Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=17; FilterMA_Period=40; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=9; BB_Deviation=2.4; BB_Applied=0; BB_GapSize=53; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=5; BUY_PruningMethod=1; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=60; T_TakeProfit=60; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=100; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
| Bars in test | 2615 | Ticks modelled | 79541 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 594.57 | Gross profit | 1023.64 | Gross loss | -429.07 |
| Profit factor | 2.39 | Expected payoff | 29.73 | ||
| Absolute drawdown | 125.43 | Maximal drawdown | 377.10 (3.56%) | Relative drawdown | 3.56% (377.10) |
| Total trades | 20 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 82.79 | loss trade | -77.18 | |
| Average | profit trade | 73.12 | loss trade | -71.51 | |
| Maximum | consecutive wins (profit in money) | 6 (444.06) | consecutive losses (loss in money) | 2 (-154.37) | |
| Maximal | consecutive profit (count of wins) | 444.06 (6) | consecutive loss (count of losses) | -154.37 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.16 12:00 | sell | 1 | 0.10 | 147.907 | 0.000 | 0.000 | ||
| 2 | 2023.05.16 12:00 | modify | 1 | 0.10 | 147.907 | 148.907 | 146.707 | ||
| 3 | 2023.05.17 15:30 | s/l | 1 | 0.10 | 148.907 | 148.907 | 146.707 | -68.36 | 9931.64 |
| 4 | 2023.08.15 04:00 | sell | 2 | 0.10 | 158.795 | 0.000 | 0.000 | ||
| 5 | 2023.08.15 04:00 | modify | 2 | 0.10 | 158.795 | 159.795 | 157.595 | ||
| 6 | 2023.08.23 07:40 | t/p | 2 | 0.10 | 157.595 | 159.795 | 157.595 | 70.44 | 10002.08 |
| 7 | 2023.09.05 16:00 | sell | 3 | 0.10 | 158.356 | 0.000 | 0.000 | ||
| 8 | 2023.09.05 16:00 | modify | 3 | 0.10 | 158.356 | 159.356 | 157.156 | ||
| 9 | 2023.09.08 00:40 | t/p | 3 | 0.10 | 157.156 | 159.356 | 157.156 | 74.22 | 10076.29 |
| 10 | 2023.09.14 08:00 | sell | 4 | 0.10 | 158.086 | 0.000 | 0.000 | ||
| 11 | 2023.09.14 08:00 | modify | 4 | 0.10 | 158.086 | 159.086 | 156.886 | ||
| 12 | 2023.09.14 12:00 | sell | 5 | 0.10 | 158.102 | 0.000 | 0.000 | ||
| 13 | 2023.09.14 12:00 | modify | 5 | 0.10 | 158.102 | 159.102 | 156.902 | ||
| 14 | 2023.09.14 14:40 | t/p | 4 | 0.10 | 156.886 | 159.086 | 156.886 | 80.53 | 10156.82 |
| 15 | 2023.09.14 14:40 | t/p | 5 | 0.10 | 156.902 | 159.102 | 156.902 | 80.52 | 10237.34 |
| 16 | 2023.09.20 04:00 | sell | 6 | 0.10 | 157.856 | 0.000 | 0.000 | ||
| 17 | 2023.09.20 04:00 | modify | 6 | 0.10 | 157.856 | 158.856 | 156.656 | ||
| 18 | 2023.09.25 12:00 | sell | 7 | 0.10 | 158.044 | 0.000 | 0.000 | ||
| 19 | 2023.09.25 12:00 | modify | 7 | 0.10 | 158.044 | 159.044 | 156.844 | ||
| 20 | 2023.09.28 05:05 | t/p | 7 | 0.10 | 156.844 | 159.044 | 156.844 | 74.22 | 10311.56 |
| 21 | 2023.10.03 14:10 | t/p | 6 | 0.10 | 156.656 | 158.856 | 156.656 | 64.13 | 10375.70 |
| 22 | 2023.10.23 04:00 | sell | 8 | 0.10 | 158.557 | 0.000 | 0.000 | ||
| 23 | 2023.10.23 04:00 | modify | 8 | 0.10 | 158.557 | 159.557 | 157.357 | ||
| 24 | 2023.10.23 16:30 | s/l | 8 | 0.10 | 159.557 | 159.557 | 157.357 | -67.10 | 10308.60 |
| 25 | 2023.10.26 04:00 | buy | 9 | 0.10 | 158.674 | 0.000 | 0.000 | ||
| 26 | 2023.10.26 04:00 | modify | 9 | 0.10 | 158.674 | 157.674 | 159.874 | ||
| 27 | 2023.10.26 12:00 | buy | 10 | 0.10 | 158.521 | 0.000 | 0.000 | ||
| 28 | 2023.10.26 12:00 | modify | 10 | 0.10 | 158.521 | 157.521 | 159.721 | ||
| 29 | 2023.10.26 16:00 | buy | 11 | 0.10 | 158.473 | 0.000 | 0.000 | ||
| 30 | 2023.10.26 16:00 | modify | 11 | 0.10 | 158.473 | 157.473 | 159.673 | ||
| 31 | 2023.10.31 08:10 | t/p | 11 | 0.10 | 159.673 | 157.473 | 159.673 | 82.79 | 10391.39 |
| 32 | 2023.10.31 08:20 | t/p | 10 | 0.10 | 159.721 | 157.521 | 159.721 | 82.79 | 10474.18 |
| 33 | 2023.10.31 08:30 | t/p | 9 | 0.10 | 159.874 | 157.674 | 159.874 | 82.79 | 10556.97 |
| 34 | 2023.11.10 04:00 | sell | 12 | 0.10 | 161.461 | 0.000 | 0.000 | ||
| 35 | 2023.11.10 04:00 | modify | 12 | 0.10 | 161.461 | 162.461 | 160.261 | ||
| 36 | 2023.11.10 08:00 | sell | 13 | 0.10 | 161.409 | 0.000 | 0.000 | ||
| 37 | 2023.11.10 08:00 | modify | 13 | 0.10 | 161.409 | 162.409 | 160.209 | ||
| 38 | 2023.11.14 00:40 | s/l | 13 | 0.10 | 162.409 | 162.409 | 160.209 | -69.62 | 10487.35 |
| 39 | 2023.11.14 08:05 | s/l | 12 | 0.10 | 162.461 | 162.461 | 160.261 | -69.62 | 10417.72 |
| 40 | 2024.01.22 08:00 | sell | 14 | 0.10 | 161.324 | 0.000 | 0.000 | ||
| 41 | 2024.01.22 08:00 | modify | 14 | 0.10 | 161.324 | 162.324 | 160.124 | ||
| 42 | 2024.01.24 15:40 | t/p | 14 | 0.10 | 160.124 | 162.324 | 160.124 | 78.00 | 10495.72 |
| 43 | 2024.02.12 04:00 | sell | 15 | 0.10 | 161.064 | 0.000 | 0.000 | ||
| 44 | 2024.02.12 04:00 | modify | 15 | 0.10 | 161.064 | 162.064 | 159.864 | ||
| 45 | 2024.02.12 08:00 | sell | 16 | 0.10 | 161.068 | 0.000 | 0.000 | ||
| 46 | 2024.02.12 08:00 | modify | 16 | 0.10 | 161.068 | 162.068 | 159.868 | ||
| 47 | 2024.02.20 06:40 | s/l | 15 | 0.10 | 162.064 | 162.064 | 159.864 | -77.18 | 10418.54 |
| 48 | 2024.02.20 07:15 | s/l | 16 | 0.10 | 162.068 | 162.068 | 159.868 | -77.18 | 10341.36 |
| 49 | 2024.02.26 04:00 | sell | 17 | 0.10 | 162.791 | 0.000 | 0.000 | ||
| 50 | 2024.02.26 04:00 | modify | 17 | 0.10 | 162.791 | 163.791 | 161.591 | ||
| 51 | 2024.02.26 08:00 | sell | 18 | 0.10 | 162.971 | 0.000 | 0.000 | ||
| 52 | 2024.02.26 08:00 | modify | 18 | 0.10 | 162.971 | 163.971 | 161.771 | ||
| 53 | 2024.02.28 08:00 | sell | 19 | 0.10 | 163.145 | 0.000 | 0.000 | ||
| 54 | 2024.02.28 08:00 | modify | 19 | 0.10 | 163.145 | 164.145 | 161.945 | ||
| 55 | 2024.02.28 12:00 | sell | 20 | 0.10 | 162.917 | 0.000 | 0.000 | ||
| 56 | 2024.02.28 12:00 | modify | 20 | 0.10 | 162.917 | 163.917 | 161.717 | ||
| 57 | 2024.02.29 15:30 | t/p | 19 | 0.10 | 161.945 | 164.145 | 161.945 | 76.74 | 10418.10 |
| 58 | 2024.02.29 15:40 | t/p | 18 | 0.10 | 161.771 | 163.971 | 161.771 | 74.23 | 10492.32 |
| 59 | 2024.02.29 15:40 | t/p | 20 | 0.10 | 161.717 | 163.917 | 161.717 | 76.74 | 10569.06 |
| 60 | 2024.02.29 23:59 | close at stop | 17 | 0.10 | 162.317 | 163.791 | 161.591 | 25.51 | 10594.57 |