Strategy Tester Report
Moving Average
| 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 | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (32) | ||
| Total net profit | -314.12 | Gross profit | 532.50 | Gross loss | -846.62 |
| Profit factor | 0.63 | Expected payoff | -4.36 | ||
| Absolute drawdown | 348.29 | Maximal drawdown | 678.24 (6.57%) | Relative drawdown | 6.57% (678.24) |
| Total trades | 72 | Short positions (won %) | 33 (27.27%) | Long positions (won %) | 39 (25.64%) |
| Profit trades (% of total) | 19 (26.39%) | Loss trades (% of total) | 53 (73.61%) | ||
| Largest | profit trade | 140.78 | loss trade | -232.02 | |
| Average | profit trade | 28.03 | loss trade | -15.97 | |
| Maximum | consecutive wins (profit in money) | 3 (69.04) | consecutive losses (loss in money) | 12 (-110.70) | |
| Maximal | consecutive profit (count of wins) | 254.02 (2) | consecutive loss (count of losses) | -232.02 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 15:00 | buy | 1 | 0.20 | 1.35567 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.09 09:00 | close | 1 | 0.20 | 1.36528 | 0.00000 | 0.00000 | 140.78 | 10140.78 |
| 3 | 2024.10.09 10:00 | buy | 2 | 0.20 | 1.36630 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.11 01:00 | close | 2 | 0.20 | 1.37408 | 0.00000 | 0.00000 | 113.24 | 10254.02 |
| 5 | 2024.10.11 05:00 | buy | 3 | 0.20 | 1.37564 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.11 16:00 | close | 3 | 0.20 | 1.37484 | 0.00000 | 0.00000 | -11.64 | 10242.38 |
| 7 | 2024.10.11 17:00 | buy | 4 | 0.20 | 1.37559 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.11 20:00 | close | 4 | 0.20 | 1.37577 | 0.00000 | 0.00000 | 2.62 | 10245.00 |
| 9 | 2024.10.11 22:00 | buy | 5 | 0.20 | 1.37631 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.15 01:00 | close | 5 | 0.20 | 1.37840 | 0.00000 | 0.00000 | 30.33 | 10275.33 |
| 11 | 2024.10.15 02:00 | buy | 6 | 0.20 | 1.38025 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.15 18:00 | close | 6 | 0.20 | 1.37985 | 0.00000 | 0.00000 | -5.80 | 10269.53 |
| 13 | 2024.10.16 12:00 | buy | 7 | 0.20 | 1.37925 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.16 17:00 | close | 7 | 0.20 | 1.37716 | 0.00000 | 0.00000 | -30.35 | 10239.18 |
| 15 | 2024.10.17 08:00 | buy | 8 | 0.10 | 1.37673 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.18 11:00 | close | 8 | 0.10 | 1.37911 | 0.00000 | 0.00000 | 17.26 | 10256.44 |
| 17 | 2024.10.18 16:00 | buy | 9 | 0.20 | 1.37980 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 07:00 | close | 9 | 0.20 | 1.38284 | 0.00000 | 0.00000 | 43.97 | 10300.41 |
| 19 | 2024.10.22 14:00 | sell | 10 | 0.20 | 1.38314 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.23 10:00 | close | 10 | 0.20 | 1.38260 | 0.00000 | 0.00000 | 7.81 | 10308.22 |
| 21 | 2024.10.24 04:00 | sell | 11 | 0.20 | 1.38234 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.24 17:00 | close | 11 | 0.20 | 1.38326 | 0.00000 | 0.00000 | -13.30 | 10294.92 |
| 23 | 2024.10.25 09:00 | sell | 12 | 0.20 | 1.38497 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.25 17:00 | close | 12 | 0.20 | 1.38619 | 0.00000 | 0.00000 | -17.60 | 10277.32 |
| 25 | 2024.10.28 13:00 | buy | 13 | 0.10 | 1.38990 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.28 14:00 | close | 13 | 0.10 | 1.38909 | 0.00000 | 0.00000 | -5.83 | 10271.49 |
| 27 | 2024.10.28 19:00 | buy | 14 | 0.10 | 1.39061 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.28 21:00 | close | 14 | 0.10 | 1.38916 | 0.00000 | 0.00000 | -10.44 | 10261.05 |
| 29 | 2024.10.28 22:00 | buy | 15 | 0.10 | 1.38980 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.28 23:00 | close | 15 | 0.10 | 1.38891 | 0.00000 | 0.00000 | -6.41 | 10254.64 |
| 31 | 2024.10.29 02:00 | buy | 16 | 0.10 | 1.38962 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.29 03:00 | close | 16 | 0.10 | 1.38876 | 0.00000 | 0.00000 | -6.19 | 10248.45 |
| 33 | 2024.10.29 07:00 | buy | 17 | 0.10 | 1.39001 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.29 10:00 | close | 17 | 0.10 | 1.38899 | 0.00000 | 0.00000 | -7.34 | 10241.11 |
| 35 | 2024.10.29 16:00 | buy | 18 | 0.10 | 1.39047 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.30 10:00 | close | 18 | 0.10 | 1.39134 | 0.00000 | 0.00000 | 6.25 | 10247.36 |
| 37 | 2024.10.30 11:00 | buy | 19 | 0.20 | 1.39208 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.30 12:00 | close | 19 | 0.20 | 1.39059 | 0.00000 | 0.00000 | -21.43 | 10225.93 |
| 39 | 2024.10.30 14:00 | buy | 20 | 0.20 | 1.39237 | 0.00000 | 0.00000 | ||
| 40 | 2024.10.30 17:00 | close | 20 | 0.20 | 1.39141 | 0.00000 | 0.00000 | -13.80 | 10212.13 |
| 41 | 2024.10.30 18:00 | buy | 21 | 0.10 | 1.39270 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.30 19:00 | close | 21 | 0.10 | 1.39103 | 0.00000 | 0.00000 | -12.01 | 10200.12 |
| 43 | 2024.10.31 04:00 | buy | 22 | 0.10 | 1.39180 | 0.00000 | 0.00000 | ||
| 44 | 2024.10.31 16:00 | close | 22 | 0.10 | 1.39044 | 0.00000 | 0.00000 | -9.78 | 10190.34 |
| 45 | 2024.10.31 19:00 | buy | 23 | 0.10 | 1.39422 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.31 22:00 | close | 23 | 0.10 | 1.39074 | 0.00000 | 0.00000 | -25.02 | 10165.32 |
| 47 | 2024.10.31 23:00 | buy | 24 | 0.10 | 1.39264 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.01 15:00 | close | 24 | 0.10 | 1.39246 | 0.00000 | 0.00000 | -1.29 | 10164.03 |
| 49 | 2024.11.01 20:00 | buy | 25 | 0.10 | 1.39459 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.05 03:00 | close | 25 | 0.10 | 1.38976 | 0.00000 | 0.00000 | -34.75 | 10129.28 |
| 51 | 2024.11.05 04:00 | buy | 26 | 0.10 | 1.39030 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.05 08:00 | close | 26 | 0.10 | 1.38961 | 0.00000 | 0.00000 | -4.97 | 10124.31 |
| 53 | 2024.11.06 03:00 | buy | 27 | 0.10 | 1.38883 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.07 05:00 | close | 27 | 0.10 | 1.38997 | 0.00000 | 0.00000 | 8.20 | 10132.51 |
| 55 | 2024.11.11 10:00 | buy | 28 | 0.20 | 1.39252 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.11 19:00 | close | 28 | 0.20 | 1.39170 | 0.00000 | 0.00000 | -11.78 | 10120.73 |
| 57 | 2024.11.11 20:00 | buy | 29 | 0.20 | 1.39268 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.12 16:00 | close | 29 | 0.20 | 1.39251 | 0.00000 | 0.00000 | -2.44 | 10118.29 |
| 59 | 2024.11.12 19:00 | buy | 30 | 0.10 | 1.39588 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.12 22:00 | close | 30 | 0.10 | 1.39454 | 0.00000 | 0.00000 | -9.61 | 10108.68 |
| 61 | 2024.11.13 04:00 | sell | 31 | 0.10 | 1.39442 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.13 05:00 | close | 31 | 0.10 | 1.39494 | 0.00000 | 0.00000 | -3.73 | 10104.95 |
| 63 | 2024.11.13 16:00 | sell | 32 | 0.10 | 1.39468 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.13 17:00 | close | 32 | 0.10 | 1.39884 | 0.00000 | 0.00000 | -29.74 | 10075.21 |
| 65 | 2024.11.15 11:00 | sell | 33 | 0.10 | 1.40469 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.15 16:00 | close | 33 | 0.10 | 1.40648 | 0.00000 | 0.00000 | -12.73 | 10062.48 |
| 67 | 2024.11.18 06:00 | buy | 34 | 0.10 | 1.40877 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.18 07:00 | close | 34 | 0.10 | 1.40776 | 0.00000 | 0.00000 | -7.17 | 10055.31 |
| 69 | 2024.11.18 08:00 | buy | 35 | 0.10 | 1.40888 | 0.00000 | 0.00000 | ||
| 70 | 2024.11.18 16:00 | close | 35 | 0.10 | 1.40824 | 0.00000 | 0.00000 | -4.54 | 10050.77 |
| 71 | 2024.11.19 10:00 | buy | 36 | 0.10 | 1.40237 | 0.00000 | 0.00000 | ||
| 72 | 2024.11.19 15:00 | close | 36 | 0.10 | 1.40177 | 0.00000 | 0.00000 | -4.28 | 10046.49 |
| 73 | 2024.11.21 12:00 | buy | 37 | 0.10 | 1.39781 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.21 13:00 | close | 37 | 0.10 | 1.39683 | 0.00000 | 0.00000 | -7.02 | 10039.47 |
| 75 | 2024.11.22 16:00 | sell | 38 | 0.10 | 1.39721 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.22 17:00 | close | 38 | 0.10 | 1.39847 | 0.00000 | 0.00000 | -9.01 | 10030.46 |
| 77 | 2024.11.22 18:00 | sell | 39 | 0.10 | 1.39768 | 0.00000 | 0.00000 | ||
| 78 | 2024.11.22 19:00 | close | 39 | 0.10 | 1.39889 | 0.00000 | 0.00000 | -8.65 | 10021.81 |
| 79 | 2024.11.22 20:00 | sell | 40 | 0.10 | 1.39759 | 0.00000 | 0.00000 | ||
| 80 | 2024.11.25 10:00 | close | 40 | 0.10 | 1.39703 | 0.00000 | 0.00000 | 4.01 | 10025.82 |
| 81 | 2024.11.25 12:00 | sell | 41 | 0.20 | 1.39554 | 0.00000 | 0.00000 | ||
| 82 | 2024.11.26 16:00 | close | 41 | 0.20 | 1.41192 | 0.00000 | 0.00000 | -232.02 | 9793.80 |
| 83 | 2024.11.26 17:00 | sell | 42 | 0.20 | 1.40844 | 0.00000 | 0.00000 | ||
| 84 | 2024.11.27 07:00 | close | 42 | 0.20 | 1.40750 | 0.00000 | 0.00000 | 13.36 | 9807.16 |
| 85 | 2024.11.27 10:00 | sell | 43 | 0.20 | 1.40562 | 0.00000 | 0.00000 | ||
| 86 | 2024.11.28 10:00 | close | 43 | 0.20 | 1.40280 | 0.00000 | 0.00000 | 40.21 | 9847.37 |
| 87 | 2024.11.28 11:00 | sell | 44 | 0.20 | 1.40096 | 0.00000 | 0.00000 | ||
| 88 | 2024.11.28 23:00 | close | 44 | 0.20 | 1.40173 | 0.00000 | 0.00000 | -10.99 | 9836.38 |
| 89 | 2024.11.29 11:00 | buy | 45 | 0.20 | 1.40136 | 0.00000 | 0.00000 | ||
| 90 | 2024.11.29 12:00 | close | 45 | 0.20 | 1.39985 | 0.00000 | 0.00000 | -21.57 | 9814.81 |
| 91 | 2024.11.29 13:00 | buy | 46 | 0.10 | 1.40078 | 0.00000 | 0.00000 | ||
| 92 | 2024.11.29 22:00 | close | 46 | 0.10 | 1.39936 | 0.00000 | 0.00000 | -10.15 | 9804.66 |
| 93 | 2024.12.02 02:00 | buy | 47 | 0.10 | 1.40164 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.03 06:00 | close | 47 | 0.10 | 1.40489 | 0.00000 | 0.00000 | 23.13 | 9827.79 |
| 95 | 2024.12.03 07:00 | buy | 48 | 0.20 | 1.40549 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.04 13:00 | close | 48 | 0.20 | 1.40652 | 0.00000 | 0.00000 | 14.65 | 9842.44 |
| 97 | 2024.12.04 17:00 | buy | 49 | 0.20 | 1.40707 | 0.00000 | 0.00000 | ||
| 98 | 2024.12.04 20:00 | close | 49 | 0.20 | 1.40651 | 0.00000 | 0.00000 | -7.96 | 9834.48 |
| 99 | 2024.12.05 00:00 | buy | 50 | 0.20 | 1.40681 | 0.00000 | 0.00000 | ||
| 100 | 2024.12.05 10:00 | close | 50 | 0.20 | 1.40603 | 0.00000 | 0.00000 | -11.10 | 9823.38 |
| 101 | 2024.12.06 05:00 | sell | 51 | 0.10 | 1.40330 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.06 07:00 | close | 51 | 0.10 | 1.40365 | 0.00000 | 0.00000 | -2.49 | 9820.89 |
| 103 | 2024.12.06 10:00 | sell | 52 | 0.10 | 1.40318 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.06 11:00 | close | 52 | 0.10 | 1.40393 | 0.00000 | 0.00000 | -5.34 | 9815.55 |
| 105 | 2024.12.09 11:00 | sell | 53 | 0.10 | 1.41473 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.09 22:00 | close | 53 | 0.10 | 1.41609 | 0.00000 | 0.00000 | -9.60 | 9805.95 |
| 107 | 2024.12.10 13:00 | sell | 54 | 0.10 | 1.41658 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.10 17:00 | close | 54 | 0.10 | 1.41832 | 0.00000 | 0.00000 | -12.27 | 9793.68 |
| 109 | 2024.12.10 18:00 | sell | 55 | 0.10 | 1.41687 | 0.00000 | 0.00000 | ||
| 110 | 2024.12.10 23:00 | close | 55 | 0.10 | 1.41754 | 0.00000 | 0.00000 | -4.73 | 9788.95 |
| 111 | 2024.12.11 04:00 | sell | 56 | 0.10 | 1.41645 | 0.00000 | 0.00000 | ||
| 112 | 2024.12.11 10:00 | close | 56 | 0.10 | 1.41924 | 0.00000 | 0.00000 | -19.66 | 9769.29 |
| 113 | 2024.12.11 16:00 | sell | 57 | 0.10 | 1.41686 | 0.00000 | 0.00000 | ||
| 114 | 2024.12.12 14:00 | close | 57 | 0.10 | 1.41565 | 0.00000 | 0.00000 | 8.55 | 9777.84 |
| 115 | 2024.12.13 17:00 | buy | 58 | 0.20 | 1.42346 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.16 02:00 | close | 58 | 0.20 | 1.42253 | 0.00000 | 0.00000 | -13.08 | 9764.76 |
| 117 | 2024.12.16 20:00 | sell | 59 | 0.20 | 1.42277 | 0.00000 | 0.00000 | ||
| 118 | 2024.12.16 22:00 | close | 59 | 0.20 | 1.42397 | 0.00000 | 0.00000 | -16.85 | 9747.91 |
| 119 | 2024.12.17 02:00 | sell | 60 | 0.10 | 1.42338 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.17 04:00 | close | 60 | 0.10 | 1.42437 | 0.00000 | 0.00000 | -6.95 | 9740.96 |
| 121 | 2024.12.18 15:00 | sell | 61 | 0.10 | 1.43154 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.18 18:00 | close | 61 | 0.10 | 1.43265 | 0.00000 | 0.00000 | -7.75 | 9733.21 |
| 123 | 2024.12.19 11:00 | sell | 62 | 0.10 | 1.43955 | 0.00000 | 0.00000 | ||
| 124 | 2024.12.23 09:00 | close | 62 | 0.10 | 1.43674 | 0.00000 | 0.00000 | 19.56 | 9752.77 |
| 125 | 2024.12.24 09:00 | sell | 63 | 0.20 | 1.43783 | 0.00000 | 0.00000 | ||
| 126 | 2024.12.24 10:00 | close | 63 | 0.20 | 1.43856 | 0.00000 | 0.00000 | -10.15 | 9742.62 |
| 127 | 2024.12.24 17:00 | sell | 64 | 0.20 | 1.43804 | 0.00000 | 0.00000 | ||
| 128 | 2024.12.26 11:00 | close | 64 | 0.20 | 1.44012 | 0.00000 | 0.00000 | -28.89 | 9713.73 |
| 129 | 2024.12.26 13:00 | sell | 65 | 0.10 | 1.43824 | 0.00000 | 0.00000 | ||
| 130 | 2024.12.27 18:00 | close | 65 | 0.10 | 1.44113 | 0.00000 | 0.00000 | -20.05 | 9693.68 |
| 131 | 2024.12.30 02:00 | sell | 66 | 0.10 | 1.44019 | 0.00000 | 0.00000 | ||
| 132 | 2024.12.30 16:00 | close | 66 | 0.10 | 1.44104 | 0.00000 | 0.00000 | -5.90 | 9687.78 |
| 133 | 2024.12.30 18:00 | sell | 67 | 0.10 | 1.43861 | 0.00000 | 0.00000 | ||
| 134 | 2024.12.31 10:00 | close | 67 | 0.10 | 1.43703 | 0.00000 | 0.00000 | 10.99 | 9698.77 |
| 135 | 2025.01.02 10:00 | buy | 68 | 0.20 | 1.44072 | 0.00000 | 0.00000 | ||
| 136 | 2025.01.02 23:00 | close | 68 | 0.20 | 1.44002 | 0.00000 | 0.00000 | -9.72 | 9689.05 |
| 137 | 2025.01.03 12:00 | sell | 69 | 0.20 | 1.43894 | 0.00000 | 0.00000 | ||
| 138 | 2025.01.03 13:00 | close | 69 | 0.20 | 1.44046 | 0.00000 | 0.00000 | -21.10 | 9667.95 |
| 139 | 2025.01.03 14:00 | sell | 70 | 0.10 | 1.43921 | 0.00000 | 0.00000 | ||
| 140 | 2025.01.03 15:00 | close | 70 | 0.10 | 1.44060 | 0.00000 | 0.00000 | -9.65 | 9658.30 |
| 141 | 2025.01.06 04:00 | sell | 71 | 0.10 | 1.43992 | 0.00000 | 0.00000 | ||
| 142 | 2025.01.06 21:00 | close | 71 | 0.10 | 1.43720 | 0.00000 | 0.00000 | 18.93 | 9677.23 |
| 143 | 2025.01.06 22:00 | sell | 72 | 0.20 | 1.43364 | 0.00000 | 0.00000 | ||
| 144 | 2025.01.07 17:00 | close | 72 | 0.20 | 1.43302 | 0.00000 | 0.00000 | 8.65 | 9685.88 |