Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.05.01 00:00 - 2024.04.30 23:45 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=110; StopLoss=70; 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=100; 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=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 test25280Ticks modelled24321662Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-660.80Gross profit3904.15Gross loss-4564.95
Profit factor0.86Expected payoff-6.18
Absolute drawdown1062.78Maximal drawdown1062.78 (10.63%)Relative drawdown10.63% (1062.78)
Total trades107Short positions (won %)56 (39.29%)Long positions (won %)51 (41.18%)
Profit trades (% of total)43 (40.19%)Loss trades (% of total)64 (59.81%)
Largestprofit trade395.52loss trade-130.37
Averageprofit trade90.79loss trade-71.33
Maximumconsecutive wins (profit in money)4 (507.96)consecutive losses (loss in money)4 (-342.53)
Maximalconsecutive profit (count of wins)507.96 (4)consecutive loss (count of losses)-342.53 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 04:45sell11.0092.0710.0000.000
22023.05.02 04:45modify11.0092.07192.77190.971
32023.05.02 05:00close11.0092.23092.77190.971-101.609898.40
42023.05.04 03:00sell21.0089.9820.0000.000
52023.05.04 03:00modify21.0089.98290.68288.882
62023.05.04 05:13close21.0090.14590.68288.882-104.159794.25
72023.05.19 03:00sell31.0091.8880.0000.000
82023.05.19 03:00modify31.0091.88892.58890.788
92023.05.19 06:00close31.0091.77892.58890.78870.299864.54
102023.05.23 04:00buy41.0092.2860.0000.000
112023.05.23 04:00modify41.0092.28691.58693.386
122023.05.23 04:36close41.0092.12891.58693.386-100.979763.57
132023.05.30 03:30buy51.0091.3410.0000.000
142023.05.30 03:30modify51.0091.34190.64192.441
152023.05.30 06:00close51.0091.53490.64192.441123.339886.90
162023.05.31 05:30buy61.0090.5490.0000.000
172023.05.31 05:30modify61.0090.54989.84991.649
182023.05.31 05:45close61.0090.39289.84991.649-100.339786.57
192023.06.02 03:15sell71.0091.6960.0000.000
202023.06.02 03:15modify71.0091.69692.39690.596
212023.06.02 04:20close71.0091.85492.39690.596-100.969685.61
222023.06.06 04:45sell81.0092.9770.0000.000
232023.06.06 04:45modify81.0092.97793.67791.877
242023.06.06 05:07close81.0093.13993.67791.877-103.529582.09
252023.06.07 03:15buy91.0092.8870.0000.000
262023.06.07 03:15modify91.0092.88792.18793.987
272023.06.07 06:00close91.0092.92992.18793.98726.849608.93
282023.06.13 03:45sell101.0094.3230.0000.000
292023.06.13 03:45modify101.0094.32395.02393.223
302023.06.13 06:00close101.0094.31395.02393.2236.399615.32
312023.06.15 03:00sell111.0095.7270.0000.000
322023.06.15 03:00modify111.0095.72796.42794.627
332023.06.15 03:47close111.0095.88496.42794.627-100.329515.00
342023.06.16 03:00sell121.0096.6330.0000.000
352023.06.16 03:00modify121.0096.63397.33395.533
362023.06.16 04:42close121.0096.79397.33395.533-102.249412.76
372023.06.19 03:45buy131.0096.8320.0000.000
382023.06.19 03:45modify131.0096.83296.13297.932
392023.06.19 06:00close131.0097.22896.13297.932253.079665.83
402023.06.20 03:00buy141.0096.4030.0000.000
412023.06.20 03:00modify141.0096.40395.70397.503
422023.06.20 05:15sell151.0096.5680.0000.000
432023.06.20 05:15modify151.0096.56897.26895.468
442023.06.20 06:00close151.0096.66197.26895.468-59.439606.40
452023.06.20 06:00close141.0096.63195.70397.503145.709752.10
462023.06.22 05:15buy161.0095.9340.0000.000
472023.06.22 05:15modify161.0095.93495.23497.034
482023.06.22 06:00close161.0095.88995.23497.034-28.769723.34
492023.06.23 03:00buy171.0096.0920.0000.000
502023.06.23 03:00modify171.0096.09295.39297.192
512023.06.23 03:33close171.0095.93595.39297.192-100.339623.01
522023.07.06 04:15buy181.0095.7360.0000.000
532023.07.06 04:15modify181.0095.73695.03696.836
542023.07.06 06:00close181.0095.70995.03696.836-17.259605.76
552023.07.10 03:00sell191.0095.3850.0000.000
562023.07.10 03:00modify191.0095.38596.08594.285
572023.07.10 05:45buy201.0095.1520.0000.000
582023.07.10 05:45modify201.0095.15294.45296.252
592023.07.10 06:00close201.0094.99594.45296.252-100.339505.43
602023.07.10 06:00close191.0095.02596.08594.285230.049735.47
612023.07.11 03:00buy211.0094.0990.0000.000
622023.07.11 03:00modify211.0094.09993.39995.199
632023.07.11 05:45sell221.0094.1420.0000.000
642023.07.11 05:45modify221.0094.14294.84293.042
652023.07.11 06:00close221.0094.09894.84293.04228.119763.58
662023.07.11 06:00close211.0094.06893.39995.199-19.829743.76
672023.07.12 03:00sell231.0094.0380.0000.000
682023.07.12 03:00modify231.0094.03894.73892.938
692023.07.12 05:15buy241.0093.7550.0000.000
702023.07.12 05:15modify241.0093.75593.05594.855
712023.07.12 06:00close241.0093.55193.05594.855-130.379613.39
722023.07.12 06:00close231.0093.58194.73892.938292.039905.42
732023.07.13 03:30sell251.0094.2800.0000.000
742023.07.13 03:30modify251.0094.28094.98093.180
752023.07.13 03:57close251.0094.43894.98093.180-100.969804.46
762023.07.14 03:00sell261.0094.7790.0000.000
772023.07.14 03:00modify261.0094.77995.47993.679
782023.07.14 04:51close261.0094.93695.47993.679-100.329704.14
792023.07.18 03:00sell271.0094.6260.0000.000
802023.07.18 03:00modify271.0094.62695.32693.526
812023.07.18 06:00close271.0094.48395.32693.52691.389795.52
822023.07.20 03:00sell281.0095.1940.0000.000
832023.07.20 03:00modify281.0095.19495.89494.094
842023.07.20 06:00close281.0095.16395.89494.09419.819815.33
852023.07.25 03:00sell291.0095.5730.0000.000
862023.07.25 03:00modify291.0095.57396.27394.473
872023.07.25 05:45close291.0095.73096.27394.473-100.329715.01
882023.07.27 05:45buy301.0095.2900.0000.000
892023.07.27 05:45modify301.0095.29094.59096.390
902023.07.27 06:00close301.0095.22594.59096.390-41.549673.47
912023.07.28 03:00buy311.0093.1040.0000.000
922023.07.28 03:00modify311.0093.10492.40494.204
932023.07.28 03:12close311.0092.94792.40494.204-100.349573.13
942023.07.31 03:00sell321.0094.6350.0000.000
952023.07.31 03:00modify321.0094.63595.33593.535
962023.07.31 04:46close321.0094.79295.33593.535-100.339472.80
972023.08.01 05:00buy331.0095.3000.0000.000
982023.08.01 05:00modify331.0095.30094.60096.400
992023.08.01 06:00close331.0095.30394.60096.4001.929474.72
1002023.08.02 05:15buy341.0094.0420.0000.000
1012023.08.02 05:15modify341.0094.04293.34295.142
1022023.08.02 06:00close341.0094.03693.34295.142-3.849470.88
1032023.08.03 04:15sell351.0093.7760.0000.000
1042023.08.03 04:15modify351.0093.77694.47692.676
1052023.08.03 05:15close351.0093.93694.47692.676-102.249368.64
1062023.08.04 03:00buy361.0093.5680.0000.000
1072023.08.04 03:00modify361.0093.56892.86894.668
1082023.08.04 06:00close361.0093.60092.86894.66820.459389.09
1092023.08.08 03:15sell371.0093.9540.0000.000
1102023.08.08 03:15modify371.0093.95494.65492.854
1112023.08.08 06:00close371.0093.65294.65492.854192.989582.07
1122023.08.09 03:15sell381.0093.9270.0000.000
1132023.08.09 03:15modify381.0093.92794.62792.827
1142023.08.09 06:00close381.0093.82794.62792.82763.909645.97
1152023.08.15 05:30buy391.0094.6670.0000.000
1162023.08.15 05:30modify391.0094.66793.96795.767
1172023.08.15 06:00close391.0094.59893.96795.767-44.099601.88
1182023.08.18 03:15buy401.0093.2710.0000.000
1192023.08.18 03:15modify401.0093.27192.57194.371
1202023.08.18 03:47close401.0093.11392.57194.371-100.979500.91
1212023.08.22 03:15sell411.0093.6960.0000.000
1222023.08.22 03:15modify411.0093.69694.39692.596
1232023.08.22 05:15buy421.0093.7520.0000.000
1242023.08.22 05:15modify421.0093.75293.05294.852
1252023.08.22 06:00close421.0093.72693.05294.852-16.619484.30
1262023.08.22 06:00close411.0093.75694.39692.596-38.349445.96
1272023.08.30 05:45sell431.0094.7110.0000.000
1282023.08.30 05:45modify431.0094.71195.41193.611
1292023.08.30 06:00close431.0094.71095.41193.6110.639446.59
1302023.09.01 03:00buy441.0094.1680.0000.000
1312023.09.01 03:00modify441.0094.16893.46895.268
1322023.09.01 06:00close441.0094.15293.46895.268-10.229436.37
1332023.09.05 04:45buy451.0094.3090.0000.000
1342023.09.05 04:45modify451.0094.30993.60995.409
1352023.09.05 05:34close451.0094.15193.60995.409-100.979335.40
1362023.09.06 05:45sell461.0094.0910.0000.000
1372023.09.06 05:45modify461.0094.09194.79192.991
1382023.09.06 06:00close461.0094.19094.79192.991-63.269272.14
1392023.09.11 03:15buy471.0094.0470.0000.000
1402023.09.11 03:15modify471.0094.04793.34795.147
1412023.09.11 05:15sell481.0094.0220.0000.000
1422023.09.11 05:15modify481.0094.02294.72292.922
1432023.09.11 06:00close481.0094.14294.72292.922-76.689195.46
1442023.09.11 06:00close471.0094.11293.34795.14741.539236.99
1452023.09.15 05:15sell491.0095.3750.0000.000
1462023.09.15 05:15modify491.0095.37596.07594.275
1472023.09.15 06:00close491.0095.34396.07594.27520.459257.44
1482023.09.21 03:00buy501.0095.0260.0000.000
1492023.09.21 03:00modify501.0095.02694.32696.126
1502023.09.21 06:00close501.0094.98294.32696.126-28.129229.32
1512023.09.22 03:00sell511.0094.9990.0000.000
1522023.09.22 03:00modify511.0094.99995.69993.899
1532023.09.22 03:16close511.0095.15795.69993.899-100.969128.36
1542023.09.28 05:45sell521.0095.2250.0000.000
1552023.09.28 05:45modify521.0095.22595.92594.125
1562023.09.28 06:00close521.0095.25095.92594.125-15.979112.39
1572023.10.03 03:45sell531.0095.1730.0000.000
1582023.10.03 03:45modify531.0095.17395.87394.073
1592023.10.03 06:00close531.0094.57295.87394.073384.019496.40
1602023.10.04 05:00sell541.0094.2730.0000.000
1612023.10.04 05:00modify541.0094.27394.97393.173
1622023.10.04 06:00close541.0094.21494.97393.17337.699534.09
1632023.10.10 03:00buy551.0095.3150.0000.000
1642023.10.10 03:00modify551.0095.31594.61596.415
1652023.10.10 06:00close551.0095.33894.61596.41514.699548.78
1662023.10.18 03:15buy561.0095.4250.0000.000
1672023.10.18 03:15modify561.0095.42594.72596.525
1682023.10.18 06:00close561.0095.53794.72596.52571.579620.35
1692023.10.31 03:00buy571.0095.0200.0000.000
1702023.10.31 03:00modify571.0095.02094.32096.120
1712023.10.31 03:20close571.0094.85994.32096.120-102.889517.47
1722023.11.07 04:00buy581.0097.0540.0000.000
1732023.11.07 04:00modify581.0097.05496.35498.154
1742023.11.07 04:32close581.0096.89596.35498.154-101.609415.87
1752023.11.20 03:00buy591.0097.5330.0000.000
1762023.11.20 03:00modify591.0097.53396.83398.633
1772023.11.20 06:00close591.0097.58696.83398.63333.869449.73
1782023.11.21 03:00buy601.0097.2040.0000.000
1792023.11.21 03:00modify601.0097.20496.50498.304
1802023.11.21 03:50close601.0097.04596.50498.304-101.619348.12
1812023.11.22 05:30sell611.0097.2930.0000.000
1822023.11.22 05:30modify611.0097.29397.99396.193
1832023.11.22 06:00close611.0097.34297.99396.193-31.319316.81
1842023.11.27 03:45buy621.0097.9130.0000.000
1852023.11.27 03:45modify621.0097.91397.21399.013
1862023.11.27 06:00close621.0098.06097.21399.01393.939410.74
1872023.11.29 03:00sell631.0097.8790.0000.000
1882023.11.29 03:00modify631.0097.87998.57996.779
1892023.11.29 05:15buy641.0097.7740.0000.000
1902023.11.29 05:15modify641.0097.77497.07498.874
1912023.11.29 06:00close641.0097.76597.07498.874-5.759404.99
1922023.11.29 06:00close631.0097.79598.57996.77953.679458.66
1932023.11.30 03:00sell651.0097.5900.0000.000
1942023.11.30 03:00modify651.0097.59098.29096.490
1952023.11.30 04:41close651.0097.74798.29096.490-100.329358.34
1962023.12.01 03:00sell661.0097.8910.0000.000
1972023.12.01 03:00modify661.0097.89198.59196.791
1982023.12.01 06:00close661.0097.93598.59196.791-28.129330.22
1992023.12.04 03:00buy671.0097.8350.0000.000
2002023.12.04 03:00modify671.0097.83597.13598.935
2012023.12.04 03:59close671.0097.67897.13598.935-100.339229.89
2022023.12.05 03:45buy681.0096.7830.0000.000
2032023.12.05 03:45modify681.0096.78396.08397.883
2042023.12.05 06:00close681.0096.78896.08397.8833.199233.08
2052023.12.07 05:15buy691.0095.8620.0000.000
2062023.12.07 05:15modify691.0095.86295.16296.962
2072023.12.07 06:00close691.0095.75595.16296.962-68.389164.70
2082023.12.08 03:00sell701.0094.7420.0000.000
2092023.12.08 03:00modify701.0094.74295.44293.642
2102023.12.08 03:04close701.0094.90095.44293.642-100.959063.75
2112023.12.14 03:00buy711.0095.3610.0000.000
2122023.12.14 03:00modify711.0095.36194.66196.461
2132023.12.14 03:26close711.0095.20294.66196.461-101.618962.14
2142023.12.15 03:00sell721.0095.4130.0000.000
2152023.12.15 03:00modify721.0095.41396.11394.313
2162023.12.15 06:00close721.0095.05396.11394.313230.029192.16
2172023.12.19 03:00sell731.0096.5440.0000.000
2182023.12.19 03:00modify731.0096.54497.24495.444
2192023.12.19 06:00close731.0096.42397.24495.44477.319269.47
2202024.01.02 03:00buy741.0096.3550.0000.000
2212024.01.02 03:00modify741.0096.35595.65597.455
2222024.01.02 06:00close741.0096.66495.65597.455197.449466.91
2232024.01.03 04:00sell751.0096.0010.0000.000
2242024.01.03 04:00modify751.0096.00196.70194.901
2252024.01.03 05:56close751.0096.15896.70194.901-100.319366.60
2262024.01.04 03:15sell761.0096.5430.0000.000
2272024.01.04 03:15modify761.0096.54397.24395.443
2282024.01.04 04:21close761.0096.70197.24395.443-100.949265.66
2292024.01.05 03:00sell771.0097.1520.0000.000
2302024.01.05 03:00modify771.0097.15297.85296.052
2312024.01.05 05:15buy781.0097.0120.0000.000
2322024.01.05 05:15modify781.0097.01296.31298.112
2332024.01.05 06:00close781.0097.01896.31298.1123.849269.50
2342024.01.05 06:00close771.0097.04897.85296.05266.459335.95
2352024.01.08 03:00buy791.0097.0130.0000.000
2362024.01.08 03:00modify791.0097.01396.31398.113
2372024.01.08 03:52close791.0096.85696.31398.113-100.329235.63
2382024.01.16 03:45buy801.0096.6610.0000.000
2392024.01.16 03:45modify801.0096.66195.96197.761
2402024.01.16 06:00close801.0096.64695.96197.761-9.599226.04
2412024.01.18 03:30sell811.0097.1250.0000.000
2422024.01.18 03:30modify811.0097.12597.82596.025
2432024.01.18 06:00close811.0096.98797.82596.02588.179314.21
2442024.01.19 05:45sell821.0097.6540.0000.000
2452024.01.19 05:45modify821.0097.65498.35496.554
2462024.01.19 06:00close821.0097.70598.35496.554-32.599281.62
2472024.01.22 03:00buy831.0097.5700.0000.000
2482024.01.22 03:00modify831.0097.57096.87098.670
2492024.01.22 06:00close831.0097.54196.87098.670-18.539263.09
2502024.01.23 03:00sell841.0097.6310.0000.000
2512024.01.23 03:00modify841.0097.63198.33196.531
2522024.01.23 03:09close841.0097.79298.33196.531-102.869160.23
2532024.01.24 04:00buy851.0097.0820.0000.000
2542024.01.24 04:00modify851.0097.08296.38298.182
2552024.01.24 06:00close851.0097.16796.38298.18254.329214.55
2562024.02.05 03:15buy861.0096.5500.0000.000
2572024.02.05 03:15modify861.0096.55095.85097.650
2582024.02.05 06:00close861.0096.64695.85097.65061.349275.89
2592024.02.06 03:45sell871.0096.5880.0000.000
2602024.02.06 03:45modify871.0096.58897.28895.488
2612024.02.06 04:29close871.0096.74597.28895.488-100.319175.58
2622024.02.21 03:00sell881.0098.4210.0000.000
2632024.02.21 03:00modify881.0098.42199.12197.321
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