Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 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=3; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=60; StopLoss=90; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 469.00 | Gross profit | 1671.00 | Gross loss | -1202.00 |
| Profit factor | 1.39 | Expected payoff | 13.03 | ||
| Absolute drawdown | 219.00 | Maximal drawdown | 795.00 (7.52%) | Relative drawdown | 7.52% (795.00) |
| Total trades | 36 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 22 (45.45%) |
| Profit trades (% of total) | 17 (47.22%) | Loss trades (% of total) | 19 (52.78%) | ||
| Largest | profit trade | 568.00 | loss trade | -197.00 | |
| Average | profit trade | 98.29 | loss trade | -63.26 | |
| Maximum | consecutive wins (profit in money) | 4 (688.00) | consecutive losses (loss in money) | 6 (-333.00) | |
| Maximal | consecutive profit (count of wins) | 688.00 (4) | consecutive loss (count of losses) | -369.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.06 12:00 | sell | 1 | 1.00 | 0.66859 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.06 12:00 | modify | 1 | 1.00 | 0.66859 | 0.67759 | 0.66259 | ||
| 3 | 2023.07.06 13:00 | close | 1 | 1.00 | 0.66420 | 0.67759 | 0.66259 | 439.00 | 10439.00 |
| 4 | 2023.07.18 12:00 | buy | 2 | 1.00 | 0.68073 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.18 12:00 | modify | 2 | 1.00 | 0.68073 | 0.67173 | 0.68673 | ||
| 6 | 2023.07.18 13:00 | close | 2 | 1.00 | 0.68026 | 0.67173 | 0.68673 | -47.00 | 10392.00 |
| 7 | 2023.07.19 12:00 | buy | 3 | 1.00 | 0.67665 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.19 12:00 | modify | 3 | 1.00 | 0.67665 | 0.66765 | 0.68265 | ||
| 9 | 2023.07.19 13:00 | close | 3 | 1.00 | 0.67688 | 0.66765 | 0.68265 | 23.00 | 10415.00 |
| 10 | 2023.08.18 12:00 | buy | 4 | 1.00 | 0.63910 | 0.00000 | 0.00000 | ||
| 11 | 2023.08.18 12:00 | modify | 4 | 1.00 | 0.63910 | 0.63010 | 0.64510 | ||
| 12 | 2023.08.18 13:00 | close | 4 | 1.00 | 0.63869 | 0.63010 | 0.64510 | -41.00 | 10374.00 |
| 13 | 2023.09.05 12:00 | buy | 5 | 1.00 | 0.63677 | 0.00000 | 0.00000 | ||
| 14 | 2023.09.05 12:00 | modify | 5 | 1.00 | 0.63677 | 0.62777 | 0.64277 | ||
| 15 | 2023.09.05 13:00 | close | 5 | 1.00 | 0.63804 | 0.62777 | 0.64277 | 127.00 | 10501.00 |
| 16 | 2023.09.14 12:00 | sell | 6 | 1.00 | 0.64433 | 0.00000 | 0.00000 | ||
| 17 | 2023.09.14 12:00 | modify | 6 | 1.00 | 0.64433 | 0.65333 | 0.63833 | ||
| 18 | 2023.09.14 13:00 | close | 6 | 1.00 | 0.64433 | 0.65333 | 0.63833 | 0.00 | 10501.00 |
| 19 | 2023.09.20 12:00 | sell | 7 | 1.00 | 0.64858 | 0.00000 | 0.00000 | ||
| 20 | 2023.09.20 12:00 | modify | 7 | 1.00 | 0.64858 | 0.65758 | 0.64258 | ||
| 21 | 2023.09.20 13:00 | close | 7 | 1.00 | 0.64881 | 0.65758 | 0.64258 | -23.00 | 10478.00 |
| 22 | 2023.09.28 12:00 | sell | 8 | 1.00 | 0.63916 | 0.00000 | 0.00000 | ||
| 23 | 2023.09.28 12:00 | modify | 8 | 1.00 | 0.63916 | 0.64816 | 0.63316 | ||
| 24 | 2023.09.28 13:00 | close | 8 | 1.00 | 0.63914 | 0.64816 | 0.63316 | 2.00 | 10480.00 |
| 25 | 2023.10.03 12:00 | buy | 9 | 1.00 | 0.63060 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.03 12:00 | modify | 9 | 1.00 | 0.63060 | 0.62160 | 0.63660 | ||
| 27 | 2023.10.03 13:00 | close | 9 | 1.00 | 0.63021 | 0.62160 | 0.63660 | -39.00 | 10441.00 |
| 28 | 2023.10.10 12:00 | buy | 10 | 1.00 | 0.63973 | 0.00000 | 0.00000 | ||
| 29 | 2023.10.10 12:00 | modify | 10 | 1.00 | 0.63973 | 0.63073 | 0.64573 | ||
| 30 | 2023.10.10 13:00 | close | 10 | 1.00 | 0.63992 | 0.63073 | 0.64573 | 19.00 | 10460.00 |
| 31 | 2023.10.11 12:00 | buy | 11 | 1.00 | 0.64159 | 0.00000 | 0.00000 | ||
| 32 | 2023.10.11 12:00 | modify | 11 | 1.00 | 0.64159 | 0.63259 | 0.64759 | ||
| 33 | 2023.10.11 13:00 | close | 11 | 1.00 | 0.64215 | 0.63259 | 0.64759 | 56.00 | 10516.00 |
| 34 | 2023.10.13 12:00 | buy | 12 | 1.00 | 0.63194 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.13 12:00 | modify | 12 | 1.00 | 0.63194 | 0.62294 | 0.63794 | ||
| 36 | 2023.10.13 13:00 | close | 12 | 1.00 | 0.63254 | 0.62294 | 0.63794 | 60.00 | 10576.00 |
| 37 | 2023.11.15 12:00 | sell | 13 | 1.00 | 0.65288 | 0.00000 | 0.00000 | ||
| 38 | 2023.11.15 12:00 | modify | 13 | 1.00 | 0.65288 | 0.66188 | 0.64688 | ||
| 39 | 2023.11.15 13:00 | close | 13 | 1.00 | 0.65292 | 0.66188 | 0.64688 | -4.00 | 10572.00 |
| 40 | 2023.11.17 12:00 | sell | 14 | 1.00 | 0.64998 | 0.00000 | 0.00000 | ||
| 41 | 2023.11.17 12:00 | modify | 14 | 1.00 | 0.64998 | 0.65898 | 0.64398 | ||
| 42 | 2023.11.17 13:00 | close | 14 | 1.00 | 0.65033 | 0.65898 | 0.64398 | -35.00 | 10537.00 |
| 43 | 2023.11.22 12:00 | sell | 15 | 1.00 | 0.65632 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.22 12:00 | modify | 15 | 1.00 | 0.65632 | 0.66532 | 0.65032 | ||
| 45 | 2023.11.22 13:00 | close | 15 | 1.00 | 0.65653 | 0.66532 | 0.65032 | -21.00 | 10516.00 |
| 46 | 2023.12.05 12:00 | buy | 16 | 1.00 | 0.65641 | 0.00000 | 0.00000 | ||
| 47 | 2023.12.05 12:00 | modify | 16 | 1.00 | 0.65641 | 0.64741 | 0.66241 | ||
| 48 | 2023.12.05 13:00 | close | 16 | 1.00 | 0.65599 | 0.64741 | 0.66241 | -42.00 | 10474.00 |
| 49 | 2024.01.02 12:00 | buy | 17 | 1.00 | 0.68028 | 0.00000 | 0.00000 | ||
| 50 | 2024.01.02 12:00 | modify | 17 | 1.00 | 0.68028 | 0.67128 | 0.68628 | ||
| 51 | 2024.01.02 13:00 | close | 17 | 1.00 | 0.67850 | 0.67128 | 0.68628 | -178.00 | 10296.00 |
| 52 | 2024.01.03 12:00 | buy | 18 | 1.00 | 0.67319 | 0.00000 | 0.00000 | ||
| 53 | 2024.01.03 12:00 | modify | 18 | 1.00 | 0.67319 | 0.66419 | 0.67919 | ||
| 54 | 2024.01.03 13:00 | close | 18 | 1.00 | 0.67266 | 0.66419 | 0.67919 | -53.00 | 10243.00 |
| 55 | 2024.01.08 12:00 | buy | 19 | 1.00 | 0.66862 | 0.00000 | 0.00000 | ||
| 56 | 2024.01.08 12:00 | modify | 19 | 1.00 | 0.66862 | 0.65962 | 0.67462 | ||
| 57 | 2024.01.08 13:00 | close | 19 | 1.00 | 0.66871 | 0.65962 | 0.67462 | 9.00 | 10252.00 |
| 58 | 2024.01.16 12:00 | buy | 20 | 1.00 | 0.66069 | 0.00000 | 0.00000 | ||
| 59 | 2024.01.16 12:00 | modify | 20 | 1.00 | 0.66069 | 0.65169 | 0.66669 | ||
| 60 | 2024.01.16 13:00 | close | 20 | 1.00 | 0.66068 | 0.65169 | 0.66669 | -1.00 | 10251.00 |
| 61 | 2024.03.01 12:00 | sell | 21 | 1.00 | 0.65074 | 0.00000 | 0.00000 | ||
| 62 | 2024.03.01 12:00 | modify | 21 | 1.00 | 0.65074 | 0.65974 | 0.64474 | ||
| 63 | 2024.03.01 13:00 | close | 21 | 1.00 | 0.65025 | 0.65974 | 0.64474 | 49.00 | 10300.00 |
| 64 | 2024.03.21 12:00 | buy | 22 | 1.00 | 0.66018 | 0.00000 | 0.00000 | ||
| 65 | 2024.03.21 12:00 | modify | 22 | 1.00 | 0.66018 | 0.65118 | 0.66618 | ||
| 66 | 2024.03.21 13:00 | close | 22 | 1.00 | 0.65996 | 0.65118 | 0.66618 | -22.00 | 10278.00 |
| 67 | 2024.03.22 12:00 | buy | 23 | 1.00 | 0.65155 | 0.00000 | 0.00000 | ||
| 68 | 2024.03.22 12:00 | modify | 23 | 1.00 | 0.65155 | 0.64255 | 0.65755 | ||
| 69 | 2024.03.22 13:00 | close | 23 | 1.00 | 0.65233 | 0.64255 | 0.65755 | 78.00 | 10356.00 |
| 70 | 2024.03.27 12:00 | buy | 24 | 1.00 | 0.65248 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.27 12:00 | modify | 24 | 1.00 | 0.65248 | 0.64348 | 0.65848 | ||
| 72 | 2024.03.27 13:00 | close | 24 | 1.00 | 0.65164 | 0.64348 | 0.65848 | -84.00 | 10272.00 |
| 73 | 2024.04.08 12:00 | sell | 25 | 1.00 | 0.65862 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.08 12:00 | modify | 25 | 1.00 | 0.65862 | 0.66762 | 0.65262 | ||
| 75 | 2024.04.08 13:00 | close | 25 | 1.00 | 0.65950 | 0.66762 | 0.65262 | -88.00 | 10184.00 |
| 76 | 2024.04.12 12:00 | buy | 26 | 1.00 | 0.64961 | 0.00000 | 0.00000 | ||
| 77 | 2024.04.12 12:00 | modify | 26 | 1.00 | 0.64961 | 0.64061 | 0.65561 | ||
| 78 | 2024.04.12 13:00 | close | 26 | 1.00 | 0.64764 | 0.64061 | 0.65561 | -197.00 | 9987.00 |
| 79 | 2024.04.16 12:00 | sell | 27 | 1.00 | 0.64253 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.16 12:00 | modify | 27 | 1.00 | 0.64253 | 0.65153 | 0.63653 | ||
| 81 | 2024.04.16 13:00 | close | 27 | 1.00 | 0.64201 | 0.65153 | 0.63653 | 52.00 | 10039.00 |
| 82 | 2024.04.19 12:00 | buy | 28 | 1.00 | 0.64135 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.19 12:00 | modify | 28 | 1.00 | 0.64135 | 0.63235 | 0.64735 | ||
| 84 | 2024.04.19 13:00 | close | 28 | 1.00 | 0.64204 | 0.63235 | 0.64735 | 69.00 | 10108.00 |
| 85 | 2024.05.02 12:00 | buy | 29 | 1.00 | 0.65319 | 0.00000 | 0.00000 | ||
| 86 | 2024.05.02 12:00 | modify | 29 | 1.00 | 0.65319 | 0.64419 | 0.65919 | ||
| 87 | 2024.05.02 13:00 | close | 29 | 1.00 | 0.65286 | 0.64419 | 0.65919 | -33.00 | 10075.00 |
| 88 | 2024.05.29 12:00 | buy | 30 | 1.00 | 0.66327 | 0.00000 | 0.00000 | ||
| 89 | 2024.05.29 12:00 | modify | 30 | 1.00 | 0.66327 | 0.65427 | 0.66927 | ||
| 90 | 2024.05.29 13:00 | close | 30 | 1.00 | 0.66301 | 0.65427 | 0.66927 | -26.00 | 10049.00 |
| 91 | 2024.05.31 12:00 | sell | 31 | 1.00 | 0.66505 | 0.00000 | 0.00000 | ||
| 92 | 2024.05.31 12:00 | modify | 31 | 1.00 | 0.66505 | 0.67405 | 0.65905 | ||
| 93 | 2024.05.31 13:00 | close | 31 | 1.00 | 0.66679 | 0.67405 | 0.65905 | -174.00 | 9875.00 |
| 94 | 2024.06.03 12:00 | sell | 32 | 1.00 | 0.66568 | 0.00000 | 0.00000 | ||
| 95 | 2024.06.03 12:00 | modify | 32 | 1.00 | 0.66568 | 0.67468 | 0.65968 | ||
| 96 | 2024.06.03 13:00 | close | 32 | 1.00 | 0.66662 | 0.67468 | 0.65968 | -94.00 | 9781.00 |
| 97 | 2024.06.04 12:00 | buy | 33 | 1.00 | 0.66431 | 0.00000 | 0.00000 | ||
| 98 | 2024.06.04 12:00 | modify | 33 | 1.00 | 0.66431 | 0.65531 | 0.67031 | ||
| 99 | 2024.06.04 13:00 | close | 33 | 1.00 | 0.66436 | 0.65531 | 0.67031 | 5.00 | 9786.00 |
| 100 | 2024.06.07 12:00 | sell | 34 | 1.00 | 0.66667 | 0.00000 | 0.00000 | ||
| 101 | 2024.06.07 12:00 | modify | 34 | 1.00 | 0.66667 | 0.67567 | 0.66067 | ||
| 102 | 2024.06.07 13:00 | close | 34 | 1.00 | 0.66099 | 0.67567 | 0.66067 | 568.00 | 10354.00 |
| 103 | 2024.06.11 12:00 | buy | 35 | 1.00 | 0.65964 | 0.00000 | 0.00000 | ||
| 104 | 2024.06.11 12:00 | modify | 35 | 1.00 | 0.65964 | 0.65064 | 0.66564 | ||
| 105 | 2024.06.11 13:00 | close | 35 | 1.00 | 0.66035 | 0.65064 | 0.66564 | 71.00 | 10425.00 |
| 106 | 2024.06.14 12:00 | sell | 36 | 1.00 | 0.66158 | 0.00000 | 0.00000 | ||
| 107 | 2024.06.14 12:00 | modify | 36 | 1.00 | 0.66158 | 0.67058 | 0.65558 | ||
| 108 | 2024.06.14 13:00 | close | 36 | 1.00 | 0.66114 | 0.67058 | 0.65558 | 44.00 | 10469.00 |