Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=18; ADX_Level=10; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=16; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; 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 | 2608 | Ticks modelled | 79162 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -534.10 | Gross profit | 48.48 | Gross loss | -582.59 |
| Profit factor | 0.08 | Expected payoff | -23.22 | ||
| Absolute drawdown | 534.10 | Maximal drawdown | 826.52 (63.95%) | Relative drawdown | 63.95% (826.52) |
| Total trades | 23 | Short positions (won %) | 20 (15.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 3 (13.04%) | Loss trades (% of total) | 20 (86.96%) | ||
| Largest | profit trade | 23.77 | loss trade | -50.52 | |
| Average | profit trade | 16.16 | loss trade | -29.13 | |
| Maximum | consecutive wins (profit in money) | 1 (23.77) | consecutive losses (loss in money) | 16 (-477.41) | |
| Maximal | consecutive profit (count of wins) | 23.77 (1) | consecutive loss (count of losses) | -477.41 (16) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.01 00:00 | sell | 1 | 0.10 | 97.547 | 0.000 | 0.000 | ||
| 2 | 2024.03.01 00:00 | modify | 1 | 0.10 | 97.547 | 99.947 | 96.447 | ||
| 3 | 2024.03.01 04:00 | sell | 2 | 0.10 | 97.913 | 0.000 | 0.000 | ||
| 4 | 2024.03.01 04:00 | modify | 2 | 0.10 | 97.913 | 100.313 | 96.813 | ||
| 5 | 2024.03.01 08:00 | buy | 3 | 0.10 | 97.887 | 0.000 | 0.000 | ||
| 6 | 2024.03.01 08:00 | modify | 3 | 0.10 | 97.887 | 95.487 | 98.987 | ||
| 7 | 2024.03.01 12:00 | sell | 4 | 0.10 | 97.870 | 0.000 | 0.000 | ||
| 8 | 2024.03.01 12:00 | modify | 4 | 0.10 | 97.870 | 100.270 | 96.770 | ||
| 9 | 2024.03.01 16:00 | buy | 5 | 0.10 | 98.094 | 0.000 | 0.000 | ||
| 10 | 2024.03.01 16:00 | modify | 5 | 0.10 | 98.094 | 95.694 | 99.194 | ||
| 11 | 2024.03.01 20:00 | buy | 6 | 0.10 | 98.064 | 0.000 | 0.000 | ||
| 12 | 2024.03.01 20:00 | modify | 6 | 0.10 | 98.064 | 95.664 | 99.164 | ||
| 13 | 2024.03.04 00:00 | sell | 7 | 0.10 | 97.990 | 0.000 | 0.000 | ||
| 14 | 2024.03.04 00:00 | modify | 7 | 0.10 | 97.990 | 100.390 | 96.890 | ||
| 15 | 2024.03.04 04:00 | sell | 8 | 0.10 | 97.941 | 0.000 | 0.000 | ||
| 16 | 2024.03.04 04:00 | modify | 8 | 0.10 | 97.941 | 100.341 | 96.841 | ||
| 17 | 2024.03.04 08:00 | sell | 9 | 0.10 | 98.083 | 0.000 | 0.000 | ||
| 18 | 2024.03.04 08:00 | modify | 9 | 0.10 | 98.083 | 100.483 | 96.983 | ||
| 19 | 2024.03.04 12:00 | sell | 10 | 0.10 | 98.114 | 0.000 | 0.000 | ||
| 20 | 2024.03.04 12:00 | modify | 10 | 0.10 | 98.114 | 100.514 | 97.014 | ||
| 21 | 2024.03.04 16:00 | sell | 11 | 0.10 | 98.094 | 0.000 | 0.000 | ||
| 22 | 2024.03.04 16:00 | modify | 11 | 0.10 | 98.094 | 100.494 | 96.994 | ||
| 23 | 2024.03.04 20:00 | sell | 12 | 0.10 | 98.008 | 0.000 | 0.000 | ||
| 24 | 2024.03.04 20:00 | modify | 12 | 0.10 | 98.008 | 100.408 | 96.908 | ||
| 25 | 2024.03.05 00:00 | sell | 13 | 0.10 | 97.898 | 0.000 | 0.000 | ||
| 26 | 2024.03.05 00:00 | modify | 13 | 0.10 | 97.898 | 100.298 | 96.798 | ||
| 27 | 2024.03.05 04:00 | sell | 14 | 0.10 | 97.863 | 0.000 | 0.000 | ||
| 28 | 2024.03.05 04:00 | modify | 14 | 0.10 | 97.863 | 100.263 | 96.763 | ||
| 29 | 2024.03.05 08:00 | sell | 15 | 0.10 | 97.537 | 0.000 | 0.000 | ||
| 30 | 2024.03.05 08:00 | modify | 15 | 0.10 | 97.537 | 99.937 | 96.437 | ||
| 31 | 2024.03.05 12:00 | sell | 16 | 0.10 | 97.658 | 0.000 | 0.000 | ||
| 32 | 2024.03.05 12:00 | modify | 16 | 0.10 | 97.658 | 100.058 | 96.558 | ||
| 33 | 2024.03.05 16:00 | close | 1 | 0.10 | 97.828 | 99.947 | 96.447 | -20.67 | 979.33 |
| 34 | 2024.03.05 16:00 | sell | 17 | 0.10 | 97.798 | 0.000 | 0.000 | ||
| 35 | 2024.03.05 16:00 | modify | 17 | 0.10 | 97.798 | 100.198 | 96.698 | ||
| 36 | 2024.03.05 20:00 | close | 2 | 0.10 | 97.536 | 100.313 | 96.813 | 23.77 | 1003.10 |
| 37 | 2024.03.05 20:00 | sell | 18 | 0.10 | 97.506 | 0.000 | 0.000 | ||
| 38 | 2024.03.05 20:00 | modify | 18 | 0.10 | 97.506 | 99.906 | 96.406 | ||
| 39 | 2024.03.06 00:00 | close | 3 | 0.10 | 97.585 | 95.487 | 98.987 | -19.46 | 983.65 |
| 40 | 2024.03.06 00:00 | sell | 19 | 0.10 | 97.585 | 0.000 | 0.000 | ||
| 41 | 2024.03.06 00:00 | modify | 19 | 0.10 | 97.585 | 99.985 | 96.485 | ||
| 42 | 2024.03.06 04:00 | close | 4 | 0.10 | 97.732 | 100.270 | 96.770 | 6.79 | 990.43 |
| 43 | 2024.03.06 04:00 | sell | 20 | 0.10 | 97.702 | 0.000 | 0.000 | ||
| 44 | 2024.03.06 04:00 | modify | 20 | 0.10 | 97.702 | 100.102 | 96.602 | ||
| 45 | 2024.03.06 08:00 | close | 5 | 0.10 | 97.467 | 95.694 | 99.194 | -41.41 | 949.03 |
| 46 | 2024.03.06 08:00 | sell | 21 | 0.10 | 97.467 | 0.000 | 0.000 | ||
| 47 | 2024.03.06 08:00 | modify | 21 | 0.10 | 97.467 | 99.867 | 96.367 | ||
| 48 | 2024.03.06 12:00 | close | 6 | 0.10 | 97.700 | 95.664 | 99.164 | -23.65 | 925.38 |
| 49 | 2024.03.07 08:00 | sell | 22 | 0.10 | 97.479 | 0.000 | 0.000 | ||
| 50 | 2024.03.07 08:00 | modify | 22 | 0.10 | 97.479 | 99.879 | 96.379 | ||
| 51 | 2024.03.07 12:00 | close | 7 | 0.10 | 97.662 | 100.390 | 96.890 | 17.93 | 943.31 |
| 52 | 2024.03.07 12:00 | sell | 23 | 0.10 | 97.632 | 0.000 | 0.000 | ||
| 53 | 2024.03.07 12:00 | modify | 23 | 0.10 | 97.632 | 100.032 | 96.532 | ||
| 54 | 2024.03.07 16:00 | close | 8 | 0.10 | 98.046 | 100.341 | 96.841 | -11.31 | 931.99 |
| 55 | 2024.03.08 06:33 | close at stop | 23 | 0.10 | 98.165 | 100.032 | 96.532 | -36.84 | 895.15 |
| 56 | 2024.03.08 06:33 | close at stop | 22 | 0.10 | 98.165 | 99.879 | 96.379 | -47.17 | 847.97 |
| 57 | 2024.03.08 06:33 | close at stop | 21 | 0.10 | 98.165 | 99.867 | 96.367 | -50.52 | 797.46 |
| 58 | 2024.03.08 06:33 | close at stop | 20 | 0.10 | 98.165 | 100.102 | 96.602 | -34.65 | 762.81 |
| 59 | 2024.03.08 06:33 | close at stop | 19 | 0.10 | 98.165 | 99.985 | 96.485 | -42.55 | 720.26 |
| 60 | 2024.03.08 06:33 | close at stop | 18 | 0.10 | 98.165 | 99.906 | 96.406 | -48.72 | 671.54 |
| 61 | 2024.03.08 06:33 | close at stop | 17 | 0.10 | 98.165 | 100.198 | 96.698 | -29.01 | 642.52 |
| 62 | 2024.03.08 06:33 | close at stop | 16 | 0.10 | 98.165 | 100.058 | 96.558 | -38.46 | 604.06 |
| 63 | 2024.03.08 06:33 | close at stop | 15 | 0.10 | 98.165 | 99.937 | 96.437 | -46.63 | 557.43 |
| 64 | 2024.03.08 06:33 | close at stop | 14 | 0.10 | 98.165 | 100.263 | 96.763 | -24.62 | 532.81 |
| 65 | 2024.03.08 06:33 | close at stop | 13 | 0.10 | 98.165 | 100.298 | 96.798 | -22.25 | 510.55 |
| 66 | 2024.03.08 06:33 | close at stop | 12 | 0.10 | 98.165 | 100.408 | 96.908 | -15.67 | 494.89 |
| 67 | 2024.03.08 06:33 | close at stop | 11 | 0.10 | 98.165 | 100.494 | 96.994 | -9.87 | 485.02 |
| 68 | 2024.03.08 06:33 | close at stop | 10 | 0.10 | 98.165 | 100.514 | 97.014 | -8.52 | 476.50 |
| 69 | 2024.03.08 06:33 | close at stop | 9 | 0.10 | 98.165 | 100.483 | 96.983 | -10.61 | 465.90 |