Strategy Tester Report
StepMAExpert_v1.42_gbpusd
| 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 | Expert_Name="---- StepMAExpert_v1.42 ----"; Magic=1007; Slippage=6; Trace=false; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.2; InitialStop=0; TakeProfit=0; TrailingStopMode=1; TrailingStop=0; SwingTrade=true; PendingOrder=false; PendOrdGap=10; BreakEven=79; BreakEvenGap=2; Calc_Parameters=" StepMA Parameters "; Length=10; Kv=1; StepSize=36; HighLow=false; DeltaLong=0; DeltaShort=1; Ks=2.7; Kp=4.2; FilterPeriod=82; Nbars=1000; MM_Parameters=" MoneyManagement by L.Williams "; MM=false; Risk=0.15; LossMax=1000; | ||||
| 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 | -331.60 | Gross profit | 164.80 | Gross loss | -496.40 |
| Profit factor | 0.33 | Expected payoff | -11.05 | ||
| Absolute drawdown | 371.00 | Maximal drawdown | 439.80 (4.37%) | Relative drawdown | 4.37% (439.80) |
| Total trades | 30 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 15 (26.67%) |
| Profit trades (% of total) | 9 (30.00%) | Loss trades (% of total) | 21 (70.00%) | ||
| Largest | profit trade | 55.60 | loss trade | -34.40 | |
| Average | profit trade | 18.31 | loss trade | -23.64 | |
| Maximum | consecutive wins (profit in money) | 2 (33.20) | consecutive losses (loss in money) | 5 (-121.20) | |
| Maximal | consecutive profit (count of wins) | 55.60 (1) | consecutive loss (count of losses) | -121.20 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 18:00 | sell | 1 | 0.20 | 0.62170 | 0.62302 | 0.62054 | ||
| 2 | 2024.10.03 19:00 | modify | 1 | 0.20 | 0.62170 | 0.62302 | 0.62029 | ||
| 3 | 2024.10.03 19:00 | modify | 1 | 0.20 | 0.62170 | 0.62277 | 0.62029 | ||
| 4 | 2024.10.03 22:00 | modify | 1 | 0.20 | 0.62170 | 0.62277 | 0.61992 | ||
| 5 | 2024.10.03 22:00 | modify | 1 | 0.20 | 0.62170 | 0.62240 | 0.61992 | ||
| 6 | 2024.10.04 01:00 | modify | 1 | 0.20 | 0.62170 | 0.62240 | 0.61982 | ||
| 7 | 2024.10.04 01:00 | modify | 1 | 0.20 | 0.62170 | 0.62230 | 0.61982 | ||
| 8 | 2024.10.04 08:00 | modify | 1 | 0.20 | 0.62170 | 0.62230 | 0.61974 | ||
| 9 | 2024.10.04 08:00 | modify | 1 | 0.20 | 0.62170 | 0.62222 | 0.61974 | ||
| 10 | 2024.10.04 10:00 | modify | 1 | 0.20 | 0.62170 | 0.62222 | 0.61934 | ||
| 11 | 2024.10.04 10:00 | modify | 1 | 0.20 | 0.62170 | 0.62168 | 0.61934 | ||
| 12 | 2024.10.04 11:00 | modify | 1 | 0.20 | 0.62170 | 0.62168 | 0.61912 | ||
| 13 | 2024.10.04 11:00 | modify | 1 | 0.20 | 0.62170 | 0.62160 | 0.61912 | ||
| 14 | 2024.10.04 12:00 | modify | 1 | 0.20 | 0.62170 | 0.62160 | 0.61902 | ||
| 15 | 2024.10.04 12:00 | modify | 1 | 0.20 | 0.62170 | 0.62150 | 0.61902 | ||
| 16 | 2024.10.04 14:00 | modify | 1 | 0.20 | 0.62170 | 0.62150 | 0.61892 | ||
| 17 | 2024.10.04 14:00 | modify | 1 | 0.20 | 0.62170 | 0.62140 | 0.61892 | ||
| 18 | 2024.10.04 15:30 | t/p | 1 | 0.20 | 0.61892 | 0.62140 | 0.61892 | 55.60 | 10055.60 |
| 19 | 2024.10.18 20:00 | buy | 2 | 0.20 | 0.60767 | 0.60597 | 0.60845 | ||
| 20 | 2024.10.21 02:00 | modify | 2 | 0.20 | 0.60767 | 0.60597 | 0.60852 | ||
| 21 | 2024.10.21 02:00 | modify | 2 | 0.20 | 0.60767 | 0.60604 | 0.60852 | ||
| 22 | 2024.10.21 03:00 | modify | 2 | 0.20 | 0.60767 | 0.60604 | 0.60869 | ||
| 23 | 2024.10.21 03:00 | modify | 2 | 0.20 | 0.60767 | 0.60621 | 0.60869 | ||
| 24 | 2024.10.21 05:00 | modify | 2 | 0.20 | 0.60767 | 0.60621 | 0.60888 | ||
| 25 | 2024.10.21 05:00 | modify | 2 | 0.20 | 0.60767 | 0.60640 | 0.60888 | ||
| 26 | 2024.10.21 06:00 | modify | 2 | 0.20 | 0.60767 | 0.60640 | 0.60890 | ||
| 27 | 2024.10.21 06:00 | modify | 2 | 0.20 | 0.60767 | 0.60642 | 0.60890 | ||
| 28 | 2024.10.21 07:00 | modify | 2 | 0.20 | 0.60767 | 0.60642 | 0.60922 | ||
| 29 | 2024.10.21 07:00 | modify | 2 | 0.20 | 0.60767 | 0.60674 | 0.60922 | ||
| 30 | 2024.10.21 08:38 | s/l | 2 | 0.20 | 0.60674 | 0.60674 | 0.60922 | -18.60 | 10037.00 |
| 31 | 2024.10.21 13:00 | sell | 3 | 0.20 | 0.60511 | 0.60644 | 0.60396 | ||
| 32 | 2024.10.21 14:00 | modify | 3 | 0.20 | 0.60511 | 0.60644 | 0.60389 | ||
| 33 | 2024.10.21 14:00 | modify | 3 | 0.20 | 0.60511 | 0.60637 | 0.60389 | ||
| 34 | 2024.10.21 15:30 | s/l | 3 | 0.20 | 0.60637 | 0.60637 | 0.60389 | -25.20 | 10011.80 |
| 35 | 2024.10.30 17:00 | buy | 4 | 0.20 | 0.59917 | 0.59747 | 0.59995 | ||
| 36 | 2024.10.30 18:00 | close | 4 | 0.20 | 0.59763 | 0.59747 | 0.59995 | -30.80 | 9981.00 |
| 37 | 2024.10.30 18:00 | sell | 5 | 0.20 | 0.59763 | 0.59895 | 0.59647 | ||
| 38 | 2024.10.30 19:00 | close | 5 | 0.20 | 0.59884 | 0.59895 | 0.59647 | -24.20 | 9956.80 |
| 39 | 2024.10.30 19:00 | buy | 6 | 0.20 | 0.59884 | 0.59714 | 0.59962 | ||
| 40 | 2024.10.30 23:00 | close | 6 | 0.20 | 0.59772 | 0.59714 | 0.59962 | -22.40 | 9934.40 |
| 41 | 2024.10.30 23:00 | sell | 7 | 0.20 | 0.59772 | 0.59905 | 0.59657 | ||
| 42 | 2024.10.31 00:00 | modify | 7 | 0.20 | 0.59772 | 0.59905 | 0.59608 | ||
| 43 | 2024.10.31 00:00 | modify | 7 | 0.20 | 0.59772 | 0.59856 | 0.59608 | ||
| 44 | 2024.10.31 02:00 | modify | 7 | 0.20 | 0.59772 | 0.59856 | 0.59593 | ||
| 45 | 2024.10.31 02:00 | modify | 7 | 0.20 | 0.59772 | 0.59841 | 0.59593 | ||
| 46 | 2024.10.31 03:00 | modify | 7 | 0.20 | 0.59772 | 0.59841 | 0.59588 | ||
| 47 | 2024.10.31 03:00 | modify | 7 | 0.20 | 0.59772 | 0.59836 | 0.59588 | ||
| 48 | 2024.10.31 04:00 | modify | 7 | 0.20 | 0.59772 | 0.59836 | 0.59535 | ||
| 49 | 2024.10.31 04:00 | modify | 7 | 0.20 | 0.59772 | 0.59770 | 0.59535 | ||
| 50 | 2024.10.31 04:05 | s/l | 7 | 0.20 | 0.59770 | 0.59770 | 0.59535 | 0.40 | 9934.80 |
| 51 | 2024.11.01 07:00 | buy | 8 | 0.20 | 0.59794 | 0.59625 | 0.59873 | ||
| 52 | 2024.11.01 08:00 | modify | 8 | 0.20 | 0.59794 | 0.59625 | 0.59927 | ||
| 53 | 2024.11.01 08:00 | modify | 8 | 0.20 | 0.59794 | 0.59679 | 0.59927 | ||
| 54 | 2024.11.01 09:00 | close | 8 | 0.20 | 0.59708 | 0.59679 | 0.59927 | -17.20 | 9917.60 |
| 55 | 2024.11.01 09:00 | sell | 9 | 0.20 | 0.59708 | 0.59841 | 0.59593 | ||
| 56 | 2024.11.01 10:00 | modify | 9 | 0.20 | 0.59708 | 0.59841 | 0.59557 | ||
| 57 | 2024.11.01 10:00 | modify | 9 | 0.20 | 0.59708 | 0.59805 | 0.59557 | ||
| 58 | 2024.11.01 11:00 | modify | 9 | 0.20 | 0.59708 | 0.59805 | 0.59538 | ||
| 59 | 2024.11.01 11:00 | modify | 9 | 0.20 | 0.59708 | 0.59786 | 0.59538 | ||
| 60 | 2024.11.01 15:32 | s/l | 9 | 0.20 | 0.59786 | 0.59786 | 0.59538 | -15.60 | 9902.00 |
| 61 | 2024.11.01 16:00 | buy | 10 | 0.20 | 0.59946 | 0.59774 | 0.60022 | ||
| 62 | 2024.11.01 17:42 | s/l | 10 | 0.20 | 0.59774 | 0.59774 | 0.60022 | -34.40 | 9867.60 |
| 63 | 2024.11.04 19:00 | sell | 11 | 0.20 | 0.59751 | 0.59884 | 0.59636 | ||
| 64 | 2024.11.04 22:00 | modify | 11 | 0.20 | 0.59751 | 0.59884 | 0.59623 | ||
| 65 | 2024.11.04 22:00 | modify | 11 | 0.20 | 0.59751 | 0.59871 | 0.59623 | ||
| 66 | 2024.11.04 23:00 | modify | 11 | 0.20 | 0.59751 | 0.59871 | 0.59600 | ||
| 67 | 2024.11.04 23:00 | modify | 11 | 0.20 | 0.59751 | 0.59848 | 0.59600 | ||
| 68 | 2024.11.05 03:00 | modify | 11 | 0.20 | 0.59751 | 0.59848 | 0.59584 | ||
| 69 | 2024.11.05 03:00 | modify | 11 | 0.20 | 0.59751 | 0.59832 | 0.59584 | ||
| 70 | 2024.11.05 06:22 | s/l | 11 | 0.20 | 0.59832 | 0.59832 | 0.59584 | -16.20 | 9851.40 |
| 71 | 2024.11.06 00:00 | buy | 12 | 0.20 | 0.60081 | 0.59918 | 0.60166 | ||
| 72 | 2024.11.06 01:57 | t/p | 12 | 0.20 | 0.60166 | 0.59918 | 0.60166 | 17.00 | 9868.40 |
| 73 | 2024.11.06 03:00 | sell | 13 | 0.20 | 0.59657 | 0.59790 | 0.59542 | ||
| 74 | 2024.11.06 03:16 | s/l | 13 | 0.20 | 0.59790 | 0.59790 | 0.59542 | -26.60 | 9841.80 |
| 75 | 2024.11.07 15:00 | buy | 14 | 0.20 | 0.60073 | 0.59903 | 0.60151 | ||
| 76 | 2024.11.07 15:12 | t/p | 14 | 0.20 | 0.60151 | 0.59903 | 0.60151 | 15.60 | 9857.40 |
| 77 | 2024.11.11 10:00 | sell | 15 | 0.20 | 0.59645 | 0.59778 | 0.59530 | ||
| 78 | 2024.11.11 11:00 | modify | 15 | 0.20 | 0.59645 | 0.59778 | 0.59499 | ||
| 79 | 2024.11.11 11:00 | modify | 15 | 0.20 | 0.59645 | 0.59747 | 0.59499 | ||
| 80 | 2024.11.11 12:23 | s/l | 15 | 0.20 | 0.59747 | 0.59747 | 0.59499 | -20.40 | 9837.00 |
| 81 | 2024.11.19 04:00 | buy | 16 | 0.20 | 0.58945 | 0.58776 | 0.59024 | ||
| 82 | 2024.11.19 06:00 | modify | 16 | 0.20 | 0.58945 | 0.58776 | 0.59090 | ||
| 83 | 2024.11.19 06:00 | modify | 16 | 0.20 | 0.58945 | 0.58842 | 0.59090 | ||
| 84 | 2024.11.19 10:56 | s/l | 16 | 0.20 | 0.58842 | 0.58842 | 0.59090 | -20.60 | 9816.40 |
| 85 | 2024.11.21 08:00 | sell | 17 | 0.20 | 0.58698 | 0.58830 | 0.58582 | ||
| 86 | 2024.11.21 09:00 | modify | 17 | 0.20 | 0.58698 | 0.58830 | 0.58568 | ||
| 87 | 2024.11.21 09:00 | modify | 17 | 0.20 | 0.58698 | 0.58816 | 0.58568 | ||
| 88 | 2024.11.21 10:00 | modify | 17 | 0.20 | 0.58698 | 0.58816 | 0.58521 | ||
| 89 | 2024.11.21 10:00 | modify | 17 | 0.20 | 0.58698 | 0.58769 | 0.58521 | ||
| 90 | 2024.11.21 10:50 | s/l | 17 | 0.20 | 0.58769 | 0.58769 | 0.58521 | -14.20 | 9802.20 |
| 91 | 2024.11.25 09:00 | buy | 18 | 0.20 | 0.58654 | 0.58485 | 0.58733 | ||
| 92 | 2024.11.25 09:55 | s/l | 18 | 0.20 | 0.58485 | 0.58485 | 0.58733 | -33.80 | 9768.40 |
| 93 | 2024.11.25 10:00 | sell | 19 | 0.20 | 0.58452 | 0.58585 | 0.58337 | ||
| 94 | 2024.11.25 11:00 | modify | 19 | 0.20 | 0.58452 | 0.58585 | 0.58289 | ||
| 95 | 2024.11.25 11:00 | modify | 19 | 0.20 | 0.58452 | 0.58537 | 0.58289 | ||
| 96 | 2024.11.25 11:53 | s/l | 19 | 0.20 | 0.58537 | 0.58537 | 0.58289 | -17.00 | 9751.40 |
| 97 | 2024.11.27 06:00 | buy | 20 | 0.20 | 0.58702 | 0.58533 | 0.58781 | ||
| 98 | 2024.11.27 09:00 | modify | 20 | 0.20 | 0.58702 | 0.58533 | 0.58808 | ||
| 99 | 2024.11.27 09:00 | modify | 20 | 0.20 | 0.58702 | 0.58560 | 0.58808 | ||
| 100 | 2024.11.27 09:42 | t/p | 20 | 0.20 | 0.58808 | 0.58560 | 0.58808 | 21.20 | 9772.60 |
| 101 | 2024.12.02 15:00 | sell | 21 | 0.20 | 0.58874 | 0.59007 | 0.58759 | ||
| 102 | 2024.12.02 16:00 | modify | 21 | 0.20 | 0.58874 | 0.59007 | 0.58685 | ||
| 103 | 2024.12.02 16:00 | modify | 21 | 0.20 | 0.58874 | 0.58933 | 0.58685 | ||
| 104 | 2024.12.02 17:00 | modify | 21 | 0.20 | 0.58874 | 0.58933 | 0.58566 | ||
| 105 | 2024.12.02 17:00 | modify | 21 | 0.20 | 0.58874 | 0.58872 | 0.58566 | ||
| 106 | 2024.12.02 18:00 | modify | 21 | 0.20 | 0.58874 | 0.58814 | 0.58566 | ||
| 107 | 2024.12.02 18:21 | s/l | 21 | 0.20 | 0.58814 | 0.58814 | 0.58566 | 12.00 | 9784.60 |
| 108 | 2024.12.03 16:00 | buy | 22 | 0.20 | 0.58934 | 0.58764 | 0.59012 | ||
| 109 | 2024.12.03 17:08 | s/l | 22 | 0.20 | 0.58764 | 0.58764 | 0.59012 | -34.00 | 9750.60 |
| 110 | 2024.12.03 18:00 | sell | 23 | 0.20 | 0.58770 | 0.58903 | 0.58655 | ||
| 111 | 2024.12.03 19:57 | s/l | 23 | 0.20 | 0.58903 | 0.58903 | 0.58655 | -26.60 | 9724.00 |
| 112 | 2024.12.05 17:00 | buy | 24 | 0.20 | 0.58774 | 0.58605 | 0.58853 | ||
| 113 | 2024.12.05 17:42 | s/l | 24 | 0.20 | 0.58605 | 0.58605 | 0.58853 | -33.80 | 9690.20 |
| 114 | 2024.12.06 17:00 | sell | 25 | 0.20 | 0.58511 | 0.58645 | 0.58397 | ||
| 115 | 2024.12.06 17:12 | t/p | 25 | 0.20 | 0.58397 | 0.58645 | 0.58397 | 22.80 | 9713.00 |
| 116 | 2024.12.30 13:00 | buy | 26 | 0.20 | 0.56595 | 0.56425 | 0.56673 | ||
| 117 | 2024.12.30 14:00 | modify | 26 | 0.20 | 0.56595 | 0.56425 | 0.56728 | ||
| 118 | 2024.12.30 14:00 | modify | 26 | 0.20 | 0.56595 | 0.56480 | 0.56728 | ||
| 119 | 2024.12.30 15:33 | s/l | 26 | 0.20 | 0.56480 | 0.56480 | 0.56728 | -23.00 | 9690.00 |
| 120 | 2024.12.30 16:00 | sell | 27 | 0.20 | 0.56399 | 0.56532 | 0.56284 | ||
| 121 | 2024.12.30 18:00 | modify | 27 | 0.20 | 0.56399 | 0.56532 | 0.56250 | ||
| 122 | 2024.12.30 18:00 | modify | 27 | 0.20 | 0.56399 | 0.56498 | 0.56250 | ||
| 123 | 2024.12.30 20:47 | s/l | 27 | 0.20 | 0.56498 | 0.56498 | 0.56250 | -19.80 | 9670.20 |
| 124 | 2024.12.30 21:00 | buy | 28 | 0.20 | 0.56508 | 0.56338 | 0.56586 | ||
| 125 | 2024.12.30 22:00 | close | 28 | 0.20 | 0.56398 | 0.56338 | 0.56586 | -22.00 | 9648.20 |
| 126 | 2024.12.30 22:00 | sell | 29 | 0.20 | 0.56398 | 0.56530 | 0.56282 | ||
| 127 | 2024.12.30 23:00 | modify | 29 | 0.20 | 0.56398 | 0.56530 | 0.56273 | ||
| 128 | 2024.12.30 23:00 | modify | 29 | 0.20 | 0.56398 | 0.56521 | 0.56273 | ||
| 129 | 2024.12.31 00:00 | modify | 29 | 0.20 | 0.56398 | 0.56521 | 0.56264 | ||
| 130 | 2024.12.31 00:00 | modify | 29 | 0.20 | 0.56398 | 0.56512 | 0.56264 | ||
| 131 | 2024.12.31 01:00 | modify | 29 | 0.20 | 0.56398 | 0.56512 | 0.56251 | ||
| 132 | 2024.12.31 01:00 | modify | 29 | 0.20 | 0.56398 | 0.56499 | 0.56251 | ||
| 133 | 2024.12.31 05:00 | modify | 29 | 0.20 | 0.56398 | 0.56499 | 0.56231 | ||
| 134 | 2024.12.31 05:00 | modify | 29 | 0.20 | 0.56398 | 0.56479 | 0.56231 | ||
| 135 | 2024.12.31 06:00 | modify | 29 | 0.20 | 0.56398 | 0.56479 | 0.56157 | ||
| 136 | 2024.12.31 06:00 | modify | 29 | 0.20 | 0.56398 | 0.56396 | 0.56157 | ||
| 137 | 2024.12.31 09:00 | modify | 29 | 0.20 | 0.56398 | 0.56396 | 0.56126 | ||
| 138 | 2024.12.31 09:00 | modify | 29 | 0.20 | 0.56398 | 0.56374 | 0.56126 | ||
| 139 | 2024.12.31 09:45 | s/l | 29 | 0.20 | 0.56374 | 0.56374 | 0.56126 | 4.80 | 9653.00 |
| 140 | 2025.01.06 10:00 | buy | 30 | 0.20 | 0.56294 | 0.56123 | 0.56371 | ||
| 141 | 2025.01.06 10:50 | t/p | 30 | 0.20 | 0.56371 | 0.56123 | 0.56371 | 15.40 | 9668.40 |