Strategy Tester Report
50-100 -.- SMA cross EA 1 hour
OANDA-v20 Practice-1 (Build 1220)
Symbol | EURJPY (EUR/JPY) |
Period | 1 Hour (H1) 2019.04.24 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 | 3130 | Ticks modelled | 16106190 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 5 |
Total net profit | 19.91 | Gross profit | 64.20 | Gross loss | -44.29 |
Profit factor | 1.45 | Expected payoff | 0.90 | | |
Absolute drawdown | 2.01 | Maximal drawdown | 28.42 (0.28%) | Relative drawdown | 0.28% (28.42) |
|
Total trades | 22 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 10 (45.45%) | Loss trades (% of total) | 12 (54.55%) |
Largest | profit trade | 16.07 | loss trade | -3.70 |
Average | profit trade | 6.42 | loss trade | -3.69 |
Maximum | consecutive wins (profit in money) | 3 (7.10) | consecutive losses (loss in money) | 4 (-14.76) |
Maximal | consecutive profit (count of wins) | 22.46 (2) | consecutive loss (count of losses) | -14.76 (4) |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.04.24 15:21 | sell | 1 | 0.01 | 125.309 | 0.000 | 0.000 | |
2 | 2019.04.24 15:21 | modify | 1 | 0.01 | 125.309 | 125.709 | 0.000 | |
3 | 2019.04.30 14:00 | close | 1 | 0.01 | 124.873 | 125.709 | 0.000 | 4.02 | 10004.02 |
4 | 2019.04.30 23:00 | buy | 2 | 0.01 | 125.002 | 0.000 | 0.000 | |
5 | 2019.04.30 23:00 | modify | 2 | 0.01 | 125.002 | 124.602 | 0.000 | |
6 | 2019.05.02 18:42 | s/l | 2 | 0.01 | 124.602 | 124.602 | 0.000 | -3.69 | 10000.33 |
7 | 2019.05.03 14:00 | sell | 3 | 0.01 | 124.348 | 0.000 | 0.000 | |
8 | 2019.05.03 14:00 | modify | 3 | 0.01 | 124.348 | 124.748 | 0.000 | |
9 | 2019.05.13 14:00 | close | 3 | 0.01 | 123.207 | 124.748 | 0.000 | 10.52 | 10010.85 |
10 | 2019.05.15 00:00 | sell | 4 | 0.01 | 122.780 | 0.000 | 0.000 | |
11 | 2019.05.15 00:00 | modify | 4 | 0.01 | 122.780 | 123.180 | 0.000 | |
12 | 2019.05.20 04:03 | s/l | 4 | 0.01 | 123.180 | 123.180 | 0.000 | -3.69 | 10007.16 |
13 | 2019.05.21 14:20 | buy | 5 | 0.01 | 122.954 | 0.000 | 0.000 | |
14 | 2019.05.21 14:20 | modify | 5 | 0.01 | 122.954 | 122.554 | 0.000 | |
15 | 2019.05.23 12:29 | s/l | 5 | 0.01 | 122.554 | 122.554 | 0.000 | -3.69 | 10003.47 |
16 | 2019.05.24 06:00 | sell | 6 | 0.01 | 122.562 | 0.000 | 0.000 | |
17 | 2019.05.24 06:00 | modify | 6 | 0.01 | 122.562 | 122.962 | 0.000 | |
18 | 2019.06.05 10:00 | close | 6 | 0.01 | 121.743 | 122.962 | 0.000 | 7.55 | 10011.02 |
19 | 2019.06.05 14:00 | buy | 7 | 0.01 | 121.964 | 0.000 | 0.000 | |
20 | 2019.06.05 14:00 | modify | 7 | 0.01 | 121.964 | 121.564 | 0.000 | |
21 | 2019.06.05 19:10 | s/l | 7 | 0.01 | 121.564 | 121.564 | 0.000 | -3.69 | 10007.33 |
22 | 2019.06.13 19:00 | sell | 8 | 0.01 | 122.262 | 0.000 | 0.000 | |
23 | 2019.06.13 19:00 | modify | 8 | 0.01 | 122.262 | 122.662 | 0.000 | |
24 | 2019.06.21 23:00 | close | 8 | 0.01 | 122.099 | 122.662 | 0.000 | 1.50 | 10008.83 |
25 | 2019.06.24 07:00 | buy | 9 | 0.01 | 122.241 | 0.000 | 0.000 | |
26 | 2019.06.24 07:00 | modify | 9 | 0.01 | 122.241 | 121.841 | 0.000 | |
27 | 2019.06.25 10:39 | s/l | 9 | 0.01 | 121.841 | 121.841 | 0.000 | -3.70 | 10005.13 |
28 | 2019.07.03 02:00 | sell | 10 | 0.01 | 121.768 | 0.000 | 0.000 | |
29 | 2019.07.03 02:00 | modify | 10 | 0.01 | 121.768 | 122.168 | 0.000 | |
30 | 2019.07.08 12:00 | close | 10 | 0.01 | 121.736 | 122.168 | 0.000 | 0.30 | 10005.43 |
31 | 2019.07.09 01:00 | buy | 11 | 0.01 | 121.916 | 0.000 | 0.000 | |
32 | 2019.07.09 01:00 | modify | 11 | 0.01 | 121.916 | 121.516 | 0.000 | |
33 | 2019.07.12 13:00 | close | 11 | 0.01 | 122.062 | 121.516 | 0.000 | 1.34 | 10006.77 |
34 | 2019.07.15 02:00 | sell | 12 | 0.01 | 121.601 | 0.000 | 0.000 | |
35 | 2019.07.15 02:00 | modify | 12 | 0.01 | 121.601 | 122.001 | 0.000 | |
36 | 2019.07.26 15:00 | close | 12 | 0.01 | 121.009 | 122.001 | 0.000 | 5.46 | 10012.23 |
37 | 2019.07.29 01:00 | buy | 13 | 0.01 | 120.936 | 0.000 | 0.000 | |
38 | 2019.07.29 01:00 | modify | 13 | 0.01 | 120.936 | 120.536 | 0.000 | |
39 | 2019.07.31 21:48 | s/l | 13 | 0.01 | 120.536 | 120.536 | 0.000 | -3.69 | 10008.54 |
40 | 2019.08.01 14:00 | sell | 14 | 0.01 | 120.248 | 0.000 | 0.000 | |
41 | 2019.08.01 14:00 | modify | 14 | 0.01 | 120.248 | 120.648 | 0.000 | |
42 | 2019.08.07 10:00 | close | 14 | 0.01 | 119.049 | 120.648 | 0.000 | 11.05 | 10019.59 |
43 | 2019.08.09 12:00 | sell | 15 | 0.01 | 118.560 | 0.000 | 0.000 | |
44 | 2019.08.09 12:00 | modify | 15 | 0.01 | 118.560 | 118.960 | 0.000 | |
45 | 2019.08.13 16:55 | s/l | 15 | 0.01 | 118.960 | 118.960 | 0.000 | -3.69 | 10015.90 |
46 | 2019.08.16 07:00 | sell | 16 | 0.01 | 117.918 | 0.000 | 0.000 | |
47 | 2019.08.16 07:00 | modify | 16 | 0.01 | 117.918 | 118.318 | 0.000 | |
48 | 2019.08.19 11:11 | s/l | 16 | 0.01 | 118.318 | 118.318 | 0.000 | -3.69 | 10012.21 |
49 | 2019.08.26 00:00 | sell | 17 | 0.01 | 117.103 | 0.000 | 0.000 | |
50 | 2019.08.26 00:00 | modify | 17 | 0.01 | 117.103 | 117.503 | 0.000 | |
51 | 2019.08.26 05:49 | s/l | 17 | 0.01 | 117.503 | 117.503 | 0.000 | -3.69 | 10008.52 |
52 | 2019.09.02 12:00 | sell | 18 | 0.01 | 116.605 | 0.000 | 0.000 | |
53 | 2019.09.02 12:00 | modify | 18 | 0.01 | 116.605 | 117.005 | 0.000 | |
54 | 2019.09.04 12:06 | s/l | 18 | 0.01 | 117.005 | 117.005 | 0.000 | -3.69 | 10004.83 |
55 | 2019.09.05 13:00 | buy | 19 | 0.01 | 117.665 | 0.000 | 0.000 | |
56 | 2019.09.05 13:00 | modify | 19 | 0.01 | 117.665 | 117.265 | 0.000 | |
57 | 2019.09.17 17:00 | close | 19 | 0.01 | 119.406 | 117.265 | 0.000 | 16.07 | 10020.90 |
58 | 2019.09.20 22:00 | sell | 20 | 0.01 | 118.589 | 0.000 | 0.000 | |
59 | 2019.09.20 22:00 | modify | 20 | 0.01 | 118.589 | 118.989 | 0.000 | |
60 | 2019.09.30 19:00 | close | 20 | 0.01 | 117.896 | 118.989 | 0.000 | 6.39 | 10027.29 |
61 | 2019.10.02 21:00 | sell | 21 | 0.01 | 117.370 | 0.000 | 0.000 | |
62 | 2019.10.02 21:00 | modify | 21 | 0.01 | 117.370 | 117.770 | 0.000 | |
63 | 2019.10.07 20:32 | s/l | 21 | 0.01 | 117.770 | 117.770 | 0.000 | -3.69 | 10023.60 |
64 | 2019.10.08 13:00 | buy | 22 | 0.01 | 117.648 | 0.000 | 0.000 | |
65 | 2019.10.08 13:00 | modify | 22 | 0.01 | 117.648 | 117.248 | 0.000 | |
66 | 2019.10.08 17:31 | s/l | 22 | 0.01 | 117.248 | 117.248 | 0.000 | -3.69 | 10019.91 |