Strategy Tester Report
TrueHedge
| 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 | LotSize=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -7500.61 | Gross profit | 618.20 | Gross loss | -8118.81 |
| Profit factor | 0.08 | Expected payoff | -750.06 | ||
| Absolute drawdown | 7500.61 | Maximal drawdown | 7522.80 (75.06%) | Relative drawdown | 75.06% (7522.80) |
| Total trades | 10 | Short positions (won %) | 5 (0.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 124.35 | loss trade | -2754.00 | |
| Average | profit trade | 123.64 | loss trade | -1623.76 | |
| Maximum | consecutive wins (profit in money) | 5 (618.20) | consecutive losses (loss in money) | 5 (-8118.81) | |
| Maximal | consecutive profit (count of wins) | 618.20 (5) | consecutive loss (count of losses) | -8118.81 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy | 1 | 2.00 | 1.35023 | 0.00000 | 1.35107 | ||
| 2 | 2024.10.03 00:00 | sell | 2 | 2.00 | 1.35007 | 0.00000 | 1.34923 | ||
| 3 | 2024.10.03 03:26 | t/p | 1 | 2.00 | 1.35107 | 0.00000 | 1.35107 | 124.35 | 10124.35 |
| 4 | 2024.10.04 00:00 | buy | 3 | 2.00 | 1.35553 | 0.00000 | 1.35637 | ||
| 5 | 2024.10.04 00:00 | sell | 4 | 2.00 | 1.35537 | 0.00000 | 1.35453 | ||
| 6 | 2024.10.04 09:56 | t/p | 3 | 2.00 | 1.35637 | 0.00000 | 1.35637 | 123.86 | 10248.21 |
| 7 | 2024.10.07 00:00 | buy | 5 | 2.00 | 1.35731 | 0.00000 | 1.35815 | ||
| 8 | 2024.10.07 00:00 | sell | 6 | 2.00 | 1.35715 | 0.00000 | 1.35631 | ||
| 9 | 2024.10.07 02:50 | t/p | 5 | 2.00 | 1.35815 | 0.00000 | 1.35815 | 123.70 | 10371.91 |
| 10 | 2024.10.08 00:00 | buy | 7 | 2.00 | 1.36201 | 0.00000 | 1.36285 | ||
| 11 | 2024.10.08 00:00 | sell | 8 | 2.00 | 1.36185 | 0.00000 | 1.36101 | ||
| 12 | 2024.10.08 05:32 | t/p | 7 | 2.00 | 1.36285 | 0.00000 | 1.36285 | 123.27 | 10495.18 |
| 13 | 2024.10.09 00:00 | buy | 9 | 2.00 | 1.36475 | 0.00000 | 1.36559 | ||
| 14 | 2024.10.09 00:00 | sell | 10 | 2.00 | 1.36459 | 0.00000 | 1.36375 | ||
| 15 | 2024.10.09 03:08 | t/p | 9 | 2.00 | 1.36559 | 0.00000 | 1.36559 | 123.02 | 10618.20 |
| 16 | 2024.10.09 17:32 | close at stop | 10 | 2.00 | 1.36892 | 0.00000 | 1.36375 | -632.62 | 9985.58 |
| 17 | 2024.10.09 17:32 | close at stop | 8 | 2.00 | 1.36892 | 0.00000 | 1.36101 | -1032.93 | 8952.65 |
| 18 | 2024.10.09 17:32 | close at stop | 6 | 2.00 | 1.36892 | 0.00000 | 1.35631 | -1719.60 | 7233.05 |
| 19 | 2024.10.09 17:32 | close at stop | 4 | 2.00 | 1.36892 | 0.00000 | 1.35453 | -1979.66 | 5253.39 |
| 20 | 2024.10.09 17:32 | close at stop | 2 | 2.00 | 1.36892 | 0.00000 | 1.34923 | -2754.00 | 2499.39 |