Strategy Tester Report
MovingAveragePositionSystem
| 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 | x="Òèï ñðåäíåé. 0-SMA, 1-EMA, 2-SMMA, 3-LWMA"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1="Íàñòðîéêè óïðàâëåíèÿ êàïèòàëîì"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
| Bars in test | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (99) | ||
| Total net profit | -884.10 | Gross profit | 701.80 | Gross loss | -1585.90 |
| Profit factor | 0.44 | Expected payoff | -12.28 | ||
| Absolute drawdown | 919.50 | Maximal drawdown | 949.70 (9.47%) | Relative drawdown | 9.47% (949.70) |
| Total trades | 72 | Short positions (won %) | 37 (16.22%) | Long positions (won %) | 35 (5.71%) |
| Profit trades (% of total) | 8 (11.11%) | Loss trades (% of total) | 64 (88.89%) | ||
| Largest | profit trade | 100.00 | loss trade | -120.70 | |
| Average | profit trade | 87.72 | loss trade | -24.78 | |
| Maximum | consecutive wins (profit in money) | 2 (200.00) | consecutive losses (loss in money) | 27 (-740.40) | |
| Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -740.40 (27) | |
| Average | consecutive wins | 1 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.15 13:00 | buy | 1 | 0.10 | 1.30918 | 0.00000 | 1.31918 | ||
| 2 | 2024.10.15 14:00 | close | 1 | 0.10 | 1.30812 | 0.00000 | 1.31918 | -10.60 | 9989.40 |
| 3 | 2024.10.15 14:00 | sell | 2 | 0.10 | 1.30812 | 0.00000 | 1.29812 | ||
| 4 | 2024.10.15 16:00 | close | 2 | 0.10 | 1.30976 | 0.00000 | 1.29812 | -16.40 | 9973.00 |
| 5 | 2024.10.15 16:00 | buy | 3 | 0.10 | 1.30976 | 0.00000 | 1.31976 | ||
| 6 | 2024.10.15 20:00 | close | 3 | 0.10 | 1.30689 | 0.00000 | 1.31976 | -28.70 | 9944.30 |
| 7 | 2024.10.15 20:00 | sell | 4 | 0.10 | 1.30689 | 0.00000 | 1.29689 | ||
| 8 | 2024.10.18 10:00 | close | 4 | 0.10 | 1.30698 | 0.00000 | 1.29689 | -0.90 | 9943.40 |
| 9 | 2024.10.18 10:00 | buy | 5 | 0.10 | 1.30698 | 0.00000 | 1.31698 | ||
| 10 | 2024.10.18 12:00 | close | 5 | 0.10 | 1.30406 | 0.00000 | 1.31698 | -29.20 | 9914.20 |
| 11 | 2024.10.18 12:00 | sell | 6 | 0.10 | 1.30406 | 0.00000 | 1.29406 | ||
| 12 | 2024.10.18 14:00 | close | 6 | 0.10 | 1.30563 | 0.00000 | 1.29406 | -15.70 | 9898.50 |
| 13 | 2024.10.18 14:00 | buy | 7 | 0.10 | 1.30563 | 0.00000 | 1.31563 | ||
| 14 | 2024.10.18 18:00 | close | 7 | 0.10 | 1.30354 | 0.00000 | 1.31563 | -20.90 | 9877.60 |
| 15 | 2024.10.18 18:00 | sell | 8 | 0.10 | 1.30354 | 0.00000 | 1.29354 | ||
| 16 | 2024.10.18 20:00 | close | 8 | 0.10 | 1.30534 | 0.00000 | 1.29354 | -18.00 | 9859.60 |
| 17 | 2024.10.18 20:00 | buy | 9 | 0.10 | 1.30534 | 0.00000 | 1.31534 | ||
| 18 | 2024.10.18 21:00 | close | 9 | 0.10 | 1.30425 | 0.00000 | 1.31534 | -10.90 | 9848.70 |
| 19 | 2024.10.18 21:00 | sell | 10 | 0.10 | 1.30425 | 0.00000 | 1.29425 | ||
| 20 | 2024.10.18 22:00 | close | 10 | 0.10 | 1.30548 | 0.00000 | 1.29425 | -12.30 | 9836.40 |
| 21 | 2024.10.18 22:00 | buy | 11 | 0.10 | 1.30548 | 0.00000 | 1.31548 | ||
| 22 | 2024.10.18 23:00 | close | 11 | 0.10 | 1.30420 | 0.00000 | 1.31548 | -12.80 | 9823.60 |
| 23 | 2024.10.18 23:00 | sell | 12 | 0.10 | 1.30420 | 0.00000 | 1.29420 | ||
| 24 | 2024.10.21 00:00 | close | 12 | 0.10 | 1.30493 | 0.00000 | 1.29420 | -7.30 | 9816.30 |
| 25 | 2024.10.21 00:00 | buy | 13 | 0.10 | 1.30493 | 0.00000 | 1.31493 | ||
| 26 | 2024.10.21 04:00 | close | 13 | 0.10 | 1.30424 | 0.00000 | 1.31493 | -6.90 | 9809.40 |
| 27 | 2024.10.21 04:00 | sell | 14 | 0.10 | 1.30424 | 0.00000 | 1.29424 | ||
| 28 | 2024.10.21 05:00 | close | 14 | 0.10 | 1.30557 | 0.00000 | 1.29424 | -13.30 | 9796.10 |
| 29 | 2024.10.21 08:00 | sell | 15 | 0.10 | 1.30399 | 0.00000 | 1.29399 | ||
| 30 | 2024.10.23 19:22 | t/p | 15 | 0.10 | 1.29399 | 0.00000 | 1.29399 | 100.00 | 9896.10 |
| 31 | 2024.10.25 16:00 | buy | 16 | 0.10 | 1.30016 | 0.00000 | 1.31016 | ||
| 32 | 2024.10.25 17:00 | close | 16 | 0.10 | 1.29881 | 0.00000 | 1.31016 | -13.50 | 9882.60 |
| 33 | 2024.10.25 17:00 | sell | 17 | 0.10 | 1.29881 | 0.00000 | 1.28881 | ||
| 34 | 2024.10.25 18:00 | close | 17 | 0.10 | 1.29999 | 0.00000 | 1.28881 | -11.80 | 9870.80 |
| 35 | 2024.10.25 18:00 | buy | 18 | 0.10 | 1.29999 | 0.00000 | 1.30999 | ||
| 36 | 2024.10.25 19:00 | close | 18 | 0.10 | 1.29766 | 0.00000 | 1.30999 | -23.30 | 9847.50 |
| 37 | 2024.10.25 19:00 | sell | 19 | 0.10 | 1.29766 | 0.00000 | 1.28766 | ||
| 38 | 2024.10.28 15:00 | close | 19 | 0.10 | 1.30007 | 0.00000 | 1.28766 | -24.10 | 9823.40 |
| 39 | 2024.10.28 15:00 | buy | 20 | 0.10 | 1.30007 | 0.00000 | 1.31007 | ||
| 40 | 2024.10.28 19:00 | close | 20 | 0.10 | 1.29798 | 0.00000 | 1.31007 | -20.90 | 9802.50 |
| 41 | 2024.10.28 19:00 | sell | 21 | 0.10 | 1.29798 | 0.00000 | 1.28798 | ||
| 42 | 2024.10.29 12:00 | close | 21 | 0.10 | 1.29935 | 0.00000 | 1.28798 | -13.70 | 9788.80 |
| 43 | 2024.10.29 12:00 | buy | 22 | 0.10 | 1.29935 | 0.00000 | 1.30935 | ||
| 44 | 2024.10.29 16:00 | close | 22 | 0.10 | 1.29768 | 0.00000 | 1.30935 | -16.70 | 9772.10 |
| 45 | 2024.10.29 16:00 | sell | 23 | 0.10 | 1.29768 | 0.00000 | 1.28768 | ||
| 46 | 2024.10.29 18:00 | close | 23 | 0.10 | 1.30062 | 0.00000 | 1.28768 | -29.40 | 9742.70 |
| 47 | 2024.10.29 18:00 | buy | 24 | 0.10 | 1.30062 | 0.00000 | 1.31062 | ||
| 48 | 2024.10.30 14:00 | close | 24 | 0.10 | 1.29748 | 0.00000 | 1.31062 | -31.40 | 9711.30 |
| 49 | 2024.10.30 14:00 | sell | 25 | 0.10 | 1.29748 | 0.00000 | 1.28748 | ||
| 50 | 2024.10.30 17:00 | close | 25 | 0.10 | 1.30053 | 0.00000 | 1.28748 | -30.50 | 9680.80 |
| 51 | 2024.10.30 17:00 | buy | 26 | 0.10 | 1.30053 | 0.00000 | 1.31053 | ||
| 52 | 2024.10.30 21:00 | close | 26 | 0.10 | 1.29774 | 0.00000 | 1.31053 | -27.90 | 9652.90 |
| 53 | 2024.10.30 21:00 | sell | 27 | 0.10 | 1.29774 | 0.00000 | 1.28774 | ||
| 54 | 2024.10.30 22:00 | close | 27 | 0.10 | 1.29929 | 0.00000 | 1.28774 | -15.50 | 9637.40 |
| 55 | 2024.10.30 22:00 | buy | 28 | 0.10 | 1.29929 | 0.00000 | 1.30929 | ||
| 56 | 2024.10.30 23:00 | close | 28 | 0.10 | 1.29691 | 0.00000 | 1.30929 | -23.80 | 9613.60 |
| 57 | 2024.10.30 23:00 | sell | 29 | 0.10 | 1.29691 | 0.00000 | 1.28691 | ||
| 58 | 2024.10.31 11:00 | close | 29 | 0.10 | 1.30050 | 0.00000 | 1.28691 | -35.90 | 9577.70 |
| 59 | 2024.10.31 11:00 | buy | 30 | 0.10 | 1.30050 | 0.00000 | 1.31050 | ||
| 60 | 2024.10.31 17:00 | close | 30 | 0.10 | 1.29352 | 0.00000 | 1.31050 | -69.80 | 9507.90 |
| 61 | 2024.10.31 17:00 | sell | 31 | 0.10 | 1.29352 | 0.00000 | 1.28352 | ||
| 62 | 2024.11.01 17:00 | close | 31 | 0.10 | 1.29768 | 0.00000 | 1.28352 | -41.60 | 9466.30 |
| 63 | 2024.11.01 17:00 | buy | 32 | 0.10 | 1.29768 | 0.00000 | 1.30768 | ||
| 64 | 2024.11.01 19:00 | close | 32 | 0.10 | 1.29587 | 0.00000 | 1.30768 | -18.10 | 9448.20 |
| 65 | 2024.11.01 19:00 | sell | 33 | 0.10 | 1.29587 | 0.00000 | 1.28587 | ||
| 66 | 2024.11.04 01:00 | close | 33 | 0.10 | 1.29723 | 0.00000 | 1.28587 | -13.60 | 9434.60 |
| 67 | 2024.11.04 01:00 | buy | 34 | 0.10 | 1.29723 | 0.00000 | 1.30723 | ||
| 68 | 2024.11.04 02:00 | close | 34 | 0.10 | 1.29521 | 0.00000 | 1.30723 | -20.20 | 9414.40 |
| 69 | 2024.11.04 02:00 | sell | 35 | 0.10 | 1.29521 | 0.00000 | 1.28521 | ||
| 70 | 2024.11.04 03:00 | close | 35 | 0.10 | 1.29711 | 0.00000 | 1.28521 | -19.00 | 9395.40 |
| 71 | 2024.11.04 03:00 | buy | 36 | 0.10 | 1.29711 | 0.00000 | 1.30711 | ||
| 72 | 2024.11.04 19:00 | close | 36 | 0.10 | 1.29407 | 0.00000 | 1.30711 | -30.40 | 9365.00 |
| 73 | 2024.11.04 19:00 | sell | 37 | 0.10 | 1.29407 | 0.00000 | 1.28407 | ||
| 74 | 2024.11.05 08:00 | close | 37 | 0.10 | 1.29692 | 0.00000 | 1.28407 | -28.50 | 9336.50 |
| 75 | 2024.11.05 08:00 | buy | 38 | 0.10 | 1.29692 | 0.00000 | 1.30692 | ||
| 76 | 2024.11.06 03:00 | close | 38 | 0.10 | 1.29584 | 0.00000 | 1.30692 | -10.80 | 9325.70 |
| 77 | 2024.11.06 03:00 | sell | 39 | 0.10 | 1.29584 | 0.00000 | 1.28584 | ||
| 78 | 2024.11.06 04:00 | close | 39 | 0.10 | 1.29760 | 0.00000 | 1.28584 | -17.60 | 9308.10 |
| 79 | 2024.11.06 04:00 | buy | 40 | 0.10 | 1.29760 | 0.00000 | 1.30760 | ||
| 80 | 2024.11.06 05:00 | close | 40 | 0.10 | 1.29057 | 0.00000 | 1.30760 | -70.30 | 9237.80 |
| 81 | 2024.11.06 05:00 | sell | 41 | 0.10 | 1.29057 | 0.00000 | 1.28057 | ||
| 82 | 2024.11.07 15:00 | close | 41 | 0.10 | 1.29656 | 0.00000 | 1.28057 | -59.90 | 9177.90 |
| 83 | 2024.11.07 15:00 | buy | 42 | 0.10 | 1.29656 | 0.00000 | 1.30656 | ||
| 84 | 2024.11.08 15:00 | close | 42 | 0.10 | 1.29434 | 0.00000 | 1.30656 | -22.20 | 9155.70 |
| 85 | 2024.11.08 15:00 | sell | 43 | 0.10 | 1.29434 | 0.00000 | 1.28434 | ||
| 86 | 2024.11.12 07:57 | t/p | 43 | 0.10 | 1.28434 | 0.00000 | 1.28434 | 100.00 | 9255.70 |
| 87 | 2024.11.27 12:00 | buy | 44 | 0.10 | 1.26133 | 0.00000 | 1.27133 | ||
| 88 | 2024.11.29 05:47 | t/p | 44 | 0.10 | 1.27133 | 0.00000 | 1.27133 | 100.00 | 9355.70 |
| 89 | 2024.12.02 17:00 | sell | 45 | 0.10 | 1.26356 | 0.00000 | 1.25356 | ||
| 90 | 2024.12.02 20:00 | close | 45 | 0.10 | 1.26533 | 0.00000 | 1.25356 | -17.70 | 9338.00 |
| 91 | 2024.12.02 20:00 | buy | 46 | 0.10 | 1.26533 | 0.00000 | 1.27533 | ||
| 92 | 2024.12.05 16:01 | t/p | 46 | 0.10 | 1.27533 | 0.00000 | 1.27533 | 100.00 | 9438.00 |
| 93 | 2024.12.11 13:00 | sell | 47 | 0.10 | 1.27227 | 0.00000 | 1.26227 | ||
| 94 | 2024.12.11 14:00 | close | 47 | 0.10 | 1.27453 | 0.00000 | 1.26227 | -22.60 | 9415.40 |
| 95 | 2024.12.11 14:00 | buy | 48 | 0.10 | 1.27453 | 0.00000 | 1.28453 | ||
| 96 | 2024.12.12 15:00 | close | 48 | 0.10 | 1.27265 | 0.00000 | 1.28453 | -18.80 | 9396.60 |
| 97 | 2024.12.12 15:00 | sell | 49 | 0.10 | 1.27265 | 0.00000 | 1.26265 | ||
| 98 | 2024.12.13 17:35 | t/p | 49 | 0.10 | 1.26265 | 0.00000 | 1.26265 | 100.00 | 9496.60 |
| 99 | 2024.12.17 15:00 | buy | 50 | 0.10 | 1.27155 | 0.00000 | 1.28155 | ||
| 100 | 2024.12.17 16:00 | close | 50 | 0.10 | 1.27017 | 0.00000 | 1.28155 | -13.80 | 9482.80 |
| 101 | 2024.12.17 16:00 | sell | 51 | 0.10 | 1.27017 | 0.00000 | 1.26017 | ||
| 102 | 2024.12.17 18:00 | close | 51 | 0.10 | 1.27193 | 0.00000 | 1.26017 | -17.60 | 9465.20 |
| 103 | 2024.12.17 18:00 | buy | 52 | 0.10 | 1.27193 | 0.00000 | 1.28193 | ||
| 104 | 2024.12.18 05:00 | close | 52 | 0.10 | 1.27030 | 0.00000 | 1.28193 | -16.30 | 9448.90 |
| 105 | 2024.12.18 05:00 | sell | 53 | 0.10 | 1.27030 | 0.00000 | 1.26030 | ||
| 106 | 2024.12.18 09:00 | close | 53 | 0.10 | 1.27218 | 0.00000 | 1.26030 | -18.80 | 9430.10 |
| 107 | 2024.12.18 09:00 | buy | 54 | 0.10 | 1.27218 | 0.00000 | 1.28218 | ||
| 108 | 2024.12.18 10:00 | close | 54 | 0.10 | 1.26909 | 0.00000 | 1.28218 | -30.90 | 9399.20 |
| 109 | 2024.12.18 10:00 | sell | 55 | 0.10 | 1.26909 | 0.00000 | 1.25909 | ||
| 110 | 2024.12.18 13:00 | close | 55 | 0.10 | 1.27267 | 0.00000 | 1.25909 | -35.80 | 9363.40 |
| 111 | 2024.12.18 13:00 | buy | 56 | 0.10 | 1.27267 | 0.00000 | 1.28267 | ||
| 112 | 2024.12.18 16:00 | close | 56 | 0.10 | 1.26903 | 0.00000 | 1.28267 | -36.40 | 9327.00 |
| 113 | 2024.12.18 16:00 | sell | 57 | 0.10 | 1.26903 | 0.00000 | 1.25903 | ||
| 114 | 2024.12.18 20:00 | close | 57 | 0.10 | 1.27143 | 0.00000 | 1.25903 | -24.00 | 9303.00 |
| 115 | 2024.12.18 20:00 | buy | 58 | 0.10 | 1.27143 | 0.00000 | 1.28143 | ||
| 116 | 2024.12.18 22:00 | close | 58 | 0.10 | 1.25936 | 0.00000 | 1.28143 | -120.70 | 9182.30 |
| 117 | 2024.12.18 22:00 | sell | 59 | 0.10 | 1.25936 | 0.00000 | 1.24936 | ||
| 118 | 2024.12.20 04:08 | t/p | 59 | 0.10 | 1.24936 | 0.00000 | 1.24936 | 100.00 | 9282.30 |
| 119 | 2024.12.27 16:00 | buy | 60 | 0.10 | 1.25834 | 0.00000 | 1.26834 | ||
| 120 | 2024.12.27 17:00 | close | 60 | 0.10 | 1.25701 | 0.00000 | 1.26834 | -13.30 | 9269.00 |
| 121 | 2024.12.27 17:00 | sell | 61 | 0.10 | 1.25701 | 0.00000 | 1.24701 | ||
| 122 | 2024.12.27 18:00 | close | 61 | 0.10 | 1.25861 | 0.00000 | 1.24701 | -16.00 | 9253.00 |
| 123 | 2024.12.27 20:00 | sell | 62 | 0.10 | 1.25593 | 0.00000 | 1.24593 | ||
| 124 | 2024.12.27 22:00 | close | 62 | 0.10 | 1.25908 | 0.00000 | 1.24593 | -31.50 | 9221.50 |
| 125 | 2024.12.27 22:00 | buy | 63 | 0.10 | 1.25908 | 0.00000 | 1.26908 | ||
| 126 | 2024.12.30 11:00 | close | 63 | 0.10 | 1.25639 | 0.00000 | 1.26908 | -26.90 | 9194.60 |
| 127 | 2024.12.30 11:00 | sell | 64 | 0.10 | 1.25639 | 0.00000 | 1.24639 | ||
| 128 | 2024.12.30 12:00 | close | 64 | 0.10 | 1.25864 | 0.00000 | 1.24639 | -22.50 | 9172.10 |
| 129 | 2024.12.30 12:00 | buy | 65 | 0.10 | 1.25864 | 0.00000 | 1.26864 | ||
| 130 | 2024.12.30 16:00 | close | 65 | 0.10 | 1.25541 | 0.00000 | 1.26864 | -32.30 | 9139.80 |
| 131 | 2024.12.30 16:00 | sell | 66 | 0.10 | 1.25541 | 0.00000 | 1.24541 | ||
| 132 | 2024.12.31 10:00 | close | 66 | 0.10 | 1.25709 | 0.00000 | 1.24541 | -16.80 | 9123.00 |
| 133 | 2024.12.31 10:00 | buy | 67 | 0.10 | 1.25709 | 0.00000 | 1.26709 | ||
| 134 | 2024.12.31 11:00 | close | 67 | 0.10 | 1.25534 | 0.00000 | 1.26709 | -17.50 | 9105.50 |
| 135 | 2024.12.31 11:00 | sell | 68 | 0.10 | 1.25534 | 0.00000 | 1.24534 | ||
| 136 | 2025.01.02 13:25 | t/p | 68 | 0.10 | 1.24534 | 0.00000 | 1.24534 | 100.00 | 9205.50 |
| 137 | 2025.01.06 14:00 | buy | 69 | 0.10 | 1.25526 | 0.00000 | 1.26526 | ||
| 138 | 2025.01.07 18:00 | close | 69 | 0.10 | 1.24962 | 0.00000 | 1.26526 | -56.40 | 9149.10 |
| 139 | 2025.01.07 18:00 | sell | 70 | 0.10 | 1.24962 | 0.00000 | 1.23962 | ||
| 140 | 2025.01.07 20:00 | close | 70 | 0.10 | 1.25095 | 0.00000 | 1.23962 | -13.30 | 9135.80 |
| 141 | 2025.01.07 20:00 | buy | 71 | 0.10 | 1.25095 | 0.00000 | 1.26095 | ||
| 142 | 2025.01.07 21:00 | close | 71 | 0.10 | 1.24878 | 0.00000 | 1.26095 | -21.70 | 9114.10 |
| 143 | 2025.01.07 21:00 | sell | 72 | 0.10 | 1.24878 | 0.00000 | 1.23878 | ||
| 144 | 2025.01.07 23:59 | close at stop | 72 | 0.10 | 1.24860 | 0.00000 | 1.23878 | 1.80 | 9115.90 |