Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=14; MACD_SlowEMAPeriod=24; MACD_SignalPeriod=3; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=5; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=250; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=60; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=170; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=120; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 2608 | Ticks modelled | 78160 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 3167.59 | Gross profit | 3828.05 | Gross loss | -660.47 |
| Profit factor | 5.80 | Expected payoff | 90.50 | ||
| Absolute drawdown | 63.37 | Maximal drawdown | 548.44 (4.94%) | Relative drawdown | 4.94% (548.44) |
| Total trades | 35 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 29 (82.86%) | Loss trades (% of total) | 6 (17.14%) | ||
| Largest | profit trade | 257.63 | loss trade | -159.30 | |
| Average | profit trade | 132.00 | loss trade | -110.08 | |
| Maximum | consecutive wins (profit in money) | 10 (1910.50) | consecutive losses (loss in money) | 2 (-203.59) | |
| Maximal | consecutive profit (count of wins) | 1910.50 (10) | consecutive loss (count of losses) | -203.59 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 08:00 | sell | 1 | 0.10 | 1.07563 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 08:00 | modify | 1 | 0.10 | 1.07563 | 1.09063 | 1.05063 | ||
| 3 | 2023.09.12 08:00 | sell | 2 | 0.10 | 1.07135 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.12 08:00 | modify | 2 | 0.10 | 1.07135 | 1.08635 | 1.04635 | ||
| 5 | 2023.09.25 08:00 | sell | 3 | 0.10 | 1.06379 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.25 08:00 | modify | 3 | 0.10 | 1.06379 | 1.07879 | 1.03879 | ||
| 7 | 2023.09.26 06:40 | modify | 1 | 0.10 | 1.07563 | 1.07440 | 1.05063 | ||
| 8 | 2023.09.27 11:40 | modify | 1 | 0.10 | 1.07563 | 1.07073 | 1.05063 | ||
| 9 | 2023.09.27 13:30 | modify | 2 | 0.10 | 1.07135 | 1.06984 | 1.04635 | ||
| 10 | 2023.09.27 16:40 | t/p | 1 | 0.10 | 1.05063 | 1.07073 | 1.05063 | 257.63 | 10257.63 |
| 11 | 2023.09.27 18:05 | modify | 2 | 0.10 | 1.07135 | 1.06629 | 1.04635 | ||
| 12 | 2023.10.03 04:40 | t/p | 2 | 0.10 | 1.04635 | 1.06629 | 1.04635 | 257.29 | 10514.92 |
| 13 | 2023.10.03 14:40 | modify | 3 | 0.10 | 1.06379 | 1.06227 | 1.03879 | ||
| 14 | 2023.10.04 08:00 | close | 3 | 0.10 | 1.04876 | 1.06227 | 1.03879 | 153.42 | 10668.34 |
| 15 | 2023.10.04 08:00 | buy | 4 | 0.10 | 1.04876 | 0.00000 | 0.00000 | ||
| 16 | 2023.10.04 08:00 | modify | 4 | 0.10 | 1.04876 | 1.03376 | 1.07376 | ||
| 17 | 2023.10.16 08:00 | buy | 5 | 0.10 | 1.05370 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.16 08:00 | modify | 5 | 0.10 | 1.05370 | 1.03870 | 1.07870 | ||
| 19 | 2023.10.23 08:00 | buy | 6 | 0.10 | 1.06006 | 0.00000 | 0.00000 | ||
| 20 | 2023.10.23 08:00 | modify | 6 | 0.10 | 1.06006 | 1.04506 | 1.08506 | ||
| 21 | 2023.10.23 17:30 | modify | 4 | 0.10 | 1.04876 | 1.04991 | 1.07376 | ||
| 22 | 2023.11.03 12:40 | modify | 5 | 0.10 | 1.05370 | 1.05494 | 1.07870 | ||
| 23 | 2023.11.03 12:40 | modify | 4 | 0.10 | 1.04876 | 1.05494 | 1.07376 | ||
| 24 | 2023.11.03 16:40 | t/p | 4 | 0.10 | 1.07376 | 1.05494 | 1.07376 | 228.75 | 10897.10 |
| 25 | 2023.11.06 08:40 | modify | 5 | 0.10 | 1.05370 | 1.05862 | 1.07870 | ||
| 26 | 2023.11.14 13:40 | t/p | 5 | 0.10 | 1.07870 | 1.05862 | 1.07870 | 230.74 | 11127.84 |
| 27 | 2023.11.14 13:40 | modify | 6 | 0.10 | 1.06006 | 1.06301 | 1.08506 | ||
| 28 | 2023.11.14 14:40 | modify | 6 | 0.10 | 1.06006 | 1.06655 | 1.08506 | ||
| 29 | 2023.11.14 16:30 | t/p | 6 | 0.10 | 1.08506 | 1.06655 | 1.08506 | 235.39 | 11363.23 |
| 30 | 2023.11.28 08:00 | sell | 7 | 0.10 | 1.09358 | 0.00000 | 0.00000 | ||
| 31 | 2023.11.28 08:00 | modify | 7 | 0.10 | 1.09358 | 1.10858 | 1.06858 | ||
| 32 | 2023.12.04 08:00 | sell | 8 | 0.10 | 1.08538 | 0.00000 | 0.00000 | ||
| 33 | 2023.12.04 08:00 | modify | 8 | 0.10 | 1.08538 | 1.10038 | 1.06038 | ||
| 34 | 2023.12.06 08:00 | close | 8 | 0.10 | 1.07928 | 1.10038 | 1.06038 | 61.69 | 11424.93 |
| 35 | 2023.12.06 08:00 | close | 7 | 0.10 | 1.07928 | 1.10858 | 1.06858 | 145.78 | 11570.70 |
| 36 | 2023.12.06 08:00 | buy | 9 | 0.10 | 1.07928 | 0.00000 | 0.00000 | ||
| 37 | 2023.12.06 08:00 | modify | 9 | 0.10 | 1.07928 | 1.06428 | 1.10428 | ||
| 38 | 2023.12.07 08:00 | buy | 10 | 0.10 | 1.07838 | 0.00000 | 0.00000 | ||
| 39 | 2023.12.07 08:00 | modify | 10 | 0.10 | 1.07838 | 1.06338 | 1.10338 | ||
| 40 | 2023.12.14 14:30 | modify | 10 | 0.10 | 1.07838 | 1.08071 | 1.10338 | ||
| 41 | 2023.12.14 14:30 | modify | 9 | 0.10 | 1.07928 | 1.08071 | 1.10428 | ||
| 42 | 2023.12.20 08:00 | close | 10 | 0.10 | 1.09665 | 1.08071 | 1.10338 | 175.40 | 11746.10 |
| 43 | 2023.12.20 08:00 | close | 9 | 0.10 | 1.09665 | 1.08071 | 1.10428 | 164.40 | 11910.50 |
| 44 | 2023.12.20 08:00 | sell | 11 | 0.10 | 1.09665 | 0.00000 | 0.00000 | ||
| 45 | 2023.12.20 08:00 | modify | 11 | 0.10 | 1.09665 | 1.11165 | 1.07165 | ||
| 46 | 2023.12.26 08:00 | sell | 12 | 0.10 | 1.10226 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.26 08:00 | modify | 12 | 0.10 | 1.10226 | 1.11726 | 1.07726 | ||
| 48 | 2023.12.27 14:20 | modify | 11 | 0.10 | 1.09665 | 1.11165 | 1.08365 | ||
| 49 | 2023.12.27 14:30 | modify | 11 | 0.10 | 1.09665 | 1.11165 | 1.08465 | ||
| 50 | 2023.12.27 14:40 | modify | 11 | 0.10 | 1.09665 | 1.11165 | 1.08565 | ||
| 51 | 2023.12.27 15:30 | modify | 11 | 0.10 | 1.09665 | 1.11165 | 1.08615 | ||
| 52 | 2023.12.27 15:40 | s/l | 11 | 0.10 | 1.11165 | 1.11165 | 1.08615 | -147.57 | 11762.93 |
| 53 | 2024.01.04 08:00 | close | 12 | 0.10 | 1.09405 | 1.11726 | 1.07726 | 85.92 | 11848.85 |
| 54 | 2024.01.04 08:00 | buy | 13 | 0.10 | 1.09405 | 0.00000 | 0.00000 | ||
| 55 | 2024.01.04 08:00 | modify | 13 | 0.10 | 1.09405 | 1.07905 | 1.11905 | ||
| 56 | 2024.01.12 08:00 | close | 13 | 0.10 | 1.09666 | 1.07905 | 1.11905 | 20.79 | 11869.64 |
| 57 | 2024.01.12 08:00 | sell | 14 | 0.10 | 1.09666 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.12 08:00 | modify | 14 | 0.10 | 1.09666 | 1.11166 | 1.07166 | ||
| 59 | 2024.01.24 08:00 | close | 14 | 0.10 | 1.08763 | 1.11166 | 1.07166 | 93.77 | 11963.41 |
| 60 | 2024.01.24 08:00 | buy | 15 | 0.10 | 1.08763 | 0.00000 | 0.00000 | ||
| 61 | 2024.01.24 08:00 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.11263 | ||
| 62 | 2024.02.05 09:40 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.10063 | ||
| 63 | 2024.02.05 10:30 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.10013 | ||
| 64 | 2024.02.05 13:20 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.09963 | ||
| 65 | 2024.02.05 13:40 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.09863 | ||
| 66 | 2024.02.05 15:20 | modify | 15 | 0.10 | 1.08763 | 1.07263 | 1.09813 | ||
| 67 | 2024.02.05 15:33 | s/l | 15 | 0.10 | 1.07263 | 1.07263 | 1.09813 | -157.97 | 11805.44 |
| 68 | 2024.03.05 08:00 | sell | 16 | 0.10 | 1.08464 | 0.00000 | 0.00000 | ||
| 69 | 2024.03.05 08:00 | modify | 16 | 0.10 | 1.08464 | 1.09964 | 1.05964 | ||
| 70 | 2024.03.08 13:30 | modify | 16 | 0.10 | 1.08464 | 1.09964 | 1.07164 | ||
| 71 | 2024.03.08 13:40 | modify | 16 | 0.10 | 1.08464 | 1.09964 | 1.07314 | ||
| 72 | 2024.03.14 08:00 | sell | 17 | 0.10 | 1.09352 | 0.00000 | 0.00000 | ||
| 73 | 2024.03.14 08:00 | modify | 17 | 0.10 | 1.09352 | 1.10852 | 1.06852 | ||
| 74 | 2024.03.18 08:00 | close | 17 | 0.10 | 1.08952 | 1.10852 | 1.06852 | 40.69 | 11846.13 |
| 75 | 2024.03.18 08:00 | close | 16 | 0.10 | 1.08952 | 1.09964 | 1.07314 | -44.29 | 11801.84 |
| 76 | 2024.03.18 08:00 | buy | 18 | 0.10 | 1.08952 | 0.00000 | 0.00000 | ||
| 77 | 2024.03.18 08:00 | modify | 18 | 0.10 | 1.08952 | 1.07452 | 1.11452 | ||
| 78 | 2024.03.28 09:40 | modify | 18 | 0.10 | 1.08952 | 1.07452 | 1.10252 | ||
| 79 | 2024.03.29 07:40 | modify | 18 | 0.10 | 1.08952 | 1.07452 | 1.10202 | ||
| 80 | 2024.04.01 14:06 | modify | 18 | 0.10 | 1.08952 | 1.07452 | 1.10152 | ||
| 81 | 2024.04.01 14:20 | modify | 18 | 0.10 | 1.08952 | 1.07452 | 1.10052 | ||
| 82 | 2024.04.01 14:33 | s/l | 18 | 0.10 | 1.07452 | 1.07452 | 1.10052 | -159.30 | 11642.55 |
| 83 | 2024.04.09 08:00 | sell | 19 | 0.10 | 1.08534 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.09 08:00 | modify | 19 | 0.10 | 1.08534 | 1.10034 | 1.06034 | ||
| 85 | 2024.04.12 09:20 | modify | 19 | 0.10 | 1.08534 | 1.08406 | 1.06034 | ||
| 86 | 2024.04.12 12:40 | modify | 19 | 0.10 | 1.08534 | 1.08043 | 1.06034 | ||
| 87 | 2024.04.16 08:00 | close | 19 | 0.10 | 1.06209 | 1.08043 | 1.06034 | 234.93 | 11877.48 |
| 88 | 2024.04.16 08:00 | buy | 20 | 0.10 | 1.06209 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.16 08:00 | modify | 20 | 0.10 | 1.06209 | 1.04709 | 1.08709 | ||
| 90 | 2024.04.19 08:00 | buy | 21 | 0.10 | 1.06583 | 0.00000 | 0.00000 | ||
| 91 | 2024.04.19 08:00 | modify | 21 | 0.10 | 1.06583 | 1.05083 | 1.09083 | ||
| 92 | 2024.04.29 08:00 | buy | 22 | 0.10 | 1.07202 | 0.00000 | 0.00000 | ||
| 93 | 2024.04.29 08:00 | modify | 22 | 0.10 | 1.07202 | 1.05702 | 1.09702 | ||
| 94 | 2024.05.03 12:40 | modify | 20 | 0.10 | 1.06209 | 1.06424 | 1.08709 | ||
| 95 | 2024.05.14 08:00 | close | 22 | 0.10 | 1.07871 | 1.05702 | 1.09702 | 56.94 | 11934.42 |
| 96 | 2024.05.14 08:00 | close | 21 | 0.10 | 1.07871 | 1.05083 | 1.09083 | 113.53 | 12047.94 |
| 97 | 2024.05.14 08:00 | close | 20 | 0.10 | 1.07871 | 1.06424 | 1.08709 | 147.61 | 12195.55 |
| 98 | 2024.05.14 08:00 | sell | 23 | 0.10 | 1.07871 | 0.00000 | 0.00000 | ||
| 99 | 2024.05.14 08:00 | modify | 23 | 0.10 | 1.07871 | 1.09371 | 1.05371 | ||
| 100 | 2024.06.03 20:40 | modify | 23 | 0.10 | 1.07871 | 1.09371 | 1.06571 | ||
| 101 | 2024.06.03 22:40 | modify | 23 | 0.10 | 1.07871 | 1.09371 | 1.06621 | ||
| 102 | 2024.06.04 00:33 | modify | 23 | 0.10 | 1.07871 | 1.09371 | 1.06671 | ||
| 103 | 2024.06.17 08:00 | close | 23 | 0.10 | 1.07035 | 1.09371 | 1.06671 | 95.40 | 12290.95 |
| 104 | 2024.06.17 08:00 | buy | 24 | 0.10 | 1.07035 | 0.00000 | 0.00000 | ||
| 105 | 2024.06.17 08:00 | modify | 24 | 0.10 | 1.07035 | 1.05535 | 1.09535 | ||
| 106 | 2024.06.20 08:00 | close | 24 | 0.10 | 1.07246 | 1.05535 | 1.09535 | 17.78 | 12308.73 |
| 107 | 2024.06.20 08:00 | sell | 25 | 0.10 | 1.07246 | 0.00000 | 0.00000 | ||
| 108 | 2024.06.20 08:00 | modify | 25 | 0.10 | 1.07246 | 1.08746 | 1.04746 | ||
| 109 | 2024.06.24 08:00 | close | 25 | 0.10 | 1.07156 | 1.08746 | 1.04746 | 9.69 | 12318.42 |
| 110 | 2024.06.24 08:00 | buy | 26 | 0.10 | 1.07156 | 0.00000 | 0.00000 | ||
| 111 | 2024.06.24 08:00 | modify | 26 | 0.10 | 1.07156 | 1.05656 | 1.09656 | ||
| 112 | 2024.06.27 08:00 | buy | 27 | 0.10 | 1.06931 | 0.00000 | 0.00000 | ||
| 113 | 2024.06.27 08:00 | modify | 27 | 0.10 | 1.06931 | 1.05431 | 1.09431 | ||
| 114 | 2024.07.11 12:30 | modify | 27 | 0.10 | 1.06931 | 1.07147 | 1.09431 | ||
| 115 | 2024.07.11 12:40 | modify | 26 | 0.10 | 1.07156 | 1.07299 | 1.09656 | ||
| 116 | 2024.07.15 10:15 | modify | 27 | 0.10 | 1.06931 | 1.07503 | 1.09431 | ||
| 117 | 2024.07.17 08:40 | t/p | 27 | 0.10 | 1.09431 | 1.07503 | 1.09431 | 238.05 | 12556.47 |
| 118 | 2024.07.17 08:40 | modify | 26 | 0.10 | 1.07156 | 1.07737 | 1.09656 | ||
| 119 | 2024.07.18 08:00 | close | 26 | 0.10 | 1.09314 | 1.07737 | 1.09656 | 198.54 | 12755.01 |
| 120 | 2024.07.18 08:00 | sell | 28 | 0.10 | 1.09314 | 0.00000 | 0.00000 | ||
| 121 | 2024.07.18 08:00 | modify | 28 | 0.10 | 1.09314 | 1.10814 | 1.06814 | ||
| 122 | 2024.07.23 08:00 | sell | 29 | 0.10 | 1.08760 | 0.00000 | 0.00000 | ||
| 123 | 2024.07.23 08:00 | modify | 29 | 0.10 | 1.08760 | 1.10260 | 1.06260 | ||
| 124 | 2024.07.29 08:00 | sell | 30 | 0.10 | 1.08443 | 0.00000 | 0.00000 | ||
| 125 | 2024.07.29 08:00 | modify | 30 | 0.10 | 1.08443 | 1.09943 | 1.05943 | ||
| 126 | 2024.08.01 08:00 | sell | 31 | 0.10 | 1.08009 | 0.00000 | 0.00000 | ||
| 127 | 2024.08.01 08:00 | modify | 31 | 0.10 | 1.08009 | 1.09509 | 1.05509 | ||
| 128 | 2024.08.02 08:00 | close | 31 | 0.10 | 1.08071 | 1.09509 | 1.05509 | -5.85 | 12749.15 |
| 129 | 2024.08.02 08:00 | close | 30 | 0.10 | 1.08071 | 1.09943 | 1.05943 | 39.28 | 12788.44 |
| 130 | 2024.08.02 08:00 | close | 29 | 0.10 | 1.08071 | 1.10260 | 1.06260 | 73.06 | 12861.50 |
| 131 | 2024.08.02 08:00 | close | 28 | 0.10 | 1.08071 | 1.10814 | 1.06814 | 129.50 | 12991.00 |
| 132 | 2024.08.02 08:00 | buy | 32 | 0.10 | 1.08071 | 0.00000 | 0.00000 | ||
| 133 | 2024.08.02 08:00 | modify | 32 | 0.10 | 1.08071 | 1.06571 | 1.10571 | ||
| 134 | 2024.08.05 12:30 | modify | 32 | 0.10 | 1.08071 | 1.08260 | 1.10571 | ||
| 135 | 2024.08.06 08:00 | close | 32 | 0.10 | 1.09267 | 1.08260 | 1.10571 | 118.27 | 13109.28 |
| 136 | 2024.08.06 08:00 | sell | 33 | 0.10 | 1.09267 | 0.00000 | 0.00000 | ||
| 137 | 2024.08.06 08:00 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.06767 | ||
| 138 | 2024.08.14 14:05 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.07967 | ||
| 139 | 2024.08.19 05:40 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.08017 | ||
| 140 | 2024.08.19 14:20 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.08067 | ||
| 141 | 2024.08.19 14:30 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.08167 | ||
| 142 | 2024.08.19 14:40 | modify | 33 | 0.10 | 1.09267 | 1.10767 | 1.08217 | ||
| 143 | 2024.08.19 16:40 | s/l | 33 | 0.10 | 1.10767 | 1.10767 | 1.08217 | -145.49 | 12963.79 |
| 144 | 2024.08.21 08:00 | sell | 34 | 0.10 | 1.11143 | 0.00000 | 0.00000 | ||
| 145 | 2024.08.21 08:00 | modify | 34 | 0.10 | 1.11143 | 1.12643 | 1.08643 | ||
| 146 | 2024.08.26 08:00 | sell | 35 | 0.10 | 1.11808 | 0.00000 | 0.00000 | ||
| 147 | 2024.08.26 08:00 | modify | 35 | 0.10 | 1.11808 | 1.13308 | 1.09308 | ||
| 148 | 2024.08.30 23:59 | close at stop | 35 | 0.10 | 1.10486 | 1.13308 | 1.09308 | 134.28 | 13098.07 |
| 149 | 2024.08.30 23:59 | close at stop | 34 | 0.10 | 1.10486 | 1.12643 | 1.08643 | 69.52 | 13167.59 |