Strategy Tester Report
LSMA_exp_04
| Symbol | GBPUSD (Great Britain Pound 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 | extRperiod=48; extQualforHowLong=5; extLots=0.1; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (12) | ||
| Total net profit | -151.20 | Gross profit | 117.60 | Gross loss | -268.80 |
| Profit factor | 0.44 | Expected payoff | -2.02 | ||
| Absolute drawdown | 172.50 | Maximal drawdown | 173.60 (1.74%) | Relative drawdown | 1.74% (173.60) |
| Total trades | 75 | Short positions (won %) | 38 (23.68%) | Long positions (won %) | 37 (24.32%) |
| Profit trades (% of total) | 18 (24.00%) | Loss trades (% of total) | 57 (76.00%) | ||
| Largest | profit trade | 17.50 | loss trade | -5.00 | |
| Average | profit trade | 6.53 | loss trade | -4.72 | |
| Maximum | consecutive wins (profit in money) | 2 (14.90) | consecutive losses (loss in money) | 7 (-35.00) | |
| Maximal | consecutive profit (count of wins) | 17.50 (1) | consecutive loss (count of losses) | -35.00 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 06:00 | buy | 1 | 0.10 | 1.32524 | 1.32474 | 0.00000 | ||
| 2 | 2024.10.03 06:35 | s/l | 1 | 0.10 | 1.32474 | 1.32474 | 0.00000 | -5.00 | 9995.00 |
| 3 | 2024.10.03 13:00 | sell | 2 | 0.10 | 1.31158 | 1.31208 | 0.00000 | ||
| 4 | 2024.10.03 13:13 | s/l | 2 | 0.10 | 1.31208 | 1.31208 | 0.00000 | -5.00 | 9990.00 |
| 5 | 2024.10.04 15:00 | buy | 3 | 0.10 | 1.31702 | 1.31652 | 0.00000 | ||
| 6 | 2024.10.04 15:13 | s/l | 3 | 0.10 | 1.31652 | 1.31652 | 0.00000 | -5.00 | 9985.00 |
| 7 | 2024.10.07 00:00 | buy | 4 | 0.10 | 1.31158 | 1.31108 | 0.00000 | ||
| 8 | 2024.10.07 00:09 | s/l | 4 | 0.10 | 1.31108 | 1.31108 | 0.00000 | -5.00 | 9980.00 |
| 9 | 2024.10.07 16:00 | sell | 5 | 0.10 | 1.30780 | 1.30830 | 0.00000 | ||
| 10 | 2024.10.07 16:03 | s/l | 5 | 0.10 | 1.30830 | 1.30830 | 0.00000 | -5.00 | 9975.00 |
| 11 | 2024.10.08 15:00 | buy | 6 | 0.10 | 1.31055 | 1.31005 | 0.00000 | ||
| 12 | 2024.10.08 15:32 | s/l | 6 | 0.10 | 1.31005 | 1.31005 | 0.00000 | -5.00 | 9970.00 |
| 13 | 2024.10.09 01:00 | buy | 7 | 0.10 | 1.31042 | 1.30992 | 0.00000 | ||
| 14 | 2024.10.09 02:00 | close | 7 | 0.10 | 1.31036 | 1.30992 | 0.00000 | -0.60 | 9969.40 |
| 15 | 2024.10.09 16:00 | sell | 8 | 0.10 | 1.30820 | 1.30870 | 0.00000 | ||
| 16 | 2024.10.09 17:00 | close | 8 | 0.10 | 1.30755 | 1.30870 | 0.00000 | 6.50 | 9975.90 |
| 17 | 2024.10.10 21:00 | sell | 9 | 0.10 | 1.30464 | 1.30514 | 0.00000 | ||
| 18 | 2024.10.10 21:40 | s/l | 9 | 0.10 | 1.30514 | 1.30514 | 0.00000 | -5.00 | 9970.90 |
| 19 | 2024.10.11 15:00 | buy | 10 | 0.10 | 1.30614 | 1.30564 | 0.00000 | ||
| 20 | 2024.10.11 15:43 | s/l | 10 | 0.10 | 1.30564 | 1.30564 | 0.00000 | -5.00 | 9965.90 |
| 21 | 2024.10.14 06:00 | sell | 11 | 0.10 | 1.30524 | 1.30574 | 0.00000 | ||
| 22 | 2024.10.14 06:12 | s/l | 11 | 0.10 | 1.30574 | 1.30574 | 0.00000 | -5.00 | 9960.90 |
| 23 | 2024.10.14 11:00 | buy | 12 | 0.10 | 1.30627 | 1.30577 | 0.00000 | ||
| 24 | 2024.10.14 11:16 | s/l | 12 | 0.10 | 1.30577 | 1.30577 | 0.00000 | -5.00 | 9955.90 |
| 25 | 2024.10.14 19:00 | sell | 13 | 0.10 | 1.30485 | 1.30535 | 0.00000 | ||
| 26 | 2024.10.14 19:53 | s/l | 13 | 0.10 | 1.30535 | 1.30535 | 0.00000 | -5.00 | 9950.90 |
| 27 | 2024.10.15 06:00 | buy | 14 | 0.10 | 1.30656 | 1.30606 | 0.00000 | ||
| 28 | 2024.10.15 06:18 | s/l | 14 | 0.10 | 1.30606 | 1.30606 | 0.00000 | -5.00 | 9945.90 |
| 29 | 2024.10.15 15:00 | buy | 15 | 0.10 | 1.30768 | 1.30718 | 0.00000 | ||
| 30 | 2024.10.15 16:00 | close | 15 | 0.10 | 1.30877 | 1.30718 | 0.00000 | 10.90 | 9956.80 |
| 31 | 2024.10.16 09:00 | buy | 16 | 0.10 | 1.30729 | 1.30679 | 0.00000 | ||
| 32 | 2024.10.16 09:00 | s/l | 16 | 0.10 | 1.30679 | 1.30679 | 0.00000 | -5.00 | 9951.80 |
| 33 | 2024.10.16 14:00 | sell | 17 | 0.10 | 1.30146 | 1.30196 | 0.00000 | ||
| 34 | 2024.10.16 14:10 | s/l | 17 | 0.10 | 1.30196 | 1.30196 | 0.00000 | -5.00 | 9946.80 |
| 35 | 2024.10.17 18:00 | buy | 18 | 0.10 | 1.29981 | 1.29931 | 0.00000 | ||
| 36 | 2024.10.17 18:08 | s/l | 18 | 0.10 | 1.29931 | 1.29931 | 0.00000 | -5.00 | 9941.80 |
| 37 | 2024.10.21 12:00 | sell | 19 | 0.10 | 1.30258 | 1.30308 | 0.00000 | ||
| 38 | 2024.10.21 12:28 | s/l | 19 | 0.10 | 1.30308 | 1.30308 | 0.00000 | -5.00 | 9936.80 |
| 39 | 2024.10.22 16:00 | sell | 20 | 0.10 | 1.29553 | 1.29603 | 0.00000 | ||
| 40 | 2024.10.22 16:12 | s/l | 20 | 0.10 | 1.29603 | 1.29603 | 0.00000 | -5.00 | 9931.80 |
| 41 | 2024.10.23 06:00 | buy | 21 | 0.10 | 1.29894 | 1.29844 | 0.00000 | ||
| 42 | 2024.10.23 06:30 | s/l | 21 | 0.10 | 1.29844 | 1.29844 | 0.00000 | -5.00 | 9926.80 |
| 43 | 2024.10.23 19:00 | sell | 22 | 0.10 | 1.29430 | 1.29480 | 0.00000 | ||
| 44 | 2024.10.23 19:01 | s/l | 22 | 0.10 | 1.29480 | 1.29480 | 0.00000 | -5.00 | 9921.80 |
| 45 | 2024.10.24 14:00 | buy | 23 | 0.10 | 1.29697 | 1.29647 | 0.00000 | ||
| 46 | 2024.10.24 15:00 | close | 23 | 0.10 | 1.29723 | 1.29647 | 0.00000 | 2.60 | 9924.40 |
| 47 | 2024.10.28 01:00 | sell | 24 | 0.10 | 1.29599 | 1.29649 | 0.00000 | ||
| 48 | 2024.10.28 01:17 | s/l | 24 | 0.10 | 1.29649 | 1.29649 | 0.00000 | -5.00 | 9919.40 |
| 49 | 2024.10.28 16:00 | buy | 25 | 0.10 | 1.29885 | 1.29835 | 0.00000 | ||
| 50 | 2024.10.28 16:17 | s/l | 25 | 0.10 | 1.29835 | 1.29835 | 0.00000 | -5.00 | 9914.40 |
| 51 | 2024.10.29 10:00 | sell | 26 | 0.10 | 1.29691 | 1.29741 | 0.00000 | ||
| 52 | 2024.10.29 10:55 | s/l | 26 | 0.10 | 1.29741 | 1.29741 | 0.00000 | -5.00 | 9909.40 |
| 53 | 2024.10.29 15:00 | buy | 27 | 0.10 | 1.29867 | 1.29817 | 0.00000 | ||
| 54 | 2024.10.29 15:02 | s/l | 27 | 0.10 | 1.29817 | 1.29817 | 0.00000 | -5.00 | 9904.40 |
| 55 | 2024.10.31 01:00 | sell | 28 | 0.10 | 1.29618 | 1.29668 | 0.00000 | ||
| 56 | 2024.10.31 02:00 | close | 28 | 0.10 | 1.29581 | 1.29668 | 0.00000 | 3.70 | 9908.10 |
| 57 | 2024.10.31 16:00 | sell | 29 | 0.10 | 1.29777 | 1.29827 | 0.00000 | ||
| 58 | 2024.10.31 16:02 | s/l | 29 | 0.10 | 1.29827 | 1.29827 | 0.00000 | -5.00 | 9903.10 |
| 59 | 2024.11.01 19:00 | buy | 30 | 0.10 | 1.29599 | 1.29549 | 0.00000 | ||
| 60 | 2024.11.01 19:12 | s/l | 30 | 0.10 | 1.29549 | 1.29549 | 0.00000 | -5.00 | 9898.10 |
| 61 | 2024.11.04 23:00 | sell | 31 | 0.10 | 1.29522 | 1.29572 | 0.00000 | ||
| 62 | 2024.11.04 23:52 | s/l | 31 | 0.10 | 1.29572 | 1.29572 | 0.00000 | -5.00 | 9893.10 |
| 63 | 2024.11.05 18:00 | buy | 32 | 0.10 | 1.30023 | 1.29973 | 0.00000 | ||
| 64 | 2024.11.05 19:00 | close | 32 | 0.10 | 1.30138 | 1.29973 | 0.00000 | 11.50 | 9904.60 |
| 65 | 2024.11.06 07:00 | sell | 33 | 0.10 | 1.29112 | 1.29162 | 0.00000 | ||
| 66 | 2024.11.06 07:01 | s/l | 33 | 0.10 | 1.29162 | 1.29162 | 0.00000 | -5.00 | 9899.60 |
| 67 | 2024.11.07 18:00 | buy | 34 | 0.10 | 1.29967 | 1.29917 | 0.00000 | ||
| 68 | 2024.11.07 18:02 | s/l | 34 | 0.10 | 1.29917 | 1.29917 | 0.00000 | -5.00 | 9894.60 |
| 69 | 2024.11.08 18:00 | sell | 35 | 0.10 | 1.29376 | 1.29426 | 0.00000 | ||
| 70 | 2024.11.08 18:00 | s/l | 35 | 0.10 | 1.29426 | 1.29426 | 0.00000 | -5.00 | 9889.60 |
| 71 | 2024.11.14 23:00 | sell | 36 | 0.10 | 1.26563 | 1.26613 | 0.00000 | ||
| 72 | 2024.11.14 23:03 | s/l | 36 | 0.10 | 1.26613 | 1.26613 | 0.00000 | -5.00 | 9884.60 |
| 73 | 2024.11.15 21:00 | sell | 37 | 0.10 | 1.26298 | 1.26348 | 0.00000 | ||
| 74 | 2024.11.15 22:00 | close | 37 | 0.10 | 1.26123 | 1.26348 | 0.00000 | 17.50 | 9902.10 |
| 75 | 2024.11.18 21:00 | buy | 38 | 0.10 | 1.26810 | 1.26760 | 0.00000 | ||
| 76 | 2024.11.18 21:17 | s/l | 38 | 0.10 | 1.26760 | 1.26760 | 0.00000 | -5.00 | 9897.10 |
| 77 | 2024.11.19 22:00 | buy | 39 | 0.10 | 1.26768 | 1.26718 | 0.00000 | ||
| 78 | 2024.11.19 23:00 | close | 39 | 0.10 | 1.26769 | 1.26718 | 0.00000 | 0.10 | 9897.20 |
| 79 | 2024.11.20 15:00 | sell | 40 | 0.10 | 1.26665 | 1.26715 | 0.00000 | ||
| 80 | 2024.11.20 15:03 | s/l | 40 | 0.10 | 1.26715 | 1.26715 | 0.00000 | -5.00 | 9892.20 |
| 81 | 2024.11.21 11:00 | sell | 41 | 0.10 | 1.26400 | 1.26450 | 0.00000 | ||
| 82 | 2024.11.21 12:00 | close | 41 | 0.10 | 1.26328 | 1.26450 | 0.00000 | 7.20 | 9899.40 |
| 83 | 2024.11.25 05:00 | buy | 42 | 0.10 | 1.26016 | 1.25966 | 0.00000 | ||
| 84 | 2024.11.25 05:03 | s/l | 42 | 0.10 | 1.25966 | 1.25966 | 0.00000 | -5.00 | 9894.40 |
| 85 | 2024.11.26 00:00 | buy | 43 | 0.10 | 1.25679 | 1.25629 | 0.00000 | ||
| 86 | 2024.11.26 00:02 | s/l | 43 | 0.10 | 1.25629 | 1.25629 | 0.00000 | -5.00 | 9889.40 |
| 87 | 2024.11.26 12:00 | sell | 44 | 0.10 | 1.25709 | 1.25759 | 0.00000 | ||
| 88 | 2024.11.26 12:02 | s/l | 44 | 0.10 | 1.25759 | 1.25759 | 0.00000 | -5.00 | 9884.40 |
| 89 | 2024.11.26 20:00 | sell | 45 | 0.10 | 1.25366 | 1.25416 | 0.00000 | ||
| 90 | 2024.11.26 21:00 | close | 45 | 0.10 | 1.25354 | 1.25416 | 0.00000 | 1.20 | 9885.60 |
| 91 | 2024.11.27 05:00 | buy | 46 | 0.10 | 1.25751 | 1.25701 | 0.00000 | ||
| 92 | 2024.11.27 05:10 | s/l | 46 | 0.10 | 1.25701 | 1.25701 | 0.00000 | -5.00 | 9880.60 |
| 93 | 2024.11.29 15:00 | sell | 47 | 0.10 | 1.26978 | 1.27028 | 0.00000 | ||
| 94 | 2024.11.29 15:03 | s/l | 47 | 0.10 | 1.27028 | 1.27028 | 0.00000 | -5.00 | 9875.60 |
| 95 | 2024.11.29 22:00 | buy | 48 | 0.10 | 1.27403 | 1.27353 | 0.00000 | ||
| 96 | 2024.11.29 22:03 | s/l | 48 | 0.10 | 1.27353 | 1.27353 | 0.00000 | -5.00 | 9870.60 |
| 97 | 2024.12.02 07:00 | sell | 49 | 0.10 | 1.26905 | 1.26955 | 0.00000 | ||
| 98 | 2024.12.02 08:00 | close | 49 | 0.10 | 1.26871 | 1.26955 | 0.00000 | 3.40 | 9874.00 |
| 99 | 2024.12.03 17:00 | sell | 50 | 0.10 | 1.26647 | 1.26697 | 0.00000 | ||
| 100 | 2024.12.03 17:53 | s/l | 50 | 0.10 | 1.26697 | 1.26697 | 0.00000 | -5.00 | 9869.00 |
| 101 | 2024.12.03 22:00 | buy | 51 | 0.10 | 1.26683 | 1.26633 | 0.00000 | ||
| 102 | 2024.12.03 23:00 | close | 51 | 0.10 | 1.26711 | 1.26633 | 0.00000 | 2.80 | 9871.80 |
| 103 | 2024.12.04 11:00 | buy | 52 | 0.10 | 1.26723 | 1.26673 | 0.00000 | ||
| 104 | 2024.12.04 11:00 | s/l | 52 | 0.10 | 1.26673 | 1.26673 | 0.00000 | -5.00 | 9866.80 |
| 105 | 2024.12.04 22:00 | buy | 53 | 0.10 | 1.27011 | 1.26961 | 0.00000 | ||
| 106 | 2024.12.04 22:17 | s/l | 53 | 0.10 | 1.26961 | 1.26961 | 0.00000 | -5.00 | 9861.80 |
| 107 | 2024.12.06 21:00 | sell | 54 | 0.10 | 1.27291 | 1.27341 | 0.00000 | ||
| 108 | 2024.12.06 21:52 | s/l | 54 | 0.10 | 1.27341 | 1.27341 | 0.00000 | -5.00 | 9856.80 |
| 109 | 2024.12.09 14:00 | buy | 55 | 0.10 | 1.27656 | 1.27606 | 0.00000 | ||
| 110 | 2024.12.09 14:36 | s/l | 55 | 0.10 | 1.27606 | 1.27606 | 0.00000 | -5.00 | 9851.80 |
| 111 | 2024.12.09 20:00 | buy | 56 | 0.10 | 1.27711 | 1.27661 | 0.00000 | ||
| 112 | 2024.12.09 20:13 | s/l | 56 | 0.10 | 1.27661 | 1.27661 | 0.00000 | -5.00 | 9846.80 |
| 113 | 2024.12.10 03:00 | sell | 57 | 0.10 | 1.27484 | 1.27534 | 0.00000 | ||
| 114 | 2024.12.10 04:00 | close | 57 | 0.10 | 1.27479 | 1.27534 | 0.00000 | 0.50 | 9847.30 |
| 115 | 2024.12.10 16:00 | buy | 58 | 0.10 | 1.27511 | 1.27461 | 0.00000 | ||
| 116 | 2024.12.10 16:52 | s/l | 58 | 0.10 | 1.27461 | 1.27461 | 0.00000 | -5.00 | 9842.30 |
| 117 | 2024.12.11 01:00 | buy | 59 | 0.10 | 1.27703 | 1.27653 | 0.00000 | ||
| 118 | 2024.12.11 02:00 | close | 59 | 0.10 | 1.27787 | 1.27653 | 0.00000 | 8.40 | 9850.70 |
| 119 | 2024.12.11 10:00 | sell | 60 | 0.10 | 1.27327 | 1.27377 | 0.00000 | ||
| 120 | 2024.12.11 10:02 | s/l | 60 | 0.10 | 1.27377 | 1.27377 | 0.00000 | -5.00 | 9845.70 |
| 121 | 2024.12.12 00:00 | sell | 61 | 0.10 | 1.27493 | 1.27543 | 0.00000 | ||
| 122 | 2024.12.12 01:00 | close | 61 | 0.10 | 1.27502 | 1.27543 | 0.00000 | -0.90 | 9844.80 |
| 123 | 2024.12.12 06:00 | buy | 62 | 0.10 | 1.27663 | 1.27613 | 0.00000 | ||
| 124 | 2024.12.12 07:00 | close | 62 | 0.10 | 1.27651 | 1.27613 | 0.00000 | -1.20 | 9843.60 |
| 125 | 2024.12.12 17:00 | sell | 63 | 0.10 | 1.27313 | 1.27363 | 0.00000 | ||
| 126 | 2024.12.12 17:01 | s/l | 63 | 0.10 | 1.27363 | 1.27363 | 0.00000 | -5.00 | 9838.60 |
| 127 | 2024.12.16 10:00 | buy | 64 | 0.10 | 1.26333 | 1.26283 | 0.00000 | ||
| 128 | 2024.12.16 11:00 | close | 64 | 0.10 | 1.26383 | 1.26283 | 0.00000 | 5.00 | 9843.60 |
| 129 | 2024.12.18 09:00 | sell | 65 | 0.10 | 1.27119 | 1.27169 | 0.00000 | ||
| 130 | 2024.12.18 09:01 | s/l | 65 | 0.10 | 1.27169 | 1.27169 | 0.00000 | -5.00 | 9838.60 |
| 131 | 2024.12.18 18:00 | sell | 66 | 0.10 | 1.26919 | 1.26969 | 0.00000 | ||
| 132 | 2024.12.18 18:26 | s/l | 66 | 0.10 | 1.26969 | 1.26969 | 0.00000 | -5.00 | 9833.60 |
| 133 | 2024.12.19 02:00 | sell | 67 | 0.10 | 1.25669 | 1.25719 | 0.00000 | ||
| 134 | 2024.12.19 02:02 | s/l | 67 | 0.10 | 1.25719 | 1.25719 | 0.00000 | -5.00 | 9828.60 |
| 135 | 2024.12.20 19:00 | buy | 68 | 0.10 | 1.25856 | 1.25806 | 0.00000 | ||
| 136 | 2024.12.20 20:00 | close | 68 | 0.10 | 1.26026 | 1.25806 | 0.00000 | 17.00 | 9845.60 |
| 137 | 2024.12.23 22:00 | sell | 69 | 0.10 | 1.25345 | 1.25395 | 0.00000 | ||
| 138 | 2024.12.23 23:00 | close | 69 | 0.10 | 1.25356 | 1.25395 | 0.00000 | -1.10 | 9844.50 |
| 139 | 2024.12.26 16:00 | buy | 70 | 0.10 | 1.25242 | 1.25192 | 0.00000 | ||
| 140 | 2024.12.26 16:13 | s/l | 70 | 0.10 | 1.25192 | 1.25192 | 0.00000 | -5.00 | 9839.50 |
| 141 | 2024.12.27 03:00 | sell | 71 | 0.10 | 1.25280 | 1.25330 | 0.00000 | ||
| 142 | 2024.12.27 04:00 | close | 71 | 0.10 | 1.25236 | 1.25330 | 0.00000 | 4.40 | 9843.90 |
| 143 | 2024.12.27 17:00 | buy | 72 | 0.10 | 1.25713 | 1.25663 | 0.00000 | ||
| 144 | 2024.12.27 17:03 | s/l | 72 | 0.10 | 1.25663 | 1.25663 | 0.00000 | -5.00 | 9838.90 |
| 145 | 2024.12.30 20:00 | sell | 73 | 0.10 | 1.25438 | 1.25488 | 0.00000 | ||
| 146 | 2024.12.30 20:06 | s/l | 73 | 0.10 | 1.25488 | 1.25488 | 0.00000 | -5.00 | 9833.90 |
| 147 | 2025.01.03 21:00 | buy | 74 | 0.10 | 1.24208 | 1.24158 | 0.00000 | ||
| 148 | 2025.01.03 22:00 | close | 74 | 0.10 | 1.24268 | 1.24158 | 0.00000 | 6.00 | 9839.90 |
| 149 | 2025.01.07 22:00 | sell | 75 | 0.10 | 1.24897 | 1.24947 | 0.00000 | ||
| 150 | 2025.01.07 23:00 | close | 75 | 0.10 | 1.24808 | 1.24947 | 0.00000 | 8.90 | 9848.80 |