Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| 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=3; FilterMA_Period=4; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=12; BB_Deviation=1.3; BB_Applied=0; BB_GapSize=51; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=10; BUY_PruningMethod=0; 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=100; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79492 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 964.08 | Gross profit | 1878.95 | Gross loss | -914.87 |
| Profit factor | 2.05 | Expected payoff | 24.72 | ||
| Absolute drawdown | 31.38 | Maximal drawdown | 344.64 (3.22%) | Relative drawdown | 3.22% (344.64) |
| Total trades | 39 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
| Largest | profit trade | 81.98 | loss trade | -73.68 | |
| Average | profit trade | 75.16 | loss trade | -65.35 | |
| Maximum | consecutive wins (profit in money) | 8 (578.31) | consecutive losses (loss in money) | 5 (-314.61) | |
| Maximal | consecutive profit (count of wins) | 578.31 (8) | consecutive loss (count of losses) | -314.61 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.20 12:00 | buy | 1 | 0.10 | 154.534 | 0.000 | 0.000 | ||
| 2 | 2023.06.20 12:00 | modify | 1 | 0.10 | 154.534 | 153.534 | 155.734 | ||
| 3 | 2023.06.21 14:40 | t/p | 1 | 0.10 | 155.734 | 153.534 | 155.734 | 77.22 | 10077.22 |
| 4 | 2023.06.29 12:00 | sell | 2 | 0.10 | 157.829 | 0.000 | 0.000 | ||
| 5 | 2023.06.29 12:00 | modify | 2 | 0.10 | 157.829 | 158.829 | 156.629 | ||
| 6 | 2023.07.04 12:00 | buy | 3 | 0.10 | 157.410 | 0.000 | 0.000 | ||
| 7 | 2023.07.04 12:00 | modify | 3 | 0.10 | 157.410 | 156.410 | 158.610 | ||
| 8 | 2023.07.06 00:30 | t/p | 2 | 0.10 | 156.629 | 158.829 | 156.629 | 66.92 | 10144.14 |
| 9 | 2023.07.06 03:30 | s/l | 3 | 0.10 | 156.410 | 156.410 | 158.610 | -61.80 | 10082.34 |
| 10 | 2023.07.18 12:00 | buy | 4 | 0.10 | 155.635 | 0.000 | 0.000 | ||
| 11 | 2023.07.18 12:00 | modify | 4 | 0.10 | 155.635 | 154.635 | 156.835 | ||
| 12 | 2023.07.19 08:30 | t/p | 4 | 0.10 | 156.835 | 154.635 | 156.835 | 77.22 | 10159.55 |
| 13 | 2023.08.16 12:00 | sell | 5 | 0.10 | 159.070 | 0.000 | 0.000 | ||
| 14 | 2023.08.16 12:00 | modify | 5 | 0.10 | 159.070 | 160.070 | 157.870 | ||
| 15 | 2023.08.17 12:00 | buy | 6 | 0.10 | 158.897 | 0.000 | 0.000 | ||
| 16 | 2023.08.17 12:00 | modify | 6 | 0.10 | 158.897 | 157.897 | 160.097 | ||
| 17 | 2023.08.18 07:30 | s/l | 6 | 0.10 | 157.897 | 157.897 | 160.097 | -63.38 | 10096.17 |
| 18 | 2023.08.18 07:40 | t/p | 5 | 0.10 | 157.870 | 160.070 | 157.870 | 71.11 | 10167.28 |
| 19 | 2023.09.06 12:00 | sell | 7 | 0.10 | 158.329 | 0.000 | 0.000 | ||
| 20 | 2023.09.06 12:00 | modify | 7 | 0.10 | 158.329 | 159.329 | 157.129 | ||
| 21 | 2023.09.08 00:40 | t/p | 7 | 0.10 | 157.129 | 159.329 | 157.129 | 71.11 | 10238.38 |
| 22 | 2023.09.20 12:00 | sell | 8 | 0.10 | 158.258 | 0.000 | 0.000 | ||
| 23 | 2023.09.20 12:00 | modify | 8 | 0.10 | 158.258 | 159.258 | 157.058 | ||
| 24 | 2023.09.26 12:00 | sell | 9 | 0.10 | 157.815 | 0.000 | 0.000 | ||
| 25 | 2023.09.26 12:00 | modify | 9 | 0.10 | 157.815 | 158.815 | 156.615 | ||
| 26 | 2023.09.27 12:00 | buy | 10 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 27 | 2023.09.27 12:00 | modify | 10 | 0.10 | 157.258 | 156.258 | 158.458 | ||
| 28 | 2023.09.27 13:40 | t/p | 8 | 0.10 | 157.058 | 159.258 | 157.058 | 66.92 | 10305.30 |
| 29 | 2023.10.02 07:15 | t/p | 10 | 0.10 | 158.458 | 156.258 | 158.458 | 79.33 | 10384.63 |
| 30 | 2023.10.03 14:20 | t/p | 9 | 0.10 | 156.615 | 158.815 | 156.615 | 66.92 | 10451.55 |
| 31 | 2023.10.23 12:00 | sell | 11 | 0.10 | 158.954 | 0.000 | 0.000 | ||
| 32 | 2023.10.23 12:00 | modify | 11 | 0.10 | 158.954 | 159.954 | 157.754 | ||
| 33 | 2023.10.26 12:00 | buy | 12 | 0.10 | 158.521 | 0.000 | 0.000 | ||
| 34 | 2023.10.26 12:00 | modify | 12 | 0.10 | 158.521 | 157.521 | 159.721 | ||
| 35 | 2023.10.27 12:00 | buy | 13 | 0.10 | 158.173 | 0.000 | 0.000 | ||
| 36 | 2023.10.27 12:00 | modify | 13 | 0.10 | 158.173 | 157.173 | 159.373 | ||
| 37 | 2023.10.30 07:40 | t/p | 11 | 0.10 | 157.754 | 159.954 | 157.754 | 66.92 | 10518.47 |
| 38 | 2023.10.31 06:40 | t/p | 13 | 0.10 | 159.373 | 157.173 | 159.373 | 77.75 | 10596.21 |
| 39 | 2023.10.31 08:20 | t/p | 12 | 0.10 | 159.721 | 157.521 | 159.721 | 78.27 | 10674.48 |
| 40 | 2023.11.08 12:00 | sell | 14 | 0.10 | 160.945 | 0.000 | 0.000 | ||
| 41 | 2023.11.08 12:00 | modify | 14 | 0.10 | 160.945 | 161.945 | 159.745 | ||
| 42 | 2023.11.10 12:00 | sell | 15 | 0.10 | 161.729 | 0.000 | 0.000 | ||
| 43 | 2023.11.10 12:00 | modify | 15 | 0.10 | 161.729 | 162.729 | 160.529 | ||
| 44 | 2023.11.10 18:40 | s/l | 14 | 0.10 | 161.945 | 161.945 | 159.745 | -69.48 | 10605.00 |
| 45 | 2023.11.14 10:30 | s/l | 15 | 0.10 | 162.729 | 162.729 | 160.529 | -66.70 | 10538.30 |
| 46 | 2023.11.24 12:00 | sell | 16 | 0.10 | 163.241 | 0.000 | 0.000 | ||
| 47 | 2023.11.24 12:00 | modify | 16 | 0.10 | 163.241 | 164.241 | 162.041 | ||
| 48 | 2023.11.28 19:30 | t/p | 16 | 0.10 | 162.041 | 164.241 | 162.041 | 73.90 | 10612.20 |
| 49 | 2023.12.01 12:00 | sell | 17 | 0.10 | 161.423 | 0.000 | 0.000 | ||
| 50 | 2023.12.01 12:00 | modify | 17 | 0.10 | 161.423 | 162.423 | 160.223 | ||
| 51 | 2023.12.01 15:20 | t/p | 17 | 0.10 | 160.223 | 162.423 | 160.223 | 76.68 | 10688.88 |
| 52 | 2023.12.26 12:00 | sell | 18 | 0.10 | 156.806 | 0.000 | 0.000 | ||
| 53 | 2023.12.26 12:00 | modify | 18 | 0.10 | 156.806 | 157.806 | 155.606 | ||
| 54 | 2023.12.27 12:40 | s/l | 18 | 0.10 | 157.806 | 157.806 | 155.606 | -65.30 | 10623.58 |
| 55 | 2024.01.19 12:00 | buy | 19 | 0.10 | 161.137 | 0.000 | 0.000 | ||
| 56 | 2024.01.19 12:00 | modify | 19 | 0.10 | 161.137 | 160.137 | 162.337 | ||
| 57 | 2024.01.22 12:00 | buy | 20 | 0.10 | 161.073 | 0.000 | 0.000 | ||
| 58 | 2024.01.22 12:00 | modify | 20 | 0.10 | 161.073 | 160.073 | 162.273 | ||
| 59 | 2024.01.23 12:00 | buy | 21 | 0.10 | 160.879 | 0.000 | 0.000 | ||
| 60 | 2024.01.23 12:00 | modify | 21 | 0.10 | 160.879 | 159.879 | 162.079 | ||
| 61 | 2024.01.24 12:00 | buy | 22 | 0.10 | 160.714 | 0.000 | 0.000 | ||
| 62 | 2024.01.24 12:00 | modify | 22 | 0.10 | 160.714 | 159.714 | 161.914 | ||
| 63 | 2024.01.24 15:30 | s/l | 19 | 0.10 | 160.137 | 160.137 | 162.337 | -62.33 | 10561.25 |
| 64 | 2024.01.24 15:40 | s/l | 20 | 0.10 | 160.073 | 160.073 | 162.273 | -62.85 | 10498.40 |
| 65 | 2024.01.25 12:00 | sell | 23 | 0.10 | 160.711 | 0.000 | 0.000 | ||
| 66 | 2024.01.25 12:00 | modify | 23 | 0.10 | 160.711 | 161.711 | 159.511 | ||
| 67 | 2024.01.25 14:40 | s/l | 21 | 0.10 | 159.879 | 159.879 | 162.079 | -61.80 | 10436.60 |
| 68 | 2024.01.25 15:40 | s/l | 22 | 0.10 | 159.714 | 159.714 | 161.914 | -62.33 | 10374.27 |
| 69 | 2024.01.29 15:40 | t/p | 23 | 0.10 | 159.511 | 161.711 | 159.511 | 73.90 | 10448.17 |
| 70 | 2024.02.06 12:00 | buy | 24 | 0.10 | 159.695 | 0.000 | 0.000 | ||
| 71 | 2024.02.06 12:00 | modify | 24 | 0.10 | 159.695 | 158.695 | 160.895 | ||
| 72 | 2024.02.08 17:20 | t/p | 24 | 0.10 | 160.895 | 158.695 | 160.895 | 78.81 | 10526.98 |
| 73 | 2024.02.12 12:00 | buy | 25 | 0.10 | 160.516 | 0.000 | 0.000 | ||
| 74 | 2024.02.12 12:00 | modify | 25 | 0.10 | 160.516 | 159.516 | 161.716 | ||
| 75 | 2024.02.13 12:00 | sell | 26 | 0.10 | 160.989 | 0.000 | 0.000 | ||
| 76 | 2024.02.13 12:00 | modify | 26 | 0.10 | 160.989 | 161.989 | 159.789 | ||
| 77 | 2024.02.14 12:00 | buy | 27 | 0.10 | 161.264 | 0.000 | 0.000 | ||
| 78 | 2024.02.14 12:00 | modify | 27 | 0.10 | 161.264 | 160.264 | 162.464 | ||
| 79 | 2024.02.15 12:00 | buy | 28 | 0.10 | 161.141 | 0.000 | 0.000 | ||
| 80 | 2024.02.15 12:00 | modify | 28 | 0.10 | 161.141 | 160.141 | 162.341 | ||
| 81 | 2024.02.16 02:33 | t/p | 25 | 0.10 | 161.716 | 159.516 | 161.716 | 79.87 | 10606.84 |
| 82 | 2024.02.19 12:00 | buy | 29 | 0.10 | 161.670 | 0.000 | 0.000 | ||
| 83 | 2024.02.19 12:00 | modify | 29 | 0.10 | 161.670 | 160.670 | 162.870 | ||
| 84 | 2024.02.20 05:40 | s/l | 26 | 0.10 | 161.989 | 161.989 | 159.789 | -73.68 | 10533.16 |
| 85 | 2024.02.20 12:00 | sell | 30 | 0.10 | 162.220 | 0.000 | 0.000 | ||
| 86 | 2024.02.20 12:00 | modify | 30 | 0.10 | 162.220 | 163.220 | 161.020 | ||
| 87 | 2024.02.20 13:40 | t/p | 28 | 0.10 | 162.341 | 160.141 | 162.341 | 78.27 | 10611.43 |
| 88 | 2024.02.21 12:00 | buy | 31 | 0.10 | 162.104 | 0.000 | 0.000 | ||
| 89 | 2024.02.21 12:00 | modify | 31 | 0.10 | 162.104 | 161.104 | 163.304 | ||
| 90 | 2024.02.21 15:40 | t/p | 27 | 0.10 | 162.464 | 160.264 | 162.464 | 80.38 | 10691.82 |
| 91 | 2024.02.22 00:40 | t/p | 29 | 0.10 | 162.870 | 160.670 | 162.870 | 79.33 | 10771.15 |
| 92 | 2024.02.22 08:30 | s/l | 30 | 0.10 | 163.220 | 163.220 | 161.020 | -69.49 | 10701.65 |
| 93 | 2024.02.22 08:30 | t/p | 31 | 0.10 | 163.304 | 161.104 | 163.304 | 78.27 | 10779.92 |
| 94 | 2024.02.26 12:00 | sell | 32 | 0.10 | 163.524 | 0.000 | 0.000 | ||
| 95 | 2024.02.26 12:00 | modify | 32 | 0.10 | 163.524 | 164.524 | 162.324 | ||
| 96 | 2024.02.28 12:00 | buy | 33 | 0.10 | 162.947 | 0.000 | 0.000 | ||
| 97 | 2024.02.28 12:00 | modify | 33 | 0.10 | 162.947 | 161.947 | 164.147 | ||
| 98 | 2024.02.29 02:40 | t/p | 32 | 0.10 | 162.324 | 164.524 | 162.324 | 69.70 | 10849.62 |
| 99 | 2024.02.29 15:30 | s/l | 33 | 0.10 | 161.947 | 161.947 | 164.147 | -62.33 | 10787.30 |
| 100 | 2024.03.15 12:00 | sell | 34 | 0.10 | 161.930 | 0.000 | 0.000 | ||
| 101 | 2024.03.15 12:00 | modify | 34 | 0.10 | 161.930 | 162.930 | 160.730 | ||
| 102 | 2024.03.19 03:40 | s/l | 34 | 0.10 | 162.930 | 162.930 | 160.730 | -66.69 | 10720.61 |
| 103 | 2024.03.27 12:00 | buy | 35 | 0.10 | 163.567 | 0.000 | 0.000 | ||
| 104 | 2024.03.27 12:00 | modify | 35 | 0.10 | 163.567 | 162.567 | 164.767 | ||
| 105 | 2024.04.01 12:00 | buy | 36 | 0.10 | 163.287 | 0.000 | 0.000 | ||
| 106 | 2024.04.01 12:00 | modify | 36 | 0.10 | 163.287 | 162.287 | 164.487 | ||
| 107 | 2024.04.04 02:40 | t/p | 36 | 0.10 | 164.487 | 162.287 | 164.487 | 79.34 | 10799.94 |
| 108 | 2024.04.04 08:40 | t/p | 35 | 0.10 | 164.767 | 162.567 | 164.767 | 81.98 | 10881.92 |
| 109 | 2024.04.10 12:00 | sell | 37 | 0.10 | 164.830 | 0.000 | 0.000 | ||
| 110 | 2024.04.10 12:00 | modify | 37 | 0.10 | 164.830 | 165.830 | 163.630 | ||
| 111 | 2024.04.12 08:40 | t/p | 37 | 0.10 | 163.630 | 165.830 | 163.630 | 71.11 | 10953.02 |
| 112 | 2024.04.19 12:00 | sell | 38 | 0.10 | 164.676 | 0.000 | 0.000 | ||
| 113 | 2024.04.19 12:00 | modify | 38 | 0.10 | 164.676 | 165.676 | 163.476 | ||
| 114 | 2024.04.22 12:00 | buy | 39 | 0.10 | 164.620 | 0.000 | 0.000 | ||
| 115 | 2024.04.22 12:00 | modify | 39 | 0.10 | 164.620 | 163.620 | 165.820 | ||
| 116 | 2024.04.23 14:40 | s/l | 38 | 0.10 | 165.676 | 165.676 | 163.476 | -66.70 | 10886.32 |
| 117 | 2024.04.24 01:40 | t/p | 39 | 0.10 | 165.820 | 163.620 | 165.820 | 77.76 | 10964.08 |