Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=11; MACD_SlowEMAPeriod=14; MACD_SignalPeriod=19; MACD_AppliedPrice=0; PositionAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=1; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=130; TakeProfit=230; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=240; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=10; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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=181103; | ||||
| Bars in test | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2008.47 | Gross profit | 2371.91 | Gross loss | -363.44 |
| Profit factor | 6.53 | Expected payoff | 100.42 | ||
| Absolute drawdown | 67.25 | Maximal drawdown | 221.94 (2.11%) | Relative drawdown | 2.11% (221.94) |
| Total trades | 20 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 177.24 | loss trade | -104.25 | |
| Average | profit trade | 148.24 | loss trade | -90.86 | |
| Maximum | consecutive wins (profit in money) | 6 (861.59) | consecutive losses (loss in money) | 1 (-104.25) | |
| Maximal | consecutive profit (count of wins) | 861.59 (6) | consecutive loss (count of losses) | -104.25 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.04 16:00 | buy | 1 | 0.10 | 94.632 | 0.000 | 0.000 | ||
| 2 | 2023.09.04 16:00 | modify | 1 | 0.10 | 94.632 | 93.332 | 96.932 | ||
| 3 | 2023.09.29 04:00 | modify | 1 | 0.10 | 94.632 | 95.932 | 96.932 | ||
| 4 | 2023.09.29 12:00 | modify | 1 | 0.10 | 94.632 | 96.615 | 96.932 | ||
| 5 | 2023.09.29 16:00 | s/l | 1 | 0.10 | 96.615 | 96.615 | 96.932 | 152.57 | 10152.57 |
| 6 | 2023.10.02 16:00 | sell | 2 | 0.10 | 95.491 | 0.000 | 0.000 | ||
| 7 | 2023.10.02 16:00 | modify | 2 | 0.10 | 95.491 | 96.791 | 93.191 | ||
| 8 | 2023.10.03 16:00 | t/p | 2 | 0.10 | 93.191 | 96.791 | 93.191 | 161.97 | 10314.53 |
| 9 | 2023.10.05 08:00 | buy | 3 | 0.10 | 94.540 | 0.000 | 0.000 | ||
| 10 | 2023.10.05 08:00 | modify | 3 | 0.10 | 94.540 | 93.240 | 96.840 | ||
| 11 | 2023.10.31 20:00 | modify | 3 | 0.10 | 94.540 | 95.440 | 96.840 | ||
| 12 | 2023.11.01 20:00 | modify | 3 | 0.10 | 94.540 | 96.040 | 96.840 | ||
| 13 | 2023.11.02 00:00 | modify | 3 | 0.10 | 94.540 | 96.606 | 96.840 | ||
| 14 | 2023.11.02 08:00 | s/l | 3 | 0.10 | 96.606 | 96.606 | 96.840 | 158.90 | 10473.43 |
| 15 | 2023.11.03 12:00 | sell | 4 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 16 | 2023.11.03 12:00 | modify | 4 | 0.10 | 96.776 | 98.076 | 94.476 | ||
| 17 | 2023.11.15 08:00 | s/l | 4 | 0.10 | 98.076 | 98.076 | 94.476 | -104.25 | 10369.18 |
| 18 | 2023.11.16 20:00 | sell | 5 | 0.10 | 97.467 | 0.000 | 0.000 | ||
| 19 | 2023.11.16 20:00 | modify | 5 | 0.10 | 97.467 | 98.767 | 95.167 | ||
| 20 | 2023.12.07 08:00 | modify | 5 | 0.10 | 97.467 | 96.167 | 95.167 | ||
| 21 | 2023.12.07 12:00 | t/p | 5 | 0.10 | 95.167 | 96.167 | 95.167 | 137.93 | 10507.11 |
| 22 | 2023.12.10 20:00 | buy | 6 | 0.10 | 95.167 | 0.000 | 0.000 | ||
| 23 | 2023.12.10 20:00 | modify | 6 | 0.10 | 95.167 | 93.867 | 97.467 | ||
| 24 | 2023.12.19 08:00 | modify | 6 | 0.10 | 95.167 | 96.067 | 97.467 | ||
| 25 | 2023.12.19 12:00 | t/p | 6 | 0.10 | 97.467 | 96.067 | 97.467 | 167.15 | 10674.25 |
| 26 | 2023.12.26 16:00 | buy | 7 | 0.10 | 97.090 | 0.000 | 0.000 | ||
| 27 | 2023.12.26 16:00 | modify | 7 | 0.10 | 97.090 | 95.790 | 99.390 | ||
| 28 | 2024.02.01 12:00 | s/l | 7 | 0.10 | 95.790 | 95.790 | 99.390 | -75.10 | 10599.15 |
| 29 | 2024.02.02 12:00 | buy | 8 | 0.10 | 96.824 | 0.000 | 0.000 | ||
| 30 | 2024.02.02 12:00 | modify | 8 | 0.10 | 96.824 | 95.524 | 99.124 | ||
| 31 | 2024.02.20 12:00 | modify | 8 | 0.10 | 96.824 | 97.824 | 99.124 | ||
| 32 | 2024.02.21 08:00 | modify | 8 | 0.10 | 96.824 | 97.924 | 99.124 | ||
| 33 | 2024.02.22 08:00 | modify | 8 | 0.10 | 96.824 | 98.828 | 99.124 | ||
| 34 | 2024.02.22 12:00 | s/l | 8 | 0.10 | 98.828 | 98.828 | 99.124 | 150.97 | 10750.12 |
| 35 | 2024.02.23 20:00 | sell | 9 | 0.10 | 98.771 | 0.000 | 0.000 | ||
| 36 | 2024.02.23 20:00 | modify | 9 | 0.10 | 98.771 | 100.071 | 96.471 | ||
| 37 | 2024.03.11 08:00 | modify | 9 | 0.10 | 98.771 | 97.871 | 96.471 | ||
| 38 | 2024.03.11 12:00 | modify | 9 | 0.10 | 98.771 | 97.671 | 96.471 | ||
| 39 | 2024.03.12 16:00 | s/l | 9 | 0.10 | 97.671 | 97.671 | 96.471 | 58.80 | 10808.92 |
| 40 | 2024.03.18 08:00 | buy | 10 | 0.10 | 97.971 | 0.000 | 0.000 | ||
| 41 | 2024.03.18 08:00 | modify | 10 | 0.10 | 97.971 | 96.671 | 100.271 | ||
| 42 | 2024.03.20 20:00 | modify | 10 | 0.10 | 97.971 | 98.871 | 100.271 | ||
| 43 | 2024.03.21 04:00 | modify | 10 | 0.10 | 97.971 | 99.071 | 100.271 | ||
| 44 | 2024.03.21 08:00 | modify | 10 | 0.10 | 97.971 | 100.066 | 100.271 | ||
| 45 | 2024.03.21 12:00 | s/l | 10 | 0.10 | 100.066 | 100.066 | 100.271 | 150.84 | 10959.76 |
| 46 | 2024.03.26 20:00 | buy | 11 | 0.10 | 99.022 | 0.000 | 0.000 | ||
| 47 | 2024.03.26 20:00 | modify | 11 | 0.10 | 99.022 | 97.722 | 101.322 | ||
| 48 | 2024.04.24 04:00 | modify | 11 | 0.10 | 99.022 | 100.322 | 101.322 | ||
| 49 | 2024.04.24 20:00 | modify | 11 | 0.10 | 99.022 | 100.422 | 101.322 | ||
| 50 | 2024.04.25 04:00 | modify | 11 | 0.10 | 99.022 | 101.002 | 101.322 | ||
| 51 | 2024.04.25 08:00 | t/p | 11 | 0.10 | 101.322 | 101.002 | 101.322 | 177.24 | 11137.00 |
| 52 | 2024.04.29 16:00 | sell | 12 | 0.10 | 102.825 | 0.000 | 0.000 | ||
| 53 | 2024.04.29 16:00 | modify | 12 | 0.10 | 102.825 | 104.125 | 100.525 | ||
| 54 | 2024.05.02 00:00 | t/p | 12 | 0.10 | 100.525 | 104.125 | 100.525 | 157.16 | 11294.16 |
| 55 | 2024.05.14 16:00 | buy | 13 | 0.10 | 103.670 | 0.000 | 0.000 | ||
| 56 | 2024.05.14 16:00 | modify | 13 | 0.10 | 103.670 | 102.370 | 105.970 | ||
| 57 | 2024.06.19 12:00 | modify | 13 | 0.10 | 103.670 | 104.570 | 105.970 | ||
| 58 | 2024.06.19 16:00 | modify | 13 | 0.10 | 103.670 | 104.770 | 105.970 | ||
| 59 | 2024.06.20 04:00 | modify | 13 | 0.10 | 103.670 | 104.970 | 105.970 | ||
| 60 | 2024.06.20 08:00 | modify | 13 | 0.10 | 103.670 | 105.070 | 105.970 | ||
| 61 | 2024.06.20 12:00 | modify | 13 | 0.10 | 103.670 | 105.170 | 105.970 | ||
| 62 | 2024.06.20 16:00 | modify | 13 | 0.10 | 103.670 | 105.370 | 105.970 | ||
| 63 | 2024.06.20 20:00 | modify | 13 | 0.10 | 103.670 | 105.570 | 105.970 | ||
| 64 | 2024.06.21 00:00 | modify | 13 | 0.10 | 103.670 | 105.670 | 105.970 | ||
| 65 | 2024.06.21 04:00 | modify | 13 | 0.10 | 103.670 | 105.770 | 105.970 | ||
| 66 | 2024.06.21 08:00 | s/l | 13 | 0.10 | 105.770 | 105.770 | 105.970 | 166.58 | 11460.74 |
| 67 | 2024.06.21 16:00 | sell | 14 | 0.10 | 105.863 | 0.000 | 0.000 | ||
| 68 | 2024.06.21 16:00 | modify | 14 | 0.10 | 105.863 | 107.163 | 103.563 | ||
| 69 | 2024.06.28 16:00 | s/l | 14 | 0.10 | 107.163 | 107.163 | 103.563 | -100.64 | 11360.10 |
| 70 | 2024.06.28 20:00 | buy | 15 | 0.10 | 107.347 | 0.000 | 0.000 | ||
| 71 | 2024.06.28 20:00 | modify | 15 | 0.10 | 107.347 | 106.047 | 109.647 | ||
| 72 | 2024.07.10 16:00 | modify | 15 | 0.10 | 107.347 | 108.547 | 109.647 | ||
| 73 | 2024.07.11 04:00 | modify | 15 | 0.10 | 107.347 | 108.847 | 109.647 | ||
| 74 | 2024.07.11 16:00 | s/l | 15 | 0.10 | 108.847 | 108.847 | 109.647 | 112.13 | 11472.23 |
| 75 | 2024.07.11 16:00 | sell | 16 | 0.10 | 107.419 | 0.000 | 0.000 | ||
| 76 | 2024.07.11 16:00 | modify | 16 | 0.10 | 107.419 | 108.719 | 105.119 | ||
| 77 | 2024.07.17 08:00 | modify | 16 | 0.10 | 107.419 | 106.519 | 105.119 | ||
| 78 | 2024.07.17 12:00 | modify | 16 | 0.10 | 107.419 | 106.019 | 105.119 | ||
| 79 | 2024.07.17 16:00 | modify | 16 | 0.10 | 107.419 | 105.454 | 105.119 | ||
| 80 | 2024.07.17 20:00 | t/p | 16 | 0.10 | 105.119 | 105.454 | 105.119 | 158.36 | 11630.59 |
| 81 | 2024.07.22 20:00 | sell | 17 | 0.10 | 104.335 | 0.000 | 0.000 | ||
| 82 | 2024.07.22 20:00 | modify | 17 | 0.10 | 104.335 | 105.635 | 102.035 | ||
| 83 | 2024.07.24 04:00 | modify | 17 | 0.10 | 104.335 | 102.378 | 102.035 | ||
| 84 | 2024.07.24 08:00 | t/p | 17 | 0.10 | 102.035 | 102.378 | 102.035 | 160.77 | 11791.36 |
| 85 | 2024.07.31 08:00 | sell | 18 | 0.10 | 98.160 | 0.000 | 0.000 | ||
| 86 | 2024.07.31 08:00 | modify | 18 | 0.10 | 98.160 | 99.460 | 95.860 | ||
| 87 | 2024.08.02 16:00 | t/p | 18 | 0.10 | 95.860 | 99.460 | 95.860 | 158.36 | 11949.72 |
| 88 | 2024.08.06 08:00 | buy | 19 | 0.10 | 94.445 | 0.000 | 0.000 | ||
| 89 | 2024.08.06 08:00 | modify | 19 | 0.10 | 94.445 | 93.145 | 96.745 | ||
| 90 | 2024.08.07 04:00 | modify | 19 | 0.10 | 94.445 | 96.443 | 96.745 | ||
| 91 | 2024.08.07 08:00 | s/l | 19 | 0.10 | 96.443 | 96.443 | 96.745 | 142.20 | 12091.92 |
| 92 | 2024.08.12 12:00 | buy | 20 | 0.10 | 97.384 | 0.000 | 0.000 | ||
| 93 | 2024.08.12 12:00 | modify | 20 | 0.10 | 97.384 | 96.084 | 99.684 | ||
| 94 | 2024.08.30 23:59 | s/l | 20 | 0.10 | 96.084 | 96.084 | 99.684 | -83.45 | 12008.47 |