Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=13; FilterMA_Period=16; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=12; BB_Deviation=2.7; BB_Applied=0; BB_GapSize=43; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; 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=120; T_TakeProfit=40; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=80; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1147.71 | Gross profit | 1625.93 | Gross loss | -478.22 |
| Profit factor | 3.40 | Expected payoff | 29.43 | ||
| Absolute drawdown | 251.26 | Maximal drawdown | 474.71 (4.64%) | Relative drawdown | 4.64% (474.71) |
| Total trades | 39 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 14 (100.00%) |
| Profit trades (% of total) | 33 (84.62%) | Loss trades (% of total) | 6 (15.38%) | ||
| Largest | profit trade | 62.78 | loss trade | -90.01 | |
| Average | profit trade | 49.27 | loss trade | -79.70 | |
| Maximum | consecutive wins (profit in money) | 33 (1625.93) | consecutive losses (loss in money) | 6 (-478.22) | |
| Maximal | consecutive profit (count of wins) | 1625.93 (33) | consecutive loss (count of losses) | -478.22 (6) | |
| Average | consecutive wins | 33 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.29 08:00 | sell | 1 | 0.10 | 146.455 | 0.000 | 0.000 | ||
| 2 | 2023.08.29 08:00 | modify | 1 | 0.10 | 146.455 | 147.555 | 145.655 | ||
| 3 | 2023.08.30 16:00 | t/p | 1 | 0.10 | 145.655 | 147.555 | 145.655 | 52.80 | 10052.80 |
| 4 | 2023.10.16 20:00 | buy | 2 | 0.10 | 149.548 | 0.000 | 0.000 | ||
| 5 | 2023.10.16 20:00 | modify | 2 | 0.10 | 149.548 | 148.448 | 150.348 | ||
| 6 | 2023.10.17 04:00 | buy | 3 | 0.10 | 149.575 | 0.000 | 0.000 | ||
| 7 | 2023.10.17 04:00 | modify | 3 | 0.10 | 149.575 | 148.475 | 150.375 | ||
| 8 | 2023.10.17 12:00 | buy | 4 | 0.10 | 149.491 | 0.000 | 0.000 | ||
| 9 | 2023.10.17 12:00 | modify | 4 | 0.10 | 149.491 | 148.391 | 150.291 | ||
| 10 | 2023.10.17 16:00 | sell | 5 | 0.10 | 149.715 | 0.000 | 0.000 | ||
| 11 | 2023.10.17 16:00 | modify | 5 | 0.10 | 149.715 | 150.815 | 148.915 | ||
| 12 | 2023.10.19 12:00 | sell | 6 | 0.10 | 149.856 | 0.000 | 0.000 | ||
| 13 | 2023.10.19 12:00 | modify | 6 | 0.10 | 149.856 | 150.956 | 149.056 | ||
| 14 | 2023.10.19 16:00 | sell | 7 | 0.10 | 149.919 | 0.000 | 0.000 | ||
| 15 | 2023.10.19 16:00 | modify | 7 | 0.10 | 149.919 | 151.019 | 149.119 | ||
| 16 | 2023.10.19 20:00 | sell | 8 | 0.10 | 149.802 | 0.000 | 0.000 | ||
| 17 | 2023.10.19 20:00 | modify | 8 | 0.10 | 149.802 | 150.902 | 149.002 | ||
| 18 | 2023.10.20 04:00 | sell | 9 | 0.10 | 149.848 | 0.000 | 0.000 | ||
| 19 | 2023.10.20 04:00 | modify | 9 | 0.10 | 149.848 | 150.948 | 149.048 | ||
| 20 | 2023.10.20 08:00 | sell | 10 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 21 | 2023.10.20 08:00 | modify | 10 | 0.10 | 149.967 | 151.067 | 149.167 | ||
| 22 | 2023.10.20 12:00 | sell | 11 | 0.10 | 149.943 | 0.000 | 0.000 | ||
| 23 | 2023.10.20 12:00 | modify | 11 | 0.10 | 149.943 | 151.043 | 149.143 | ||
| 24 | 2023.10.20 16:00 | sell | 12 | 0.10 | 149.849 | 0.000 | 0.000 | ||
| 25 | 2023.10.20 16:00 | modify | 12 | 0.10 | 149.849 | 150.949 | 149.049 | ||
| 26 | 2023.10.22 20:00 | buy | 13 | 0.10 | 149.869 | 0.000 | 0.000 | ||
| 27 | 2023.10.22 20:00 | modify | 13 | 0.10 | 149.869 | 148.769 | 150.669 | ||
| 28 | 2023.10.23 04:00 | sell | 14 | 0.10 | 149.937 | 0.000 | 0.000 | ||
| 29 | 2023.10.23 04:00 | modify | 14 | 0.10 | 149.937 | 151.037 | 149.137 | ||
| 30 | 2023.10.23 08:00 | sell | 15 | 0.10 | 149.900 | 0.000 | 0.000 | ||
| 31 | 2023.10.23 08:00 | modify | 15 | 0.10 | 149.900 | 151.000 | 149.100 | ||
| 32 | 2023.10.23 12:00 | sell | 16 | 0.10 | 149.927 | 0.000 | 0.000 | ||
| 33 | 2023.10.23 12:00 | modify | 16 | 0.10 | 149.927 | 151.027 | 149.127 | ||
| 34 | 2023.10.23 16:00 | buy | 17 | 0.10 | 149.819 | 0.000 | 0.000 | ||
| 35 | 2023.10.23 16:00 | modify | 17 | 0.10 | 149.819 | 148.719 | 150.619 | ||
| 36 | 2023.10.26 00:00 | t/p | 4 | 0.10 | 150.291 | 148.391 | 150.291 | 60.96 | 10113.76 |
| 37 | 2023.10.26 04:00 | t/p | 2 | 0.10 | 150.348 | 148.448 | 150.348 | 61.55 | 10175.31 |
| 38 | 2023.10.26 04:00 | t/p | 3 | 0.10 | 150.375 | 148.475 | 150.375 | 60.84 | 10236.15 |
| 39 | 2023.10.26 08:00 | t/p | 13 | 0.10 | 150.669 | 148.769 | 150.669 | 57.35 | 10293.50 |
| 40 | 2023.10.26 08:00 | t/p | 17 | 0.10 | 150.619 | 148.719 | 150.619 | 56.64 | 10350.14 |
| 41 | 2023.10.30 16:00 | t/p | 5 | 0.10 | 148.915 | 150.815 | 148.915 | 27.53 | 10377.67 |
| 42 | 2023.10.30 16:00 | t/p | 6 | 0.10 | 149.056 | 150.956 | 149.056 | 35.59 | 10413.26 |
| 43 | 2023.10.30 16:00 | t/p | 7 | 0.10 | 149.119 | 151.019 | 149.119 | 35.59 | 10448.85 |
| 44 | 2023.10.30 16:00 | t/p | 8 | 0.10 | 149.002 | 150.902 | 149.002 | 35.59 | 10484.43 |
| 45 | 2023.10.30 16:00 | t/p | 9 | 0.10 | 149.048 | 150.948 | 149.048 | 37.60 | 10522.03 |
| 46 | 2023.10.30 16:00 | t/p | 10 | 0.10 | 149.167 | 151.067 | 149.167 | 37.59 | 10559.62 |
| 47 | 2023.10.30 16:00 | t/p | 11 | 0.10 | 149.143 | 151.043 | 149.143 | 37.59 | 10597.20 |
| 48 | 2023.10.30 16:00 | t/p | 12 | 0.10 | 149.049 | 150.949 | 149.049 | 37.60 | 10634.80 |
| 49 | 2023.10.30 16:00 | t/p | 14 | 0.10 | 149.137 | 151.037 | 149.137 | 39.61 | 10674.41 |
| 50 | 2023.10.30 16:00 | t/p | 15 | 0.10 | 149.100 | 151.000 | 149.100 | 39.61 | 10714.01 |
| 51 | 2023.10.30 16:00 | t/p | 16 | 0.10 | 149.127 | 151.027 | 149.127 | 39.61 | 10753.62 |
| 52 | 2024.02.26 08:00 | sell | 18 | 0.10 | 150.452 | 0.000 | 0.000 | ||
| 53 | 2024.02.26 08:00 | modify | 18 | 0.10 | 150.452 | 151.552 | 149.652 | ||
| 54 | 2024.02.26 12:00 | sell | 19 | 0.10 | 150.686 | 0.000 | 0.000 | ||
| 55 | 2024.02.26 12:00 | modify | 19 | 0.10 | 150.686 | 151.786 | 149.886 | ||
| 56 | 2024.02.29 04:00 | t/p | 19 | 0.10 | 149.886 | 151.786 | 149.886 | 43.34 | 10796.96 |
| 57 | 2024.02.29 08:00 | t/p | 18 | 0.10 | 149.652 | 151.552 | 149.652 | 43.39 | 10840.35 |
| 58 | 2024.03.26 04:00 | buy | 20 | 0.10 | 151.433 | 0.000 | 0.000 | ||
| 59 | 2024.03.26 04:00 | modify | 20 | 0.10 | 151.433 | 150.333 | 152.233 | ||
| 60 | 2024.03.26 08:00 | buy | 21 | 0.10 | 151.350 | 0.000 | 0.000 | ||
| 61 | 2024.03.26 08:00 | modify | 21 | 0.10 | 151.350 | 150.250 | 152.150 | ||
| 62 | 2024.03.26 12:00 | buy | 22 | 0.10 | 151.418 | 0.000 | 0.000 | ||
| 63 | 2024.03.26 12:00 | modify | 22 | 0.10 | 151.418 | 150.318 | 152.218 | ||
| 64 | 2024.03.29 08:00 | buy | 23 | 0.10 | 151.372 | 0.000 | 0.000 | ||
| 65 | 2024.03.29 08:00 | modify | 23 | 0.10 | 151.372 | 150.272 | 152.172 | ||
| 66 | 2024.03.29 12:00 | buy | 24 | 0.10 | 151.367 | 0.000 | 0.000 | ||
| 67 | 2024.03.29 12:00 | modify | 24 | 0.10 | 151.367 | 150.267 | 152.167 | ||
| 68 | 2024.03.29 16:00 | buy | 25 | 0.10 | 151.251 | 0.000 | 0.000 | ||
| 69 | 2024.03.29 16:00 | modify | 25 | 0.10 | 151.251 | 150.151 | 152.051 | ||
| 70 | 2024.03.29 20:00 | buy | 26 | 0.10 | 151.358 | 0.000 | 0.000 | ||
| 71 | 2024.03.29 20:00 | modify | 26 | 0.10 | 151.358 | 150.258 | 152.158 | ||
| 72 | 2024.03.31 20:00 | buy | 27 | 0.10 | 151.276 | 0.000 | 0.000 | ||
| 73 | 2024.03.31 20:00 | modify | 27 | 0.10 | 151.276 | 150.176 | 152.076 | ||
| 74 | 2024.04.01 08:00 | buy | 28 | 0.10 | 151.370 | 0.000 | 0.000 | ||
| 75 | 2024.04.01 08:00 | modify | 28 | 0.10 | 151.370 | 150.270 | 152.170 | ||
| 76 | 2024.04.01 12:00 | sell | 29 | 0.10 | 151.389 | 0.000 | 0.000 | ||
| 77 | 2024.04.01 12:00 | modify | 29 | 0.10 | 151.389 | 152.489 | 150.589 | ||
| 78 | 2024.04.03 12:00 | sell | 30 | 0.10 | 151.771 | 0.000 | 0.000 | ||
| 79 | 2024.04.03 12:00 | modify | 30 | 0.10 | 151.771 | 152.871 | 150.971 | ||
| 80 | 2024.04.03 16:00 | sell | 31 | 0.10 | 151.678 | 0.000 | 0.000 | ||
| 81 | 2024.04.03 16:00 | modify | 31 | 0.10 | 151.678 | 152.778 | 150.878 | ||
| 82 | 2024.04.04 04:00 | sell | 32 | 0.10 | 151.674 | 0.000 | 0.000 | ||
| 83 | 2024.04.04 04:00 | modify | 32 | 0.10 | 151.674 | 152.774 | 150.874 | ||
| 84 | 2024.04.04 12:00 | sell | 33 | 0.10 | 151.742 | 0.000 | 0.000 | ||
| 85 | 2024.04.04 12:00 | modify | 33 | 0.10 | 151.742 | 152.842 | 150.942 | ||
| 86 | 2024.04.04 16:00 | sell | 34 | 0.10 | 151.662 | 0.000 | 0.000 | ||
| 87 | 2024.04.04 16:00 | modify | 34 | 0.10 | 151.662 | 152.762 | 150.862 | ||
| 88 | 2024.04.05 04:00 | t/p | 30 | 0.10 | 150.971 | 152.871 | 150.971 | 44.84 | 10885.18 |
| 89 | 2024.04.05 04:00 | t/p | 31 | 0.10 | 150.878 | 152.778 | 150.878 | 44.83 | 10930.01 |
| 90 | 2024.04.05 04:00 | t/p | 32 | 0.10 | 150.874 | 152.774 | 150.874 | 50.87 | 10980.88 |
| 91 | 2024.04.05 04:00 | t/p | 33 | 0.10 | 150.942 | 152.842 | 150.942 | 50.86 | 11031.74 |
| 92 | 2024.04.05 04:00 | t/p | 34 | 0.10 | 150.862 | 152.762 | 150.862 | 50.87 | 11082.61 |
| 93 | 2024.04.10 08:00 | sell | 35 | 0.10 | 151.841 | 0.000 | 0.000 | ||
| 94 | 2024.04.10 08:00 | modify | 35 | 0.10 | 151.841 | 152.941 | 151.041 | ||
| 95 | 2024.04.10 16:00 | t/p | 20 | 0.10 | 152.233 | 150.333 | 152.233 | 62.77 | 11145.38 |
| 96 | 2024.04.10 16:00 | t/p | 21 | 0.10 | 152.150 | 150.250 | 152.150 | 62.77 | 11208.14 |
| 97 | 2024.04.10 16:00 | t/p | 22 | 0.10 | 152.218 | 150.318 | 152.218 | 62.78 | 11270.92 |
| 98 | 2024.04.10 16:00 | t/p | 23 | 0.10 | 152.172 | 150.272 | 152.172 | 59.28 | 11330.20 |
| 99 | 2024.04.10 16:00 | t/p | 24 | 0.10 | 152.167 | 150.267 | 152.167 | 59.28 | 11389.49 |
| 100 | 2024.04.10 16:00 | t/p | 25 | 0.10 | 152.051 | 150.151 | 152.051 | 59.28 | 11448.77 |
| 101 | 2024.04.10 16:00 | t/p | 26 | 0.10 | 152.158 | 150.258 | 152.158 | 59.28 | 11508.06 |
| 102 | 2024.04.10 16:00 | t/p | 27 | 0.10 | 152.076 | 150.176 | 152.076 | 59.28 | 11567.34 |
| 103 | 2024.04.10 16:00 | t/p | 28 | 0.10 | 152.170 | 150.270 | 152.170 | 58.59 | 11625.93 |
| 104 | 2024.04.10 16:00 | s/l | 29 | 0.10 | 152.489 | 152.489 | 150.589 | -90.01 | 11535.91 |
| 105 | 2024.04.10 16:00 | s/l | 35 | 0.10 | 152.941 | 152.941 | 151.041 | -71.93 | 11463.98 |
| 106 | 2024.04.23 20:00 | sell | 36 | 0.10 | 154.820 | 0.000 | 0.000 | ||
| 107 | 2024.04.23 20:00 | modify | 36 | 0.10 | 154.820 | 155.920 | 154.020 | ||
| 108 | 2024.04.24 04:00 | sell | 37 | 0.10 | 154.848 | 0.000 | 0.000 | ||
| 109 | 2024.04.24 04:00 | modify | 37 | 0.10 | 154.848 | 155.948 | 154.048 | ||
| 110 | 2024.04.24 08:00 | sell | 38 | 0.10 | 154.900 | 0.000 | 0.000 | ||
| 111 | 2024.04.24 08:00 | modify | 38 | 0.10 | 154.900 | 156.000 | 154.100 | ||
| 112 | 2024.04.24 12:00 | sell | 39 | 0.10 | 154.926 | 0.000 | 0.000 | ||
| 113 | 2024.04.24 12:00 | modify | 39 | 0.10 | 154.926 | 156.026 | 154.126 | ||
| 114 | 2024.04.26 04:00 | s/l | 36 | 0.10 | 155.920 | 155.920 | 154.020 | -80.57 | 11383.41 |
| 115 | 2024.04.26 04:00 | s/l | 37 | 0.10 | 155.948 | 155.948 | 154.048 | -78.57 | 11304.84 |
| 116 | 2024.04.26 04:00 | s/l | 38 | 0.10 | 156.000 | 156.000 | 154.100 | -78.56 | 11226.28 |
| 117 | 2024.04.26 04:00 | s/l | 39 | 0.10 | 156.026 | 156.026 | 154.126 | -78.57 | 11147.71 |