Strategy Tester Report
TSD-v12-MT4-EF-MACD
| Symbol | NZDUSD (New Zealand Dollar vs US 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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
| Bars in test | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | 2079.00 | Gross profit | 4119.00 | Gross loss | -2040.00 |
| Profit factor | 2.02 | Expected payoff | 79.96 | ||
| Absolute drawdown | 1435.00 | Maximal drawdown | 1453.00 (14.50%) | Relative drawdown | 14.50% (1453.00) |
| Total trades | 26 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 11 (0.00%) |
| Profit trades (% of total) | 4 (15.38%) | Loss trades (% of total) | 22 (84.62%) | ||
| Largest | profit trade | 1078.00 | loss trade | -195.00 | |
| Average | profit trade | 1029.75 | loss trade | -92.73 | |
| Maximum | consecutive wins (profit in money) | 1 (1078.00) | consecutive losses (loss in money) | 14 (-1378.00) | |
| Maximal | consecutive profit (count of wins) | 1078.00 (1) | consecutive loss (count of losses) | -1378.00 (14) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 00:00 | buy stop | 1 | 1.00 | 0.62652 | 0.62613 | 0.63651 | ||
| 2 | 2024.10.03 01:00 | modify | 1 | 1.00 | 0.62646 | 0.62570 | 0.63651 | ||
| 3 | 2024.10.03 03:00 | modify | 1 | 1.00 | 0.62618 | 0.62573 | 0.63651 | ||
| 4 | 2024.10.03 04:00 | modify | 1 | 1.00 | 0.62576 | 0.62426 | 0.63651 | ||
| 5 | 2024.10.03 05:00 | modify | 1 | 1.00 | 0.62487 | 0.62346 | 0.63651 | ||
| 6 | 2024.10.03 05:32 | buy | 1 | 1.00 | 0.62487 | 0.62346 | 0.63651 | ||
| 7 | 2024.10.03 08:08 | s/l | 1 | 1.00 | 0.62346 | 0.62346 | 0.63651 | -141.00 | 9859.00 |
| 8 | 2024.10.03 09:00 | buy stop | 2 | 1.00 | 0.62397 | 0.62270 | 0.63396 | ||
| 9 | 2024.10.03 09:07 | buy | 2 | 1.00 | 0.62397 | 0.62270 | 0.63396 | ||
| 10 | 2024.10.03 11:13 | s/l | 2 | 1.00 | 0.62270 | 0.62270 | 0.63396 | -127.00 | 9732.00 |
| 11 | 2024.10.03 12:00 | buy stop | 3 | 1.00 | 0.62339 | 0.62216 | 0.63338 | ||
| 12 | 2024.10.03 13:00 | modify | 3 | 1.00 | 0.62234 | 0.62153 | 0.63338 | ||
| 13 | 2024.10.03 14:00 | modify | 3 | 1.00 | 0.62240 | 0.62145 | 0.63338 | ||
| 14 | 2024.10.03 14:45 | buy | 3 | 1.00 | 0.62240 | 0.62145 | 0.63338 | ||
| 15 | 2024.10.03 15:33 | s/l | 3 | 1.00 | 0.62145 | 0.62145 | 0.63338 | -95.00 | 9637.00 |
| 16 | 2024.10.03 16:00 | buy stop | 4 | 1.00 | 0.62243 | 0.62143 | 0.63242 | ||
| 17 | 2024.10.03 16:12 | buy | 4 | 1.00 | 0.62243 | 0.62143 | 0.63242 | ||
| 18 | 2024.10.03 17:02 | s/l | 4 | 1.00 | 0.62143 | 0.62143 | 0.63242 | -100.00 | 9537.00 |
| 19 | 2024.10.03 18:00 | buy stop | 5 | 1.00 | 0.62294 | 0.62105 | 0.63293 | ||
| 20 | 2024.10.03 19:00 | modify | 5 | 1.00 | 0.62229 | 0.62137 | 0.63293 | ||
| 21 | 2024.10.03 19:23 | buy | 5 | 1.00 | 0.62229 | 0.62137 | 0.63293 | ||
| 22 | 2024.10.03 21:10 | s/l | 5 | 1.00 | 0.62137 | 0.62137 | 0.63293 | -92.00 | 9445.00 |
| 23 | 2024.10.03 22:00 | buy stop | 6 | 1.00 | 0.62186 | 0.62102 | 0.63185 | ||
| 24 | 2024.10.03 23:00 | modify | 6 | 1.00 | 0.62175 | 0.62093 | 0.63185 | ||
| 25 | 2024.10.04 00:00 | modify | 6 | 1.00 | 0.62141 | 0.62100 | 0.63185 | ||
| 26 | 2024.10.04 01:00 | modify | 6 | 1.00 | 0.62132 | 0.62075 | 0.63185 | ||
| 27 | 2024.10.04 01:02 | buy | 6 | 1.00 | 0.62132 | 0.62075 | 0.63185 | ||
| 28 | 2024.10.04 04:18 | s/l | 6 | 1.00 | 0.62075 | 0.62075 | 0.63185 | -57.00 | 9388.00 |
| 29 | 2024.10.04 05:00 | buy stop | 7 | 1.00 | 0.62161 | 0.62071 | 0.63160 | ||
| 30 | 2024.10.04 05:08 | buy | 7 | 1.00 | 0.62161 | 0.62071 | 0.63160 | ||
| 31 | 2024.10.04 06:33 | s/l | 7 | 1.00 | 0.62071 | 0.62071 | 0.63160 | -90.00 | 9298.00 |
| 32 | 2024.10.04 07:00 | buy stop | 8 | 1.00 | 0.62155 | 0.62061 | 0.63154 | ||
| 33 | 2024.10.04 08:00 | modify | 8 | 1.00 | 0.62125 | 0.62071 | 0.63154 | ||
| 34 | 2024.10.04 08:02 | buy | 8 | 1.00 | 0.62125 | 0.62071 | 0.63154 | ||
| 35 | 2024.10.04 09:53 | s/l | 8 | 1.00 | 0.62071 | 0.62071 | 0.63154 | -54.00 | 9244.00 |
| 36 | 2024.10.04 10:00 | buy stop | 9 | 1.00 | 0.62123 | 0.62039 | 0.63122 | ||
| 37 | 2024.10.04 11:00 | modify | 9 | 1.00 | 0.62063 | 0.62000 | 0.63122 | ||
| 38 | 2024.10.04 12:00 | modify | 9 | 1.00 | 0.62052 | 0.61968 | 0.63122 | ||
| 39 | 2024.10.04 13:00 | modify | 9 | 1.00 | 0.62056 | 0.61943 | 0.63122 | ||
| 40 | 2024.10.04 13:17 | buy | 9 | 1.00 | 0.62056 | 0.61943 | 0.63122 | ||
| 41 | 2024.10.04 15:30 | s/l | 9 | 1.00 | 0.61943 | 0.61943 | 0.63122 | -113.00 | 9131.00 |
| 42 | 2024.10.04 16:00 | buy stop | 10 | 1.00 | 0.62084 | 0.61494 | 0.63083 | ||
| 43 | 2024.10.04 17:00 | modify | 10 | 1.00 | 0.61662 | 0.61467 | 0.63083 | ||
| 44 | 2024.10.04 17:08 | buy | 10 | 1.00 | 0.61662 | 0.61467 | 0.63083 | ||
| 45 | 2024.10.04 19:27 | s/l | 10 | 1.00 | 0.61467 | 0.61467 | 0.63083 | -195.00 | 8936.00 |
| 46 | 2024.10.04 20:00 | buy stop | 11 | 1.00 | 0.61589 | 0.61446 | 0.62588 | ||
| 47 | 2024.10.04 20:07 | buy | 11 | 1.00 | 0.61589 | 0.61446 | 0.62588 | ||
| 48 | 2024.10.07 11:43 | s/l | 11 | 1.00 | 0.61446 | 0.61446 | 0.62588 | -143.00 | 8793.00 |
| 49 | 2024.11.08 00:00 | sell stop | 12 | 1.00 | 0.60204 | 0.60257 | 0.59205 | ||
| 50 | 2024.11.08 00:20 | sell | 12 | 1.00 | 0.60204 | 0.60257 | 0.59205 | ||
| 51 | 2024.11.08 00:58 | s/l | 12 | 1.00 | 0.60257 | 0.60257 | 0.59205 | -53.00 | 8740.00 |
| 52 | 2024.11.08 01:00 | sell stop | 13 | 1.00 | 0.60190 | 0.60242 | 0.59191 | ||
| 53 | 2024.11.08 01:10 | sell | 13 | 1.00 | 0.60190 | 0.60242 | 0.59191 | ||
| 54 | 2024.11.08 01:47 | s/l | 13 | 1.00 | 0.60242 | 0.60242 | 0.59191 | -52.00 | 8688.00 |
| 55 | 2024.11.08 02:00 | sell stop | 14 | 1.00 | 0.60175 | 0.60241 | 0.59176 | ||
| 56 | 2024.11.08 02:12 | sell | 14 | 1.00 | 0.60175 | 0.60241 | 0.59176 | ||
| 57 | 2024.11.08 02:41 | s/l | 14 | 1.00 | 0.60241 | 0.60241 | 0.59176 | -66.00 | 8622.00 |
| 58 | 2024.11.08 03:00 | sell stop | 15 | 1.00 | 0.60164 | 0.60235 | 0.59165 | ||
| 59 | 2024.11.08 03:03 | sell | 15 | 1.00 | 0.60164 | 0.60235 | 0.59165 | ||
| 60 | 2024.11.12 19:02 | t/p | 15 | 1.00 | 0.59165 | 0.60235 | 0.59165 | 999.00 | 9621.00 |
| 61 | 2024.11.20 00:00 | sell stop | 16 | 1.00 | 0.59092 | 0.59126 | 0.58093 | ||
| 62 | 2024.11.20 00:01 | sell | 16 | 1.00 | 0.59092 | 0.59126 | 0.58093 | ||
| 63 | 2024.11.20 00:29 | s/l | 16 | 1.00 | 0.59126 | 0.59126 | 0.58093 | -34.00 | 9587.00 |
| 64 | 2024.11.20 01:00 | sell stop | 17 | 1.00 | 0.59045 | 0.59125 | 0.58046 | ||
| 65 | 2024.11.20 02:00 | modify | 17 | 1.00 | 0.59107 | 0.59194 | 0.58046 | ||
| 66 | 2024.11.20 03:00 | modify | 17 | 1.00 | 0.59124 | 0.59214 | 0.58046 | ||
| 67 | 2024.11.20 03:08 | sell | 17 | 1.00 | 0.59124 | 0.59214 | 0.58046 | ||
| 68 | 2024.11.26 01:52 | t/p | 17 | 1.00 | 0.58046 | 0.59214 | 0.58046 | 1078.00 | 10665.00 |
| 69 | 2024.11.28 00:00 | sell stop | 18 | 1.00 | 0.58913 | 0.58971 | 0.57914 | ||
| 70 | 2024.11.28 00:02 | sell | 18 | 1.00 | 0.58913 | 0.58971 | 0.57914 | ||
| 71 | 2024.11.28 01:03 | s/l | 18 | 1.00 | 0.58971 | 0.58971 | 0.57914 | -58.00 | 10607.00 |
| 72 | 2024.11.28 02:00 | sell stop | 19 | 1.00 | 0.58902 | 0.58967 | 0.57903 | ||
| 73 | 2024.11.28 04:00 | modify | 19 | 1.00 | 0.58928 | 0.59044 | 0.57903 | ||
| 74 | 2024.11.28 04:31 | sell | 19 | 1.00 | 0.58928 | 0.59044 | 0.57903 | ||
| 75 | 2024.11.29 02:36 | s/l | 19 | 1.00 | 0.59044 | 0.59044 | 0.57903 | -116.00 | 10491.00 |
| 76 | 2024.11.29 03:00 | sell stop | 20 | 1.00 | 0.58920 | 0.59040 | 0.57921 | ||
| 77 | 2024.11.29 04:00 | modify | 20 | 1.00 | 0.58980 | 0.59071 | 0.57921 | ||
| 78 | 2024.11.29 04:33 | sell | 20 | 1.00 | 0.58980 | 0.59071 | 0.57921 | ||
| 79 | 2024.11.29 05:35 | s/l | 20 | 1.00 | 0.59071 | 0.59071 | 0.57921 | -91.00 | 10400.00 |
| 80 | 2024.11.29 06:00 | sell stop | 21 | 1.00 | 0.58971 | 0.59139 | 0.57972 | ||
| 81 | 2024.11.29 07:00 | modify | 21 | 1.00 | 0.59093 | 0.59154 | 0.57972 | ||
| 82 | 2024.11.29 07:36 | sell | 21 | 1.00 | 0.59093 | 0.59154 | 0.57972 | ||
| 83 | 2024.11.29 08:31 | s/l | 21 | 1.00 | 0.59154 | 0.59154 | 0.57972 | -61.00 | 10339.00 |
| 84 | 2024.11.29 09:00 | sell stop | 22 | 1.00 | 0.59070 | 0.59191 | 0.58071 | ||
| 85 | 2024.11.29 10:00 | modify | 22 | 1.00 | 0.59164 | 0.59283 | 0.58071 | ||
| 86 | 2024.11.29 10:03 | sell | 22 | 1.00 | 0.59164 | 0.59283 | 0.58071 | ||
| 87 | 2024.11.29 17:46 | s/l | 22 | 1.00 | 0.59283 | 0.59283 | 0.58071 | -119.00 | 10220.00 |
| 88 | 2024.11.29 18:00 | sell stop | 23 | 1.00 | 0.59117 | 0.59265 | 0.58118 | ||
| 89 | 2024.11.29 18:03 | sell | 23 | 1.00 | 0.59117 | 0.59265 | 0.58118 | ||
| 90 | 2024.11.29 20:03 | s/l | 23 | 1.00 | 0.59265 | 0.59265 | 0.58118 | -148.00 | 10072.00 |
| 91 | 2024.11.29 21:00 | sell stop | 24 | 1.00 | 0.59200 | 0.59256 | 0.58201 | ||
| 92 | 2024.11.29 22:00 | modify | 24 | 1.00 | 0.59213 | 0.59274 | 0.58201 | ||
| 93 | 2024.11.29 23:00 | modify | 24 | 1.00 | 0.59244 | 0.59277 | 0.58201 | ||
| 94 | 2024.11.29 23:02 | sell | 24 | 1.00 | 0.59244 | 0.59277 | 0.58201 | ||
| 95 | 2024.12.09 05:36 | t/p | 24 | 1.00 | 0.58201 | 0.59277 | 0.58201 | 1043.00 | 11115.00 |
| 96 | 2024.12.10 00:00 | sell stop | 25 | 1.00 | 0.58614 | 0.58649 | 0.57615 | ||
| 97 | 2024.12.10 00:01 | sell | 25 | 1.00 | 0.58614 | 0.58649 | 0.57615 | ||
| 98 | 2024.12.10 00:17 | s/l | 25 | 1.00 | 0.58649 | 0.58649 | 0.57615 | -35.00 | 11080.00 |
| 99 | 2024.12.10 01:00 | sell stop | 26 | 1.00 | 0.58598 | 0.58659 | 0.57599 | ||
| 100 | 2024.12.10 01:24 | sell | 26 | 1.00 | 0.58598 | 0.58659 | 0.57599 | ||
| 101 | 2024.12.13 04:08 | t/p | 26 | 1.00 | 0.57599 | 0.58659 | 0.57599 | 999.00 | 12079.00 |