| Symbol | USDCHF. (US 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 | 1661 | Ticks modelled | 2591 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | 763.94 | Gross profit | 1783.24 | Gross loss | -1019.30 |
| Profit factor | 1.75 | Expected payoff | 34.72 | ||
| Absolute drawdown | 77.14 | Maximal drawdown | 515.47 (4.94%) | Relative drawdown | 4.94% (515.47) |
| Total trades | 22 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 10 (40.00%) |
| Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
| Largest | profit trade | 288.24 | loss trade | -169.90 | |
| Average | profit trade | 127.37 | loss trade | -127.41 | |
| Maximum | consecutive wins (profit in money) | 4 (550.65) | consecutive losses (loss in money) | 2 (-339.81) | |
| Maximal | consecutive profit (count of wins) | 550.65 (4) | consecutive loss (count of losses) | -339.81 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.02.08 00:00 | sell | 1 | 0.12 | 0.94251 | 0.95541 | 0.93391 | ||
| 2 | 2018.02.08 00:00 | sell | 2 | 0.12 | 0.94251 | 0.95541 | 0.00000 | ||
| 3 | 2018.02.14 00:00 | t/p | 1 | 0.12 | 0.93391 | 0.95541 | 0.93391 | 107.16 | 10107.16 |
| 4 | 2018.02.14 00:00 | modify | 2 | 0.12 | 0.94251 | 0.94181 | 0.00000 | ||
| 5 | 2018.02.16 00:00 | close | 2 | 0.12 | 0.92222 | 0.94181 | 0.00000 | 258.64 | 10365.80 |
| 6 | 2018.05.14 00:00 | buy | 3 | 0.22 | 0.99998 | 0.99293 | 1.00468 | ||
| 7 | 2018.05.14 00:00 | buy | 4 | 0.22 | 0.99998 | 0.99293 | 0.00000 | ||
| 8 | 2018.05.23 00:00 | s/l | 3 | 0.22 | 0.99293 | 0.99293 | 1.00468 | -158.07 | 10207.73 |
| 9 | 2018.05.23 00:00 | s/l | 4 | 0.22 | 0.99293 | 0.99293 | 0.00000 | -158.07 | 10049.66 |
| 10 | 2018.11.07 00:00 | buy | 5 | 0.20 | 1.00133 | 0.99383 | 1.00633 | ||
| 11 | 2018.11.07 00:00 | buy | 6 | 0.20 | 1.00133 | 0.99383 | 0.00000 | ||
| 12 | 2018.11.09 00:00 | t/p | 5 | 0.20 | 1.00633 | 0.99383 | 1.00633 | 97.83 | 10147.48 |
| 13 | 2018.11.09 00:00 | modify | 6 | 0.20 | 1.00133 | 1.00203 | 0.00000 | ||
| 14 | 2018.11.14 00:00 | close | 6 | 0.20 | 1.00593 | 1.00203 | 0.00000 | 89.89 | 10237.37 |
| 15 | 2019.02.20 00:00 | buy | 7 | 0.22 | 1.00139 | 0.99434 | 1.00609 | ||
| 16 | 2019.02.20 00:00 | buy | 8 | 0.22 | 1.00139 | 0.99434 | 0.00000 | ||
| 17 | 2019.03.01 00:00 | s/l | 7 | 0.22 | 0.99434 | 0.99434 | 1.00609 | -157.25 | 10080.12 |
| 18 | 2019.03.01 00:00 | s/l | 8 | 0.22 | 0.99434 | 0.99434 | 0.00000 | -157.25 | 9922.86 |
| 19 | 2019.05.05 00:00 | buy | 9 | 0.24 | 1.01581 | 1.00966 | 1.01991 | ||
| 20 | 2019.05.05 00:00 | buy | 10 | 0.24 | 1.01581 | 1.00966 | 0.00000 | ||
| 21 | 2019.05.08 00:00 | t/p | 9 | 0.24 | 1.01991 | 1.00966 | 1.01991 | 94.60 | 10017.47 |
| 22 | 2019.05.08 00:00 | modify | 10 | 0.24 | 1.01581 | 1.01651 | 0.00000 | ||
| 23 | 2019.05.10 00:00 | s/l | 10 | 0.24 | 1.01651 | 1.01651 | 0.00000 | 14.65 | 10032.12 |
| 24 | 2019.06.16 00:00 | sell | 11 | 0.17 | 0.99817 | 1.00687 | 0.99237 | ||
| 25 | 2019.06.16 00:00 | sell | 12 | 0.17 | 0.99817 | 1.00687 | 0.00000 | ||
| 26 | 2019.06.20 00:00 | t/p | 11 | 0.17 | 0.99237 | 1.00687 | 0.99237 | 93.24 | 10125.36 |
| 27 | 2019.06.20 00:00 | modify | 12 | 0.17 | 0.99817 | 0.99747 | 0.00000 | ||
| 28 | 2019.06.21 00:00 | close | 12 | 0.17 | 0.98114 | 0.99747 | 0.00000 | 288.24 | 10413.60 |
| 29 | 2019.07.02 00:00 | sell | 13 | 0.17 | 0.98734 | 0.99649 | 0.98124 | ||
| 30 | 2019.07.02 00:00 | sell | 14 | 0.17 | 0.98734 | 0.99649 | 0.00000 | ||
| 31 | 2019.07.11 00:00 | close | 14 | 0.17 | 0.98818 | 0.99649 | 0.00000 | -24.42 | 10389.18 |
| 32 | 2019.07.11 00:00 | close | 13 | 0.17 | 0.98818 | 0.99649 | 0.98124 | -24.42 | 10364.76 |
| 33 | 2019.08.19 00:00 | sell | 15 | 0.16 | 0.97931 | 0.98921 | 0.97271 | ||
| 34 | 2019.08.19 00:00 | sell | 16 | 0.16 | 0.97931 | 0.98921 | 0.00000 | ||
| 35 | 2019.08.25 00:00 | t/p | 15 | 0.16 | 0.97271 | 0.98921 | 0.97271 | 102.89 | 10467.65 |
| 36 | 2019.08.25 00:00 | close | 16 | 0.16 | 0.97247 | 0.98921 | 0.00000 | 106.84 | 10574.49 |
| 37 | 2020.01.09 00:00 | sell | 17 | 0.25 | 0.97326 | 0.97971 | 0.96896 | ||
| 38 | 2020.01.09 00:00 | sell | 18 | 0.25 | 0.97326 | 0.97971 | 0.00000 | ||
| 39 | 2020.01.15 00:00 | t/p | 17 | 0.25 | 0.96896 | 0.97971 | 0.96896 | 104.55 | 10679.04 |
| 40 | 2020.01.15 00:00 | modify | 18 | 0.25 | 0.97326 | 0.97256 | 0.00000 | ||
| 41 | 2020.01.16 00:00 | close | 18 | 0.25 | 0.96376 | 0.97256 | 0.00000 | 236.37 | 10915.41 |
| 42 | 2020.02.25 00:00 | buy | 19 | 0.33 | 0.97993 | 0.97498 | 0.98323 | ||
| 43 | 2020.02.25 00:00 | buy | 20 | 0.33 | 0.97993 | 0.97498 | 0.00000 | ||
| 44 | 2020.02.27 00:00 | s/l | 19 | 0.33 | 0.97498 | 0.97498 | 0.98323 | -169.90 | 10745.51 |
| 45 | 2020.02.27 00:00 | s/l | 20 | 0.33 | 0.97498 | 0.97498 | 0.00000 | -169.90 | 10575.60 |
| 46 | 2020.12.24 00:00 | sell | 21 | 0.21 | 0.88839 | 0.89604 | 0.88329 | ||
| 47 | 2020.12.24 00:00 | sell | 22 | 0.21 | 0.88839 | 0.89604 | 0.00000 | ||
| 48 | 2020.12.30 00:00 | t/p | 21 | 0.21 | 0.88329 | 0.89604 | 0.88329 | 115.62 | 10691.23 |
| 49 | 2020.12.30 00:00 | modify | 22 | 0.21 | 0.88839 | 0.88769 | 0.00000 | ||
| 50 | 2020.12.31 23:59 | close at stop | 22 | 0.21 | 0.88497 | 0.88769 | 0.00000 | 72.71 | 10763.94 |