Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound 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=6; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=110; 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=600; 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=3; 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 | 7247 | Ticks modelled | 158375 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1384.15 | Gross profit | 3698.69 | Gross loss | -2314.54 |
| Profit factor | 1.60 | Expected payoff | 35.49 | ||
| Absolute drawdown | 550.21 | Maximal drawdown | 1318.95 (12.25%) | Relative drawdown | 12.25% (1318.95) |
| Total trades | 39 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 18 (46.15%) | Loss trades (% of total) | 21 (53.85%) | ||
| Largest | profit trade | 702.90 | loss trade | -319.53 | |
| Average | profit trade | 205.48 | loss trade | -110.22 | |
| Maximum | consecutive wins (profit in money) | 5 (1905.60) | consecutive losses (loss in money) | 5 (-651.17) | |
| Maximal | consecutive profit (count of wins) | 1905.60 (5) | consecutive loss (count of losses) | -651.17 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.15 03:00 | sell | 1 | 1.00 | 178.197 | 0.000 | 0.000 | ||
| 2 | 2023.06.15 03:00 | modify | 1 | 1.00 | 178.197 | 178.697 | 177.097 | ||
| 3 | 2023.06.15 05:00 | close | 1 | 1.00 | 178.567 | 178.697 | 177.097 | -236.42 | 9763.58 |
| 4 | 2023.06.16 03:00 | sell | 2 | 1.00 | 179.636 | 0.000 | 0.000 | ||
| 5 | 2023.06.16 03:00 | modify | 2 | 1.00 | 179.636 | 180.136 | 178.536 | ||
| 6 | 2023.06.16 05:00 | close | 2 | 1.00 | 179.749 | 180.136 | 178.536 | -72.21 | 9691.37 |
| 7 | 2023.07.11 03:00 | buy | 3 | 1.00 | 181.114 | 0.000 | 0.000 | ||
| 8 | 2023.07.11 03:00 | modify | 3 | 1.00 | 181.114 | 180.614 | 182.214 | ||
| 9 | 2023.07.11 05:00 | close | 3 | 1.00 | 181.267 | 180.614 | 182.214 | 97.77 | 9789.14 |
| 10 | 2023.07.12 03:00 | buy | 4 | 1.00 | 181.000 | 0.000 | 0.000 | ||
| 11 | 2023.07.12 03:00 | modify | 4 | 1.00 | 181.000 | 180.500 | 182.100 | ||
| 12 | 2023.07.12 05:00 | close | 4 | 1.00 | 180.872 | 180.500 | 182.100 | -81.80 | 9707.34 |
| 13 | 2023.07.27 03:00 | buy | 5 | 1.00 | 181.095 | 0.000 | 0.000 | ||
| 14 | 2023.07.27 03:00 | modify | 5 | 1.00 | 181.095 | 180.595 | 182.195 | ||
| 15 | 2023.07.27 05:00 | close | 5 | 1.00 | 181.460 | 180.595 | 182.195 | 233.26 | 9940.60 |
| 16 | 2023.07.28 04:00 | sell | 6 | 1.00 | 178.714 | 0.000 | 0.000 | ||
| 17 | 2023.07.28 04:00 | modify | 6 | 1.00 | 178.714 | 179.214 | 177.614 | ||
| 18 | 2023.07.28 04:15 | t/p | 6 | 1.00 | 177.614 | 179.214 | 177.614 | 702.90 | 10643.50 |
| 19 | 2023.07.31 03:00 | sell | 7 | 1.00 | 182.169 | 0.000 | 0.000 | ||
| 20 | 2023.07.31 03:00 | modify | 7 | 1.00 | 182.169 | 182.669 | 181.069 | ||
| 21 | 2023.07.31 05:00 | close | 7 | 1.00 | 182.326 | 182.669 | 181.069 | -100.32 | 10543.18 |
| 22 | 2023.09.11 03:00 | sell | 8 | 1.00 | 183.291 | 0.000 | 0.000 | ||
| 23 | 2023.09.11 03:00 | modify | 8 | 1.00 | 183.291 | 183.791 | 182.191 | ||
| 24 | 2023.09.11 05:00 | close | 8 | 1.00 | 183.058 | 183.791 | 182.191 | 148.88 | 10692.06 |
| 25 | 2023.09.22 03:00 | sell | 9 | 1.00 | 181.749 | 0.000 | 0.000 | ||
| 26 | 2023.09.22 03:00 | modify | 9 | 1.00 | 181.749 | 182.249 | 180.649 | ||
| 27 | 2023.09.22 05:00 | close | 9 | 1.00 | 181.868 | 182.249 | 180.649 | -76.04 | 10616.02 |
| 28 | 2023.10.31 04:00 | sell | 10 | 1.00 | 182.030 | 0.000 | 0.000 | ||
| 29 | 2023.10.31 04:00 | modify | 10 | 1.00 | 182.030 | 182.530 | 180.930 | ||
| 30 | 2023.10.31 05:00 | close | 10 | 1.00 | 182.314 | 182.530 | 180.930 | -181.47 | 10434.55 |
| 31 | 2023.11.20 03:00 | buy | 11 | 1.00 | 186.047 | 0.000 | 0.000 | ||
| 32 | 2023.11.20 03:00 | modify | 11 | 1.00 | 186.047 | 185.547 | 187.147 | ||
| 33 | 2023.11.20 05:00 | close | 11 | 1.00 | 185.971 | 185.547 | 187.147 | -48.57 | 10385.98 |
| 34 | 2023.11.21 03:00 | buy | 12 | 1.00 | 185.205 | 0.000 | 0.000 | ||
| 35 | 2023.11.21 03:00 | modify | 12 | 1.00 | 185.205 | 184.705 | 186.305 | ||
| 36 | 2023.11.21 03:50 | close | 12 | 1.00 | 184.718 | 184.705 | 186.305 | -311.22 | 10074.76 |
| 37 | 2023.11.29 03:00 | buy | 13 | 1.00 | 187.055 | 0.000 | 0.000 | ||
| 38 | 2023.11.29 03:00 | modify | 13 | 1.00 | 187.055 | 186.555 | 188.155 | ||
| 39 | 2023.11.29 05:00 | close | 13 | 1.00 | 187.002 | 186.555 | 188.155 | -33.87 | 10040.89 |
| 40 | 2023.12.04 03:00 | buy | 14 | 1.00 | 185.951 | 0.000 | 0.000 | ||
| 41 | 2023.12.04 03:00 | modify | 14 | 1.00 | 185.951 | 185.451 | 187.051 | ||
| 42 | 2023.12.04 05:00 | close | 14 | 1.00 | 186.042 | 185.451 | 187.051 | 58.15 | 10099.04 |
| 43 | 2023.12.08 03:00 | buy | 15 | 1.00 | 180.629 | 0.000 | 0.000 | ||
| 44 | 2023.12.08 03:00 | modify | 15 | 1.00 | 180.629 | 180.129 | 181.729 | ||
| 45 | 2023.12.08 05:00 | close | 15 | 1.00 | 180.926 | 180.129 | 181.729 | 189.80 | 10288.84 |
| 46 | 2023.12.14 03:00 | buy | 16 | 1.00 | 179.531 | 0.000 | 0.000 | ||
| 47 | 2023.12.14 03:00 | modify | 16 | 1.00 | 179.531 | 179.031 | 180.631 | ||
| 48 | 2023.12.14 03:35 | s/l | 16 | 1.00 | 179.031 | 179.031 | 180.631 | -319.53 | 9969.31 |
| 49 | 2023.12.19 03:00 | sell | 17 | 1.00 | 181.814 | 0.000 | 0.000 | ||
| 50 | 2023.12.19 03:00 | modify | 17 | 1.00 | 181.814 | 182.314 | 180.714 | ||
| 51 | 2023.12.19 05:00 | close | 17 | 1.00 | 181.638 | 182.314 | 180.714 | 112.46 | 10081.77 |
| 52 | 2024.01.23 04:00 | sell | 18 | 1.00 | 188.187 | 0.000 | 0.000 | ||
| 53 | 2024.01.23 04:00 | modify | 18 | 1.00 | 188.187 | 188.687 | 187.087 | ||
| 54 | 2024.01.23 05:00 | close | 18 | 1.00 | 188.336 | 188.687 | 187.087 | -95.21 | 9986.56 |
| 55 | 2024.02.29 03:00 | buy | 19 | 1.00 | 189.783 | 0.000 | 0.000 | ||
| 56 | 2024.02.29 03:00 | modify | 19 | 1.00 | 189.783 | 189.283 | 190.883 | ||
| 57 | 2024.02.29 05:00 | close | 19 | 1.00 | 189.781 | 189.283 | 190.883 | -1.28 | 9985.28 |
| 58 | 2024.03.07 03:00 | buy | 20 | 1.00 | 189.402 | 0.000 | 0.000 | ||
| 59 | 2024.03.07 03:00 | modify | 20 | 1.00 | 189.402 | 188.902 | 190.502 | ||
| 60 | 2024.03.07 05:00 | close | 20 | 1.00 | 189.246 | 188.902 | 190.502 | -99.69 | 9885.59 |
| 61 | 2024.03.12 03:00 | sell | 21 | 1.00 | 189.010 | 0.000 | 0.000 | ||
| 62 | 2024.03.12 03:00 | modify | 21 | 1.00 | 189.010 | 189.510 | 187.910 | ||
| 63 | 2024.03.12 05:00 | close | 21 | 1.00 | 188.968 | 189.510 | 187.910 | 26.84 | 9912.43 |
| 64 | 2024.03.19 04:00 | sell | 22 | 1.00 | 190.456 | 0.000 | 0.000 | ||
| 65 | 2024.03.19 04:00 | modify | 22 | 1.00 | 190.456 | 190.956 | 189.356 | ||
| 66 | 2024.03.19 05:00 | close | 22 | 1.00 | 190.757 | 190.956 | 189.356 | -192.34 | 9720.09 |
| 67 | 2024.03.21 03:00 | buy | 23 | 1.00 | 192.596 | 0.000 | 0.000 | ||
| 68 | 2024.03.21 03:00 | modify | 23 | 1.00 | 192.596 | 192.096 | 193.696 | ||
| 69 | 2024.03.21 05:00 | close | 23 | 1.00 | 192.815 | 192.096 | 193.696 | 139.96 | 9860.05 |
| 70 | 2024.03.27 04:00 | sell | 24 | 1.00 | 191.216 | 0.000 | 0.000 | ||
| 71 | 2024.03.27 04:00 | modify | 24 | 1.00 | 191.216 | 191.716 | 190.116 | ||
| 72 | 2024.03.27 05:00 | close | 24 | 1.00 | 191.299 | 191.716 | 190.116 | -53.04 | 9807.01 |
| 73 | 2024.03.29 03:00 | buy | 25 | 1.00 | 190.937 | 0.000 | 0.000 | ||
| 74 | 2024.03.29 03:00 | modify | 25 | 1.00 | 190.937 | 190.437 | 192.037 | ||
| 75 | 2024.03.29 05:00 | close | 25 | 1.00 | 190.930 | 190.437 | 192.037 | -4.48 | 9802.53 |
| 76 | 2024.04.02 04:00 | sell | 26 | 1.00 | 190.326 | 0.000 | 0.000 | ||
| 77 | 2024.04.02 04:00 | modify | 26 | 1.00 | 190.326 | 190.826 | 189.226 | ||
| 78 | 2024.04.02 05:00 | close | 26 | 1.00 | 190.415 | 190.826 | 189.226 | -56.87 | 9745.66 |
| 79 | 2024.04.03 03:00 | buy | 27 | 1.00 | 190.619 | 0.000 | 0.000 | ||
| 80 | 2024.04.03 03:00 | modify | 27 | 1.00 | 190.619 | 190.119 | 191.719 | ||
| 81 | 2024.04.03 05:00 | close | 27 | 1.00 | 190.675 | 190.119 | 191.719 | 35.79 | 9781.45 |
| 82 | 2024.04.05 03:00 | buy | 28 | 1.00 | 190.894 | 0.000 | 0.000 | ||
| 83 | 2024.04.05 03:00 | modify | 28 | 1.00 | 190.894 | 190.394 | 191.994 | ||
| 84 | 2024.04.05 05:00 | close | 28 | 1.00 | 190.912 | 190.394 | 191.994 | 11.50 | 9792.95 |
| 85 | 2024.04.08 03:00 | sell | 29 | 1.00 | 191.795 | 0.000 | 0.000 | ||
| 86 | 2024.04.08 03:00 | modify | 29 | 1.00 | 191.795 | 192.295 | 190.695 | ||
| 87 | 2024.04.08 05:00 | close | 29 | 1.00 | 191.739 | 192.295 | 190.695 | 35.78 | 9828.73 |
| 88 | 2024.04.09 03:00 | sell | 30 | 1.00 | 192.197 | 0.000 | 0.000 | ||
| 89 | 2024.04.09 03:00 | modify | 30 | 1.00 | 192.197 | 192.697 | 191.097 | ||
| 90 | 2024.04.09 05:00 | close | 30 | 1.00 | 192.276 | 192.697 | 191.097 | -50.48 | 9778.25 |
| 91 | 2024.04.10 03:00 | sell | 31 | 1.00 | 192.378 | 0.000 | 0.000 | ||
| 92 | 2024.04.10 03:00 | modify | 31 | 1.00 | 192.378 | 192.878 | 191.278 | ||
| 93 | 2024.04.10 05:00 | close | 31 | 1.00 | 192.454 | 192.878 | 191.278 | -48.56 | 9729.69 |
| 94 | 2024.04.11 04:00 | sell | 32 | 1.00 | 191.877 | 0.000 | 0.000 | ||
| 95 | 2024.04.11 04:00 | modify | 32 | 1.00 | 191.877 | 192.377 | 190.777 | ||
| 96 | 2024.04.11 05:00 | close | 32 | 1.00 | 191.877 | 192.377 | 190.777 | 0.00 | 9729.69 |
| 97 | 2024.04.12 03:00 | buy | 33 | 1.00 | 192.379 | 0.000 | 0.000 | ||
| 98 | 2024.04.12 03:00 | modify | 33 | 1.00 | 192.379 | 191.879 | 193.479 | ||
| 99 | 2024.04.12 05:00 | close | 33 | 1.00 | 192.120 | 191.879 | 193.479 | -165.52 | 9564.17 |
| 100 | 2024.04.15 03:00 | sell | 34 | 1.00 | 191.520 | 0.000 | 0.000 | ||
| 101 | 2024.04.15 03:00 | modify | 34 | 1.00 | 191.520 | 192.020 | 190.420 | ||
| 102 | 2024.04.15 05:00 | close | 34 | 1.00 | 191.654 | 192.020 | 190.420 | -85.62 | 9478.55 |
| 103 | 2024.04.16 03:00 | buy | 35 | 1.00 | 191.770 | 0.000 | 0.000 | ||
| 104 | 2024.04.16 03:00 | modify | 35 | 1.00 | 191.770 | 191.270 | 192.870 | ||
| 105 | 2024.04.16 05:00 | close | 35 | 1.00 | 191.804 | 191.270 | 192.870 | 21.72 | 9500.27 |
| 106 | 2024.04.18 03:00 | buy | 36 | 1.00 | 192.194 | 0.000 | 0.000 | ||
| 107 | 2024.04.18 03:00 | modify | 36 | 1.00 | 192.194 | 191.694 | 193.294 | ||
| 108 | 2024.04.18 05:00 | close | 36 | 1.00 | 192.406 | 191.694 | 193.294 | 135.48 | 9635.75 |
| 109 | 2024.04.19 03:00 | buy | 37 | 1.00 | 190.809 | 0.000 | 0.000 | ||
| 110 | 2024.04.19 03:00 | modify | 37 | 1.00 | 190.809 | 190.309 | 191.909 | ||
| 111 | 2024.04.19 04:10 | close | 37 | 1.00 | 191.759 | 190.309 | 191.909 | 607.11 | 10242.86 |
| 112 | 2024.04.26 03:00 | buy | 38 | 1.00 | 194.504 | 0.000 | 0.000 | ||
| 113 | 2024.04.26 03:00 | modify | 38 | 1.00 | 194.504 | 194.004 | 195.604 | ||
| 114 | 2024.04.26 05:00 | close | 38 | 1.00 | 195.251 | 194.004 | 195.604 | 477.38 | 10720.24 |
| 115 | 2024.04.29 03:00 | sell | 39 | 1.00 | 199.626 | 0.000 | 0.000 | ||
| 116 | 2024.04.29 03:00 | modify | 39 | 1.00 | 199.626 | 200.126 | 198.526 | ||
| 117 | 2024.04.29 04:10 | close | 39 | 1.00 | 198.587 | 200.126 | 198.526 | 663.91 | 11384.15 |