Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=70; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=40; StopLoss=40; 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=500; 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=22; 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=0; MagicNumber=120826; | ||||
| Bars in test | 7219 | Ticks modelled | 13437 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 60 | ||
| Total net profit | 90.86 | Gross profit | 342.67 | Gross loss | -251.81 |
| Profit factor | 1.36 | Expected payoff | 2.33 | ||
| Absolute drawdown | 58.20 | Maximal drawdown | 93.74 (8.54%) | Relative drawdown | 8.54% (93.74) |
| Total trades | 39 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 31 (64.52%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 45.46 | loss trade | -45.46 | |
| Average | profit trade | 14.90 | loss trade | -15.74 | |
| Maximum | consecutive wins (profit in money) | 5 (87.72) | consecutive losses (loss in money) | 3 (-51.81) | |
| Maximal | consecutive profit (count of wins) | 87.72 (5) | consecutive loss (count of losses) | -51.81 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.03 22:00 | buy | 1 | 0.20 | 2.02653 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.03 22:00 | modify | 1 | 0.20 | 2.02653 | 2.02253 | 2.03053 | ||
| 3 | 2024.01.03 23:00 | close | 1 | 0.20 | 2.02571 | 2.02253 | 2.03053 | -9.31 | 990.69 |
| 4 | 2024.01.08 22:00 | buy | 2 | 0.20 | 2.03874 | 0.00000 | 0.00000 | ||
| 5 | 2024.01.08 22:00 | modify | 2 | 0.20 | 2.03874 | 2.03474 | 2.04274 | ||
| 6 | 2024.01.08 23:00 | close | 2 | 0.20 | 2.03892 | 2.03474 | 2.04274 | 2.04 | 992.73 |
| 7 | 2024.01.11 22:00 | buy | 3 | 0.20 | 2.04633 | 0.00000 | 0.00000 | ||
| 8 | 2024.01.11 22:00 | modify | 3 | 0.20 | 2.04633 | 2.04233 | 2.05033 | ||
| 9 | 2024.01.11 23:00 | close | 3 | 0.20 | 2.04731 | 2.04233 | 2.05033 | 11.14 | 1003.87 |
| 10 | 2024.01.14 22:00 | sell | 4 | 0.20 | 2.03924 | 0.00000 | 0.00000 | ||
| 11 | 2024.01.14 22:00 | modify | 4 | 0.20 | 2.03924 | 2.04324 | 2.03524 | ||
| 12 | 2024.01.14 23:00 | s/l | 4 | 0.20 | 2.04324 | 2.04324 | 2.03524 | -45.46 | 958.41 |
| 13 | 2024.01.17 22:00 | buy | 5 | 0.20 | 2.07117 | 0.00000 | 0.00000 | ||
| 14 | 2024.01.17 22:00 | modify | 5 | 0.20 | 2.07117 | 2.06717 | 2.07517 | ||
| 15 | 2024.01.17 23:00 | close | 5 | 0.20 | 2.07183 | 2.06717 | 2.07517 | 7.49 | 965.90 |
| 16 | 2024.01.23 22:00 | buy | 6 | 0.20 | 2.07731 | 0.00000 | 0.00000 | ||
| 17 | 2024.01.23 22:00 | modify | 6 | 0.20 | 2.07731 | 2.07331 | 2.08131 | ||
| 18 | 2024.01.23 23:00 | close | 6 | 0.20 | 2.07762 | 2.07331 | 2.08131 | 3.52 | 969.42 |
| 19 | 2024.01.24 22:00 | sell | 7 | 0.20 | 2.08077 | 0.00000 | 0.00000 | ||
| 20 | 2024.01.24 22:00 | modify | 7 | 0.20 | 2.08077 | 2.08477 | 2.07677 | ||
| 21 | 2024.01.24 23:00 | close | 7 | 0.20 | 2.08230 | 2.08477 | 2.07677 | -17.39 | 952.03 |
| 22 | 2024.01.31 22:00 | buy | 8 | 0.20 | 2.07303 | 0.00000 | 0.00000 | ||
| 23 | 2024.01.31 22:00 | modify | 8 | 0.20 | 2.07303 | 2.06903 | 2.07703 | ||
| 24 | 2024.01.31 23:00 | close | 8 | 0.20 | 2.07331 | 2.06903 | 2.07703 | 3.18 | 955.21 |
| 25 | 2024.02.06 22:00 | buy | 9 | 0.20 | 2.06495 | 0.00000 | 0.00000 | ||
| 26 | 2024.02.06 22:00 | modify | 9 | 0.20 | 2.06495 | 2.06095 | 2.06895 | ||
| 27 | 2024.02.06 23:00 | close | 9 | 0.20 | 2.06479 | 2.06095 | 2.06895 | -1.82 | 953.39 |
| 28 | 2024.02.20 22:00 | sell | 10 | 0.20 | 2.04694 | 0.00000 | 0.00000 | ||
| 29 | 2024.02.20 22:00 | modify | 10 | 0.20 | 2.04694 | 2.05094 | 2.04294 | ||
| 30 | 2024.02.20 23:00 | close | 10 | 0.20 | 2.04767 | 2.05094 | 2.04294 | -8.29 | 945.10 |
| 31 | 2024.02.21 22:00 | buy | 11 | 0.20 | 2.04382 | 0.00000 | 0.00000 | ||
| 32 | 2024.02.21 22:00 | modify | 11 | 0.20 | 2.04382 | 2.03982 | 2.04782 | ||
| 33 | 2024.02.21 23:00 | close | 11 | 0.20 | 2.04454 | 2.03982 | 2.04782 | 8.18 | 953.28 |
| 34 | 2024.02.22 22:00 | sell | 12 | 0.20 | 2.04248 | 0.00000 | 0.00000 | ||
| 35 | 2024.02.22 22:00 | modify | 12 | 0.20 | 2.04248 | 2.04648 | 2.03848 | ||
| 36 | 2024.02.22 23:00 | close | 12 | 0.20 | 2.04349 | 2.04648 | 2.03848 | -11.48 | 941.80 |
| 37 | 2024.02.25 22:00 | buy | 13 | 0.20 | 2.04303 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.25 22:00 | modify | 13 | 0.20 | 2.04303 | 2.03903 | 2.04703 | ||
| 39 | 2024.02.25 23:00 | close | 13 | 0.20 | 2.04473 | 2.03903 | 2.04703 | 19.31 | 961.11 |
| 40 | 2024.03.13 22:00 | buy | 14 | 0.20 | 2.07842 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.13 22:00 | modify | 14 | 0.20 | 2.07842 | 2.07442 | 2.08242 | ||
| 42 | 2024.03.13 23:00 | close | 14 | 0.20 | 2.07896 | 2.07442 | 2.08242 | 6.13 | 967.24 |
| 43 | 2024.03.14 22:00 | buy | 15 | 0.20 | 2.08042 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.14 22:00 | modify | 15 | 0.20 | 2.08042 | 2.07642 | 2.08442 | ||
| 45 | 2024.03.14 23:00 | close | 15 | 0.20 | 2.08160 | 2.07642 | 2.08442 | 13.41 | 980.65 |
| 46 | 2024.03.18 22:00 | buy | 16 | 0.20 | 2.09132 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.18 22:00 | modify | 16 | 0.20 | 2.09132 | 2.08732 | 2.09532 | ||
| 48 | 2024.03.18 23:00 | close | 16 | 0.20 | 2.09162 | 2.08732 | 2.09532 | 3.41 | 984.06 |
| 49 | 2024.03.20 22:00 | sell | 17 | 0.20 | 2.10717 | 0.00000 | 0.00000 | ||
| 50 | 2024.03.20 22:00 | modify | 17 | 0.20 | 2.10717 | 2.11117 | 2.10317 | ||
| 51 | 2024.03.20 23:00 | t/p | 17 | 0.20 | 2.10317 | 2.11117 | 2.10317 | 45.46 | 1029.52 |
| 52 | 2024.03.21 22:00 | buy | 18 | 0.20 | 2.09422 | 0.00000 | 0.00000 | ||
| 53 | 2024.03.21 22:00 | modify | 18 | 0.20 | 2.09422 | 2.09022 | 2.09822 | ||
| 54 | 2024.03.21 23:00 | close | 18 | 0.20 | 2.09375 | 2.09022 | 2.09822 | -5.34 | 1024.18 |
| 55 | 2024.03.24 22:00 | buy | 19 | 0.20 | 2.10171 | 0.00000 | 0.00000 | ||
| 56 | 2024.03.24 22:00 | modify | 19 | 0.20 | 2.10171 | 2.09771 | 2.10571 | ||
| 57 | 2024.03.24 23:00 | close | 19 | 0.20 | 2.10304 | 2.09771 | 2.10571 | 15.11 | 1039.29 |
| 58 | 2024.03.25 22:00 | buy | 20 | 0.20 | 2.10451 | 0.00000 | 0.00000 | ||
| 59 | 2024.03.25 22:00 | modify | 20 | 0.20 | 2.10451 | 2.10051 | 2.10851 | ||
| 60 | 2024.03.25 23:00 | close | 20 | 0.20 | 2.10559 | 2.10051 | 2.10851 | 12.27 | 1051.56 |
| 61 | 2024.03.26 22:00 | buy | 21 | 0.20 | 2.10303 | 0.00000 | 0.00000 | ||
| 62 | 2024.03.26 22:00 | modify | 21 | 0.20 | 2.10303 | 2.09903 | 2.10703 | ||
| 63 | 2024.03.26 23:00 | close | 21 | 0.20 | 2.10348 | 2.09903 | 2.10703 | 5.11 | 1056.67 |
| 64 | 2024.04.04 22:00 | buy | 22 | 0.20 | 2.09727 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.04 22:00 | modify | 22 | 0.20 | 2.09727 | 2.09327 | 2.10127 | ||
| 66 | 2024.04.04 23:00 | close | 22 | 0.20 | 2.09884 | 2.09327 | 2.10127 | 17.84 | 1074.51 |
| 67 | 2024.04.10 22:00 | buy | 23 | 0.20 | 2.09842 | 0.00000 | 0.00000 | ||
| 68 | 2024.04.10 22:00 | modify | 23 | 0.20 | 2.09842 | 2.09442 | 2.10242 | ||
| 69 | 2024.04.10 23:00 | close | 23 | 0.20 | 2.09697 | 2.09442 | 2.10242 | -16.48 | 1058.03 |
| 70 | 2024.04.24 22:00 | buy | 24 | 0.20 | 2.09967 | 0.00000 | 0.00000 | ||
| 71 | 2024.04.24 22:00 | modify | 24 | 0.20 | 2.09967 | 2.09567 | 2.10367 | ||
| 72 | 2024.04.24 23:00 | close | 24 | 0.20 | 2.09918 | 2.09567 | 2.10367 | -5.57 | 1052.46 |
| 73 | 2024.04.30 22:00 | buy | 25 | 0.20 | 2.12089 | 0.00000 | 0.00000 | ||
| 74 | 2024.04.30 22:00 | modify | 25 | 0.20 | 2.12089 | 2.11689 | 2.12489 | ||
| 75 | 2024.04.30 23:00 | t/p | 25 | 0.20 | 2.12489 | 2.11689 | 2.12489 | 45.45 | 1097.91 |
| 76 | 2024.05.02 22:00 | buy | 26 | 0.20 | 2.10252 | 0.00000 | 0.00000 | ||
| 77 | 2024.05.02 22:00 | modify | 26 | 0.20 | 2.10252 | 2.09852 | 2.10652 | ||
| 78 | 2024.05.02 23:00 | close | 26 | 0.20 | 2.10239 | 2.09852 | 2.10652 | -1.48 | 1096.43 |
| 79 | 2024.05.13 22:00 | buy | 27 | 0.20 | 2.08732 | 0.00000 | 0.00000 | ||
| 80 | 2024.05.13 22:00 | modify | 27 | 0.20 | 2.08732 | 2.08332 | 2.09132 | ||
| 81 | 2024.05.13 23:00 | close | 27 | 0.20 | 2.08598 | 2.08332 | 2.09132 | -15.22 | 1081.21 |
| 82 | 2024.05.22 22:00 | buy | 28 | 0.20 | 2.08651 | 0.00000 | 0.00000 | ||
| 83 | 2024.05.22 22:00 | modify | 28 | 0.20 | 2.08651 | 2.08251 | 2.09051 | ||
| 84 | 2024.05.22 23:00 | close | 28 | 0.20 | 2.08342 | 2.08251 | 2.09051 | -35.11 | 1046.10 |
| 85 | 2024.07.15 22:00 | buy | 29 | 0.20 | 2.13453 | 0.00000 | 0.00000 | ||
| 86 | 2024.07.15 22:00 | modify | 29 | 0.20 | 2.13453 | 2.13053 | 2.13853 | ||
| 87 | 2024.07.15 23:00 | close | 29 | 0.20 | 2.13484 | 2.13053 | 2.13853 | 3.52 | 1049.62 |
| 88 | 2024.07.16 22:00 | buy | 30 | 0.20 | 2.14452 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.16 22:00 | modify | 30 | 0.20 | 2.14452 | 2.14052 | 2.14852 | ||
| 90 | 2024.07.16 23:00 | s/l | 30 | 0.20 | 2.14052 | 2.14052 | 2.14852 | -45.45 | 1004.17 |
| 91 | 2024.09.08 22:00 | buy | 31 | 0.20 | 2.12731 | 0.00000 | 0.00000 | ||
| 92 | 2024.09.08 22:00 | modify | 31 | 0.20 | 2.12731 | 2.12331 | 2.13131 | ||
| 93 | 2024.09.08 23:00 | close | 31 | 0.20 | 2.12746 | 2.12331 | 2.13131 | 1.70 | 1005.87 |
| 94 | 2024.09.29 22:00 | sell | 32 | 0.20 | 2.10852 | 0.00000 | 0.00000 | ||
| 95 | 2024.09.29 22:00 | modify | 32 | 0.20 | 2.10852 | 2.11252 | 2.10452 | ||
| 96 | 2024.09.29 23:00 | close | 32 | 0.20 | 2.10745 | 2.11252 | 2.10452 | 12.16 | 1018.03 |
| 97 | 2024.10.06 22:00 | sell | 33 | 0.20 | 2.12942 | 0.00000 | 0.00000 | ||
| 98 | 2024.10.06 22:00 | modify | 33 | 0.20 | 2.12942 | 2.13342 | 2.12542 | ||
| 99 | 2024.10.06 23:00 | t/p | 33 | 0.20 | 2.12542 | 2.13342 | 2.12542 | 45.46 | 1063.49 |
| 100 | 2024.10.10 22:00 | buy | 34 | 0.20 | 2.14273 | 0.00000 | 0.00000 | ||
| 101 | 2024.10.10 22:00 | modify | 34 | 0.20 | 2.14273 | 2.13873 | 2.14673 | ||
| 102 | 2024.10.10 23:00 | close | 34 | 0.20 | 2.14225 | 2.13873 | 2.14673 | -5.45 | 1058.04 |
| 103 | 2024.10.20 22:00 | buy | 35 | 0.20 | 2.15011 | 0.00000 | 0.00000 | ||
| 104 | 2024.10.20 22:00 | modify | 35 | 0.20 | 2.15011 | 2.14611 | 2.15411 | ||
| 105 | 2024.10.20 23:00 | close | 35 | 0.20 | 2.14824 | 2.14611 | 2.15411 | -21.25 | 1036.79 |
| 106 | 2024.11.03 22:00 | buy | 36 | 0.20 | 2.15984 | 0.00000 | 0.00000 | ||
| 107 | 2024.11.03 22:00 | modify | 36 | 0.20 | 2.15984 | 2.15584 | 2.16384 | ||
| 108 | 2024.11.03 23:00 | t/p | 36 | 0.20 | 2.16384 | 2.15584 | 2.16384 | 45.44 | 1082.23 |
| 109 | 2024.11.14 22:00 | buy | 37 | 0.20 | 2.16311 | 0.00000 | 0.00000 | ||
| 110 | 2024.11.14 22:00 | modify | 37 | 0.20 | 2.16311 | 2.15911 | 2.16711 | ||
| 111 | 2024.11.14 23:00 | close | 37 | 0.20 | 2.16402 | 2.15911 | 2.16711 | 10.34 | 1092.57 |
| 112 | 2024.11.17 22:00 | buy | 38 | 0.20 | 2.15013 | 0.00000 | 0.00000 | ||
| 113 | 2024.11.17 22:00 | modify | 38 | 0.20 | 2.15013 | 2.14613 | 2.15413 | ||
| 114 | 2024.11.17 23:00 | close | 38 | 0.20 | 2.15057 | 2.14613 | 2.15413 | 5.00 | 1097.57 |
| 115 | 2024.12.18 22:00 | sell | 39 | 0.20 | 2.23446 | 0.00000 | 0.00000 | ||
| 116 | 2024.12.18 22:00 | modify | 39 | 0.20 | 2.23446 | 2.23846 | 2.23046 | ||
| 117 | 2024.12.18 23:00 | close | 39 | 0.20 | 2.23505 | 2.23846 | 2.23046 | -6.71 | 1090.86 |