Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MACDISHelp="===================================="; MACD_FastEMAPeriod=10; MACD_SlowEMAPeriod=4; MACD_SignalPeriod=10; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=3; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=250; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=220; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=210; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 2604 | Ticks modelled | 77921 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2963.68 | Gross profit | 3431.37 | Gross loss | -467.69 |
| Profit factor | 7.34 | Expected payoff | 80.10 | ||
| Absolute drawdown | 76.56 | Maximal drawdown | 695.44 (5.56%) | Relative drawdown | 5.56% (695.44) |
| Total trades | 37 | Short positions (won %) | 23 (73.91%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 263.66 | loss trade | -148.33 | |
| Average | profit trade | 137.25 | loss trade | -38.97 | |
| Maximum | consecutive wins (profit in money) | 6 (956.27) | consecutive losses (loss in money) | 3 (-83.66) | |
| Maximal | consecutive profit (count of wins) | 956.27 (6) | consecutive loss (count of losses) | -162.60 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 04:00 | buy | 1 | 0.10 | 1.09076 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.04 04:00 | modify | 1 | 0.10 | 1.09076 | 1.07576 | 1.11576 | ||
| 3 | 2023.07.11 08:00 | buy | 2 | 0.10 | 1.10110 | 0.00000 | 0.00000 | ||
| 4 | 2023.07.11 08:00 | modify | 2 | 0.10 | 1.10110 | 1.08610 | 1.12610 | ||
| 5 | 2023.07.12 16:30 | modify | 1 | 0.10 | 1.09076 | 1.10976 | 1.11576 | ||
| 6 | 2023.07.13 00:05 | modify | 1 | 0.10 | 1.09076 | 1.11276 | 1.11576 | ||
| 7 | 2023.07.13 07:40 | t/p | 1 | 0.10 | 1.11576 | 1.11276 | 1.11576 | 242.70 | 10242.70 |
| 8 | 2023.07.14 01:40 | modify | 2 | 0.10 | 1.10110 | 1.12010 | 1.12610 | ||
| 9 | 2023.07.14 08:00 | buy | 3 | 0.10 | 1.12243 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.14 08:00 | modify | 3 | 0.10 | 1.12243 | 1.10743 | 1.14743 | ||
| 11 | 2023.07.17 08:05 | modify | 2 | 0.10 | 1.10110 | 1.12310 | 1.12610 | ||
| 12 | 2023.07.17 10:33 | s/l | 2 | 0.10 | 1.12310 | 1.12310 | 1.12610 | 216.02 | 10458.71 |
| 13 | 2023.07.20 04:00 | close | 3 | 0.10 | 1.12259 | 1.10743 | 1.14743 | -2.38 | 10456.33 |
| 14 | 2023.07.20 04:00 | sell | 4 | 0.10 | 1.12259 | 0.00000 | 0.00000 | ||
| 15 | 2023.07.20 04:00 | modify | 4 | 0.10 | 1.12259 | 1.13759 | 1.09759 | ||
| 16 | 2023.07.25 08:00 | sell | 5 | 0.10 | 1.10712 | 0.00000 | 0.00000 | ||
| 17 | 2023.07.25 08:00 | modify | 5 | 0.10 | 1.10712 | 1.12212 | 1.08212 | ||
| 18 | 2023.07.27 13:40 | modify | 4 | 0.10 | 1.12259 | 1.10359 | 1.09759 | ||
| 19 | 2023.07.27 14:40 | modify | 4 | 0.10 | 1.12259 | 1.10059 | 1.09759 | ||
| 20 | 2023.07.27 15:40 | s/l | 4 | 0.10 | 1.10059 | 1.10059 | 1.09759 | 221.17 | 10677.49 |
| 21 | 2023.08.09 08:00 | sell | 6 | 0.10 | 1.09841 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.09 08:00 | modify | 6 | 0.10 | 1.09841 | 1.11341 | 1.07341 | ||
| 23 | 2023.08.15 08:00 | sell | 7 | 0.10 | 1.09233 | 0.00000 | 0.00000 | ||
| 24 | 2023.08.15 08:00 | modify | 7 | 0.10 | 1.09233 | 1.10733 | 1.06733 | ||
| 25 | 2023.08.18 12:40 | modify | 5 | 0.10 | 1.10712 | 1.08812 | 1.08212 | ||
| 26 | 2023.08.18 14:40 | s/l | 5 | 0.10 | 1.08812 | 1.08812 | 1.08212 | 194.33 | 10871.82 |
| 27 | 2023.08.31 08:00 | close | 7 | 0.10 | 1.08955 | 1.10733 | 1.06733 | 30.80 | 10902.62 |
| 28 | 2023.08.31 08:00 | close | 6 | 0.10 | 1.08955 | 1.11341 | 1.07341 | 92.60 | 10995.22 |
| 29 | 2023.08.31 08:00 | buy | 8 | 0.10 | 1.08955 | 0.00000 | 0.00000 | ||
| 30 | 2023.08.31 08:00 | modify | 8 | 0.10 | 1.08955 | 1.07455 | 1.11455 | ||
| 31 | 2023.09.04 08:00 | close | 8 | 0.10 | 1.07952 | 1.07455 | 1.11455 | -101.63 | 10893.59 |
| 32 | 2023.09.04 08:00 | sell | 9 | 0.10 | 1.07952 | 0.00000 | 0.00000 | ||
| 33 | 2023.09.04 08:00 | modify | 9 | 0.10 | 1.07952 | 1.09452 | 1.05452 | ||
| 34 | 2023.09.06 08:00 | sell | 10 | 0.10 | 1.07290 | 0.00000 | 0.00000 | ||
| 35 | 2023.09.06 08:00 | modify | 10 | 0.10 | 1.07290 | 1.08790 | 1.04790 | ||
| 36 | 2023.09.08 04:00 | sell | 11 | 0.10 | 1.07165 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.08 04:00 | modify | 11 | 0.10 | 1.07165 | 1.08665 | 1.04665 | ||
| 38 | 2023.09.26 06:40 | modify | 9 | 0.10 | 1.07952 | 1.06052 | 1.05452 | ||
| 39 | 2023.09.26 09:40 | s/l | 9 | 0.10 | 1.06052 | 1.06052 | 1.05452 | 193.66 | 11087.25 |
| 40 | 2023.09.27 16:30 | modify | 10 | 0.10 | 1.07290 | 1.05390 | 1.04790 | ||
| 41 | 2023.09.27 17:40 | modify | 11 | 0.10 | 1.07165 | 1.05265 | 1.04665 | ||
| 42 | 2023.09.27 17:40 | modify | 10 | 0.10 | 1.07290 | 1.05090 | 1.04790 | ||
| 43 | 2023.09.27 18:40 | s/l | 10 | 0.10 | 1.05090 | 1.05090 | 1.04790 | 223.50 | 11310.75 |
| 44 | 2023.09.28 08:40 | s/l | 11 | 0.10 | 1.05265 | 1.05265 | 1.04665 | 193.33 | 11504.08 |
| 45 | 2023.10.10 04:00 | sell | 12 | 0.10 | 1.05693 | 0.00000 | 0.00000 | ||
| 46 | 2023.10.10 04:00 | modify | 12 | 0.10 | 1.05693 | 1.07193 | 1.03193 | ||
| 47 | 2023.10.18 08:00 | close | 12 | 0.10 | 1.05817 | 1.07193 | 1.03193 | -11.07 | 11493.02 |
| 48 | 2023.10.18 08:00 | buy | 13 | 0.10 | 1.05817 | 0.00000 | 0.00000 | ||
| 49 | 2023.10.18 08:00 | modify | 13 | 0.10 | 1.05817 | 1.04317 | 1.08317 | ||
| 50 | 2023.10.30 08:00 | buy | 14 | 0.10 | 1.05595 | 0.00000 | 0.00000 | ||
| 51 | 2023.10.30 08:00 | modify | 14 | 0.10 | 1.05595 | 1.04095 | 1.08095 | ||
| 52 | 2023.11.14 13:40 | modify | 14 | 0.10 | 1.05595 | 1.07795 | 1.08095 | ||
| 53 | 2023.11.14 13:55 | s/l | 14 | 0.10 | 1.07795 | 1.07795 | 1.08095 | 210.04 | 11703.06 |
| 54 | 2023.11.14 14:20 | modify | 13 | 0.10 | 1.05817 | 1.07717 | 1.08317 | ||
| 55 | 2023.11.14 14:30 | modify | 13 | 0.10 | 1.05817 | 1.08017 | 1.08317 | ||
| 56 | 2023.11.14 14:40 | t/p | 13 | 0.10 | 1.08317 | 1.08017 | 1.08317 | 232.07 | 11935.13 |
| 57 | 2023.11.21 08:00 | buy | 15 | 0.10 | 1.09568 | 0.00000 | 0.00000 | ||
| 58 | 2023.11.21 08:00 | modify | 15 | 0.10 | 1.09568 | 1.08068 | 1.12068 | ||
| 59 | 2023.11.23 08:00 | close | 15 | 0.10 | 1.09137 | 1.08068 | 1.12068 | -45.76 | 11889.37 |
| 60 | 2023.11.23 08:00 | sell | 16 | 0.10 | 1.09137 | 0.00000 | 0.00000 | ||
| 61 | 2023.11.23 08:00 | modify | 16 | 0.10 | 1.09137 | 1.10637 | 1.06637 | ||
| 62 | 2023.12.05 04:00 | sell | 17 | 0.10 | 1.08403 | 0.00000 | 0.00000 | ||
| 63 | 2023.12.05 04:00 | modify | 17 | 0.10 | 1.08403 | 1.09903 | 1.05903 | ||
| 64 | 2023.12.05 08:00 | close | 17 | 0.10 | 1.08101 | 1.09903 | 1.05903 | 30.20 | 11919.57 |
| 65 | 2023.12.05 08:00 | close | 16 | 0.10 | 1.08101 | 1.10637 | 1.06637 | 105.27 | 12024.84 |
| 66 | 2023.12.05 08:00 | buy | 18 | 0.10 | 1.08101 | 0.00000 | 0.00000 | ||
| 67 | 2023.12.05 08:00 | modify | 18 | 0.10 | 1.08101 | 1.06601 | 1.10601 | ||
| 68 | 2023.12.06 04:00 | close | 18 | 0.10 | 1.07965 | 1.06601 | 1.10601 | -14.26 | 12010.57 |
| 69 | 2023.12.06 04:00 | sell | 19 | 0.10 | 1.07965 | 0.00000 | 0.00000 | ||
| 70 | 2023.12.06 04:00 | modify | 19 | 0.10 | 1.07965 | 1.09465 | 1.05465 | ||
| 71 | 2023.12.14 12:05 | modify | 19 | 0.10 | 1.07965 | 1.09465 | 1.06865 | ||
| 72 | 2023.12.14 13:40 | s/l | 19 | 0.10 | 1.09465 | 1.09465 | 1.06865 | -148.33 | 11862.24 |
| 73 | 2024.01.03 08:00 | sell | 20 | 0.10 | 1.09602 | 0.00000 | 0.00000 | ||
| 74 | 2024.01.03 08:00 | modify | 20 | 0.10 | 1.09602 | 1.11102 | 1.07102 | ||
| 75 | 2024.01.08 04:00 | close | 20 | 0.10 | 1.09359 | 1.11102 | 1.07102 | 25.13 | 11887.37 |
| 76 | 2024.01.08 04:00 | buy | 21 | 0.10 | 1.09359 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.08 04:00 | modify | 21 | 0.10 | 1.09359 | 1.07859 | 1.11859 | ||
| 78 | 2024.01.08 08:00 | close | 21 | 0.10 | 1.09454 | 1.07859 | 1.11859 | 9.50 | 11896.87 |
| 79 | 2024.01.08 08:00 | sell | 22 | 0.10 | 1.09454 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.08 08:00 | modify | 22 | 0.10 | 1.09454 | 1.10954 | 1.06954 | ||
| 81 | 2024.01.23 08:00 | sell | 23 | 0.10 | 1.09084 | 0.00000 | 0.00000 | ||
| 82 | 2024.01.23 08:00 | modify | 23 | 0.10 | 1.09084 | 1.10584 | 1.06584 | ||
| 83 | 2024.01.24 08:00 | sell | 24 | 0.10 | 1.08733 | 0.00000 | 0.00000 | ||
| 84 | 2024.01.24 08:00 | modify | 24 | 0.10 | 1.08733 | 1.10233 | 1.06233 | ||
| 85 | 2024.02.13 13:40 | modify | 22 | 0.10 | 1.09454 | 1.07254 | 1.06954 | ||
| 86 | 2024.02.13 13:55 | s/l | 22 | 0.10 | 1.07254 | 1.07254 | 1.06954 | 226.00 | 12122.87 |
| 87 | 2024.02.22 08:00 | sell | 25 | 0.10 | 1.08531 | 0.00000 | 0.00000 | ||
| 88 | 2024.02.22 08:00 | modify | 25 | 0.10 | 1.08531 | 1.10031 | 1.06031 | ||
| 89 | 2024.04.12 06:40 | modify | 23 | 0.10 | 1.09084 | 1.07184 | 1.06584 | ||
| 90 | 2024.04.12 09:20 | modify | 23 | 0.10 | 1.09084 | 1.06884 | 1.06584 | ||
| 91 | 2024.04.12 09:40 | t/p | 23 | 0.10 | 1.06584 | 1.06884 | 1.06584 | 263.66 | 12386.52 |
| 92 | 2024.04.12 10:30 | modify | 24 | 0.10 | 1.08733 | 1.06833 | 1.06233 | ||
| 93 | 2024.04.12 12:40 | modify | 24 | 0.10 | 1.08733 | 1.06533 | 1.06233 | ||
| 94 | 2024.04.12 14:40 | modify | 25 | 0.10 | 1.08531 | 1.06631 | 1.06031 | ||
| 95 | 2024.04.12 15:40 | s/l | 24 | 0.10 | 1.06533 | 1.06533 | 1.06233 | 233.49 | 12620.01 |
| 96 | 2024.04.15 06:05 | s/l | 25 | 0.10 | 1.06631 | 1.06631 | 1.06031 | 198.49 | 12818.51 |
| 97 | 2024.04.23 04:00 | sell | 26 | 0.10 | 1.06561 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.23 04:00 | modify | 26 | 0.10 | 1.06561 | 1.08061 | 1.04061 | ||
| 99 | 2024.04.25 08:00 | sell | 27 | 0.10 | 1.07210 | 0.00000 | 0.00000 | ||
| 100 | 2024.04.25 08:00 | modify | 27 | 0.10 | 1.07210 | 1.08710 | 1.04710 | ||
| 101 | 2024.04.26 04:00 | close | 27 | 0.10 | 1.07261 | 1.08710 | 1.04710 | -4.93 | 12813.57 |
| 102 | 2024.04.26 04:00 | close | 26 | 0.10 | 1.07261 | 1.08061 | 1.04061 | -69.17 | 12744.41 |
| 103 | 2024.04.26 04:00 | buy | 28 | 0.10 | 1.07261 | 0.00000 | 0.00000 | ||
| 104 | 2024.04.26 04:00 | modify | 28 | 0.10 | 1.07261 | 1.05761 | 1.09761 | ||
| 105 | 2024.04.29 08:00 | close | 28 | 0.10 | 1.07172 | 1.05761 | 1.09761 | -9.56 | 12734.84 |
| 106 | 2024.04.29 08:00 | sell | 29 | 0.10 | 1.07172 | 0.00000 | 0.00000 | ||
| 107 | 2024.04.29 08:00 | modify | 29 | 0.10 | 1.07172 | 1.08672 | 1.04672 | ||
| 108 | 2024.04.30 08:00 | close | 29 | 0.10 | 1.07080 | 1.08672 | 1.04672 | 9.37 | 12744.21 |
| 109 | 2024.04.30 08:00 | buy | 30 | 0.10 | 1.07080 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.30 08:00 | modify | 30 | 0.10 | 1.07080 | 1.05580 | 1.09580 | ||
| 111 | 2024.05.06 04:00 | buy | 31 | 0.10 | 1.07677 | 0.00000 | 0.00000 | ||
| 112 | 2024.05.06 04:00 | modify | 31 | 0.10 | 1.07677 | 1.06177 | 1.10177 | ||
| 113 | 2024.05.09 04:00 | close | 31 | 0.10 | 1.07477 | 1.06177 | 1.10177 | -23.32 | 12720.89 |
| 114 | 2024.05.09 04:00 | close | 30 | 0.10 | 1.07477 | 1.05580 | 1.09580 | 32.40 | 12753.29 |
| 115 | 2024.05.09 04:00 | sell | 32 | 0.10 | 1.07477 | 0.00000 | 0.00000 | ||
| 116 | 2024.05.09 04:00 | modify | 32 | 0.10 | 1.07477 | 1.08977 | 1.04977 | ||
| 117 | 2024.05.09 08:00 | close | 32 | 0.10 | 1.07375 | 1.08977 | 1.04977 | 10.20 | 12763.49 |
| 118 | 2024.05.09 08:00 | buy | 33 | 0.10 | 1.07375 | 0.00000 | 0.00000 | ||
| 119 | 2024.05.09 08:00 | modify | 33 | 0.10 | 1.07375 | 1.05875 | 1.09875 | ||
| 120 | 2024.05.14 08:00 | buy | 34 | 0.10 | 1.07901 | 0.00000 | 0.00000 | ||
| 121 | 2024.05.14 08:00 | modify | 34 | 0.10 | 1.07901 | 1.06401 | 1.10401 | ||
| 122 | 2024.05.20 04:00 | close | 34 | 0.10 | 1.08780 | 1.06401 | 1.10401 | 83.92 | 12847.40 |
| 123 | 2024.05.20 04:00 | close | 33 | 0.10 | 1.08780 | 1.05875 | 1.09875 | 134.52 | 12981.93 |
| 124 | 2024.05.20 04:00 | sell | 35 | 0.10 | 1.08780 | 0.00000 | 0.00000 | ||
| 125 | 2024.05.20 04:00 | modify | 35 | 0.10 | 1.08780 | 1.10280 | 1.06280 | ||
| 126 | 2024.05.22 08:00 | sell | 36 | 0.10 | 1.08577 | 0.00000 | 0.00000 | ||
| 127 | 2024.05.22 08:00 | modify | 36 | 0.10 | 1.08577 | 1.10077 | 1.06077 | ||
| 128 | 2024.05.24 08:00 | sell | 37 | 0.10 | 1.08243 | 0.00000 | 0.00000 | ||
| 129 | 2024.05.24 08:00 | modify | 37 | 0.10 | 1.08243 | 1.09743 | 1.05743 | ||
| 130 | 2024.06.28 23:59 | close at stop | 37 | 0.10 | 1.08658 | 1.09743 | 1.05743 | -35.67 | 12946.26 |
| 131 | 2024.06.28 23:59 | close at stop | 36 | 0.10 | 1.08658 | 1.10077 | 1.06077 | -1.60 | 12944.65 |
| 132 | 2024.06.28 23:59 | close at stop | 35 | 0.10 | 1.08658 | 1.10280 | 1.06280 | 19.03 | 12963.68 |