Strategy Tester Report
ZeroLagEA-AIP v0.0.4
| Symbol | GBPCAD (Great Britain Pound 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 | 7084096 | Modelling quality | 48.66% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (50) | ||
| Total net profit | -3049.34 | Gross profit | 3385.59 | Gross loss | -6434.93 |
| Profit factor | 0.53 | Expected payoff | -51.68 | ||
| Absolute drawdown | 3660.86 | Maximal drawdown | 3890.97 (38.03%) | Relative drawdown | 38.03% (3890.97) |
| Total trades | 59 | Short positions (won %) | 27 (40.74%) | Long positions (won %) | 32 (34.38%) |
| Profit trades (% of total) | 22 (37.29%) | Loss trades (% of total) | 37 (62.71%) | ||
| Largest | profit trade | 540.58 | loss trade | -466.12 | |
| Average | profit trade | 153.89 | loss trade | -173.92 | |
| Maximum | consecutive wins (profit in money) | 3 (306.89) | consecutive losses (loss in money) | 8 (-1302.79) | |
| Maximal | consecutive profit (count of wins) | 592.06 (2) | consecutive loss (count of losses) | -1302.79 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 11:00 | buy | 1 | 1.00 | 1.78451 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 12:00 | close | 1 | 1.00 | 1.78365 | 0.00000 | 0.00000 | -62.25 | 9937.75 |
| 3 | 2024.10.04 12:00 | sell | 2 | 1.00 | 1.78364 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.04 15:00 | close | 2 | 1.00 | 1.78536 | 0.00000 | 0.00000 | -124.48 | 9813.27 |
| 5 | 2024.10.07 09:00 | sell | 3 | 1.00 | 1.78074 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.07 15:00 | close | 3 | 1.00 | 1.77712 | 0.00000 | 0.00000 | 261.97 | 10075.24 |
| 7 | 2024.10.08 11:00 | buy | 4 | 1.00 | 1.78721 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.08 15:00 | close | 4 | 1.00 | 1.78715 | 0.00000 | 0.00000 | -4.34 | 10070.90 |
| 9 | 2024.10.09 09:00 | buy | 5 | 1.00 | 1.78798 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.09 10:00 | close | 5 | 1.00 | 1.78575 | 0.00000 | 0.00000 | -161.40 | 9909.50 |
| 11 | 2024.10.09 10:00 | sell | 6 | 1.00 | 1.78576 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.09 11:00 | close | 6 | 1.00 | 1.78865 | 0.00000 | 0.00000 | -209.15 | 9700.35 |
| 13 | 2024.10.09 11:00 | buy | 7 | 1.00 | 1.78864 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.09 15:00 | close | 7 | 1.00 | 1.78952 | 0.00000 | 0.00000 | 63.69 | 9764.04 |
| 15 | 2024.10.10 10:00 | buy | 8 | 1.00 | 1.79428 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.10 15:00 | close | 8 | 1.00 | 1.79668 | 0.00000 | 0.00000 | 173.71 | 9937.75 |
| 17 | 2024.10.15 11:00 | buy | 9 | 1.00 | 1.80569 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.15 15:00 | close | 9 | 1.00 | 1.80658 | 0.00000 | 0.00000 | 64.42 | 10002.17 |
| 19 | 2024.10.16 10:00 | sell | 10 | 1.00 | 1.78946 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.16 13:00 | close | 10 | 1.00 | 1.79473 | 0.00000 | 0.00000 | -381.39 | 9620.78 |
| 21 | 2024.10.16 13:00 | buy | 11 | 1.00 | 1.79472 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.16 15:00 | close | 11 | 1.00 | 1.79572 | 0.00000 | 0.00000 | 72.38 | 9693.16 |
| 23 | 2024.10.18 10:00 | buy | 12 | 1.00 | 1.80224 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.18 13:00 | close | 12 | 1.00 | 1.79760 | 0.00000 | 0.00000 | -335.84 | 9357.32 |
| 25 | 2024.10.18 13:00 | sell | 13 | 1.00 | 1.79761 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.18 15:00 | close | 13 | 1.00 | 1.79899 | 0.00000 | 0.00000 | -99.86 | 9257.46 |
| 27 | 2024.10.21 14:00 | buy | 14 | 1.00 | 1.80037 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.21 15:00 | close | 14 | 1.00 | 1.79877 | 0.00000 | 0.00000 | -115.81 | 9141.65 |
| 29 | 2024.10.22 13:00 | sell | 15 | 1.00 | 1.79432 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.22 15:00 | close | 15 | 1.00 | 1.79548 | 0.00000 | 0.00000 | -83.95 | 9057.70 |
| 31 | 2024.10.23 10:00 | sell | 16 | 1.00 | 1.79273 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.23 15:00 | close | 16 | 1.00 | 1.79228 | 0.00000 | 0.00000 | 32.57 | 9090.27 |
| 33 | 2024.10.25 12:00 | buy | 17 | 1.00 | 1.79727 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.25 15:00 | close | 17 | 1.00 | 1.79819 | 0.00000 | 0.00000 | 66.59 | 9156.86 |
| 35 | 2024.10.28 11:00 | buy | 18 | 1.00 | 1.80184 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.28 15:00 | close | 18 | 1.00 | 1.80471 | 0.00000 | 0.00000 | 207.73 | 9364.59 |
| 37 | 2024.11.01 13:00 | sell | 19 | 1.00 | 1.79797 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.01 14:00 | close | 19 | 1.00 | 1.79962 | 0.00000 | 0.00000 | -119.41 | 9245.18 |
| 39 | 2024.11.01 14:00 | buy | 20 | 1.00 | 1.79963 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.01 15:00 | close | 20 | 1.00 | 1.79892 | 0.00000 | 0.00000 | -51.39 | 9193.79 |
| 41 | 2024.11.06 11:00 | buy | 21 | 1.00 | 1.79514 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.06 15:00 | close | 21 | 1.00 | 1.78870 | 0.00000 | 0.00000 | -466.12 | 8727.67 |
| 43 | 2024.11.08 14:00 | buy | 22 | 1.00 | 1.80250 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.08 15:00 | close | 22 | 1.00 | 1.80027 | 0.00000 | 0.00000 | -161.40 | 8566.27 |
| 45 | 2024.11.11 10:00 | sell | 23 | 1.00 | 1.79516 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.11 15:00 | close | 23 | 1.00 | 1.79545 | 0.00000 | 0.00000 | -20.99 | 8545.28 |
| 47 | 2024.11.12 12:00 | buy | 24 | 1.00 | 1.79055 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.12 15:00 | close | 24 | 1.00 | 1.78701 | 0.00000 | 0.00000 | -256.22 | 8289.06 |
| 49 | 2024.11.13 13:00 | sell | 25 | 1.00 | 1.77805 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.13 15:00 | close | 25 | 1.00 | 1.77906 | 0.00000 | 0.00000 | -73.09 | 8215.97 |
| 51 | 2024.11.14 09:00 | buy | 26 | 1.00 | 1.77774 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.14 10:00 | close | 26 | 1.00 | 1.77561 | 0.00000 | 0.00000 | -154.17 | 8061.80 |
| 53 | 2024.11.14 10:00 | sell | 27 | 1.00 | 1.77560 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.14 15:00 | close | 27 | 1.00 | 1.77513 | 0.00000 | 0.00000 | 34.01 | 8095.81 |
| 55 | 2024.11.18 13:00 | sell | 28 | 1.00 | 1.77918 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.18 15:00 | close | 28 | 1.00 | 1.77963 | 0.00000 | 0.00000 | -32.56 | 8063.25 |
| 57 | 2024.11.20 10:00 | buy | 29 | 1.00 | 1.77311 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.20 11:00 | close | 29 | 1.00 | 1.77086 | 0.00000 | 0.00000 | -162.85 | 7900.40 |
| 59 | 2024.11.20 11:00 | sell | 30 | 1.00 | 1.77087 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.20 15:00 | close | 30 | 1.00 | 1.77081 | 0.00000 | 0.00000 | 4.34 | 7904.74 |
| 61 | 2024.11.21 11:00 | sell | 31 | 1.00 | 1.76401 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.21 15:00 | close | 31 | 1.00 | 1.76486 | 0.00000 | 0.00000 | -61.52 | 7843.22 |
| 63 | 2024.11.22 10:00 | sell | 32 | 1.00 | 1.75618 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.22 15:00 | close | 32 | 1.00 | 1.75008 | 0.00000 | 0.00000 | 441.45 | 8284.67 |
| 65 | 2024.11.28 13:00 | buy | 33 | 1.00 | 1.77399 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.28 15:00 | close | 33 | 1.00 | 1.77440 | 0.00000 | 0.00000 | 29.68 | 8314.35 |
| 67 | 2024.11.29 10:00 | buy | 34 | 1.00 | 1.78143 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.29 12:00 | close | 34 | 1.00 | 1.77664 | 0.00000 | 0.00000 | -346.70 | 7967.65 |
| 69 | 2024.11.29 12:00 | sell | 35 | 1.00 | 1.77662 | 0.00000 | 0.00000 | ||
| 70 | 2024.11.29 15:00 | close | 35 | 1.00 | 1.77962 | 0.00000 | 0.00000 | -217.10 | 7750.55 |
| 71 | 2024.12.02 11:00 | buy | 36 | 1.00 | 1.78248 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.02 15:00 | close | 36 | 1.00 | 1.77842 | 0.00000 | 0.00000 | -293.86 | 7456.69 |
| 73 | 2024.12.04 09:00 | buy | 37 | 1.00 | 1.78527 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.04 10:00 | close | 37 | 1.00 | 1.78295 | 0.00000 | 0.00000 | -167.92 | 7288.77 |
| 75 | 2024.12.04 10:00 | sell | 38 | 1.00 | 1.78296 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.04 15:00 | close | 38 | 1.00 | 1.78172 | 0.00000 | 0.00000 | 89.73 | 7378.50 |
| 77 | 2024.12.05 12:00 | sell | 39 | 1.00 | 1.78840 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.05 15:00 | close | 39 | 1.00 | 1.78895 | 0.00000 | 0.00000 | -39.81 | 7338.69 |
| 79 | 2024.12.09 10:00 | buy | 40 | 1.00 | 1.80711 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.09 15:00 | close | 40 | 1.00 | 1.80163 | 0.00000 | 0.00000 | -396.64 | 6942.05 |
| 81 | 2024.12.10 09:00 | sell | 41 | 1.00 | 1.80745 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.10 15:00 | close | 41 | 1.00 | 1.80643 | 0.00000 | 0.00000 | 73.82 | 7015.87 |
| 83 | 2024.12.13 09:00 | sell | 42 | 1.00 | 1.80180 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.13 15:00 | close | 42 | 1.00 | 1.80002 | 0.00000 | 0.00000 | 128.81 | 7144.68 |
| 85 | 2024.12.16 10:00 | sell | 43 | 1.00 | 1.79659 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.16 11:00 | close | 43 | 1.00 | 1.79873 | 0.00000 | 0.00000 | -154.87 | 6989.81 |
| 87 | 2024.12.16 11:00 | buy | 44 | 1.00 | 1.79874 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.16 15:00 | close | 44 | 1.00 | 1.80303 | 0.00000 | 0.00000 | 310.51 | 7300.32 |
| 89 | 2024.12.17 10:00 | buy | 45 | 1.00 | 1.81218 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.17 15:00 | close | 45 | 1.00 | 1.81607 | 0.00000 | 0.00000 | 281.55 | 7581.87 |
| 91 | 2024.12.18 09:00 | buy | 46 | 1.00 | 1.82121 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.18 11:00 | close | 46 | 1.00 | 1.81684 | 0.00000 | 0.00000 | -316.30 | 7265.57 |
| 93 | 2024.12.18 11:00 | sell | 47 | 1.00 | 1.81685 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.18 13:00 | close | 47 | 1.00 | 1.82163 | 0.00000 | 0.00000 | -345.92 | 6919.65 |
| 95 | 2024.12.18 13:00 | buy | 48 | 1.00 | 1.82164 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.18 15:00 | close | 48 | 1.00 | 1.81891 | 0.00000 | 0.00000 | -197.59 | 6722.06 |
| 97 | 2024.12.19 14:00 | sell | 49 | 1.00 | 1.81606 | 0.00000 | 0.00000 | ||
| 98 | 2024.12.19 15:00 | close | 49 | 1.00 | 1.81327 | 0.00000 | 0.00000 | 201.91 | 6923.97 |
| 99 | 2024.12.20 12:00 | sell | 50 | 1.00 | 1.79856 | 0.00000 | 0.00000 | ||
| 100 | 2024.12.20 15:00 | close | 50 | 1.00 | 1.79893 | 0.00000 | 0.00000 | -26.78 | 6897.19 |
| 101 | 2024.12.23 11:00 | buy | 51 | 1.00 | 1.80792 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.23 13:00 | close | 51 | 1.00 | 1.80611 | 0.00000 | 0.00000 | -131.01 | 6766.18 |
| 103 | 2024.12.23 13:00 | sell | 52 | 1.00 | 1.80612 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.23 15:00 | close | 52 | 1.00 | 1.80419 | 0.00000 | 0.00000 | 139.67 | 6905.85 |
| 105 | 2024.12.26 10:00 | buy | 53 | 1.00 | 1.80229 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.26 15:00 | close | 53 | 1.00 | 1.80224 | 0.00000 | 0.00000 | -3.62 | 6902.23 |
| 107 | 2024.12.27 14:00 | buy | 54 | 1.00 | 1.80669 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.27 15:00 | close | 54 | 1.00 | 1.80516 | 0.00000 | 0.00000 | -110.74 | 6791.49 |
| 109 | 2024.12.30 13:00 | buy | 55 | 1.00 | 1.81145 | 0.00000 | 0.00000 | ||
| 110 | 2024.12.30 15:00 | close | 55 | 1.00 | 1.81185 | 0.00000 | 0.00000 | 28.95 | 6820.44 |
| 111 | 2025.01.02 10:00 | buy | 56 | 1.00 | 1.80381 | 0.00000 | 0.00000 | ||
| 112 | 2025.01.02 12:00 | close | 56 | 1.00 | 1.79893 | 0.00000 | 0.00000 | -353.21 | 6467.23 |
| 113 | 2025.01.02 12:00 | sell | 57 | 1.00 | 1.79892 | 0.00000 | 0.00000 | ||
| 114 | 2025.01.02 15:00 | close | 57 | 1.00 | 1.79145 | 0.00000 | 0.00000 | 540.58 | 7007.81 |
| 115 | 2025.01.03 13:00 | sell | 58 | 1.00 | 1.78456 | 0.00000 | 0.00000 | ||
| 116 | 2025.01.03 15:00 | close | 58 | 1.00 | 1.78725 | 0.00000 | 0.00000 | -194.67 | 6813.14 |
| 117 | 2025.01.06 11:00 | buy | 59 | 1.00 | 1.79261 | 0.00000 | 0.00000 | ||
| 118 | 2025.01.06 15:00 | close | 59 | 1.00 | 1.79451 | 0.00000 | 0.00000 | 137.52 | 6950.66 |