Strategy Tester Report
theTradeableMACD
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 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 | MACDISHelp="===================================="; MACD_FastEMAPeriod=27; MACD_SlowEMAPeriod=10; MACD_SignalPeriod=24; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=5; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=250; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=240; BreakEvenLockin=80; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=250; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2608 | Ticks modelled | 78719 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 3063.18 | Gross profit | 3436.28 | Gross loss | -373.10 |
| Profit factor | 9.21 | Expected payoff | 68.07 | ||
| Absolute drawdown | 169.18 | Maximal drawdown | 462.91 (4.47%) | Relative drawdown | 4.47% (462.91) |
| Total trades | 45 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 22 (81.82%) |
| Profit trades (% of total) | 36 (80.00%) | Loss trades (% of total) | 9 (20.00%) | ||
| Largest | profit trade | 249.04 | loss trade | -84.25 | |
| Average | profit trade | 95.45 | loss trade | -41.46 | |
| Maximum | consecutive wins (profit in money) | 11 (760.68) | consecutive losses (loss in money) | 2 (-69.05) | |
| Maximal | consecutive profit (count of wins) | 984.51 (6) | consecutive loss (count of losses) | -84.25 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.08 08:00 | sell | 1 | 0.10 | 0.63949 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.08 08:00 | modify | 1 | 0.10 | 0.63949 | 0.65449 | 0.61449 | ||
| 3 | 2023.09.19 12:00 | sell | 2 | 0.10 | 0.64644 | 0.00000 | 0.00000 | ||
| 4 | 2023.09.19 12:00 | modify | 2 | 0.10 | 0.64644 | 0.66144 | 0.62144 | ||
| 5 | 2023.10.05 12:00 | sell | 3 | 0.10 | 0.63486 | 0.00000 | 0.00000 | ||
| 6 | 2023.10.05 12:00 | modify | 3 | 0.10 | 0.63486 | 0.64986 | 0.60986 | ||
| 7 | 2023.10.12 12:00 | close | 3 | 0.10 | 0.64088 | 0.64986 | 0.60986 | -60.76 | 9939.24 |
| 8 | 2023.10.12 12:00 | close | 2 | 0.10 | 0.64088 | 0.66144 | 0.62144 | 53.60 | 9992.84 |
| 9 | 2023.10.12 12:00 | close | 1 | 0.10 | 0.64088 | 0.65449 | 0.61449 | -16.62 | 9976.22 |
| 10 | 2023.10.12 12:00 | buy | 4 | 0.10 | 0.64088 | 0.00000 | 0.00000 | ||
| 11 | 2023.10.12 12:00 | modify | 4 | 0.10 | 0.64088 | 0.62588 | 0.66588 | ||
| 12 | 2023.10.17 08:00 | close | 4 | 0.10 | 0.63574 | 0.62588 | 0.66588 | -52.43 | 9923.79 |
| 13 | 2023.10.17 08:00 | sell | 5 | 0.10 | 0.63574 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.17 08:00 | modify | 5 | 0.10 | 0.63574 | 0.65074 | 0.61074 | ||
| 15 | 2023.10.19 12:00 | close | 5 | 0.10 | 0.63142 | 0.65074 | 0.61074 | 42.88 | 9966.67 |
| 16 | 2023.10.19 12:00 | buy | 6 | 0.10 | 0.63142 | 0.00000 | 0.00000 | ||
| 17 | 2023.10.19 12:00 | modify | 6 | 0.10 | 0.63142 | 0.61642 | 0.65642 | ||
| 18 | 2023.11.01 04:00 | buy | 7 | 0.10 | 0.63382 | 0.00000 | 0.00000 | ||
| 19 | 2023.11.01 04:00 | modify | 7 | 0.10 | 0.63382 | 0.61882 | 0.65882 | ||
| 20 | 2023.11.03 16:40 | modify | 6 | 0.10 | 0.63142 | 0.62643 | 0.65642 | ||
| 21 | 2023.11.07 08:00 | buy | 8 | 0.10 | 0.64262 | 0.00000 | 0.00000 | ||
| 22 | 2023.11.07 08:00 | modify | 8 | 0.10 | 0.64262 | 0.62762 | 0.66762 | ||
| 23 | 2023.11.15 13:15 | modify | 7 | 0.10 | 0.63382 | 0.62918 | 0.65882 | ||
| 24 | 2023.11.20 03:40 | modify | 6 | 0.10 | 0.63142 | 0.62998 | 0.65642 | ||
| 25 | 2023.11.20 04:00 | close | 8 | 0.10 | 0.65487 | 0.62762 | 0.66762 | 118.05 | 10084.73 |
| 26 | 2023.11.20 04:00 | close | 7 | 0.10 | 0.65487 | 0.62918 | 0.65882 | 204.00 | 10288.73 |
| 27 | 2023.11.20 04:00 | close | 6 | 0.10 | 0.65487 | 0.62998 | 0.65642 | 224.24 | 10512.97 |
| 28 | 2023.11.20 04:00 | sell | 9 | 0.10 | 0.65487 | 0.00000 | 0.00000 | ||
| 29 | 2023.11.20 04:00 | modify | 9 | 0.10 | 0.65487 | 0.66987 | 0.62987 | ||
| 30 | 2023.11.22 04:00 | close | 9 | 0.10 | 0.65561 | 0.66987 | 0.62987 | -7.56 | 10505.41 |
| 31 | 2023.11.22 04:00 | buy | 10 | 0.10 | 0.65561 | 0.00000 | 0.00000 | ||
| 32 | 2023.11.22 04:00 | modify | 10 | 0.10 | 0.65561 | 0.64061 | 0.68061 | ||
| 33 | 2023.12.04 12:00 | buy | 11 | 0.10 | 0.66542 | 0.00000 | 0.00000 | ||
| 34 | 2023.12.04 12:00 | modify | 11 | 0.10 | 0.66542 | 0.65042 | 0.69042 | ||
| 35 | 2023.12.13 04:00 | buy | 12 | 0.10 | 0.65551 | 0.00000 | 0.00000 | ||
| 36 | 2023.12.13 04:00 | modify | 12 | 0.10 | 0.65551 | 0.64051 | 0.68051 | ||
| 37 | 2023.12.19 14:30 | modify | 12 | 0.10 | 0.65551 | 0.65081 | 0.68051 | ||
| 38 | 2023.12.19 14:30 | modify | 10 | 0.10 | 0.65561 | 0.65081 | 0.68061 | ||
| 39 | 2023.12.21 16:30 | modify | 12 | 0.10 | 0.65551 | 0.65433 | 0.68051 | ||
| 40 | 2023.12.21 16:30 | modify | 10 | 0.10 | 0.65561 | 0.65433 | 0.68061 | ||
| 41 | 2023.12.21 16:40 | modify | 12 | 0.10 | 0.65551 | 0.66351 | 0.68051 | ||
| 42 | 2023.12.21 16:40 | modify | 10 | 0.10 | 0.65561 | 0.66361 | 0.68061 | ||
| 43 | 2023.12.22 11:30 | t/p | 10 | 0.10 | 0.68061 | 0.66361 | 0.68061 | 239.06 | 10744.47 |
| 44 | 2023.12.22 11:30 | t/p | 12 | 0.10 | 0.68051 | 0.66351 | 0.68051 | 246.24 | 10990.70 |
| 45 | 2023.12.22 12:00 | close | 11 | 0.10 | 0.68094 | 0.65042 | 0.69042 | 148.36 | 11139.06 |
| 46 | 2023.12.22 12:00 | sell | 13 | 0.10 | 0.68094 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.22 12:00 | modify | 13 | 0.10 | 0.68094 | 0.69594 | 0.65594 | ||
| 48 | 2023.12.27 12:00 | sell | 14 | 0.10 | 0.68399 | 0.00000 | 0.00000 | ||
| 49 | 2023.12.27 12:00 | modify | 14 | 0.10 | 0.68399 | 0.69899 | 0.65899 | ||
| 50 | 2024.01.08 04:00 | sell | 15 | 0.10 | 0.67019 | 0.00000 | 0.00000 | ||
| 51 | 2024.01.08 04:00 | modify | 15 | 0.10 | 0.67019 | 0.68519 | 0.64519 | ||
| 52 | 2024.01.15 12:00 | close | 15 | 0.10 | 0.66655 | 0.68519 | 0.64519 | 35.84 | 11174.90 |
| 53 | 2024.01.15 12:00 | close | 14 | 0.10 | 0.66655 | 0.69899 | 0.65899 | 172.88 | 11347.78 |
| 54 | 2024.01.15 12:00 | close | 13 | 0.10 | 0.66655 | 0.69594 | 0.65594 | 142.14 | 11489.92 |
| 55 | 2024.01.15 12:00 | buy | 16 | 0.10 | 0.66655 | 0.00000 | 0.00000 | ||
| 56 | 2024.01.15 12:00 | modify | 16 | 0.10 | 0.66655 | 0.65155 | 0.69155 | ||
| 57 | 2024.01.17 15:15 | modify | 16 | 0.10 | 0.66655 | 0.65155 | 0.67755 | ||
| 58 | 2024.01.19 04:00 | close | 16 | 0.10 | 0.65833 | 0.65155 | 0.67755 | -84.25 | 11405.67 |
| 59 | 2024.01.19 04:00 | sell | 17 | 0.10 | 0.65833 | 0.00000 | 0.00000 | ||
| 60 | 2024.01.19 04:00 | modify | 17 | 0.10 | 0.65833 | 0.67333 | 0.63333 | ||
| 61 | 2024.01.31 04:00 | close | 17 | 0.10 | 0.65716 | 0.67333 | 0.63333 | 10.90 | 11416.57 |
| 62 | 2024.01.31 04:00 | buy | 18 | 0.10 | 0.65716 | 0.00000 | 0.00000 | ||
| 63 | 2024.01.31 04:00 | modify | 18 | 0.10 | 0.65716 | 0.64216 | 0.68216 | ||
| 64 | 2024.02.02 12:00 | close | 18 | 0.10 | 0.66052 | 0.64216 | 0.68216 | 32.23 | 11448.80 |
| 65 | 2024.02.02 12:00 | sell | 19 | 0.10 | 0.66052 | 0.00000 | 0.00000 | ||
| 66 | 2024.02.02 12:00 | modify | 19 | 0.10 | 0.66052 | 0.67552 | 0.63552 | ||
| 67 | 2024.02.22 08:00 | sell | 20 | 0.10 | 0.65889 | 0.00000 | 0.00000 | ||
| 68 | 2024.02.22 08:00 | modify | 20 | 0.10 | 0.65889 | 0.67389 | 0.63389 | ||
| 69 | 2024.03.22 12:00 | close | 20 | 0.10 | 0.65155 | 0.67389 | 0.63389 | 71.08 | 11519.88 |
| 70 | 2024.03.22 12:00 | close | 19 | 0.10 | 0.65155 | 0.67552 | 0.63552 | 85.78 | 11605.66 |
| 71 | 2024.03.22 12:00 | buy | 21 | 0.10 | 0.65155 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.22 12:00 | modify | 21 | 0.10 | 0.65155 | 0.63655 | 0.67655 | ||
| 73 | 2024.03.26 12:00 | close | 21 | 0.10 | 0.65526 | 0.63655 | 0.67655 | 36.42 | 11642.08 |
| 74 | 2024.03.26 12:00 | sell | 22 | 0.10 | 0.65526 | 0.00000 | 0.00000 | ||
| 75 | 2024.03.26 12:00 | modify | 22 | 0.10 | 0.65526 | 0.67026 | 0.63026 | ||
| 76 | 2024.03.28 12:00 | close | 22 | 0.10 | 0.64914 | 0.67026 | 0.63026 | 60.88 | 11702.96 |
| 77 | 2024.03.28 12:00 | buy | 23 | 0.10 | 0.64914 | 0.00000 | 0.00000 | ||
| 78 | 2024.03.28 12:00 | modify | 23 | 0.10 | 0.64914 | 0.63414 | 0.67414 | ||
| 79 | 2024.04.09 08:00 | buy | 24 | 0.10 | 0.66077 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.09 08:00 | modify | 24 | 0.10 | 0.66077 | 0.64577 | 0.68577 | ||
| 81 | 2024.04.09 12:00 | close | 24 | 0.10 | 0.66190 | 0.64577 | 0.68577 | 11.30 | 11714.26 |
| 82 | 2024.04.09 12:00 | close | 23 | 0.10 | 0.66190 | 0.63414 | 0.67414 | 124.18 | 11838.44 |
| 83 | 2024.04.09 12:00 | sell | 25 | 0.10 | 0.66190 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.09 12:00 | modify | 25 | 0.10 | 0.66190 | 0.67690 | 0.63690 | ||
| 85 | 2024.04.16 01:30 | modify | 25 | 0.10 | 0.66190 | 0.66678 | 0.63690 | ||
| 86 | 2024.04.19 01:40 | t/p | 25 | 0.10 | 0.63690 | 0.66678 | 0.63690 | 249.04 | 12087.48 |
| 87 | 2024.04.30 04:00 | buy | 26 | 0.10 | 0.65366 | 0.00000 | 0.00000 | ||
| 88 | 2024.04.30 04:00 | modify | 26 | 0.10 | 0.65366 | 0.63866 | 0.67866 | ||
| 89 | 2024.05.13 12:00 | close | 26 | 0.10 | 0.66162 | 0.63866 | 0.67866 | 75.15 | 12162.63 |
| 90 | 2024.05.13 12:00 | sell | 27 | 0.10 | 0.66162 | 0.00000 | 0.00000 | ||
| 91 | 2024.05.13 12:00 | modify | 27 | 0.10 | 0.66162 | 0.67662 | 0.63662 | ||
| 92 | 2024.05.14 12:00 | close | 27 | 0.10 | 0.66124 | 0.67662 | 0.63662 | 3.72 | 12166.35 |
| 93 | 2024.05.14 12:00 | buy | 28 | 0.10 | 0.66124 | 0.00000 | 0.00000 | ||
| 94 | 2024.05.14 12:00 | modify | 28 | 0.10 | 0.66124 | 0.64624 | 0.68624 | ||
| 95 | 2024.05.20 12:00 | buy | 29 | 0.10 | 0.66856 | 0.00000 | 0.00000 | ||
| 96 | 2024.05.20 12:00 | modify | 29 | 0.10 | 0.66856 | 0.65356 | 0.69356 | ||
| 97 | 2024.05.27 08:00 | close | 29 | 0.10 | 0.66366 | 0.65356 | 0.69356 | -51.39 | 12114.96 |
| 98 | 2024.05.27 08:00 | close | 28 | 0.10 | 0.66366 | 0.64624 | 0.68624 | 19.75 | 12134.71 |
| 99 | 2024.05.27 08:00 | sell | 30 | 0.10 | 0.66366 | 0.00000 | 0.00000 | ||
| 100 | 2024.05.27 08:00 | modify | 30 | 0.10 | 0.66366 | 0.67866 | 0.63866 | ||
| 101 | 2024.06.05 12:00 | close | 30 | 0.10 | 0.66492 | 0.67866 | 0.63866 | -13.32 | 12121.39 |
| 102 | 2024.06.05 12:00 | buy | 31 | 0.10 | 0.66492 | 0.00000 | 0.00000 | ||
| 103 | 2024.06.05 12:00 | modify | 31 | 0.10 | 0.66492 | 0.64992 | 0.68992 | ||
| 104 | 2024.06.07 04:00 | close | 31 | 0.10 | 0.66702 | 0.64992 | 0.68992 | 19.63 | 12141.03 |
| 105 | 2024.06.07 04:00 | sell | 32 | 0.10 | 0.66702 | 0.00000 | 0.00000 | ||
| 106 | 2024.06.07 04:00 | modify | 32 | 0.10 | 0.66702 | 0.68202 | 0.64202 | ||
| 107 | 2024.06.12 04:00 | sell | 33 | 0.10 | 0.66163 | 0.00000 | 0.00000 | ||
| 108 | 2024.06.12 04:00 | modify | 33 | 0.10 | 0.66163 | 0.67663 | 0.63663 | ||
| 109 | 2024.06.26 08:00 | sell | 34 | 0.10 | 0.66798 | 0.00000 | 0.00000 | ||
| 110 | 2024.06.26 08:00 | modify | 34 | 0.10 | 0.66798 | 0.68298 | 0.64298 | ||
| 111 | 2024.06.27 08:00 | sell | 35 | 0.10 | 0.66622 | 0.00000 | 0.00000 | ||
| 112 | 2024.06.27 08:00 | modify | 35 | 0.10 | 0.66622 | 0.68122 | 0.64122 | ||
| 113 | 2024.07.02 04:00 | close | 35 | 0.10 | 0.66450 | 0.68122 | 0.64122 | 16.96 | 12157.99 |
| 114 | 2024.07.02 04:00 | close | 34 | 0.10 | 0.66450 | 0.68298 | 0.64298 | 34.32 | 12192.31 |
| 115 | 2024.07.02 04:00 | close | 33 | 0.10 | 0.66450 | 0.67663 | 0.63663 | -30.30 | 12162.01 |
| 116 | 2024.07.02 04:00 | close | 32 | 0.10 | 0.66450 | 0.68202 | 0.64202 | 23.36 | 12185.37 |
| 117 | 2024.07.02 04:00 | buy | 36 | 0.10 | 0.66450 | 0.00000 | 0.00000 | ||
| 118 | 2024.07.02 04:00 | modify | 36 | 0.10 | 0.66450 | 0.64950 | 0.68950 | ||
| 119 | 2024.07.12 08:00 | close | 36 | 0.10 | 0.67697 | 0.64950 | 0.68950 | 120.60 | 12305.96 |
| 120 | 2024.07.12 08:00 | sell | 37 | 0.10 | 0.67697 | 0.00000 | 0.00000 | ||
| 121 | 2024.07.12 08:00 | modify | 37 | 0.10 | 0.67697 | 0.69197 | 0.65197 | ||
| 122 | 2024.07.25 00:30 | modify | 37 | 0.10 | 0.67697 | 0.68158 | 0.65197 | ||
| 123 | 2024.07.25 07:40 | modify | 37 | 0.10 | 0.67697 | 0.66897 | 0.65197 | ||
| 124 | 2024.07.25 12:05 | t/p | 37 | 0.10 | 0.65197 | 0.66897 | 0.65197 | 248.96 | 12554.92 |
| 125 | 2024.07.26 12:00 | sell | 38 | 0.10 | 0.65603 | 0.00000 | 0.00000 | ||
| 126 | 2024.07.26 12:00 | modify | 38 | 0.10 | 0.65603 | 0.67103 | 0.63103 | ||
| 127 | 2024.08.05 06:40 | modify | 38 | 0.10 | 0.65603 | 0.66011 | 0.63103 | ||
| 128 | 2024.08.05 08:00 | close | 38 | 0.10 | 0.64519 | 0.66011 | 0.63103 | 107.76 | 12662.68 |
| 129 | 2024.08.05 08:00 | buy | 39 | 0.10 | 0.64519 | 0.00000 | 0.00000 | ||
| 130 | 2024.08.05 08:00 | modify | 39 | 0.10 | 0.64519 | 0.63019 | 0.67019 | ||
| 131 | 2024.08.13 04:00 | buy | 40 | 0.10 | 0.65953 | 0.00000 | 0.00000 | ||
| 132 | 2024.08.13 04:00 | modify | 40 | 0.10 | 0.65953 | 0.64453 | 0.68453 | ||
| 133 | 2024.08.13 08:00 | close | 40 | 0.10 | 0.66069 | 0.64453 | 0.68453 | 11.60 | 12674.28 |
| 134 | 2024.08.13 08:00 | close | 39 | 0.10 | 0.66069 | 0.63019 | 0.67019 | 152.26 | 12826.55 |
| 135 | 2024.08.13 08:00 | sell | 41 | 0.10 | 0.66069 | 0.00000 | 0.00000 | ||
| 136 | 2024.08.13 08:00 | modify | 41 | 0.10 | 0.66069 | 0.67569 | 0.63569 | ||
| 137 | 2024.08.13 12:00 | close | 41 | 0.10 | 0.65960 | 0.67569 | 0.63569 | 10.90 | 12837.45 |
| 138 | 2024.08.13 12:00 | buy | 42 | 0.10 | 0.65960 | 0.00000 | 0.00000 | ||
| 139 | 2024.08.13 12:00 | modify | 42 | 0.10 | 0.65960 | 0.64460 | 0.68460 | ||
| 140 | 2024.08.22 04:00 | buy | 43 | 0.10 | 0.67351 | 0.00000 | 0.00000 | ||
| 141 | 2024.08.22 04:00 | modify | 43 | 0.10 | 0.67351 | 0.65851 | 0.69851 | ||
| 142 | 2024.08.23 18:05 | modify | 42 | 0.10 | 0.65960 | 0.65469 | 0.68460 | ||
| 143 | 2024.08.28 04:00 | close | 43 | 0.10 | 0.68004 | 0.65851 | 0.69851 | 63.93 | 12901.38 |
| 144 | 2024.08.28 04:00 | close | 42 | 0.10 | 0.68004 | 0.65469 | 0.68460 | 199.27 | 13100.65 |
| 145 | 2024.08.28 04:00 | sell | 44 | 0.10 | 0.68004 | 0.00000 | 0.00000 | ||
| 146 | 2024.08.28 04:00 | modify | 44 | 0.10 | 0.68004 | 0.69504 | 0.65504 | ||
| 147 | 2024.08.28 12:00 | close | 44 | 0.10 | 0.67814 | 0.69504 | 0.65504 | 19.00 | 13119.65 |
| 148 | 2024.08.28 12:00 | buy | 45 | 0.10 | 0.67814 | 0.00000 | 0.00000 | ||
| 149 | 2024.08.28 12:00 | modify | 45 | 0.10 | 0.67814 | 0.66314 | 0.70314 | ||
| 150 | 2024.08.30 23:59 | close at stop | 45 | 0.10 | 0.67263 | 0.66314 | 0.70314 | -56.47 | 13063.18 |