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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 25244 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 106.65 | Gross profit | 856.50 | Gross loss | -749.85 |
| Profit factor | 1.14 | Expected payoff | 2.67 | ||
| Absolute drawdown | 166.45 | Maximal drawdown | 300.05 (24.37%) | Relative drawdown | 24.37% (300.05) |
| Total trades | 40 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 22 (27.27%) |
| Profit trades (% of total) | 17 (42.50%) | Loss trades (% of total) | 23 (57.50%) | ||
| Largest | profit trade | 192.75 | loss trade | -128.53 | |
| Average | profit trade | 50.38 | loss trade | -32.60 | |
| Maximum | consecutive wins (profit in money) | 3 (214.61) | consecutive losses (loss in money) | 4 (-191.46) | |
| Maximal | consecutive profit (count of wins) | 214.61 (3) | consecutive loss (count of losses) | -191.46 (4) | |
| Average | consecutive wins | 1 | 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 | 9.00 | 1014.14 |
| 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 22:04 | s/l | 3 | 1.00 | 98.266 | 98.266 | 98.766 | -128.53 | 885.61 |
| 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 | 33.42 | 919.03 |
| 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 | 120.15 | 1039.18 |
| 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 | -63.62 | 975.56 |
| 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 22:04 | close | 7 | 1.00 | 95.904 | 95.772 | 96.272 | -43.70 | 931.86 |
| 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 22:04 | close | 8 | 1.00 | 96.238 | 96.534 | 96.034 | 61.68 | 993.54 |
| 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 | -45.62 | 947.92 |
| 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 | 159.35 | 1107.27 |
| 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 22:02 | close | 11 | 1.00 | 96.900 | 96.690 | 97.190 | 6.43 | 1113.70 |
| 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 | 48.83 | 1162.53 |
| 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 | -3.85 | 1158.68 |
| 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 | 72.61 | 1231.29 |
| 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 | -19.91 | 1211.38 |
| 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 | -42.41 | 1168.97 |
| 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 | -62.33 | 1106.64 |
| 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 | -66.81 | 1039.83 |
| 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 22:04 | close | 19 | 1.00 | 97.382 | 97.631 | 97.131 | 31.47 | 1071.30 |
| 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 | -23.13 | 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 | -46.26 | 1001.91 |
| 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 22:00 | close | 22 | 1.00 | 97.422 | 97.196 | 97.696 | 16.71 | 1018.62 |
| 67 | 2024.03.11 21:45 | buy | 23 | 1.00 | 97.172 | 0.000 | 0.000 | ||
| 68 | 2024.03.11 21:45 | modify | 23 | 1.00 | 97.172 | 96.972 | 97.472 | ||
| 69 | 2024.03.11 22:00 | close | 23 | 1.00 | 97.163 | 96.972 | 97.472 | -5.78 | 1012.84 |
| 70 | 2024.03.19 21:45 | buy | 24 | 1.00 | 98.508 | 0.000 | 0.000 | ||
| 71 | 2024.03.19 21:45 | modify | 24 | 1.00 | 98.508 | 98.308 | 98.808 | ||
| 72 | 2024.03.19 22:00 | close | 24 | 1.00 | 98.486 | 98.308 | 98.808 | -14.13 | 998.71 |
| 73 | 2024.04.01 21:45 | buy | 25 | 1.00 | 98.419 | 0.000 | 0.000 | ||
| 74 | 2024.04.01 21:45 | modify | 25 | 1.00 | 98.419 | 98.219 | 98.719 | ||
| 75 | 2024.04.01 22:00 | close | 25 | 1.00 | 98.399 | 98.219 | 98.719 | -12.85 | 985.86 |
| 76 | 2024.04.07 21:45 | buy | 26 | 1.00 | 99.638 | 0.000 | 0.000 | ||
| 77 | 2024.04.07 21:45 | modify | 26 | 1.00 | 99.638 | 99.438 | 99.938 | ||
| 78 | 2024.04.07 22:00 | close | 26 | 1.00 | 99.622 | 99.438 | 99.938 | -10.28 | 975.58 |
| 79 | 2024.04.10 21:00 | sell | 27 | 1.00 | 99.714 | 0.000 | 0.000 | ||
| 80 | 2024.04.10 21:00 | modify | 27 | 1.00 | 99.714 | 99.914 | 99.414 | ||
| 81 | 2024.04.10 22:00 | close | 27 | 1.00 | 99.659 | 99.914 | 99.414 | 35.33 | 1010.91 |
| 82 | 2024.04.24 21:30 | buy | 28 | 1.00 | 100.858 | 0.000 | 0.000 | ||
| 83 | 2024.04.24 21:30 | modify | 28 | 1.00 | 100.858 | 100.658 | 101.158 | ||
| 84 | 2024.04.24 22:00 | close | 28 | 1.00 | 100.841 | 100.658 | 101.158 | -10.93 | 999.98 |
| 85 | 2024.05.01 21:45 | sell | 29 | 1.00 | 101.229 | 0.000 | 0.000 | ||
| 86 | 2024.05.01 21:45 | modify | 29 | 1.00 | 101.229 | 101.429 | 100.929 | ||
| 87 | 2024.05.01 21:58 | t/p | 29 | 1.00 | 100.929 | 101.429 | 100.929 | 192.75 | 1192.73 |
| 88 | 2024.06.09 21:45 | buy | 30 | 1.00 | 103.142 | 0.000 | 0.000 | ||
| 89 | 2024.06.09 21:45 | modify | 30 | 1.00 | 103.142 | 102.942 | 103.442 | ||
| 90 | 2024.06.09 22:00 | close | 30 | 1.00 | 103.108 | 102.942 | 103.442 | -21.84 | 1170.89 |
| 91 | 2024.07.04 21:45 | buy | 31 | 1.00 | 108.444 | 0.000 | 0.000 | ||
| 92 | 2024.07.04 21:45 | modify | 31 | 1.00 | 108.444 | 108.244 | 108.744 | ||
| 93 | 2024.07.04 22:00 | close | 31 | 1.00 | 108.457 | 108.244 | 108.744 | 8.36 | 1179.25 |
| 94 | 2024.07.14 21:45 | sell | 32 | 1.00 | 107.114 | 0.000 | 0.000 | ||
| 95 | 2024.07.14 21:45 | modify | 32 | 1.00 | 107.114 | 107.314 | 106.814 | ||
| 96 | 2024.07.14 22:00 | close | 32 | 1.00 | 107.118 | 107.314 | 106.814 | -2.57 | 1176.68 |
| 97 | 2024.07.17 21:15 | buy | 33 | 1.00 | 105.074 | 0.000 | 0.000 | ||
| 98 | 2024.07.17 21:15 | modify | 33 | 1.00 | 105.074 | 104.874 | 105.374 | ||
| 99 | 2024.07.17 22:00 | close | 33 | 1.00 | 105.061 | 104.874 | 105.374 | -8.35 | 1168.33 |
| 100 | 2024.09.11 21:00 | buy | 34 | 1.00 | 94.997 | 0.000 | 0.000 | ||
| 101 | 2024.09.11 21:00 | modify | 34 | 1.00 | 94.997 | 94.797 | 95.297 | ||
| 102 | 2024.09.11 22:00 | close | 34 | 1.00 | 94.966 | 94.797 | 95.297 | -19.92 | 1148.41 |
| 103 | 2024.09.12 21:00 | buy | 35 | 1.00 | 95.316 | 0.000 | 0.000 | ||
| 104 | 2024.09.12 21:00 | modify | 35 | 1.00 | 95.316 | 95.116 | 95.616 | ||
| 105 | 2024.09.12 22:00 | close | 35 | 1.00 | 95.329 | 95.116 | 95.616 | 8.36 | 1156.77 |
| 106 | 2024.09.19 21:00 | sell | 36 | 1.00 | 97.148 | 0.000 | 0.000 | ||
| 107 | 2024.09.19 21:00 | modify | 36 | 1.00 | 97.148 | 97.348 | 96.848 | ||
| 108 | 2024.09.19 22:00 | close | 36 | 1.00 | 97.191 | 97.348 | 96.848 | -27.63 | 1129.14 |
| 109 | 2024.10.01 21:00 | buy | 37 | 1.00 | 98.801 | 0.000 | 0.000 | ||
| 110 | 2024.10.01 21:00 | modify | 37 | 1.00 | 98.801 | 98.601 | 99.101 | ||
| 111 | 2024.10.01 22:00 | close | 37 | 1.00 | 98.801 | 98.601 | 99.101 | 0.00 | 1129.14 |
| 112 | 2024.10.03 21:00 | buy | 38 | 1.00 | 100.479 | 0.000 | 0.000 | ||
| 113 | 2024.10.03 21:00 | modify | 38 | 1.00 | 100.479 | 100.279 | 100.779 | ||
| 114 | 2024.10.03 22:00 | close | 38 | 1.00 | 100.406 | 100.279 | 100.779 | -46.91 | 1082.23 |
| 115 | 2024.10.09 21:00 | sell | 39 | 1.00 | 100.235 | 0.000 | 0.000 | ||
| 116 | 2024.10.09 21:00 | modify | 39 | 1.00 | 100.235 | 100.435 | 99.935 | ||
| 117 | 2024.10.09 22:00 | close | 39 | 1.00 | 100.162 | 100.435 | 99.935 | 46.91 | 1129.14 |
| 118 | 2024.10.31 21:00 | buy | 40 | 1.00 | 100.066 | 0.000 | 0.000 | ||
| 119 | 2024.10.31 21:00 | modify | 40 | 1.00 | 100.066 | 99.866 | 100.366 | ||
| 120 | 2024.10.31 22:00 | close | 40 | 1.00 | 100.031 | 99.866 | 100.366 | -22.49 | 1106.65 |