Strategy Tester Report
50-100 -.- SMA cross EA 1 hour
OANDA-v20 Practice-1 (Build 1220)
Symbol | AUDUSD (AUD/USD) |
Period | 1 Hour (H1) 2019.04.16 07:00 - 2019.10.10 02:00 (2019.04.01 - 2019.10.16) |
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 3131 | Ticks modelled | 6040340 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 5 |
Total net profit | 19.25 | Gross profit | 57.75 | Gross loss | -38.50 |
Profit factor | 1.50 | Expected payoff | 0.84 | | |
Absolute drawdown | 0.46 | Maximal drawdown | 25.47 (0.25%) | Relative drawdown | 0.25% (25.47) |
|
Total trades | 23 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 9 (39.13%) | Loss trades (% of total) | 14 (60.87%) |
Largest | profit trade | 19.13 | loss trade | -4.00 |
Average | profit trade | 6.42 | loss trade | -2.75 |
Maximum | consecutive wins (profit in money) | 2 (12.30) | consecutive losses (loss in money) | 4 (-11.00) |
Maximal | consecutive profit (count of wins) | 19.13 (1) | consecutive loss (count of losses) | -11.00 (4) |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.04.19 22:00 | sell | 1 | 0.01 | 0.71484 | 0.00000 | 0.00000 | |
2 | 2019.04.19 22:00 | modify | 1 | 0.01 | 0.71484 | 0.71884 | 0.00000 | |
3 | 2019.04.29 18:00 | close | 1 | 0.01 | 0.70529 | 0.71884 | 0.00000 | 9.55 | 10009.55 |
4 | 2019.04.30 02:00 | buy | 2 | 0.01 | 0.70556 | 0.00000 | 0.00000 | |
5 | 2019.04.30 02:00 | modify | 2 | 0.01 | 0.70556 | 0.70156 | 0.00000 | |
6 | 2019.05.01 21:39 | s/l | 2 | 0.01 | 0.70156 | 0.70156 | 0.00000 | -4.00 | 10005.55 |
7 | 2019.05.02 18:00 | sell | 3 | 0.01 | 0.70015 | 0.00000 | 0.00000 | |
8 | 2019.05.02 18:00 | modify | 3 | 0.01 | 0.70015 | 0.70415 | 0.00000 | |
9 | 2019.05.07 07:30 | s/l | 3 | 0.01 | 0.70415 | 0.70415 | 0.00000 | -4.00 | 10001.55 |
10 | 2019.05.14 02:00 | sell | 4 | 0.01 | 0.69427 | 0.00000 | 0.00000 | |
11 | 2019.05.14 02:00 | modify | 4 | 0.01 | 0.69427 | 0.69827 | 0.00000 | |
12 | 2019.05.21 20:00 | close | 4 | 0.01 | 0.68796 | 0.69827 | 0.00000 | 6.31 | 10007.86 |
13 | 2019.05.23 03:00 | sell | 5 | 0.01 | 0.68768 | 0.00000 | 0.00000 | |
14 | 2019.05.23 03:00 | modify | 5 | 0.01 | 0.68768 | 0.69168 | 0.00000 | |
15 | 2019.05.24 16:00 | close | 5 | 0.01 | 0.69129 | 0.69168 | 0.00000 | -3.61 | 10004.25 |
16 | 2019.05.27 19:00 | buy | 6 | 0.01 | 0.69154 | 0.00000 | 0.00000 | |
17 | 2019.05.27 19:00 | modify | 6 | 0.01 | 0.69154 | 0.68754 | 0.00000 | |
18 | 2019.05.30 19:03 | close | 6 | 0.01 | 0.69082 | 0.68754 | 0.00000 | -0.72 | 10003.53 |
19 | 2019.06.03 23:00 | buy | 7 | 0.01 | 0.69782 | 0.00000 | 0.00000 | |
20 | 2019.06.03 23:00 | modify | 7 | 0.01 | 0.69782 | 0.69382 | 0.00000 | |
21 | 2019.06.07 08:00 | close | 7 | 0.01 | 0.69717 | 0.69382 | 0.00000 | -0.65 | 10002.88 |
22 | 2019.06.12 01:00 | sell | 8 | 0.01 | 0.69608 | 0.00000 | 0.00000 | |
23 | 2019.06.12 01:00 | modify | 8 | 0.01 | 0.69608 | 0.70008 | 0.00000 | |
24 | 2019.06.20 06:00 | close | 8 | 0.01 | 0.68914 | 0.70008 | 0.00000 | 6.94 | 10009.82 |
25 | 2019.06.20 14:00 | buy | 9 | 0.01 | 0.69213 | 0.00000 | 0.00000 | |
26 | 2019.06.20 14:00 | modify | 9 | 0.01 | 0.69213 | 0.68813 | 0.00000 | |
27 | 2019.07.02 07:00 | close | 9 | 0.01 | 0.69749 | 0.68813 | 0.00000 | 5.36 | 10015.18 |
28 | 2019.07.04 10:00 | buy | 10 | 0.01 | 0.70330 | 0.00000 | 0.00000 | |
29 | 2019.07.04 10:00 | modify | 10 | 0.01 | 0.70330 | 0.69930 | 0.00000 | |
30 | 2019.07.05 15:42 | s/l | 10 | 0.01 | 0.69930 | 0.69930 | 0.00000 | -4.00 | 10011.18 |
31 | 2019.07.08 18:00 | sell | 11 | 0.01 | 0.69705 | 0.00000 | 0.00000 | |
32 | 2019.07.08 18:00 | modify | 11 | 0.01 | 0.69705 | 0.70105 | 0.00000 | |
33 | 2019.07.12 02:00 | close | 11 | 0.01 | 0.69740 | 0.70105 | 0.00000 | -0.35 | 10010.83 |
34 | 2019.07.12 10:00 | buy | 12 | 0.01 | 0.70007 | 0.00000 | 0.00000 | |
35 | 2019.07.12 10:00 | modify | 12 | 0.01 | 0.70007 | 0.69607 | 0.00000 | |
36 | 2019.07.18 02:00 | close | 12 | 0.01 | 0.70097 | 0.69607 | 0.00000 | 0.90 | 10011.73 |
37 | 2019.07.19 16:00 | buy | 13 | 0.01 | 0.70545 | 0.00000 | 0.00000 | |
38 | 2019.07.19 16:00 | modify | 13 | 0.01 | 0.70545 | 0.70145 | 0.00000 | |
39 | 2019.07.23 12:00 | close | 13 | 0.01 | 0.70255 | 0.70145 | 0.00000 | -2.90 | 10008.83 |
40 | 2019.07.24 00:00 | sell | 14 | 0.01 | 0.70029 | 0.00000 | 0.00000 | |
41 | 2019.07.24 00:00 | modify | 14 | 0.01 | 0.70029 | 0.70429 | 0.00000 | |
42 | 2019.08.09 04:00 | close | 14 | 0.01 | 0.68116 | 0.70429 | 0.00000 | 19.13 | 10027.96 |
43 | 2019.08.09 12:00 | buy | 15 | 0.01 | 0.68051 | 0.00000 | 0.00000 | |
44 | 2019.08.09 12:00 | modify | 15 | 0.01 | 0.68051 | 0.67651 | 0.00000 | |
45 | 2019.08.12 11:08 | s/l | 15 | 0.01 | 0.67651 | 0.67651 | 0.00000 | -4.00 | 10023.96 |
46 | 2019.08.13 16:00 | sell | 16 | 0.01 | 0.67554 | 0.00000 | 0.00000 | |
47 | 2019.08.13 16:00 | modify | 16 | 0.01 | 0.67554 | 0.67954 | 0.00000 | |
48 | 2019.08.13 16:56 | s/l | 16 | 0.01 | 0.67954 | 0.67954 | 0.00000 | -4.00 | 10019.96 |
49 | 2019.08.23 21:00 | sell | 17 | 0.01 | 0.67489 | 0.00000 | 0.00000 | |
50 | 2019.08.23 21:00 | modify | 17 | 0.01 | 0.67489 | 0.67889 | 0.00000 | |
51 | 2019.08.28 00:00 | close | 17 | 0.01 | 0.67511 | 0.67889 | 0.00000 | -0.22 | 10019.74 |
52 | 2019.08.29 19:00 | sell | 18 | 0.01 | 0.67328 | 0.00000 | 0.00000 | |
53 | 2019.08.29 19:00 | modify | 18 | 0.01 | 0.67328 | 0.67728 | 0.00000 | |
54 | 2019.09.03 22:00 | close | 18 | 0.01 | 0.67606 | 0.67728 | 0.00000 | -2.78 | 10016.96 |
55 | 2019.09.04 15:00 | buy | 19 | 0.01 | 0.67918 | 0.00000 | 0.00000 | |
56 | 2019.09.04 15:00 | modify | 19 | 0.01 | 0.67918 | 0.67518 | 0.00000 | |
57 | 2019.09.16 19:00 | close | 19 | 0.01 | 0.68640 | 0.67518 | 0.00000 | 7.22 | 10024.18 |
58 | 2019.09.27 02:00 | sell | 20 | 0.01 | 0.67497 | 0.00000 | 0.00000 | |
59 | 2019.09.27 02:00 | modify | 20 | 0.01 | 0.67497 | 0.67897 | 0.00000 | |
60 | 2019.10.01 06:00 | close | 20 | 0.01 | 0.67346 | 0.67897 | 0.00000 | 1.51 | 10025.69 |
61 | 2019.10.01 18:00 | sell | 21 | 0.01 | 0.66918 | 0.00000 | 0.00000 | |
62 | 2019.10.01 18:00 | modify | 21 | 0.01 | 0.66918 | 0.67318 | 0.00000 | |
63 | 2019.10.03 17:00 | s/l | 21 | 0.01 | 0.67318 | 0.67318 | 0.00000 | -4.00 | 10021.69 |
64 | 2019.10.04 18:00 | buy | 22 | 0.01 | 0.67595 | 0.00000 | 0.00000 | |
65 | 2019.10.04 18:00 | modify | 22 | 0.01 | 0.67595 | 0.67195 | 0.00000 | |
66 | 2019.10.09 00:00 | close | 22 | 0.01 | 0.67268 | 0.67195 | 0.00000 | -3.27 | 10018.42 |
67 | 2019.10.09 18:00 | sell | 23 | 0.01 | 0.67275 | 0.00000 | 0.00000 | |
68 | 2019.10.09 18:00 | modify | 23 | 0.01 | 0.67275 | 0.67675 | 0.00000 | |
69 | 2019.10.10 02:59 | close at stop | 23 | 0.01 | 0.67192 | 0.67675 | 0.00000 | 0.83 | 10019.25 |