Strategy Tester Report
LSMA_exp_04
| 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 | extRperiod=48; extQualforHowLong=5; extLots=0.1; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (25) | ||
| Total net profit | -125.20 | Gross profit | 79.11 | Gross loss | -204.31 |
| Profit factor | 0.39 | Expected payoff | -1.69 | ||
| Absolute drawdown | 134.74 | Maximal drawdown | 134.74 (1.35%) | Relative drawdown | 1.35% (134.74) |
| Total trades | 74 | Short positions (won %) | 31 (16.13%) | Long positions (won %) | 43 (13.95%) |
| Profit trades (% of total) | 11 (14.86%) | Loss trades (% of total) | 63 (85.14%) | ||
| Largest | profit trade | 16.88 | loss trade | -3.63 | |
| Average | profit trade | 7.19 | loss trade | -3.24 | |
| Maximum | consecutive wins (profit in money) | 2 (21.92) | consecutive losses (loss in money) | 15 (-53.54) | |
| Maximal | consecutive profit (count of wins) | 21.92 (2) | consecutive loss (count of losses) | -53.54 (15) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 02:00 | buy | 1 | 0.10 | 1.35075 | 1.35025 | 0.00000 | ||
| 2 | 2024.10.03 03:00 | close | 1 | 0.10 | 1.35066 | 1.35025 | 0.00000 | -0.67 | 9999.33 |
| 3 | 2024.10.14 06:00 | buy | 2 | 0.10 | 1.37811 | 1.37761 | 0.00000 | ||
| 4 | 2024.10.14 06:13 | s/l | 2 | 0.10 | 1.37761 | 1.37761 | 0.00000 | -3.63 | 9995.70 |
| 5 | 2024.10.14 14:00 | buy | 3 | 0.10 | 1.37980 | 1.37930 | 0.00000 | ||
| 6 | 2024.10.14 14:38 | s/l | 3 | 0.10 | 1.37930 | 1.37930 | 0.00000 | -3.63 | 9992.07 |
| 7 | 2024.10.15 06:00 | buy | 4 | 0.10 | 1.38049 | 1.37999 | 0.00000 | ||
| 8 | 2024.10.15 06:27 | s/l | 4 | 0.10 | 1.37999 | 1.37999 | 0.00000 | -3.62 | 9988.45 |
| 9 | 2024.10.16 00:00 | sell | 5 | 0.10 | 1.37736 | 1.37786 | 0.00000 | ||
| 10 | 2024.10.16 01:00 | close | 5 | 0.10 | 1.37761 | 1.37786 | 0.00000 | -1.81 | 9986.64 |
| 11 | 2024.10.17 14:00 | buy | 6 | 0.10 | 1.37820 | 1.37770 | 0.00000 | ||
| 12 | 2024.10.17 14:03 | s/l | 6 | 0.10 | 1.37770 | 1.37770 | 0.00000 | -3.63 | 9983.01 |
| 13 | 2024.10.21 12:00 | buy | 7 | 0.10 | 1.38165 | 1.38115 | 0.00000 | ||
| 14 | 2024.10.21 12:08 | s/l | 7 | 0.10 | 1.38115 | 1.38115 | 0.00000 | -3.62 | 9979.39 |
| 15 | 2024.10.22 18:00 | sell | 8 | 0.10 | 1.38203 | 1.38253 | 0.00000 | ||
| 16 | 2024.10.22 18:03 | s/l | 8 | 0.10 | 1.38253 | 1.38253 | 0.00000 | -3.62 | 9975.77 |
| 17 | 2024.10.23 18:00 | buy | 9 | 0.10 | 1.38479 | 1.38429 | 0.00000 | ||
| 18 | 2024.10.23 18:46 | s/l | 9 | 0.10 | 1.38429 | 1.38429 | 0.00000 | -3.61 | 9972.16 |
| 19 | 2024.10.24 10:00 | sell | 10 | 0.10 | 1.38245 | 1.38295 | 0.00000 | ||
| 20 | 2024.10.24 11:00 | close | 10 | 0.10 | 1.38201 | 1.38295 | 0.00000 | 3.18 | 9975.34 |
| 21 | 2024.10.24 21:00 | buy | 11 | 0.10 | 1.38571 | 1.38521 | 0.00000 | ||
| 22 | 2024.10.24 21:12 | s/l | 11 | 0.10 | 1.38521 | 1.38521 | 0.00000 | -3.61 | 9971.73 |
| 23 | 2024.10.25 16:00 | buy | 12 | 0.10 | 1.38422 | 1.38372 | 0.00000 | ||
| 24 | 2024.10.25 17:00 | close | 12 | 0.10 | 1.38587 | 1.38372 | 0.00000 | 11.91 | 9983.64 |
| 25 | 2024.10.28 22:00 | buy | 13 | 0.10 | 1.38973 | 1.38923 | 0.00000 | ||
| 26 | 2024.10.28 22:03 | s/l | 13 | 0.10 | 1.38923 | 1.38923 | 0.00000 | -3.60 | 9980.04 |
| 27 | 2024.10.29 13:00 | sell | 14 | 0.10 | 1.38790 | 1.38840 | 0.00000 | ||
| 28 | 2024.10.29 14:00 | close | 14 | 0.10 | 1.38836 | 1.38840 | 0.00000 | -3.31 | 9976.73 |
| 29 | 2024.10.29 23:00 | buy | 15 | 0.10 | 1.39190 | 1.39140 | 0.00000 | ||
| 30 | 2024.10.29 23:03 | s/l | 15 | 0.10 | 1.39140 | 1.39140 | 0.00000 | -3.59 | 9973.14 |
| 31 | 2024.10.30 17:00 | buy | 16 | 0.10 | 1.39166 | 1.39116 | 0.00000 | ||
| 32 | 2024.10.30 17:03 | s/l | 16 | 0.10 | 1.39116 | 1.39116 | 0.00000 | -3.59 | 9969.55 |
| 33 | 2024.10.31 01:00 | sell | 17 | 0.10 | 1.38993 | 1.39043 | 0.00000 | ||
| 34 | 2024.10.31 01:10 | s/l | 17 | 0.10 | 1.39043 | 1.39043 | 0.00000 | -3.60 | 9965.95 |
| 35 | 2024.10.31 13:00 | sell | 18 | 0.10 | 1.39177 | 1.39227 | 0.00000 | ||
| 36 | 2024.10.31 13:03 | s/l | 18 | 0.10 | 1.39227 | 1.39227 | 0.00000 | -3.59 | 9962.36 |
| 37 | 2024.11.01 03:00 | buy | 19 | 0.10 | 1.39371 | 1.39321 | 0.00000 | ||
| 38 | 2024.11.01 03:13 | s/l | 19 | 0.10 | 1.39321 | 1.39321 | 0.00000 | -3.59 | 9958.77 |
| 39 | 2024.11.01 23:00 | buy | 20 | 0.10 | 1.39580 | 1.39530 | 0.00000 | ||
| 40 | 2024.11.01 23:33 | s/l | 20 | 0.10 | 1.39530 | 1.39530 | 0.00000 | -3.58 | 9955.19 |
| 41 | 2024.11.04 05:00 | sell | 21 | 0.10 | 1.39062 | 1.39112 | 0.00000 | ||
| 42 | 2024.11.04 06:00 | close | 21 | 0.10 | 1.38969 | 1.39112 | 0.00000 | 6.69 | 9961.88 |
| 43 | 2024.11.06 07:00 | buy | 22 | 0.10 | 1.39058 | 1.39008 | 0.00000 | ||
| 44 | 2024.11.06 07:01 | s/l | 22 | 0.10 | 1.39008 | 1.39008 | 0.00000 | -3.60 | 9958.28 |
| 45 | 2024.11.07 10:00 | sell | 23 | 0.10 | 1.38867 | 1.38917 | 0.00000 | ||
| 46 | 2024.11.07 11:00 | close | 23 | 0.10 | 1.38797 | 1.38917 | 0.00000 | 5.04 | 9963.32 |
| 47 | 2024.11.08 18:00 | buy | 24 | 0.10 | 1.38986 | 1.38936 | 0.00000 | ||
| 48 | 2024.11.08 19:00 | close | 24 | 0.10 | 1.39221 | 1.38936 | 0.00000 | 16.88 | 9980.20 |
| 49 | 2024.11.12 02:00 | sell | 25 | 0.10 | 1.39196 | 1.39246 | 0.00000 | ||
| 50 | 2024.11.12 02:02 | s/l | 25 | 0.10 | 1.39246 | 1.39246 | 0.00000 | -3.59 | 9976.61 |
| 51 | 2024.11.12 08:00 | buy | 26 | 0.10 | 1.39496 | 1.39446 | 0.00000 | ||
| 52 | 2024.11.12 09:00 | close | 26 | 0.10 | 1.39462 | 1.39446 | 0.00000 | -2.44 | 9974.17 |
| 53 | 2024.11.13 09:00 | buy | 27 | 0.10 | 1.39585 | 1.39535 | 0.00000 | ||
| 54 | 2024.11.13 09:43 | s/l | 27 | 0.10 | 1.39535 | 1.39535 | 0.00000 | -3.58 | 9970.59 |
| 55 | 2024.11.13 19:00 | buy | 28 | 0.10 | 1.39872 | 1.39822 | 0.00000 | ||
| 56 | 2024.11.13 19:02 | s/l | 28 | 0.10 | 1.39822 | 1.39822 | 0.00000 | -3.58 | 9967.01 |
| 57 | 2024.11.15 20:00 | buy | 29 | 0.10 | 1.40829 | 1.40779 | 0.00000 | ||
| 58 | 2024.11.15 20:07 | s/l | 29 | 0.10 | 1.40779 | 1.40779 | 0.00000 | -3.55 | 9963.46 |
| 59 | 2024.11.18 20:00 | sell | 30 | 0.10 | 1.40128 | 1.40178 | 0.00000 | ||
| 60 | 2024.11.18 20:02 | s/l | 30 | 0.10 | 1.40178 | 1.40178 | 0.00000 | -3.57 | 9959.89 |
| 61 | 2024.11.20 15:00 | buy | 31 | 0.10 | 1.39793 | 1.39743 | 0.00000 | ||
| 62 | 2024.11.20 16:00 | close | 31 | 0.10 | 1.39869 | 1.39743 | 0.00000 | 5.43 | 9965.32 |
| 63 | 2024.11.21 16:00 | buy | 32 | 0.10 | 1.39646 | 1.39596 | 0.00000 | ||
| 64 | 2024.11.21 16:03 | s/l | 32 | 0.10 | 1.39596 | 1.39596 | 0.00000 | -3.58 | 9961.74 |
| 65 | 2024.11.21 21:00 | sell | 33 | 0.10 | 1.39598 | 1.39648 | 0.00000 | ||
| 66 | 2024.11.21 21:06 | s/l | 33 | 0.10 | 1.39648 | 1.39648 | 0.00000 | -3.58 | 9958.16 |
| 67 | 2024.11.22 07:00 | sell | 34 | 0.10 | 1.39742 | 1.39792 | 0.00000 | ||
| 68 | 2024.11.22 07:02 | s/l | 34 | 0.10 | 1.39792 | 1.39792 | 0.00000 | -3.58 | 9954.58 |
| 69 | 2024.11.22 15:00 | buy | 35 | 0.10 | 1.39863 | 1.39813 | 0.00000 | ||
| 70 | 2024.11.22 15:02 | s/l | 35 | 0.10 | 1.39813 | 1.39813 | 0.00000 | -3.58 | 9951.00 |
| 71 | 2024.11.25 05:00 | sell | 36 | 0.10 | 1.39371 | 1.39421 | 0.00000 | ||
| 72 | 2024.11.25 05:03 | s/l | 36 | 0.10 | 1.39421 | 1.39421 | 0.00000 | -3.59 | 9947.41 |
| 73 | 2024.11.25 22:00 | buy | 37 | 0.10 | 1.39792 | 1.39742 | 0.00000 | ||
| 74 | 2024.11.25 22:13 | s/l | 37 | 0.10 | 1.39742 | 1.39742 | 0.00000 | -3.58 | 9943.83 |
| 75 | 2024.11.27 05:00 | sell | 38 | 0.10 | 1.40597 | 1.40647 | 0.00000 | ||
| 76 | 2024.11.27 05:03 | s/l | 38 | 0.10 | 1.40647 | 1.40647 | 0.00000 | -3.55 | 9940.28 |
| 77 | 2024.11.28 15:00 | sell | 39 | 0.10 | 1.40104 | 1.40154 | 0.00000 | ||
| 78 | 2024.11.28 15:05 | s/l | 39 | 0.10 | 1.40154 | 1.40154 | 0.00000 | -3.57 | 9936.71 |
| 79 | 2024.11.28 21:00 | sell | 40 | 0.10 | 1.40080 | 1.40130 | 0.00000 | ||
| 80 | 2024.11.28 21:33 | s/l | 40 | 0.10 | 1.40130 | 1.40130 | 0.00000 | -3.57 | 9933.14 |
| 81 | 2024.11.29 17:00 | buy | 41 | 0.10 | 1.40232 | 1.40182 | 0.00000 | ||
| 82 | 2024.11.29 17:00 | s/l | 41 | 0.10 | 1.40182 | 1.40182 | 0.00000 | -3.57 | 9929.57 |
| 83 | 2024.12.02 06:00 | buy | 42 | 0.10 | 1.40360 | 1.40310 | 0.00000 | ||
| 84 | 2024.12.02 06:32 | s/l | 42 | 0.10 | 1.40310 | 1.40310 | 0.00000 | -3.56 | 9926.01 |
| 85 | 2024.12.03 12:00 | sell | 43 | 0.10 | 1.40196 | 1.40246 | 0.00000 | ||
| 86 | 2024.12.03 12:03 | s/l | 43 | 0.10 | 1.40246 | 1.40246 | 0.00000 | -3.57 | 9922.44 |
| 87 | 2024.12.04 06:00 | buy | 44 | 0.10 | 1.40813 | 1.40763 | 0.00000 | ||
| 88 | 2024.12.04 06:03 | s/l | 44 | 0.10 | 1.40763 | 1.40763 | 0.00000 | -3.55 | 9918.89 |
| 89 | 2024.12.04 19:00 | buy | 45 | 0.10 | 1.40714 | 1.40664 | 0.00000 | ||
| 90 | 2024.12.04 19:08 | s/l | 45 | 0.10 | 1.40664 | 1.40664 | 0.00000 | -3.55 | 9915.34 |
| 91 | 2024.12.05 14:00 | sell | 46 | 0.10 | 1.40538 | 1.40588 | 0.00000 | ||
| 92 | 2024.12.05 14:03 | s/l | 46 | 0.10 | 1.40588 | 1.40588 | 0.00000 | -3.56 | 9911.78 |
| 93 | 2024.12.06 19:00 | buy | 47 | 0.10 | 1.41470 | 1.41420 | 0.00000 | ||
| 94 | 2024.12.06 20:00 | close | 47 | 0.10 | 1.41535 | 1.41420 | 0.00000 | 4.59 | 9916.37 |
| 95 | 2024.12.10 00:00 | buy | 48 | 0.10 | 1.41729 | 1.41679 | 0.00000 | ||
| 96 | 2024.12.10 00:02 | s/l | 48 | 0.10 | 1.41679 | 1.41679 | 0.00000 | -3.53 | 9912.84 |
| 97 | 2024.12.10 12:00 | sell | 49 | 0.10 | 1.41761 | 1.41811 | 0.00000 | ||
| 98 | 2024.12.10 13:00 | close | 49 | 0.10 | 1.41683 | 1.41811 | 0.00000 | 5.51 | 9918.35 |
| 99 | 2024.12.11 02:00 | buy | 50 | 0.10 | 1.41767 | 1.41717 | 0.00000 | ||
| 100 | 2024.12.11 02:40 | s/l | 50 | 0.10 | 1.41717 | 1.41717 | 0.00000 | -3.53 | 9914.82 |
| 101 | 2024.12.11 10:00 | buy | 51 | 0.10 | 1.41917 | 1.41867 | 0.00000 | ||
| 102 | 2024.12.11 10:02 | s/l | 51 | 0.10 | 1.41867 | 1.41867 | 0.00000 | -3.52 | 9911.30 |
| 103 | 2024.12.11 19:00 | sell | 52 | 0.10 | 1.41253 | 1.41303 | 0.00000 | ||
| 104 | 2024.12.11 19:07 | s/l | 52 | 0.10 | 1.41303 | 1.41303 | 0.00000 | -3.54 | 9907.76 |
| 105 | 2024.12.12 19:00 | buy | 53 | 0.10 | 1.41813 | 1.41763 | 0.00000 | ||
| 106 | 2024.12.12 19:08 | s/l | 53 | 0.10 | 1.41763 | 1.41763 | 0.00000 | -3.53 | 9904.23 |
| 107 | 2024.12.16 07:00 | sell | 54 | 0.10 | 1.42229 | 1.42279 | 0.00000 | ||
| 108 | 2024.12.16 07:55 | s/l | 54 | 0.10 | 1.42279 | 1.42279 | 0.00000 | -3.51 | 9900.72 |
| 109 | 2024.12.16 21:00 | sell | 55 | 0.10 | 1.42275 | 1.42325 | 0.00000 | ||
| 110 | 2024.12.16 21:17 | s/l | 55 | 0.10 | 1.42325 | 1.42325 | 0.00000 | -3.51 | 9897.21 |
| 111 | 2024.12.17 08:00 | buy | 56 | 0.10 | 1.42651 | 1.42601 | 0.00000 | ||
| 112 | 2024.12.17 09:00 | close | 56 | 0.10 | 1.42643 | 1.42601 | 0.00000 | -0.56 | 9896.65 |
| 113 | 2024.12.19 02:00 | buy | 57 | 0.10 | 1.44637 | 1.44587 | 0.00000 | ||
| 114 | 2024.12.19 02:01 | s/l | 57 | 0.10 | 1.44587 | 1.44587 | 0.00000 | -3.46 | 9893.19 |
| 115 | 2024.12.19 18:00 | sell | 58 | 0.10 | 1.43682 | 1.43732 | 0.00000 | ||
| 116 | 2024.12.19 19:00 | close | 58 | 0.10 | 1.43700 | 1.43732 | 0.00000 | -1.25 | 9891.94 |
| 117 | 2024.12.20 07:00 | buy | 59 | 0.10 | 1.44245 | 1.44195 | 0.00000 | ||
| 118 | 2024.12.20 07:37 | s/l | 59 | 0.10 | 1.44195 | 1.44195 | 0.00000 | -3.47 | 9888.47 |
| 119 | 2024.12.20 13:00 | sell | 60 | 0.10 | 1.43807 | 1.43857 | 0.00000 | ||
| 120 | 2024.12.20 13:01 | s/l | 60 | 0.10 | 1.43857 | 1.43857 | 0.00000 | -3.48 | 9884.99 |
| 121 | 2024.12.23 12:00 | buy | 61 | 0.10 | 1.43850 | 1.43800 | 0.00000 | ||
| 122 | 2024.12.23 13:00 | close | 61 | 0.10 | 1.43990 | 1.43800 | 0.00000 | 9.72 | 9894.71 |
| 123 | 2024.12.23 23:00 | sell | 62 | 0.10 | 1.43700 | 1.43750 | 0.00000 | ||
| 124 | 2024.12.24 00:00 | close | 62 | 0.10 | 1.43716 | 1.43750 | 0.00000 | -1.11 | 9893.60 |
| 125 | 2024.12.24 06:00 | buy | 63 | 0.10 | 1.43848 | 1.43798 | 0.00000 | ||
| 126 | 2024.12.24 06:23 | s/l | 63 | 0.10 | 1.43798 | 1.43798 | 0.00000 | -3.48 | 9890.12 |
| 127 | 2024.12.24 21:00 | sell | 64 | 0.10 | 1.43631 | 1.43681 | 0.00000 | ||
| 128 | 2024.12.26 07:00 | close | 64 | 0.10 | 1.43638 | 1.43681 | 0.00000 | -0.49 | 9889.63 |
| 129 | 2024.12.26 21:00 | buy | 65 | 0.10 | 1.44149 | 1.44099 | 0.00000 | ||
| 130 | 2024.12.26 22:00 | close | 65 | 0.10 | 1.44139 | 1.44099 | 0.00000 | -0.69 | 9888.94 |
| 131 | 2024.12.27 21:00 | buy | 66 | 0.10 | 1.44245 | 1.44195 | 0.00000 | ||
| 132 | 2024.12.27 21:10 | s/l | 66 | 0.10 | 1.44195 | 1.44195 | 0.00000 | -3.47 | 9885.47 |
| 133 | 2024.12.30 06:00 | sell | 67 | 0.10 | 1.43965 | 1.44015 | 0.00000 | ||
| 134 | 2024.12.30 06:17 | s/l | 67 | 0.10 | 1.44015 | 1.44015 | 0.00000 | -3.47 | 9882.00 |
| 135 | 2024.12.30 16:00 | sell | 68 | 0.10 | 1.44072 | 1.44122 | 0.00000 | ||
| 136 | 2024.12.30 16:00 | s/l | 68 | 0.10 | 1.44122 | 1.44122 | 0.00000 | -3.47 | 9878.53 |
| 137 | 2024.12.30 22:00 | sell | 69 | 0.10 | 1.43583 | 1.43633 | 0.00000 | ||
| 138 | 2024.12.30 22:01 | s/l | 69 | 0.10 | 1.43633 | 1.43633 | 0.00000 | -3.48 | 9875.05 |
| 139 | 2024.12.31 17:00 | buy | 70 | 0.10 | 1.43832 | 1.43782 | 0.00000 | ||
| 140 | 2024.12.31 17:00 | s/l | 70 | 0.10 | 1.43782 | 1.43782 | 0.00000 | -3.48 | 9871.57 |
| 141 | 2025.01.03 08:00 | sell | 71 | 0.10 | 1.43917 | 1.43967 | 0.00000 | ||
| 142 | 2025.01.03 09:00 | close | 71 | 0.10 | 1.43872 | 1.43967 | 0.00000 | 3.13 | 9874.70 |
| 143 | 2025.01.03 22:00 | buy | 72 | 0.10 | 1.44502 | 1.44452 | 0.00000 | ||
| 144 | 2025.01.03 22:03 | s/l | 72 | 0.10 | 1.44452 | 1.44452 | 0.00000 | -3.46 | 9871.24 |
| 145 | 2025.01.06 08:00 | sell | 73 | 0.10 | 1.43888 | 1.43938 | 0.00000 | ||
| 146 | 2025.01.06 08:07 | s/l | 73 | 0.10 | 1.43938 | 1.43938 | 0.00000 | -3.47 | 9867.77 |
| 147 | 2025.01.07 22:00 | buy | 74 | 0.10 | 1.43491 | 1.43441 | 0.00000 | ||
| 148 | 2025.01.07 23:00 | close | 74 | 0.10 | 1.43592 | 1.43441 | 0.00000 | 7.03 | 9874.80 |