Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDUSD (Australian dollar vs US dollar - 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=50; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=300; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7248 | Ticks modelled | 156267 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 174.00 | Gross profit | 1277.00 | Gross loss | -1103.00 |
| Profit factor | 1.16 | Expected payoff | 4.97 | ||
| Absolute drawdown | 116.00 | Maximal drawdown | 764.00 (7.08%) | Relative drawdown | 7.08% (764.00) |
| Total trades | 35 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 23 (34.78%) |
| Profit trades (% of total) | 15 (42.86%) | Loss trades (% of total) | 20 (57.14%) | ||
| Largest | profit trade | 500.00 | loss trade | -197.00 | |
| Average | profit trade | 85.13 | loss trade | -55.15 | |
| Maximum | consecutive wins (profit in money) | 3 (135.00) | consecutive losses (loss in money) | 6 (-333.00) | |
| Maximal | consecutive profit (count of wins) | 500.00 (1) | consecutive loss (count of losses) | -369.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 12:00 | sell | 1 | 1.00 | 0.66784 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.04 12:00 | modify | 1 | 1.00 | 0.66784 | 0.67284 | 0.66284 | ||
| 3 | 2023.05.04 13:00 | close | 1 | 1.00 | 0.66695 | 0.67284 | 0.66284 | 89.00 | 10089.00 |
| 4 | 2023.05.11 12:00 | buy | 2 | 1.00 | 0.67356 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.11 12:00 | modify | 2 | 1.00 | 0.67356 | 0.66856 | 0.67856 | ||
| 6 | 2023.05.11 13:00 | close | 2 | 1.00 | 0.67329 | 0.66856 | 0.67856 | -27.00 | 10062.00 |
| 7 | 2023.05.19 12:00 | buy | 3 | 1.00 | 0.66611 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.19 12:00 | modify | 3 | 1.00 | 0.66611 | 0.66111 | 0.67111 | ||
| 9 | 2023.05.19 13:00 | close | 3 | 1.00 | 0.66600 | 0.66111 | 0.67111 | -11.00 | 10051.00 |
| 10 | 2023.05.22 12:00 | buy | 4 | 1.00 | 0.66440 | 0.00000 | 0.00000 | ||
| 11 | 2023.05.22 12:00 | modify | 4 | 1.00 | 0.66440 | 0.65940 | 0.66940 | ||
| 12 | 2023.05.22 13:00 | close | 4 | 1.00 | 0.66404 | 0.65940 | 0.66940 | -36.00 | 10015.00 |
| 13 | 2023.05.24 12:00 | buy | 5 | 1.00 | 0.65795 | 0.00000 | 0.00000 | ||
| 14 | 2023.05.24 12:00 | modify | 5 | 1.00 | 0.65795 | 0.65295 | 0.66295 | ||
| 15 | 2023.05.24 13:00 | close | 5 | 1.00 | 0.65715 | 0.65295 | 0.66295 | -80.00 | 9935.00 |
| 16 | 2023.05.30 12:00 | sell | 6 | 1.00 | 0.65522 | 0.00000 | 0.00000 | ||
| 17 | 2023.05.30 12:00 | modify | 6 | 1.00 | 0.65522 | 0.66022 | 0.65022 | ||
| 18 | 2023.05.30 13:00 | close | 6 | 1.00 | 0.65378 | 0.66022 | 0.65022 | 144.00 | 10079.00 |
| 19 | 2023.06.21 12:00 | buy | 7 | 1.00 | 0.67631 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.21 12:00 | modify | 7 | 1.00 | 0.67631 | 0.67131 | 0.68131 | ||
| 21 | 2023.06.21 13:00 | close | 7 | 1.00 | 0.67557 | 0.67131 | 0.68131 | -74.00 | 10005.00 |
| 22 | 2023.07.06 12:00 | sell | 8 | 1.00 | 0.66859 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.06 12:00 | modify | 8 | 1.00 | 0.66859 | 0.67359 | 0.66359 | ||
| 24 | 2023.07.06 12:50 | t/p | 8 | 1.00 | 0.66359 | 0.67359 | 0.66359 | 500.00 | 10505.00 |
| 25 | 2023.07.18 12:00 | buy | 9 | 1.00 | 0.68073 | 0.00000 | 0.00000 | ||
| 26 | 2023.07.18 12:00 | modify | 9 | 1.00 | 0.68073 | 0.67573 | 0.68573 | ||
| 27 | 2023.07.18 13:00 | close | 9 | 1.00 | 0.68026 | 0.67573 | 0.68573 | -47.00 | 10458.00 |
| 28 | 2023.07.19 12:00 | buy | 10 | 1.00 | 0.67665 | 0.00000 | 0.00000 | ||
| 29 | 2023.07.19 12:00 | modify | 10 | 1.00 | 0.67665 | 0.67165 | 0.68165 | ||
| 30 | 2023.07.19 13:00 | close | 10 | 1.00 | 0.67688 | 0.67165 | 0.68165 | 23.00 | 10481.00 |
| 31 | 2023.08.18 12:00 | buy | 11 | 1.00 | 0.63910 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.18 12:00 | modify | 11 | 1.00 | 0.63910 | 0.63410 | 0.64410 | ||
| 33 | 2023.08.18 13:00 | close | 11 | 1.00 | 0.63869 | 0.63410 | 0.64410 | -41.00 | 10440.00 |
| 34 | 2023.09.05 12:00 | buy | 12 | 1.00 | 0.63677 | 0.00000 | 0.00000 | ||
| 35 | 2023.09.05 12:00 | modify | 12 | 1.00 | 0.63677 | 0.63177 | 0.64177 | ||
| 36 | 2023.09.05 13:00 | close | 12 | 1.00 | 0.63804 | 0.63177 | 0.64177 | 127.00 | 10567.00 |
| 37 | 2023.09.14 12:00 | sell | 13 | 1.00 | 0.64433 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.14 12:00 | modify | 13 | 1.00 | 0.64433 | 0.64933 | 0.63933 | ||
| 39 | 2023.09.14 13:00 | close | 13 | 1.00 | 0.64433 | 0.64933 | 0.63933 | 0.00 | 10567.00 |
| 40 | 2023.09.20 12:00 | sell | 14 | 1.00 | 0.64858 | 0.00000 | 0.00000 | ||
| 41 | 2023.09.20 12:00 | modify | 14 | 1.00 | 0.64858 | 0.65358 | 0.64358 | ||
| 42 | 2023.09.20 13:00 | close | 14 | 1.00 | 0.64881 | 0.65358 | 0.64358 | -23.00 | 10544.00 |
| 43 | 2023.09.28 12:00 | sell | 15 | 1.00 | 0.63916 | 0.00000 | 0.00000 | ||
| 44 | 2023.09.28 12:00 | modify | 15 | 1.00 | 0.63916 | 0.64416 | 0.63416 | ||
| 45 | 2023.09.28 13:00 | close | 15 | 1.00 | 0.63914 | 0.64416 | 0.63416 | 2.00 | 10546.00 |
| 46 | 2023.10.03 12:00 | buy | 16 | 1.00 | 0.63060 | 0.00000 | 0.00000 | ||
| 47 | 2023.10.03 12:00 | modify | 16 | 1.00 | 0.63060 | 0.62560 | 0.63560 | ||
| 48 | 2023.10.03 13:00 | close | 16 | 1.00 | 0.63021 | 0.62560 | 0.63560 | -39.00 | 10507.00 |
| 49 | 2023.10.10 12:00 | buy | 17 | 1.00 | 0.63973 | 0.00000 | 0.00000 | ||
| 50 | 2023.10.10 12:00 | modify | 17 | 1.00 | 0.63973 | 0.63473 | 0.64473 | ||
| 51 | 2023.10.10 13:00 | close | 17 | 1.00 | 0.63992 | 0.63473 | 0.64473 | 19.00 | 10526.00 |
| 52 | 2023.10.11 12:00 | buy | 18 | 1.00 | 0.64159 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.11 12:00 | modify | 18 | 1.00 | 0.64159 | 0.63659 | 0.64659 | ||
| 54 | 2023.10.11 13:00 | close | 18 | 1.00 | 0.64215 | 0.63659 | 0.64659 | 56.00 | 10582.00 |
| 55 | 2023.10.13 12:00 | buy | 19 | 1.00 | 0.63194 | 0.00000 | 0.00000 | ||
| 56 | 2023.10.13 12:00 | modify | 19 | 1.00 | 0.63194 | 0.62694 | 0.63694 | ||
| 57 | 2023.10.13 13:00 | close | 19 | 1.00 | 0.63254 | 0.62694 | 0.63694 | 60.00 | 10642.00 |
| 58 | 2023.11.15 12:00 | sell | 20 | 1.00 | 0.65288 | 0.00000 | 0.00000 | ||
| 59 | 2023.11.15 12:00 | modify | 20 | 1.00 | 0.65288 | 0.65788 | 0.64788 | ||
| 60 | 2023.11.15 13:00 | close | 20 | 1.00 | 0.65292 | 0.65788 | 0.64788 | -4.00 | 10638.00 |
| 61 | 2023.11.17 12:00 | sell | 21 | 1.00 | 0.64998 | 0.00000 | 0.00000 | ||
| 62 | 2023.11.17 12:00 | modify | 21 | 1.00 | 0.64998 | 0.65498 | 0.64498 | ||
| 63 | 2023.11.17 13:00 | close | 21 | 1.00 | 0.65033 | 0.65498 | 0.64498 | -35.00 | 10603.00 |
| 64 | 2023.11.22 12:00 | sell | 22 | 1.00 | 0.65632 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.22 12:00 | modify | 22 | 1.00 | 0.65632 | 0.66132 | 0.65132 | ||
| 66 | 2023.11.22 13:00 | close | 22 | 1.00 | 0.65653 | 0.66132 | 0.65132 | -21.00 | 10582.00 |
| 67 | 2023.12.05 12:00 | buy | 23 | 1.00 | 0.65641 | 0.00000 | 0.00000 | ||
| 68 | 2023.12.05 12:00 | modify | 23 | 1.00 | 0.65641 | 0.65141 | 0.66141 | ||
| 69 | 2023.12.05 13:00 | close | 23 | 1.00 | 0.65599 | 0.65141 | 0.66141 | -42.00 | 10540.00 |
| 70 | 2024.01.02 12:00 | buy | 24 | 1.00 | 0.68028 | 0.00000 | 0.00000 | ||
| 71 | 2024.01.02 12:00 | modify | 24 | 1.00 | 0.68028 | 0.67528 | 0.68528 | ||
| 72 | 2024.01.02 13:00 | close | 24 | 1.00 | 0.67850 | 0.67528 | 0.68528 | -178.00 | 10362.00 |
| 73 | 2024.01.03 12:00 | buy | 25 | 1.00 | 0.67319 | 0.00000 | 0.00000 | ||
| 74 | 2024.01.03 12:00 | modify | 25 | 1.00 | 0.67319 | 0.66819 | 0.67819 | ||
| 75 | 2024.01.03 13:00 | close | 25 | 1.00 | 0.67266 | 0.66819 | 0.67819 | -53.00 | 10309.00 |
| 76 | 2024.01.08 12:00 | buy | 26 | 1.00 | 0.66862 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.08 12:00 | modify | 26 | 1.00 | 0.66862 | 0.66362 | 0.67362 | ||
| 78 | 2024.01.08 13:00 | close | 26 | 1.00 | 0.66871 | 0.66362 | 0.67362 | 9.00 | 10318.00 |
| 79 | 2024.01.16 12:00 | buy | 27 | 1.00 | 0.66069 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.16 12:00 | modify | 27 | 1.00 | 0.66069 | 0.65569 | 0.66569 | ||
| 81 | 2024.01.16 13:00 | close | 27 | 1.00 | 0.66068 | 0.65569 | 0.66569 | -1.00 | 10317.00 |
| 82 | 2024.03.01 12:00 | sell | 28 | 1.00 | 0.65074 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.01 12:00 | modify | 28 | 1.00 | 0.65074 | 0.65574 | 0.64574 | ||
| 84 | 2024.03.01 13:00 | close | 28 | 1.00 | 0.65025 | 0.65574 | 0.64574 | 49.00 | 10366.00 |
| 85 | 2024.03.21 12:00 | buy | 29 | 1.00 | 0.66018 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.21 12:00 | modify | 29 | 1.00 | 0.66018 | 0.65518 | 0.66518 | ||
| 87 | 2024.03.21 13:00 | close | 29 | 1.00 | 0.65996 | 0.65518 | 0.66518 | -22.00 | 10344.00 |
| 88 | 2024.03.22 12:00 | buy | 30 | 1.00 | 0.65155 | 0.00000 | 0.00000 | ||
| 89 | 2024.03.22 12:00 | modify | 30 | 1.00 | 0.65155 | 0.64655 | 0.65655 | ||
| 90 | 2024.03.22 13:00 | close | 30 | 1.00 | 0.65233 | 0.64655 | 0.65655 | 78.00 | 10422.00 |
| 91 | 2024.03.27 12:00 | buy | 31 | 1.00 | 0.65248 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.27 12:00 | modify | 31 | 1.00 | 0.65248 | 0.64748 | 0.65748 | ||
| 93 | 2024.03.27 13:00 | close | 31 | 1.00 | 0.65164 | 0.64748 | 0.65748 | -84.00 | 10338.00 |
| 94 | 2024.04.08 12:00 | sell | 32 | 1.00 | 0.65862 | 0.00000 | 0.00000 | ||
| 95 | 2024.04.08 12:00 | modify | 32 | 1.00 | 0.65862 | 0.66362 | 0.65362 | ||
| 96 | 2024.04.08 13:00 | close | 32 | 1.00 | 0.65950 | 0.66362 | 0.65362 | -88.00 | 10250.00 |
| 97 | 2024.04.12 12:00 | buy | 33 | 1.00 | 0.64961 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.12 12:00 | modify | 33 | 1.00 | 0.64961 | 0.64461 | 0.65461 | ||
| 99 | 2024.04.12 13:00 | close | 33 | 1.00 | 0.64764 | 0.64461 | 0.65461 | -197.00 | 10053.00 |
| 100 | 2024.04.16 12:00 | sell | 34 | 1.00 | 0.64253 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.16 12:00 | modify | 34 | 1.00 | 0.64253 | 0.64753 | 0.63753 | ||
| 102 | 2024.04.16 13:00 | close | 34 | 1.00 | 0.64201 | 0.64753 | 0.63753 | 52.00 | 10105.00 |
| 103 | 2024.04.19 12:00 | buy | 35 | 1.00 | 0.64135 | 0.00000 | 0.00000 | ||
| 104 | 2024.04.19 12:00 | modify | 35 | 1.00 | 0.64135 | 0.63635 | 0.64635 | ||
| 105 | 2024.04.19 13:00 | close | 35 | 1.00 | 0.64204 | 0.63635 | 0.64635 | 69.00 | 10174.00 |