Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| 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=20; FilterMA_Period=30; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=20; BB_Deviation=1.4; BB_Applied=0; BB_GapSize=37; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=11; 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=100; T_TakeProfit=60; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=100; B_TakeProfit=80; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; 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 | 1914 | Ticks modelled | 39495493 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1024.09 | Gross profit | 1390.78 | Gross loss | -366.69 |
| Profit factor | 3.79 | Expected payoff | 31.03 | ||
| Absolute drawdown | 149.11 | Maximal drawdown | 519.65 (25.11%) | Relative drawdown | 25.11% (519.65) |
| Total trades | 33 | Short positions (won %) | 24 (79.17%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
| Largest | profit trade | 66.32 | loss trade | -89.66 | |
| Average | profit trade | 49.67 | loss trade | -73.34 | |
| Maximum | consecutive wins (profit in money) | 22 (1132.63) | consecutive losses (loss in money) | 5 (-366.69) | |
| Maximal | consecutive profit (count of wins) | 1132.63 (22) | consecutive loss (count of losses) | -366.69 (5) | |
| Average | consecutive wins | 14 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.20 08:00 | sell | 1 | 0.10 | 150.359 | 0.000 | 0.000 | ||
| 2 | 2024.02.20 08:00 | modify | 1 | 0.10 | 150.359 | 151.359 | 149.559 | ||
| 3 | 2024.02.27 16:00 | sell | 2 | 0.10 | 150.436 | 0.000 | 0.000 | ||
| 4 | 2024.02.27 16:00 | modify | 2 | 0.10 | 150.436 | 151.436 | 149.636 | ||
| 5 | 2024.02.27 20:00 | sell | 3 | 0.10 | 150.530 | 0.000 | 0.000 | ||
| 6 | 2024.02.27 20:00 | modify | 3 | 0.10 | 150.530 | 151.530 | 149.730 | ||
| 7 | 2024.02.28 04:00 | sell | 4 | 0.10 | 150.531 | 0.000 | 0.000 | ||
| 8 | 2024.02.28 04:00 | modify | 4 | 0.10 | 150.531 | 151.531 | 149.731 | ||
| 9 | 2024.02.28 08:00 | sell | 5 | 0.10 | 150.740 | 0.000 | 0.000 | ||
| 10 | 2024.02.28 08:00 | modify | 5 | 0.10 | 150.740 | 151.740 | 149.940 | ||
| 11 | 2024.02.28 12:00 | sell | 6 | 0.10 | 150.629 | 0.000 | 0.000 | ||
| 12 | 2024.02.28 12:00 | modify | 6 | 0.10 | 150.629 | 151.629 | 149.829 | ||
| 13 | 2024.02.29 02:20 | t/p | 5 | 0.10 | 149.940 | 151.740 | 149.940 | 48.53 | 1048.53 |
| 14 | 2024.02.29 02:38 | t/p | 6 | 0.10 | 149.829 | 151.629 | 149.829 | 48.57 | 1097.09 |
| 15 | 2024.02.29 04:21 | t/p | 4 | 0.10 | 149.731 | 151.531 | 149.731 | 48.61 | 1145.70 |
| 16 | 2024.02.29 04:21 | t/p | 3 | 0.10 | 149.730 | 151.530 | 149.730 | 47.00 | 1192.70 |
| 17 | 2024.02.29 14:11 | t/p | 2 | 0.10 | 149.636 | 151.436 | 149.636 | 47.03 | 1239.73 |
| 18 | 2024.02.29 14:55 | t/p | 1 | 0.10 | 149.559 | 151.359 | 149.559 | 35.81 | 1275.53 |
| 19 | 2024.03.26 16:00 | sell | 7 | 0.10 | 151.580 | 0.000 | 0.000 | ||
| 20 | 2024.03.26 16:00 | modify | 7 | 0.10 | 151.580 | 152.580 | 150.780 | ||
| 21 | 2024.03.27 04:00 | sell | 8 | 0.10 | 151.699 | 0.000 | 0.000 | ||
| 22 | 2024.03.27 04:00 | modify | 8 | 0.10 | 151.699 | 152.699 | 150.899 | ||
| 23 | 2024.03.27 08:00 | sell | 9 | 0.10 | 151.706 | 0.000 | 0.000 | ||
| 24 | 2024.03.27 08:00 | modify | 9 | 0.10 | 151.706 | 152.706 | 150.906 | ||
| 25 | 2024.03.27 12:00 | buy | 10 | 0.10 | 151.261 | 0.000 | 0.000 | ||
| 26 | 2024.03.27 12:00 | modify | 10 | 0.10 | 151.261 | 150.261 | 152.061 | ||
| 27 | 2024.03.29 04:00 | buy | 11 | 0.10 | 151.318 | 0.000 | 0.000 | ||
| 28 | 2024.03.29 04:00 | modify | 11 | 0.10 | 151.318 | 150.318 | 152.118 | ||
| 29 | 2024.03.29 08:00 | buy | 12 | 0.10 | 151.372 | 0.000 | 0.000 | ||
| 30 | 2024.03.29 08:00 | modify | 12 | 0.10 | 151.372 | 150.372 | 152.172 | ||
| 31 | 2024.03.29 12:00 | buy | 13 | 0.10 | 151.367 | 0.000 | 0.000 | ||
| 32 | 2024.03.29 12:00 | modify | 13 | 0.10 | 151.367 | 150.367 | 152.167 | ||
| 33 | 2024.04.01 04:00 | buy | 14 | 0.10 | 151.375 | 0.000 | 0.000 | ||
| 34 | 2024.04.01 04:00 | modify | 14 | 0.10 | 151.375 | 150.375 | 152.175 | ||
| 35 | 2024.04.01 08:00 | buy | 15 | 0.10 | 151.370 | 0.000 | 0.000 | ||
| 36 | 2024.04.01 08:00 | modify | 15 | 0.10 | 151.370 | 150.370 | 152.170 | ||
| 37 | 2024.04.01 12:00 | buy | 16 | 0.10 | 151.419 | 0.000 | 0.000 | ||
| 38 | 2024.04.01 12:00 | modify | 16 | 0.10 | 151.419 | 150.419 | 152.219 | ||
| 39 | 2024.04.01 16:00 | sell | 17 | 0.10 | 151.722 | 0.000 | 0.000 | ||
| 40 | 2024.04.01 16:00 | modify | 17 | 0.10 | 151.722 | 152.722 | 150.922 | ||
| 41 | 2024.04.01 20:00 | sell | 18 | 0.10 | 151.646 | 0.000 | 0.000 | ||
| 42 | 2024.04.01 20:00 | modify | 18 | 0.10 | 151.646 | 152.646 | 150.846 | ||
| 43 | 2024.04.04 04:00 | sell | 19 | 0.10 | 151.674 | 0.000 | 0.000 | ||
| 44 | 2024.04.04 04:00 | modify | 19 | 0.10 | 151.674 | 152.674 | 150.874 | ||
| 45 | 2024.04.04 08:00 | sell | 20 | 0.10 | 151.688 | 0.000 | 0.000 | ||
| 46 | 2024.04.04 08:00 | modify | 20 | 0.10 | 151.688 | 152.688 | 150.888 | ||
| 47 | 2024.04.04 12:00 | sell | 21 | 0.10 | 151.742 | 0.000 | 0.000 | ||
| 48 | 2024.04.04 12:00 | modify | 21 | 0.10 | 151.742 | 152.742 | 150.942 | ||
| 49 | 2024.04.04 16:00 | sell | 22 | 0.10 | 151.662 | 0.000 | 0.000 | ||
| 50 | 2024.04.04 16:00 | modify | 22 | 0.10 | 151.662 | 152.662 | 150.862 | ||
| 51 | 2024.04.04 20:00 | buy | 23 | 0.10 | 151.261 | 0.000 | 0.000 | ||
| 52 | 2024.04.04 20:00 | modify | 23 | 0.10 | 151.261 | 150.261 | 152.061 | ||
| 53 | 2024.04.05 00:15 | t/p | 21 | 0.10 | 150.942 | 152.742 | 150.942 | 51.39 | 1326.93 |
| 54 | 2024.04.05 00:15 | t/p | 17 | 0.10 | 150.922 | 152.722 | 150.922 | 43.35 | 1370.28 |
| 55 | 2024.04.05 00:15 | t/p | 9 | 0.10 | 150.906 | 152.706 | 150.906 | 35.34 | 1405.61 |
| 56 | 2024.04.05 00:15 | t/p | 8 | 0.10 | 150.899 | 152.699 | 150.899 | 35.34 | 1440.95 |
| 57 | 2024.04.05 00:15 | t/p | 20 | 0.10 | 150.888 | 152.688 | 150.888 | 51.41 | 1492.36 |
| 58 | 2024.04.05 00:15 | t/p | 19 | 0.10 | 150.874 | 152.674 | 150.874 | 51.41 | 1543.77 |
| 59 | 2024.04.05 00:15 | t/p | 22 | 0.10 | 150.862 | 152.662 | 150.862 | 51.42 | 1595.20 |
| 60 | 2024.04.05 00:15 | t/p | 18 | 0.10 | 150.846 | 152.646 | 150.846 | 43.38 | 1638.58 |
| 61 | 2024.04.10 12:00 | sell | 24 | 0.10 | 151.838 | 0.000 | 0.000 | ||
| 62 | 2024.04.10 12:00 | modify | 24 | 0.10 | 151.838 | 152.838 | 151.038 | ||
| 63 | 2024.04.10 12:30 | t/p | 10 | 0.10 | 152.061 | 150.261 | 152.061 | 66.32 | 1704.90 |
| 64 | 2024.04.10 12:30 | t/p | 23 | 0.10 | 152.061 | 150.261 | 152.061 | 56.53 | 1761.42 |
| 65 | 2024.04.10 12:30 | t/p | 11 | 0.10 | 152.118 | 150.318 | 152.118 | 62.37 | 1823.79 |
| 66 | 2024.04.10 12:30 | t/p | 13 | 0.10 | 152.167 | 150.367 | 152.167 | 62.36 | 1886.15 |
| 67 | 2024.04.10 12:30 | t/p | 15 | 0.10 | 152.170 | 150.370 | 152.170 | 61.38 | 1947.53 |
| 68 | 2024.04.10 12:30 | t/p | 12 | 0.10 | 152.172 | 150.372 | 152.172 | 62.36 | 2009.89 |
| 69 | 2024.04.10 12:30 | t/p | 14 | 0.10 | 152.175 | 150.375 | 152.175 | 61.38 | 2071.27 |
| 70 | 2024.04.10 12:30 | t/p | 16 | 0.10 | 152.219 | 150.419 | 152.219 | 61.36 | 2132.63 |
| 71 | 2024.04.10 13:40 | s/l | 7 | 0.10 | 152.580 | 152.580 | 150.780 | -89.66 | 2042.98 |
| 72 | 2024.04.10 15:05 | s/l | 24 | 0.10 | 152.838 | 152.838 | 151.038 | -65.42 | 1977.56 |
| 73 | 2024.04.24 08:00 | sell | 25 | 0.10 | 154.900 | 0.000 | 0.000 | ||
| 74 | 2024.04.24 08:00 | modify | 25 | 0.10 | 154.900 | 155.900 | 154.100 | ||
| 75 | 2024.04.24 12:00 | sell | 26 | 0.10 | 154.926 | 0.000 | 0.000 | ||
| 76 | 2024.04.24 12:00 | modify | 26 | 0.10 | 154.926 | 155.926 | 154.126 | ||
| 77 | 2024.04.24 16:00 | sell | 27 | 0.10 | 155.117 | 0.000 | 0.000 | ||
| 78 | 2024.04.24 16:00 | modify | 27 | 0.10 | 155.117 | 156.117 | 154.317 | ||
| 79 | 2024.04.26 03:24 | s/l | 25 | 0.10 | 155.900 | 155.900 | 154.100 | -70.57 | 1906.98 |
| 80 | 2024.04.26 03:30 | s/l | 26 | 0.10 | 155.926 | 155.926 | 154.126 | -70.56 | 1836.42 |
| 81 | 2024.04.26 03:31 | s/l | 27 | 0.10 | 156.117 | 156.117 | 154.317 | -70.48 | 1765.94 |
| 82 | 2024.05.27 20:00 | sell | 28 | 0.10 | 156.881 | 0.000 | 0.000 | ||
| 83 | 2024.05.27 20:00 | modify | 28 | 0.10 | 156.881 | 157.881 | 156.081 | ||
| 84 | 2024.05.28 04:00 | buy | 29 | 0.10 | 156.686 | 0.000 | 0.000 | ||
| 85 | 2024.05.28 04:00 | modify | 29 | 0.10 | 156.686 | 155.686 | 157.486 | ||
| 86 | 2024.05.28 08:00 | sell | 30 | 0.10 | 156.892 | 0.000 | 0.000 | ||
| 87 | 2024.05.28 08:00 | modify | 30 | 0.10 | 156.892 | 157.892 | 156.092 | ||
| 88 | 2024.05.28 12:00 | sell | 31 | 0.10 | 156.801 | 0.000 | 0.000 | ||
| 89 | 2024.05.28 12:00 | modify | 31 | 0.10 | 156.801 | 157.801 | 156.001 | ||
| 90 | 2024.05.28 16:00 | sell | 32 | 0.10 | 156.906 | 0.000 | 0.000 | ||
| 91 | 2024.05.28 16:00 | modify | 32 | 0.10 | 156.906 | 157.906 | 156.106 | ||
| 92 | 2024.05.28 20:00 | sell | 33 | 0.10 | 157.137 | 0.000 | 0.000 | ||
| 93 | 2024.05.28 20:00 | modify | 33 | 0.10 | 157.137 | 158.137 | 156.337 | ||
| 94 | 2024.05.29 14:57 | t/p | 29 | 0.10 | 157.486 | 155.686 | 157.486 | 51.78 | 1817.72 |
| 95 | 2024.06.03 14:06 | t/p | 33 | 0.10 | 156.337 | 158.137 | 156.337 | 41.53 | 1859.26 |
| 96 | 2024.06.03 15:09 | t/p | 32 | 0.10 | 156.106 | 157.906 | 156.106 | 41.60 | 1900.86 |
| 97 | 2024.06.03 15:09 | t/p | 30 | 0.10 | 156.092 | 157.892 | 156.092 | 41.60 | 1942.46 |
| 98 | 2024.06.03 15:10 | t/p | 28 | 0.10 | 156.081 | 157.881 | 156.081 | 40.00 | 1982.46 |
| 99 | 2024.06.03 15:55 | t/p | 31 | 0.10 | 156.001 | 157.801 | 156.001 | 41.63 | 2024.09 |