Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar 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 | ADXISHelp="===================================="; EntryMethod=2; ADX_Period=30; ADX_Level=15; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=10; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=220; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
| Bars in test | 2614 | Ticks modelled | 79380 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1925.05 | Gross profit | 5015.23 | Gross loss | -3090.18 |
| Profit factor | 1.62 | Expected payoff | 37.75 | ||
| Absolute drawdown | 325.77 | Maximal drawdown | 916.78 (8.48%) | Relative drawdown | 8.48% (916.78) |
| Total trades | 51 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 34 (76.47%) |
| Profit trades (% of total) | 31 (60.78%) | Loss trades (% of total) | 20 (39.22%) | ||
| Largest | profit trade | 184.17 | loss trade | -192.01 | |
| Average | profit trade | 161.78 | loss trade | -154.51 | |
| Maximum | consecutive wins (profit in money) | 7 (1081.46) | consecutive losses (loss in money) | 4 (-607.55) | |
| Maximal | consecutive profit (count of wins) | 1081.46 (7) | consecutive loss (count of losses) | -607.55 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 00:00 | sell | 1 | 0.10 | 89.365 | 0.000 | 0.000 | ||
| 2 | 2023.05.04 00:00 | modify | 1 | 0.10 | 89.365 | 91.565 | 86.965 | ||
| 3 | 2023.05.08 00:00 | buy | 2 | 0.10 | 91.246 | 0.000 | 0.000 | ||
| 4 | 2023.05.08 00:00 | modify | 2 | 0.10 | 91.246 | 89.046 | 93.646 | ||
| 5 | 2023.05.08 07:20 | s/l | 1 | 0.10 | 91.565 | 91.565 | 86.965 | -142.71 | 9857.29 |
| 6 | 2023.05.11 12:00 | sell | 3 | 0.10 | 90.324 | 0.000 | 0.000 | ||
| 7 | 2023.05.11 12:00 | modify | 3 | 0.10 | 90.324 | 92.524 | 87.924 | ||
| 8 | 2023.05.15 08:00 | buy | 4 | 0.10 | 91.000 | 0.000 | 0.000 | ||
| 9 | 2023.05.15 08:00 | modify | 4 | 0.10 | 91.000 | 88.800 | 93.400 | ||
| 10 | 2023.05.24 12:00 | sell | 5 | 0.10 | 91.007 | 0.000 | 0.000 | ||
| 11 | 2023.05.24 12:00 | modify | 5 | 0.10 | 91.007 | 93.207 | 88.607 | ||
| 12 | 2023.05.29 00:00 | buy | 6 | 0.10 | 91.948 | 0.000 | 0.000 | ||
| 13 | 2023.05.29 00:00 | modify | 6 | 0.10 | 91.948 | 89.748 | 94.348 | ||
| 14 | 2023.05.31 08:00 | sell | 7 | 0.10 | 90.502 | 0.000 | 0.000 | ||
| 15 | 2023.05.31 08:00 | modify | 7 | 0.10 | 90.502 | 92.702 | 88.102 | ||
| 16 | 2023.06.02 04:00 | buy | 8 | 0.10 | 91.802 | 0.000 | 0.000 | ||
| 17 | 2023.06.02 04:00 | modify | 8 | 0.10 | 91.802 | 89.602 | 94.202 | ||
| 18 | 2023.06.02 15:40 | s/l | 3 | 0.10 | 92.524 | 92.524 | 87.924 | -163.69 | 9693.60 |
| 19 | 2023.06.06 04:20 | s/l | 7 | 0.10 | 92.702 | 92.702 | 88.102 | -146.90 | 9546.70 |
| 20 | 2023.06.06 14:40 | s/l | 5 | 0.10 | 93.207 | 93.207 | 88.607 | -154.24 | 9392.45 |
| 21 | 2023.06.07 10:40 | t/p | 4 | 0.10 | 93.400 | 88.800 | 93.400 | 160.86 | 9553.32 |
| 22 | 2023.06.09 06:40 | t/p | 2 | 0.10 | 93.646 | 89.046 | 93.646 | 164.41 | 9717.73 |
| 23 | 2023.06.09 08:00 | buy | 9 | 0.10 | 93.845 | 0.000 | 0.000 | ||
| 24 | 2023.06.09 08:00 | modify | 9 | 0.10 | 93.845 | 91.645 | 96.245 | ||
| 25 | 2023.06.12 06:40 | t/p | 8 | 0.10 | 94.202 | 89.602 | 94.202 | 156.00 | 9873.73 |
| 26 | 2023.06.12 07:40 | t/p | 6 | 0.10 | 94.348 | 89.748 | 94.348 | 157.95 | 10031.68 |
| 27 | 2023.06.15 05:30 | t/p | 9 | 0.10 | 96.245 | 91.645 | 96.245 | 155.36 | 10187.04 |
| 28 | 2023.06.26 00:00 | sell | 10 | 0.10 | 95.896 | 0.000 | 0.000 | ||
| 29 | 2023.06.26 00:00 | modify | 10 | 0.10 | 95.896 | 98.096 | 93.496 | ||
| 30 | 2023.07.06 08:00 | sell | 11 | 0.10 | 96.001 | 0.000 | 0.000 | ||
| 31 | 2023.07.06 08:00 | modify | 11 | 0.10 | 96.001 | 98.201 | 93.601 | ||
| 32 | 2023.07.11 10:40 | t/p | 11 | 0.10 | 93.601 | 98.201 | 93.601 | 150.25 | 10337.30 |
| 33 | 2023.07.12 06:40 | t/p | 10 | 0.10 | 93.496 | 98.096 | 93.496 | 136.62 | 10473.92 |
| 34 | 2023.07.17 12:00 | sell | 12 | 0.10 | 94.291 | 0.000 | 0.000 | ||
| 35 | 2023.07.17 12:00 | modify | 12 | 0.10 | 94.291 | 96.491 | 91.891 | ||
| 36 | 2023.07.20 12:00 | buy | 13 | 0.10 | 95.285 | 0.000 | 0.000 | ||
| 37 | 2023.07.20 12:00 | modify | 13 | 0.10 | 95.285 | 93.085 | 97.685 | ||
| 38 | 2023.07.27 00:00 | sell | 14 | 0.10 | 94.902 | 0.000 | 0.000 | ||
| 39 | 2023.07.27 00:00 | modify | 14 | 0.10 | 94.902 | 97.102 | 92.502 | ||
| 40 | 2023.07.27 19:40 | s/l | 13 | 0.10 | 93.085 | 93.085 | 97.685 | -138.36 | 10335.55 |
| 41 | 2023.07.28 03:15 | t/p | 14 | 0.10 | 92.502 | 97.102 | 92.502 | 152.35 | 10487.90 |
| 42 | 2023.07.28 04:40 | t/p | 12 | 0.10 | 91.891 | 96.491 | 91.891 | 139.77 | 10627.67 |
| 43 | 2023.07.31 12:00 | buy | 15 | 0.10 | 95.423 | 0.000 | 0.000 | ||
| 44 | 2023.07.31 12:00 | modify | 15 | 0.10 | 95.423 | 93.223 | 97.823 | ||
| 45 | 2023.08.02 16:00 | sell | 16 | 0.10 | 93.672 | 0.000 | 0.000 | ||
| 46 | 2023.08.02 16:00 | modify | 16 | 0.10 | 93.672 | 95.872 | 91.272 | ||
| 47 | 2023.08.03 08:30 | s/l | 15 | 0.10 | 93.223 | 93.223 | 97.823 | -139.01 | 10488.66 |
| 48 | 2023.08.10 08:00 | buy | 17 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 49 | 2023.08.10 08:00 | modify | 17 | 0.10 | 94.241 | 92.041 | 96.641 | ||
| 50 | 2023.08.15 08:00 | buy | 18 | 0.10 | 94.325 | 0.000 | 0.000 | ||
| 51 | 2023.08.15 08:00 | modify | 18 | 0.10 | 94.325 | 92.125 | 96.725 | ||
| 52 | 2023.08.17 04:00 | sell | 19 | 0.10 | 93.446 | 0.000 | 0.000 | ||
| 53 | 2023.08.17 04:00 | modify | 19 | 0.10 | 93.446 | 95.646 | 91.046 | ||
| 54 | 2023.08.24 08:00 | buy | 20 | 0.10 | 93.866 | 0.000 | 0.000 | ||
| 55 | 2023.08.24 08:00 | modify | 20 | 0.10 | 93.866 | 91.666 | 96.266 | ||
| 56 | 2023.09.05 04:00 | sell | 21 | 0.10 | 94.295 | 0.000 | 0.000 | ||
| 57 | 2023.09.05 04:00 | modify | 21 | 0.10 | 94.295 | 96.495 | 91.895 | ||
| 58 | 2023.09.14 08:00 | buy | 22 | 0.10 | 94.741 | 0.000 | 0.000 | ||
| 59 | 2023.09.14 08:00 | modify | 22 | 0.10 | 94.741 | 92.541 | 97.141 | ||
| 60 | 2023.09.19 12:00 | buy | 23 | 0.10 | 95.506 | 0.000 | 0.000 | ||
| 61 | 2023.09.19 12:00 | modify | 23 | 0.10 | 95.506 | 93.306 | 97.906 | ||
| 62 | 2023.09.19 12:40 | s/l | 19 | 0.10 | 95.646 | 95.646 | 91.046 | -173.12 | 10315.54 |
| 63 | 2023.09.20 11:20 | s/l | 16 | 0.10 | 95.872 | 95.872 | 91.272 | -192.01 | 10123.53 |
| 64 | 2023.09.22 12:00 | buy | 24 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 65 | 2023.09.22 12:00 | modify | 24 | 0.10 | 95.677 | 93.477 | 98.077 | ||
| 66 | 2023.09.29 02:20 | t/p | 20 | 0.10 | 96.266 | 91.666 | 96.266 | 165.06 | 10288.59 |
| 67 | 2023.09.29 02:40 | s/l | 21 | 0.10 | 96.495 | 96.495 | 91.895 | -167.89 | 10120.70 |
| 68 | 2023.09.29 08:00 | buy | 25 | 0.10 | 96.417 | 0.000 | 0.000 | ||
| 69 | 2023.09.29 08:00 | modify | 25 | 0.10 | 96.417 | 94.217 | 98.817 | ||
| 70 | 2023.09.29 09:20 | t/p | 17 | 0.10 | 96.641 | 92.041 | 96.641 | 169.59 | 10290.29 |
| 71 | 2023.09.29 09:30 | t/p | 18 | 0.10 | 96.725 | 92.125 | 96.725 | 168.62 | 10458.91 |
| 72 | 2023.10.03 04:00 | sell | 26 | 0.10 | 95.091 | 0.000 | 0.000 | ||
| 73 | 2023.10.03 04:00 | modify | 26 | 0.10 | 95.091 | 97.291 | 92.691 | ||
| 74 | 2023.10.03 14:06 | s/l | 25 | 0.10 | 94.217 | 94.217 | 98.817 | -139.98 | 10318.93 |
| 75 | 2023.10.03 14:33 | s/l | 23 | 0.10 | 93.306 | 93.306 | 97.906 | -136.10 | 10182.83 |
| 76 | 2023.10.03 14:33 | s/l | 24 | 0.10 | 93.477 | 93.477 | 98.077 | -137.72 | 10045.11 |
| 77 | 2023.10.06 20:00 | buy | 27 | 0.10 | 95.411 | 0.000 | 0.000 | ||
| 78 | 2023.10.06 20:00 | modify | 27 | 0.10 | 95.411 | 93.211 | 97.811 | ||
| 79 | 2023.10.16 16:00 | buy | 28 | 0.10 | 94.828 | 0.000 | 0.000 | ||
| 80 | 2023.10.16 16:00 | modify | 28 | 0.10 | 94.828 | 92.628 | 97.228 | ||
| 81 | 2023.10.24 16:00 | buy | 29 | 0.10 | 95.152 | 0.000 | 0.000 | ||
| 82 | 2023.10.24 16:00 | modify | 29 | 0.10 | 95.152 | 92.952 | 97.552 | ||
| 83 | 2023.10.27 00:00 | buy | 30 | 0.10 | 95.260 | 0.000 | 0.000 | ||
| 84 | 2023.10.27 00:00 | modify | 30 | 0.10 | 95.260 | 93.060 | 97.660 | ||
| 85 | 2023.10.30 04:00 | buy | 31 | 0.10 | 95.082 | 0.000 | 0.000 | ||
| 86 | 2023.10.30 04:00 | modify | 31 | 0.10 | 95.082 | 92.882 | 97.482 | ||
| 87 | 2023.11.03 12:40 | t/p | 22 | 0.10 | 97.141 | 92.541 | 97.141 | 169.59 | 10214.71 |
| 88 | 2023.11.03 16:40 | t/p | 28 | 0.10 | 97.228 | 92.628 | 97.228 | 159.88 | 10374.59 |
| 89 | 2023.11.03 17:40 | s/l | 26 | 0.10 | 97.291 | 97.291 | 92.691 | -175.23 | 10199.36 |
| 90 | 2023.11.06 00:40 | t/p | 31 | 0.10 | 97.482 | 92.882 | 97.482 | 155.68 | 10355.04 |
| 91 | 2023.11.07 03:15 | t/p | 29 | 0.10 | 97.552 | 92.952 | 97.552 | 157.95 | 10512.99 |
| 92 | 2023.11.14 14:40 | t/p | 30 | 0.10 | 97.660 | 93.060 | 97.660 | 158.60 | 10671.59 |
| 93 | 2023.11.14 16:30 | t/p | 27 | 0.10 | 97.811 | 93.211 | 97.811 | 165.38 | 10836.97 |
| 94 | 2023.11.15 12:00 | buy | 32 | 0.10 | 98.146 | 0.000 | 0.000 | ||
| 95 | 2023.11.15 12:00 | modify | 32 | 0.10 | 98.146 | 95.946 | 100.546 | ||
| 96 | 2023.11.23 16:00 | buy | 33 | 0.10 | 98.122 | 0.000 | 0.000 | ||
| 97 | 2023.11.23 16:00 | modify | 33 | 0.10 | 98.122 | 95.922 | 100.522 | ||
| 98 | 2023.11.29 08:00 | sell | 34 | 0.10 | 97.657 | 0.000 | 0.000 | ||
| 99 | 2023.11.29 08:00 | modify | 34 | 0.10 | 97.657 | 99.857 | 95.257 | ||
| 100 | 2023.12.07 02:40 | s/l | 32 | 0.10 | 95.946 | 95.946 | 100.546 | -132.86 | 10704.11 |
| 101 | 2023.12.07 02:40 | s/l | 33 | 0.10 | 95.922 | 95.922 | 100.522 | -136.10 | 10568.01 |
| 102 | 2023.12.07 08:40 | t/p | 34 | 0.10 | 95.257 | 99.857 | 95.257 | 142.91 | 10710.92 |
| 103 | 2023.12.19 12:00 | buy | 35 | 0.10 | 97.513 | 0.000 | 0.000 | ||
| 104 | 2023.12.19 12:00 | modify | 35 | 0.10 | 97.513 | 95.313 | 99.913 | ||
| 105 | 2023.12.22 20:00 | buy | 36 | 0.10 | 96.934 | 0.000 | 0.000 | ||
| 106 | 2023.12.22 20:00 | modify | 36 | 0.10 | 96.934 | 94.734 | 99.334 | ||
| 107 | 2024.01.05 12:00 | buy | 37 | 0.10 | 97.080 | 0.000 | 0.000 | ||
| 108 | 2024.01.05 12:00 | modify | 37 | 0.10 | 97.080 | 94.880 | 99.480 | ||
| 109 | 2024.01.09 08:00 | sell | 38 | 0.10 | 96.620 | 0.000 | 0.000 | ||
| 110 | 2024.01.09 08:00 | modify | 38 | 0.10 | 96.620 | 98.820 | 94.220 | ||
| 111 | 2024.01.10 20:00 | buy | 39 | 0.10 | 97.647 | 0.000 | 0.000 | ||
| 112 | 2024.01.10 20:00 | modify | 39 | 0.10 | 97.647 | 95.447 | 100.047 | ||
| 113 | 2024.01.19 20:00 | buy | 40 | 0.10 | 97.775 | 0.000 | 0.000 | ||
| 114 | 2024.01.19 20:00 | modify | 40 | 0.10 | 97.775 | 95.575 | 100.175 | ||
| 115 | 2024.01.26 20:00 | buy | 41 | 0.10 | 97.504 | 0.000 | 0.000 | ||
| 116 | 2024.01.26 20:00 | modify | 41 | 0.10 | 97.504 | 95.304 | 99.904 | ||
| 117 | 2024.02.01 08:00 | sell | 42 | 0.10 | 95.904 | 0.000 | 0.000 | ||
| 118 | 2024.02.01 08:00 | modify | 42 | 0.10 | 95.904 | 98.104 | 93.504 | ||
| 119 | 2024.02.01 11:05 | s/l | 40 | 0.10 | 95.575 | 95.575 | 100.175 | -136.42 | 10574.50 |
| 120 | 2024.02.08 20:00 | buy | 43 | 0.10 | 96.958 | 0.000 | 0.000 | ||
| 121 | 2024.02.08 20:00 | modify | 43 | 0.10 | 96.958 | 94.758 | 99.358 | ||
| 122 | 2024.02.14 16:00 | buy | 44 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 123 | 2024.02.14 16:00 | modify | 44 | 0.10 | 97.721 | 95.521 | 100.121 | ||
| 124 | 2024.02.16 15:40 | s/l | 42 | 0.10 | 98.104 | 98.104 | 93.504 | -156.35 | 10418.15 |
| 125 | 2024.02.22 07:20 | s/l | 38 | 0.10 | 98.820 | 98.820 | 94.220 | -188.85 | 10229.29 |
| 126 | 2024.02.28 08:00 | sell | 45 | 0.10 | 98.106 | 0.000 | 0.000 | ||
| 127 | 2024.02.28 08:00 | modify | 45 | 0.10 | 98.106 | 100.306 | 95.706 | ||
| 128 | 2024.03.07 08:00 | sell | 46 | 0.10 | 97.479 | 0.000 | 0.000 | ||
| 129 | 2024.03.07 08:00 | modify | 46 | 0.10 | 97.479 | 99.679 | 95.079 | ||
| 130 | 2024.03.14 12:00 | buy | 47 | 0.10 | 97.862 | 0.000 | 0.000 | ||
| 131 | 2024.03.14 12:00 | modify | 47 | 0.10 | 97.862 | 95.662 | 100.262 | ||
| 132 | 2024.03.20 19:10 | t/p | 36 | 0.10 | 99.334 | 94.734 | 99.334 | 181.58 | 10410.87 |
| 133 | 2024.03.20 19:30 | t/p | 43 | 0.10 | 99.358 | 94.758 | 99.358 | 166.03 | 10576.90 |
| 134 | 2024.03.20 19:59 | t/p | 37 | 0.10 | 99.480 | 94.880 | 99.480 | 177.05 | 10753.95 |
| 135 | 2024.03.20 20:00 | buy | 48 | 0.10 | 99.610 | 0.000 | 0.000 | ||
| 136 | 2024.03.20 20:00 | modify | 48 | 0.10 | 99.610 | 97.410 | 102.010 | ||
| 137 | 2024.03.20 20:40 | s/l | 46 | 0.10 | 99.679 | 99.679 | 95.079 | -152.16 | 10601.79 |
| 138 | 2024.03.21 05:20 | t/p | 35 | 0.10 | 99.913 | 95.313 | 99.913 | 184.17 | 10785.96 |
| 139 | 2024.03.21 05:20 | t/p | 41 | 0.10 | 99.904 | 95.304 | 99.904 | 171.21 | 10957.17 |
| 140 | 2024.03.21 06:20 | t/p | 39 | 0.10 | 100.047 | 95.447 | 100.047 | 177.04 | 11134.21 |
| 141 | 2024.03.21 06:40 | t/p | 44 | 0.10 | 100.121 | 95.521 | 100.121 | 165.71 | 11299.92 |
| 142 | 2024.03.26 12:00 | buy | 49 | 0.10 | 99.234 | 0.000 | 0.000 | ||
| 143 | 2024.03.26 12:00 | modify | 49 | 0.10 | 99.234 | 97.034 | 101.634 | ||
| 144 | 2024.04.04 00:00 | buy | 50 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 145 | 2024.04.04 00:00 | modify | 50 | 0.10 | 99.591 | 97.391 | 101.991 | ||
| 146 | 2024.04.04 10:30 | s/l | 45 | 0.10 | 100.306 | 100.306 | 95.706 | -180.46 | 11119.45 |
| 147 | 2024.04.04 10:30 | t/p | 47 | 0.10 | 100.262 | 95.662 | 100.262 | 160.22 | 11279.67 |
| 148 | 2024.04.23 16:00 | buy | 51 | 0.10 | 100.298 | 0.000 | 0.000 | ||
| 149 | 2024.04.23 16:00 | modify | 51 | 0.10 | 100.298 | 98.098 | 102.698 | ||
| 150 | 2024.04.25 08:40 | t/p | 49 | 0.10 | 101.634 | 97.034 | 101.634 | 163.78 | 11443.45 |
| 151 | 2024.04.26 05:20 | t/p | 48 | 0.10 | 102.010 | 97.410 | 102.010 | 166.03 | 11609.48 |
| 152 | 2024.04.26 05:20 | t/p | 50 | 0.10 | 101.991 | 97.391 | 101.991 | 160.54 | 11770.02 |
| 153 | 2024.04.26 12:40 | t/p | 51 | 0.10 | 102.698 | 98.098 | 102.698 | 155.03 | 11925.05 |