Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=19; FilterMA_Period=26; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=7; BB_Deviation=1.6; BB_Applied=0; BB_GapSize=37; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=11; BUY_PruningMethod=0; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=50; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=90; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
| Bars in test | 1917 | Ticks modelled | 54643351 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1028.33 | Gross profit | 1370.20 | Gross loss | -341.87 |
| Profit factor | 4.01 | Expected payoff | 42.85 | ||
| Absolute drawdown | 142.47 | Maximal drawdown | 357.38 (3.14%) | Relative drawdown | 3.14% (357.38) |
| Total trades | 24 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 15 (93.33%) |
| Profit trades (% of total) | 20 (83.33%) | Loss trades (% of total) | 4 (16.67%) | ||
| Largest | profit trade | 73.48 | loss trade | -87.38 | |
| Average | profit trade | 68.51 | loss trade | -85.47 | |
| Maximum | consecutive wins (profit in money) | 20 (1370.20) | consecutive losses (loss in money) | 3 (-255.89) | |
| Maximal | consecutive profit (count of wins) | 1370.20 (20) | consecutive loss (count of losses) | -255.89 (3) | |
| Average | consecutive wins | 20 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.07 04:00 | sell | 1 | 0.10 | 161.781 | 0.000 | 0.000 | ||
| 2 | 2022.04.07 04:00 | modify | 1 | 0.10 | 161.781 | 162.881 | 160.881 | ||
| 3 | 2022.04.11 06:16 | s/l | 1 | 0.10 | 162.881 | 162.881 | 160.881 | -85.98 | 9914.02 |
| 4 | 2022.04.29 20:00 | sell | 2 | 0.10 | 163.175 | 0.000 | 0.000 | ||
| 5 | 2022.04.29 20:00 | modify | 2 | 0.10 | 163.175 | 164.275 | 162.275 | ||
| 6 | 2022.05.04 14:15 | t/p | 2 | 0.10 | 162.275 | 164.275 | 162.275 | 63.86 | 9977.88 |
| 7 | 2022.05.09 08:00 | buy | 3 | 0.10 | 161.252 | 0.000 | 0.000 | ||
| 8 | 2022.05.09 08:00 | modify | 3 | 0.10 | 161.252 | 160.152 | 162.152 | ||
| 9 | 2022.05.09 12:07 | t/p | 3 | 0.10 | 162.152 | 160.152 | 162.152 | 68.13 | 10046.01 |
| 10 | 2022.05.23 04:00 | buy | 4 | 0.10 | 159.799 | 0.000 | 0.000 | ||
| 11 | 2022.05.23 04:00 | modify | 4 | 0.10 | 159.799 | 158.699 | 160.699 | ||
| 12 | 2022.05.23 06:18 | t/p | 4 | 0.10 | 160.699 | 158.699 | 160.699 | 68.13 | 10114.14 |
| 13 | 2022.07.21 08:00 | sell | 5 | 0.10 | 165.495 | 0.000 | 0.000 | ||
| 14 | 2022.07.21 08:00 | modify | 5 | 0.10 | 165.495 | 166.595 | 164.595 | ||
| 15 | 2022.07.21 12:00 | sell | 6 | 0.10 | 165.412 | 0.000 | 0.000 | ||
| 16 | 2022.07.21 12:00 | modify | 6 | 0.10 | 165.412 | 166.512 | 164.512 | ||
| 17 | 2022.07.21 13:36 | t/p | 5 | 0.10 | 164.595 | 166.595 | 164.595 | 68.06 | 10182.20 |
| 18 | 2022.07.21 23:16 | t/p | 6 | 0.10 | 164.512 | 166.512 | 164.512 | 68.06 | 10250.26 |
| 19 | 2022.08.10 08:00 | sell | 7 | 0.10 | 163.114 | 0.000 | 0.000 | ||
| 20 | 2022.08.10 08:00 | modify | 7 | 0.10 | 163.114 | 164.214 | 162.214 | ||
| 21 | 2022.08.10 12:31 | t/p | 7 | 0.10 | 162.214 | 164.214 | 162.214 | 68.06 | 10318.32 |
| 22 | 2022.08.23 12:00 | buy | 8 | 0.10 | 161.685 | 0.000 | 0.000 | ||
| 23 | 2022.08.23 12:00 | modify | 8 | 0.10 | 161.685 | 160.585 | 162.585 | ||
| 24 | 2022.08.25 16:00 | buy | 9 | 0.10 | 161.509 | 0.000 | 0.000 | ||
| 25 | 2022.08.25 16:00 | modify | 9 | 0.10 | 161.509 | 160.409 | 162.409 | ||
| 26 | 2022.08.25 20:00 | buy | 10 | 0.10 | 161.591 | 0.000 | 0.000 | ||
| 27 | 2022.08.25 20:00 | modify | 10 | 0.10 | 161.591 | 160.491 | 162.491 | ||
| 28 | 2022.08.26 04:00 | buy | 11 | 0.10 | 161.628 | 0.000 | 0.000 | ||
| 29 | 2022.08.26 04:00 | modify | 11 | 0.10 | 161.628 | 160.528 | 162.528 | ||
| 30 | 2022.08.26 13:56 | t/p | 9 | 0.10 | 162.409 | 160.409 | 162.409 | 69.21 | 10387.53 |
| 31 | 2022.08.26 14:07 | t/p | 10 | 0.10 | 162.491 | 160.491 | 162.491 | 69.20 | 10456.73 |
| 32 | 2022.08.26 14:07 | t/p | 11 | 0.10 | 162.528 | 160.528 | 162.528 | 68.14 | 10524.87 |
| 33 | 2022.08.26 14:08 | t/p | 8 | 0.10 | 162.585 | 160.585 | 162.585 | 73.48 | 10598.34 |
| 34 | 2022.09.13 08:00 | sell | 12 | 0.10 | 166.804 | 0.000 | 0.000 | ||
| 35 | 2022.09.13 08:00 | modify | 12 | 0.10 | 166.804 | 167.904 | 165.904 | ||
| 36 | 2022.09.13 12:00 | sell | 13 | 0.10 | 166.639 | 0.000 | 0.000 | ||
| 37 | 2022.09.13 12:00 | modify | 13 | 0.10 | 166.639 | 167.739 | 165.739 | ||
| 38 | 2022.09.14 00:44 | t/p | 12 | 0.10 | 165.904 | 167.904 | 165.904 | 66.66 | 10665.00 |
| 39 | 2022.09.14 04:36 | t/p | 13 | 0.10 | 165.739 | 167.739 | 165.739 | 66.66 | 10731.66 |
| 40 | 2022.09.19 04:00 | buy | 14 | 0.10 | 163.269 | 0.000 | 0.000 | ||
| 41 | 2022.09.19 04:00 | modify | 14 | 0.10 | 163.269 | 162.169 | 164.169 | ||
| 42 | 2022.09.19 08:00 | buy | 15 | 0.10 | 163.336 | 0.000 | 0.000 | ||
| 43 | 2022.09.19 08:00 | modify | 15 | 0.10 | 163.336 | 162.236 | 164.236 | ||
| 44 | 2022.09.19 12:00 | buy | 16 | 0.10 | 163.364 | 0.000 | 0.000 | ||
| 45 | 2022.09.19 12:00 | modify | 16 | 0.10 | 163.364 | 162.264 | 164.264 | ||
| 46 | 2022.09.19 16:00 | buy | 17 | 0.10 | 163.466 | 0.000 | 0.000 | ||
| 47 | 2022.09.19 16:00 | modify | 17 | 0.10 | 163.466 | 162.366 | 164.366 | ||
| 48 | 2022.09.20 07:05 | t/p | 14 | 0.10 | 164.169 | 162.169 | 164.169 | 69.21 | 10800.87 |
| 49 | 2022.09.20 07:08 | t/p | 15 | 0.10 | 164.236 | 162.236 | 164.236 | 69.21 | 10870.08 |
| 50 | 2022.09.20 07:12 | t/p | 16 | 0.10 | 164.264 | 162.264 | 164.264 | 69.21 | 10939.29 |
| 51 | 2022.09.20 07:30 | t/p | 17 | 0.10 | 164.366 | 162.366 | 164.366 | 69.20 | 11008.49 |
| 52 | 2022.10.10 12:00 | buy | 18 | 0.10 | 161.084 | 0.000 | 0.000 | ||
| 53 | 2022.10.10 12:00 | modify | 18 | 0.10 | 161.084 | 159.984 | 161.984 | ||
| 54 | 2022.10.10 16:00 | buy | 19 | 0.10 | 160.909 | 0.000 | 0.000 | ||
| 55 | 2022.10.10 16:00 | modify | 19 | 0.10 | 160.909 | 159.809 | 161.809 | ||
| 56 | 2022.10.10 20:00 | buy | 20 | 0.10 | 161.157 | 0.000 | 0.000 | ||
| 57 | 2022.10.10 20:00 | modify | 20 | 0.10 | 161.157 | 160.057 | 162.057 | ||
| 58 | 2022.10.11 15:13 | t/p | 19 | 0.10 | 161.809 | 159.809 | 161.809 | 69.20 | 11077.69 |
| 59 | 2022.10.11 15:33 | t/p | 18 | 0.10 | 161.984 | 159.984 | 161.984 | 69.20 | 11146.89 |
| 60 | 2022.10.11 15:33 | t/p | 20 | 0.10 | 162.057 | 160.057 | 162.057 | 69.20 | 11216.09 |
| 61 | 2022.11.25 08:00 | buy | 21 | 0.10 | 167.841 | 0.000 | 0.000 | ||
| 62 | 2022.11.25 08:00 | modify | 21 | 0.10 | 167.841 | 166.741 | 168.741 | ||
| 63 | 2022.11.25 10:36 | t/p | 21 | 0.10 | 168.741 | 166.741 | 168.741 | 68.13 | 11284.22 |
| 64 | 2023.02.16 08:00 | sell | 22 | 0.10 | 161.148 | 0.000 | 0.000 | ||
| 65 | 2023.02.16 08:00 | modify | 22 | 0.10 | 161.148 | 162.248 | 160.248 | ||
| 66 | 2023.02.16 16:00 | sell | 23 | 0.10 | 161.196 | 0.000 | 0.000 | ||
| 67 | 2023.02.16 16:00 | modify | 23 | 0.10 | 161.196 | 162.296 | 160.296 | ||
| 68 | 2023.02.21 09:33 | s/l | 22 | 0.10 | 162.248 | 162.248 | 160.248 | -87.38 | 11196.84 |
| 69 | 2023.02.21 09:33 | s/l | 23 | 0.10 | 162.296 | 162.296 | 160.296 | -87.38 | 11109.46 |
| 70 | 2023.03.03 16:00 | buy | 24 | 0.10 | 163.290 | 0.000 | 0.000 | ||
| 71 | 2023.03.03 16:00 | modify | 24 | 0.10 | 163.290 | 162.190 | 164.190 | ||
| 72 | 2023.03.07 17:18 | s/l | 24 | 0.10 | 162.190 | 162.190 | 164.190 | -81.13 | 11028.33 |