Strategy Tester Report
FOREX CASH COW - MM
| 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 | Delta=140; Rule2Dist=70; Rule3Dist=30; SL=60; TP=100; MoneyManagement=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; AcountIsMini=false; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (21) | ||
| Total net profit | -51.00 | Gross profit | 8.21 | Gross loss | -59.21 |
| Profit factor | 0.14 | Expected payoff | -3.19 | ||
| Absolute drawdown | 51.00 | Maximal drawdown | 51.00 (0.51%) | Relative drawdown | 0.51% (51.00) |
| Total trades | 16 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 9 (0.00%) |
| Profit trades (% of total) | 1 (6.25%) | Loss trades (% of total) | 15 (93.75%) | ||
| Largest | profit trade | 8.21 | loss trade | -7.83 | |
| Average | profit trade | 8.21 | loss trade | -3.95 | |
| Maximum | consecutive wins (profit in money) | 1 (8.21) | consecutive losses (loss in money) | 11 (-38.33) | |
| Maximal | consecutive profit (count of wins) | 8.21 (1) | consecutive loss (count of losses) | -38.33 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 11:03 | buy limit | 1 | 0.20 | 1.35273 | 1.35229 | 1.35389 | ||
| 2 | 2024.10.03 11:04 | buy | 1 | 0.20 | 1.35273 | 1.35229 | 1.35389 | ||
| 3 | 2024.10.03 11:18 | s/l | 1 | 0.20 | 1.35229 | 1.35229 | 1.35389 | -6.51 | 9993.49 |
| 4 | 2024.10.14 02:12 | buy limit | 2 | 0.20 | 1.37818 | 1.37766 | 1.37926 | ||
| 5 | 2024.10.14 03:19 | buy | 2 | 0.20 | 1.37818 | 1.37766 | 1.37926 | ||
| 6 | 2024.10.14 03:25 | s/l | 2 | 0.20 | 1.37766 | 1.37766 | 1.37926 | -7.55 | 9985.94 |
| 7 | 2024.10.29 16:12 | buy limit | 3 | 0.10 | 1.39059 | 1.39010 | 1.39170 | ||
| 8 | 2024.10.29 16:18 | buy | 3 | 0.10 | 1.39059 | 1.39010 | 1.39170 | ||
| 9 | 2024.10.29 16:48 | s/l | 3 | 0.10 | 1.39010 | 1.39010 | 1.39170 | -3.52 | 9982.42 |
| 10 | 2024.10.30 14:48 | buy limit | 4 | 0.10 | 1.39259 | 1.39213 | 1.39373 | ||
| 11 | 2024.10.30 15:03 | buy | 4 | 0.10 | 1.39259 | 1.39213 | 1.39373 | ||
| 12 | 2024.10.30 15:14 | s/l | 4 | 0.10 | 1.39213 | 1.39213 | 1.39373 | -3.30 | 9979.12 |
| 13 | 2024.11.07 05:45 | sell limit | 5 | 0.10 | 1.38961 | 1.39007 | 1.38847 | ||
| 14 | 2024.11.07 05:48 | sell | 5 | 0.10 | 1.38961 | 1.39007 | 1.38847 | ||
| 15 | 2024.11.07 09:08 | t/p | 5 | 0.10 | 1.38847 | 1.39007 | 1.38847 | 8.21 | 9987.33 |
| 16 | 2024.11.15 11:10 | sell limit | 6 | 0.20 | 1.40436 | 1.40491 | 1.40331 | ||
| 17 | 2024.11.15 11:10 | sell | 6 | 0.20 | 1.40436 | 1.40491 | 1.40331 | ||
| 18 | 2024.11.15 11:32 | s/l | 6 | 0.20 | 1.40491 | 1.40491 | 1.40331 | -7.83 | 9979.50 |
| 19 | 2024.11.22 03:53 | sell limit | 7 | 0.20 | 1.39662 | 1.39688 | 1.39528 | ||
| 20 | 2024.11.22 03:57 | sell | 7 | 0.20 | 1.39662 | 1.39688 | 1.39528 | ||
| 21 | 2024.11.22 03:57 | s/l | 7 | 0.20 | 1.39688 | 1.39688 | 1.39528 | -3.72 | 9975.78 |
| 22 | 2024.11.25 02:18 | sell limit | 8 | 0.10 | 1.39286 | 1.39342 | 1.39182 | ||
| 23 | 2024.11.25 02:19 | sell | 8 | 0.10 | 1.39286 | 1.39342 | 1.39182 | ||
| 24 | 2024.11.25 02:22 | s/l | 8 | 0.10 | 1.39342 | 1.39342 | 1.39182 | -4.02 | 9971.76 |
| 25 | 2024.11.27 04:03 | buy limit | 9 | 0.10 | 1.40642 | 1.40600 | 1.40760 | ||
| 26 | 2024.11.27 04:26 | buy | 9 | 0.10 | 1.40642 | 1.40600 | 1.40760 | ||
| 27 | 2024.11.27 04:28 | s/l | 9 | 0.10 | 1.40600 | 1.40600 | 1.40760 | -2.99 | 9968.77 |
| 28 | 2024.12.05 16:12 | sell limit | 10 | 0.10 | 1.40310 | 1.40352 | 1.40192 | ||
| 29 | 2024.12.05 16:22 | sell | 10 | 0.10 | 1.40310 | 1.40352 | 1.40192 | ||
| 30 | 2024.12.05 16:23 | s/l | 10 | 0.10 | 1.40352 | 1.40352 | 1.40192 | -2.99 | 9965.78 |
| 31 | 2024.12.09 06:42 | buy limit | 11 | 0.10 | 1.41682 | 1.41640 | 1.41800 | ||
| 32 | 2024.12.09 06:49 | buy | 11 | 0.10 | 1.41682 | 1.41640 | 1.41800 | ||
| 33 | 2024.12.09 07:03 | s/l | 11 | 0.10 | 1.41640 | 1.41640 | 1.41800 | -2.97 | 9962.81 |
| 34 | 2024.12.10 10:03 | buy limit | 12 | 0.10 | 1.41879 | 1.41834 | 1.41994 | ||
| 35 | 2024.12.10 10:04 | buy | 12 | 0.10 | 1.41879 | 1.41834 | 1.41994 | ||
| 36 | 2024.12.10 10:34 | s/l | 12 | 0.10 | 1.41834 | 1.41834 | 1.41994 | -3.17 | 9959.64 |
| 37 | 2024.12.26 11:05 | buy limit | 13 | 0.10 | 1.44011 | 1.43990 | 1.44150 | ||
| 38 | 2024.12.26 11:18 | buy | 13 | 0.10 | 1.44011 | 1.43990 | 1.44150 | ||
| 39 | 2024.12.26 11:18 | s/l | 13 | 0.10 | 1.43990 | 1.43990 | 1.44150 | -1.46 | 9958.18 |
| 40 | 2024.12.27 14:18 | sell limit | 14 | 0.10 | 1.43861 | 1.43905 | 1.43745 | ||
| 41 | 2024.12.27 14:27 | sell | 14 | 0.10 | 1.43861 | 1.43905 | 1.43745 | ||
| 42 | 2024.12.27 14:32 | s/l | 14 | 0.10 | 1.43905 | 1.43905 | 1.43745 | -3.06 | 9955.12 |
| 43 | 2024.12.30 12:13 | sell limit | 15 | 0.10 | 1.43864 | 1.43907 | 1.43747 | ||
| 44 | 2024.12.30 12:29 | sell | 15 | 0.10 | 1.43864 | 1.43907 | 1.43747 | ||
| 45 | 2024.12.30 12:32 | s/l | 15 | 0.10 | 1.43907 | 1.43907 | 1.43747 | -2.99 | 9952.13 |
| 46 | 2024.12.31 10:02 | buy limit | 16 | 0.10 | 1.43725 | 1.43680 | 1.43840 | ||
| 47 | 2024.12.31 10:38 | buy | 16 | 0.10 | 1.43725 | 1.43680 | 1.43840 | ||
| 48 | 2024.12.31 10:58 | s/l | 16 | 0.10 | 1.43680 | 1.43680 | 1.43840 | -3.13 | 9949.00 |