Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=10; StopLoss=100; 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=300; 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=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 6518 | Ticks modelled | 14853063 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 71.00 | Gross profit | 331.00 | Gross loss | -260.00 |
| Profit factor | 1.27 | Expected payoff | 5.07 | ||
| Absolute drawdown | 168.00 | Maximal drawdown | 238.00 (2.34%) | Relative drawdown | 2.34% (238.00) |
| Total trades | 14 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
| Largest | profit trade | 100.00 | loss trade | -71.00 | |
| Average | profit trade | 41.38 | loss trade | -43.33 | |
| Maximum | consecutive wins (profit in money) | 5 (207.00) | consecutive losses (loss in money) | 2 (-113.00) | |
| Maximal | consecutive profit (count of wins) | 207.00 (5) | consecutive loss (count of losses) | -113.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 22:00 | buy | 1 | 1.00 | 0.64417 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.14 22:00 | modify | 1 | 1.00 | 0.64417 | 0.63417 | 0.64517 | ||
| 3 | 2023.09.14 23:00 | close | 1 | 1.00 | 0.64355 | 0.63417 | 0.64517 | -62.00 | 9938.00 |
| 4 | 2023.11.09 21:00 | buy | 2 | 1.00 | 0.63695 | 0.00000 | 0.00000 | ||
| 5 | 2023.11.09 21:00 | modify | 2 | 1.00 | 0.63695 | 0.62695 | 0.63795 | ||
| 6 | 2023.11.09 23:00 | close | 2 | 1.00 | 0.63644 | 0.62695 | 0.63795 | -51.00 | 9887.00 |
| 7 | 2023.11.29 21:00 | buy | 3 | 1.00 | 0.66164 | 0.00000 | 0.00000 | ||
| 8 | 2023.11.29 21:00 | modify | 3 | 1.00 | 0.66164 | 0.65164 | 0.66264 | ||
| 9 | 2023.11.29 23:00 | close | 3 | 1.00 | 0.66167 | 0.65164 | 0.66264 | 3.00 | 9890.00 |
| 10 | 2023.12.13 21:00 | sell | 4 | 1.00 | 0.66698 | 0.00000 | 0.00000 | ||
| 11 | 2023.12.13 21:00 | modify | 4 | 1.00 | 0.66698 | 0.67698 | 0.66598 | ||
| 12 | 2023.12.13 22:03 | t/p | 4 | 1.00 | 0.66598 | 0.67698 | 0.66598 | 100.00 | 9990.00 |
| 13 | 2023.12.20 21:00 | buy | 5 | 1.00 | 0.67277 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.20 21:00 | modify | 5 | 1.00 | 0.67277 | 0.66277 | 0.67377 | ||
| 15 | 2023.12.20 23:00 | close | 5 | 1.00 | 0.67334 | 0.66277 | 0.67377 | 57.00 | 10047.00 |
| 16 | 2024.01.02 21:00 | buy | 6 | 1.00 | 0.67607 | 0.00000 | 0.00000 | ||
| 17 | 2024.01.02 21:00 | modify | 6 | 1.00 | 0.67607 | 0.66607 | 0.67707 | ||
| 18 | 2024.01.02 23:00 | close | 6 | 1.00 | 0.67644 | 0.66607 | 0.67707 | 37.00 | 10084.00 |
| 19 | 2024.01.03 21:00 | buy | 7 | 1.00 | 0.67281 | 0.00000 | 0.00000 | ||
| 20 | 2024.01.03 21:00 | modify | 7 | 1.00 | 0.67281 | 0.66281 | 0.67381 | ||
| 21 | 2024.01.03 23:00 | close | 7 | 1.00 | 0.67291 | 0.66281 | 0.67381 | 10.00 | 10094.00 |
| 22 | 2024.01.09 21:00 | sell | 8 | 1.00 | 0.66854 | 0.00000 | 0.00000 | ||
| 23 | 2024.01.09 21:00 | modify | 8 | 1.00 | 0.66854 | 0.67854 | 0.66754 | ||
| 24 | 2024.01.09 23:00 | close | 8 | 1.00 | 0.66875 | 0.67854 | 0.66754 | -21.00 | 10073.00 |
| 25 | 2024.01.11 21:00 | buy | 9 | 1.00 | 0.66902 | 0.00000 | 0.00000 | ||
| 26 | 2024.01.11 21:00 | modify | 9 | 1.00 | 0.66902 | 0.65902 | 0.67002 | ||
| 27 | 2024.01.11 23:00 | close | 9 | 1.00 | 0.66865 | 0.65902 | 0.67002 | -37.00 | 10036.00 |
| 28 | 2024.01.29 21:00 | sell | 10 | 1.00 | 0.66107 | 0.00000 | 0.00000 | ||
| 29 | 2024.01.29 21:00 | modify | 10 | 1.00 | 0.66107 | 0.67107 | 0.66007 | ||
| 30 | 2024.01.29 22:09 | t/p | 10 | 1.00 | 0.66007 | 0.67107 | 0.66007 | 100.00 | 10136.00 |
| 31 | 2024.01.31 21:00 | buy | 11 | 1.00 | 0.65634 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.31 21:00 | modify | 11 | 1.00 | 0.65634 | 0.64634 | 0.65734 | ||
| 33 | 2024.01.31 23:00 | close | 11 | 1.00 | 0.65638 | 0.64634 | 0.65734 | 4.00 | 10140.00 |
| 34 | 2024.02.21 21:00 | buy | 12 | 1.00 | 0.65510 | 0.00000 | 0.00000 | ||
| 35 | 2024.02.21 21:00 | modify | 12 | 1.00 | 0.65510 | 0.64510 | 0.65610 | ||
| 36 | 2024.02.21 23:00 | close | 12 | 1.00 | 0.65492 | 0.64510 | 0.65610 | -18.00 | 10122.00 |
| 37 | 2024.03.06 21:00 | buy | 13 | 1.00 | 0.65676 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.06 21:00 | modify | 13 | 1.00 | 0.65676 | 0.64676 | 0.65776 | ||
| 39 | 2024.03.06 23:00 | close | 13 | 1.00 | 0.65605 | 0.64676 | 0.65776 | -71.00 | 10051.00 |
| 40 | 2024.05.01 21:00 | buy | 14 | 1.00 | 0.65248 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.01 21:00 | modify | 14 | 1.00 | 0.65248 | 0.64248 | 0.65348 | ||
| 42 | 2024.05.01 23:00 | close | 14 | 1.00 | 0.65268 | 0.64248 | 0.65348 | 20.00 | 10071.00 |