Strategy Tester Report
UniversalMACrossEA 72
| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
| Period | 15 Minutes (M15) 2006.07.03 00:00 - 2006.07.18 00:00 (2006.07.10 - 2006.07.18) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Expert_Name="---------- Universal MA Cross EA v7"; MagicNumber=1234; StopLoss=30; TakeProfit=100; TrailingStop_Setting="---------- Trailing Stop Setting"; TrailingStopType=2; TrailingStop=50; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=3; FastMAPrice=0; FastMAshift=0; SlowMAPeriod=40; SlowMAType=3; SlowMAPrice=0; SlowMAshift=0; CossDistance_Setting="---------- Min Cross Distance Setting"; MinCrossDistance=5; MaxLookUp=1; Exit_Setting="---------- Exit Setting"; StopAndReverse=true; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=5; Slippage=5; OpenOrder_Setting="---------- Multiple Open Trade Setting"; MaxOpenTrade=2; MinPriceDistance=5; StartHour=6; | ||||
| Bars in test | 29125 | Ticks modelled | 77630 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 1455.84 | Gross profit | 1455.84 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 363.96 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 4 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1005.84 | loss trade | 0.00 | |
| Average | profit trade | 363.96 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (1455.84) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1455.84 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.10 12:30 | sell | 1 | 1.00 | 1.8440 | 1.8470 | 1.8340 | ||
| 2 | 2006.07.10 12:45 | sell | 2 | 1.00 | 1.8433 | 1.8463 | 1.8333 | ||
| 3 | 2006.07.10 14:04 | modify | 1 | 1.00 | 1.8440 | 1.8469 | 1.8340 | ||
| 4 | 2006.07.10 14:06 | modify | 1 | 1.00 | 1.8440 | 1.8468 | 1.8340 | ||
| 5 | 2006.07.10 14:07 | modify | 1 | 1.00 | 1.8440 | 1.8467 | 1.8340 | ||
| 6 | 2006.07.10 14:07 | modify | 1 | 1.00 | 1.8440 | 1.8466 | 1.8340 | ||
| 7 | 2006.07.10 14:07 | modify | 1 | 1.00 | 1.8440 | 1.8465 | 1.8340 | ||
| 8 | 2006.07.10 14:07 | modify | 1 | 1.00 | 1.8440 | 1.8464 | 1.8340 | ||
| 9 | 2006.07.10 15:43 | modify | 1 | 1.00 | 1.8440 | 1.8460 | 1.8340 | ||
| 10 | 2006.07.10 15:43 | modify | 2 | 1.00 | 1.8433 | 1.8460 | 1.8333 | ||
| 11 | 2006.07.10 15:43 | modify | 1 | 1.00 | 1.8440 | 1.8459 | 1.8340 | ||
| 12 | 2006.07.10 15:43 | modify | 2 | 1.00 | 1.8433 | 1.8459 | 1.8333 | ||
| 13 | 2006.07.10 15:43 | modify | 1 | 1.00 | 1.8440 | 1.8457 | 1.8340 | ||
| 14 | 2006.07.10 15:43 | modify | 2 | 1.00 | 1.8433 | 1.8457 | 1.8333 | ||
| 15 | 2006.07.10 15:52 | modify | 1 | 1.00 | 1.8440 | 1.8450 | 1.8340 | ||
| 16 | 2006.07.10 15:52 | modify | 2 | 1.00 | 1.8433 | 1.8450 | 1.8333 | ||
| 17 | 2006.07.10 15:52 | modify | 1 | 1.00 | 1.8440 | 1.8442 | 1.8340 | ||
| 18 | 2006.07.10 15:52 | modify | 2 | 1.00 | 1.8433 | 1.8442 | 1.8333 | ||
| 19 | 2006.07.10 16:31 | modify | 1 | 1.00 | 1.8440 | 1.8441 | 1.8340 | ||
| 20 | 2006.07.10 16:31 | modify | 2 | 1.00 | 1.8433 | 1.8441 | 1.8333 | ||
| 21 | 2006.07.10 16:31 | modify | 1 | 1.00 | 1.8440 | 1.8440 | 1.8340 | ||
| 22 | 2006.07.10 16:31 | modify | 2 | 1.00 | 1.8433 | 1.8440 | 1.8333 | ||
| 23 | 2006.07.10 16:34 | modify | 1 | 1.00 | 1.8440 | 1.8439 | 1.8340 | ||
| 24 | 2006.07.10 16:34 | modify | 2 | 1.00 | 1.8433 | 1.8439 | 1.8333 | ||
| 25 | 2006.07.10 16:34 | modify | 1 | 1.00 | 1.8440 | 1.8438 | 1.8340 | ||
| 26 | 2006.07.10 16:34 | modify | 2 | 1.00 | 1.8433 | 1.8438 | 1.8333 | ||
| 27 | 2006.07.10 16:34 | modify | 1 | 1.00 | 1.8440 | 1.8437 | 1.8340 | ||
| 28 | 2006.07.10 16:34 | modify | 2 | 1.00 | 1.8433 | 1.8437 | 1.8333 | ||
| 29 | 2006.07.10 16:35 | modify | 1 | 1.00 | 1.8440 | 1.8436 | 1.8340 | ||
| 30 | 2006.07.10 16:35 | modify | 2 | 1.00 | 1.8433 | 1.8436 | 1.8333 | ||
| 31 | 2006.07.10 16:35 | modify | 1 | 1.00 | 1.8440 | 1.8434 | 1.8340 | ||
| 32 | 2006.07.10 16:35 | modify | 2 | 1.00 | 1.8433 | 1.8434 | 1.8333 | ||
| 33 | 2006.07.10 16:35 | modify | 1 | 1.00 | 1.8440 | 1.8432 | 1.8340 | ||
| 34 | 2006.07.10 16:35 | modify | 2 | 1.00 | 1.8433 | 1.8432 | 1.8333 | ||
| 35 | 2006.07.10 16:35 | modify | 1 | 1.00 | 1.8440 | 1.8430 | 1.8340 | ||
| 36 | 2006.07.10 16:35 | modify | 2 | 1.00 | 1.8433 | 1.8430 | 1.8333 | ||
| 37 | 2006.07.10 16:37 | modify | 1 | 1.00 | 1.8440 | 1.8429 | 1.8340 | ||
| 38 | 2006.07.10 16:37 | modify | 2 | 1.00 | 1.8433 | 1.8429 | 1.8333 | ||
| 39 | 2006.07.10 16:37 | modify | 1 | 1.00 | 1.8440 | 1.8428 | 1.8340 | ||
| 40 | 2006.07.10 16:37 | modify | 2 | 1.00 | 1.8433 | 1.8428 | 1.8333 | ||
| 41 | 2006.07.10 16:37 | modify | 1 | 1.00 | 1.8440 | 1.8425 | 1.8340 | ||
| 42 | 2006.07.10 16:37 | modify | 2 | 1.00 | 1.8433 | 1.8425 | 1.8333 | ||
| 43 | 2006.07.10 16:38 | modify | 1 | 1.00 | 1.8440 | 1.8424 | 1.8340 | ||
| 44 | 2006.07.10 16:38 | modify | 2 | 1.00 | 1.8433 | 1.8424 | 1.8333 | ||
| 45 | 2006.07.10 16:38 | modify | 1 | 1.00 | 1.8440 | 1.8423 | 1.8340 | ||
| 46 | 2006.07.10 16:38 | modify | 2 | 1.00 | 1.8433 | 1.8423 | 1.8333 | ||
| 47 | 2006.07.10 16:38 | modify | 1 | 1.00 | 1.8440 | 1.8422 | 1.8340 | ||
| 48 | 2006.07.10 16:38 | modify | 2 | 1.00 | 1.8433 | 1.8422 | 1.8333 | ||
| 49 | 2006.07.10 16:38 | modify | 1 | 1.00 | 1.8440 | 1.8418 | 1.8340 | ||
| 50 | 2006.07.10 16:38 | modify | 2 | 1.00 | 1.8433 | 1.8418 | 1.8333 | ||
| 51 | 2006.07.10 18:54 | s/l | 1 | 1.00 | 1.8418 | 1.8418 | 1.8340 | 220.00 | 10220.00 |
| 52 | 2006.07.10 18:54 | s/l | 2 | 1.00 | 1.8418 | 1.8418 | 1.8333 | 150.00 | 10370.00 |
| 53 | 2006.07.14 04:15 | sell | 3 | 1.00 | 1.8416 | 1.8446 | 1.8316 | ||
| 54 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8446 | 1.8316 | ||
| 55 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8445 | 1.8316 | ||
| 56 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8444 | 1.8316 | ||
| 57 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8443 | 1.8316 | ||
| 58 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8442 | 1.8316 | ||
| 59 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8441 | 1.8316 | ||
| 60 | 2006.07.14 04:38 | modify | 3 | 1.00 | 1.8416 | 1.8440 | 1.8316 | ||
| 61 | 2006.07.14 09:20 | modify | 3 | 1.00 | 1.8416 | 1.8439 | 1.8316 | ||
| 62 | 2006.07.14 09:22 | modify | 3 | 1.00 | 1.8416 | 1.8437 | 1.8316 | ||
| 63 | 2006.07.14 09:22 | modify | 3 | 1.00 | 1.8416 | 1.8436 | 1.8316 | ||
| 64 | 2006.07.14 09:22 | modify | 3 | 1.00 | 1.8416 | 1.8433 | 1.8316 | ||
| 65 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8431 | 1.8316 | ||
| 66 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8428 | 1.8316 | ||
| 67 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8427 | 1.8316 | ||
| 68 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8425 | 1.8316 | ||
| 69 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8424 | 1.8316 | ||
| 70 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8421 | 1.8316 | ||
| 71 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8417 | 1.8316 | ||
| 72 | 2006.07.14 09:23 | modify | 3 | 1.00 | 1.8416 | 1.8415 | 1.8316 | ||
| 73 | 2006.07.14 09:24 | modify | 3 | 1.00 | 1.8416 | 1.8414 | 1.8316 | ||
| 74 | 2006.07.14 09:24 | modify | 3 | 1.00 | 1.8416 | 1.8412 | 1.8316 | ||
| 75 | 2006.07.14 09:31 | modify | 3 | 1.00 | 1.8416 | 1.8409 | 1.8316 | ||
| 76 | 2006.07.14 09:31 | modify | 3 | 1.00 | 1.8416 | 1.8408 | 1.8316 | ||
| 77 | 2006.07.14 10:58 | s/l | 3 | 1.00 | 1.8408 | 1.8408 | 1.8316 | 80.00 | 10450.00 |
| 78 | 2006.07.14 16:45 | sell | 4 | 1.00 | 1.8380 | 1.8410 | 1.8280 | ||
| 79 | 2006.07.14 16:51 | modify | 4 | 1.00 | 1.8380 | 1.8405 | 1.8280 | ||
| 80 | 2006.07.14 16:55 | modify | 4 | 1.00 | 1.8380 | 1.8402 | 1.8280 | ||
| 81 | 2006.07.14 16:55 | modify | 4 | 1.00 | 1.8380 | 1.8400 | 1.8280 | ||
| 82 | 2006.07.14 17:00 | modify | 4 | 1.00 | 1.8380 | 1.8397 | 1.8280 | ||
| 83 | 2006.07.14 17:00 | modify | 4 | 1.00 | 1.8380 | 1.8396 | 1.8280 | ||
| 84 | 2006.07.14 17:00 | modify | 4 | 1.00 | 1.8380 | 1.8394 | 1.8280 | ||
| 85 | 2006.07.14 17:01 | modify | 4 | 1.00 | 1.8380 | 1.8393 | 1.8280 | ||
| 86 | 2006.07.17 10:56 | modify | 4 | 1.00 | 1.8380 | 1.8392 | 1.8280 | ||
| 87 | 2006.07.17 10:56 | modify | 4 | 1.00 | 1.8380 | 1.8391 | 1.8280 | ||
| 88 | 2006.07.17 10:56 | modify | 4 | 1.00 | 1.8380 | 1.8390 | 1.8280 | ||
| 89 | 2006.07.17 10:57 | modify | 4 | 1.00 | 1.8380 | 1.8387 | 1.8280 | ||
| 90 | 2006.07.17 10:58 | modify | 4 | 1.00 | 1.8380 | 1.8386 | 1.8280 | ||
| 91 | 2006.07.17 10:58 | modify | 4 | 1.00 | 1.8380 | 1.8385 | 1.8280 | ||
| 92 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8382 | 1.8280 | ||
| 93 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8381 | 1.8280 | ||
| 94 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8380 | 1.8280 | ||
| 95 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8378 | 1.8280 | ||
| 96 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8376 | 1.8280 | ||
| 97 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8373 | 1.8280 | ||
| 98 | 2006.07.17 11:00 | modify | 4 | 1.00 | 1.8380 | 1.8372 | 1.8280 | ||
| 99 | 2006.07.17 11:01 | modify | 4 | 1.00 | 1.8380 | 1.8371 | 1.8280 | ||
| 100 | 2006.07.17 11:01 | modify | 4 | 1.00 | 1.8380 | 1.8369 | 1.8280 | ||
| 101 | 2006.07.17 11:01 | modify | 4 | 1.00 | 1.8380 | 1.8368 | 1.8280 | ||
| 102 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8367 | 1.8280 | ||
| 103 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8365 | 1.8280 | ||
| 104 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8364 | 1.8280 | ||
| 105 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8360 | 1.8280 | ||
| 106 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8359 | 1.8280 | ||
| 107 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8350 | 1.8280 | ||
| 108 | 2006.07.17 11:02 | modify | 4 | 1.00 | 1.8380 | 1.8349 | 1.8280 | ||
| 109 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8347 | 1.8280 | ||
| 110 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8345 | 1.8280 | ||
| 111 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8344 | 1.8280 | ||
| 112 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8343 | 1.8280 | ||
| 113 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8342 | 1.8280 | ||
| 114 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8339 | 1.8280 | ||
| 115 | 2006.07.17 11:05 | modify | 4 | 1.00 | 1.8380 | 1.8338 | 1.8280 | ||
| 116 | 2006.07.17 11:06 | modify | 4 | 1.00 | 1.8380 | 1.8337 | 1.8280 | ||
| 117 | 2006.07.17 11:11 | modify | 4 | 1.00 | 1.8380 | 1.8336 | 1.8280 | ||
| 118 | 2006.07.17 11:11 | modify | 4 | 1.00 | 1.8380 | 1.8335 | 1.8280 | ||
| 119 | 2006.07.17 11:11 | modify | 4 | 1.00 | 1.8380 | 1.8333 | 1.8280 | ||
| 120 | 2006.07.17 11:11 | modify | 4 | 1.00 | 1.8380 | 1.8332 | 1.8280 | ||
| 121 | 2006.07.17 11:12 | modify | 4 | 1.00 | 1.8380 | 1.8331 | 1.8280 | ||
| 122 | 2006.07.17 11:12 | modify | 4 | 1.00 | 1.8380 | 1.8330 | 1.8280 | ||
| 123 | 2006.07.17 11:12 | t/p | 4 | 1.00 | 1.8280 | 1.8330 | 1.8280 | 1005.84 | 11455.84 |