Strategy Tester Report
Moving Average
| 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 | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (105) | ||
| Total net profit | -1354.70 | Gross profit | 761.60 | Gross loss | -2116.30 |
| Profit factor | 0.36 | Expected payoff | -19.08 | ||
| Absolute drawdown | 1356.50 | Maximal drawdown | 1430.50 (14.20%) | Relative drawdown | 14.20% (1430.50) |
| Total trades | 71 | Short positions (won %) | 44 (25.00%) | Long positions (won %) | 27 (7.41%) |
| Profit trades (% of total) | 13 (18.31%) | Loss trades (% of total) | 58 (81.69%) | ||
| Largest | profit trade | 278.20 | loss trade | -157.00 | |
| Average | profit trade | 58.58 | loss trade | -36.49 | |
| Maximum | consecutive wins (profit in money) | 2 (315.30) | consecutive losses (loss in money) | 11 (-353.70) | |
| Maximal | consecutive profit (count of wins) | 315.30 (2) | consecutive loss (count of losses) | -353.70 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 02:00 | buy | 1 | 0.20 | 1.31374 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 16:00 | close | 1 | 0.20 | 1.30785 | 0.00000 | 0.00000 | -117.80 | 9882.20 |
| 3 | 2024.10.07 05:00 | buy | 2 | 0.20 | 1.31357 | 0.00000 | 0.00000 | ||
| 4 | 2024.10.07 09:00 | close | 2 | 0.20 | 1.31070 | 0.00000 | 0.00000 | -57.40 | 9824.80 |
| 5 | 2024.10.08 02:00 | buy | 3 | 0.10 | 1.30960 | 0.00000 | 0.00000 | ||
| 6 | 2024.10.08 10:00 | close | 3 | 0.10 | 1.30752 | 0.00000 | 0.00000 | -20.80 | 9804.00 |
| 7 | 2024.10.08 11:00 | buy | 4 | 0.10 | 1.31118 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.09 03:00 | close | 4 | 0.10 | 1.30923 | 0.00000 | 0.00000 | -19.50 | 9784.50 |
| 9 | 2024.10.09 04:00 | buy | 5 | 0.10 | 1.31095 | 0.00000 | 0.00000 | ||
| 10 | 2024.10.09 05:00 | close | 5 | 0.10 | 1.30964 | 0.00000 | 0.00000 | -13.10 | 9771.40 |
| 11 | 2024.10.10 07:00 | buy | 6 | 0.10 | 1.30854 | 0.00000 | 0.00000 | ||
| 12 | 2024.10.10 15:00 | close | 6 | 0.10 | 1.30663 | 0.00000 | 0.00000 | -19.10 | 9752.30 |
| 13 | 2024.10.10 16:00 | buy | 7 | 0.10 | 1.30861 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.10 17:00 | close | 7 | 0.10 | 1.30574 | 0.00000 | 0.00000 | -28.70 | 9723.60 |
| 15 | 2024.10.11 05:00 | sell | 8 | 0.10 | 1.30577 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.11 11:00 | close | 8 | 0.10 | 1.30847 | 0.00000 | 0.00000 | -27.00 | 9696.60 |
| 17 | 2024.10.14 00:00 | buy | 9 | 0.10 | 1.30662 | 0.00000 | 0.00000 | ||
| 18 | 2024.10.14 13:00 | close | 9 | 0.10 | 1.30534 | 0.00000 | 0.00000 | -12.80 | 9683.80 |
| 19 | 2024.10.14 18:00 | buy | 10 | 0.10 | 1.30670 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.14 22:00 | close | 10 | 0.10 | 1.30503 | 0.00000 | 0.00000 | -16.70 | 9667.10 |
| 21 | 2024.10.15 11:00 | buy | 11 | 0.10 | 1.30832 | 0.00000 | 0.00000 | ||
| 22 | 2024.10.15 21:00 | close | 11 | 0.10 | 1.30624 | 0.00000 | 0.00000 | -20.80 | 9646.30 |
| 23 | 2024.10.16 09:00 | sell | 12 | 0.10 | 1.30717 | 0.00000 | 0.00000 | ||
| 24 | 2024.10.17 13:00 | close | 12 | 0.10 | 1.30031 | 0.00000 | 0.00000 | 68.60 | 9714.90 |
| 25 | 2024.10.18 19:00 | sell | 13 | 0.20 | 1.30209 | 0.00000 | 0.00000 | ||
| 26 | 2024.10.18 20:00 | close | 13 | 0.20 | 1.30540 | 0.00000 | 0.00000 | -66.20 | 9648.70 |
| 27 | 2024.10.21 01:00 | buy | 14 | 0.20 | 1.30556 | 0.00000 | 0.00000 | ||
| 28 | 2024.10.21 08:00 | close | 14 | 0.20 | 1.30399 | 0.00000 | 0.00000 | -31.40 | 9617.30 |
| 29 | 2024.10.22 07:00 | buy | 15 | 0.10 | 1.30051 | 0.00000 | 0.00000 | ||
| 30 | 2024.10.22 13:00 | close | 15 | 0.10 | 1.29703 | 0.00000 | 0.00000 | -34.80 | 9582.50 |
| 31 | 2024.10.23 01:00 | sell | 16 | 0.10 | 1.29783 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.23 02:00 | close | 16 | 0.10 | 1.29927 | 0.00000 | 0.00000 | -14.40 | 9568.10 |
| 33 | 2024.10.23 10:00 | sell | 17 | 0.10 | 1.29695 | 0.00000 | 0.00000 | ||
| 34 | 2024.10.23 12:00 | close | 17 | 0.10 | 1.29940 | 0.00000 | 0.00000 | -24.50 | 9543.60 |
| 35 | 2024.10.23 13:00 | sell | 18 | 0.10 | 1.29761 | 0.00000 | 0.00000 | ||
| 36 | 2024.10.24 08:00 | close | 18 | 0.10 | 1.29402 | 0.00000 | 0.00000 | 35.90 | 9579.50 |
| 37 | 2024.10.25 06:00 | buy | 19 | 0.20 | 1.29812 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.25 07:00 | close | 19 | 0.20 | 1.29623 | 0.00000 | 0.00000 | -37.80 | 9541.70 |
| 39 | 2024.10.25 11:00 | buy | 20 | 0.20 | 1.29801 | 0.00000 | 0.00000 | ||
| 40 | 2024.10.25 21:00 | close | 20 | 0.20 | 1.29678 | 0.00000 | 0.00000 | -24.60 | 9517.10 |
| 41 | 2024.10.28 11:00 | buy | 21 | 0.10 | 1.29802 | 0.00000 | 0.00000 | ||
| 42 | 2024.10.30 13:00 | close | 21 | 0.10 | 1.30001 | 0.00000 | 0.00000 | 19.90 | 9537.00 |
| 43 | 2024.10.30 19:00 | buy | 22 | 0.20 | 1.30214 | 0.00000 | 0.00000 | ||
| 44 | 2024.10.30 20:00 | close | 22 | 0.20 | 1.29979 | 0.00000 | 0.00000 | -47.00 | 9490.00 |
| 45 | 2024.10.30 21:00 | sell | 23 | 0.20 | 1.29774 | 0.00000 | 0.00000 | ||
| 46 | 2024.10.31 10:00 | close | 23 | 0.20 | 1.29839 | 0.00000 | 0.00000 | -13.00 | 9477.00 |
| 47 | 2024.10.31 17:00 | sell | 24 | 0.10 | 1.29352 | 0.00000 | 0.00000 | ||
| 48 | 2024.11.04 14:00 | close | 24 | 0.10 | 1.29869 | 0.00000 | 0.00000 | -51.70 | 9425.30 |
| 49 | 2024.11.04 17:00 | buy | 25 | 0.10 | 1.29858 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.04 19:00 | close | 25 | 0.10 | 1.29407 | 0.00000 | 0.00000 | -45.10 | 9380.20 |
| 51 | 2024.11.05 08:00 | buy | 26 | 0.10 | 1.29698 | 0.00000 | 0.00000 | ||
| 52 | 2024.11.06 03:00 | close | 26 | 0.10 | 1.29584 | 0.00000 | 0.00000 | -11.40 | 9368.80 |
| 53 | 2024.11.06 20:00 | sell | 27 | 0.10 | 1.28888 | 0.00000 | 0.00000 | ||
| 54 | 2024.11.07 04:00 | close | 27 | 0.10 | 1.28994 | 0.00000 | 0.00000 | -10.60 | 9358.20 |
| 55 | 2024.11.08 05:00 | sell | 28 | 0.10 | 1.29644 | 0.00000 | 0.00000 | ||
| 56 | 2024.11.11 09:00 | close | 28 | 0.10 | 1.29273 | 0.00000 | 0.00000 | 37.10 | 9395.30 |
| 57 | 2024.11.11 10:00 | sell | 29 | 0.20 | 1.28946 | 0.00000 | 0.00000 | ||
| 58 | 2024.11.13 11:00 | close | 29 | 0.20 | 1.27555 | 0.00000 | 0.00000 | 278.20 | 9673.50 |
| 59 | 2024.11.13 13:00 | sell | 30 | 0.20 | 1.27400 | 0.00000 | 0.00000 | ||
| 60 | 2024.11.13 14:00 | close | 30 | 0.20 | 1.27643 | 0.00000 | 0.00000 | -48.60 | 9624.90 |
| 61 | 2024.11.13 17:00 | sell | 31 | 0.20 | 1.27085 | 0.00000 | 0.00000 | ||
| 62 | 2024.11.14 17:00 | close | 31 | 0.20 | 1.27002 | 0.00000 | 0.00000 | 16.60 | 9641.50 |
| 63 | 2024.11.14 23:00 | sell | 32 | 0.20 | 1.26563 | 0.00000 | 0.00000 | ||
| 64 | 2024.11.15 09:00 | close | 32 | 0.20 | 1.26927 | 0.00000 | 0.00000 | -72.80 | 9568.70 |
| 65 | 2024.11.15 10:00 | sell | 33 | 0.20 | 1.26657 | 0.00000 | 0.00000 | ||
| 66 | 2024.11.15 13:00 | close | 33 | 0.20 | 1.26849 | 0.00000 | 0.00000 | -38.40 | 9530.30 |
| 67 | 2024.11.15 16:00 | sell | 34 | 0.10 | 1.26496 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.18 07:00 | close | 34 | 0.10 | 1.26435 | 0.00000 | 0.00000 | 6.10 | 9536.40 |
| 69 | 2024.11.18 11:00 | sell | 35 | 0.20 | 1.26181 | 0.00000 | 0.00000 | ||
| 70 | 2024.11.18 12:00 | close | 35 | 0.20 | 1.26397 | 0.00000 | 0.00000 | -43.20 | 9493.20 |
| 71 | 2024.11.18 14:00 | sell | 36 | 0.20 | 1.26177 | 0.00000 | 0.00000 | ||
| 72 | 2024.11.18 17:00 | close | 36 | 0.20 | 1.26413 | 0.00000 | 0.00000 | -47.20 | 9446.00 |
| 73 | 2024.11.20 11:00 | sell | 37 | 0.10 | 1.26758 | 0.00000 | 0.00000 | ||
| 74 | 2024.11.25 12:00 | close | 37 | 0.10 | 1.25839 | 0.00000 | 0.00000 | 91.90 | 9537.90 |
| 75 | 2024.11.25 14:00 | sell | 38 | 0.20 | 1.25643 | 0.00000 | 0.00000 | ||
| 76 | 2024.11.25 16:00 | close | 38 | 0.20 | 1.26212 | 0.00000 | 0.00000 | -113.80 | 9424.10 |
| 77 | 2024.11.25 17:00 | sell | 39 | 0.20 | 1.25849 | 0.00000 | 0.00000 | ||
| 78 | 2024.11.26 11:00 | close | 39 | 0.20 | 1.25628 | 0.00000 | 0.00000 | 44.20 | 9468.30 |
| 79 | 2024.11.26 19:00 | sell | 40 | 0.20 | 1.25431 | 0.00000 | 0.00000 | ||
| 80 | 2024.11.27 00:00 | close | 40 | 0.20 | 1.25782 | 0.00000 | 0.00000 | -70.20 | 9398.10 |
| 81 | 2024.11.28 06:00 | sell | 41 | 0.20 | 1.26621 | 0.00000 | 0.00000 | ||
| 82 | 2024.11.28 17:00 | close | 41 | 0.20 | 1.26858 | 0.00000 | 0.00000 | -47.40 | 9350.70 |
| 83 | 2024.11.29 12:00 | sell | 42 | 0.10 | 1.26921 | 0.00000 | 0.00000 | ||
| 84 | 2024.11.29 18:00 | close | 42 | 0.10 | 1.27186 | 0.00000 | 0.00000 | -26.50 | 9324.20 |
| 85 | 2024.11.29 19:00 | sell | 43 | 0.10 | 1.26961 | 0.00000 | 0.00000 | ||
| 86 | 2024.11.29 20:00 | close | 43 | 0.10 | 1.27343 | 0.00000 | 0.00000 | -38.20 | 9286.00 |
| 87 | 2024.12.02 02:00 | sell | 44 | 0.10 | 1.27009 | 0.00000 | 0.00000 | ||
| 88 | 2024.12.02 14:00 | close | 44 | 0.10 | 1.27209 | 0.00000 | 0.00000 | -20.00 | 9266.00 |
| 89 | 2024.12.02 15:00 | sell | 45 | 0.10 | 1.26647 | 0.00000 | 0.00000 | ||
| 90 | 2024.12.03 16:00 | close | 45 | 0.10 | 1.26797 | 0.00000 | 0.00000 | -15.00 | 9251.00 |
| 91 | 2024.12.04 02:00 | buy | 46 | 0.10 | 1.26839 | 0.00000 | 0.00000 | ||
| 92 | 2024.12.04 03:00 | close | 46 | 0.10 | 1.26628 | 0.00000 | 0.00000 | -21.10 | 9229.90 |
| 93 | 2024.12.04 07:00 | buy | 47 | 0.10 | 1.26893 | 0.00000 | 0.00000 | ||
| 94 | 2024.12.04 11:00 | close | 47 | 0.10 | 1.26711 | 0.00000 | 0.00000 | -18.20 | 9211.70 |
| 95 | 2024.12.04 12:00 | buy | 48 | 0.10 | 1.26862 | 0.00000 | 0.00000 | ||
| 96 | 2024.12.04 13:00 | close | 48 | 0.10 | 1.26658 | 0.00000 | 0.00000 | -20.40 | 9191.30 |
| 97 | 2024.12.04 14:00 | buy | 49 | 0.10 | 1.26895 | 0.00000 | 0.00000 | ||
| 98 | 2024.12.04 15:00 | close | 49 | 0.10 | 1.26649 | 0.00000 | 0.00000 | -24.60 | 9166.70 |
| 99 | 2024.12.04 18:00 | buy | 50 | 0.10 | 1.27176 | 0.00000 | 0.00000 | ||
| 100 | 2024.12.06 18:00 | close | 50 | 0.10 | 1.27432 | 0.00000 | 0.00000 | 25.60 | 9192.30 |
| 101 | 2024.12.09 10:00 | buy | 51 | 0.20 | 1.27727 | 0.00000 | 0.00000 | ||
| 102 | 2024.12.09 22:00 | close | 51 | 0.20 | 1.27529 | 0.00000 | 0.00000 | -39.60 | 9152.70 |
| 103 | 2024.12.10 10:00 | sell | 52 | 0.20 | 1.27401 | 0.00000 | 0.00000 | ||
| 104 | 2024.12.10 12:00 | close | 52 | 0.20 | 1.27642 | 0.00000 | 0.00000 | -48.20 | 9104.50 |
| 105 | 2024.12.10 17:00 | sell | 53 | 0.10 | 1.27429 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.10 19:00 | close | 53 | 0.10 | 1.27653 | 0.00000 | 0.00000 | -22.40 | 9082.10 |
| 107 | 2024.12.10 20:00 | sell | 54 | 0.10 | 1.27449 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.10 21:00 | close | 54 | 0.10 | 1.27752 | 0.00000 | 0.00000 | -30.30 | 9051.80 |
| 109 | 2024.12.11 10:00 | sell | 55 | 0.10 | 1.27327 | 0.00000 | 0.00000 | ||
| 110 | 2024.12.11 16:00 | close | 55 | 0.10 | 1.27800 | 0.00000 | 0.00000 | -47.30 | 9004.50 |
| 111 | 2024.12.11 17:00 | sell | 56 | 0.10 | 1.27558 | 0.00000 | 0.00000 | ||
| 112 | 2024.12.11 19:00 | close | 56 | 0.10 | 1.27712 | 0.00000 | 0.00000 | -15.40 | 8989.10 |
| 113 | 2024.12.11 20:00 | sell | 57 | 0.10 | 1.27428 | 0.00000 | 0.00000 | ||
| 114 | 2024.12.12 00:00 | close | 57 | 0.10 | 1.27598 | 0.00000 | 0.00000 | -17.00 | 8972.10 |
| 115 | 2024.12.12 13:00 | sell | 58 | 0.10 | 1.27428 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.16 04:00 | close | 58 | 0.10 | 1.26454 | 0.00000 | 0.00000 | 97.40 | 9069.50 |
| 117 | 2024.12.16 05:00 | sell | 59 | 0.20 | 1.26301 | 0.00000 | 0.00000 | ||
| 118 | 2024.12.17 10:00 | close | 59 | 0.20 | 1.27086 | 0.00000 | 0.00000 | -157.00 | 8912.50 |
| 119 | 2024.12.18 05:00 | sell | 60 | 0.20 | 1.27030 | 0.00000 | 0.00000 | ||
| 120 | 2024.12.18 09:00 | close | 60 | 0.20 | 1.27224 | 0.00000 | 0.00000 | -38.80 | 8873.70 |
| 121 | 2024.12.18 10:00 | sell | 61 | 0.10 | 1.26909 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.18 13:00 | close | 61 | 0.10 | 1.27273 | 0.00000 | 0.00000 | -36.40 | 8837.30 |
| 123 | 2024.12.18 14:00 | sell | 62 | 0.10 | 1.27063 | 0.00000 | 0.00000 | ||
| 124 | 2024.12.18 20:00 | close | 62 | 0.10 | 1.27149 | 0.00000 | 0.00000 | -8.60 | 8828.70 |
| 125 | 2024.12.18 22:00 | sell | 63 | 0.10 | 1.25936 | 0.00000 | 0.00000 | ||
| 126 | 2024.12.26 08:00 | close | 63 | 0.10 | 1.25547 | 0.00000 | 0.00000 | 38.90 | 8867.60 |
| 127 | 2024.12.26 09:00 | sell | 64 | 0.20 | 1.25390 | 0.00000 | 0.00000 | ||
| 128 | 2024.12.26 23:00 | close | 64 | 0.20 | 1.25384 | 0.00000 | 0.00000 | 1.20 | 8868.80 |
| 129 | 2024.12.27 00:05 | sell | 65 | 0.20 | 1.25182 | 0.00000 | 0.00000 | ||
| 130 | 2024.12.27 09:00 | close | 65 | 0.20 | 1.25345 | 0.00000 | 0.00000 | -32.60 | 8836.20 |
| 131 | 2024.12.27 12:00 | sell | 66 | 0.20 | 1.25081 | 0.00000 | 0.00000 | ||
| 132 | 2024.12.27 13:00 | close | 66 | 0.20 | 1.25430 | 0.00000 | 0.00000 | -69.80 | 8766.40 |
| 133 | 2024.12.30 11:00 | sell | 67 | 0.10 | 1.25639 | 0.00000 | 0.00000 | ||
| 134 | 2024.12.30 12:00 | close | 67 | 0.10 | 1.25870 | 0.00000 | 0.00000 | -23.10 | 8743.30 |
| 135 | 2024.12.30 13:00 | buy | 68 | 0.10 | 1.26005 | 0.00000 | 0.00000 | ||
| 136 | 2024.12.30 16:00 | close | 68 | 0.10 | 1.25541 | 0.00000 | 0.00000 | -46.40 | 8696.90 |
| 137 | 2024.12.31 04:00 | buy | 69 | 0.10 | 1.25681 | 0.00000 | 0.00000 | ||
| 138 | 2024.12.31 07:00 | close | 69 | 0.10 | 1.25444 | 0.00000 | 0.00000 | -23.70 | 8673.20 |
| 139 | 2024.12.31 14:00 | sell | 70 | 0.10 | 1.25386 | 0.00000 | 0.00000 | ||
| 140 | 2025.01.07 06:00 | close | 70 | 0.10 | 1.25426 | 0.00000 | 0.00000 | -4.00 | 8669.20 |
| 141 | 2025.01.07 16:00 | buy | 71 | 0.10 | 1.25523 | 0.00000 | 0.00000 | ||
| 142 | 2025.01.07 17:00 | close | 71 | 0.10 | 1.25284 | 0.00000 | 0.00000 | -23.90 | 8645.30 |