Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=120; StopLoss=30; 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=500; 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=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 test | 7248 | Ticks modelled | 157922 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 764.94 | Gross profit | 2381.72 | Gross loss | -1616.78 |
| Profit factor | 1.47 | Expected payoff | 17.00 | ||
| Absolute drawdown | 254.36 | Maximal drawdown | 465.87 (4.56%) | Relative drawdown | 4.56% (465.87) |
| Total trades | 45 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 29 (62.07%) |
| Profit trades (% of total) | 26 (57.78%) | Loss trades (% of total) | 19 (42.22%) | ||
| Largest | profit trade | 203.84 | loss trade | -191.70 | |
| Average | profit trade | 91.60 | loss trade | -85.09 | |
| Maximum | consecutive wins (profit in money) | 6 (160.41) | consecutive losses (loss in money) | 6 (-432.01) | |
| Maximal | consecutive profit (count of wins) | 560.46 (5) | consecutive loss (count of losses) | -432.01 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 05:00 | sell | 1 | 1.00 | 151.278 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 05:00 | modify | 1 | 1.00 | 151.278 | 151.578 | 150.078 | ||
| 3 | 2023.05.02 06:00 | close | 1 | 1.00 | 151.233 | 151.578 | 150.078 | 28.76 | 10028.76 |
| 4 | 2023.05.18 04:00 | sell | 2 | 1.00 | 149.138 | 0.000 | 0.000 | ||
| 5 | 2023.05.18 04:00 | modify | 2 | 1.00 | 149.138 | 149.438 | 147.938 | ||
| 6 | 2023.05.18 05:45 | close | 2 | 1.00 | 148.949 | 149.438 | 147.938 | 120.77 | 10149.53 |
| 7 | 2023.05.19 04:00 | buy | 3 | 1.00 | 149.089 | 0.000 | 0.000 | ||
| 8 | 2023.05.19 04:00 | modify | 3 | 1.00 | 149.089 | 148.789 | 150.289 | ||
| 9 | 2023.05.19 06:00 | close | 3 | 1.00 | 148.908 | 148.789 | 150.289 | -115.67 | 10033.86 |
| 10 | 2023.06.15 05:00 | sell | 4 | 1.00 | 152.730 | 0.000 | 0.000 | ||
| 11 | 2023.06.15 05:00 | modify | 4 | 1.00 | 152.730 | 153.030 | 151.530 | ||
| 12 | 2023.06.15 06:00 | close | 4 | 1.00 | 152.797 | 153.030 | 151.530 | -42.82 | 9991.04 |
| 13 | 2023.06.16 04:00 | buy | 5 | 1.00 | 153.739 | 0.000 | 0.000 | ||
| 14 | 2023.06.16 04:00 | modify | 5 | 1.00 | 153.739 | 153.439 | 154.939 | ||
| 15 | 2023.06.16 04:45 | close | 5 | 1.00 | 153.923 | 153.439 | 154.939 | 117.58 | 10108.62 |
| 16 | 2023.06.19 04:00 | buy | 6 | 1.00 | 154.819 | 0.000 | 0.000 | ||
| 17 | 2023.06.19 04:00 | modify | 6 | 1.00 | 154.819 | 154.519 | 156.019 | ||
| 18 | 2023.06.19 06:00 | close | 6 | 1.00 | 154.965 | 154.519 | 156.019 | 93.31 | 10201.93 |
| 19 | 2023.06.21 04:00 | sell | 7 | 1.00 | 154.595 | 0.000 | 0.000 | ||
| 20 | 2023.06.21 04:00 | modify | 7 | 1.00 | 154.595 | 154.895 | 153.395 | ||
| 21 | 2023.06.21 06:00 | close | 7 | 1.00 | 154.679 | 154.895 | 153.395 | -53.68 | 10148.25 |
| 22 | 2023.06.26 05:00 | buy | 8 | 1.00 | 156.354 | 0.000 | 0.000 | ||
| 23 | 2023.06.26 05:00 | modify | 8 | 1.00 | 156.354 | 156.054 | 157.554 | ||
| 24 | 2023.06.26 06:00 | close | 8 | 1.00 | 156.350 | 156.054 | 157.554 | -2.56 | 10145.69 |
| 25 | 2023.06.27 04:00 | sell | 9 | 1.00 | 156.716 | 0.000 | 0.000 | ||
| 26 | 2023.06.27 04:00 | modify | 9 | 1.00 | 156.716 | 157.016 | 155.516 | ||
| 27 | 2023.06.27 06:00 | close | 9 | 1.00 | 156.813 | 157.016 | 155.516 | -61.98 | 10083.71 |
| 28 | 2023.07.06 05:00 | buy | 10 | 1.00 | 156.136 | 0.000 | 0.000 | ||
| 29 | 2023.07.06 05:00 | modify | 10 | 1.00 | 156.136 | 155.836 | 157.336 | ||
| 30 | 2023.07.06 06:00 | close | 10 | 1.00 | 156.004 | 155.836 | 157.336 | -84.36 | 9999.35 |
| 31 | 2023.07.11 04:00 | buy | 11 | 1.00 | 155.142 | 0.000 | 0.000 | ||
| 32 | 2023.07.11 04:00 | modify | 11 | 1.00 | 155.142 | 154.842 | 156.342 | ||
| 33 | 2023.07.11 06:00 | close | 11 | 1.00 | 155.035 | 154.842 | 156.342 | -68.38 | 9930.97 |
| 34 | 2023.07.12 04:00 | buy | 12 | 1.00 | 154.060 | 0.000 | 0.000 | ||
| 35 | 2023.07.12 04:00 | modify | 12 | 1.00 | 154.060 | 153.760 | 155.260 | ||
| 36 | 2023.07.12 06:00 | close | 12 | 1.00 | 153.808 | 153.760 | 155.260 | -161.05 | 9769.92 |
| 37 | 2023.07.13 05:00 | buy | 13 | 1.00 | 154.360 | 0.000 | 0.000 | ||
| 38 | 2023.07.13 05:00 | modify | 13 | 1.00 | 154.360 | 154.060 | 155.560 | ||
| 39 | 2023.07.13 05:50 | close | 13 | 1.00 | 154.550 | 154.060 | 155.560 | 121.43 | 9891.35 |
| 40 | 2023.07.14 04:00 | buy | 14 | 1.00 | 154.534 | 0.000 | 0.000 | ||
| 41 | 2023.07.14 04:00 | modify | 14 | 1.00 | 154.534 | 154.234 | 155.734 | ||
| 42 | 2023.07.14 04:50 | close | 14 | 1.00 | 154.726 | 154.234 | 155.734 | 122.70 | 10014.05 |
| 43 | 2023.07.28 04:00 | sell | 15 | 1.00 | 153.360 | 0.000 | 0.000 | ||
| 44 | 2023.07.28 04:00 | modify | 15 | 1.00 | 153.360 | 153.660 | 152.160 | ||
| 45 | 2023.07.28 04:05 | close | 15 | 1.00 | 153.096 | 153.660 | 152.160 | 168.69 | 10182.74 |
| 46 | 2023.07.31 05:00 | sell | 16 | 1.00 | 156.147 | 0.000 | 0.000 | ||
| 47 | 2023.07.31 05:00 | modify | 16 | 1.00 | 156.147 | 156.447 | 154.947 | ||
| 48 | 2023.07.31 06:00 | close | 16 | 1.00 | 156.191 | 156.447 | 154.947 | -28.11 | 10154.63 |
| 49 | 2023.08.03 04:00 | buy | 17 | 1.00 | 156.665 | 0.000 | 0.000 | ||
| 50 | 2023.08.03 04:00 | modify | 17 | 1.00 | 156.665 | 156.365 | 157.865 | ||
| 51 | 2023.08.03 04:10 | close | 17 | 1.00 | 156.849 | 156.365 | 157.865 | 117.58 | 10272.21 |
| 52 | 2023.08.04 04:00 | buy | 18 | 1.00 | 156.172 | 0.000 | 0.000 | ||
| 53 | 2023.08.04 04:00 | modify | 18 | 1.00 | 156.172 | 155.872 | 157.372 | ||
| 54 | 2023.08.04 06:00 | close | 18 | 1.00 | 156.021 | 155.872 | 157.372 | -96.50 | 10175.71 |
| 55 | 2023.08.08 04:00 | buy | 19 | 1.00 | 157.432 | 0.000 | 0.000 | ||
| 56 | 2023.08.08 04:00 | modify | 19 | 1.00 | 157.432 | 157.132 | 158.632 | ||
| 57 | 2023.08.08 05:50 | close | 19 | 1.00 | 157.627 | 157.132 | 158.632 | 124.61 | 10300.32 |
| 58 | 2023.08.14 04:00 | buy | 20 | 1.00 | 158.450 | 0.000 | 0.000 | ||
| 59 | 2023.08.14 04:00 | modify | 20 | 1.00 | 158.450 | 158.150 | 159.650 | ||
| 60 | 2023.08.14 06:00 | close | 20 | 1.00 | 158.407 | 158.150 | 159.650 | -27.48 | 10272.84 |
| 61 | 2023.09.11 04:00 | buy | 21 | 1.00 | 157.074 | 0.000 | 0.000 | ||
| 62 | 2023.09.11 04:00 | modify | 21 | 1.00 | 157.074 | 156.774 | 158.274 | ||
| 63 | 2023.09.11 04:02 | close | 21 | 1.00 | 157.265 | 156.774 | 158.274 | 122.06 | 10394.90 |
| 64 | 2023.09.22 04:00 | sell | 22 | 1.00 | 157.760 | 0.000 | 0.000 | ||
| 65 | 2023.09.22 04:00 | modify | 22 | 1.00 | 157.760 | 158.060 | 156.560 | ||
| 66 | 2023.09.22 06:00 | close | 22 | 1.00 | 157.719 | 158.060 | 156.560 | 26.20 | 10421.10 |
| 67 | 2023.10.31 04:00 | sell | 23 | 1.00 | 158.801 | 0.000 | 0.000 | ||
| 68 | 2023.10.31 04:00 | modify | 23 | 1.00 | 158.801 | 159.101 | 157.601 | ||
| 69 | 2023.10.31 04:46 | s/l | 23 | 1.00 | 159.101 | 159.101 | 157.601 | -191.70 | 10229.40 |
| 70 | 2023.11.20 04:00 | buy | 24 | 1.00 | 162.691 | 0.000 | 0.000 | ||
| 71 | 2023.11.20 04:00 | modify | 24 | 1.00 | 162.691 | 162.391 | 163.891 | ||
| 72 | 2023.11.20 05:32 | close | 24 | 1.00 | 162.865 | 162.391 | 163.891 | 111.20 | 10340.60 |
| 73 | 2023.11.21 04:00 | buy | 25 | 1.00 | 161.607 | 0.000 | 0.000 | ||
| 74 | 2023.11.21 04:00 | modify | 25 | 1.00 | 161.607 | 161.307 | 162.807 | ||
| 75 | 2023.11.21 05:20 | close | 25 | 1.00 | 161.772 | 161.307 | 162.807 | 105.44 | 10446.04 |
| 76 | 2023.11.27 04:00 | buy | 26 | 1.00 | 163.095 | 0.000 | 0.000 | ||
| 77 | 2023.11.27 04:00 | modify | 26 | 1.00 | 163.095 | 162.795 | 164.295 | ||
| 78 | 2023.11.27 05:45 | close | 26 | 1.00 | 163.263 | 162.795 | 164.295 | 107.37 | 10553.41 |
| 79 | 2023.12.08 04:00 | sell | 27 | 1.00 | 155.160 | 0.000 | 0.000 | ||
| 80 | 2023.12.08 04:00 | modify | 27 | 1.00 | 155.160 | 155.460 | 153.960 | ||
| 81 | 2023.12.08 04:20 | close | 27 | 1.00 | 154.989 | 155.460 | 153.960 | 109.27 | 10662.68 |
| 82 | 2023.12.14 04:00 | buy | 28 | 1.00 | 154.245 | 0.000 | 0.000 | ||
| 83 | 2023.12.14 04:00 | modify | 28 | 1.00 | 154.245 | 153.945 | 155.445 | ||
| 84 | 2023.12.14 04:20 | close | 28 | 1.00 | 154.444 | 153.945 | 155.445 | 127.18 | 10789.86 |
| 85 | 2024.01.08 04:00 | buy | 29 | 1.00 | 157.997 | 0.000 | 0.000 | ||
| 86 | 2024.01.08 04:00 | modify | 29 | 1.00 | 157.997 | 157.697 | 159.197 | ||
| 87 | 2024.01.08 06:00 | close | 29 | 1.00 | 157.895 | 157.697 | 159.197 | -65.19 | 10724.67 |
| 88 | 2024.01.15 04:00 | sell | 30 | 1.00 | 159.127 | 0.000 | 0.000 | ||
| 89 | 2024.01.15 04:00 | modify | 30 | 1.00 | 159.127 | 159.427 | 157.927 | ||
| 90 | 2024.01.15 06:00 | close | 30 | 1.00 | 159.301 | 159.427 | 157.927 | -111.19 | 10613.48 |
| 91 | 2024.01.22 04:00 | buy | 31 | 1.00 | 161.286 | 0.000 | 0.000 | ||
| 92 | 2024.01.22 04:00 | modify | 31 | 1.00 | 161.286 | 160.986 | 162.486 | ||
| 93 | 2024.01.22 05:50 | close | 31 | 1.00 | 161.462 | 160.986 | 162.486 | 112.47 | 10725.95 |
| 94 | 2024.01.23 05:00 | buy | 32 | 1.00 | 161.265 | 0.000 | 0.000 | ||
| 95 | 2024.01.23 05:00 | modify | 32 | 1.00 | 161.265 | 160.965 | 162.465 | ||
| 96 | 2024.01.23 06:00 | close | 32 | 1.00 | 161.335 | 160.965 | 162.465 | 44.73 | 10770.68 |
| 97 | 2024.01.24 04:00 | buy | 33 | 1.00 | 160.533 | 0.000 | 0.000 | ||
| 98 | 2024.01.24 04:00 | modify | 33 | 1.00 | 160.533 | 160.233 | 161.733 | ||
| 99 | 2024.01.24 05:02 | close | 33 | 1.00 | 160.746 | 160.233 | 161.733 | 136.12 | 10906.80 |
| 100 | 2024.03.15 04:00 | buy | 34 | 1.00 | 161.417 | 0.000 | 0.000 | ||
| 101 | 2024.03.15 04:00 | modify | 34 | 1.00 | 161.417 | 161.117 | 162.617 | ||
| 102 | 2024.03.15 06:00 | close | 34 | 1.00 | 161.323 | 161.117 | 162.617 | -60.08 | 10846.72 |
| 103 | 2024.03.19 04:00 | sell | 35 | 1.00 | 162.789 | 0.000 | 0.000 | ||
| 104 | 2024.03.19 04:00 | modify | 35 | 1.00 | 162.789 | 163.089 | 161.589 | ||
| 105 | 2024.03.19 04:50 | s/l | 35 | 1.00 | 163.089 | 163.089 | 161.589 | -191.70 | 10655.02 |
| 106 | 2024.03.22 04:00 | buy | 36 | 1.00 | 164.296 | 0.000 | 0.000 | ||
| 107 | 2024.03.22 04:00 | modify | 36 | 1.00 | 164.296 | 163.996 | 165.496 | ||
| 108 | 2024.03.22 06:00 | close | 36 | 1.00 | 164.231 | 163.996 | 165.496 | -41.54 | 10613.48 |
| 109 | 2024.03.25 04:00 | buy | 37 | 1.00 | 163.565 | 0.000 | 0.000 | ||
| 110 | 2024.03.25 04:00 | modify | 37 | 1.00 | 163.565 | 163.265 | 164.765 | ||
| 111 | 2024.03.25 06:00 | close | 37 | 1.00 | 163.644 | 163.265 | 164.765 | 50.49 | 10663.97 |
| 112 | 2024.03.27 04:00 | buy | 38 | 1.00 | 164.152 | 0.000 | 0.000 | ||
| 113 | 2024.03.27 04:00 | modify | 38 | 1.00 | 164.152 | 163.852 | 165.352 | ||
| 114 | 2024.03.27 06:00 | close | 38 | 1.00 | 164.180 | 163.852 | 165.352 | 17.90 | 10681.87 |
| 115 | 2024.03.29 04:00 | buy | 39 | 1.00 | 163.005 | 0.000 | 0.000 | ||
| 116 | 2024.03.29 04:00 | modify | 39 | 1.00 | 163.005 | 162.705 | 164.205 | ||
| 117 | 2024.03.29 06:00 | close | 39 | 1.00 | 163.055 | 162.705 | 164.205 | 31.95 | 10713.82 |
| 118 | 2024.04.05 04:00 | sell | 40 | 1.00 | 163.767 | 0.000 | 0.000 | ||
| 119 | 2024.04.05 04:00 | modify | 40 | 1.00 | 163.767 | 164.067 | 162.567 | ||
| 120 | 2024.04.05 06:00 | close | 40 | 1.00 | 163.717 | 164.067 | 162.567 | 31.95 | 10745.77 |
| 121 | 2024.04.08 05:00 | buy | 41 | 1.00 | 164.451 | 0.000 | 0.000 | ||
| 122 | 2024.04.08 05:00 | modify | 41 | 1.00 | 164.451 | 164.151 | 165.651 | ||
| 123 | 2024.04.08 06:00 | close | 41 | 1.00 | 164.456 | 164.151 | 165.651 | 3.20 | 10748.97 |
| 124 | 2024.04.19 04:00 | sell | 42 | 1.00 | 164.139 | 0.000 | 0.000 | ||
| 125 | 2024.04.19 04:00 | modify | 42 | 1.00 | 164.139 | 164.439 | 162.939 | ||
| 126 | 2024.04.19 06:00 | close | 42 | 1.00 | 164.100 | 164.439 | 162.939 | 24.92 | 10773.89 |
| 127 | 2024.04.26 04:00 | sell | 43 | 1.00 | 167.207 | 0.000 | 0.000 | ||
| 128 | 2024.04.26 04:00 | modify | 43 | 1.00 | 167.207 | 167.507 | 166.007 | ||
| 129 | 2024.04.26 04:50 | s/l | 43 | 1.00 | 167.507 | 167.507 | 166.007 | -191.70 | 10582.19 |
| 130 | 2024.04.29 04:00 | sell | 44 | 1.00 | 170.788 | 0.000 | 0.000 | ||
| 131 | 2024.04.29 04:00 | modify | 44 | 1.00 | 170.788 | 171.088 | 169.588 | ||
| 132 | 2024.04.29 04:05 | close | 44 | 1.00 | 170.469 | 171.088 | 169.588 | 203.84 | 10786.03 |
| 133 | 2024.04.30 04:00 | buy | 45 | 1.00 | 167.719 | 0.000 | 0.000 | ||
| 134 | 2024.04.30 04:00 | modify | 45 | 1.00 | 167.719 | 167.419 | 168.919 | ||
| 135 | 2024.04.30 06:00 | close | 45 | 1.00 | 167.686 | 167.419 | 168.919 | -21.09 | 10764.94 |