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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=3; 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=2.7; BB_Applied=0; BB_GapSize=47; 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=60; B_TakeProfit=90; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 6538 | Ticks modelled | 35309637 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | -497.79 | Gross profit | 519.88 | Gross loss | -1017.67 |
| Profit factor | 0.51 | Expected payoff | -14.64 | ||
| Absolute drawdown | 516.93 | Maximal drawdown | 846.93 (63.68%) | Relative drawdown | 63.68% (846.93) |
| Total trades | 34 | Short positions (won %) | 15 (0.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 13 (38.24%) | Loss trades (% of total) | 21 (61.76%) | ||
| Largest | profit trade | 78.34 | loss trade | -54.36 | |
| Average | profit trade | 39.99 | loss trade | -48.46 | |
| Maximum | consecutive wins (profit in money) | 8 (128.21) | consecutive losses (loss in money) | 15 (-693.85) | |
| Maximal | consecutive profit (count of wins) | 391.68 (5) | consecutive loss (count of losses) | -693.85 (15) | |
| Average | consecutive wins | 7 | consecutive losses | 11 | |
| # | 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 | 2023.11.02 12:00 | s/l | 2 | 0.10 | 183.678 | 183.678 | 181.778 | -52.04 | 947.96 |
| 14 | 2023.11.02 18:00 | buy | 7 | 0.10 | 183.551 | 0.000 | 0.000 | ||
| 15 | 2023.11.02 18:00 | modify | 7 | 0.10 | 183.551 | 182.851 | 184.751 | ||
| 16 | 2023.11.02 19:00 | buy | 8 | 0.10 | 183.621 | 0.000 | 0.000 | ||
| 17 | 2023.11.02 19:00 | modify | 8 | 0.10 | 183.621 | 182.921 | 184.821 | ||
| 18 | 2023.11.02 20:00 | buy | 9 | 0.10 | 183.722 | 0.000 | 0.000 | ||
| 19 | 2023.11.02 20:00 | modify | 9 | 0.10 | 183.722 | 183.022 | 184.922 | ||
| 20 | 2023.11.02 21:00 | buy | 10 | 0.10 | 183.552 | 0.000 | 0.000 | ||
| 21 | 2023.11.02 21:00 | modify | 10 | 0.10 | 183.552 | 182.852 | 184.752 | ||
| 22 | 2023.11.02 22:00 | buy | 11 | 0.10 | 183.573 | 0.000 | 0.000 | ||
| 23 | 2023.11.02 22:00 | modify | 11 | 0.10 | 183.573 | 182.873 | 184.773 | ||
| 24 | 2023.11.03 12:14 | s/l | 1 | 0.10 | 183.816 | 183.816 | 181.916 | -54.36 | 893.61 |
| 25 | 2023.11.03 12:30 | s/l | 3 | 0.10 | 183.851 | 183.851 | 181.951 | -54.36 | 839.25 |
| 26 | 2023.11.03 12:54 | s/l | 4 | 0.10 | 183.979 | 183.979 | 182.079 | -54.36 | 784.89 |
| 27 | 2023.11.03 13:19 | s/l | 6 | 0.10 | 184.063 | 184.063 | 182.163 | -54.36 | 730.54 |
| 28 | 2023.11.03 13:21 | s/l | 5 | 0.10 | 184.088 | 184.088 | 182.188 | -54.36 | 676.18 |
| 29 | 2023.11.03 15:49 | t/p | 7 | 0.10 | 184.751 | 182.851 | 184.751 | 78.34 | 754.51 |
| 30 | 2023.11.03 15:49 | t/p | 10 | 0.10 | 184.752 | 182.852 | 184.752 | 78.34 | 832.85 |
| 31 | 2023.11.03 15:55 | t/p | 11 | 0.10 | 184.773 | 182.873 | 184.773 | 78.34 | 911.18 |
| 32 | 2023.11.03 16:21 | t/p | 8 | 0.10 | 184.821 | 182.921 | 184.821 | 78.34 | 989.52 |
| 33 | 2023.11.03 17:00 | buy | 12 | 0.10 | 184.941 | 0.000 | 0.000 | ||
| 34 | 2023.11.03 17:00 | modify | 12 | 0.10 | 184.941 | 184.241 | 186.141 | ||
| 35 | 2023.11.03 17:00 | t/p | 9 | 0.10 | 184.922 | 183.022 | 184.922 | 78.34 | 1067.85 |
| 36 | 2023.11.03 18:00 | buy | 13 | 0.10 | 185.005 | 0.000 | 0.000 | ||
| 37 | 2023.11.03 18:00 | modify | 13 | 0.10 | 185.005 | 184.305 | 186.205 | ||
| 38 | 2023.11.03 19:00 | buy | 14 | 0.10 | 184.900 | 0.000 | 0.000 | ||
| 39 | 2023.11.03 19:00 | modify | 14 | 0.10 | 184.900 | 184.200 | 186.100 | ||
| 40 | 2023.11.03 20:00 | buy | 15 | 0.10 | 184.977 | 0.000 | 0.000 | ||
| 41 | 2023.11.03 20:00 | modify | 15 | 0.10 | 184.977 | 184.277 | 186.177 | ||
| 42 | 2023.11.06 17:00 | buy | 16 | 0.10 | 185.602 | 0.000 | 0.000 | ||
| 43 | 2023.11.06 17:00 | modify | 16 | 0.10 | 185.602 | 184.902 | 186.802 | ||
| 44 | 2023.11.06 18:00 | buy | 17 | 0.10 | 185.417 | 0.000 | 0.000 | ||
| 45 | 2023.11.06 18:00 | modify | 17 | 0.10 | 185.417 | 184.717 | 186.617 | ||
| 46 | 2023.11.06 19:00 | buy | 18 | 0.10 | 185.366 | 0.000 | 0.000 | ||
| 47 | 2023.11.06 19:00 | modify | 18 | 0.10 | 185.366 | 184.666 | 186.566 | ||
| 48 | 2023.11.06 20:00 | buy | 19 | 0.10 | 185.277 | 0.000 | 0.000 | ||
| 49 | 2023.11.06 20:00 | modify | 19 | 0.10 | 185.277 | 184.577 | 186.477 | ||
| 50 | 2023.11.07 10:49 | s/l | 16 | 0.10 | 184.902 | 184.902 | 186.802 | -44.03 | 1023.82 |
| 51 | 2023.11.07 11:36 | s/l | 17 | 0.10 | 184.717 | 184.717 | 186.617 | -44.04 | 979.77 |
| 52 | 2023.11.07 11:42 | s/l | 18 | 0.10 | 184.666 | 184.666 | 186.566 | -44.03 | 935.74 |
| 53 | 2023.11.07 17:00 | sell | 20 | 0.10 | 184.974 | 0.000 | 0.000 | ||
| 54 | 2023.11.07 17:00 | modify | 20 | 0.10 | 184.974 | 185.674 | 183.774 | ||
| 55 | 2023.11.07 18:00 | sell | 21 | 0.10 | 184.739 | 0.000 | 0.000 | ||
| 56 | 2023.11.07 18:00 | modify | 21 | 0.10 | 184.739 | 185.439 | 183.539 | ||
| 57 | 2023.11.07 19:00 | sell | 22 | 0.10 | 184.905 | 0.000 | 0.000 | ||
| 58 | 2023.11.07 19:00 | modify | 22 | 0.10 | 184.905 | 185.605 | 183.705 | ||
| 59 | 2023.11.07 20:00 | sell | 23 | 0.10 | 184.975 | 0.000 | 0.000 | ||
| 60 | 2023.11.07 20:00 | modify | 23 | 0.10 | 184.975 | 185.675 | 183.775 | ||
| 61 | 2023.11.07 21:00 | sell | 24 | 0.10 | 184.936 | 0.000 | 0.000 | ||
| 62 | 2023.11.07 21:00 | modify | 24 | 0.10 | 184.936 | 185.636 | 183.736 | ||
| 63 | 2023.11.08 09:44 | s/l | 19 | 0.10 | 184.577 | 184.577 | 186.477 | -42.99 | 892.75 |
| 64 | 2023.11.08 16:04 | s/l | 21 | 0.10 | 185.439 | 185.439 | 183.539 | -47.40 | 845.35 |
| 65 | 2023.11.08 17:00 | buy | 25 | 0.10 | 185.465 | 0.000 | 0.000 | ||
| 66 | 2023.11.08 17:00 | modify | 25 | 0.10 | 185.465 | 184.765 | 186.665 | ||
| 67 | 2023.11.08 18:00 | buy | 26 | 0.10 | 185.535 | 0.000 | 0.000 | ||
| 68 | 2023.11.08 18:00 | modify | 26 | 0.10 | 185.535 | 184.835 | 186.735 | ||
| 69 | 2023.11.08 18:29 | s/l | 22 | 0.10 | 185.605 | 185.605 | 183.705 | -47.40 | 797.95 |
| 70 | 2023.11.08 18:36 | s/l | 24 | 0.10 | 185.636 | 185.636 | 183.736 | -47.40 | 750.55 |
| 71 | 2023.11.08 18:46 | s/l | 20 | 0.10 | 185.674 | 185.674 | 183.774 | -47.40 | 703.15 |
| 72 | 2023.11.08 18:46 | s/l | 23 | 0.10 | 185.675 | 185.675 | 183.775 | -47.40 | 655.75 |
| 73 | 2023.11.09 19:00 | sell | 27 | 0.10 | 185.262 | 0.000 | 0.000 | ||
| 74 | 2023.11.09 19:00 | modify | 27 | 0.10 | 185.262 | 185.962 | 184.062 | ||
| 75 | 2023.11.09 20:00 | sell | 28 | 0.10 | 184.915 | 0.000 | 0.000 | ||
| 76 | 2023.11.09 20:00 | modify | 28 | 0.10 | 184.915 | 185.615 | 183.715 | ||
| 77 | 2023.11.09 21:00 | sell | 29 | 0.10 | 184.938 | 0.000 | 0.000 | ||
| 78 | 2023.11.09 21:00 | modify | 29 | 0.10 | 184.938 | 185.638 | 183.738 | ||
| 79 | 2023.11.09 22:00 | sell | 30 | 0.10 | 184.962 | 0.000 | 0.000 | ||
| 80 | 2023.11.09 22:00 | modify | 30 | 0.10 | 184.962 | 185.662 | 183.762 | ||
| 81 | 2023.11.09 22:07 | s/l | 26 | 0.10 | 184.835 | 184.835 | 186.735 | -41.95 | 613.80 |
| 82 | 2023.11.10 15:00 | s/l | 25 | 0.10 | 184.765 | 184.765 | 186.665 | -40.91 | 572.89 |
| 83 | 2023.11.10 18:00 | buy | 31 | 0.10 | 185.189 | 0.000 | 0.000 | ||
| 84 | 2023.11.10 18:00 | modify | 31 | 0.10 | 185.189 | 184.489 | 186.389 | ||
| 85 | 2023.11.10 19:00 | buy | 32 | 0.10 | 185.278 | 0.000 | 0.000 | ||
| 86 | 2023.11.10 19:00 | modify | 32 | 0.10 | 185.278 | 184.578 | 186.478 | ||
| 87 | 2023.11.10 20:00 | buy | 33 | 0.10 | 185.241 | 0.000 | 0.000 | ||
| 88 | 2023.11.10 20:00 | modify | 33 | 0.10 | 185.241 | 184.541 | 186.441 | ||
| 89 | 2023.11.10 21:00 | buy | 34 | 0.10 | 185.295 | 0.000 | 0.000 | ||
| 90 | 2023.11.10 21:00 | modify | 34 | 0.10 | 185.295 | 184.595 | 186.495 | ||
| 91 | 2023.11.13 04:43 | s/l | 28 | 0.10 | 185.615 | 185.615 | 183.715 | -49.72 | 523.17 |
| 92 | 2023.11.13 05:14 | s/l | 29 | 0.10 | 185.638 | 185.638 | 183.738 | -49.72 | 473.45 |
| 93 | 2023.11.13 05:22 | s/l | 30 | 0.10 | 185.662 | 185.662 | 183.762 | -49.73 | 423.73 |
| 94 | 2023.11.13 10:54 | s/l | 27 | 0.10 | 185.962 | 185.962 | 184.062 | -49.72 | 374.01 |
| 95 | 2023.11.13 15:07 | close at stop | 34 | 0.10 | 185.279 | 184.595 | 186.495 | 0.02 | 374.02 |
| 96 | 2023.11.13 15:07 | close at stop | 33 | 0.10 | 185.279 | 184.541 | 186.441 | 3.50 | 377.52 |
| 97 | 2023.11.13 15:07 | close at stop | 32 | 0.10 | 185.279 | 184.578 | 186.478 | 1.12 | 378.63 |
| 98 | 2023.11.13 15:07 | close at stop | 31 | 0.10 | 185.279 | 184.489 | 186.389 | 6.85 | 385.48 |
| 99 | 2023.11.13 15:07 | close at stop | 15 | 0.10 | 185.279 | 184.277 | 186.177 | 27.82 | 413.30 |
| 100 | 2023.11.13 15:07 | close at stop | 14 | 0.10 | 185.279 | 184.200 | 186.100 | 32.77 | 446.07 |
| 101 | 2023.11.13 15:07 | close at stop | 13 | 0.10 | 185.279 | 184.305 | 186.205 | 26.01 | 472.08 |
| 102 | 2023.11.13 15:07 | close at stop | 12 | 0.10 | 185.279 | 184.241 | 186.141 | 30.13 | 502.21 |