Strategy Tester Report
theTradeableADX
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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=34; ADX_Level=10; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=30; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=240; 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 | 2615 | Ticks modelled | 79432 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 184.91 | Gross profit | 1793.22 | Gross loss | -1608.30 |
| Profit factor | 1.11 | Expected payoff | 4.20 | ||
| Absolute drawdown | 227.55 | Maximal drawdown | 3649.56 (75.49%) | Relative drawdown | 75.49% (3649.56) |
| Total trades | 44 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 40 (42.50%) |
| Profit trades (% of total) | 17 (38.64%) | Loss trades (% of total) | 27 (61.36%) | ||
| Largest | profit trade | 173.88 | loss trade | -106.74 | |
| Average | profit trade | 105.48 | loss trade | -59.57 | |
| Maximum | consecutive wins (profit in money) | 9 (1515.14) | consecutive losses (loss in money) | 13 (-779.12) | |
| Maximal | consecutive profit (count of wins) | 1515.14 (9) | consecutive loss (count of losses) | -779.12 (13) | |
| Average | consecutive wins | 3 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.02 00:00 | sell | 1 | 0.10 | 141.110 | 0.000 | 0.000 | ||
| 2 | 2024.01.02 00:00 | modify | 1 | 0.10 | 141.110 | 142.610 | 138.710 | ||
| 3 | 2024.01.02 04:00 | sell | 2 | 0.10 | 141.501 | 0.000 | 0.000 | ||
| 4 | 2024.01.02 04:00 | modify | 2 | 0.10 | 141.501 | 143.001 | 139.101 | ||
| 5 | 2024.01.02 08:00 | sell | 3 | 0.10 | 141.543 | 0.000 | 0.000 | ||
| 6 | 2024.01.02 08:00 | modify | 3 | 0.10 | 141.543 | 143.043 | 139.143 | ||
| 7 | 2024.01.02 12:00 | sell | 4 | 0.10 | 141.825 | 0.000 | 0.000 | ||
| 8 | 2024.01.02 12:00 | modify | 4 | 0.10 | 141.825 | 143.325 | 139.425 | ||
| 9 | 2024.01.02 16:00 | buy | 5 | 0.10 | 141.954 | 0.000 | 0.000 | ||
| 10 | 2024.01.02 16:00 | modify | 5 | 0.10 | 141.954 | 140.454 | 144.354 | ||
| 11 | 2024.01.02 20:00 | buy | 6 | 0.10 | 141.977 | 0.000 | 0.000 | ||
| 12 | 2024.01.02 20:00 | modify | 6 | 0.10 | 141.977 | 140.477 | 144.377 | ||
| 13 | 2024.01.03 00:00 | buy | 7 | 0.10 | 142.204 | 0.000 | 0.000 | ||
| 14 | 2024.01.03 00:00 | modify | 7 | 0.10 | 142.204 | 140.704 | 144.604 | ||
| 15 | 2024.01.03 04:00 | buy | 8 | 0.10 | 141.916 | 0.000 | 0.000 | ||
| 16 | 2024.01.03 04:00 | modify | 8 | 0.10 | 141.916 | 140.416 | 144.316 | ||
| 17 | 2024.01.03 08:00 | buy | 9 | 0.10 | 142.447 | 0.000 | 0.000 | ||
| 18 | 2024.01.03 08:00 | modify | 9 | 0.10 | 142.447 | 140.947 | 144.847 | ||
| 19 | 2024.01.03 08:40 | s/l | 1 | 0.10 | 142.610 | 142.610 | 138.710 | -106.74 | 893.26 |
| 20 | 2024.01.03 11:40 | s/l | 2 | 0.10 | 143.001 | 143.001 | 139.101 | -106.50 | 786.76 |
| 21 | 2024.01.03 12:00 | buy | 10 | 0.10 | 142.961 | 0.000 | 0.000 | ||
| 22 | 2024.01.03 12:00 | modify | 10 | 0.10 | 142.961 | 141.461 | 145.361 | ||
| 23 | 2024.01.03 13:40 | s/l | 3 | 0.10 | 143.043 | 143.043 | 139.143 | -106.42 | 680.35 |
| 24 | 2024.01.03 14:40 | s/l | 4 | 0.10 | 143.325 | 143.325 | 139.425 | -106.18 | 574.17 |
| 25 | 2024.01.03 16:00 | buy | 11 | 0.10 | 143.629 | 0.000 | 0.000 | ||
| 26 | 2024.01.03 16:00 | modify | 11 | 0.10 | 143.629 | 142.129 | 146.029 | ||
| 27 | 2024.01.03 20:00 | buy | 12 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 28 | 2024.01.03 20:00 | modify | 12 | 0.10 | 143.267 | 141.767 | 145.667 | ||
| 29 | 2024.01.04 04:00 | buy | 13 | 0.10 | 143.373 | 0.000 | 0.000 | ||
| 30 | 2024.01.04 04:00 | modify | 13 | 0.10 | 143.373 | 141.873 | 145.773 | ||
| 31 | 2024.01.04 08:00 | buy | 14 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 32 | 2024.01.04 08:00 | modify | 14 | 0.10 | 143.403 | 141.903 | 145.803 | ||
| 33 | 2024.01.04 12:00 | buy | 15 | 0.10 | 144.284 | 0.000 | 0.000 | ||
| 34 | 2024.01.04 12:00 | modify | 15 | 0.10 | 144.284 | 142.784 | 146.684 | ||
| 35 | 2024.01.04 13:30 | t/p | 5 | 0.10 | 144.354 | 140.454 | 144.354 | 170.09 | 744.25 |
| 36 | 2024.01.04 13:30 | t/p | 6 | 0.10 | 144.377 | 140.477 | 144.377 | 170.08 | 914.33 |
| 37 | 2024.01.04 13:30 | t/p | 8 | 0.10 | 144.316 | 140.416 | 144.316 | 169.11 | 1083.44 |
| 38 | 2024.01.04 14:20 | t/p | 7 | 0.10 | 144.604 | 140.704 | 144.604 | 168.84 | 1252.27 |
| 39 | 2024.01.04 14:40 | t/p | 9 | 0.10 | 144.847 | 140.947 | 144.847 | 168.63 | 1420.90 |
| 40 | 2024.01.04 16:00 | buy | 16 | 0.10 | 144.690 | 0.000 | 0.000 | ||
| 41 | 2024.01.04 16:00 | modify | 16 | 0.10 | 144.690 | 143.190 | 147.090 | ||
| 42 | 2024.01.04 20:00 | buy | 17 | 0.10 | 144.607 | 0.000 | 0.000 | ||
| 43 | 2024.01.04 20:00 | modify | 17 | 0.10 | 144.607 | 143.107 | 147.007 | ||
| 44 | 2024.01.05 00:00 | buy | 18 | 0.10 | 144.802 | 0.000 | 0.000 | ||
| 45 | 2024.01.05 00:00 | modify | 18 | 0.10 | 144.802 | 143.302 | 147.202 | ||
| 46 | 2024.01.05 04:00 | buy | 19 | 0.10 | 144.953 | 0.000 | 0.000 | ||
| 47 | 2024.01.05 04:00 | modify | 19 | 0.10 | 144.953 | 143.453 | 147.353 | ||
| 48 | 2024.01.05 06:40 | t/p | 10 | 0.10 | 145.361 | 141.461 | 145.361 | 169.02 | 1589.92 |
| 49 | 2024.01.05 08:00 | buy | 20 | 0.10 | 145.104 | 0.000 | 0.000 | ||
| 50 | 2024.01.05 08:00 | modify | 20 | 0.10 | 145.104 | 143.604 | 147.504 | ||
| 51 | 2024.01.05 12:00 | buy | 21 | 0.10 | 145.299 | 0.000 | 0.000 | ||
| 52 | 2024.01.05 12:00 | modify | 21 | 0.10 | 145.299 | 143.799 | 147.699 | ||
| 53 | 2024.01.05 13:30 | t/p | 12 | 0.10 | 145.667 | 141.767 | 145.667 | 168.62 | 1758.53 |
| 54 | 2024.01.05 13:40 | t/p | 13 | 0.10 | 145.773 | 141.873 | 145.773 | 165.39 | 1923.92 |
| 55 | 2024.01.05 13:40 | t/p | 14 | 0.10 | 145.803 | 141.903 | 145.803 | 165.39 | 2089.31 |
| 56 | 2024.01.05 16:00 | buy | 22 | 0.10 | 144.157 | 0.000 | 0.000 | ||
| 57 | 2024.01.05 16:00 | modify | 22 | 0.10 | 144.157 | 142.657 | 146.557 | ||
| 58 | 2024.01.05 20:00 | buy | 23 | 0.10 | 144.689 | 0.000 | 0.000 | ||
| 59 | 2024.01.05 20:00 | modify | 23 | 0.10 | 144.689 | 143.189 | 147.089 | ||
| 60 | 2024.01.08 00:00 | buy | 24 | 0.10 | 144.751 | 0.000 | 0.000 | ||
| 61 | 2024.01.08 00:00 | modify | 24 | 0.10 | 144.751 | 143.251 | 147.151 | ||
| 62 | 2024.01.08 04:00 | buy | 25 | 0.10 | 144.518 | 0.000 | 0.000 | ||
| 63 | 2024.01.08 04:00 | modify | 25 | 0.10 | 144.518 | 143.018 | 146.918 | ||
| 64 | 2024.01.08 08:00 | buy | 26 | 0.10 | 144.445 | 0.000 | 0.000 | ||
| 65 | 2024.01.08 08:00 | modify | 26 | 0.10 | 144.445 | 142.945 | 146.845 | ||
| 66 | 2024.01.08 12:00 | buy | 27 | 0.10 | 144.608 | 0.000 | 0.000 | ||
| 67 | 2024.01.08 12:00 | modify | 27 | 0.10 | 144.608 | 143.108 | 147.008 | ||
| 68 | 2024.01.08 16:30 | s/l | 21 | 0.10 | 143.799 | 143.799 | 147.699 | -103.35 | 1985.96 |
| 69 | 2024.01.08 20:00 | buy | 28 | 0.10 | 144.134 | 0.000 | 0.000 | ||
| 70 | 2024.01.08 20:00 | modify | 28 | 0.10 | 144.134 | 142.634 | 146.534 | ||
| 71 | 2024.01.09 00:00 | buy | 29 | 0.10 | 144.253 | 0.000 | 0.000 | ||
| 72 | 2024.01.09 00:00 | modify | 29 | 0.10 | 144.253 | 142.753 | 146.653 | ||
| 73 | 2024.01.09 01:40 | s/l | 19 | 0.10 | 143.453 | 143.453 | 147.353 | -102.60 | 1883.36 |
| 74 | 2024.01.09 01:40 | s/l | 20 | 0.10 | 143.604 | 143.604 | 147.504 | -102.60 | 1780.76 |
| 75 | 2024.01.09 08:00 | buy | 30 | 0.10 | 144.094 | 0.000 | 0.000 | ||
| 76 | 2024.01.09 08:00 | modify | 30 | 0.10 | 144.094 | 142.594 | 146.494 | ||
| 77 | 2024.01.09 16:00 | buy | 31 | 0.10 | 144.340 | 0.000 | 0.000 | ||
| 78 | 2024.01.09 16:00 | modify | 31 | 0.10 | 144.340 | 142.840 | 146.740 | ||
| 79 | 2024.01.09 20:00 | buy | 32 | 0.10 | 144.576 | 0.000 | 0.000 | ||
| 80 | 2024.01.09 20:00 | modify | 32 | 0.10 | 144.576 | 143.076 | 146.976 | ||
| 81 | 2024.01.10 00:00 | buy | 33 | 0.10 | 144.461 | 0.000 | 0.000 | ||
| 82 | 2024.01.10 00:00 | modify | 33 | 0.10 | 144.461 | 142.961 | 146.861 | ||
| 83 | 2024.01.10 04:00 | buy | 34 | 0.10 | 144.878 | 0.000 | 0.000 | ||
| 84 | 2024.01.10 04:00 | modify | 34 | 0.10 | 144.878 | 143.378 | 147.278 | ||
| 85 | 2024.01.10 08:00 | buy | 35 | 0.10 | 144.968 | 0.000 | 0.000 | ||
| 86 | 2024.01.10 08:00 | modify | 35 | 0.10 | 144.968 | 143.468 | 147.368 | ||
| 87 | 2024.01.10 12:00 | buy | 36 | 0.10 | 145.024 | 0.000 | 0.000 | ||
| 88 | 2024.01.10 12:00 | modify | 36 | 0.10 | 145.024 | 143.524 | 147.424 | ||
| 89 | 2024.01.10 16:00 | buy | 37 | 0.10 | 145.643 | 0.000 | 0.000 | ||
| 90 | 2024.01.10 16:00 | modify | 37 | 0.10 | 145.643 | 144.143 | 148.043 | ||
| 91 | 2024.01.10 20:00 | buy | 38 | 0.10 | 145.718 | 0.000 | 0.000 | ||
| 92 | 2024.01.10 20:00 | modify | 38 | 0.10 | 145.718 | 144.218 | 148.118 | ||
| 93 | 2024.01.11 00:00 | buy | 39 | 0.10 | 145.754 | 0.000 | 0.000 | ||
| 94 | 2024.01.11 00:00 | modify | 39 | 0.10 | 145.754 | 144.254 | 148.154 | ||
| 95 | 2024.01.11 04:00 | buy | 40 | 0.10 | 145.338 | 0.000 | 0.000 | ||
| 96 | 2024.01.11 04:00 | modify | 40 | 0.10 | 145.338 | 143.838 | 147.738 | ||
| 97 | 2024.01.11 08:00 | buy | 41 | 0.10 | 145.435 | 0.000 | 0.000 | ||
| 98 | 2024.01.11 08:00 | modify | 41 | 0.10 | 145.435 | 143.935 | 147.835 | ||
| 99 | 2024.01.11 12:00 | buy | 42 | 0.10 | 145.423 | 0.000 | 0.000 | ||
| 100 | 2024.01.11 12:00 | modify | 42 | 0.10 | 145.423 | 143.923 | 147.823 | ||
| 101 | 2024.01.11 13:40 | t/p | 11 | 0.10 | 146.029 | 142.129 | 146.029 | 173.88 | 1954.63 |
| 102 | 2024.01.11 16:00 | buy | 43 | 0.10 | 145.984 | 0.000 | 0.000 | ||
| 103 | 2024.01.11 16:00 | modify | 43 | 0.10 | 145.984 | 144.484 | 148.384 | ||
| 104 | 2024.01.11 20:00 | buy | 44 | 0.10 | 145.513 | 0.000 | 0.000 | ||
| 105 | 2024.01.11 20:00 | modify | 44 | 0.10 | 145.513 | 144.013 | 147.913 | ||
| 106 | 2024.01.12 14:40 | s/l | 43 | 0.10 | 144.484 | 144.484 | 148.384 | -102.92 | 1851.71 |
| 107 | 2024.01.12 14:40 | close at stop | 44 | 0.10 | 144.374 | 144.013 | 147.913 | -77.91 | 1773.80 |
| 108 | 2024.01.12 14:40 | close at stop | 42 | 0.10 | 144.374 | 143.923 | 147.823 | -71.68 | 1702.12 |
| 109 | 2024.01.12 14:40 | close at stop | 41 | 0.10 | 144.374 | 143.935 | 147.835 | -72.51 | 1629.61 |
| 110 | 2024.01.12 14:40 | close at stop | 40 | 0.10 | 144.374 | 143.838 | 147.738 | -65.79 | 1563.82 |
| 111 | 2024.01.12 14:40 | close at stop | 39 | 0.10 | 144.374 | 144.254 | 148.154 | -94.61 | 1469.21 |
| 112 | 2024.01.12 14:40 | close at stop | 38 | 0.10 | 144.374 | 144.218 | 148.118 | -89.17 | 1380.03 |
| 113 | 2024.01.12 14:40 | close at stop | 37 | 0.10 | 144.374 | 144.143 | 148.043 | -83.98 | 1296.05 |
| 114 | 2024.01.12 14:40 | close at stop | 36 | 0.10 | 144.374 | 143.524 | 147.424 | -41.10 | 1254.95 |
| 115 | 2024.01.12 14:40 | close at stop | 35 | 0.10 | 144.374 | 143.468 | 147.368 | -37.22 | 1217.72 |
| 116 | 2024.01.12 14:40 | close at stop | 34 | 0.10 | 144.374 | 143.378 | 147.278 | -30.99 | 1186.73 |
| 117 | 2024.01.12 14:40 | close at stop | 33 | 0.10 | 144.374 | 142.961 | 146.861 | -2.11 | 1184.61 |
| 118 | 2024.01.12 14:40 | close at stop | 32 | 0.10 | 144.374 | 143.076 | 146.976 | -9.10 | 1175.52 |
| 119 | 2024.01.12 14:40 | close at stop | 31 | 0.10 | 144.374 | 142.840 | 146.740 | 7.24 | 1182.76 |
| 120 | 2024.01.12 14:40 | close at stop | 30 | 0.10 | 144.374 | 142.594 | 146.494 | 24.28 | 1207.05 |
| 121 | 2024.01.12 14:40 | close at stop | 29 | 0.10 | 144.374 | 142.753 | 146.653 | 13.27 | 1220.32 |
| 122 | 2024.01.12 14:40 | close at stop | 28 | 0.10 | 144.374 | 142.634 | 146.534 | 22.49 | 1242.82 |
| 123 | 2024.01.12 14:40 | close at stop | 27 | 0.10 | 144.374 | 143.108 | 147.008 | -10.34 | 1232.48 |
| 124 | 2024.01.12 14:40 | close at stop | 26 | 0.10 | 144.374 | 142.945 | 146.845 | 0.95 | 1233.43 |
| 125 | 2024.01.12 14:40 | close at stop | 25 | 0.10 | 144.374 | 143.018 | 146.918 | -4.10 | 1229.34 |
| 126 | 2024.01.12 14:40 | close at stop | 24 | 0.10 | 144.374 | 143.251 | 147.151 | -20.24 | 1209.10 |
| 127 | 2024.01.12 14:40 | close at stop | 23 | 0.10 | 144.374 | 143.189 | 147.089 | -14.97 | 1194.13 |
| 128 | 2024.01.12 14:40 | close at stop | 22 | 0.10 | 144.374 | 142.657 | 146.557 | 21.88 | 1216.02 |
| 129 | 2024.01.12 14:40 | close at stop | 18 | 0.10 | 144.374 | 143.302 | 147.202 | -22.80 | 1193.22 |
| 130 | 2024.01.12 14:40 | close at stop | 17 | 0.10 | 144.374 | 143.107 | 147.007 | -8.31 | 1184.91 |
| 131 | 2024.01.12 14:40 | close at stop | 16 | 0.10 | 144.374 | 143.190 | 147.090 | -14.06 | 1170.85 |
| 132 | 2024.01.12 14:40 | close at stop | 15 | 0.10 | 144.374 | 142.784 | 146.684 | 14.06 | 1184.91 |