Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=29; MACD_SlowEMAPeriod=19; MACD_SignalPeriod=21; MACD_AppliedPrice=0; PositionAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=3; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=110; TakeProfit=250; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=200; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=240; TrailingStop=230; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 1914 | Ticks modelled | 38144986 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1784.08 | Gross profit | 2780.87 | Gross loss | -996.78 |
| Profit factor | 2.79 | Expected payoff | 49.56 | ||
| Absolute drawdown | 28.30 | Maximal drawdown | 300.38 (21.99%) | Relative drawdown | 21.99% (300.38) |
| Total trades | 36 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 22 (72.73%) |
| Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
| Largest | profit trade | 164.60 | loss trade | -80.47 | |
| Average | profit trade | 126.40 | loss trade | -71.20 | |
| Maximum | consecutive wins (profit in money) | 6 (516.48) | consecutive losses (loss in money) | 3 (-216.96) | |
| Maximal | consecutive profit (count of wins) | 619.55 (4) | consecutive loss (count of losses) | -216.96 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.09 12:00 | buy | 1 | 0.10 | 183.195 | 0.000 | 0.000 | ||
| 2 | 2024.01.09 12:00 | modify | 1 | 0.10 | 183.195 | 182.095 | 185.695 | ||
| 3 | 2024.01.10 15:17 | modify | 1 | 0.10 | 183.195 | 183.395 | 185.695 | ||
| 4 | 2024.01.10 21:09 | t/p | 1 | 0.10 | 185.695 | 183.395 | 185.695 | 159.22 | 1159.22 |
| 5 | 2024.01.12 12:00 | buy | 2 | 0.10 | 184.852 | 0.000 | 0.000 | ||
| 6 | 2024.01.12 12:00 | modify | 2 | 0.10 | 184.852 | 183.752 | 187.352 | ||
| 7 | 2024.01.17 07:09 | modify | 2 | 0.10 | 184.852 | 185.052 | 187.352 | ||
| 8 | 2024.01.17 10:00 | t/p | 2 | 0.10 | 187.352 | 185.052 | 187.352 | 161.00 | 1320.21 |
| 9 | 2024.01.17 12:00 | sell | 3 | 0.10 | 187.402 | 0.000 | 0.000 | ||
| 10 | 2024.01.17 12:00 | modify | 3 | 0.10 | 187.402 | 188.502 | 184.902 | ||
| 11 | 2024.01.19 01:47 | s/l | 3 | 0.10 | 188.502 | 188.502 | 184.902 | -78.32 | 1241.90 |
| 12 | 2024.01.22 04:00 | buy | 4 | 0.10 | 188.076 | 0.000 | 0.000 | ||
| 13 | 2024.01.22 04:00 | modify | 4 | 0.10 | 188.076 | 186.976 | 190.576 | ||
| 14 | 2024.01.30 07:05 | s/l | 4 | 0.10 | 186.976 | 186.976 | 190.576 | -62.49 | 1179.41 |
| 15 | 2024.02.07 04:00 | buy | 5 | 0.10 | 186.410 | 0.000 | 0.000 | ||
| 16 | 2024.02.07 04:00 | modify | 5 | 0.10 | 186.410 | 185.310 | 188.910 | ||
| 17 | 2024.02.07 12:00 | sell | 6 | 0.10 | 187.044 | 0.000 | 0.000 | ||
| 18 | 2024.02.07 12:00 | modify | 6 | 0.10 | 187.044 | 188.144 | 184.544 | ||
| 19 | 2024.02.08 10:47 | s/l | 6 | 0.10 | 188.144 | 188.144 | 184.544 | -76.15 | 1103.26 |
| 20 | 2024.02.08 16:19 | modify | 5 | 0.10 | 186.410 | 186.610 | 188.910 | ||
| 21 | 2024.02.13 07:00 | t/p | 5 | 0.10 | 188.910 | 186.610 | 188.910 | 163.70 | 1266.95 |
| 22 | 2024.02.27 12:00 | buy | 7 | 0.10 | 190.737 | 0.000 | 0.000 | ||
| 23 | 2024.02.27 12:00 | modify | 7 | 0.10 | 190.737 | 189.637 | 193.237 | ||
| 24 | 2024.02.29 05:24 | s/l | 7 | 0.10 | 189.637 | 189.637 | 193.237 | -66.08 | 1200.88 |
| 25 | 2024.03.22 08:00 | buy | 8 | 0.10 | 190.928 | 0.000 | 0.000 | ||
| 26 | 2024.03.22 08:00 | modify | 8 | 0.10 | 190.928 | 189.828 | 193.428 | ||
| 27 | 2024.04.10 12:29 | modify | 8 | 0.10 | 190.928 | 191.128 | 193.428 | ||
| 28 | 2024.04.12 10:58 | s/l | 8 | 0.10 | 191.128 | 191.128 | 193.428 | 31.49 | 1232.36 |
| 29 | 2024.04.16 12:00 | sell | 9 | 0.10 | 192.620 | 0.000 | 0.000 | ||
| 30 | 2024.04.16 12:00 | modify | 9 | 0.10 | 192.620 | 193.720 | 190.120 | ||
| 31 | 2024.04.19 02:18 | modify | 9 | 0.10 | 192.620 | 192.420 | 190.120 | ||
| 32 | 2024.04.19 04:00 | buy | 10 | 0.10 | 191.648 | 0.000 | 0.000 | ||
| 33 | 2024.04.19 04:00 | modify | 10 | 0.10 | 191.648 | 190.548 | 194.148 | ||
| 34 | 2024.04.19 09:31 | s/l | 9 | 0.10 | 192.420 | 192.420 | 190.120 | 1.85 | 1234.21 |
| 35 | 2024.04.22 11:24 | s/l | 10 | 0.10 | 190.548 | 190.548 | 194.148 | -68.76 | 1165.45 |
| 36 | 2024.05.07 12:00 | sell | 11 | 0.10 | 193.834 | 0.000 | 0.000 | ||
| 37 | 2024.05.07 12:00 | modify | 11 | 0.10 | 193.834 | 194.934 | 191.334 | ||
| 38 | 2024.05.10 02:05 | s/l | 11 | 0.10 | 194.934 | 194.934 | 191.334 | -80.47 | 1084.98 |
| 39 | 2024.05.16 04:00 | buy | 12 | 0.10 | 195.448 | 0.000 | 0.000 | ||
| 40 | 2024.05.16 04:00 | modify | 12 | 0.10 | 195.448 | 194.348 | 197.948 | ||
| 41 | 2024.05.17 14:03 | modify | 12 | 0.10 | 195.448 | 195.648 | 197.948 | ||
| 42 | 2024.05.19 23:27 | t/p | 12 | 0.10 | 197.948 | 195.648 | 197.948 | 159.22 | 1244.19 |
| 43 | 2024.06.14 12:00 | buy | 13 | 0.10 | 199.573 | 0.000 | 0.000 | ||
| 44 | 2024.06.14 12:00 | modify | 13 | 0.10 | 199.573 | 198.473 | 202.073 | ||
| 45 | 2024.06.21 15:02 | modify | 13 | 0.10 | 199.573 | 199.773 | 202.073 | ||
| 46 | 2024.06.23 23:40 | t/p | 13 | 0.10 | 202.073 | 199.773 | 202.073 | 164.59 | 1408.79 |
| 47 | 2024.06.27 08:00 | buy | 14 | 0.10 | 202.860 | 0.000 | 0.000 | ||
| 48 | 2024.06.27 08:00 | modify | 14 | 0.10 | 202.860 | 201.760 | 205.360 | ||
| 49 | 2024.06.28 08:00 | sell | 15 | 0.10 | 203.462 | 0.000 | 0.000 | ||
| 50 | 2024.06.28 08:00 | modify | 15 | 0.10 | 203.462 | 204.562 | 200.962 | ||
| 51 | 2024.06.28 12:00 | buy | 16 | 0.10 | 203.125 | 0.000 | 0.000 | ||
| 52 | 2024.06.28 12:00 | modify | 16 | 0.10 | 203.125 | 202.025 | 205.625 | ||
| 53 | 2024.07.01 13:17 | s/l | 15 | 0.10 | 204.562 | 204.562 | 200.962 | -71.82 | 1336.96 |
| 54 | 2024.07.02 22:48 | modify | 14 | 0.10 | 202.860 | 203.060 | 205.360 | ||
| 55 | 2024.07.03 04:33 | modify | 16 | 0.10 | 203.125 | 203.325 | 205.625 | ||
| 56 | 2024.07.03 06:31 | t/p | 14 | 0.10 | 205.360 | 203.060 | 205.360 | 161.91 | 1498.88 |
| 57 | 2024.07.03 10:18 | t/p | 16 | 0.10 | 205.625 | 203.325 | 205.625 | 161.02 | 1659.89 |
| 58 | 2024.07.05 04:00 | buy | 17 | 0.10 | 205.154 | 0.000 | 0.000 | ||
| 59 | 2024.07.05 04:00 | modify | 17 | 0.10 | 205.154 | 204.054 | 207.654 | ||
| 60 | 2024.07.10 13:34 | modify | 17 | 0.10 | 205.154 | 205.354 | 207.654 | ||
| 61 | 2024.07.10 15:21 | t/p | 17 | 0.10 | 207.654 | 205.354 | 207.654 | 161.01 | 1820.90 |
| 62 | 2024.07.23 04:00 | buy | 18 | 0.10 | 202.113 | 0.000 | 0.000 | ||
| 63 | 2024.07.23 04:00 | modify | 18 | 0.10 | 202.113 | 201.013 | 204.613 | ||
| 64 | 2024.07.23 17:07 | s/l | 18 | 0.10 | 201.013 | 201.013 | 204.613 | -69.66 | 1751.24 |
| 65 | 2024.07.31 12:00 | buy | 19 | 0.10 | 192.797 | 0.000 | 0.000 | ||
| 66 | 2024.07.31 12:00 | modify | 19 | 0.10 | 192.797 | 191.697 | 195.297 | ||
| 67 | 2024.08.01 01:11 | s/l | 19 | 0.10 | 191.697 | 191.697 | 195.297 | -66.98 | 1684.26 |
| 68 | 2024.08.07 04:00 | sell | 20 | 0.10 | 187.054 | 0.000 | 0.000 | ||
| 69 | 2024.08.07 04:00 | modify | 20 | 0.10 | 187.054 | 188.154 | 184.554 | ||
| 70 | 2024.08.07 23:31 | modify | 20 | 0.10 | 187.054 | 186.854 | 184.554 | ||
| 71 | 2024.08.08 00:46 | t/p | 20 | 0.10 | 184.554 | 186.854 | 184.554 | 151.82 | 1836.08 |
| 72 | 2024.08.19 12:00 | buy | 21 | 0.10 | 189.259 | 0.000 | 0.000 | ||
| 73 | 2024.08.19 12:00 | modify | 21 | 0.10 | 189.259 | 188.159 | 191.759 | ||
| 74 | 2024.08.20 06:10 | modify | 21 | 0.10 | 189.259 | 189.459 | 191.759 | ||
| 75 | 2024.08.20 16:56 | s/l | 21 | 0.10 | 189.459 | 189.459 | 191.759 | 13.57 | 1849.65 |
| 76 | 2024.08.26 04:00 | buy | 22 | 0.10 | 190.117 | 0.000 | 0.000 | ||
| 77 | 2024.08.26 04:00 | modify | 22 | 0.10 | 190.117 | 189.017 | 192.617 | ||
| 78 | 2024.09.01 22:26 | modify | 22 | 0.10 | 190.117 | 190.317 | 192.617 | ||
| 79 | 2024.09.02 08:08 | t/p | 22 | 0.10 | 192.617 | 190.317 | 192.617 | 164.60 | 2014.25 |
| 80 | 2024.09.12 08:00 | sell | 23 | 0.10 | 186.147 | 0.000 | 0.000 | ||
| 81 | 2024.09.12 08:00 | modify | 23 | 0.10 | 186.147 | 187.247 | 183.647 | ||
| 82 | 2024.09.16 06:43 | modify | 23 | 0.10 | 186.147 | 185.947 | 183.647 | ||
| 83 | 2024.09.16 16:30 | s/l | 23 | 0.10 | 185.947 | 185.947 | 183.647 | 8.34 | 2022.59 |
| 84 | 2024.09.25 04:00 | buy | 24 | 0.10 | 192.382 | 0.000 | 0.000 | ||
| 85 | 2024.09.25 04:00 | modify | 24 | 0.10 | 192.382 | 191.282 | 194.882 | ||
| 86 | 2024.09.26 22:16 | modify | 24 | 0.10 | 192.382 | 192.582 | 194.882 | ||
| 87 | 2024.09.27 00:54 | t/p | 24 | 0.10 | 194.882 | 192.582 | 194.882 | 161.90 | 2184.49 |
| 88 | 2024.10.08 08:00 | buy | 25 | 0.10 | 193.410 | 0.000 | 0.000 | ||
| 89 | 2024.10.08 08:00 | modify | 25 | 0.10 | 193.410 | 192.310 | 195.910 | ||
| 90 | 2024.10.10 04:30 | modify | 25 | 0.10 | 193.410 | 193.610 | 195.910 | ||
| 91 | 2024.10.10 14:30 | s/l | 25 | 0.10 | 193.610 | 193.610 | 195.910 | 16.24 | 2200.74 |
| 92 | 2024.10.18 12:00 | sell | 26 | 0.10 | 195.678 | 0.000 | 0.000 | ||
| 93 | 2024.10.18 12:00 | modify | 26 | 0.10 | 195.678 | 196.778 | 193.178 | ||
| 94 | 2024.10.21 04:00 | buy | 27 | 0.10 | 194.775 | 0.000 | 0.000 | ||
| 95 | 2024.10.21 04:00 | modify | 27 | 0.10 | 194.775 | 193.675 | 197.275 | ||
| 96 | 2024.10.21 12:00 | sell | 28 | 0.10 | 195.183 | 0.000 | 0.000 | ||
| 97 | 2024.10.21 12:00 | modify | 28 | 0.10 | 195.183 | 196.283 | 192.683 | ||
| 98 | 2024.10.22 04:10 | s/l | 28 | 0.10 | 196.283 | 196.283 | 192.683 | -71.81 | 2128.92 |
| 99 | 2024.10.23 01:21 | s/l | 26 | 0.10 | 196.778 | 196.778 | 193.178 | -76.15 | 2052.77 |
| 100 | 2024.10.23 01:24 | modify | 27 | 0.10 | 194.775 | 194.975 | 197.275 | ||
| 101 | 2024.10.23 04:03 | t/p | 27 | 0.10 | 197.275 | 194.975 | 197.275 | 160.12 | 2212.89 |
| 102 | 2024.10.25 12:00 | buy | 29 | 0.10 | 197.165 | 0.000 | 0.000 | ||
| 103 | 2024.10.25 12:00 | modify | 29 | 0.10 | 197.165 | 196.065 | 199.665 | ||
| 104 | 2024.10.28 01:43 | modify | 29 | 0.10 | 197.165 | 197.365 | 199.665 | ||
| 105 | 2024.10.28 04:00 | sell | 30 | 0.10 | 198.835 | 0.000 | 0.000 | ||
| 106 | 2024.10.28 04:00 | modify | 30 | 0.10 | 198.835 | 199.935 | 196.335 | ||
| 107 | 2024.10.29 12:56 | t/p | 29 | 0.10 | 199.665 | 197.365 | 199.665 | 160.12 | 2373.02 |
| 108 | 2024.10.31 14:46 | modify | 30 | 0.10 | 198.835 | 198.635 | 196.335 | ||
| 109 | 2024.10.31 15:10 | t/p | 30 | 0.10 | 196.335 | 198.635 | 196.335 | 147.49 | 2520.51 |
| 110 | 2024.11.20 08:00 | sell | 31 | 0.10 | 197.606 | 0.000 | 0.000 | ||
| 111 | 2024.11.20 08:00 | modify | 31 | 0.10 | 197.606 | 198.706 | 195.106 | ||
| 112 | 2024.11.21 07:27 | modify | 31 | 0.10 | 197.606 | 197.406 | 195.106 | ||
| 113 | 2024.11.21 09:01 | t/p | 31 | 0.10 | 195.106 | 197.406 | 195.106 | 151.82 | 2672.33 |
| 114 | 2024.11.29 12:00 | buy | 32 | 0.10 | 190.549 | 0.000 | 0.000 | ||
| 115 | 2024.11.29 12:00 | modify | 32 | 0.10 | 190.549 | 189.449 | 193.049 | ||
| 116 | 2024.12.02 04:00 | sell | 33 | 0.10 | 190.998 | 0.000 | 0.000 | ||
| 117 | 2024.12.02 04:00 | modify | 33 | 0.10 | 190.998 | 192.098 | 188.498 | ||
| 118 | 2024.12.02 15:00 | s/l | 32 | 0.10 | 189.449 | 189.449 | 193.049 | -68.77 | 2603.55 |
| 119 | 2024.12.02 16:17 | modify | 33 | 0.10 | 190.998 | 190.798 | 188.498 | ||
| 120 | 2024.12.03 14:37 | t/p | 33 | 0.10 | 188.498 | 190.798 | 188.498 | 156.15 | 2759.70 |
| 121 | 2024.12.04 04:00 | sell | 34 | 0.10 | 189.744 | 0.000 | 0.000 | ||
| 122 | 2024.12.04 04:00 | modify | 34 | 0.10 | 189.744 | 190.844 | 187.244 | ||
| 123 | 2024.12.04 08:01 | s/l | 34 | 0.10 | 190.844 | 190.844 | 187.244 | -69.66 | 2690.04 |
| 124 | 2024.12.13 04:00 | buy | 35 | 0.10 | 193.626 | 0.000 | 0.000 | ||
| 125 | 2024.12.13 04:00 | modify | 35 | 0.10 | 193.626 | 192.526 | 196.126 | ||
| 126 | 2024.12.16 15:24 | modify | 35 | 0.10 | 193.626 | 193.826 | 196.126 | ||
| 127 | 2024.12.19 06:38 | t/p | 35 | 0.10 | 196.126 | 193.826 | 196.126 | 163.70 | 2853.73 |
| 128 | 2024.12.19 08:00 | sell | 36 | 0.10 | 197.363 | 0.000 | 0.000 | ||
| 129 | 2024.12.19 08:00 | modify | 36 | 0.10 | 197.363 | 198.463 | 194.863 | ||
| 130 | 2024.12.19 08:46 | s/l | 36 | 0.10 | 198.463 | 198.463 | 194.863 | -69.65 | 2784.08 |