Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (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=3; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=30; StopLoss=20; 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=200; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 25944 | Ticks modelled | 899884 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 327.82 | Gross profit | 1396.27 | Gross loss | -1068.45 |
| Profit factor | 1.31 | Expected payoff | 6.43 | ||
| Absolute drawdown | 295.11 | Maximal drawdown | 526.49 (42.76%) | Relative drawdown | 42.76% (526.49) |
| Total trades | 51 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 28 (39.29%) |
| Profit trades (% of total) | 24 (47.06%) | Loss trades (% of total) | 27 (52.94%) | ||
| Largest | profit trade | 192.87 | loss trade | -128.58 | |
| Average | profit trade | 58.18 | loss trade | -39.57 | |
| Maximum | consecutive wins (profit in money) | 4 (324.02) | consecutive losses (loss in money) | 4 (-191.57) | |
| Maximal | consecutive profit (count of wins) | 324.02 (4) | consecutive loss (count of losses) | -198.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 21:00 | buy | 1 | 1.00 | 97.804 | 0.000 | 0.000 | ||
| 2 | 2023.11.14 21:00 | modify | 1 | 1.00 | 97.804 | 97.604 | 98.104 | ||
| 3 | 2023.11.14 22:00 | close | 1 | 1.00 | 97.812 | 97.604 | 98.104 | 5.14 | 1005.14 |
| 4 | 2023.11.15 21:00 | sell | 2 | 1.00 | 98.520 | 0.000 | 0.000 | ||
| 5 | 2023.11.15 21:00 | modify | 2 | 1.00 | 98.520 | 98.720 | 98.220 | ||
| 6 | 2023.11.15 22:00 | close | 2 | 1.00 | 98.506 | 98.720 | 98.220 | 8.99 | 1014.13 |
| 7 | 2023.11.24 21:15 | buy | 3 | 1.00 | 98.466 | 0.000 | 0.000 | ||
| 8 | 2023.11.24 21:15 | modify | 3 | 1.00 | 98.466 | 98.266 | 98.766 | ||
| 9 | 2023.11.26 22:00 | s/l | 3 | 1.00 | 98.266 | 98.266 | 98.766 | -128.58 | 885.55 |
| 10 | 2023.11.30 21:00 | sell | 4 | 1.00 | 97.942 | 0.000 | 0.000 | ||
| 11 | 2023.11.30 21:00 | modify | 4 | 1.00 | 97.942 | 98.142 | 97.642 | ||
| 12 | 2023.11.30 22:00 | close | 4 | 1.00 | 97.890 | 98.142 | 97.642 | 33.43 | 918.98 |
| 13 | 2023.12.13 21:00 | sell | 5 | 1.00 | 95.355 | 0.000 | 0.000 | ||
| 14 | 2023.12.13 21:00 | modify | 5 | 1.00 | 95.355 | 95.555 | 95.055 | ||
| 15 | 2023.12.13 22:00 | close | 5 | 1.00 | 95.168 | 95.555 | 95.055 | 120.21 | 1039.19 |
| 16 | 2023.12.20 21:00 | buy | 6 | 1.00 | 96.701 | 0.000 | 0.000 | ||
| 17 | 2023.12.20 21:00 | modify | 6 | 1.00 | 96.701 | 96.501 | 97.001 | ||
| 18 | 2023.12.20 22:00 | close | 6 | 1.00 | 96.602 | 96.501 | 97.001 | -63.65 | 975.54 |
| 19 | 2024.01.02 21:00 | buy | 7 | 1.00 | 95.972 | 0.000 | 0.000 | ||
| 20 | 2024.01.02 21:00 | modify | 7 | 1.00 | 95.972 | 95.772 | 96.272 | ||
| 21 | 2024.01.02 22:00 | close | 7 | 1.00 | 95.904 | 95.772 | 96.272 | -43.72 | 931.82 |
| 22 | 2024.01.03 21:00 | sell | 8 | 1.00 | 96.334 | 0.000 | 0.000 | ||
| 23 | 2024.01.03 21:00 | modify | 8 | 1.00 | 96.334 | 96.534 | 96.034 | ||
| 24 | 2024.01.03 22:00 | close | 8 | 1.00 | 96.238 | 96.534 | 96.034 | 61.71 | 993.53 |
| 25 | 2024.01.04 21:00 | sell | 9 | 1.00 | 96.945 | 0.000 | 0.000 | ||
| 26 | 2024.01.04 21:00 | modify | 9 | 1.00 | 96.945 | 97.145 | 96.645 | ||
| 27 | 2024.01.04 22:00 | close | 9 | 1.00 | 97.016 | 97.145 | 96.645 | -45.64 | 947.89 |
| 28 | 2024.01.05 21:00 | sell | 10 | 1.00 | 97.206 | 0.000 | 0.000 | ||
| 29 | 2024.01.05 21:00 | modify | 10 | 1.00 | 97.206 | 97.406 | 96.906 | ||
| 30 | 2024.01.07 22:05 | close | 10 | 1.00 | 96.958 | 97.406 | 96.906 | 159.42 | 1107.31 |
| 31 | 2024.01.08 21:00 | buy | 11 | 1.00 | 96.890 | 0.000 | 0.000 | ||
| 32 | 2024.01.08 21:00 | modify | 11 | 1.00 | 96.890 | 96.690 | 97.190 | ||
| 33 | 2024.01.08 22:00 | close | 11 | 1.00 | 96.900 | 96.690 | 97.190 | 6.43 | 1113.74 |
| 34 | 2024.01.09 21:00 | sell | 12 | 1.00 | 96.622 | 0.000 | 0.000 | ||
| 35 | 2024.01.09 21:00 | modify | 12 | 1.00 | 96.622 | 96.822 | 96.322 | ||
| 36 | 2024.01.09 22:00 | close | 12 | 1.00 | 96.546 | 96.822 | 96.322 | 48.86 | 1162.60 |
| 37 | 2024.01.10 21:00 | sell | 13 | 1.00 | 97.636 | 0.000 | 0.000 | ||
| 38 | 2024.01.10 21:00 | modify | 13 | 1.00 | 97.636 | 97.836 | 97.336 | ||
| 39 | 2024.01.10 22:00 | close | 13 | 1.00 | 97.642 | 97.836 | 97.336 | -3.86 | 1158.74 |
| 40 | 2024.01.11 21:00 | sell | 14 | 1.00 | 97.240 | 0.000 | 0.000 | ||
| 41 | 2024.01.11 21:00 | modify | 14 | 1.00 | 97.240 | 97.440 | 96.940 | ||
| 42 | 2024.01.11 22:00 | close | 14 | 1.00 | 97.127 | 97.440 | 96.940 | 72.64 | 1231.38 |
| 43 | 2024.01.29 21:00 | sell | 15 | 1.00 | 97.485 | 0.000 | 0.000 | ||
| 44 | 2024.01.29 21:00 | modify | 15 | 1.00 | 97.485 | 97.685 | 97.185 | ||
| 45 | 2024.01.29 22:00 | close | 15 | 1.00 | 97.516 | 97.685 | 97.185 | -19.93 | 1211.45 |
| 46 | 2024.01.31 21:15 | buy | 16 | 1.00 | 96.508 | 0.000 | 0.000 | ||
| 47 | 2024.01.31 21:15 | modify | 16 | 1.00 | 96.508 | 96.308 | 96.808 | ||
| 48 | 2024.01.31 22:00 | close | 16 | 1.00 | 96.442 | 96.308 | 96.808 | -42.43 | 1169.02 |
| 49 | 2024.02.20 21:00 | buy | 17 | 1.00 | 98.318 | 0.000 | 0.000 | ||
| 50 | 2024.02.20 21:00 | modify | 17 | 1.00 | 98.318 | 98.118 | 98.618 | ||
| 51 | 2024.02.20 22:00 | close | 17 | 1.00 | 98.221 | 98.118 | 98.618 | -62.36 | 1106.66 |
| 52 | 2024.02.21 21:00 | sell | 18 | 1.00 | 98.366 | 0.000 | 0.000 | ||
| 53 | 2024.02.21 21:00 | modify | 18 | 1.00 | 98.366 | 98.566 | 98.066 | ||
| 54 | 2024.02.21 22:00 | close | 18 | 1.00 | 98.470 | 98.566 | 98.066 | -66.85 | 1039.81 |
| 55 | 2024.02.29 21:00 | sell | 19 | 1.00 | 97.431 | 0.000 | 0.000 | ||
| 56 | 2024.02.29 21:00 | modify | 19 | 1.00 | 97.431 | 97.631 | 97.131 | ||
| 57 | 2024.02.29 22:00 | close | 19 | 1.00 | 97.382 | 97.631 | 97.131 | 31.50 | 1071.31 |
| 58 | 2024.03.05 21:00 | sell | 20 | 1.00 | 97.525 | 0.000 | 0.000 | ||
| 59 | 2024.03.05 21:00 | modify | 20 | 1.00 | 97.525 | 97.725 | 97.225 | ||
| 60 | 2024.03.05 22:00 | close | 20 | 1.00 | 97.561 | 97.725 | 97.225 | -23.14 | 1048.17 |
| 61 | 2024.03.06 21:00 | buy | 21 | 1.00 | 98.084 | 0.000 | 0.000 | ||
| 62 | 2024.03.06 21:00 | modify | 21 | 1.00 | 98.084 | 97.884 | 98.384 | ||
| 63 | 2024.03.06 22:00 | close | 21 | 1.00 | 98.012 | 97.884 | 98.384 | -46.29 | 1001.88 |
| 64 | 2024.03.08 21:00 | buy | 22 | 1.00 | 97.396 | 0.000 | 0.000 | ||
| 65 | 2024.03.08 21:00 | modify | 22 | 1.00 | 97.396 | 97.196 | 97.696 | ||
| 66 | 2024.03.10 21:00 | sell | 23 | 1.00 | 97.295 | 0.000 | 0.000 | ||
| 67 | 2024.03.10 21:00 | modify | 23 | 1.00 | 97.295 | 97.495 | 96.995 | ||
| 68 | 2024.03.10 21:40 | s/l | 23 | 1.00 | 97.495 | 97.495 | 96.995 | -128.57 | 873.31 |
| 69 | 2024.03.10 22:00 | close | 22 | 1.00 | 97.422 | 97.196 | 97.696 | 16.72 | 890.03 |
| 70 | 2024.03.11 21:45 | buy | 24 | 1.00 | 97.172 | 0.000 | 0.000 | ||
| 71 | 2024.03.11 21:45 | modify | 24 | 1.00 | 97.172 | 96.972 | 97.472 | ||
| 72 | 2024.03.11 22:00 | close | 24 | 1.00 | 97.163 | 96.972 | 97.472 | -5.79 | 884.24 |
| 73 | 2024.03.19 21:45 | buy | 25 | 1.00 | 98.508 | 0.000 | 0.000 | ||
| 74 | 2024.03.19 21:45 | modify | 25 | 1.00 | 98.508 | 98.308 | 98.808 | ||
| 75 | 2024.03.19 22:00 | close | 25 | 1.00 | 98.486 | 98.308 | 98.808 | -14.14 | 870.10 |
| 76 | 2024.03.24 21:00 | sell | 26 | 1.00 | 98.472 | 0.000 | 0.000 | ||
| 77 | 2024.03.24 21:00 | modify | 26 | 1.00 | 98.472 | 98.672 | 98.172 | ||
| 78 | 2024.03.24 21:26 | s/l | 26 | 1.00 | 98.672 | 98.672 | 98.172 | -128.56 | 741.54 |
| 79 | 2024.04.01 21:45 | buy | 27 | 1.00 | 98.419 | 0.000 | 0.000 | ||
| 80 | 2024.04.01 21:45 | modify | 27 | 1.00 | 98.419 | 98.219 | 98.719 | ||
| 81 | 2024.04.01 22:00 | close | 27 | 1.00 | 98.399 | 98.219 | 98.719 | -12.85 | 728.69 |
| 82 | 2024.04.07 21:00 | buy | 28 | 1.00 | 99.554 | 0.000 | 0.000 | ||
| 83 | 2024.04.07 21:00 | modify | 28 | 1.00 | 99.554 | 99.354 | 99.854 | ||
| 84 | 2024.04.07 22:00 | close | 28 | 1.00 | 99.622 | 99.354 | 99.854 | 43.71 | 772.40 |
| 85 | 2024.04.10 21:00 | sell | 29 | 1.00 | 99.714 | 0.000 | 0.000 | ||
| 86 | 2024.04.10 21:00 | modify | 29 | 1.00 | 99.714 | 99.914 | 99.414 | ||
| 87 | 2024.04.10 22:00 | close | 29 | 1.00 | 99.659 | 99.914 | 99.414 | 35.35 | 807.75 |
| 88 | 2024.04.24 21:30 | buy | 30 | 1.00 | 100.858 | 0.000 | 0.000 | ||
| 89 | 2024.04.24 21:30 | modify | 30 | 1.00 | 100.858 | 100.658 | 101.158 | ||
| 90 | 2024.04.24 22:00 | close | 30 | 1.00 | 100.841 | 100.658 | 101.158 | -10.93 | 796.82 |
| 91 | 2024.05.01 21:00 | buy | 31 | 1.00 | 100.853 | 0.000 | 0.000 | ||
| 92 | 2024.05.01 21:00 | modify | 31 | 1.00 | 100.853 | 100.653 | 101.153 | ||
| 93 | 2024.05.01 21:38 | t/p | 31 | 1.00 | 101.153 | 100.653 | 101.153 | 192.87 | 989.69 |
| 94 | 2024.05.01 21:45 | sell | 32 | 1.00 | 101.229 | 0.000 | 0.000 | ||
| 95 | 2024.05.01 21:45 | modify | 32 | 1.00 | 101.229 | 101.429 | 100.929 | ||
| 96 | 2024.05.01 21:45 | close | 32 | 1.00 | 101.196 | 101.429 | 100.929 | 21.21 | 1010.90 |
| 97 | 2024.06.09 21:45 | buy | 33 | 1.00 | 103.142 | 0.000 | 0.000 | ||
| 98 | 2024.06.09 21:45 | modify | 33 | 1.00 | 103.142 | 102.942 | 103.442 | ||
| 99 | 2024.06.09 22:00 | close | 33 | 1.00 | 103.108 | 102.942 | 103.442 | -21.86 | 989.04 |
| 100 | 2024.06.23 21:00 | sell | 34 | 1.00 | 105.996 | 0.000 | 0.000 | ||
| 101 | 2024.06.23 21:00 | modify | 34 | 1.00 | 105.996 | 106.196 | 105.696 | ||
| 102 | 2024.06.23 22:00 | close | 34 | 1.00 | 105.989 | 106.196 | 105.696 | 4.49 | 993.53 |
| 103 | 2024.07.04 21:45 | buy | 35 | 1.00 | 108.444 | 0.000 | 0.000 | ||
| 104 | 2024.07.04 21:45 | modify | 35 | 1.00 | 108.444 | 108.244 | 108.744 | ||
| 105 | 2024.07.04 22:00 | close | 35 | 1.00 | 108.457 | 108.244 | 108.744 | 8.36 | 1001.89 |
| 106 | 2024.07.14 21:45 | sell | 36 | 1.00 | 107.114 | 0.000 | 0.000 | ||
| 107 | 2024.07.14 21:45 | modify | 36 | 1.00 | 107.114 | 107.314 | 106.814 | ||
| 108 | 2024.07.14 22:00 | close | 36 | 1.00 | 107.118 | 107.314 | 106.814 | -2.57 | 999.32 |
| 109 | 2024.07.17 21:15 | buy | 37 | 1.00 | 105.074 | 0.000 | 0.000 | ||
| 110 | 2024.07.17 21:15 | modify | 37 | 1.00 | 105.074 | 104.874 | 105.374 | ||
| 111 | 2024.07.17 22:00 | close | 37 | 1.00 | 105.061 | 104.874 | 105.374 | -8.36 | 990.96 |
| 112 | 2024.09.08 21:00 | buy | 38 | 1.00 | 94.770 | 0.000 | 0.000 | ||
| 113 | 2024.09.08 21:00 | modify | 38 | 1.00 | 94.770 | 94.570 | 95.070 | ||
| 114 | 2024.09.08 22:00 | close | 38 | 1.00 | 94.760 | 94.570 | 95.070 | -6.43 | 984.53 |
| 115 | 2024.09.11 21:00 | buy | 39 | 1.00 | 94.997 | 0.000 | 0.000 | ||
| 116 | 2024.09.11 21:00 | modify | 39 | 1.00 | 94.997 | 94.797 | 95.297 | ||
| 117 | 2024.09.11 22:00 | close | 39 | 1.00 | 94.966 | 94.797 | 95.297 | -19.93 | 964.60 |
| 118 | 2024.09.12 21:00 | buy | 40 | 1.00 | 95.316 | 0.000 | 0.000 | ||
| 119 | 2024.09.12 21:00 | modify | 40 | 1.00 | 95.316 | 95.116 | 95.616 | ||
| 120 | 2024.09.12 22:00 | close | 40 | 1.00 | 95.329 | 95.116 | 95.616 | 8.36 | 972.96 |
| 121 | 2024.09.15 21:00 | buy | 41 | 1.00 | 94.301 | 0.000 | 0.000 | ||
| 122 | 2024.09.15 21:00 | modify | 41 | 1.00 | 94.301 | 94.101 | 94.601 | ||
| 123 | 2024.09.15 22:00 | close | 41 | 1.00 | 94.299 | 94.101 | 94.601 | -1.29 | 971.67 |
| 124 | 2024.09.19 21:00 | sell | 42 | 1.00 | 97.148 | 0.000 | 0.000 | ||
| 125 | 2024.09.19 21:00 | modify | 42 | 1.00 | 97.148 | 97.348 | 96.848 | ||
| 126 | 2024.09.19 22:00 | close | 42 | 1.00 | 97.191 | 97.348 | 96.848 | -27.64 | 944.03 |
| 127 | 2024.10.01 21:00 | buy | 43 | 1.00 | 98.801 | 0.000 | 0.000 | ||
| 128 | 2024.10.01 21:00 | modify | 43 | 1.00 | 98.801 | 98.601 | 99.101 | ||
| 129 | 2024.10.01 22:00 | close | 43 | 1.00 | 98.801 | 98.601 | 99.101 | 0.00 | 944.03 |
| 130 | 2024.10.03 21:00 | buy | 44 | 1.00 | 100.479 | 0.000 | 0.000 | ||
| 131 | 2024.10.03 21:00 | modify | 44 | 1.00 | 100.479 | 100.279 | 100.779 | ||
| 132 | 2024.10.03 22:00 | close | 44 | 1.00 | 100.406 | 100.279 | 100.779 | -46.94 | 897.09 |
| 133 | 2024.10.06 21:00 | buy | 45 | 1.00 | 100.925 | 0.000 | 0.000 | ||
| 134 | 2024.10.06 21:00 | modify | 45 | 1.00 | 100.925 | 100.725 | 101.225 | ||
| 135 | 2024.10.06 22:00 | close | 45 | 1.00 | 101.136 | 100.725 | 101.225 | 135.65 | 1032.74 |
| 136 | 2024.10.08 21:00 | buy | 46 | 1.00 | 99.880 | 0.000 | 0.000 | ||
| 137 | 2024.10.08 21:00 | modify | 46 | 1.00 | 99.880 | 99.680 | 100.180 | ||
| 138 | 2024.10.08 22:00 | close | 46 | 1.00 | 99.981 | 99.680 | 100.180 | 64.93 | 1097.67 |
| 139 | 2024.10.09 21:00 | sell | 47 | 1.00 | 100.235 | 0.000 | 0.000 | ||
| 140 | 2024.10.09 21:00 | modify | 47 | 1.00 | 100.235 | 100.435 | 99.935 | ||
| 141 | 2024.10.09 22:00 | close | 47 | 1.00 | 100.162 | 100.435 | 99.935 | 46.93 | 1144.60 |
| 142 | 2024.10.13 21:00 | buy | 48 | 1.00 | 100.385 | 0.000 | 0.000 | ||
| 143 | 2024.10.13 21:00 | modify | 48 | 1.00 | 100.385 | 100.185 | 100.685 | ||
| 144 | 2024.10.13 22:00 | close | 48 | 1.00 | 100.504 | 100.185 | 100.685 | 76.51 | 1221.11 |
| 145 | 2024.10.20 21:00 | sell | 49 | 1.00 | 100.174 | 0.000 | 0.000 | ||
| 146 | 2024.10.20 21:00 | modify | 49 | 1.00 | 100.174 | 100.374 | 99.874 | ||
| 147 | 2024.10.20 22:00 | close | 49 | 1.00 | 100.273 | 100.374 | 99.874 | -63.64 | 1157.47 |
| 148 | 2024.10.27 21:00 | sell | 50 | 1.00 | 101.221 | 0.000 | 0.000 | ||
| 149 | 2024.10.27 21:00 | modify | 50 | 1.00 | 101.221 | 101.421 | 100.921 | ||
| 150 | 2024.10.27 21:17 | t/p | 50 | 1.00 | 100.921 | 101.421 | 100.921 | 192.85 | 1350.32 |
| 151 | 2024.10.31 21:00 | buy | 51 | 1.00 | 100.066 | 0.000 | 0.000 | ||
| 152 | 2024.10.31 21:00 | modify | 51 | 1.00 | 100.066 | 99.866 | 100.366 | ||
| 153 | 2024.10.31 22:00 | close | 51 | 1.00 | 100.031 | 99.866 | 100.366 | -22.50 | 1327.82 |