Optimization Report
Moving Average Cross
Pass | Profit | Total trades | Profit factor | Expected Payoff | Drawdown $ | Drawdown % |
1 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
2 | 808.84 | 17 | 2.92 | 47.58 | 406.19 | 3.97 |
3 | 780.71 | 21 | 1.95 | 37.18 | 631.26 | 6.06 |
4 | 912.71 | 25 | 3.16 | 36.51 | 348.30 | 3.42 |
5 | -274.44 | 127 | 0.92 | -2.16 | 785.09 | 7.84 |
6 | 1510.80 | 47 | 2.15 | 32.14 | 486.04 | 4.71 |
7 | 1182.73 | 17 | 2.49 | 69.57 | 507.56 | 4.88 |
8 | -214.24 | 127 | 0.93 | -1.69 | 734.10 | 7.33 |
9 | 788.79 | 21 | 3.08 | 37.56 | 379.06 | 3.73 |
10 | 915.40 | 47 | 1.59 | 19.48 | 453.29 | 4.24 |
11 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
12 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
13 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
14 | 1254.26 | 29 | 2.54 | 43.25 | 318.83 | 3.17 |
15 | 635.48 | 21 | 1.66 | 30.26 | 787.99 | 7.56 |
16 | 1076.78 | 25 | 2.44 | 43.07 | 504.02 | 4.81 |
17 | 1206.64 | 21 | 2.28 | 57.46 | 683.53 | 6.57 |
18 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
19 | 842.01 | 45 | 2.12 | 18.71 | 340.32 | 3.36 |
20 | 559.17 | 35 | 2.80 | 15.98 | 167.10 | 1.61 |
21 | 1094.56 | 19 | 2.29 | 57.61 | 616.93 | 5.93 |
22 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
23 | 569.94 | 23 | 1.52 | 24.78 | 832.27 | 8.01 |
24 | 725.07 | 21 | 1.64 | 34.53 | 722.20 | 6.92 |
25 | 115.00 | 19 | 1.67 | 6.05 | 209.89 | 2.04 |
26 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
27 | 1434.14 | 19 | 2.81 | 75.48 | 480.44 | 4.61 |
28 | 442.43 | 73 | 1.20 | 6.06 | 476.17 | 4.59 |
29 | 839.11 | 17 | 2.12 | 49.36 | 608.15 | 5.82 |
30 | 372.38 | 17 | 1.45 | 21.90 | 673.11 | 6.69 |
31 | -341.57 | 17 | 0.00 | -20.09 | 349.50 | 3.49 |
32 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
33 | 726.55 | 21 | 1.84 | 34.60 | 696.92 | 6.69 |
34 | 831.93 | 17 | 6.18 | 48.94 | 181.40 | 1.81 |
35 | 1736.38 | 31 | 3.02 | 56.01 | 395.24 | 3.84 |
36 | 922.79 | 21 | 3.71 | 43.94 | 312.85 | 3.09 |
37 | 941.63 | 23 | 3.47 | 40.94 | 340.08 | 3.33 |
38 | 1719.58 | 33 | 2.87 | 52.11 | 387.74 | 3.77 |
39 | 861.79 | 21 | 1.87 | 41.04 | 585.48 | 5.61 |
40 | 804.98 | 21 | 3.11 | 38.33 | 401.17 | 3.93 |
41 | 1074.96 | 39 | 1.86 | 27.56 | 489.61 | 4.74 |
42 | 1289.65 | 25 | 2.45 | 51.59 | 598.09 | 5.76 |
43 | 813.28 | 61 | 1.44 | 13.33 | 515.85 | 5.06 |
44 | 370.97 | 17 | 1.39 | 21.82 | 961.00 | 9.29 |
45 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
46 | 2134.78 | 29 | 4.37 | 73.61 | 398.69 | 3.82 |
47 | 1081.03 | 17 | 2.77 | 63.59 | 297.20 | 2.95 |
48 | 848.85 | 25 | 4.68 | 33.95 | 239.24 | 2.39 |
49 | 929.11 | 17 | 2.40 | 54.65 | 558.15 | 5.32 |
50 | -170.64 | 17 | 0.00 | -10.04 | 228.57 | 2.27 |
51 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
52 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
53 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
54 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
55 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
56 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
57 | 1453.93 | 41 | 2.10 | 35.46 | 478.04 | 4.58 |
58 | -210.61 | 21 | 0.00 | -10.03 | 231.54 | 2.31 |
59 | 1359.92 | 27 | 2.46 | 50.37 | 511.64 | 4.91 |
60 | 1172.33 | 53 | 1.74 | 22.12 | 444.25 | 4.29 |
61 | 1429.14 | 39 | 2.12 | 36.64 | 513.84 | 5.00 |
62 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
63 | -52.48 | 97 | 0.97 | -0.54 | 348.26 | 3.41 |
64 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
65 | 853.35 | 21 | 1.86 | 40.64 | 600.62 | 5.75 |
66 | 1748.82 | 33 | 2.97 | 52.99 | 373.23 | 3.56 |
67 | 941.01 | 17 | 2.57 | 55.35 | 498.83 | 4.78 |
68 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
69 | -281.54 | 127 | 0.92 | -2.22 | 792.19 | 7.91 |
70 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
71 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
72 | 1558.78 | 31 | 2.50 | 50.28 | 517.04 | 5.04 |
73 | 394.73 | 25 | 1.35 | 15.79 | 719.73 | 7.18 |
74 | 840.00 | 47 | 1.51 | 17.87 | 463.59 | 4.39 |
75 | 1277.11 | 33 | 3.45 | 38.70 | 360.90 | 3.45 |
76 | 760.58 | 23 | 1.73 | 33.07 | 749.94 | 7.18 |
77 | 390.46 | 17 | 1.40 | 22.97 | 948.51 | 9.16 |
78 | -846.48 | 173 | 0.80 | -4.89 | 1335.02 | 13.02 |
79 | 743.87 | 27 | 3.86 | 27.55 | 280.84 | 2.80 |
80 | 801.21 | 17 | 1.75 | 47.13 | 669.08 | 6.47 |
81 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
82 | 1242.78 | 45 | 1.83 | 27.62 | 554.54 | 5.39 |
83 | 525.39 | 17 | 1.77 | 30.91 | 553.66 | 5.49 |
84 | 1232.73 | 27 | 2.95 | 45.66 | 474.45 | 4.48 |
85 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
86 | 405.53 | 73 | 1.18 | 5.56 | 532.07 | 5.13 |
87 | 1326.38 | 45 | 1.94 | 29.48 | 481.44 | 4.67 |
88 | 711.55 | 73 | 1.61 | 9.75 | 379.00 | 3.64 |
89 | 1264.37 | 31 | 3.63 | 40.79 | 347.14 | 3.32 |
90 | 894.29 | 23 | 3.35 | 38.88 | 327.55 | 3.23 |
91 | 622.48 | 21 | 1.83 | 29.64 | 561.05 | 5.51 |
92 | 430.90 | 19 | 1.43 | 22.68 | 935.87 | 9.02 |
93 | 1471.21 | 35 | 6.06 | 42.03 | 234.96 | 2.23 |
94 | 839.38 | 53 | 2.01 | 15.84 | 335.89 | 3.30 |
95 | 1368.96 | 21 | 2.65 | 65.19 | 597.19 | 5.73 |
96 | 922.24 | 17 | 1.95 | 54.25 | 708.33 | 6.85 |
97 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
98 | 651.14 | 17 | 2.44 | 38.30 | 416.53 | 4.13 |
99 | -79.24 | 17 | 0.51 | -4.66 | 326.47 | 3.19 |
100 | -847.08 | 173 | 0.80 | -4.90 | 1335.62 | 13.03 |
101 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
102 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
103 | 1574.58 | 31 | 2.54 | 50.79 | 501.24 | 4.89 |
104 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
105 | 1604.58 | 31 | 2.62 | 51.76 | 466.14 | 4.54 |
106 | 1227.95 | 23 | 2.69 | 53.39 | 413.20 | 4.11 |
107 | -480.74 | 97 | 0.85 | -4.96 | 1116.22 | 11.16 |
108 | 402.73 | 17 | 1.50 | 23.69 | 620.60 | 6.18 |
109 | 944.44 | 19 | 2.06 | 49.71 | 485.44 | 4.66 |
110 | 814.88 | 61 | 1.44 | 13.36 | 526.45 | 5.16 |
111 | 993.90 | 23 | 2.83 | 43.21 | 418.05 | 4.05 |
112 | 1027.44 | 19 | 2.62 | 54.08 | 409.53 | 3.93 |
113 | 1054.66 | 61 | 1.65 | 17.29 | 387.01 | 3.61 |
114 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
115 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
116 | 49.00 | 17 | 1.05 | 2.88 | 941.73 | 9.41 |
117 | 521.34 | 61 | 1.53 | 8.55 | 340.39 | 3.34 |
118 | 64.36 | 103 | 1.03 | 0.62 | 575.24 | 5.74 |
119 | 1309.84 | 19 | 2.47 | 68.94 | 674.13 | 6.48 |
120 | 670.12 | 17 | 1.87 | 39.42 | 701.35 | 6.76 |
121 | 938.32 | 41 | 3.60 | 22.89 | 356.51 | 3.36 |
122 | 1024.56 | 19 | 2.11 | 53.92 | 676.93 | 6.50 |
123 | 796.57 | 19 | 3.34 | 41.92 | 370.98 | 3.65 |
124 | 855.88 | 21 | 2.35 | 40.76 | 544.19 | 5.23 |
125 | 828.10 | 17 | 2.96 | 48.71 | 392.23 | 3.83 |
126 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
127 | 1352.83 | 21 | 4.00 | 64.42 | 382.92 | 3.60 |
128 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
129 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
130 | 867.72 | 27 | 2.88 | 32.14 | 327.24 | 3.24 |
131 | 1438.34 | 23 | 2.68 | 62.54 | 568.69 | 5.47 |
132 | 1586.18 | 33 | 2.51 | 48.07 | 488.34 | 4.76 |
133 | 1601.98 | 33 | 2.55 | 48.54 | 472.54 | 4.60 |
134 | 1169.39 | 17 | 2.31 | 68.79 | 553.79 | 5.35 |
135 | 1115.81 | 25 | 2.12 | 44.63 | 638.89 | 6.13 |
136 | 1005.35 | 23 | 2.08 | 43.71 | 592.76 | 5.70 |
137 | 733.41 | 19 | 1.82 | 38.60 | 670.66 | 6.45 |
138 | 1570.85 | 39 | 2.39 | 40.28 | 445.66 | 4.31 |
139 | 933.64 | 19 | 2.62 | 49.14 | 475.53 | 4.57 |
140 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
141 | 598.41 | 25 | 1.65 | 23.94 | 652.97 | 6.43 |
142 | 282.58 | 17 | 1.35 | 16.62 | 739.35 | 7.37 |
143 | 1088.44 | 41 | 2.17 | 26.55 | 286.25 | 2.77 |
144 | 1134.56 | 19 | 2.32 | 59.71 | 633.73 | 6.10 |
145 | 1453.64 | 25 | 2.52 | 58.15 | 568.89 | 5.47 |
146 | 1109.32 | 21 | 2.60 | 52.82 | 503.58 | 4.79 |
147 | 1619.63 | 25 | 2.92 | 64.79 | 558.94 | 5.38 |
148 | 141.41 | 17 | 1.14 | 8.32 | 851.02 | 8.51 |
149 | 613.68 | 27 | 2.28 | 22.73 | 488.98 | 4.89 |
150 | -239.94 | 127 | 0.93 | -1.89 | 758.10 | 7.57 |
151 | 1082.31 | 25 | 2.05 | 43.29 | 642.39 | 6.17 |
152 | 998.73 | 21 | 6.54 | 47.56 | 254.47 | 2.49 |
153 | 1290.44 | 41 | 2.10 | 31.47 | 344.50 | 3.43 |
154 | 652.93 | 25 | 1.56 | 26.12 | 856.38 | 8.23 |
155 | 716.01 | 25 | 1.64 | 28.64 | 552.00 | 5.52 |
156 | 1157.44 | 25 | 2.61 | 46.30 | 370.40 | 3.62 |
157 | 794.95 | 25 | 4.45 | 31.80 | 231.03 | 2.31 |
158 | 838.38 | 17 | 3.78 | 49.32 | 327.49 | 3.22 |
159 | 927.38 | 61 | 1.53 | 15.20 | 453.35 | 4.44 |
160 | 1711.48 | 35 | 3.20 | 48.90 | 369.69 | 3.57 |
161 | 1601.28 | 31 | 2.61 | 51.65 | 476.44 | 4.64 |
162 | 1278.19 | 17 | 2.52 | 75.19 | 630.88 | 6.11 |
163 | 242.81 | 75 | 1.10 | 3.24 | 518.63 | 5.15 |
164 | 960.87 | 31 | 4.42 | 31.00 | 272.17 | 2.67 |
165 | 409.13 | 73 | 1.18 | 5.60 | 528.47 | 5.09 |
166 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
167 | 1017.44 | 17 | 2.09 | 59.85 | 619.53 | 5.99 |
168 | -363.48 | 173 | 0.90 | -2.10 | 945.12 | 9.22 |
169 | 1101.06 | 19 | 2.23 | 57.95 | 667.23 | 6.42 |
170 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
171 | 1513.43 | 25 | 2.61 | 60.54 | 538.69 | 5.23 |
172 | 1101.94 | 31 | 1.92 | 35.55 | 615.04 | 6.00 |
173 | 1254.38 | 45 | 1.84 | 27.88 | 538.74 | 5.23 |
174 | 1031.23 | 25 | 2.00 | 41.25 | 548.99 | 5.27 |
175 | -419.49 | 173 | 0.73 | -2.42 | 771.22 | 7.45 |
176 | 1375.28 | 47 | 1.95 | 29.26 | 544.54 | 5.28 |
177 | 760.54 | 17 | 1.72 | 44.74 | 827.13 | 8.02 |
178 | 1513.94 | 39 | 2.27 | 38.82 | 473.84 | 4.61 |
179 | 1727.94 | 21 | 3.42 | 82.28 | 594.29 | 5.70 |
180 | 471.67 | 17 | 1.52 | 27.75 | 860.30 | 8.32 |
181 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
182 | 1125.13 | 27 | 5.49 | 41.67 | 253.43 | 2.45 |
183 | 1166.28 | 35 | 1.86 | 33.32 | 645.24 | 6.27 |
184 | 825.80 | 19 | 2.21 | 43.46 | 588.57 | 5.65 |
185 | 894.08 | 17 | 1.97 | 52.59 | 671.21 | 6.50 |
186 | 1489.99 | 17 | 2.97 | 87.65 | 488.18 | 4.69 |
187 | 1356.98 | 47 | 1.92 | 28.87 | 604.34 | 5.86 |
188 | 882.17 | 25 | 1.81 | 35.29 | 560.75 | 5.61 |
189 | -331.74 | 103 | 0.89 | -3.22 | 943.49 | 9.42 |
190 | 1544.42 | 31 | 2.96 | 49.82 | 343.83 | 3.26 |
191 | 1258.04 | 53 | 1.84 | 23.74 | 419.84 | 4.06 |
192 | 860.35 | 31 | 2.19 | 27.75 | 523.15 | 5.09 |
193 | 1133.52 | 21 | 2.41 | 53.98 | 561.49 | 5.39 |
194 | -838.38 | 173 | 0.80 | -4.85 | 1285.62 | 12.54 |
195 | 735.04 | 21 | 1.83 | 35.00 | 665.03 | 6.40 |
196 | 1422.23 | 27 | 2.34 | 52.68 | 562.74 | 5.49 |
197 | 1455.63 | 39 | 2.17 | 37.32 | 557.84 | 5.43 |
198 | 1383.06 | 21 | 2.69 | 65.86 | 603.09 | 5.79 |
199 | 1156.38 | 35 | 1.85 | 33.04 | 635.14 | 6.17 |
200 | 1277.48 | 45 | 1.87 | 28.39 | 521.44 | 5.07 |
201 | 1684.28 | 31 | 2.85 | 54.33 | 426.14 | 4.14 |
202 | 1284.71 | 23 | 2.42 | 55.86 | 597.29 | 5.75 |
203 | 670.44 | 25 | 2.52 | 26.82 | 441.22 | 4.41 |
204 | 1248.98 | 25 | 2.15 | 49.96 | 608.09 | 5.85 |
205 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
206 | 1649.48 | 33 | 2.67 | 49.98 | 417.74 | 4.07 |
207 | 2209.03 | 25 | 5.02 | 88.36 | 415.64 | 3.98 |
208 | 322.95 | 73 | 1.14 | 4.42 | 554.86 | 5.43 |
209 | 1620.78 | 33 | 2.59 | 49.11 | 447.74 | 4.37 |
210 | 1432.39 | 25 | 2.56 | 57.30 | 622.69 | 5.98 |
211 | 1622.99 | 23 | 3.01 | 70.56 | 588.49 | 5.66 |
212 | 938.96 | 61 | 1.54 | 15.39 | 413.05 | 4.04 |
213 | 1580.58 | 25 | 2.88 | 63.22 | 525.49 | 5.05 |
214 | 1697.58 | 35 | 2.78 | 48.50 | 468.81 | 4.53 |
215 | -745.18 | 173 | 0.82 | -4.31 | 1206.82 | 11.77 |
216 | 1442.83 | 31 | 2.32 | 46.54 | 612.14 | 5.97 |
217 | 1439.64 | 19 | 2.79 | 75.77 | 608.29 | 5.86 |
218 | -828.68 | 173 | 0.81 | -4.79 | 1270.32 | 12.39 |
219 | 846.52 | 25 | 1.82 | 33.86 | 502.40 | 5.02 |
220 | 421.13 | 17 | 1.60 | 24.77 | 581.94 | 5.81 |
221 | 1211.04 | 21 | 2.30 | 57.67 | 679.13 | 6.53 |
222 | 1427.71 | 39 | 5.38 | 36.61 | 321.68 | 3.05 |
223 | 1580.24 | 23 | 2.93 | 68.71 | 508.89 | 4.88 |
224 | 156.68 | 17 | 1.14 | 9.22 | 1144.09 | 11.09 |
225 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
226 | 407.48 | 17 | 1.59 | 23.97 | 615.06 | 6.13 |
227 | 1905.58 | 27 | 3.57 | 70.58 | 511.64 | 4.91 |
228 | 1511.34 | 17 | 3.19 | 88.90 | 420.24 | 4.04 |
229 | 924.31 | 21 | 2.32 | 44.01 | 480.79 | 4.62 |
230 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
231 | 206.90 | 127 | 1.08 | 1.63 | 510.45 | 4.98 |
232 | 1499.66 | 45 | 2.21 | 33.33 | 406.44 | 3.94 |
233 | -290.31 | 127 | 0.91 | -2.29 | 662.70 | 6.62 |
234 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
235 | 614.69 | 73 | 1.30 | 8.42 | 437.79 | 4.20 |
236 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 0.00 |
237 | -15.37 | 127 | 0.99 | -0.12 | 423.34 | 4.21 |