Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=22; MACD_SlowEMAPeriod=8; MACD_SignalPeriod=16; MACD_AppliedPrice=0; PositionAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=4; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=230; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=160; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=70; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=240; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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=181103; | ||||
| Bars in test | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 3098.60 | Gross profit | 4772.57 | Gross loss | -1673.97 |
| Profit factor | 2.85 | Expected payoff | 83.75 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 439.44 (3.52%) | Relative drawdown | 3.52% (439.44) |
| Total trades | 37 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
| Largest | profit trade | 246.89 | loss trade | -162.20 | |
| Average | profit trade | 183.56 | loss trade | -152.18 | |
| Maximum | consecutive wins (profit in money) | 5 (971.83) | consecutive losses (loss in money) | 2 (-297.59) | |
| Maximal | consecutive profit (count of wins) | 971.83 (5) | consecutive loss (count of losses) | -297.59 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.11 04:00 | sell | 1 | 0.10 | 1.09744 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.11 04:00 | modify | 1 | 0.10 | 1.09744 | 1.11244 | 1.07444 | ||
| 3 | 2023.05.11 08:00 | buy | 2 | 0.10 | 1.09330 | 0.00000 | 0.00000 | ||
| 4 | 2023.05.11 08:00 | modify | 2 | 0.10 | 1.09330 | 1.07830 | 1.11630 | ||
| 5 | 2023.05.18 04:00 | sell | 3 | 0.10 | 1.08398 | 0.00000 | 0.00000 | ||
| 6 | 2023.05.18 04:00 | modify | 3 | 0.10 | 1.08398 | 1.09898 | 1.06098 | ||
| 7 | 2023.05.18 08:00 | buy | 4 | 0.10 | 1.08195 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.18 08:00 | modify | 4 | 0.10 | 1.08195 | 1.06695 | 1.10495 | ||
| 9 | 2023.05.18 16:00 | s/l | 2 | 0.10 | 1.07830 | 1.07830 | 1.11630 | -154.49 | 9845.51 |
| 10 | 2023.05.18 16:00 | modify | 1 | 0.10 | 1.09744 | 1.08482 | 1.07444 | ||
| 11 | 2023.05.25 04:00 | t/p | 1 | 0.10 | 1.07444 | 1.08482 | 1.07444 | 233.07 | 10078.58 |
| 12 | 2023.05.26 12:00 | sell | 5 | 0.10 | 1.07525 | 0.00000 | 0.00000 | ||
| 13 | 2023.05.26 12:00 | modify | 5 | 0.10 | 1.07525 | 1.09025 | 1.05225 | ||
| 14 | 2023.05.30 08:00 | buy | 6 | 0.10 | 1.06931 | 0.00000 | 0.00000 | ||
| 15 | 2023.05.30 08:00 | modify | 6 | 0.10 | 1.06931 | 1.05431 | 1.09231 | ||
| 16 | 2023.05.31 08:00 | modify | 3 | 0.10 | 1.08398 | 1.07998 | 1.06098 | ||
| 17 | 2023.05.31 12:00 | s/l | 4 | 0.10 | 1.06695 | 1.06695 | 1.10495 | -157.06 | 9921.51 |
| 18 | 2023.05.31 12:00 | buy | 7 | 0.10 | 1.06827 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.31 12:00 | modify | 7 | 0.10 | 1.06827 | 1.05327 | 1.09127 | ||
| 20 | 2023.05.31 16:00 | modify | 3 | 0.10 | 1.08398 | 1.07257 | 1.06098 | ||
| 21 | 2023.06.01 16:00 | s/l | 3 | 0.10 | 1.07257 | 1.07257 | 1.06098 | 117.17 | 10038.68 |
| 22 | 2023.06.05 04:00 | buy | 8 | 0.10 | 1.07056 | 0.00000 | 0.00000 | ||
| 23 | 2023.06.05 04:00 | modify | 8 | 0.10 | 1.07056 | 1.05556 | 1.09356 | ||
| 24 | 2023.06.14 16:00 | modify | 7 | 0.10 | 1.06827 | 1.07227 | 1.09127 | ||
| 25 | 2023.06.14 16:00 | modify | 6 | 0.10 | 1.06931 | 1.07331 | 1.09231 | ||
| 26 | 2023.06.15 16:00 | s/l | 5 | 0.10 | 1.09025 | 1.09025 | 1.05225 | -145.61 | 9893.07 |
| 27 | 2023.06.15 16:00 | t/p | 6 | 0.10 | 1.09231 | 1.07331 | 1.09231 | 218.44 | 10111.51 |
| 28 | 2023.06.15 16:00 | t/p | 7 | 0.10 | 1.09127 | 1.07227 | 1.09127 | 219.08 | 10330.60 |
| 29 | 2023.06.15 16:00 | t/p | 8 | 0.10 | 1.09356 | 1.05556 | 1.09356 | 222.29 | 10552.89 |
| 30 | 2023.06.19 08:00 | buy | 9 | 0.10 | 1.09322 | 0.00000 | 0.00000 | ||
| 31 | 2023.06.19 08:00 | modify | 9 | 0.10 | 1.09322 | 1.07822 | 1.11622 | ||
| 32 | 2023.06.27 04:00 | sell | 10 | 0.10 | 1.09265 | 0.00000 | 0.00000 | ||
| 33 | 2023.06.27 04:00 | modify | 10 | 0.10 | 1.09265 | 1.10765 | 1.06965 | ||
| 34 | 2023.07.12 12:00 | buy | 11 | 0.10 | 1.10179 | 0.00000 | 0.00000 | ||
| 35 | 2023.07.12 12:00 | modify | 11 | 0.10 | 1.10179 | 1.08679 | 1.12479 | ||
| 36 | 2023.07.12 16:00 | s/l | 10 | 0.10 | 1.10765 | 1.10765 | 1.06965 | -146.71 | 10406.18 |
| 37 | 2023.07.12 16:00 | modify | 9 | 0.10 | 1.09322 | 1.10520 | 1.11622 | ||
| 38 | 2023.07.13 12:00 | t/p | 9 | 0.10 | 1.11622 | 1.10520 | 1.11622 | 213.31 | 10619.48 |
| 39 | 2023.07.13 16:00 | modify | 11 | 0.10 | 1.10179 | 1.10579 | 1.12479 | ||
| 40 | 2023.07.13 20:00 | modify | 11 | 0.10 | 1.10179 | 1.11562 | 1.12479 | ||
| 41 | 2023.07.17 12:00 | t/p | 11 | 0.10 | 1.12479 | 1.11562 | 1.12479 | 226.79 | 10846.27 |
| 42 | 2023.07.26 08:00 | sell | 12 | 0.10 | 1.10692 | 0.00000 | 0.00000 | ||
| 43 | 2023.07.26 08:00 | modify | 12 | 0.10 | 1.10692 | 1.12192 | 1.08392 | ||
| 44 | 2023.07.31 04:00 | sell | 13 | 0.10 | 1.10124 | 0.00000 | 0.00000 | ||
| 45 | 2023.07.31 04:00 | modify | 13 | 0.10 | 1.10124 | 1.11624 | 1.07824 | ||
| 46 | 2023.08.08 12:00 | buy | 14 | 0.10 | 1.09442 | 0.00000 | 0.00000 | ||
| 47 | 2023.08.08 12:00 | modify | 14 | 0.10 | 1.09442 | 1.07942 | 1.11742 | ||
| 48 | 2023.08.10 08:00 | sell | 15 | 0.10 | 1.10083 | 0.00000 | 0.00000 | ||
| 49 | 2023.08.10 08:00 | modify | 15 | 0.10 | 1.10083 | 1.11583 | 1.07783 | ||
| 50 | 2023.08.14 20:00 | modify | 12 | 0.10 | 1.10692 | 1.10292 | 1.08392 | ||
| 51 | 2023.08.16 20:00 | modify | 12 | 0.10 | 1.10692 | 1.09473 | 1.08392 | ||
| 52 | 2023.08.22 16:00 | t/p | 12 | 0.10 | 1.08392 | 1.09473 | 1.08392 | 235.92 | 11082.20 |
| 53 | 2023.08.22 16:00 | modify | 13 | 0.10 | 1.10124 | 1.09724 | 1.07824 | ||
| 54 | 2023.08.23 08:00 | modify | 15 | 0.10 | 1.10083 | 1.08908 | 1.07783 | ||
| 55 | 2023.08.23 08:00 | modify | 13 | 0.10 | 1.10124 | 1.08908 | 1.07824 | ||
| 56 | 2023.08.25 00:00 | s/l | 14 | 0.10 | 1.07942 | 1.07942 | 1.11742 | -162.20 | 10920.00 |
| 57 | 2023.08.25 08:00 | t/p | 13 | 0.10 | 1.07824 | 1.08908 | 1.07824 | 235.92 | 11155.92 |
| 58 | 2023.08.25 08:00 | t/p | 15 | 0.10 | 1.07783 | 1.08908 | 1.07783 | 233.29 | 11389.21 |
| 59 | 2023.08.28 08:00 | sell | 16 | 0.10 | 1.08085 | 0.00000 | 0.00000 | ||
| 60 | 2023.08.28 08:00 | modify | 16 | 0.10 | 1.08085 | 1.09585 | 1.05785 | ||
| 61 | 2023.09.07 04:00 | sell | 17 | 0.10 | 1.07295 | 0.00000 | 0.00000 | ||
| 62 | 2023.09.07 04:00 | modify | 17 | 0.10 | 1.07295 | 1.08795 | 1.04995 | ||
| 63 | 2023.09.14 08:00 | buy | 18 | 0.10 | 1.07366 | 0.00000 | 0.00000 | ||
| 64 | 2023.09.14 08:00 | modify | 18 | 0.10 | 1.07366 | 1.05866 | 1.09666 | ||
| 65 | 2023.09.14 20:00 | modify | 16 | 0.10 | 1.08085 | 1.07685 | 1.05785 | ||
| 66 | 2023.09.18 12:00 | sell | 19 | 0.10 | 1.06631 | 0.00000 | 0.00000 | ||
| 67 | 2023.09.18 12:00 | modify | 19 | 0.10 | 1.06631 | 1.08131 | 1.04331 | ||
| 68 | 2023.09.25 16:00 | t/p | 16 | 0.10 | 1.05785 | 1.07685 | 1.05785 | 236.14 | 11625.35 |
| 69 | 2023.09.25 16:00 | s/l | 18 | 0.10 | 1.05866 | 1.05866 | 1.09666 | -155.78 | 11469.57 |
| 70 | 2023.09.27 04:00 | modify | 17 | 0.10 | 1.07295 | 1.06895 | 1.04995 | ||
| 71 | 2023.09.27 12:00 | modify | 17 | 0.10 | 1.07295 | 1.06125 | 1.04995 | ||
| 72 | 2023.09.27 20:00 | t/p | 17 | 0.10 | 1.04995 | 1.06125 | 1.04995 | 233.95 | 11703.52 |
| 73 | 2023.10.02 16:00 | modify | 19 | 0.10 | 1.06631 | 1.06231 | 1.04331 | ||
| 74 | 2023.10.03 00:00 | modify | 19 | 0.10 | 1.06631 | 1.05528 | 1.04331 | ||
| 75 | 2023.10.05 20:00 | s/l | 19 | 0.10 | 1.05528 | 1.05528 | 1.04331 | 114.47 | 11817.98 |
| 76 | 2023.10.09 12:00 | buy | 20 | 0.10 | 1.05311 | 0.00000 | 0.00000 | ||
| 77 | 2023.10.09 12:00 | modify | 20 | 0.10 | 1.05311 | 1.03811 | 1.07611 | ||
| 78 | 2023.11.01 04:00 | buy | 21 | 0.10 | 1.05734 | 0.00000 | 0.00000 | ||
| 79 | 2023.11.01 04:00 | modify | 21 | 0.10 | 1.05734 | 1.04234 | 1.08034 | ||
| 80 | 2023.11.02 12:00 | sell | 22 | 0.10 | 1.06338 | 0.00000 | 0.00000 | ||
| 81 | 2023.11.02 12:00 | modify | 22 | 0.10 | 1.06338 | 1.07838 | 1.04038 | ||
| 82 | 2023.11.03 16:00 | modify | 20 | 0.10 | 1.05311 | 1.06620 | 1.07611 | ||
| 83 | 2023.11.06 04:00 | modify | 21 | 0.10 | 1.05734 | 1.06134 | 1.08034 | ||
| 84 | 2023.11.07 08:00 | buy | 23 | 0.10 | 1.06996 | 0.00000 | 0.00000 | ||
| 85 | 2023.11.07 08:00 | modify | 23 | 0.10 | 1.06996 | 1.05496 | 1.09296 | ||
| 86 | 2023.11.08 12:00 | s/l | 20 | 0.10 | 1.06620 | 1.06620 | 1.07611 | 111.64 | 11929.62 |
| 87 | 2023.11.13 12:00 | sell | 24 | 0.10 | 1.06872 | 0.00000 | 0.00000 | ||
| 88 | 2023.11.13 12:00 | modify | 24 | 0.10 | 1.06872 | 1.08372 | 1.04572 | ||
| 89 | 2023.11.14 16:00 | t/p | 21 | 0.10 | 1.08034 | 1.06134 | 1.08034 | 221.65 | 12151.27 |
| 90 | 2023.11.14 16:00 | s/l | 22 | 0.10 | 1.07838 | 1.07838 | 1.04038 | -147.81 | 12003.46 |
| 91 | 2023.11.14 16:00 | s/l | 24 | 0.10 | 1.08372 | 1.08372 | 1.04572 | -149.78 | 11853.68 |
| 92 | 2023.11.14 20:00 | modify | 23 | 0.10 | 1.06996 | 1.08113 | 1.09296 | ||
| 93 | 2023.11.20 08:00 | t/p | 23 | 0.10 | 1.09296 | 1.08113 | 1.09296 | 221.65 | 12075.34 |
| 94 | 2023.11.20 12:00 | sell | 25 | 0.10 | 1.09228 | 0.00000 | 0.00000 | ||
| 95 | 2023.11.20 12:00 | modify | 25 | 0.10 | 1.09228 | 1.10728 | 1.06928 | ||
| 96 | 2023.12.07 04:00 | modify | 25 | 0.10 | 1.09228 | 1.08828 | 1.06928 | ||
| 97 | 2023.12.07 08:00 | sell | 26 | 0.10 | 1.07808 | 0.00000 | 0.00000 | ||
| 98 | 2023.12.07 08:00 | modify | 26 | 0.10 | 1.07808 | 1.09308 | 1.05508 | ||
| 99 | 2023.12.13 20:00 | s/l | 25 | 0.10 | 1.08828 | 1.08828 | 1.06928 | 45.04 | 12120.38 |
| 100 | 2023.12.14 12:00 | s/l | 26 | 0.10 | 1.09308 | 1.09308 | 1.05508 | -148.46 | 11971.92 |
| 101 | 2023.12.27 12:00 | sell | 27 | 0.10 | 1.10589 | 0.00000 | 0.00000 | ||
| 102 | 2023.12.27 12:00 | modify | 27 | 0.10 | 1.10589 | 1.12089 | 1.08289 | ||
| 103 | 2024.01.16 12:00 | modify | 27 | 0.10 | 1.10589 | 1.10189 | 1.08289 | ||
| 104 | 2024.01.16 20:00 | modify | 27 | 0.10 | 1.10589 | 1.09467 | 1.08289 | ||
| 105 | 2024.01.18 08:00 | sell | 28 | 0.10 | 1.08878 | 0.00000 | 0.00000 | ||
| 106 | 2024.01.18 08:00 | modify | 28 | 0.10 | 1.08878 | 1.10378 | 1.06578 | ||
| 107 | 2024.01.23 16:00 | t/p | 27 | 0.10 | 1.08289 | 1.09467 | 1.08289 | 235.92 | 12207.84 |
| 108 | 2024.01.30 12:00 | sell | 29 | 0.10 | 1.08418 | 0.00000 | 0.00000 | ||
| 109 | 2024.01.30 12:00 | modify | 29 | 0.10 | 1.08418 | 1.09918 | 1.06118 | ||
| 110 | 2024.02.01 08:00 | buy | 30 | 0.10 | 1.07962 | 0.00000 | 0.00000 | ||
| 111 | 2024.02.01 08:00 | modify | 30 | 0.10 | 1.07962 | 1.06462 | 1.10262 | ||
| 112 | 2024.02.07 04:00 | sell | 31 | 0.10 | 1.07587 | 0.00000 | 0.00000 | ||
| 113 | 2024.02.07 04:00 | modify | 31 | 0.10 | 1.07587 | 1.09087 | 1.05287 | ||
| 114 | 2024.02.13 16:00 | modify | 28 | 0.10 | 1.08878 | 1.08478 | 1.06578 | ||
| 115 | 2024.02.13 20:00 | modify | 28 | 0.10 | 1.08878 | 1.07742 | 1.06578 | ||
| 116 | 2024.02.15 16:00 | s/l | 28 | 0.10 | 1.07742 | 1.07742 | 1.06578 | 119.74 | 12327.58 |
| 117 | 2024.02.20 04:00 | buy | 32 | 0.10 | 1.07708 | 0.00000 | 0.00000 | ||
| 118 | 2024.02.20 04:00 | modify | 32 | 0.10 | 1.07708 | 1.06208 | 1.10008 | ||
| 119 | 2024.03.06 16:00 | s/l | 31 | 0.10 | 1.09087 | 1.09087 | 1.05287 | -143.86 | 12183.72 |
| 120 | 2024.03.07 20:00 | modify | 32 | 0.10 | 1.07708 | 1.08108 | 1.10008 | ||
| 121 | 2024.03.08 00:00 | modify | 32 | 0.10 | 1.07708 | 1.08810 | 1.10008 | ||
| 122 | 2024.03.08 16:00 | modify | 30 | 0.10 | 1.07962 | 1.08362 | 1.10262 | ||
| 123 | 2024.03.11 04:00 | buy | 33 | 0.10 | 1.09441 | 0.00000 | 0.00000 | ||
| 124 | 2024.03.11 04:00 | modify | 33 | 0.10 | 1.09441 | 1.07941 | 1.11741 | ||
| 125 | 2024.03.14 20:00 | s/l | 32 | 0.10 | 1.08810 | 1.08810 | 1.10008 | 94.15 | 12277.86 |
| 126 | 2024.03.19 04:00 | sell | 34 | 0.10 | 1.08739 | 0.00000 | 0.00000 | ||
| 127 | 2024.03.19 04:00 | modify | 34 | 0.10 | 1.08739 | 1.10239 | 1.06439 | ||
| 128 | 2024.03.19 12:00 | s/l | 30 | 0.10 | 1.08362 | 1.08362 | 1.10262 | 11.11 | 12288.97 |
| 129 | 2024.03.20 04:00 | sell | 35 | 0.10 | 1.08699 | 0.00000 | 0.00000 | ||
| 130 | 2024.03.20 04:00 | modify | 35 | 0.10 | 1.08699 | 1.10199 | 1.06399 | ||
| 131 | 2024.03.28 12:00 | s/l | 33 | 0.10 | 1.07941 | 1.07941 | 1.11741 | -162.20 | 12126.77 |
| 132 | 2024.04.09 12:00 | sell | 36 | 0.10 | 1.08614 | 0.00000 | 0.00000 | ||
| 133 | 2024.04.09 12:00 | modify | 36 | 0.10 | 1.08614 | 1.10114 | 1.06314 | ||
| 134 | 2024.04.12 08:00 | modify | 36 | 0.10 | 1.08614 | 1.08214 | 1.06314 | ||
| 135 | 2024.04.12 08:00 | modify | 35 | 0.10 | 1.08699 | 1.07572 | 1.06399 | ||
| 136 | 2024.04.12 08:00 | modify | 34 | 0.10 | 1.08739 | 1.07572 | 1.06439 | ||
| 137 | 2024.04.12 12:00 | modify | 36 | 0.10 | 1.08614 | 1.07240 | 1.06314 | ||
| 138 | 2024.04.12 12:00 | modify | 29 | 0.10 | 1.08418 | 1.07240 | 1.06118 | ||
| 139 | 2024.04.12 16:00 | t/p | 34 | 0.10 | 1.06439 | 1.07572 | 1.06439 | 235.70 | 12362.47 |
| 140 | 2024.04.12 16:00 | t/p | 35 | 0.10 | 1.06399 | 1.07572 | 1.06399 | 235.48 | 12597.95 |
| 141 | 2024.04.12 16:00 | t/p | 36 | 0.10 | 1.06314 | 1.07240 | 1.06314 | 231.10 | 12829.05 |
| 142 | 2024.04.16 04:00 | t/p | 29 | 0.10 | 1.06118 | 1.07240 | 1.06118 | 246.89 | 13075.94 |
| 143 | 2024.04.22 12:00 | buy | 37 | 0.10 | 1.06381 | 0.00000 | 0.00000 | ||
| 144 | 2024.04.22 12:00 | modify | 37 | 0.10 | 1.06381 | 1.04881 | 1.08681 | ||
| 145 | 2024.04.30 23:59 | close at stop | 37 | 0.10 | 1.06659 | 1.04881 | 1.08681 | 22.66 | 13098.60 |