Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=7; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=70; StopLoss=40; 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=200; 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=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 | 7200 | Ticks modelled | 156028 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1020.96 | Gross profit | 2152.63 | Gross loss | -1131.67 |
| Profit factor | 1.90 | Expected payoff | 30.03 | ||
| Absolute drawdown | 118.09 | Maximal drawdown | 685.03 (6.48%) | Relative drawdown | 6.48% (685.03) |
| Total trades | 34 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
| Largest | profit trade | 513.42 | loss trade | -214.17 | |
| Average | profit trade | 113.30 | loss trade | -75.44 | |
| Maximum | consecutive wins (profit in money) | 4 (345.45) | consecutive losses (loss in money) | 6 (-520.73) | |
| Maximal | consecutive profit (count of wins) | 513.42 (1) | consecutive loss (count of losses) | -520.73 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 03:00 | sell | 1 | 1.00 | 1.71153 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.12 03:00 | modify | 1 | 1.00 | 1.71153 | 1.71553 | 1.70453 | ||
| 3 | 2023.07.12 07:00 | close | 1 | 1.00 | 1.71101 | 1.71553 | 1.70453 | 38.14 | 10038.14 |
| 4 | 2023.07.13 03:00 | sell | 2 | 1.00 | 1.71537 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.13 03:00 | modify | 2 | 1.00 | 1.71537 | 1.71937 | 1.70837 | ||
| 6 | 2023.07.13 07:00 | close | 2 | 1.00 | 1.71239 | 1.71937 | 1.70837 | 218.54 | 10256.68 |
| 7 | 2023.07.27 03:00 | buy | 3 | 1.00 | 1.70834 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.27 03:00 | modify | 3 | 1.00 | 1.70834 | 1.70434 | 1.71534 | ||
| 9 | 2023.07.27 06:50 | close | 3 | 1.00 | 1.70542 | 1.70434 | 1.71534 | -214.17 | 10042.51 |
| 10 | 2023.07.28 04:00 | sell | 4 | 1.00 | 1.69236 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.28 04:00 | modify | 4 | 1.00 | 1.69236 | 1.69636 | 1.68536 | ||
| 12 | 2023.07.28 06:00 | buy | 5 | 1.00 | 1.69140 | 0.00000 | 0.00000 | ||
| 13 | 2023.07.28 06:00 | modify | 5 | 1.00 | 1.69140 | 1.68740 | 1.69840 | ||
| 14 | 2023.07.28 07:00 | close | 5 | 1.00 | 1.69213 | 1.68740 | 1.69840 | 53.55 | 10096.06 |
| 15 | 2023.07.28 07:00 | close | 4 | 1.00 | 1.69263 | 1.69636 | 1.68536 | -19.80 | 10076.26 |
| 16 | 2023.08.04 03:00 | sell | 6 | 1.00 | 1.69997 | 0.00000 | 0.00000 | ||
| 17 | 2023.08.04 03:00 | modify | 6 | 1.00 | 1.69997 | 1.70397 | 1.69297 | ||
| 18 | 2023.08.04 07:00 | close | 6 | 1.00 | 1.69909 | 1.70397 | 1.69297 | 64.53 | 10140.79 |
| 19 | 2023.08.14 03:00 | buy | 7 | 1.00 | 1.70555 | 0.00000 | 0.00000 | ||
| 20 | 2023.08.14 03:00 | modify | 7 | 1.00 | 1.70555 | 1.70155 | 1.71255 | ||
| 21 | 2023.08.14 06:00 | sell | 8 | 1.00 | 1.70642 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.14 06:00 | modify | 8 | 1.00 | 1.70642 | 1.71042 | 1.69942 | ||
| 23 | 2023.08.14 07:00 | close | 8 | 1.00 | 1.70678 | 1.71042 | 1.69942 | -26.40 | 10114.39 |
| 24 | 2023.08.14 07:00 | close | 7 | 1.00 | 1.70628 | 1.70155 | 1.71255 | 53.54 | 10167.93 |
| 25 | 2023.08.15 03:00 | buy | 9 | 1.00 | 1.70633 | 0.00000 | 0.00000 | ||
| 26 | 2023.08.15 03:00 | modify | 9 | 1.00 | 1.70633 | 1.70233 | 1.71333 | ||
| 27 | 2023.08.15 07:00 | close | 9 | 1.00 | 1.71072 | 1.70233 | 1.71333 | 321.99 | 10489.92 |
| 28 | 2023.09.11 06:00 | sell | 10 | 1.00 | 1.70192 | 0.00000 | 0.00000 | ||
| 29 | 2023.09.11 06:00 | modify | 10 | 1.00 | 1.70192 | 1.70592 | 1.69492 | ||
| 30 | 2023.09.11 07:00 | close | 10 | 1.00 | 1.70243 | 1.70592 | 1.69492 | -37.40 | 10452.52 |
| 31 | 2023.09.21 03:00 | buy | 11 | 1.00 | 1.66184 | 0.00000 | 0.00000 | ||
| 32 | 2023.09.21 03:00 | modify | 11 | 1.00 | 1.66184 | 1.65784 | 1.66884 | ||
| 33 | 2023.09.21 07:00 | close | 11 | 1.00 | 1.66254 | 1.65784 | 1.66884 | 51.34 | 10503.86 |
| 34 | 2023.09.22 03:00 | buy | 12 | 1.00 | 1.65402 | 0.00000 | 0.00000 | ||
| 35 | 2023.09.22 03:00 | modify | 12 | 1.00 | 1.65402 | 1.65002 | 1.66102 | ||
| 36 | 2023.09.22 07:00 | close | 12 | 1.00 | 1.65412 | 1.65002 | 1.66102 | 7.33 | 10511.19 |
| 37 | 2023.09.28 06:00 | buy | 13 | 1.00 | 1.63849 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.28 06:00 | modify | 13 | 1.00 | 1.63849 | 1.63449 | 1.64549 | ||
| 39 | 2023.09.28 06:50 | close | 13 | 1.00 | 1.63569 | 1.63449 | 1.64549 | -205.36 | 10305.83 |
| 40 | 2023.10.31 04:00 | buy | 14 | 1.00 | 1.68187 | 0.00000 | 0.00000 | ||
| 41 | 2023.10.31 04:00 | modify | 14 | 1.00 | 1.68187 | 1.67787 | 1.68887 | ||
| 42 | 2023.10.31 07:00 | close | 14 | 1.00 | 1.68053 | 1.67787 | 1.68887 | -98.28 | 10207.55 |
| 43 | 2023.11.09 03:00 | buy | 15 | 1.00 | 1.69420 | 0.00000 | 0.00000 | ||
| 44 | 2023.11.09 03:00 | modify | 15 | 1.00 | 1.69420 | 1.69020 | 1.70120 | ||
| 45 | 2023.11.09 07:00 | close | 15 | 1.00 | 1.69343 | 1.69020 | 1.70120 | -56.48 | 10151.07 |
| 46 | 2023.11.20 03:00 | sell | 16 | 1.00 | 1.71008 | 0.00000 | 0.00000 | ||
| 47 | 2023.11.20 03:00 | modify | 16 | 1.00 | 1.71008 | 1.71408 | 1.70308 | ||
| 48 | 2023.11.20 07:00 | close | 16 | 1.00 | 1.71038 | 1.71408 | 1.70308 | -22.00 | 10129.07 |
| 49 | 2023.11.21 03:00 | sell | 17 | 1.00 | 1.71824 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.21 03:00 | modify | 17 | 1.00 | 1.71824 | 1.72224 | 1.71124 | ||
| 51 | 2023.11.21 07:00 | close | 17 | 1.00 | 1.71944 | 1.72224 | 1.71124 | -88.00 | 10041.07 |
| 52 | 2023.11.30 03:00 | buy | 18 | 1.00 | 1.72529 | 0.00000 | 0.00000 | ||
| 53 | 2023.11.30 03:00 | modify | 18 | 1.00 | 1.72529 | 1.72129 | 1.73229 | ||
| 54 | 2023.11.30 07:00 | close | 18 | 1.00 | 1.72460 | 1.72129 | 1.73229 | -50.61 | 9990.46 |
| 55 | 2023.12.14 03:00 | buy | 19 | 1.00 | 1.70306 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.14 03:00 | modify | 19 | 1.00 | 1.70306 | 1.69906 | 1.71006 | ||
| 57 | 2023.12.14 07:00 | close | 19 | 1.00 | 1.70314 | 1.69906 | 1.71006 | 5.87 | 9996.33 |
| 58 | 2023.12.21 03:00 | buy | 20 | 1.00 | 1.68729 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.21 03:00 | modify | 20 | 1.00 | 1.68729 | 1.68329 | 1.69429 | ||
| 60 | 2023.12.21 07:00 | close | 20 | 1.00 | 1.68764 | 1.68329 | 1.69429 | 25.67 | 10022.00 |
| 61 | 2024.01.02 03:00 | buy | 21 | 1.00 | 1.68497 | 0.00000 | 0.00000 | ||
| 62 | 2024.01.02 03:00 | modify | 21 | 1.00 | 1.68497 | 1.68097 | 1.69197 | ||
| 63 | 2024.01.02 07:00 | close | 21 | 1.00 | 1.68726 | 1.68097 | 1.69197 | 167.96 | 10189.96 |
| 64 | 2024.03.19 04:00 | sell | 22 | 1.00 | 1.72307 | 0.00000 | 0.00000 | ||
| 65 | 2024.03.19 04:00 | modify | 22 | 1.00 | 1.72307 | 1.72707 | 1.71607 | ||
| 66 | 2024.03.19 07:00 | close | 22 | 1.00 | 1.72483 | 1.72707 | 1.71607 | -129.07 | 10060.89 |
| 67 | 2024.03.22 03:00 | sell | 23 | 1.00 | 1.71371 | 0.00000 | 0.00000 | ||
| 68 | 2024.03.22 03:00 | modify | 23 | 1.00 | 1.71371 | 1.71771 | 1.70671 | ||
| 69 | 2024.03.22 07:00 | close | 23 | 1.00 | 1.71226 | 1.71771 | 1.70671 | 106.34 | 10167.23 |
| 70 | 2024.03.29 03:00 | buy | 24 | 1.00 | 1.70849 | 0.00000 | 0.00000 | ||
| 71 | 2024.03.29 03:00 | modify | 24 | 1.00 | 1.70849 | 1.70449 | 1.71549 | ||
| 72 | 2024.03.29 07:00 | close | 24 | 1.00 | 1.71050 | 1.70449 | 1.71549 | 147.42 | 10314.65 |
| 73 | 2024.04.08 03:00 | buy | 25 | 1.00 | 1.71743 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.08 03:00 | modify | 25 | 1.00 | 1.71743 | 1.71343 | 1.72443 | ||
| 75 | 2024.04.08 06:00 | sell | 26 | 1.00 | 1.71796 | 0.00000 | 0.00000 | ||
| 76 | 2024.04.08 06:00 | modify | 26 | 1.00 | 1.71796 | 1.72196 | 1.71096 | ||
| 77 | 2024.04.08 07:00 | close | 26 | 1.00 | 1.71835 | 1.72196 | 1.71096 | -28.61 | 10286.04 |
| 78 | 2024.04.08 07:00 | close | 25 | 1.00 | 1.71785 | 1.71343 | 1.72443 | 30.80 | 10316.84 |
| 79 | 2024.04.15 03:00 | buy | 27 | 1.00 | 1.71491 | 0.00000 | 0.00000 | ||
| 80 | 2024.04.15 03:00 | modify | 27 | 1.00 | 1.71491 | 1.71091 | 1.72191 | ||
| 81 | 2024.04.15 07:00 | close | 27 | 1.00 | 1.71504 | 1.71091 | 1.72191 | 9.53 | 10326.37 |
| 82 | 2024.04.16 03:00 | buy | 28 | 1.00 | 1.71575 | 0.00000 | 0.00000 | ||
| 83 | 2024.04.16 03:00 | modify | 28 | 1.00 | 1.71575 | 1.71175 | 1.72275 | ||
| 84 | 2024.04.16 07:00 | close | 28 | 1.00 | 1.71618 | 1.71175 | 1.72275 | 31.54 | 10357.91 |
| 85 | 2024.04.17 03:00 | buy | 29 | 1.00 | 1.71842 | 0.00000 | 0.00000 | ||
| 86 | 2024.04.17 03:00 | modify | 29 | 1.00 | 1.71842 | 1.71442 | 1.72542 | ||
| 87 | 2024.04.17 07:00 | close | 29 | 1.00 | 1.72215 | 1.71442 | 1.72542 | 273.58 | 10631.49 |
| 88 | 2024.04.18 03:00 | buy | 30 | 1.00 | 1.71536 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.18 03:00 | modify | 30 | 1.00 | 1.71536 | 1.71136 | 1.72236 | ||
| 90 | 2024.04.18 07:00 | close | 30 | 1.00 | 1.71435 | 1.71136 | 1.72236 | -74.08 | 10557.41 |
| 91 | 2024.04.19 03:00 | buy | 31 | 1.00 | 1.71042 | 0.00000 | 0.00000 | ||
| 92 | 2024.04.19 03:00 | modify | 31 | 1.00 | 1.71042 | 1.70642 | 1.71742 | ||
| 93 | 2024.04.19 07:00 | close | 31 | 1.00 | 1.71085 | 1.70642 | 1.71742 | 31.54 | 10588.95 |
| 94 | 2024.04.29 05:00 | sell | 32 | 1.00 | 1.71043 | 0.00000 | 0.00000 | ||
| 95 | 2024.04.29 05:00 | modify | 32 | 1.00 | 1.71043 | 1.71443 | 1.70343 | ||
| 96 | 2024.04.29 07:00 | close | 32 | 1.00 | 1.71073 | 1.71443 | 1.70343 | -22.00 | 10566.95 |
| 97 | 2024.05.21 03:00 | sell | 33 | 1.00 | 1.73259 | 0.00000 | 0.00000 | ||
| 98 | 2024.05.21 03:00 | modify | 33 | 1.00 | 1.73259 | 1.73659 | 1.72559 | ||
| 99 | 2024.05.21 07:00 | close | 33 | 1.00 | 1.73340 | 1.73659 | 1.72559 | -59.41 | 10507.54 |
| 100 | 2024.05.22 03:00 | buy | 34 | 1.00 | 1.73416 | 0.00000 | 0.00000 | ||
| 101 | 2024.05.22 03:00 | modify | 34 | 1.00 | 1.73416 | 1.73016 | 1.74116 | ||
| 102 | 2024.05.22 06:46 | t/p | 34 | 1.00 | 1.74116 | 1.73016 | 1.74116 | 513.42 | 11020.96 |