Strategy Tester Report
Segma Daily EA
FBS-Real-7 (Build 1170)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2018.08.06 00:00 - 2019.07.12 23:00 (2018.08.04 - 2019.07.15) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Expert_Name="LSMA_Daily"; useTimeFilter=true; HourBegin=15; HourEnd=21; LSMAShortPeriod=24; LSMALongPeriod=12; mm="---Money Management---"; Lots=0.01; MaximumRisk=85; DecreaseFactor=-0.75; st6="--Profit Controls--"; StopLoss=1250; TakeProfit=1400; Slippage=3; | ||||
| Bars in test | 6814 | Ticks modelled | 13446774 | Modelling quality | 90.00% |
| Mismatched charts errors | 41 | ||||
| Initial deposit | 250.00 | Spread | Current (9) | ||
| Total net profit | 4737036.14 | Gross profit | 4846480.19 | Gross loss | -109444.05 |
| Profit factor | 44.28 | Expected payoff | 112786.57 | ||
| Absolute drawdown | 246.04 | Maximal drawdown | 738880.00 (23.12%) | Relative drawdown | 98.99% (388.94) |
| Total trades | 42 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 21 (90.48%) |
| Profit trades (% of total) | 37 (88.10%) | Loss trades (% of total) | 5 (11.90%) | ||
| Largest | profit trade | 697180.00 | loss trade | -77380.00 | |
| Average | profit trade | 130985.95 | loss trade | -21888.81 | |
| Maximum | consecutive wins (profit in money) | 15 (13064.85) | consecutive losses (loss in money) | 1 (-77380.00) | |
| Maximal | consecutive profit (count of wins) | 2382625.00 (7) | consecutive loss (count of losses) | -77380.00 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.08.06 15:00 | buy | 1 | 0.17 | 1.15424 | 1.14165 | 1.16815 | ||
| 2 | 2018.08.10 16:16 | s/l | 1 | 0.17 | 1.14165 | 1.14165 | 1.16815 | -220.85 | 29.15 |
| 3 | 2018.08.10 17:00 | buy | 2 | 0.02 | 1.14245 | 1.12986 | 1.15636 | ||
| 4 | 2018.08.21 19:55 | t/p | 2 | 0.02 | 1.15636 | 1.12986 | 1.15636 | 26.62 | 55.76 |
| 5 | 2018.08.21 20:00 | buy | 3 | 0.04 | 1.15599 | 1.14340 | 1.16990 | ||
| 6 | 2018.08.22 15:00 | close | 3 | 0.04 | 1.16104 | 1.14340 | 1.16990 | 19.93 | 75.69 |
| 7 | 2018.08.22 15:00 | sell | 4 | 0.05 | 1.16104 | 1.17363 | 1.14713 | ||
| 8 | 2018.09.07 15:00 | close | 4 | 0.05 | 1.16104 | 1.17363 | 1.14713 | 0.22 | 75.91 |
| 9 | 2018.09.07 15:00 | buy | 5 | 0.05 | 1.16104 | 1.14845 | 1.17495 | ||
| 10 | 2018.09.20 14:58 | t/p | 5 | 0.05 | 1.17495 | 1.14845 | 1.17495 | 65.20 | 141.11 |
| 11 | 2018.09.20 15:00 | sell | 6 | 0.10 | 1.17581 | 1.18840 | 1.16190 | ||
| 12 | 2018.09.28 10:05 | t/p | 6 | 0.10 | 1.16190 | 1.18840 | 1.16190 | 139.29 | 280.40 |
| 13 | 2018.09.28 15:00 | sell | 7 | 0.19 | 1.15822 | 1.17081 | 1.14431 | ||
| 14 | 2018.10.02 15:00 | close | 7 | 0.19 | 1.15297 | 1.17081 | 1.14431 | 99.84 | 380.25 |
| 15 | 2018.10.02 15:00 | buy | 8 | 0.26 | 1.15297 | 1.14038 | 1.16688 | ||
| 16 | 2018.10.16 15:00 | close | 8 | 0.26 | 1.15894 | 1.14038 | 1.16688 | 130.87 | 511.11 |
| 17 | 2018.10.16 15:00 | sell | 9 | 0.35 | 1.15894 | 1.17153 | 1.14503 | ||
| 18 | 2018.10.18 22:41 | t/p | 9 | 0.35 | 1.14503 | 1.17153 | 1.14503 | 487.19 | 998.30 |
| 19 | 2018.10.19 15:00 | sell | 10 | 0.68 | 1.14658 | 1.15917 | 1.13267 | ||
| 20 | 2018.10.26 15:00 | close | 10 | 0.68 | 1.13377 | 1.15917 | 1.13267 | 872.22 | 1870.52 |
| 21 | 2018.10.26 15:00 | buy | 11 | 1.27 | 1.13377 | 1.12118 | 1.14768 | ||
| 22 | 2018.11.07 11:04 | t/p | 11 | 1.27 | 1.14768 | 1.12118 | 1.14768 | 1681.61 | 3552.13 |
| 23 | 2018.11.07 15:00 | sell | 12 | 2.42 | 1.14890 | 1.16149 | 1.13499 | ||
| 24 | 2018.11.09 05:44 | t/p | 12 | 2.42 | 1.13499 | 1.16149 | 1.13499 | 3368.54 | 6920.67 |
| 25 | 2018.11.09 15:00 | sell | 13 | 4.71 | 1.13492 | 1.14751 | 1.12101 | ||
| 26 | 2018.12.03 15:00 | close | 13 | 4.71 | 1.13341 | 1.14751 | 1.12101 | 736.08 | 7656.75 |
| 27 | 2018.12.03 15:00 | buy | 14 | 5.21 | 1.13341 | 1.12082 | 1.14732 | ||
| 28 | 2018.12.07 15:00 | close | 14 | 5.21 | 1.13660 | 1.12082 | 1.14732 | 1452.86 | 9109.61 |
| 29 | 2018.12.07 15:00 | sell | 15 | 6.19 | 1.13660 | 1.14919 | 1.12269 | ||
| 30 | 2018.12.12 15:00 | close | 15 | 6.19 | 1.13414 | 1.14919 | 1.12269 | 1527.20 | 10636.81 |
| 31 | 2018.12.12 15:00 | buy | 16 | 7.23 | 1.13414 | 1.12155 | 1.14805 | ||
| 32 | 2018.12.18 15:00 | close | 16 | 7.23 | 1.13794 | 1.12155 | 1.14805 | 2457.19 | 13094.00 |
| 33 | 2018.12.18 15:00 | sell | 17 | 8.90 | 1.13794 | 1.15053 | 1.12403 | ||
| 34 | 2019.01.07 15:00 | close | 17 | 8.90 | 1.14399 | 1.15053 | 1.12403 | -5341.78 | 7752.22 |
| 35 | 2019.01.07 15:00 | buy | 18 | 5.27 | 1.14399 | 1.13140 | 1.15790 | ||
| 36 | 2019.01.08 15:00 | close | 18 | 5.27 | 1.14492 | 1.13140 | 1.15790 | 454.85 | 8207.07 |
| 37 | 2019.01.08 15:00 | sell | 19 | 5.58 | 1.14492 | 1.15751 | 1.13101 | ||
| 38 | 2019.01.09 15:00 | close | 19 | 5.58 | 1.14514 | 1.15751 | 1.13101 | -121.42 | 8085.65 |
| 39 | 2019.01.09 15:00 | buy | 20 | 5.50 | 1.14514 | 1.13255 | 1.15905 | ||
| 40 | 2019.01.10 15:00 | close | 20 | 5.50 | 1.15338 | 1.13255 | 1.15905 | 4421.61 | 12507.26 |
| 41 | 2019.01.10 15:00 | sell | 21 | 8.50 | 1.15338 | 1.16597 | 1.13947 | ||
| 42 | 2019.01.15 18:29 | t/p | 21 | 8.50 | 1.13947 | 1.16597 | 1.13947 | 11829.62 | 24336.88 |
| 43 | 2019.01.15 19:00 | sell | 22 | 16.55 | 1.13919 | 1.15178 | 1.12528 | ||
| 44 | 2019.01.16 15:00 | close | 22 | 16.55 | 1.13871 | 1.15178 | 1.12528 | 798.37 | 25135.26 |
| 45 | 2019.01.16 15:00 | buy | 23 | 17.09 | 1.13871 | 1.12612 | 1.15262 | ||
| 46 | 2019.01.31 15:00 | close | 23 | 17.09 | 1.14921 | 1.12612 | 1.15262 | 16000.85 | 41136.11 |
| 47 | 2019.01.31 15:00 | sell | 24 | 27.97 | 1.14921 | 1.16180 | 1.13530 | ||
| 48 | 2019.02.07 10:00 | t/p | 24 | 27.97 | 1.13530 | 1.16180 | 1.13530 | 38953.26 | 80089.37 |
| 49 | 2019.02.07 15:00 | sell | 25 | 54.46 | 1.13439 | 1.14698 | 1.12048 | ||
| 50 | 2019.02.12 15:00 | close | 25 | 54.46 | 1.12898 | 1.14698 | 1.12048 | 29502.07 | 109591.44 |
| 51 | 2019.02.12 15:00 | buy | 26 | 74.52 | 1.12898 | 1.11639 | 1.14289 | ||
| 52 | 2019.02.22 15:00 | close | 26 | 74.52 | 1.13265 | 1.11639 | 1.14289 | 21366.37 | 130957.82 |
| 53 | 2019.02.22 15:00 | sell | 27 | 89.05 | 1.13265 | 1.14524 | 1.11874 | ||
| 54 | 2019.03.07 21:39 | t/p | 27 | 89.05 | 1.11874 | 1.14524 | 1.11874 | 124146.39 | 255104.20 |
| 55 | 2019.03.08 15:00 | buy | 28 | 173.47 | 1.12220 | 1.10961 | 1.13611 | ||
| 56 | 2019.03.19 13:09 | t/p | 28 | 173.47 | 1.13611 | 1.10961 | 1.13611 | 230852.14 | 485956.34 |
| 57 | 2019.03.19 15:00 | buy | 29 | 330.45 | 1.13527 | 1.12268 | 1.14918 | ||
| 58 | 2019.03.20 15:00 | close | 29 | 330.45 | 1.13541 | 1.12268 | 1.14918 | 2415.59 | 488371.93 |
| 59 | 2019.03.20 15:00 | sell | 30 | 332.09 | 1.13541 | 1.14800 | 1.12150 | ||
| 60 | 2019.03.28 15:44 | t/p | 30 | 332.09 | 1.12150 | 1.14800 | 1.12150 | 462734.21 | 951106.14 |
| 61 | 2019.03.28 16:00 | sell | 31 | 500.00 | 1.12168 | 1.13427 | 1.10777 | ||
| 62 | 2019.03.29 15:00 | close | 31 | 500.00 | 1.12323 | 1.13427 | 1.10777 | -77380.00 | 873726.14 |
| 63 | 2019.03.29 15:00 | buy | 32 | 500.00 | 1.12323 | 1.11064 | 1.13714 | ||
| 64 | 2019.04.11 15:00 | close | 32 | 500.00 | 1.12666 | 1.11064 | 1.13714 | 128015.00 | 1001741.14 |
| 65 | 2019.04.11 15:00 | sell | 33 | 500.00 | 1.12666 | 1.13925 | 1.11275 | ||
| 66 | 2019.04.25 14:17 | t/p | 33 | 500.00 | 1.11275 | 1.13925 | 1.11275 | 697180.00 | 1698921.14 |
| 67 | 2019.04.25 15:00 | buy | 34 | 500.00 | 1.11241 | 1.09982 | 1.12632 | ||
| 68 | 2019.05.01 21:17 | t/p | 34 | 500.00 | 1.12632 | 1.09982 | 1.12632 | 682120.00 | 2381041.14 |
| 69 | 2019.05.02 15:00 | buy | 35 | 500.00 | 1.12050 | 1.10791 | 1.13441 | ||
| 70 | 2019.05.08 15:00 | close | 35 | 500.00 | 1.12024 | 1.10791 | 1.13441 | -26380.00 | 2354661.14 |
| 71 | 2019.05.08 15:00 | sell | 36 | 500.00 | 1.12024 | 1.13283 | 1.10633 | ||
| 72 | 2019.05.22 15:00 | close | 36 | 500.00 | 1.11668 | 1.13283 | 1.10633 | 179680.00 | 2534341.14 |
| 73 | 2019.05.22 15:00 | buy | 37 | 500.00 | 1.11668 | 1.10409 | 1.13059 | ||
| 74 | 2019.06.04 15:00 | close | 37 | 500.00 | 1.12545 | 1.10409 | 1.13059 | 395015.00 | 2929356.14 |
| 75 | 2019.06.04 15:00 | sell | 38 | 500.00 | 1.12545 | 1.13804 | 1.11154 | ||
| 76 | 2019.06.18 15:00 | close | 38 | 500.00 | 1.11960 | 1.13804 | 1.11154 | 294180.00 | 3223536.14 |
| 77 | 2019.06.18 15:00 | buy | 39 | 500.00 | 1.11960 | 1.10701 | 1.13351 | ||
| 78 | 2019.06.21 16:47 | t/p | 39 | 500.00 | 1.13351 | 1.10701 | 1.13351 | 678775.00 | 3902311.14 |
| 79 | 2019.06.21 17:00 | buy | 40 | 500.00 | 1.13280 | 1.12021 | 1.14671 | ||
| 80 | 2019.06.27 15:00 | close | 40 | 500.00 | 1.13764 | 1.12021 | 1.14671 | 221930.00 | 4124241.14 |
| 81 | 2019.06.27 15:00 | sell | 41 | 500.00 | 1.13764 | 1.15023 | 1.12373 | ||
| 82 | 2019.07.05 15:00 | close | 41 | 500.00 | 1.12589 | 1.15023 | 1.12373 | 588460.00 | 4712701.14 |
| 83 | 2019.07.05 15:00 | buy | 42 | 500.00 | 1.12589 | 1.11330 | 1.13980 | ||
| 84 | 2019.07.12 23:59 | close at stop | 42 | 500.00 | 1.12685 | 1.11330 | 1.13980 | 24585.00 | 4737286.14 |