Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=120; StopLoss=20; 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=400; 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=5; 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 | 24321662 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 314.40 | Gross profit | 1131.11 | Gross loss | -816.71 |
| Profit factor | 1.38 | Expected payoff | 10.14 | ||
| Absolute drawdown | 35.15 | Maximal drawdown | 443.50 (4.12%) | Relative drawdown | 4.12% (443.50) |
| Total trades | 31 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
| Largest | profit trade | 406.40 | loss trade | -127.81 | |
| Average | profit trade | 62.84 | loss trade | -62.82 | |
| Maximum | consecutive wins (profit in money) | 4 (564.88) | consecutive losses (loss in money) | 3 (-281.82) | |
| Maximal | consecutive profit (count of wins) | 564.88 (4) | consecutive loss (count of losses) | -281.82 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.30 04:00 | buy | 1 | 1.00 | 91.371 | 0.000 | 0.000 | ||
| 2 | 2023.05.30 04:00 | modify | 1 | 1.00 | 91.371 | 91.171 | 92.571 | ||
| 3 | 2023.05.30 05:00 | close | 1 | 1.00 | 91.448 | 91.171 | 92.571 | 49.21 | 10049.21 |
| 4 | 2023.06.16 04:00 | buy | 2 | 1.00 | 96.583 | 0.000 | 0.000 | ||
| 5 | 2023.06.16 04:00 | modify | 2 | 1.00 | 96.583 | 96.383 | 97.783 | ||
| 6 | 2023.06.16 05:00 | close | 2 | 1.00 | 96.693 | 96.383 | 97.783 | 70.30 | 10119.51 |
| 7 | 2023.06.20 04:00 | buy | 3 | 1.00 | 96.517 | 0.000 | 0.000 | ||
| 8 | 2023.06.20 04:00 | modify | 3 | 1.00 | 96.517 | 96.317 | 97.717 | ||
| 9 | 2023.06.20 05:00 | close | 3 | 1.00 | 96.614 | 96.317 | 97.717 | 61.99 | 10181.50 |
| 10 | 2023.07.12 04:00 | buy | 4 | 1.00 | 93.857 | 0.000 | 0.000 | ||
| 11 | 2023.07.12 04:00 | modify | 4 | 1.00 | 93.857 | 93.657 | 95.057 | ||
| 12 | 2023.07.12 05:00 | close | 4 | 1.00 | 93.771 | 93.657 | 95.057 | -54.96 | 10126.54 |
| 13 | 2023.07.13 04:00 | sell | 5 | 1.00 | 94.390 | 0.000 | 0.000 | ||
| 14 | 2023.07.13 04:00 | modify | 5 | 1.00 | 94.390 | 94.590 | 93.190 | ||
| 15 | 2023.07.13 05:00 | close | 5 | 1.00 | 94.371 | 94.590 | 93.190 | 12.14 | 10138.68 |
| 16 | 2023.07.14 04:00 | buy | 6 | 1.00 | 94.766 | 0.000 | 0.000 | ||
| 17 | 2023.07.14 04:00 | modify | 6 | 1.00 | 94.766 | 94.566 | 95.966 | ||
| 18 | 2023.07.14 05:00 | close | 6 | 1.00 | 94.891 | 94.566 | 95.966 | 79.88 | 10218.56 |
| 19 | 2023.07.20 04:00 | buy | 7 | 1.00 | 95.115 | 0.000 | 0.000 | ||
| 20 | 2023.07.20 04:00 | modify | 7 | 1.00 | 95.115 | 94.915 | 96.315 | ||
| 21 | 2023.07.20 05:00 | close | 7 | 1.00 | 95.219 | 94.915 | 96.315 | 66.46 | 10285.02 |
| 22 | 2023.07.28 04:00 | sell | 8 | 1.00 | 93.137 | 0.000 | 0.000 | ||
| 23 | 2023.07.28 04:00 | modify | 8 | 1.00 | 93.137 | 93.337 | 91.937 | ||
| 24 | 2023.07.28 04:06 | close | 8 | 1.00 | 92.501 | 93.337 | 91.937 | 406.40 | 10691.42 |
| 25 | 2023.08.18 04:00 | buy | 9 | 1.00 | 93.142 | 0.000 | 0.000 | ||
| 26 | 2023.08.18 04:00 | modify | 9 | 1.00 | 93.142 | 92.942 | 94.342 | ||
| 27 | 2023.08.18 05:00 | close | 9 | 1.00 | 93.081 | 92.942 | 94.342 | -38.98 | 10652.44 |
| 28 | 2023.09.11 04:00 | buy | 10 | 1.00 | 94.019 | 0.000 | 0.000 | ||
| 29 | 2023.09.11 04:00 | modify | 10 | 1.00 | 94.019 | 93.819 | 95.219 | ||
| 30 | 2023.09.11 05:00 | close | 10 | 1.00 | 94.108 | 93.819 | 95.219 | 56.88 | 10709.32 |
| 31 | 2023.09.22 04:00 | sell | 11 | 1.00 | 95.135 | 0.000 | 0.000 | ||
| 32 | 2023.09.22 04:00 | modify | 11 | 1.00 | 95.135 | 95.335 | 93.935 | ||
| 33 | 2023.09.22 05:00 | close | 11 | 1.00 | 95.140 | 95.335 | 93.935 | -3.19 | 10706.13 |
| 34 | 2023.10.31 04:00 | sell | 12 | 1.00 | 95.159 | 0.000 | 0.000 | ||
| 35 | 2023.10.31 04:00 | modify | 12 | 1.00 | 95.159 | 95.359 | 93.959 | ||
| 36 | 2023.10.31 05:00 | close | 12 | 1.00 | 95.289 | 95.359 | 93.959 | -83.07 | 10623.06 |
| 37 | 2023.11.20 04:00 | buy | 13 | 1.00 | 97.547 | 0.000 | 0.000 | ||
| 38 | 2023.11.20 04:00 | modify | 13 | 1.00 | 97.547 | 97.347 | 98.747 | ||
| 39 | 2023.11.20 05:00 | close | 13 | 1.00 | 97.553 | 97.347 | 98.747 | 3.83 | 10626.89 |
| 40 | 2023.11.21 04:00 | buy | 14 | 1.00 | 97.061 | 0.000 | 0.000 | ||
| 41 | 2023.11.21 04:00 | modify | 14 | 1.00 | 97.061 | 96.861 | 98.261 | ||
| 42 | 2023.11.21 05:00 | close | 14 | 1.00 | 96.968 | 96.861 | 98.261 | -59.44 | 10567.45 |
| 43 | 2023.11.29 04:00 | sell | 15 | 1.00 | 97.932 | 0.000 | 0.000 | ||
| 44 | 2023.11.29 04:00 | modify | 15 | 1.00 | 97.932 | 98.132 | 96.732 | ||
| 45 | 2023.11.29 05:00 | close | 15 | 1.00 | 97.840 | 98.132 | 96.732 | 58.79 | 10626.24 |
| 46 | 2023.12.01 04:00 | buy | 16 | 1.00 | 97.848 | 0.000 | 0.000 | ||
| 47 | 2023.12.01 04:00 | modify | 16 | 1.00 | 97.848 | 97.648 | 99.048 | ||
| 48 | 2023.12.01 05:00 | close | 16 | 1.00 | 97.879 | 97.648 | 99.048 | 19.81 | 10646.05 |
| 49 | 2023.12.04 04:00 | buy | 17 | 1.00 | 97.707 | 0.000 | 0.000 | ||
| 50 | 2023.12.04 04:00 | modify | 17 | 1.00 | 97.707 | 97.507 | 98.907 | ||
| 51 | 2023.12.04 05:00 | close | 17 | 1.00 | 97.713 | 97.507 | 98.907 | 3.84 | 10649.89 |
| 52 | 2023.12.05 04:00 | buy | 18 | 1.00 | 96.799 | 0.000 | 0.000 | ||
| 53 | 2023.12.05 04:00 | modify | 18 | 1.00 | 96.799 | 96.599 | 97.999 | ||
| 54 | 2023.12.05 05:00 | close | 18 | 1.00 | 96.854 | 96.599 | 97.999 | 35.15 | 10685.04 |
| 55 | 2023.12.08 04:00 | sell | 19 | 1.00 | 95.043 | 0.000 | 0.000 | ||
| 56 | 2023.12.08 04:00 | modify | 19 | 1.00 | 95.043 | 95.243 | 93.843 | ||
| 57 | 2023.12.08 05:00 | close | 19 | 1.00 | 95.140 | 95.243 | 93.843 | -61.99 | 10623.05 |
| 58 | 2023.12.14 04:00 | buy | 20 | 1.00 | 94.973 | 0.000 | 0.000 | ||
| 59 | 2023.12.14 04:00 | modify | 20 | 1.00 | 94.973 | 94.773 | 96.173 | ||
| 60 | 2023.12.14 05:00 | close | 20 | 1.00 | 95.125 | 94.773 | 96.173 | 97.14 | 10720.19 |
| 61 | 2024.01.03 04:00 | sell | 21 | 1.00 | 96.001 | 0.000 | 0.000 | ||
| 62 | 2024.01.03 04:00 | modify | 21 | 1.00 | 96.001 | 96.201 | 94.801 | ||
| 63 | 2024.01.03 05:00 | close | 21 | 1.00 | 96.001 | 96.201 | 94.801 | 0.00 | 10720.19 |
| 64 | 2024.01.04 04:00 | sell | 22 | 1.00 | 96.597 | 0.000 | 0.000 | ||
| 65 | 2024.01.04 04:00 | modify | 22 | 1.00 | 96.597 | 96.797 | 95.397 | ||
| 66 | 2024.01.04 04:55 | s/l | 22 | 1.00 | 96.797 | 96.797 | 95.397 | -127.81 | 10592.38 |
| 67 | 2024.01.08 04:00 | buy | 23 | 1.00 | 96.870 | 0.000 | 0.000 | ||
| 68 | 2024.01.08 04:00 | modify | 23 | 1.00 | 96.870 | 96.670 | 98.070 | ||
| 69 | 2024.01.08 05:00 | close | 23 | 1.00 | 96.765 | 96.670 | 98.070 | -67.11 | 10525.27 |
| 70 | 2024.01.23 04:00 | buy | 24 | 1.00 | 97.572 | 0.000 | 0.000 | ||
| 71 | 2024.01.23 04:00 | modify | 24 | 1.00 | 97.572 | 97.372 | 98.772 | ||
| 72 | 2024.01.23 05:00 | close | 24 | 1.00 | 97.646 | 97.372 | 98.772 | 47.29 | 10572.56 |
| 73 | 2024.02.29 04:00 | buy | 25 | 1.00 | 97.645 | 0.000 | 0.000 | ||
| 74 | 2024.02.29 04:00 | modify | 25 | 1.00 | 97.645 | 97.445 | 98.845 | ||
| 75 | 2024.02.29 05:00 | close | 25 | 1.00 | 97.657 | 97.445 | 98.845 | 7.67 | 10580.23 |
| 76 | 2024.03.19 04:00 | sell | 26 | 1.00 | 97.930 | 0.000 | 0.000 | ||
| 77 | 2024.03.19 04:00 | modify | 26 | 1.00 | 97.930 | 98.130 | 96.730 | ||
| 78 | 2024.03.19 05:00 | close | 26 | 1.00 | 97.932 | 98.130 | 96.730 | -1.28 | 10578.95 |
| 79 | 2024.03.22 04:00 | buy | 27 | 1.00 | 98.952 | 0.000 | 0.000 | ||
| 80 | 2024.03.22 04:00 | modify | 27 | 1.00 | 98.952 | 98.752 | 100.152 | ||
| 81 | 2024.03.22 05:00 | close | 27 | 1.00 | 98.894 | 98.752 | 100.152 | -37.06 | 10541.89 |
| 82 | 2024.03.27 04:00 | buy | 28 | 1.00 | 98.885 | 0.000 | 0.000 | ||
| 83 | 2024.03.27 04:00 | modify | 28 | 1.00 | 98.885 | 98.685 | 100.085 | ||
| 84 | 2024.03.27 05:00 | close | 28 | 1.00 | 98.970 | 98.685 | 100.085 | 54.33 | 10596.22 |
| 85 | 2024.03.29 04:00 | buy | 29 | 1.00 | 98.518 | 0.000 | 0.000 | ||
| 86 | 2024.03.29 04:00 | modify | 29 | 1.00 | 98.518 | 98.318 | 99.718 | ||
| 87 | 2024.03.29 05:00 | close | 29 | 1.00 | 98.477 | 98.318 | 99.718 | -26.21 | 10570.01 |
| 88 | 2024.04.19 04:00 | sell | 30 | 1.00 | 98.608 | 0.000 | 0.000 | ||
| 89 | 2024.04.19 04:00 | modify | 30 | 1.00 | 98.608 | 98.808 | 97.408 | ||
| 90 | 2024.04.19 04:02 | s/l | 30 | 1.00 | 98.808 | 98.808 | 97.408 | -127.81 | 10442.20 |
| 91 | 2024.04.26 04:00 | sell | 31 | 1.00 | 101.725 | 0.000 | 0.000 | ||
| 92 | 2024.04.26 04:00 | modify | 31 | 1.00 | 101.725 | 101.925 | 100.525 | ||
| 93 | 2024.04.26 04:30 | s/l | 31 | 1.00 | 101.925 | 101.925 | 100.525 | -127.80 | 10314.40 |