Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=7; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; 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=100; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1026.64 | Gross profit | 1615.23 | Gross loss | -588.59 |
| Profit factor | 2.74 | Expected payoff | 30.20 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 233.54 (2.28%) | Relative drawdown | 2.28% (233.54) |
| Total trades | 34 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 18 (52.94%) | Loss trades (% of total) | 16 (47.06%) | ||
| Largest | profit trade | 755.34 | loss trade | -84.36 | |
| Average | profit trade | 89.73 | loss trade | -36.79 | |
| Maximum | consecutive wins (profit in money) | 5 (1034.20) | consecutive losses (loss in money) | 6 (-233.54) | |
| Maximal | consecutive profit (count of wins) | 1034.20 (5) | consecutive loss (count of losses) | -233.54 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.26 20:00 | sell | 1 | 1.00 | 94.853 | 0.000 | 0.000 | ||
| 2 | 2023.07.26 20:00 | modify | 1 | 1.00 | 94.853 | 95.353 | 93.653 | ||
| 3 | 2023.07.26 21:00 | close | 1 | 1.00 | 94.772 | 95.353 | 93.653 | 50.98 | 10050.98 |
| 4 | 2023.07.27 20:00 | buy | 2 | 1.00 | 93.233 | 0.000 | 0.000 | ||
| 5 | 2023.07.27 20:00 | modify | 2 | 1.00 | 93.233 | 92.733 | 94.433 | ||
| 6 | 2023.07.27 21:00 | close | 2 | 1.00 | 93.415 | 92.733 | 94.433 | 114.57 | 10165.55 |
| 7 | 2023.08.16 20:00 | buy | 3 | 1.00 | 94.016 | 0.000 | 0.000 | ||
| 8 | 2023.08.16 20:00 | modify | 3 | 1.00 | 94.016 | 93.516 | 95.216 | ||
| 9 | 2023.08.16 21:00 | close | 3 | 1.00 | 93.988 | 93.516 | 95.216 | -17.62 | 10147.93 |
| 10 | 2023.08.17 20:00 | buy | 4 | 1.00 | 93.328 | 0.000 | 0.000 | ||
| 11 | 2023.08.17 20:00 | modify | 4 | 1.00 | 93.328 | 92.828 | 94.528 | ||
| 12 | 2023.08.17 21:00 | close | 4 | 1.00 | 93.337 | 92.828 | 94.528 | 5.67 | 10153.60 |
| 13 | 2023.09.20 20:00 | buy | 5 | 1.00 | 95.547 | 0.000 | 0.000 | ||
| 14 | 2023.09.20 20:00 | modify | 5 | 1.00 | 95.547 | 95.047 | 96.747 | ||
| 15 | 2023.09.20 21:00 | close | 5 | 1.00 | 95.589 | 95.047 | 96.747 | 26.44 | 10180.04 |
| 16 | 2023.09.27 20:00 | buy | 6 | 1.00 | 95.071 | 0.000 | 0.000 | ||
| 17 | 2023.09.27 20:00 | modify | 6 | 1.00 | 95.071 | 94.571 | 96.271 | ||
| 18 | 2023.09.27 21:00 | close | 6 | 1.00 | 95.035 | 94.571 | 96.271 | -22.67 | 10157.37 |
| 19 | 2023.09.29 20:00 | buy | 7 | 1.00 | 96.085 | 0.000 | 0.000 | ||
| 20 | 2023.09.29 20:00 | modify | 7 | 1.00 | 96.085 | 95.585 | 97.285 | ||
| 21 | 2023.10.01 21:00 | close | 7 | 1.00 | 96.069 | 95.585 | 97.285 | -10.07 | 10147.30 |
| 22 | 2023.10.03 20:00 | buy | 8 | 1.00 | 93.795 | 0.000 | 0.000 | ||
| 23 | 2023.10.03 20:00 | modify | 8 | 1.00 | 93.795 | 93.295 | 94.995 | ||
| 24 | 2023.10.03 21:00 | close | 8 | 1.00 | 93.873 | 93.295 | 94.995 | 49.10 | 10196.40 |
| 25 | 2023.11.01 20:00 | sell | 9 | 1.00 | 96.442 | 0.000 | 0.000 | ||
| 26 | 2023.11.01 20:00 | modify | 9 | 1.00 | 96.442 | 96.942 | 95.242 | ||
| 27 | 2023.11.01 21:00 | close | 9 | 1.00 | 96.522 | 96.942 | 95.242 | -50.36 | 10146.04 |
| 28 | 2023.11.09 20:00 | buy | 10 | 1.00 | 96.401 | 0.000 | 0.000 | ||
| 29 | 2023.11.09 20:00 | modify | 10 | 1.00 | 96.401 | 95.901 | 97.601 | ||
| 30 | 2023.11.09 21:00 | close | 10 | 1.00 | 96.375 | 95.901 | 97.601 | -16.37 | 10129.67 |
| 31 | 2023.11.21 20:00 | sell | 11 | 1.00 | 97.259 | 0.000 | 0.000 | ||
| 32 | 2023.11.21 20:00 | modify | 11 | 1.00 | 97.259 | 97.759 | 96.059 | ||
| 33 | 2023.11.21 21:00 | close | 11 | 1.00 | 97.316 | 97.759 | 96.059 | -35.88 | 10093.79 |
| 34 | 2023.12.01 20:00 | buy | 12 | 1.00 | 97.992 | 0.000 | 0.000 | ||
| 35 | 2023.12.01 20:00 | modify | 12 | 1.00 | 97.992 | 97.492 | 99.192 | ||
| 36 | 2023.12.01 21:00 | close | 12 | 1.00 | 98.012 | 97.492 | 99.192 | 12.59 | 10106.38 |
| 37 | 2023.12.07 20:00 | buy | 13 | 1.00 | 94.763 | 0.000 | 0.000 | ||
| 38 | 2023.12.07 20:00 | modify | 13 | 1.00 | 94.763 | 94.263 | 95.963 | ||
| 39 | 2023.12.07 21:00 | close | 13 | 1.00 | 94.909 | 94.263 | 95.963 | 91.91 | 10198.29 |
| 40 | 2024.01.03 20:00 | sell | 14 | 1.00 | 96.391 | 0.000 | 0.000 | ||
| 41 | 2024.01.03 20:00 | modify | 14 | 1.00 | 96.391 | 96.891 | 95.191 | ||
| 42 | 2024.01.03 21:00 | close | 14 | 1.00 | 96.364 | 96.891 | 95.191 | 16.99 | 10215.28 |
| 43 | 2024.01.05 20:00 | buy | 15 | 1.00 | 97.155 | 0.000 | 0.000 | ||
| 44 | 2024.01.05 20:00 | modify | 15 | 1.00 | 97.155 | 96.655 | 98.355 | ||
| 45 | 2024.01.05 21:00 | close | 15 | 1.00 | 97.206 | 96.655 | 98.355 | 32.10 | 10247.38 |
| 46 | 2024.01.11 20:00 | buy | 16 | 1.00 | 97.313 | 0.000 | 0.000 | ||
| 47 | 2024.01.11 20:00 | modify | 16 | 1.00 | 97.313 | 96.813 | 98.513 | ||
| 48 | 2024.01.11 21:00 | close | 16 | 1.00 | 97.240 | 96.813 | 98.513 | -45.95 | 10201.43 |
| 49 | 2024.01.31 20:00 | buy | 17 | 1.00 | 96.583 | 0.000 | 0.000 | ||
| 50 | 2024.01.31 20:00 | modify | 17 | 1.00 | 96.583 | 96.083 | 97.783 | ||
| 51 | 2024.01.31 21:00 | close | 17 | 1.00 | 96.540 | 96.083 | 97.783 | -27.07 | 10174.36 |
| 52 | 2024.02.01 20:00 | sell | 18 | 1.00 | 96.128 | 0.000 | 0.000 | ||
| 53 | 2024.02.01 20:00 | modify | 18 | 1.00 | 96.128 | 96.628 | 94.928 | ||
| 54 | 2024.02.01 21:00 | close | 18 | 1.00 | 96.212 | 96.628 | 94.928 | -52.88 | 10121.48 |
| 55 | 2024.03.06 20:00 | sell | 19 | 1.00 | 98.062 | 0.000 | 0.000 | ||
| 56 | 2024.03.06 20:00 | modify | 19 | 1.00 | 98.062 | 98.562 | 96.862 | ||
| 57 | 2024.03.06 21:00 | close | 19 | 1.00 | 98.084 | 98.562 | 96.862 | -13.85 | 10107.63 |
| 58 | 2024.03.08 20:00 | buy | 20 | 1.00 | 97.451 | 0.000 | 0.000 | ||
| 59 | 2024.03.08 20:00 | modify | 20 | 1.00 | 97.451 | 96.951 | 98.651 | ||
| 60 | 2024.03.08 21:00 | close | 20 | 1.00 | 97.366 | 96.951 | 98.651 | -53.51 | 10054.12 |
| 61 | 2024.03.20 20:00 | sell | 21 | 1.00 | 99.580 | 0.000 | 0.000 | ||
| 62 | 2024.03.20 20:00 | modify | 21 | 1.00 | 99.580 | 100.080 | 98.380 | ||
| 63 | 2024.03.20 21:00 | close | 21 | 1.00 | 99.644 | 100.080 | 98.380 | -40.28 | 10013.84 |
| 64 | 2024.04.04 20:00 | buy | 22 | 1.00 | 99.543 | 0.000 | 0.000 | ||
| 65 | 2024.04.04 20:00 | modify | 22 | 1.00 | 99.543 | 99.043 | 100.743 | ||
| 66 | 2024.04.04 21:00 | close | 22 | 1.00 | 99.683 | 99.043 | 100.743 | 88.14 | 10101.98 |
| 67 | 2024.04.10 20:00 | buy | 23 | 1.00 | 99.648 | 0.000 | 0.000 | ||
| 68 | 2024.04.10 20:00 | modify | 23 | 1.00 | 99.648 | 99.148 | 100.848 | ||
| 69 | 2024.04.10 21:00 | close | 23 | 1.00 | 99.714 | 99.148 | 100.848 | 41.55 | 10143.53 |
| 70 | 2024.04.15 20:00 | buy | 24 | 1.00 | 99.399 | 0.000 | 0.000 | ||
| 71 | 2024.04.15 20:00 | modify | 24 | 1.00 | 99.399 | 98.899 | 100.599 | ||
| 72 | 2024.04.15 21:00 | close | 24 | 1.00 | 99.342 | 98.899 | 100.599 | -35.88 | 10107.65 |
| 73 | 2024.04.16 20:00 | buy | 25 | 1.00 | 99.090 | 0.000 | 0.000 | ||
| 74 | 2024.04.16 20:00 | modify | 25 | 1.00 | 99.090 | 98.590 | 100.290 | ||
| 75 | 2024.04.16 21:00 | close | 25 | 1.00 | 98.995 | 98.590 | 100.290 | -59.80 | 10047.85 |
| 76 | 2024.04.17 20:00 | buy | 26 | 1.00 | 99.352 | 0.000 | 0.000 | ||
| 77 | 2024.04.17 20:00 | modify | 26 | 1.00 | 99.352 | 98.852 | 100.552 | ||
| 78 | 2024.04.17 21:00 | close | 26 | 1.00 | 99.317 | 98.852 | 100.552 | -22.04 | 10025.81 |
| 79 | 2024.05.01 20:00 | sell | 27 | 1.00 | 102.393 | 0.000 | 0.000 | ||
| 80 | 2024.05.01 20:00 | modify | 27 | 1.00 | 102.393 | 102.893 | 101.193 | ||
| 81 | 2024.05.01 21:00 | t/p | 27 | 1.00 | 101.193 | 102.893 | 101.193 | 755.34 | 10781.15 |
| 82 | 2024.05.02 20:00 | buy | 28 | 1.00 | 100.604 | 0.000 | 0.000 | ||
| 83 | 2024.05.02 20:00 | modify | 28 | 1.00 | 100.604 | 100.104 | 101.804 | ||
| 84 | 2024.05.02 21:00 | close | 28 | 1.00 | 100.759 | 100.104 | 101.804 | 97.57 | 10878.72 |
| 85 | 2024.05.23 20:00 | buy | 29 | 1.00 | 103.622 | 0.000 | 0.000 | ||
| 86 | 2024.05.23 20:00 | modify | 29 | 1.00 | 103.622 | 103.122 | 104.822 | ||
| 87 | 2024.05.23 21:00 | close | 29 | 1.00 | 103.628 | 103.122 | 104.822 | 3.78 | 10882.50 |
| 88 | 2024.05.30 20:00 | sell | 30 | 1.00 | 104.032 | 0.000 | 0.000 | ||
| 89 | 2024.05.30 20:00 | modify | 30 | 1.00 | 104.032 | 104.532 | 102.832 | ||
| 90 | 2024.05.30 21:00 | close | 30 | 1.00 | 104.017 | 104.532 | 102.832 | 9.44 | 10891.94 |
| 91 | 2024.05.31 20:00 | sell | 31 | 1.00 | 104.629 | 0.000 | 0.000 | ||
| 92 | 2024.05.31 20:00 | modify | 31 | 1.00 | 104.629 | 105.129 | 103.429 | ||
| 93 | 2024.06.02 21:00 | close | 31 | 1.00 | 104.362 | 105.129 | 103.429 | 168.07 | 11060.01 |
| 94 | 2024.06.07 20:00 | buy | 32 | 1.00 | 103.162 | 0.000 | 0.000 | ||
| 95 | 2024.06.07 20:00 | modify | 32 | 1.00 | 103.162 | 102.662 | 104.362 | ||
| 96 | 2024.06.09 21:00 | close | 32 | 1.00 | 103.028 | 102.662 | 104.362 | -84.36 | 10975.65 |
| 97 | 2024.06.12 20:00 | sell | 33 | 1.00 | 104.443 | 0.000 | 0.000 | ||
| 98 | 2024.06.12 20:00 | modify | 33 | 1.00 | 104.443 | 104.943 | 103.243 | ||
| 99 | 2024.06.12 21:00 | close | 33 | 1.00 | 104.425 | 104.943 | 103.243 | 11.33 | 10986.98 |
| 100 | 2024.06.28 20:00 | sell | 34 | 1.00 | 107.317 | 0.000 | 0.000 | ||
| 101 | 2024.06.28 20:00 | modify | 34 | 1.00 | 107.317 | 107.817 | 106.117 | ||
| 102 | 2024.06.28 20:59 | close at stop | 34 | 1.00 | 107.254 | 107.817 | 106.117 | 39.66 | 11026.64 |