Strategy Tester Report
Ichimoku_02
| Symbol | NZDUSD (New Zealand Dollar 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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | 7649.00 | Gross profit | 14110.00 | Gross loss | -6461.00 |
| Profit factor | 2.18 | Expected payoff | 114.16 | ||
| Absolute drawdown | 677.00 | Maximal drawdown | 3970.00 (19.53%) | Relative drawdown | 24.22% (3832.00) |
| Total trades | 67 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 50 (20.00%) |
| Profit trades (% of total) | 25 (37.31%) | Loss trades (% of total) | 42 (62.69%) | ||
| Largest | profit trade | 1000.00 | loss trade | -494.00 | |
| Average | profit trade | 564.40 | loss trade | -153.83 | |
| Maximum | consecutive wins (profit in money) | 3 (3000.00) | consecutive losses (loss in money) | 11 (-1030.00) | |
| Maximal | consecutive profit (count of wins) | 3000.00 (3) | consecutive loss (count of losses) | -1132.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.09 04:00 | buy | 1 | 1.00 | 0.61356 | 0.00000 | 0.62356 | ||
| 2 | 2024.10.09 05:00 | sell | 2 | 1.00 | 0.61059 | 0.00000 | 0.60059 | ||
| 3 | 2024.10.09 05:00 | close | 1 | 1.00 | 0.61059 | 0.00000 | 0.62356 | -297.00 | 9703.00 |
| 4 | 2024.10.10 10:00 | sell | 3 | 1.00 | 0.60828 | 0.00000 | 0.59828 | ||
| 5 | 2024.10.10 12:00 | buy | 4 | 1.00 | 0.60765 | 0.00000 | 0.61765 | ||
| 6 | 2024.10.11 00:00 | close | 4 | 1.00 | 0.60914 | 0.00000 | 0.61765 | 149.00 | 9852.00 |
| 7 | 2024.10.11 01:00 | buy | 5 | 1.00 | 0.60952 | 0.00000 | 0.61952 | ||
| 8 | 2024.10.14 06:00 | close | 5 | 1.00 | 0.60896 | 0.00000 | 0.61952 | -56.00 | 9796.00 |
| 9 | 2024.10.14 07:00 | sell | 6 | 1.00 | 0.60911 | 0.00000 | 0.59911 | ||
| 10 | 2024.10.15 02:00 | buy | 7 | 1.00 | 0.60958 | 0.00000 | 0.61958 | ||
| 11 | 2024.10.15 08:00 | close | 7 | 1.00 | 0.60831 | 0.00000 | 0.61958 | -127.00 | 9669.00 |
| 12 | 2024.10.15 16:00 | buy | 8 | 1.00 | 0.60988 | 0.00000 | 0.61988 | ||
| 13 | 2024.10.15 19:00 | close | 8 | 1.00 | 0.60848 | 0.00000 | 0.61988 | -140.00 | 9529.00 |
| 14 | 2024.10.15 20:00 | buy | 9 | 1.00 | 0.60819 | 0.00000 | 0.61819 | ||
| 15 | 2024.10.16 01:00 | close | 9 | 1.00 | 0.60603 | 0.00000 | 0.61819 | -216.00 | 9313.00 |
| 16 | 2024.10.16 20:00 | buy | 10 | 1.00 | 0.60603 | 0.00000 | 0.61603 | ||
| 17 | 2024.10.17 01:00 | close | 10 | 1.00 | 0.60561 | 0.00000 | 0.61603 | -42.00 | 9271.00 |
| 18 | 2024.10.17 05:00 | buy | 11 | 1.00 | 0.60720 | 0.00000 | 0.61720 | ||
| 19 | 2024.10.17 06:00 | close | 11 | 1.00 | 0.60666 | 0.00000 | 0.61720 | -54.00 | 9217.00 |
| 20 | 2024.10.17 20:00 | buy | 12 | 1.00 | 0.60623 | 0.00000 | 0.61623 | ||
| 21 | 2024.10.18 00:00 | close | 12 | 1.00 | 0.60590 | 0.00000 | 0.61623 | -33.00 | 9184.00 |
| 22 | 2024.10.18 01:00 | buy | 13 | 1.00 | 0.60592 | 0.00000 | 0.61592 | ||
| 23 | 2024.10.18 04:00 | close | 13 | 1.00 | 0.60573 | 0.00000 | 0.61592 | -19.00 | 9165.00 |
| 24 | 2024.10.18 06:00 | buy | 14 | 1.00 | 0.60659 | 0.00000 | 0.61659 | ||
| 25 | 2024.10.21 00:00 | buy | 15 | 1.00 | 0.60647 | 0.00000 | 0.61647 | ||
| 26 | 2024.10.21 10:00 | close | 14 | 1.00 | 0.60551 | 0.00000 | 0.61659 | -108.00 | 9057.00 |
| 27 | 2024.10.21 10:00 | close | 15 | 1.00 | 0.60550 | 0.00000 | 0.61647 | -97.00 | 8960.00 |
| 28 | 2024.10.22 14:00 | buy | 16 | 1.00 | 0.60546 | 0.00000 | 0.61546 | ||
| 29 | 2024.10.23 05:00 | close | 16 | 1.00 | 0.60408 | 0.00000 | 0.61546 | -138.00 | 8822.00 |
| 30 | 2024.10.23 15:25 | t/p | 2 | 1.00 | 0.60059 | 0.00000 | 0.60059 | 1000.00 | 9822.00 |
| 31 | 2024.10.24 12:00 | buy | 17 | 1.00 | 0.60286 | 0.00000 | 0.61286 | ||
| 32 | 2024.10.25 01:00 | sell | 18 | 1.00 | 0.60133 | 0.00000 | 0.59133 | ||
| 33 | 2024.10.25 01:00 | close | 17 | 1.00 | 0.60133 | 0.00000 | 0.61286 | -153.00 | 9669.00 |
| 34 | 2024.10.25 06:45 | t/p | 6 | 1.00 | 0.59911 | 0.00000 | 0.59911 | 1000.00 | 10669.00 |
| 35 | 2024.10.25 20:03 | t/p | 3 | 1.00 | 0.59828 | 0.00000 | 0.59828 | 1000.00 | 11669.00 |
| 36 | 2024.10.28 19:00 | sell | 19 | 1.00 | 0.59781 | 0.00000 | 0.58781 | ||
| 37 | 2024.10.28 20:00 | buy | 20 | 1.00 | 0.59790 | 0.00000 | 0.60790 | ||
| 38 | 2024.10.29 11:00 | close | 20 | 1.00 | 0.59740 | 0.00000 | 0.60790 | -50.00 | 11619.00 |
| 39 | 2024.10.30 16:00 | buy | 21 | 1.00 | 0.59760 | 0.00000 | 0.60760 | ||
| 40 | 2024.10.30 18:00 | close | 21 | 1.00 | 0.59763 | 0.00000 | 0.60760 | 3.00 | 11622.00 |
| 41 | 2024.11.01 04:00 | buy | 22 | 1.00 | 0.59696 | 0.00000 | 0.60696 | ||
| 42 | 2024.11.01 09:00 | close | 22 | 1.00 | 0.59708 | 0.00000 | 0.60696 | 12.00 | 11634.00 |
| 43 | 2024.11.01 17:00 | buy | 23 | 1.00 | 0.59880 | 0.00000 | 0.60880 | ||
| 44 | 2024.11.01 23:00 | close | 23 | 1.00 | 0.59599 | 0.00000 | 0.60880 | -281.00 | 11353.00 |
| 45 | 2024.11.04 03:00 | buy | 24 | 1.00 | 0.59965 | 0.00000 | 0.60965 | ||
| 46 | 2024.11.04 08:00 | buy | 25 | 1.00 | 0.60051 | 0.00000 | 0.61051 | ||
| 47 | 2024.11.04 19:00 | sell | 26 | 1.00 | 0.59751 | 0.00000 | 0.58751 | ||
| 48 | 2024.11.04 19:00 | close | 24 | 1.00 | 0.59751 | 0.00000 | 0.60965 | -214.00 | 11139.00 |
| 49 | 2024.11.04 19:00 | close | 25 | 1.00 | 0.59752 | 0.00000 | 0.61051 | -299.00 | 10840.00 |
| 50 | 2024.11.05 12:00 | buy | 27 | 1.00 | 0.59995 | 0.00000 | 0.60995 | ||
| 51 | 2024.11.06 03:00 | close | 27 | 1.00 | 0.59657 | 0.00000 | 0.60995 | -338.00 | 10502.00 |
| 52 | 2024.11.06 08:43 | t/p | 18 | 1.00 | 0.59133 | 0.00000 | 0.59133 | 1000.00 | 11502.00 |
| 53 | 2024.11.06 12:00 | sell | 28 | 1.00 | 0.59681 | 0.00000 | 0.58681 | ||
| 54 | 2024.11.07 05:00 | buy | 29 | 1.00 | 0.59733 | 0.00000 | 0.60733 | ||
| 55 | 2024.11.08 11:00 | close | 29 | 1.00 | 0.60008 | 0.00000 | 0.60733 | 275.00 | 11777.00 |
| 56 | 2024.11.13 16:00 | buy | 30 | 1.00 | 0.59380 | 0.00000 | 0.60380 | ||
| 57 | 2024.11.13 17:00 | close | 30 | 1.00 | 0.59031 | 0.00000 | 0.60380 | -349.00 | 11428.00 |
| 58 | 2024.11.13 22:53 | t/p | 19 | 1.00 | 0.58781 | 0.00000 | 0.58781 | 1000.00 | 12428.00 |
| 59 | 2024.11.14 03:02 | t/p | 26 | 1.00 | 0.58751 | 0.00000 | 0.58751 | 1000.00 | 13428.00 |
| 60 | 2024.11.14 04:05 | t/p | 28 | 1.00 | 0.58681 | 0.00000 | 0.58681 | 1000.00 | 14428.00 |
| 61 | 2024.11.15 13:00 | buy | 31 | 1.00 | 0.58751 | 0.00000 | 0.59751 | ||
| 62 | 2024.11.15 22:00 | sell | 32 | 1.00 | 0.58585 | 0.00000 | 0.57585 | ||
| 63 | 2024.11.18 01:00 | sell | 33 | 1.00 | 0.58601 | 0.00000 | 0.57601 | ||
| 64 | 2024.11.18 01:00 | close | 31 | 1.00 | 0.58601 | 0.00000 | 0.59751 | -150.00 | 14278.00 |
| 65 | 2024.11.18 03:00 | buy | 34 | 1.00 | 0.58756 | 0.00000 | 0.59756 | ||
| 66 | 2024.11.18 06:00 | close | 34 | 1.00 | 0.58537 | 0.00000 | 0.59756 | -219.00 | 14059.00 |
| 67 | 2024.11.18 23:00 | buy | 35 | 1.00 | 0.58953 | 0.00000 | 0.59953 | ||
| 68 | 2024.11.20 13:00 | sell | 36 | 1.00 | 0.58782 | 0.00000 | 0.57782 | ||
| 69 | 2024.11.20 13:00 | close | 35 | 1.00 | 0.58782 | 0.00000 | 0.59953 | -171.00 | 13888.00 |
| 70 | 2024.11.25 04:00 | buy | 37 | 1.00 | 0.58629 | 0.00000 | 0.59629 | ||
| 71 | 2024.11.25 17:00 | close | 37 | 1.00 | 0.58537 | 0.00000 | 0.59629 | -92.00 | 13796.00 |
| 72 | 2024.11.26 13:00 | buy | 38 | 1.00 | 0.58549 | 0.00000 | 0.59549 | ||
| 73 | 2024.11.27 01:00 | close | 38 | 1.00 | 0.58319 | 0.00000 | 0.59549 | -230.00 | 13566.00 |
| 74 | 2024.11.27 04:00 | buy | 39 | 1.00 | 0.58754 | 0.00000 | 0.59754 | ||
| 75 | 2024.11.27 05:00 | buy | 40 | 1.00 | 0.58597 | 0.00000 | 0.59597 | ||
| 76 | 2024.11.27 06:00 | close | 39 | 1.00 | 0.58665 | 0.00000 | 0.59754 | -89.00 | 13477.00 |
| 77 | 2024.11.27 06:00 | close | 40 | 1.00 | 0.58664 | 0.00000 | 0.59597 | 67.00 | 13544.00 |
| 78 | 2024.11.27 07:00 | buy | 41 | 1.00 | 0.58640 | 0.00000 | 0.59640 | ||
| 79 | 2024.11.28 12:00 | sell | 42 | 1.00 | 0.58890 | 0.00000 | 0.57890 | ||
| 80 | 2024.11.28 12:00 | close | 41 | 1.00 | 0.58890 | 0.00000 | 0.59640 | 250.00 | 13794.00 |
| 81 | 2024.11.29 03:00 | buy | 43 | 1.00 | 0.59012 | 0.00000 | 0.60012 | ||
| 82 | 2024.11.29 03:00 | buy | 44 | 1.00 | 0.59012 | 0.00000 | 0.60012 | ||
| 83 | 2024.12.02 05:00 | close | 43 | 1.00 | 0.58943 | 0.00000 | 0.60012 | -69.00 | 13725.00 |
| 84 | 2024.12.02 05:00 | close | 44 | 1.00 | 0.58942 | 0.00000 | 0.60012 | -70.00 | 13655.00 |
| 85 | 2024.12.03 15:00 | buy | 45 | 1.00 | 0.58818 | 0.00000 | 0.59818 | ||
| 86 | 2024.12.03 21:00 | close | 45 | 1.00 | 0.58908 | 0.00000 | 0.59818 | 90.00 | 13745.00 |
| 87 | 2024.12.05 03:00 | buy | 46 | 1.00 | 0.58564 | 0.00000 | 0.59564 | ||
| 88 | 2024.12.05 09:00 | close | 46 | 1.00 | 0.58698 | 0.00000 | 0.59564 | 134.00 | 13879.00 |
| 89 | 2024.12.05 22:00 | buy | 47 | 1.00 | 0.58850 | 0.00000 | 0.59850 | ||
| 90 | 2024.12.06 11:00 | close | 47 | 1.00 | 0.58502 | 0.00000 | 0.59850 | -348.00 | 13531.00 |
| 91 | 2024.12.09 17:00 | buy | 48 | 1.00 | 0.58755 | 0.00000 | 0.59755 | ||
| 92 | 2024.12.10 07:00 | close | 48 | 1.00 | 0.58261 | 0.00000 | 0.59755 | -494.00 | 13037.00 |
| 93 | 2024.12.11 07:28 | t/p | 42 | 1.00 | 0.57890 | 0.00000 | 0.57890 | 1000.00 | 14037.00 |
| 94 | 2024.12.11 09:08 | t/p | 36 | 1.00 | 0.57782 | 0.00000 | 0.57782 | 1000.00 | 15037.00 |
| 95 | 2024.12.11 23:00 | buy | 49 | 1.00 | 0.57877 | 0.00000 | 0.58877 | ||
| 96 | 2024.12.12 18:00 | close | 49 | 1.00 | 0.57800 | 0.00000 | 0.58877 | -77.00 | 14960.00 |
| 97 | 2024.12.12 19:00 | sell | 50 | 1.00 | 0.57878 | 0.00000 | 0.56878 | ||
| 98 | 2024.12.13 04:08 | t/p | 33 | 1.00 | 0.57601 | 0.00000 | 0.57601 | 1000.00 | 15960.00 |
| 99 | 2024.12.13 08:33 | t/p | 32 | 1.00 | 0.57585 | 0.00000 | 0.57585 | 1000.00 | 16960.00 |
| 100 | 2024.12.16 01:00 | sell | 51 | 1.00 | 0.57601 | 0.00000 | 0.56601 | ||
| 101 | 2024.12.16 07:00 | buy | 52 | 1.00 | 0.57811 | 0.00000 | 0.58811 | ||
| 102 | 2024.12.16 13:00 | close | 52 | 1.00 | 0.57641 | 0.00000 | 0.58811 | -170.00 | 16790.00 |
| 103 | 2024.12.18 21:07 | t/p | 50 | 1.00 | 0.56878 | 0.00000 | 0.56878 | 1000.00 | 17790.00 |
| 104 | 2024.12.18 22:08 | t/p | 51 | 1.00 | 0.56601 | 0.00000 | 0.56601 | 1000.00 | 18790.00 |
| 105 | 2024.12.20 00:00 | buy | 53 | 1.00 | 0.56283 | 0.00000 | 0.57283 | ||
| 106 | 2024.12.20 04:00 | sell | 54 | 1.00 | 0.56286 | 0.00000 | 0.55286 | ||
| 107 | 2024.12.20 04:00 | close | 53 | 1.00 | 0.56286 | 0.00000 | 0.57283 | 3.00 | 18793.00 |
| 108 | 2024.12.20 12:00 | sell | 55 | 1.00 | 0.56354 | 0.00000 | 0.55354 | ||
| 109 | 2024.12.20 18:00 | buy | 56 | 1.00 | 0.56462 | 0.00000 | 0.57462 | ||
| 110 | 2024.12.23 16:00 | sell | 57 | 1.00 | 0.56350 | 0.00000 | 0.55350 | ||
| 111 | 2024.12.23 16:00 | close | 56 | 1.00 | 0.56350 | 0.00000 | 0.57462 | -112.00 | 18681.00 |
| 112 | 2024.12.24 04:00 | buy | 58 | 1.00 | 0.56432 | 0.00000 | 0.57432 | ||
| 113 | 2024.12.24 06:00 | close | 58 | 1.00 | 0.56411 | 0.00000 | 0.57432 | -21.00 | 18660.00 |
| 114 | 2024.12.24 15:00 | buy | 59 | 1.00 | 0.56382 | 0.00000 | 0.57382 | ||
| 115 | 2024.12.24 19:00 | close | 59 | 1.00 | 0.56354 | 0.00000 | 0.57382 | -28.00 | 18632.00 |
| 116 | 2024.12.26 13:00 | buy | 60 | 1.00 | 0.56407 | 0.00000 | 0.57407 | ||
| 117 | 2024.12.26 15:00 | close | 60 | 1.00 | 0.56314 | 0.00000 | 0.57407 | -93.00 | 18539.00 |
| 118 | 2024.12.27 15:00 | buy | 61 | 1.00 | 0.56395 | 0.00000 | 0.57395 | ||
| 119 | 2024.12.31 00:00 | sell | 62 | 1.00 | 0.56373 | 0.00000 | 0.55373 | ||
| 120 | 2024.12.31 00:00 | close | 61 | 1.00 | 0.56373 | 0.00000 | 0.57395 | -22.00 | 18517.00 |
| 121 | 2025.01.02 16:00 | buy | 63 | 1.00 | 0.56123 | 0.00000 | 0.57123 | ||
| 122 | 2025.01.02 19:00 | close | 63 | 1.00 | 0.55982 | 0.00000 | 0.57123 | -141.00 | 18376.00 |
| 123 | 2025.01.03 15:00 | buy | 64 | 1.00 | 0.56074 | 0.00000 | 0.57074 | ||
| 124 | 2025.01.06 04:00 | close | 64 | 1.00 | 0.56182 | 0.00000 | 0.57074 | 108.00 | 18484.00 |
| 125 | 2025.01.06 15:00 | buy | 65 | 1.00 | 0.56747 | 0.00000 | 0.57747 | ||
| 126 | 2025.01.07 02:00 | close | 65 | 1.00 | 0.56370 | 0.00000 | 0.57747 | -377.00 | 18107.00 |
| 127 | 2025.01.07 07:00 | buy | 66 | 1.00 | 0.56601 | 0.00000 | 0.57601 | ||
| 128 | 2025.01.07 07:00 | buy | 67 | 1.00 | 0.56601 | 0.00000 | 0.57601 | ||
| 129 | 2025.01.07 22:00 | close | 66 | 1.00 | 0.56398 | 0.00000 | 0.57601 | -203.00 | 17904.00 |
| 130 | 2025.01.07 22:00 | close | 67 | 1.00 | 0.56399 | 0.00000 | 0.57601 | -202.00 | 17702.00 |
| 131 | 2025.01.07 23:59 | close at stop | 62 | 1.00 | 0.56354 | 0.00000 | 0.55373 | 19.00 | 17721.00 |
| 132 | 2025.01.07 23:59 | close at stop | 57 | 1.00 | 0.56354 | 0.00000 | 0.55350 | -4.00 | 17717.00 |
| 133 | 2025.01.07 23:59 | close at stop | 55 | 1.00 | 0.56354 | 0.00000 | 0.55354 | 0.00 | 17717.00 |
| 134 | 2025.01.07 23:59 | close at stop | 54 | 1.00 | 0.56354 | 0.00000 | 0.55286 | -68.00 | 17649.00 |