Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 15 Minutes (M15) 2023.07.02 21:00 - 2024.06.28 20:45 (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=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=20; StopLoss=60; 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=400; 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=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 test | 25796 | Ticks modelled | 848438 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 715.00 | Gross profit | 1773.00 | Gross loss | -1058.00 |
| Profit factor | 1.68 | Expected payoff | 16.25 | ||
| Absolute drawdown | 179.00 | Maximal drawdown | 389.00 (3.60%) | Relative drawdown | 3.60% (389.00) |
| Total trades | 44 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 23 (52.27%) | Loss trades (% of total) | 21 (47.73%) | ||
| Largest | profit trade | 200.00 | loss trade | -120.00 | |
| Average | profit trade | 77.09 | loss trade | -50.38 | |
| Maximum | consecutive wins (profit in money) | 7 (820.00) | consecutive losses (loss in money) | 5 (-195.00) | |
| Maximal | consecutive profit (count of wins) | 820.00 (7) | consecutive loss (count of losses) | -195.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 04:45 | buy | 1 | 1.00 | 1.09072 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.04 04:45 | modify | 1 | 1.00 | 1.09072 | 1.08472 | 1.09272 | ||
| 3 | 2023.07.04 06:00 | close | 1 | 1.00 | 1.08952 | 1.08472 | 1.09272 | -120.00 | 9880.00 |
| 4 | 2023.07.06 04:15 | buy | 2 | 1.00 | 1.08396 | 0.00000 | 0.00000 | ||
| 5 | 2023.07.06 04:15 | modify | 2 | 1.00 | 1.08396 | 1.07796 | 1.08596 | ||
| 6 | 2023.07.06 06:00 | close | 2 | 1.00 | 1.08553 | 1.07796 | 1.08596 | 157.00 | 10037.00 |
| 7 | 2023.07.11 03:00 | sell | 3 | 1.00 | 1.10187 | 0.00000 | 0.00000 | ||
| 8 | 2023.07.11 03:00 | modify | 3 | 1.00 | 1.10187 | 1.10787 | 1.09987 | ||
| 9 | 2023.07.11 06:00 | close | 3 | 1.00 | 1.10103 | 1.10787 | 1.09987 | 84.00 | 10121.00 |
| 10 | 2023.07.12 05:45 | buy | 4 | 1.00 | 1.10327 | 0.00000 | 0.00000 | ||
| 11 | 2023.07.12 05:45 | modify | 4 | 1.00 | 1.10327 | 1.09727 | 1.10527 | ||
| 12 | 2023.07.12 06:00 | close | 4 | 1.00 | 1.10260 | 1.09727 | 1.10527 | -67.00 | 10054.00 |
| 13 | 2023.07.14 03:30 | sell | 5 | 1.00 | 1.12390 | 0.00000 | 0.00000 | ||
| 14 | 2023.07.14 03:30 | modify | 5 | 1.00 | 1.12390 | 1.12990 | 1.12190 | ||
| 15 | 2023.07.14 05:45 | buy | 6 | 1.00 | 1.12308 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.14 05:45 | modify | 6 | 1.00 | 1.12308 | 1.11708 | 1.12508 | ||
| 17 | 2023.07.14 06:00 | close | 6 | 1.00 | 1.12195 | 1.11708 | 1.12508 | -113.00 | 9941.00 |
| 18 | 2023.07.14 06:00 | close | 5 | 1.00 | 1.12225 | 1.12990 | 1.12190 | 165.00 | 10106.00 |
| 19 | 2023.07.27 03:15 | sell | 7 | 1.00 | 1.11038 | 0.00000 | 0.00000 | ||
| 20 | 2023.07.27 03:15 | modify | 7 | 1.00 | 1.11038 | 1.11638 | 1.10838 | ||
| 21 | 2023.07.27 06:00 | close | 7 | 1.00 | 1.10918 | 1.11638 | 1.10838 | 120.00 | 10226.00 |
| 22 | 2023.07.28 03:45 | sell | 8 | 1.00 | 1.09815 | 0.00000 | 0.00000 | ||
| 23 | 2023.07.28 03:45 | modify | 8 | 1.00 | 1.09815 | 1.10415 | 1.09615 | ||
| 24 | 2023.07.28 05:32 | t/p | 8 | 1.00 | 1.09615 | 1.10415 | 1.09615 | 200.00 | 10426.00 |
| 25 | 2023.07.28 05:45 | buy | 9 | 1.00 | 1.09688 | 0.00000 | 0.00000 | ||
| 26 | 2023.07.28 05:45 | modify | 9 | 1.00 | 1.09688 | 1.09088 | 1.09888 | ||
| 27 | 2023.07.28 06:00 | close | 9 | 1.00 | 1.09860 | 1.09088 | 1.09888 | 172.00 | 10598.00 |
| 28 | 2023.08.01 04:45 | buy | 10 | 1.00 | 1.09898 | 0.00000 | 0.00000 | ||
| 29 | 2023.08.01 04:45 | modify | 10 | 1.00 | 1.09898 | 1.09298 | 1.10098 | ||
| 30 | 2023.08.01 06:00 | close | 10 | 1.00 | 1.09987 | 1.09298 | 1.10098 | 89.00 | 10687.00 |
| 31 | 2023.08.02 03:00 | buy | 11 | 1.00 | 1.09872 | 0.00000 | 0.00000 | ||
| 32 | 2023.08.02 03:00 | modify | 11 | 1.00 | 1.09872 | 1.09272 | 1.10072 | ||
| 33 | 2023.08.02 05:15 | sell | 12 | 1.00 | 1.09976 | 0.00000 | 0.00000 | ||
| 34 | 2023.08.02 05:15 | modify | 12 | 1.00 | 1.09976 | 1.10576 | 1.09776 | ||
| 35 | 2023.08.02 06:00 | close | 12 | 1.00 | 1.09973 | 1.10576 | 1.09776 | 3.00 | 10690.00 |
| 36 | 2023.08.02 06:00 | close | 11 | 1.00 | 1.09943 | 1.09272 | 1.10072 | 71.00 | 10761.00 |
| 37 | 2023.09.06 05:45 | sell | 13 | 1.00 | 1.07355 | 0.00000 | 0.00000 | ||
| 38 | 2023.09.06 05:45 | modify | 13 | 1.00 | 1.07355 | 1.07955 | 1.07155 | ||
| 39 | 2023.09.06 06:00 | close | 13 | 1.00 | 1.07410 | 1.07955 | 1.07155 | -55.00 | 10706.00 |
| 40 | 2023.09.11 05:00 | sell | 14 | 1.00 | 1.07353 | 0.00000 | 0.00000 | ||
| 41 | 2023.09.11 05:00 | modify | 14 | 1.00 | 1.07353 | 1.07953 | 1.07153 | ||
| 42 | 2023.09.11 06:00 | close | 14 | 1.00 | 1.07316 | 1.07953 | 1.07153 | 37.00 | 10743.00 |
| 43 | 2023.09.14 05:45 | sell | 15 | 1.00 | 1.07500 | 0.00000 | 0.00000 | ||
| 44 | 2023.09.14 05:45 | modify | 15 | 1.00 | 1.07500 | 1.08100 | 1.07300 | ||
| 45 | 2023.09.14 06:00 | close | 15 | 1.00 | 1.07508 | 1.08100 | 1.07300 | -8.00 | 10735.00 |
| 46 | 2023.09.21 03:00 | buy | 16 | 1.00 | 1.06304 | 0.00000 | 0.00000 | ||
| 47 | 2023.09.21 03:00 | modify | 16 | 1.00 | 1.06304 | 1.05704 | 1.06504 | ||
| 48 | 2023.09.21 06:00 | close | 16 | 1.00 | 1.06343 | 1.05704 | 1.06504 | 39.00 | 10774.00 |
| 49 | 2023.09.22 03:00 | sell | 17 | 1.00 | 1.06478 | 0.00000 | 0.00000 | ||
| 50 | 2023.09.22 03:00 | modify | 17 | 1.00 | 1.06478 | 1.07078 | 1.06278 | ||
| 51 | 2023.09.22 06:00 | close | 17 | 1.00 | 1.06521 | 1.07078 | 1.06278 | -43.00 | 10731.00 |
| 52 | 2023.09.27 03:00 | buy | 18 | 1.00 | 1.05674 | 0.00000 | 0.00000 | ||
| 53 | 2023.09.27 03:00 | modify | 18 | 1.00 | 1.05674 | 1.05074 | 1.05874 | ||
| 54 | 2023.09.27 06:00 | close | 18 | 1.00 | 1.05599 | 1.05074 | 1.05874 | -75.00 | 10656.00 |
| 55 | 2023.09.28 05:45 | sell | 19 | 1.00 | 1.05058 | 0.00000 | 0.00000 | ||
| 56 | 2023.09.28 05:45 | modify | 19 | 1.00 | 1.05058 | 1.05658 | 1.04858 | ||
| 57 | 2023.09.28 06:00 | close | 19 | 1.00 | 1.05117 | 1.05658 | 1.04858 | -59.00 | 10597.00 |
| 58 | 2023.10.31 03:45 | buy | 20 | 1.00 | 1.05958 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.31 03:45 | modify | 20 | 1.00 | 1.05958 | 1.05358 | 1.06158 | ||
| 60 | 2023.10.31 06:00 | close | 20 | 1.00 | 1.05987 | 1.05358 | 1.06158 | 29.00 | 10626.00 |
| 61 | 2023.11.07 03:45 | sell | 21 | 1.00 | 1.07093 | 0.00000 | 0.00000 | ||
| 62 | 2023.11.07 03:45 | modify | 21 | 1.00 | 1.07093 | 1.07693 | 1.06893 | ||
| 63 | 2023.11.07 06:00 | close | 21 | 1.00 | 1.07135 | 1.07693 | 1.06893 | -42.00 | 10584.00 |
| 64 | 2023.11.20 03:45 | sell | 22 | 1.00 | 1.09232 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.20 03:45 | modify | 22 | 1.00 | 1.09232 | 1.09832 | 1.09032 | ||
| 66 | 2023.11.20 06:00 | close | 22 | 1.00 | 1.09219 | 1.09832 | 1.09032 | 13.00 | 10597.00 |
| 67 | 2023.11.21 03:00 | sell | 23 | 1.00 | 1.09601 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.21 03:00 | modify | 23 | 1.00 | 1.09601 | 1.10201 | 1.09401 | ||
| 69 | 2023.11.21 06:00 | close | 23 | 1.00 | 1.09590 | 1.10201 | 1.09401 | 11.00 | 10608.00 |
| 70 | 2023.11.30 03:00 | buy | 24 | 1.00 | 1.09794 | 0.00000 | 0.00000 | ||
| 71 | 2023.11.30 03:00 | modify | 24 | 1.00 | 1.09794 | 1.09194 | 1.09994 | ||
| 72 | 2023.11.30 06:00 | close | 24 | 1.00 | 1.09722 | 1.09194 | 1.09994 | -72.00 | 10536.00 |
| 73 | 2023.12.14 03:45 | sell | 25 | 1.00 | 1.09126 | 0.00000 | 0.00000 | ||
| 74 | 2023.12.14 03:45 | modify | 25 | 1.00 | 1.09126 | 1.09726 | 1.08926 | ||
| 75 | 2023.12.14 06:00 | close | 25 | 1.00 | 1.08968 | 1.09726 | 1.08926 | 158.00 | 10694.00 |
| 76 | 2023.12.19 03:00 | buy | 26 | 1.00 | 1.09245 | 0.00000 | 0.00000 | ||
| 77 | 2023.12.19 03:00 | modify | 26 | 1.00 | 1.09245 | 1.08645 | 1.09445 | ||
| 78 | 2023.12.19 06:00 | close | 26 | 1.00 | 1.09277 | 1.08645 | 1.09445 | 32.00 | 10726.00 |
| 79 | 2024.02.29 03:15 | buy | 27 | 1.00 | 1.08383 | 0.00000 | 0.00000 | ||
| 80 | 2024.02.29 03:15 | modify | 27 | 1.00 | 1.08383 | 1.07783 | 1.08583 | ||
| 81 | 2024.02.29 06:00 | close | 27 | 1.00 | 1.08352 | 1.07783 | 1.08583 | -31.00 | 10695.00 |
| 82 | 2024.03.07 04:15 | sell | 28 | 1.00 | 1.09014 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.07 04:15 | modify | 28 | 1.00 | 1.09014 | 1.09614 | 1.08814 | ||
| 84 | 2024.03.07 06:00 | close | 28 | 1.00 | 1.09033 | 1.09614 | 1.08814 | -19.00 | 10676.00 |
| 85 | 2024.03.19 03:45 | sell | 29 | 1.00 | 1.08732 | 0.00000 | 0.00000 | ||
| 86 | 2024.03.19 03:45 | modify | 29 | 1.00 | 1.08732 | 1.09332 | 1.08532 | ||
| 87 | 2024.03.19 06:00 | close | 29 | 1.00 | 1.08672 | 1.09332 | 1.08532 | 60.00 | 10736.00 |
| 88 | 2024.03.29 03:00 | buy | 30 | 1.00 | 1.07818 | 0.00000 | 0.00000 | ||
| 89 | 2024.03.29 03:00 | modify | 30 | 1.00 | 1.07818 | 1.07218 | 1.08018 | ||
| 90 | 2024.03.29 05:15 | sell | 31 | 1.00 | 1.07765 | 0.00000 | 0.00000 | ||
| 91 | 2024.03.29 05:15 | modify | 31 | 1.00 | 1.07765 | 1.08365 | 1.07565 | ||
| 92 | 2024.03.29 06:00 | close | 31 | 1.00 | 1.07782 | 1.08365 | 1.07565 | -17.00 | 10719.00 |
| 93 | 2024.03.29 06:00 | close | 30 | 1.00 | 1.07752 | 1.07218 | 1.08018 | -66.00 | 10653.00 |
| 94 | 2024.04.19 03:00 | buy | 32 | 1.00 | 1.06207 | 0.00000 | 0.00000 | ||
| 95 | 2024.04.19 03:00 | modify | 32 | 1.00 | 1.06207 | 1.05607 | 1.06407 | ||
| 96 | 2024.04.19 04:02 | t/p | 32 | 1.00 | 1.06407 | 1.05607 | 1.06407 | 200.00 | 10853.00 |
| 97 | 2024.04.19 04:15 | sell | 33 | 1.00 | 1.06386 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.19 04:15 | modify | 33 | 1.00 | 1.06386 | 1.06986 | 1.06186 | ||
| 99 | 2024.04.19 06:00 | close | 33 | 1.00 | 1.06338 | 1.06986 | 1.06186 | 48.00 | 10901.00 |
| 100 | 2024.04.29 04:15 | sell | 34 | 1.00 | 1.07246 | 0.00000 | 0.00000 | ||
| 101 | 2024.04.29 04:15 | modify | 34 | 1.00 | 1.07246 | 1.07846 | 1.07046 | ||
| 102 | 2024.04.29 06:00 | close | 34 | 1.00 | 1.07284 | 1.07846 | 1.07046 | -38.00 | 10863.00 |
| 103 | 2024.05.15 04:30 | buy | 35 | 1.00 | 1.08260 | 0.00000 | 0.00000 | ||
| 104 | 2024.05.15 04:30 | modify | 35 | 1.00 | 1.08260 | 1.07660 | 1.08460 | ||
| 105 | 2024.05.15 06:00 | close | 35 | 1.00 | 1.08270 | 1.07660 | 1.08460 | 10.00 | 10873.00 |
| 106 | 2024.05.27 03:45 | buy | 36 | 1.00 | 1.08513 | 0.00000 | 0.00000 | ||
| 107 | 2024.05.27 03:45 | modify | 36 | 1.00 | 1.08513 | 1.07913 | 1.08713 | ||
| 108 | 2024.05.27 06:00 | close | 36 | 1.00 | 1.08491 | 1.07913 | 1.08713 | -22.00 | 10851.00 |
| 109 | 2024.05.28 03:15 | sell | 37 | 1.00 | 1.08749 | 0.00000 | 0.00000 | ||
| 110 | 2024.05.28 03:15 | modify | 37 | 1.00 | 1.08749 | 1.09349 | 1.08549 | ||
| 111 | 2024.05.28 05:15 | buy | 38 | 1.00 | 1.08796 | 0.00000 | 0.00000 | ||
| 112 | 2024.05.28 05:15 | modify | 38 | 1.00 | 1.08796 | 1.08196 | 1.08996 | ||
| 113 | 2024.05.28 06:00 | close | 38 | 1.00 | 1.08751 | 1.08196 | 1.08996 | -45.00 | 10806.00 |
| 114 | 2024.05.28 06:00 | close | 37 | 1.00 | 1.08781 | 1.09349 | 1.08549 | -32.00 | 10774.00 |
| 115 | 2024.05.30 04:45 | buy | 39 | 1.00 | 1.07953 | 0.00000 | 0.00000 | ||
| 116 | 2024.05.30 04:45 | modify | 39 | 1.00 | 1.07953 | 1.07353 | 1.08153 | ||
| 117 | 2024.05.30 06:00 | close | 39 | 1.00 | 1.07901 | 1.07353 | 1.08153 | -52.00 | 10722.00 |
| 118 | 2024.05.31 03:00 | buy | 40 | 1.00 | 1.08143 | 0.00000 | 0.00000 | ||
| 119 | 2024.05.31 03:00 | modify | 40 | 1.00 | 1.08143 | 1.07543 | 1.08343 | ||
| 120 | 2024.05.31 05:00 | sell | 41 | 1.00 | 1.08183 | 0.00000 | 0.00000 | ||
| 121 | 2024.05.31 05:00 | modify | 41 | 1.00 | 1.08183 | 1.08783 | 1.07983 | ||
| 122 | 2024.05.31 06:00 | close | 41 | 1.00 | 1.08227 | 1.08783 | 1.07983 | -44.00 | 10678.00 |
| 123 | 2024.05.31 06:00 | close | 40 | 1.00 | 1.08197 | 1.07543 | 1.08343 | 54.00 | 10732.00 |
| 124 | 2024.06.07 05:45 | buy | 42 | 1.00 | 1.08943 | 0.00000 | 0.00000 | ||
| 125 | 2024.06.07 05:45 | modify | 42 | 1.00 | 1.08943 | 1.08343 | 1.09143 | ||
| 126 | 2024.06.07 06:00 | close | 42 | 1.00 | 1.08905 | 1.08343 | 1.09143 | -38.00 | 10694.00 |
| 127 | 2024.06.10 04:15 | buy | 43 | 1.00 | 1.07514 | 0.00000 | 0.00000 | ||
| 128 | 2024.06.10 04:15 | modify | 43 | 1.00 | 1.07514 | 1.06914 | 1.07714 | ||
| 129 | 2024.06.10 06:00 | close | 43 | 1.00 | 1.07534 | 1.06914 | 1.07714 | 20.00 | 10714.00 |
| 130 | 2024.06.17 03:15 | sell | 44 | 1.00 | 1.07027 | 0.00000 | 0.00000 | ||
| 131 | 2024.06.17 03:15 | modify | 44 | 1.00 | 1.07027 | 1.07627 | 1.06827 | ||
| 132 | 2024.06.17 06:00 | close | 44 | 1.00 | 1.07026 | 1.07627 | 1.06827 | 1.00 | 10715.00 |