Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=80; StopLoss=40; 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=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 6547 | Ticks modelled | 20004862 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 840.78 | Gross profit | 2439.71 | Gross loss | -1598.93 |
| Profit factor | 1.53 | Expected payoff | 23.36 | ||
| Absolute drawdown | 655.54 | Maximal drawdown | 707.39 (6.29%) | Relative drawdown | 6.71% (672.56) |
| Total trades | 36 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 19 (52.78%) | Loss trades (% of total) | 17 (47.22%) | ||
| Largest | profit trade | 347.82 | loss trade | -295.96 | |
| Average | profit trade | 128.41 | loss trade | -94.05 | |
| Maximum | consecutive wins (profit in money) | 7 (742.16) | consecutive losses (loss in money) | 3 (-341.09) | |
| Maximal | consecutive profit (count of wins) | 742.16 (7) | consecutive loss (count of losses) | -341.09 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 03:00 | sell | 1 | 1.00 | 1.64941 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.10 03:00 | modify | 1 | 1.00 | 1.64941 | 1.65341 | 1.64141 | ||
| 3 | 2023.03.10 07:00 | close | 1 | 1.00 | 1.65194 | 1.65341 | 1.64141 | -187.18 | 9812.82 |
| 4 | 2023.03.13 02:00 | buy | 2 | 1.00 | 1.66265 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.13 02:00 | modify | 2 | 1.00 | 1.66265 | 1.65865 | 1.67065 | ||
| 6 | 2023.03.13 04:00 | sell | 3 | 1.00 | 1.66314 | 0.00000 | 0.00000 | ||
| 7 | 2023.03.13 04:00 | modify | 3 | 1.00 | 1.66314 | 1.66714 | 1.65514 | ||
| 8 | 2023.03.13 07:00 | close | 3 | 1.00 | 1.66408 | 1.66714 | 1.65514 | -69.55 | 9743.27 |
| 9 | 2023.03.13 07:00 | close | 2 | 1.00 | 1.66358 | 1.65865 | 1.67065 | 68.82 | 9812.09 |
| 10 | 2023.03.14 02:00 | buy | 4 | 1.00 | 1.66987 | 0.00000 | 0.00000 | ||
| 11 | 2023.03.14 02:00 | modify | 4 | 1.00 | 1.66987 | 1.66587 | 1.67787 | ||
| 12 | 2023.03.14 07:00 | close | 4 | 1.00 | 1.66954 | 1.66587 | 1.67787 | -24.41 | 9787.68 |
| 13 | 2023.04.03 02:00 | buy | 5 | 1.00 | 1.66134 | 0.00000 | 0.00000 | ||
| 14 | 2023.04.03 02:00 | modify | 5 | 1.00 | 1.66134 | 1.65734 | 1.66934 | ||
| 15 | 2023.04.03 07:00 | close | 5 | 1.00 | 1.66106 | 1.65734 | 1.66934 | -20.72 | 9766.96 |
| 16 | 2023.04.26 02:00 | sell | 6 | 1.00 | 1.69169 | 0.00000 | 0.00000 | ||
| 17 | 2023.04.26 02:00 | modify | 6 | 1.00 | 1.69169 | 1.69569 | 1.68369 | ||
| 18 | 2023.04.26 06:45 | s/l | 6 | 1.00 | 1.69569 | 1.69569 | 1.68369 | -295.96 | 9471.00 |
| 19 | 2023.04.28 05:00 | buy | 7 | 1.00 | 1.69903 | 0.00000 | 0.00000 | ||
| 20 | 2023.04.28 05:00 | modify | 7 | 1.00 | 1.69903 | 1.69503 | 1.70703 | ||
| 21 | 2023.04.28 07:00 | close | 7 | 1.00 | 1.69997 | 1.69503 | 1.70703 | 69.56 | 9540.56 |
| 22 | 2023.05.02 05:00 | buy | 8 | 1.00 | 1.69195 | 0.00000 | 0.00000 | ||
| 23 | 2023.05.02 05:00 | modify | 8 | 1.00 | 1.69195 | 1.68795 | 1.69995 | ||
| 24 | 2023.05.02 07:00 | close | 8 | 1.00 | 1.69254 | 1.68795 | 1.69995 | 43.66 | 9584.22 |
| 25 | 2023.05.04 02:00 | sell | 9 | 1.00 | 1.71191 | 0.00000 | 0.00000 | ||
| 26 | 2023.05.04 02:00 | modify | 9 | 1.00 | 1.71191 | 1.71591 | 1.70391 | ||
| 27 | 2023.05.04 07:00 | close | 9 | 1.00 | 1.70995 | 1.71591 | 1.70391 | 145.02 | 9729.24 |
| 28 | 2023.05.18 02:00 | sell | 10 | 1.00 | 1.68116 | 0.00000 | 0.00000 | ||
| 29 | 2023.05.18 02:00 | modify | 10 | 1.00 | 1.68116 | 1.68516 | 1.67316 | ||
| 30 | 2023.05.18 07:00 | close | 10 | 1.00 | 1.67876 | 1.68516 | 1.67316 | 177.58 | 9906.82 |
| 31 | 2023.05.22 02:00 | sell | 11 | 1.00 | 1.68228 | 0.00000 | 0.00000 | ||
| 32 | 2023.05.22 02:00 | modify | 11 | 1.00 | 1.68228 | 1.68628 | 1.67428 | ||
| 33 | 2023.05.22 07:00 | close | 11 | 1.00 | 1.68024 | 1.68628 | 1.67428 | 150.95 | 10057.77 |
| 34 | 2023.05.31 02:00 | sell | 12 | 1.00 | 1.68946 | 0.00000 | 0.00000 | ||
| 35 | 2023.05.31 02:00 | modify | 12 | 1.00 | 1.68946 | 1.69346 | 1.68146 | ||
| 36 | 2023.05.31 07:00 | close | 12 | 1.00 | 1.68785 | 1.69346 | 1.68146 | 119.13 | 10176.90 |
| 37 | 2023.06.15 03:00 | buy | 13 | 1.00 | 1.68703 | 0.00000 | 0.00000 | ||
| 38 | 2023.06.15 03:00 | modify | 13 | 1.00 | 1.68703 | 1.68303 | 1.69503 | ||
| 39 | 2023.06.15 07:00 | close | 13 | 1.00 | 1.68752 | 1.68303 | 1.69503 | 36.26 | 10213.16 |
| 40 | 2023.06.20 02:00 | sell | 14 | 1.00 | 1.69092 | 0.00000 | 0.00000 | ||
| 41 | 2023.06.20 02:00 | modify | 14 | 1.00 | 1.69092 | 1.69492 | 1.68292 | ||
| 42 | 2023.06.20 07:00 | close | 14 | 1.00 | 1.69128 | 1.69492 | 1.68292 | -26.63 | 10186.53 |
| 43 | 2023.06.21 02:00 | buy | 15 | 1.00 | 1.68753 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.21 02:00 | modify | 15 | 1.00 | 1.68753 | 1.68353 | 1.69553 | ||
| 45 | 2023.06.21 07:00 | close | 15 | 1.00 | 1.69223 | 1.68353 | 1.69553 | 347.82 | 10534.35 |
| 46 | 2023.06.27 02:00 | buy | 16 | 1.00 | 1.67062 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.27 02:00 | modify | 16 | 1.00 | 1.67062 | 1.66662 | 1.67862 | ||
| 48 | 2023.06.27 07:00 | close | 16 | 1.00 | 1.67245 | 1.66662 | 1.67862 | 135.43 | 10669.78 |
| 49 | 2023.06.28 02:00 | sell | 17 | 1.00 | 1.68192 | 0.00000 | 0.00000 | ||
| 50 | 2023.06.28 02:00 | modify | 17 | 1.00 | 1.68192 | 1.68592 | 1.67392 | ||
| 51 | 2023.06.28 07:00 | close | 17 | 1.00 | 1.68300 | 1.68592 | 1.67392 | -79.91 | 10589.87 |
| 52 | 2023.06.29 02:00 | buy | 18 | 1.00 | 1.67535 | 0.00000 | 0.00000 | ||
| 53 | 2023.06.29 02:00 | modify | 18 | 1.00 | 1.67535 | 1.67135 | 1.68335 | ||
| 54 | 2023.06.29 06:00 | sell | 19 | 1.00 | 1.67534 | 0.00000 | 0.00000 | ||
| 55 | 2023.06.29 06:00 | modify | 19 | 1.00 | 1.67534 | 1.67934 | 1.66734 | ||
| 56 | 2023.06.29 07:00 | close | 19 | 1.00 | 1.67725 | 1.67934 | 1.66734 | -141.32 | 10448.55 |
| 57 | 2023.06.29 07:00 | close | 18 | 1.00 | 1.67675 | 1.67135 | 1.68335 | 103.61 | 10552.16 |
| 58 | 2023.07.12 02:00 | sell | 20 | 1.00 | 1.71192 | 0.00000 | 0.00000 | ||
| 59 | 2023.07.12 02:00 | modify | 20 | 1.00 | 1.71192 | 1.71592 | 1.70392 | ||
| 60 | 2023.07.12 07:00 | close | 20 | 1.00 | 1.71101 | 1.71592 | 1.70392 | 67.33 | 10619.49 |
| 61 | 2023.07.13 06:00 | buy | 21 | 1.00 | 1.71298 | 0.00000 | 0.00000 | ||
| 62 | 2023.07.13 06:00 | modify | 21 | 1.00 | 1.71298 | 1.70898 | 1.72098 | ||
| 63 | 2023.07.13 07:00 | close | 21 | 1.00 | 1.71189 | 1.70898 | 1.72098 | -80.66 | 10538.83 |
| 64 | 2023.07.24 02:00 | sell | 22 | 1.00 | 1.70040 | 0.00000 | 0.00000 | ||
| 65 | 2023.07.24 02:00 | modify | 22 | 1.00 | 1.70040 | 1.70440 | 1.69240 | ||
| 66 | 2023.07.24 07:00 | close | 22 | 1.00 | 1.70062 | 1.70440 | 1.69240 | -16.28 | 10522.55 |
| 67 | 2023.07.27 03:00 | sell | 23 | 1.00 | 1.70784 | 0.00000 | 0.00000 | ||
| 68 | 2023.07.27 03:00 | modify | 23 | 1.00 | 1.70784 | 1.71184 | 1.69984 | ||
| 69 | 2023.07.27 07:00 | close | 23 | 1.00 | 1.70709 | 1.71184 | 1.69984 | 55.49 | 10578.04 |
| 70 | 2023.07.28 04:00 | sell | 24 | 1.00 | 1.69236 | 0.00000 | 0.00000 | ||
| 71 | 2023.07.28 04:00 | modify | 24 | 1.00 | 1.69236 | 1.69636 | 1.68436 | ||
| 72 | 2023.07.28 06:00 | buy | 25 | 1.00 | 1.69140 | 0.00000 | 0.00000 | ||
| 73 | 2023.07.28 06:00 | modify | 25 | 1.00 | 1.69140 | 1.68740 | 1.69940 | ||
| 74 | 2023.07.28 07:00 | close | 25 | 1.00 | 1.69213 | 1.68740 | 1.69940 | 54.02 | 10632.06 |
| 75 | 2023.07.28 07:00 | close | 24 | 1.00 | 1.69263 | 1.69636 | 1.68436 | -19.97 | 10612.09 |
| 76 | 2023.08.15 02:00 | buy | 26 | 1.00 | 1.70717 | 0.00000 | 0.00000 | ||
| 77 | 2023.08.15 02:00 | modify | 26 | 1.00 | 1.70717 | 1.70317 | 1.71517 | ||
| 78 | 2023.08.15 07:00 | close | 26 | 1.00 | 1.71072 | 1.70317 | 1.71517 | 262.70 | 10874.79 |
| 79 | 2023.08.16 02:00 | buy | 27 | 1.00 | 1.71413 | 0.00000 | 0.00000 | ||
| 80 | 2023.08.16 02:00 | modify | 27 | 1.00 | 1.71413 | 1.71013 | 1.72213 | ||
| 81 | 2023.08.16 07:00 | close | 27 | 1.00 | 1.71833 | 1.71013 | 1.72213 | 310.79 | 11185.58 |
| 82 | 2023.09.11 02:00 | sell | 28 | 1.00 | 1.70245 | 0.00000 | 0.00000 | ||
| 83 | 2023.09.11 02:00 | modify | 28 | 1.00 | 1.70245 | 1.70645 | 1.69445 | ||
| 84 | 2023.09.11 07:00 | close | 28 | 1.00 | 1.70243 | 1.70645 | 1.69445 | 1.48 | 11187.06 |
| 85 | 2023.10.04 02:00 | buy | 29 | 1.00 | 1.65474 | 0.00000 | 0.00000 | ||
| 86 | 2023.10.04 02:00 | modify | 29 | 1.00 | 1.65474 | 1.65074 | 1.66274 | ||
| 87 | 2023.10.04 07:00 | close | 29 | 1.00 | 1.65315 | 1.65074 | 1.66274 | -117.67 | 11069.39 |
| 88 | 2023.11.21 02:00 | sell | 30 | 1.00 | 1.71662 | 0.00000 | 0.00000 | ||
| 89 | 2023.11.21 02:00 | modify | 30 | 1.00 | 1.71662 | 1.72062 | 1.70862 | ||
| 90 | 2023.11.21 07:00 | close | 30 | 1.00 | 1.71944 | 1.72062 | 1.70862 | -208.64 | 10860.75 |
| 91 | 2023.11.30 02:00 | sell | 31 | 1.00 | 1.72506 | 0.00000 | 0.00000 | ||
| 92 | 2023.11.30 02:00 | modify | 31 | 1.00 | 1.72506 | 1.72906 | 1.71706 | ||
| 93 | 2023.11.30 07:00 | close | 31 | 1.00 | 1.72510 | 1.72906 | 1.71706 | -2.96 | 10857.79 |
| 94 | 2023.12.04 02:00 | buy | 32 | 1.00 | 1.71280 | 0.00000 | 0.00000 | ||
| 95 | 2023.12.04 02:00 | modify | 32 | 1.00 | 1.71280 | 1.70880 | 1.72080 | ||
| 96 | 2023.12.04 07:00 | close | 32 | 1.00 | 1.71420 | 1.70880 | 1.72080 | 103.59 | 10961.38 |
| 97 | 2023.12.08 02:00 | buy | 33 | 1.00 | 1.71024 | 0.00000 | 0.00000 | ||
| 98 | 2023.12.08 02:00 | modify | 33 | 1.00 | 1.71024 | 1.70624 | 1.71824 | ||
| 99 | 2023.12.08 07:00 | close | 33 | 1.00 | 1.70778 | 1.70624 | 1.71824 | -182.03 | 10779.35 |
| 100 | 2023.12.14 02:00 | buy | 34 | 1.00 | 1.70476 | 0.00000 | 0.00000 | ||
| 101 | 2023.12.14 02:00 | modify | 34 | 1.00 | 1.70476 | 1.70076 | 1.71276 | ||
| 102 | 2023.12.14 07:00 | close | 34 | 1.00 | 1.70314 | 1.70076 | 1.71276 | -119.86 | 10659.49 |
| 103 | 2024.01.02 02:00 | buy | 35 | 1.00 | 1.68474 | 0.00000 | 0.00000 | ||
| 104 | 2024.01.02 02:00 | modify | 35 | 1.00 | 1.68474 | 1.68074 | 1.69274 | ||
| 105 | 2024.01.02 07:00 | close | 35 | 1.00 | 1.68726 | 1.68074 | 1.69274 | 186.47 | 10845.96 |
| 106 | 2024.01.16 02:00 | buy | 36 | 1.00 | 1.70832 | 0.00000 | 0.00000 | ||
| 107 | 2024.01.16 02:00 | modify | 36 | 1.00 | 1.70832 | 1.70432 | 1.71632 | ||
| 108 | 2024.01.16 07:00 | close | 36 | 1.00 | 1.70825 | 1.70432 | 1.71632 | -5.18 | 10840.78 |