Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=120; StopLoss=120; 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=100; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=600; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=22; 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 | 7238 | Ticks modelled | 157344 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 67.49 | Gross profit | 620.25 | Gross loss | -552.76 |
| Profit factor | 1.12 | Expected payoff | 2.60 | ||
| Absolute drawdown | 314.30 | Maximal drawdown | 502.61 (42.30%) | Relative drawdown | 42.30% (502.61) |
| Total trades | 26 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 12 (46.15%) | Loss trades (% of total) | 14 (53.85%) | ||
| Largest | profit trade | 193.47 | loss trade | -169.04 | |
| Average | profit trade | 51.69 | loss trade | -39.48 | |
| Maximum | consecutive wins (profit in money) | 4 (164.54) | consecutive losses (loss in money) | 4 (-269.31) | |
| Maximal | consecutive profit (count of wins) | 193.47 (1) | consecutive loss (count of losses) | -269.31 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.26 22:00 | buy | 1 | 1.00 | 98.275 | 0.000 | 0.000 | ||
| 2 | 2023.11.26 22:00 | modify | 1 | 1.00 | 98.275 | 97.075 | 99.475 | ||
| 3 | 2023.11.26 22:16 | close | 1 | 1.00 | 98.460 | 97.075 | 99.475 | 118.91 | 1118.91 |
| 4 | 2023.12.07 22:00 | sell | 2 | 1.00 | 95.113 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 22:00 | modify | 2 | 1.00 | 95.113 | 96.313 | 93.913 | ||
| 6 | 2023.12.07 23:00 | close | 2 | 1.00 | 95.189 | 96.313 | 93.913 | -48.85 | 1070.06 |
| 7 | 2023.12.13 22:00 | buy | 3 | 1.00 | 95.168 | 0.000 | 0.000 | ||
| 8 | 2023.12.13 22:00 | modify | 3 | 1.00 | 95.168 | 93.968 | 96.368 | ||
| 9 | 2023.12.13 23:00 | close | 3 | 1.00 | 94.905 | 93.968 | 96.368 | -169.04 | 901.02 |
| 10 | 2023.12.20 22:00 | buy | 4 | 1.00 | 96.632 | 0.000 | 0.000 | ||
| 11 | 2023.12.20 22:00 | modify | 4 | 1.00 | 96.632 | 95.432 | 97.832 | ||
| 12 | 2023.12.20 23:00 | close | 4 | 1.00 | 96.576 | 95.432 | 97.832 | -35.99 | 865.03 |
| 13 | 2024.01.01 22:00 | buy | 5 | 1.00 | 95.902 | 0.000 | 0.000 | ||
| 14 | 2024.01.01 22:00 | modify | 5 | 1.00 | 95.902 | 94.702 | 97.102 | ||
| 15 | 2024.01.01 23:00 | close | 5 | 1.00 | 95.878 | 94.702 | 97.102 | -15.43 | 849.60 |
| 16 | 2024.01.07 22:00 | buy | 6 | 1.00 | 96.958 | 0.000 | 0.000 | ||
| 17 | 2024.01.07 22:00 | modify | 6 | 1.00 | 96.958 | 95.758 | 98.158 | ||
| 18 | 2024.01.07 23:00 | close | 6 | 1.00 | 97.029 | 95.758 | 98.158 | 45.63 | 895.23 |
| 19 | 2024.01.11 22:00 | buy | 7 | 1.00 | 97.127 | 0.000 | 0.000 | ||
| 20 | 2024.01.11 22:00 | modify | 7 | 1.00 | 97.127 | 95.927 | 98.327 | ||
| 21 | 2024.01.11 23:00 | close | 7 | 1.00 | 97.184 | 95.927 | 98.327 | 36.64 | 931.87 |
| 22 | 2024.01.14 22:00 | sell | 8 | 1.00 | 96.847 | 0.000 | 0.000 | ||
| 23 | 2024.01.14 22:00 | modify | 8 | 1.00 | 96.847 | 98.047 | 95.647 | ||
| 24 | 2024.01.14 23:00 | close | 8 | 1.00 | 96.938 | 98.047 | 95.647 | -58.49 | 873.38 |
| 25 | 2024.01.31 22:00 | buy | 9 | 1.00 | 96.472 | 0.000 | 0.000 | ||
| 26 | 2024.01.31 22:00 | modify | 9 | 1.00 | 96.472 | 95.272 | 97.672 | ||
| 27 | 2024.01.31 23:00 | close | 9 | 1.00 | 96.397 | 95.272 | 97.672 | -48.20 | 825.18 |
| 28 | 2024.02.21 22:00 | sell | 10 | 1.00 | 98.440 | 0.000 | 0.000 | ||
| 29 | 2024.02.21 22:00 | modify | 10 | 1.00 | 98.440 | 99.640 | 97.240 | ||
| 30 | 2024.02.21 23:00 | close | 10 | 1.00 | 98.475 | 99.640 | 97.240 | -22.50 | 802.68 |
| 31 | 2024.03.03 22:00 | buy | 11 | 1.00 | 97.859 | 0.000 | 0.000 | ||
| 32 | 2024.03.03 22:00 | modify | 11 | 1.00 | 97.859 | 96.659 | 99.059 | ||
| 33 | 2024.03.03 23:00 | close | 11 | 1.00 | 97.913 | 96.659 | 99.059 | 34.71 | 837.39 |
| 34 | 2024.03.12 22:00 | buy | 12 | 1.00 | 97.546 | 0.000 | 0.000 | ||
| 35 | 2024.03.12 22:00 | modify | 12 | 1.00 | 97.546 | 96.346 | 98.746 | ||
| 36 | 2024.03.12 23:00 | close | 12 | 1.00 | 97.502 | 96.346 | 98.746 | -28.28 | 809.11 |
| 37 | 2024.03.13 22:00 | buy | 13 | 1.00 | 97.773 | 0.000 | 0.000 | ||
| 38 | 2024.03.13 22:00 | modify | 13 | 1.00 | 97.773 | 96.573 | 98.973 | ||
| 39 | 2024.03.13 23:00 | close | 13 | 1.00 | 97.794 | 96.573 | 98.973 | 13.50 | 822.61 |
| 40 | 2024.03.19 22:00 | buy | 14 | 1.00 | 98.516 | 0.000 | 0.000 | ||
| 41 | 2024.03.19 22:00 | modify | 14 | 1.00 | 98.516 | 97.316 | 99.716 | ||
| 42 | 2024.03.19 23:00 | close | 14 | 1.00 | 98.524 | 97.316 | 99.716 | 5.14 | 827.75 |
| 43 | 2024.03.20 22:00 | buy | 15 | 1.00 | 99.519 | 0.000 | 0.000 | ||
| 44 | 2024.03.20 22:00 | modify | 15 | 1.00 | 99.519 | 98.319 | 100.719 | ||
| 45 | 2024.03.20 23:00 | close | 15 | 1.00 | 99.515 | 98.319 | 100.719 | -2.57 | 825.18 |
| 46 | 2024.03.21 22:00 | buy | 16 | 1.00 | 99.622 | 0.000 | 0.000 | ||
| 47 | 2024.03.21 22:00 | modify | 16 | 1.00 | 99.622 | 98.422 | 100.822 | ||
| 48 | 2024.03.21 23:00 | close | 16 | 1.00 | 99.567 | 98.422 | 100.822 | -35.35 | 789.83 |
| 49 | 2024.04.07 22:00 | buy | 17 | 1.00 | 99.652 | 0.000 | 0.000 | ||
| 50 | 2024.04.07 22:00 | modify | 17 | 1.00 | 99.652 | 98.452 | 100.852 | ||
| 51 | 2024.04.07 23:00 | close | 17 | 1.00 | 99.664 | 98.452 | 100.852 | 7.71 | 797.54 |
| 52 | 2024.04.10 22:00 | buy | 18 | 1.00 | 99.659 | 0.000 | 0.000 | ||
| 53 | 2024.04.10 22:00 | modify | 18 | 1.00 | 99.659 | 98.459 | 100.859 | ||
| 54 | 2024.04.10 23:00 | close | 18 | 1.00 | 99.577 | 98.459 | 100.859 | -52.71 | 744.83 |
| 55 | 2024.04.24 22:00 | buy | 19 | 1.00 | 100.871 | 0.000 | 0.000 | ||
| 56 | 2024.04.24 22:00 | modify | 19 | 1.00 | 100.871 | 99.671 | 102.071 | ||
| 57 | 2024.04.24 23:00 | close | 19 | 1.00 | 100.834 | 99.671 | 102.071 | -23.78 | 721.05 |
| 58 | 2024.05.01 22:00 | buy | 20 | 1.00 | 100.739 | 0.000 | 0.000 | ||
| 59 | 2024.05.01 22:00 | modify | 20 | 1.00 | 100.739 | 99.539 | 101.939 | ||
| 60 | 2024.05.01 22:03 | close | 20 | 1.00 | 101.040 | 99.539 | 101.939 | 193.47 | 914.52 |
| 61 | 2024.06.04 22:00 | buy | 21 | 1.00 | 102.947 | 0.000 | 0.000 | ||
| 62 | 2024.06.04 22:00 | modify | 21 | 1.00 | 102.947 | 101.747 | 104.147 | ||
| 63 | 2024.06.04 23:00 | close | 21 | 1.00 | 102.941 | 101.747 | 104.147 | -3.86 | 910.66 |
| 64 | 2024.06.09 22:00 | buy | 22 | 1.00 | 103.138 | 0.000 | 0.000 | ||
| 65 | 2024.06.09 22:00 | modify | 22 | 1.00 | 103.138 | 101.938 | 104.338 | ||
| 66 | 2024.06.09 23:00 | close | 22 | 1.00 | 103.242 | 101.938 | 104.338 | 66.85 | 977.51 |
| 67 | 2024.07.01 22:00 | sell | 23 | 1.00 | 107.504 | 0.000 | 0.000 | ||
| 68 | 2024.07.01 22:00 | modify | 23 | 1.00 | 107.504 | 108.704 | 106.304 | ||
| 69 | 2024.07.01 23:00 | close | 23 | 1.00 | 107.473 | 108.704 | 106.304 | 19.92 | 997.43 |
| 70 | 2024.07.03 22:00 | buy | 24 | 1.00 | 108.325 | 0.000 | 0.000 | ||
| 71 | 2024.07.03 22:00 | modify | 24 | 1.00 | 108.325 | 107.125 | 109.525 | ||
| 72 | 2024.07.03 23:00 | close | 24 | 1.00 | 108.421 | 107.125 | 109.525 | 61.70 | 1059.13 |
| 73 | 2024.07.16 22:00 | buy | 25 | 1.00 | 106.610 | 0.000 | 0.000 | ||
| 74 | 2024.07.16 22:00 | modify | 25 | 1.00 | 106.610 | 105.410 | 107.810 | ||
| 75 | 2024.07.16 23:00 | close | 25 | 1.00 | 106.635 | 105.410 | 107.810 | 16.07 | 1075.20 |
| 76 | 2024.07.17 22:00 | buy | 26 | 1.00 | 105.091 | 0.000 | 0.000 | ||
| 77 | 2024.07.17 22:00 | modify | 26 | 1.00 | 105.091 | 103.891 | 106.291 | ||
| 78 | 2024.07.17 23:00 | close | 26 | 1.00 | 105.079 | 103.891 | 106.291 | -7.71 | 1067.49 |