Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=3; MAHelp="------------------------------------"; TrendMA_Period=3; FilterMA_Period=40; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=20; BB_Deviation=2.6; BB_Applied=0; BB_GapSize=17; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; BUY_PruningMethod=1; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=90; T_TakeProfit=110; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=100; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 7239 | Ticks modelled | 157546 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | -500.42 | Gross profit | 925.48 | Gross loss | -1425.90 |
| Profit factor | 0.65 | Expected payoff | -11.91 | ||
| Absolute drawdown | 500.42 | Maximal drawdown | 1099.28 (68.75%) | Relative drawdown | 68.75% (1099.28) |
| Total trades | 42 | Short positions (won %) | 16 (0.00%) | Long positions (won %) | 26 (57.69%) |
| Profit trades (% of total) | 15 (35.71%) | Loss trades (% of total) | 27 (64.29%) | ||
| Largest | profit trade | 78.14 | loss trade | -67.07 | |
| Average | profit trade | 61.70 | loss trade | -52.81 | |
| Maximum | consecutive wins (profit in money) | 7 (540.66) | consecutive losses (loss in money) | 11 (-393.87) | |
| Maximal | consecutive profit (count of wins) | 540.66 (7) | consecutive loss (count of losses) | -441.51 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.02 00:00 | sell | 1 | 0.10 | 1.68549 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.02 00:00 | modify | 1 | 0.10 | 1.68549 | 1.69449 | 1.67449 | ||
| 3 | 2024.01.02 01:00 | sell | 2 | 0.10 | 1.68536 | 0.00000 | 0.00000 | ||
| 4 | 2024.01.02 01:00 | modify | 2 | 0.10 | 1.68536 | 1.69436 | 1.67436 | ||
| 5 | 2024.01.02 02:00 | sell | 3 | 0.10 | 1.68424 | 0.00000 | 0.00000 | ||
| 6 | 2024.01.02 02:00 | modify | 3 | 0.10 | 1.68424 | 1.69324 | 1.67324 | ||
| 7 | 2024.01.02 03:00 | sell | 4 | 0.10 | 1.68447 | 0.00000 | 0.00000 | ||
| 8 | 2024.01.02 03:00 | modify | 4 | 0.10 | 1.68447 | 1.69347 | 1.67347 | ||
| 9 | 2024.01.02 04:00 | buy | 5 | 0.10 | 1.68628 | 0.00000 | 0.00000 | ||
| 10 | 2024.01.02 04:00 | modify | 5 | 0.10 | 1.68628 | 1.67728 | 1.69728 | ||
| 11 | 2024.01.03 00:00 | sell | 6 | 0.10 | 1.68136 | 0.00000 | 0.00000 | ||
| 12 | 2024.01.03 00:00 | modify | 6 | 0.10 | 1.68136 | 1.69036 | 1.67036 | ||
| 13 | 2024.01.03 04:00 | buy | 7 | 0.10 | 1.68471 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.03 04:00 | modify | 7 | 0.10 | 1.68471 | 1.67571 | 1.69571 | ||
| 15 | 2024.01.03 18:50 | s/l | 6 | 0.10 | 1.69036 | 1.69036 | 1.67036 | -62.70 | 937.30 |
| 16 | 2024.01.04 01:00 | buy | 8 | 0.10 | 1.69159 | 0.00000 | 0.00000 | ||
| 17 | 2024.01.04 01:00 | modify | 8 | 0.10 | 1.69159 | 1.68259 | 1.70259 | ||
| 18 | 2024.01.04 08:50 | s/l | 3 | 0.10 | 1.69324 | 1.69324 | 1.67324 | -66.20 | 871.10 |
| 19 | 2024.01.04 09:40 | s/l | 4 | 0.10 | 1.69347 | 1.69347 | 1.67347 | -66.20 | 804.90 |
| 20 | 2024.01.04 09:45 | s/l | 1 | 0.10 | 1.69449 | 1.69449 | 1.67449 | -66.20 | 738.71 |
| 21 | 2024.01.04 09:45 | s/l | 2 | 0.10 | 1.69436 | 1.69436 | 1.67436 | -66.20 | 672.51 |
| 22 | 2024.01.04 10:20 | t/p | 7 | 0.10 | 1.69571 | 1.67571 | 1.69571 | 77.54 | 750.05 |
| 23 | 2024.01.05 00:00 | buy | 9 | 0.10 | 1.69405 | 0.00000 | 0.00000 | ||
| 24 | 2024.01.05 00:00 | modify | 9 | 0.10 | 1.69405 | 1.68505 | 1.70505 | ||
| 25 | 2024.01.05 01:00 | buy | 10 | 0.10 | 1.69486 | 0.00000 | 0.00000 | ||
| 26 | 2024.01.05 01:00 | modify | 10 | 0.10 | 1.69486 | 1.68586 | 1.70586 | ||
| 27 | 2024.01.05 02:00 | buy | 11 | 0.10 | 1.69495 | 0.00000 | 0.00000 | ||
| 28 | 2024.01.05 02:00 | modify | 11 | 0.10 | 1.69495 | 1.68595 | 1.70595 | ||
| 29 | 2024.01.05 03:00 | buy | 12 | 0.10 | 1.69469 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.05 03:00 | modify | 12 | 0.10 | 1.69469 | 1.68569 | 1.70569 | ||
| 31 | 2024.01.05 15:16 | t/p | 5 | 0.10 | 1.69728 | 1.67728 | 1.69728 | 78.14 | 828.18 |
| 32 | 2024.01.08 01:00 | buy | 13 | 0.10 | 1.69952 | 0.00000 | 0.00000 | ||
| 33 | 2024.01.08 01:00 | modify | 13 | 0.10 | 1.69952 | 1.69052 | 1.71052 | ||
| 34 | 2024.01.08 02:00 | buy | 14 | 0.10 | 1.69920 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.08 02:00 | modify | 14 | 0.10 | 1.69920 | 1.69020 | 1.71020 | ||
| 36 | 2024.01.08 13:50 | t/p | 8 | 0.10 | 1.70259 | 1.68259 | 1.70259 | 77.24 | 905.42 |
| 37 | 2024.01.08 14:50 | t/p | 9 | 0.10 | 1.70505 | 1.68505 | 1.70505 | 76.94 | 982.36 |
| 38 | 2024.01.08 15:50 | t/p | 10 | 0.10 | 1.70586 | 1.68586 | 1.70586 | 76.94 | 1059.30 |
| 39 | 2024.01.08 15:50 | t/p | 12 | 0.10 | 1.70569 | 1.68569 | 1.70569 | 76.93 | 1136.23 |
| 40 | 2024.01.08 16:20 | t/p | 11 | 0.10 | 1.70595 | 1.68595 | 1.70595 | 76.94 | 1213.17 |
| 41 | 2024.01.09 01:00 | buy | 15 | 0.10 | 1.70290 | 0.00000 | 0.00000 | ||
| 42 | 2024.01.09 01:00 | modify | 15 | 0.10 | 1.70290 | 1.69390 | 1.71390 | ||
| 43 | 2024.01.09 02:00 | buy | 16 | 0.10 | 1.70367 | 0.00000 | 0.00000 | ||
| 44 | 2024.01.09 02:00 | modify | 16 | 0.10 | 1.70367 | 1.69467 | 1.71467 | ||
| 45 | 2024.01.09 03:00 | buy | 17 | 0.10 | 1.70307 | 0.00000 | 0.00000 | ||
| 46 | 2024.01.09 03:00 | modify | 17 | 0.10 | 1.70307 | 1.69407 | 1.71407 | ||
| 47 | 2024.01.09 04:00 | buy | 18 | 0.10 | 1.70306 | 0.00000 | 0.00000 | ||
| 48 | 2024.01.09 04:00 | modify | 18 | 0.10 | 1.70306 | 1.69406 | 1.71406 | ||
| 49 | 2024.01.10 00:00 | sell | 19 | 0.10 | 1.70173 | 0.00000 | 0.00000 | ||
| 50 | 2024.01.10 00:00 | modify | 19 | 0.10 | 1.70173 | 1.71073 | 1.69073 | ||
| 51 | 2024.01.10 02:00 | sell | 20 | 0.10 | 1.70080 | 0.00000 | 0.00000 | ||
| 52 | 2024.01.10 02:00 | modify | 20 | 0.10 | 1.70080 | 1.70980 | 1.68980 | ||
| 53 | 2024.01.10 03:00 | sell | 21 | 0.10 | 1.69971 | 0.00000 | 0.00000 | ||
| 54 | 2024.01.10 03:00 | modify | 21 | 0.10 | 1.69971 | 1.70871 | 1.68871 | ||
| 55 | 2024.01.10 04:00 | sell | 22 | 0.10 | 1.69937 | 0.00000 | 0.00000 | ||
| 56 | 2024.01.10 04:00 | modify | 22 | 0.10 | 1.69937 | 1.70837 | 1.68837 | ||
| 57 | 2024.01.11 00:00 | buy | 23 | 0.10 | 1.70541 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.11 00:00 | modify | 23 | 0.10 | 1.70541 | 1.69641 | 1.71641 | ||
| 59 | 2024.01.11 01:00 | buy | 24 | 0.10 | 1.70531 | 0.00000 | 0.00000 | ||
| 60 | 2024.01.11 01:00 | modify | 24 | 0.10 | 1.70531 | 1.69631 | 1.71631 | ||
| 61 | 2024.01.11 02:00 | buy | 25 | 0.10 | 1.70573 | 0.00000 | 0.00000 | ||
| 62 | 2024.01.11 02:00 | modify | 25 | 0.10 | 1.70573 | 1.69673 | 1.71673 | ||
| 63 | 2024.01.11 03:00 | buy | 26 | 0.10 | 1.70616 | 0.00000 | 0.00000 | ||
| 64 | 2024.01.11 03:00 | modify | 26 | 0.10 | 1.70616 | 1.69716 | 1.71716 | ||
| 65 | 2024.01.11 04:00 | buy | 27 | 0.10 | 1.70595 | 0.00000 | 0.00000 | ||
| 66 | 2024.01.11 04:00 | modify | 27 | 0.10 | 1.70595 | 1.69695 | 1.71695 | ||
| 67 | 2024.01.11 16:15 | s/l | 22 | 0.10 | 1.70837 | 1.70837 | 1.68837 | -65.32 | 1147.84 |
| 68 | 2024.01.11 16:20 | s/l | 21 | 0.10 | 1.70871 | 1.70871 | 1.68871 | -65.31 | 1082.53 |
| 69 | 2024.01.11 19:10 | s/l | 20 | 0.10 | 1.70980 | 1.70980 | 1.68980 | -65.32 | 1017.21 |
| 70 | 2024.01.12 00:00 | buy | 28 | 0.10 | 1.70994 | 0.00000 | 0.00000 | ||
| 71 | 2024.01.12 00:00 | modify | 28 | 0.10 | 1.70994 | 1.70094 | 1.72094 | ||
| 72 | 2024.01.12 01:00 | close | 14 | 0.10 | 1.70875 | 1.69020 | 1.71020 | 68.32 | 1085.53 |
| 73 | 2024.01.12 01:00 | buy | 29 | 0.10 | 1.70925 | 0.00000 | 0.00000 | ||
| 74 | 2024.01.12 01:00 | modify | 29 | 0.10 | 1.70925 | 1.70025 | 1.72025 | ||
| 75 | 2024.01.12 02:00 | close | 13 | 0.10 | 1.70880 | 1.69052 | 1.71052 | 66.44 | 1151.98 |
| 76 | 2024.01.12 02:00 | buy | 30 | 0.10 | 1.70930 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.12 02:00 | modify | 30 | 0.10 | 1.70930 | 1.70030 | 1.72030 | ||
| 78 | 2024.01.12 04:00 | close | 15 | 0.10 | 1.70884 | 1.69390 | 1.71390 | 42.88 | 1194.85 |
| 79 | 2024.01.12 04:00 | buy | 31 | 0.10 | 1.70934 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.12 04:00 | modify | 31 | 0.10 | 1.70934 | 1.70034 | 1.72034 | ||
| 81 | 2024.01.15 02:00 | sell | 32 | 0.10 | 1.70654 | 0.00000 | 0.00000 | ||
| 82 | 2024.01.15 02:00 | modify | 32 | 0.10 | 1.70654 | 1.71554 | 1.69554 | ||
| 83 | 2024.01.15 03:00 | close | 18 | 0.10 | 1.70792 | 1.69406 | 1.71406 | 35.65 | 1230.51 |
| 84 | 2024.01.15 03:00 | buy | 33 | 0.10 | 1.70842 | 0.00000 | 0.00000 | ||
| 85 | 2024.01.15 03:00 | modify | 33 | 0.10 | 1.70842 | 1.69942 | 1.71942 | ||
| 86 | 2024.01.15 04:00 | close | 17 | 0.10 | 1.70801 | 1.69407 | 1.71407 | 36.21 | 1266.72 |
| 87 | 2024.01.15 04:00 | buy | 34 | 0.10 | 1.70851 | 0.00000 | 0.00000 | ||
| 88 | 2024.01.15 04:00 | modify | 34 | 0.10 | 1.70851 | 1.69951 | 1.71951 | ||
| 89 | 2024.01.15 08:20 | s/l | 19 | 0.10 | 1.71073 | 1.71073 | 1.69073 | -67.07 | 1199.65 |
| 90 | 2024.01.16 01:00 | sell | 35 | 0.10 | 1.70710 | 0.00000 | 0.00000 | ||
| 91 | 2024.01.16 01:00 | modify | 35 | 0.10 | 1.70710 | 1.71610 | 1.69610 | ||
| 92 | 2024.01.16 03:00 | close | 16 | 0.10 | 1.70829 | 1.69467 | 1.71467 | 34.28 | 1233.93 |
| 93 | 2024.01.16 03:00 | buy | 36 | 0.10 | 1.70879 | 0.00000 | 0.00000 | ||
| 94 | 2024.01.16 03:00 | modify | 36 | 0.10 | 1.70879 | 1.69979 | 1.71979 | ||
| 95 | 2024.01.16 04:00 | close | 24 | 0.10 | 1.70851 | 1.69631 | 1.71631 | 23.19 | 1257.12 |
| 96 | 2024.01.16 04:00 | buy | 37 | 0.10 | 1.70901 | 0.00000 | 0.00000 | ||
| 97 | 2024.01.16 04:00 | modify | 37 | 0.10 | 1.70901 | 1.70001 | 1.72001 | ||
| 98 | 2024.01.17 00:00 | sell | 38 | 0.10 | 1.70456 | 0.00000 | 0.00000 | ||
| 99 | 2024.01.17 00:00 | modify | 38 | 0.10 | 1.70456 | 1.71356 | 1.69356 | ||
| 100 | 2024.01.17 01:00 | sell | 39 | 0.10 | 1.70473 | 0.00000 | 0.00000 | ||
| 101 | 2024.01.17 01:00 | modify | 39 | 0.10 | 1.70473 | 1.71373 | 1.69373 | ||
| 102 | 2024.01.17 02:00 | sell | 40 | 0.10 | 1.70425 | 0.00000 | 0.00000 | ||
| 103 | 2024.01.17 02:00 | modify | 40 | 0.10 | 1.70425 | 1.71325 | 1.69325 | ||
| 104 | 2024.01.17 03:00 | sell | 41 | 0.10 | 1.70395 | 0.00000 | 0.00000 | ||
| 105 | 2024.01.17 03:00 | modify | 41 | 0.10 | 1.70395 | 1.71295 | 1.69295 | ||
| 106 | 2024.01.17 04:00 | sell | 42 | 0.10 | 1.70339 | 0.00000 | 0.00000 | ||
| 107 | 2024.01.17 04:00 | modify | 42 | 0.10 | 1.70339 | 1.71239 | 1.69239 | ||
| 108 | 2024.01.17 08:15 | s/l | 40 | 0.10 | 1.71325 | 1.71325 | 1.69325 | -62.70 | 1194.42 |
| 109 | 2024.01.17 08:15 | s/l | 41 | 0.10 | 1.71295 | 1.71295 | 1.69295 | -62.70 | 1131.72 |
| 110 | 2024.01.17 08:15 | s/l | 42 | 0.10 | 1.71239 | 1.71239 | 1.69239 | -62.70 | 1069.02 |
| 111 | 2024.01.17 08:20 | s/l | 38 | 0.10 | 1.71356 | 1.71356 | 1.69356 | -62.70 | 1006.32 |
| 112 | 2024.01.17 08:20 | s/l | 39 | 0.10 | 1.71373 | 1.71373 | 1.69373 | -62.70 | 943.62 |
| 113 | 2024.01.17 10:16 | s/l | 32 | 0.10 | 1.71554 | 1.71554 | 1.69554 | -64.44 | 879.18 |
| 114 | 2024.01.17 11:45 | s/l | 35 | 0.10 | 1.71610 | 1.71610 | 1.69610 | -63.57 | 815.61 |
| 115 | 2024.01.17 11:50 | t/p | 23 | 0.10 | 1.71641 | 1.69641 | 1.71641 | 77.84 | 893.44 |
| 116 | 2024.01.21 22:00 | close at stop | 37 | 0.10 | 1.70279 | 1.70001 | 1.72001 | -41.84 | 851.60 |
| 117 | 2024.01.21 22:00 | close at stop | 36 | 0.10 | 1.70279 | 1.69979 | 1.71979 | -40.30 | 811.29 |
| 118 | 2024.01.21 22:00 | close at stop | 34 | 0.10 | 1.70279 | 1.69951 | 1.71951 | -38.06 | 773.24 |
| 119 | 2024.01.21 22:00 | close at stop | 33 | 0.10 | 1.70279 | 1.69942 | 1.71942 | -37.43 | 735.81 |
| 120 | 2024.01.21 22:00 | close at stop | 31 | 0.10 | 1.70279 | 1.70034 | 1.72034 | -43.54 | 692.28 |
| 121 | 2024.01.21 22:00 | close at stop | 30 | 0.10 | 1.70279 | 1.70030 | 1.72030 | -43.27 | 649.01 |
| 122 | 2024.01.21 22:00 | close at stop | 29 | 0.10 | 1.70279 | 1.70025 | 1.72025 | -42.92 | 606.10 |
| 123 | 2024.01.21 22:00 | close at stop | 28 | 0.10 | 1.70279 | 1.70094 | 1.72094 | -47.72 | 558.38 |
| 124 | 2024.01.21 22:00 | close at stop | 27 | 0.10 | 1.70279 | 1.69695 | 1.71695 | -19.63 | 538.75 |
| 125 | 2024.01.21 22:00 | close at stop | 26 | 0.10 | 1.70279 | 1.69716 | 1.71716 | -21.09 | 517.66 |
| 126 | 2024.01.21 22:00 | close at stop | 25 | 0.10 | 1.70279 | 1.69673 | 1.71673 | -18.09 | 499.58 |