Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.03.01 00:00 - 2024.02.29 23:45 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=110; StopLoss=100; 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=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 test25280Ticks modelled26833988Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-542.77Gross profit3964.92Gross loss-4507.69
Profit factor0.88Expected payoff-5.17
Absolute drawdown819.91Maximal drawdown1324.04 (12.60%)Relative drawdown12.60% (1324.04)
Total trades105Short positions (won %)47 (44.68%)Long positions (won %)58 (41.38%)
Profit trades (% of total)45 (42.86%)Loss trades (% of total)60 (57.14%)
Largestprofit trade403.31loss trade-106.71
Averageprofit trade88.11loss trade-75.13
Maximumconsecutive wins (profit in money)3 (458.34)consecutive losses (loss in money)4 (-379.09)
Maximalconsecutive profit (count of wins)458.34 (3)consecutive loss (count of losses)-379.09 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.03 03:00buy11.0092.1560.0000.000
22023.03.03 03:00modify11.0092.15691.15693.256
32023.03.03 06:00close11.0092.17191.15693.25610.0710010.07
42023.03.06 03:00sell21.0091.8280.0000.000
52023.03.06 03:00modify21.0091.82892.82890.728
62023.03.06 06:00close21.0091.76092.82890.72845.6410055.71
72023.03.07 04:00buy31.0091.3270.0000.000
82023.03.07 04:00modify31.0091.32790.32792.427
92023.03.07 06:00close31.0091.25990.32792.427-45.6510010.06
102023.03.08 03:00buy41.0090.5160.0000.000
112023.03.08 03:00modify41.0090.51689.51691.616
122023.03.08 05:00sell51.0090.8300.0000.000
132023.03.08 05:00modify51.0090.83091.83089.730
142023.03.08 06:00close51.0090.79091.83089.73026.8510036.91
152023.03.08 06:00close41.0090.76089.51691.616163.7910200.70
162023.03.10 03:00buy61.0089.9270.0000.000
172023.03.10 03:00modify61.0089.92788.92791.027
182023.03.10 03:11close61.0089.77388.92791.027-103.3810097.32
192023.03.13 03:00sell71.0089.2210.0000.000
202023.03.13 03:00modify71.0089.22190.22188.121
212023.03.13 03:51close71.0089.37290.22188.121-101.359995.97
222023.03.14 03:00buy81.0088.7190.0000.000
232023.03.14 03:00modify81.0088.71987.71989.819
242023.03.14 06:00close81.0089.05387.71989.819224.2110220.18
252023.03.16 03:15buy91.0087.9590.0000.000
262023.03.16 03:15modify91.0087.95986.95989.059
272023.03.16 05:30sell101.0088.3040.0000.000
282023.03.16 05:30modify101.0088.30489.30487.204
292023.03.16 06:00close101.0088.16389.30487.20494.6410314.82
302023.03.16 06:00close91.0088.13386.95989.059116.8010431.62
312023.03.20 03:30buy111.0088.3380.0000.000
322023.03.20 03:30modify111.0088.33887.33889.438
332023.03.20 04:33close111.0088.18987.33889.438-100.0210331.60
342023.03.30 05:45buy121.0088.6760.0000.000
352023.03.30 05:45modify121.0088.67687.67689.776
362023.03.30 06:00close121.0088.74387.67689.77644.9810376.58
372023.04.03 03:15sell131.0088.9280.0000.000
382023.04.03 03:15modify131.0088.92889.92887.828
392023.04.03 06:00close131.0088.97389.92887.828-30.2010346.38
402023.04.12 03:00sell141.0089.1030.0000.000
412023.04.12 03:00modify141.0089.10390.10388.003
422023.04.12 04:00close141.0089.25290.10388.003-100.0110246.37
432023.04.24 03:00sell151.0089.8000.0000.000
442023.04.24 03:00modify151.0089.80090.80088.700
452023.04.24 06:00close151.0089.72490.80088.70051.0010297.37
462023.04.27 05:45sell161.0088.6530.0000.000
472023.04.27 05:45modify161.0088.65389.65387.553
482023.04.27 06:00close161.0088.63589.65387.55312.0810309.45
492023.04.28 03:45buy171.0088.7250.0000.000
502023.04.28 03:45modify171.0088.72587.72589.825
512023.04.28 04:00close171.0088.56687.72589.825-106.7110202.74
522023.05.02 04:45sell181.0092.0710.0000.000
532023.05.02 04:45modify181.0092.07193.07190.971
542023.05.02 05:00close181.0092.22193.07190.971-100.6610102.08
552023.05.04 03:00sell191.0089.9820.0000.000
562023.05.04 03:00modify191.0089.98290.98288.882
572023.05.04 05:11close191.0090.13290.98288.882-100.6510001.43
582023.05.19 03:00sell201.0091.8880.0000.000
592023.05.19 03:00modify201.0091.88892.88890.788
602023.05.19 06:00close201.0091.77892.88890.78873.8210075.25
612023.05.23 04:00buy211.0092.2860.0000.000
622023.05.23 04:00modify211.0092.28691.28693.386
632023.05.23 04:10close211.0092.13791.28693.386-100.009975.25
642023.05.30 03:30buy221.0091.3410.0000.000
652023.05.30 03:30modify221.0091.34190.34192.441
662023.05.30 06:00close221.0091.53490.34192.441129.5310104.78
672023.05.31 05:30buy231.0090.5490.0000.000
682023.05.31 05:30modify231.0090.54989.54991.649
692023.05.31 05:41close231.0090.39789.54991.649-102.0210002.76
702023.06.02 03:15buy241.0091.7260.0000.000
712023.06.02 03:15modify241.0091.72690.72692.826
722023.06.02 06:00close241.0091.82990.72692.82669.1410071.90
732023.06.06 04:45sell251.0092.9770.0000.000
742023.06.06 04:45modify251.0092.97793.97791.877
752023.06.06 05:07close251.0093.12693.97791.877-100.019971.89
762023.06.07 03:15buy261.0092.8870.0000.000
772023.06.07 03:15modify261.0092.88791.88793.987
782023.06.07 06:00close261.0092.92991.88793.98728.1910000.08
792023.06.13 03:45sell271.0094.3230.0000.000
802023.06.13 03:45modify271.0094.32395.32393.223
812023.06.13 06:00close271.0094.31395.32393.2236.7210006.80
822023.06.14 05:45buy281.0094.8280.0000.000
832023.06.14 05:45modify281.0094.82893.82895.928
842023.06.14 06:00close281.0094.80193.82895.928-18.139988.67
852023.06.15 03:00sell291.0095.7270.0000.000
862023.06.15 03:00modify291.0095.72796.72794.627
872023.06.15 03:47close291.0095.87696.72794.627-100.009888.67
882023.06.16 03:00sell301.0096.6330.0000.000
892023.06.16 03:00modify301.0096.63397.63395.533
902023.06.16 04:42close301.0096.78297.63395.533-100.009788.67
912023.06.19 03:45buy311.0096.8320.0000.000
922023.06.19 03:45modify311.0096.83295.83297.932
932023.06.19 06:00close311.0097.22895.83297.932265.8110054.48
942023.06.20 03:00buy321.0096.4030.0000.000
952023.06.20 03:00modify321.0096.40395.40397.503
962023.06.20 05:30sell331.0096.5940.0000.000
972023.06.20 05:30modify331.0096.59497.59495.494
982023.06.20 06:00close331.0096.66197.59495.494-44.9710009.51
992023.06.20 06:00close321.0096.63195.40397.503153.0410162.55
1002023.06.22 05:15buy341.0095.9340.0000.000
1012023.06.22 05:15modify341.0095.93494.93497.034
1022023.06.22 05:43close341.0095.78594.93497.034-100.0110062.54
1032023.06.23 03:45buy351.0095.9370.0000.000
1042023.06.23 03:45modify351.0095.93794.93797.037
1052023.06.23 04:32close351.0095.78794.93797.037-100.689961.86
1062023.07.04 04:45buy361.0096.3240.0000.000
1072023.07.04 04:45modify361.0096.32495.32497.424
1082023.07.04 04:53close361.0096.17595.32497.424-100.019861.85
1092023.07.06 04:15buy371.0095.7360.0000.000
1102023.07.06 04:15modify371.0095.73694.73696.836
1112023.07.06 06:00close371.0095.70994.73696.836-18.139843.72
1122023.07.10 03:00sell381.0095.3850.0000.000
1132023.07.10 03:00modify381.0095.38596.38594.285
1142023.07.10 06:00close381.0095.02596.38594.285241.5910085.31
1152023.07.11 03:00buy391.0094.0990.0000.000
1162023.07.11 03:00modify391.0094.09993.09995.199
1172023.07.11 05:45sell401.0094.1420.0000.000
1182023.07.11 05:45modify401.0094.14295.14293.042
1192023.07.11 06:00close401.0094.09895.14293.04229.5310114.84
1202023.07.11 06:00close391.0094.06893.09995.199-20.8110094.03
1212023.07.12 03:00buy411.0094.0680.0000.000
1222023.07.12 03:00modify411.0094.06893.06895.168
1232023.07.12 03:17close411.0093.91893.06895.168-100.679993.36
1242023.07.13 03:45buy421.0094.2960.0000.000
1252023.07.13 03:45modify421.0094.29693.29695.396
1262023.07.13 05:45sell431.0094.5300.0000.000
1272023.07.13 05:45modify431.0094.53095.53093.430
1282023.07.13 06:00close431.0094.50395.53093.43018.1210011.48
1292023.07.13 06:00close421.0094.47393.29695.396118.7910130.27
1302023.07.14 03:00sell441.0094.7790.0000.000
1312023.07.14 03:00modify441.0094.77995.77993.679
1322023.07.14 04:51close441.0094.93095.77993.679-101.3310028.94
1332023.07.18 03:00sell451.0094.6260.0000.000
1342023.07.18 03:00modify451.0094.62695.62693.526
1352023.07.18 03:27close451.0094.77895.62693.526-102.019926.93
1362023.07.20 03:00sell461.0095.1940.0000.000
1372023.07.20 03:00modify461.0095.19496.19494.094
1382023.07.20 05:45buy471.0095.1850.0000.000
1392023.07.20 05:45modify471.0095.18594.18596.285
1402023.07.20 06:00close471.0095.13394.18596.285-34.909892.03
1412023.07.20 06:00close461.0095.16396.19494.09420.819912.84
1422023.07.25 03:00sell481.0095.5730.0000.000
1432023.07.25 03:00modify481.0095.57396.57394.473
1442023.07.25 05:44close481.0095.72396.57394.473-100.669812.18
1452023.07.27 05:45buy491.0095.2900.0000.000
1462023.07.27 05:45modify491.0095.29094.29096.390
1472023.07.27 06:00close491.0095.22594.29096.390-43.639768.55
1482023.07.28 03:00buy501.0093.1040.0000.000
1492023.07.28 03:00modify501.0093.10492.10494.204
1502023.07.28 03:11close501.0092.95592.10494.204-100.019668.54
1512023.07.31 03:00sell511.0094.6350.0000.000
1522023.07.31 03:00modify511.0094.63595.63593.535
1532023.07.31 04:46close511.0094.78895.63593.535-102.679565.87
1542023.08.01 04:45buy521.0095.2520.0000.000
1552023.08.01 04:45modify521.0095.25294.25296.352
1562023.08.01 06:00close521.0095.30394.25296.35234.229600.09
1572023.08.02 05:15buy531.0094.0420.0000.000
1582023.08.02 05:15modify531.0094.04293.04295.142
1592023.08.02 06:00close531.0094.03693.04295.142-4.039596.06
1602023.08.03 04:15sell541.0093.7760.0000.000
1612023.08.03 04:15modify541.0093.77694.77692.676
1622023.08.03 05:15close541.0093.92794.77692.676-101.339494.73
1632023.08.04 03:00buy551.0093.5680.0000.000
1642023.08.04 03:00modify551.0093.56892.56894.668
1652023.08.04 06:00close551.0093.60092.56894.66821.489516.21
1662023.08.08 03:15sell561.0093.9540.0000.000
1672023.08.08 03:15modify561.0093.95494.95492.854
1682023.08.08 06:00close561.0093.65294.95492.854202.679718.88
1692023.08.09 03:15buy571.0093.9570.0000.000
1702023.08.09 03:15modify571.0093.95792.95795.057
1712023.08.09 04:25close571.0093.80892.95795.057-100.009618.88
1722023.08.15 05:30sell581.0094.6370.0000.000
1732023.08.15 05:30modify581.0094.63795.63793.537
1742023.08.15 06:00close581.0094.62895.63793.5376.049624.92
1752023.08.18 03:15buy591.0093.2710.0000.000
1762023.08.18 03:15modify591.0093.27192.27194.371
1772023.08.18 03:47close591.0093.12292.27194.371-100.019524.91
1782023.08.22 03:15sell601.0093.6960.0000.000
1792023.08.22 03:15modify601.0093.69694.69692.596
1802023.08.22 06:00close601.0093.75694.69692.596-40.269484.65
1812023.08.30 05:45sell611.0094.7110.0000.000
1822023.08.30 05:45modify611.0094.71195.71193.611
1832023.08.30 06:00close611.0094.71095.71193.6110.679485.32
1842023.09.01 03:00buy621.0094.1680.0000.000
1852023.09.01 03:00modify621.0094.16893.16895.268
1862023.09.01 06:00close621.0094.15293.16895.268-10.749474.58
1872023.09.05 04:45sell631.0094.2790.0000.000
1882023.09.05 04:45modify631.0094.27995.27993.179
1892023.09.05 06:00close631.0094.01695.27993.179176.509651.08
1902023.09.11 03:15buy641.0094.0470.0000.000
1912023.09.11 03:15modify641.0094.04793.04795.147
1922023.09.11 05:30sell651.0094.0330.0000.000
1932023.09.11 05:30modify651.0094.03395.03392.933
1942023.09.11 06:00close651.0094.14295.03392.933-73.159577.93
1952023.09.11 06:00close641.0094.11293.04795.14743.629621.55
1962023.09.21 03:00buy661.0095.0260.0000.000
1972023.09.21 03:00modify661.0095.02694.02696.126
1982023.09.21 06:00close661.0094.98294.02696.126-29.539592.02
1992023.09.22 03:00sell671.0094.9990.0000.000
2002023.09.22 03:00modify671.0094.99995.99993.899
2012023.09.22 03:16close671.0095.14995.99993.899-100.669491.36
2022023.10.03 03:45sell681.0095.1730.0000.000
2032023.10.03 03:45modify681.0095.17396.17394.073
2042023.10.03 06:00close681.0094.57296.17394.073403.319894.67
2052023.10.04 05:00sell691.0094.2730.0000.000
2062023.10.04 05:00modify691.0094.27395.27393.173
2072023.10.04 06:00close691.0094.21495.27393.17339.599934.26
2082023.10.10 03:00buy701.0095.3150.0000.000
2092023.10.10 03:00modify701.0095.31594.31596.415
2102023.10.10 06:00close701.0095.33894.31596.41515.449949.70
2112023.10.31 03:00buy711.0095.0200.0000.000
2122023.10.31 03:00modify711.0095.02094.02096.120
2132023.10.31 03:19close711.0094.87094.02096.120-100.659849.05
2142023.11.07 04:00buy721.0097.0540.0000.000
2152023.11.07 04:00modify721.0097.05496.05498.154
2162023.11.07 04:32close721.0096.90496.05498.154-100.659748.40
2172023.11.20 03:00buy731.0097.5330.0000.000
2182023.11.20 03:00modify731.0097.53396.53398.633
2192023.11.20 05:15sell741.0097.5970.0000.000
2202023.11.20 05:15modify741.0097.59798.59796.497
2212023.11.20 06:00close741.0097.61698.59796.497-12.759735.65
2222023.11.20 06:00close731.0097.58696.53398.63335.579771.22
2232023.11.21 03:00sell751.0097.1740.0000.000
2242023.11.21 03:00modify751.0097.17498.17496.074
2252023.11.21 06:00close751.0097.11498.17496.07440.269811.48
2262023.11.22 05:30sell761.0097.2930.0000.000
2272023.11.22 05:30modify761.0097.29398.29396.193
2282023.11.22 06:00close761.0097.34298.29396.193-32.889778.60
2292023.11.27 03:45buy771.0097.9130.0000.000
2302023.11.27 03:45modify771.0097.91396.91399.013
2312023.11.27 06:00close771.0098.06096.91399.01398.649877.24
2322023.11.29 03:00sell781.0097.8790.0000.000
2332023.11.29 03:00modify781.0097.87998.87996.779
2342023.11.29 05:15buy791.0097.7740.0000.000
2352023.11.29 05:15modify791.0097.77496.77498.874
2362023.11.29 06:00close791.0097.76596.77498.874-6.049871.20
2372023.11.29 06:00close781.0097.79598.87996.77956.369927.56
2382023.11.30 03:00sell801.0097.5900.0000.000
2392023.11.30 03:00modify801.0097.59098.59096.490
2402023.11.30 04:41close801.0097.74198.59096.490-101.319826.25
2412023.12.01 03:00buy811.0097.9210.0000.000
2422023.12.01 03:00modify811.0097.92196.92199.021
2432023.12.01 03:43close811.0097.77196.92199.021-100.669725.59
2442023.12.04 03:00buy821.0097.8350.0000.000
2452023.12.04 03:00modify821.0097.83596.83598.935
2462023.12.04 03:59close821.0097.68396.83598.935-102.009623.59
2472023.12.05 03:45buy831.0096.7830.0000.000
2482023.12.05 03:45modify831.0096.78395.78397.883
2492023.12.05 06:00close831.0096.78895.78397.8833.359626.94
2502023.12.07 05:15buy841.0095.8620.0000.000
2512023.12.07 05:15modify841.0095.86294.86296.962
2522023.12.07 06:00close841.0095.75594.86296.962-71.799555.15
2532023.12.08 03:15sell851.0094.9980.0000.000
2542023.12.08 03:15modify851.0094.99895.99893.898
2552023.12.08 03:34close851.0095.15595.99893.898-105.339449.82
2562023.12.14 03:00buy861.0095.3610.0000.000
2572023.12.14 03:00modify861.0095.36194.36196.461
2582023.12.14 03:17close861.0095.21194.36196.461-100.659349.17
2592023.12.15 03:00buy871.0095.4430.0000.000
2602023.12.15 03:00modify871.0095.44394.44396.543
2612023.12.15 03:38close871.0095.29294.44396.543-101.329247.85
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