Strategy Tester Report
AO_CCi_Pivot.1
| Symbol | GBPUSD (Great Britain Pound 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=1; TrailingStop=35; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (12) | ||
| Total net profit | -352.80 | Gross profit | 918.10 | Gross loss | -1270.90 |
| Profit factor | 0.72 | Expected payoff | -5.19 | ||
| Absolute drawdown | 545.20 | Maximal drawdown | 584.50 (5.82%) | Relative drawdown | 5.82% (584.50) |
| Total trades | 68 | Short positions (won %) | 34 (26.47%) | Long positions (won %) | 34 (14.71%) |
| Profit trades (% of total) | 14 (20.59%) | Loss trades (% of total) | 54 (79.41%) | ||
| Largest | profit trade | 268.30 | loss trade | -64.60 | |
| Average | profit trade | 65.58 | loss trade | -23.54 | |
| Maximum | consecutive wins (profit in money) | 3 (79.40) | consecutive losses (loss in money) | 16 (-297.00) | |
| Maximal | consecutive profit (count of wins) | 268.30 (1) | consecutive loss (count of losses) | -297.00 (16) | |
| Average | consecutive wins | 2 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 17:00 | sell | 1 | 0.10 | 1.30990 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.08 14:57 | close | 1 | 0.10 | 1.31067 | 0.00000 | 0.00000 | -7.70 | 9992.30 |
| 3 | 2024.10.08 14:57 | buy | 2 | 0.10 | 1.31067 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.09 07:00 | close | 2 | 0.10 | 1.30844 | 0.00000 | 0.00000 | -22.30 | 9970.00 |
| 5 | 2024.10.09 07:00 | sell | 3 | 0.10 | 1.30845 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.10 14:00 | close | 3 | 0.10 | 1.30924 | 0.00000 | 0.00000 | -7.90 | 9962.10 |
| 7 | 2024.10.10 14:00 | buy | 4 | 0.10 | 1.30925 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.10 15:00 | close | 4 | 0.10 | 1.30663 | 0.00000 | 0.00000 | -26.20 | 9935.90 |
| 9 | 2024.10.10 15:00 | sell | 5 | 0.10 | 1.30664 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.11 13:00 | close | 5 | 0.10 | 1.30712 | 0.00000 | 0.00000 | -4.80 | 9931.10 |
| 11 | 2024.10.11 13:00 | buy | 6 | 0.10 | 1.30711 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.14 03:00 | close | 6 | 0.10 | 1.30475 | 0.00000 | 0.00000 | -23.60 | 9907.50 |
| 13 | 2024.10.14 03:00 | sell | 7 | 0.10 | 1.30476 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.14 10:00 | close | 7 | 0.10 | 1.30648 | 0.00000 | 0.00000 | -17.20 | 9890.30 |
| 15 | 2024.10.14 10:00 | buy | 8 | 0.10 | 1.30649 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.14 10:47 | close | 8 | 0.10 | 1.30565 | 0.00000 | 0.00000 | -8.40 | 9881.90 |
| 17 | 2024.10.14 10:47 | sell | 9 | 0.10 | 1.30564 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.14 11:01 | close | 9 | 0.10 | 1.30636 | 0.00000 | 0.00000 | -7.20 | 9874.70 |
| 19 | 2024.10.14 11:01 | buy | 10 | 0.10 | 1.30637 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.14 13:46 | close | 10 | 0.10 | 1.30497 | 0.00000 | 0.00000 | -14.00 | 9860.70 |
| 21 | 2024.10.14 13:46 | sell | 11 | 0.10 | 1.30498 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.15 03:00 | close | 11 | 0.10 | 1.30678 | 0.00000 | 0.00000 | -18.00 | 9842.70 |
| 23 | 2024.10.15 03:00 | buy | 12 | 0.10 | 1.30679 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.15 09:00 | close | 12 | 0.10 | 1.30438 | 0.00000 | 0.00000 | -24.10 | 9818.60 |
| 25 | 2024.10.15 09:00 | sell | 13 | 0.10 | 1.30439 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.15 12:00 | close | 13 | 0.10 | 1.30771 | 0.00000 | 0.00000 | -33.20 | 9785.40 |
| 27 | 2024.10.15 12:00 | buy | 14 | 0.10 | 1.30772 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.16 09:02 | close | 14 | 0.10 | 1.30361 | 0.00000 | 0.00000 | -41.10 | 9744.30 |
| 29 | 2024.10.16 09:02 | sell | 15 | 0.10 | 1.30359 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.18 02:56 | close | 15 | 0.10 | 1.30176 | 0.00000 | 0.00000 | 18.30 | 9762.60 |
| 31 | 2024.10.18 02:56 | buy | 16 | 0.10 | 1.30176 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.21 11:00 | close | 16 | 0.10 | 1.30212 | 0.00000 | 0.00000 | 3.60 | 9766.20 |
| 33 | 2024.10.21 11:00 | sell | 17 | 0.10 | 1.30211 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.24 13:00 | close | 17 | 0.10 | 1.29636 | 0.00000 | 0.00000 | 57.50 | 9823.70 |
| 35 | 2024.10.24 13:00 | buy | 18 | 0.10 | 1.29637 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.28 00:03 | close | 18 | 0.10 | 1.29555 | 0.00000 | 0.00000 | -8.20 | 9815.50 |
| 37 | 2024.10.28 00:05 | sell | 19 | 0.10 | 1.29540 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.28 14:00 | close | 19 | 0.10 | 1.29827 | 0.00000 | 0.00000 | -28.70 | 9786.80 |
| 39 | 2024.10.28 14:00 | buy | 20 | 0.10 | 1.29828 | 0.00000 | 0.00000 | ||
| 40 | 2024.10.29 01:00 | close | 20 | 0.10 | 1.29657 | 0.00000 | 0.00000 | -17.10 | 9769.70 |
| 41 | 2024.10.29 01:02 | buy | 21 | 0.10 | 1.29714 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.29 02:00 | close | 21 | 0.10 | 1.29646 | 0.00000 | 0.00000 | -6.80 | 9762.90 |
| 43 | 2024.10.29 02:00 | sell | 22 | 0.10 | 1.29647 | 0.00000 | 0.00000 | ||
| 44 | 2024.10.29 02:50 | close | 22 | 0.10 | 1.29715 | 0.00000 | 0.00000 | -6.80 | 9756.10 |
| 45 | 2024.10.29 02:50 | buy | 23 | 0.10 | 1.29715 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.29 07:02 | close | 23 | 0.10 | 1.29575 | 0.00000 | 0.00000 | -14.00 | 9742.10 |
| 47 | 2024.10.29 07:02 | sell | 24 | 0.10 | 1.29576 | 0.00000 | 0.00000 | ||
| 48 | 2024.10.29 12:00 | close | 24 | 0.10 | 1.29848 | 0.00000 | 0.00000 | -27.20 | 9714.90 |
| 49 | 2024.10.29 12:00 | buy | 25 | 0.10 | 1.29849 | 0.00000 | 0.00000 | ||
| 50 | 2024.10.30 15:00 | close | 25 | 0.10 | 1.29704 | 0.00000 | 0.00000 | -14.50 | 9700.40 |
| 51 | 2024.10.30 15:00 | sell | 26 | 0.10 | 1.29703 | 0.00000 | 0.00000 | ||
| 52 | 2024.10.30 20:00 | close | 26 | 0.10 | 1.29991 | 0.00000 | 0.00000 | -28.80 | 9671.60 |
| 53 | 2024.10.30 20:00 | buy | 27 | 0.10 | 1.29992 | 0.00000 | 0.00000 | ||
| 54 | 2024.10.30 22:00 | close | 27 | 0.10 | 1.29830 | 0.00000 | 0.00000 | -16.20 | 9655.40 |
| 55 | 2024.10.30 22:00 | sell | 28 | 0.10 | 1.29829 | 0.00000 | 0.00000 | ||
| 56 | 2024.10.31 14:01 | close | 28 | 0.10 | 1.29857 | 0.00000 | 0.00000 | -2.80 | 9652.60 |
| 57 | 2024.10.31 14:01 | buy | 29 | 0.10 | 1.29858 | 0.00000 | 0.00000 | ||
| 58 | 2024.10.31 16:52 | close | 29 | 0.10 | 1.29522 | 0.00000 | 0.00000 | -33.60 | 9619.00 |
| 59 | 2024.10.31 16:52 | sell | 30 | 0.10 | 1.29521 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.01 16:00 | close | 30 | 0.10 | 1.29543 | 0.00000 | 0.00000 | -2.20 | 9616.80 |
| 61 | 2024.11.01 16:00 | buy | 31 | 0.10 | 1.29544 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.06 05:00 | close | 31 | 0.10 | 1.29057 | 0.00000 | 0.00000 | -48.70 | 9568.10 |
| 63 | 2024.11.06 05:00 | sell | 32 | 0.10 | 1.29056 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.07 09:08 | close | 32 | 0.10 | 1.29386 | 0.00000 | 0.00000 | -33.00 | 9535.10 |
| 65 | 2024.11.07 09:08 | buy | 33 | 0.10 | 1.29386 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.08 15:38 | close | 33 | 0.10 | 1.29302 | 0.00000 | 0.00000 | -8.40 | 9526.70 |
| 67 | 2024.11.08 15:38 | sell | 34 | 0.10 | 1.29301 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.18 19:00 | close | 34 | 0.10 | 1.26618 | 0.00000 | 0.00000 | 268.30 | 9795.00 |
| 69 | 2024.11.18 19:00 | buy | 35 | 0.10 | 1.26617 | 0.00000 | 0.00000 | ||
| 70 | 2024.11.19 13:00 | close | 35 | 0.10 | 1.26351 | 0.00000 | 0.00000 | -26.60 | 9768.40 |
| 71 | 2024.11.19 13:00 | sell | 36 | 0.10 | 1.26352 | 0.00000 | 0.00000 | ||
| 72 | 2024.11.19 19:00 | close | 36 | 0.10 | 1.26667 | 0.00000 | 0.00000 | -31.50 | 9736.90 |
| 73 | 2024.11.19 19:00 | buy | 37 | 0.10 | 1.26666 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.20 16:17 | close | 37 | 0.10 | 1.26594 | 0.00000 | 0.00000 | -7.20 | 9729.70 |
| 75 | 2024.11.20 16:17 | sell | 38 | 0.10 | 1.26593 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.25 02:16 | close | 38 | 0.10 | 1.25957 | 0.00000 | 0.00000 | 63.60 | 9793.30 |
| 77 | 2024.11.25 02:16 | buy | 39 | 0.10 | 1.25958 | 0.00000 | 0.00000 | ||
| 78 | 2024.11.26 02:00 | close | 39 | 0.10 | 1.25312 | 0.00000 | 0.00000 | -64.60 | 9728.70 |
| 79 | 2024.11.26 02:00 | sell | 40 | 0.10 | 1.25311 | 0.00000 | 0.00000 | ||
| 80 | 2024.11.26 14:00 | close | 40 | 0.10 | 1.25845 | 0.00000 | 0.00000 | -53.40 | 9675.30 |
| 81 | 2024.11.26 14:00 | buy | 41 | 0.10 | 1.25844 | 0.00000 | 0.00000 | ||
| 82 | 2024.11.26 20:00 | close | 41 | 0.10 | 1.25366 | 0.00000 | 0.00000 | -47.80 | 9627.50 |
| 83 | 2024.11.26 20:00 | sell | 42 | 0.10 | 1.25367 | 0.00000 | 0.00000 | ||
| 84 | 2024.11.27 02:00 | close | 42 | 0.10 | 1.25743 | 0.00000 | 0.00000 | -37.60 | 9589.90 |
| 85 | 2024.11.27 02:00 | buy | 43 | 0.10 | 1.25742 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.02 04:08 | close | 43 | 0.10 | 1.26868 | 0.00000 | 0.00000 | 112.60 | 9702.50 |
| 87 | 2024.12.02 04:08 | sell | 44 | 0.10 | 1.26869 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.03 19:52 | close | 44 | 0.10 | 1.26789 | 0.00000 | 0.00000 | 8.00 | 9710.50 |
| 89 | 2024.12.03 19:52 | buy | 45 | 0.10 | 1.26790 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.04 15:00 | close | 45 | 0.10 | 1.26649 | 0.00000 | 0.00000 | -14.10 | 9696.40 |
| 91 | 2024.12.04 15:00 | sell | 46 | 0.10 | 1.26648 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.04 16:00 | close | 46 | 0.10 | 1.26710 | 0.00000 | 0.00000 | -6.20 | 9690.20 |
| 93 | 2024.12.04 16:00 | buy | 47 | 0.10 | 1.26711 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.06 20:00 | close | 47 | 0.10 | 1.27269 | 0.00000 | 0.00000 | 55.80 | 9746.00 |
| 95 | 2024.12.06 20:00 | sell | 48 | 0.10 | 1.27268 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.09 12:00 | close | 48 | 0.10 | 1.27693 | 0.00000 | 0.00000 | -42.50 | 9703.50 |
| 97 | 2024.12.09 12:00 | buy | 49 | 0.10 | 1.27694 | 0.00000 | 0.00000 | ||
| 98 | 2024.12.10 01:00 | close | 49 | 0.10 | 1.27484 | 0.00000 | 0.00000 | -21.00 | 9682.50 |
| 99 | 2024.12.10 01:00 | sell | 50 | 0.10 | 1.27485 | 0.00000 | 0.00000 | ||
| 100 | 2024.12.10 22:00 | close | 50 | 0.10 | 1.27739 | 0.00000 | 0.00000 | -25.40 | 9657.10 |
| 101 | 2024.12.10 22:00 | buy | 51 | 0.10 | 1.27740 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.11 11:00 | close | 51 | 0.10 | 1.27478 | 0.00000 | 0.00000 | -26.20 | 9630.90 |
| 103 | 2024.12.11 11:00 | sell | 52 | 0.10 | 1.27477 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.11 19:00 | close | 52 | 0.10 | 1.27619 | 0.00000 | 0.00000 | -14.20 | 9616.70 |
| 105 | 2024.12.11 19:00 | buy | 53 | 0.10 | 1.27620 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.11 19:22 | close | 53 | 0.10 | 1.27480 | 0.00000 | 0.00000 | -14.00 | 9602.70 |
| 107 | 2024.12.11 19:22 | sell | 54 | 0.10 | 1.27481 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.12 03:00 | close | 54 | 0.10 | 1.27690 | 0.00000 | 0.00000 | -20.90 | 9581.80 |
| 109 | 2024.12.12 03:00 | buy | 55 | 0.10 | 1.27691 | 0.00000 | 0.00000 | ||
| 110 | 2024.12.12 14:00 | close | 55 | 0.10 | 1.27394 | 0.00000 | 0.00000 | -29.70 | 9552.10 |
| 111 | 2024.12.12 14:00 | sell | 56 | 0.10 | 1.27393 | 0.00000 | 0.00000 | ||
| 112 | 2024.12.16 11:36 | close | 56 | 0.10 | 1.26722 | 0.00000 | 0.00000 | 67.10 | 9619.20 |
| 113 | 2024.12.16 11:36 | buy | 57 | 0.10 | 1.26722 | 0.00000 | 0.00000 | ||
| 114 | 2024.12.18 11:08 | close | 57 | 0.10 | 1.26842 | 0.00000 | 0.00000 | 12.00 | 9631.20 |
| 115 | 2024.12.18 11:08 | sell | 58 | 0.10 | 1.26841 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.18 14:22 | close | 58 | 0.10 | 1.27170 | 0.00000 | 0.00000 | -32.90 | 9598.30 |
| 117 | 2024.12.18 14:22 | buy | 59 | 0.10 | 1.27169 | 0.00000 | 0.00000 | ||
| 118 | 2024.12.18 18:00 | close | 59 | 0.10 | 1.26919 | 0.00000 | 0.00000 | -25.00 | 9573.30 |
| 119 | 2024.12.18 18:00 | sell | 60 | 0.10 | 1.26918 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.20 18:22 | close | 60 | 0.10 | 1.25750 | 0.00000 | 0.00000 | 116.80 | 9690.10 |
| 121 | 2024.12.20 18:22 | buy | 61 | 0.10 | 1.25751 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.23 15:00 | close | 61 | 0.10 | 1.25240 | 0.00000 | 0.00000 | -51.10 | 9639.00 |
| 123 | 2024.12.23 15:00 | sell | 62 | 0.10 | 1.25239 | 0.00000 | 0.00000 | ||
| 124 | 2024.12.24 15:25 | close | 62 | 0.10 | 1.25601 | 0.00000 | 0.00000 | -36.20 | 9602.80 |
| 125 | 2024.12.24 15:25 | buy | 63 | 0.10 | 1.25600 | 0.00000 | 0.00000 | ||
| 126 | 2024.12.24 21:00 | close | 63 | 0.10 | 1.25302 | 0.00000 | 0.00000 | -29.80 | 9573.00 |
| 127 | 2024.12.24 21:00 | sell | 64 | 0.10 | 1.25303 | 0.00000 | 0.00000 | ||
| 128 | 2024.12.27 13:28 | close | 64 | 0.10 | 1.25511 | 0.00000 | 0.00000 | -20.80 | 9552.20 |
| 129 | 2024.12.27 13:28 | buy | 65 | 0.10 | 1.25512 | 0.00000 | 0.00000 | ||
| 130 | 2024.12.30 18:00 | close | 65 | 0.10 | 1.25117 | 0.00000 | 0.00000 | -39.50 | 9512.70 |
| 131 | 2024.12.30 18:00 | sell | 66 | 0.10 | 1.25118 | 0.00000 | 0.00000 | ||
| 132 | 2025.01.06 03:15 | close | 66 | 0.10 | 1.24351 | 0.00000 | 0.00000 | 76.70 | 9589.40 |
| 133 | 2025.01.06 03:15 | buy | 67 | 0.10 | 1.24352 | 0.00000 | 0.00000 | ||
| 134 | 2025.01.07 20:41 | close | 67 | 0.10 | 1.24853 | 0.00000 | 0.00000 | 50.10 | 9639.50 |
| 135 | 2025.01.07 20:41 | sell | 68 | 0.10 | 1.24850 | 0.00000 | 0.00000 | ||
| 136 | 2025.01.07 23:59 | close at stop | 68 | 0.10 | 1.24773 | 0.00000 | 0.00000 | 7.70 | 9647.20 |