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 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79107 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1876.79 | Gross profit | 2340.43 | Gross loss | -463.64 |
| Profit factor | 5.05 | Expected payoff | 81.60 | ||
| Absolute drawdown | 73.61 | Maximal drawdown | 234.27 (2.23%) | Relative drawdown | 2.23% (234.27) |
| Total trades | 23 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 167.90 | loss trade | -104.22 | |
| Average | profit trade | 130.02 | loss trade | -92.73 | |
| Maximum | consecutive wins (profit in money) | 6 (776.35) | consecutive losses (loss in money) | 1 (-104.22) | |
| Maximal | consecutive profit (count of wins) | 776.35 (6) | consecutive loss (count of losses) | -104.22 (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 02:10 | modify | 1 | 0.10 | 94.632 | 95.532 | 96.932 | ||
| 4 | 2023.09.29 02:20 | modify | 1 | 0.10 | 94.632 | 95.732 | 96.932 | ||
| 5 | 2023.09.29 02:30 | modify | 1 | 0.10 | 94.632 | 95.832 | 96.932 | ||
| 6 | 2023.09.29 02:40 | modify | 1 | 0.10 | 94.632 | 96.032 | 96.932 | ||
| 7 | 2023.09.29 08:30 | modify | 1 | 0.10 | 94.632 | 96.132 | 96.932 | ||
| 8 | 2023.09.29 08:40 | modify | 1 | 0.10 | 94.632 | 96.232 | 96.932 | ||
| 9 | 2023.09.29 09:20 | modify | 1 | 0.10 | 94.632 | 96.332 | 96.932 | ||
| 10 | 2023.09.29 09:30 | modify | 1 | 0.10 | 94.632 | 96.432 | 96.932 | ||
| 11 | 2023.09.29 09:40 | modify | 1 | 0.10 | 94.632 | 96.632 | 96.932 | ||
| 12 | 2023.09.29 10:30 | modify | 1 | 0.10 | 94.632 | 96.732 | 96.932 | ||
| 13 | 2023.09.29 10:40 | modify | 1 | 0.10 | 94.632 | 96.832 | 96.932 | ||
| 14 | 2023.09.29 11:00 | s/l | 1 | 0.10 | 96.832 | 96.832 | 96.932 | 167.90 | 10167.90 |
| 15 | 2023.10.02 16:00 | sell | 2 | 0.10 | 95.491 | 0.000 | 0.000 | ||
| 16 | 2023.10.02 16:00 | modify | 2 | 0.10 | 95.491 | 96.791 | 93.191 | ||
| 17 | 2023.10.03 14:20 | modify | 2 | 0.10 | 95.491 | 94.191 | 93.191 | ||
| 18 | 2023.10.03 14:33 | t/p | 2 | 0.10 | 93.191 | 94.191 | 93.191 | 161.91 | 10329.80 |
| 19 | 2023.10.05 08:00 | buy | 3 | 0.10 | 94.540 | 0.000 | 0.000 | ||
| 20 | 2023.10.05 08:00 | modify | 3 | 0.10 | 94.540 | 93.240 | 96.840 | ||
| 21 | 2023.10.31 18:40 | modify | 3 | 0.10 | 94.540 | 95.440 | 96.840 | ||
| 22 | 2023.11.01 12:40 | modify | 3 | 0.10 | 94.540 | 95.640 | 96.840 | ||
| 23 | 2023.11.01 14:20 | modify | 3 | 0.10 | 94.540 | 95.740 | 96.840 | ||
| 24 | 2023.11.01 14:30 | modify | 3 | 0.10 | 94.540 | 95.840 | 96.840 | ||
| 25 | 2023.11.01 14:40 | modify | 3 | 0.10 | 94.540 | 96.040 | 96.840 | ||
| 26 | 2023.11.01 16:15 | s/l | 3 | 0.10 | 96.040 | 96.040 | 96.840 | 117.38 | 10447.18 |
| 27 | 2023.11.03 12:00 | sell | 4 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 28 | 2023.11.03 12:00 | modify | 4 | 0.10 | 96.776 | 98.076 | 94.476 | ||
| 29 | 2023.11.15 07:40 | s/l | 4 | 0.10 | 98.076 | 98.076 | 94.476 | -104.22 | 10342.96 |
| 30 | 2023.11.16 20:00 | sell | 5 | 0.10 | 97.467 | 0.000 | 0.000 | ||
| 31 | 2023.11.16 20:00 | modify | 5 | 0.10 | 97.467 | 98.767 | 95.167 | ||
| 32 | 2023.12.07 03:40 | modify | 5 | 0.10 | 97.467 | 96.567 | 95.167 | ||
| 33 | 2023.12.07 04:40 | modify | 5 | 0.10 | 97.467 | 96.467 | 95.167 | ||
| 34 | 2023.12.07 06:05 | modify | 5 | 0.10 | 97.467 | 96.367 | 95.167 | ||
| 35 | 2023.12.07 07:06 | modify | 5 | 0.10 | 97.467 | 96.267 | 95.167 | ||
| 36 | 2023.12.07 07:20 | modify | 5 | 0.10 | 97.467 | 96.167 | 95.167 | ||
| 37 | 2023.12.07 07:33 | modify | 5 | 0.10 | 97.467 | 95.967 | 95.167 | ||
| 38 | 2023.12.07 08:20 | modify | 5 | 0.10 | 97.467 | 95.767 | 95.167 | ||
| 39 | 2023.12.07 08:30 | modify | 5 | 0.10 | 97.467 | 95.467 | 95.167 | ||
| 40 | 2023.12.07 08:40 | t/p | 5 | 0.10 | 95.167 | 95.467 | 95.167 | 137.88 | 10480.84 |
| 41 | 2023.12.15 12:00 | buy | 6 | 0.10 | 95.241 | 0.000 | 0.000 | ||
| 42 | 2023.12.15 12:00 | modify | 6 | 0.10 | 95.241 | 93.941 | 97.541 | ||
| 43 | 2023.12.19 07:40 | modify | 6 | 0.10 | 95.241 | 96.141 | 97.541 | ||
| 44 | 2023.12.19 08:20 | modify | 6 | 0.10 | 95.241 | 96.441 | 97.541 | ||
| 45 | 2023.12.19 08:30 | modify | 6 | 0.10 | 95.241 | 96.741 | 97.541 | ||
| 46 | 2023.12.19 08:40 | modify | 6 | 0.10 | 95.241 | 97.215 | 97.541 | ||
| 47 | 2023.12.19 08:45 | s/l | 6 | 0.10 | 97.215 | 97.215 | 97.541 | 140.89 | 10621.73 |
| 48 | 2023.12.26 16:00 | buy | 7 | 0.10 | 97.090 | 0.000 | 0.000 | ||
| 49 | 2023.12.26 16:00 | modify | 7 | 0.10 | 97.090 | 95.790 | 99.390 | ||
| 50 | 2024.02.01 08:30 | s/l | 7 | 0.10 | 95.790 | 95.790 | 99.390 | -75.07 | 10546.66 |
| 51 | 2024.02.02 12:00 | buy | 8 | 0.10 | 96.824 | 0.000 | 0.000 | ||
| 52 | 2024.02.02 12:00 | modify | 8 | 0.10 | 96.824 | 95.524 | 99.124 | ||
| 53 | 2024.02.20 09:30 | modify | 8 | 0.10 | 96.824 | 97.724 | 99.124 | ||
| 54 | 2024.02.20 09:40 | modify | 8 | 0.10 | 96.824 | 97.824 | 99.124 | ||
| 55 | 2024.02.20 12:30 | modify | 8 | 0.10 | 96.824 | 97.924 | 99.124 | ||
| 56 | 2024.02.20 13:40 | modify | 8 | 0.10 | 96.824 | 98.024 | 99.124 | ||
| 57 | 2024.02.22 00:30 | modify | 8 | 0.10 | 96.824 | 98.124 | 99.124 | ||
| 58 | 2024.02.22 01:15 | modify | 8 | 0.10 | 96.824 | 98.224 | 99.124 | ||
| 59 | 2024.02.22 06:40 | modify | 8 | 0.10 | 96.824 | 98.324 | 99.124 | ||
| 60 | 2024.02.22 07:10 | modify | 8 | 0.10 | 96.824 | 98.424 | 99.124 | ||
| 61 | 2024.02.22 07:20 | modify | 8 | 0.10 | 96.824 | 98.524 | 99.124 | ||
| 62 | 2024.02.22 07:30 | modify | 8 | 0.10 | 96.824 | 98.624 | 99.124 | ||
| 63 | 2024.02.22 07:40 | modify | 8 | 0.10 | 96.824 | 98.724 | 99.124 | ||
| 64 | 2024.02.22 08:30 | modify | 8 | 0.10 | 96.824 | 98.824 | 99.124 | ||
| 65 | 2024.02.22 10:05 | s/l | 8 | 0.10 | 98.824 | 98.824 | 99.124 | 150.65 | 10697.31 |
| 66 | 2024.02.23 20:00 | sell | 9 | 0.10 | 98.771 | 0.000 | 0.000 | ||
| 67 | 2024.02.23 20:00 | modify | 9 | 0.10 | 98.771 | 100.071 | 96.471 | ||
| 68 | 2024.03.11 01:05 | modify | 9 | 0.10 | 98.771 | 97.771 | 96.471 | ||
| 69 | 2024.03.11 08:30 | modify | 9 | 0.10 | 98.771 | 97.671 | 96.471 | ||
| 70 | 2024.03.11 08:40 | modify | 9 | 0.10 | 98.771 | 97.471 | 96.471 | ||
| 71 | 2024.03.12 02:30 | s/l | 9 | 0.10 | 97.471 | 97.471 | 96.471 | 72.97 | 10770.27 |
| 72 | 2024.03.12 12:00 | buy | 10 | 0.10 | 97.548 | 0.000 | 0.000 | ||
| 73 | 2024.03.12 12:00 | modify | 10 | 0.10 | 97.548 | 96.248 | 99.848 | ||
| 74 | 2024.03.20 18:30 | modify | 10 | 0.10 | 97.548 | 98.548 | 99.848 | ||
| 75 | 2024.03.20 18:40 | modify | 10 | 0.10 | 97.548 | 98.748 | 99.848 | ||
| 76 | 2024.03.20 19:10 | modify | 10 | 0.10 | 97.548 | 98.848 | 99.848 | ||
| 77 | 2024.03.20 19:30 | modify | 10 | 0.10 | 97.548 | 99.048 | 99.848 | ||
| 78 | 2024.03.20 19:59 | modify | 10 | 0.10 | 97.548 | 99.248 | 99.848 | ||
| 79 | 2024.03.20 20:20 | modify | 10 | 0.10 | 97.548 | 99.348 | 99.848 | ||
| 80 | 2024.03.20 20:40 | modify | 10 | 0.10 | 97.548 | 99.448 | 99.848 | ||
| 81 | 2024.03.20 21:33 | s/l | 10 | 0.10 | 99.448 | 99.448 | 99.848 | 138.29 | 10908.56 |
| 82 | 2024.03.26 20:00 | buy | 11 | 0.10 | 99.022 | 0.000 | 0.000 | ||
| 83 | 2024.03.26 20:00 | modify | 11 | 0.10 | 99.022 | 97.722 | 101.322 | ||
| 84 | 2024.04.09 12:30 | modify | 11 | 0.10 | 99.022 | 99.922 | 101.322 | ||
| 85 | 2024.04.09 12:40 | modify | 11 | 0.10 | 99.022 | 100.022 | 101.322 | ||
| 86 | 2024.04.09 13:30 | modify | 11 | 0.10 | 99.022 | 100.122 | 101.322 | ||
| 87 | 2024.04.09 13:40 | modify | 11 | 0.10 | 99.022 | 100.222 | 101.322 | ||
| 88 | 2024.04.10 12:20 | s/l | 11 | 0.10 | 100.222 | 100.222 | 101.322 | 91.71 | 11000.27 |
| 89 | 2024.04.10 16:00 | sell | 12 | 0.10 | 99.499 | 0.000 | 0.000 | ||
| 90 | 2024.04.10 16:00 | modify | 12 | 0.10 | 99.499 | 100.799 | 97.199 | ||
| 91 | 2024.04.19 02:40 | modify | 12 | 0.10 | 99.499 | 98.499 | 97.199 | ||
| 92 | 2024.04.19 03:30 | s/l | 12 | 0.10 | 98.499 | 98.499 | 97.199 | 57.71 | 11057.98 |
| 93 | 2024.04.19 12:00 | sell | 13 | 0.10 | 99.109 | 0.000 | 0.000 | ||
| 94 | 2024.04.19 12:00 | modify | 13 | 0.10 | 99.109 | 100.409 | 96.809 | ||
| 95 | 2024.04.23 14:40 | s/l | 13 | 0.10 | 100.409 | 100.409 | 96.809 | -94.60 | 10963.38 |
| 96 | 2024.04.29 16:00 | sell | 14 | 0.10 | 102.825 | 0.000 | 0.000 | ||
| 97 | 2024.04.29 16:00 | modify | 14 | 0.10 | 102.825 | 104.125 | 100.525 | ||
| 98 | 2024.05.01 20:30 | modify | 14 | 0.10 | 102.825 | 101.225 | 100.525 | ||
| 99 | 2024.05.01 20:40 | t/p | 14 | 0.10 | 100.525 | 101.225 | 100.525 | 160.72 | 11124.09 |
| 100 | 2024.05.14 16:00 | buy | 15 | 0.10 | 103.670 | 0.000 | 0.000 | ||
| 101 | 2024.05.14 16:00 | modify | 15 | 0.10 | 103.670 | 102.370 | 105.970 | ||
| 102 | 2024.06.19 06:05 | modify | 15 | 0.10 | 103.670 | 104.570 | 105.970 | ||
| 103 | 2024.06.19 09:30 | modify | 15 | 0.10 | 103.670 | 104.670 | 105.970 | ||
| 104 | 2024.06.19 11:15 | modify | 15 | 0.10 | 103.670 | 104.770 | 105.970 | ||
| 105 | 2024.06.19 15:40 | modify | 15 | 0.10 | 103.670 | 104.870 | 105.970 | ||
| 106 | 2024.06.19 20:30 | modify | 15 | 0.10 | 103.670 | 104.970 | 105.970 | ||
| 107 | 2024.06.20 01:40 | modify | 15 | 0.10 | 103.670 | 105.070 | 105.970 | ||
| 108 | 2024.06.20 04:15 | modify | 15 | 0.10 | 103.670 | 105.170 | 105.970 | ||
| 109 | 2024.06.20 07:40 | modify | 15 | 0.10 | 103.670 | 105.270 | 105.970 | ||
| 110 | 2024.06.20 09:40 | modify | 15 | 0.10 | 103.670 | 105.370 | 105.970 | ||
| 111 | 2024.06.20 10:40 | modify | 15 | 0.10 | 103.670 | 105.470 | 105.970 | ||
| 112 | 2024.06.20 13:30 | modify | 15 | 0.10 | 103.670 | 105.570 | 105.970 | ||
| 113 | 2024.06.20 13:40 | modify | 15 | 0.10 | 103.670 | 105.670 | 105.970 | ||
| 114 | 2024.06.20 14:05 | modify | 15 | 0.10 | 103.670 | 105.770 | 105.970 | ||
| 115 | 2024.06.20 15:20 | s/l | 15 | 0.10 | 105.770 | 105.770 | 105.970 | 166.09 | 11290.18 |
| 116 | 2024.06.21 16:00 | sell | 16 | 0.10 | 105.863 | 0.000 | 0.000 | ||
| 117 | 2024.06.21 16:00 | modify | 16 | 0.10 | 105.863 | 107.163 | 103.563 | ||
| 118 | 2024.06.28 14:20 | s/l | 16 | 0.10 | 107.163 | 107.163 | 103.563 | -100.61 | 11189.57 |
| 119 | 2024.06.28 20:00 | buy | 17 | 0.10 | 107.347 | 0.000 | 0.000 | ||
| 120 | 2024.06.28 20:00 | modify | 17 | 0.10 | 107.347 | 106.047 | 109.647 | ||
| 121 | 2024.07.10 05:40 | modify | 17 | 0.10 | 107.347 | 108.247 | 109.647 | ||
| 122 | 2024.07.10 14:20 | modify | 17 | 0.10 | 107.347 | 108.347 | 109.647 | ||
| 123 | 2024.07.10 14:30 | modify | 17 | 0.10 | 107.347 | 108.447 | 109.647 | ||
| 124 | 2024.07.10 15:30 | modify | 17 | 0.10 | 107.347 | 108.547 | 109.647 | ||
| 125 | 2024.07.10 15:40 | modify | 17 | 0.10 | 107.347 | 108.647 | 109.647 | ||
| 126 | 2024.07.11 01:40 | modify | 17 | 0.10 | 107.347 | 108.747 | 109.647 | ||
| 127 | 2024.07.11 02:30 | modify | 17 | 0.10 | 107.347 | 108.847 | 109.647 | ||
| 128 | 2024.07.11 02:40 | modify | 17 | 0.10 | 107.347 | 108.947 | 109.647 | ||
| 129 | 2024.07.11 06:05 | modify | 17 | 0.10 | 107.347 | 109.047 | 109.647 | ||
| 130 | 2024.07.11 12:10 | s/l | 17 | 0.10 | 109.047 | 109.047 | 109.647 | 126.29 | 11315.86 |
| 131 | 2024.07.11 16:00 | sell | 18 | 0.10 | 107.419 | 0.000 | 0.000 | ||
| 132 | 2024.07.11 16:00 | modify | 18 | 0.10 | 107.419 | 108.719 | 105.119 | ||
| 133 | 2024.07.17 07:40 | modify | 18 | 0.10 | 107.419 | 106.519 | 105.119 | ||
| 134 | 2024.07.17 08:10 | modify | 18 | 0.10 | 107.419 | 106.419 | 105.119 | ||
| 135 | 2024.07.17 08:20 | modify | 18 | 0.10 | 107.419 | 106.219 | 105.119 | ||
| 136 | 2024.07.17 08:30 | modify | 18 | 0.10 | 107.419 | 105.919 | 105.119 | ||
| 137 | 2024.07.17 08:40 | modify | 18 | 0.10 | 107.419 | 105.403 | 105.119 | ||
| 138 | 2024.07.17 08:55 | s/l | 18 | 0.10 | 105.403 | 105.403 | 105.119 | 138.17 | 11454.03 |
| 139 | 2024.07.17 12:00 | sell | 19 | 0.10 | 105.498 | 0.000 | 0.000 | ||
| 140 | 2024.07.17 12:00 | modify | 19 | 0.10 | 105.498 | 106.798 | 103.198 | ||
| 141 | 2024.07.23 03:20 | modify | 19 | 0.10 | 105.498 | 104.598 | 103.198 | ||
| 142 | 2024.07.23 03:30 | modify | 19 | 0.10 | 105.498 | 104.498 | 103.198 | ||
| 143 | 2024.07.23 03:40 | modify | 19 | 0.10 | 105.498 | 104.198 | 103.198 | ||
| 144 | 2024.07.23 05:15 | modify | 19 | 0.10 | 105.498 | 104.098 | 103.198 | ||
| 145 | 2024.07.23 07:30 | modify | 19 | 0.10 | 105.498 | 103.898 | 103.198 | ||
| 146 | 2024.07.23 07:40 | modify | 19 | 0.10 | 105.498 | 103.426 | 103.198 | ||
| 147 | 2024.07.23 07:55 | s/l | 19 | 0.10 | 103.426 | 103.426 | 103.198 | 139.74 | 11593.77 |
| 148 | 2024.07.31 08:00 | sell | 20 | 0.10 | 98.160 | 0.000 | 0.000 | ||
| 149 | 2024.07.31 08:00 | modify | 20 | 0.10 | 98.160 | 99.460 | 95.860 | ||
| 150 | 2024.08.02 12:30 | modify | 20 | 0.10 | 98.160 | 96.560 | 95.860 | ||
| 151 | 2024.08.02 12:40 | t/p | 20 | 0.10 | 95.860 | 96.560 | 95.860 | 158.31 | 11752.08 |
| 152 | 2024.08.06 08:00 | buy | 21 | 0.10 | 94.445 | 0.000 | 0.000 | ||
| 153 | 2024.08.06 08:00 | modify | 21 | 0.10 | 94.445 | 93.145 | 96.745 | ||
| 154 | 2024.08.07 01:40 | modify | 21 | 0.10 | 94.445 | 96.504 | 96.745 | ||
| 155 | 2024.08.07 01:45 | s/l | 21 | 0.10 | 96.504 | 96.504 | 96.745 | 146.48 | 11898.56 |
| 156 | 2024.08.12 12:00 | buy | 22 | 0.10 | 97.384 | 0.000 | 0.000 | ||
| 157 | 2024.08.12 12:00 | modify | 22 | 0.10 | 97.384 | 96.084 | 99.684 | ||
| 158 | 2024.08.20 05:40 | modify | 22 | 0.10 | 97.384 | 98.284 | 99.684 | ||
| 159 | 2024.08.20 14:40 | s/l | 22 | 0.10 | 98.284 | 98.284 | 99.684 | 67.36 | 11965.92 |
| 160 | 2024.08.23 16:00 | buy | 23 | 0.10 | 98.191 | 0.000 | 0.000 | ||
| 161 | 2024.08.23 16:00 | modify | 23 | 0.10 | 98.191 | 96.891 | 100.491 | ||
| 162 | 2024.08.30 20:40 | s/l | 23 | 0.10 | 96.891 | 96.891 | 100.491 | -89.13 | 11876.79 |