Strategy Tester Report
NinaEA v.02
| 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; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (31) | ||
| Total net profit | 262.98 | Gross profit | 853.19 | Gross loss | -590.21 |
| Profit factor | 1.45 | Expected payoff | 5.06 | ||
| Absolute drawdown | 8.71 | Maximal drawdown | 367.41 (3.55%) | Relative drawdown | 3.55% (367.41) |
| Total trades | 52 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 35 (37.14%) |
| Profit trades (% of total) | 18 (34.62%) | Loss trades (% of total) | 34 (65.38%) | ||
| Largest | profit trade | 140.92 | loss trade | -202.85 | |
| Average | profit trade | 47.40 | loss trade | -17.36 | |
| Maximum | consecutive wins (profit in money) | 2 (254.30) | consecutive losses (loss in money) | 9 (-63.31) | |
| Maximal | consecutive profit (count of wins) | 254.30 (2) | consecutive loss (count of losses) | -232.16 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 15:00 | buy | 1 | 0.20 | 1.35566 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.09 09:00 | close | 1 | 0.20 | 1.36528 | 0.00000 | 0.00000 | 140.92 | 10140.92 |
| 3 | 2024.10.09 10:00 | buy | 2 | 0.20 | 1.36629 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.11 01:00 | close | 2 | 0.20 | 1.37408 | 0.00000 | 0.00000 | 113.38 | 10254.30 |
| 5 | 2024.10.11 05:00 | buy | 3 | 0.20 | 1.37563 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.11 16:00 | close | 3 | 0.20 | 1.37484 | 0.00000 | 0.00000 | -11.49 | 10242.81 |
| 7 | 2024.10.11 17:00 | buy | 4 | 0.20 | 1.37558 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.11 20:00 | close | 4 | 0.20 | 1.37577 | 0.00000 | 0.00000 | 2.76 | 10245.57 |
| 9 | 2024.10.11 22:00 | buy | 5 | 0.20 | 1.37630 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.15 01:00 | close | 5 | 0.20 | 1.37840 | 0.00000 | 0.00000 | 30.47 | 10276.04 |
| 11 | 2024.10.15 02:00 | buy | 6 | 0.20 | 1.38024 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.15 18:00 | close | 6 | 0.20 | 1.37985 | 0.00000 | 0.00000 | -5.65 | 10270.39 |
| 13 | 2024.10.16 17:00 | sell | 7 | 0.20 | 1.37716 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.17 08:00 | close | 7 | 0.20 | 1.37672 | 0.00000 | 0.00000 | 6.39 | 10276.78 |
| 15 | 2024.10.18 10:00 | buy | 8 | 0.20 | 1.37996 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.18 11:00 | close | 8 | 0.20 | 1.37911 | 0.00000 | 0.00000 | -12.33 | 10264.45 |
| 17 | 2024.10.18 16:00 | buy | 9 | 0.20 | 1.37979 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 07:00 | close | 9 | 0.20 | 1.38284 | 0.00000 | 0.00000 | 44.11 | 10308.56 |
| 19 | 2024.10.24 04:00 | sell | 10 | 0.20 | 1.38234 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.24 17:00 | close | 10 | 0.20 | 1.38325 | 0.00000 | 0.00000 | -13.16 | 10295.40 |
| 21 | 2024.10.25 17:00 | buy | 11 | 0.20 | 1.38618 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.28 14:00 | close | 11 | 0.20 | 1.38909 | 0.00000 | 0.00000 | 41.90 | 10337.30 |
| 23 | 2024.10.28 19:00 | buy | 12 | 0.20 | 1.39060 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.28 21:00 | close | 12 | 0.20 | 1.38916 | 0.00000 | 0.00000 | -20.73 | 10316.57 |
| 25 | 2024.10.28 22:00 | buy | 13 | 0.20 | 1.38979 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.28 23:00 | close | 13 | 0.20 | 1.38891 | 0.00000 | 0.00000 | -12.67 | 10303.90 |
| 27 | 2024.10.29 02:00 | buy | 14 | 0.10 | 1.38961 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.29 03:00 | close | 14 | 0.10 | 1.38876 | 0.00000 | 0.00000 | -6.12 | 10297.78 |
| 29 | 2024.10.29 07:00 | buy | 15 | 0.10 | 1.39000 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.29 10:00 | close | 15 | 0.10 | 1.38899 | 0.00000 | 0.00000 | -7.27 | 10290.51 |
| 31 | 2024.10.29 16:00 | buy | 16 | 0.10 | 1.39046 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.30 10:00 | close | 16 | 0.10 | 1.39134 | 0.00000 | 0.00000 | 6.32 | 10296.83 |
| 33 | 2024.10.30 11:00 | buy | 17 | 0.20 | 1.39207 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.30 12:00 | close | 17 | 0.20 | 1.39059 | 0.00000 | 0.00000 | -21.29 | 10275.54 |
| 35 | 2024.10.30 14:00 | buy | 18 | 0.20 | 1.39236 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.30 17:00 | close | 18 | 0.20 | 1.39141 | 0.00000 | 0.00000 | -13.66 | 10261.88 |
| 37 | 2024.10.30 18:00 | buy | 19 | 0.10 | 1.39269 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.30 19:00 | close | 19 | 0.10 | 1.39103 | 0.00000 | 0.00000 | -11.93 | 10249.95 |
| 39 | 2024.10.31 16:00 | sell | 20 | 0.10 | 1.39044 | 0.00000 | 0.00000 | ||
| 40 | 2024.10.31 23:00 | close | 20 | 0.10 | 1.39263 | 0.00000 | 0.00000 | -15.73 | 10234.22 |
| 41 | 2024.11.01 20:00 | buy | 21 | 0.10 | 1.39458 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.11 19:00 | close | 21 | 0.10 | 1.39170 | 0.00000 | 0.00000 | -20.69 | 10213.53 |
| 43 | 2024.11.11 20:00 | buy | 22 | 0.10 | 1.39267 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.12 16:00 | close | 22 | 0.10 | 1.39251 | 0.00000 | 0.00000 | -1.15 | 10212.38 |
| 45 | 2024.11.12 19:00 | buy | 23 | 0.10 | 1.39587 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.12 22:00 | close | 23 | 0.10 | 1.39454 | 0.00000 | 0.00000 | -9.54 | 10202.84 |
| 47 | 2024.11.13 05:00 | buy | 24 | 0.10 | 1.39493 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.13 16:00 | close | 24 | 0.10 | 1.39468 | 0.00000 | 0.00000 | -1.79 | 10201.05 |
| 49 | 2024.11.13 17:00 | buy | 25 | 0.10 | 1.39883 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.15 11:00 | close | 25 | 0.10 | 1.40469 | 0.00000 | 0.00000 | 41.72 | 10242.77 |
| 51 | 2024.11.15 16:00 | buy | 26 | 0.20 | 1.40647 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.18 07:00 | close | 26 | 0.20 | 1.40776 | 0.00000 | 0.00000 | 18.33 | 10261.10 |
| 53 | 2024.11.18 08:00 | buy | 27 | 0.20 | 1.40887 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.18 16:00 | close | 27 | 0.20 | 1.40824 | 0.00000 | 0.00000 | -8.95 | 10252.15 |
| 55 | 2024.11.19 15:00 | sell | 28 | 0.20 | 1.40177 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.21 12:00 | close | 28 | 0.20 | 1.39780 | 0.00000 | 0.00000 | 56.80 | 10308.95 |
| 57 | 2024.11.21 13:00 | sell | 29 | 0.20 | 1.39683 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.22 19:00 | close | 29 | 0.20 | 1.39888 | 0.00000 | 0.00000 | -29.31 | 10279.64 |
| 59 | 2024.11.22 20:00 | sell | 30 | 0.20 | 1.39759 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.26 16:00 | close | 30 | 0.20 | 1.41191 | 0.00000 | 0.00000 | -202.85 | 10076.79 |
| 61 | 2024.11.26 17:00 | sell | 31 | 0.10 | 1.40844 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.27 07:00 | close | 31 | 0.10 | 1.40749 | 0.00000 | 0.00000 | 6.75 | 10083.54 |
| 63 | 2024.11.27 10:00 | sell | 32 | 0.20 | 1.40562 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.28 10:00 | close | 32 | 0.20 | 1.40279 | 0.00000 | 0.00000 | 40.35 | 10123.89 |
| 65 | 2024.11.28 11:00 | sell | 33 | 0.20 | 1.40096 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.28 23:00 | close | 33 | 0.20 | 1.40172 | 0.00000 | 0.00000 | -10.84 | 10113.05 |
| 67 | 2024.11.29 12:00 | sell | 34 | 0.20 | 1.39985 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.29 13:00 | close | 34 | 0.20 | 1.40077 | 0.00000 | 0.00000 | -13.14 | 10099.91 |
| 69 | 2024.11.29 22:00 | sell | 35 | 0.10 | 1.39936 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.02 02:00 | close | 35 | 0.10 | 1.40163 | 0.00000 | 0.00000 | -16.20 | 10083.71 |
| 71 | 2024.12.03 06:00 | sell | 36 | 0.10 | 1.40489 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.03 07:00 | close | 36 | 0.10 | 1.40548 | 0.00000 | 0.00000 | -4.20 | 10079.51 |
| 73 | 2024.12.03 18:00 | buy | 37 | 0.10 | 1.40678 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.04 13:00 | close | 37 | 0.10 | 1.40652 | 0.00000 | 0.00000 | -1.85 | 10077.66 |
| 75 | 2024.12.04 17:00 | buy | 38 | 0.10 | 1.40706 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.04 20:00 | close | 38 | 0.10 | 1.40651 | 0.00000 | 0.00000 | -3.91 | 10073.75 |
| 77 | 2024.12.05 00:00 | buy | 39 | 0.10 | 1.40680 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.05 10:00 | close | 39 | 0.10 | 1.40603 | 0.00000 | 0.00000 | -5.48 | 10068.27 |
| 79 | 2024.12.06 05:00 | sell | 40 | 0.10 | 1.40330 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.06 07:00 | close | 40 | 0.10 | 1.40364 | 0.00000 | 0.00000 | -2.42 | 10065.85 |
| 81 | 2024.12.06 10:00 | sell | 41 | 0.10 | 1.40318 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.06 11:00 | close | 41 | 0.10 | 1.40392 | 0.00000 | 0.00000 | -5.27 | 10060.58 |
| 83 | 2024.12.09 22:00 | buy | 42 | 0.10 | 1.41608 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.10 13:00 | close | 42 | 0.10 | 1.41658 | 0.00000 | 0.00000 | 3.53 | 10064.11 |
| 85 | 2024.12.10 17:00 | buy | 43 | 0.20 | 1.41831 | 0.00000 | 0.00000 | ||
| 86 | 2024.12.10 18:00 | close | 43 | 0.20 | 1.41687 | 0.00000 | 0.00000 | -20.33 | 10043.78 |
| 87 | 2024.12.10 23:00 | buy | 44 | 0.20 | 1.41753 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.11 04:00 | close | 44 | 0.20 | 1.41645 | 0.00000 | 0.00000 | -15.25 | 10028.53 |
| 89 | 2024.12.11 10:00 | buy | 45 | 0.10 | 1.41923 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.11 16:00 | close | 45 | 0.10 | 1.41686 | 0.00000 | 0.00000 | -16.73 | 10011.80 |
| 91 | 2024.12.12 14:00 | buy | 46 | 0.10 | 1.41564 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.16 02:00 | close | 46 | 0.10 | 1.42253 | 0.00000 | 0.00000 | 48.43 | 10060.23 |
| 93 | 2024.12.16 22:00 | buy | 47 | 0.20 | 1.42396 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.17 02:00 | close | 47 | 0.20 | 1.42338 | 0.00000 | 0.00000 | -8.15 | 10052.08 |
| 95 | 2024.12.17 04:00 | buy | 48 | 0.20 | 1.42436 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.18 15:00 | close | 48 | 0.20 | 1.43154 | 0.00000 | 0.00000 | 100.31 | 10152.39 |
| 97 | 2024.12.18 18:00 | buy | 49 | 0.20 | 1.43264 | 0.00000 | 0.00000 | ||
| 98 | 2025.01.02 23:00 | close | 49 | 0.20 | 1.44002 | 0.00000 | 0.00000 | 102.50 | 10254.89 |
| 99 | 2025.01.03 12:00 | sell | 50 | 0.20 | 1.43894 | 0.00000 | 0.00000 | ||
| 100 | 2025.01.03 13:00 | close | 50 | 0.20 | 1.44045 | 0.00000 | 0.00000 | -20.97 | 10233.92 |
| 101 | 2025.01.03 14:00 | sell | 51 | 0.20 | 1.43921 | 0.00000 | 0.00000 | ||
| 102 | 2025.01.03 15:00 | close | 51 | 0.20 | 1.44059 | 0.00000 | 0.00000 | -19.16 | 10214.76 |
| 103 | 2025.01.06 04:00 | sell | 52 | 0.10 | 1.43992 | 0.00000 | 0.00000 | ||
| 104 | 2025.01.07 17:00 | close | 52 | 0.10 | 1.43301 | 0.00000 | 0.00000 | 48.22 | 10262.98 |