Strategy Tester Report
ZeroLagEA-AIP v0.0.4_v1
| 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 | UseTimeSlice=0; UseFreshMACDSig=1; vLots=1; Stoploss=0; TakeProfit=0; StartHour=9; EndHour=15; KillDay=5; KillHour=21; | ||||
| 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 | -1778.80 | Gross profit | 1065.97 | Gross loss | -2844.77 |
| Profit factor | 0.37 | Expected payoff | -38.67 | ||
| Absolute drawdown | 1846.42 | Maximal drawdown | 1885.42 (18.78%) | Relative drawdown | 18.78% (1885.42) |
| Total trades | 46 | Short positions (won %) | 20 (20.00%) | Long positions (won %) | 26 (46.15%) |
| Profit trades (% of total) | 16 (34.78%) | Loss trades (% of total) | 30 (65.22%) | ||
| Largest | profit trade | 157.80 | loss trade | -511.87 | |
| Average | profit trade | 66.62 | loss trade | -94.83 | |
| Maximum | consecutive wins (profit in money) | 2 (205.90) | consecutive losses (loss in money) | 6 (-311.12) | |
| Maximal | consecutive profit (count of wins) | 205.90 (2) | consecutive loss (count of losses) | -635.49 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 10:00 | buy | 1 | 1.00 | 1.35673 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 13:00 | close | 1 | 1.00 | 1.35567 | 0.00000 | 0.00000 | -78.19 | 9921.81 |
| 3 | 2024.10.04 13:00 | sell | 2 | 1.00 | 1.35568 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.04 15:00 | close | 2 | 1.00 | 1.35552 | 0.00000 | 0.00000 | 11.80 | 9933.61 |
| 5 | 2024.10.07 09:00 | buy | 3 | 1.00 | 1.35880 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.07 15:00 | close | 3 | 1.00 | 1.35815 | 0.00000 | 0.00000 | -47.86 | 9885.75 |
| 7 | 2024.10.08 10:00 | buy | 4 | 1.00 | 1.36400 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.08 15:00 | close | 4 | 1.00 | 1.36376 | 0.00000 | 0.00000 | -17.60 | 9868.15 |
| 9 | 2024.10.10 11:00 | buy | 5 | 1.00 | 1.37300 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.10 15:00 | close | 5 | 1.00 | 1.37517 | 0.00000 | 0.00000 | 157.80 | 10025.95 |
| 11 | 2024.10.14 13:00 | buy | 6 | 1.00 | 1.37955 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.14 15:00 | close | 6 | 1.00 | 1.37881 | 0.00000 | 0.00000 | -53.67 | 9972.28 |
| 13 | 2024.10.15 12:00 | sell | 7 | 1.00 | 1.38054 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.15 14:00 | close | 7 | 1.00 | 1.38136 | 0.00000 | 0.00000 | -59.36 | 9912.92 |
| 15 | 2024.10.15 14:00 | buy | 8 | 1.00 | 1.38135 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.15 15:00 | close | 8 | 1.00 | 1.38163 | 0.00000 | 0.00000 | 20.27 | 9933.19 |
| 17 | 2024.10.22 12:00 | buy | 9 | 1.00 | 1.38353 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.22 15:00 | close | 9 | 1.00 | 1.38304 | 0.00000 | 0.00000 | -35.43 | 9897.76 |
| 19 | 2024.10.24 10:00 | buy | 10 | 1.00 | 1.38262 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.24 15:00 | close | 10 | 1.00 | 1.38166 | 0.00000 | 0.00000 | -69.48 | 9828.28 |
| 21 | 2024.10.29 11:00 | sell | 11 | 1.00 | 1.38868 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.29 15:00 | close | 11 | 1.00 | 1.38902 | 0.00000 | 0.00000 | -24.48 | 9803.80 |
| 23 | 2024.10.31 13:00 | sell | 12 | 1.00 | 1.39177 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.31 14:00 | close | 12 | 1.00 | 1.39241 | 0.00000 | 0.00000 | -45.96 | 9757.84 |
| 25 | 2024.10.31 14:00 | buy | 13 | 1.00 | 1.39240 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.31 15:00 | close | 13 | 1.00 | 1.39131 | 0.00000 | 0.00000 | -78.34 | 9679.50 |
| 27 | 2024.11.01 10:00 | buy | 14 | 1.00 | 1.39385 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.01 12:00 | close | 14 | 1.00 | 1.39305 | 0.00000 | 0.00000 | -57.43 | 9622.07 |
| 29 | 2024.11.01 12:00 | sell | 15 | 1.00 | 1.39304 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.01 15:00 | close | 15 | 1.00 | 1.39263 | 0.00000 | 0.00000 | 29.44 | 9651.51 |
| 31 | 2024.11.04 09:00 | buy | 16 | 1.00 | 1.39035 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.04 15:00 | close | 16 | 1.00 | 1.39040 | 0.00000 | 0.00000 | 3.60 | 9655.11 |
| 33 | 2024.11.06 11:00 | sell | 17 | 1.00 | 1.38921 | 0.00000 | 0.00000 | ||
| 34 | 2024.11.06 15:00 | close | 17 | 1.00 | 1.39188 | 0.00000 | 0.00000 | -191.83 | 9463.28 |
| 35 | 2024.11.07 11:00 | buy | 18 | 1.00 | 1.38789 | 0.00000 | 0.00000 | ||
| 36 | 2024.11.07 15:00 | close | 18 | 1.00 | 1.38884 | 0.00000 | 0.00000 | 68.40 | 9531.68 |
| 37 | 2024.11.08 09:00 | sell | 19 | 1.00 | 1.38819 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.08 15:00 | close | 19 | 1.00 | 1.39103 | 0.00000 | 0.00000 | -204.17 | 9327.51 |
| 39 | 2024.11.11 10:00 | buy | 20 | 1.00 | 1.39237 | 0.00000 | 0.00000 | ||
| 40 | 2024.11.11 15:00 | close | 20 | 1.00 | 1.39357 | 0.00000 | 0.00000 | 86.11 | 9413.62 |
| 41 | 2024.11.12 14:00 | sell | 21 | 1.00 | 1.39572 | 0.00000 | 0.00000 | ||
| 42 | 2024.11.12 15:00 | close | 21 | 1.00 | 1.39405 | 0.00000 | 0.00000 | 119.79 | 9533.41 |
| 43 | 2024.11.13 12:00 | sell | 22 | 1.00 | 1.39472 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.13 15:00 | close | 22 | 1.00 | 1.39574 | 0.00000 | 0.00000 | -73.08 | 9460.33 |
| 45 | 2024.11.18 10:00 | buy | 23 | 1.00 | 1.40963 | 0.00000 | 0.00000 | ||
| 46 | 2024.11.18 15:00 | close | 23 | 1.00 | 1.40926 | 0.00000 | 0.00000 | -26.25 | 9434.08 |
| 47 | 2024.11.22 10:00 | sell | 24 | 1.00 | 1.39696 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.22 12:00 | close | 24 | 1.00 | 1.40051 | 0.00000 | 0.00000 | -253.48 | 9180.60 |
| 49 | 2024.11.22 12:00 | buy | 25 | 1.00 | 1.40050 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.22 15:00 | close | 25 | 1.00 | 1.39838 | 0.00000 | 0.00000 | -151.60 | 9029.00 |
| 51 | 2024.11.27 13:00 | sell | 26 | 1.00 | 1.40485 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.27 14:00 | close | 26 | 1.00 | 1.40538 | 0.00000 | 0.00000 | -37.71 | 8991.29 |
| 53 | 2024.11.27 14:00 | buy | 27 | 1.00 | 1.40537 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.27 15:00 | close | 27 | 1.00 | 1.40559 | 0.00000 | 0.00000 | 15.65 | 9006.94 |
| 55 | 2024.11.28 11:00 | sell | 28 | 1.00 | 1.40096 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.28 15:00 | close | 28 | 1.00 | 1.40121 | 0.00000 | 0.00000 | -17.84 | 8989.10 |
| 57 | 2024.11.29 10:00 | buy | 29 | 1.00 | 1.40007 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.29 15:00 | close | 29 | 1.00 | 1.40115 | 0.00000 | 0.00000 | 77.08 | 9066.18 |
| 59 | 2024.12.02 09:00 | sell | 30 | 1.00 | 1.40201 | 0.00000 | 0.00000 | ||
| 60 | 2024.12.02 15:00 | close | 30 | 1.00 | 1.40443 | 0.00000 | 0.00000 | -172.31 | 8893.87 |
| 61 | 2024.12.03 10:00 | sell | 31 | 1.00 | 1.40374 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.03 13:00 | close | 31 | 1.00 | 1.40387 | 0.00000 | 0.00000 | -9.26 | 8884.61 |
| 63 | 2024.12.03 13:00 | buy | 32 | 1.00 | 1.40386 | 0.00000 | 0.00000 | ||
| 64 | 2024.12.03 15:00 | close | 32 | 1.00 | 1.40404 | 0.00000 | 0.00000 | 12.82 | 8897.43 |
| 65 | 2024.12.11 09:00 | buy | 33 | 1.00 | 1.41666 | 0.00000 | 0.00000 | ||
| 66 | 2024.12.11 15:00 | close | 33 | 1.00 | 1.41836 | 0.00000 | 0.00000 | 119.86 | 9017.29 |
| 67 | 2024.12.12 11:00 | sell | 34 | 1.00 | 1.41387 | 0.00000 | 0.00000 | ||
| 68 | 2024.12.12 13:00 | close | 34 | 1.00 | 1.41452 | 0.00000 | 0.00000 | -45.95 | 8971.34 |
| 69 | 2024.12.12 13:00 | buy | 35 | 1.00 | 1.41453 | 0.00000 | 0.00000 | ||
| 70 | 2024.12.12 15:00 | close | 35 | 1.00 | 1.41654 | 0.00000 | 0.00000 | 141.90 | 9113.24 |
| 71 | 2024.12.17 14:00 | sell | 36 | 1.00 | 1.42800 | 0.00000 | 0.00000 | ||
| 72 | 2024.12.17 15:00 | close | 36 | 1.00 | 1.42954 | 0.00000 | 0.00000 | -107.73 | 9005.51 |
| 73 | 2024.12.18 11:00 | sell | 37 | 1.00 | 1.43213 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.18 12:00 | close | 37 | 1.00 | 1.43305 | 0.00000 | 0.00000 | -64.20 | 8941.31 |
| 75 | 2024.12.18 12:00 | buy | 38 | 1.00 | 1.43304 | 0.00000 | 0.00000 | ||
| 76 | 2024.12.18 13:00 | close | 38 | 1.00 | 1.43211 | 0.00000 | 0.00000 | -64.94 | 8876.37 |
| 77 | 2024.12.18 13:00 | sell | 39 | 1.00 | 1.43210 | 0.00000 | 0.00000 | ||
| 78 | 2024.12.18 15:00 | close | 39 | 1.00 | 1.43171 | 0.00000 | 0.00000 | 27.24 | 8903.61 |
| 79 | 2024.12.26 10:00 | buy | 40 | 1.00 | 1.43829 | 0.00000 | 0.00000 | ||
| 80 | 2024.12.26 15:00 | close | 40 | 1.00 | 1.43974 | 0.00000 | 0.00000 | 100.71 | 9004.32 |
| 81 | 2024.12.30 10:00 | buy | 41 | 1.00 | 1.43991 | 0.00000 | 0.00000 | ||
| 82 | 2024.12.30 14:00 | close | 41 | 1.00 | 1.43774 | 0.00000 | 0.00000 | -150.93 | 8853.39 |
| 83 | 2024.12.30 14:00 | sell | 42 | 1.00 | 1.43773 | 0.00000 | 0.00000 | ||
| 84 | 2024.12.30 15:00 | close | 42 | 1.00 | 1.43874 | 0.00000 | 0.00000 | -70.20 | 8783.19 |
| 85 | 2025.01.02 11:00 | buy | 43 | 1.00 | 1.44115 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.02 15:00 | close | 43 | 1.00 | 1.44221 | 0.00000 | 0.00000 | 73.50 | 8856.69 |
| 87 | 2025.01.06 13:00 | buy | 44 | 1.00 | 1.43737 | 0.00000 | 0.00000 | ||
| 88 | 2025.01.06 14:00 | close | 44 | 1.00 | 1.43005 | 0.00000 | 0.00000 | -511.87 | 8344.82 |
| 89 | 2025.01.06 14:00 | sell | 45 | 1.00 | 1.43004 | 0.00000 | 0.00000 | ||
| 90 | 2025.01.06 15:00 | close | 45 | 1.00 | 1.43180 | 0.00000 | 0.00000 | -122.92 | 8221.90 |
| 91 | 2025.01.07 14:00 | buy | 46 | 1.00 | 1.43167 | 0.00000 | 0.00000 | ||
| 92 | 2025.01.07 15:00 | close | 46 | 1.00 | 1.43166 | 0.00000 | 0.00000 | -0.70 | 8221.20 |