Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
| Period | 15 Minutes (M15) 2024.01.01 22:00 - 2024.12.31 21:45 (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=7; VolumeRequiredPct=90; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=25; StopLoss=35; 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=200; 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 | 25829 | Ticks modelled | 913647 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 60 | ||
| Total net profit | 135.46 | Gross profit | 307.89 | Gross loss | -172.43 |
| Profit factor | 1.79 | Expected payoff | 3.23 | ||
| Absolute drawdown | 25.02 | Maximal drawdown | 57.51 (5.11%) | Relative drawdown | 5.11% (57.51) |
| Total trades | 42 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 32 (65.62%) |
| Profit trades (% of total) | 26 (61.90%) | Loss trades (% of total) | 16 (38.10%) | ||
| Largest | profit trade | 28.42 | loss trade | -27.06 | |
| Average | profit trade | 11.84 | loss trade | -10.78 | |
| Maximum | consecutive wins (profit in money) | 5 (78.76) | consecutive losses (loss in money) | 4 (-36.37) | |
| Maximal | consecutive profit (count of wins) | 78.76 (5) | consecutive loss (count of losses) | -36.37 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.23 22:00 | buy | 1 | 0.20 | 2.07731 | 0.00000 | 0.00000 | ||
| 2 | 2024.01.23 22:00 | modify | 1 | 0.20 | 2.07731 | 2.07381 | 2.07981 | ||
| 3 | 2024.01.23 23:00 | close | 1 | 0.20 | 2.07762 | 2.07381 | 2.07981 | 3.52 | 1003.52 |
| 4 | 2024.02.06 22:00 | buy | 2 | 0.20 | 2.06495 | 0.00000 | 0.00000 | ||
| 5 | 2024.02.06 22:00 | modify | 2 | 0.20 | 2.06495 | 2.06145 | 2.06745 | ||
| 6 | 2024.02.06 23:00 | close | 2 | 0.20 | 2.06479 | 2.06145 | 2.06745 | -1.82 | 1001.70 |
| 7 | 2024.02.21 22:00 | buy | 3 | 0.20 | 2.04382 | 0.00000 | 0.00000 | ||
| 8 | 2024.02.21 22:00 | modify | 3 | 0.20 | 2.04382 | 2.04032 | 2.04632 | ||
| 9 | 2024.02.21 23:00 | close | 3 | 0.20 | 2.04454 | 2.04032 | 2.04632 | 8.18 | 1009.88 |
| 10 | 2024.02.22 22:00 | sell | 4 | 0.20 | 2.04248 | 0.00000 | 0.00000 | ||
| 11 | 2024.02.22 22:00 | modify | 4 | 0.20 | 2.04248 | 2.04598 | 2.03998 | ||
| 12 | 2024.02.22 23:00 | close | 4 | 0.20 | 2.04349 | 2.04598 | 2.03998 | -11.49 | 998.39 |
| 13 | 2024.02.28 22:45 | buy | 5 | 0.20 | 2.07493 | 0.00000 | 0.00000 | ||
| 14 | 2024.02.28 22:45 | modify | 5 | 0.20 | 2.07493 | 2.07143 | 2.07743 | ||
| 15 | 2024.02.28 23:00 | close | 5 | 0.20 | 2.07503 | 2.07143 | 2.07743 | 1.14 | 999.53 |
| 16 | 2024.02.29 22:45 | buy | 6 | 0.20 | 2.07363 | 0.00000 | 0.00000 | ||
| 17 | 2024.02.29 22:45 | modify | 6 | 0.20 | 2.07363 | 2.07013 | 2.07613 | ||
| 18 | 2024.02.29 23:00 | close | 6 | 0.20 | 2.07371 | 2.07013 | 2.07613 | 0.91 | 1000.44 |
| 19 | 2024.03.05 22:00 | buy | 7 | 0.20 | 2.08566 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.05 22:00 | modify | 7 | 0.20 | 2.08566 | 2.08216 | 2.08816 | ||
| 21 | 2024.03.05 23:00 | close | 7 | 0.20 | 2.08659 | 2.08216 | 2.08816 | 10.57 | 1011.01 |
| 22 | 2024.03.06 22:45 | buy | 8 | 0.20 | 2.07686 | 0.00000 | 0.00000 | ||
| 23 | 2024.03.06 22:45 | modify | 8 | 0.20 | 2.07686 | 2.07336 | 2.07936 | ||
| 24 | 2024.03.06 23:00 | close | 8 | 0.20 | 2.07566 | 2.07336 | 2.07936 | -13.63 | 997.38 |
| 25 | 2024.03.12 22:00 | buy | 9 | 0.20 | 2.07972 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.12 22:00 | modify | 9 | 0.20 | 2.07972 | 2.07622 | 2.08222 | ||
| 27 | 2024.03.12 23:00 | close | 9 | 0.20 | 2.08039 | 2.07622 | 2.08222 | 7.61 | 1004.99 |
| 28 | 2024.03.13 22:00 | buy | 10 | 0.20 | 2.07842 | 0.00000 | 0.00000 | ||
| 29 | 2024.03.13 22:00 | modify | 10 | 0.20 | 2.07842 | 2.07492 | 2.08092 | ||
| 30 | 2024.03.13 23:00 | close | 10 | 0.20 | 2.07896 | 2.07492 | 2.08092 | 6.14 | 1011.13 |
| 31 | 2024.03.14 22:00 | sell | 11 | 0.20 | 2.07982 | 0.00000 | 0.00000 | ||
| 32 | 2024.03.14 22:00 | modify | 11 | 0.20 | 2.07982 | 2.08332 | 2.07732 | ||
| 33 | 2024.03.14 23:00 | close | 11 | 0.20 | 2.08220 | 2.08332 | 2.07732 | -27.06 | 984.07 |
| 34 | 2024.03.18 22:00 | buy | 12 | 0.20 | 2.09132 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.18 22:00 | modify | 12 | 0.20 | 2.09132 | 2.08782 | 2.09382 | ||
| 36 | 2024.03.18 23:00 | close | 12 | 0.20 | 2.09162 | 2.08782 | 2.09382 | 3.41 | 987.48 |
| 37 | 2024.03.20 22:00 | sell | 13 | 0.20 | 2.10717 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.20 22:00 | modify | 13 | 0.20 | 2.10717 | 2.11067 | 2.10467 | ||
| 39 | 2024.03.20 22:25 | t/p | 13 | 0.20 | 2.10467 | 2.11067 | 2.10467 | 28.42 | 1015.90 |
| 40 | 2024.03.20 22:30 | sell | 14 | 0.20 | 2.10299 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.20 22:30 | modify | 14 | 0.20 | 2.10299 | 2.10649 | 2.10049 | ||
| 42 | 2024.03.20 22:59 | t/p | 14 | 0.20 | 2.10049 | 2.10649 | 2.10049 | 28.42 | 1044.32 |
| 43 | 2024.03.21 22:00 | buy | 15 | 0.20 | 2.09422 | 0.00000 | 0.00000 | ||
| 44 | 2024.03.21 22:00 | modify | 15 | 0.20 | 2.09422 | 2.09072 | 2.09672 | ||
| 45 | 2024.03.21 23:00 | close | 15 | 0.20 | 2.09375 | 2.09072 | 2.09672 | -5.34 | 1038.98 |
| 46 | 2024.03.24 22:00 | buy | 16 | 0.20 | 2.10171 | 0.00000 | 0.00000 | ||
| 47 | 2024.03.24 22:00 | modify | 16 | 0.20 | 2.10171 | 2.09821 | 2.10421 | ||
| 48 | 2024.03.24 23:00 | close | 16 | 0.20 | 2.10304 | 2.09821 | 2.10421 | 15.12 | 1054.10 |
| 49 | 2024.03.25 22:00 | buy | 17 | 0.20 | 2.10451 | 0.00000 | 0.00000 | ||
| 50 | 2024.03.25 22:00 | modify | 17 | 0.20 | 2.10451 | 2.10101 | 2.10701 | ||
| 51 | 2024.03.25 23:00 | close | 17 | 0.20 | 2.10559 | 2.10101 | 2.10701 | 12.27 | 1066.37 |
| 52 | 2024.03.26 22:00 | buy | 18 | 0.20 | 2.10303 | 0.00000 | 0.00000 | ||
| 53 | 2024.03.26 22:00 | modify | 18 | 0.20 | 2.10303 | 2.09953 | 2.10553 | ||
| 54 | 2024.03.26 23:00 | close | 18 | 0.20 | 2.10348 | 2.09953 | 2.10553 | 5.11 | 1071.48 |
| 55 | 2024.03.27 22:00 | buy | 19 | 0.20 | 2.10429 | 0.00000 | 0.00000 | ||
| 56 | 2024.03.27 22:00 | modify | 19 | 0.20 | 2.10429 | 2.10079 | 2.10679 | ||
| 57 | 2024.03.27 22:02 | t/p | 19 | 0.20 | 2.10679 | 2.10079 | 2.10679 | 28.41 | 1099.89 |
| 58 | 2024.04.04 22:00 | buy | 20 | 0.20 | 2.09727 | 0.00000 | 0.00000 | ||
| 59 | 2024.04.04 22:00 | modify | 20 | 0.20 | 2.09727 | 2.09377 | 2.09977 | ||
| 60 | 2024.04.04 23:00 | close | 20 | 0.20 | 2.09884 | 2.09377 | 2.09977 | 17.85 | 1117.74 |
| 61 | 2024.04.10 22:00 | buy | 21 | 0.20 | 2.09842 | 0.00000 | 0.00000 | ||
| 62 | 2024.04.10 22:00 | modify | 21 | 0.20 | 2.09842 | 2.09492 | 2.10092 | ||
| 63 | 2024.04.10 23:00 | close | 21 | 0.20 | 2.09697 | 2.09492 | 2.10092 | -16.48 | 1101.26 |
| 64 | 2024.04.18 22:00 | buy | 22 | 0.20 | 2.10712 | 0.00000 | 0.00000 | ||
| 65 | 2024.04.18 22:00 | modify | 22 | 0.20 | 2.10712 | 2.10362 | 2.10962 | ||
| 66 | 2024.04.18 23:00 | close | 22 | 0.20 | 2.10682 | 2.10362 | 2.10962 | -3.41 | 1097.85 |
| 67 | 2024.05.01 22:45 | sell | 23 | 0.20 | 2.11316 | 0.00000 | 0.00000 | ||
| 68 | 2024.05.01 22:45 | modify | 23 | 0.20 | 2.11316 | 2.11666 | 2.11066 | ||
| 69 | 2024.05.01 23:00 | close | 23 | 0.20 | 2.11448 | 2.11666 | 2.11066 | -15.00 | 1082.85 |
| 70 | 2024.05.02 22:00 | buy | 24 | 0.20 | 2.10252 | 0.00000 | 0.00000 | ||
| 71 | 2024.05.02 22:00 | modify | 24 | 0.20 | 2.10252 | 2.09902 | 2.10502 | ||
| 72 | 2024.05.02 23:00 | close | 24 | 0.20 | 2.10239 | 2.09902 | 2.10502 | -1.48 | 1081.37 |
| 73 | 2024.05.06 22:00 | buy | 25 | 0.20 | 2.09032 | 0.00000 | 0.00000 | ||
| 74 | 2024.05.06 22:00 | modify | 25 | 0.20 | 2.09032 | 2.08682 | 2.09282 | ||
| 75 | 2024.05.06 23:00 | close | 25 | 0.20 | 2.09104 | 2.08682 | 2.09282 | 8.19 | 1089.56 |
| 76 | 2024.05.13 22:00 | sell | 26 | 0.20 | 2.08672 | 0.00000 | 0.00000 | ||
| 77 | 2024.05.13 22:00 | modify | 26 | 0.20 | 2.08672 | 2.09022 | 2.08422 | ||
| 78 | 2024.05.13 23:00 | close | 26 | 0.20 | 2.08658 | 2.09022 | 2.08422 | 1.59 | 1091.15 |
| 79 | 2024.05.30 22:00 | buy | 27 | 0.20 | 2.08212 | 0.00000 | 0.00000 | ||
| 80 | 2024.05.30 22:00 | modify | 27 | 0.20 | 2.08212 | 2.07862 | 2.08462 | ||
| 81 | 2024.05.30 23:00 | close | 27 | 0.20 | 2.08117 | 2.07862 | 2.08462 | -10.80 | 1080.35 |
| 82 | 2024.06.03 22:00 | buy | 28 | 0.20 | 2.06811 | 0.00000 | 0.00000 | ||
| 83 | 2024.06.03 22:00 | modify | 28 | 0.20 | 2.06811 | 2.06461 | 2.07061 | ||
| 84 | 2024.06.03 23:00 | close | 28 | 0.20 | 2.06926 | 2.06461 | 2.07061 | 13.07 | 1093.42 |
| 85 | 2024.06.04 22:00 | sell | 29 | 0.20 | 2.06672 | 0.00000 | 0.00000 | ||
| 86 | 2024.06.04 22:00 | modify | 29 | 0.20 | 2.06672 | 2.07022 | 2.06422 | ||
| 87 | 2024.06.04 23:00 | close | 29 | 0.20 | 2.06795 | 2.07022 | 2.06422 | -13.98 | 1079.44 |
| 88 | 2024.07.15 22:00 | buy | 30 | 0.20 | 2.13453 | 0.00000 | 0.00000 | ||
| 89 | 2024.07.15 22:00 | modify | 30 | 0.20 | 2.13453 | 2.13103 | 2.13703 | ||
| 90 | 2024.07.15 23:00 | close | 30 | 0.20 | 2.13484 | 2.13103 | 2.13703 | 3.52 | 1082.96 |
| 91 | 2024.07.16 22:00 | buy | 31 | 0.20 | 2.14452 | 0.00000 | 0.00000 | ||
| 92 | 2024.07.16 22:00 | modify | 31 | 0.20 | 2.14452 | 2.14102 | 2.14702 | ||
| 93 | 2024.07.16 22:45 | t/p | 31 | 0.20 | 2.14702 | 2.14102 | 2.14702 | 28.41 | 1111.37 |
| 94 | 2024.07.18 22:00 | buy | 32 | 0.20 | 2.14063 | 0.00000 | 0.00000 | ||
| 95 | 2024.07.18 22:00 | modify | 32 | 0.20 | 2.14063 | 2.13713 | 2.14313 | ||
| 96 | 2024.07.18 23:00 | close | 32 | 0.20 | 2.14142 | 2.13713 | 2.14313 | 8.98 | 1120.35 |
| 97 | 2024.07.29 22:00 | buy | 33 | 0.20 | 2.18850 | 0.00000 | 0.00000 | ||
| 98 | 2024.07.29 22:00 | modify | 33 | 0.20 | 2.18850 | 2.18500 | 2.19100 | ||
| 99 | 2024.07.29 23:00 | close | 33 | 0.20 | 2.18718 | 2.18500 | 2.19100 | -15.00 | 1105.35 |
| 100 | 2024.07.31 22:00 | buy | 34 | 0.20 | 2.16005 | 0.00000 | 0.00000 | ||
| 101 | 2024.07.31 22:00 | modify | 34 | 0.20 | 2.16005 | 2.15655 | 2.16255 | ||
| 102 | 2024.07.31 23:00 | close | 34 | 0.20 | 2.15937 | 2.15655 | 2.16255 | -7.73 | 1097.62 |
| 103 | 2024.08.05 22:45 | sell | 35 | 0.20 | 2.15057 | 0.00000 | 0.00000 | ||
| 104 | 2024.08.05 22:45 | modify | 35 | 0.20 | 2.15057 | 2.15407 | 2.14807 | ||
| 105 | 2024.08.05 23:00 | close | 35 | 0.20 | 2.15038 | 2.15407 | 2.14807 | 2.16 | 1099.78 |
| 106 | 2024.09.08 22:00 | buy | 36 | 0.20 | 2.12731 | 0.00000 | 0.00000 | ||
| 107 | 2024.09.08 22:00 | modify | 36 | 0.20 | 2.12731 | 2.12381 | 2.12981 | ||
| 108 | 2024.09.08 23:00 | close | 36 | 0.20 | 2.12746 | 2.12381 | 2.12981 | 1.71 | 1101.49 |
| 109 | 2024.10.15 22:00 | sell | 37 | 0.20 | 2.15492 | 0.00000 | 0.00000 | ||
| 110 | 2024.10.15 22:00 | modify | 37 | 0.20 | 2.15492 | 2.15842 | 2.15242 | ||
| 111 | 2024.10.15 22:18 | t/p | 37 | 0.20 | 2.15242 | 2.15842 | 2.15242 | 28.41 | 1129.90 |
| 112 | 2024.10.27 22:00 | buy | 38 | 0.20 | 2.16865 | 0.00000 | 0.00000 | ||
| 113 | 2024.10.27 22:00 | modify | 38 | 0.20 | 2.16865 | 2.16515 | 2.17115 | ||
| 114 | 2024.10.27 23:00 | close | 38 | 0.20 | 2.16794 | 2.16515 | 2.17115 | -8.07 | 1121.83 |
| 115 | 2024.11.03 22:00 | buy | 39 | 0.20 | 2.15984 | 0.00000 | 0.00000 | ||
| 116 | 2024.11.03 22:00 | modify | 39 | 0.20 | 2.15984 | 2.15634 | 2.16234 | ||
| 117 | 2024.11.03 22:18 | t/p | 39 | 0.20 | 2.16234 | 2.15634 | 2.16234 | 28.41 | 1150.24 |
| 118 | 2024.11.26 22:45 | buy | 40 | 0.20 | 2.15419 | 0.00000 | 0.00000 | ||
| 119 | 2024.11.26 22:45 | modify | 40 | 0.20 | 2.15419 | 2.15069 | 2.15669 | ||
| 120 | 2024.11.26 23:00 | close | 40 | 0.20 | 2.15292 | 2.15069 | 2.15669 | -14.43 | 1135.81 |
| 121 | 2024.12.12 22:45 | buy | 41 | 0.20 | 2.19728 | 0.00000 | 0.00000 | ||
| 122 | 2024.12.12 22:45 | modify | 41 | 0.20 | 2.19728 | 2.19378 | 2.19978 | ||
| 123 | 2024.12.12 23:00 | close | 41 | 0.20 | 2.19784 | 2.19378 | 2.19978 | 6.36 | 1142.17 |
| 124 | 2024.12.18 22:00 | sell | 42 | 0.20 | 2.23446 | 0.00000 | 0.00000 | ||
| 125 | 2024.12.18 22:00 | modify | 42 | 0.20 | 2.23446 | 2.23796 | 2.23196 | ||
| 126 | 2024.12.18 23:00 | close | 42 | 0.20 | 2.23505 | 2.23796 | 2.23196 | -6.71 | 1135.46 |