Strategy Tester Report
Price crosses 50 SMA above 20 TP 40 SL 40
OANDA-v20 Practice-1 (Build 1220)
Symbol | USDCHF (USD/CHF) |
Period | 1 Hour (H1) 2019.04.22 03:00 - 2019.10.10 22:00 (2019.04.22 - 2019.10.22) |
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 3059 | Ticks modelled | 5518515 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 5 |
Total net profit | 36.67 | Gross profit | 97.14 | Gross loss | -60.47 |
Profit factor | 1.61 | Expected payoff | 0.94 | | |
Absolute drawdown | 7.58 | Maximal drawdown | 15.16 (0.15%) | Relative drawdown | 0.15% (15.16) |
|
Total trades | 39 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) |
Largest | profit trade | 4.13 | loss trade | -4.10 |
Average | profit trade | 4.05 | loss trade | -4.03 |
Maximum | consecutive wins (profit in money) | 3 (12.36) | consecutive losses (loss in money) | 3 (-12.19) |
Maximal | consecutive profit (count of wins) | 12.36 (3) | consecutive loss (count of losses) | -12.19 (3) |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.04.24 11:54 | buy | 1 | 0.01 | 1.01792 | 0.00000 | 0.00000 | |
2 | 2019.04.24 11:54 | modify | 1 | 0.01 | 1.01792 | 1.01392 | 0.00000 | |
3 | 2019.04.24 11:54 | modify | 1 | 0.01 | 1.01792 | 1.01392 | 1.02192 | |
4 | 2019.04.24 21:57 | t/p | 1 | 0.01 | 1.02192 | 1.01392 | 1.02192 | 3.91 | 10003.91 |
5 | 2019.05.01 22:06 | sell | 2 | 0.01 | 1.01828 | 0.00000 | 0.00000 | |
6 | 2019.05.01 22:06 | modify | 2 | 0.01 | 1.01828 | 1.02228 | 0.00000 | |
7 | 2019.05.01 22:06 | modify | 2 | 0.01 | 1.01828 | 1.02228 | 1.01428 | |
8 | 2019.05.07 17:57 | s/l | 2 | 0.01 | 1.02228 | 1.02228 | 1.01428 | -3.91 | 10000.00 |
9 | 2019.05.08 10:39 | buy | 3 | 0.01 | 1.01857 | 0.00000 | 0.00000 | |
10 | 2019.05.08 10:39 | modify | 3 | 0.01 | 1.01857 | 1.01457 | 0.00000 | |
11 | 2019.05.08 10:39 | modify | 3 | 0.01 | 1.01857 | 1.01457 | 1.02257 | |
12 | 2019.05.09 16:51 | s/l | 3 | 0.01 | 1.01457 | 1.01457 | 1.02257 | -3.94 | 9996.06 |
13 | 2019.05.14 17:07 | sell | 4 | 0.01 | 1.00848 | 0.00000 | 0.00000 | |
14 | 2019.05.14 17:07 | modify | 4 | 0.01 | 1.00848 | 1.01248 | 0.00000 | |
15 | 2019.05.14 17:07 | modify | 4 | 0.01 | 1.00848 | 1.01248 | 1.00448 | |
16 | 2019.05.23 18:46 | t/p | 4 | 0.01 | 1.00448 | 1.01248 | 1.00448 | 3.98 | 10000.04 |
17 | 2019.05.27 13:18 | sell | 5 | 0.01 | 1.00503 | 0.00000 | 0.00000 | |
18 | 2019.05.27 13:18 | modify | 5 | 0.01 | 1.00503 | 1.00903 | 0.00000 | |
19 | 2019.05.27 13:18 | modify | 5 | 0.01 | 1.00503 | 1.00903 | 1.00103 | |
20 | 2019.05.28 18:01 | s/l | 5 | 0.01 | 1.00903 | 1.00903 | 1.00103 | -3.96 | 9996.08 |
21 | 2019.05.29 12:23 | buy | 6 | 0.01 | 1.00537 | 0.00000 | 0.00000 | |
22 | 2019.05.29 12:23 | modify | 6 | 0.01 | 1.00537 | 1.00137 | 0.00000 | |
23 | 2019.05.29 12:23 | modify | 6 | 0.01 | 1.00537 | 1.00137 | 1.00937 | |
24 | 2019.05.30 10:23 | t/p | 6 | 0.01 | 1.00937 | 1.00137 | 1.00937 | 3.96 | 10000.04 |
25 | 2019.06.05 18:31 | sell | 7 | 0.01 | 0.99260 | 0.00000 | 0.00000 | |
26 | 2019.06.05 18:31 | modify | 7 | 0.01 | 0.99260 | 0.99660 | 0.00000 | |
27 | 2019.06.05 18:31 | modify | 7 | 0.01 | 0.99260 | 0.99660 | 0.98860 | |
28 | 2019.06.06 18:14 | t/p | 7 | 0.01 | 0.98860 | 0.99660 | 0.98860 | 4.05 | 10004.09 |
29 | 2019.06.10 08:05 | sell | 8 | 0.01 | 0.99100 | 0.00000 | 0.00000 | |
30 | 2019.06.10 08:05 | modify | 8 | 0.01 | 0.99100 | 0.99500 | 0.00000 | |
31 | 2019.06.10 08:05 | modify | 8 | 0.01 | 0.99100 | 0.99500 | 0.98700 | |
32 | 2019.06.12 16:03 | s/l | 8 | 0.01 | 0.99500 | 0.99500 | 0.98700 | -4.02 | 10000.07 |
33 | 2019.06.13 10:50 | buy | 9 | 0.01 | 0.99311 | 0.00000 | 0.00000 | |
34 | 2019.06.13 10:50 | modify | 9 | 0.01 | 0.99311 | 0.98911 | 0.00000 | |
35 | 2019.06.13 10:50 | modify | 9 | 0.01 | 0.99311 | 0.98911 | 0.99711 | |
36 | 2019.06.14 15:34 | t/p | 9 | 0.01 | 0.99711 | 0.98911 | 0.99711 | 4.01 | 10004.08 |
37 | 2019.06.19 11:02 | buy | 10 | 0.01 | 0.99924 | 0.00000 | 0.00000 | |
38 | 2019.06.19 11:02 | modify | 10 | 0.01 | 0.99924 | 0.99524 | 0.00000 | |
39 | 2019.06.19 11:02 | modify | 10 | 0.01 | 0.99924 | 0.99524 | 1.00324 | |
40 | 2019.06.19 17:59 | s/l | 10 | 0.01 | 0.99524 | 0.99524 | 1.00324 | -4.02 | 10000.06 |
41 | 2019.06.25 11:41 | sell | 11 | 0.01 | 0.97572 | 0.00000 | 0.00000 | |
42 | 2019.06.25 11:41 | modify | 11 | 0.01 | 0.97572 | 0.97972 | 0.00000 | |
43 | 2019.06.25 11:41 | modify | 11 | 0.01 | 0.97572 | 0.97972 | 0.97172 | |
44 | 2019.06.25 17:50 | t/p | 11 | 0.01 | 0.97172 | 0.97972 | 0.97172 | 4.12 | 10004.18 |
45 | 2019.06.25 19:36 | sell | 12 | 0.01 | 0.97445 | 0.00000 | 0.00000 | |
46 | 2019.06.25 19:36 | modify | 12 | 0.01 | 0.97445 | 0.97845 | 0.00000 | |
47 | 2019.06.25 19:36 | modify | 12 | 0.01 | 0.97445 | 0.97845 | 0.97045 | |
48 | 2019.06.26 13:30 | s/l | 12 | 0.01 | 0.97845 | 0.97845 | 0.97045 | -4.09 | 10000.09 |
49 | 2019.06.27 13:57 | buy | 13 | 0.01 | 0.97685 | 0.00000 | 0.00000 | |
50 | 2019.06.27 13:57 | modify | 13 | 0.01 | 0.97685 | 0.97285 | 0.00000 | |
51 | 2019.06.27 13:57 | modify | 13 | 0.01 | 0.97685 | 0.97285 | 0.98085 | |
52 | 2019.07.01 05:49 | t/p | 13 | 0.01 | 0.98085 | 0.97285 | 0.98085 | 4.08 | 10004.17 |
53 | 2019.07.02 19:29 | buy | 14 | 0.01 | 0.98403 | 0.00000 | 0.00000 | |
54 | 2019.07.02 19:29 | modify | 14 | 0.01 | 0.98403 | 0.98003 | 0.00000 | |
55 | 2019.07.02 19:29 | modify | 14 | 0.01 | 0.98403 | 0.98003 | 0.98803 | |
56 | 2019.07.05 15:00 | t/p | 14 | 0.01 | 0.98803 | 0.98003 | 0.98803 | 4.05 | 10008.22 |
57 | 2019.07.09 17:12 | buy | 15 | 0.01 | 0.99271 | 0.00000 | 0.00000 | |
58 | 2019.07.09 17:12 | modify | 15 | 0.01 | 0.99271 | 0.98871 | 0.00000 | |
59 | 2019.07.09 17:12 | modify | 15 | 0.01 | 0.99271 | 0.98871 | 0.99671 | |
60 | 2019.07.10 18:42 | s/l | 15 | 0.01 | 0.98871 | 0.98871 | 0.99671 | -4.05 | 10004.17 |
61 | 2019.07.11 19:35 | sell | 16 | 0.01 | 0.99002 | 0.00000 | 0.00000 | |
62 | 2019.07.11 19:35 | modify | 16 | 0.01 | 0.99002 | 0.99402 | 0.00000 | |
63 | 2019.07.11 19:35 | modify | 16 | 0.01 | 0.99002 | 0.99402 | 0.98602 | |
64 | 2019.07.12 14:12 | t/p | 16 | 0.01 | 0.98602 | 0.99402 | 0.98602 | 4.06 | 10008.23 |
65 | 2019.07.16 04:10 | sell | 17 | 0.01 | 0.98518 | 0.00000 | 0.00000 | |
66 | 2019.07.16 04:10 | modify | 17 | 0.01 | 0.98518 | 0.98918 | 0.00000 | |
67 | 2019.07.16 04:10 | modify | 17 | 0.01 | 0.98518 | 0.98918 | 0.98118 | |
68 | 2019.07.16 19:00 | s/l | 17 | 0.01 | 0.98918 | 0.98918 | 0.98118 | -4.04 | 10004.19 |
69 | 2019.07.17 18:51 | buy | 18 | 0.01 | 0.98677 | 0.00000 | 0.00000 | |
70 | 2019.07.17 18:51 | modify | 18 | 0.01 | 0.98677 | 0.98277 | 0.00000 | |
71 | 2019.07.17 18:51 | modify | 18 | 0.01 | 0.98677 | 0.98277 | 0.99077 | |
72 | 2019.07.18 21:32 | s/l | 18 | 0.01 | 0.98277 | 0.98277 | 0.99077 | -4.07 | 10000.12 |
73 | 2019.07.19 21:15 | sell | 19 | 0.01 | 0.98441 | 0.00000 | 0.00000 | |
74 | 2019.07.19 21:15 | modify | 19 | 0.01 | 0.98441 | 0.98841 | 0.00000 | |
75 | 2019.07.19 21:15 | modify | 19 | 0.01 | 0.98441 | 0.98841 | 0.98041 | |
76 | 2019.07.22 16:20 | t/p | 19 | 0.01 | 0.98041 | 0.98841 | 0.98041 | 4.08 | 10004.20 |
77 | 2019.07.24 16:56 | buy | 20 | 0.01 | 0.98416 | 0.00000 | 0.00000 | |
78 | 2019.07.24 16:56 | modify | 20 | 0.01 | 0.98416 | 0.98016 | 0.00000 | |
79 | 2019.07.24 16:56 | modify | 20 | 0.01 | 0.98416 | 0.98016 | 0.98816 | |
80 | 2019.07.25 15:03 | t/p | 20 | 0.01 | 0.98816 | 0.98016 | 0.98816 | 4.05 | 10008.25 |
81 | 2019.07.29 12:08 | buy | 21 | 0.01 | 0.99146 | 0.00000 | 0.00000 | |
82 | 2019.07.29 12:08 | modify | 21 | 0.01 | 0.99146 | 0.98746 | 0.00000 | |
83 | 2019.07.29 12:08 | modify | 21 | 0.01 | 0.99146 | 0.98746 | 0.99546 | |
84 | 2019.08.01 03:16 | t/p | 21 | 0.01 | 0.99546 | 0.98746 | 0.99546 | 4.02 | 10012.27 |
85 | 2019.08.01 19:49 | buy | 22 | 0.01 | 0.99254 | 0.00000 | 0.00000 | |
86 | 2019.08.01 19:49 | modify | 22 | 0.01 | 0.99254 | 0.98854 | 0.00000 | |
87 | 2019.08.01 19:49 | modify | 22 | 0.01 | 0.99254 | 0.98854 | 0.99654 | |
88 | 2019.08.02 03:32 | s/l | 22 | 0.01 | 0.98854 | 0.98854 | 0.99654 | -4.05 | 10008.22 |
89 | 2019.08.06 19:36 | sell | 23 | 0.01 | 0.97652 | 0.00000 | 0.00000 | |
90 | 2019.08.06 19:36 | modify | 23 | 0.01 | 0.97652 | 0.98052 | 0.00000 | |
91 | 2019.08.06 19:36 | modify | 23 | 0.01 | 0.97652 | 0.98052 | 0.97252 | |
92 | 2019.08.07 16:20 | t/p | 23 | 0.01 | 0.97252 | 0.98052 | 0.97252 | 4.11 | 10012.33 |
93 | 2019.08.12 10:15 | sell | 24 | 0.01 | 0.97382 | 0.00000 | 0.00000 | |
94 | 2019.08.12 10:15 | modify | 24 | 0.01 | 0.97382 | 0.97782 | 0.00000 | |
95 | 2019.08.12 10:15 | modify | 24 | 0.01 | 0.97382 | 0.97782 | 0.96982 | |
96 | 2019.08.12 18:10 | t/p | 24 | 0.01 | 0.96982 | 0.97782 | 0.96982 | 4.12 | 10016.45 |
97 | 2019.08.13 05:45 | sell | 25 | 0.01 | 0.97201 | 0.00000 | 0.00000 | |
98 | 2019.08.13 05:45 | modify | 25 | 0.01 | 0.97201 | 0.97601 | 0.00000 | |
99 | 2019.08.13 05:45 | modify | 25 | 0.01 | 0.97201 | 0.97601 | 0.96801 | |
100 | 2019.08.13 13:12 | t/p | 25 | 0.01 | 0.96801 | 0.97601 | 0.96801 | 4.13 | 10020.58 |
101 | 2019.08.13 16:49 | sell | 26 | 0.01 | 0.97120 | 0.00000 | 0.00000 | |
102 | 2019.08.13 16:49 | modify | 26 | 0.01 | 0.97120 | 0.97520 | 0.00000 | |
103 | 2019.08.13 16:49 | modify | 26 | 0.01 | 0.97120 | 0.97520 | 0.96720 | |
104 | 2019.08.13 17:28 | s/l | 26 | 0.01 | 0.97520 | 0.97520 | 0.96720 | -4.10 | 10016.48 |
105 | 2019.08.14 18:00 | buy | 27 | 0.01 | 0.97246 | 0.00000 | 0.00000 | |
106 | 2019.08.14 18:00 | modify | 27 | 0.01 | 0.97246 | 0.96846 | 0.00000 | |
107 | 2019.08.14 18:00 | modify | 27 | 0.01 | 0.97246 | 0.96846 | 0.97646 | |
108 | 2019.08.15 16:46 | t/p | 27 | 0.01 | 0.97646 | 0.96846 | 0.97646 | 4.10 | 10020.58 |
109 | 2019.08.19 00:12 | buy | 28 | 0.01 | 0.97665 | 0.00000 | 0.00000 | |
110 | 2019.08.19 00:12 | modify | 28 | 0.01 | 0.97665 | 0.97265 | 0.00000 | |
111 | 2019.08.19 00:12 | modify | 28 | 0.01 | 0.97665 | 0.97265 | 0.98065 | |
112 | 2019.08.19 14:34 | t/p | 28 | 0.01 | 0.98065 | 0.97265 | 0.98065 | 4.08 | 10024.66 |
113 | 2019.08.20 10:20 | buy | 29 | 0.01 | 0.97992 | 0.00000 | 0.00000 | |
114 | 2019.08.20 10:20 | modify | 29 | 0.01 | 0.97992 | 0.97592 | 0.00000 | |
115 | 2019.08.20 10:20 | modify | 29 | 0.01 | 0.97992 | 0.97592 | 0.98392 | |
116 | 2019.08.22 14:48 | t/p | 29 | 0.01 | 0.98392 | 0.97592 | 0.98392 | 4.07 | 10028.73 |
117 | 2019.08.23 16:32 | buy | 30 | 0.01 | 0.98350 | 0.00000 | 0.00000 | |
118 | 2019.08.23 16:32 | modify | 30 | 0.01 | 0.98350 | 0.97950 | 0.00000 | |
119 | 2019.08.23 16:32 | modify | 30 | 0.01 | 0.98350 | 0.97950 | 0.98750 | |
120 | 2019.08.23 18:04 | s/l | 30 | 0.01 | 0.97950 | 0.97950 | 0.98750 | -4.08 | 10024.65 |
121 | 2019.08.26 14:29 | sell | 31 | 0.01 | 0.98072 | 0.00000 | 0.00000 | |
122 | 2019.08.26 14:29 | modify | 31 | 0.01 | 0.98072 | 0.98472 | 0.00000 | |
123 | 2019.08.26 14:29 | modify | 31 | 0.01 | 0.98072 | 0.98472 | 0.97672 | |
124 | 2019.08.29 17:27 | s/l | 31 | 0.01 | 0.98472 | 0.98472 | 0.97672 | -4.06 | 10020.59 |
125 | 2019.09.05 17:01 | sell | 32 | 0.01 | 0.98442 | 0.00000 | 0.00000 | |
126 | 2019.09.05 17:01 | modify | 32 | 0.01 | 0.98442 | 0.98842 | 0.00000 | |
127 | 2019.09.05 17:01 | modify | 32 | 0.01 | 0.98442 | 0.98842 | 0.98042 | |
128 | 2019.09.06 11:54 | s/l | 32 | 0.01 | 0.98842 | 0.98842 | 0.98042 | -4.05 | 10016.54 |
129 | 2019.09.10 12:43 | buy | 33 | 0.01 | 0.99004 | 0.00000 | 0.00000 | |
130 | 2019.09.10 12:43 | modify | 33 | 0.01 | 0.99004 | 0.98604 | 0.00000 | |
131 | 2019.09.10 12:43 | modify | 33 | 0.01 | 0.99004 | 0.98604 | 0.99404 | |
132 | 2019.09.11 13:34 | t/p | 33 | 0.01 | 0.99404 | 0.98604 | 0.99404 | 4.02 | 10020.56 |
133 | 2019.09.13 19:10 | sell | 34 | 0.01 | 0.99071 | 0.00000 | 0.00000 | |
134 | 2019.09.13 19:10 | modify | 34 | 0.01 | 0.99071 | 0.99471 | 0.00000 | |
135 | 2019.09.13 19:10 | modify | 34 | 0.01 | 0.99071 | 0.99471 | 0.98671 | |
136 | 2019.09.16 03:06 | t/p | 34 | 0.01 | 0.98671 | 0.99471 | 0.98671 | 4.05 | 10024.61 |
137 | 2019.09.20 17:28 | sell | 35 | 0.01 | 0.99348 | 0.00000 | 0.00000 | |
138 | 2019.09.20 17:28 | modify | 35 | 0.01 | 0.99348 | 0.99748 | 0.00000 | |
139 | 2019.09.20 17:28 | modify | 35 | 0.01 | 0.99348 | 0.99748 | 0.98948 | |
140 | 2019.09.23 11:49 | t/p | 35 | 0.01 | 0.98948 | 0.99748 | 0.98948 | 4.04 | 10028.65 |
141 | 2019.09.25 17:17 | sell | 36 | 0.01 | 0.98813 | 0.00000 | 0.00000 | |
142 | 2019.09.25 17:17 | modify | 36 | 0.01 | 0.98813 | 0.99213 | 0.00000 | |
143 | 2019.09.25 17:17 | modify | 36 | 0.01 | 0.98813 | 0.99213 | 0.98413 | |
144 | 2019.09.25 19:09 | s/l | 36 | 0.01 | 0.99213 | 0.99213 | 0.98413 | -4.03 | 10024.62 |
145 | 2019.09.27 14:00 | buy | 37 | 0.01 | 0.99213 | 0.00000 | 0.00000 | |
146 | 2019.09.27 14:00 | modify | 37 | 0.01 | 0.99213 | 0.98813 | 0.00000 | |
147 | 2019.09.27 14:00 | modify | 37 | 0.01 | 0.99213 | 0.98813 | 0.99613 | |
148 | 2019.09.30 15:14 | t/p | 37 | 0.01 | 0.99613 | 0.98813 | 0.99613 | 4.02 | 10028.64 |
149 | 2019.10.01 18:06 | buy | 38 | 0.01 | 0.99564 | 0.00000 | 0.00000 | |
150 | 2019.10.01 18:06 | modify | 38 | 0.01 | 0.99564 | 0.99164 | 0.00000 | |
151 | 2019.10.01 18:06 | modify | 38 | 0.01 | 0.99564 | 0.99164 | 0.99964 | |
152 | 2019.10.02 11:50 | t/p | 38 | 0.01 | 0.99964 | 0.99164 | 0.99964 | 4.00 | 10032.64 |
153 | 2019.10.07 20:37 | sell | 39 | 0.01 | 0.99601 | 0.00000 | 0.00000 | |
154 | 2019.10.07 20:37 | modify | 39 | 0.01 | 0.99601 | 1.00001 | 0.00000 | |
155 | 2019.10.07 20:37 | modify | 39 | 0.01 | 0.99601 | 1.00001 | 0.99201 | |
156 | 2019.10.08 11:52 | t/p | 39 | 0.01 | 0.99201 | 1.00001 | 0.99201 | 4.03 | 10036.67 |