Strategy Tester Report
ThreeMACross
FXCM-USDDemo01 (Build 1090)

SymbolEURGBP (Euro vs Great Britain Pound )
PeriodDaily (D1) 2016.06.01 00:00 - 2017.09.06 00:00 (2016.06.01 - 2017.09.07)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersComment0="- Three MA indicators settings -"; MA_Period1=5; MA_Period2=20; MA_Period3=50; Num_Bars_to_Cross=3; Limit_Bars=20; two_ma_diff=5; Comment1="- Automatic Risk Management -"; Auto_Risk_Percent=2; Auto_Max_Risk_in_Total_Orders=10; Manual_Lots=0.01; Manual_Maximum_Lots=5; Comment2="- Trade settings -"; MaxTrades=2; Wait_Mins_For_Next_Trade=0; slip=3; IsAutoStopLoss=true; MaxBarsToCheckStop=3; TPTimesStopLoss=3; Stoploss=5000; TakeProfit=50000; PROFIT=500; UseTrailingStop=false; TrailStart=10; TrailStop=10;
Bars in test1330Ticks modelled28164481Modelling quality55.23%
Mismatched charts errors39
Initial deposit10000.00SpreadCurrent (18)
Total net profit640.96Gross profit1048.64Gross loss-407.68
Profit factor2.57Expected payoff20.03
Absolute drawdown115.42Maximal drawdown231.26 (2.16%)Relative drawdown2.16% (231.26)
Total trades32Short positions (won %)13 (38.46%)Long positions (won %)19 (52.63%)
Profit trades (% of total)15 (46.88%)Loss trades (% of total)17 (53.13%)
Largestprofit trade178.40loss trade-84.25
Averageprofit trade69.91loss trade-23.98
Maximumconsecutive wins (profit in money)6 (461.92)consecutive losses (loss in money)6 (-95.17)
Maximalconsecutive profit (count of wins)461.92 (6)consecutive loss (count of losses)-111.98 (2)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.06.01 12:00buy10.030.771470.000000.00000
22016.06.01 12:00modify10.030.771470.756660.81590
32016.06.08 00:00modify10.030.771470.772170.81590
42016.06.10 08:00close10.030.781630.772170.8159040.2310040.23
52016.06.16 00:43buy20.030.792960.000000.00000
62016.06.16 00:43modify20.030.792960.785960.81396
72016.06.17 20:49s/l20.030.785960.785960.81396-27.7310012.50
82016.06.20 04:00sell30.030.778640.000000.00000
92016.06.20 04:00modify30.030.778640.799850.71501
102016.06.24 05:39s/l30.030.799850.799850.71501-84.259928.25
112016.06.24 05:43buy40.030.806420.000000.00000
122016.06.24 05:43modify40.030.806420.761730.94049
132016.06.24 16:00buy50.030.808150.000000.00000
142016.06.24 16:00modify50.030.808150.761730.94741
152016.07.01 20:00modify50.030.808150.809280.94741
162016.07.12 00:00close50.030.850790.809280.94741169.5110097.76
172016.07.13 00:00sell60.030.834870.000000.00000
182016.07.13 00:00modify60.030.834870.859000.76248
192016.07.19 12:00close60.030.839000.859000.76248-16.4210081.34
202016.07.22 16:00buy70.030.840410.000000.00000
212016.07.22 16:00modify70.030.840410.829560.87296
222016.07.25 12:00close70.030.834830.829560.87296-22.1810059.16
232016.07.26 00:00buy80.030.836750.000000.00000
242016.07.26 00:00modify80.030.836750.829750.85775
252016.07.28 04:00close80.030.836230.829750.85775-2.0710057.09
262016.07.28 16:19modify40.030.806420.807100.94049
272016.08.04 14:49buy90.030.848050.000000.00000
282016.08.04 14:49modify90.030.848050.835870.88459
292016.08.11 20:00modify90.030.848050.848820.88459
302016.08.18 12:00close90.030.860190.848820.8845948.3210105.41
312016.08.22 20:14sell100.030.861620.000000.00000
322016.08.22 20:14modify100.030.861620.869580.83774
332016.08.26 04:00modify100.030.861620.860790.83774
342016.08.31 00:00close40.030.851230.807100.94049178.4010283.81
352016.09.02 17:19t/p100.030.837740.860790.8377495.0410378.85
362016.09.14 16:15buy110.030.852310.000000.00000
372016.09.14 16:15modify110.030.852310.841230.88555
382016.10.04 00:00modify110.030.852310.853650.88555
392016.10.07 02:01t/p110.030.885550.853650.88555132.3210511.17
402016.10.18 16:13sell120.030.894090.000000.00000
412016.10.18 16:13modify120.030.894090.907170.85485
422016.10.26 00:00close120.030.892940.907170.854854.5810515.75
432016.10.28 00:00buy130.030.895590.000000.00000
442016.10.28 00:00modify130.030.895590.887900.91866
452016.11.03 12:00modify130.030.895590.896410.91866
462016.11.03 13:09s/l130.030.896410.896410.918663.2610519.01
472016.11.04 04:00sell140.030.889680.000000.00000
482016.11.04 04:00modify140.030.889680.905300.84282
492016.11.09 08:00close140.030.901410.905300.84282-46.6410472.37
502016.12.09 00:00sell150.030.842540.000000.00000
512016.12.09 00:00modify150.030.842540.857560.79748
522016.12.16 08:00modify150.030.842540.841780.79748
532016.12.16 11:44s/l150.030.841780.841780.797483.0310475.40
542016.12.20 17:14buy160.030.842060.000000.00000
552016.12.20 17:14modify160.030.842060.832540.87062
562016.12.27 16:00modify160.030.842060.842890.87062
572017.01.03 08:00close160.030.852330.842890.8706240.8410516.24
582017.01.05 02:14buy170.030.853520.000000.00000
592017.01.05 02:14modify170.030.853520.844410.88085
602017.01.09 20:00modify170.030.853520.854410.88085
612017.01.12 00:00buy180.030.866610.000000.00000
622017.01.12 00:00modify180.030.866610.857700.89334
632017.01.16 00:00t/p170.030.880850.854410.88085108.7110624.95
642017.01.24 11:31s/l180.030.857700.857700.89334-35.4710589.48
652017.02.02 16:00buy190.030.860250.000000.00000
662017.02.02 16:00modify190.030.860250.848340.89598
672017.02.07 20:00close190.030.855470.848340.89598-19.0310570.45
682017.02.08 16:00sell200.030.852770.000000.00000
692017.02.08 16:00modify200.030.852770.864820.81662
702017.02.16 04:00close200.030.852150.864820.816622.4710572.92
712017.02.17 11:33buy210.030.855890.000000.00000
722017.02.17 11:33modify210.030.855890.844390.89039
732017.02.20 20:00close210.030.851570.844390.89039-17.2110555.71
742017.03.17 17:07sell220.030.868470.000000.00000
752017.03.17 17:07modify220.030.868470.878950.83703
762017.03.21 12:00close220.030.871510.878950.83703-12.1210543.59
772017.03.29 04:00buy230.030.871690.000000.00000
782017.03.29 04:00modify230.030.871690.860190.90619
792017.03.30 04:00close230.030.864310.860190.90619-29.3910514.20
802017.03.30 06:18sell240.030.863640.000000.00000
812017.03.30 06:18modify240.030.863640.873870.83295
822017.04.03 04:00modify240.030.863640.862810.83295
832017.04.05 00:00close240.030.857970.862810.8329522.5810536.78
842017.05.02 17:14sell250.030.843380.000000.00000
852017.05.02 17:14modify250.030.843380.850380.82238
862017.05.03 08:00close250.030.846520.850380.82238-12.5110524.27
872017.05.05 00:00buy260.030.850060.000000.00000
882017.05.05 00:00modify260.030.850060.841630.87535
892017.05.08 12:00close260.030.844330.841630.87535-22.8210501.45
902017.05.23 04:24buy270.030.866340.000000.00000
912017.05.23 04:24modify270.030.866340.851800.90996
922017.06.08 00:00sell280.030.868420.000000.00000
932017.06.08 00:00modify280.030.868420.877070.84247
942017.06.09 00:00s/l280.030.877070.877070.84247-34.4210467.03
952017.06.09 08:00buy290.030.877930.000000.00000
962017.06.09 08:00modify290.030.877930.864530.91813
972017.06.15 16:00close290.030.875300.864530.91813-10.4610456.57
982017.06.30 04:00sell300.030.877800.000000.00000
992017.06.30 04:00modify300.030.877800.888390.84603
1002017.07.05 12:00close300.030.879090.888390.84603-5.1310451.44
1012017.07.07 00:00modify270.030.866340.867240.90996
1022017.08.01 12:00sell310.030.893030.000000.00000
1032017.08.01 12:00modify310.030.893030.900030.87203
1042017.08.02 08:00close310.030.895500.900030.87203-9.8310441.61
1052017.08.02 11:30buy320.030.896070.000000.00000
1062017.08.02 11:30modify320.030.896070.889070.91707
1072017.08.07 16:00modify320.030.896070.896780.91707
1082017.08.10 12:00close320.030.902530.896780.9170725.7110467.32
1092017.08.11 15:44t/p270.030.909960.867240.90996173.6410640.96