Strategy Tester Report
LWMA
FBS-Real-7 (Build 1320)

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2020.01.02 00:00 - 2020.12.28 00:00 (2020.01.01 - 2020.12.29)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersEA_Name="Linear Weighted Moving Average"; AccountType=2; MaxTrades=7; Multiply=2; SecureOrders=2; ProfitsBEP=0; MovingPeriod=15; MovingShift=1; Trailing=true;
Bars in test1259Ticks modelled18754873Modelling quality66.34%
Mismatched charts errors2
Initial deposit1000.00SpreadCurrent (47)
Total net profit561.21Gross profit765.43Gross loss-204.23
Profit factor3.75Expected payoff13.69
Absolute drawdown301.02Maximal drawdown575.47 (45.15%)Relative drawdown45.15% (575.47)
Total trades41Short positions (won %)17 (70.59%)Long positions (won %)24 (62.50%)
Profit trades (% of total)27 (65.85%)Loss trades (% of total)14 (34.15%)
Largestprofit trade222.77loss trade-46.87
Averageprofit trade28.35loss trade-14.59
Maximumconsecutive wins (profit in money)7 (154.39)consecutive losses (loss in money)3 (-91.69)
Maximalconsecutive profit (count of wins)286.40 (3)consecutive loss (count of losses)-91.69 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12020.01.09 00:00buy10.02109.0930.000109.975
22020.01.10 00:00modify10.02109.093109.198109.975
32020.01.13 00:00modify10.02109.093109.229109.975
42020.01.14 00:00modify10.02109.093109.653109.975
52020.01.14 01:08t/p10.02109.975109.653109.97516.021016.02
62020.01.24 00:00sell20.02109.4910.000109.049
72020.01.27 00:00t/p20.02109.0490.000109.0498.061024.08
82020.02.05 00:00buy30.02109.5710.000110.231
92020.02.07 00:00modify30.02109.571109.766110.231
102020.02.07 14:27s/l30.02109.766109.766110.2313.521027.60
112020.02.20 00:00buy40.02111.4150.000112.245
122020.02.21 00:00modify40.02111.415111.734112.245
132020.02.21 09:53s/l40.02111.734111.734112.2455.701033.30
142020.02.26 00:00sell50.02110.1990.000109.255
152020.02.28 00:00modify50.02110.199110.055109.255
162020.02.28 05:45t/p50.02109.255110.055109.25517.091050.39
172020.03.16 00:00buy60.02106.9800.000109.730
182020.03.19 14:25t/p60.02109.7300.000109.73050.081100.47
192020.03.30 00:00sell70.02107.6550.000105.793
202020.04.06 00:00sell80.04108.3420.000105.793
212020.04.07 00:00sell90.08109.2050.000105.793
222020.04.10 00:00close90.08108.4610.000105.79353.921154.39
232020.04.13 00:00close80.04108.4420.000105.793-4.361150.02
242020.04.14 00:00close70.02107.8090.000105.793-3.581146.44
252020.05.12 00:00buy100.02107.7010.000108.555
262020.05.13 00:00buy110.04107.1780.000108.555
272020.05.20 00:00close110.04107.6880.000108.55518.831165.27
282020.05.21 00:00close100.02107.5030.000108.555-3.771161.51
292020.06.03 00:00buy120.02108.7060.000109.488
302020.06.05 00:00modify120.02108.706108.806109.488
312020.06.05 15:44t/p120.02109.488108.806109.48814.251175.75
322020.06.10 00:00sell130.02107.7150.000106.911
332020.06.11 00:00modify130.02107.715107.541106.911
342020.06.11 11:39t/p130.02106.911107.541106.91114.901190.65
352020.06.26 00:00buy140.02107.2360.000107.828
362020.06.29 17:31t/p140.02107.8280.000107.82810.971201.62
372020.07.07 00:00sell150.02107.2740.000106.730
382020.07.10 16:54t/p150.02106.7300.000106.7309.951211.57
392020.07.20 00:00sell160.02107.1030.000106.613
402020.07.24 03:24t/p160.02106.6130.000106.6138.901220.47
412020.08.04 00:00buy170.02105.9580.000106.792
422020.08.07 00:00buy180.04105.5310.000106.792
432020.08.10 00:00close180.04105.8370.000106.79211.541232.02
442020.08.11 00:00close170.02105.9050.000106.792-1.061230.96
452020.08.18 00:00sell190.02105.9560.000105.300
462020.08.19 00:00modify190.02105.956105.768105.300
472020.08.19 01:19t/p190.02105.300105.768105.30012.411243.37
482020.08.26 00:00buy200.02106.3880.000107.048
492020.08.27 00:00buy210.04106.0250.000107.048
502020.08.28 00:00close210.04106.5540.000107.04819.841263.22
512020.08.31 00:00close200.02105.4350.000107.048-18.121245.10
522020.09.03 00:00buy220.02106.1540.000106.856
532020.09.15 00:00buy230.04105.7660.000106.856
542020.09.16 00:00buy240.08105.4530.000106.856
552020.09.17 00:00buy250.16104.9780.000106.856
562020.09.21 00:00buy260.32104.5480.000106.856
572020.09.24 00:00close260.32105.2830.000106.856222.771467.87
582020.09.25 00:00close250.16105.3930.000106.85662.491530.36
592020.09.28 00:00close240.08105.4730.000106.8561.141531.50
602020.09.29 00:00close230.04105.4520.000106.856-12.131519.37
612020.09.30 00:00close220.02105.6170.000106.856-10.371509.00
622020.10.05 00:00sell270.03105.2760.000104.724
632020.10.06 00:00sell280.06105.7320.000104.724
642020.10.09 00:00sell290.12105.9640.000104.724
652020.10.12 00:00close290.12105.7610.000104.72422.741531.74
662020.10.13 00:00close280.06105.3650.000104.72419.891551.63
672020.10.14 00:00close270.03105.4910.000104.724-6.761544.88
682020.10.22 00:00sell300.03104.5610.000103.907
692020.10.23 00:00sell310.06104.8320.000103.907
702020.10.26 00:00close310.06104.7080.000103.9076.971551.84
712020.10.27 00:00close300.03104.8820.000103.907-9.401542.45
722020.11.04 00:00sell320.03104.4230.000103.945
732020.11.05 11:40t/p320.03103.9450.000103.94513.581556.03
742020.11.06 00:00sell330.03103.4690.000102.715
752020.11.10 00:00sell340.06105.3490.000102.715
762020.11.17 00:00close340.06104.6120.000102.71541.261597.29
772020.11.18 00:00close330.03104.2150.000102.715-22.191575.10
782020.11.24 00:00buy350.03104.5460.000105.246
792020.11.27 00:00buy360.06104.2940.000105.246
802020.12.03 00:00close360.06104.3950.000105.2465.661580.76
812020.12.04 00:00close350.03103.8310.000105.246-20.801559.96
822020.12.10 00:00buy370.03104.2420.000104.684
832020.12.14 00:00buy380.06103.9930.000104.684
842020.12.16 00:00buy390.12103.6920.000104.684
852020.12.18 00:00buy400.24103.1120.000104.684
862020.12.21 00:00close400.24103.4860.000104.68486.651646.60
872020.12.22 00:00close390.12103.2910.000104.684-46.871599.73
882020.12.23 00:00close380.06103.6010.000104.684-22.911576.81
892020.12.24 00:00close370.03103.4920.000104.684-21.911554.91
902020.12.28 00:00buy410.03103.5470.000103.979
912020.12.28 21:59close at stop410.03103.7650.000103.9796.301561.21