| Symbol | CADCHF. (Canadian Dollar vs Swiss Franc) | ||||
| Period | Daily (D1) 2018.01.01 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 | 1085 | Ticks modelled | 2015 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | 327.88 | Gross profit | 2416.76 | Gross loss | -2088.88 |
| Profit factor | 1.16 | Expected payoff | 10.93 | ||
| Absolute drawdown | 343.66 | Maximal drawdown | 1325.19 (11.37%) | Relative drawdown | 11.37% (1325.19) |
| Total trades | 30 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 18 (60.00%) | Loss trades (% of total) | 12 (40.00%) | ||
| Largest | profit trade | 326.23 | loss trade | -209.11 | |
| Average | profit trade | 134.26 | loss trade | -174.07 | |
| Maximum | consecutive wins (profit in money) | 8 (978.65) | consecutive losses (loss in money) | 4 (-752.33) | |
| Maximal | consecutive profit (count of wins) | 1197.93 (6) | consecutive loss (count of losses) | -752.33 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.01.12 00:00 | buy | 1 | 0.19 | 0.77908 | 0.77113 | 0.78438 | ||
| 2 | 2018.01.12 00:00 | buy | 2 | 0.19 | 0.77908 | 0.77113 | 0.00000 | ||
| 3 | 2018.01.17 00:00 | s/l | 1 | 0.19 | 0.77113 | 0.77113 | 0.78438 | -171.83 | 9828.17 |
| 4 | 2018.01.17 00:00 | s/l | 2 | 0.19 | 0.77113 | 0.77113 | 0.00000 | -171.83 | 9656.34 |
| 5 | 2018.02.13 00:00 | sell | 3 | 0.16 | 0.74600 | 0.75485 | 0.74010 | ||
| 6 | 2018.02.13 00:00 | sell | 4 | 0.16 | 0.74600 | 0.75485 | 0.00000 | ||
| 7 | 2018.02.14 00:00 | t/p | 3 | 0.16 | 0.74010 | 0.75485 | 0.74010 | 104.00 | 9760.34 |
| 8 | 2018.02.14 00:00 | modify | 4 | 0.16 | 0.74600 | 0.74530 | 0.00000 | ||
| 9 | 2018.02.16 00:00 | modify | 4 | 0.16 | 0.74600 | 0.74526 | 0.00000 | ||
| 10 | 2018.02.23 00:00 | modify | 4 | 0.16 | 0.74600 | 0.74169 | 0.00000 | ||
| 11 | 2018.03.02 00:00 | modify | 4 | 0.16 | 0.74600 | 0.74014 | 0.00000 | ||
| 12 | 2018.03.04 00:00 | modify | 4 | 0.16 | 0.74600 | 0.73339 | 0.00000 | ||
| 13 | 2018.03.05 00:00 | close | 4 | 0.16 | 0.72709 | 0.73339 | 0.00000 | 320.42 | 10080.77 |
| 14 | 2018.03.09 00:00 | sell | 5 | 0.18 | 0.73764 | 0.74604 | 0.73204 | ||
| 15 | 2018.03.09 00:00 | sell | 6 | 0.18 | 0.73764 | 0.74604 | 0.00000 | ||
| 16 | 2018.03.14 00:00 | t/p | 5 | 0.18 | 0.73204 | 0.74604 | 0.73204 | 108.91 | 10189.68 |
| 17 | 2018.03.14 00:00 | modify | 6 | 0.18 | 0.73764 | 0.73694 | 0.00000 | ||
| 18 | 2018.03.18 00:00 | close | 6 | 0.18 | 0.72614 | 0.73694 | 0.00000 | 224.00 | 10413.69 |
| 19 | 2018.04.24 00:00 | buy | 7 | 0.21 | 0.76147 | 0.75397 | 0.76647 | ||
| 20 | 2018.04.24 00:00 | buy | 8 | 0.21 | 0.76147 | 0.75397 | 0.00000 | ||
| 21 | 2018.04.27 00:00 | t/p | 7 | 0.21 | 0.76647 | 0.75397 | 0.76647 | 114.36 | 10528.04 |
| 22 | 2018.04.27 00:00 | modify | 8 | 0.21 | 0.76147 | 0.76217 | 0.00000 | ||
| 23 | 2018.05.01 00:00 | modify | 8 | 0.21 | 0.76147 | 0.76564 | 0.00000 | ||
| 24 | 2018.05.02 00:00 | modify | 8 | 0.21 | 0.76147 | 0.76915 | 0.00000 | ||
| 25 | 2018.05.03 00:00 | close | 8 | 0.21 | 0.77557 | 0.76915 | 0.00000 | 326.23 | 10854.27 |
| 26 | 2018.06.29 00:00 | sell | 9 | 0.21 | 0.75252 | 0.76017 | 0.74742 | ||
| 27 | 2018.06.29 00:00 | sell | 10 | 0.21 | 0.75252 | 0.76017 | 0.00000 | ||
| 28 | 2018.07.06 00:00 | close | 10 | 0.21 | 0.75593 | 0.76017 | 0.00000 | -89.93 | 10764.34 |
| 29 | 2018.07.06 00:00 | close | 9 | 0.21 | 0.75593 | 0.76017 | 0.74742 | -89.93 | 10674.42 |
| 30 | 2018.09.12 00:00 | sell | 11 | 0.23 | 0.74487 | 0.75177 | 0.74027 | ||
| 31 | 2018.09.12 00:00 | sell | 12 | 0.23 | 0.74487 | 0.75177 | 0.00000 | ||
| 32 | 2018.09.18 00:00 | t/p | 11 | 0.23 | 0.74027 | 0.75177 | 0.74027 | 109.49 | 10783.91 |
| 33 | 2018.09.18 00:00 | modify | 12 | 0.23 | 0.74487 | 0.74417 | 0.00000 | ||
| 34 | 2018.09.18 00:00 | modify | 12 | 0.23 | 0.74487 | 0.74275 | 0.00000 | ||
| 35 | 2018.09.19 00:00 | s/l | 12 | 0.23 | 0.74275 | 0.74275 | 0.00000 | 44.21 | 10828.11 |
| 36 | 2018.10.12 00:00 | buy | 13 | 0.17 | 0.75963 | 0.75033 | 0.76583 | ||
| 37 | 2018.10.12 00:00 | buy | 14 | 0.17 | 0.75963 | 0.75033 | 0.00000 | ||
| 38 | 2018.10.17 00:00 | t/p | 13 | 0.17 | 0.76583 | 0.75033 | 0.76583 | 116.15 | 10944.27 |
| 39 | 2018.10.17 00:00 | modify | 14 | 0.17 | 0.75963 | 0.76033 | 0.00000 | ||
| 40 | 2018.10.18 00:00 | close | 14 | 0.17 | 0.76373 | 0.76033 | 0.00000 | 75.06 | 11019.32 |
| 41 | 2018.12.17 00:00 | sell | 15 | 0.21 | 0.74513 | 0.75293 | 0.73993 | ||
| 42 | 2018.12.17 00:00 | sell | 16 | 0.21 | 0.74513 | 0.75293 | 0.00000 | ||
| 43 | 2018.12.18 00:00 | t/p | 15 | 0.21 | 0.73993 | 0.75293 | 0.73993 | 120.01 | 11139.33 |
| 44 | 2018.12.18 00:00 | modify | 16 | 0.21 | 0.74513 | 0.74443 | 0.00000 | ||
| 45 | 2018.12.20 00:00 | close | 16 | 0.21 | 0.73766 | 0.74443 | 0.00000 | 168.77 | 11308.10 |
| 46 | 2019.02.10 00:00 | buy | 17 | 0.25 | 0.75324 | 0.74634 | 0.75784 | ||
| 47 | 2019.02.10 00:00 | buy | 18 | 0.25 | 0.75324 | 0.74634 | 0.00000 | ||
| 48 | 2019.02.11 00:00 | t/p | 17 | 0.25 | 0.75784 | 0.74634 | 0.75784 | 126.95 | 11435.05 |
| 49 | 2019.02.12 00:00 | modify | 18 | 0.25 | 0.75324 | 0.75394 | 0.00000 | ||
| 50 | 2019.02.25 00:00 | close | 18 | 0.25 | 0.76134 | 0.75394 | 0.00000 | 218.02 | 11653.07 |
| 51 | 2019.04.01 00:00 | sell | 19 | 0.28 | 0.74545 | 0.75160 | 0.74135 | ||
| 52 | 2019.04.01 00:00 | sell | 20 | 0.28 | 0.74545 | 0.75160 | 0.00000 | ||
| 53 | 2019.04.10 00:00 | s/l | 19 | 0.28 | 0.75160 | 0.75160 | 0.74135 | -209.11 | 11443.96 |
| 54 | 2019.04.10 00:00 | s/l | 20 | 0.28 | 0.75160 | 0.75160 | 0.00000 | -209.11 | 11234.85 |
| 55 | 2019.06.09 00:00 | sell | 21 | 0.27 | 0.74699 | 0.75329 | 0.74279 | ||
| 56 | 2019.06.09 00:00 | sell | 22 | 0.27 | 0.74699 | 0.75329 | 0.00000 | ||
| 57 | 2019.06.17 00:00 | close | 22 | 0.27 | 0.74484 | 0.75329 | 0.00000 | 51.27 | 11286.12 |
| 58 | 2019.06.17 00:00 | close | 21 | 0.27 | 0.74484 | 0.75329 | 0.74279 | 51.27 | 11337.40 |
| 59 | 2019.07.17 00:00 | buy | 23 | 0.30 | 0.75510 | 0.74940 | 0.75890 | ||
| 60 | 2019.07.17 00:00 | buy | 24 | 0.30 | 0.75510 | 0.74940 | 0.00000 | ||
| 61 | 2019.07.23 00:00 | s/l | 23 | 0.30 | 0.74940 | 0.74940 | 0.75890 | -197.41 | 11139.99 |
| 62 | 2019.07.23 00:00 | s/l | 24 | 0.30 | 0.74940 | 0.74940 | 0.00000 | -197.41 | 10942.58 |
| 63 | 2019.09.16 00:00 | buy | 25 | 0.27 | 0.74678 | 0.74063 | 0.75088 | ||
| 64 | 2019.09.16 00:00 | buy | 26 | 0.27 | 0.74678 | 0.74063 | 0.00000 | ||
| 65 | 2019.09.18 00:00 | t/p | 25 | 0.27 | 0.75088 | 0.74063 | 0.75088 | 121.41 | 11063.99 |
| 66 | 2019.09.18 00:00 | modify | 26 | 0.27 | 0.74678 | 0.74748 | 0.00000 | ||
| 67 | 2019.09.20 00:00 | s/l | 26 | 0.27 | 0.74748 | 0.74748 | 0.00000 | 16.22 | 11080.21 |
| 68 | 2020.02.07 00:00 | sell | 27 | 0.25 | 0.73345 | 0.74020 | 0.72895 | ||
| 69 | 2020.02.07 00:00 | sell | 28 | 0.25 | 0.73345 | 0.74020 | 0.00000 | ||
| 70 | 2020.02.16 00:00 | s/l | 27 | 0.25 | 0.74020 | 0.74020 | 0.72895 | -200.72 | 10879.49 |
| 71 | 2020.02.16 00:00 | s/l | 28 | 0.25 | 0.74020 | 0.74020 | 0.00000 | -200.72 | 10678.77 |
| 72 | 2020.06.11 00:00 | buy | 29 | 0.15 | 0.70278 | 0.69243 | 0.70968 | ||
| 73 | 2020.06.11 00:00 | buy | 30 | 0.15 | 0.70278 | 0.69243 | 0.00000 | ||
| 74 | 2020.06.12 00:00 | s/l | 29 | 0.15 | 0.69243 | 0.69243 | 0.70968 | -175.44 | 10503.33 |
| 75 | 2020.06.12 00:00 | s/l | 30 | 0.15 | 0.69243 | 0.69243 | 0.00000 | -175.44 | 10327.88 |