Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian 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=12; ADX_Level=35; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=3; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=28; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=220; TakeProfit=110; 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 | 79521 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -612.89 | Gross profit | 975.78 | Gross loss | -1588.66 |
| Profit factor | 0.61 | Expected payoff | -18.03 | ||
| Absolute drawdown | 612.89 | Maximal drawdown | 698.79 (64.35%) | Relative drawdown | 64.35% (698.79) |
| Total trades | 34 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 17 (17.65%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 72.44 | loss trade | -127.50 | |
| Average | profit trade | 57.40 | loss trade | -93.45 | |
| Maximum | consecutive wins (profit in money) | 13 (724.71) | consecutive losses (loss in money) | 14 (-1365.33) | |
| Maximal | consecutive profit (count of wins) | 724.71 (13) | consecutive loss (count of losses) | -1365.33 (14) | |
| Average | consecutive wins | 6 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.02 08:00 | sell | 1 | 0.10 | 96.528 | 0.000 | 0.000 | ||
| 2 | 2024.01.02 08:00 | modify | 1 | 0.10 | 96.528 | 98.728 | 95.428 | ||
| 3 | 2024.01.02 16:00 | buy | 2 | 0.10 | 96.086 | 0.000 | 0.000 | ||
| 4 | 2024.01.02 16:00 | modify | 2 | 0.10 | 96.086 | 93.886 | 97.186 | ||
| 5 | 2024.01.03 12:00 | sell | 3 | 0.10 | 96.181 | 0.000 | 0.000 | ||
| 6 | 2024.01.03 12:00 | modify | 3 | 0.10 | 96.181 | 98.381 | 95.081 | ||
| 7 | 2024.01.03 16:00 | buy | 4 | 0.10 | 96.411 | 0.000 | 0.000 | ||
| 8 | 2024.01.03 16:00 | modify | 4 | 0.10 | 96.411 | 94.211 | 97.511 | ||
| 9 | 2024.01.03 20:00 | sell | 5 | 0.10 | 96.391 | 0.000 | 0.000 | ||
| 10 | 2024.01.03 20:00 | modify | 5 | 0.10 | 96.391 | 98.591 | 95.291 | ||
| 11 | 2024.01.04 00:00 | buy | 6 | 0.10 | 96.334 | 0.000 | 0.000 | ||
| 12 | 2024.01.04 00:00 | modify | 6 | 0.10 | 96.334 | 94.134 | 97.434 | ||
| 13 | 2024.01.04 04:00 | sell | 7 | 0.10 | 96.597 | 0.000 | 0.000 | ||
| 14 | 2024.01.04 04:00 | modify | 7 | 0.10 | 96.597 | 98.797 | 95.497 | ||
| 15 | 2024.01.04 11:15 | t/p | 2 | 0.10 | 97.186 | 93.886 | 97.186 | 71.25 | 1071.25 |
| 16 | 2024.01.08 08:00 | buy | 8 | 0.10 | 96.836 | 0.000 | 0.000 | ||
| 17 | 2024.01.08 08:00 | modify | 8 | 0.10 | 96.836 | 94.636 | 97.936 | ||
| 18 | 2024.01.10 04:00 | sell | 9 | 0.10 | 97.066 | 0.000 | 0.000 | ||
| 19 | 2024.01.10 04:00 | modify | 9 | 0.10 | 97.066 | 99.266 | 95.966 | ||
| 20 | 2024.01.10 15:30 | t/p | 6 | 0.10 | 97.434 | 94.134 | 97.434 | 71.26 | 1142.52 |
| 21 | 2024.01.10 15:40 | t/p | 4 | 0.10 | 97.511 | 94.211 | 97.511 | 72.44 | 1214.96 |
| 22 | 2024.01.11 16:00 | buy | 10 | 0.10 | 97.241 | 0.000 | 0.000 | ||
| 23 | 2024.01.11 16:00 | modify | 10 | 0.10 | 97.241 | 95.041 | 98.341 | ||
| 24 | 2024.01.12 04:00 | sell | 11 | 0.10 | 97.207 | 0.000 | 0.000 | ||
| 25 | 2024.01.12 04:00 | modify | 11 | 0.10 | 97.207 | 99.407 | 96.107 | ||
| 26 | 2024.01.12 08:00 | buy | 12 | 0.10 | 97.234 | 0.000 | 0.000 | ||
| 27 | 2024.01.12 08:00 | modify | 12 | 0.10 | 97.234 | 95.034 | 98.334 | ||
| 28 | 2024.01.15 04:00 | sell | 13 | 0.10 | 97.171 | 0.000 | 0.000 | ||
| 29 | 2024.01.15 04:00 | modify | 13 | 0.10 | 97.171 | 99.371 | 96.071 | ||
| 30 | 2024.01.16 00:00 | buy | 14 | 0.10 | 96.986 | 0.000 | 0.000 | ||
| 31 | 2024.01.16 00:00 | modify | 14 | 0.10 | 96.986 | 94.786 | 98.086 | ||
| 32 | 2024.01.16 20:00 | sell | 15 | 0.10 | 96.959 | 0.000 | 0.000 | ||
| 33 | 2024.01.16 20:00 | modify | 15 | 0.10 | 96.959 | 99.159 | 95.859 | ||
| 34 | 2024.01.17 12:00 | buy | 16 | 0.10 | 96.847 | 0.000 | 0.000 | ||
| 35 | 2024.01.17 12:00 | modify | 16 | 0.10 | 96.847 | 94.647 | 97.947 | ||
| 36 | 2024.01.17 16:00 | sell | 17 | 0.10 | 96.929 | 0.000 | 0.000 | ||
| 37 | 2024.01.17 16:00 | modify | 17 | 0.10 | 96.929 | 99.129 | 95.829 | ||
| 38 | 2024.01.18 12:00 | buy | 18 | 0.10 | 97.128 | 0.000 | 0.000 | ||
| 39 | 2024.01.18 12:00 | modify | 18 | 0.10 | 97.128 | 94.928 | 98.228 | ||
| 40 | 2024.01.18 16:00 | sell | 19 | 0.10 | 97.149 | 0.000 | 0.000 | ||
| 41 | 2024.01.18 16:00 | modify | 19 | 0.10 | 97.149 | 99.349 | 96.049 | ||
| 42 | 2024.01.22 08:00 | buy | 20 | 0.10 | 97.606 | 0.000 | 0.000 | ||
| 43 | 2024.01.22 08:00 | modify | 20 | 0.10 | 97.606 | 95.406 | 98.706 | ||
| 44 | 2024.01.22 12:00 | sell | 21 | 0.10 | 97.455 | 0.000 | 0.000 | ||
| 45 | 2024.01.22 12:00 | modify | 21 | 0.10 | 97.455 | 99.655 | 96.355 | ||
| 46 | 2024.01.22 16:00 | buy | 22 | 0.10 | 97.456 | 0.000 | 0.000 | ||
| 47 | 2024.01.22 16:00 | modify | 22 | 0.10 | 97.456 | 95.256 | 98.556 | ||
| 48 | 2024.01.23 04:00 | sell | 23 | 0.10 | 97.542 | 0.000 | 0.000 | ||
| 49 | 2024.01.23 04:00 | modify | 23 | 0.10 | 97.542 | 99.742 | 96.442 | ||
| 50 | 2024.01.23 08:00 | buy | 24 | 0.10 | 97.417 | 0.000 | 0.000 | ||
| 51 | 2024.01.23 08:00 | modify | 24 | 0.10 | 97.417 | 95.217 | 98.517 | ||
| 52 | 2024.01.23 16:00 | sell | 25 | 0.10 | 97.471 | 0.000 | 0.000 | ||
| 53 | 2024.01.23 16:00 | modify | 25 | 0.10 | 97.471 | 99.671 | 96.371 | ||
| 54 | 2024.01.24 04:00 | buy | 26 | 0.10 | 97.082 | 0.000 | 0.000 | ||
| 55 | 2024.01.24 04:00 | modify | 26 | 0.10 | 97.082 | 94.882 | 98.182 | ||
| 56 | 2024.01.24 12:00 | sell | 27 | 0.10 | 97.288 | 0.000 | 0.000 | ||
| 57 | 2024.01.24 12:00 | modify | 27 | 0.10 | 97.288 | 99.488 | 96.188 | ||
| 58 | 2024.01.24 16:00 | buy | 28 | 0.10 | 97.017 | 0.000 | 0.000 | ||
| 59 | 2024.01.24 16:00 | modify | 28 | 0.10 | 97.017 | 94.817 | 98.117 | ||
| 60 | 2024.01.25 08:00 | sell | 29 | 0.10 | 97.191 | 0.000 | 0.000 | ||
| 61 | 2024.01.25 08:00 | modify | 29 | 0.10 | 97.191 | 99.391 | 96.091 | ||
| 62 | 2024.01.30 12:00 | buy | 30 | 0.10 | 97.219 | 0.000 | 0.000 | ||
| 63 | 2024.01.30 12:00 | modify | 30 | 0.10 | 97.219 | 95.019 | 98.319 | ||
| 64 | 2024.01.30 20:00 | sell | 31 | 0.10 | 97.488 | 0.000 | 0.000 | ||
| 65 | 2024.01.30 20:00 | modify | 31 | 0.10 | 97.488 | 99.688 | 96.388 | ||
| 66 | 2024.01.31 00:00 | close | 1 | 0.10 | 97.194 | 98.728 | 95.428 | -73.60 | 1141.36 |
| 67 | 2024.01.31 00:00 | buy | 32 | 0.10 | 97.194 | 0.000 | 0.000 | ||
| 68 | 2024.01.31 00:00 | modify | 32 | 0.10 | 97.194 | 94.994 | 98.294 | ||
| 69 | 2024.01.31 12:00 | close | 3 | 0.10 | 97.301 | 98.381 | 95.081 | -101.28 | 1040.08 |
| 70 | 2024.01.31 12:00 | sell | 33 | 0.10 | 97.271 | 0.000 | 0.000 | ||
| 71 | 2024.01.31 12:00 | modify | 33 | 0.10 | 97.271 | 99.471 | 96.171 | ||
| 72 | 2024.01.31 16:00 | close | 5 | 0.10 | 96.677 | 98.591 | 95.291 | -48.46 | 991.62 |
| 73 | 2024.01.31 16:00 | buy | 34 | 0.10 | 96.677 | 0.000 | 0.000 | ||
| 74 | 2024.01.31 16:00 | modify | 34 | 0.10 | 96.677 | 94.477 | 97.777 | ||
| 75 | 2024.01.31 22:40 | t/p | 23 | 0.10 | 96.442 | 99.742 | 96.442 | 61.00 | 1052.63 |
| 76 | 2024.02.01 01:40 | t/p | 21 | 0.10 | 96.355 | 99.655 | 96.355 | 56.67 | 1109.29 |
| 77 | 2024.02.01 01:40 | t/p | 25 | 0.10 | 96.371 | 99.671 | 96.371 | 57.74 | 1167.03 |
| 78 | 2024.02.01 01:40 | t/p | 31 | 0.10 | 96.388 | 99.688 | 96.388 | 65.34 | 1232.37 |
| 79 | 2024.02.01 04:33 | t/p | 27 | 0.10 | 96.188 | 99.488 | 96.188 | 58.82 | 1291.19 |
| 80 | 2024.02.01 04:33 | t/p | 33 | 0.10 | 96.171 | 99.471 | 96.171 | 66.42 | 1357.61 |
| 81 | 2024.02.01 05:20 | t/p | 11 | 0.10 | 96.107 | 99.407 | 96.107 | 47.99 | 1405.60 |
| 82 | 2024.02.01 05:33 | t/p | 13 | 0.10 | 96.071 | 99.371 | 96.071 | 49.07 | 1454.68 |
| 83 | 2024.02.01 05:33 | t/p | 19 | 0.10 | 96.049 | 99.349 | 96.049 | 54.50 | 1509.18 |
| 84 | 2024.02.01 05:33 | t/p | 29 | 0.10 | 96.091 | 99.391 | 96.091 | 62.09 | 1571.26 |
| 85 | 2024.02.01 07:30 | t/p | 9 | 0.10 | 95.966 | 99.266 | 95.966 | 43.66 | 1614.92 |
| 86 | 2024.02.01 08:20 | t/p | 15 | 0.10 | 95.859 | 99.159 | 95.859 | 50.17 | 1665.09 |
| 87 | 2024.02.01 08:30 | t/p | 17 | 0.10 | 95.829 | 99.129 | 95.829 | 51.25 | 1716.34 |
| 88 | 2024.02.01 14:05 | close at stop | 34 | 0.10 | 95.518 | 94.477 | 97.777 | -72.22 | 1644.11 |
| 89 | 2024.02.01 14:05 | close at stop | 32 | 0.10 | 95.518 | 94.994 | 98.294 | -104.97 | 1539.14 |
| 90 | 2024.02.01 14:05 | close at stop | 30 | 0.10 | 95.518 | 95.019 | 98.319 | -106.16 | 1432.99 |
| 91 | 2024.02.01 14:05 | close at stop | 28 | 0.10 | 95.518 | 94.817 | 98.117 | -90.98 | 1342.01 |
| 92 | 2024.02.01 14:05 | close at stop | 26 | 0.10 | 95.518 | 94.882 | 98.182 | -95.10 | 1246.91 |
| 93 | 2024.02.01 14:05 | close at stop | 24 | 0.10 | 95.518 | 95.217 | 98.517 | -115.92 | 1130.99 |
| 94 | 2024.02.01 14:05 | close at stop | 22 | 0.10 | 95.518 | 95.256 | 98.556 | -118.00 | 1012.99 |
| 95 | 2024.02.01 14:05 | close at stop | 20 | 0.10 | 95.518 | 95.406 | 98.706 | -127.50 | 885.50 |
| 96 | 2024.02.01 14:05 | close at stop | 18 | 0.10 | 95.518 | 94.928 | 98.228 | -96.43 | 789.06 |
| 97 | 2024.02.01 14:05 | close at stop | 16 | 0.10 | 95.518 | 94.647 | 97.947 | -77.45 | 711.62 |
| 98 | 2024.02.01 14:05 | close at stop | 14 | 0.10 | 95.518 | 94.786 | 98.086 | -85.85 | 625.77 |
| 99 | 2024.02.01 14:05 | close at stop | 12 | 0.10 | 95.518 | 95.034 | 98.334 | -100.77 | 525.00 |
| 100 | 2024.02.01 14:05 | close at stop | 10 | 0.10 | 95.518 | 95.041 | 98.341 | -100.81 | 424.19 |
| 101 | 2024.02.01 14:05 | close at stop | 8 | 0.10 | 95.518 | 94.636 | 97.936 | -73.18 | 351.01 |
| 102 | 2024.02.01 14:05 | close at stop | 7 | 0.10 | 95.548 | 98.797 | 95.497 | 36.10 | 387.11 |