Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=18; ADX_Level=15; TrendFollowMethod=1; PositionAction=1; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=16; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=230; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
| Bars in test | 1913 | Ticks modelled | 37866308 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -400.23 | Gross profit | 850.28 | Gross loss | -1250.50 |
| Profit factor | 0.68 | Expected payoff | -11.77 | ||
| Absolute drawdown | 400.23 | Maximal drawdown | 1416.28 (70.25%) | Relative drawdown | 70.25% (1416.28) |
| Total trades | 34 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 22 (31.82%) |
| Profit trades (% of total) | 15 (44.12%) | Loss trades (% of total) | 19 (55.88%) | ||
| Largest | profit trade | 84.91 | loss trade | -109.46 | |
| Average | profit trade | 56.69 | loss trade | -65.82 | |
| Maximum | consecutive wins (profit in money) | 12 (612.43) | consecutive losses (loss in money) | 12 (-887.17) | |
| Maximal | consecutive profit (count of wins) | 612.43 (12) | consecutive loss (count of losses) | -887.17 (12) | |
| Average | consecutive wins | 8 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 00:00 | buy | 1 | 0.10 | 151.349 | 0.000 | 0.000 | ||
| 2 | 2023.11.01 00:00 | modify | 1 | 0.10 | 151.349 | 149.049 | 152.549 | ||
| 3 | 2023.11.01 04:00 | buy | 2 | 0.10 | 151.273 | 0.000 | 0.000 | ||
| 4 | 2023.11.01 04:00 | modify | 2 | 0.10 | 151.273 | 148.973 | 152.473 | ||
| 5 | 2023.11.01 08:00 | buy | 3 | 0.10 | 151.405 | 0.000 | 0.000 | ||
| 6 | 2023.11.01 08:00 | modify | 3 | 0.10 | 151.405 | 149.105 | 152.605 | ||
| 7 | 2023.11.02 04:00 | close | 3 | 0.10 | 150.350 | 149.105 | 152.605 | -67.28 | 932.72 |
| 8 | 2023.11.02 04:00 | close | 2 | 0.10 | 150.350 | 148.973 | 152.473 | -58.50 | 874.22 |
| 9 | 2023.11.02 04:00 | close | 1 | 0.10 | 150.350 | 149.049 | 152.549 | -63.55 | 810.67 |
| 10 | 2023.11.02 04:00 | sell | 4 | 0.10 | 150.350 | 0.000 | 0.000 | ||
| 11 | 2023.11.02 04:00 | modify | 4 | 0.10 | 150.350 | 152.650 | 149.150 | ||
| 12 | 2023.11.02 08:00 | sell | 5 | 0.10 | 150.376 | 0.000 | 0.000 | ||
| 13 | 2023.11.02 08:00 | modify | 5 | 0.10 | 150.376 | 152.676 | 149.176 | ||
| 14 | 2023.11.02 12:00 | sell | 6 | 0.10 | 150.360 | 0.000 | 0.000 | ||
| 15 | 2023.11.02 12:00 | modify | 6 | 0.10 | 150.360 | 152.660 | 149.160 | ||
| 16 | 2023.11.02 16:00 | sell | 7 | 0.10 | 150.484 | 0.000 | 0.000 | ||
| 17 | 2023.11.02 16:00 | modify | 7 | 0.10 | 150.484 | 152.784 | 149.284 | ||
| 18 | 2023.11.02 20:00 | sell | 8 | 0.10 | 150.460 | 0.000 | 0.000 | ||
| 19 | 2023.11.02 20:00 | modify | 8 | 0.10 | 150.460 | 152.760 | 149.260 | ||
| 20 | 2023.11.03 00:00 | sell | 9 | 0.10 | 150.493 | 0.000 | 0.000 | ||
| 21 | 2023.11.03 00:00 | modify | 9 | 0.10 | 150.493 | 152.793 | 149.293 | ||
| 22 | 2023.11.03 04:00 | sell | 10 | 0.10 | 150.343 | 0.000 | 0.000 | ||
| 23 | 2023.11.03 04:00 | modify | 10 | 0.10 | 150.343 | 152.643 | 149.143 | ||
| 24 | 2023.11.03 08:00 | sell | 11 | 0.10 | 150.341 | 0.000 | 0.000 | ||
| 25 | 2023.11.03 08:00 | modify | 11 | 0.10 | 150.341 | 152.641 | 149.141 | ||
| 26 | 2023.11.03 12:00 | sell | 12 | 0.10 | 150.180 | 0.000 | 0.000 | ||
| 27 | 2023.11.03 12:00 | modify | 12 | 0.10 | 150.180 | 152.480 | 148.980 | ||
| 28 | 2023.11.03 13:20 | t/p | 9 | 0.10 | 149.293 | 152.793 | 149.293 | 80.38 | 891.05 |
| 29 | 2023.11.03 13:45 | t/p | 7 | 0.10 | 149.284 | 152.784 | 149.284 | 78.73 | 969.77 |
| 30 | 2023.11.03 13:46 | t/p | 8 | 0.10 | 149.260 | 152.760 | 149.260 | 78.74 | 1048.51 |
| 31 | 2023.11.03 16:00 | sell | 13 | 0.10 | 149.366 | 0.000 | 0.000 | ||
| 32 | 2023.11.03 16:00 | modify | 13 | 0.10 | 149.366 | 151.666 | 148.166 | ||
| 33 | 2023.11.03 20:00 | sell | 14 | 0.10 | 149.466 | 0.000 | 0.000 | ||
| 34 | 2023.11.03 20:00 | modify | 14 | 0.10 | 149.466 | 151.766 | 148.266 | ||
| 35 | 2023.11.06 00:00 | sell | 15 | 0.10 | 149.453 | 0.000 | 0.000 | ||
| 36 | 2023.11.06 00:00 | modify | 15 | 0.10 | 149.453 | 151.753 | 148.253 | ||
| 37 | 2023.11.07 04:00 | close | 15 | 0.10 | 150.226 | 151.753 | 148.253 | -53.12 | 995.39 |
| 38 | 2023.11.07 04:00 | close | 14 | 0.10 | 150.226 | 151.766 | 148.266 | -53.92 | 941.47 |
| 39 | 2023.11.07 04:00 | close | 13 | 0.10 | 150.226 | 151.666 | 148.166 | -60.58 | 880.89 |
| 40 | 2023.11.07 04:00 | close | 12 | 0.10 | 150.226 | 152.480 | 148.980 | -6.39 | 874.51 |
| 41 | 2023.11.07 04:00 | close | 11 | 0.10 | 150.226 | 152.641 | 149.141 | 4.33 | 878.84 |
| 42 | 2023.11.07 04:00 | close | 10 | 0.10 | 150.226 | 152.643 | 149.143 | 4.46 | 883.30 |
| 43 | 2023.11.07 04:00 | close | 6 | 0.10 | 150.226 | 152.660 | 149.160 | 3.93 | 887.24 |
| 44 | 2023.11.07 04:00 | close | 5 | 0.10 | 150.226 | 152.676 | 149.176 | 4.99 | 892.23 |
| 45 | 2023.11.07 04:00 | close | 4 | 0.10 | 150.226 | 152.650 | 149.150 | 3.26 | 895.49 |
| 46 | 2023.11.07 04:00 | buy | 16 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 47 | 2023.11.07 04:00 | modify | 16 | 0.10 | 150.226 | 147.926 | 151.426 | ||
| 48 | 2023.11.07 08:00 | buy | 17 | 0.10 | 150.514 | 0.000 | 0.000 | ||
| 49 | 2023.11.07 08:00 | modify | 17 | 0.10 | 150.514 | 148.214 | 151.714 | ||
| 50 | 2023.11.07 12:00 | buy | 18 | 0.10 | 150.435 | 0.000 | 0.000 | ||
| 51 | 2023.11.07 12:00 | modify | 18 | 0.10 | 150.435 | 148.135 | 151.635 | ||
| 52 | 2023.11.07 16:00 | buy | 19 | 0.10 | 150.528 | 0.000 | 0.000 | ||
| 53 | 2023.11.07 16:00 | modify | 19 | 0.10 | 150.528 | 148.228 | 151.728 | ||
| 54 | 2023.11.07 20:00 | buy | 20 | 0.10 | 150.467 | 0.000 | 0.000 | ||
| 55 | 2023.11.07 20:00 | modify | 20 | 0.10 | 150.467 | 148.167 | 151.667 | ||
| 56 | 2023.11.08 00:00 | buy | 21 | 0.10 | 150.426 | 0.000 | 0.000 | ||
| 57 | 2023.11.08 00:00 | modify | 21 | 0.10 | 150.426 | 148.126 | 151.626 | ||
| 58 | 2023.11.08 04:00 | buy | 22 | 0.10 | 150.526 | 0.000 | 0.000 | ||
| 59 | 2023.11.08 04:00 | modify | 22 | 0.10 | 150.526 | 148.226 | 151.726 | ||
| 60 | 2023.11.08 08:00 | buy | 23 | 0.10 | 150.712 | 0.000 | 0.000 | ||
| 61 | 2023.11.08 08:00 | modify | 23 | 0.10 | 150.712 | 148.412 | 151.912 | ||
| 62 | 2023.11.08 12:00 | buy | 24 | 0.10 | 150.768 | 0.000 | 0.000 | ||
| 63 | 2023.11.08 12:00 | modify | 24 | 0.10 | 150.768 | 148.468 | 151.968 | ||
| 64 | 2023.11.08 16:00 | buy | 25 | 0.10 | 150.878 | 0.000 | 0.000 | ||
| 65 | 2023.11.08 16:00 | modify | 25 | 0.10 | 150.878 | 148.578 | 152.078 | ||
| 66 | 2023.11.08 20:00 | buy | 26 | 0.10 | 151.062 | 0.000 | 0.000 | ||
| 67 | 2023.11.08 20:00 | modify | 26 | 0.10 | 151.062 | 148.762 | 152.262 | ||
| 68 | 2023.11.09 12:00 | buy | 27 | 0.10 | 151.167 | 0.000 | 0.000 | ||
| 69 | 2023.11.09 12:00 | modify | 27 | 0.10 | 151.167 | 148.867 | 152.367 | ||
| 70 | 2023.11.09 20:00 | buy | 28 | 0.10 | 151.353 | 0.000 | 0.000 | ||
| 71 | 2023.11.09 20:00 | modify | 28 | 0.10 | 151.353 | 149.053 | 152.553 | ||
| 72 | 2023.11.10 00:00 | buy | 29 | 0.10 | 151.375 | 0.000 | 0.000 | ||
| 73 | 2023.11.10 00:00 | modify | 29 | 0.10 | 151.375 | 149.075 | 152.575 | ||
| 74 | 2023.11.10 07:03 | t/p | 16 | 0.10 | 151.426 | 147.926 | 151.426 | 84.06 | 979.55 |
| 75 | 2023.11.10 08:00 | buy | 30 | 0.10 | 151.403 | 0.000 | 0.000 | ||
| 76 | 2023.11.10 08:00 | modify | 30 | 0.10 | 151.403 | 149.103 | 152.603 | ||
| 77 | 2023.11.10 12:00 | buy | 31 | 0.10 | 151.506 | 0.000 | 0.000 | ||
| 78 | 2023.11.10 12:00 | modify | 31 | 0.10 | 151.506 | 149.206 | 152.706 | ||
| 79 | 2023.11.10 16:00 | buy | 32 | 0.10 | 151.504 | 0.000 | 0.000 | ||
| 80 | 2023.11.10 16:00 | modify | 32 | 0.10 | 151.504 | 149.204 | 152.704 | ||
| 81 | 2023.11.13 00:54 | t/p | 21 | 0.10 | 151.626 | 148.126 | 151.626 | 83.95 | 1063.51 |
| 82 | 2023.11.13 00:54 | t/p | 18 | 0.10 | 151.635 | 148.135 | 151.635 | 84.91 | 1148.41 |
| 83 | 2023.11.13 02:38 | t/p | 20 | 0.10 | 151.667 | 148.167 | 151.667 | 84.90 | 1233.31 |
| 84 | 2023.11.13 04:42 | t/p | 17 | 0.10 | 151.714 | 148.214 | 151.714 | 84.88 | 1318.19 |
| 85 | 2023.11.13 04:44 | t/p | 19 | 0.10 | 151.728 | 148.228 | 151.728 | 84.86 | 1403.05 |
| 86 | 2023.11.13 04:44 | t/p | 22 | 0.10 | 151.726 | 148.226 | 151.726 | 83.89 | 1486.94 |
| 87 | 2023.11.13 08:00 | buy | 33 | 0.10 | 151.771 | 0.000 | 0.000 | ||
| 88 | 2023.11.13 08:00 | modify | 33 | 0.10 | 151.771 | 149.471 | 152.971 | ||
| 89 | 2023.11.13 12:00 | buy | 34 | 0.10 | 151.757 | 0.000 | 0.000 | ||
| 90 | 2023.11.13 12:00 | modify | 34 | 0.10 | 151.757 | 149.457 | 152.957 | ||
| 91 | 2023.11.15 13:30 | close at stop | 34 | 0.10 | 150.099 | 149.457 | 152.957 | -108.53 | 1378.41 |
| 92 | 2023.11.15 13:30 | close at stop | 33 | 0.10 | 150.099 | 149.471 | 152.971 | -109.46 | 1268.94 |
| 93 | 2023.11.15 13:30 | close at stop | 32 | 0.10 | 150.099 | 149.204 | 152.704 | -90.71 | 1178.23 |
| 94 | 2023.11.15 13:30 | close at stop | 31 | 0.10 | 150.099 | 149.206 | 152.706 | -90.85 | 1087.38 |
| 95 | 2023.11.15 13:30 | close at stop | 30 | 0.10 | 150.099 | 149.103 | 152.603 | -83.99 | 1003.39 |
| 96 | 2023.11.15 13:30 | close at stop | 29 | 0.10 | 150.099 | 149.075 | 152.575 | -82.12 | 921.27 |
| 97 | 2023.11.15 13:30 | close at stop | 28 | 0.10 | 150.099 | 149.053 | 152.553 | -79.69 | 841.58 |
| 98 | 2023.11.15 13:30 | close at stop | 27 | 0.10 | 150.099 | 148.867 | 152.367 | -67.30 | 774.28 |
| 99 | 2023.11.15 13:30 | close at stop | 26 | 0.10 | 150.099 | 148.762 | 152.262 | -57.42 | 716.86 |
| 100 | 2023.11.15 13:30 | close at stop | 25 | 0.10 | 150.099 | 148.578 | 152.078 | -45.16 | 671.70 |
| 101 | 2023.11.15 13:30 | close at stop | 24 | 0.10 | 150.099 | 148.468 | 151.968 | -37.83 | 633.87 |
| 102 | 2023.11.15 13:30 | close at stop | 23 | 0.10 | 150.099 | 148.412 | 151.912 | -34.10 | 599.77 |