Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=110; StopLoss=60; 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=100; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=600; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 3569.16 | Gross profit | 7308.10 | Gross loss | -3738.94 |
| Profit factor | 1.95 | Expected payoff | 91.52 | ||
| Absolute drawdown | 357.11 | Maximal drawdown | 1431.18 (12.92%) | Relative drawdown | 12.92% (1431.18) |
| Total trades | 39 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 804.89 | loss trade | -439.03 | |
| Average | profit trade | 317.74 | loss trade | -233.68 | |
| Maximum | consecutive wins (profit in money) | 8 (2907.01) | consecutive losses (loss in money) | 4 (-1330.21) | |
| Maximal | consecutive profit (count of wins) | 2907.01 (8) | consecutive loss (count of losses) | -1330.21 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.20 04:00 | buy | 1 | 1.00 | 158.885 | 0.000 | 0.000 | ||
| 2 | 2022.05.20 04:00 | modify | 1 | 1.00 | 158.885 | 158.285 | 159.985 | ||
| 3 | 2022.05.20 05:00 | close | 1 | 1.00 | 159.117 | 158.285 | 159.985 | 169.76 | 10169.76 |
| 4 | 2022.06.07 05:00 | sell | 2 | 1.00 | 166.062 | 0.000 | 0.000 | ||
| 5 | 2022.06.07 05:00 | modify | 2 | 1.00 | 166.062 | 166.662 | 164.962 | ||
| 6 | 2022.06.07 06:00 | close | 2 | 1.00 | 165.466 | 166.662 | 164.962 | 436.06 | 10605.82 |
| 7 | 2022.06.09 06:00 | buy | 3 | 1.00 | 167.607 | 0.000 | 0.000 | ||
| 8 | 2022.06.09 06:00 | modify | 3 | 1.00 | 167.607 | 167.007 | 168.707 | ||
| 9 | 2022.06.09 07:00 | close | 3 | 1.00 | 167.514 | 167.007 | 168.707 | -68.05 | 10537.77 |
| 10 | 2022.06.13 05:00 | sell | 4 | 1.00 | 165.879 | 0.000 | 0.000 | ||
| 11 | 2022.06.13 05:00 | modify | 4 | 1.00 | 165.879 | 166.479 | 164.779 | ||
| 12 | 2022.06.13 07:00 | close | 4 | 1.00 | 165.146 | 166.479 | 164.779 | 536.30 | 11074.07 |
| 13 | 2022.06.14 04:00 | sell | 5 | 1.00 | 163.854 | 0.000 | 0.000 | ||
| 14 | 2022.06.14 04:00 | modify | 5 | 1.00 | 163.854 | 164.454 | 162.754 | ||
| 15 | 2022.06.14 06:00 | buy | 6 | 1.00 | 164.166 | 0.000 | 0.000 | ||
| 16 | 2022.06.14 06:00 | modify | 6 | 1.00 | 164.166 | 163.566 | 165.266 | ||
| 17 | 2022.06.14 07:00 | close | 6 | 1.00 | 163.824 | 163.566 | 165.266 | -250.25 | 10823.82 |
| 18 | 2022.06.14 07:00 | close | 5 | 1.00 | 163.864 | 164.454 | 162.754 | -7.32 | 10816.50 |
| 19 | 2022.06.15 06:00 | buy | 7 | 1.00 | 161.862 | 0.000 | 0.000 | ||
| 20 | 2022.06.15 06:00 | modify | 7 | 1.00 | 161.862 | 161.262 | 162.962 | ||
| 21 | 2022.06.15 07:00 | close | 7 | 1.00 | 162.065 | 161.262 | 162.962 | 148.53 | 10965.03 |
| 22 | 2022.06.17 04:00 | buy | 8 | 1.00 | 164.957 | 0.000 | 0.000 | ||
| 23 | 2022.06.17 04:00 | modify | 8 | 1.00 | 164.957 | 164.357 | 166.057 | ||
| 24 | 2022.06.17 07:00 | s/l | 8 | 1.00 | 164.357 | 164.357 | 166.057 | -439.02 | 10526.01 |
| 25 | 2022.07.01 04:00 | buy | 9 | 1.00 | 163.841 | 0.000 | 0.000 | ||
| 26 | 2022.07.01 04:00 | modify | 9 | 1.00 | 163.841 | 163.241 | 164.941 | ||
| 27 | 2022.07.01 06:00 | sell | 10 | 1.00 | 163.728 | 0.000 | 0.000 | ||
| 28 | 2022.07.01 06:00 | modify | 10 | 1.00 | 163.728 | 164.328 | 162.628 | ||
| 29 | 2022.07.01 07:00 | close | 10 | 1.00 | 163.609 | 164.328 | 162.628 | 87.07 | 10613.08 |
| 30 | 2022.07.01 07:00 | close | 9 | 1.00 | 163.569 | 163.241 | 164.941 | -199.02 | 10414.06 |
| 31 | 2022.07.08 04:00 | buy | 11 | 1.00 | 163.064 | 0.000 | 0.000 | ||
| 32 | 2022.07.08 04:00 | modify | 11 | 1.00 | 163.064 | 162.464 | 164.164 | ||
| 33 | 2022.07.08 07:00 | close | 11 | 1.00 | 162.870 | 162.464 | 164.164 | -141.95 | 10272.11 |
| 34 | 2022.07.29 04:00 | buy | 12 | 1.00 | 162.362 | 0.000 | 0.000 | ||
| 35 | 2022.07.29 04:00 | modify | 12 | 1.00 | 162.362 | 161.762 | 163.462 | ||
| 36 | 2022.07.29 05:00 | close | 12 | 1.00 | 162.564 | 161.762 | 163.462 | 147.81 | 10419.92 |
| 37 | 2022.08.03 04:00 | buy | 13 | 1.00 | 161.631 | 0.000 | 0.000 | ||
| 38 | 2022.08.03 04:00 | modify | 13 | 1.00 | 161.631 | 161.031 | 162.731 | ||
| 39 | 2022.08.03 06:00 | close | 13 | 1.00 | 162.103 | 161.031 | 162.731 | 345.37 | 10765.29 |
| 40 | 2022.09.05 06:00 | buy | 14 | 1.00 | 160.772 | 0.000 | 0.000 | ||
| 41 | 2022.09.05 06:00 | modify | 14 | 1.00 | 160.772 | 160.172 | 161.872 | ||
| 42 | 2022.09.05 07:00 | close | 14 | 1.00 | 161.056 | 160.172 | 161.872 | 207.81 | 10973.10 |
| 43 | 2022.09.07 04:00 | sell | 15 | 1.00 | 165.093 | 0.000 | 0.000 | ||
| 44 | 2022.09.07 04:00 | modify | 15 | 1.00 | 165.093 | 165.693 | 163.993 | ||
| 45 | 2022.09.07 07:00 | s/l | 15 | 1.00 | 165.693 | 165.693 | 163.993 | -438.98 | 10534.12 |
| 46 | 2022.09.09 04:00 | buy | 16 | 1.00 | 165.867 | 0.000 | 0.000 | ||
| 47 | 2022.09.09 04:00 | modify | 16 | 1.00 | 165.867 | 165.267 | 166.967 | ||
| 48 | 2022.09.09 05:00 | s/l | 16 | 1.00 | 165.267 | 165.267 | 166.967 | -439.03 | 10095.09 |
| 49 | 2022.09.09 05:00 | buy | 17 | 1.00 | 165.537 | 0.000 | 0.000 | ||
| 50 | 2022.09.09 05:00 | modify | 17 | 1.00 | 165.537 | 164.937 | 166.637 | ||
| 51 | 2022.09.09 07:00 | close | 17 | 1.00 | 165.519 | 164.937 | 166.637 | -13.18 | 10081.91 |
| 52 | 2022.09.14 05:00 | buy | 18 | 1.00 | 165.775 | 0.000 | 0.000 | ||
| 53 | 2022.09.14 05:00 | modify | 18 | 1.00 | 165.775 | 165.175 | 166.875 | ||
| 54 | 2022.09.14 07:00 | s/l | 18 | 1.00 | 165.175 | 165.175 | 166.875 | -439.02 | 9642.89 |
| 55 | 2022.09.22 04:00 | buy | 19 | 1.00 | 162.725 | 0.000 | 0.000 | ||
| 56 | 2022.09.22 04:00 | modify | 19 | 1.00 | 162.725 | 162.125 | 163.825 | ||
| 57 | 2022.09.22 07:00 | close | 19 | 1.00 | 163.412 | 162.125 | 163.825 | 502.69 | 10145.58 |
| 58 | 2022.09.26 04:00 | buy | 20 | 1.00 | 151.158 | 0.000 | 0.000 | ||
| 59 | 2022.09.26 04:00 | modify | 20 | 1.00 | 151.158 | 150.558 | 152.258 | ||
| 60 | 2022.09.26 05:00 | t/p | 20 | 1.00 | 152.258 | 150.558 | 152.258 | 804.89 | 10950.47 |
| 61 | 2022.09.27 06:00 | sell | 21 | 1.00 | 156.117 | 0.000 | 0.000 | ||
| 62 | 2022.09.27 06:00 | modify | 21 | 1.00 | 156.117 | 156.717 | 155.017 | ||
| 63 | 2022.09.27 07:00 | close | 21 | 1.00 | 155.505 | 156.717 | 155.017 | 447.76 | 11398.23 |
| 64 | 2022.09.28 04:00 | buy | 22 | 1.00 | 154.248 | 0.000 | 0.000 | ||
| 65 | 2022.09.28 04:00 | modify | 22 | 1.00 | 154.248 | 153.648 | 155.348 | ||
| 66 | 2022.09.28 06:00 | close | 22 | 1.00 | 154.474 | 153.648 | 155.348 | 165.37 | 11563.60 |
| 67 | 2022.09.29 06:00 | buy | 23 | 1.00 | 155.904 | 0.000 | 0.000 | ||
| 68 | 2022.09.29 06:00 | modify | 23 | 1.00 | 155.904 | 155.304 | 157.004 | ||
| 69 | 2022.09.29 07:00 | close | 23 | 1.00 | 156.482 | 155.304 | 157.004 | 422.93 | 11986.53 |
| 70 | 2022.10.03 06:00 | sell | 24 | 1.00 | 162.836 | 0.000 | 0.000 | ||
| 71 | 2022.10.03 06:00 | modify | 24 | 1.00 | 162.836 | 163.436 | 161.736 | ||
| 72 | 2022.10.03 07:00 | close | 24 | 1.00 | 162.258 | 163.436 | 161.736 | 422.89 | 12409.42 |
| 73 | 2022.10.12 05:00 | sell | 25 | 1.00 | 160.754 | 0.000 | 0.000 | ||
| 74 | 2022.10.12 05:00 | modify | 25 | 1.00 | 160.754 | 161.354 | 159.654 | ||
| 75 | 2022.10.12 07:00 | close | 25 | 1.00 | 160.730 | 161.354 | 159.654 | 17.56 | 12426.98 |
| 76 | 2022.11.11 06:00 | sell | 26 | 1.00 | 165.849 | 0.000 | 0.000 | ||
| 77 | 2022.11.11 06:00 | modify | 26 | 1.00 | 165.849 | 166.449 | 164.749 | ||
| 78 | 2022.11.11 07:00 | close | 26 | 1.00 | 165.681 | 166.449 | 164.749 | 122.92 | 12549.90 |
| 79 | 2022.12.01 06:00 | buy | 27 | 1.00 | 165.098 | 0.000 | 0.000 | ||
| 80 | 2022.12.01 06:00 | modify | 27 | 1.00 | 165.098 | 164.498 | 166.198 | ||
| 81 | 2022.12.01 07:00 | close | 27 | 1.00 | 165.003 | 164.498 | 166.198 | -69.51 | 12480.39 |
| 82 | 2022.12.20 05:00 | buy | 28 | 1.00 | 161.905 | 0.000 | 0.000 | ||
| 83 | 2022.12.20 05:00 | modify | 28 | 1.00 | 161.905 | 161.305 | 163.005 | ||
| 84 | 2022.12.20 06:00 | s/l | 28 | 1.00 | 161.305 | 161.305 | 163.005 | -439.03 | 12041.36 |
| 85 | 2022.12.20 06:00 | buy | 29 | 1.00 | 161.083 | 0.000 | 0.000 | ||
| 86 | 2022.12.20 06:00 | modify | 29 | 1.00 | 161.083 | 160.483 | 162.183 | ||
| 87 | 2022.12.20 07:00 | t/p | 29 | 1.00 | 162.183 | 160.483 | 162.183 | 804.89 | 12846.25 |
| 88 | 2023.01.03 04:00 | buy | 30 | 1.00 | 156.727 | 0.000 | 0.000 | ||
| 89 | 2023.01.03 04:00 | modify | 30 | 1.00 | 156.727 | 156.127 | 157.827 | ||
| 90 | 2023.01.03 06:00 | sell | 31 | 1.00 | 156.672 | 0.000 | 0.000 | ||
| 91 | 2023.01.03 06:00 | modify | 31 | 1.00 | 156.672 | 157.272 | 155.572 | ||
| 92 | 2023.01.03 07:00 | close | 31 | 1.00 | 156.661 | 157.272 | 155.572 | 8.04 | 12854.29 |
| 93 | 2023.01.03 07:00 | close | 30 | 1.00 | 156.621 | 156.127 | 157.827 | -77.56 | 12776.73 |
| 94 | 2023.01.05 04:00 | sell | 32 | 1.00 | 159.295 | 0.000 | 0.000 | ||
| 95 | 2023.01.05 04:00 | modify | 32 | 1.00 | 159.295 | 159.895 | 158.195 | ||
| 96 | 2023.01.05 07:00 | close | 32 | 1.00 | 159.269 | 159.895 | 158.195 | 19.02 | 12795.75 |
| 97 | 2023.01.06 04:00 | sell | 33 | 1.00 | 159.619 | 0.000 | 0.000 | ||
| 98 | 2023.01.06 04:00 | modify | 33 | 1.00 | 159.619 | 160.219 | 158.519 | ||
| 99 | 2023.01.06 07:00 | close | 33 | 1.00 | 159.612 | 160.219 | 158.519 | 5.12 | 12800.87 |
| 100 | 2023.01.18 04:00 | sell | 34 | 1.00 | 160.870 | 0.000 | 0.000 | ||
| 101 | 2023.01.18 04:00 | modify | 34 | 1.00 | 160.870 | 161.470 | 159.770 | ||
| 102 | 2023.01.18 05:00 | s/l | 34 | 1.00 | 161.470 | 161.470 | 159.770 | -438.99 | 12361.88 |
| 103 | 2023.01.18 05:00 | sell | 35 | 1.00 | 161.309 | 0.000 | 0.000 | ||
| 104 | 2023.01.18 05:00 | modify | 35 | 1.00 | 161.309 | 161.909 | 160.209 | ||
| 105 | 2023.01.18 07:00 | close | 35 | 1.00 | 160.692 | 161.909 | 160.209 | 451.42 | 12813.30 |
| 106 | 2023.01.30 05:00 | buy | 36 | 1.00 | 160.627 | 0.000 | 0.000 | ||
| 107 | 2023.01.30 05:00 | modify | 36 | 1.00 | 160.627 | 160.027 | 161.727 | ||
| 108 | 2023.01.30 07:00 | close | 36 | 1.00 | 160.584 | 160.027 | 161.727 | -31.46 | 12781.84 |
| 109 | 2023.03.10 04:00 | buy | 37 | 1.00 | 162.808 | 0.000 | 0.000 | ||
| 110 | 2023.03.10 04:00 | modify | 37 | 1.00 | 162.808 | 162.208 | 163.908 | ||
| 111 | 2023.03.10 07:00 | close | 37 | 1.00 | 163.121 | 162.208 | 163.908 | 229.02 | 13010.86 |
| 112 | 2023.03.13 04:00 | sell | 38 | 1.00 | 162.576 | 0.000 | 0.000 | ||
| 113 | 2023.03.13 04:00 | modify | 38 | 1.00 | 162.576 | 163.176 | 161.476 | ||
| 114 | 2023.03.13 07:00 | close | 38 | 1.00 | 162.913 | 163.176 | 161.476 | -246.57 | 12764.29 |
| 115 | 2023.04.28 04:00 | buy | 39 | 1.00 | 167.066 | 0.000 | 0.000 | ||
| 116 | 2023.04.28 04:00 | modify | 39 | 1.00 | 167.066 | 166.466 | 168.166 | ||
| 117 | 2023.04.28 05:00 | t/p | 39 | 1.00 | 168.166 | 166.466 | 168.166 | 804.87 | 13569.16 |