Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=19; FilterMA_Period=40; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=16; BB_Deviation=2.6; BB_Applied=0; BB_GapSize=61; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=9; BUY_PruningMethod=2; 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=90; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=110; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2607 | Ticks modelled | 79108 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1471.75 | Gross profit | 1555.43 | Gross loss | -83.68 |
| Profit factor | 18.59 | Expected payoff | 63.99 | ||
| Absolute drawdown | 90.60 | Maximal drawdown | 686.69 (6.31%) | Relative drawdown | 6.31% (686.69) |
| Total trades | 23 | Short positions (won %) | 18 (94.44%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
| Largest | profit trade | 80.79 | loss trade | -83.68 | |
| Average | profit trade | 70.70 | loss trade | -83.68 | |
| Maximum | consecutive wins (profit in money) | 22 (1555.43) | consecutive losses (loss in money) | 1 (-83.68) | |
| Maximal | consecutive profit (count of wins) | 1555.43 (22) | consecutive loss (count of losses) | -83.68 (1) | |
| Average | consecutive wins | 22 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.26 16:00 | sell | 1 | 0.10 | 95.351 | 0.000 | 0.000 | ||
| 2 | 2023.09.26 16:00 | modify | 1 | 0.10 | 95.351 | 96.451 | 94.251 | ||
| 3 | 2023.09.29 02:40 | s/l | 1 | 0.10 | 96.451 | 96.451 | 94.251 | -83.68 | 9916.32 |
| 4 | 2023.10.23 20:00 | buy | 2 | 0.10 | 94.787 | 0.000 | 0.000 | ||
| 5 | 2023.10.23 20:00 | modify | 2 | 0.10 | 94.787 | 93.687 | 95.887 | ||
| 6 | 2023.10.25 01:15 | t/p | 2 | 0.10 | 95.887 | 93.687 | 95.887 | 78.63 | 9994.95 |
| 7 | 2024.01.30 08:00 | sell | 3 | 0.10 | 97.373 | 0.000 | 0.000 | ||
| 8 | 2024.01.30 08:00 | modify | 3 | 0.10 | 97.373 | 98.473 | 96.273 | ||
| 9 | 2024.01.30 20:00 | sell | 4 | 0.10 | 97.488 | 0.000 | 0.000 | ||
| 10 | 2024.01.30 20:00 | modify | 4 | 0.10 | 97.488 | 98.588 | 96.388 | ||
| 11 | 2024.02.01 01:40 | t/p | 4 | 0.10 | 96.388 | 98.588 | 96.388 | 73.01 | 10067.96 |
| 12 | 2024.02.01 04:20 | t/p | 3 | 0.10 | 96.273 | 98.473 | 96.273 | 73.01 | 10140.97 |
| 13 | 2024.02.07 08:00 | buy | 5 | 0.10 | 96.546 | 0.000 | 0.000 | ||
| 14 | 2024.02.07 08:00 | modify | 5 | 0.10 | 96.546 | 95.446 | 97.646 | ||
| 15 | 2024.02.07 16:00 | buy | 6 | 0.10 | 96.620 | 0.000 | 0.000 | ||
| 16 | 2024.02.07 16:00 | modify | 6 | 0.10 | 96.620 | 95.520 | 97.720 | ||
| 17 | 2024.02.07 20:00 | buy | 7 | 0.10 | 96.593 | 0.000 | 0.000 | ||
| 18 | 2024.02.07 20:00 | modify | 7 | 0.10 | 96.593 | 95.493 | 97.693 | ||
| 19 | 2024.02.08 00:00 | buy | 8 | 0.10 | 96.587 | 0.000 | 0.000 | ||
| 20 | 2024.02.08 00:00 | modify | 8 | 0.10 | 96.587 | 95.487 | 97.687 | ||
| 21 | 2024.02.12 16:40 | t/p | 5 | 0.10 | 97.646 | 95.446 | 97.646 | 79.93 | 10220.90 |
| 22 | 2024.02.14 15:40 | t/p | 7 | 0.10 | 97.693 | 95.493 | 97.693 | 80.79 | 10301.69 |
| 23 | 2024.02.14 15:40 | t/p | 8 | 0.10 | 97.687 | 95.487 | 97.687 | 79.49 | 10381.18 |
| 24 | 2024.02.14 18:40 | t/p | 6 | 0.10 | 97.720 | 95.520 | 97.720 | 80.79 | 10461.98 |
| 25 | 2024.02.20 04:00 | sell | 9 | 0.10 | 98.111 | 0.000 | 0.000 | ||
| 26 | 2024.02.20 04:00 | modify | 9 | 0.10 | 98.111 | 99.211 | 97.011 | ||
| 27 | 2024.02.20 08:00 | sell | 10 | 0.10 | 98.243 | 0.000 | 0.000 | ||
| 28 | 2024.02.20 08:00 | modify | 10 | 0.10 | 98.243 | 99.343 | 97.143 | ||
| 29 | 2024.03.11 01:05 | t/p | 10 | 0.10 | 97.143 | 99.343 | 97.143 | 54.05 | 10516.02 |
| 30 | 2024.03.11 08:40 | t/p | 9 | 0.10 | 97.011 | 99.211 | 97.011 | 54.05 | 10570.07 |
| 31 | 2024.05.22 00:00 | sell | 11 | 0.10 | 104.170 | 0.000 | 0.000 | ||
| 32 | 2024.05.22 00:00 | modify | 11 | 0.10 | 104.170 | 105.270 | 103.070 | ||
| 33 | 2024.05.22 04:00 | sell | 12 | 0.10 | 104.214 | 0.000 | 0.000 | ||
| 34 | 2024.05.22 04:00 | modify | 12 | 0.10 | 104.214 | 105.314 | 103.114 | ||
| 35 | 2024.05.22 08:00 | sell | 13 | 0.10 | 104.173 | 0.000 | 0.000 | ||
| 36 | 2024.05.22 08:00 | modify | 13 | 0.10 | 104.173 | 105.273 | 103.073 | ||
| 37 | 2024.05.22 12:00 | sell | 14 | 0.10 | 104.092 | 0.000 | 0.000 | ||
| 38 | 2024.05.22 12:00 | modify | 14 | 0.10 | 104.092 | 105.192 | 102.992 | ||
| 39 | 2024.06.04 09:40 | t/p | 11 | 0.10 | 103.070 | 105.270 | 103.070 | 62.33 | 10632.41 |
| 40 | 2024.06.04 09:40 | t/p | 12 | 0.10 | 103.114 | 105.314 | 103.114 | 62.33 | 10694.74 |
| 41 | 2024.06.04 09:40 | t/p | 13 | 0.10 | 103.073 | 105.273 | 103.073 | 62.34 | 10757.08 |
| 42 | 2024.06.04 09:40 | t/p | 14 | 0.10 | 102.992 | 105.192 | 102.992 | 62.34 | 10819.43 |
| 43 | 2024.07.08 00:00 | sell | 15 | 0.10 | 108.370 | 0.000 | 0.000 | ||
| 44 | 2024.07.08 00:00 | modify | 15 | 0.10 | 108.370 | 109.470 | 107.270 | ||
| 45 | 2024.07.08 04:00 | sell | 16 | 0.10 | 108.404 | 0.000 | 0.000 | ||
| 46 | 2024.07.08 04:00 | modify | 16 | 0.10 | 108.404 | 109.504 | 107.304 | ||
| 47 | 2024.07.08 08:00 | sell | 17 | 0.10 | 108.521 | 0.000 | 0.000 | ||
| 48 | 2024.07.08 08:00 | modify | 17 | 0.10 | 108.521 | 109.621 | 107.421 | ||
| 49 | 2024.07.08 12:00 | sell | 18 | 0.10 | 108.518 | 0.000 | 0.000 | ||
| 50 | 2024.07.08 12:00 | modify | 18 | 0.10 | 108.518 | 109.618 | 107.418 | ||
| 51 | 2024.07.09 00:00 | sell | 19 | 0.10 | 108.465 | 0.000 | 0.000 | ||
| 52 | 2024.07.09 00:00 | modify | 19 | 0.10 | 108.465 | 109.565 | 107.365 | ||
| 53 | 2024.07.09 04:00 | sell | 20 | 0.10 | 108.481 | 0.000 | 0.000 | ||
| 54 | 2024.07.09 04:00 | modify | 20 | 0.10 | 108.481 | 109.581 | 107.381 | ||
| 55 | 2024.07.09 08:00 | sell | 21 | 0.10 | 108.495 | 0.000 | 0.000 | ||
| 56 | 2024.07.09 08:00 | modify | 21 | 0.10 | 108.495 | 109.595 | 107.395 | ||
| 57 | 2024.07.09 12:00 | sell | 22 | 0.10 | 108.482 | 0.000 | 0.000 | ||
| 58 | 2024.07.09 12:00 | modify | 22 | 0.10 | 108.482 | 109.582 | 107.382 | ||
| 59 | 2024.07.09 16:00 | sell | 23 | 0.10 | 108.719 | 0.000 | 0.000 | ||
| 60 | 2024.07.09 16:00 | modify | 23 | 0.10 | 108.719 | 109.819 | 107.619 | ||
| 61 | 2024.07.11 13:20 | t/p | 23 | 0.10 | 107.619 | 109.819 | 107.619 | 73.01 | 10892.44 |
| 62 | 2024.07.11 13:30 | t/p | 16 | 0.10 | 107.304 | 109.504 | 107.304 | 71.81 | 10964.25 |
| 63 | 2024.07.11 13:30 | t/p | 17 | 0.10 | 107.421 | 109.621 | 107.421 | 71.81 | 11036.07 |
| 64 | 2024.07.11 13:30 | t/p | 18 | 0.10 | 107.418 | 109.618 | 107.418 | 71.82 | 11107.89 |
| 65 | 2024.07.11 13:30 | t/p | 19 | 0.10 | 107.365 | 109.565 | 107.365 | 73.01 | 11180.90 |
| 66 | 2024.07.11 13:30 | t/p | 20 | 0.10 | 107.381 | 109.581 | 107.381 | 73.01 | 11253.91 |
| 67 | 2024.07.11 13:30 | t/p | 21 | 0.10 | 107.395 | 109.595 | 107.395 | 73.01 | 11326.92 |
| 68 | 2024.07.11 13:30 | t/p | 22 | 0.10 | 107.382 | 109.582 | 107.382 | 73.01 | 11399.93 |
| 69 | 2024.07.11 13:40 | t/p | 15 | 0.10 | 107.270 | 109.470 | 107.270 | 71.82 | 11471.75 |