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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6538 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -380.48 | Gross profit | 63.00 | Gross loss | -443.48 |
| Profit factor | 0.14 | Expected payoff | -29.27 | ||
| Absolute drawdown | 433.20 | Maximal drawdown | 502.61 (47.00%) | Relative drawdown | 47.00% (502.61) |
| Total trades | 13 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
| Largest | profit trade | 36.64 | loss trade | -169.04 | |
| Average | profit trade | 15.75 | loss trade | -49.28 | |
| Maximum | consecutive wins (profit in money) | 2 (18.64) | consecutive losses (loss in money) | 3 (-253.88) | |
| Maximal | consecutive profit (count of wins) | 36.64 (1) | consecutive loss (count of losses) | -253.88 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 22:00 | sell | 1 | 1.00 | 95.113 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 22:00 | modify | 1 | 1.00 | 95.113 | 96.313 | 93.913 | ||
| 3 | 2023.12.07 23:00 | close | 1 | 1.00 | 95.189 | 96.313 | 93.913 | -48.84 | 951.16 |
| 4 | 2023.12.13 22:00 | buy | 2 | 1.00 | 95.168 | 0.000 | 0.000 | ||
| 5 | 2023.12.13 22:00 | modify | 2 | 1.00 | 95.168 | 93.968 | 96.368 | ||
| 6 | 2023.12.13 23:00 | close | 2 | 1.00 | 94.905 | 93.968 | 96.368 | -169.04 | 782.12 |
| 7 | 2023.12.20 22:00 | buy | 3 | 1.00 | 96.632 | 0.000 | 0.000 | ||
| 8 | 2023.12.20 22:00 | modify | 3 | 1.00 | 96.632 | 95.432 | 97.832 | ||
| 9 | 2023.12.20 23:00 | close | 3 | 1.00 | 96.576 | 95.432 | 97.832 | -36.00 | 746.12 |
| 10 | 2024.01.11 22:00 | buy | 4 | 1.00 | 97.127 | 0.000 | 0.000 | ||
| 11 | 2024.01.11 22:00 | modify | 4 | 1.00 | 97.127 | 95.927 | 98.327 | ||
| 12 | 2024.01.11 23:00 | close | 4 | 1.00 | 97.184 | 95.927 | 98.327 | 36.64 | 782.76 |
| 13 | 2024.01.31 22:00 | buy | 5 | 1.00 | 96.472 | 0.000 | 0.000 | ||
| 14 | 2024.01.31 22:00 | modify | 5 | 1.00 | 96.472 | 95.272 | 97.672 | ||
| 15 | 2024.01.31 23:00 | close | 5 | 1.00 | 96.397 | 95.272 | 97.672 | -48.21 | 734.55 |
| 16 | 2024.02.21 22:00 | sell | 6 | 1.00 | 98.440 | 0.000 | 0.000 | ||
| 17 | 2024.02.21 22:00 | modify | 6 | 1.00 | 98.440 | 99.640 | 97.240 | ||
| 18 | 2024.02.21 23:00 | close | 6 | 1.00 | 98.475 | 99.640 | 97.240 | -22.49 | 712.06 |
| 19 | 2024.03.12 22:00 | buy | 7 | 1.00 | 97.546 | 0.000 | 0.000 | ||
| 20 | 2024.03.12 22:00 | modify | 7 | 1.00 | 97.546 | 96.346 | 98.746 | ||
| 21 | 2024.03.12 23:00 | close | 7 | 1.00 | 97.502 | 96.346 | 98.746 | -28.28 | 683.78 |
| 22 | 2024.03.13 22:00 | buy | 8 | 1.00 | 97.773 | 0.000 | 0.000 | ||
| 23 | 2024.03.13 22:00 | modify | 8 | 1.00 | 97.773 | 96.573 | 98.973 | ||
| 24 | 2024.03.13 23:00 | close | 8 | 1.00 | 97.794 | 96.573 | 98.973 | 13.50 | 697.28 |
| 25 | 2024.03.19 22:00 | buy | 9 | 1.00 | 98.516 | 0.000 | 0.000 | ||
| 26 | 2024.03.19 22:00 | modify | 9 | 1.00 | 98.516 | 97.316 | 99.716 | ||
| 27 | 2024.03.19 23:00 | close | 9 | 1.00 | 98.524 | 97.316 | 99.716 | 5.14 | 702.42 |
| 28 | 2024.03.20 22:00 | buy | 10 | 1.00 | 99.519 | 0.000 | 0.000 | ||
| 29 | 2024.03.20 22:00 | modify | 10 | 1.00 | 99.519 | 98.319 | 100.719 | ||
| 30 | 2024.03.20 23:00 | close | 10 | 1.00 | 99.515 | 98.319 | 100.719 | -2.57 | 699.85 |
| 31 | 2024.03.21 22:00 | buy | 11 | 1.00 | 99.622 | 0.000 | 0.000 | ||
| 32 | 2024.03.21 22:00 | modify | 11 | 1.00 | 99.622 | 98.422 | 100.822 | ||
| 33 | 2024.03.21 23:00 | close | 11 | 1.00 | 99.567 | 98.422 | 100.822 | -35.35 | 664.50 |
| 34 | 2024.04.07 22:00 | buy | 12 | 1.00 | 99.652 | 0.000 | 0.000 | ||
| 35 | 2024.04.07 22:00 | modify | 12 | 1.00 | 99.652 | 98.452 | 100.852 | ||
| 36 | 2024.04.07 23:00 | close | 12 | 1.00 | 99.664 | 98.452 | 100.852 | 7.72 | 672.22 |
| 37 | 2024.04.10 22:00 | buy | 13 | 1.00 | 99.659 | 0.000 | 0.000 | ||
| 38 | 2024.04.10 22:00 | modify | 13 | 1.00 | 99.659 | 98.459 | 100.859 | ||
| 39 | 2024.04.10 23:00 | close | 13 | 1.00 | 99.577 | 98.459 | 100.859 | -52.70 | 619.52 |