Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=80; StopLoss=50; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=0; MagicNumber=120826; | ||||
| Bars in test | 6536 | Ticks modelled | 36824908 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 3141.35 | Gross profit | 4465.47 | Gross loss | -1324.12 |
| Profit factor | 3.37 | Expected payoff | 82.67 | ||
| Absolute drawdown | 391.79 | Maximal drawdown | 517.20 (3.85%) | Relative drawdown | 4.11% (468.72) |
| Total trades | 38 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
| Largest | profit trade | 586.89 | loss trade | -366.77 | |
| Average | profit trade | 178.62 | loss trade | -101.86 | |
| Maximum | consecutive wins (profit in money) | 6 (1884.63) | consecutive losses (loss in money) | 3 (-209.81) | |
| Maximal | consecutive profit (count of wins) | 1884.63 (6) | consecutive loss (count of losses) | -366.77 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 06:00 | sell | 1 | 1.00 | 1.59364 | 0.00000 | 0.00000 | ||
| 2 | 2022.06.01 06:00 | modify | 1 | 1.00 | 1.59364 | 1.59864 | 1.58564 | ||
| 3 | 2022.06.01 07:00 | close | 1 | 1.00 | 1.59619 | 1.59864 | 1.58564 | -187.08 | 9812.92 |
| 4 | 2022.06.07 06:00 | buy | 2 | 1.00 | 1.57079 | 0.00000 | 0.00000 | ||
| 5 | 2022.06.07 06:00 | modify | 2 | 1.00 | 1.57079 | 1.56579 | 1.57879 | ||
| 6 | 2022.06.07 07:00 | close | 2 | 1.00 | 1.57134 | 1.56579 | 1.57879 | 40.35 | 9853.27 |
| 7 | 2022.06.10 06:00 | sell | 3 | 1.00 | 1.58705 | 0.00000 | 0.00000 | ||
| 8 | 2022.06.10 06:00 | modify | 3 | 1.00 | 1.58705 | 1.59205 | 1.57905 | ||
| 9 | 2022.06.10 07:00 | close | 3 | 1.00 | 1.58485 | 1.59205 | 1.57905 | 161.40 | 10014.67 |
| 10 | 2022.06.13 04:00 | sell | 4 | 1.00 | 1.57442 | 0.00000 | 0.00000 | ||
| 11 | 2022.06.13 04:00 | modify | 4 | 1.00 | 1.57442 | 1.57942 | 1.56642 | ||
| 12 | 2022.06.13 07:00 | close | 4 | 1.00 | 1.57286 | 1.57942 | 1.56642 | 114.45 | 10129.12 |
| 13 | 2022.06.14 04:00 | sell | 5 | 1.00 | 1.56895 | 0.00000 | 0.00000 | ||
| 14 | 2022.06.14 04:00 | modify | 5 | 1.00 | 1.56895 | 1.57395 | 1.56095 | ||
| 15 | 2022.06.14 07:00 | close | 5 | 1.00 | 1.56722 | 1.57395 | 1.56095 | 126.92 | 10256.04 |
| 16 | 2022.06.15 06:00 | buy | 6 | 1.00 | 1.55588 | 0.00000 | 0.00000 | ||
| 17 | 2022.06.15 06:00 | modify | 6 | 1.00 | 1.55588 | 1.55088 | 1.56388 | ||
| 18 | 2022.06.15 07:00 | close | 6 | 1.00 | 1.55876 | 1.55088 | 1.56388 | 211.31 | 10467.35 |
| 19 | 2022.07.12 04:00 | buy | 7 | 1.00 | 1.54633 | 0.00000 | 0.00000 | ||
| 20 | 2022.07.12 04:00 | modify | 7 | 1.00 | 1.54633 | 1.54133 | 1.55433 | ||
| 21 | 2022.07.12 07:00 | close | 7 | 1.00 | 1.54545 | 1.54133 | 1.55433 | -64.57 | 10402.78 |
| 22 | 2022.07.13 06:00 | buy | 8 | 1.00 | 1.54849 | 0.00000 | 0.00000 | ||
| 23 | 2022.07.13 06:00 | modify | 8 | 1.00 | 1.54849 | 1.54349 | 1.55649 | ||
| 24 | 2022.07.13 07:00 | close | 8 | 1.00 | 1.55070 | 1.54349 | 1.55649 | 162.15 | 10564.93 |
| 25 | 2022.07.18 04:00 | buy | 9 | 1.00 | 1.54636 | 0.00000 | 0.00000 | ||
| 26 | 2022.07.18 04:00 | modify | 9 | 1.00 | 1.54636 | 1.54136 | 1.55436 | ||
| 27 | 2022.07.18 07:00 | close | 9 | 1.00 | 1.54579 | 1.54136 | 1.55436 | -41.82 | 10523.11 |
| 28 | 2022.09.05 06:00 | buy | 10 | 1.00 | 1.50717 | 0.00000 | 0.00000 | ||
| 29 | 2022.09.05 06:00 | modify | 10 | 1.00 | 1.50717 | 1.50217 | 1.51517 | ||
| 30 | 2022.09.05 07:00 | close | 10 | 1.00 | 1.50892 | 1.50217 | 1.51517 | 128.38 | 10651.49 |
| 31 | 2022.09.07 04:00 | buy | 11 | 1.00 | 1.51312 | 0.00000 | 0.00000 | ||
| 32 | 2022.09.07 04:00 | modify | 11 | 1.00 | 1.51312 | 1.50812 | 1.52112 | ||
| 33 | 2022.09.07 07:00 | close | 11 | 1.00 | 1.51491 | 1.50812 | 1.52112 | 131.31 | 10782.80 |
| 34 | 2022.09.09 04:00 | sell | 12 | 1.00 | 1.50984 | 0.00000 | 0.00000 | ||
| 35 | 2022.09.09 04:00 | modify | 12 | 1.00 | 1.50984 | 1.51484 | 1.50184 | ||
| 36 | 2022.09.09 07:00 | close | 12 | 1.00 | 1.51100 | 1.51484 | 1.50184 | -85.09 | 10697.71 |
| 37 | 2022.09.26 04:00 | buy | 13 | 1.00 | 1.43147 | 0.00000 | 0.00000 | ||
| 38 | 2022.09.26 04:00 | modify | 13 | 1.00 | 1.43147 | 1.42647 | 1.43947 | ||
| 39 | 2022.09.26 04:39 | t/p | 13 | 1.00 | 1.43947 | 1.42647 | 1.43947 | 586.87 | 11284.58 |
| 40 | 2022.09.26 05:00 | buy | 14 | 1.00 | 1.43638 | 0.00000 | 0.00000 | ||
| 41 | 2022.09.26 05:00 | modify | 14 | 1.00 | 1.43638 | 1.43138 | 1.44438 | ||
| 42 | 2022.09.26 05:00 | close | 14 | 1.00 | 1.43660 | 1.43138 | 1.44438 | 16.14 | 11300.72 |
| 43 | 2022.09.27 04:00 | sell | 15 | 1.00 | 1.47579 | 0.00000 | 0.00000 | ||
| 44 | 2022.09.27 04:00 | modify | 15 | 1.00 | 1.47579 | 1.48079 | 1.46779 | ||
| 45 | 2022.09.27 07:00 | close | 15 | 1.00 | 1.47280 | 1.48079 | 1.46779 | 219.33 | 11520.05 |
| 46 | 2022.09.28 04:00 | buy | 16 | 1.00 | 1.46800 | 0.00000 | 0.00000 | ||
| 47 | 2022.09.28 04:00 | modify | 16 | 1.00 | 1.46800 | 1.46300 | 1.47600 | ||
| 48 | 2022.09.28 06:00 | sell | 17 | 1.00 | 1.47093 | 0.00000 | 0.00000 | ||
| 49 | 2022.09.28 06:00 | modify | 17 | 1.00 | 1.47093 | 1.47593 | 1.46293 | ||
| 50 | 2022.09.28 07:00 | close | 17 | 1.00 | 1.46899 | 1.47593 | 1.46293 | 142.31 | 11662.36 |
| 51 | 2022.09.28 07:00 | close | 16 | 1.00 | 1.46849 | 1.46300 | 1.47600 | 35.95 | 11698.31 |
| 52 | 2022.09.29 04:00 | buy | 18 | 1.00 | 1.47388 | 0.00000 | 0.00000 | ||
| 53 | 2022.09.29 04:00 | modify | 18 | 1.00 | 1.47388 | 1.46888 | 1.48188 | ||
| 54 | 2022.09.29 06:00 | sell | 19 | 1.00 | 1.47557 | 0.00000 | 0.00000 | ||
| 55 | 2022.09.29 06:00 | modify | 19 | 1.00 | 1.47557 | 1.48057 | 1.46757 | ||
| 56 | 2022.09.29 06:44 | s/l | 19 | 1.00 | 1.48057 | 1.48057 | 1.46757 | -366.77 | 11331.54 |
| 57 | 2022.09.29 06:59 | t/p | 18 | 1.00 | 1.48188 | 1.46888 | 1.48188 | 586.89 | 11918.43 |
| 58 | 2022.09.30 04:00 | buy | 20 | 1.00 | 1.52002 | 0.00000 | 0.00000 | ||
| 59 | 2022.09.30 04:00 | modify | 20 | 1.00 | 1.52002 | 1.51502 | 1.52802 | ||
| 60 | 2022.09.30 05:30 | t/p | 20 | 1.00 | 1.52802 | 1.51502 | 1.52802 | 586.89 | 12505.32 |
| 61 | 2022.09.30 06:00 | sell | 21 | 1.00 | 1.52639 | 0.00000 | 0.00000 | ||
| 62 | 2022.09.30 06:00 | modify | 21 | 1.00 | 1.52639 | 1.53139 | 1.51839 | ||
| 63 | 2022.09.30 06:00 | close | 21 | 1.00 | 1.52613 | 1.53139 | 1.51839 | 19.07 | 12524.39 |
| 64 | 2022.10.03 05:00 | buy | 22 | 1.00 | 1.52798 | 0.00000 | 0.00000 | ||
| 65 | 2022.10.03 05:00 | modify | 22 | 1.00 | 1.52798 | 1.52298 | 1.53598 | ||
| 66 | 2022.10.03 05:42 | t/p | 22 | 1.00 | 1.53598 | 1.52298 | 1.53598 | 586.89 | 13111.28 |
| 67 | 2022.10.03 06:00 | sell | 23 | 1.00 | 1.54571 | 0.00000 | 0.00000 | ||
| 68 | 2022.10.03 06:00 | modify | 23 | 1.00 | 1.54571 | 1.55071 | 1.53771 | ||
| 69 | 2022.10.03 06:00 | close | 23 | 1.00 | 1.54551 | 1.55071 | 1.53771 | 14.67 | 13125.95 |
| 70 | 2022.10.12 05:00 | sell | 24 | 1.00 | 1.51762 | 0.00000 | 0.00000 | ||
| 71 | 2022.10.12 05:00 | modify | 24 | 1.00 | 1.51762 | 1.52262 | 1.50962 | ||
| 72 | 2022.10.12 07:00 | close | 24 | 1.00 | 1.51639 | 1.52262 | 1.50962 | 90.22 | 13216.17 |
| 73 | 2022.10.26 04:00 | buy | 25 | 1.00 | 1.55836 | 0.00000 | 0.00000 | ||
| 74 | 2022.10.26 04:00 | modify | 25 | 1.00 | 1.55836 | 1.55336 | 1.56636 | ||
| 75 | 2022.10.26 06:00 | sell | 26 | 1.00 | 1.55768 | 0.00000 | 0.00000 | ||
| 76 | 2022.10.26 06:00 | modify | 26 | 1.00 | 1.55768 | 1.56268 | 1.54968 | ||
| 77 | 2022.10.26 07:00 | close | 26 | 1.00 | 1.55987 | 1.56268 | 1.54968 | -160.65 | 13055.52 |
| 78 | 2022.10.26 07:00 | close | 25 | 1.00 | 1.55937 | 1.55336 | 1.56636 | 74.10 | 13129.62 |
| 79 | 2022.12.20 04:00 | sell | 27 | 1.00 | 1.65976 | 0.00000 | 0.00000 | ||
| 80 | 2022.12.20 04:00 | modify | 27 | 1.00 | 1.65976 | 1.66476 | 1.65176 | ||
| 81 | 2022.12.20 06:00 | buy | 28 | 1.00 | 1.65848 | 0.00000 | 0.00000 | ||
| 82 | 2022.12.20 06:00 | modify | 28 | 1.00 | 1.65848 | 1.65348 | 1.66648 | ||
| 83 | 2022.12.20 07:00 | close | 28 | 1.00 | 1.65835 | 1.65348 | 1.66648 | -9.53 | 13120.09 |
| 84 | 2022.12.20 07:00 | close | 27 | 1.00 | 1.65885 | 1.66476 | 1.65176 | 66.76 | 13186.85 |
| 85 | 2022.12.26 05:00 | sell | 29 | 1.00 | 1.63993 | 0.00000 | 0.00000 | ||
| 86 | 2022.12.26 05:00 | modify | 29 | 1.00 | 1.63993 | 1.64493 | 1.63193 | ||
| 87 | 2022.12.26 07:00 | close | 29 | 1.00 | 1.63874 | 1.64493 | 1.63193 | 87.29 | 13274.14 |
| 88 | 2023.01.03 04:00 | buy | 30 | 1.00 | 1.63550 | 0.00000 | 0.00000 | ||
| 89 | 2023.01.03 04:00 | modify | 30 | 1.00 | 1.63550 | 1.63050 | 1.64350 | ||
| 90 | 2023.01.03 06:00 | sell | 31 | 1.00 | 1.63671 | 0.00000 | 0.00000 | ||
| 91 | 2023.01.03 06:00 | modify | 31 | 1.00 | 1.63671 | 1.64171 | 1.62871 | ||
| 92 | 2023.01.03 07:00 | close | 31 | 1.00 | 1.63491 | 1.64171 | 1.62871 | 132.03 | 13406.17 |
| 93 | 2023.01.03 07:00 | close | 30 | 1.00 | 1.63441 | 1.63050 | 1.64350 | -79.96 | 13326.21 |
| 94 | 2023.01.04 06:00 | sell | 32 | 1.00 | 1.63528 | 0.00000 | 0.00000 | ||
| 95 | 2023.01.04 06:00 | modify | 32 | 1.00 | 1.63528 | 1.64028 | 1.62728 | ||
| 96 | 2023.01.04 07:00 | close | 32 | 1.00 | 1.63592 | 1.64028 | 1.62728 | -46.95 | 13279.26 |
| 97 | 2023.01.10 04:00 | buy | 33 | 1.00 | 1.62959 | 0.00000 | 0.00000 | ||
| 98 | 2023.01.10 04:00 | modify | 33 | 1.00 | 1.62959 | 1.62459 | 1.63759 | ||
| 99 | 2023.01.10 07:00 | close | 33 | 1.00 | 1.62846 | 1.62459 | 1.63759 | -82.90 | 13196.36 |
| 100 | 2023.01.18 04:00 | buy | 34 | 1.00 | 1.64300 | 0.00000 | 0.00000 | ||
| 101 | 2023.01.18 04:00 | modify | 34 | 1.00 | 1.64300 | 1.63800 | 1.65100 | ||
| 102 | 2023.01.18 07:00 | close | 34 | 1.00 | 1.64319 | 1.63800 | 1.65100 | 13.93 | 13210.29 |
| 103 | 2023.01.30 05:00 | sell | 35 | 1.00 | 1.65196 | 0.00000 | 0.00000 | ||
| 104 | 2023.01.30 05:00 | modify | 35 | 1.00 | 1.65196 | 1.65696 | 1.64396 | ||
| 105 | 2023.01.30 07:00 | close | 35 | 1.00 | 1.65260 | 1.65696 | 1.64396 | -46.95 | 13163.34 |
| 106 | 2023.03.13 04:00 | sell | 36 | 1.00 | 1.66314 | 0.00000 | 0.00000 | ||
| 107 | 2023.03.13 04:00 | modify | 36 | 1.00 | 1.66314 | 1.66814 | 1.65514 | ||
| 108 | 2023.03.13 07:00 | close | 36 | 1.00 | 1.66408 | 1.66814 | 1.65514 | -68.95 | 13094.39 |
| 109 | 2023.04.27 06:00 | buy | 37 | 1.00 | 1.70029 | 0.00000 | 0.00000 | ||
| 110 | 2023.04.27 06:00 | modify | 37 | 1.00 | 1.70029 | 1.69529 | 1.70829 | ||
| 111 | 2023.04.27 07:00 | close | 37 | 1.00 | 1.69916 | 1.69529 | 1.70829 | -82.90 | 13011.49 |
| 112 | 2023.04.28 06:00 | buy | 38 | 1.00 | 1.69820 | 0.00000 | 0.00000 | ||
| 113 | 2023.04.28 06:00 | modify | 38 | 1.00 | 1.69820 | 1.69320 | 1.70620 | ||
| 114 | 2023.04.28 07:00 | close | 38 | 1.00 | 1.69997 | 1.69320 | 1.70620 | 129.86 | 13141.35 |