Strategy Tester Report
sashken
| 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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (41) | ||
| Total net profit | -5349.55 | Gross profit | 1500.79 | Gross loss | -6850.34 |
| Profit factor | 0.22 | Expected payoff | -668.69 | ||
| Absolute drawdown | 6896.28 | Maximal drawdown | 8619.99 (73.53%) | Relative drawdown | 73.53% (8619.99) |
| Total trades | 8 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 225.98 | loss trade | -6850.34 | |
| Average | profit trade | 214.40 | loss trade | -6850.34 | |
| Maximum | consecutive wins (profit in money) | 7 (1500.79) | consecutive losses (loss in money) | 1 (-6850.34) | |
| Maximal | consecutive profit (count of wins) | 1500.79 (7) | consecutive loss (count of losses) | -6850.34 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.15 22:00 | buy | 1 | 2.00 | 1.37958 | 0.00000 | 1.38098 | ||
| 2 | 2024.10.18 21:30 | t/p | 1 | 2.00 | 1.38098 | 0.00000 | 1.38098 | 202.75 | 10202.75 |
| 3 | 2024.10.22 09:00 | buy | 2 | 2.04 | 1.38341 | 0.00000 | 1.38481 | ||
| 4 | 2024.10.23 17:08 | t/p | 2 | 2.04 | 1.38481 | 0.00000 | 1.38481 | 206.24 | 10408.99 |
| 5 | 2024.10.24 05:00 | buy | 3 | 2.08 | 1.38315 | 0.00000 | 1.38455 | ||
| 6 | 2024.10.24 17:31 | t/p | 3 | 2.08 | 1.38455 | 0.00000 | 1.38455 | 210.32 | 10619.31 |
| 7 | 2024.10.24 18:00 | sell | 4 | 2.12 | 1.38480 | 0.00000 | 1.38340 | ||
| 8 | 2024.11.05 23:33 | t/p | 4 | 2.12 | 1.38340 | 0.00000 | 1.38340 | 214.54 | 10833.85 |
| 9 | 2024.11.06 05:00 | sell | 5 | 2.17 | 1.39179 | 0.00000 | 1.39039 | ||
| 10 | 2024.11.06 07:02 | t/p | 5 | 2.17 | 1.39039 | 0.00000 | 1.39039 | 218.50 | 11052.35 |
| 11 | 2024.11.07 06:00 | buy | 6 | 2.21 | 1.38941 | 0.00000 | 1.39081 | ||
| 12 | 2024.11.08 14:53 | t/p | 6 | 2.21 | 1.39081 | 0.00000 | 1.39081 | 222.46 | 11274.81 |
| 13 | 2024.11.12 01:00 | buy | 7 | 2.25 | 1.39254 | 0.00000 | 1.39394 | ||
| 14 | 2024.11.12 04:10 | t/p | 7 | 2.25 | 1.39394 | 0.00000 | 1.39394 | 225.98 | 11500.79 |
| 15 | 2024.11.12 05:00 | sell | 8 | 2.30 | 1.39421 | 0.00000 | 1.39281 | ||
| 16 | 2025.01.07 23:59 | close at stop | 8 | 2.30 | 1.43701 | 0.00000 | 1.39281 | -6850.34 | 4650.45 |