Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=3; MAHelp="------------------------------------"; TrendMA_Period=19; FilterMA_Period=24; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=7; BB_Deviation=3.7; BB_Applied=0; BB_GapSize=61; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=11; 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=120; T_TakeProfit=120; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=120; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=11; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | -350.29 | Gross profit | 660.23 | Gross loss | -1010.52 |
| Profit factor | 0.65 | Expected payoff | -12.08 | ||
| Absolute drawdown | 377.86 | Maximal drawdown | 405.73 (39.47%) | Relative drawdown | 39.47% (405.73) |
| Total trades | 29 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 14 (100.00%) |
| Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
| Largest | profit trade | 55.29 | loss trade | -97.90 | |
| Average | profit trade | 36.68 | loss trade | -91.87 | |
| Maximum | consecutive wins (profit in money) | 10 (473.29) | consecutive losses (loss in money) | 6 (-535.57) | |
| Maximal | consecutive profit (count of wins) | 473.29 (10) | consecutive loss (count of losses) | -535.57 (6) | |
| Average | consecutive wins | 6 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.01 12:00 | buy | 1 | 0.10 | 1.71977 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.01 12:00 | modify | 1 | 0.10 | 1.71977 | 1.70777 | 1.73177 | ||
| 3 | 2024.05.01 16:00 | buy | 2 | 0.10 | 1.71866 | 0.00000 | 0.00000 | ||
| 4 | 2024.05.01 16:00 | modify | 2 | 0.10 | 1.71866 | 1.70666 | 1.73066 | ||
| 5 | 2024.05.01 20:00 | buy | 3 | 0.10 | 1.71930 | 0.00000 | 0.00000 | ||
| 6 | 2024.05.01 20:00 | modify | 3 | 0.10 | 1.71930 | 1.70730 | 1.73130 | ||
| 7 | 2024.05.02 12:00 | buy | 4 | 0.10 | 1.71749 | 0.00000 | 0.00000 | ||
| 8 | 2024.05.02 12:00 | modify | 4 | 0.10 | 1.71749 | 1.70549 | 1.72949 | ||
| 9 | 2024.05.03 12:00 | sell | 5 | 0.10 | 1.71552 | 0.00000 | 0.00000 | ||
| 10 | 2024.05.03 12:00 | modify | 5 | 0.10 | 1.71552 | 1.72752 | 1.70352 | ||
| 11 | 2024.05.03 20:00 | sell | 6 | 0.10 | 1.71650 | 0.00000 | 0.00000 | ||
| 12 | 2024.05.03 20:00 | modify | 6 | 0.10 | 1.71650 | 1.72850 | 1.70450 | ||
| 13 | 2024.05.05 20:00 | sell | 7 | 0.10 | 1.71564 | 0.00000 | 0.00000 | ||
| 14 | 2024.05.05 20:00 | modify | 7 | 0.10 | 1.71564 | 1.72764 | 1.70364 | ||
| 15 | 2024.05.06 12:00 | buy | 8 | 0.10 | 1.71969 | 0.00000 | 0.00000 | ||
| 16 | 2024.05.06 12:00 | modify | 8 | 0.10 | 1.71969 | 1.70769 | 1.73169 | ||
| 17 | 2024.05.06 16:00 | sell | 9 | 0.10 | 1.71699 | 0.00000 | 0.00000 | ||
| 18 | 2024.05.06 16:00 | modify | 9 | 0.10 | 1.71699 | 1.72899 | 1.70499 | ||
| 19 | 2024.05.06 20:00 | sell | 10 | 0.10 | 1.71634 | 0.00000 | 0.00000 | ||
| 20 | 2024.05.06 20:00 | modify | 10 | 0.10 | 1.71634 | 1.72834 | 1.70434 | ||
| 21 | 2024.05.07 12:00 | sell | 11 | 0.10 | 1.71611 | 0.00000 | 0.00000 | ||
| 22 | 2024.05.07 12:00 | modify | 11 | 0.10 | 1.71611 | 1.72811 | 1.70411 | ||
| 23 | 2024.05.07 16:00 | buy | 12 | 0.10 | 1.71893 | 0.00000 | 0.00000 | ||
| 24 | 2024.05.07 16:00 | modify | 12 | 0.10 | 1.71893 | 1.70693 | 1.73093 | ||
| 25 | 2024.05.07 20:00 | buy | 13 | 0.10 | 1.71731 | 0.00000 | 0.00000 | ||
| 26 | 2024.05.07 20:00 | modify | 13 | 0.10 | 1.71731 | 1.70531 | 1.72931 | ||
| 27 | 2024.05.08 12:00 | buy | 14 | 0.10 | 1.71792 | 0.00000 | 0.00000 | ||
| 28 | 2024.05.08 12:00 | modify | 14 | 0.10 | 1.71792 | 1.70592 | 1.72992 | ||
| 29 | 2024.05.08 16:00 | sell | 15 | 0.10 | 1.71503 | 0.00000 | 0.00000 | ||
| 30 | 2024.05.08 16:00 | modify | 15 | 0.10 | 1.71503 | 1.72703 | 1.70303 | ||
| 31 | 2024.05.08 20:00 | sell | 16 | 0.10 | 1.71598 | 0.00000 | 0.00000 | ||
| 32 | 2024.05.08 20:00 | modify | 16 | 0.10 | 1.71598 | 1.72798 | 1.70398 | ||
| 33 | 2024.05.09 12:00 | sell | 17 | 0.10 | 1.71140 | 0.00000 | 0.00000 | ||
| 34 | 2024.05.09 12:00 | modify | 17 | 0.10 | 1.71140 | 1.72340 | 1.69940 | ||
| 35 | 2024.05.09 16:00 | sell | 18 | 0.10 | 1.71178 | 0.00000 | 0.00000 | ||
| 36 | 2024.05.09 16:00 | modify | 18 | 0.10 | 1.71178 | 1.72378 | 1.69978 | ||
| 37 | 2024.05.09 20:00 | sell | 19 | 0.10 | 1.71241 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.09 20:00 | modify | 19 | 0.10 | 1.71241 | 1.72441 | 1.70041 | ||
| 39 | 2024.05.10 12:00 | close | 9 | 0.10 | 1.71449 | 1.72899 | 1.70499 | 12.48 | 1012.48 |
| 40 | 2024.05.10 12:00 | sell | 20 | 0.10 | 1.71399 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.10 12:00 | modify | 20 | 0.10 | 1.71399 | 1.72599 | 1.70199 | ||
| 42 | 2024.05.10 16:00 | close | 6 | 0.10 | 1.71204 | 1.72850 | 1.70450 | 25.63 | 1038.10 |
| 43 | 2024.05.10 16:00 | sell | 21 | 0.10 | 1.71154 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.10 16:00 | modify | 21 | 0.10 | 1.71154 | 1.72354 | 1.69954 | ||
| 45 | 2024.05.10 20:00 | close | 10 | 0.10 | 1.71298 | 1.72834 | 1.70434 | 18.65 | 1056.75 |
| 46 | 2024.05.10 20:00 | sell | 22 | 0.10 | 1.71248 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.10 20:00 | modify | 22 | 0.10 | 1.71248 | 1.72448 | 1.70048 | ||
| 48 | 2024.05.12 20:00 | close | 11 | 0.10 | 1.71008 | 1.72811 | 1.70411 | 38.70 | 1095.45 |
| 49 | 2024.05.12 20:00 | sell | 23 | 0.10 | 1.70958 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.12 20:00 | modify | 23 | 0.10 | 1.70958 | 1.72158 | 1.69758 | ||
| 51 | 2024.05.13 16:00 | buy | 24 | 0.10 | 1.71822 | 0.00000 | 0.00000 | ||
| 52 | 2024.05.13 16:00 | modify | 24 | 0.10 | 1.71822 | 1.70622 | 1.73022 | ||
| 53 | 2024.05.13 20:00 | buy | 25 | 0.10 | 1.71658 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.13 20:00 | modify | 25 | 0.10 | 1.71658 | 1.70458 | 1.72858 | ||
| 55 | 2024.05.14 12:00 | buy | 26 | 0.10 | 1.71587 | 0.00000 | 0.00000 | ||
| 56 | 2024.05.14 12:00 | modify | 26 | 0.10 | 1.71587 | 1.70387 | 1.72787 | ||
| 57 | 2024.05.14 16:00 | close | 26 | 0.10 | 1.71843 | 1.70387 | 1.72787 | 18.37 | 1113.82 |
| 58 | 2024.05.14 16:00 | buy | 27 | 0.10 | 1.71893 | 0.00000 | 0.00000 | ||
| 59 | 2024.05.14 16:00 | modify | 27 | 0.10 | 1.71893 | 1.70693 | 1.73093 | ||
| 60 | 2024.05.14 20:00 | close | 25 | 0.10 | 1.71833 | 1.70458 | 1.72858 | 12.86 | 1126.69 |
| 61 | 2024.05.14 20:00 | buy | 28 | 0.10 | 1.71883 | 0.00000 | 0.00000 | ||
| 62 | 2024.05.14 20:00 | modify | 28 | 0.10 | 1.71883 | 1.70683 | 1.73083 | ||
| 63 | 2024.05.15 12:00 | close | 13 | 0.10 | 1.71954 | 1.70531 | 1.72931 | 18.44 | 1145.12 |
| 64 | 2024.05.15 12:00 | buy | 29 | 0.10 | 1.72004 | 0.00000 | 0.00000 | ||
| 65 | 2024.05.15 12:00 | modify | 29 | 0.10 | 1.72004 | 1.70804 | 1.73204 | ||
| 66 | 2024.05.15 16:00 | s/l | 17 | 0.10 | 1.72340 | 1.72340 | 1.69940 | -89.72 | 1055.41 |
| 67 | 2024.05.15 16:00 | s/l | 18 | 0.10 | 1.72378 | 1.72378 | 1.69978 | -89.72 | 965.69 |
| 68 | 2024.05.15 16:00 | s/l | 19 | 0.10 | 1.72441 | 1.72441 | 1.70041 | -89.72 | 875.97 |
| 69 | 2024.05.15 16:00 | s/l | 21 | 0.10 | 1.72354 | 1.72354 | 1.69954 | -88.81 | 787.16 |
| 70 | 2024.05.15 16:00 | s/l | 22 | 0.10 | 1.72448 | 1.72448 | 1.70048 | -88.81 | 698.36 |
| 71 | 2024.05.15 16:00 | s/l | 23 | 0.10 | 1.72158 | 1.72158 | 1.69758 | -88.81 | 609.55 |
| 72 | 2024.05.15 16:00 | close | 4 | 0.10 | 1.72285 | 1.70549 | 1.72949 | 41.82 | 651.37 |
| 73 | 2024.05.15 20:00 | s/l | 20 | 0.10 | 1.72599 | 1.72599 | 1.70199 | -88.81 | 562.56 |
| 74 | 2024.05.16 04:00 | s/l | 15 | 0.10 | 1.72703 | 1.72703 | 1.70303 | -95.17 | 467.39 |
| 75 | 2024.05.16 08:00 | s/l | 5 | 0.10 | 1.72752 | 1.72752 | 1.70352 | -97.90 | 369.49 |
| 76 | 2024.05.16 08:00 | s/l | 7 | 0.10 | 1.72764 | 1.72764 | 1.70364 | -97.90 | 271.59 |
| 77 | 2024.05.16 08:00 | s/l | 16 | 0.10 | 1.72798 | 1.72798 | 1.70398 | -95.17 | 176.42 |
| 78 | 2024.05.16 12:00 | close at stop | 29 | 0.10 | 1.72520 | 1.70804 | 1.73204 | 37.94 | 214.37 |
| 79 | 2024.05.16 12:00 | close at stop | 28 | 0.10 | 1.72520 | 1.70683 | 1.73083 | 46.93 | 261.29 |
| 80 | 2024.05.16 12:00 | close at stop | 27 | 0.10 | 1.72520 | 1.70693 | 1.73093 | 46.21 | 307.50 |
| 81 | 2024.05.16 12:00 | close at stop | 24 | 0.10 | 1.72520 | 1.70622 | 1.73022 | 51.61 | 359.11 |
| 82 | 2024.05.16 12:00 | close at stop | 14 | 0.10 | 1.72520 | 1.70592 | 1.72992 | 55.29 | 414.40 |
| 83 | 2024.05.16 12:00 | close at stop | 12 | 0.10 | 1.72520 | 1.70693 | 1.73093 | 48.34 | 462.74 |
| 84 | 2024.05.16 12:00 | close at stop | 8 | 0.10 | 1.72520 | 1.70769 | 1.73169 | 43.19 | 505.94 |
| 85 | 2024.05.16 12:00 | close at stop | 3 | 0.10 | 1.72520 | 1.70730 | 1.73130 | 47.52 | 553.45 |
| 86 | 2024.05.16 12:00 | close at stop | 2 | 0.10 | 1.72520 | 1.70666 | 1.73066 | 52.11 | 605.56 |
| 87 | 2024.05.16 12:00 | close at stop | 1 | 0.10 | 1.72520 | 1.70777 | 1.73177 | 44.15 | 649.71 |