Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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=7; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=100; StopLoss=30; 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=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 | 7217 | Ticks modelled | 156518 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 709.94 | Gross profit | 2243.92 | Gross loss | -1533.98 |
| Profit factor | 1.46 | Expected payoff | 21.51 | ||
| Absolute drawdown | 610.52 | Maximal drawdown | 687.85 (6.83%) | Relative drawdown | 6.83% (687.85) |
| Total trades | 33 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 21 (57.14%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 736.39 | loss trade | -220.94 | |
| Average | profit trade | 149.59 | loss trade | -85.22 | |
| Maximum | consecutive wins (profit in money) | 4 (346.88) | consecutive losses (loss in money) | 6 (-522.87) | |
| Maximal | consecutive profit (count of wins) | 736.39 (1) | consecutive loss (count of losses) | -522.87 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 06:00 | sell | 1 | 1.00 | 1.70192 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.11 06:00 | modify | 1 | 1.00 | 1.70192 | 1.70492 | 1.69192 | ||
| 3 | 2023.09.11 07:00 | close | 1 | 1.00 | 1.70243 | 1.70492 | 1.69192 | -37.56 | 9962.44 |
| 4 | 2023.09.21 03:00 | buy | 2 | 1.00 | 1.66184 | 0.00000 | 0.00000 | ||
| 5 | 2023.09.21 03:00 | modify | 2 | 1.00 | 1.66184 | 1.65884 | 1.67184 | ||
| 6 | 2023.09.21 07:00 | close | 2 | 1.00 | 1.66254 | 1.65884 | 1.67184 | 51.55 | 10013.99 |
| 7 | 2023.09.22 03:00 | buy | 3 | 1.00 | 1.65402 | 0.00000 | 0.00000 | ||
| 8 | 2023.09.22 03:00 | modify | 3 | 1.00 | 1.65402 | 1.65102 | 1.66402 | ||
| 9 | 2023.09.22 07:00 | close | 3 | 1.00 | 1.65412 | 1.65102 | 1.66402 | 7.36 | 10021.35 |
| 10 | 2023.09.28 06:00 | buy | 4 | 1.00 | 1.63849 | 0.00000 | 0.00000 | ||
| 11 | 2023.09.28 06:00 | modify | 4 | 1.00 | 1.63849 | 1.63549 | 1.64849 | ||
| 12 | 2023.09.28 06:50 | close | 4 | 1.00 | 1.63569 | 1.63549 | 1.64849 | -206.21 | 9815.14 |
| 13 | 2023.10.31 04:00 | buy | 5 | 1.00 | 1.68187 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.31 04:00 | modify | 5 | 1.00 | 1.68187 | 1.67887 | 1.69187 | ||
| 15 | 2023.10.31 07:00 | close | 5 | 1.00 | 1.68053 | 1.67887 | 1.69187 | -98.68 | 9716.46 |
| 16 | 2023.11.09 03:00 | buy | 6 | 1.00 | 1.69420 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.09 03:00 | modify | 6 | 1.00 | 1.69420 | 1.69120 | 1.70420 | ||
| 18 | 2023.11.09 07:00 | close | 6 | 1.00 | 1.69343 | 1.69120 | 1.70420 | -56.71 | 9659.75 |
| 19 | 2023.11.20 03:00 | sell | 7 | 1.00 | 1.71008 | 0.00000 | 0.00000 | ||
| 20 | 2023.11.20 03:00 | modify | 7 | 1.00 | 1.71008 | 1.71308 | 1.70008 | ||
| 21 | 2023.11.20 07:00 | close | 7 | 1.00 | 1.71038 | 1.71308 | 1.70008 | -22.09 | 9637.66 |
| 22 | 2023.11.21 03:00 | sell | 8 | 1.00 | 1.71824 | 0.00000 | 0.00000 | ||
| 23 | 2023.11.21 03:00 | modify | 8 | 1.00 | 1.71824 | 1.72124 | 1.70824 | ||
| 24 | 2023.11.21 07:00 | close | 8 | 1.00 | 1.71944 | 1.72124 | 1.70824 | -88.36 | 9549.30 |
| 25 | 2023.11.30 03:00 | buy | 9 | 1.00 | 1.72529 | 0.00000 | 0.00000 | ||
| 26 | 2023.11.30 03:00 | modify | 9 | 1.00 | 1.72529 | 1.72229 | 1.73529 | ||
| 27 | 2023.11.30 07:00 | close | 9 | 1.00 | 1.72460 | 1.72229 | 1.73529 | -50.82 | 9498.48 |
| 28 | 2023.12.14 03:00 | buy | 10 | 1.00 | 1.70306 | 0.00000 | 0.00000 | ||
| 29 | 2023.12.14 03:00 | modify | 10 | 1.00 | 1.70306 | 1.70006 | 1.71306 | ||
| 30 | 2023.12.14 07:00 | close | 10 | 1.00 | 1.70314 | 1.70006 | 1.71306 | 5.89 | 9504.37 |
| 31 | 2023.12.21 03:00 | buy | 11 | 1.00 | 1.68729 | 0.00000 | 0.00000 | ||
| 32 | 2023.12.21 03:00 | modify | 11 | 1.00 | 1.68729 | 1.68429 | 1.69729 | ||
| 33 | 2023.12.21 07:00 | close | 11 | 1.00 | 1.68764 | 1.68429 | 1.69729 | 25.78 | 9530.15 |
| 34 | 2024.01.02 03:00 | buy | 12 | 1.00 | 1.68497 | 0.00000 | 0.00000 | ||
| 35 | 2024.01.02 03:00 | modify | 12 | 1.00 | 1.68497 | 1.68197 | 1.69497 | ||
| 36 | 2024.01.02 07:00 | close | 12 | 1.00 | 1.68726 | 1.68197 | 1.69497 | 168.65 | 9698.80 |
| 37 | 2024.03.19 04:00 | sell | 13 | 1.00 | 1.72307 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.19 04:00 | modify | 13 | 1.00 | 1.72307 | 1.72607 | 1.71307 | ||
| 39 | 2024.03.19 07:00 | close | 13 | 1.00 | 1.72483 | 1.72607 | 1.71307 | -129.60 | 9569.20 |
| 40 | 2024.03.22 03:00 | sell | 14 | 1.00 | 1.71371 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.22 03:00 | modify | 14 | 1.00 | 1.71371 | 1.71671 | 1.70371 | ||
| 42 | 2024.03.22 07:00 | close | 14 | 1.00 | 1.71226 | 1.71671 | 1.70371 | 106.78 | 9675.98 |
| 43 | 2024.03.29 03:00 | buy | 15 | 1.00 | 1.70849 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.29 03:00 | modify | 15 | 1.00 | 1.70849 | 1.70549 | 1.71849 | ||
| 45 | 2024.03.29 07:00 | close | 15 | 1.00 | 1.71050 | 1.70549 | 1.71849 | 148.03 | 9824.01 |
| 46 | 2024.04.08 03:00 | buy | 16 | 1.00 | 1.71743 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.08 03:00 | modify | 16 | 1.00 | 1.71743 | 1.71443 | 1.72743 | ||
| 48 | 2024.04.08 06:00 | sell | 17 | 1.00 | 1.71796 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.08 06:00 | modify | 17 | 1.00 | 1.71796 | 1.72096 | 1.70796 | ||
| 50 | 2024.04.08 07:00 | close | 17 | 1.00 | 1.71835 | 1.72096 | 1.70796 | -28.72 | 9795.29 |
| 51 | 2024.04.08 07:00 | close | 16 | 1.00 | 1.71785 | 1.71443 | 1.72743 | 30.93 | 9826.22 |
| 52 | 2024.04.15 03:00 | buy | 18 | 1.00 | 1.71491 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.15 03:00 | modify | 18 | 1.00 | 1.71491 | 1.71191 | 1.72491 | ||
| 54 | 2024.04.15 07:00 | close | 18 | 1.00 | 1.71504 | 1.71191 | 1.72491 | 9.58 | 9835.80 |
| 55 | 2024.04.16 03:00 | buy | 19 | 1.00 | 1.71575 | 0.00000 | 0.00000 | ||
| 56 | 2024.04.16 03:00 | modify | 19 | 1.00 | 1.71575 | 1.71275 | 1.72575 | ||
| 57 | 2024.04.16 07:00 | close | 19 | 1.00 | 1.71618 | 1.71275 | 1.72575 | 31.66 | 9867.46 |
| 58 | 2024.04.17 03:00 | buy | 20 | 1.00 | 1.71842 | 0.00000 | 0.00000 | ||
| 59 | 2024.04.17 03:00 | modify | 20 | 1.00 | 1.71842 | 1.71542 | 1.72842 | ||
| 60 | 2024.04.17 07:00 | close | 20 | 1.00 | 1.72215 | 1.71542 | 1.72842 | 274.71 | 10142.17 |
| 61 | 2024.04.18 03:00 | buy | 21 | 1.00 | 1.71536 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.18 03:00 | modify | 21 | 1.00 | 1.71536 | 1.71236 | 1.72536 | ||
| 63 | 2024.04.18 07:00 | close | 21 | 1.00 | 1.71435 | 1.71236 | 1.72536 | -74.38 | 10067.79 |
| 64 | 2024.04.19 03:00 | buy | 22 | 1.00 | 1.71042 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.19 03:00 | modify | 22 | 1.00 | 1.71042 | 1.70742 | 1.72042 | ||
| 66 | 2024.04.19 07:00 | close | 22 | 1.00 | 1.71085 | 1.70742 | 1.72042 | 31.67 | 10099.46 |
| 67 | 2024.04.29 05:00 | sell | 23 | 1.00 | 1.71043 | 0.00000 | 0.00000 | ||
| 68 | 2024.04.29 05:00 | modify | 23 | 1.00 | 1.71043 | 1.71343 | 1.70043 | ||
| 69 | 2024.04.29 07:00 | close | 23 | 1.00 | 1.71073 | 1.71343 | 1.70043 | -22.09 | 10077.37 |
| 70 | 2024.05.21 03:00 | sell | 24 | 1.00 | 1.73259 | 0.00000 | 0.00000 | ||
| 71 | 2024.05.21 03:00 | modify | 24 | 1.00 | 1.73259 | 1.73559 | 1.72259 | ||
| 72 | 2024.05.21 07:00 | close | 24 | 1.00 | 1.73340 | 1.73559 | 1.72259 | -59.64 | 10017.73 |
| 73 | 2024.05.22 03:00 | buy | 25 | 1.00 | 1.73416 | 0.00000 | 0.00000 | ||
| 74 | 2024.05.22 03:00 | modify | 25 | 1.00 | 1.73416 | 1.73116 | 1.74416 | ||
| 75 | 2024.05.22 06:46 | close | 25 | 1.00 | 1.74150 | 1.73116 | 1.74416 | 540.56 | 10558.29 |
| 76 | 2024.07.22 03:00 | sell | 26 | 1.00 | 1.77370 | 0.00000 | 0.00000 | ||
| 77 | 2024.07.22 03:00 | modify | 26 | 1.00 | 1.77370 | 1.77670 | 1.76370 | ||
| 78 | 2024.07.22 07:00 | close | 26 | 1.00 | 1.77526 | 1.77670 | 1.76370 | -114.88 | 10443.41 |
| 79 | 2024.08.02 03:00 | buy | 27 | 1.00 | 1.76393 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.02 03:00 | modify | 27 | 1.00 | 1.76393 | 1.76093 | 1.77393 | ||
| 81 | 2024.08.02 07:00 | close | 27 | 1.00 | 1.76385 | 1.76093 | 1.77393 | -5.89 | 10437.52 |
| 82 | 2024.08.05 03:00 | buy | 28 | 1.00 | 1.77497 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.05 03:00 | modify | 28 | 1.00 | 1.77497 | 1.77197 | 1.78497 | ||
| 84 | 2024.08.05 05:00 | sell | 29 | 1.00 | 1.77615 | 0.00000 | 0.00000 | ||
| 85 | 2024.08.05 05:00 | modify | 29 | 1.00 | 1.77615 | 1.77915 | 1.76615 | ||
| 86 | 2024.08.05 06:10 | s/l | 28 | 1.00 | 1.77197 | 1.77197 | 1.78497 | -220.94 | 10216.58 |
| 87 | 2024.08.05 06:20 | t/p | 29 | 1.00 | 1.76615 | 1.77915 | 1.76615 | 736.39 | 10952.97 |
| 88 | 2024.08.06 03:00 | buy | 30 | 1.00 | 1.76602 | 0.00000 | 0.00000 | ||
| 89 | 2024.08.06 03:00 | modify | 30 | 1.00 | 1.76602 | 1.76302 | 1.77602 | ||
| 90 | 2024.08.06 05:00 | sell | 31 | 1.00 | 1.76514 | 0.00000 | 0.00000 | ||
| 91 | 2024.08.06 05:00 | modify | 31 | 1.00 | 1.76514 | 1.76814 | 1.75514 | ||
| 92 | 2024.08.06 06:32 | s/l | 30 | 1.00 | 1.76302 | 1.76302 | 1.77602 | -220.94 | 10732.03 |
| 93 | 2024.08.06 07:00 | close | 31 | 1.00 | 1.76413 | 1.76814 | 1.75514 | 74.38 | 10806.41 |
| 94 | 2024.08.07 03:00 | sell | 32 | 1.00 | 1.75072 | 0.00000 | 0.00000 | ||
| 95 | 2024.08.07 03:00 | modify | 32 | 1.00 | 1.75072 | 1.75372 | 1.74072 | ||
| 96 | 2024.08.07 07:00 | close | 32 | 1.00 | 1.75130 | 1.75372 | 1.74072 | -42.71 | 10763.70 |
| 97 | 2024.08.28 06:00 | buy | 33 | 1.00 | 1.78139 | 0.00000 | 0.00000 | ||
| 98 | 2024.08.28 06:00 | modify | 33 | 1.00 | 1.78139 | 1.77839 | 1.79139 | ||
| 99 | 2024.08.28 07:00 | close | 33 | 1.00 | 1.78066 | 1.77839 | 1.79139 | -53.76 | 10709.94 |