Strategy Tester Report
50-100 -.- SMA cross EA 1 hour
OANDA-v20 Practice-1 (Build 1220)
Symbol | NZDUSD (NZD/USD) |
Period | 1 Hour (H1) 2019.04.23 00:00 - 2019.10.17 18:00 (2019.04.01 - 2019.10.19) |
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 3154 | Ticks modelled | 4964568 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 5 |
Total net profit | 30.79 | Gross profit | 67.16 | Gross loss | -36.37 |
Profit factor | 1.85 | Expected payoff | 1.54 | | |
Absolute drawdown | 10.28 | Maximal drawdown | 23.21 (0.23%) | Relative drawdown | 0.23% (23.21) |
|
Total trades | 20 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) |
Largest | profit trade | 23.97 | loss trade | -4.00 |
Average | profit trade | 6.72 | loss trade | -3.64 |
Maximum | consecutive wins (profit in money) | 5 (48.66) | consecutive losses (loss in money) | 5 (-16.37) |
Maximal | consecutive profit (count of wins) | 48.66 (5) | consecutive loss (count of losses) | -16.37 (5) |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.04.29 10:00 | buy | 1 | 0.01 | 0.66725 | 0.00000 | 0.00000 | |
2 | 2019.04.29 10:00 | modify | 1 | 0.01 | 0.66725 | 0.66325 | 0.00000 | |
3 | 2019.05.01 01:45 | s/l | 1 | 0.01 | 0.66325 | 0.66325 | 0.00000 | -4.00 | 9996.00 |
4 | 2019.05.02 12:00 | sell | 2 | 0.01 | 0.66319 | 0.00000 | 0.00000 | |
5 | 2019.05.02 12:00 | modify | 2 | 0.01 | 0.66319 | 0.66719 | 0.00000 | |
6 | 2019.05.13 01:00 | close | 2 | 0.01 | 0.66011 | 0.66719 | 0.00000 | 3.08 | 9999.08 |
7 | 2019.05.15 10:14 | sell | 3 | 0.01 | 0.65603 | 0.00000 | 0.00000 | |
8 | 2019.05.15 10:14 | modify | 3 | 0.01 | 0.65603 | 0.66003 | 0.00000 | |
9 | 2019.05.24 17:00 | close | 3 | 0.01 | 0.65496 | 0.66003 | 0.00000 | 1.07 | 10000.15 |
10 | 2019.05.27 17:00 | buy | 4 | 0.01 | 0.65471 | 0.00000 | 0.00000 | |
11 | 2019.05.27 17:00 | modify | 4 | 0.01 | 0.65471 | 0.65071 | 0.00000 | |
12 | 2019.05.29 17:52 | s/l | 4 | 0.01 | 0.65071 | 0.65071 | 0.00000 | -4.00 | 9996.15 |
13 | 2019.05.30 17:00 | sell | 5 | 0.01 | 0.65041 | 0.00000 | 0.00000 | |
14 | 2019.05.30 17:00 | modify | 5 | 0.01 | 0.65041 | 0.65441 | 0.00000 | |
15 | 2019.05.31 21:06 | s/l | 5 | 0.01 | 0.65441 | 0.65441 | 0.00000 | -4.00 | 9992.15 |
16 | 2019.06.03 23:00 | buy | 6 | 0.01 | 0.65993 | 0.00000 | 0.00000 | |
17 | 2019.06.03 23:00 | modify | 6 | 0.01 | 0.65993 | 0.65593 | 0.00000 | |
18 | 2019.06.10 22:00 | close | 6 | 0.01 | 0.66102 | 0.65593 | 0.00000 | 1.09 | 9993.24 |
19 | 2019.06.11 22:00 | sell | 7 | 0.01 | 0.65819 | 0.00000 | 0.00000 | |
20 | 2019.06.11 22:00 | modify | 7 | 0.01 | 0.65819 | 0.66219 | 0.00000 | |
21 | 2019.06.19 22:00 | close | 7 | 0.01 | 0.65418 | 0.66219 | 0.00000 | 4.01 | 9997.25 |
22 | 2019.06.20 05:00 | buy | 8 | 0.01 | 0.65701 | 0.00000 | 0.00000 | |
23 | 2019.06.20 05:00 | modify | 8 | 0.01 | 0.65701 | 0.65301 | 0.00000 | |
24 | 2019.07.02 12:00 | close | 8 | 0.01 | 0.66626 | 0.65301 | 0.00000 | 9.25 | 10006.50 |
25 | 2019.07.03 02:00 | sell | 9 | 0.01 | 0.66751 | 0.00000 | 0.00000 | |
26 | 2019.07.03 02:00 | modify | 9 | 0.01 | 0.66751 | 0.67151 | 0.00000 | |
27 | 2019.07.03 17:24 | s/l | 9 | 0.01 | 0.67151 | 0.67151 | 0.00000 | -4.00 | 10002.50 |
28 | 2019.07.08 05:00 | sell | 10 | 0.01 | 0.66349 | 0.00000 | 0.00000 | |
29 | 2019.07.08 05:00 | modify | 10 | 0.01 | 0.66349 | 0.66749 | 0.00000 | |
30 | 2019.07.11 12:14 | s/l | 10 | 0.01 | 0.66749 | 0.66749 | 0.00000 | -4.00 | 9998.50 |
31 | 2019.07.12 00:00 | buy | 11 | 0.01 | 0.66590 | 0.00000 | 0.00000 | |
32 | 2019.07.12 00:00 | modify | 11 | 0.01 | 0.66590 | 0.66190 | 0.00000 | |
33 | 2019.07.23 17:00 | close | 11 | 0.01 | 0.67065 | 0.66190 | 0.00000 | 4.75 | 10003.25 |
34 | 2019.07.24 03:00 | sell | 12 | 0.01 | 0.66971 | 0.00000 | 0.00000 | |
35 | 2019.07.24 03:00 | modify | 12 | 0.01 | 0.66971 | 0.67371 | 0.00000 | |
36 | 2019.08.12 11:00 | close | 12 | 0.01 | 0.64574 | 0.67371 | 0.00000 | 23.97 | 10027.22 |
37 | 2019.08.16 12:08 | sell | 13 | 0.01 | 0.64272 | 0.00000 | 0.00000 | |
38 | 2019.08.16 12:08 | modify | 13 | 0.01 | 0.64272 | 0.64672 | 0.00000 | |
39 | 2019.09.04 04:00 | close | 13 | 0.01 | 0.63330 | 0.64672 | 0.00000 | 9.42 | 10036.64 |
40 | 2019.09.04 19:00 | buy | 14 | 0.01 | 0.63529 | 0.00000 | 0.00000 | |
41 | 2019.09.04 19:00 | modify | 14 | 0.01 | 0.63529 | 0.63129 | 0.00000 | |
42 | 2019.09.12 01:00 | close | 14 | 0.01 | 0.64122 | 0.63129 | 0.00000 | 5.93 | 10042.57 |
43 | 2019.09.16 01:00 | sell | 15 | 0.01 | 0.63694 | 0.00000 | 0.00000 | |
44 | 2019.09.16 01:00 | modify | 15 | 0.01 | 0.63694 | 0.64094 | 0.00000 | |
45 | 2019.09.25 00:00 | close | 15 | 0.01 | 0.63235 | 0.64094 | 0.00000 | 4.59 | 10047.16 |
46 | 2019.09.25 10:00 | buy | 16 | 0.01 | 0.63241 | 0.00000 | 0.00000 | |
47 | 2019.09.25 10:00 | modify | 16 | 0.01 | 0.63241 | 0.62841 | 0.00000 | |
48 | 2019.09.25 16:58 | s/l | 16 | 0.01 | 0.62841 | 0.62841 | 0.00000 | -4.00 | 10043.16 |
49 | 2019.09.30 13:05 | sell | 17 | 0.01 | 0.62582 | 0.00000 | 0.00000 | |
50 | 2019.09.30 13:05 | modify | 17 | 0.01 | 0.62582 | 0.62982 | 0.00000 | |
51 | 2019.10.03 11:43 | s/l | 17 | 0.01 | 0.62982 | 0.62982 | 0.00000 | -4.00 | 10039.16 |
52 | 2019.10.04 02:00 | buy | 18 | 0.01 | 0.62988 | 0.00000 | 0.00000 | |
53 | 2019.10.04 02:00 | modify | 18 | 0.01 | 0.62988 | 0.62588 | 0.00000 | |
54 | 2019.10.09 01:00 | close | 18 | 0.01 | 0.62951 | 0.62588 | 0.00000 | -0.37 | 10038.79 |
55 | 2019.10.11 20:00 | buy | 19 | 0.01 | 0.63435 | 0.00000 | 0.00000 | |
56 | 2019.10.11 20:00 | modify | 19 | 0.01 | 0.63435 | 0.63035 | 0.00000 | |
57 | 2019.10.14 04:19 | s/l | 19 | 0.01 | 0.63035 | 0.63035 | 0.00000 | -4.00 | 10034.79 |
58 | 2019.10.15 19:00 | sell | 20 | 0.01 | 0.62825 | 0.00000 | 0.00000 | |
59 | 2019.10.15 19:00 | modify | 20 | 0.01 | 0.62825 | 0.63225 | 0.00000 | |
60 | 2019.10.17 11:34 | s/l | 20 | 0.01 | 0.63225 | 0.63225 | 0.00000 | -4.00 | 10030.79 |