Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=0; MAHelp="------------------------------------"; TrendMA_Period=17; FilterMA_Period=36; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=19; BB_Deviation=2.6; BB_Applied=0; BB_GapSize=53; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; 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=70; T_TakeProfit=120; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=17; 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 | 7238 | Ticks modelled | 158230 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | -514.99 | Gross profit | 702.98 | Gross loss | -1217.97 |
| Profit factor | 0.58 | Expected payoff | -12.56 | ||
| Absolute drawdown | 514.99 | Maximal drawdown | 1023.45 (67.85%) | Relative drawdown | 67.85% (1023.45) |
| Total trades | 41 | Short positions (won %) | 19 (0.00%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 14 (34.15%) | Loss trades (% of total) | 27 (65.85%) | ||
| Largest | profit trade | 78.28 | loss trade | -54.33 | |
| Average | profit trade | 50.21 | loss trade | -45.11 | |
| Maximum | consecutive wins (profit in money) | 7 (547.87) | consecutive losses (loss in money) | 19 (-839.42) | |
| Maximal | consecutive profit (count of wins) | 547.87 (7) | consecutive loss (count of losses) | -839.42 (19) | |
| Average | consecutive wins | 5 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 17:00 | sell | 1 | 0.10 | 183.116 | 0.000 | 0.000 | ||
| 2 | 2023.11.01 17:00 | modify | 1 | 0.10 | 183.116 | 183.816 | 181.916 | ||
| 3 | 2023.11.01 18:00 | sell | 2 | 0.10 | 182.978 | 0.000 | 0.000 | ||
| 4 | 2023.11.01 18:00 | modify | 2 | 0.10 | 182.978 | 183.678 | 181.778 | ||
| 5 | 2023.11.01 19:00 | sell | 3 | 0.10 | 183.151 | 0.000 | 0.000 | ||
| 6 | 2023.11.01 19:00 | modify | 3 | 0.10 | 183.151 | 183.851 | 181.951 | ||
| 7 | 2023.11.01 20:00 | sell | 4 | 0.10 | 183.279 | 0.000 | 0.000 | ||
| 8 | 2023.11.01 20:00 | modify | 4 | 0.10 | 183.279 | 183.979 | 182.079 | ||
| 9 | 2023.11.01 21:00 | sell | 5 | 0.10 | 183.388 | 0.000 | 0.000 | ||
| 10 | 2023.11.01 21:00 | modify | 5 | 0.10 | 183.388 | 184.088 | 182.188 | ||
| 11 | 2023.11.01 22:00 | sell | 6 | 0.10 | 183.363 | 0.000 | 0.000 | ||
| 12 | 2023.11.01 22:00 | modify | 6 | 0.10 | 183.363 | 184.063 | 182.163 | ||
| 13 | 2023.11.01 23:00 | sell | 7 | 0.10 | 183.284 | 0.000 | 0.000 | ||
| 14 | 2023.11.01 23:00 | modify | 7 | 0.10 | 183.284 | 183.984 | 182.084 | ||
| 15 | 2023.11.02 12:20 | s/l | 2 | 0.10 | 183.678 | 183.678 | 181.778 | -52.01 | 947.99 |
| 16 | 2023.11.02 18:00 | buy | 8 | 0.10 | 183.551 | 0.000 | 0.000 | ||
| 17 | 2023.11.02 18:00 | modify | 8 | 0.10 | 183.551 | 182.851 | 184.751 | ||
| 18 | 2023.11.02 19:00 | buy | 9 | 0.10 | 183.621 | 0.000 | 0.000 | ||
| 19 | 2023.11.02 19:00 | modify | 9 | 0.10 | 183.621 | 182.921 | 184.821 | ||
| 20 | 2023.11.02 20:00 | buy | 10 | 0.10 | 183.722 | 0.000 | 0.000 | ||
| 21 | 2023.11.02 20:00 | modify | 10 | 0.10 | 183.722 | 183.022 | 184.922 | ||
| 22 | 2023.11.02 21:00 | buy | 11 | 0.10 | 183.552 | 0.000 | 0.000 | ||
| 23 | 2023.11.02 21:00 | modify | 11 | 0.10 | 183.552 | 182.852 | 184.752 | ||
| 24 | 2023.11.02 22:00 | buy | 12 | 0.10 | 183.573 | 0.000 | 0.000 | ||
| 25 | 2023.11.02 22:00 | modify | 12 | 0.10 | 183.573 | 182.873 | 184.773 | ||
| 26 | 2023.11.02 23:00 | buy | 13 | 0.10 | 183.564 | 0.000 | 0.000 | ||
| 27 | 2023.11.02 23:00 | modify | 13 | 0.10 | 183.564 | 182.864 | 184.764 | ||
| 28 | 2023.11.03 12:20 | s/l | 1 | 0.10 | 183.816 | 183.816 | 181.916 | -54.33 | 893.67 |
| 29 | 2023.11.03 12:45 | s/l | 3 | 0.10 | 183.851 | 183.851 | 181.951 | -54.32 | 839.35 |
| 30 | 2023.11.03 12:50 | s/l | 4 | 0.10 | 183.979 | 183.979 | 182.079 | -54.32 | 785.03 |
| 31 | 2023.11.03 12:50 | s/l | 7 | 0.10 | 183.984 | 183.984 | 182.084 | -54.33 | 730.71 |
| 32 | 2023.11.03 13:15 | s/l | 5 | 0.10 | 184.088 | 184.088 | 182.188 | -54.32 | 676.39 |
| 33 | 2023.11.03 13:15 | s/l | 6 | 0.10 | 184.063 | 184.063 | 182.163 | -54.32 | 622.07 |
| 34 | 2023.11.03 15:50 | t/p | 8 | 0.10 | 184.751 | 182.851 | 184.751 | 78.28 | 700.35 |
| 35 | 2023.11.03 15:50 | t/p | 11 | 0.10 | 184.752 | 182.852 | 184.752 | 78.27 | 778.61 |
| 36 | 2023.11.03 15:50 | t/p | 12 | 0.10 | 184.773 | 182.873 | 184.773 | 78.27 | 856.88 |
| 37 | 2023.11.03 15:50 | t/p | 13 | 0.10 | 184.764 | 182.864 | 184.764 | 78.27 | 935.14 |
| 38 | 2023.11.03 16:20 | t/p | 9 | 0.10 | 184.821 | 182.921 | 184.821 | 78.27 | 1013.41 |
| 39 | 2023.11.03 17:00 | buy | 14 | 0.10 | 184.941 | 0.000 | 0.000 | ||
| 40 | 2023.11.03 17:00 | modify | 14 | 0.10 | 184.941 | 184.241 | 186.141 | ||
| 41 | 2023.11.03 17:15 | t/p | 10 | 0.10 | 184.922 | 183.022 | 184.922 | 78.27 | 1091.67 |
| 42 | 2023.11.03 18:00 | buy | 15 | 0.10 | 185.005 | 0.000 | 0.000 | ||
| 43 | 2023.11.03 18:00 | modify | 15 | 0.10 | 185.005 | 184.305 | 186.205 | ||
| 44 | 2023.11.03 19:00 | buy | 16 | 0.10 | 184.900 | 0.000 | 0.000 | ||
| 45 | 2023.11.03 19:00 | modify | 16 | 0.10 | 184.900 | 184.200 | 186.100 | ||
| 46 | 2023.11.03 20:00 | buy | 17 | 0.10 | 184.977 | 0.000 | 0.000 | ||
| 47 | 2023.11.03 20:00 | modify | 17 | 0.10 | 184.977 | 184.277 | 186.177 | ||
| 48 | 2023.11.05 22:00 | buy | 18 | 0.10 | 184.783 | 0.000 | 0.000 | ||
| 49 | 2023.11.05 22:00 | modify | 18 | 0.10 | 184.783 | 184.083 | 185.983 | ||
| 50 | 2023.11.05 23:00 | buy | 19 | 0.10 | 184.753 | 0.000 | 0.000 | ||
| 51 | 2023.11.05 23:00 | modify | 19 | 0.10 | 184.753 | 184.053 | 185.953 | ||
| 52 | 2023.11.06 12:37 | t/p | 19 | 0.10 | 185.953 | 184.053 | 185.953 | 78.27 | 1169.94 |
| 53 | 2023.11.06 17:00 | buy | 20 | 0.10 | 185.602 | 0.000 | 0.000 | ||
| 54 | 2023.11.06 17:00 | modify | 20 | 0.10 | 185.602 | 184.902 | 186.802 | ||
| 55 | 2023.11.06 18:00 | buy | 21 | 0.10 | 185.417 | 0.000 | 0.000 | ||
| 56 | 2023.11.06 18:00 | modify | 21 | 0.10 | 185.417 | 184.717 | 186.617 | ||
| 57 | 2023.11.06 19:00 | buy | 22 | 0.10 | 185.366 | 0.000 | 0.000 | ||
| 58 | 2023.11.06 19:00 | modify | 22 | 0.10 | 185.366 | 184.666 | 186.566 | ||
| 59 | 2023.11.06 20:00 | buy | 23 | 0.10 | 185.277 | 0.000 | 0.000 | ||
| 60 | 2023.11.06 20:00 | modify | 23 | 0.10 | 185.277 | 184.577 | 186.477 | ||
| 61 | 2023.11.07 10:45 | s/l | 20 | 0.10 | 184.902 | 184.902 | 186.802 | -43.99 | 1125.94 |
| 62 | 2023.11.07 11:45 | s/l | 21 | 0.10 | 184.717 | 184.717 | 186.617 | -44.00 | 1081.94 |
| 63 | 2023.11.07 11:50 | s/l | 22 | 0.10 | 184.666 | 184.666 | 186.566 | -43.99 | 1037.94 |
| 64 | 2023.11.07 17:00 | sell | 24 | 0.10 | 184.974 | 0.000 | 0.000 | ||
| 65 | 2023.11.07 17:00 | modify | 24 | 0.10 | 184.974 | 185.674 | 183.774 | ||
| 66 | 2023.11.07 18:00 | sell | 25 | 0.10 | 184.739 | 0.000 | 0.000 | ||
| 67 | 2023.11.07 18:00 | modify | 25 | 0.10 | 184.739 | 185.439 | 183.539 | ||
| 68 | 2023.11.07 19:00 | sell | 26 | 0.10 | 184.905 | 0.000 | 0.000 | ||
| 69 | 2023.11.07 19:00 | modify | 26 | 0.10 | 184.905 | 185.605 | 183.705 | ||
| 70 | 2023.11.07 20:00 | sell | 27 | 0.10 | 184.975 | 0.000 | 0.000 | ||
| 71 | 2023.11.07 20:00 | modify | 27 | 0.10 | 184.975 | 185.675 | 183.775 | ||
| 72 | 2023.11.07 21:00 | sell | 28 | 0.10 | 184.936 | 0.000 | 0.000 | ||
| 73 | 2023.11.07 21:00 | modify | 28 | 0.10 | 184.936 | 185.636 | 183.736 | ||
| 74 | 2023.11.07 22:00 | sell | 29 | 0.10 | 184.697 | 0.000 | 0.000 | ||
| 75 | 2023.11.07 22:00 | modify | 29 | 0.10 | 184.697 | 185.397 | 183.497 | ||
| 76 | 2023.11.07 23:00 | sell | 30 | 0.10 | 184.905 | 0.000 | 0.000 | ||
| 77 | 2023.11.07 23:00 | modify | 30 | 0.10 | 184.905 | 185.605 | 183.705 | ||
| 78 | 2023.11.08 09:46 | s/l | 23 | 0.10 | 184.577 | 184.577 | 186.477 | -42.96 | 994.98 |
| 79 | 2023.11.08 15:50 | s/l | 29 | 0.10 | 185.397 | 185.397 | 183.497 | -47.36 | 947.62 |
| 80 | 2023.11.08 16:10 | s/l | 25 | 0.10 | 185.439 | 185.439 | 183.539 | -47.36 | 900.27 |
| 81 | 2023.11.08 17:00 | buy | 31 | 0.10 | 185.465 | 0.000 | 0.000 | ||
| 82 | 2023.11.08 17:00 | modify | 31 | 0.10 | 185.465 | 184.765 | 186.665 | ||
| 83 | 2023.11.08 18:00 | buy | 32 | 0.10 | 185.535 | 0.000 | 0.000 | ||
| 84 | 2023.11.08 18:00 | modify | 32 | 0.10 | 185.535 | 184.835 | 186.735 | ||
| 85 | 2023.11.08 18:20 | s/l | 26 | 0.10 | 185.605 | 185.605 | 183.705 | -47.36 | 852.91 |
| 86 | 2023.11.08 18:20 | s/l | 30 | 0.10 | 185.605 | 185.605 | 183.705 | -47.36 | 805.55 |
| 87 | 2023.11.08 18:40 | s/l | 28 | 0.10 | 185.636 | 185.636 | 183.736 | -47.37 | 758.18 |
| 88 | 2023.11.08 18:45 | s/l | 24 | 0.10 | 185.674 | 185.674 | 183.774 | -47.36 | 710.82 |
| 89 | 2023.11.08 18:45 | s/l | 27 | 0.10 | 185.675 | 185.675 | 183.775 | -47.37 | 663.45 |
| 90 | 2023.11.09 19:00 | sell | 33 | 0.10 | 185.262 | 0.000 | 0.000 | ||
| 91 | 2023.11.09 19:00 | modify | 33 | 0.10 | 185.262 | 185.962 | 184.062 | ||
| 92 | 2023.11.09 20:00 | sell | 34 | 0.10 | 184.915 | 0.000 | 0.000 | ||
| 93 | 2023.11.09 20:00 | modify | 34 | 0.10 | 184.915 | 185.615 | 183.715 | ||
| 94 | 2023.11.09 21:00 | sell | 35 | 0.10 | 184.938 | 0.000 | 0.000 | ||
| 95 | 2023.11.09 21:00 | modify | 35 | 0.10 | 184.938 | 185.638 | 183.738 | ||
| 96 | 2023.11.09 22:00 | sell | 36 | 0.10 | 184.962 | 0.000 | 0.000 | ||
| 97 | 2023.11.09 22:00 | modify | 36 | 0.10 | 184.962 | 185.662 | 183.762 | ||
| 98 | 2023.11.09 22:16 | s/l | 32 | 0.10 | 184.835 | 184.835 | 186.735 | -41.91 | 621.54 |
| 99 | 2023.11.09 23:00 | sell | 37 | 0.10 | 184.897 | 0.000 | 0.000 | ||
| 100 | 2023.11.09 23:00 | modify | 37 | 0.10 | 184.897 | 185.597 | 183.697 | ||
| 101 | 2023.11.10 15:15 | s/l | 31 | 0.10 | 184.765 | 184.765 | 186.665 | -40.87 | 580.67 |
| 102 | 2023.11.10 18:00 | buy | 38 | 0.10 | 185.189 | 0.000 | 0.000 | ||
| 103 | 2023.11.10 18:00 | modify | 38 | 0.10 | 185.189 | 184.489 | 186.389 | ||
| 104 | 2023.11.10 19:00 | buy | 39 | 0.10 | 185.278 | 0.000 | 0.000 | ||
| 105 | 2023.11.10 19:00 | modify | 39 | 0.10 | 185.278 | 184.578 | 186.478 | ||
| 106 | 2023.11.10 20:00 | buy | 40 | 0.10 | 185.241 | 0.000 | 0.000 | ||
| 107 | 2023.11.10 20:00 | modify | 40 | 0.10 | 185.241 | 184.541 | 186.441 | ||
| 108 | 2023.11.10 21:00 | buy | 41 | 0.10 | 185.295 | 0.000 | 0.000 | ||
| 109 | 2023.11.10 21:00 | modify | 41 | 0.10 | 185.295 | 184.595 | 186.495 | ||
| 110 | 2023.11.13 04:20 | s/l | 37 | 0.10 | 185.597 | 185.597 | 183.697 | -49.69 | 530.98 |
| 111 | 2023.11.13 04:50 | s/l | 34 | 0.10 | 185.615 | 185.615 | 183.715 | -49.69 | 481.29 |
| 112 | 2023.11.13 05:10 | s/l | 35 | 0.10 | 185.638 | 185.638 | 183.738 | -49.69 | 431.60 |
| 113 | 2023.11.13 05:15 | s/l | 36 | 0.10 | 185.662 | 185.662 | 183.762 | -49.68 | 381.92 |
| 114 | 2023.11.13 10:50 | s/l | 33 | 0.10 | 185.962 | 185.962 | 184.062 | -49.68 | 332.24 |
| 115 | 2023.11.13 15:20 | close at stop | 41 | 0.10 | 185.252 | 184.595 | 186.495 | -1.72 | 330.52 |
| 116 | 2023.11.13 15:20 | close at stop | 40 | 0.10 | 185.252 | 184.541 | 186.441 | 1.76 | 332.27 |
| 117 | 2023.11.13 15:20 | close at stop | 39 | 0.10 | 185.252 | 184.578 | 186.478 | -0.62 | 331.65 |
| 118 | 2023.11.13 15:20 | close at stop | 38 | 0.10 | 185.252 | 184.489 | 186.389 | 5.11 | 336.75 |
| 119 | 2023.11.13 15:20 | close at stop | 18 | 0.10 | 185.252 | 184.083 | 185.983 | 38.54 | 375.30 |
| 120 | 2023.11.13 15:20 | close at stop | 17 | 0.10 | 185.252 | 184.277 | 186.177 | 26.06 | 401.36 |
| 121 | 2023.11.13 15:20 | close at stop | 16 | 0.10 | 185.252 | 184.200 | 186.100 | 31.01 | 432.37 |
| 122 | 2023.11.13 15:20 | close at stop | 15 | 0.10 | 185.252 | 184.305 | 186.205 | 24.26 | 456.63 |
| 123 | 2023.11.13 15:20 | close at stop | 14 | 0.10 | 185.252 | 184.241 | 186.141 | 28.38 | 485.01 |