profit trade | 158.53 | loss trade | -511.17 | |
| Average | profit trade | 63.38 | loss trade | -97.36 | |
| Maximum | consecutive wins (profit in money) | 2 (207.34) | consecutive losses (loss in money) | 6 (-306.81) | |
| Maximal | consecutive profit (count of wins) | 207.34 (2) | consecutive loss (count of losses) | -633.39 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 10:00 | buy | 1 | 1.00 | 1.35672 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 13:00 | close | 1 | 1.00 | 1.35567 | 0.00000 | 0.00000 | -77.45 | 9922.55 |
| 3 | 2024.10.04 13:00 | sell | 2 | 1.00 | 1.35568 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.04 15:00 | close | 2 | 1.00 | 1.35551 | 0.00000 | 0.00000 | 12.54 | 9935.09 |
| 5 | 2024.10.07 09:00 | buy | 3 | 1.00 | 1.35879 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.07 15:00 | close | 3 | 1.00 | 1.35815 | 0.00000 | 0.00000 | -47.12 | 9887.97 |
| 7 | 2024.10.08 10:00 | buy | 4 | 1.00 | 1.36399 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.08 15:00 | close | 4 | 1.00 | 1.36376 | 0.00000 | 0.00000 | -16.87 | 9871.10 |
| 9 | 2024.10.10 11:00 | buy | 5 | 1.00 | 1.37299 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.10 15:00 | close | 5 | 1.00 | 1.37517 | 0.00000 | 0.00000 | 158.53 | 10029.63 |
| 11 | 2024.10.14 13:00 | buy | 6 | 1.00 | 1.37954 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.14 15:00 | close | 6 | 1.00 | 1.37881 | 0.00000 | 0.00000 | -52.94 | 9976.69 |
| 13 | 2024.10.15 12:00 | sell | 7 | 1.00 | 1.38054 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.15 14:00 | close | 7 | 1.00 | 1.38135 | 0.00000 | 0.00000 | -58.64 | 9918.05 |
| 15 | 2024.10.15 14:00 | buy | 8 | 1.00 | 1.38134 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.15 15:00 | close | 8 | 1.00 | 1.38163 | 0.00000 | 0.00000 | 20.99 | 9939.04 |
| 17 | 2024.10.22 12:00 | buy | 9 | 1.00 | 1.38352 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 15:00 | close | 9 | 1.00 | 1.38304 | 0.00000 | 0.00000 | -34.71 | 9904.33 |
| 19 | 2024.10.24 10:00 | buy | 10 | 1.00 | 1.38261 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.24 15:00 | close | 10 | 1.00 | 1.38166 | 0.00000 | 0.00000 | -68.76 | 9835.57 |
| 21 | 2024.10.29 11:00 | sell | 11 | 1.00 | 1.38868 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.29 15:00 | close | 11 | 1.00 | 1.38901 | 0.00000 | 0.00000 | -23.76 | 9811.81 |
| 23 | 2024.10.31 13:00 | sell | 12 | 1.00 | 1.39177 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.31 14:00 | close | 12 | 1.00 | 1.39240 | 0.00000 | 0.00000 | -45.25 | 9766.56 |
| 25 | 2024.10.31 14:00 | buy | 13 | 1.00 | 1.39239 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.31 15:00 | close | 13 | 1.00 | 1.39131 | 0.00000 | 0.00000 | -77.62 | 9688.94 |
| 27 | 2024.11.01 10:00 | buy | 14 | 1.00 | 1.39384 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.01 12:00 | close | 14 | 1.00 | 1.39305 | 0.00000 | 0.00000 | -56.71 | 9632.23 |
| 29 | 2024.11.01 12:00 | sell | 15 | 1.00 | 1.39304 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.01 15:00 | close | 15 | 1.00 | 1.39262 | 0.00000 | 0.00000 | 30.16 | 9662.39 |
| 31 | 2024.11.04 09:00 | buy | 16 | 1.00 | 1.39034 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.04 15:00 | close | 16 | 1.00 | 1.39040 | 0.00000 | 0.00000 | 4.32 | 9666.71 |
| 33 | 2024.11.06 11:00 | sell | 17 | 1.00 | 1.38921 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.06 15:00 | close | 17 | 1.00 | 1.39187 | 0.00000 | 0.00000 | -191.11 | 9475.60 |
| 35 | 2024.11.07 11:00 | buy | 18 | 1.00 | 1.38788 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.07 15:00 | close | 18 | 1.00 | 1.38884 | 0.00000 | 0.00000 | 69.12 | 9544.72 |
| 37 | 2024.11.08 09:00 | sell | 19 | 1.00 | 1.38819 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.08 15:00 | close | 19 | 1.00 | 1.39102 | 0.00000 | 0.00000 | -203.45 | 9341.27 |
| 39 | 2024.11.11 10:00 | buy | 20 | 1.00 | 1.39236 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.11 15:00 | close | 20 | 1.00 | 1.39357 | 0.00000 | 0.00000 | 86.83 | 9428.10 |
| 41 | 2024.11.12 14:00 | sell | 21 | 1.00 | 1.39572 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.12 15:00 | close | 21 | 1.00 | 1.39404 | 0.00000 | 0.00000 | 120.51 | 9548.61 |
| 43 | 2024.11.13 12:00 | sell | 22 | 1.00 | 1.39472 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.13 15:00 | close | 22 | 1.00 | 1.39573 | 0.00000 | 0.00000 | -72.36 | 9476.25 |
| 45 | 2024.11.18 10:00 | buy | 23 | 1.00 | 1.40962 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.18 15:00 | close | 23 | 1.00 | 1.40926 | 0.00000 | 0.00000 | -25.55 | 9450.70 |
| 47 | 2024.11.22 10:00 | sell | 24 | 1.00 | 1.39696 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.22 12:00 | close | 24 | 1.00 | 1.40050 | 0.00000 | 0.00000 | -252.77 | 9197.93 |
| 49 | 2024.11.22 12:00 | buy | 25 | 1.00 | 1.40049 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.22 15:00 | close | 25 | 1.00 | 1.39838 | 0.00000 | 0.00000 | -150.89 | 9047.04 |
| 51 | 2024.11.27 13:00 | sell | 26 | 1.00 | 1.40485 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.27 14:00 | close | 26 | 1.00 | 1.40537 | 0.00000 | 0.00000 | -37.00 | 9010.04 |
| 53 | 2024.11.27 14:00 | buy | 27 | 1.00 | 1.40536 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.27 15:00 | close | 27 | 1.00 | 1.40559 | 0.00000 | 0.00000 | 16.36 | 9026.40 |
| 55 | 2024.11.28 11:00 | sell | 28 | 1.00 | 1.40096 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.28 15:00 | close | 28 | 1.00 | 1.40120 | 0.00000 | 0.00000 | -17.13 | 9009.27 |
| 57 | 2024.11.29 10:00 | buy | 29 | 1.00 | 1.40006 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.29 15:00 | close | 29 | 1.00 | 1.40115 | 0.00000 | 0.00000 | 77.79 | 9087.06 |
| 59 | 2024.12.02 09:00 | sell | 30 | 1.00 | 1.40201 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.02 15:00 | close | 30 | 1.00 | 1.40442 | 0.00000 | 0.00000 | -171.60 | 8915.46 |
| 61 | 2024.12.03 10:00 | sell | 31 | 1.00 | 1.40374 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.03 13:00 | close | 31 | 1.00 | 1.40386 | 0.00000 | 0.00000 | -8.55 | 8906.91 |
| 63 | 2024.12.03 13:00 | buy | 32 | 1.00 | 1.40385 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.03 15:00 | close | 32 | 1.00 | 1.40404 | 0.00000 | 0.00000 | 13.53 | 8920.44 |
| 65 | 2024.12.11 09:00 | buy | 33 | 1.00 | 1.41665 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.11 15:00 | close | 33 | 1.00 | 1.41836 | 0.00000 | 0.00000 | 120.56 | 9041.00 |
| 67 | 2024.12.12 11:00 | sell | 34 | 1.00 | 1.41387 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.12 13:00 | close | 34 | 1.00 | 1.41451 | 0.00000 | 0.00000 | -45.25 | 8995.75 |
| 69 | 2024.12.12 13:00 | buy | 35 | 1.00 | 1.41452 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.12 15:00 | close | 35 | 1.00 | 1.41654 | 0.00000 | 0.00000 | 142.60 | 9138.35 |
| 71 | 2024.12.17 14:00 | sell | 36 | 1.00 | 1.42800 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.17 15:00 | close | 36 | 1.00 | 1.42953 | 0.00000 | 0.00000 | -107.03 | 9031.32 |
| 73 | 2024.12.18 11:00 | sell | 37 | 1.00 | 1.43213 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.18 12:00 | close | 37 | 1.00 | 1.43304 | 0.00000 | 0.00000 | -63.50 | 8967.82 |
| 75 | 2024.12.18 12:00 | buy | 38 | 1.00 | 1.43303 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.18 13:00 | close | 38 | 1.00 | 1.43211 | 0.00000 | 0.00000 | -64.24 | 8903.58 |
| 77 | 2024.12.18 13:00 | sell | 39 | 1.00 | 1.43210 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.18 15:00 | close | 39 | 1.00 | 1.43170 | 0.00000 | 0.00000 | 27.94 | 8931.52 |
| 79 | 2024.12.26 10:00 | buy | 40 | 1.00 | 1.43828 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.26 15:00 | close | 40 | 1.00 | 1.43974 | 0.00000 | 0.00000 | 101.41 | 9032.93 |
| 81 | 2024.12.30 10:00 | buy | 41 | 1.00 | 1.43990 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.30 14:00 | close | 41 | 1.00 | 1.43774 | 0.00000 | 0.00000 | -150.24 | 8882.69 |
| 83 | 2024.12.30 14:00 | sell | 42 | 1.00 | 1.43773 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.30 15:00 | close | 42 | 1.00 | 1.43873 | 0.00000 | 0.00000 | -69.51 | 8813.18 |
| 85 | 2025.01.02 11:00 | buy | 43 | 1.00 | 1.44114 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.02 15:00 | close | 43 | 1.00 | 1.44221 | 0.00000 | 0.00000 | 74.19 | 8887.37 |
| 87 | 2025.01.06 13:00 | buy | 44 | 1.00 | 1.43736 | 0.00000 | 0.00000 | ||
| 88 | 2025.01.06 14:00 | close | 44 | 1.00 | 1.43005 | 0.00000 | 0.00000 | -511.17 | 8376.20 |
| 89 | 2025.01.06 14:00 | sell | 45 | 1.00 | 1.43004 | 0.00000 | 0.00000 | ||
| 90 | 2025.01.06 15:00 | close | 45 | 1.00 | 1.43179 | 0.00000 | 0.00000 | -122.22 | 8253.98 |
| 91 | 2025.01.07 14:00 | buy | 46 | 1.00 | 1.43166 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.07 15:00 | close | 46 | 1.00 | 1.43166 | 0.00000 | 0.00000 | 0.00 | 8253.98 |