Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound 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=16; FilterMA_Period=32; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=8; BB_Deviation=2.6; BB_Applied=0; BB_GapSize=61; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=9; BUY_PruningMethod=2; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=80; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=90; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2614 | Ticks modelled | 79888 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1828.59 | Gross profit | 2531.71 | Gross loss | -703.12 |
| Profit factor | 3.60 | Expected payoff | 41.56 | ||
| Absolute drawdown | 53.47 | Maximal drawdown | 909.00 (8.37%) | Relative drawdown | 8.37% (909.00) |
| Total trades | 44 | Short positions (won %) | 31 (67.74%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 33 (75.00%) | Loss trades (% of total) | 11 (25.00%) | ||
| Largest | profit trade | 87.78 | loss trade | -69.88 | |
| Average | profit trade | 76.72 | loss trade | -63.92 | |
| Maximum | consecutive wins (profit in money) | 11 (817.57) | consecutive losses (loss in money) | 7 (-451.20) | |
| Maximal | consecutive profit (count of wins) | 817.57 (11) | consecutive loss (count of losses) | -451.20 (7) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.07 12:00 | buy | 1 | 0.10 | 163.758 | 0.000 | 0.000 | ||
| 2 | 2023.04.07 12:00 | modify | 1 | 0.10 | 163.758 | 162.858 | 164.958 | ||
| 3 | 2023.04.07 16:00 | buy | 2 | 0.10 | 164.068 | 0.000 | 0.000 | ||
| 4 | 2023.04.07 16:00 | modify | 2 | 0.10 | 164.068 | 163.168 | 165.268 | ||
| 5 | 2023.04.10 11:40 | t/p | 1 | 0.10 | 164.958 | 162.858 | 164.958 | 81.75 | 10081.75 |
| 6 | 2023.04.10 14:30 | t/p | 2 | 0.10 | 165.268 | 163.168 | 165.268 | 81.74 | 10163.48 |
| 7 | 2023.04.18 04:00 | sell | 3 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 8 | 2023.04.18 04:00 | modify | 3 | 0.10 | 166.469 | 167.369 | 165.269 | ||
| 9 | 2023.04.19 06:30 | s/l | 3 | 0.10 | 167.369 | 167.369 | 165.269 | -62.30 | 10101.19 |
| 10 | 2023.06.05 08:00 | sell | 4 | 0.10 | 174.083 | 0.000 | 0.000 | ||
| 11 | 2023.06.05 08:00 | modify | 4 | 0.10 | 174.083 | 174.983 | 172.883 | ||
| 12 | 2023.06.06 09:30 | t/p | 4 | 0.10 | 172.883 | 174.983 | 172.883 | 78.63 | 10179.82 |
| 13 | 2023.06.30 00:00 | buy | 5 | 0.10 | 182.666 | 0.000 | 0.000 | ||
| 14 | 2023.06.30 00:00 | modify | 5 | 0.10 | 182.666 | 181.766 | 183.866 | ||
| 15 | 2023.06.30 15:15 | t/p | 5 | 0.10 | 183.866 | 181.766 | 183.866 | 80.53 | 10260.35 |
| 16 | 2023.07.04 08:00 | sell | 6 | 0.10 | 183.455 | 0.000 | 0.000 | ||
| 17 | 2023.07.04 08:00 | modify | 6 | 0.10 | 183.455 | 184.355 | 182.255 | ||
| 18 | 2023.07.04 12:00 | sell | 7 | 0.10 | 183.636 | 0.000 | 0.000 | ||
| 19 | 2023.07.04 12:00 | modify | 7 | 0.10 | 183.636 | 184.536 | 182.436 | ||
| 20 | 2023.07.05 00:00 | sell | 8 | 0.10 | 183.640 | 0.000 | 0.000 | ||
| 21 | 2023.07.05 00:00 | modify | 8 | 0.10 | 183.640 | 184.540 | 182.440 | ||
| 22 | 2023.07.05 04:00 | sell | 9 | 0.10 | 183.626 | 0.000 | 0.000 | ||
| 23 | 2023.07.05 04:00 | modify | 9 | 0.10 | 183.626 | 184.526 | 182.426 | ||
| 24 | 2023.07.05 08:00 | sell | 10 | 0.10 | 183.588 | 0.000 | 0.000 | ||
| 25 | 2023.07.05 08:00 | modify | 10 | 0.10 | 183.588 | 184.488 | 182.388 | ||
| 26 | 2023.07.05 12:00 | sell | 11 | 0.10 | 183.483 | 0.000 | 0.000 | ||
| 27 | 2023.07.05 12:00 | modify | 11 | 0.10 | 183.483 | 184.383 | 182.283 | ||
| 28 | 2023.07.05 16:00 | sell | 12 | 0.10 | 183.691 | 0.000 | 0.000 | ||
| 29 | 2023.07.05 16:00 | modify | 12 | 0.10 | 183.691 | 184.591 | 182.491 | ||
| 30 | 2023.07.05 20:00 | sell | 13 | 0.10 | 183.729 | 0.000 | 0.000 | ||
| 31 | 2023.07.05 20:00 | modify | 13 | 0.10 | 183.729 | 184.629 | 182.529 | ||
| 32 | 2023.07.06 00:00 | sell | 14 | 0.10 | 183.570 | 0.000 | 0.000 | ||
| 33 | 2023.07.06 00:00 | modify | 14 | 0.10 | 183.570 | 184.470 | 182.370 | ||
| 34 | 2023.07.07 07:59 | t/p | 7 | 0.10 | 182.436 | 184.536 | 182.436 | 71.05 | 10331.40 |
| 35 | 2023.07.07 07:59 | t/p | 8 | 0.10 | 182.440 | 184.540 | 182.440 | 72.95 | 10404.35 |
| 36 | 2023.07.07 07:59 | t/p | 9 | 0.10 | 182.426 | 184.526 | 182.426 | 72.95 | 10477.29 |
| 37 | 2023.07.07 07:59 | t/p | 12 | 0.10 | 182.491 | 184.591 | 182.491 | 72.95 | 10550.24 |
| 38 | 2023.07.07 07:59 | t/p | 13 | 0.10 | 182.529 | 184.629 | 182.529 | 72.95 | 10623.19 |
| 39 | 2023.07.07 08:20 | t/p | 10 | 0.10 | 182.388 | 184.488 | 182.388 | 72.95 | 10696.13 |
| 40 | 2023.07.07 08:20 | t/p | 14 | 0.10 | 182.370 | 184.470 | 182.370 | 78.63 | 10774.77 |
| 41 | 2023.07.07 08:30 | t/p | 6 | 0.10 | 182.255 | 184.355 | 182.255 | 71.04 | 10845.81 |
| 42 | 2023.07.07 08:30 | t/p | 11 | 0.10 | 182.283 | 184.383 | 182.283 | 72.95 | 10918.75 |
| 43 | 2023.09.19 08:00 | buy | 15 | 0.10 | 182.953 | 0.000 | 0.000 | ||
| 44 | 2023.09.19 08:00 | modify | 15 | 0.10 | 182.953 | 182.053 | 184.153 | ||
| 45 | 2023.09.21 09:40 | s/l | 15 | 0.10 | 182.053 | 182.053 | 184.153 | -55.57 | 10863.18 |
| 46 | 2023.09.25 04:00 | buy | 16 | 0.10 | 181.618 | 0.000 | 0.000 | ||
| 47 | 2023.09.25 04:00 | modify | 16 | 0.10 | 181.618 | 180.718 | 182.818 | ||
| 48 | 2023.09.25 08:00 | buy | 17 | 0.10 | 181.746 | 0.000 | 0.000 | ||
| 49 | 2023.09.25 08:00 | modify | 17 | 0.10 | 181.746 | 180.846 | 182.946 | ||
| 50 | 2023.09.25 12:00 | buy | 18 | 0.10 | 181.729 | 0.000 | 0.000 | ||
| 51 | 2023.09.25 12:00 | modify | 18 | 0.10 | 181.729 | 180.829 | 182.929 | ||
| 52 | 2023.09.25 16:00 | buy | 19 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 53 | 2023.09.25 16:00 | modify | 19 | 0.10 | 181.733 | 180.833 | 182.933 | ||
| 54 | 2023.09.25 20:00 | buy | 20 | 0.10 | 181.764 | 0.000 | 0.000 | ||
| 55 | 2023.09.25 20:00 | modify | 20 | 0.10 | 181.764 | 180.864 | 182.964 | ||
| 56 | 2023.09.27 12:00 | buy | 21 | 0.10 | 181.124 | 0.000 | 0.000 | ||
| 57 | 2023.09.27 12:00 | modify | 21 | 0.10 | 181.124 | 180.224 | 182.324 | ||
| 58 | 2023.09.28 11:40 | t/p | 21 | 0.10 | 182.324 | 180.224 | 182.324 | 84.16 | 10947.34 |
| 59 | 2023.09.29 10:30 | t/p | 16 | 0.10 | 182.818 | 180.718 | 182.818 | 87.78 | 11035.12 |
| 60 | 2023.09.29 11:30 | t/p | 17 | 0.10 | 182.946 | 180.846 | 182.946 | 87.77 | 11122.89 |
| 61 | 2023.09.29 11:30 | t/p | 18 | 0.10 | 182.929 | 180.829 | 182.929 | 87.78 | 11210.68 |
| 62 | 2023.09.29 11:30 | t/p | 19 | 0.10 | 182.933 | 180.833 | 182.933 | 87.78 | 11298.46 |
| 63 | 2023.09.29 11:40 | t/p | 20 | 0.10 | 182.964 | 180.864 | 182.964 | 87.78 | 11386.24 |
| 64 | 2024.01.11 20:00 | sell | 22 | 0.10 | 185.669 | 0.000 | 0.000 | ||
| 65 | 2024.01.11 20:00 | modify | 22 | 0.10 | 185.669 | 186.569 | 184.469 | ||
| 66 | 2024.01.12 00:00 | sell | 23 | 0.10 | 185.410 | 0.000 | 0.000 | ||
| 67 | 2024.01.12 00:00 | modify | 23 | 0.10 | 185.410 | 186.310 | 184.210 | ||
| 68 | 2024.01.17 00:40 | s/l | 23 | 0.10 | 186.310 | 186.310 | 184.210 | -66.08 | 11320.16 |
| 69 | 2024.01.17 07:06 | s/l | 22 | 0.10 | 186.569 | 186.569 | 184.469 | -67.97 | 11252.19 |
| 70 | 2024.01.22 16:00 | sell | 24 | 0.10 | 188.056 | 0.000 | 0.000 | ||
| 71 | 2024.01.22 16:00 | modify | 24 | 0.10 | 188.056 | 188.956 | 186.856 | ||
| 72 | 2024.01.22 20:00 | sell | 25 | 0.10 | 188.066 | 0.000 | 0.000 | ||
| 73 | 2024.01.22 20:00 | modify | 25 | 0.10 | 188.066 | 188.966 | 186.866 | ||
| 74 | 2024.01.23 00:00 | sell | 26 | 0.10 | 188.230 | 0.000 | 0.000 | ||
| 75 | 2024.01.23 00:00 | modify | 26 | 0.10 | 188.230 | 189.130 | 187.030 | ||
| 76 | 2024.01.23 04:00 | sell | 27 | 0.10 | 188.187 | 0.000 | 0.000 | ||
| 77 | 2024.01.23 04:00 | modify | 27 | 0.10 | 188.187 | 189.087 | 186.987 | ||
| 78 | 2024.01.23 08:00 | sell | 28 | 0.10 | 188.051 | 0.000 | 0.000 | ||
| 79 | 2024.01.23 08:00 | modify | 28 | 0.10 | 188.051 | 188.951 | 186.851 | ||
| 80 | 2024.01.23 20:00 | sell | 29 | 0.10 | 188.144 | 0.000 | 0.000 | ||
| 81 | 2024.01.23 20:00 | modify | 29 | 0.10 | 188.144 | 189.044 | 186.944 | ||
| 82 | 2024.01.24 00:00 | sell | 30 | 0.10 | 188.134 | 0.000 | 0.000 | ||
| 83 | 2024.01.24 00:00 | modify | 30 | 0.10 | 188.134 | 189.034 | 186.934 | ||
| 84 | 2024.01.30 07:20 | t/p | 26 | 0.10 | 187.030 | 189.130 | 187.030 | 67.26 | 11319.45 |
| 85 | 2024.01.30 07:30 | t/p | 27 | 0.10 | 186.987 | 189.087 | 186.987 | 67.26 | 11386.70 |
| 86 | 2024.01.30 07:30 | t/p | 29 | 0.10 | 186.944 | 189.044 | 186.944 | 67.25 | 11453.95 |
| 87 | 2024.01.30 07:30 | t/p | 30 | 0.10 | 186.934 | 189.034 | 186.934 | 69.14 | 11523.10 |
| 88 | 2024.01.30 07:40 | t/p | 24 | 0.10 | 186.856 | 188.956 | 186.856 | 65.36 | 11588.46 |
| 89 | 2024.01.30 07:40 | t/p | 25 | 0.10 | 186.866 | 188.966 | 186.866 | 65.36 | 11653.82 |
| 90 | 2024.01.30 07:40 | t/p | 28 | 0.10 | 186.851 | 188.951 | 186.851 | 67.25 | 11721.07 |
| 91 | 2024.02.06 20:00 | buy | 31 | 0.10 | 186.382 | 0.000 | 0.000 | ||
| 92 | 2024.02.06 20:00 | modify | 31 | 0.10 | 186.382 | 185.482 | 187.582 | ||
| 93 | 2024.02.07 00:00 | buy | 32 | 0.10 | 186.336 | 0.000 | 0.000 | ||
| 94 | 2024.02.07 00:00 | modify | 32 | 0.10 | 186.336 | 185.436 | 187.536 | ||
| 95 | 2024.02.07 04:00 | buy | 33 | 0.10 | 186.410 | 0.000 | 0.000 | ||
| 96 | 2024.02.07 04:00 | modify | 33 | 0.10 | 186.410 | 185.510 | 187.610 | ||
| 97 | 2024.02.08 04:40 | t/p | 32 | 0.10 | 187.536 | 185.436 | 187.536 | 84.16 | 11805.23 |
| 98 | 2024.02.08 05:20 | t/p | 31 | 0.10 | 187.582 | 185.482 | 187.582 | 85.36 | 11890.59 |
| 99 | 2024.02.08 05:30 | t/p | 33 | 0.10 | 187.610 | 185.510 | 187.610 | 84.15 | 11974.74 |
| 100 | 2024.02.12 04:00 | sell | 34 | 0.10 | 188.473 | 0.000 | 0.000 | ||
| 101 | 2024.02.12 04:00 | modify | 34 | 0.10 | 188.473 | 189.373 | 187.273 | ||
| 102 | 2024.02.12 08:00 | sell | 35 | 0.10 | 188.550 | 0.000 | 0.000 | ||
| 103 | 2024.02.12 08:00 | modify | 35 | 0.10 | 188.550 | 189.450 | 187.350 | ||
| 104 | 2024.02.13 10:20 | s/l | 34 | 0.10 | 189.373 | 189.373 | 187.273 | -62.30 | 11912.44 |
| 105 | 2024.02.13 10:40 | s/l | 35 | 0.10 | 189.450 | 189.450 | 187.350 | -62.29 | 11850.16 |
| 106 | 2024.02.19 04:00 | sell | 36 | 0.10 | 189.097 | 0.000 | 0.000 | ||
| 107 | 2024.02.19 04:00 | modify | 36 | 0.10 | 189.097 | 189.997 | 187.897 | ||
| 108 | 2024.02.19 08:00 | sell | 37 | 0.10 | 189.263 | 0.000 | 0.000 | ||
| 109 | 2024.02.19 08:00 | modify | 37 | 0.10 | 189.263 | 190.163 | 188.063 | ||
| 110 | 2024.02.20 00:00 | sell | 38 | 0.10 | 189.147 | 0.000 | 0.000 | ||
| 111 | 2024.02.20 00:00 | modify | 38 | 0.10 | 189.147 | 190.047 | 187.947 | ||
| 112 | 2024.02.20 04:00 | sell | 39 | 0.10 | 189.170 | 0.000 | 0.000 | ||
| 113 | 2024.02.20 04:00 | modify | 39 | 0.10 | 189.170 | 190.070 | 187.970 | ||
| 114 | 2024.02.20 08:00 | sell | 40 | 0.10 | 189.299 | 0.000 | 0.000 | ||
| 115 | 2024.02.20 08:00 | modify | 40 | 0.10 | 189.299 | 190.199 | 188.099 | ||
| 116 | 2024.02.21 22:40 | s/l | 36 | 0.10 | 189.997 | 189.997 | 187.897 | -64.18 | 11785.98 |
| 117 | 2024.02.21 23:40 | s/l | 38 | 0.10 | 190.047 | 190.047 | 187.947 | -62.29 | 11723.69 |
| 118 | 2024.02.21 23:40 | s/l | 39 | 0.10 | 190.070 | 190.070 | 187.970 | -62.30 | 11661.39 |
| 119 | 2024.02.22 00:30 | s/l | 37 | 0.10 | 190.163 | 190.163 | 188.063 | -69.88 | 11591.51 |
| 120 | 2024.02.22 00:40 | s/l | 40 | 0.10 | 190.199 | 190.199 | 188.099 | -67.97 | 11523.54 |
| 121 | 2024.02.28 08:00 | sell | 41 | 0.10 | 190.833 | 0.000 | 0.000 | ||
| 122 | 2024.02.28 08:00 | modify | 41 | 0.10 | 190.833 | 191.733 | 189.633 | ||
| 123 | 2024.02.28 16:00 | sell | 42 | 0.10 | 190.816 | 0.000 | 0.000 | ||
| 124 | 2024.02.28 16:00 | modify | 42 | 0.10 | 190.816 | 191.716 | 189.616 | ||
| 125 | 2024.02.28 20:00 | sell | 43 | 0.10 | 190.677 | 0.000 | 0.000 | ||
| 126 | 2024.02.28 20:00 | modify | 43 | 0.10 | 190.677 | 191.577 | 189.477 | ||
| 127 | 2024.02.29 00:00 | sell | 44 | 0.10 | 190.744 | 0.000 | 0.000 | ||
| 128 | 2024.02.29 00:00 | modify | 44 | 0.10 | 190.744 | 191.644 | 189.544 | ||
| 129 | 2024.02.29 07:20 | t/p | 41 | 0.10 | 189.633 | 191.733 | 189.633 | 74.84 | 11598.38 |
| 130 | 2024.02.29 07:20 | t/p | 42 | 0.10 | 189.616 | 191.716 | 189.616 | 74.84 | 11673.22 |
| 131 | 2024.02.29 07:30 | t/p | 44 | 0.10 | 189.544 | 191.644 | 189.544 | 80.53 | 11753.75 |
| 132 | 2024.02.29 07:40 | t/p | 43 | 0.10 | 189.477 | 191.577 | 189.477 | 74.83 | 11828.59 |