Strategy Tester Report
Lag-V2
| 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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -422.25 | Gross profit | 2472.22 | Gross loss | -2894.47 |
| Profit factor | 0.85 | Expected payoff | -6.70 | ||
| Absolute drawdown | 2795.57 | Maximal drawdown | 2841.41 (28.28%) | Relative drawdown | 28.28% (2841.41) |
| Total trades | 63 | Short positions (won %) | 44 (90.91%) | Long positions (won %) | 19 (100.00%) |
| Profit trades (% of total) | 59 (93.65%) | Loss trades (% of total) | 4 (6.35%) | ||
| Largest | profit trade | 232.62 | loss trade | -733.53 | |
| Average | profit trade | 41.90 | loss trade | -723.62 | |
| Maximum | consecutive wins (profit in money) | 43 (2029.03) | consecutive losses (loss in money) | 3 (-2160.94) | |
| Maximal | consecutive profit (count of wins) | 2029.03 (43) | consecutive loss (count of losses) | -2160.94 (3) | |
| Average | consecutive wins | 20 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 19:00 | sell | 1 | 1.00 | 1.35328 | 1.36328 | 0.00000 | ||
| 2 | 2024.10.03 23:00 | sell | 2 | 1.00 | 1.35564 | 1.36564 | 0.00000 | ||
| 3 | 2024.10.04 00:00 | close | 2 | 1.00 | 1.35556 | 1.36564 | 0.00000 | 5.90 | 10005.90 |
| 4 | 2024.10.07 21:51 | s/l | 1 | 1.00 | 1.36328 | 1.36328 | 0.00000 | -733.53 | 9272.37 |
| 5 | 2024.10.08 01:00 | sell | 3 | 1.00 | 1.36168 | 1.37168 | 0.00000 | ||
| 6 | 2024.10.08 04:00 | close | 3 | 1.00 | 1.36155 | 1.37168 | 0.00000 | 9.55 | 9281.92 |
| 7 | 2024.10.08 18:00 | sell | 4 | 1.00 | 1.36678 | 1.37678 | 0.00000 | ||
| 8 | 2024.10.08 19:00 | close | 4 | 1.00 | 1.36638 | 1.37678 | 0.00000 | 29.27 | 9311.19 |
| 9 | 2024.10.11 03:00 | buy | 5 | 1.00 | 1.37472 | 1.36472 | 0.00000 | ||
| 10 | 2024.10.11 05:00 | close | 5 | 1.00 | 1.37532 | 1.36472 | 0.00000 | 43.63 | 9354.82 |
| 11 | 2024.10.15 00:00 | sell | 6 | 1.00 | 1.37935 | 1.38935 | 0.00000 | ||
| 12 | 2024.10.15 01:00 | close | 6 | 1.00 | 1.37859 | 1.38935 | 0.00000 | 55.13 | 9409.95 |
| 13 | 2024.10.15 12:00 | sell | 7 | 1.00 | 1.38054 | 1.39054 | 0.00000 | ||
| 14 | 2024.10.15 16:00 | sell | 8 | 1.00 | 1.38246 | 1.39246 | 0.00000 | ||
| 15 | 2024.10.15 17:00 | close | 8 | 1.00 | 1.38157 | 1.39246 | 0.00000 | 64.42 | 9474.37 |
| 16 | 2024.10.15 18:00 | close | 7 | 1.00 | 1.38004 | 1.39054 | 0.00000 | 36.23 | 9510.60 |
| 17 | 2024.10.17 06:00 | buy | 9 | 1.00 | 1.37563 | 1.36563 | 0.00000 | ||
| 18 | 2024.10.17 07:00 | close | 9 | 1.00 | 1.37621 | 1.36563 | 0.00000 | 42.14 | 9552.74 |
| 19 | 2024.10.17 10:00 | sell | 10 | 1.00 | 1.37753 | 1.38753 | 0.00000 | ||
| 20 | 2024.10.17 15:00 | sell | 11 | 1.00 | 1.37756 | 1.38756 | 0.00000 | ||
| 21 | 2024.10.17 19:00 | sell | 12 | 1.00 | 1.37907 | 1.38907 | 0.00000 | ||
| 22 | 2024.10.17 20:00 | close | 12 | 1.00 | 1.37902 | 1.38907 | 0.00000 | 3.63 | 9556.37 |
| 23 | 2024.10.18 01:00 | sell | 13 | 1.00 | 1.37927 | 1.38927 | 0.00000 | ||
| 24 | 2024.10.18 14:00 | close | 13 | 1.00 | 1.37926 | 1.38927 | 0.00000 | 0.73 | 9557.10 |
| 25 | 2024.10.21 00:00 | sell | 14 | 1.00 | 1.37977 | 1.38977 | 0.00000 | ||
| 26 | 2024.10.21 10:00 | sell | 15 | 1.00 | 1.38196 | 1.39196 | 0.00000 | ||
| 27 | 2024.10.21 11:00 | close | 15 | 1.00 | 1.38180 | 1.39196 | 0.00000 | 11.58 | 9568.68 |
| 28 | 2024.10.21 19:00 | sell | 16 | 1.00 | 1.38462 | 1.39462 | 0.00000 | ||
| 29 | 2024.10.21 20:00 | close | 16 | 1.00 | 1.38447 | 1.39462 | 0.00000 | 10.83 | 9579.51 |
| 30 | 2024.10.21 23:00 | sell | 17 | 1.00 | 1.38350 | 1.39350 | 0.00000 | ||
| 31 | 2024.10.22 00:00 | close | 17 | 1.00 | 1.38318 | 1.39350 | 0.00000 | 23.14 | 9602.65 |
| 32 | 2024.10.23 15:00 | sell | 18 | 1.00 | 1.38359 | 1.39359 | 0.00000 | ||
| 33 | 2024.10.23 16:00 | sell | 19 | 1.00 | 1.38446 | 1.39446 | 0.00000 | ||
| 34 | 2024.10.23 17:00 | close | 19 | 1.00 | 1.38413 | 1.39446 | 0.00000 | 23.84 | 9626.49 |
| 35 | 2024.10.24 04:00 | close | 18 | 1.00 | 1.38253 | 1.39359 | 0.00000 | 76.67 | 9703.16 |
| 36 | 2024.10.25 02:00 | sell | 20 | 1.00 | 1.38532 | 1.39532 | 0.00000 | ||
| 37 | 2024.10.25 04:00 | close | 20 | 1.00 | 1.38523 | 1.39532 | 0.00000 | 6.50 | 9709.66 |
| 38 | 2024.10.25 18:23 | s/l | 10 | 1.00 | 1.38753 | 1.38753 | 0.00000 | -720.71 | 8988.95 |
| 39 | 2024.10.25 18:23 | s/l | 11 | 1.00 | 1.38756 | 1.38756 | 0.00000 | -720.69 | 8268.26 |
| 40 | 2024.10.25 22:57 | s/l | 14 | 1.00 | 1.38977 | 1.38977 | 0.00000 | -719.54 | 7548.72 |
| 41 | 2024.10.28 00:00 | sell | 21 | 1.00 | 1.38795 | 1.39795 | 0.00000 | ||
| 42 | 2024.10.28 09:00 | sell | 22 | 1.00 | 1.38978 | 1.39978 | 0.00000 | ||
| 43 | 2024.10.28 10:00 | close | 22 | 1.00 | 1.38904 | 1.39978 | 0.00000 | 53.27 | 7601.99 |
| 44 | 2024.10.28 15:00 | buy | 23 | 1.00 | 1.38941 | 1.37941 | 0.00000 | ||
| 45 | 2024.10.28 19:00 | close | 23 | 1.00 | 1.39029 | 1.37941 | 0.00000 | 63.30 | 7665.29 |
| 46 | 2024.10.29 06:00 | buy | 24 | 1.00 | 1.38919 | 1.37919 | 0.00000 | ||
| 47 | 2024.10.29 07:00 | close | 24 | 1.00 | 1.38969 | 1.37919 | 0.00000 | 35.98 | 7701.27 |
| 48 | 2024.10.30 00:00 | sell | 25 | 1.00 | 1.39138 | 1.40138 | 0.00000 | ||
| 49 | 2024.10.30 01:00 | close | 25 | 1.00 | 1.39124 | 1.40138 | 0.00000 | 10.06 | 7711.33 |
| 50 | 2024.10.30 11:00 | sell | 26 | 1.00 | 1.39176 | 1.40176 | 0.00000 | ||
| 51 | 2024.10.30 12:00 | close | 26 | 1.00 | 1.39078 | 1.40176 | 0.00000 | 70.46 | 7781.79 |
| 52 | 2024.11.04 00:00 | sell | 27 | 1.00 | 1.39179 | 1.40179 | 0.00000 | ||
| 53 | 2024.11.04 03:00 | close | 27 | 1.00 | 1.39165 | 1.40179 | 0.00000 | 10.06 | 7791.85 |
| 54 | 2024.11.04 17:00 | buy | 28 | 1.00 | 1.38898 | 1.37898 | 0.00000 | ||
| 55 | 2024.11.04 19:00 | close | 28 | 1.00 | 1.38975 | 1.37898 | 0.00000 | 55.41 | 7847.26 |
| 56 | 2024.11.05 17:00 | close | 21 | 1.00 | 1.38620 | 1.39795 | 0.00000 | 126.24 | 7973.50 |
| 57 | 2024.11.05 18:00 | buy | 29 | 1.00 | 1.38528 | 1.37528 | 0.00000 | ||
| 58 | 2024.11.06 03:00 | close | 29 | 1.00 | 1.38851 | 1.37528 | 0.00000 | 232.62 | 8206.12 |
| 59 | 2024.11.07 03:00 | sell | 30 | 1.00 | 1.39389 | 1.40389 | 0.00000 | ||
| 60 | 2024.11.07 04:00 | close | 30 | 1.00 | 1.39325 | 1.40389 | 0.00000 | 45.94 | 8252.06 |
| 61 | 2024.11.07 12:00 | buy | 31 | 1.00 | 1.38926 | 1.37926 | 0.00000 | ||
| 62 | 2024.11.08 01:00 | buy | 32 | 1.00 | 1.38632 | 1.37632 | 0.00000 | ||
| 63 | 2024.11.08 02:00 | close | 32 | 1.00 | 1.38675 | 1.37632 | 0.00000 | 31.01 | 8283.07 |
| 64 | 2024.11.08 14:00 | close | 31 | 1.00 | 1.38969 | 1.37926 | 0.00000 | 30.94 | 8314.01 |
| 65 | 2024.11.14 02:00 | sell | 33 | 1.00 | 1.39915 | 1.40915 | 0.00000 | ||
| 66 | 2024.11.14 03:00 | close | 33 | 1.00 | 1.39911 | 1.40915 | 0.00000 | 2.86 | 8316.87 |
| 67 | 2024.11.14 17:00 | sell | 34 | 1.00 | 1.40257 | 1.41257 | 0.00000 | ||
| 68 | 2024.11.14 18:00 | close | 34 | 1.00 | 1.40129 | 1.41257 | 0.00000 | 91.34 | 8408.21 |
| 69 | 2024.11.15 05:00 | sell | 35 | 1.00 | 1.40554 | 1.41554 | 0.00000 | ||
| 70 | 2024.11.15 09:00 | close | 35 | 1.00 | 1.40553 | 1.41554 | 0.00000 | 0.71 | 8408.92 |
| 71 | 2024.11.18 00:00 | sell | 36 | 1.00 | 1.40818 | 1.41818 | 0.00000 | ||
| 72 | 2024.11.18 03:00 | close | 36 | 1.00 | 1.40781 | 1.41818 | 0.00000 | 26.28 | 8435.20 |
| 73 | 2024.11.20 15:00 | sell | 37 | 1.00 | 1.39768 | 1.40768 | 0.00000 | ||
| 74 | 2024.11.21 00:00 | close | 37 | 1.00 | 1.39752 | 1.40768 | 0.00000 | 11.45 | 8446.65 |
| 75 | 2024.11.21 08:00 | buy | 38 | 1.00 | 1.39721 | 1.38721 | 0.00000 | ||
| 76 | 2024.11.21 11:00 | buy | 39 | 1.00 | 1.39587 | 1.38587 | 0.00000 | ||
| 77 | 2024.11.21 12:00 | close | 38 | 1.00 | 1.39749 | 1.38721 | 0.00000 | 20.04 | 8466.69 |
| 78 | 2024.11.21 13:00 | close | 39 | 1.00 | 1.39683 | 1.38587 | 0.00000 | 68.73 | 8535.42 |
| 79 | 2024.11.22 03:00 | sell | 40 | 1.00 | 1.39698 | 1.40698 | 0.00000 | ||
| 80 | 2024.11.22 04:00 | close | 40 | 1.00 | 1.39693 | 1.40698 | 0.00000 | 3.58 | 8539.00 |
| 81 | 2024.11.25 19:00 | sell | 41 | 1.00 | 1.40023 | 1.41023 | 0.00000 | ||
| 82 | 2024.11.25 20:00 | close | 41 | 1.00 | 1.39955 | 1.41023 | 0.00000 | 48.59 | 8587.59 |
| 83 | 2024.12.02 14:00 | sell | 42 | 1.00 | 1.40328 | 1.41328 | 0.00000 | ||
| 84 | 2024.12.02 20:00 | sell | 43 | 1.00 | 1.40551 | 1.41551 | 0.00000 | ||
| 85 | 2024.12.02 21:00 | close | 43 | 1.00 | 1.40477 | 1.41551 | 0.00000 | 52.68 | 8640.27 |
| 86 | 2024.12.03 11:00 | close | 42 | 1.00 | 1.40157 | 1.41328 | 0.00000 | 122.01 | 8762.28 |
| 87 | 2024.12.03 21:00 | sell | 44 | 1.00 | 1.40499 | 1.41499 | 0.00000 | ||
| 88 | 2024.12.05 16:00 | close | 44 | 1.00 | 1.40364 | 1.41499 | 0.00000 | 96.18 | 8858.46 |
| 89 | 2024.12.05 17:00 | buy | 45 | 1.00 | 1.40278 | 1.39278 | 0.00000 | ||
| 90 | 2024.12.05 18:00 | close | 45 | 1.00 | 1.40336 | 1.39278 | 0.00000 | 41.33 | 8899.79 |
| 91 | 2024.12.05 23:00 | buy | 46 | 1.00 | 1.40290 | 1.39290 | 0.00000 | ||
| 92 | 2024.12.06 03:00 | close | 46 | 1.00 | 1.40303 | 1.39290 | 0.00000 | 9.27 | 8909.06 |
| 93 | 2024.12.09 04:00 | sell | 47 | 1.00 | 1.41521 | 1.42521 | 0.00000 | ||
| 94 | 2024.12.09 07:00 | sell | 48 | 1.00 | 1.41659 | 1.42659 | 0.00000 | ||
| 95 | 2024.12.09 10:00 | close | 48 | 1.00 | 1.41581 | 1.42659 | 0.00000 | 55.09 | 8964.15 |
| 96 | 2024.12.09 11:00 | close | 47 | 1.00 | 1.41492 | 1.42521 | 0.00000 | 20.50 | 8984.65 |
| 97 | 2024.12.09 19:00 | buy | 49 | 1.00 | 1.41235 | 1.40235 | 0.00000 | ||
| 98 | 2024.12.09 20:00 | close | 49 | 1.00 | 1.41352 | 1.40235 | 0.00000 | 82.77 | 9067.42 |
| 99 | 2024.12.10 08:00 | sell | 50 | 1.00 | 1.41755 | 1.42755 | 0.00000 | ||
| 100 | 2024.12.10 09:00 | close | 50 | 1.00 | 1.41685 | 1.42755 | 0.00000 | 49.41 | 9116.83 |
| 101 | 2024.12.11 03:00 | sell | 51 | 1.00 | 1.41721 | 1.42721 | 0.00000 | ||
| 102 | 2024.12.11 04:00 | close | 51 | 1.00 | 1.41664 | 1.42721 | 0.00000 | 40.24 | 9157.07 |
| 103 | 2024.12.12 10:00 | buy | 52 | 1.00 | 1.41488 | 1.40488 | 0.00000 | ||
| 104 | 2024.12.12 14:00 | close | 52 | 1.00 | 1.41533 | 1.40488 | 0.00000 | 31.79 | 9188.86 |
| 105 | 2024.12.16 00:00 | sell | 53 | 1.00 | 1.42283 | 1.43283 | 0.00000 | ||
| 106 | 2024.12.16 02:00 | close | 53 | 1.00 | 1.42272 | 1.43283 | 0.00000 | 7.73 | 9196.59 |
| 107 | 2024.12.16 06:00 | buy | 54 | 1.00 | 1.42279 | 1.41279 | 0.00000 | ||
| 108 | 2024.12.16 11:00 | close | 54 | 1.00 | 1.42291 | 1.41279 | 0.00000 | 8.43 | 9205.02 |
| 109 | 2024.12.18 05:00 | sell | 55 | 1.00 | 1.43177 | 1.44177 | 0.00000 | ||
| 110 | 2024.12.18 06:00 | sell | 56 | 1.00 | 1.43228 | 1.44228 | 0.00000 | ||
| 111 | 2024.12.18 15:00 | close | 55 | 1.00 | 1.43173 | 1.44177 | 0.00000 | 2.79 | 9207.81 |
| 112 | 2024.12.18 16:00 | close | 56 | 1.00 | 1.43137 | 1.44228 | 0.00000 | 63.58 | 9271.39 |
| 113 | 2024.12.19 04:00 | sell | 57 | 1.00 | 1.44299 | 1.45299 | 0.00000 | ||
| 114 | 2024.12.19 10:00 | close | 57 | 1.00 | 1.44230 | 1.45299 | 0.00000 | 47.84 | 9319.23 |
| 115 | 2024.12.27 11:00 | buy | 58 | 1.00 | 1.43969 | 1.42969 | 0.00000 | ||
| 116 | 2024.12.27 12:00 | close | 58 | 1.00 | 1.44023 | 1.42969 | 0.00000 | 37.49 | 9356.72 |
| 117 | 2024.12.30 10:00 | buy | 59 | 1.00 | 1.43993 | 1.42993 | 0.00000 | ||
| 118 | 2024.12.30 11:00 | close | 59 | 1.00 | 1.44088 | 1.42993 | 0.00000 | 65.93 | 9422.65 |
| 119 | 2024.12.31 06:00 | buy | 60 | 1.00 | 1.43505 | 1.42505 | 0.00000 | ||
| 120 | 2024.12.31 10:00 | close | 60 | 1.00 | 1.43671 | 1.42505 | 0.00000 | 115.54 | 9538.19 |
| 121 | 2024.12.31 17:00 | sell | 61 | 1.00 | 1.43807 | 1.44807 | 0.00000 | ||
| 122 | 2024.12.31 18:00 | close | 61 | 1.00 | 1.43804 | 1.44807 | 0.00000 | 2.09 | 9540.28 |
| 123 | 2025.01.03 08:00 | buy | 62 | 1.00 | 1.43936 | 1.42936 | 0.00000 | ||
| 124 | 2025.01.03 10:00 | close | 62 | 1.00 | 1.43972 | 1.42936 | 0.00000 | 25.00 | 9565.28 |
| 125 | 2025.01.06 00:00 | sell | 63 | 1.00 | 1.44418 | 1.45418 | 0.00000 | ||
| 126 | 2025.01.06 02:00 | close | 63 | 1.00 | 1.44400 | 1.45418 | 0.00000 | 12.47 | 9577.75 |