Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GER30 (GER30 Cash) | ||||
| 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=4; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=90; 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=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; 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=2; MagicNumber=120826; | ||||
| Bars in test | 6891 | Ticks modelled | 146616 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 170 | ||
| Total net profit | -178.69 | Gross profit | 3574.99 | Gross loss | -3753.68 |
| Profit factor | 0.95 | Expected payoff | -4.25 | ||
| Absolute drawdown | 252.27 | Maximal drawdown | 1666.34 (66.98%) | Relative drawdown | 66.98% (1666.34) |
| Total trades | 42 | Short positions (won %) | 21 (28.57%) | Long positions (won %) | 21 (28.57%) |
| Profit trades (% of total) | 12 (28.57%) | Loss trades (% of total) | 30 (71.43%) | ||
| Largest | profit trade | 630.45 | loss trade | -218.78 | |
| Average | profit trade | 297.92 | loss trade | -125.12 | |
| Maximum | consecutive wins (profit in money) | 2 (449.71) | consecutive losses (loss in money) | 6 (-834.77) | |
| Maximal | consecutive profit (count of wins) | 630.45 (1) | consecutive loss (count of losses) | -834.77 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 17:00 | sell | 1 | 1.00 | 14914.17 | 0.00 | 0.00 | ||
| 2 | 2023.11.01 17:00 | modify | 1 | 1.00 | 14914.17 | 15034.17 | 14824.17 | ||
| 3 | 2023.11.01 17:15 | close | 1 | 1.00 | 14929.70 | 15034.17 | 14824.17 | -164.06 | 835.94 |
| 4 | 2023.11.02 17:00 | buy | 2 | 1.00 | 15161.50 | 0.00 | 0.00 | ||
| 5 | 2023.11.02 17:00 | modify | 2 | 1.00 | 15161.50 | 15041.50 | 15251.50 | ||
| 6 | 2023.11.02 20:50 | close | 2 | 1.00 | 15221.18 | 15041.50 | 15251.50 | 630.45 | 1466.39 |
| 7 | 2023.11.06 17:00 | buy | 3 | 1.00 | 15139.36 | 0.00 | 0.00 | ||
| 8 | 2023.11.06 17:00 | modify | 3 | 1.00 | 15139.36 | 15019.36 | 15229.36 | ||
| 9 | 2023.11.06 17:20 | close | 3 | 1.00 | 15124.15 | 15019.36 | 15229.36 | -160.68 | 1305.71 |
| 10 | 2023.11.07 17:00 | sell | 4 | 1.00 | 15151.70 | 0.00 | 0.00 | ||
| 11 | 2023.11.07 17:00 | modify | 4 | 1.00 | 15151.70 | 15271.70 | 15061.70 | ||
| 12 | 2023.11.07 18:20 | close | 4 | 1.00 | 15161.40 | 15271.70 | 15061.70 | -102.47 | 1203.24 |
| 13 | 2023.11.08 18:00 | buy | 5 | 1.00 | 15182.35 | 0.00 | 0.00 | ||
| 14 | 2023.11.08 18:00 | modify | 5 | 1.00 | 15182.35 | 15062.35 | 15272.35 | ||
| 15 | 2023.11.08 18:07 | close | 5 | 1.00 | 15172.20 | 15062.35 | 15272.35 | -107.22 | 1096.02 |
| 16 | 2023.11.09 17:00 | sell | 6 | 1.00 | 15358.69 | 0.00 | 0.00 | ||
| 17 | 2023.11.09 17:00 | modify | 6 | 1.00 | 15358.69 | 15478.69 | 15268.69 | ||
| 18 | 2023.11.09 18:20 | close | 6 | 1.00 | 15301.35 | 15478.69 | 15268.69 | 605.74 | 1701.76 |
| 19 | 2023.11.10 17:00 | buy | 7 | 1.00 | 15255.36 | 0.00 | 0.00 | ||
| 20 | 2023.11.10 17:00 | modify | 7 | 1.00 | 15255.36 | 15135.36 | 15345.36 | ||
| 21 | 2023.11.10 19:00 | sell | 8 | 1.00 | 15307.65 | 0.00 | 0.00 | ||
| 22 | 2023.11.10 19:00 | modify | 8 | 1.00 | 15307.65 | 15427.65 | 15217.65 | ||
| 23 | 2023.11.12 23:00 | close | 8 | 1.00 | 15312.48 | 15427.65 | 15217.65 | -48.45 | 1653.31 |
| 24 | 2023.11.12 23:00 | close | 7 | 1.00 | 15310.78 | 15135.36 | 15345.36 | 577.22 | 2230.53 |
| 25 | 2023.11.13 17:00 | sell | 9 | 1.00 | 15357.69 | 0.00 | 0.00 | ||
| 26 | 2023.11.13 17:00 | modify | 9 | 1.00 | 15357.69 | 15477.69 | 15267.69 | ||
| 27 | 2023.11.13 19:50 | close | 9 | 1.00 | 15368.40 | 15477.69 | 15267.69 | -113.14 | 2117.39 |
| 28 | 2023.11.14 17:00 | sell | 10 | 1.00 | 15598.65 | 0.00 | 0.00 | ||
| 29 | 2023.11.14 17:00 | modify | 10 | 1.00 | 15598.65 | 15718.65 | 15508.65 | ||
| 30 | 2023.11.14 18:15 | close | 10 | 1.00 | 15611.41 | 15718.65 | 15508.65 | -134.80 | 1982.60 |
| 31 | 2023.11.15 17:00 | buy | 11 | 1.00 | 15739.90 | 0.00 | 0.00 | ||
| 32 | 2023.11.15 17:00 | modify | 11 | 1.00 | 15739.90 | 15619.90 | 15829.90 | ||
| 33 | 2023.11.15 18:02 | close | 11 | 1.00 | 15727.30 | 15619.90 | 15829.90 | -133.11 | 1849.49 |
| 34 | 2023.11.16 17:00 | buy | 12 | 1.00 | 15791.86 | 0.00 | 0.00 | ||
| 35 | 2023.11.16 17:00 | modify | 12 | 1.00 | 15791.86 | 15671.86 | 15881.86 | ||
| 36 | 2023.11.16 23:00 | close | 12 | 1.00 | 15835.68 | 15671.86 | 15881.86 | 462.91 | 2312.39 |
| 37 | 2023.11.17 17:00 | sell | 13 | 1.00 | 15935.20 | 0.00 | 0.00 | ||
| 38 | 2023.11.17 17:00 | modify | 13 | 1.00 | 15935.20 | 16055.20 | 15845.20 | ||
| 39 | 2023.11.17 17:02 | close | 13 | 1.00 | 15946.67 | 16055.20 | 15845.20 | -121.17 | 2191.22 |
| 40 | 2023.11.20 17:00 | sell | 14 | 1.00 | 15908.60 | 0.00 | 0.00 | ||
| 41 | 2023.11.20 17:00 | modify | 14 | 1.00 | 15908.60 | 16028.60 | 15818.60 | ||
| 42 | 2023.11.20 18:15 | close | 14 | 1.00 | 15920.64 | 16028.60 | 15818.60 | -127.19 | 2064.03 |
| 43 | 2023.11.21 17:00 | sell | 15 | 1.00 | 15906.97 | 0.00 | 0.00 | ||
| 44 | 2023.11.21 17:00 | modify | 15 | 1.00 | 15906.97 | 16026.97 | 15816.97 | ||
| 45 | 2023.11.21 20:00 | buy | 16 | 1.00 | 15912.20 | 0.00 | 0.00 | ||
| 46 | 2023.11.21 20:00 | modify | 16 | 1.00 | 15912.20 | 15792.20 | 16002.20 | ||
| 47 | 2023.11.21 23:00 | close | 16 | 1.00 | 15898.27 | 15792.20 | 16002.20 | -147.16 | 1916.87 |
| 48 | 2023.11.21 23:00 | close | 15 | 1.00 | 15899.97 | 16026.97 | 15816.97 | 73.95 | 1990.82 |
| 49 | 2023.11.22 17:00 | buy | 17 | 1.00 | 15969.39 | 0.00 | 0.00 | ||
| 50 | 2023.11.22 17:00 | modify | 17 | 1.00 | 15969.39 | 15849.39 | 16059.39 | ||
| 51 | 2023.11.22 17:20 | close | 17 | 1.00 | 15958.65 | 15849.39 | 16059.39 | -113.46 | 1877.36 |
| 52 | 2023.11.29 17:00 | sell | 18 | 1.00 | 16186.66 | 0.00 | 0.00 | ||
| 53 | 2023.11.29 17:00 | modify | 18 | 1.00 | 16186.66 | 16306.66 | 16096.66 | ||
| 54 | 2023.11.29 17:20 | close | 18 | 1.00 | 16197.50 | 16306.66 | 16096.66 | -114.51 | 1762.85 |
| 55 | 2023.11.30 17:00 | buy | 19 | 1.00 | 16205.00 | 0.00 | 0.00 | ||
| 56 | 2023.11.30 17:00 | modify | 19 | 1.00 | 16205.00 | 16085.00 | 16295.00 | ||
| 57 | 2023.11.30 21:00 | sell | 20 | 1.00 | 16249.27 | 0.00 | 0.00 | ||
| 58 | 2023.11.30 21:00 | modify | 20 | 1.00 | 16249.27 | 16369.27 | 16159.27 | ||
| 59 | 2023.11.30 23:00 | close | 20 | 1.00 | 16235.77 | 16369.27 | 16159.27 | 142.61 | 1905.46 |
| 60 | 2023.11.30 23:00 | close | 19 | 1.00 | 16234.07 | 16085.00 | 16295.00 | 307.10 | 2212.56 |
| 61 | 2023.12.01 17:00 | sell | 21 | 1.00 | 16407.68 | 0.00 | 0.00 | ||
| 62 | 2023.12.01 17:00 | modify | 21 | 1.00 | 16407.68 | 16527.68 | 16317.68 | ||
| 63 | 2023.12.01 17:15 | close | 21 | 1.00 | 16421.89 | 16527.68 | 16317.68 | -150.11 | 2062.45 |
| 64 | 2023.12.05 17:00 | sell | 22 | 1.00 | 16534.15 | 0.00 | 0.00 | ||
| 65 | 2023.12.05 17:00 | modify | 22 | 1.00 | 16534.15 | 16654.15 | 16444.15 | ||
| 66 | 2023.12.05 17:15 | close | 22 | 1.00 | 16544.19 | 16654.15 | 16444.15 | -106.06 | 1956.39 |
| 67 | 2023.12.06 17:00 | sell | 23 | 1.00 | 16664.80 | 0.00 | 0.00 | ||
| 68 | 2023.12.06 17:00 | modify | 23 | 1.00 | 16664.80 | 16784.80 | 16574.80 | ||
| 69 | 2023.12.06 21:00 | buy | 24 | 1.00 | 16626.50 | 0.00 | 0.00 | ||
| 70 | 2023.12.06 21:00 | modify | 24 | 1.00 | 16626.50 | 16506.50 | 16716.50 | ||
| 71 | 2023.12.06 23:00 | close | 24 | 1.00 | 16628.49 | 16506.50 | 16716.50 | 21.02 | 1977.41 |
| 72 | 2023.12.06 23:00 | close | 23 | 1.00 | 16630.19 | 16784.80 | 16574.80 | 365.62 | 2343.03 |
| 73 | 2023.12.07 17:00 | sell | 25 | 1.00 | 16647.29 | 0.00 | 0.00 | ||
| 74 | 2023.12.07 17:00 | modify | 25 | 1.00 | 16647.29 | 16767.29 | 16557.29 | ||
| 75 | 2023.12.07 18:50 | close | 25 | 1.00 | 16657.50 | 16767.29 | 16557.29 | -107.86 | 2235.17 |
| 76 | 2023.12.08 17:00 | sell | 26 | 1.00 | 16760.28 | 0.00 | 0.00 | ||
| 77 | 2023.12.08 17:00 | modify | 26 | 1.00 | 16760.28 | 16880.28 | 16670.28 | ||
| 78 | 2023.12.08 17:20 | close | 26 | 1.00 | 16774.96 | 16880.28 | 16670.28 | -155.08 | 2080.09 |
| 79 | 2023.12.11 17:00 | sell | 27 | 1.00 | 16810.30 | 0.00 | 0.00 | ||
| 80 | 2023.12.11 17:00 | modify | 27 | 1.00 | 16810.30 | 16930.30 | 16720.30 | ||
| 81 | 2023.12.11 17:50 | close | 27 | 1.00 | 16821.00 | 16930.30 | 16720.30 | -113.03 | 1967.06 |
| 82 | 2023.12.12 17:00 | buy | 28 | 1.00 | 16796.00 | 0.00 | 0.00 | ||
| 83 | 2023.12.12 17:00 | modify | 28 | 1.00 | 16796.00 | 16676.00 | 16886.00 | ||
| 84 | 2023.12.12 17:20 | close | 28 | 1.00 | 16783.65 | 16676.00 | 16886.00 | -130.47 | 1836.59 |
| 85 | 2023.12.13 17:00 | buy | 29 | 1.00 | 16756.00 | 0.00 | 0.00 | ||
| 86 | 2023.12.13 17:00 | modify | 29 | 1.00 | 16756.00 | 16636.00 | 16846.00 | ||
| 87 | 2023.12.13 18:10 | close | 29 | 1.00 | 16745.63 | 16636.00 | 16846.00 | -109.55 | 1727.04 |
| 88 | 2023.12.14 17:00 | buy | 30 | 1.00 | 16770.36 | 0.00 | 0.00 | ||
| 89 | 2023.12.14 17:00 | modify | 30 | 1.00 | 16770.36 | 16650.36 | 16860.36 | ||
| 90 | 2023.12.14 17:50 | close | 30 | 1.00 | 16749.65 | 16650.36 | 16860.36 | -218.78 | 1508.26 |
| 91 | 2023.12.15 17:00 | sell | 31 | 1.00 | 16759.19 | 0.00 | 0.00 | ||
| 92 | 2023.12.15 17:00 | modify | 31 | 1.00 | 16759.19 | 16879.19 | 16669.19 | ||
| 93 | 2023.12.15 19:00 | buy | 32 | 1.00 | 16729.36 | 0.00 | 0.00 | ||
| 94 | 2023.12.15 19:00 | modify | 32 | 1.00 | 16729.36 | 16609.36 | 16819.36 | ||
| 95 | 2023.12.17 23:00 | close | 32 | 1.00 | 16735.18 | 16609.36 | 16819.36 | 53.24 | 1561.51 |
| 96 | 2023.12.17 23:00 | close | 31 | 1.00 | 16736.88 | 16879.19 | 16669.19 | 238.25 | 1799.76 |
| 97 | 2023.12.18 17:00 | buy | 33 | 1.00 | 16657.90 | 0.00 | 0.00 | ||
| 98 | 2023.12.18 17:00 | modify | 33 | 1.00 | 16657.90 | 16537.90 | 16747.90 | ||
| 99 | 2023.12.18 18:02 | close | 33 | 1.00 | 16646.86 | 16537.90 | 16747.90 | -116.63 | 1683.13 |
| 100 | 2023.12.19 17:00 | sell | 34 | 1.00 | 16751.68 | 0.00 | 0.00 | ||
| 101 | 2023.12.19 17:00 | modify | 34 | 1.00 | 16751.68 | 16871.68 | 16661.68 | ||
| 102 | 2023.12.19 19:20 | close | 34 | 1.00 | 16761.88 | 16871.68 | 16661.68 | -107.75 | 1575.38 |
| 103 | 2023.12.20 17:00 | buy | 35 | 1.00 | 16743.35 | 0.00 | 0.00 | ||
| 104 | 2023.12.20 17:00 | modify | 35 | 1.00 | 16743.35 | 16623.35 | 16833.35 | ||
| 105 | 2023.12.20 19:32 | close | 35 | 1.00 | 16728.82 | 16623.35 | 16833.35 | -153.49 | 1421.89 |
| 106 | 2023.12.21 18:00 | buy | 36 | 1.00 | 16669.16 | 0.00 | 0.00 | ||
| 107 | 2023.12.21 18:00 | modify | 36 | 1.00 | 16669.16 | 16549.16 | 16759.16 | ||
| 108 | 2023.12.21 18:02 | close | 36 | 1.00 | 16655.64 | 16549.16 | 16759.16 | -142.83 | 1279.06 |
| 109 | 2023.12.22 17:00 | buy | 37 | 1.00 | 16713.67 | 0.00 | 0.00 | ||
| 110 | 2023.12.22 17:00 | modify | 37 | 1.00 | 16713.67 | 16593.67 | 16803.67 | ||
| 111 | 2023.12.22 19:15 | close | 37 | 1.00 | 16696.65 | 16593.67 | 16803.67 | -179.80 | 1099.26 |
| 112 | 2023.12.27 17:00 | buy | 38 | 1.00 | 16751.86 | 0.00 | 0.00 | ||
| 113 | 2023.12.27 17:00 | modify | 38 | 1.00 | 16751.86 | 16631.86 | 16841.86 | ||
| 114 | 2023.12.27 19:20 | close | 38 | 1.00 | 16742.15 | 16631.86 | 16841.86 | -102.58 | 996.68 |
| 115 | 2023.12.28 17:00 | buy | 39 | 1.00 | 16711.85 | 0.00 | 0.00 | ||
| 116 | 2023.12.28 17:00 | modify | 39 | 1.00 | 16711.85 | 16591.85 | 16801.85 | ||
| 117 | 2023.12.28 19:00 | sell | 40 | 1.00 | 16717.65 | 0.00 | 0.00 | ||
| 118 | 2023.12.28 19:00 | modify | 40 | 1.00 | 16717.65 | 16837.65 | 16627.65 | ||
| 119 | 2023.12.28 23:00 | close | 40 | 1.00 | 16708.48 | 16837.65 | 16627.65 | 96.87 | 1093.55 |
| 120 | 2023.12.28 23:00 | close | 39 | 1.00 | 16706.78 | 16591.85 | 16801.85 | -53.56 | 1039.99 |
| 121 | 2023.12.29 17:00 | buy | 41 | 1.00 | 16737.68 | 0.00 | 0.00 | ||
| 122 | 2023.12.29 17:00 | modify | 41 | 1.00 | 16737.68 | 16617.68 | 16827.68 | ||
| 123 | 2023.12.29 17:15 | close | 41 | 1.00 | 16727.56 | 16617.68 | 16827.68 | -106.91 | 933.08 |
| 124 | 2024.01.02 17:00 | sell | 42 | 1.00 | 16778.60 | 0.00 | 0.00 | ||
| 125 | 2024.01.02 17:00 | modify | 42 | 1.00 | 16778.60 | 16898.60 | 16688.60 | ||
| 126 | 2024.01.02 17:37 | close | 42 | 1.00 | 16789.18 | 16898.60 | 16688.60 | -111.77 | 821.31 |