Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=50; StopLoss=70; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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 | 7218 | Ticks modelled | 157857 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 414.81 | Gross profit | 2108.24 | Gross loss | -1693.43 |
| Profit factor | 1.24 | Expected payoff | 12.57 | ||
| Absolute drawdown | 496.11 | Maximal drawdown | 523.69 (5.22%) | Relative drawdown | 5.22% (523.69) |
| Total trades | 33 | Short positions (won %) | 25 (48.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 16 (48.48%) | Loss trades (% of total) | 17 (51.52%) | ||
| Largest | profit trade | 336.16 | loss trade | -157.99 | |
| Average | profit trade | 131.76 | loss trade | -99.61 | |
| Maximum | consecutive wins (profit in money) | 2 (547.20) | consecutive losses (loss in money) | 3 (-421.51) | |
| Maximal | consecutive profit (count of wins) | 547.20 (2) | consecutive loss (count of losses) | -421.51 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.21 01:00 | sell | 1 | 1.00 | 1.65476 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.21 01:00 | modify | 1 | 1.00 | 1.65476 | 1.66176 | 1.64976 | ||
| 3 | 2023.09.21 01:20 | close | 1 | 1.00 | 1.65643 | 1.66176 | 1.64976 | -112.28 | 9887.72 |
| 4 | 2023.10.25 01:00 | buy | 2 | 1.00 | 1.65751 | 0.00000 | 0.00000 | ||
| 5 | 2023.10.25 01:00 | modify | 2 | 1.00 | 1.65751 | 1.65051 | 1.66251 | ||
| 6 | 2023.10.25 01:20 | close | 2 | 1.00 | 1.65575 | 1.65051 | 1.66251 | -118.31 | 9769.41 |
| 7 | 2023.12.04 01:00 | buy | 3 | 1.00 | 1.62799 | 0.00000 | 0.00000 | ||
| 8 | 2023.12.04 01:00 | modify | 3 | 1.00 | 1.62799 | 1.62099 | 1.63299 | ||
| 9 | 2023.12.04 02:00 | close | 3 | 1.00 | 1.62850 | 1.62099 | 1.63299 | 34.28 | 9803.69 |
| 10 | 2024.02.05 01:00 | sell | 4 | 1.00 | 1.65903 | 0.00000 | 0.00000 | ||
| 11 | 2024.02.05 01:00 | modify | 4 | 1.00 | 1.65903 | 1.66603 | 1.65403 | ||
| 12 | 2024.02.05 02:00 | close | 4 | 1.00 | 1.65669 | 1.66603 | 1.65403 | 157.32 | 9961.01 |
| 13 | 2024.03.21 01:00 | buy | 5 | 1.00 | 1.65367 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.21 01:00 | modify | 5 | 1.00 | 1.65367 | 1.64667 | 1.65867 | ||
| 15 | 2024.03.21 01:15 | close | 5 | 1.00 | 1.65203 | 1.64667 | 1.65867 | -110.24 | 9850.77 |
| 16 | 2024.04.01 01:00 | buy | 6 | 1.00 | 1.65226 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.01 01:00 | modify | 6 | 1.00 | 1.65226 | 1.64526 | 1.65726 | ||
| 18 | 2024.04.01 02:00 | close | 6 | 1.00 | 1.65310 | 1.64526 | 1.65726 | 56.47 | 9907.24 |
| 19 | 2024.04.05 01:00 | sell | 7 | 1.00 | 1.64511 | 0.00000 | 0.00000 | ||
| 20 | 2024.04.05 01:00 | modify | 7 | 1.00 | 1.64511 | 1.65211 | 1.64011 | ||
| 21 | 2024.04.05 01:20 | close | 7 | 1.00 | 1.64675 | 1.65211 | 1.64011 | -110.26 | 9796.98 |
| 22 | 2024.04.08 01:00 | sell | 8 | 1.00 | 1.65014 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.08 01:00 | modify | 8 | 1.00 | 1.65014 | 1.65714 | 1.64514 | ||
| 24 | 2024.04.08 02:00 | close | 8 | 1.00 | 1.64844 | 1.65714 | 1.64514 | 114.29 | 9911.27 |
| 25 | 2024.04.11 01:00 | sell | 9 | 1.00 | 1.65050 | 0.00000 | 0.00000 | ||
| 26 | 2024.04.11 01:00 | modify | 9 | 1.00 | 1.65050 | 1.65750 | 1.64550 | ||
| 27 | 2024.04.11 02:00 | close | 9 | 1.00 | 1.64988 | 1.65750 | 1.64550 | 41.69 | 9952.96 |
| 28 | 2024.04.15 01:00 | sell | 10 | 1.00 | 1.64508 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.15 01:00 | modify | 10 | 1.00 | 1.64508 | 1.65208 | 1.64008 | ||
| 30 | 2024.04.15 01:02 | close | 10 | 1.00 | 1.64724 | 1.65208 | 1.64008 | -145.22 | 9807.74 |
| 31 | 2024.04.16 01:00 | sell | 11 | 1.00 | 1.65272 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.16 01:00 | modify | 11 | 1.00 | 1.65272 | 1.65972 | 1.64772 | ||
| 33 | 2024.04.16 01:15 | close | 11 | 1.00 | 1.65507 | 1.65972 | 1.64772 | -157.99 | 9649.75 |
| 34 | 2024.05.02 01:00 | buy | 12 | 1.00 | 1.64258 | 0.00000 | 0.00000 | ||
| 35 | 2024.05.02 01:00 | modify | 12 | 1.00 | 1.64258 | 1.63558 | 1.64758 | ||
| 36 | 2024.05.02 01:20 | close | 12 | 1.00 | 1.64082 | 1.63558 | 1.64758 | -118.30 | 9531.45 |
| 37 | 2024.05.16 01:00 | buy | 13 | 1.00 | 1.62325 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.16 01:00 | modify | 13 | 1.00 | 1.62325 | 1.61625 | 1.62825 | ||
| 39 | 2024.05.16 01:50 | t/p | 13 | 1.00 | 1.62825 | 1.61625 | 1.62825 | 336.09 | 9867.54 |
| 40 | 2024.05.23 01:00 | sell | 14 | 1.00 | 1.63564 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.23 01:00 | modify | 14 | 1.00 | 1.63564 | 1.64264 | 1.63064 | ||
| 42 | 2024.05.23 02:00 | close | 14 | 1.00 | 1.63605 | 1.64264 | 1.63064 | -27.57 | 9839.97 |
| 43 | 2024.05.24 01:00 | sell | 15 | 1.00 | 1.63747 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.24 01:00 | modify | 15 | 1.00 | 1.63747 | 1.64447 | 1.63247 | ||
| 45 | 2024.05.24 01:20 | close | 15 | 1.00 | 1.63896 | 1.64447 | 1.63247 | -100.17 | 9739.80 |
| 46 | 2024.05.28 01:00 | sell | 16 | 1.00 | 1.63261 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.28 01:00 | modify | 16 | 1.00 | 1.63261 | 1.63961 | 1.62761 | ||
| 48 | 2024.05.28 02:00 | close | 16 | 1.00 | 1.63224 | 1.63961 | 1.62761 | 24.87 | 9764.67 |
| 49 | 2024.05.29 01:00 | sell | 17 | 1.00 | 1.63367 | 0.00000 | 0.00000 | ||
| 50 | 2024.05.29 01:00 | modify | 17 | 1.00 | 1.63367 | 1.64067 | 1.62867 | ||
| 51 | 2024.05.29 01:50 | t/p | 17 | 1.00 | 1.62867 | 1.64067 | 1.62867 | 336.16 | 10100.83 |
| 52 | 2024.05.30 01:00 | buy | 18 | 1.00 | 1.63352 | 0.00000 | 0.00000 | ||
| 53 | 2024.05.30 01:00 | modify | 18 | 1.00 | 1.63352 | 1.62652 | 1.63852 | ||
| 54 | 2024.05.30 01:20 | close | 18 | 1.00 | 1.63161 | 1.62652 | 1.63852 | -128.38 | 9972.45 |
| 55 | 2024.07.01 01:00 | sell | 19 | 1.00 | 1.61078 | 0.00000 | 0.00000 | ||
| 56 | 2024.07.01 01:00 | modify | 19 | 1.00 | 1.61078 | 1.61778 | 1.60578 | ||
| 57 | 2024.07.01 01:20 | close | 19 | 1.00 | 1.61251 | 1.61778 | 1.60578 | -116.31 | 9856.14 |
| 58 | 2024.07.08 01:00 | sell | 20 | 1.00 | 1.60542 | 0.00000 | 0.00000 | ||
| 59 | 2024.07.08 01:00 | modify | 20 | 1.00 | 1.60542 | 1.61242 | 1.60042 | ||
| 60 | 2024.07.08 02:00 | close | 20 | 1.00 | 1.60472 | 1.61242 | 1.60042 | 47.06 | 9903.20 |
| 61 | 2024.07.12 01:00 | sell | 21 | 1.00 | 1.60805 | 0.00000 | 0.00000 | ||
| 62 | 2024.07.12 01:00 | modify | 21 | 1.00 | 1.60805 | 1.61505 | 1.60305 | ||
| 63 | 2024.07.12 02:00 | close | 21 | 1.00 | 1.60807 | 1.61505 | 1.60305 | -1.34 | 9901.86 |
| 64 | 2024.07.15 01:00 | sell | 22 | 1.00 | 1.60881 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.15 01:00 | modify | 22 | 1.00 | 1.60881 | 1.61581 | 1.60381 | ||
| 66 | 2024.07.15 02:00 | close | 22 | 1.00 | 1.60859 | 1.61581 | 1.60381 | 14.80 | 9916.66 |
| 67 | 2024.07.17 01:00 | sell | 23 | 1.00 | 1.61882 | 0.00000 | 0.00000 | ||
| 68 | 2024.07.17 01:00 | modify | 23 | 1.00 | 1.61882 | 1.62582 | 1.61382 | ||
| 69 | 2024.07.17 02:00 | close | 23 | 1.00 | 1.61802 | 1.62582 | 1.61382 | 53.79 | 9970.45 |
| 70 | 2024.07.18 01:00 | sell | 24 | 1.00 | 1.62695 | 0.00000 | 0.00000 | ||
| 71 | 2024.07.18 01:00 | modify | 24 | 1.00 | 1.62695 | 1.63395 | 1.62195 | ||
| 72 | 2024.07.18 01:02 | close | 24 | 1.00 | 1.62862 | 1.63395 | 1.62195 | -112.27 | 9858.18 |
| 73 | 2024.07.19 01:00 | sell | 25 | 1.00 | 1.62554 | 0.00000 | 0.00000 | ||
| 74 | 2024.07.19 01:00 | modify | 25 | 1.00 | 1.62554 | 1.63254 | 1.62054 | ||
| 75 | 2024.07.19 02:00 | close | 25 | 1.00 | 1.62520 | 1.63254 | 1.62054 | 22.86 | 9881.04 |
| 76 | 2024.07.23 01:00 | sell | 26 | 1.00 | 1.64118 | 0.00000 | 0.00000 | ||
| 77 | 2024.07.23 01:00 | modify | 26 | 1.00 | 1.64118 | 1.64818 | 1.63618 | ||
| 78 | 2024.07.23 02:00 | close | 26 | 1.00 | 1.64004 | 1.64818 | 1.63618 | 76.64 | 9957.68 |
| 79 | 2024.07.25 01:00 | sell | 27 | 1.00 | 1.65125 | 0.00000 | 0.00000 | ||
| 80 | 2024.07.25 01:00 | modify | 27 | 1.00 | 1.65125 | 1.65825 | 1.64625 | ||
| 81 | 2024.07.25 02:00 | close | 27 | 1.00 | 1.65179 | 1.65825 | 1.64625 | -36.30 | 9921.38 |
| 82 | 2024.08.01 01:00 | sell | 28 | 1.00 | 1.65609 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.01 01:00 | modify | 28 | 1.00 | 1.65609 | 1.66309 | 1.65109 | ||
| 84 | 2024.08.01 01:02 | close | 28 | 1.00 | 1.65785 | 1.66309 | 1.65109 | -118.32 | 9803.06 |
| 85 | 2024.08.02 01:00 | sell | 29 | 1.00 | 1.66287 | 0.00000 | 0.00000 | ||
| 86 | 2024.08.02 01:00 | modify | 29 | 1.00 | 1.66287 | 1.66987 | 1.65787 | ||
| 87 | 2024.08.02 02:00 | close | 29 | 1.00 | 1.65923 | 1.66987 | 1.65787 | 244.72 | 10047.78 |
| 88 | 2024.08.05 01:00 | sell | 30 | 1.00 | 1.68185 | 0.00000 | 0.00000 | ||
| 89 | 2024.08.05 01:00 | modify | 30 | 1.00 | 1.68185 | 1.68885 | 1.67685 | ||
| 90 | 2024.08.05 01:02 | close | 30 | 1.00 | 1.68411 | 1.68885 | 1.67685 | -151.94 | 9895.84 |
| 91 | 2024.08.06 01:00 | buy | 31 | 1.00 | 1.67720 | 0.00000 | 0.00000 | ||
| 92 | 2024.08.06 01:00 | modify | 31 | 1.00 | 1.67720 | 1.67020 | 1.68220 | ||
| 93 | 2024.08.06 01:50 | t/p | 31 | 1.00 | 1.68220 | 1.67020 | 1.68220 | 336.09 | 10231.93 |
| 94 | 2024.08.08 01:00 | sell | 32 | 1.00 | 1.67653 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.08 01:00 | modify | 32 | 1.00 | 1.67653 | 1.68353 | 1.67153 | ||
| 96 | 2024.08.08 02:00 | close | 32 | 1.00 | 1.67339 | 1.68353 | 1.67153 | 211.11 | 10443.04 |
| 97 | 2024.08.26 01:00 | sell | 33 | 1.00 | 1.64838 | 0.00000 | 0.00000 | ||
| 98 | 2024.08.26 01:00 | modify | 33 | 1.00 | 1.64838 | 1.65538 | 1.64338 | ||
| 99 | 2024.08.26 02:00 | close | 33 | 1.00 | 1.64880 | 1.65538 | 1.64338 | -28.23 | 10414.81 |