Strategy Tester Report
MA_Angle_EAv2
| Symbol | USDCAD (US Dollar vs Canadian 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 | Debug=false; AccountIsMini=true; MoneyManagement=true; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m="--Moving Average Types--"; m0=" 0 = SMA"; m1=" 1 = EMA"; m2=" 2 = SMMA"; m3=" 3 = LWMA"; m4=" 4 = LSMA"; MA_Type=1; p="--Applied Price Types--"; p0=" 0 = close"; p1=" 1 = open"; p2=" 2 = high"; p3=" 3 = low"; p4=" 4 = median(high+low)/2"; p5=" 5 = typical(high+low+close)/3"; p6=" 6 = weighted(high+low+close+close)/4"; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=true; StartHour=2; StopHour=15; | ||||
| Bars in test | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (32) | ||
| Total net profit | -327.94 | Gross profit | 1694.83 | Gross loss | -2022.77 |
| Profit factor | 0.84 | Expected payoff | -21.86 | ||
| Absolute drawdown | 574.03 | Maximal drawdown | 1466.51 (13.46%) | Relative drawdown | 13.46% (1466.51) |
| Total trades | 15 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 5 (33.33%) | Loss trades (% of total) | 10 (66.67%) | ||
| Largest | profit trade | 638.29 | loss trade | -393.13 | |
| Average | profit trade | 338.97 | loss trade | -202.28 | |
| Maximum | consecutive wins (profit in money) | 2 (399.57) | consecutive losses (loss in money) | 5 (-837.39) | |
| Maximal | consecutive profit (count of wins) | 638.29 (1) | consecutive loss (count of losses) | -837.39 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.10 02:00 | buy | 1 | 1.00 | 1.37144 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.15 19:00 | close | 1 | 1.00 | 1.38025 | 0.00000 | 0.00000 | 638.29 | 10638.29 |
| 3 | 2024.11.06 02:00 | sell | 2 | 1.00 | 1.38339 | 0.00000 | 0.00000 | ||
| 4 | 2024.11.06 04:00 | close | 2 | 1.00 | 1.38885 | 0.00000 | 0.00000 | -393.13 | 10245.16 |
| 5 | 2024.11.06 06:00 | buy | 3 | 1.00 | 1.39313 | 0.00000 | 0.00000 | ||
| 6 | 2024.11.07 05:00 | close | 3 | 1.00 | 1.38997 | 0.00000 | 0.00000 | -227.34 | 10017.82 |
| 7 | 2024.11.14 05:00 | buy | 4 | 1.00 | 1.40104 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.15 14:00 | close | 4 | 1.00 | 1.40379 | 0.00000 | 0.00000 | 195.90 | 10213.72 |
| 9 | 2024.11.19 02:00 | sell | 5 | 1.00 | 1.40217 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.20 13:00 | close | 5 | 1.00 | 1.39932 | 0.00000 | 0.00000 | 203.67 | 10417.39 |
| 11 | 2024.11.25 02:00 | sell | 6 | 1.00 | 1.39328 | 0.00000 | 0.00000 | ||
| 12 | 2024.11.25 11:00 | close | 6 | 1.00 | 1.39695 | 0.00000 | 0.00000 | -262.72 | 10154.67 |
| 13 | 2024.11.26 02:00 | buy | 7 | 1.00 | 1.41012 | 0.00000 | 0.00000 | ||
| 14 | 2024.11.26 19:00 | close | 7 | 1.00 | 1.40597 | 0.00000 | 0.00000 | -295.17 | 9859.50 |
| 15 | 2024.12.09 02:00 | buy | 8 | 0.90 | 1.41506 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.09 15:00 | close | 8 | 0.90 | 1.41220 | 0.00000 | 0.00000 | -182.27 | 9677.23 |
| 17 | 2024.12.10 02:00 | buy | 9 | 0.90 | 1.41773 | 0.00000 | 0.00000 | ||
| 18 | 2024.12.10 16:00 | close | 9 | 0.90 | 1.41621 | 0.00000 | 0.00000 | -96.60 | 9580.63 |
| 19 | 2024.12.13 02:00 | buy | 10 | 0.90 | 1.42183 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.16 04:00 | close | 10 | 0.90 | 1.42182 | 0.00000 | 0.00000 | -0.63 | 9580.00 |
| 21 | 2024.12.17 11:00 | buy | 11 | 0.90 | 1.42827 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.19 15:00 | close | 11 | 0.90 | 1.43740 | 0.00000 | 0.00000 | 571.66 | 10151.66 |
| 23 | 2024.12.20 04:00 | buy | 12 | 1.00 | 1.44220 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.20 10:00 | close | 12 | 1.00 | 1.43842 | 0.00000 | 0.00000 | -262.79 | 9888.87 |
| 25 | 2024.12.31 02:00 | sell | 13 | 0.90 | 1.43498 | 0.00000 | 0.00000 | ||
| 26 | 2024.12.31 11:00 | close | 13 | 0.90 | 1.43724 | 0.00000 | 0.00000 | -141.52 | 9747.35 |
| 27 | 2025.01.02 13:00 | buy | 14 | 0.90 | 1.44277 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.03 00:00 | close | 14 | 0.90 | 1.44020 | 0.00000 | 0.00000 | -160.60 | 9586.75 |
| 29 | 2025.01.06 11:00 | sell | 15 | 0.90 | 1.43606 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.07 18:00 | close | 15 | 0.90 | 1.43470 | 0.00000 | 0.00000 | 85.31 | 9672.06 |