Strategy Tester Report
MA_Angle_EAv2
| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Debug=false; AccountIsMini=true; MoneyManagement=true; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m="--Moving Average Types--"; m0=" 0 = SMA"; m1=" 1 = EMA"; m2=" 2 = SMMA"; m3=" 3 = LWMA"; m4=" 4 = LSMA"; MA_Type=1; p="--Applied Price Types--"; p0=" 0 = close"; p1=" 1 = open"; p2=" 2 = high"; p3=" 3 = low"; p4=" 4 = median(high+low)/2"; p5=" 5 = typical(high+low+close)/3"; p6=" 6 = weighted(high+low+close+close)/4"; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=true; StartHour=2; StopHour=15; | ||||
| Bars in test | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -1664.80 | Gross profit | 1040.40 | Gross loss | -2705.20 |
| Profit factor | 0.38 | Expected payoff | -138.73 | ||
| Absolute drawdown | 1714.40 | Maximal drawdown | 3060.50 (26.97%) | Relative drawdown | 26.97% (3060.50) |
| Total trades | 12 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
| Largest | profit trade | 1004.00 | loss trade | -541.00 | |
| Average | profit trade | 346.80 | loss trade | -300.58 | |
| Maximum | consecutive wins (profit in money) | 2 (1019.40) | consecutive losses (loss in money) | 8 (-2342.20) | |
| Maximal | consecutive profit (count of wins) | 1019.40 (2) | consecutive loss (count of losses) | -2342.20 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 05:00 | sell | 1 | 1.00 | 0.62452 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.08 05:00 | close | 1 | 1.00 | 0.61448 | 0.00000 | 0.00000 | 1004.00 | 11004.00 |
| 3 | 2024.10.09 07:00 | sell | 2 | 1.10 | 0.60867 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.10 06:00 | close | 2 | 1.10 | 0.60853 | 0.00000 | 0.00000 | 15.40 | 11019.40 |
| 5 | 2024.11.06 05:00 | sell | 3 | 1.10 | 0.59388 | 0.00000 | 0.00000 | ||
| 6 | 2024.11.06 12:00 | close | 3 | 1.10 | 0.59718 | 0.00000 | 0.00000 | -363.00 | 10656.40 |
| 7 | 2024.11.14 04:00 | sell | 4 | 1.00 | 0.58697 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.15 10:00 | close | 4 | 1.00 | 0.58676 | 0.00000 | 0.00000 | 21.00 | 10677.40 |
| 9 | 2024.11.26 03:00 | sell | 5 | 1.00 | 0.58079 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.26 07:00 | close | 5 | 1.00 | 0.58440 | 0.00000 | 0.00000 | -361.00 | 10316.40 |
| 11 | 2024.11.27 11:00 | buy | 6 | 1.00 | 0.58883 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.28 10:00 | close | 6 | 1.00 | 0.58843 | 0.00000 | 0.00000 | -40.00 | 10276.40 |
| 13 | 2024.12.04 06:00 | sell | 7 | 1.00 | 0.58411 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.04 19:00 | close | 7 | 1.00 | 0.58653 | 0.00000 | 0.00000 | -242.00 | 10034.40 |
| 15 | 2024.12.09 08:00 | sell | 8 | 1.00 | 0.58079 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.09 11:00 | close | 8 | 1.00 | 0.58620 | 0.00000 | 0.00000 | -541.00 | 9493.40 |
| 17 | 2024.12.11 11:00 | sell | 9 | 0.90 | 0.57770 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.12 02:00 | close | 9 | 0.90 | 0.57957 | 0.00000 | 0.00000 | -168.30 | 9325.10 |
| 19 | 2024.12.19 02:00 | sell | 10 | 0.90 | 0.56156 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.20 16:00 | close | 10 | 0.90 | 0.56420 | 0.00000 | 0.00000 | -237.60 | 9087.50 |
| 21 | 2025.01.06 14:00 | buy | 11 | 0.90 | 0.56774 | 0.00000 | 0.00000 | ||
| 22 | 2025.01.06 21:00 | close | 11 | 0.90 | 0.56323 | 0.00000 | 0.00000 | -405.90 | 8681.60 |
| 23 | 2025.01.07 11:00 | buy | 12 | 0.80 | 0.56897 | 0.00000 | 0.00000 | ||
| 24 | 2025.01.07 18:00 | close | 12 | 0.80 | 0.56464 | 0.00000 | 0.00000 | -346.40 | 8335.20 |