Backtest Report

[Zheng Xue]

This is kina relax EA. This EA backtest only put 134 trades in 4 years. Averagely 3 trades per month. It makes 2513 net profit in 43 months. It's about 7% annual return. 

SL 100 and TP 200 points.  Maximal drawdown  581.42 (4.74%) 

Any Comments if this is practicable in real?

Thank you

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Strategy Tester Report

xTrader

Symbol		USDCAD (USD/CAD)
Period		Daily (D1) 2015.08.29 00:00 - 2019.03.29 00:00
Model		Control points (a very crude method, the results must not be considered)
Parameters
			23458	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Current (100)
Total net profit	2513.75	Gross profit	4879.56	Gross loss	-2365.81
Profit factor	2.06	Expected payoff	37.52
Absolute drawdown	255.05	Maximal drawdown	581.42 (4.74%)	Relative drawdown	4.74% (581.42)
Total trades	67	Short positions (won %)	44 (54.55%)	Long positions (won %)	23 (52.17%)
		Profit trades (% of total)	36 (53.73%)	Loss trades (% of total)	31 (46.27%)
Largest		profit trade	162.27	loss trade	-81.05
Average		profit trade	135.54	loss trade	-76.32
Maximum		consecutive wins (profit in money)	7 (966.94)	consecutive losses (loss in money)	6 (-469.45)
Maximal		consecutive profit (count of wins)	966.94 (7)	consecutive loss (count of losses)	-469.45 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2015.09.16 08:00	buy	1	0.10	1.32303	1.31303	1.34303
2	2015.09.17 02:00	s/l	1	0.10	1.31303	1.31303	1.34303	-76.43	9923.57
3	2015.09.23 08:00	sell	2	0.10	1.32883	1.33883	1.30883
4	2015.09.24 02:00	s/l	2	0.10	1.33883	1.33883	1.30883	-74.55	9849.02
5	2015.09.24 02:00	sell	3	0.10	1.34042	1.35042	1.32042
6	2015.10.02 12:00	t/p	3	0.10	1.32042	1.35042	1.32042	151.49	10000.51
7	2015.11.06 08:00	sell	4	0.10	1.32275	1.33275	1.30275
8	2015.11.12 16:00	s/l	4	0.10	1.33275	1.33275	1.30275	-74.90	9925.61
9	2015.11.12 16:00	sell	5	0.10	1.33405	1.34405	1.31405
10	2015.11.23 16:00	s/l	5	0.10	1.34405	1.34405	1.31405	-74.37	9851.24
11	2016.01.26 16:00	buy	6	0.10	1.40537	1.39537	1.42537
12	2016.01.28 16:00	s/l	6	0.10	1.39537	1.39537	1.42537	-71.71	9779.53
13	2016.02.17 00:00	sell	7	0.10	1.38600	1.39600	1.36600
14	2016.02.25 12:00	t/p	7	0.10	1.36600	1.39600	1.36600	147.00	9926.53
15	2016.02.25 12:00	sell	8	0.10	1.35956	1.36956	1.33956
16	2016.03.01 16:00	t/p	8	0.10	1.33956	1.36956	1.33956	149.31	10075.84
17	2016.04.01 16:00	sell	9	0.10	1.31466	1.32466	1.29466
18	2016.04.11 12:00	t/p	9	0.10	1.29466	1.32466	1.29466	154.54	10230.38
19	2016.05.09 12:00	sell	10	0.10	1.29847	1.30847	1.27847
20	2016.05.12 06:00	t/p	10	0.10	1.27847	1.30847	1.27847	156.49	10386.87
21	2016.05.18 08:00	sell	11	0.10	1.29577	1.30577	1.27577
22	2016.05.19 08:00	s/l	11	0.10	1.30577	1.30577	1.27577	-76.43	10310.44
23	2016.06.03 12:00	buy	12	0.10	1.29939	1.28939	1.31939
24	2016.06.06 12:00	s/l	12	0.10	1.28939	1.28939	1.31939	-77.72	10232.72
25	2016.06.16 16:00	sell	13	0.10	1.30850	1.31850	1.28850
26	2016.06.17 16:00	t/p	13	0.10	1.28850	1.31850	1.28850	155.78	10388.50
27	2016.06.24 16:00	sell	14	0.10	1.30980	1.31980	1.28980
28	2016.07.01 16:00	t/p	14	0.10	1.28980	1.31980	1.28980	155.35	10543.85
29	2016.07.07 02:00	buy	15	0.10	1.28985	1.27985	1.30985
30	2016.07.11 12:00	t/p	15	0.10	1.30985	1.27985	1.30985	152.57	10696.42
31	2016.08.10 16:00	buy	16	0.10	1.29990	1.28990	1.31990
32	2016.08.16 08:00	s/l	16	0.10	1.28990	1.28990	1.31990	-77.62	10618.80
33	2016.08.30 12:00	sell	17	0.10	1.30765	1.31765	1.28765
34	2016.09.06 12:00	t/p	17	0.10	1.28765	1.31765	1.28765	155.34	10774.14
35	2016.09.13 12:00	sell	18	0.10	1.31455	1.32455	1.29455
36	2016.09.16 16:00	s/l	18	0.10	1.32455	1.32455	1.29455	-75.43	10698.71
37	2016.09.16 16:00	sell	19	0.10	1.32473	1.33473	1.30473
38	2016.09.22 12:00	t/p	19	0.10	1.30473	1.33473	1.30473	153.29	10852.00
39	2016.09.29 00:00	buy	20	0.10	1.30843	1.29843	1.32843
40	2016.10.07 16:00	t/p	20	0.10	1.32843	1.29843	1.32843	150.24	11002.24
41	2016.11.21 16:00	buy	21	0.10	1.33956	1.32956	1.35956
42	2016.12.02 08:00	s/l	21	0.10	1.32956	1.32956	1.35956	-75.22	10927.02
43	2016.12.22 08:00	sell	22	0.10	1.34590	1.35590	1.32590
44	2016.12.23 16:00	s/l	22	0.10	1.35590	1.35590	1.32590	-73.72	10853.30
45	2016.12.23 16:00	sell	23	0.10	1.35561	1.36561	1.33561
46	2017.01.04 12:00	t/p	23	0.10	1.33561	1.36561	1.33561	149.76	11003.06
47	2017.02.15 16:00	sell	24	0.10	1.31194	1.32194	1.29194
48	2017.02.28 08:00	s/l	24	0.10	1.32194	1.32194	1.29194	-75.51	10927.55
49	2017.02.28 08:00	sell	25	0.10	1.32316	1.33316	1.30316
50	2017.03.01 12:00	s/l	25	0.10	1.33316	1.33316	1.30316	-74.93	10852.62
51	2017.03.01 12:00	sell	26	0.10	1.33365	1.34365	1.31365
52	2017.03.03 02:00	s/l	26	0.10	1.34365	1.34365	1.31365	-74.40	10778.22
53	2017.03.03 02:00	sell	27	0.10	1.34304	1.35304	1.32304
54	2017.03.09 16:00	s/l	27	0.10	1.35304	1.35304	1.32304	-73.84	10704.38
55	2017.03.09 16:00	sell	28	0.10	1.35335	1.36335	1.33335
56	2017.03.15 16:00	t/p	28	0.10	1.33335	1.36335	1.33335	150.33	10854.71
57	2017.03.15 16:00	sell	29	0.10	1.32944	1.33944	1.30944
58	2017.03.22 02:00	s/l	29	0.10	1.33944	1.33944	1.30944	-74.57	10780.14
59	2017.03.29 16:00	buy	30	0.10	1.33315	1.32315	1.35315
60	2017.04.05 00:00	close	30	0.10	1.33999	1.32315	1.35315	51.05	10831.19
61	2017.04.05 00:00	sell	31	0.10	1.33999	1.34999	1.31999
62	2017.04.12 12:00	close	31	0.10	1.32820	1.34999	1.31999	88.77	10919.96
63	2017.04.12 12:00	buy	32	0.10	1.32820	1.31820	1.34820
64	2017.04.19 16:00	t/p	32	0.10	1.34820	1.31820	1.34820	148.26	11068.22
65	2017.06.07 06:00	buy	33	0.10	1.34353	1.33353	1.36353
66	2017.06.08 00:00	close	33	0.10	1.35091	1.33353	1.36353	54.63	11122.85
67	2017.06.08 00:00	sell	34	0.10	1.35091	1.36091	1.33091
68	2017.06.09 16:00	close	34	0.10	1.34319	1.36091	1.33091	57.48	11180.33
69	2017.06.09 16:00	buy	35	0.10	1.34319	1.33319	1.36319
70	2017.06.12 16:00	s/l	35	0.10	1.33319	1.33319	1.36319	-75.08	11105.25
71	2017.08.15 12:00	sell	36	0.10	1.27615	1.28615	1.25615
72	2017.08.22 02:00	t/p	36	0.10	1.25615	1.28615	1.25615	159.48	11264.73
73	2017.08.30 16:00	sell	37	0.10	1.26364	1.27364	1.24364
74	2017.09.01 08:00	close	37	0.10	1.24454	1.27364	1.24364	153.47	11418.20
75	2017.09.01 08:00	buy	38	0.10	1.24454	1.23454	1.26454
76	2017.09.01 16:00	s/l	38	0.10	1.23454	1.23454	1.26454	-81.05	11337.15
77	2017.09.25 12:00	sell	39	0.10	1.23647	1.24647	1.21647
78	2017.09.27 16:00	s/l	39	0.10	1.24647	1.24647	1.21647	-80.06	11257.09
79	2017.09.27 16:00	sell	40	0.10	1.24814	1.25814	1.22814
80	2017.10.05 16:00	s/l	40	0.10	1.25814	1.25814	1.22814	-79.41	11177.68
81	2017.10.05 16:00	sell	41	0.10	1.25840	1.26840	1.23840
82	2017.10.18 12:00	close	41	0.10	1.24948	1.26840	1.23840	71.39	11249.07
83	2017.10.18 12:00	buy	42	0.10	1.24948	1.23948	1.26948
84	2017.10.25 08:00	t/p	42	0.10	1.26948	1.23948	1.26948	157.29	11406.36
85	2017.11.17 06:00	buy	43	0.10	1.27225	1.26225	1.29225
86	2017.11.30 00:00	close	43	0.10	1.28614	1.26225	1.29225	108.00	11514.36
87	2017.11.30 00:00	sell	44	0.10	1.28614	1.29614	1.26614
88	2017.12.04 16:00	close	44	0.10	1.26651	1.29614	1.26614	154.99	11669.35
89	2017.12.04 16:00	buy	45	0.10	1.26651	1.25651	1.28651
90	2017.12.07 16:00	t/p	45	0.10	1.28651	1.25651	1.28651	155.42	11824.77
91	2017.12.15 16:00	sell	46	0.10	1.28941	1.29941	1.26941
92	2017.12.26 16:00	t/p	46	0.10	1.26941	1.29941	1.26941	157.58	11982.35
93	2018.01.17 16:00	sell	47	0.10	1.25364	1.26364	1.23364
94	2018.01.24 16:00	t/p	47	0.10	1.23364	1.26364	1.23364	162.27	12144.62
95	2018.01.25 16:00	sell	48	0.10	1.23905	1.24905	1.21905
96	2018.02.05 12:00	s/l	48	0.10	1.24905	1.24905	1.21905	-79.92	12064.70
97	2018.03.21 16:00	buy	49	0.10	1.28985	1.27985	1.30985
98	2018.04.03 16:00	s/l	49	0.10	1.27985	1.27985	1.30985	-78.24	11986.46
99	2018.04.03 16:00	buy	50	0.10	1.27909	1.26909	1.29909
100	2018.04.09 16:00	s/l	50	0.10	1.26909	1.26909	1.29909	-78.83	11907.63
101	2018.04.20 08:00	sell	51	0.10	1.26898	1.27898	1.24898
102	2018.04.23 08:00	s/l	51	0.10	1.27898	1.27898	1.24898	-78.09	11829.54
103	2018.04.23 08:00	sell	52	0.10	1.27950	1.28950	1.25950
104	2018.04.25 16:00	s/l	52	0.10	1.28950	1.28950	1.25950	-77.48	11752.06
105	2018.04.25 16:00	sell	53	0.10	1.28964	1.29964	1.26964
106	2018.05.08 16:00	s/l	53	0.10	1.29964	1.29964	1.26964	-76.89	11675.17
107	2018.05.08 16:00	sell	54	0.10	1.29966	1.30966	1.27966
108	2018.05.10 12:00	t/p	54	0.10	1.27966	1.30966	1.27966	156.32	11831.49
109	2018.05.30 16:00	buy	55	0.10	1.28450	1.27450	1.30450
110	2018.06.05 16:00	t/p	55	0.10	1.30450	1.27450	1.30450	153.06	11984.55
111	2018.07.23 02:40	buy	56	0.10	1.31233	1.30233	1.33233
112	2018.07.25 22:40	s/l	56	0.10	1.30233	1.30233	1.33233	-76.79	11907.76
113	2018.08.15 18:40	sell	57	0.10	1.31742	1.32742	1.29742
114	2018.08.27 18:40	t/p	57	0.10	1.29742	1.32742	1.29742	154.30	12062.06
115	2018.09.03 18:40	sell	58	0.10	1.31025	1.32025	1.29025
116	2018.09.04 18:00	s/l	58	0.10	1.32025	1.32025	1.29025	-75.71	11986.35
117	2018.09.04 18:00	sell	59	0.10	1.31970	1.32970	1.29970
118	2018.09.12 18:40	t/p	59	0.10	1.29970	1.32970	1.29970	153.91	12140.26
119	2018.10.08 13:00	sell	60	0.10	1.30095	1.31095	1.28095
120	2018.10.19 14:40	s/l	60	0.10	1.31095	1.31095	1.28095	-76.16	12064.10
121	2018.10.19 14:40	sell	61	0.10	1.31194	1.32194	1.29194
122	2018.10.24 18:40	close	61	0.10	1.29780	1.32194	1.29194	108.95	12173.05
123	2018.10.24 18:40	buy	62	0.10	1.29780	1.28780	1.31780
124	2018.11.08 22:40	t/p	62	0.10	1.31780	1.28780	1.31780	151.72	12324.77
125	2018.11.16 16:20	buy	63	0.10	1.31408	1.30408	1.33408
126	2018.11.28 16:20	t/p	63	0.10	1.33408	1.30408	1.33408	149.82	12474.59
127	2018.12.03 07:20	buy	64	0.10	1.32104	1.31104	1.34104
128	2018.12.06 09:20	t/p	64	0.10	1.34104	1.31104	1.34104	149.10	12623.69
129	2019.01.09 02:40	buy	65	0.10	1.32472	1.31472	1.34472
130	2019.01.30 22:40	s/l	65	0.10	1.31472	1.31472	1.34472	-76.23	12547.46
131	2019.02.08 00:00	sell	66	0.10	1.33001	1.34001	1.31001
132	2019.03.06 17:20	s/l	66	0.10	1.34001	1.34001	1.31001	-74.52	12472.94
133	2019.03.06 17:20	sell	67	0.10	1.34099	1.35099	1.32099
134	2019.03.29 23:58	close at stop	67	0.10	1.33554	1.35099	1.32099	40.81	12513.75

[Marco vd Heijden]

No.

[Stanley EpsiBari Deede Nwiko]

i always think a good EA should be tested on both small and higher time frames like D1 and M15 at least