Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=24; ADX_Level=25; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=2; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=210; 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 | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 3580.79 | Gross profit | 5537.41 | Gross loss | -1956.62 |
| Profit factor | 2.83 | Expected payoff | 81.38 | ||
| Absolute drawdown | 134.10 | Maximal drawdown | 511.83 (4.53%) | Relative drawdown | 4.53% (511.83) |
| Total trades | 44 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 25 (80.00%) |
| Profit trades (% of total) | 32 (72.73%) | Loss trades (% of total) | 12 (27.27%) | ||
| Largest | profit trade | 214.87 | loss trade | -219.96 | |
| Average | profit trade | 173.04 | loss trade | -163.05 | |
| Maximum | consecutive wins (profit in money) | 12 (2087.79) | consecutive losses (loss in money) | 3 (-511.83) | |
| Maximal | consecutive profit (count of wins) | 2087.79 (12) | consecutive loss (count of losses) | -511.83 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.04 00:00 | sell | 1 | 0.10 | 183.909 | 0.000 | 0.000 | ||
| 2 | 2023.09.04 00:00 | modify | 1 | 0.10 | 183.909 | 186.009 | 181.509 | ||
| 3 | 2023.09.06 08:00 | sell | 2 | 0.10 | 185.010 | 0.000 | 0.000 | ||
| 4 | 2023.09.06 08:00 | modify | 2 | 0.10 | 185.010 | 187.110 | 182.610 | ||
| 5 | 2023.09.14 16:00 | t/p | 2 | 0.10 | 182.610 | 187.110 | 182.610 | 144.99 | 10144.99 |
| 6 | 2023.09.14 16:00 | sell | 3 | 0.10 | 182.603 | 0.000 | 0.000 | ||
| 7 | 2023.09.14 16:00 | modify | 3 | 0.10 | 182.603 | 184.703 | 180.203 | ||
| 8 | 2023.09.21 12:00 | t/p | 1 | 0.10 | 181.509 | 186.009 | 181.509 | 122.19 | 10267.17 |
| 9 | 2023.09.21 12:00 | sell | 4 | 0.10 | 181.512 | 0.000 | 0.000 | ||
| 10 | 2023.09.21 12:00 | modify | 4 | 0.10 | 181.512 | 183.612 | 179.112 | ||
| 11 | 2023.10.03 16:00 | t/p | 3 | 0.10 | 180.203 | 184.703 | 180.203 | 127.25 | 10394.43 |
| 12 | 2023.10.03 16:00 | t/p | 4 | 0.10 | 179.112 | 183.612 | 179.112 | 144.99 | 10539.42 |
| 13 | 2023.10.03 16:00 | sell | 5 | 0.10 | 179.976 | 0.000 | 0.000 | ||
| 14 | 2023.10.03 16:00 | modify | 5 | 0.10 | 179.976 | 182.076 | 177.576 | ||
| 15 | 2023.10.06 12:00 | s/l | 5 | 0.10 | 182.076 | 182.076 | 177.576 | -161.70 | 10377.72 |
| 16 | 2023.10.06 12:00 | buy | 6 | 0.10 | 182.057 | 0.000 | 0.000 | ||
| 17 | 2023.10.06 12:00 | modify | 6 | 0.10 | 182.057 | 179.957 | 184.457 | ||
| 18 | 2023.10.10 12:00 | buy | 7 | 0.10 | 182.490 | 0.000 | 0.000 | ||
| 19 | 2023.10.10 12:00 | modify | 7 | 0.10 | 182.490 | 180.390 | 184.890 | ||
| 20 | 2023.11.03 16:00 | t/p | 6 | 0.10 | 184.457 | 179.957 | 184.457 | 202.31 | 10580.03 |
| 21 | 2023.11.03 16:00 | buy | 8 | 0.10 | 184.819 | 0.000 | 0.000 | ||
| 22 | 2023.11.03 16:00 | modify | 8 | 0.10 | 184.819 | 182.719 | 187.219 | ||
| 23 | 2023.11.03 20:00 | t/p | 7 | 0.10 | 184.890 | 180.390 | 184.890 | 200.02 | 10780.05 |
| 24 | 2023.11.08 20:00 | buy | 9 | 0.10 | 185.557 | 0.000 | 0.000 | ||
| 25 | 2023.11.08 20:00 | modify | 9 | 0.10 | 185.557 | 183.457 | 187.957 | ||
| 26 | 2023.11.14 16:00 | t/p | 8 | 0.10 | 187.219 | 182.719 | 187.219 | 180.62 | 10960.67 |
| 27 | 2023.11.14 16:00 | t/p | 9 | 0.10 | 187.957 | 183.457 | 187.957 | 177.19 | 11137.86 |
| 28 | 2023.11.14 16:00 | buy | 10 | 0.10 | 187.905 | 0.000 | 0.000 | ||
| 29 | 2023.11.14 16:00 | modify | 10 | 0.10 | 187.905 | 185.805 | 190.305 | ||
| 30 | 2023.11.17 04:00 | sell | 11 | 0.10 | 186.789 | 0.000 | 0.000 | ||
| 31 | 2023.11.17 04:00 | modify | 11 | 0.10 | 186.789 | 188.889 | 184.389 | ||
| 32 | 2023.11.17 12:00 | s/l | 10 | 0.10 | 185.805 | 185.805 | 190.305 | -143.34 | 10994.51 |
| 33 | 2023.11.23 12:00 | buy | 12 | 0.10 | 187.431 | 0.000 | 0.000 | ||
| 34 | 2023.11.23 12:00 | modify | 12 | 0.10 | 187.431 | 185.331 | 189.831 | ||
| 35 | 2023.12.04 16:00 | s/l | 12 | 0.10 | 185.331 | 185.331 | 189.831 | -138.77 | 10855.74 |
| 36 | 2023.12.04 16:00 | sell | 13 | 0.10 | 185.497 | 0.000 | 0.000 | ||
| 37 | 2023.12.04 16:00 | modify | 13 | 0.10 | 185.497 | 187.597 | 183.097 | ||
| 38 | 2023.12.07 04:00 | t/p | 11 | 0.10 | 184.389 | 188.889 | 184.389 | 119.65 | 10975.39 |
| 39 | 2023.12.07 12:00 | t/p | 13 | 0.10 | 183.097 | 187.597 | 183.097 | 157.65 | 11133.05 |
| 40 | 2023.12.13 16:00 | sell | 14 | 0.10 | 181.807 | 0.000 | 0.000 | ||
| 41 | 2023.12.13 16:00 | modify | 14 | 0.10 | 181.807 | 183.907 | 179.407 | ||
| 42 | 2023.12.14 00:00 | t/p | 14 | 0.10 | 179.407 | 183.907 | 179.407 | 162.72 | 11295.77 |
| 43 | 2023.12.19 12:00 | buy | 15 | 0.10 | 183.953 | 0.000 | 0.000 | ||
| 44 | 2023.12.19 12:00 | modify | 15 | 0.10 | 183.953 | 181.853 | 186.353 | ||
| 45 | 2023.12.20 08:00 | s/l | 15 | 0.10 | 181.853 | 181.853 | 186.353 | -147.91 | 11147.86 |
| 46 | 2023.12.21 04:00 | sell | 16 | 0.10 | 180.522 | 0.000 | 0.000 | ||
| 47 | 2023.12.21 04:00 | modify | 16 | 0.10 | 180.522 | 182.622 | 178.122 | ||
| 48 | 2023.12.25 04:00 | sell | 17 | 0.10 | 180.207 | 0.000 | 0.000 | ||
| 49 | 2023.12.25 04:00 | modify | 17 | 0.10 | 180.207 | 182.307 | 177.807 | ||
| 50 | 2024.01.04 12:00 | s/l | 16 | 0.10 | 182.622 | 182.622 | 178.122 | -184.50 | 10963.36 |
| 51 | 2024.01.04 12:00 | s/l | 17 | 0.10 | 182.307 | 182.307 | 177.807 | -179.43 | 10783.93 |
| 52 | 2024.01.04 12:00 | buy | 18 | 0.10 | 183.099 | 0.000 | 0.000 | ||
| 53 | 2024.01.04 12:00 | modify | 18 | 0.10 | 183.099 | 180.999 | 185.499 | ||
| 54 | 2024.01.10 08:00 | buy | 19 | 0.10 | 184.071 | 0.000 | 0.000 | ||
| 55 | 2024.01.10 08:00 | modify | 19 | 0.10 | 184.071 | 181.971 | 186.471 | ||
| 56 | 2024.01.10 20:00 | t/p | 18 | 0.10 | 185.499 | 180.999 | 185.499 | 174.92 | 10958.85 |
| 57 | 2024.01.15 12:00 | buy | 20 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 58 | 2024.01.15 12:00 | modify | 20 | 0.10 | 185.490 | 183.390 | 187.890 | ||
| 59 | 2024.01.17 08:00 | t/p | 19 | 0.10 | 186.471 | 181.971 | 186.471 | 178.33 | 11137.18 |
| 60 | 2024.01.17 08:00 | buy | 21 | 0.10 | 187.189 | 0.000 | 0.000 | ||
| 61 | 2024.01.17 08:00 | modify | 21 | 0.10 | 187.189 | 185.089 | 189.589 | ||
| 62 | 2024.01.17 16:00 | t/p | 20 | 0.10 | 187.890 | 183.390 | 187.890 | 172.62 | 11309.81 |
| 63 | 2024.01.29 16:00 | sell | 22 | 0.10 | 187.199 | 0.000 | 0.000 | ||
| 64 | 2024.01.29 16:00 | modify | 22 | 0.10 | 187.199 | 189.299 | 184.799 | ||
| 65 | 2024.02.13 08:00 | s/l | 22 | 0.10 | 189.299 | 189.299 | 184.799 | -187.03 | 11122.78 |
| 66 | 2024.02.13 12:00 | buy | 23 | 0.10 | 189.258 | 0.000 | 0.000 | ||
| 67 | 2024.02.13 12:00 | modify | 23 | 0.10 | 189.258 | 187.158 | 191.658 | ||
| 68 | 2024.02.13 16:00 | t/p | 21 | 0.10 | 189.589 | 185.089 | 189.589 | 201.17 | 11323.94 |
| 69 | 2024.02.16 20:00 | buy | 24 | 0.10 | 189.418 | 0.000 | 0.000 | ||
| 70 | 2024.02.16 20:00 | modify | 24 | 0.10 | 189.418 | 187.318 | 191.818 | ||
| 71 | 2024.03.19 16:00 | t/p | 23 | 0.10 | 191.658 | 187.158 | 191.658 | 210.30 | 11534.24 |
| 72 | 2024.03.19 16:00 | buy | 25 | 0.10 | 191.628 | 0.000 | 0.000 | ||
| 73 | 2024.03.19 16:00 | modify | 25 | 0.10 | 191.628 | 189.528 | 194.028 | ||
| 74 | 2024.03.19 20:00 | t/p | 24 | 0.10 | 191.818 | 187.318 | 191.818 | 204.59 | 11738.83 |
| 75 | 2024.03.27 16:00 | sell | 26 | 0.10 | 191.003 | 0.000 | 0.000 | ||
| 76 | 2024.03.27 16:00 | modify | 26 | 0.10 | 191.003 | 193.103 | 188.603 | ||
| 77 | 2024.04.24 20:00 | s/l | 26 | 0.10 | 193.103 | 193.103 | 188.603 | -219.96 | 11518.87 |
| 78 | 2024.04.24 20:00 | buy | 27 | 0.10 | 193.588 | 0.000 | 0.000 | ||
| 79 | 2024.04.24 20:00 | modify | 27 | 0.10 | 193.588 | 191.488 | 195.988 | ||
| 80 | 2024.04.25 08:00 | t/p | 25 | 0.10 | 194.028 | 189.528 | 194.028 | 214.87 | 11733.73 |
| 81 | 2024.04.26 08:00 | t/p | 27 | 0.10 | 195.988 | 191.488 | 195.988 | 174.92 | 11908.65 |
| 82 | 2024.05.06 12:00 | buy | 28 | 0.10 | 193.397 | 0.000 | 0.000 | ||
| 83 | 2024.05.06 12:00 | modify | 28 | 0.10 | 193.397 | 191.297 | 195.797 | ||
| 84 | 2024.05.13 16:00 | t/p | 28 | 0.10 | 195.797 | 191.297 | 195.797 | 178.33 | 12086.98 |
| 85 | 2024.05.13 16:00 | buy | 29 | 0.10 | 196.201 | 0.000 | 0.000 | ||
| 86 | 2024.05.13 16:00 | modify | 29 | 0.10 | 196.201 | 194.101 | 198.601 | ||
| 87 | 2024.05.16 04:00 | sell | 30 | 0.10 | 195.408 | 0.000 | 0.000 | ||
| 88 | 2024.05.16 04:00 | modify | 30 | 0.10 | 195.408 | 197.508 | 193.008 | ||
| 89 | 2024.05.17 16:00 | s/l | 30 | 0.10 | 197.508 | 197.508 | 193.008 | -151.56 | 11935.42 |
| 90 | 2024.05.17 16:00 | buy | 31 | 0.10 | 197.640 | 0.000 | 0.000 | ||
| 91 | 2024.05.17 16:00 | modify | 31 | 0.10 | 197.640 | 195.540 | 200.040 | ||
| 92 | 2024.05.20 20:00 | t/p | 29 | 0.10 | 198.601 | 194.101 | 198.601 | 178.33 | 12113.75 |
| 93 | 2024.05.24 16:00 | t/p | 31 | 0.10 | 200.040 | 195.540 | 200.040 | 178.33 | 12292.08 |
| 94 | 2024.05.30 04:00 | sell | 32 | 0.10 | 199.787 | 0.000 | 0.000 | ||
| 95 | 2024.05.30 04:00 | modify | 32 | 0.10 | 199.787 | 201.887 | 197.387 | ||
| 96 | 2024.06.03 12:00 | sell | 33 | 0.10 | 199.653 | 0.000 | 0.000 | ||
| 97 | 2024.06.03 12:00 | modify | 33 | 0.10 | 199.653 | 201.753 | 197.253 | ||
| 98 | 2024.06.04 12:00 | t/p | 32 | 0.10 | 197.387 | 201.887 | 197.387 | 162.72 | 12454.80 |
| 99 | 2024.06.04 12:00 | t/p | 33 | 0.10 | 197.253 | 201.753 | 197.253 | 167.79 | 12622.59 |
| 100 | 2024.06.05 16:00 | buy | 34 | 0.10 | 199.502 | 0.000 | 0.000 | ||
| 101 | 2024.06.05 16:00 | modify | 34 | 0.10 | 199.502 | 197.402 | 201.902 | ||
| 102 | 2024.06.10 00:00 | buy | 35 | 0.10 | 199.641 | 0.000 | 0.000 | ||
| 103 | 2024.06.10 00:00 | modify | 35 | 0.10 | 199.641 | 197.541 | 202.041 | ||
| 104 | 2024.06.23 20:00 | t/p | 34 | 0.10 | 201.902 | 197.402 | 201.902 | 190.89 | 12813.48 |
| 105 | 2024.06.23 20:00 | buy | 36 | 0.10 | 201.828 | 0.000 | 0.000 | ||
| 106 | 2024.06.23 20:00 | modify | 36 | 0.10 | 201.828 | 199.728 | 204.228 | ||
| 107 | 2024.06.24 00:00 | t/p | 35 | 0.10 | 202.041 | 197.541 | 202.041 | 186.32 | 12999.80 |
| 108 | 2024.07.01 08:00 | t/p | 36 | 0.10 | 204.228 | 199.728 | 204.228 | 179.47 | 13179.28 |
| 109 | 2024.07.01 08:00 | buy | 37 | 0.10 | 203.931 | 0.000 | 0.000 | ||
| 110 | 2024.07.01 08:00 | modify | 37 | 0.10 | 203.931 | 201.831 | 206.331 | ||
| 111 | 2024.07.05 16:00 | t/p | 37 | 0.10 | 206.331 | 201.831 | 206.331 | 177.19 | 13356.47 |
| 112 | 2024.07.17 12:00 | sell | 38 | 0.10 | 203.969 | 0.000 | 0.000 | ||
| 113 | 2024.07.17 12:00 | modify | 38 | 0.10 | 203.969 | 206.069 | 201.569 | ||
| 114 | 2024.07.23 04:00 | sell | 39 | 0.10 | 202.073 | 0.000 | 0.000 | ||
| 115 | 2024.07.23 04:00 | modify | 39 | 0.10 | 202.073 | 204.173 | 199.673 | ||
| 116 | 2024.07.23 08:00 | t/p | 38 | 0.10 | 201.569 | 206.069 | 201.569 | 155.12 | 13511.59 |
| 117 | 2024.07.24 08:00 | t/p | 39 | 0.10 | 199.673 | 204.173 | 199.673 | 167.79 | 13679.37 |
| 118 | 2024.07.30 20:00 | sell | 40 | 0.10 | 196.683 | 0.000 | 0.000 | ||
| 119 | 2024.07.30 20:00 | modify | 40 | 0.10 | 196.683 | 198.783 | 194.283 | ||
| 120 | 2024.07.31 08:00 | t/p | 40 | 0.10 | 194.283 | 198.783 | 194.283 | 167.79 | 13847.16 |
| 121 | 2024.08.12 08:00 | buy | 41 | 0.10 | 188.012 | 0.000 | 0.000 | ||
| 122 | 2024.08.12 08:00 | modify | 41 | 0.10 | 188.012 | 185.912 | 190.412 | ||
| 123 | 2024.08.15 16:00 | t/p | 41 | 0.10 | 190.412 | 185.912 | 190.412 | 176.05 | 14023.21 |
| 124 | 2024.08.20 20:00 | sell | 42 | 0.10 | 189.408 | 0.000 | 0.000 | ||
| 125 | 2024.08.20 20:00 | modify | 42 | 0.10 | 189.408 | 191.508 | 187.008 | ||
| 126 | 2024.08.22 04:00 | buy | 43 | 0.10 | 190.107 | 0.000 | 0.000 | ||
| 127 | 2024.08.22 04:00 | modify | 43 | 0.10 | 190.107 | 188.007 | 192.507 | ||
| 128 | 2024.08.22 12:00 | s/l | 42 | 0.10 | 191.508 | 191.508 | 187.008 | -159.16 | 13864.05 |
| 129 | 2024.08.27 08:00 | buy | 44 | 0.10 | 191.429 | 0.000 | 0.000 | ||
| 130 | 2024.08.27 08:00 | modify | 44 | 0.10 | 191.429 | 189.329 | 193.829 | ||
| 131 | 2024.08.30 23:59 | s/l | 43 | 0.10 | 188.007 | 188.007 | 192.507 | -139.92 | 13724.13 |
| 132 | 2024.08.30 23:59 | s/l | 44 | 0.10 | 189.329 | 189.329 | 193.829 | -143.34 | 13580.79 |