Strategy Tester Report
lag_exp_1b1
SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; MovingAvg=10; filter=5.1; Pyramid=0; gamma=0.5;
Bars in test3785Ticks modelled4811949Modelling quality90.00%
Mismatched charts errors5
Initial deposit10000.00SpreadCurrent (20)
Total net profit-463.17Gross profit395.19Gross loss-858.36
Profit factor0.46Expected payoff-4.06
Absolute drawdown467.37Maximal drawdown517.42 (5.15%)Relative drawdown5.15% (517.42)
Total trades114Short positions (won %)56 (23.21%)Long positions (won %)58 (27.59%)
Profit trades (% of total)29 (25.44%)Loss trades (% of total)85 (74.56%)
Largestprofit trade37.89loss trade-70.84
Averageprofit trade13.63loss trade-10.10
Maximumconsecutive wins (profit in money)3 (46.12)consecutive losses (loss in money)11 (-103.19)
Maximalconsecutive profit (count of wins)52.13 (2)consecutive loss (count of losses)-110.84 (8)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.02 02:00sell10.101.364480.000000.00000
22025.07.02 08:00close10.101.364950.000000.00000-3.449996.56
32025.07.02 11:00buy20.101.365140.000000.00000
42025.07.02 13:30close20.101.364560.000000.00000-4.259992.31
52025.07.02 16:30sell30.101.364100.000000.00000
62025.07.02 17:00close30.101.365070.000000.00000-7.119985.20
72025.07.02 18:00sell40.101.363660.000000.00000
82025.07.03 03:00close40.101.358910.000000.0000034.9510020.15
92025.07.03 03:30sell50.101.358350.000000.00000
102025.07.03 05:30close50.101.359340.000000.00000-7.2810012.87
112025.07.03 13:30sell60.101.358620.000000.00000
122025.07.03 16:00close60.101.361830.000000.00000-23.579989.30
132025.07.03 17:00sell70.101.357600.000000.00000
142025.07.04 10:30close70.101.358670.000000.00000-7.889981.42
152025.07.04 15:30buy80.101.359270.000000.00000
162025.07.08 10:30close80.101.364440.000000.0000037.8910019.31
172025.07.08 13:00buy90.101.365160.000000.00000
182025.07.08 23:30close90.101.366530.000000.0000010.0310029.34
192025.07.09 02:30sell100.101.366390.000000.00000
202025.07.09 11:00close100.101.368990.000000.00000-18.9910010.35
212025.07.09 20:30sell110.101.369050.000000.00000
222025.07.10 06:30close110.101.368190.000000.000006.2910016.64
232025.07.10 09:30sell120.101.366940.000000.00000
242025.07.10 14:30close120.101.367540.000000.00000-4.3910012.25
252025.07.10 15:00buy130.101.368860.000000.00000
262025.07.10 18:30close130.101.368430.000000.00000-3.1410009.11
272025.07.11 03:30buy140.101.371570.000000.00000
282025.07.11 08:00close140.101.369530.000000.00000-14.909994.21
292025.07.11 08:30sell150.101.369360.000000.00000
302025.07.11 12:00close150.101.370210.000000.00000-6.209988.01
312025.07.11 19:00sell160.101.367840.000000.00000
322025.07.14 19:00close160.101.369670.000000.00000-13.369974.65
332025.07.15 01:30buy170.101.370580.000000.00000
342025.07.15 08:30close170.101.369280.000000.00000-9.499965.16
352025.07.15 11:00sell180.101.368720.000000.00000
362025.07.15 17:00close180.101.369930.000000.00000-8.839956.33
372025.07.16 18:30sell190.101.369430.000000.00000
382025.07.17 09:30close190.101.373040.000000.00000-26.299930.04
392025.07.17 16:30buy200.101.376280.000000.00000
402025.07.17 20:30close200.101.374930.000000.00000-9.829920.22
412025.07.17 21:00buy210.101.375490.000000.00000
422025.07.18 00:30close210.101.374700.000000.00000-5.759914.47
432025.07.18 02:00sell220.101.374000.000000.00000
442025.07.18 07:00close220.101.374140.000000.00000-1.029913.45
452025.07.18 11:00sell230.101.373190.000000.00000
462025.07.21 12:30close230.101.372660.000000.000003.869917.31
472025.07.21 13:30sell240.101.372050.000000.00000
482025.07.22 04:00close240.101.368800.000000.0000023.749941.05
492025.07.22 07:00buy250.101.368930.000000.00000
502025.07.22 07:30close250.101.368600.000000.00000-2.419938.64
512025.07.22 08:00buy260.101.368970.000000.00000
522025.07.23 06:30close260.101.359340.000000.00000-70.849867.80
532025.07.23 07:00buy270.101.360140.000000.00000
542025.07.23 08:00close270.101.359940.000000.00000-1.479866.33
552025.07.23 15:00sell280.101.357760.000000.00000
562025.07.23 15:30close280.101.358880.000000.00000-8.249858.09
572025.07.23 19:30buy290.101.362380.000000.00000
582025.07.23 20:30close290.101.361400.000000.00000-7.209850.89
592025.07.24 01:30sell300.101.359970.000000.00000
602025.07.24 10:00close300.101.361420.000000.00000-10.659840.24
612025.07.24 12:00buy310.101.360650.000000.00000
622025.07.24 22:30close310.101.363170.000000.0000018.499858.73
632025.07.24 23:00buy320.101.364490.000000.00000
642025.07.25 15:00close320.101.367140.000000.0000019.389878.11
652025.07.25 15:30buy330.101.368270.000000.00000
662025.07.28 03:30close330.101.369400.000000.000008.259886.36
672025.07.28 17:00sell340.101.371780.000000.00000
682025.07.29 01:00close340.101.373630.000000.00000-13.479872.89
692025.07.29 01:30buy350.101.373710.000000.00000
702025.07.29 07:30close350.101.373650.000000.00000-0.449872.45
712025.07.29 08:00sell360.101.373120.000000.00000
722025.07.29 09:30close360.101.374030.000000.00000-6.629865.83
732025.07.29 18:00buy370.101.378580.000000.00000
742025.07.31 05:30close370.101.382500.000000.0000028.359894.18
752025.07.31 10:30buy380.101.383230.000000.00000
762025.07.31 17:30close380.101.382890.000000.00000-2.469891.72
772025.07.31 23:00buy390.101.385740.000000.00000
782025.07.31 23:30close390.101.384910.000000.00000-5.999885.73
792025.08.01 01:30buy400.101.386020.000000.00000
802025.08.01 05:30close400.101.385500.000000.00000-3.759881.98
812025.08.01 09:30buy410.101.386350.000000.00000
822025.08.01 19:00close410.101.377950.000000.00000-60.969821.02
832025.08.04 02:00sell420.101.377900.000000.00000
842025.08.04 03:30close420.101.378840.000000.00000-6.829814.20
852025.08.04 14:30sell430.101.377630.000000.00000
862025.08.05 11:30close430.101.379290.000000.00000-12.049802.16
872025.08.05 23:30buy440.101.378380.000000.00000
882025.08.06 09:30close440.101.376610.000000.00000-12.869789.30
892025.08.06 18:30sell450.101.374070.000000.00000
902025.08.06 22:30close450.101.374890.000000.00000-5.969783.34
912025.08.07 02:00sell460.101.374070.000000.00000
922025.08.07 14:30close460.101.373890.000000.000001.319784.65
932025.08.07 17:00buy470.101.375070.000000.00000
942025.08.08 04:00close470.101.373740.000000.00000-9.689774.97
952025.08.08 06:30buy480.101.374340.000000.00000
962025.08.08 13:00close480.101.372780.000000.00000-11.369763.61
972025.08.08 15:00buy490.101.373940.000000.00000
982025.08.08 20:00close490.101.375150.000000.000008.809772.41
992025.08.08 20:30sell500.101.374390.000000.00000
1002025.08.11 17:30close500.101.379120.000000.00000-34.309738.11
1012025.08.11 19:30buy510.101.378420.000000.00000
1022025.08.11 23:30close510.101.377820.000000.00000-4.359733.76
1032025.08.12 05:30sell520.101.377280.000000.00000
1042025.08.13 03:30close520.101.377890.000000.00000-4.439729.33
1052025.08.13 08:30buy530.101.378020.000000.00000
1062025.08.13 09:30close530.101.377110.000000.00000-6.619722.72
1072025.08.13 15:00sell540.101.375570.000000.00000
1082025.08.14 14:30close540.101.378400.000000.00000-20.539702.19
1092025.08.14 18:30buy550.101.380070.000000.00000
1102025.08.14 22:30close550.101.380690.000000.000004.499706.68
1112025.08.14 23:00buy560.101.381410.000000.00000
1122025.08.15 10:00close560.101.379600.000000.00000-13.129693.56
1132025.08.15 12:30sell570.101.379300.000000.00000
1142025.08.15 23:00close570.101.381580.000000.00000-16.509677.06
1152025.08.15 23:30sell580.101.381100.000000.00000
1162025.08.18 09:30close580.101.381050.000000.000000.369677.42
1172025.08.18 10:30sell590.101.379780.000000.00000
1182025.08.18 20:00close590.101.381370.000000.00000-11.519665.91
1192025.08.19 08:00sell600.101.380860.000000.00000
1202025.08.19 09:00close600.101.381310.000000.00000-3.269662.65
1212025.08.19 09:30sell610.101.380810.000000.00000
1222025.08.19 11:00close610.101.381750.000000.00000-6.809655.85
1232025.08.19 16:00buy620.101.383490.000000.00000
1242025.08.20 02:00close620.101.386300.000000.0000020.279676.12
1252025.08.20 10:00sell630.101.387050.000000.00000
1262025.08.20 11:30close630.101.388060.000000.00000-7.289668.84
1272025.08.20 18:00sell640.101.385840.000000.00000
1282025.08.20 19:00close640.101.387630.000000.00000-12.909655.94
1292025.08.20 22:00buy650.101.387290.000000.00000
1302025.08.20 22:30close650.101.386410.000000.00000-6.359649.59
1312025.08.20 23:00buy660.101.387740.000000.00000
1322025.08.21 21:00close660.101.389410.000000.0000012.029661.61
1332025.08.21 22:30buy670.101.390360.000000.00000
1342025.08.22 10:30close670.101.391280.000000.000006.619668.22
1352025.08.22 15:30buy680.101.391920.000000.00000
1362025.08.22 17:30close680.101.386300.000000.00000-40.549627.68
1372025.08.25 00:30buy690.101.382720.000000.00000
1382025.08.25 09:30close690.101.382130.000000.00000-4.279623.41
1392025.08.25 11:30sell700.101.382640.000000.00000
1402025.08.25 12:30close700.101.383090.000000.00000-3.259620.16
1412025.08.26 02:30buy710.101.386140.000000.00000
1422025.08.26 03:30close710.101.384650.000000.00000-10.769609.40
1432025.08.26 05:30sell720.101.384770.000000.00000
1442025.08.26 06:30close720.101.385870.000000.00000-7.949601.46
1452025.08.26 12:30sell730.101.384660.000000.00000
1462025.08.26 16:30close730.101.385380.000000.00000-5.209596.26
1472025.08.26 17:30sell740.101.383500.000000.00000
1482025.08.26 23:00close740.101.383580.000000.00000-0.589595.68
1492025.08.27 02:00sell750.101.383290.000000.00000
1502025.08.27 05:30close750.101.383990.000000.00000-5.069590.62
1512025.08.27 10:30buy760.101.385190.000000.00000
1522025.08.27 15:30close760.101.384690.000000.00000-3.619587.01
1532025.08.27 18:00sell770.101.383130.000000.00000
1542025.08.28 11:30close770.101.378550.000000.0000033.229620.23
1552025.08.28 12:00sell780.101.377560.000000.00000
1562025.08.29 00:30close780.101.374960.000000.0000018.919639.14
1572025.08.29 01:00buy790.101.375240.000000.00000
1582025.08.29 05:00close790.101.374980.000000.00000-1.899637.25
1592025.08.29 08:30buy800.101.375650.000000.00000
1602025.08.29 09:00close800.101.375280.000000.00000-2.699634.56
1612025.08.29 10:00buy810.101.375640.000000.00000
1622025.08.29 10:30close810.101.375230.000000.00000-2.989631.58
1632025.08.29 15:00buy820.101.375300.000000.00000
1642025.08.29 17:30close820.101.373330.000000.00000-14.349617.24
1652025.08.29 21:00sell830.101.373260.000000.00000
1662025.08.29 23:00close830.101.373510.000000.00000-1.829615.42
1672025.08.29 23:30buy840.101.374250.000000.00000
1682025.09.01 00:30close840.101.372670.000000.00000-11.519603.91
1692025.09.01 01:00buy850.101.373630.000000.00000
1702025.09.01 05:30close850.101.373610.000000.00000-0.159603.76
1712025.09.01 18:00buy860.101.374940.000000.00000
1722025.09.01 21:30close860.101.375270.000000.000002.409606.16
1732025.09.02 09:30sell870.101.375000.000000.00000
1742025.09.02 10:30close870.101.377020.000000.00000-14.679591.49
1752025.09.02 17:30buy880.101.379010.000000.00000
1762025.09.03 13:00close880.101.379690.000000.000004.939596.42
1772025.09.03 13:30buy890.101.379860.000000.00000
1782025.09.03 16:30close890.101.379590.000000.00000-1.969594.46
1792025.09.03 17:00buy900.101.380430.000000.00000
1802025.09.03 17:30close900.101.378410.000000.00000-14.659579.81
1812025.09.04 00:00buy910.101.379420.000000.00000
1822025.09.04 02:00close910.101.379390.000000.00000-0.229579.59
1832025.09.04 12:30buy920.101.381810.000000.00000
1842025.09.05 02:30close920.101.381880.000000.000000.519580.10
1852025.09.05 03:00sell930.101.381440.000000.00000
1862025.09.05 14:30close930.101.379680.000000.0000012.769592.86
1872025.09.05 15:30sell940.101.378520.000000.00000
1882025.09.05 16:00close940.101.380560.000000.00000-14.789578.08
1892025.09.08 03:30buy950.101.383970.000000.00000
1902025.09.08 05:00close950.101.383160.000000.00000-5.869572.22
1912025.09.08 08:30sell960.101.382930.000000.00000
1922025.09.09 04:00close960.101.380580.000000.0000017.029589.24
1932025.09.09 06:00buy970.101.380530.000000.00000
1942025.09.10 19:00close970.101.384420.000000.0000028.109617.34
1952025.09.11 00:00buy980.101.386340.000000.00000
1962025.09.11 02:00close980.101.385790.000000.00000-3.979613.37
1972025.09.11 03:30buy990.101.386910.000000.00000
1982025.09.11 14:30close990.101.387850.000000.000006.779620.14
1992025.09.11 15:00buy1000.101.388970.000000.00000
2002025.09.11 15:30close1000.101.387750.000000.00000-8.799611.35
2012025.09.11 23:00sell1010.101.383140.000000.00000
2022025.09.12 03:00close1010.101.383610.000000.00000-3.409607.95
2032025.09.12 07:30sell1020.101.384070.000000.00000
2042025.09.12 13:30close1020.101.384050.000000.000000.149608.09
2052025.09.12 17:30sell1030.101.383720.000000.00000
2062025.09.12 18:00close1030.101.385080.000000.00000-9.829598.27
2072025.09.12 18:30buy1040.101.386030.000000.00000
2082025.09.15 00:30close1040.101.383410.000000.00000-18.949579.33
2092025.09.15 03:00sell1050.101.383870.000000.00000
2102025.09.15 11:00close1050.101.383820.000000.000000.369579.69
2112025.09.15 18:00sell1060.101.380780.000000.00000
2122025.09.16 11:30close1060.101.377340.000000.0000024.989604.67
2132025.09.16 18:30buy1070.101.375810.000000.00000
2142025.09.16 19:30close1070.101.374080.000000.00000-12.599592.08
2152025.09.17 02:30sell1080.101.373860.000000.00000
2162025.09.17 04:00close1080.101.374450.000000.00000-4.299587.79
2172025.09.17 10:00sell1090.101.374970.000000.00000
2182025.09.17 10:30close1090.101.376210.000000.00000-9.019578.78
2192025.09.17 14:30sell1100.101.375070.000000.00000
2202025.09.17 16:30close1100.101.376400.000000.00000-9.669569.12
2212025.09.17 19:00buy1110.101.376420.000000.00000
2222025.09.17 20:00close1110.101.375950.000000.00000-3.429565.70
2232025.09.17 20:30buy1120.101.376460.000000.00000
2242025.09.17 21:30close1120.101.373660.000000.00000-20.389545.32
2252025.09.18 04:00sell1130.101.376720.000000.00000
2262025.09.18 04:30close1130.101.377560.000000.00000-6.109539.22
2272025.09.18 20:30sell1140.101.379470.000000.00000
2282025.09.18 23:57close at stop1140.101.379800.000000.00000-2.399536.83