Strategy Tester Report
TrendCapture
| 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 | TakeProfit=180; StopLoss=50; MaximumRisk=0.03; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -157.94 | Gross profit | 309.34 | Gross loss | -467.28 |
| Profit factor | 0.66 | Expected payoff | -2.92 | ||
| Absolute drawdown | 218.34 | Maximal drawdown | 306.66 (3.04%) | Relative drawdown | 3.04% (306.66) |
| Total trades | 54 | Short positions (won %) | 26 (38.46%) | Long positions (won %) | 28 (42.86%) |
| Profit trades (% of total) | 22 (40.74%) | Loss trades (% of total) | 32 (59.26%) | ||
| Largest | profit trade | 39.79 | loss trade | -15.03 | |
| Average | profit trade | 14.06 | loss trade | -14.60 | |
| Maximum | consecutive wins (profit in money) | 3 (0.00) | consecutive losses (loss in money) | 5 (-73.82) | |
| Maximal | consecutive profit (count of wins) | 39.79 (1) | consecutive loss (count of losses) | -73.82 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 14:00 | buy | 1 | 0.30 | 1.35547 | 1.35479 | 1.35727 | ||
| 2 | 2024.10.04 15:33 | t/p | 1 | 0.30 | 1.35727 | 1.35479 | 1.35727 | 39.79 | 10039.79 |
| 3 | 2024.10.04 21:00 | buy | 2 | 0.30 | 1.35774 | 1.35706 | 1.35954 | ||
| 4 | 2024.10.04 22:53 | s/l | 2 | 0.30 | 1.35706 | 1.35706 | 1.35954 | -15.03 | 10024.76 |
| 5 | 2024.10.07 02:00 | sell | 3 | 0.30 | 1.35773 | 1.35841 | 1.35593 | ||
| 6 | 2024.10.07 03:02 | s/l | 3 | 0.30 | 1.35841 | 1.35841 | 1.35593 | -15.02 | 10009.74 |
| 7 | 2024.10.07 16:00 | buy | 4 | 0.30 | 1.35939 | 1.35871 | 1.36119 | ||
| 8 | 2024.10.07 17:00 | modify | 4 | 0.30 | 1.35939 | 1.35939 | 1.36119 | ||
| 9 | 2024.10.07 17:30 | t/p | 4 | 0.30 | 1.36119 | 1.35939 | 1.36119 | 39.67 | 10049.41 |
| 10 | 2024.10.14 11:00 | buy | 5 | 0.30 | 1.37823 | 1.37755 | 1.38003 | ||
| 11 | 2024.10.14 12:00 | modify | 5 | 0.30 | 1.37823 | 1.37823 | 1.38003 | ||
| 12 | 2024.10.14 16:48 | s/l | 5 | 0.30 | 1.37823 | 1.37823 | 1.38003 | 0.00 | 10049.41 |
| 13 | 2024.10.15 04:00 | sell | 6 | 0.30 | 1.37955 | 1.38023 | 1.37775 | ||
| 14 | 2024.10.15 05:47 | s/l | 6 | 0.30 | 1.38023 | 1.38023 | 1.37775 | -14.78 | 10034.63 |
| 15 | 2024.10.16 11:00 | buy | 7 | 0.30 | 1.37826 | 1.37758 | 1.38006 | ||
| 16 | 2024.10.16 12:00 | modify | 7 | 0.30 | 1.37826 | 1.37826 | 1.38006 | ||
| 17 | 2024.10.16 12:33 | s/l | 7 | 0.30 | 1.37826 | 1.37826 | 1.38006 | 0.00 | 10034.63 |
| 18 | 2024.10.18 02:00 | sell | 8 | 0.30 | 1.37972 | 1.38040 | 1.37792 | ||
| 19 | 2024.10.18 05:00 | modify | 8 | 0.30 | 1.37972 | 1.37972 | 1.37792 | ||
| 20 | 2024.10.18 05:12 | s/l | 8 | 0.30 | 1.37972 | 1.37972 | 1.37792 | 0.00 | 10034.63 |
| 21 | 2024.10.18 11:00 | buy | 9 | 0.30 | 1.37929 | 1.37861 | 1.38109 | ||
| 22 | 2024.10.18 12:00 | modify | 9 | 0.30 | 1.37929 | 1.37929 | 1.38109 | ||
| 23 | 2024.10.18 12:02 | s/l | 9 | 0.30 | 1.37929 | 1.37929 | 1.38109 | 0.00 | 10034.63 |
| 24 | 2024.10.18 16:00 | sell | 10 | 0.30 | 1.37948 | 1.38016 | 1.37768 | ||
| 25 | 2024.10.18 17:11 | s/l | 10 | 0.30 | 1.38016 | 1.38016 | 1.37768 | -14.78 | 10019.85 |
| 26 | 2024.10.18 18:00 | buy | 11 | 0.30 | 1.38065 | 1.37997 | 1.38245 | ||
| 27 | 2024.10.18 19:15 | s/l | 11 | 0.30 | 1.37997 | 1.37997 | 1.38245 | -14.78 | 10005.07 |
| 28 | 2024.10.21 02:00 | sell | 12 | 0.30 | 1.37998 | 1.38066 | 1.37818 | ||
| 29 | 2024.10.21 03:20 | s/l | 12 | 0.30 | 1.38066 | 1.38066 | 1.37818 | -14.78 | 9990.29 |
| 30 | 2024.10.24 16:00 | buy | 13 | 0.30 | 1.38263 | 1.38195 | 1.38443 | ||
| 31 | 2024.10.24 16:13 | s/l | 13 | 0.30 | 1.38195 | 1.38195 | 1.38443 | -14.76 | 9975.53 |
| 32 | 2024.10.25 06:00 | sell | 14 | 0.30 | 1.38477 | 1.38545 | 1.38297 | ||
| 33 | 2024.10.25 06:13 | s/l | 14 | 0.30 | 1.38545 | 1.38545 | 1.38297 | -14.72 | 9960.81 |
| 34 | 2024.10.28 18:00 | buy | 15 | 0.30 | 1.38936 | 1.38868 | 1.39116 | ||
| 35 | 2024.10.28 19:00 | modify | 15 | 0.30 | 1.38936 | 1.38936 | 1.39116 | ||
| 36 | 2024.10.28 20:07 | s/l | 15 | 0.30 | 1.38936 | 1.38936 | 1.39116 | 0.00 | 9960.81 |
| 37 | 2024.10.29 00:00 | sell | 16 | 0.30 | 1.38879 | 1.38947 | 1.38699 | ||
| 38 | 2024.10.29 01:05 | s/l | 16 | 0.30 | 1.38947 | 1.38947 | 1.38699 | -14.68 | 9946.13 |
| 39 | 2024.10.30 03:00 | buy | 17 | 0.30 | 1.39166 | 1.39098 | 1.39346 | ||
| 40 | 2024.10.30 03:10 | s/l | 17 | 0.30 | 1.39098 | 1.39098 | 1.39346 | -14.67 | 9931.46 |
| 41 | 2024.10.30 11:00 | sell | 18 | 0.30 | 1.39176 | 1.39244 | 1.38996 | ||
| 42 | 2024.10.30 12:00 | modify | 18 | 0.30 | 1.39176 | 1.39176 | 1.38996 | ||
| 43 | 2024.10.30 12:43 | s/l | 18 | 0.30 | 1.39176 | 1.39176 | 1.38996 | 0.00 | 9931.46 |
| 44 | 2024.10.30 15:00 | buy | 19 | 0.30 | 1.39277 | 1.39209 | 1.39457 | ||
| 45 | 2024.10.30 15:16 | s/l | 19 | 0.30 | 1.39209 | 1.39209 | 1.39457 | -14.65 | 9916.81 |
| 46 | 2024.10.30 20:00 | sell | 20 | 0.30 | 1.39162 | 1.39230 | 1.38982 | ||
| 47 | 2024.10.30 21:00 | modify | 20 | 0.30 | 1.39162 | 1.39162 | 1.38982 | ||
| 48 | 2024.10.30 21:42 | t/p | 20 | 0.30 | 1.38982 | 1.39162 | 1.38982 | 38.85 | 9955.66 |
| 49 | 2024.10.30 22:00 | sell | 21 | 0.30 | 1.38984 | 1.39052 | 1.38804 | ||
| 50 | 2024.10.30 22:05 | s/l | 21 | 0.30 | 1.39052 | 1.39052 | 1.38804 | -14.67 | 9940.99 |
| 51 | 2024.11.01 00:00 | buy | 22 | 0.30 | 1.39345 | 1.39277 | 1.39525 | ||
| 52 | 2024.11.01 01:04 | s/l | 22 | 0.30 | 1.39277 | 1.39277 | 1.39525 | -14.64 | 9926.35 |
| 53 | 2024.11.01 16:00 | sell | 23 | 0.30 | 1.39105 | 1.39173 | 1.38925 | ||
| 54 | 2024.11.01 16:13 | s/l | 23 | 0.30 | 1.39173 | 1.39173 | 1.38925 | -14.66 | 9911.69 |
| 55 | 2024.11.01 20:00 | buy | 24 | 0.30 | 1.39445 | 1.39377 | 1.39625 | ||
| 56 | 2024.11.01 21:00 | modify | 24 | 0.30 | 1.39445 | 1.39445 | 1.39625 | ||
| 57 | 2024.11.04 00:00 | s/l | 24 | 0.30 | 1.39445 | 1.39445 | 1.39625 | 0.00 | 9911.69 |
| 58 | 2024.11.04 03:00 | sell | 25 | 0.30 | 1.39146 | 1.39214 | 1.38966 | ||
| 59 | 2024.11.04 04:00 | modify | 25 | 0.30 | 1.39146 | 1.39146 | 1.38966 | ||
| 60 | 2024.11.04 05:23 | t/p | 25 | 0.30 | 1.38966 | 1.39146 | 1.38966 | 38.86 | 9950.55 |
| 61 | 2024.11.04 11:00 | sell | 26 | 0.30 | 1.39171 | 1.39239 | 1.38991 | ||
| 62 | 2024.11.04 12:00 | modify | 26 | 0.30 | 1.39171 | 1.39171 | 1.38991 | ||
| 63 | 2024.11.04 12:23 | s/l | 26 | 0.30 | 1.39171 | 1.39171 | 1.38991 | 0.00 | 9950.55 |
| 64 | 2024.11.04 23:00 | buy | 27 | 0.30 | 1.39034 | 1.38966 | 1.39214 | ||
| 65 | 2024.11.05 00:01 | s/l | 27 | 0.30 | 1.38966 | 1.38966 | 1.39214 | -14.68 | 9935.87 |
| 66 | 2024.11.12 00:00 | sell | 28 | 0.30 | 1.39237 | 1.39305 | 1.39057 | ||
| 67 | 2024.11.12 01:00 | modify | 28 | 0.30 | 1.39237 | 1.39237 | 1.39057 | ||
| 68 | 2024.11.12 01:02 | s/l | 28 | 0.30 | 1.39237 | 1.39237 | 1.39057 | 0.00 | 9935.87 |
| 69 | 2024.11.12 05:00 | buy | 29 | 0.30 | 1.39439 | 1.39371 | 1.39619 | ||
| 70 | 2024.11.12 05:30 | s/l | 29 | 0.30 | 1.39371 | 1.39371 | 1.39619 | -14.64 | 9921.23 |
| 71 | 2024.11.13 16:00 | sell | 30 | 0.30 | 1.39468 | 1.39536 | 1.39288 | ||
| 72 | 2024.11.13 16:03 | s/l | 30 | 0.30 | 1.39536 | 1.39536 | 1.39288 | -14.62 | 9906.61 |
| 73 | 2024.11.13 17:00 | buy | 31 | 0.30 | 1.39870 | 1.39802 | 1.40050 | ||
| 74 | 2024.11.13 17:33 | s/l | 31 | 0.30 | 1.39802 | 1.39802 | 1.40050 | -14.59 | 9892.02 |
| 75 | 2024.11.25 00:00 | sell | 32 | 0.30 | 1.39469 | 1.39537 | 1.39289 | ||
| 76 | 2024.11.25 01:00 | modify | 32 | 0.30 | 1.39469 | 1.39469 | 1.39289 | ||
| 77 | 2024.11.25 01:00 | s/l | 32 | 0.30 | 1.39469 | 1.39469 | 1.39289 | 0.00 | 9892.02 |
| 78 | 2024.11.25 16:00 | buy | 33 | 0.30 | 1.39573 | 1.39505 | 1.39753 | ||
| 79 | 2024.11.25 16:58 | t/p | 33 | 0.30 | 1.39753 | 1.39505 | 1.39753 | 38.64 | 9930.66 |
| 80 | 2024.11.25 17:00 | buy | 34 | 0.30 | 1.39751 | 1.39683 | 1.39931 | ||
| 81 | 2024.11.25 17:33 | s/l | 34 | 0.30 | 1.39683 | 1.39683 | 1.39931 | -14.60 | 9916.06 |
| 82 | 2024.11.26 12:00 | sell | 35 | 0.30 | 1.40951 | 1.41019 | 1.40771 | ||
| 83 | 2024.11.26 13:00 | modify | 35 | 0.30 | 1.40951 | 1.40951 | 1.40771 | ||
| 84 | 2024.11.26 13:23 | s/l | 35 | 0.30 | 1.40951 | 1.40951 | 1.40771 | 0.00 | 9916.06 |
| 85 | 2024.11.27 10:00 | buy | 36 | 0.30 | 1.40580 | 1.40512 | 1.40760 | ||
| 86 | 2024.11.27 10:06 | s/l | 36 | 0.30 | 1.40512 | 1.40512 | 1.40760 | -14.52 | 9901.54 |
| 87 | 2024.11.27 14:00 | sell | 37 | 0.30 | 1.40521 | 1.40589 | 1.40341 | ||
| 88 | 2024.11.27 14:16 | s/l | 37 | 0.30 | 1.40589 | 1.40589 | 1.40341 | -14.51 | 9887.03 |
| 89 | 2024.11.29 14:00 | buy | 38 | 0.30 | 1.40025 | 1.39957 | 1.40205 | ||
| 90 | 2024.11.29 15:00 | modify | 38 | 0.30 | 1.40025 | 1.40025 | 1.40205 | ||
| 91 | 2024.11.29 15:32 | t/p | 38 | 0.30 | 1.40205 | 1.40025 | 1.40205 | 38.52 | 9925.55 |
| 92 | 2024.12.02 12:00 | buy | 39 | 0.30 | 1.40310 | 1.40242 | 1.40490 | ||
| 93 | 2024.12.02 12:08 | s/l | 39 | 0.30 | 1.40242 | 1.40242 | 1.40490 | -14.55 | 9911.00 |
| 94 | 2024.12.02 22:00 | sell | 40 | 0.30 | 1.40448 | 1.40516 | 1.40268 | ||
| 95 | 2024.12.02 22:11 | s/l | 40 | 0.30 | 1.40516 | 1.40516 | 1.40268 | -14.52 | 9896.48 |
| 96 | 2024.12.03 15:00 | buy | 41 | 0.30 | 1.40422 | 1.40354 | 1.40602 | ||
| 97 | 2024.12.03 15:08 | s/l | 41 | 0.30 | 1.40354 | 1.40354 | 1.40602 | -14.53 | 9881.95 |
| 98 | 2024.12.04 17:00 | sell | 42 | 0.30 | 1.40675 | 1.40743 | 1.40495 | ||
| 99 | 2024.12.04 17:47 | s/l | 42 | 0.30 | 1.40743 | 1.40743 | 1.40495 | -14.49 | 9867.46 |
| 100 | 2024.12.04 18:00 | buy | 43 | 0.30 | 1.40654 | 1.40586 | 1.40834 | ||
| 101 | 2024.12.04 19:00 | modify | 43 | 0.30 | 1.40654 | 1.40654 | 1.40834 | ||
| 102 | 2024.12.04 19:18 | s/l | 43 | 0.30 | 1.40654 | 1.40654 | 1.40834 | 0.00 | 9867.46 |
| 103 | 2024.12.06 08:00 | sell | 44 | 0.30 | 1.40325 | 1.40393 | 1.40145 | ||
| 104 | 2024.12.06 09:02 | s/l | 44 | 0.30 | 1.40393 | 1.40393 | 1.40145 | -14.53 | 9852.93 |
| 105 | 2024.12.10 19:00 | buy | 45 | 0.30 | 1.41626 | 1.41558 | 1.41806 | ||
| 106 | 2024.12.10 20:00 | modify | 45 | 0.30 | 1.41626 | 1.41626 | 1.41806 | ||
| 107 | 2024.12.10 20:28 | s/l | 45 | 0.30 | 1.41626 | 1.41626 | 1.41806 | 0.00 | 9852.93 |
| 108 | 2024.12.10 23:00 | sell | 46 | 0.30 | 1.41722 | 1.41790 | 1.41542 | ||
| 109 | 2024.12.10 23:46 | s/l | 46 | 0.30 | 1.41790 | 1.41790 | 1.41542 | -14.39 | 9838.54 |
| 110 | 2024.12.11 10:00 | buy | 47 | 0.30 | 1.41910 | 1.41842 | 1.42090 | ||
| 111 | 2024.12.11 10:03 | s/l | 47 | 0.30 | 1.41842 | 1.41842 | 1.42090 | -14.38 | 9824.16 |
| 112 | 2024.12.11 22:00 | sell | 48 | 0.30 | 1.41607 | 1.41675 | 1.41427 | ||
| 113 | 2024.12.11 22:53 | s/l | 48 | 0.30 | 1.41675 | 1.41675 | 1.41427 | -14.40 | 9809.76 |
| 114 | 2024.12.13 23:00 | buy | 49 | 0.30 | 1.42367 | 1.42299 | 1.42547 | ||
| 115 | 2024.12.16 00:00 | s/l | 49 | 0.30 | 1.42299 | 1.42299 | 1.42547 | -14.34 | 9795.42 |
| 116 | 2024.12.24 05:00 | sell | 50 | 0.30 | 1.43813 | 1.43881 | 1.43633 | ||
| 117 | 2024.12.24 09:00 | modify | 50 | 0.30 | 1.43813 | 1.43813 | 1.43633 | ||
| 118 | 2024.12.24 09:53 | s/l | 50 | 0.30 | 1.43813 | 1.43813 | 1.43633 | 0.00 | 9795.42 |
| 119 | 2024.12.24 11:00 | buy | 51 | 0.30 | 1.43934 | 1.43866 | 1.44114 | ||
| 120 | 2024.12.24 12:00 | modify | 51 | 0.30 | 1.43934 | 1.43934 | 1.44114 | ||
| 121 | 2024.12.24 14:36 | t/p | 51 | 0.30 | 1.44114 | 1.43934 | 1.44114 | 37.47 | 9832.89 |
| 122 | 2024.12.27 07:00 | buy | 52 | 0.30 | 1.44103 | 1.44035 | 1.44283 | ||
| 123 | 2024.12.27 08:41 | s/l | 52 | 0.30 | 1.44035 | 1.44035 | 1.44283 | -14.16 | 9818.73 |
| 124 | 2024.12.27 13:00 | sell | 53 | 0.30 | 1.44021 | 1.44089 | 1.43841 | ||
| 125 | 2024.12.27 14:00 | modify | 53 | 0.30 | 1.44021 | 1.44021 | 1.43841 | ||
| 126 | 2024.12.27 14:21 | t/p | 53 | 0.30 | 1.43841 | 1.44021 | 1.43841 | 37.54 | 9856.27 |
| 127 | 2024.12.31 09:00 | sell | 54 | 0.30 | 1.43490 | 1.43558 | 1.43310 | ||
| 128 | 2024.12.31 09:02 | s/l | 54 | 0.30 | 1.43558 | 1.43558 | 1.43310 | -14.21 | 9842.06 |