Strategy Tester Report
Trust_BTC_HMA_Trader
BTC-eExchange-ECN Demo Server (Build 1010)

SymbolBTCUSD (BitCoin vs US Dollar)
Period1 Hour (H1) 2016.06.01 00:00 - 2016.09.16 00:00 (2016.06.01 - 2016.09.16)
ModelControl points (a very crude method, the results must not be considered)
ParametersEntryLots=0.4; TakeProfit=2000; StopLoss=1000; trailingStep=500; trailingStop=900; HMA_PERIODS=22; MaxLot=0.1; MaxOrders=16; OrderRisk=1; SpreadMax=10; CloseOrderProfit=0.9; CloseOrderTotalLoss=-10; OrderNotifySend=false; LoacalTimeZone=9; DayTradeClose=false; CloseHour=4; CloseMin=30; OpenHour=7; OpenMin=30; MagicNumber=195801; secretmagic=20160758930002;
Bars in test3568Ticks modelled60650Modelling qualityn/a
Mismatched charts errors0
Initial deposit500.00SpreadCurrent (1012)
Total net profit40.59Gross profit45.74Gross loss-5.14
Profit factor8.89Expected payoff0.47
Absolute drawdown8.66Maximal drawdown10.26 (1.99%)Relative drawdown2.02% (10.12)
Total trades86Short positions (won %)68 (88.24%)Long positions (won %)18 (100.00%)
Profit trades (% of total)78 (90.70%)Loss trades (% of total)8 (9.30%)
Largestprofit trade0.83loss trade-0.66
Averageprofit trade0.59loss trade-0.64
Maximumconsecutive wins (profit in money)65 (36.44)consecutive losses (loss in money)6 (-3.82)
Maximalconsecutive profit (count of wins)36.44 (65)consecutive loss (count of losses)-3.82 (6)
Averageconsecutive wins39consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.06.02 11:00sell10.05525.231535.2310.000
22016.06.02 11:02modify10.05525.231543.0140.000
32016.06.02 11:02modify10.05525.231535.231508.014
42016.06.02 11:05sell20.05526.602536.6020.000
52016.06.02 11:07modify20.05526.602543.4150.000
62016.06.02 11:07modify20.05526.602536.602508.415
72016.06.02 11:10sell30.05525.800535.8000.000
82016.06.02 11:12modify30.05525.800542.2130.000
92016.06.02 11:12modify30.05525.800535.800507.213
102016.06.02 11:17sell40.05524.999534.9990.000
112016.06.02 11:20modify40.05524.999539.0080.000
122016.06.02 11:20modify40.05524.999534.999504.008
132016.06.02 11:32sell50.05525.019535.0190.000
142016.06.02 11:35modify50.05525.019540.7970.000
152016.06.02 11:35modify50.05525.019535.019505.797
162016.06.02 11:37sell60.05525.253535.2530.000
172016.06.02 11:40modify60.05525.253540.3290.000
182016.06.02 11:40modify60.05525.253535.253505.329
192016.06.03 11:16s/l10.05535.231535.231508.014-0.64499.36
202016.06.03 11:16s/l30.05535.800535.800507.213-0.64498.73
212016.06.03 11:16s/l40.05534.999534.999504.008-0.64498.09
222016.06.03 11:16s/l50.05535.019535.019505.797-0.64497.45
232016.06.03 11:16s/l60.05535.253535.253505.329-0.64496.81
242016.06.03 11:45s/l20.05536.602536.602508.415-0.64496.18
252016.06.14 10:00sell70.05672.632682.6320.000
262016.06.14 10:02modify70.05672.632689.1060.000
272016.06.14 10:02modify70.05672.632682.632654.106
282016.06.14 10:05sell80.05673.559683.5590.000
292016.06.14 10:07modify80.05673.559688.6410.000
302016.06.14 10:07modify80.05673.559683.559653.641
312016.06.14 10:10sell90.05674.953684.9530.000
322016.06.14 10:12modify90.05674.953690.5000.000
332016.06.14 10:12modify90.05674.953684.953655.500
342016.06.14 10:15sell100.05676.347686.3470.000
352016.06.14 10:17modify100.05676.347691.8940.000
362016.06.14 10:17modify100.05676.347686.347656.894
372016.06.14 10:20sell110.05677.741687.7410.000
382016.06.14 10:22modify110.05677.741692.8240.000
392016.06.14 10:22modify110.05677.741687.741657.824
402016.06.14 10:25sell120.05677.276687.2760.000
412016.06.14 10:27modify120.05677.276691.8940.000
422016.06.14 10:27modify120.05677.276687.276656.894
432016.06.14 10:27sell130.05675.300685.3000.000
442016.06.14 10:30modify130.05675.300691.8660.000
452016.06.14 10:30modify130.05675.300685.300656.866
462016.06.14 10:32sell140.05676.746686.7460.000
472016.06.14 10:35modify140.05676.746692.3930.000
482016.06.14 10:35modify140.05676.746686.746657.393
492016.06.14 10:37sell150.05677.110687.1100.000
502016.06.14 10:40modify150.05677.110691.6640.000
512016.06.14 10:40modify150.05677.110687.110656.664
522016.06.14 10:42sell160.05676.017686.0170.000
532016.06.14 10:45modify160.05676.017690.5710.000
542016.06.14 10:45modify160.05676.017686.017655.571
552016.06.14 10:47sell170.05674.923684.9230.000
562016.06.14 10:50modify170.05674.923689.1130.000
572016.06.14 10:50modify170.05674.923684.923654.113
582016.06.14 10:52sell180.05673.830683.8300.000
592016.06.14 10:55modify180.05673.830689.4770.000
602016.06.14 10:55modify180.05673.830683.830654.477
612016.06.14 10:57sell190.05674.559684.5590.000
622016.06.14 10:59modify190.05674.559691.0140.000
632016.06.14 10:59modify190.05674.559684.559656.014
642016.06.14 18:10close110.05661.783687.741657.8240.63496.81
652016.06.14 18:10close140.05661.783686.746657.3930.58497.39
662016.06.14 18:15close70.05657.443682.632654.1060.59497.98
672016.06.14 18:15close90.05657.443684.953655.5000.71498.69
682016.06.14 18:15close120.05657.443687.276656.8940.82499.51
692016.06.14 18:15close150.05657.443687.110656.6640.81500.32
702016.06.14 18:15close170.05657.443684.923654.1130.70501.02
712016.06.14 18:15close190.05657.443684.559656.0140.69501.71
722016.06.14 18:17close100.05658.889686.347656.8940.70502.41
732016.06.14 18:17close160.05658.889686.017655.5710.69503.10
742016.06.14 18:20t/p80.05653.641683.559653.6410.83503.93
752016.06.14 18:20t/p130.05656.866685.300656.8660.75504.68
762016.06.14 18:20t/p180.05654.477683.830654.4770.80505.48
772016.06.26 08:00sell200.05630.015640.0150.000
782016.06.26 08:02modify200.05630.015644.3300.000
792016.06.26 08:02modify200.05630.015640.015609.330
802016.06.26 08:15sell210.05630.546640.5460.000
812016.06.26 08:17modify210.05630.546646.2400.000
822016.06.26 08:17modify210.05630.546640.546611.240
832016.06.26 08:20sell220.05631.501641.5010.000
842016.06.26 08:22modify220.05631.501646.8760.000
852016.06.26 08:22modify220.05631.501641.501611.876
862016.06.26 08:25sell230.05631.183641.1830.000
872016.06.26 08:27modify230.05631.183646.2400.000
882016.06.26 08:27modify230.05631.183641.183611.240
892016.06.26 08:27sell240.05631.500641.5000.000
902016.06.26 08:30modify240.05631.500647.5130.000
912016.06.26 08:30modify240.05631.500641.500612.513
922016.06.26 08:32sell250.05632.810642.8100.000
932016.06.26 08:35modify250.05632.810648.6410.000
942016.06.26 08:35modify250.05632.810642.810613.641
952016.06.26 08:37sell260.05632.992642.9920.000
962016.06.26 08:40modify260.05632.992648.2770.000
972016.06.26 08:40modify260.05632.992642.992613.277
982016.06.26 08:42sell270.05632.447642.4470.000
992016.06.26 08:45modify270.05632.447647.7320.000
1002016.06.26 08:45modify270.05632.447642.447612.732
1012016.06.26 08:47sell280.05631.902641.9020.000
1022016.06.26 08:50modify280.05631.902647.0050.000
1032016.06.26 08:50modify280.05631.902641.902612.005
1042016.06.26 08:52sell290.05631.357641.3570.000
1052016.06.26 08:55modify290.05631.357647.1870.000
1062016.06.26 08:55modify290.05631.357641.357612.187
1072016.06.26 08:57sell300.05631.720641.7200.000
1082016.06.26 08:59modify300.05631.720647.3140.000
1092016.06.26 08:59modify300.05631.720641.720612.314
1102016.06.26 10:50s/l200.05640.015640.015609.330-0.66504.82
1112016.06.26 10:50s/l210.05640.546640.546611.240-0.66504.16
1122016.06.26 15:45close250.05616.734642.810613.6410.64504.80
1132016.06.26 15:45close270.05616.734642.447612.7320.63505.43
1142016.06.26 15:45close300.05616.734641.720612.3140.59506.02
1152016.06.26 15:47close260.05618.089642.992613.2770.59506.61
1162016.06.26 15:50t/p220.05611.876641.501611.8760.82507.43
1172016.06.26 15:50t/p240.05612.513641.500612.5130.79508.22
1182016.06.26 15:50t/p280.05612.005641.902612.0050.83509.05
1192016.06.26 15:50t/p290.05612.187641.357612.1870.80509.85
1202016.06.26 15:50close230.05611.313641.183611.2400.83510.68
1212016.07.05 08:00sell310.05658.805668.8050.000
1222016.07.05 08:02modify310.05658.805676.3570.000
1232016.07.05 08:02modify310.05658.805668.805641.357
1242016.07.05 08:05sell320.05660.180670.1800.000
1252016.07.05 08:07modify320.05660.180676.5210.000
1262016.07.05 08:07modify320.05660.180670.180641.521
1272016.07.05 08:10sell330.05659.851669.8510.000
1282016.07.05 08:12modify330.05659.851676.0280.000
1292016.07.05 08:12modify330.05659.851669.851641.028
1302016.07.05 08:15sell340.05659.358669.3580.000
1312016.07.05 08:17modify340.05659.358675.5340.000
1322016.07.05 08:17modify340.05659.358669.358640.534
1332016.07.05 08:20sell350.05658.700668.7000.000
1342016.07.05 08:22modify350.05658.700675.0410.000
1352016.07.05 08:22modify350.05658.700668.700640.041
1362016.07.05 08:25sell360.05658.865668.8650.000
1372016.07.05 08:27modify360.05658.865675.3700.000
1382016.07.05 08:27modify360.05658.865668.865640.370
1392016.07.05 08:27sell370.05658.701668.7010.000
1402016.07.05 08:30modify370.05658.701674.7120.000
1412016.07.05 08:30modify370.05658.701668.701639.712
1422016.07.05 08:33sell380.05659.289669.2890.000
1432016.07.05 08:36modify380.05659.289675.1830.000
1442016.07.05 08:36modify380.05659.289669.289640.183
1452016.07.05 08:40sell390.05659.643669.6430.000
1462016.07.05 08:43modify390.05659.643675.5370.000
1472016.07.05 08:43modify390.05659.643669.643640.537
1482016.07.05 08:46sell400.05659.996669.9960.000
1492016.07.05 08:50modify400.05659.996675.7720.000
1502016.07.05 08:50modify400.05659.996669.996640.772
1512016.07.05 08:53sell410.05659.878669.8780.000
1522016.07.05 08:56modify410.05659.878675.5370.000
1532016.07.05 08:56modify410.05659.878669.878640.537
1542016.07.05 08:59sell420.05659.001669.0010.000
1552016.07.05 09:00modify420.05659.001675.0130.000
1562016.07.05 09:00modify420.05659.001669.001640.013
1572016.07.07 07:20t/p310.05641.357668.805641.3570.67511.35
1582016.07.07 07:20t/p320.05641.521670.180641.5210.72512.07
1592016.07.07 07:20t/p330.05641.028669.851641.0280.74512.82
1602016.07.07 07:20close340.05641.012669.358640.5340.72513.54
1612016.07.07 07:20close360.05641.012668.865640.3700.69514.23
1622016.07.07 07:20close380.05641.012669.289640.1830.71514.95
1632016.07.07 07:20close400.05641.012669.996640.7720.75515.70
1642016.07.07 07:20close420.05641.012669.001640.0130.70516.40
1652016.07.07 07:22close390.05644.053669.643640.5370.58516.99
1662016.07.07 07:25close350.05642.533668.700640.0410.61517.60
1672016.07.07 07:25close410.05642.533669.878640.5370.67518.27
1682016.07.07 07:27close370.05641.022668.701639.7120.68518.96
1692016.07.10 16:50buy430.05629.024619.0240.000
1702016.07.10 16:52modify430.05629.024619.024649.259
1712016.07.10 16:55buy440.05629.648619.6480.000
1722016.07.10 16:57modify440.05629.648619.648650.506
1732016.07.10 16:59buy450.05631.052621.0520.000
1742016.07.10 17:00modify450.05631.052621.052650.040
1752016.07.11 05:07close430.05643.998619.024649.2590.58519.54
1762016.07.12 18:10close440.05644.836619.648650.5060.58520.12
1772016.07.12 18:16close450.05646.650621.052650.0400.60520.72
1782016.07.26 00:33sell460.05650.985660.9850.000
1792016.07.26 00:36modify460.05650.985666.5810.000
1802016.07.26 00:36modify460.05650.985660.985631.581
1812016.07.26 00:40sell470.05651.400661.4000.000
1822016.07.26 00:43modify470.05651.400665.7500.000
1832016.07.26 00:43modify470.05651.400661.400630.750
1842016.07.26 00:46sell480.05650.154660.1540.000
1852016.07.26 00:50modify480.05650.154664.5040.000
1862016.07.26 00:50modify480.05650.154660.154629.504
1872016.07.30 10:15sell490.05648.407658.4070.000
1882016.07.30 10:17modify490.05648.407664.2220.000
1892016.07.30 10:17modify490.05648.407658.407629.222
1902016.07.30 10:20sell500.05648.998658.9980.000
1912016.07.30 10:22modify500.05648.998664.6160.000
1922016.07.30 10:22modify500.05648.998658.998629.616
1932016.07.30 10:25sell510.05648.801658.8010.000
1942016.07.30 10:27modify510.05648.801664.2220.000
1952016.07.30 10:27modify510.05648.801658.801629.222
1962016.07.30 10:50sell520.05648.609658.6090.000
1972016.07.30 10:52modify520.05648.609664.3280.000
1982016.07.30 10:52modify520.05648.609658.609629.328
1992016.07.30 10:55sell530.05648.463658.4630.000
2002016.07.30 10:57modify530.05648.463664.0360.000
2012016.07.30 10:57modify530.05648.463658.463629.036
2022016.07.31 02:20sell540.05648.859658.8590.000
2032016.07.31 02:22modify540.05648.859664.2640.000
2042016.07.31 02:22modify540.05648.859658.859629.264
2052016.07.31 02:25sell550.05648.556658.5560.000
2062016.07.31 02:27modify550.05648.556663.6580.000
2072016.07.31 02:27modify550.05648.556658.556628.658
2082016.07.31 02:46sell560.05648.499658.4990.000
2092016.07.31 02:50modify560.05648.499664.0260.000
2102016.07.31 02:50modify560.05648.499658.499629.026
2112016.07.31 02:53sell570.05648.257658.2570.000
2122016.07.31 02:56modify570.05648.257663.5420.000
2132016.07.31 02:56modify570.05648.257658.257628.542
2142016.07.31 05:40close470.05636.292661.400630.7500.55521.28
2152016.07.31 05:46close460.05634.652660.985631.5810.61521.89
2162016.07.31 05:53close480.05635.062660.154629.5040.54522.44
2172016.07.31 06:46close490.05633.022658.407629.2220.61523.05
2182016.07.31 06:46close510.05633.022658.801629.2220.63523.68
2192016.07.31 06:46close530.05633.022658.463629.0360.61524.29
2202016.07.31 06:46close550.05633.022658.556628.6580.62524.91
2212016.07.31 06:46close570.05633.022658.257628.5420.60525.51
2222016.07.31 06:50close500.05633.712658.998629.6160.60526.11
2232016.07.31 06:50close540.05633.712658.859629.2640.60526.71
2242016.07.31 06:53close520.05633.367658.609629.3280.60527.31
2252016.07.31 07:13close560.05633.297658.499629.0260.60527.91
2262016.08.05 02:00buy580.05574.015564.0150.000
2272016.08.05 02:03modify580.05574.015564.015593.268
2282016.08.05 02:06buy590.05574.547564.5470.000
2292016.08.05 02:10modify590.05574.547564.547593.000
2302016.08.05 02:13buy600.05575.349565.3490.000
2312016.08.05 02:16modify600.05575.349565.349594.070
2322016.08.07 17:16close580.05590.710564.015593.2680.69528.60
2332016.08.07 17:16close600.05590.710565.349594.0700.63529.23
2342016.08.07 17:23close590.05590.219564.547593.0000.64529.87
2352016.08.08 20:20sell610.05586.997596.9970.000
2362016.08.08 20:22modify610.05586.997602.6460.000
2372016.08.08 20:22modify610.05586.997596.997567.646
2382016.08.08 20:25sell620.05586.815596.8150.000
2392016.08.08 20:27modify620.05586.815602.2830.000
2402016.08.08 20:27modify620.05586.815596.815567.283
2412016.08.14 15:45close610.05570.217596.997567.6460.64530.51
2422016.08.14 15:47close620.05570.780596.815567.2830.60531.11
2432016.08.24 07:00sell630.05579.000589.0000.000
2442016.08.24 07:03modify630.05579.000595.3330.000
2452016.08.24 07:03modify630.05579.000589.000560.333
2462016.08.24 07:06sell640.05579.257589.2570.000
2472016.08.24 07:10modify640.05579.257595.5260.000
2482016.08.24 07:10modify640.05579.257589.257560.526
2492016.08.24 07:13sell650.05579.450589.4500.000
2502016.08.24 07:16modify650.05579.450595.7190.000
2512016.08.24 07:16modify650.05579.450589.450560.719
2522016.08.24 07:20sell660.05579.578589.5780.000
2532016.08.24 07:23modify660.05579.578595.6550.000
2542016.08.24 07:23modify660.05579.578589.578560.655
2552016.08.24 07:26sell670.05579.450589.4500.000
2562016.08.24 07:30modify670.05579.450595.7170.000
2572016.08.24 07:30modify670.05579.450589.450560.717
2582016.08.24 07:33sell680.05579.919589.9190.000
2592016.08.24 07:36modify680.05579.919595.8390.000
2602016.08.24 07:36modify680.05579.919589.919560.839
2612016.08.24 07:40sell690.05580.011590.0110.000
2622016.08.24 07:43modify690.05580.011595.6550.000
2632016.08.24 07:43modify690.05580.011590.011560.655
2642016.08.24 07:46sell700.05579.735589.7350.000
2652016.08.24 07:50modify700.05579.735595.3800.000
2662016.08.24 07:50modify700.05579.735589.735560.380
2672016.08.24 07:53sell710.05579.460589.4600.000
2682016.08.24 07:59modify710.05579.460595.0120.000
2692016.08.24 07:59modify710.05579.460589.460560.012
2702016.08.24 22:10sell720.05578.835588.8350.000
2712016.08.24 22:13modify720.05578.835594.7580.000
2722016.08.24 22:13modify720.05578.835588.835559.758
2732016.08.24 22:16sell730.05579.102589.1020.000
2742016.08.24 22:20modify730.05579.102594.9360.000
2752016.08.24 22:20modify730.05579.102589.102559.936
2762016.08.24 22:23sell740.05579.013589.0130.000
2772016.08.24 22:26modify740.05579.013594.7580.000
2782016.08.24 22:26modify740.05579.013589.013559.758
2792016.09.02 03:05close630.05574.323589.000560.3330.00531.11
2802016.09.02 03:05close650.05574.323589.450560.7190.03531.14
2812016.09.02 03:05close670.05574.323589.450560.7170.03531.18
2822016.09.02 03:05close690.05574.323590.011560.6550.04531.22
2832016.09.02 03:05close710.05574.323589.460560.0120.03531.25
2842016.09.02 03:05close730.05574.323589.102559.9360.01531.26
2852016.09.02 03:05buy750.05574.323564.3230.000
2862016.09.02 03:07modify750.05574.323564.323593.592
2872016.09.02 03:10close640.05574.042589.257560.5260.03531.29
2882016.09.02 03:10close680.05574.042589.919560.8390.06531.35
2892016.09.02 03:10close720.05574.042588.835559.7580.01531.37
2902016.09.02 03:10buy760.05574.042564.0420.000
2912016.09.02 03:12modify760.05574.042564.042593.171
2922016.09.02 03:15close660.05573.621589.578560.6550.07531.44
2932016.09.02 03:15close740.05573.621589.013559.7580.04531.48
2942016.09.02 03:15buy770.05573.621563.6210.000
2952016.09.02 03:17modify770.05573.621563.621592.749
2962016.09.02 03:20close700.05573.059589.735560.3800.10531.58
2972016.09.02 03:20buy780.05573.059563.0590.000
2982016.09.02 03:22modify780.05573.059563.059592.328
2992016.09.02 03:25buy790.05573.199563.1990.000
3002016.09.02 03:27modify790.05573.199563.199592.609
3012016.09.02 03:27buy800.05573.064563.0640.000
3022016.09.02 03:30modify800.05573.064563.064592.135
3032016.09.02 03:32buy810.05573.135563.1350.000
3042016.09.02 03:35modify810.05573.135563.135592.190
3052016.09.02 03:37buy820.05573.067563.0670.000
3062016.09.02 03:40modify820.05573.067563.067592.393
3072016.09.02 03:42buy830.05573.337563.3370.000
3082016.09.02 03:45modify830.05573.337563.337592.595
3092016.09.02 03:47buy840.05573.540563.5400.000
3102016.09.02 03:50modify840.05573.540563.540592.798
3112016.09.02 03:52buy850.05573.675563.6750.000
3122016.09.02 03:55modify850.05573.675563.675592.730
3132016.09.02 03:57buy860.05573.540563.5400.000
3142016.09.02 03:59modify860.05573.540563.540592.400
3152016.09.03 22:15close770.05589.324563.621592.7490.65532.23
3162016.09.03 22:15close790.05589.324563.199592.6090.67532.90
3172016.09.03 22:15close810.05589.324563.135592.1900.67533.57
3182016.09.03 22:15close830.05589.324563.337592.5950.66534.23
3192016.09.03 22:15close850.05589.324563.675592.7300.64534.87
3202016.09.03 22:20t/p750.05593.592564.323593.5920.82535.69
3212016.09.03 22:20t/p760.05593.171564.042593.1710.82536.51
3222016.09.03 22:20t/p780.05592.328563.059592.3280.82537.33
3232016.09.03 22:20t/p800.05592.135563.064592.1350.81538.14
3242016.09.03 22:20t/p820.05592.393563.067592.3930.83538.97
3252016.09.03 22:20t/p840.05592.798563.540592.7980.82539.79
3262016.09.03 22:20t/p860.05592.400563.540592.4000.80540.59