Strategy Tester Report
Ten Stochs Wave Filter EA
| 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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | 87.49 | Gross profit | 705.06 | Gross loss | -617.57 |
| Profit factor | 1.14 | Expected payoff | 1.99 | ||
| Absolute drawdown | 3.55 | Maximal drawdown | 313.42 (3.02%) | Relative drawdown | 3.02% (313.42) |
| Total trades | 44 | Short positions (won %) | 22 (27.27%) | Long positions (won %) | 22 (40.91%) |
| Profit trades (% of total) | 15 (34.09%) | Loss trades (% of total) | 29 (65.91%) | ||
| Largest | profit trade | 208.78 | loss trade | -50.77 | |
| Average | profit trade | 47.00 | loss trade | -21.30 | |
| Maximum | consecutive wins (profit in money) | 3 (260.98) | consecutive losses (loss in money) | 10 (-231.93) | |
| Maximal | consecutive profit (count of wins) | 260.98 (3) | consecutive loss (count of losses) | -231.93 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 04:00 | buy | 1 | 0.10 | 1.35108 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.15 20:00 | close | 1 | 0.10 | 1.37989 | 0.00000 | 0.00000 | 208.78 | 10208.78 |
| 3 | 2024.10.15 20:00 | sell | 2 | 0.10 | 1.37988 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.17 10:00 | close | 2 | 0.10 | 1.37770 | 0.00000 | 0.00000 | 15.82 | 10224.60 |
| 5 | 2024.10.17 10:00 | buy | 3 | 0.10 | 1.37771 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.24 05:00 | close | 3 | 0.10 | 1.38274 | 0.00000 | 0.00000 | 36.38 | 10260.98 |
| 7 | 2024.10.24 05:00 | sell | 4 | 0.10 | 1.38275 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.24 19:00 | close | 4 | 0.10 | 1.38589 | 0.00000 | 0.00000 | -22.66 | 10238.32 |
| 9 | 2024.10.24 19:00 | buy | 5 | 0.10 | 1.38590 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.29 14:00 | close | 5 | 0.10 | 1.38811 | 0.00000 | 0.00000 | 15.92 | 10254.24 |
| 11 | 2024.10.29 14:00 | sell | 6 | 0.10 | 1.38812 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.29 22:00 | close | 6 | 0.10 | 1.39228 | 0.00000 | 0.00000 | -29.88 | 10224.36 |
| 13 | 2024.10.29 22:00 | buy | 7 | 0.10 | 1.39227 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.30 22:00 | close | 7 | 0.10 | 1.38984 | 0.00000 | 0.00000 | -17.48 | 10206.88 |
| 15 | 2024.10.30 22:00 | sell | 8 | 0.10 | 1.38983 | 0.00000 | 0.00000 | ||
| 16 | 2024.11.01 11:00 | close | 8 | 0.10 | 1.39425 | 0.00000 | 0.00000 | -31.70 | 10175.18 |
| 17 | 2024.11.01 11:00 | buy | 9 | 0.10 | 1.39426 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.04 05:00 | close | 9 | 0.10 | 1.39062 | 0.00000 | 0.00000 | -26.18 | 10149.00 |
| 19 | 2024.11.04 05:00 | sell | 10 | 0.10 | 1.39061 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.06 05:00 | close | 10 | 0.10 | 1.39196 | 0.00000 | 0.00000 | -9.70 | 10139.30 |
| 21 | 2024.11.06 05:00 | buy | 11 | 0.10 | 1.39197 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.07 06:00 | close | 11 | 0.10 | 1.38900 | 0.00000 | 0.00000 | -21.38 | 10117.92 |
| 23 | 2024.11.07 06:00 | sell | 12 | 0.10 | 1.38901 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.08 06:00 | close | 12 | 0.10 | 1.38846 | 0.00000 | 0.00000 | 3.96 | 10121.88 |
| 25 | 2024.11.08 06:00 | buy | 13 | 0.10 | 1.38847 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.18 19:00 | close | 13 | 0.10 | 1.40289 | 0.00000 | 0.00000 | 102.79 | 10224.67 |
| 27 | 2024.11.18 19:00 | sell | 14 | 0.10 | 1.40288 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.20 12:00 | close | 14 | 0.10 | 1.39797 | 0.00000 | 0.00000 | 35.12 | 10259.79 |
| 29 | 2024.11.20 12:00 | buy | 15 | 0.10 | 1.39796 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.21 02:00 | close | 15 | 0.10 | 1.39679 | 0.00000 | 0.00000 | -8.38 | 10251.41 |
| 31 | 2024.11.21 02:00 | sell | 16 | 0.10 | 1.39678 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.22 01:00 | close | 16 | 0.10 | 1.39749 | 0.00000 | 0.00000 | -5.08 | 10246.33 |
| 33 | 2024.11.22 01:00 | buy | 17 | 0.10 | 1.39748 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.25 02:00 | close | 17 | 0.10 | 1.39328 | 0.00000 | 0.00000 | -30.14 | 10216.19 |
| 35 | 2024.11.25 02:00 | sell | 18 | 0.10 | 1.39329 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.25 19:00 | close | 18 | 0.10 | 1.40040 | 0.00000 | 0.00000 | -50.77 | 10165.42 |
| 37 | 2024.11.25 19:00 | buy | 19 | 0.10 | 1.40041 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.26 19:00 | close | 19 | 0.10 | 1.40597 | 0.00000 | 0.00000 | 39.55 | 10204.97 |
| 39 | 2024.11.26 19:00 | sell | 20 | 0.10 | 1.40598 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.02 06:00 | close | 20 | 0.10 | 1.40352 | 0.00000 | 0.00000 | 17.53 | 10222.50 |
| 41 | 2024.12.02 06:00 | buy | 21 | 0.10 | 1.40353 | 0.00000 | 0.00000 | ||
| 42 | 2024.12.03 11:00 | close | 21 | 0.10 | 1.40138 | 0.00000 | 0.00000 | -15.34 | 10207.16 |
| 43 | 2024.12.03 11:00 | sell | 22 | 0.10 | 1.40137 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.06 15:00 | close | 22 | 0.10 | 1.40587 | 0.00000 | 0.00000 | -32.01 | 10175.15 |
| 45 | 2024.12.06 15:00 | buy | 23 | 0.10 | 1.40586 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.09 12:00 | close | 23 | 0.10 | 1.41418 | 0.00000 | 0.00000 | 58.83 | 10233.98 |
| 47 | 2024.12.09 12:00 | sell | 24 | 0.10 | 1.41417 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.10 00:00 | close | 24 | 0.10 | 1.41721 | 0.00000 | 0.00000 | -21.45 | 10212.53 |
| 49 | 2024.12.10 00:00 | buy | 25 | 0.10 | 1.41710 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.10 14:00 | close | 25 | 0.10 | 1.41637 | 0.00000 | 0.00000 | -5.15 | 10207.38 |
| 51 | 2024.12.10 14:00 | sell | 26 | 0.10 | 1.41638 | 0.00000 | 0.00000 | ||
| 52 | 2024.12.12 16:00 | close | 26 | 0.10 | 1.41703 | 0.00000 | 0.00000 | -4.59 | 10202.79 |
| 53 | 2024.12.12 16:00 | buy | 27 | 0.10 | 1.41702 | 0.00000 | 0.00000 | ||
| 54 | 2024.12.13 16:00 | close | 27 | 0.10 | 1.42112 | 0.00000 | 0.00000 | 28.85 | 10231.64 |
| 55 | 2024.12.13 16:00 | sell | 28 | 0.10 | 1.42113 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.16 14:00 | close | 28 | 0.10 | 1.42420 | 0.00000 | 0.00000 | -21.56 | 10210.08 |
| 57 | 2024.12.16 14:00 | buy | 29 | 0.10 | 1.42421 | 0.00000 | 0.00000 | ||
| 58 | 2024.12.19 13:00 | close | 29 | 0.10 | 1.43909 | 0.00000 | 0.00000 | 103.40 | 10313.48 |
| 59 | 2024.12.19 13:00 | sell | 30 | 0.10 | 1.43908 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.20 02:00 | close | 30 | 0.10 | 1.44039 | 0.00000 | 0.00000 | -9.09 | 10304.39 |
| 61 | 2024.12.20 02:00 | buy | 31 | 0.10 | 1.44038 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.20 19:00 | close | 31 | 0.10 | 1.43524 | 0.00000 | 0.00000 | -35.81 | 10268.58 |
| 63 | 2024.12.20 19:00 | sell | 32 | 0.10 | 1.43523 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.23 12:00 | close | 32 | 0.10 | 1.43842 | 0.00000 | 0.00000 | -22.18 | 10246.40 |
| 65 | 2024.12.23 12:00 | buy | 33 | 0.10 | 1.43841 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.23 23:00 | close | 33 | 0.10 | 1.43700 | 0.00000 | 0.00000 | -9.81 | 10236.59 |
| 67 | 2024.12.23 23:00 | sell | 34 | 0.10 | 1.43701 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.24 12:00 | close | 34 | 0.10 | 1.43973 | 0.00000 | 0.00000 | -18.89 | 10217.70 |
| 69 | 2024.12.24 12:00 | buy | 35 | 0.10 | 1.43974 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.26 07:00 | close | 35 | 0.10 | 1.43613 | 0.00000 | 0.00000 | -25.14 | 10192.56 |
| 71 | 2024.12.26 07:00 | sell | 36 | 0.10 | 1.43614 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.26 20:00 | close | 36 | 0.10 | 1.44186 | 0.00000 | 0.00000 | -39.67 | 10152.89 |
| 73 | 2024.12.26 20:00 | buy | 37 | 0.10 | 1.44185 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.27 11:00 | close | 37 | 0.10 | 1.43950 | 0.00000 | 0.00000 | -16.33 | 10136.56 |
| 75 | 2024.12.27 11:00 | sell | 38 | 0.10 | 1.43951 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.27 19:00 | close | 38 | 0.10 | 1.44355 | 0.00000 | 0.00000 | -27.99 | 10108.57 |
| 77 | 2024.12.27 19:00 | buy | 39 | 0.10 | 1.44354 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.30 06:00 | close | 39 | 0.10 | 1.43965 | 0.00000 | 0.00000 | -27.02 | 10081.55 |
| 79 | 2024.12.30 06:00 | sell | 40 | 0.10 | 1.43966 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.31 14:00 | close | 40 | 0.10 | 1.43837 | 0.00000 | 0.00000 | 8.97 | 10090.52 |
| 81 | 2024.12.31 14:00 | buy | 41 | 0.10 | 1.43836 | 0.00000 | 0.00000 | ||
| 82 | 2025.01.03 04:00 | close | 41 | 0.10 | 1.43902 | 0.00000 | 0.00000 | 4.59 | 10095.11 |
| 83 | 2025.01.03 04:00 | sell | 42 | 0.10 | 1.43903 | 0.00000 | 0.00000 | ||
| 84 | 2025.01.03 17:00 | close | 42 | 0.10 | 1.44199 | 0.00000 | 0.00000 | -20.53 | 10074.58 |
| 85 | 2025.01.03 17:00 | buy | 43 | 0.10 | 1.44200 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.06 06:00 | close | 43 | 0.10 | 1.44032 | 0.00000 | 0.00000 | -11.66 | 10062.92 |
| 87 | 2025.01.06 06:00 | sell | 44 | 0.10 | 1.44030 | 0.00000 | 0.00000 | ||
| 88 | 2025.01.07 23:59 | close at stop | 44 | 0.10 | 1.43677 | 0.00000 | 0.00000 | 24.57 | 10087.49 |