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 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6518 | Ticks modelled | 28725606 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 60 | ||
| Total net profit | 158.37 | Gross profit | 272.58 | Gross loss | -114.21 |
| Profit factor | 2.39 | Expected payoff | 6.89 | ||
| Absolute drawdown | 16.26 | Maximal drawdown | 71.15 (6.29%) | Relative drawdown | 6.29% (71.15) |
| Total trades | 23 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 19 (57.89%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 45.47 | loss trade | -35.12 | |
| Average | profit trade | 19.47 | loss trade | -12.69 | |
| Maximum | consecutive wins (profit in money) | 5 (108.33) | consecutive losses (loss in money) | 3 (-51.83) | |
| Maximal | consecutive profit (count of wins) | 108.33 (5) | consecutive loss (count of losses) | -51.83 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.20 22:00 | sell | 1 | 0.20 | 2.04694 | 0.00000 | 0.00000 | ||
| 2 | 2024.02.20 22:00 | modify | 1 | 0.20 | 2.04694 | 2.05094 | 2.04294 | ||
| 3 | 2024.02.20 23:00 | close | 1 | 0.20 | 2.04767 | 2.05094 | 2.04294 | -8.30 | 991.70 |
| 4 | 2024.03.13 22:00 | buy | 2 | 0.20 | 2.07842 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.13 22:00 | modify | 2 | 0.20 | 2.07842 | 2.07442 | 2.08242 | ||
| 6 | 2024.03.13 23:00 | close | 2 | 0.20 | 2.07896 | 2.07442 | 2.08242 | 6.13 | 997.83 |
| 7 | 2024.03.14 22:00 | buy | 3 | 0.20 | 2.08042 | 0.00000 | 0.00000 | ||
| 8 | 2024.03.14 22:00 | modify | 3 | 0.20 | 2.08042 | 2.07642 | 2.08442 | ||
| 9 | 2024.03.14 23:00 | close | 3 | 0.20 | 2.08160 | 2.07642 | 2.08442 | 13.41 | 1011.24 |
| 10 | 2024.03.18 22:00 | buy | 4 | 0.20 | 2.09132 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.18 22:00 | modify | 4 | 0.20 | 2.09132 | 2.08732 | 2.09532 | ||
| 12 | 2024.03.18 23:00 | close | 4 | 0.20 | 2.09162 | 2.08732 | 2.09532 | 3.41 | 1014.65 |
| 13 | 2024.03.20 22:00 | sell | 5 | 0.20 | 2.10717 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.20 22:00 | modify | 5 | 0.20 | 2.10717 | 2.11117 | 2.10317 | ||
| 15 | 2024.03.20 22:30 | t/p | 5 | 0.20 | 2.10317 | 2.11117 | 2.10317 | 45.47 | 1060.12 |
| 16 | 2024.03.21 22:00 | buy | 6 | 0.20 | 2.09422 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.21 22:00 | modify | 6 | 0.20 | 2.09422 | 2.09022 | 2.09822 | ||
| 18 | 2024.03.21 23:00 | close | 6 | 0.20 | 2.09375 | 2.09022 | 2.09822 | -5.34 | 1054.78 |
| 19 | 2024.03.24 22:00 | buy | 7 | 0.20 | 2.10171 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.24 22:00 | modify | 7 | 0.20 | 2.10171 | 2.09771 | 2.10571 | ||
| 21 | 2024.03.24 23:00 | close | 7 | 0.20 | 2.10304 | 2.09771 | 2.10571 | 15.12 | 1069.90 |
| 22 | 2024.03.25 22:00 | buy | 8 | 0.20 | 2.10451 | 0.00000 | 0.00000 | ||
| 23 | 2024.03.25 22:00 | modify | 8 | 0.20 | 2.10451 | 2.10051 | 2.10851 | ||
| 24 | 2024.03.25 23:00 | close | 8 | 0.20 | 2.10559 | 2.10051 | 2.10851 | 12.28 | 1082.18 |
| 25 | 2024.03.26 22:00 | buy | 9 | 0.20 | 2.10303 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.26 22:00 | modify | 9 | 0.20 | 2.10303 | 2.09903 | 2.10703 | ||
| 27 | 2024.03.26 23:00 | close | 9 | 0.20 | 2.10348 | 2.09903 | 2.10703 | 5.12 | 1087.30 |
| 28 | 2024.04.04 22:00 | buy | 10 | 0.20 | 2.09727 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.04 22:00 | modify | 10 | 0.20 | 2.09727 | 2.09327 | 2.10127 | ||
| 30 | 2024.04.04 23:00 | close | 10 | 0.20 | 2.09884 | 2.09327 | 2.10127 | 17.85 | 1105.15 |
| 31 | 2024.04.10 22:00 | buy | 11 | 0.20 | 2.09842 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 22:00 | modify | 11 | 0.20 | 2.09842 | 2.09442 | 2.10242 | ||
| 33 | 2024.04.10 23:00 | close | 11 | 0.20 | 2.09697 | 2.09442 | 2.10242 | -16.47 | 1088.68 |
| 34 | 2024.04.24 22:00 | buy | 12 | 0.20 | 2.09967 | 0.00000 | 0.00000 | ||
| 35 | 2024.04.24 22:00 | modify | 12 | 0.20 | 2.09967 | 2.09567 | 2.10367 | ||
| 36 | 2024.04.24 23:00 | close | 12 | 0.20 | 2.09918 | 2.09567 | 2.10367 | -5.57 | 1083.11 |
| 37 | 2024.04.30 22:00 | buy | 13 | 0.20 | 2.12089 | 0.00000 | 0.00000 | ||
| 38 | 2024.04.30 22:00 | modify | 13 | 0.20 | 2.12089 | 2.11689 | 2.12489 | ||
| 39 | 2024.04.30 22:45 | t/p | 13 | 0.20 | 2.12489 | 2.11689 | 2.12489 | 45.46 | 1128.57 |
| 40 | 2024.05.02 22:00 | buy | 14 | 0.20 | 2.10252 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.02 22:00 | modify | 14 | 0.20 | 2.10252 | 2.09852 | 2.10652 | ||
| 42 | 2024.05.02 23:00 | close | 14 | 0.20 | 2.10239 | 2.09852 | 2.10652 | -1.48 | 1127.09 |
| 43 | 2024.05.13 22:00 | buy | 15 | 0.20 | 2.08732 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.13 22:00 | modify | 15 | 0.20 | 2.08732 | 2.08332 | 2.09132 | ||
| 45 | 2024.05.13 23:00 | close | 15 | 0.20 | 2.08598 | 2.08332 | 2.09132 | -15.23 | 1111.86 |
| 46 | 2024.05.22 22:00 | buy | 16 | 0.20 | 2.08651 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.22 22:00 | modify | 16 | 0.20 | 2.08651 | 2.08251 | 2.09051 | ||
| 48 | 2024.05.22 23:00 | close | 16 | 0.20 | 2.08342 | 2.08251 | 2.09051 | -35.12 | 1076.74 |
| 49 | 2024.07.15 22:00 | buy | 17 | 0.20 | 2.13453 | 0.00000 | 0.00000 | ||
| 50 | 2024.07.15 22:00 | modify | 17 | 0.20 | 2.13453 | 2.13053 | 2.13853 | ||
| 51 | 2024.07.15 23:00 | close | 17 | 0.20 | 2.13484 | 2.13053 | 2.13853 | 3.53 | 1080.27 |
| 52 | 2024.07.16 22:00 | buy | 18 | 0.20 | 2.14452 | 0.00000 | 0.00000 | ||
| 53 | 2024.07.16 22:00 | modify | 18 | 0.20 | 2.14452 | 2.14052 | 2.14852 | ||
| 54 | 2024.07.16 22:45 | t/p | 18 | 0.20 | 2.14852 | 2.14052 | 2.14852 | 45.47 | 1125.74 |
| 55 | 2024.09.08 22:00 | buy | 19 | 0.20 | 2.12731 | 0.00000 | 0.00000 | ||
| 56 | 2024.09.08 22:00 | modify | 19 | 0.20 | 2.12731 | 2.12331 | 2.13131 | ||
| 57 | 2024.09.08 23:00 | close | 19 | 0.20 | 2.12746 | 2.12331 | 2.13131 | 1.70 | 1127.44 |
| 58 | 2024.09.29 22:00 | sell | 20 | 0.20 | 2.10852 | 0.00000 | 0.00000 | ||
| 59 | 2024.09.29 22:00 | modify | 20 | 0.20 | 2.10852 | 2.11252 | 2.10452 | ||
| 60 | 2024.09.29 23:00 | close | 20 | 0.20 | 2.10745 | 2.11252 | 2.10452 | 12.16 | 1139.60 |
| 61 | 2024.10.06 22:00 | sell | 21 | 0.20 | 2.12942 | 0.00000 | 0.00000 | ||
| 62 | 2024.10.06 22:00 | modify | 21 | 0.20 | 2.12942 | 2.13342 | 2.12542 | ||
| 63 | 2024.10.06 22:19 | t/p | 21 | 0.20 | 2.12542 | 2.13342 | 2.12542 | 45.47 | 1185.07 |
| 64 | 2024.10.10 22:00 | buy | 22 | 0.20 | 2.14273 | 0.00000 | 0.00000 | ||
| 65 | 2024.10.10 22:00 | modify | 22 | 0.20 | 2.14273 | 2.13873 | 2.14673 | ||
| 66 | 2024.10.10 23:00 | close | 22 | 0.20 | 2.14225 | 2.13873 | 2.14673 | -5.45 | 1179.62 |
| 67 | 2024.10.20 22:00 | buy | 23 | 0.20 | 2.15011 | 0.00000 | 0.00000 | ||
| 68 | 2024.10.20 22:00 | modify | 23 | 0.20 | 2.15011 | 2.14611 | 2.15411 | ||
| 69 | 2024.10.20 23:00 | close | 23 | 0.20 | 2.14824 | 2.14611 | 2.15411 | -21.25 | 1158.37 |