Strategy Tester Report
ICMarketsEU-Demo (Build 6230)
Settings
Expert: CryptoPortfolioTrend
Symbol: BTCUSD
Period: H1 (2026.06.01 - 2026.07.01)
Inputs: === Portfolio ====
InpSymbols=BTCUSD,ETHUSD
InpMagicBase=880000
=== Risk / position sizing (shared equity) ====
InpRiskPct=1.0
InpMaxDailyLossPct=6.0
InpMaxLots=50.0
InpMaxTotalRiskPct=9.0
InpMaxPerSymRiskPct=6.0
=== Trend / regime filter ====
InpEmaFast=50
InpEmaSlow=200
InpAdxPeriod=14
InpAdxMin=27.0
InpUseHTF=true
InpHTF=16388
InpHTFEma=100
=== Entry (Donchian breakout) ====
InpBreakoutBars=50
InpMinAtrPct=0.10
InpMaxAtrPct=6.0
InpCooldownBars=0
=== Stops / exits ====
InpAtrPeriod=14
InpSL_ATR=3.0
InpTrailATR=3.0
=== Partial take-profit + runner ====
InpPartialTP=false
InpTP1_R=2.0
InpTP1Pct=50.0
InpBE_R=1.2
InpFixedTP_RR=6.0
=== Pyramiding ====
InpPyramid=true
InpMaxAdds=2
InpAddStepATR=1.5
InpAddRiskFrac=0.6
InpTrimAtLevel=0
InpTrimFrac=0.30
=== News filter (USD, native calendar) ====
InpUseNews=true
InpBlockHigh=true
InpBlockMedium=false
InpNewsBeforeMin=60
InpNewsAfterMin=45
InpFlatBeforeNews=true
=== Misc ====
InpSlippage=30
InpVerbose=false
=== Portfolio protection ====
InpMaxSpreadPct=0.25
InpCloseOnDailyLoss=true
InpMaxPeakDDPct=0.0
InpTrailStartR=0.0
Company: IC Markets (EU) Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:100
Results
History Quality: 100% real ticks
Bars: 709 Ticks: 19916320 Symbols: 2
Total Net Profit: 98.39 Balance Drawdown Absolute: 42.73 Equity Drawdown Absolute: 6.05
Gross Profit: 584.41 Balance Drawdown Maximal: 385.26 (7.03%) Equity Drawdown Maximal: 523.40 (9.31%)
Gross Loss: -486.02 Balance Drawdown Relative: 7.03% (385.26) Equity Drawdown Relative: 9.31% (523.40)
Profit Factor: 1.20 Expected Payoff: 3.64 Margin Level: 131.97%
Recovery Factor: 0.19 Sharpe Ratio: 1.45 Z-Score: -2.00 (95.45%)
AHPR: 1.0008 (0.08%) LR Correlation: 0.28 OnTester result: 54.91281948226965
GHPR: 1.0007 (0.07%) LR Standard Error: 181.80
Total Trades: 27 Short Trades (won %): 21 (28.57%) Long Trades (won %): 6 (16.67%)
Total Deals: 54 Profit Trades (% of total): 7 (25.93%) Loss Trades (% of total): 20 (74.07%)
Largest profit trade: 246.10 Largest loss trade: -53.56
Average profit trade: 83.49 Average loss trade: -24.30
Maximum consecutive wins ($): 5 (520.82) Maximum consecutive losses ($): 12 (-337.53)
Maximal consecutive profit (count): 520.82 (5) Maximal consecutive loss (count): -337.53 (12)
Average consecutive wins: 2 Average consecutive losses: 5
Graph
Graph
Correlation (Profits,MFE): 0.97 Correlation (Profits,MAE): 0.58 Correlation (MFE,MAE): 0.5623
Graph
Minimal position holding time: 0:27:29 Maximal position holding time: 59:42:24 Average position holding time: 17:30:39
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2026.06.01 10:00:012ETHUSDsell1.09 / 1.090.002029.501709.212026.06.01 10:00:01filledCryptoTrend
2026.06.01 15:00:003BTCUSDsell0.03 / 0.030.0073750.4764184.792026.06.01 15:00:00filledCryptoTrend
2026.06.01 17:00:004BTCUSDsell0.02 / 0.020.0073083.2262654.022026.06.01 17:00:00filledCryptoTrend
2026.06.01 22:38:345ETHUSDbuy1.09 / 1.090.002026.06.01 22:38:34filledsl 2003.97
2026.06.02 05:00:006BTCUSDsell0.01 / 0.010.0072217.4260629.362026.06.02 05:00:00filledCryptoTrend
2026.06.02 18:00:007ETHUSDsell0.95 / 0.950.001991.111609.402026.06.02 18:00:00filledCryptoTrend
2026.06.02 19:18:348ETHUSDbuy0.95 / 0.950.002026.06.02 19:18:34filledsl 1942.10
2026.06.03 02:00:009ETHUSDsell0.67 / 0.670.001943.611395.382026.06.03 02:00:00filledCryptoTrend
2026.06.03 19:00:0010ETHUSDsell0.54 / 0.540.001891.941479.882026.06.03 19:00:00filledCryptoTrend
2026.06.03 23:00:0011ETHUSDsell0.55 / 0.550.001858.541446.362026.06.03 23:00:00filledCryptoTrend
2026.06.04 00:43:1012ETHUSDbuy0.55 / 0.550.002026.06.04 00:43:10filledsl 1825.85
2026.06.04 00:43:1213ETHUSDbuy0.67 / 0.670.002026.06.04 00:43:12filledsl 1827.47
2026.06.04 00:43:1214ETHUSDbuy0.54 / 0.540.002026.06.04 00:43:12filledsl 1827.47
2026.06.04 02:42:2415BTCUSDbuy0.03 / 0.030.002026.06.04 02:42:24filledtp 64184.79
2026.06.04 04:22:3216BTCUSDbuy0.02 / 0.020.002026.06.04 04:22:32filledtp 62654.02
2026.06.04 05:00:0017ETHUSDsell0.57 / 0.570.001851.991183.532026.06.04 05:00:00filledCryptoTrend
2026.06.04 06:07:0218BTCUSDbuy0.01 / 0.010.002026.06.04 06:07:02filledsl 63780.65
2026.06.04 06:32:1819ETHUSDbuy0.57 / 0.570.002026.06.04 06:32:18filledsl 1812.00
2026.06.05 09:00:0020ETHUSDsell0.72 / 0.720.001756.331229.972026.06.05 09:00:00filledCryptoTrend
2026.06.05 17:00:0021BTCUSDsell0.01 / 0.010.0063679.5842625.732026.06.05 17:00:00filledCryptoTrend
2026.06.05 17:00:0022ETHUSDsell0.31 / 0.310.001715.26991.262026.06.05 17:00:00filledCryptoTrend
2026.06.06 08:00:0023ETHUSDsell0.3 / 0.30.001629.84867.352026.06.06 08:00:00filledCryptoTrend
2026.06.07 06:19:3724BTCUSDbuy0.01 / 0.010.002026.06.07 06:19:37filledsl 61742.11
2026.06.07 09:27:2925ETHUSDbuy0.72 / 0.720.002026.06.07 09:27:29filledsl 1612.95
2026.06.07 09:27:2926ETHUSDbuy0.31 / 0.310.002026.06.07 09:27:29filledsl 1612.95
2026.06.07 09:27:2927ETHUSDbuy0.3 / 0.30.002026.06.07 09:27:29filledsl 1612.95
2026.06.09 19:00:0028BTCUSDsell0.03 / 0.030.0062590.6152078.902026.06.09 19:00:00filledCryptoTrend
2026.06.09 23:15:1229BTCUSDbuy0.03 / 0.030.002026.06.09 23:15:12filledsl 62233.21
2026.06.15 15:00:0030BTCUSDbuy0.04 / 0.040.0064977.8373463.862026.06.15 15:00:00filledCryptoTrend
2026.06.15 16:00:0031ETHUSDbuy1.17 / 1.170.001732.002055.302026.06.15 16:00:00filledCryptoTrend
2026.06.15 17:00:0032ETHUSDbuy0.59 / 0.590.001758.522145.032026.06.15 17:00:00filledCryptoTrend
2026.06.15 19:00:0033BTCUSDbuy0.02 / 0.020.0066024.3074735.342026.06.15 19:00:00filledCryptoTrend
2026.06.15 19:00:0034ETHUSDbuy0.54 / 0.540.001784.912209.832026.06.15 19:00:00filledCryptoTrend
2026.06.16 01:26:0335ETHUSDsell1.17 / 1.170.002026.06.16 01:26:03filledsl 1792.52
2026.06.16 01:26:0336ETHUSDsell0.59 / 0.590.002026.06.16 01:26:03filledsl 1792.52
2026.06.16 01:26:0737BTCUSDsell0.04 / 0.040.002026.06.16 01:26:07filledsl 66090.66
2026.06.16 01:26:4338ETHUSDsell0.54 / 0.540.002026.06.16 01:26:43filledsl 1786.21
2026.06.16 05:12:3539BTCUSDsell0.02 / 0.020.002026.06.16 05:12:35filledsl 66024.30
2026.06.22 17:00:0040ETHUSDbuy1.07 / 1.070.001727.552077.502026.06.22 17:00:00filledCryptoTrend
2026.06.22 21:55:2541ETHUSDsell1.07 / 1.070.002026.06.22 21:55:25filledsl 1727.55
2026.06.23 10:00:0042BTCUSDsell0.04 / 0.040.0064057.1655681.342026.06.23 10:00:00filledCryptoTrend
2026.06.23 12:00:0043ETHUSDsell0.98 / 0.980.001697.981318.112026.06.23 12:00:00filledCryptoTrend
2026.06.23 16:00:0044BTCUSDsell0.02 / 0.020.0063414.0854767.472026.06.23 16:00:00filledCryptoTrend
2026.06.24 04:31:5845BTCUSDbuy0.04 / 0.040.002026.06.24 04:31:58filledsl 63002.61
2026.06.24 14:49:3146ETHUSDbuy0.98 / 0.980.002026.06.24 14:49:31filledsl 1688.80
2026.06.24 14:49:3447BTCUSDbuy0.02 / 0.020.002026.06.24 14:49:34filledsl 63117.41
2026.06.24 20:00:0048BTCUSDsell0.03 / 0.030.0061366.6350071.332026.06.24 20:00:00filledCryptoTrend
2026.06.24 20:00:0049ETHUSDsell0.84 / 0.840.001647.881214.052026.06.24 20:00:00filledCryptoTrend
2026.06.24 23:06:0950BTCUSDbuy0.03 / 0.030.002026.06.24 23:06:09filledsl 60622.61
2026.06.24 23:06:2351ETHUSDbuy0.84 / 0.840.002026.06.24 23:06:23filledsl 1612.29
2026.06.25 17:00:0052ETHUSDsell0.79 / 0.790.001601.601143.912026.06.25 17:00:00filledCryptoTrend
2026.06.26 18:40:2453ETHUSDbuy0.79 / 0.790.002026.06.26 18:40:24filledsl 1589.17
2026.06.30 16:00:0054BTCUSDsell0.05 / 0.050.0059327.9152191.452026.06.30 16:00:00filledCryptoTrend
2026.06.30 17:02:3255BTCUSDbuy0.05 / 0.050.002026.06.30 17:02:32filledsl 59158.02
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2026.06.01 00:00:001balance0.000.005 000.005 000.00
2026.06.01 10:00:012ETHUSDsellin1.091983.7420.000.000.005 000.00CryptoTrend
2026.06.01 15:00:003BTCUSDsellin0.0372384.0930.000.000.005 000.00CryptoTrend
2026.06.01 17:00:004BTCUSDsellin0.0271592.1640.000.000.005 000.00CryptoTrend
2026.06.01 22:38:345ETHUSDbuyout1.092004.2950.000.00-22.404 977.60sl 2003.97
2026.06.02 05:00:006BTCUSDsellin0.0170562.0460.000.000.004 977.60CryptoTrend
2026.06.02 18:00:007ETHUSDsellin0.951936.5870.000.000.004 977.60CryptoTrend
2026.06.02 19:18:348ETHUSDbuyout0.951942.3980.000.00-5.524 972.08sl 1942.10
2026.06.03 02:00:009ETHUSDsellin0.671865.2990.000.000.004 972.08CryptoTrend
2026.06.03 19:00:0010ETHUSDsellin0.541833.07100.000.000.004 972.08CryptoTrend
2026.06.03 23:00:0011ETHUSDsellin0.551799.65110.000.000.004 972.08CryptoTrend
2026.06.04 00:43:1012ETHUSDbuyout0.551826.57120.000.00-14.814 957.27sl 1825.85
2026.06.04 00:43:1213ETHUSDbuyout0.671827.54130.000.0025.294 982.56sl 1827.47
2026.06.04 00:43:1214ETHUSDbuyout0.541827.54140.000.002.994 985.55sl 1827.47
2026.06.04 02:42:2415BTCUSDbuyout0.0364180.74150.000.00246.105 231.65tp 64184.79
2026.06.04 04:22:3216BTCUSDbuyout0.0262653.60160.000.00178.775 410.42tp 62654.02
2026.06.04 05:00:0017ETHUSDsellin0.571756.49170.000.000.005 410.42CryptoTrend
2026.06.04 06:07:0218BTCUSDbuyout0.0163794.95180.000.0067.675 478.09sl 63780.65
2026.06.04 06:32:1819ETHUSDbuyout0.571812.41190.000.00-31.875 446.22sl 1812.00
2026.06.05 09:00:0020ETHUSDsellin0.721681.13200.000.000.005 446.22CryptoTrend
2026.06.05 17:00:0021BTCUSDsellin0.0160678.87210.000.000.005 446.22CryptoTrend
2026.06.05 17:00:0022ETHUSDsellin0.311611.83220.000.000.005 446.22CryptoTrend
2026.06.06 08:00:0023ETHUSDsellin0.31520.91230.000.000.005 446.22CryptoTrend
2026.06.07 06:19:3724BTCUSDbuyout0.0161744.99240.000.00-10.665 435.56sl 61742.11
2026.06.07 09:27:2925ETHUSDbuyout0.721614.34250.000.0048.095 483.65sl 1612.95
2026.06.07 09:27:2926ETHUSDbuyout0.311614.34260.000.00-0.785 482.87sl 1612.95
2026.06.07 09:27:2927ETHUSDbuyout0.31614.34270.000.00-28.035 454.84sl 1612.95
2026.06.09 19:00:0028BTCUSDsellin0.0361088.96280.000.000.005 454.84CryptoTrend
2026.06.09 23:15:1229BTCUSDbuyout0.0362236.34290.000.00-34.425 420.42sl 62233.21
2026.06.15 15:00:0030BTCUSDbuyin0.0466202.64300.000.000.005 420.42CryptoTrend
2026.06.15 16:00:0031ETHUSDbuyin1.171778.19310.000.000.005 420.42CryptoTrend
2026.06.15 17:00:0032ETHUSDbuyin0.591813.74320.000.000.005 420.42CryptoTrend
2026.06.15 19:00:0033BTCUSDbuyin0.0267264.07330.000.000.005 420.42CryptoTrend
2026.06.15 19:00:0034ETHUSDbuyin0.541845.62340.000.000.005 420.42CryptoTrend
2026.06.16 01:26:0335ETHUSDsellout1.171792.45350.00-1.1816.685 435.92sl 1792.52
2026.06.16 01:26:0336ETHUSDsellout0.591792.45360.00-0.59-12.565 422.77sl 1792.52
2026.06.16 01:26:0737BTCUSDsellout0.0466087.79370.00-1.48-4.595 416.70sl 66090.66
2026.06.16 01:26:4338ETHUSDsellout0.541786.07380.00-0.54-32.165 384.00sl 1786.21
2026.06.16 05:12:3539BTCUSDsellout0.0266023.60390.00-0.74-24.815 358.45sl 66024.30
2026.06.22 17:00:0040ETHUSDbuyin1.071777.55400.000.000.005 358.45CryptoTrend
2026.06.22 21:55:2541ETHUSDsellout1.071727.49410.000.00-53.565 304.89sl 1727.55
2026.06.23 10:00:0042BTCUSDsellin0.0462860.66420.000.000.005 304.89CryptoTrend
2026.06.23 12:00:0043ETHUSDsellin0.981643.71430.000.000.005 304.89CryptoTrend
2026.06.23 16:00:0044BTCUSDsellin0.0262178.85440.000.000.005 304.89CryptoTrend
2026.06.24 04:31:5845BTCUSDbuyout0.0463007.41450.000.00-5.875 299.02sl 63002.61
2026.06.24 14:49:3146ETHUSDbuyout0.981692.30460.000.00-47.625 251.40sl 1688.80
2026.06.24 14:49:3447BTCUSDbuyout0.0263119.00470.000.00-18.805 232.60sl 63117.41
2026.06.24 20:00:0048BTCUSDsellin0.0359753.03480.000.000.005 232.60CryptoTrend
2026.06.24 20:00:0049ETHUSDsellin0.841585.90490.000.000.005 232.60CryptoTrend
2026.06.24 23:06:0950BTCUSDbuyout0.0360638.00500.000.00-26.555 206.05sl 60622.61
2026.06.24 23:06:2351ETHUSDbuyout0.841612.97510.000.00-22.745 183.31sl 1612.29
2026.06.25 17:00:0052ETHUSDsellin0.791536.21520.000.000.005 183.31CryptoTrend
2026.06.26 18:40:2453ETHUSDbuyout0.791589.19530.000.00-41.855 141.46sl 1589.17
2026.06.30 16:00:0054BTCUSDsellin0.0558296.78540.000.000.005 141.46CryptoTrend
2026.06.30 17:02:3255BTCUSDbuyout0.0559158.17550.000.00-43.075 098.39sl 59158.02
0.00 -4.53 102.92 5 098.39