Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| 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=20; MaxTradesAction=1; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=230; 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 | 2607 | Ticks modelled | 79108 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2153.81 | Gross profit | 4618.74 | Gross loss | -2464.93 |
| Profit factor | 1.87 | Expected payoff | 55.23 | ||
| Absolute drawdown | 835.10 | Maximal drawdown | 1067.79 (9.94%) | Relative drawdown | 10.14% (1034.47) |
| Total trades | 39 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 30 (76.67%) |
| Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
| Largest | profit trade | 212.06 | loss trade | -218.48 | |
| Average | profit trade | 184.75 | loss trade | -176.07 | |
| Maximum | consecutive wins (profit in money) | 6 (1179.20) | consecutive losses (loss in money) | 4 (-673.11) | |
| Maximal | consecutive profit (count of wins) | 1179.20 (6) | consecutive loss (count of losses) | -673.11 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 04:00 | sell | 1 | 0.10 | 94.295 | 0.000 | 0.000 | ||
| 2 | 2023.09.05 04:00 | modify | 1 | 0.10 | 94.295 | 96.595 | 91.895 | ||
| 3 | 2023.09.14 08:00 | buy | 2 | 0.10 | 94.741 | 0.000 | 0.000 | ||
| 4 | 2023.09.14 08:00 | modify | 2 | 0.10 | 94.741 | 92.441 | 97.141 | ||
| 5 | 2023.09.19 12:00 | buy | 3 | 0.10 | 95.506 | 0.000 | 0.000 | ||
| 6 | 2023.09.19 12:00 | modify | 3 | 0.10 | 95.506 | 93.206 | 97.906 | ||
| 7 | 2023.09.22 12:00 | buy | 4 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 8 | 2023.09.22 12:00 | modify | 4 | 0.10 | 95.677 | 93.377 | 98.077 | ||
| 9 | 2023.09.29 08:00 | buy | 5 | 0.10 | 96.417 | 0.000 | 0.000 | ||
| 10 | 2023.09.29 08:00 | modify | 5 | 0.10 | 96.417 | 94.117 | 98.817 | ||
| 11 | 2023.09.29 08:40 | s/l | 1 | 0.10 | 96.595 | 96.595 | 91.895 | -194.44 | 9805.56 |
| 12 | 2023.10.03 04:00 | sell | 6 | 0.10 | 95.091 | 0.000 | 0.000 | ||
| 13 | 2023.10.03 04:00 | modify | 6 | 0.10 | 95.091 | 97.391 | 92.691 | ||
| 14 | 2023.10.03 14:06 | s/l | 5 | 0.10 | 94.117 | 94.117 | 98.817 | -162.34 | 9643.22 |
| 15 | 2023.10.03 14:33 | s/l | 3 | 0.10 | 93.206 | 93.206 | 97.906 | -157.07 | 9486.15 |
| 16 | 2023.10.03 14:33 | s/l | 4 | 0.10 | 93.377 | 93.377 | 98.077 | -159.25 | 9326.89 |
| 17 | 2023.10.06 20:00 | buy | 7 | 0.10 | 95.411 | 0.000 | 0.000 | ||
| 18 | 2023.10.06 20:00 | modify | 7 | 0.10 | 95.411 | 93.111 | 97.811 | ||
| 19 | 2023.10.16 16:00 | buy | 8 | 0.10 | 94.828 | 0.000 | 0.000 | ||
| 20 | 2023.10.16 16:00 | modify | 8 | 0.10 | 94.828 | 92.528 | 97.228 | ||
| 21 | 2023.10.24 16:00 | buy | 9 | 0.10 | 95.152 | 0.000 | 0.000 | ||
| 22 | 2023.10.24 16:00 | modify | 9 | 0.10 | 95.152 | 92.852 | 97.552 | ||
| 23 | 2023.10.27 00:00 | buy | 10 | 0.10 | 95.260 | 0.000 | 0.000 | ||
| 24 | 2023.10.27 00:00 | modify | 10 | 0.10 | 95.260 | 92.960 | 97.660 | ||
| 25 | 2023.10.30 04:00 | buy | 11 | 0.10 | 95.082 | 0.000 | 0.000 | ||
| 26 | 2023.10.30 04:00 | modify | 11 | 0.10 | 95.082 | 92.782 | 97.482 | ||
| 27 | 2023.11.03 12:40 | t/p | 2 | 0.10 | 97.141 | 92.441 | 97.141 | 192.28 | 9519.18 |
| 28 | 2023.11.03 16:40 | t/p | 8 | 0.10 | 97.228 | 92.528 | 97.228 | 179.10 | 9698.28 |
| 29 | 2023.11.05 23:33 | s/l | 6 | 0.10 | 97.391 | 97.391 | 92.691 | -202.86 | 9495.42 |
| 30 | 2023.11.06 00:40 | t/p | 11 | 0.10 | 97.482 | 92.782 | 97.482 | 173.39 | 9668.81 |
| 31 | 2023.11.07 03:15 | t/p | 9 | 0.10 | 97.552 | 92.852 | 97.552 | 176.46 | 9845.27 |
| 32 | 2023.11.14 14:40 | t/p | 10 | 0.10 | 97.660 | 92.960 | 97.660 | 177.34 | 10022.61 |
| 33 | 2023.11.14 16:30 | t/p | 7 | 0.10 | 97.811 | 93.111 | 97.811 | 186.57 | 10209.18 |
| 34 | 2023.11.15 12:00 | buy | 12 | 0.10 | 98.146 | 0.000 | 0.000 | ||
| 35 | 2023.11.15 12:00 | modify | 12 | 0.10 | 98.146 | 95.846 | 100.546 | ||
| 36 | 2023.11.23 16:00 | buy | 13 | 0.10 | 98.122 | 0.000 | 0.000 | ||
| 37 | 2023.11.23 16:00 | modify | 13 | 0.10 | 98.122 | 95.822 | 100.522 | ||
| 38 | 2023.11.29 08:00 | sell | 14 | 0.10 | 97.657 | 0.000 | 0.000 | ||
| 39 | 2023.11.29 08:00 | modify | 14 | 0.10 | 97.657 | 99.957 | 95.257 | ||
| 40 | 2023.12.07 03:40 | s/l | 12 | 0.10 | 95.846 | 95.846 | 100.546 | -152.66 | 10056.52 |
| 41 | 2023.12.07 03:40 | s/l | 13 | 0.10 | 95.822 | 95.822 | 100.522 | -157.07 | 9899.45 |
| 42 | 2023.12.07 08:40 | t/p | 14 | 0.10 | 95.257 | 99.957 | 95.257 | 158.27 | 10057.72 |
| 43 | 2023.12.19 12:00 | buy | 15 | 0.10 | 97.513 | 0.000 | 0.000 | ||
| 44 | 2023.12.19 12:00 | modify | 15 | 0.10 | 97.513 | 95.213 | 99.913 | ||
| 45 | 2023.12.22 20:00 | buy | 16 | 0.10 | 96.934 | 0.000 | 0.000 | ||
| 46 | 2023.12.22 20:00 | modify | 16 | 0.10 | 96.934 | 94.634 | 99.334 | ||
| 47 | 2024.01.05 12:00 | buy | 17 | 0.10 | 97.080 | 0.000 | 0.000 | ||
| 48 | 2024.01.05 12:00 | modify | 17 | 0.10 | 97.080 | 94.780 | 99.480 | ||
| 49 | 2024.01.09 08:00 | sell | 18 | 0.10 | 96.620 | 0.000 | 0.000 | ||
| 50 | 2024.01.09 08:00 | modify | 18 | 0.10 | 96.620 | 98.920 | 94.220 | ||
| 51 | 2024.01.10 20:00 | buy | 19 | 0.10 | 97.647 | 0.000 | 0.000 | ||
| 52 | 2024.01.10 20:00 | modify | 19 | 0.10 | 97.647 | 95.347 | 100.047 | ||
| 53 | 2024.01.19 20:00 | buy | 20 | 0.10 | 97.775 | 0.000 | 0.000 | ||
| 54 | 2024.01.19 20:00 | modify | 20 | 0.10 | 97.775 | 95.475 | 100.175 | ||
| 55 | 2024.01.26 20:00 | buy | 21 | 0.10 | 97.504 | 0.000 | 0.000 | ||
| 56 | 2024.01.26 20:00 | modify | 21 | 0.10 | 97.504 | 95.204 | 99.904 | ||
| 57 | 2024.02.01 08:00 | sell | 22 | 0.10 | 95.904 | 0.000 | 0.000 | ||
| 58 | 2024.02.01 08:00 | modify | 22 | 0.10 | 95.904 | 98.204 | 93.504 | ||
| 59 | 2024.02.08 20:00 | buy | 23 | 0.10 | 96.958 | 0.000 | 0.000 | ||
| 60 | 2024.02.08 20:00 | modify | 23 | 0.10 | 96.958 | 94.658 | 99.358 | ||
| 61 | 2024.02.14 16:00 | buy | 24 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 62 | 2024.02.14 16:00 | modify | 24 | 0.10 | 97.721 | 95.421 | 100.121 | ||
| 63 | 2024.02.16 16:40 | s/l | 22 | 0.10 | 98.204 | 98.204 | 93.504 | -181.23 | 9876.49 |
| 64 | 2024.02.22 07:40 | s/l | 18 | 0.10 | 98.920 | 98.920 | 94.220 | -218.48 | 9658.01 |
| 65 | 2024.02.28 08:00 | sell | 25 | 0.10 | 98.106 | 0.000 | 0.000 | ||
| 66 | 2024.02.28 08:00 | modify | 25 | 0.10 | 98.106 | 100.406 | 95.706 | ||
| 67 | 2024.03.07 08:00 | sell | 26 | 0.10 | 97.479 | 0.000 | 0.000 | ||
| 68 | 2024.03.07 08:00 | modify | 26 | 0.10 | 97.479 | 99.779 | 95.079 | ||
| 69 | 2024.03.14 12:00 | buy | 27 | 0.10 | 97.862 | 0.000 | 0.000 | ||
| 70 | 2024.03.14 12:00 | modify | 27 | 0.10 | 97.862 | 95.562 | 100.262 | ||
| 71 | 2024.03.20 08:00 | buy | 28 | 0.10 | 98.938 | 0.000 | 0.000 | ||
| 72 | 2024.03.20 08:00 | modify | 28 | 0.10 | 98.938 | 96.638 | 101.338 | ||
| 73 | 2024.03.20 19:10 | t/p | 16 | 0.10 | 99.334 | 94.634 | 99.334 | 208.55 | 9866.56 |
| 74 | 2024.03.20 19:30 | t/p | 23 | 0.10 | 99.358 | 94.658 | 99.358 | 187.45 | 10054.01 |
| 75 | 2024.03.20 19:59 | t/p | 17 | 0.10 | 99.480 | 94.780 | 99.480 | 202.39 | 10256.40 |
| 76 | 2024.03.21 04:30 | s/l | 26 | 0.10 | 99.779 | 99.779 | 95.079 | -180.02 | 10076.38 |
| 77 | 2024.03.21 05:20 | t/p | 15 | 0.10 | 99.913 | 95.213 | 99.913 | 212.06 | 10288.44 |
| 78 | 2024.03.21 05:20 | t/p | 21 | 0.10 | 99.904 | 95.204 | 99.904 | 194.48 | 10482.92 |
| 79 | 2024.03.21 06:20 | t/p | 19 | 0.10 | 100.047 | 95.347 | 100.047 | 202.39 | 10685.32 |
| 80 | 2024.03.21 06:40 | t/p | 24 | 0.10 | 100.121 | 95.421 | 100.121 | 187.01 | 10872.33 |
| 81 | 2024.03.26 12:00 | buy | 29 | 0.10 | 99.234 | 0.000 | 0.000 | ||
| 82 | 2024.03.26 12:00 | modify | 29 | 0.10 | 99.234 | 96.934 | 101.634 | ||
| 83 | 2024.04.04 00:00 | buy | 30 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 84 | 2024.04.04 00:00 | modify | 30 | 0.10 | 99.591 | 97.291 | 101.991 | ||
| 85 | 2024.04.04 09:30 | t/p | 20 | 0.10 | 100.175 | 95.475 | 100.175 | 203.71 | 11076.04 |
| 86 | 2024.04.04 10:30 | t/p | 27 | 0.10 | 100.262 | 95.562 | 100.262 | 179.54 | 11255.58 |
| 87 | 2024.04.04 15:05 | s/l | 25 | 0.10 | 100.406 | 100.406 | 95.706 | -208.88 | 11046.70 |
| 88 | 2024.04.23 16:00 | buy | 31 | 0.10 | 100.298 | 0.000 | 0.000 | ||
| 89 | 2024.04.23 16:00 | modify | 31 | 0.10 | 100.298 | 97.998 | 102.698 | ||
| 90 | 2024.04.25 05:40 | t/p | 28 | 0.10 | 101.338 | 96.638 | 101.338 | 187.01 | 11233.71 |
| 91 | 2024.04.25 08:40 | t/p | 29 | 0.10 | 101.634 | 96.934 | 101.634 | 184.37 | 11418.09 |
| 92 | 2024.04.26 05:20 | t/p | 30 | 0.10 | 101.991 | 97.291 | 101.991 | 179.98 | 11598.06 |
| 93 | 2024.04.26 12:40 | t/p | 31 | 0.10 | 102.698 | 97.998 | 102.698 | 172.51 | 11770.57 |
| 94 | 2024.05.06 04:00 | buy | 32 | 0.10 | 101.852 | 0.000 | 0.000 | ||
| 95 | 2024.05.06 04:00 | modify | 32 | 0.10 | 101.852 | 99.552 | 104.252 | ||
| 96 | 2024.05.17 18:40 | t/p | 32 | 0.10 | 104.252 | 99.552 | 104.252 | 176.02 | 11946.59 |
| 97 | 2024.05.24 16:00 | buy | 33 | 0.10 | 104.007 | 0.000 | 0.000 | ||
| 98 | 2024.05.24 16:00 | modify | 33 | 0.10 | 104.007 | 101.707 | 106.407 | ||
| 99 | 2024.06.04 16:00 | sell | 34 | 0.10 | 102.856 | 0.000 | 0.000 | ||
| 100 | 2024.06.04 16:00 | modify | 34 | 0.10 | 102.856 | 105.156 | 100.456 | ||
| 101 | 2024.06.12 16:00 | buy | 35 | 0.10 | 104.460 | 0.000 | 0.000 | ||
| 102 | 2024.06.12 16:00 | modify | 35 | 0.10 | 104.460 | 102.160 | 106.860 | ||
| 103 | 2024.06.18 16:00 | buy | 36 | 0.10 | 104.990 | 0.000 | 0.000 | ||
| 104 | 2024.06.18 16:00 | modify | 36 | 0.10 | 104.990 | 102.690 | 107.390 | ||
| 105 | 2024.06.18 22:40 | s/l | 34 | 0.10 | 105.156 | 105.156 | 100.456 | -180.02 | 11766.58 |
| 106 | 2024.06.26 01:30 | t/p | 33 | 0.10 | 106.407 | 101.707 | 106.407 | 183.93 | 11950.51 |
| 107 | 2024.06.26 06:05 | t/p | 35 | 0.10 | 106.860 | 102.160 | 106.860 | 176.46 | 12126.97 |
| 108 | 2024.06.28 14:40 | t/p | 36 | 0.10 | 107.390 | 102.690 | 107.390 | 175.58 | 12302.56 |
| 109 | 2024.07.01 00:00 | buy | 37 | 0.10 | 107.423 | 0.000 | 0.000 | ||
| 110 | 2024.07.01 00:00 | modify | 37 | 0.10 | 107.423 | 105.123 | 109.823 | ||
| 111 | 2024.07.15 20:00 | sell | 38 | 0.10 | 106.763 | 0.000 | 0.000 | ||
| 112 | 2024.07.15 20:00 | modify | 38 | 0.10 | 106.763 | 109.063 | 104.363 | ||
| 113 | 2024.07.17 16:40 | s/l | 37 | 0.10 | 105.123 | 105.123 | 109.823 | -156.19 | 12146.37 |
| 114 | 2024.07.22 06:40 | t/p | 38 | 0.10 | 104.363 | 109.063 | 104.363 | 161.87 | 12308.23 |
| 115 | 2024.08.12 08:00 | buy | 39 | 0.10 | 97.191 | 0.000 | 0.000 | ||
| 116 | 2024.08.12 08:00 | modify | 39 | 0.10 | 97.191 | 94.891 | 99.591 | ||
| 117 | 2024.08.30 20:53 | s/l | 39 | 0.10 | 94.891 | 94.891 | 99.591 | -154.42 | 12153.81 |