Strategy Tester Report
gpfTCPivotLimit_v1
| 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 | Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (33) | ||
| Total net profit | -110.68 | Gross profit | 254.80 | Gross loss | -365.48 |
| Profit factor | 0.70 | Expected payoff | -2.52 | ||
| Absolute drawdown | 149.77 | Maximal drawdown | 156.77 (1.57%) | Relative drawdown | 1.57% (156.77) |
| Total trades | 44 | Short positions (won %) | 30 (63.33%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 30 (68.18%) | Loss trades (% of total) | 14 (31.82%) | ||
| Largest | profit trade | 28.78 | loss trade | -48.19 | |
| Average | profit trade | 8.49 | loss trade | -26.11 | |
| Maximum | consecutive wins (profit in money) | 11 (82.29) | consecutive losses (loss in money) | 4 (-89.29) | |
| Maximal | consecutive profit (count of wins) | 82.29 (11) | consecutive loss (count of losses) | -89.29 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 20:00 | sell | 1 | 0.10 | 1.35773 | 1.36028 | 1.35101 | ||
| 2 | 2024.10.07 16:31 | s/l | 1 | 0.10 | 1.36028 | 1.36028 | 1.35101 | -18.75 | 9981.25 |
| 3 | 2024.10.11 17:00 | sell | 2 | 0.10 | 1.37527 | 1.38193 | 1.36959 | ||
| 4 | 2024.10.15 14:58 | s/l | 2 | 0.10 | 1.38193 | 1.38193 | 1.36959 | -48.19 | 9933.06 |
| 5 | 2024.10.15 19:00 | sell | 3 | 0.10 | 1.38025 | 1.38371 | 1.37622 | ||
| 6 | 2024.10.15 22:00 | modify | 3 | 0.10 | 1.38025 | 1.37980 | 1.37622 | ||
| 7 | 2024.10.15 22:08 | s/l | 3 | 0.10 | 1.37980 | 1.37980 | 1.37622 | 3.26 | 9936.32 |
| 8 | 2024.10.17 17:00 | sell | 4 | 0.10 | 1.37760 | 1.38076 | 1.37355 | ||
| 9 | 2024.10.18 17:52 | s/l | 4 | 0.10 | 1.38076 | 1.38076 | 1.37355 | -22.89 | 9913.43 |
| 10 | 2024.10.21 11:00 | sell | 5 | 0.10 | 1.38161 | 1.38308 | 1.37866 | ||
| 11 | 2024.10.21 17:17 | s/l | 5 | 0.10 | 1.38308 | 1.38308 | 1.37866 | -10.63 | 9902.80 |
| 12 | 2024.10.24 21:00 | sell | 6 | 0.10 | 1.38546 | 1.38878 | 1.38099 | ||
| 13 | 2024.10.25 01:00 | modify | 6 | 0.10 | 1.38546 | 1.38543 | 1.38099 | ||
| 14 | 2024.10.25 01:03 | s/l | 6 | 0.10 | 1.38543 | 1.38543 | 1.38099 | 0.22 | 9903.02 |
| 15 | 2024.10.29 14:00 | buy | 7 | 0.10 | 1.38844 | 1.38635 | 1.39044 | ||
| 16 | 2024.10.29 15:00 | modify | 7 | 0.10 | 1.38844 | 1.38855 | 1.39044 | ||
| 17 | 2024.10.29 16:00 | modify | 7 | 0.10 | 1.38844 | 1.38985 | 1.39044 | ||
| 18 | 2024.10.29 16:12 | t/p | 7 | 0.10 | 1.39044 | 1.38985 | 1.39044 | 14.38 | 9917.40 |
| 19 | 2024.10.29 18:00 | sell | 8 | 0.10 | 1.38990 | 1.39203 | 1.38760 | ||
| 20 | 2024.10.29 18:23 | s/l | 8 | 0.10 | 1.39203 | 1.39203 | 1.38760 | -15.30 | 9902.10 |
| 21 | 2024.10.30 18:00 | sell | 9 | 0.10 | 1.39238 | 1.39592 | 1.38835 | ||
| 22 | 2024.10.30 19:00 | modify | 9 | 0.10 | 1.39238 | 1.39166 | 1.38835 | ||
| 23 | 2024.10.30 19:07 | s/l | 9 | 0.10 | 1.39166 | 1.39166 | 1.38835 | 5.17 | 9907.27 |
| 24 | 2024.10.31 20:00 | sell | 10 | 0.10 | 1.39292 | 1.39578 | 1.38849 | ||
| 25 | 2024.10.31 21:00 | modify | 10 | 0.10 | 1.39292 | 1.39285 | 1.38849 | ||
| 26 | 2024.10.31 22:00 | modify | 10 | 0.10 | 1.39292 | 1.39137 | 1.38849 | ||
| 27 | 2024.10.31 22:13 | s/l | 10 | 0.10 | 1.39137 | 1.39137 | 1.38849 | 11.14 | 9918.41 |
| 28 | 2024.11.04 00:00 | sell | 11 | 0.10 | 1.39179 | 1.39767 | 1.39004 | ||
| 29 | 2024.11.04 04:00 | modify | 11 | 0.10 | 1.39179 | 1.39111 | 1.39004 | ||
| 30 | 2024.11.04 04:18 | s/l | 11 | 0.10 | 1.39111 | 1.39111 | 1.39004 | 4.89 | 9923.30 |
| 31 | 2024.11.07 21:00 | buy | 12 | 0.10 | 1.38645 | 1.37633 | 1.39920 | ||
| 32 | 2024.11.08 03:00 | modify | 12 | 0.10 | 1.38645 | 1.38694 | 1.39920 | ||
| 33 | 2024.11.08 04:00 | modify | 12 | 0.10 | 1.38645 | 1.38701 | 1.39920 | ||
| 34 | 2024.11.08 05:00 | modify | 12 | 0.10 | 1.38645 | 1.38787 | 1.39920 | ||
| 35 | 2024.11.08 05:08 | s/l | 12 | 0.10 | 1.38787 | 1.38787 | 1.39920 | 10.23 | 9933.53 |
| 36 | 2024.11.08 21:00 | sell | 13 | 0.10 | 1.39202 | 1.39891 | 1.38179 | ||
| 37 | 2024.11.08 22:00 | modify | 13 | 0.10 | 1.39202 | 1.39192 | 1.38179 | ||
| 38 | 2024.11.08 22:02 | s/l | 13 | 0.10 | 1.39192 | 1.39192 | 1.38179 | 0.72 | 9934.25 |
| 39 | 2024.11.11 17:00 | sell | 14 | 0.10 | 1.39345 | 1.39709 | 1.38666 | ||
| 40 | 2024.11.11 19:00 | modify | 14 | 0.10 | 1.39345 | 1.39233 | 1.38666 | ||
| 41 | 2024.11.11 19:22 | s/l | 14 | 0.10 | 1.39233 | 1.39233 | 1.38666 | 8.04 | 9942.29 |
| 42 | 2024.11.12 09:00 | sell | 15 | 0.10 | 1.39462 | 1.39718 | 1.39020 | ||
| 43 | 2024.11.12 15:00 | modify | 15 | 0.10 | 1.39462 | 1.39451 | 1.39020 | ||
| 44 | 2024.11.12 16:00 | modify | 15 | 0.10 | 1.39462 | 1.39314 | 1.39020 | ||
| 45 | 2024.11.12 16:02 | s/l | 15 | 0.10 | 1.39314 | 1.39314 | 1.39020 | 10.62 | 9952.91 |
| 46 | 2024.11.12 18:00 | sell | 16 | 0.10 | 1.39398 | 1.39718 | 1.39020 | ||
| 47 | 2024.11.13 16:28 | s/l | 16 | 0.10 | 1.39718 | 1.39718 | 1.39020 | -22.90 | 9930.01 |
| 48 | 2024.11.14 18:00 | sell | 17 | 0.10 | 1.40110 | 1.40472 | 1.39518 | ||
| 49 | 2024.11.14 22:03 | s/l | 17 | 0.10 | 1.40472 | 1.40472 | 1.39518 | -25.77 | 9904.24 |
| 50 | 2024.11.15 19:00 | sell | 18 | 0.10 | 1.40756 | 1.41133 | 1.40094 | ||
| 51 | 2024.11.18 18:00 | modify | 18 | 0.10 | 1.40756 | 1.40547 | 1.40094 | ||
| 52 | 2024.11.18 19:00 | modify | 18 | 0.10 | 1.40756 | 1.40352 | 1.40094 | ||
| 53 | 2024.11.18 19:17 | s/l | 18 | 0.10 | 1.40352 | 1.40352 | 1.40094 | 28.78 | 9933.02 |
| 54 | 2024.11.19 17:00 | buy | 19 | 0.10 | 1.40017 | 1.39412 | 1.40758 | ||
| 55 | 2024.11.21 17:03 | s/l | 19 | 0.10 | 1.39412 | 1.39412 | 1.40758 | -43.40 | 9889.62 |
| 56 | 2024.11.21 19:00 | buy | 20 | 0.10 | 1.39641 | 1.39151 | 1.40082 | ||
| 57 | 2024.11.21 23:00 | modify | 20 | 0.10 | 1.39641 | 1.39645 | 1.40082 | ||
| 58 | 2024.11.22 00:00 | modify | 20 | 0.10 | 1.39641 | 1.39696 | 1.40082 | ||
| 59 | 2024.11.22 00:02 | s/l | 20 | 0.10 | 1.39696 | 1.39696 | 1.40082 | 3.94 | 9893.56 |
| 60 | 2024.11.22 13:00 | sell | 21 | 0.10 | 1.39865 | 1.40073 | 1.39431 | ||
| 61 | 2024.11.22 16:00 | modify | 21 | 0.10 | 1.39865 | 1.39784 | 1.39431 | ||
| 62 | 2024.11.22 16:11 | s/l | 21 | 0.10 | 1.39784 | 1.39784 | 1.39431 | 5.79 | 9899.35 |
| 63 | 2024.11.22 20:00 | sell | 22 | 0.10 | 1.39759 | 1.40073 | 1.39431 | ||
| 64 | 2024.11.25 00:00 | modify | 22 | 0.10 | 1.39759 | 1.39532 | 1.39431 | ||
| 65 | 2024.11.25 00:08 | s/l | 22 | 0.10 | 1.39532 | 1.39532 | 1.39431 | 16.26 | 9915.61 |
| 66 | 2024.11.25 13:00 | buy | 23 | 0.10 | 1.39626 | 1.39227 | 1.40145 | ||
| 67 | 2024.11.25 14:00 | modify | 23 | 0.10 | 1.39626 | 1.39692 | 1.40145 | ||
| 68 | 2024.11.25 14:40 | s/l | 23 | 0.10 | 1.39692 | 1.39692 | 1.40145 | 4.72 | 9920.33 |
| 69 | 2024.11.25 17:00 | buy | 24 | 0.10 | 1.39766 | 1.39227 | 1.40145 | ||
| 70 | 2024.11.25 18:00 | modify | 24 | 0.10 | 1.39766 | 1.39843 | 1.40145 | ||
| 71 | 2024.11.25 18:03 | s/l | 24 | 0.10 | 1.39843 | 1.39843 | 1.40145 | 5.51 | 9925.84 |
| 72 | 2024.11.28 15:00 | buy | 25 | 0.10 | 1.40137 | 1.39687 | 1.40676 | ||
| 73 | 2024.11.29 16:00 | modify | 25 | 0.10 | 1.40137 | 1.40238 | 1.40676 | ||
| 74 | 2024.11.29 16:01 | s/l | 25 | 0.10 | 1.40238 | 1.40238 | 1.40676 | 7.20 | 9933.04 |
| 75 | 2024.11.29 17:00 | sell | 26 | 0.10 | 1.40207 | 1.40468 | 1.39959 | ||
| 76 | 2024.11.29 18:00 | modify | 26 | 0.10 | 1.40207 | 1.40112 | 1.39959 | ||
| 77 | 2024.11.29 18:18 | s/l | 26 | 0.10 | 1.40112 | 1.40112 | 1.39959 | 6.78 | 9939.82 |
| 78 | 2024.11.29 19:00 | sell | 27 | 0.10 | 1.40156 | 1.40468 | 1.39959 | ||
| 79 | 2024.11.29 20:00 | modify | 27 | 0.10 | 1.40156 | 1.40044 | 1.39959 | ||
| 80 | 2024.11.29 20:12 | s/l | 27 | 0.10 | 1.40044 | 1.40044 | 1.39959 | 8.00 | 9947.82 |
| 81 | 2024.11.29 23:00 | buy | 28 | 0.10 | 1.40048 | 1.39800 | 1.40293 | ||
| 82 | 2024.12.02 02:00 | modify | 28 | 0.10 | 1.40048 | 1.40102 | 1.40293 | ||
| 83 | 2024.12.02 02:43 | t/p | 28 | 0.10 | 1.40293 | 1.40102 | 1.40293 | 17.46 | 9965.28 |
| 84 | 2024.12.02 06:00 | sell | 29 | 0.10 | 1.40335 | 1.40739 | 1.39725 | ||
| 85 | 2024.12.02 09:00 | modify | 29 | 0.10 | 1.40335 | 1.40264 | 1.39725 | ||
| 86 | 2024.12.02 09:07 | s/l | 29 | 0.10 | 1.40264 | 1.40264 | 1.39725 | 5.06 | 9970.34 |
| 87 | 2024.12.02 11:00 | sell | 30 | 0.10 | 1.40377 | 1.40739 | 1.39725 | ||
| 88 | 2024.12.02 12:00 | modify | 30 | 0.10 | 1.40377 | 1.40355 | 1.39725 | ||
| 89 | 2024.12.02 12:38 | s/l | 30 | 0.10 | 1.40355 | 1.40355 | 1.39725 | 1.57 | 9971.91 |
| 90 | 2024.12.02 14:00 | sell | 31 | 0.10 | 1.40328 | 1.40739 | 1.39725 | ||
| 91 | 2024.12.02 16:56 | s/l | 31 | 0.10 | 1.40739 | 1.40739 | 1.39725 | -29.20 | 9942.71 |
| 92 | 2024.12.11 06:00 | buy | 32 | 0.10 | 1.41660 | 1.41370 | 1.41976 | ||
| 93 | 2024.12.11 10:00 | modify | 32 | 0.10 | 1.41660 | 1.41862 | 1.41976 | ||
| 94 | 2024.12.11 10:03 | s/l | 32 | 0.10 | 1.41862 | 1.41862 | 1.41976 | 14.24 | 9956.95 |
| 95 | 2024.12.11 22:00 | buy | 33 | 0.10 | 1.41640 | 1.41370 | 1.41976 | ||
| 96 | 2024.12.12 02:33 | s/l | 33 | 0.10 | 1.41370 | 1.41370 | 1.41976 | -19.10 | 9937.85 |
| 97 | 2024.12.12 18:00 | sell | 34 | 0.10 | 1.41837 | 1.42305 | 1.41201 | ||
| 98 | 2024.12.13 03:23 | s/l | 34 | 0.10 | 1.42305 | 1.42305 | 1.41201 | -32.89 | 9904.96 |
| 99 | 2024.12.16 16:00 | sell | 35 | 0.10 | 1.42491 | 1.42651 | 1.42141 | ||
| 100 | 2024.12.16 16:46 | s/l | 35 | 0.10 | 1.42651 | 1.42651 | 1.42141 | -11.22 | 9893.74 |
| 101 | 2024.12.16 18:00 | sell | 36 | 0.10 | 1.42279 | 1.42651 | 1.42141 | ||
| 102 | 2024.12.17 07:18 | s/l | 36 | 0.10 | 1.42651 | 1.42651 | 1.42141 | -26.08 | 9867.66 |
| 103 | 2024.12.19 18:00 | buy | 37 | 0.10 | 1.43715 | 1.42517 | 1.44958 | ||
| 104 | 2024.12.19 20:00 | modify | 37 | 0.10 | 1.43715 | 1.43756 | 1.44958 | ||
| 105 | 2024.12.19 20:10 | s/l | 37 | 0.10 | 1.43756 | 1.43756 | 1.44958 | 2.85 | 9870.51 |
| 106 | 2024.12.20 21:00 | buy | 38 | 0.10 | 1.43681 | 1.42794 | 1.44608 | ||
| 107 | 2024.12.23 10:00 | modify | 38 | 0.10 | 1.43681 | 1.43845 | 1.44608 | ||
| 108 | 2024.12.23 10:03 | s/l | 38 | 0.10 | 1.43845 | 1.43845 | 1.44608 | 11.40 | 9881.91 |
| 109 | 2024.12.23 17:00 | sell | 39 | 0.10 | 1.44175 | 1.44796 | 1.43244 | ||
| 110 | 2024.12.23 19:00 | modify | 39 | 0.10 | 1.44175 | 1.43935 | 1.43244 | ||
| 111 | 2024.12.23 20:00 | modify | 39 | 0.10 | 1.44175 | 1.43831 | 1.43244 | ||
| 112 | 2024.12.23 21:00 | modify | 39 | 0.10 | 1.44175 | 1.43811 | 1.43244 | ||
| 113 | 2024.12.23 21:27 | s/l | 39 | 0.10 | 1.43811 | 1.43811 | 1.43244 | 25.31 | 9907.22 |
| 114 | 2024.12.24 17:00 | sell | 40 | 0.10 | 1.43804 | 1.44680 | 1.43340 | ||
| 115 | 2024.12.24 21:00 | modify | 40 | 0.10 | 1.43804 | 1.43694 | 1.43340 | ||
| 116 | 2024.12.26 07:00 | modify | 40 | 0.10 | 1.43804 | 1.43676 | 1.43340 | ||
| 117 | 2024.12.26 07:55 | s/l | 40 | 0.10 | 1.43676 | 1.43676 | 1.43340 | 8.91 | 9916.13 |
| 118 | 2024.12.26 21:00 | sell | 41 | 0.10 | 1.44124 | 1.44680 | 1.43340 | ||
| 119 | 2024.12.27 01:00 | modify | 41 | 0.10 | 1.44124 | 1.44114 | 1.43340 | ||
| 120 | 2024.12.27 01:02 | s/l | 41 | 0.10 | 1.44114 | 1.44114 | 1.43340 | 0.69 | 9916.82 |
| 121 | 2024.12.30 15:00 | buy | 42 | 0.10 | 1.43890 | 1.43373 | 1.44500 | ||
| 122 | 2024.12.30 16:00 | modify | 42 | 0.10 | 1.43890 | 1.44042 | 1.44500 | ||
| 123 | 2024.12.30 16:03 | s/l | 42 | 0.10 | 1.44042 | 1.44042 | 1.44500 | 10.55 | 9927.37 |
| 124 | 2025.01.02 23:00 | sell | 43 | 0.10 | 1.44002 | 1.44651 | 1.43208 | ||
| 125 | 2025.01.03 03:00 | modify | 43 | 0.10 | 1.44002 | 1.43986 | 1.43208 | ||
| 126 | 2025.01.03 03:25 | s/l | 43 | 0.10 | 1.43986 | 1.43986 | 1.43208 | 1.11 | 9928.48 |
| 127 | 2025.01.06 06:00 | buy | 44 | 0.10 | 1.44065 | 1.43503 | 1.44795 | ||
| 128 | 2025.01.06 13:12 | s/l | 44 | 0.10 | 1.43503 | 1.43503 | 1.44795 | -39.16 | 9889.32 |