Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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=6; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=60; 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=200; 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 | 17938466 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1204.33 | Gross profit | 2852.96 | Gross loss | -1648.63 |
| Profit factor | 1.73 | Expected payoff | 30.11 | ||
| Absolute drawdown | 58.55 | Maximal drawdown | 639.82 (5.55%) | Relative drawdown | 5.55% (639.82) |
| Total trades | 40 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 23 (69.57%) |
| Profit trades (% of total) | 23 (57.50%) | Loss trades (% of total) | 17 (42.50%) | ||
| Largest | profit trade | 366.09 | loss trade | -204.26 | |
| Average | profit trade | 124.04 | loss trade | -96.98 | |
| Maximum | consecutive wins (profit in money) | 6 (661.72) | consecutive losses (loss in money) | 3 (-390.18) | |
| Maximal | consecutive profit (count of wins) | 661.72 (6) | consecutive loss (count of losses) | -390.18 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 02:00 | sell | 1 | 1.00 | 1.71191 | 0.00000 | 0.00000 | ||
| 2 | 2023.05.04 02:00 | modify | 1 | 1.00 | 1.71191 | 1.71791 | 1.70691 | ||
| 3 | 2023.05.04 07:00 | close | 1 | 1.00 | 1.70995 | 1.71791 | 1.70691 | 143.47 | 10143.47 |
| 4 | 2023.05.18 02:00 | sell | 2 | 1.00 | 1.68116 | 0.00000 | 0.00000 | ||
| 5 | 2023.05.18 02:00 | modify | 2 | 1.00 | 1.68116 | 1.68716 | 1.67616 | ||
| 6 | 2023.05.18 07:00 | close | 2 | 1.00 | 1.67876 | 1.68716 | 1.67616 | 175.68 | 10319.15 |
| 7 | 2023.05.22 02:00 | sell | 3 | 1.00 | 1.68228 | 0.00000 | 0.00000 | ||
| 8 | 2023.05.22 02:00 | modify | 3 | 1.00 | 1.68228 | 1.68828 | 1.67728 | ||
| 9 | 2023.05.22 07:00 | close | 3 | 1.00 | 1.68024 | 1.68828 | 1.67728 | 149.32 | 10468.47 |
| 10 | 2023.05.31 02:00 | sell | 4 | 1.00 | 1.68946 | 0.00000 | 0.00000 | ||
| 11 | 2023.05.31 02:00 | modify | 4 | 1.00 | 1.68946 | 1.69546 | 1.68446 | ||
| 12 | 2023.05.31 07:00 | close | 4 | 1.00 | 1.68785 | 1.69546 | 1.68446 | 117.85 | 10586.32 |
| 13 | 2023.06.01 02:00 | buy | 5 | 1.00 | 1.68792 | 0.00000 | 0.00000 | ||
| 14 | 2023.06.01 02:00 | modify | 5 | 1.00 | 1.68792 | 1.68192 | 1.69292 | ||
| 15 | 2023.06.01 07:00 | close | 5 | 1.00 | 1.68827 | 1.68192 | 1.69292 | 25.62 | 10611.94 |
| 16 | 2023.06.15 02:00 | buy | 6 | 1.00 | 1.68684 | 0.00000 | 0.00000 | ||
| 17 | 2023.06.15 02:00 | modify | 6 | 1.00 | 1.68684 | 1.68084 | 1.69184 | ||
| 18 | 2023.06.15 07:00 | close | 6 | 1.00 | 1.68752 | 1.68084 | 1.69184 | 49.78 | 10661.72 |
| 19 | 2023.06.20 02:00 | sell | 7 | 1.00 | 1.69092 | 0.00000 | 0.00000 | ||
| 20 | 2023.06.20 02:00 | modify | 7 | 1.00 | 1.69092 | 1.69692 | 1.68592 | ||
| 21 | 2023.06.20 07:00 | close | 7 | 1.00 | 1.69128 | 1.69692 | 1.68592 | -26.35 | 10635.37 |
| 22 | 2023.06.21 02:00 | buy | 8 | 1.00 | 1.68753 | 0.00000 | 0.00000 | ||
| 23 | 2023.06.21 02:00 | modify | 8 | 1.00 | 1.68753 | 1.68153 | 1.69253 | ||
| 24 | 2023.06.21 06:58 | t/p | 8 | 1.00 | 1.69253 | 1.68153 | 1.69253 | 366.05 | 11001.42 |
| 25 | 2023.06.27 02:00 | buy | 9 | 1.00 | 1.67062 | 0.00000 | 0.00000 | ||
| 26 | 2023.06.27 02:00 | modify | 9 | 1.00 | 1.67062 | 1.66462 | 1.67562 | ||
| 27 | 2023.06.27 07:00 | close | 9 | 1.00 | 1.67245 | 1.66462 | 1.67562 | 133.98 | 11135.40 |
| 28 | 2023.06.28 02:00 | sell | 10 | 1.00 | 1.68192 | 0.00000 | 0.00000 | ||
| 29 | 2023.06.28 02:00 | modify | 10 | 1.00 | 1.68192 | 1.68792 | 1.67692 | ||
| 30 | 2023.06.28 07:00 | close | 10 | 1.00 | 1.68300 | 1.68792 | 1.67692 | -79.05 | 11056.35 |
| 31 | 2023.06.29 02:00 | buy | 11 | 1.00 | 1.67535 | 0.00000 | 0.00000 | ||
| 32 | 2023.06.29 02:00 | modify | 11 | 1.00 | 1.67535 | 1.66935 | 1.68035 | ||
| 33 | 2023.06.29 06:00 | sell | 12 | 1.00 | 1.67534 | 0.00000 | 0.00000 | ||
| 34 | 2023.06.29 06:00 | modify | 12 | 1.00 | 1.67534 | 1.68134 | 1.67034 | ||
| 35 | 2023.06.29 07:00 | close | 12 | 1.00 | 1.67725 | 1.68134 | 1.67034 | -139.81 | 10916.54 |
| 36 | 2023.06.29 07:00 | close | 11 | 1.00 | 1.67675 | 1.66935 | 1.68035 | 102.50 | 11019.04 |
| 37 | 2023.07.12 02:00 | sell | 13 | 1.00 | 1.71192 | 0.00000 | 0.00000 | ||
| 38 | 2023.07.12 02:00 | modify | 13 | 1.00 | 1.71192 | 1.71792 | 1.70692 | ||
| 39 | 2023.07.12 07:00 | close | 13 | 1.00 | 1.71101 | 1.71792 | 1.70692 | 66.61 | 11085.65 |
| 40 | 2023.07.24 02:00 | sell | 14 | 1.00 | 1.70040 | 0.00000 | 0.00000 | ||
| 41 | 2023.07.24 02:00 | modify | 14 | 1.00 | 1.70040 | 1.70640 | 1.69540 | ||
| 42 | 2023.07.24 07:00 | close | 14 | 1.00 | 1.70062 | 1.70640 | 1.69540 | -16.10 | 11069.55 |
| 43 | 2023.07.27 03:00 | buy | 15 | 1.00 | 1.70834 | 0.00000 | 0.00000 | ||
| 44 | 2023.07.27 03:00 | modify | 15 | 1.00 | 1.70834 | 1.70234 | 1.71334 | ||
| 45 | 2023.07.27 06:43 | close | 15 | 1.00 | 1.70555 | 1.70234 | 1.71334 | -204.26 | 10865.29 |
| 46 | 2023.07.28 04:00 | sell | 16 | 1.00 | 1.69236 | 0.00000 | 0.00000 | ||
| 47 | 2023.07.28 04:00 | modify | 16 | 1.00 | 1.69236 | 1.69836 | 1.68736 | ||
| 48 | 2023.07.28 06:00 | buy | 17 | 1.00 | 1.69140 | 0.00000 | 0.00000 | ||
| 49 | 2023.07.28 06:00 | modify | 17 | 1.00 | 1.69140 | 1.68540 | 1.69640 | ||
| 50 | 2023.07.28 07:00 | close | 17 | 1.00 | 1.69213 | 1.68540 | 1.69640 | 53.44 | 10918.73 |
| 51 | 2023.07.28 07:00 | close | 16 | 1.00 | 1.69263 | 1.69836 | 1.68736 | -19.76 | 10898.97 |
| 52 | 2023.08.15 02:00 | buy | 18 | 1.00 | 1.70717 | 0.00000 | 0.00000 | ||
| 53 | 2023.08.15 02:00 | modify | 18 | 1.00 | 1.70717 | 1.70117 | 1.71217 | ||
| 54 | 2023.08.15 07:00 | close | 18 | 1.00 | 1.71072 | 1.70117 | 1.71217 | 259.90 | 11158.87 |
| 55 | 2023.08.16 02:00 | buy | 19 | 1.00 | 1.71413 | 0.00000 | 0.00000 | ||
| 56 | 2023.08.16 02:00 | modify | 19 | 1.00 | 1.71413 | 1.70813 | 1.71913 | ||
| 57 | 2023.08.16 07:00 | close | 19 | 1.00 | 1.71833 | 1.70813 | 1.71913 | 307.48 | 11466.35 |
| 58 | 2023.09.11 02:00 | sell | 20 | 1.00 | 1.70245 | 0.00000 | 0.00000 | ||
| 59 | 2023.09.11 02:00 | modify | 20 | 1.00 | 1.70245 | 1.70845 | 1.69745 | ||
| 60 | 2023.09.11 07:00 | close | 20 | 1.00 | 1.70243 | 1.70845 | 1.69745 | 1.47 | 11467.82 |
| 61 | 2023.10.04 02:00 | buy | 21 | 1.00 | 1.65474 | 0.00000 | 0.00000 | ||
| 62 | 2023.10.04 02:00 | modify | 21 | 1.00 | 1.65474 | 1.64874 | 1.65974 | ||
| 63 | 2023.10.04 07:00 | close | 21 | 1.00 | 1.65315 | 1.64874 | 1.65974 | -116.40 | 11351.42 |
| 64 | 2023.11.21 02:00 | sell | 22 | 1.00 | 1.71662 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.21 02:00 | modify | 22 | 1.00 | 1.71662 | 1.72262 | 1.71162 | ||
| 66 | 2023.11.21 02:18 | close | 22 | 1.00 | 1.71940 | 1.72262 | 1.71162 | -203.50 | 11147.92 |
| 67 | 2023.11.30 02:00 | buy | 23 | 1.00 | 1.72556 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.30 02:00 | modify | 23 | 1.00 | 1.72556 | 1.71956 | 1.73056 | ||
| 69 | 2023.11.30 07:00 | close | 23 | 1.00 | 1.72460 | 1.71956 | 1.73056 | -70.28 | 11077.64 |
| 70 | 2023.12.04 02:00 | buy | 24 | 1.00 | 1.71280 | 0.00000 | 0.00000 | ||
| 71 | 2023.12.04 02:00 | modify | 24 | 1.00 | 1.71280 | 1.70680 | 1.71780 | ||
| 72 | 2023.12.04 07:00 | close | 24 | 1.00 | 1.71420 | 1.70680 | 1.71780 | 102.50 | 11180.14 |
| 73 | 2023.12.08 02:00 | buy | 25 | 1.00 | 1.71024 | 0.00000 | 0.00000 | ||
| 74 | 2023.12.08 02:00 | modify | 25 | 1.00 | 1.71024 | 1.70424 | 1.71524 | ||
| 75 | 2023.12.08 07:00 | close | 25 | 1.00 | 1.70778 | 1.70424 | 1.71524 | -180.10 | 11000.04 |
| 76 | 2023.12.14 03:00 | buy | 26 | 1.00 | 1.70306 | 0.00000 | 0.00000 | ||
| 77 | 2023.12.14 03:00 | modify | 26 | 1.00 | 1.70306 | 1.69706 | 1.70806 | ||
| 78 | 2023.12.14 07:00 | close | 26 | 1.00 | 1.70314 | 1.69706 | 1.70806 | 5.86 | 11005.90 |
| 79 | 2024.01.02 02:00 | buy | 27 | 1.00 | 1.68474 | 0.00000 | 0.00000 | ||
| 80 | 2024.01.02 02:00 | modify | 27 | 1.00 | 1.68474 | 1.67874 | 1.68974 | ||
| 81 | 2024.01.02 07:00 | close | 27 | 1.00 | 1.68726 | 1.67874 | 1.68974 | 184.49 | 11190.39 |
| 82 | 2024.01.16 02:00 | buy | 28 | 1.00 | 1.70832 | 0.00000 | 0.00000 | ||
| 83 | 2024.01.16 02:00 | modify | 28 | 1.00 | 1.70832 | 1.70232 | 1.71332 | ||
| 84 | 2024.01.16 07:00 | close | 28 | 1.00 | 1.70825 | 1.70232 | 1.71332 | -5.13 | 11185.26 |
| 85 | 2024.03.07 02:00 | buy | 29 | 1.00 | 1.72092 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.07 02:00 | modify | 29 | 1.00 | 1.72092 | 1.71492 | 1.72592 | ||
| 87 | 2024.03.07 07:00 | close | 29 | 1.00 | 1.72107 | 1.71492 | 1.72592 | 10.98 | 11196.24 |
| 88 | 2024.03.19 04:00 | sell | 30 | 1.00 | 1.72307 | 0.00000 | 0.00000 | ||
| 89 | 2024.03.19 04:00 | modify | 30 | 1.00 | 1.72307 | 1.72907 | 1.71807 | ||
| 90 | 2024.03.19 07:00 | close | 30 | 1.00 | 1.72483 | 1.72907 | 1.71807 | -128.84 | 11067.40 |
| 91 | 2024.03.25 02:00 | sell | 31 | 1.00 | 1.71481 | 0.00000 | 0.00000 | ||
| 92 | 2024.03.25 02:00 | modify | 31 | 1.00 | 1.71481 | 1.72081 | 1.70981 | ||
| 93 | 2024.03.25 07:00 | close | 31 | 1.00 | 1.71522 | 1.72081 | 1.70981 | -30.02 | 11037.38 |
| 94 | 2024.03.29 03:00 | buy | 32 | 1.00 | 1.70849 | 0.00000 | 0.00000 | ||
| 95 | 2024.03.29 03:00 | modify | 32 | 1.00 | 1.70849 | 1.70249 | 1.71349 | ||
| 96 | 2024.03.29 07:00 | close | 32 | 1.00 | 1.71050 | 1.70249 | 1.71349 | 147.16 | 11184.54 |
| 97 | 2024.04.05 02:00 | sell | 33 | 1.00 | 1.71340 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.05 02:00 | modify | 33 | 1.00 | 1.71340 | 1.71940 | 1.70840 | ||
| 99 | 2024.04.05 07:00 | close | 33 | 1.00 | 1.71281 | 1.71940 | 1.70840 | 43.19 | 11227.73 |
| 100 | 2024.04.08 02:00 | buy | 34 | 1.00 | 1.71744 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.08 02:00 | modify | 34 | 1.00 | 1.71744 | 1.71144 | 1.72244 | ||
| 102 | 2024.04.08 07:00 | close | 34 | 1.00 | 1.71785 | 1.71144 | 1.72244 | 30.02 | 11257.75 |
| 103 | 2024.04.11 02:00 | sell | 35 | 1.00 | 1.71632 | 0.00000 | 0.00000 | ||
| 104 | 2024.04.11 02:00 | modify | 35 | 1.00 | 1.71632 | 1.72232 | 1.71132 | ||
| 105 | 2024.04.11 07:00 | close | 35 | 1.00 | 1.71659 | 1.72232 | 1.71132 | -19.77 | 11237.98 |
| 106 | 2024.04.15 02:00 | buy | 36 | 1.00 | 1.71512 | 0.00000 | 0.00000 | ||
| 107 | 2024.04.15 02:00 | modify | 36 | 1.00 | 1.71512 | 1.70912 | 1.72012 | ||
| 108 | 2024.04.15 07:00 | close | 36 | 1.00 | 1.71504 | 1.70912 | 1.72012 | -5.86 | 11232.12 |
| 109 | 2024.04.16 02:00 | buy | 37 | 1.00 | 1.71630 | 0.00000 | 0.00000 | ||
| 110 | 2024.04.16 02:00 | modify | 37 | 1.00 | 1.71630 | 1.71030 | 1.72130 | ||
| 111 | 2024.04.16 06:08 | close | 37 | 1.00 | 1.71353 | 1.71030 | 1.72130 | -202.82 | 11029.30 |
| 112 | 2024.04.17 02:00 | buy | 38 | 1.00 | 1.71796 | 0.00000 | 0.00000 | ||
| 113 | 2024.04.17 02:00 | modify | 38 | 1.00 | 1.71796 | 1.71196 | 1.72296 | ||
| 114 | 2024.04.17 06:39 | t/p | 38 | 1.00 | 1.72296 | 1.71196 | 1.72296 | 366.09 | 11395.39 |
| 115 | 2024.04.19 02:00 | buy | 39 | 1.00 | 1.71072 | 0.00000 | 0.00000 | ||
| 116 | 2024.04.19 02:00 | modify | 39 | 1.00 | 1.71072 | 1.70472 | 1.71572 | ||
| 117 | 2024.04.19 07:00 | close | 39 | 1.00 | 1.71085 | 1.70472 | 1.71572 | 9.52 | 11404.91 |
| 118 | 2024.04.29 02:00 | sell | 40 | 1.00 | 1.70916 | 0.00000 | 0.00000 | ||
| 119 | 2024.04.29 02:00 | modify | 40 | 1.00 | 1.70916 | 1.71516 | 1.70416 | ||
| 120 | 2024.04.29 05:32 | close | 40 | 1.00 | 1.71190 | 1.71516 | 1.70416 | -200.58 | 11204.33 |