Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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=2; VolumeRequiredPct=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=45; StopLoss=10; 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=600; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 157541 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 20.18 | Gross profit | 76.32 | Gross loss | -56.14 |
| Profit factor | 1.36 | Expected payoff | 2.24 | ||
| Absolute drawdown | 38.92 | Maximal drawdown | 38.92 (3.89%) | Relative drawdown | 3.89% (38.92) |
| Total trades | 9 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 32.67 | loss trade | -13.90 | |
| Average | profit trade | 19.08 | loss trade | -11.23 | |
| Maximum | consecutive wins (profit in money) | 4 (76.32) | consecutive losses (loss in money) | 3 (-28.34) | |
| Maximal | consecutive profit (count of wins) | 76.32 (4) | consecutive loss (count of losses) | -28.34 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.06 06:00 | buy | 1 | 0.20 | 1.76565 | 0.00000 | 0.00000 | ||
| 2 | 2024.08.06 06:00 | modify | 1 | 0.20 | 1.76565 | 1.76465 | 1.77015 | ||
| 3 | 2024.08.06 06:10 | s/l | 1 | 0.20 | 1.76465 | 1.76465 | 1.77015 | -13.90 | 986.10 |
| 4 | 2024.10.03 06:00 | buy | 2 | 0.20 | 1.78299 | 0.00000 | 0.00000 | ||
| 5 | 2024.10.03 06:00 | modify | 2 | 0.20 | 1.78299 | 1.78199 | 1.78749 | ||
| 6 | 2024.10.03 06:15 | s/l | 2 | 0.20 | 1.78199 | 1.78199 | 1.78749 | -13.90 | 972.20 |
| 7 | 2024.10.09 06:00 | sell | 3 | 0.20 | 1.78768 | 0.00000 | 0.00000 | ||
| 8 | 2024.10.09 06:00 | modify | 3 | 0.20 | 1.78768 | 1.78868 | 1.78318 | ||
| 9 | 2024.10.09 07:00 | close | 3 | 0.20 | 1.78636 | 1.78868 | 1.78318 | 18.35 | 990.55 |
| 10 | 2024.10.17 06:00 | buy | 4 | 0.20 | 1.78770 | 0.00000 | 0.00000 | ||
| 11 | 2024.10.17 06:00 | modify | 4 | 0.20 | 1.78770 | 1.78670 | 1.79220 | ||
| 12 | 2024.10.17 07:00 | close | 4 | 0.20 | 1.78819 | 1.78670 | 1.79220 | 6.81 | 997.36 |
| 13 | 2024.10.23 06:00 | sell | 5 | 0.20 | 1.79561 | 0.00000 | 0.00000 | ||
| 14 | 2024.10.23 06:00 | modify | 5 | 0.20 | 1.79561 | 1.79661 | 1.79111 | ||
| 15 | 2024.10.23 07:00 | close | 5 | 0.20 | 1.79326 | 1.79661 | 1.79111 | 32.67 | 1030.03 |
| 16 | 2024.10.24 06:00 | buy | 6 | 0.20 | 1.78748 | 0.00000 | 0.00000 | ||
| 17 | 2024.10.24 06:00 | modify | 6 | 0.20 | 1.78748 | 1.78648 | 1.79198 | ||
| 18 | 2024.10.24 07:00 | close | 6 | 0.20 | 1.78881 | 1.78648 | 1.79198 | 18.49 | 1048.52 |
| 19 | 2024.10.30 06:00 | buy | 7 | 0.20 | 1.81008 | 0.00000 | 0.00000 | ||
| 20 | 2024.10.30 06:00 | modify | 7 | 0.20 | 1.81008 | 1.80908 | 1.81458 | ||
| 21 | 2024.10.30 07:00 | close | 7 | 0.20 | 1.81004 | 1.80908 | 1.81458 | -0.55 | 1047.97 |
| 22 | 2024.10.31 06:00 | sell | 8 | 0.20 | 1.80274 | 0.00000 | 0.00000 | ||
| 23 | 2024.10.31 06:00 | modify | 8 | 0.20 | 1.80274 | 1.80374 | 1.79824 | ||
| 24 | 2024.10.31 06:20 | s/l | 8 | 0.20 | 1.80374 | 1.80374 | 1.79824 | -13.89 | 1034.08 |
| 25 | 2024.11.06 06:00 | buy | 9 | 0.20 | 1.79390 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.06 06:00 | modify | 9 | 0.20 | 1.79390 | 1.79290 | 1.79840 | ||
| 27 | 2024.11.06 06:15 | s/l | 9 | 0.20 | 1.79290 | 1.79290 | 1.79840 | -13.90 | 1020.18 |