Strategy Tester Report
MovingAveragePositionSystem
| Symbol | USDCAD (US Dollar vs Canadian 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 | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (32) | ||
| Total net profit | -534.32 | Gross profit | 211.97 | Gross loss | -746.29 |
| Profit factor | 0.28 | Expected payoff | -9.06 | ||
| Absolute drawdown | 609.51 | Maximal drawdown | 616.47 (6.16%) | Relative drawdown | 6.16% (616.47) |
| Total trades | 59 | Short positions (won %) | 30 (3.33%) | Long positions (won %) | 29 (6.90%) |
| Profit trades (% of total) | 3 (5.08%) | Loss trades (% of total) | 56 (94.92%) | ||
| Largest | profit trade | 71.30 | loss trade | -88.50 | |
| Average | profit trade | 70.66 | loss trade | -13.33 | |
| Maximum | consecutive wins (profit in money) | 1 (71.30) | consecutive losses (loss in money) | 21 (-385.85) | |
| Maximal | consecutive profit (count of wins) | 71.30 (1) | consecutive loss (count of losses) | -385.85 (21) | |
| Average | consecutive wins | 1 | consecutive losses | 19 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.04 06:00 | sell | 1 | 0.10 | 1.38944 | 0.00000 | 1.37944 | ||
| 2 | 2024.11.04 07:00 | close | 1 | 0.10 | 1.39032 | 0.00000 | 1.37944 | -6.33 | 9993.67 |
| 3 | 2024.11.04 07:00 | buy | 2 | 0.10 | 1.39032 | 0.00000 | 1.40032 | ||
| 4 | 2024.11.04 14:00 | close | 2 | 0.10 | 1.38949 | 0.00000 | 1.40032 | -5.97 | 9987.70 |
| 5 | 2024.11.04 14:00 | sell | 3 | 0.10 | 1.38949 | 0.00000 | 1.37949 | ||
| 6 | 2024.11.04 15:00 | close | 3 | 0.10 | 1.39072 | 0.00000 | 1.37949 | -8.84 | 9978.86 |
| 7 | 2024.11.04 15:00 | buy | 4 | 0.10 | 1.39072 | 0.00000 | 1.40072 | ||
| 8 | 2024.11.04 17:00 | close | 4 | 0.10 | 1.38879 | 0.00000 | 1.40072 | -13.90 | 9964.96 |
| 9 | 2024.11.04 17:00 | sell | 5 | 0.10 | 1.38879 | 0.00000 | 1.37879 | ||
| 10 | 2024.11.04 23:00 | close | 5 | 0.10 | 1.39048 | 0.00000 | 1.37879 | -12.15 | 9952.81 |
| 11 | 2024.11.04 23:00 | buy | 6 | 0.10 | 1.39048 | 0.00000 | 1.40048 | ||
| 12 | 2024.11.05 01:00 | close | 6 | 0.10 | 1.39006 | 0.00000 | 1.40048 | -3.02 | 9949.79 |
| 13 | 2024.11.05 01:00 | sell | 7 | 0.10 | 1.39006 | 0.00000 | 1.38006 | ||
| 14 | 2024.11.05 06:00 | close | 7 | 0.10 | 1.39052 | 0.00000 | 1.38006 | -3.31 | 9946.48 |
| 15 | 2024.11.05 06:00 | buy | 8 | 0.10 | 1.39052 | 0.00000 | 1.40052 | ||
| 16 | 2024.11.05 07:00 | close | 8 | 0.10 | 1.39010 | 0.00000 | 1.40052 | -3.02 | 9943.46 |
| 17 | 2024.11.05 07:00 | sell | 9 | 0.10 | 1.39010 | 0.00000 | 1.38010 | ||
| 18 | 2024.11.06 05:00 | close | 9 | 0.10 | 1.39211 | 0.00000 | 1.38010 | -14.44 | 9929.02 |
| 19 | 2024.11.06 05:00 | buy | 10 | 0.10 | 1.39211 | 0.00000 | 1.40211 | ||
| 20 | 2024.11.06 11:00 | close | 10 | 0.10 | 1.38921 | 0.00000 | 1.40211 | -20.88 | 9908.14 |
| 21 | 2024.11.06 11:00 | sell | 11 | 0.10 | 1.38921 | 0.00000 | 1.37921 | ||
| 22 | 2024.11.06 12:00 | close | 11 | 0.10 | 1.39055 | 0.00000 | 1.37921 | -9.64 | 9898.50 |
| 23 | 2024.11.06 12:00 | buy | 12 | 0.10 | 1.39055 | 0.00000 | 1.40055 | ||
| 24 | 2024.11.06 13:00 | close | 12 | 0.10 | 1.38917 | 0.00000 | 1.40055 | -9.93 | 9888.57 |
| 25 | 2024.11.06 13:00 | sell | 13 | 0.10 | 1.38917 | 0.00000 | 1.37917 | ||
| 26 | 2024.11.06 14:00 | close | 13 | 0.10 | 1.39193 | 0.00000 | 1.37917 | -19.83 | 9868.74 |
| 27 | 2024.11.06 14:00 | buy | 14 | 0.10 | 1.39193 | 0.00000 | 1.40193 | ||
| 28 | 2024.11.07 05:00 | close | 14 | 0.10 | 1.38997 | 0.00000 | 1.40193 | -14.10 | 9854.64 |
| 29 | 2024.11.07 05:00 | sell | 15 | 0.10 | 1.38997 | 0.00000 | 1.37997 | ||
| 30 | 2024.11.08 15:00 | close | 15 | 0.10 | 1.39118 | 0.00000 | 1.37997 | -8.70 | 9845.94 |
| 31 | 2024.11.08 15:00 | buy | 16 | 0.10 | 1.39118 | 0.00000 | 1.40118 | ||
| 32 | 2024.11.08 17:00 | close | 16 | 0.10 | 1.38987 | 0.00000 | 1.40118 | -9.43 | 9836.51 |
| 33 | 2024.11.08 17:00 | sell | 17 | 0.10 | 1.38987 | 0.00000 | 1.37987 | ||
| 34 | 2024.11.08 19:00 | close | 17 | 0.10 | 1.39253 | 0.00000 | 1.37987 | -19.10 | 9817.41 |
| 35 | 2024.11.08 19:00 | buy | 18 | 0.10 | 1.39253 | 0.00000 | 1.40253 | ||
| 36 | 2024.11.14 16:58 | t/p | 18 | 0.10 | 1.40253 | 0.00000 | 1.40253 | 71.30 | 9888.71 |
| 37 | 2024.11.19 17:00 | sell | 19 | 0.10 | 1.39984 | 0.00000 | 1.38984 | ||
| 38 | 2024.11.20 17:00 | close | 19 | 0.10 | 1.40077 | 0.00000 | 1.38984 | -6.64 | 9882.07 |
| 39 | 2024.11.20 17:00 | buy | 20 | 0.10 | 1.40077 | 0.00000 | 1.41077 | ||
| 40 | 2024.11.20 19:00 | close | 20 | 0.10 | 1.39962 | 0.00000 | 1.41077 | -8.22 | 9873.85 |
| 41 | 2024.11.20 19:00 | sell | 21 | 0.10 | 1.39962 | 0.00000 | 1.38962 | ||
| 42 | 2024.11.22 12:00 | close | 21 | 0.10 | 1.40066 | 0.00000 | 1.38962 | -7.43 | 9866.42 |
| 43 | 2024.11.22 12:00 | buy | 22 | 0.10 | 1.40066 | 0.00000 | 1.41066 | ||
| 44 | 2024.11.22 13:00 | close | 22 | 0.10 | 1.39865 | 0.00000 | 1.41066 | -14.37 | 9852.05 |
| 45 | 2024.11.22 13:00 | sell | 23 | 0.10 | 1.39865 | 0.00000 | 1.38865 | ||
| 46 | 2024.11.25 19:00 | close | 23 | 0.10 | 1.40055 | 0.00000 | 1.38865 | -13.57 | 9838.48 |
| 47 | 2024.11.25 19:00 | buy | 24 | 0.10 | 1.40055 | 0.00000 | 1.41055 | ||
| 48 | 2024.11.25 21:00 | close | 24 | 0.10 | 1.39764 | 0.00000 | 1.41055 | -20.82 | 9817.66 |
| 49 | 2024.11.25 21:00 | sell | 25 | 0.10 | 1.39764 | 0.00000 | 1.38764 | ||
| 50 | 2024.11.26 02:00 | close | 25 | 0.10 | 1.41012 | 0.00000 | 1.38764 | -88.50 | 9729.16 |
| 51 | 2024.11.26 02:00 | buy | 26 | 0.10 | 1.41012 | 0.00000 | 1.42012 | ||
| 52 | 2024.11.28 03:00 | close | 26 | 0.10 | 1.40128 | 0.00000 | 1.42012 | -63.09 | 9666.07 |
| 53 | 2024.11.28 03:00 | sell | 27 | 0.10 | 1.40128 | 0.00000 | 1.39128 | ||
| 54 | 2024.11.28 06:00 | close | 27 | 0.10 | 1.40253 | 0.00000 | 1.39128 | -8.91 | 9657.16 |
| 55 | 2024.11.28 06:00 | buy | 28 | 0.10 | 1.40253 | 0.00000 | 1.41253 | ||
| 56 | 2024.11.28 11:00 | close | 28 | 0.10 | 1.40096 | 0.00000 | 1.41253 | -11.21 | 9645.95 |
| 57 | 2024.11.28 11:00 | sell | 29 | 0.10 | 1.40096 | 0.00000 | 1.39096 | ||
| 58 | 2024.11.29 16:00 | close | 29 | 0.10 | 1.40300 | 0.00000 | 1.39096 | -14.54 | 9631.41 |
| 59 | 2024.11.29 16:00 | buy | 30 | 0.10 | 1.40300 | 0.00000 | 1.41300 | ||
| 60 | 2024.11.29 18:00 | close | 30 | 0.10 | 1.40049 | 0.00000 | 1.41300 | -17.92 | 9613.49 |
| 61 | 2024.11.29 18:00 | sell | 31 | 0.10 | 1.40049 | 0.00000 | 1.39049 | ||
| 62 | 2024.11.29 19:00 | close | 31 | 0.10 | 1.40188 | 0.00000 | 1.39049 | -9.92 | 9603.57 |
| 63 | 2024.11.29 19:00 | buy | 32 | 0.10 | 1.40188 | 0.00000 | 1.41188 | ||
| 64 | 2024.11.29 20:00 | close | 32 | 0.10 | 1.39981 | 0.00000 | 1.41188 | -14.79 | 9588.78 |
| 65 | 2024.11.29 20:00 | sell | 33 | 0.10 | 1.39981 | 0.00000 | 1.38981 | ||
| 66 | 2024.12.02 02:00 | close | 33 | 0.10 | 1.40164 | 0.00000 | 1.38981 | -13.06 | 9575.72 |
| 67 | 2024.12.02 02:00 | buy | 34 | 0.10 | 1.40164 | 0.00000 | 1.41164 | ||
| 68 | 2024.12.03 11:00 | close | 34 | 0.10 | 1.40138 | 0.00000 | 1.41164 | -1.86 | 9573.86 |
| 69 | 2024.12.03 11:00 | sell | 35 | 0.10 | 1.40138 | 0.00000 | 1.39138 | ||
| 70 | 2024.12.03 13:00 | close | 35 | 0.10 | 1.40402 | 0.00000 | 1.39138 | -18.80 | 9555.06 |
| 71 | 2024.12.03 13:00 | buy | 36 | 0.10 | 1.40402 | 0.00000 | 1.41402 | ||
| 72 | 2024.12.05 16:00 | close | 36 | 0.10 | 1.40345 | 0.00000 | 1.41402 | -4.06 | 9551.00 |
| 73 | 2024.12.05 16:00 | sell | 37 | 0.10 | 1.40345 | 0.00000 | 1.39345 | ||
| 74 | 2024.12.05 20:00 | close | 37 | 0.10 | 1.40550 | 0.00000 | 1.39345 | -14.59 | 9536.41 |
| 75 | 2024.12.05 20:00 | buy | 38 | 0.10 | 1.40550 | 0.00000 | 1.41550 | ||
| 76 | 2024.12.05 22:00 | close | 38 | 0.10 | 1.40275 | 0.00000 | 1.41550 | -19.60 | 9516.81 |
| 77 | 2024.12.05 22:00 | sell | 39 | 0.10 | 1.40275 | 0.00000 | 1.39275 | ||
| 78 | 2024.12.06 14:00 | close | 39 | 0.10 | 1.40471 | 0.00000 | 1.39275 | -13.95 | 9502.86 |
| 79 | 2024.12.06 14:00 | buy | 40 | 0.10 | 1.40471 | 0.00000 | 1.41471 | ||
| 80 | 2024.12.06 17:12 | t/p | 40 | 0.10 | 1.41471 | 0.00000 | 1.41471 | 70.69 | 9573.55 |
| 81 | 2024.12.30 14:00 | sell | 41 | 0.10 | 1.43774 | 0.00000 | 1.42774 | ||
| 82 | 2024.12.30 15:00 | close | 41 | 0.10 | 1.43889 | 0.00000 | 1.42774 | -7.99 | 9565.56 |
| 83 | 2024.12.30 15:00 | buy | 42 | 0.10 | 1.43889 | 0.00000 | 1.44889 | ||
| 84 | 2024.12.30 19:00 | close | 42 | 0.10 | 1.43751 | 0.00000 | 1.44889 | -9.60 | 9555.96 |
| 85 | 2024.12.30 19:00 | sell | 43 | 0.10 | 1.43751 | 0.00000 | 1.42751 | ||
| 86 | 2024.12.31 14:00 | close | 43 | 0.10 | 1.43852 | 0.00000 | 1.42751 | -7.02 | 9548.94 |
| 87 | 2024.12.31 14:00 | buy | 44 | 0.10 | 1.43852 | 0.00000 | 1.44852 | ||
| 88 | 2024.12.31 17:00 | close | 44 | 0.10 | 1.43807 | 0.00000 | 1.44852 | -3.13 | 9545.81 |
| 89 | 2024.12.31 17:00 | sell | 45 | 0.10 | 1.43807 | 0.00000 | 1.42807 | ||
| 90 | 2024.12.31 19:00 | close | 45 | 0.10 | 1.44049 | 0.00000 | 1.42807 | -16.80 | 9529.01 |
| 91 | 2024.12.31 19:00 | buy | 46 | 0.10 | 1.44049 | 0.00000 | 1.45049 | ||
| 92 | 2024.12.31 22:00 | close | 46 | 0.10 | 1.43814 | 0.00000 | 1.45049 | -16.34 | 9512.67 |
| 93 | 2024.12.31 22:00 | sell | 47 | 0.10 | 1.43814 | 0.00000 | 1.42814 | ||
| 94 | 2025.01.02 10:00 | close | 47 | 0.10 | 1.44072 | 0.00000 | 1.42814 | -17.91 | 9494.76 |
| 95 | 2025.01.02 10:00 | buy | 48 | 0.10 | 1.44072 | 0.00000 | 1.45072 | ||
| 96 | 2025.01.03 05:00 | close | 48 | 0.10 | 1.43855 | 0.00000 | 1.45072 | -15.08 | 9479.68 |
| 97 | 2025.01.03 05:00 | sell | 49 | 0.10 | 1.43855 | 0.00000 | 1.42855 | ||
| 98 | 2025.01.03 08:00 | close | 49 | 0.10 | 1.43949 | 0.00000 | 1.42855 | -6.53 | 9473.15 |
| 99 | 2025.01.03 08:00 | buy | 50 | 0.10 | 1.43949 | 0.00000 | 1.44949 | ||
| 100 | 2025.01.03 09:00 | close | 50 | 0.10 | 1.43847 | 0.00000 | 1.44949 | -7.09 | 9466.06 |
| 101 | 2025.01.03 09:00 | sell | 51 | 0.10 | 1.43847 | 0.00000 | 1.42847 | ||
| 102 | 2025.01.03 10:00 | close | 51 | 0.10 | 1.44004 | 0.00000 | 1.42847 | -10.90 | 9455.16 |
| 103 | 2025.01.03 10:00 | buy | 52 | 0.10 | 1.44004 | 0.00000 | 1.45004 | ||
| 104 | 2025.01.03 12:00 | close | 52 | 0.10 | 1.43894 | 0.00000 | 1.45004 | -7.64 | 9447.52 |
| 105 | 2025.01.03 12:00 | sell | 53 | 0.10 | 1.43894 | 0.00000 | 1.42894 | ||
| 106 | 2025.01.03 13:00 | close | 53 | 0.10 | 1.44046 | 0.00000 | 1.42894 | -10.55 | 9436.97 |
| 107 | 2025.01.03 13:00 | buy | 54 | 0.10 | 1.44046 | 0.00000 | 1.45046 | ||
| 108 | 2025.01.06 05:00 | close | 54 | 0.10 | 1.43955 | 0.00000 | 1.45046 | -6.32 | 9430.65 |
| 109 | 2025.01.06 05:00 | sell | 55 | 0.10 | 1.43955 | 0.00000 | 1.42955 | ||
| 110 | 2025.01.06 06:00 | close | 55 | 0.10 | 1.44064 | 0.00000 | 1.42955 | -7.57 | 9423.08 |
| 111 | 2025.01.06 06:00 | buy | 56 | 0.10 | 1.44064 | 0.00000 | 1.45064 | ||
| 112 | 2025.01.06 08:00 | close | 56 | 0.10 | 1.43888 | 0.00000 | 1.45064 | -12.23 | 9410.85 |
| 113 | 2025.01.06 08:00 | sell | 57 | 0.10 | 1.43888 | 0.00000 | 1.42888 | ||
| 114 | 2025.01.06 09:00 | close | 57 | 0.10 | 1.43999 | 0.00000 | 1.42888 | -7.71 | 9403.14 |
| 115 | 2025.01.06 09:00 | buy | 58 | 0.10 | 1.43999 | 0.00000 | 1.44999 | ||
| 116 | 2025.01.06 10:00 | close | 58 | 0.10 | 1.43892 | 0.00000 | 1.44999 | -7.44 | 9395.70 |
| 117 | 2025.01.06 10:00 | sell | 59 | 0.10 | 1.43892 | 0.00000 | 1.42892 | ||
| 118 | 2025.01.06 16:06 | t/p | 59 | 0.10 | 1.42892 | 0.00000 | 1.42892 | 69.98 | 9465.68 |