Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period15 Minutes (M15) 2023.09.01 00:00 - 2024.08.30 20:45 (2023.09.01 - 2024.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=50; 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=300; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test25162Ticks modelled20901747Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit568.00Gross profit22683.00Gross loss-22115.00
Profit factor1.03Expected payoff2.19
Absolute drawdown1343.00Maximal drawdown3687.00 (28.00%)Relative drawdown28.00% (3687.00)
Total trades259Short positions (won %)110 (51.82%)Long positions (won %)149 (51.68%)
Profit trades (% of total)134 (51.74%)Loss trades (% of total)125 (48.26%)
Largestprofit trade343.00loss trade-500.00
Averageprofit trade169.28loss trade-176.92
Maximumconsecutive wins (profit in money)11 (2657.00)consecutive losses (loss in money)7 (-1463.00)
Maximalconsecutive profit (count of wins)2657.00 (11)consecutive loss (count of losses)-1463.00 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 12:00buy11.001.267350.000000.00000
22023.09.01 12:00modify11.001.267351.262351.27935
32023.09.01 12:31close11.001.270351.262351.27935300.0010300.00
42023.09.04 12:00buy21.001.263060.000000.00000
52023.09.04 12:00modify21.001.263061.258061.27506
62023.09.04 14:00close21.001.262631.258061.27506-43.0010257.00
72023.09.05 12:15sell31.001.255450.000000.00000
82023.09.05 12:15modify31.001.255451.260451.24345
92023.09.05 13:02close31.001.258451.260451.24345-300.009957.00
102023.09.06 12:00sell41.001.256440.000000.00000
112023.09.06 12:00modify41.001.256441.261441.24444
122023.09.06 13:30close41.001.253421.261441.24444302.0010259.00
132023.09.07 12:00buy51.001.246320.000000.00000
142023.09.07 12:00modify51.001.246321.241321.25832
152023.09.07 14:00close51.001.245471.241321.25832-85.0010174.00
162023.09.08 12:00buy61.001.248500.000000.00000
172023.09.08 12:00modify61.001.248501.243501.26050
182023.09.08 14:00close61.001.249521.243501.26050102.0010276.00
192023.09.11 12:00buy71.001.251770.000000.00000
202023.09.11 12:00modify71.001.251771.246771.26377
212023.09.11 14:00close71.001.252891.246771.26377112.0010388.00
222023.09.12 12:00sell81.001.246990.000000.00000
232023.09.12 12:00modify81.001.246991.251991.23499
242023.09.12 14:00close81.001.247201.251991.23499-21.0010367.00
252023.09.13 12:00buy91.001.247540.000000.00000
262023.09.13 12:00modify91.001.247541.242541.25954
272023.09.13 12:30close91.001.244481.242541.25954-306.0010061.00
282023.09.14 12:00sell101.001.247560.000000.00000
292023.09.14 12:00modify101.001.247561.252561.23556
302023.09.14 12:30close101.001.244551.252561.23556301.0010362.00
312023.09.15 12:00buy111.001.240890.000000.00000
322023.09.15 12:00modify111.001.240891.235891.25289
332023.09.15 14:00close111.001.239421.235891.25289-147.0010215.00
342023.09.18 12:00buy121.001.238620.000000.00000
352023.09.18 12:00modify121.001.238621.233621.25062
362023.09.18 14:00close121.001.237651.233621.25062-97.0010118.00
372023.09.19 12:00sell131.001.241150.000000.00000
382023.09.19 12:00modify131.001.241151.246151.22915
392023.09.19 14:00close131.001.240381.246151.2291577.0010195.00
402023.09.20 12:00sell141.001.236790.000000.00000
412023.09.20 12:00modify141.001.236791.241791.22479
422023.09.20 13:35close141.001.239801.241791.22479-301.009894.00
432023.09.21 12:00buy151.001.227090.000000.00000
442023.09.21 12:00modify151.001.227091.222091.23909
452023.09.21 14:00close151.001.226171.222091.23909-92.009802.00
462023.09.22 12:00sell161.001.225460.000000.00000
472023.09.22 12:00modify161.001.225461.230461.21346
482023.09.22 14:00close161.001.227501.230461.21346-204.009598.00
492023.09.25 12:00buy171.001.222360.000000.00000
502023.09.25 12:00modify171.001.222361.217361.23436
512023.09.25 14:00close171.001.221391.217361.23436-97.009501.00
522023.09.26 12:00sell181.001.217660.000000.00000
532023.09.26 12:00modify181.001.217661.222661.20566
542023.09.26 14:00close181.001.218351.222661.20566-69.009432.00
552023.09.27 12:00buy191.001.214150.000000.00000
562023.09.27 12:00modify191.001.214151.209151.22615
572023.09.27 14:00close191.001.214101.209151.22615-5.009427.00
582023.09.28 12:00sell201.001.220730.000000.00000
592023.09.28 12:00modify201.001.220731.225731.20873
602023.09.28 14:00close201.001.219301.225731.20873143.009570.00
612023.09.29 12:00buy211.001.225720.000000.00000
622023.09.29 12:00modify211.001.225721.220721.23772
632023.09.29 13:40close211.001.222721.220721.23772-300.009270.00
642023.10.02 12:00buy221.001.215480.000000.00000
652023.10.02 12:00modify221.001.215481.210481.22748
662023.10.02 14:00close221.001.212841.210481.22748-264.009006.00
672023.10.03 12:00sell231.001.206530.000000.00000
682023.10.03 12:00modify231.001.206531.211531.19453
692023.10.03 13:44close231.001.209541.211531.19453-301.008705.00
702023.10.04 12:00buy241.001.212210.000000.00000
712023.10.04 12:00modify241.001.212211.207211.22421
722023.10.04 12:15close241.001.215211.207211.22421300.009005.00
732023.10.05 12:00sell251.001.214900.000000.00000
742023.10.05 12:00modify251.001.214901.219901.20290
752023.10.05 12:38close251.001.211881.219901.20290302.009307.00
762023.10.06 12:00sell261.001.221190.000000.00000
772023.10.06 12:00modify261.001.221191.226191.20919
782023.10.06 12:30close261.001.217991.226191.20919320.009627.00
792023.10.09 12:00buy271.001.217170.000000.00000
802023.10.09 12:00modify271.001.217171.212171.22917
812023.10.09 13:29close271.001.220201.212171.22917303.009930.00
822023.10.10 12:00buy281.001.224270.000000.00000
832023.10.10 12:00modify281.001.224271.219271.23627
842023.10.10 14:00close281.001.225181.219271.2362791.0010021.00
852023.10.11 12:00buy291.001.229240.000000.00000
862023.10.11 12:00modify291.001.229241.224241.24124
872023.10.11 13:24close291.001.232251.224241.24124301.0010322.00
882023.10.12 12:00sell301.001.231260.000000.00000
892023.10.12 12:00modify301.001.231261.236261.21926
902023.10.12 12:30close301.001.228241.236261.21926302.0010624.00
912023.10.13 12:00sell311.001.218430.000000.00000
922023.10.13 12:00modify311.001.218431.223431.20643
932023.10.13 14:00close311.001.217431.223431.20643100.0010724.00
942023.10.16 12:00sell321.001.217830.000000.00000
952023.10.16 12:00modify321.001.217831.222831.20583
962023.10.16 14:00close321.001.216371.222831.20583146.0010870.00
972023.10.17 12:00sell331.001.218390.000000.00000
982023.10.17 12:00modify331.001.218391.223391.20639
992023.10.17 12:30close331.001.215351.223391.20639304.0011174.00
1002023.10.18 12:00sell341.001.218840.000000.00000
1012023.10.18 12:00modify341.001.218841.223841.20684
1022023.10.18 14:00close341.001.216961.223841.20684188.0011362.00
1032023.10.19 12:15sell351.001.212790.000000.00000
1042023.10.19 12:15modify351.001.212791.217791.20079
1052023.10.19 13:40close351.001.215791.217791.20079-300.0011062.00
1062023.10.20 12:00sell361.001.214030.000000.00000
1072023.10.20 12:00modify361.001.214031.219031.20203
1082023.10.20 14:00close361.001.214771.219031.20203-74.0010988.00
1092023.10.23 12:00sell371.001.216940.000000.00000
1102023.10.23 12:00modify371.001.216941.221941.20494
1112023.10.23 14:00close371.001.217601.221941.20494-66.0010922.00
1122023.10.24 12:00sell381.001.221870.000000.00000
1132023.10.24 12:00modify381.001.221871.226871.20987
1142023.10.24 13:45close381.001.218641.226871.20987323.0011245.00
1152023.10.25 12:15buy391.001.212620.000000.00000
1162023.10.25 12:15modify391.001.212621.207621.22462
1172023.10.25 14:00close391.001.213331.207621.2246271.0011316.00
1182023.10.26 12:00sell401.001.208520.000000.00000
1192023.10.26 12:00modify401.001.208521.213521.19652
1202023.10.26 12:38close401.001.211541.213521.19652-302.0011014.00
1212023.10.27 12:00buy411.001.211140.000000.00000
1222023.10.27 12:00modify411.001.211141.206141.22314
1232023.10.27 12:53close411.001.214141.206141.22314300.0011314.00
1242023.10.30 12:00sell421.001.212530.000000.00000
1252023.10.30 12:00modify421.001.212531.217531.20053
1262023.10.30 14:00close421.001.214051.217531.20053-152.0011162.00
1272023.10.31 12:00buy431.001.218220.000000.00000
1282023.10.31 12:00modify431.001.218221.213221.23022
1292023.10.31 13:03close431.001.215221.213221.23022-300.0010862.00
1302023.11.01 12:00buy441.001.212840.000000.00000
1312023.11.01 12:00modify441.001.212841.207841.22484
1322023.11.01 13:30close441.001.209831.207841.22484-301.0010561.00
1332023.11.02 12:00buy451.001.219680.000000.00000
1342023.11.02 12:00modify451.001.219681.214681.23168
1352023.11.02 14:00close451.001.219901.214681.2316822.0010583.00
1362023.11.03 12:00sell461.001.222630.000000.00000
1372023.11.03 12:00modify461.001.222631.227631.21063
1382023.11.03 12:30close461.001.225691.227631.21063-306.0010277.00
1392023.11.06 12:00sell471.001.242310.000000.00000
1402023.11.06 12:00modify471.001.242311.247311.23031
1412023.11.06 13:14close471.001.239311.247311.23031300.0010577.00
1422023.11.07 12:00buy481.001.229180.000000.00000
1432023.11.07 12:00modify481.001.229181.224181.24118
1442023.11.07 14:00close481.001.230051.224181.2411887.0010664.00
1452023.11.08 12:00sell491.001.226720.000000.00000
1462023.11.08 12:00modify491.001.226721.231721.21472
1472023.11.08 14:00close491.001.226671.231721.214725.0010669.00
1482023.11.09 12:00buy501.001.226400.000000.00000
1492023.11.09 12:00modify501.001.226401.221401.23840
1502023.11.09 14:00close501.001.227171.221401.2384077.0010746.00
1512023.11.10 12:00buy511.001.221000.000000.00000
1522023.11.10 12:00modify511.001.221001.216001.23300
1532023.11.10 14:00close511.001.222381.216001.23300138.0010884.00
1542023.11.13 12:15buy521.001.224300.000000.00000
1552023.11.13 12:15modify521.001.224301.219301.23630
1562023.11.13 14:00close521.001.224621.219301.2363032.0010916.00
1572023.11.14 12:00buy531.001.228310.000000.00000
1582023.11.14 12:00modify531.001.228311.223311.24031
1592023.11.14 13:30close531.001.231741.223311.24031343.0011259.00
1602023.11.15 12:00sell541.001.247150.000000.00000
1612023.11.15 12:00modify541.001.247151.252151.23515
1622023.11.15 13:37close541.001.244141.252151.23515301.0011560.00
1632023.11.16 12:00buy551.001.240670.000000.00000
1642023.11.16 12:00modify551.001.240671.235671.25267
1652023.11.16 13:45close551.001.243681.235671.25267301.0011861.00
1662023.11.17 12:00buy561.001.243150.000000.00000
1672023.11.17 12:00modify561.001.243151.238151.25515
1682023.11.17 14:00close561.001.242101.238151.25515-105.0011756.00
1692023.11.20 12:00buy571.001.247370.000000.00000
1702023.11.20 12:00modify571.001.247371.242371.25937
1712023.11.20 14:00close571.001.247301.242371.25937-7.0011749.00
1722023.11.21 12:00buy581.001.253190.000000.00000
1732023.11.21 12:00modify581.001.253191.248191.26519
1742023.11.21 14:00close581.001.253931.248191.2651974.0011823.00
1752023.11.22 12:00sell591.001.253470.000000.00000
1762023.11.22 12:00modify591.001.253471.258471.24147
1772023.11.22 14:00close591.001.251801.258471.24147167.0011990.00
1782023.11.23 12:00sell601.001.255610.000000.00000
1792023.11.23 12:00modify601.001.255611.260611.24361
1802023.11.23 14:00close601.001.253991.260611.24361162.0012152.00
1812023.11.24 12:00sell611.001.256810.000000.00000
1822023.11.24 12:00modify611.001.256811.261811.24481
1832023.11.24 14:00close611.001.257991.261811.24481-118.0012034.00
1842023.11.27 12:00sell621.001.263440.000000.00000
1852023.11.27 12:00modify621.001.263441.268441.25144
1862023.11.27 14:00close621.001.262811.268441.2514463.0012097.00
1872023.11.28 12:00buy631.001.262250.000000.00000
1882023.11.28 12:00modify631.001.262251.257251.27425
1892023.11.28 14:00close631.001.264171.257251.27425192.0012289.00
1902023.11.29 12:00sell641.001.268820.000000.00000
1912023.11.29 12:00modify641.001.268821.273821.25682
1922023.11.29 14:18close641.001.267911.273821.2568291.0012380.00
1932023.11.30 12:00buy651.001.264220.000000.00000
1942023.11.30 12:00modify651.001.264221.259221.27622
1952023.11.30 13:30close651.001.267281.259221.27622306.0012686.00
1962023.12.01 12:00buy661.001.264880.000000.00000
1972023.12.01 12:00modify661.001.264881.259881.27688
1982023.12.01 14:00close661.001.262921.259881.27688-196.0012490.00
1992023.12.04 12:00sell671.001.268290.000000.00000
2002023.12.04 12:00modify671.001.268291.273291.25629
2012023.12.04 14:00close671.001.265961.273291.25629233.0012723.00
2022023.12.05 12:00buy681.001.262510.000000.00000
2032023.12.05 12:00modify681.001.262511.257511.27451
2042023.12.05 14:00close681.001.263601.257511.27451109.0012832.00
2052023.12.06 12:00buy691.001.258980.000000.00000
2062023.12.06 12:00modify691.001.258981.253981.27098
2072023.12.06 14:00close691.001.259861.253981.2709888.0012920.00
2082023.12.07 12:00buy701.001.257380.000000.00000
2092023.12.07 12:00modify701.001.257381.252381.26938
2102023.12.07 14:00close701.001.258311.252381.2693893.0013013.00
2112023.12.08 12:15buy711.001.258160.000000.00000
2122023.12.08 12:15modify711.001.258161.253161.27016
2132023.12.08 13:30close711.001.255121.253161.27016-304.0012709.00
2142023.12.11 12:00sell721.001.259030.000000.00000
2152023.12.11 12:00modify721.001.259031.264031.24703
2162023.12.11 14:00close721.001.258391.264031.2470364.0012773.00
2172023.12.12 12:00buy731.001.257320.000000.00000
2182023.12.12 12:00modify731.001.257321.252321.26932
2192023.12.12 13:30close731.001.260391.252321.26932307.0013080.00
2202023.12.13 12:00sell741.001.252750.000000.00000
2212023.12.13 12:00modify741.001.252751.257751.24075
2222023.12.13 14:00close741.001.254201.257751.24075-145.0012935.00
2232023.12.14 12:15sell751.001.270080.000000.00000
2242023.12.14 12:15modify751.001.270081.275081.25808
2252023.12.14 13:55close751.001.273101.275081.25808-302.0012633.00
2262023.12.15 12:00buy761.001.277400.000000.00000
2272023.12.15 12:00modify761.001.277401.272401.28940
2282023.12.15 13:21close761.001.274401.272401.28940-300.0012333.00
2292023.12.18 12:00buy771.001.265680.000000.00000
2302023.12.18 12:00modify771.001.265681.260681.27768
2312023.12.18 14:00close771.001.266681.260681.27768100.0012433.00
2322023.12.19 12:00buy781.001.270480.000000.00000
2332023.12.19 12:00modify781.001.270481.265481.28248
2342023.12.19 12:57close781.001.273491.265481.28248301.0012734.00
2352023.12.20 12:00buy791.001.265360.000000.00000
2362023.12.20 12:00modify791.001.265361.260361.27736
2372023.12.20 14:00close791.001.266111.260361.2773675.0012809.00
2382023.12.21 12:00sell801.001.266580.000000.00000
2392023.12.21 12:00modify801.001.266581.271581.25458
2402023.12.21 13:42close801.001.269591.271581.25458-301.0012508.00
2412023.12.22 12:15buy811.001.273490.000000.00000
2422023.12.22 12:15modify811.001.273491.268491.28549
2432023.12.22 13:32close811.001.270451.268491.28549-304.0012204.00
2442023.12.26 12:00buy821.001.269660.000000.00000
2452023.12.26 12:00modify821.001.269661.264661.28166
2462023.12.26 14:00close821.001.270331.264661.2816667.0012271.00
2472023.12.27 12:00sell831.001.273480.000000.00000
2482023.12.27 12:00modify831.001.273481.278481.26148
2492023.12.27 14:00close831.001.275741.278481.26148-226.0012045.00
2502023.12.28 12:00buy841.001.279410.000000.00000
2512023.12.28 12:00modify841.001.279411.274411.29141
2522023.12.28 13:00close841.001.276411.274411.29141-300.0011745.00
2532023.12.29 12:00sell851.001.274530.000000.00000
2542023.12.29 12:00modify851.001.274531.279531.26253
2552023.12.29 13:10close851.001.271531.279531.26253300.0012045.00
2562024.01.02 12:00buy861.001.266530.000000.00000
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