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    The document reports on the results of a strategy tester that used a moving average model on the GBPUSD currency pair over a period of 6 weeks in 2018. The strategy generated a total net profit of $8,244.81 with 20 trades, though it also experienced a maximum drawdown of over $6,700. Key metrics such as profit factor, expected payoff, largest winning and losing trades are presented.

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    The document reports on the results of a strategy tester that used a moving average model on the GBPUSD currency pair over a period of 6 weeks in 2018. The strategy generated a total net profit of $8,244.81 with 20 trades, though it also experienced a maximum drawdown of over $6,700. Key metrics such as profit factor, expected payoff, largest winning and losing trades are presented.

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    © All Rights Reserved
    Téléchargez comme PDF, TXT ou lisez en ligne sur Scribd
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    21 vues2 pages

    6 Semanas

    Transféré par

    api-408124642
    The document reports on the results of a strategy tester that used a moving average model on the GBPUSD currency pair over a period of 6 weeks in 2018. The strategy generated a total net profit of $8,244.81 with 20 trades, though it also experienced a maximum drawdown of over $6,700. Key metrics such as profit factor, expected payoff, largest winning and losing trades are presented.

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    sur 2

    Strategy Tester Report

    Moving Average_EH
    Tradeview-Demo (Build 1090)

    Symbol GBPUSD (Great Britan Pound vs US Dollar)


    Period 4 Hours (H4) 2018.04.02 00:00 - 2018.05.15 20:00 (2018.04.01 - 2018.05.16)
    Model Every tick (the most precise method based on all available least timeframes)
    Parameters Lots=1; MaximumRisk=0.2; DecreaseFactor=3; MovingPeriod=9; MovingShift=0;

    Bars in test 1194 Ticks modelled 2687253 Modelling quality 90.00%


    Mismatched charts errors 0

    Initial deposit 10000.00 Spread Current (7)


    Total net profit 8244.81 Gross profit 15065.97 Gross loss -6821.16
    Profit factor 2.21 Expected payoff 412.24
    Absolute drawdown 2088.57 Maximal drawdown 6781.79 (27.65%) Relative drawdown 27.65% (6781.79)

    Total trades 20 Short positions (won %) 9 (55.56%) Long positions (won %) 11 (18.18%)
    Profit trades (% of total) 7 (35.00%) Loss trades (% of total) 13 (65.00%)
    Largest profit trade 6273.18 loss trade -2383.69
    Average profit trade 2152.28 loss trade -524.70
    Maximum consecutive wins (profit in money) 2 (7504.49) consecutive losses (loss in money) 5 (-1455.90)
    Maximal consecutive profit (count of wins) 7504.49 (2) consecutive loss (count of losses) -3598.95 (4)
    Average consecutive wins 2 consecutive losses 3

    # Time Type Order Size Price S/L T/P Profit Balance


    1 2018.04.02 00:00 sell 1 2.00 1.40079 0.00000 0.00000
    2 2018.04.02 04:00 close 1 2.00 1.40475 0.00000 0.00000 -802.00 9198.00
    3 2018.04.02 12:00 buy 2 1.80 1.40668 0.00000 0.00000
    4 2018.04.02 20:00 close 2 1.80 1.40334 0.00000 0.00000 -610.20 8587.80
    5 2018.04.03 04:00 buy 3 0.60 1.40527 0.00000 0.00000
    6 2018.04.04 00:01 close 3 0.60 1.40514 0.00000 0.00000 -13.07 8574.73
    7 2018.04.04 04:00 buy 4 0.10 1.40821 0.00000 0.00000
    8 2018.04.04 16:00 close 4 0.10 1.40664 0.00000 0.00000 -16.20 8558.53
    9 2018.04.04 20:00 buy 5 0.10 1.40825 0.00000 0.00000
    10 2018.04.05 08:00 close 5 0.10 1.40697 0.00000 0.00000 -14.43 8544.10
    11 2018.04.05 12:00 sell 6 0.10 1.40399 0.00000 0.00000
    12 2018.04.06 16:00 close 6 0.10 1.40351 0.00000 0.00000 4.51 8548.61
    13 2018.04.11 00:01 buy 7 1.70 1.41739 0.00000 0.00000
    14 2018.04.12 00:01 close 7 1.70 1.41711 0.00000 0.00000 -75.39 8473.22
    15 2018.04.12 04:00 buy 8 1.70 1.41958 0.00000 0.00000
    16 2018.04.12 08:00 close 8 1.70 1.41739 0.00000 0.00000 -380.80 8092.42
    17 2018.04.12 16:00 buy 9 0.50 1.41891 0.00000 0.00000
    18 2018.04.16 00:00 close 9 0.50 1.42429 0.00000 0.00000 262.72 8355.13
    19 2018.04.16 04:00 buy 10 1.70 1.42622 0.00000 0.00000
    20 2018.04.17 16:00 close 10 1.70 1.43190 0.00000 0.00000 950.67 9305.80
    21 2018.04.18 12:00 sell 11 1.90 1.41905 0.00000 0.00000
    22 2018.04.19 16:00 close 11 1.90 1.42387 0.00000 0.00000 -913.32 8392.48
    23 2018.04.19 20:00 sell 12 1.70 1.41928 0.00000 0.00000
    24 2018.04.26 16:00 close 12 1.70 1.39829 0.00000 0.00000 3584.80 11977.29
    25 2018.04.26 20:00 sell 13 2.40 1.39296 0.00000 0.00000
    26 2018.04.30 20:00 close 13 2.40 1.37662 0.00000 0.00000 3919.69 15896.97
    27 2018.05.01 00:01 sell 14 3.20 1.37585 0.00000 0.00000
    28 2018.05.01 04:00 close 14 3.20 1.37704 0.00000 0.00000 -396.80 15500.17
    29 2018.05.01 08:00 sell 15 3.10 1.37561 0.00000 0.00000
    30 2018.05.07 16:00 close 15 3.10 1.35545 0.00000 0.00000 6273.18 21773.36
    31 2018.05.08 08:00 sell 16 4.40 1.35482 0.00000 0.00000
    32 2018.05.08 20:00 close 16 4.40 1.35461 0.00000 0.00000 70.40 21843.76
    33 2018.05.09 08:00 sell 17 4.40 1.35333 0.00000 0.00000
    34 2018.05.09 12:00 close 17 4.40 1.35462 0.00000 0.00000 -589.60 21254.16
    35 2018.05.09 16:00 buy 18 4.30 1.35966 0.00000 0.00000
    36 2018.05.10 00:01 close 18 4.30 1.35428 0.00000 0.00000 -2383.69 18870.46
    37 2018.05.10 08:00 buy 19 1.30 1.35757 0.00000 0.00000
    38 2018.05.10 16:00 close 19 1.30 1.35303 0.00000 0.00000 -596.70 18273.76
    39 2018.05.11 16:00 buy 20 0.10 1.35824 0.00000 0.00000
    40 2018.05.15 00:01 close 20 0.10 1.35547 0.00000 0.00000 -28.96 18244.81

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