Strategy Tester Report
MovingAverageMultiplier
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=0; MAHelp="------------------------------------"; TrendMA_Period=12; FilterMA_Period=38; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=8; BB_Deviation=3.3; BB_Applied=0; BB_GapSize=29; 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=120; T_TakeProfit=120; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=40; B_TakeProfit=80; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=11; 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 | 7215 | Ticks modelled | 157016 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -566.84 | Gross profit | 161.46 | Gross loss | -728.30 |
| Profit factor | 0.22 | Expected payoff | -31.49 | ||
| Absolute drawdown | 566.84 | Maximal drawdown | 620.52 (58.89%) | Relative drawdown | 58.89% (620.52) |
| Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (0.00%) |
| Profit trades (% of total) | 6 (33.33%) | Loss trades (% of total) | 12 (66.67%) | ||
| Largest | profit trade | 42.29 | loss trade | -79.22 | |
| Average | profit trade | 26.91 | loss trade | -60.69 | |
| Maximum | consecutive wins (profit in money) | 6 (161.46) | consecutive losses (loss in money) | 12 (-728.30) | |
| Maximal | consecutive profit (count of wins) | 161.46 (6) | consecutive loss (count of losses) | -728.30 (12) | |
| Average | consecutive wins | 6 | consecutive losses | 12 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.01 11:00 | buy | 1 | 0.10 | 150.388 | 0.000 | 0.000 | ||
| 2 | 2024.03.01 11:00 | modify | 1 | 0.10 | 150.388 | 149.188 | 151.588 | ||
| 3 | 2024.03.01 12:00 | buy | 2 | 0.10 | 150.420 | 0.000 | 0.000 | ||
| 4 | 2024.03.01 12:00 | modify | 2 | 0.10 | 150.420 | 149.220 | 151.620 | ||
| 5 | 2024.03.01 13:00 | buy | 3 | 0.10 | 150.590 | 0.000 | 0.000 | ||
| 6 | 2024.03.01 13:00 | modify | 3 | 0.10 | 150.590 | 149.390 | 151.790 | ||
| 7 | 2024.03.01 14:00 | buy | 4 | 0.10 | 150.673 | 0.000 | 0.000 | ||
| 8 | 2024.03.01 14:00 | modify | 4 | 0.10 | 150.673 | 149.473 | 151.873 | ||
| 9 | 2024.03.01 15:00 | buy | 5 | 0.10 | 150.698 | 0.000 | 0.000 | ||
| 10 | 2024.03.01 15:00 | modify | 5 | 0.10 | 150.698 | 149.498 | 151.898 | ||
| 11 | 2024.03.04 11:00 | buy | 6 | 0.10 | 150.446 | 0.000 | 0.000 | ||
| 12 | 2024.03.04 11:00 | modify | 6 | 0.10 | 150.446 | 149.246 | 151.646 | ||
| 13 | 2024.03.04 12:00 | buy | 7 | 0.10 | 150.452 | 0.000 | 0.000 | ||
| 14 | 2024.03.04 12:00 | modify | 7 | 0.10 | 150.452 | 149.252 | 151.652 | ||
| 15 | 2024.03.04 13:00 | buy | 8 | 0.10 | 150.472 | 0.000 | 0.000 | ||
| 16 | 2024.03.04 13:00 | modify | 8 | 0.10 | 150.472 | 149.272 | 151.672 | ||
| 17 | 2024.03.04 14:00 | buy | 9 | 0.10 | 150.488 | 0.000 | 0.000 | ||
| 18 | 2024.03.04 14:00 | modify | 9 | 0.10 | 150.488 | 149.288 | 151.688 | ||
| 19 | 2024.03.05 14:00 | sell | 10 | 0.10 | 150.087 | 0.000 | 0.000 | ||
| 20 | 2024.03.05 14:00 | modify | 10 | 0.10 | 150.087 | 151.287 | 148.887 | ||
| 21 | 2024.03.05 15:00 | sell | 11 | 0.10 | 150.119 | 0.000 | 0.000 | ||
| 22 | 2024.03.05 15:00 | modify | 11 | 0.10 | 150.119 | 151.319 | 148.919 | ||
| 23 | 2024.03.05 16:00 | sell | 12 | 0.10 | 149.982 | 0.000 | 0.000 | ||
| 24 | 2024.03.05 16:00 | modify | 12 | 0.10 | 149.982 | 151.182 | 148.782 | ||
| 25 | 2024.03.06 07:16 | s/l | 4 | 0.10 | 149.473 | 149.473 | 151.873 | -78.54 | 921.46 |
| 26 | 2024.03.06 07:16 | s/l | 5 | 0.10 | 149.498 | 149.498 | 151.898 | -78.54 | 842.92 |
| 27 | 2024.03.06 07:50 | s/l | 3 | 0.10 | 149.390 | 149.390 | 151.790 | -78.58 | 764.33 |
| 28 | 2024.03.06 11:00 | sell | 13 | 0.10 | 149.743 | 0.000 | 0.000 | ||
| 29 | 2024.03.06 11:00 | modify | 13 | 0.10 | 149.743 | 150.943 | 148.543 | ||
| 30 | 2024.03.06 12:00 | sell | 14 | 0.10 | 149.710 | 0.000 | 0.000 | ||
| 31 | 2024.03.06 12:00 | modify | 14 | 0.10 | 149.710 | 150.910 | 148.510 | ||
| 32 | 2024.03.06 13:00 | sell | 15 | 0.10 | 149.631 | 0.000 | 0.000 | ||
| 33 | 2024.03.06 13:00 | modify | 15 | 0.10 | 149.631 | 150.831 | 148.431 | ||
| 34 | 2024.03.06 14:00 | sell | 16 | 0.10 | 149.366 | 0.000 | 0.000 | ||
| 35 | 2024.03.06 14:00 | modify | 16 | 0.10 | 149.366 | 150.566 | 148.166 | ||
| 36 | 2024.03.06 14:20 | s/l | 8 | 0.10 | 149.272 | 149.272 | 151.672 | -79.20 | 685.13 |
| 37 | 2024.03.06 14:20 | s/l | 9 | 0.10 | 149.288 | 149.288 | 151.688 | -79.20 | 605.93 |
| 38 | 2024.03.06 15:00 | sell | 17 | 0.10 | 149.391 | 0.000 | 0.000 | ||
| 39 | 2024.03.06 15:00 | modify | 17 | 0.10 | 149.391 | 150.591 | 148.191 | ||
| 40 | 2024.03.06 16:00 | sell | 18 | 0.10 | 149.366 | 0.000 | 0.000 | ||
| 41 | 2024.03.06 16:00 | modify | 18 | 0.10 | 149.366 | 150.566 | 148.166 | ||
| 42 | 2024.03.06 16:45 | s/l | 6 | 0.10 | 149.246 | 149.246 | 151.646 | -79.22 | 526.70 |
| 43 | 2024.03.06 16:45 | s/l | 7 | 0.10 | 149.252 | 149.252 | 151.652 | -79.22 | 447.48 |
| 44 | 2024.03.06 16:50 | s/l | 1 | 0.10 | 149.188 | 149.188 | 151.588 | -78.69 | 368.78 |
| 45 | 2024.03.06 16:50 | s/l | 2 | 0.10 | 149.220 | 149.220 | 151.620 | -78.68 | 290.10 |
| 46 | 2024.03.06 20:10 | close at stop | 18 | 0.10 | 149.466 | 150.566 | 148.166 | -6.69 | 283.41 |
| 47 | 2024.03.06 20:10 | close at stop | 17 | 0.10 | 149.466 | 150.591 | 148.191 | -5.02 | 278.39 |
| 48 | 2024.03.06 20:10 | close at stop | 16 | 0.10 | 149.466 | 150.566 | 148.166 | -6.69 | 271.70 |
| 49 | 2024.03.06 20:10 | close at stop | 15 | 0.10 | 149.466 | 150.831 | 148.431 | 11.04 | 282.74 |
| 50 | 2024.03.06 20:10 | close at stop | 14 | 0.10 | 149.466 | 150.910 | 148.510 | 16.32 | 299.06 |
| 51 | 2024.03.06 20:10 | close at stop | 13 | 0.10 | 149.466 | 150.943 | 148.543 | 18.53 | 317.59 |
| 52 | 2024.03.06 20:10 | close at stop | 12 | 0.10 | 149.466 | 151.182 | 148.782 | 33.12 | 350.72 |
| 53 | 2024.03.06 20:10 | close at stop | 11 | 0.10 | 149.466 | 151.319 | 148.919 | 42.29 | 393.01 |
| 54 | 2024.03.06 20:10 | close at stop | 10 | 0.10 | 149.466 | 151.287 | 148.887 | 40.15 | 433.16 |