Strategy Tester Report
MA_Angle_EAv2
| Symbol | GBPUSD (Great Britain Pound 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 | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (13) | ||
| Total net profit | -2037.30 | Gross profit | 2812.70 | Gross loss | -4850.00 |
| Profit factor | 0.58 | Expected payoff | -92.60 | ||
| Absolute drawdown | 2960.60 | Maximal drawdown | 3861.60 (35.42%) | Relative drawdown | 35.42% (3861.60) |
| Total trades | 22 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 7 (31.82%) | Loss trades (% of total) | 15 (68.18%) | ||
| Largest | profit trade | 1233.40 | loss trade | -756.80 | |
| Average | profit trade | 401.81 | loss trade | -323.33 | |
| Maximum | consecutive wins (profit in money) | 3 (778.70) | consecutive losses (loss in money) | 10 (-3064.70) | |
| Maximal | consecutive profit (count of wins) | 1233.40 (1) | consecutive loss (count of losses) | -3064.70 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 09:00 | sell | 1 | 1.00 | 1.31827 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 12:00 | close | 1 | 1.00 | 1.31571 | 0.00000 | 0.00000 | 256.00 | 10256.00 |
| 3 | 2024.10.07 13:00 | sell | 2 | 1.00 | 1.30709 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.08 05:00 | close | 2 | 1.00 | 1.30988 | 0.00000 | 0.00000 | -279.00 | 9977.00 |
| 5 | 2024.10.16 10:00 | sell | 3 | 0.90 | 1.29888 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.17 15:00 | close | 3 | 0.90 | 1.30166 | 0.00000 | 0.00000 | -250.20 | 9726.80 |
| 7 | 2024.10.18 11:00 | buy | 4 | 0.90 | 1.30532 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.18 19:00 | close | 4 | 0.90 | 1.30209 | 0.00000 | 0.00000 | -290.70 | 9436.10 |
| 9 | 2024.10.24 02:00 | sell | 5 | 0.90 | 1.29105 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.24 11:00 | close | 5 | 0.90 | 1.29628 | 0.00000 | 0.00000 | -470.70 | 8965.40 |
| 11 | 2024.10.31 05:00 | sell | 6 | 0.80 | 1.29443 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.31 11:00 | close | 6 | 0.80 | 1.29964 | 0.00000 | 0.00000 | -416.80 | 8548.60 |
| 13 | 2024.11.01 02:00 | sell | 7 | 0.80 | 1.29015 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.01 15:00 | close | 7 | 0.80 | 1.29207 | 0.00000 | 0.00000 | -153.60 | 8395.00 |
| 15 | 2024.11.04 04:00 | buy | 8 | 0.80 | 1.29757 | 0.00000 | 0.00000 | ||
| 16 | 2024.11.04 19:00 | close | 8 | 0.80 | 1.29407 | 0.00000 | 0.00000 | -280.00 | 8115.00 |
| 17 | 2024.11.06 02:00 | buy | 9 | 0.80 | 1.30428 | 0.00000 | 0.00000 | ||
| 18 | 2024.11.06 04:00 | close | 9 | 0.80 | 1.29661 | 0.00000 | 0.00000 | -613.60 | 7501.40 |
| 19 | 2024.11.06 05:00 | sell | 10 | 0.70 | 1.29057 | 0.00000 | 0.00000 | ||
| 20 | 2024.11.07 06:00 | close | 10 | 0.70 | 1.29228 | 0.00000 | 0.00000 | -119.70 | 7381.70 |
| 21 | 2024.11.08 02:00 | buy | 11 | 0.70 | 1.29836 | 0.00000 | 0.00000 | ||
| 22 | 2024.11.08 11:00 | close | 11 | 0.70 | 1.29564 | 0.00000 | 0.00000 | -190.40 | 7191.30 |
| 23 | 2024.11.11 14:00 | sell | 12 | 0.70 | 1.28848 | 0.00000 | 0.00000 | ||
| 24 | 2024.11.14 18:00 | close | 12 | 0.70 | 1.27086 | 0.00000 | 0.00000 | 1233.40 | 8424.70 |
| 25 | 2024.11.18 02:00 | sell | 13 | 0.80 | 1.26183 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.18 18:00 | close | 13 | 0.80 | 1.26402 | 0.00000 | 0.00000 | -175.20 | 8249.50 |
| 27 | 2024.11.22 02:00 | sell | 14 | 0.80 | 1.25842 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.25 01:00 | close | 14 | 0.80 | 1.25869 | 0.00000 | 0.00000 | -21.60 | 8227.90 |
| 29 | 2024.11.26 03:00 | sell | 15 | 0.80 | 1.25126 | 0.00000 | 0.00000 | ||
| 30 | 2024.11.26 12:00 | close | 15 | 0.80 | 1.25722 | 0.00000 | 0.00000 | -476.80 | 7751.10 |
| 31 | 2024.11.27 13:00 | buy | 16 | 0.70 | 1.26145 | 0.00000 | 0.00000 | ||
| 32 | 2024.11.29 16:00 | close | 16 | 0.70 | 1.26846 | 0.00000 | 0.00000 | 490.70 | 8241.80 |
| 33 | 2024.12.05 11:00 | buy | 17 | 0.80 | 1.27289 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.06 18:00 | close | 17 | 0.80 | 1.27432 | 0.00000 | 0.00000 | 114.40 | 8356.20 |
| 35 | 2024.12.13 02:00 | sell | 18 | 0.80 | 1.26759 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.16 12:00 | close | 18 | 0.80 | 1.26542 | 0.00000 | 0.00000 | 173.60 | 8529.80 |
| 37 | 2024.12.19 02:00 | sell | 19 | 0.80 | 1.25669 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.19 12:00 | close | 19 | 0.80 | 1.26615 | 0.00000 | 0.00000 | -756.80 | 7773.00 |
| 39 | 2024.12.20 02:00 | sell | 20 | 0.70 | 1.24964 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.20 17:00 | close | 20 | 0.70 | 1.25471 | 0.00000 | 0.00000 | -354.90 | 7418.10 |
| 41 | 2025.01.02 12:00 | sell | 21 | 0.70 | 1.24817 | 0.00000 | 0.00000 | ||
| 42 | 2025.01.03 20:00 | close | 21 | 0.70 | 1.24193 | 0.00000 | 0.00000 | 436.80 | 7854.90 |
| 43 | 2025.01.06 11:00 | buy | 22 | 0.70 | 1.24808 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.07 18:00 | close | 22 | 0.70 | 1.24962 | 0.00000 | 0.00000 | 107.80 | 7962.70 |