Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=50; StopLoss=50; 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=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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 | 7239 | Ticks modelled | 158285 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 392.36 | Gross profit | 624.07 | Gross loss | -231.71 |
| Profit factor | 2.69 | Expected payoff | 9.57 | ||
| Absolute drawdown | 23.85 | Maximal drawdown | 66.55 (4.87%) | Relative drawdown | 5.45% (56.25) |
| Total trades | 41 | Short positions (won %) | 33 (66.67%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 26 (63.41%) | Loss trades (% of total) | 15 (36.59%) | ||
| Largest | profit trade | 62.80 | loss trade | -37.93 | |
| Average | profit trade | 24.00 | loss trade | -15.45 | |
| Maximum | consecutive wins (profit in money) | 5 (66.93) | consecutive losses (loss in money) | 2 (-42.95) | |
| Maximal | consecutive profit (count of wins) | 170.29 (4) | consecutive loss (count of losses) | -42.95 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.05 01:00 | sell | 1 | 0.20 | 1.65903 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.05 01:00 | modify | 1 | 0.20 | 1.65903 | 1.66403 | 1.65403 | ||
| 3 | 2024.02.05 02:00 | close | 1 | 0.20 | 1.65669 | 1.66403 | 1.65403 | 29.39 | 1029.39 |
| 4 | 2024.03.21 01:00 | buy | 2 | 0.20 | 1.65367 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.21 01:00 | modify | 2 | 0.20 | 1.65367 | 1.64867 | 1.65867 | ||
| 6 | 2024.03.21 02:00 | close | 2 | 0.20 | 1.65252 | 1.64867 | 1.65867 | -14.44 | 1014.95 |
| 7 | 2024.04.01 01:00 | buy | 3 | 0.20 | 1.65226 | 0.00000 | 0.00000 | ||
| 8 | 2024.04.01 01:00 | modify | 3 | 0.20 | 1.65226 | 1.64726 | 1.65726 | ||
| 9 | 2024.04.01 02:00 | close | 3 | 0.20 | 1.65310 | 1.64726 | 1.65726 | 10.55 | 1025.50 |
| 10 | 2024.04.05 01:00 | sell | 4 | 0.20 | 1.64511 | 0.00000 | 0.00000 | ||
| 11 | 2024.04.05 01:00 | modify | 4 | 0.20 | 1.64511 | 1.65011 | 1.64011 | ||
| 12 | 2024.04.05 02:00 | close | 4 | 0.20 | 1.64813 | 1.65011 | 1.64011 | -37.93 | 987.57 |
| 13 | 2024.04.08 01:00 | sell | 5 | 0.20 | 1.65014 | 0.00000 | 0.00000 | ||
| 14 | 2024.04.08 01:00 | modify | 5 | 0.20 | 1.65014 | 1.65514 | 1.64514 | ||
| 15 | 2024.04.08 02:00 | close | 5 | 0.20 | 1.64844 | 1.65514 | 1.64514 | 21.35 | 1008.92 |
| 16 | 2024.04.11 01:00 | sell | 6 | 0.20 | 1.65050 | 0.00000 | 0.00000 | ||
| 17 | 2024.04.11 01:00 | modify | 6 | 0.20 | 1.65050 | 1.65550 | 1.64550 | ||
| 18 | 2024.04.11 02:00 | close | 6 | 0.20 | 1.64988 | 1.65550 | 1.64550 | 7.79 | 1016.71 |
| 19 | 2024.04.15 01:00 | sell | 7 | 0.20 | 1.64508 | 0.00000 | 0.00000 | ||
| 20 | 2024.04.15 01:00 | modify | 7 | 0.20 | 1.64508 | 1.65008 | 1.64008 | ||
| 21 | 2024.04.15 02:00 | close | 7 | 0.20 | 1.64448 | 1.65008 | 1.64008 | 7.54 | 1024.25 |
| 22 | 2024.04.16 01:00 | sell | 8 | 0.20 | 1.65272 | 0.00000 | 0.00000 | ||
| 23 | 2024.04.16 01:00 | modify | 8 | 0.20 | 1.65272 | 1.65772 | 1.64772 | ||
| 24 | 2024.04.16 02:00 | close | 8 | 0.20 | 1.65415 | 1.65772 | 1.64772 | -17.96 | 1006.29 |
| 25 | 2024.05.02 01:00 | buy | 9 | 0.20 | 1.64258 | 0.00000 | 0.00000 | ||
| 26 | 2024.05.02 01:00 | modify | 9 | 0.20 | 1.64258 | 1.63758 | 1.64758 | ||
| 27 | 2024.05.02 02:00 | close | 9 | 0.20 | 1.64059 | 1.63758 | 1.64758 | -24.99 | 981.30 |
| 28 | 2024.05.16 01:00 | buy | 10 | 0.20 | 1.62325 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.16 01:00 | modify | 10 | 0.20 | 1.62325 | 1.61825 | 1.62825 | ||
| 30 | 2024.05.16 01:50 | t/p | 10 | 0.20 | 1.62825 | 1.61825 | 1.62825 | 62.79 | 1044.09 |
| 31 | 2024.05.23 01:00 | sell | 11 | 0.20 | 1.63564 | 0.00000 | 0.00000 | ||
| 32 | 2024.05.23 01:00 | modify | 11 | 0.20 | 1.63564 | 1.64064 | 1.63064 | ||
| 33 | 2024.05.23 02:00 | close | 11 | 0.20 | 1.63605 | 1.64064 | 1.63064 | -5.15 | 1038.94 |
| 34 | 2024.05.24 01:00 | sell | 12 | 0.20 | 1.63747 | 0.00000 | 0.00000 | ||
| 35 | 2024.05.24 01:00 | modify | 12 | 0.20 | 1.63747 | 1.64247 | 1.63247 | ||
| 36 | 2024.05.24 02:00 | close | 12 | 0.20 | 1.63864 | 1.64247 | 1.63247 | -14.69 | 1024.25 |
| 37 | 2024.05.28 01:00 | sell | 13 | 0.20 | 1.63261 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.28 01:00 | modify | 13 | 0.20 | 1.63261 | 1.63761 | 1.62761 | ||
| 39 | 2024.05.28 02:00 | close | 13 | 0.20 | 1.63224 | 1.63761 | 1.62761 | 4.65 | 1028.90 |
| 40 | 2024.05.29 01:00 | sell | 14 | 0.20 | 1.63367 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.29 01:00 | modify | 14 | 0.20 | 1.63367 | 1.63867 | 1.62867 | ||
| 42 | 2024.05.29 01:50 | t/p | 14 | 0.20 | 1.62867 | 1.63867 | 1.62867 | 62.80 | 1091.70 |
| 43 | 2024.05.30 01:00 | buy | 15 | 0.20 | 1.63352 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.30 01:00 | modify | 15 | 0.20 | 1.63352 | 1.62852 | 1.63852 | ||
| 45 | 2024.05.30 02:00 | close | 15 | 0.20 | 1.63307 | 1.62852 | 1.63852 | -5.65 | 1086.05 |
| 46 | 2024.07.01 01:00 | sell | 16 | 0.20 | 1.61078 | 0.00000 | 0.00000 | ||
| 47 | 2024.07.01 01:00 | modify | 16 | 0.20 | 1.61078 | 1.61578 | 1.60578 | ||
| 48 | 2024.07.01 02:00 | close | 16 | 0.20 | 1.61129 | 1.61578 | 1.60578 | -6.41 | 1079.64 |
| 49 | 2024.07.08 01:00 | sell | 17 | 0.20 | 1.60542 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.08 01:00 | modify | 17 | 0.20 | 1.60542 | 1.61042 | 1.60042 | ||
| 51 | 2024.07.08 02:00 | close | 17 | 0.20 | 1.60472 | 1.61042 | 1.60042 | 8.79 | 1088.43 |
| 52 | 2024.07.12 01:00 | sell | 18 | 0.20 | 1.60805 | 0.00000 | 0.00000 | ||
| 53 | 2024.07.12 01:00 | modify | 18 | 0.20 | 1.60805 | 1.61305 | 1.60305 | ||
| 54 | 2024.07.12 02:00 | close | 18 | 0.20 | 1.60807 | 1.61305 | 1.60305 | -0.26 | 1088.17 |
| 55 | 2024.07.15 01:00 | sell | 19 | 0.20 | 1.60881 | 0.00000 | 0.00000 | ||
| 56 | 2024.07.15 01:00 | modify | 19 | 0.20 | 1.60881 | 1.61381 | 1.60381 | ||
| 57 | 2024.07.15 02:00 | close | 19 | 0.20 | 1.60859 | 1.61381 | 1.60381 | 2.76 | 1090.93 |
| 58 | 2024.07.17 01:00 | sell | 20 | 0.20 | 1.61882 | 0.00000 | 0.00000 | ||
| 59 | 2024.07.17 01:00 | modify | 20 | 0.20 | 1.61882 | 1.62382 | 1.61382 | ||
| 60 | 2024.07.17 02:00 | close | 20 | 0.20 | 1.61802 | 1.62382 | 1.61382 | 10.05 | 1100.98 |
| 61 | 2024.07.18 01:00 | sell | 21 | 0.20 | 1.62695 | 0.00000 | 0.00000 | ||
| 62 | 2024.07.18 01:00 | modify | 21 | 0.20 | 1.62695 | 1.63195 | 1.62195 | ||
| 63 | 2024.07.18 02:00 | close | 21 | 0.20 | 1.62412 | 1.63195 | 1.62195 | 35.54 | 1136.52 |
| 64 | 2024.07.19 01:00 | sell | 22 | 0.20 | 1.62554 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.19 01:00 | modify | 22 | 0.20 | 1.62554 | 1.63054 | 1.62054 | ||
| 66 | 2024.07.19 02:00 | close | 22 | 0.20 | 1.62520 | 1.63054 | 1.62054 | 4.27 | 1140.79 |
| 67 | 2024.07.23 01:00 | sell | 23 | 0.20 | 1.64118 | 0.00000 | 0.00000 | ||
| 68 | 2024.07.23 01:00 | modify | 23 | 0.20 | 1.64118 | 1.64618 | 1.63618 | ||
| 69 | 2024.07.23 02:00 | close | 23 | 0.20 | 1.64004 | 1.64618 | 1.63618 | 14.31 | 1155.10 |
| 70 | 2024.07.25 01:00 | sell | 24 | 0.20 | 1.65125 | 0.00000 | 0.00000 | ||
| 71 | 2024.07.25 01:00 | modify | 24 | 0.20 | 1.65125 | 1.65625 | 1.64625 | ||
| 72 | 2024.07.25 02:00 | close | 24 | 0.20 | 1.65179 | 1.65625 | 1.64625 | -6.78 | 1148.32 |
| 73 | 2024.08.01 01:00 | sell | 25 | 0.20 | 1.65609 | 0.00000 | 0.00000 | ||
| 74 | 2024.08.01 01:00 | modify | 25 | 0.20 | 1.65609 | 1.66109 | 1.65109 | ||
| 75 | 2024.08.01 02:00 | close | 25 | 0.20 | 1.65762 | 1.66109 | 1.65109 | -19.21 | 1129.11 |
| 76 | 2024.08.02 01:00 | sell | 26 | 0.20 | 1.66287 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.02 01:00 | modify | 26 | 0.20 | 1.66287 | 1.66787 | 1.65787 | ||
| 78 | 2024.08.02 02:00 | close | 26 | 0.20 | 1.65923 | 1.66787 | 1.65787 | 45.71 | 1174.82 |
| 79 | 2024.08.05 01:00 | sell | 27 | 0.20 | 1.68185 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.05 01:00 | modify | 27 | 0.20 | 1.68185 | 1.68685 | 1.67685 | ||
| 81 | 2024.08.05 02:00 | close | 27 | 0.20 | 1.68007 | 1.68685 | 1.67685 | 22.35 | 1197.17 |
| 82 | 2024.08.06 01:00 | buy | 28 | 0.20 | 1.67720 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.06 01:00 | modify | 28 | 0.20 | 1.67720 | 1.67220 | 1.68220 | ||
| 84 | 2024.08.06 01:50 | t/p | 28 | 0.20 | 1.68220 | 1.67220 | 1.68220 | 62.79 | 1259.96 |
| 85 | 2024.08.08 01:00 | sell | 29 | 0.20 | 1.67653 | 0.00000 | 0.00000 | ||
| 86 | 2024.08.08 01:00 | modify | 29 | 0.20 | 1.67653 | 1.68153 | 1.67153 | ||
| 87 | 2024.08.08 02:00 | close | 29 | 0.20 | 1.67339 | 1.68153 | 1.67153 | 39.44 | 1299.40 |
| 88 | 2024.08.26 01:00 | sell | 30 | 0.20 | 1.64838 | 0.00000 | 0.00000 | ||
| 89 | 2024.08.26 01:00 | modify | 30 | 0.20 | 1.64838 | 1.65338 | 1.64338 | ||
| 90 | 2024.08.26 02:00 | close | 30 | 0.20 | 1.64880 | 1.65338 | 1.64338 | -5.28 | 1294.12 |
| 91 | 2024.09.03 01:00 | sell | 31 | 0.20 | 1.63027 | 0.00000 | 0.00000 | ||
| 92 | 2024.09.03 01:00 | modify | 31 | 0.20 | 1.63027 | 1.63527 | 1.62527 | ||
| 93 | 2024.09.03 02:00 | close | 31 | 0.20 | 1.63263 | 1.63527 | 1.62527 | -29.64 | 1264.48 |
| 94 | 2024.09.04 01:00 | sell | 32 | 0.20 | 1.65180 | 0.00000 | 0.00000 | ||
| 95 | 2024.09.04 01:00 | modify | 32 | 0.20 | 1.65180 | 1.65680 | 1.64680 | ||
| 96 | 2024.09.04 02:00 | close | 32 | 0.20 | 1.64947 | 1.65680 | 1.64680 | 29.27 | 1293.75 |
| 97 | 2024.09.09 01:00 | sell | 33 | 0.20 | 1.66202 | 0.00000 | 0.00000 | ||
| 98 | 2024.09.09 01:00 | modify | 33 | 0.20 | 1.66202 | 1.66702 | 1.65702 | ||
| 99 | 2024.09.09 02:00 | close | 33 | 0.20 | 1.65744 | 1.66702 | 1.65702 | 57.53 | 1351.28 |
| 100 | 2024.10.07 01:00 | sell | 34 | 0.20 | 1.61315 | 0.00000 | 0.00000 | ||
| 101 | 2024.10.07 01:00 | modify | 34 | 0.20 | 1.61315 | 1.61815 | 1.60815 | ||
| 102 | 2024.10.07 02:00 | close | 34 | 0.20 | 1.61358 | 1.61815 | 1.60815 | -5.40 | 1345.88 |
| 103 | 2024.10.16 01:00 | sell | 35 | 0.20 | 1.62949 | 0.00000 | 0.00000 | ||
| 104 | 2024.10.16 01:00 | modify | 35 | 0.20 | 1.62949 | 1.63449 | 1.62449 | ||
| 105 | 2024.10.16 02:00 | close | 35 | 0.20 | 1.62791 | 1.63449 | 1.62449 | 19.84 | 1365.72 |
| 106 | 2024.10.17 01:00 | buy | 36 | 0.20 | 1.62325 | 0.00000 | 0.00000 | ||
| 107 | 2024.10.17 01:00 | modify | 36 | 0.20 | 1.62325 | 1.61825 | 1.62825 | ||
| 108 | 2024.10.17 02:00 | close | 36 | 0.20 | 1.62023 | 1.61825 | 1.62825 | -37.92 | 1327.80 |
| 109 | 2024.10.23 01:00 | sell | 37 | 0.20 | 1.61822 | 0.00000 | 0.00000 | ||
| 110 | 2024.10.23 01:00 | modify | 37 | 0.20 | 1.61822 | 1.62322 | 1.61322 | ||
| 111 | 2024.10.23 02:00 | close | 37 | 0.20 | 1.61690 | 1.62322 | 1.61322 | 16.58 | 1344.38 |
| 112 | 2024.10.28 01:00 | sell | 38 | 0.20 | 1.63575 | 0.00000 | 0.00000 | ||
| 113 | 2024.10.28 01:00 | modify | 38 | 0.20 | 1.63575 | 1.64075 | 1.63075 | ||
| 114 | 2024.10.28 02:00 | close | 38 | 0.20 | 1.63567 | 1.64075 | 1.63075 | 1.01 | 1345.39 |
| 115 | 2024.11.04 01:00 | buy | 39 | 0.20 | 1.64840 | 0.00000 | 0.00000 | ||
| 116 | 2024.11.04 01:00 | modify | 39 | 0.20 | 1.64840 | 1.64340 | 1.65340 | ||
| 117 | 2024.11.04 02:00 | close | 39 | 0.20 | 1.64895 | 1.64340 | 1.65340 | 6.90 | 1352.29 |
| 118 | 2024.11.26 01:00 | sell | 40 | 0.20 | 1.61972 | 0.00000 | 0.00000 | ||
| 119 | 2024.11.26 01:00 | modify | 40 | 0.20 | 1.61972 | 1.62472 | 1.61472 | ||
| 120 | 2024.11.26 02:00 | close | 40 | 0.20 | 1.61666 | 1.62472 | 1.61472 | 38.44 | 1390.73 |
| 121 | 2024.12.19 01:00 | sell | 41 | 0.20 | 1.66764 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.19 01:00 | modify | 41 | 0.20 | 1.66764 | 1.67264 | 1.66264 | ||
| 123 | 2024.12.19 02:00 | close | 41 | 0.20 | 1.66751 | 1.67264 | 1.66264 | 1.63 | 1392.36 |