| Symbol | CADCHF (CAD/CHF) | ||||
| Period | Daily (D1) 2018.01.02 00:00 - 2020.12.31 23:59 (2018.01.01 - 2021.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Can_Buy=true; Can_Sell=true; CountB=1; CountS=1; my_1CRB=1; risk_percentage=1; Bridge_2_Far=6; MagicNumber=753974506; OpenSlippage=5; CloseSlippage=5; AdjustSizeLong=true; AdjustSizeShort=true; | ||||
| Bars in test | 1032 | Ticks modelled | 1810 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | -627.96 | Gross profit | 880.68 | Gross loss | -1508.64 |
| Profit factor | 0.58 | Expected payoff | -31.40 | ||
| Absolute drawdown | 627.96 | Maximal drawdown | 1005.17 (9.69%) | Relative drawdown | 9.69% (1005.17) |
| Total trades | 20 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
| Largest | profit trade | 177.63 | loss trade | -174.93 | |
| Average | profit trade | 88.07 | loss trade | -150.86 | |
| Maximum | consecutive wins (profit in money) | 4 (287.40) | consecutive losses (loss in money) | 4 (-657.36) | |
| Maximal | consecutive profit (count of wins) | 287.40 (4) | consecutive loss (count of losses) | -657.36 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.03.09 00:00 | sell | 1 | 0.17 | 0.73728 | 0.74628 | 0.73128 | ||
| 2 | 2018.03.09 00:00 | sell | 2 | 0.17 | 0.73728 | 0.74628 | 0.00000 | ||
| 3 | 2018.03.14 00:00 | t/p | 1 | 0.17 | 0.73128 | 0.74628 | 0.73128 | 114.38 | 10114.38 |
| 4 | 2018.03.14 00:00 | modify | 2 | 0.17 | 0.73728 | 0.73658 | 0.00000 | ||
| 5 | 2018.03.14 00:00 | modify | 2 | 0.17 | 0.73728 | 0.73503 | 0.00000 | ||
| 6 | 2018.03.22 00:00 | s/l | 2 | 0.17 | 0.73503 | 0.73503 | 0.00000 | 42.89 | 10157.27 |
| 7 | 2018.05.16 00:00 | buy | 3 | 0.19 | 0.77758 | 0.76948 | 0.78298 | ||
| 8 | 2018.05.16 00:00 | buy | 4 | 0.19 | 0.77758 | 0.76948 | 0.00000 | ||
| 9 | 2018.05.17 00:00 | t/p | 3 | 0.19 | 0.78298 | 0.76948 | 0.78298 | 115.20 | 10272.47 |
| 10 | 2018.05.17 00:00 | modify | 4 | 0.19 | 0.77758 | 0.77828 | 0.00000 | ||
| 11 | 2018.05.21 00:00 | s/l | 4 | 0.19 | 0.77828 | 0.77828 | 0.00000 | 14.93 | 10287.40 |
| 12 | 2018.07.02 00:00 | sell | 5 | 0.17 | 0.75197 | 0.76097 | 0.74597 | ||
| 13 | 2018.07.02 00:00 | sell | 6 | 0.17 | 0.75197 | 0.76097 | 0.00000 | ||
| 14 | 2018.07.10 00:00 | close | 6 | 0.17 | 0.75618 | 0.76097 | 0.00000 | -80.26 | 10207.14 |
| 15 | 2018.07.10 00:00 | close | 5 | 0.17 | 0.75618 | 0.76097 | 0.74597 | -80.26 | 10126.88 |
| 16 | 2018.10.16 00:00 | buy | 7 | 0.15 | 0.76015 | 0.74980 | 0.76705 | ||
| 17 | 2018.10.16 00:00 | buy | 8 | 0.15 | 0.76015 | 0.74980 | 0.00000 | ||
| 18 | 2018.10.25 00:00 | t/p | 7 | 0.15 | 0.76705 | 0.74980 | 0.76705 | 116.21 | 10243.09 |
| 19 | 2018.10.25 00:00 | modify | 8 | 0.15 | 0.76015 | 0.76085 | 0.00000 | ||
| 20 | 2018.10.26 00:00 | close | 8 | 0.15 | 0.76401 | 0.76085 | 0.00000 | 65.01 | 10308.10 |
| 21 | 2019.01.04 00:00 | sell | 9 | 0.13 | 0.73132 | 0.74332 | 0.72332 | ||
| 22 | 2019.01.04 00:00 | sell | 10 | 0.13 | 0.73132 | 0.74332 | 0.00000 | ||
| 23 | 2019.01.11 00:00 | s/l | 9 | 0.13 | 0.74332 | 0.74332 | 0.72332 | -174.93 | 10133.17 |
| 24 | 2019.01.11 00:00 | s/l | 10 | 0.13 | 0.74332 | 0.74332 | 0.00000 | -174.93 | 9958.24 |
| 25 | 2019.02.11 00:00 | buy | 11 | 0.19 | 0.75322 | 0.74542 | 0.75842 | ||
| 26 | 2019.02.11 00:00 | buy | 12 | 0.19 | 0.75322 | 0.74542 | 0.00000 | ||
| 27 | 2019.02.12 00:00 | t/p | 11 | 0.19 | 0.75842 | 0.74542 | 0.75842 | 110.94 | 10069.18 |
| 28 | 2019.02.12 00:00 | modify | 12 | 0.19 | 0.75322 | 0.75392 | 0.00000 | ||
| 29 | 2019.02.13 00:00 | s/l | 12 | 0.19 | 0.75392 | 0.75392 | 0.00000 | 14.94 | 10084.12 |
| 30 | 2019.05.07 00:00 | buy | 13 | 0.23 | 0.75647 | 0.74987 | 0.76087 | ||
| 31 | 2019.05.07 00:00 | buy | 14 | 0.23 | 0.75647 | 0.74987 | 0.00000 | ||
| 32 | 2019.05.14 00:00 | s/l | 13 | 0.23 | 0.74987 | 0.74987 | 0.76087 | -170.45 | 9913.67 |
| 33 | 2019.05.14 00:00 | s/l | 14 | 0.23 | 0.74987 | 0.74987 | 0.00000 | -170.45 | 9743.22 |
| 34 | 2019.06.11 00:00 | sell | 15 | 0.22 | 0.74565 | 0.75225 | 0.74125 | ||
| 35 | 2019.06.11 00:00 | sell | 16 | 0.22 | 0.74565 | 0.75225 | 0.00000 | ||
| 36 | 2019.06.24 00:00 | t/p | 15 | 0.22 | 0.74125 | 0.75225 | 0.74125 | 108.55 | 9851.77 |
| 37 | 2019.06.24 00:00 | close | 16 | 0.22 | 0.73845 | 0.75225 | 0.00000 | 177.63 | 10029.40 |
| 38 | 2019.08.20 00:00 | sell | 17 | 0.14 | 0.73646 | 0.74711 | 0.72936 | ||
| 39 | 2019.08.20 00:00 | sell | 18 | 0.14 | 0.73646 | 0.74711 | 0.00000 | ||
| 40 | 2019.09.09 00:00 | s/l | 17 | 0.14 | 0.74711 | 0.74711 | 0.72936 | -167.20 | 9862.20 |
| 41 | 2019.09.09 00:00 | s/l | 18 | 0.14 | 0.74711 | 0.74711 | 0.00000 | -167.20 | 9695.00 |
| 42 | 2020.02.07 00:00 | sell | 19 | 0.20 | 0.73308 | 0.74028 | 0.72828 | ||
| 43 | 2020.02.07 00:00 | sell | 20 | 0.20 | 0.73308 | 0.74028 | 0.00000 | ||
| 44 | 2020.02.17 00:00 | s/l | 19 | 0.20 | 0.74028 | 0.74028 | 0.72828 | -161.48 | 9533.52 |
| 45 | 2020.02.17 00:00 | s/l | 20 | 0.20 | 0.74028 | 0.74028 | 0.00000 | -161.48 | 9372.04 |