Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 15 Minutes (M15) 2024.05.01 00:00 - 2025.04.30 23:45 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=80; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=40; 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=100; 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 | 25840 | Ticks modelled | 913867 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 13.70 | Gross profit | 253.74 | Gross loss | -240.04 |
| Profit factor | 1.06 | Expected payoff | 0.42 | ||
| Absolute drawdown | 51.14 | Maximal drawdown | 142.91 (12.59%) | Relative drawdown | 12.59% (142.91) |
| Total trades | 33 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 22 (36.36%) |
| Profit trades (% of total) | 9 (27.27%) | Loss trades (% of total) | 24 (72.73%) | ||
| Largest | profit trade | 51.26 | loss trade | -12.83 | |
| Average | profit trade | 28.19 | loss trade | -10.00 | |
| Maximum | consecutive wins (profit in money) | 2 (102.51) | consecutive losses (loss in money) | 11 (-128.65) | |
| Maximal | consecutive profit (count of wins) | 102.51 (2) | consecutive loss (count of losses) | -128.65 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.01 22:00 | buy | 1 | 0.20 | 1.64010 | 0.00000 | 0.00000 | ||
| 2 | 2024.05.01 22:00 | modify | 1 | 0.20 | 1.64010 | 1.63910 | 1.64410 | ||
| 3 | 2024.05.01 23:00 | close | 1 | 0.20 | 1.64161 | 1.63910 | 1.64410 | 19.35 | 1019.35 |
| 4 | 2024.05.23 22:30 | buy | 2 | 0.20 | 1.63713 | 0.00000 | 0.00000 | ||
| 5 | 2024.05.23 22:30 | modify | 2 | 0.20 | 1.63713 | 1.63613 | 1.64113 | ||
| 6 | 2024.05.23 23:00 | close | 2 | 0.20 | 1.63693 | 1.63613 | 1.64113 | -2.56 | 1016.79 |
| 7 | 2024.06.30 22:45 | buy | 3 | 0.20 | 1.60816 | 0.00000 | 0.00000 | ||
| 8 | 2024.06.30 22:45 | modify | 3 | 0.20 | 1.60816 | 1.60716 | 1.61216 | ||
| 9 | 2024.06.30 23:00 | close | 3 | 0.20 | 1.60798 | 1.60716 | 1.61216 | -2.30 | 1014.49 |
| 10 | 2024.07.07 22:15 | sell | 4 | 0.20 | 1.60452 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.07 22:15 | modify | 4 | 0.20 | 1.60452 | 1.60552 | 1.60052 | ||
| 12 | 2024.07.07 22:35 | s/l | 4 | 0.20 | 1.60552 | 1.60552 | 1.60052 | -12.83 | 1001.66 |
| 13 | 2024.07.14 22:00 | buy | 5 | 0.20 | 1.60793 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.14 22:00 | modify | 5 | 0.20 | 1.60793 | 1.60693 | 1.61193 | ||
| 15 | 2024.07.14 23:00 | close | 5 | 0.20 | 1.60862 | 1.60693 | 1.61193 | 8.84 | 1010.50 |
| 16 | 2024.07.30 22:30 | buy | 6 | 0.20 | 1.65421 | 0.00000 | 0.00000 | ||
| 17 | 2024.07.30 22:30 | modify | 6 | 0.20 | 1.65421 | 1.65321 | 1.65821 | ||
| 18 | 2024.07.30 22:53 | s/l | 6 | 0.20 | 1.65321 | 1.65321 | 1.65821 | -12.82 | 997.68 |
| 19 | 2024.08.01 22:30 | sell | 7 | 0.20 | 1.66132 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.01 22:30 | modify | 7 | 0.20 | 1.66132 | 1.66232 | 1.65732 | ||
| 21 | 2024.08.01 23:00 | close | 7 | 0.20 | 1.66179 | 1.66232 | 1.65732 | -6.03 | 991.65 |
| 22 | 2024.08.04 22:00 | buy | 8 | 0.20 | 1.67589 | 0.00000 | 0.00000 | ||
| 23 | 2024.08.04 22:00 | modify | 8 | 0.20 | 1.67589 | 1.67489 | 1.67989 | ||
| 24 | 2024.08.04 23:00 | close | 8 | 0.20 | 1.67522 | 1.67489 | 1.67989 | -8.58 | 983.07 |
| 25 | 2024.08.05 22:30 | buy | 9 | 0.20 | 1.68536 | 0.00000 | 0.00000 | ||
| 26 | 2024.08.05 22:30 | modify | 9 | 0.20 | 1.68536 | 1.68436 | 1.68936 | ||
| 27 | 2024.08.05 22:39 | s/l | 9 | 0.20 | 1.68436 | 1.68436 | 1.68936 | -12.81 | 970.26 |
| 28 | 2024.08.06 22:30 | buy | 10 | 0.20 | 1.67635 | 0.00000 | 0.00000 | ||
| 29 | 2024.08.06 22:30 | modify | 10 | 0.20 | 1.67635 | 1.67535 | 1.68035 | ||
| 30 | 2024.08.06 22:47 | s/l | 10 | 0.20 | 1.67535 | 1.67535 | 1.68035 | -12.82 | 957.44 |
| 31 | 2024.08.25 22:15 | buy | 11 | 0.20 | 1.64736 | 0.00000 | 0.00000 | ||
| 32 | 2024.08.25 22:15 | modify | 11 | 0.20 | 1.64736 | 1.64636 | 1.65136 | ||
| 33 | 2024.08.25 23:00 | close | 11 | 0.20 | 1.64873 | 1.64636 | 1.65136 | 17.56 | 975.00 |
| 34 | 2024.10.27 22:45 | buy | 12 | 0.20 | 1.63421 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.27 22:45 | modify | 12 | 0.20 | 1.63421 | 1.63321 | 1.63821 | ||
| 36 | 2024.10.27 23:00 | close | 12 | 0.20 | 1.63413 | 1.63321 | 1.63821 | -1.03 | 973.97 |
| 37 | 2024.11.03 22:00 | buy | 13 | 0.20 | 1.64422 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.03 22:00 | modify | 13 | 0.20 | 1.64422 | 1.64322 | 1.64822 | ||
| 39 | 2024.11.03 22:31 | t/p | 13 | 0.20 | 1.64822 | 1.64322 | 1.64822 | 51.25 | 1025.22 |
| 40 | 2025.01.13 22:00 | buy | 14 | 0.20 | 1.65597 | 0.00000 | 0.00000 | ||
| 41 | 2025.01.13 22:00 | modify | 14 | 0.20 | 1.65597 | 1.65497 | 1.65997 | ||
| 42 | 2025.01.13 22:13 | t/p | 14 | 0.20 | 1.65997 | 1.65497 | 1.65997 | 51.26 | 1076.48 |
| 43 | 2025.02.02 22:00 | buy | 15 | 0.20 | 1.66428 | 0.00000 | 0.00000 | ||
| 44 | 2025.02.02 22:00 | modify | 15 | 0.20 | 1.66428 | 1.66328 | 1.66828 | ||
| 45 | 2025.02.02 22:05 | s/l | 15 | 0.20 | 1.66328 | 1.66328 | 1.66828 | -12.81 | 1063.67 |
| 46 | 2025.02.03 22:00 | buy | 16 | 0.20 | 1.65850 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.03 22:00 | modify | 16 | 0.20 | 1.65850 | 1.65750 | 1.66250 | ||
| 48 | 2025.02.03 22:38 | t/p | 16 | 0.20 | 1.66250 | 1.65750 | 1.66250 | 51.26 | 1114.93 |
| 49 | 2025.02.09 22:00 | buy | 17 | 0.20 | 1.64871 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.09 22:00 | modify | 17 | 0.20 | 1.64871 | 1.64771 | 1.65271 | ||
| 51 | 2025.02.09 22:00 | s/l | 17 | 0.20 | 1.64771 | 1.64771 | 1.65271 | -12.81 | 1102.12 |
| 52 | 2025.03.03 22:00 | buy | 18 | 0.20 | 1.68380 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.03 22:00 | modify | 18 | 0.20 | 1.68380 | 1.68280 | 1.68780 | ||
| 54 | 2025.03.03 23:00 | close | 18 | 0.20 | 1.68565 | 1.68280 | 1.68780 | 23.71 | 1125.83 |
| 55 | 2025.03.04 22:00 | buy | 19 | 0.20 | 1.69368 | 0.00000 | 0.00000 | ||
| 56 | 2025.03.04 22:00 | modify | 19 | 0.20 | 1.69368 | 1.69268 | 1.69768 | ||
| 57 | 2025.03.04 23:00 | close | 19 | 0.20 | 1.69359 | 1.69268 | 1.69768 | -1.16 | 1124.67 |
| 58 | 2025.03.26 22:15 | sell | 20 | 0.20 | 1.70679 | 0.00000 | 0.00000 | ||
| 59 | 2025.03.26 22:15 | modify | 20 | 0.20 | 1.70679 | 1.70779 | 1.70279 | ||
| 60 | 2025.03.26 22:17 | s/l | 20 | 0.20 | 1.70779 | 1.70779 | 1.70279 | -12.83 | 1111.84 |
| 61 | 2025.03.26 22:45 | buy | 21 | 0.20 | 1.70776 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.26 22:45 | modify | 21 | 0.20 | 1.70776 | 1.70676 | 1.71176 | ||
| 63 | 2025.03.26 23:00 | close | 21 | 0.20 | 1.70898 | 1.70676 | 1.71176 | 15.63 | 1127.47 |
| 64 | 2025.03.30 22:15 | sell | 22 | 0.20 | 1.72209 | 0.00000 | 0.00000 | ||
| 65 | 2025.03.30 22:15 | modify | 22 | 0.20 | 1.72209 | 1.72309 | 1.71809 | ||
| 66 | 2025.03.30 22:31 | s/l | 22 | 0.20 | 1.72309 | 1.72309 | 1.71809 | -12.83 | 1114.64 |
| 67 | 2025.04.02 22:15 | sell | 23 | 0.20 | 1.73290 | 0.00000 | 0.00000 | ||
| 68 | 2025.04.02 22:15 | modify | 23 | 0.20 | 1.73290 | 1.73390 | 1.72890 | ||
| 69 | 2025.04.02 22:20 | s/l | 23 | 0.20 | 1.73390 | 1.73390 | 1.72890 | -12.83 | 1101.81 |
| 70 | 2025.04.02 22:45 | buy | 24 | 0.20 | 1.73379 | 0.00000 | 0.00000 | ||
| 71 | 2025.04.02 22:45 | modify | 24 | 0.20 | 1.73379 | 1.73279 | 1.73779 | ||
| 72 | 2025.04.02 22:47 | s/l | 24 | 0.20 | 1.73279 | 1.73279 | 1.73779 | -12.82 | 1088.99 |
| 73 | 2025.04.03 22:30 | sell | 25 | 0.20 | 1.74749 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.03 22:30 | modify | 25 | 0.20 | 1.74749 | 1.74849 | 1.74349 | ||
| 75 | 2025.04.03 22:32 | s/l | 25 | 0.20 | 1.74849 | 1.74849 | 1.74349 | -12.83 | 1076.16 |
| 76 | 2025.04.06 22:15 | sell | 26 | 0.20 | 1.82921 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.06 22:15 | modify | 26 | 0.20 | 1.82921 | 1.83021 | 1.82521 | ||
| 78 | 2025.04.06 22:17 | s/l | 26 | 0.20 | 1.83021 | 1.83021 | 1.82521 | -12.83 | 1063.33 |
| 79 | 2025.04.06 22:30 | buy | 27 | 0.20 | 1.83153 | 0.00000 | 0.00000 | ||
| 80 | 2025.04.06 22:30 | modify | 27 | 0.20 | 1.83153 | 1.83053 | 1.83553 | ||
| 81 | 2025.04.06 22:30 | s/l | 27 | 0.20 | 1.83053 | 1.83053 | 1.83553 | -12.82 | 1050.51 |
| 82 | 2025.04.07 22:30 | buy | 28 | 0.20 | 1.82143 | 0.00000 | 0.00000 | ||
| 83 | 2025.04.07 22:30 | modify | 28 | 0.20 | 1.82143 | 1.82043 | 1.82543 | ||
| 84 | 2025.04.07 23:00 | close | 28 | 0.20 | 1.82140 | 1.82043 | 1.82543 | -0.38 | 1050.13 |
| 85 | 2025.04.08 22:30 | buy | 29 | 0.20 | 1.84152 | 0.00000 | 0.00000 | ||
| 86 | 2025.04.08 22:30 | modify | 29 | 0.20 | 1.84152 | 1.84052 | 1.84552 | ||
| 87 | 2025.04.08 22:30 | s/l | 29 | 0.20 | 1.84052 | 1.84052 | 1.84552 | -12.82 | 1037.31 |
| 88 | 2025.04.09 22:45 | sell | 30 | 0.20 | 1.77947 | 0.00000 | 0.00000 | ||
| 89 | 2025.04.09 22:45 | modify | 30 | 0.20 | 1.77947 | 1.78047 | 1.77547 | ||
| 90 | 2025.04.09 22:46 | s/l | 30 | 0.20 | 1.78047 | 1.78047 | 1.77547 | -12.83 | 1024.48 |
| 91 | 2025.04.10 22:30 | sell | 31 | 0.20 | 1.80025 | 0.00000 | 0.00000 | ||
| 92 | 2025.04.10 22:30 | modify | 31 | 0.20 | 1.80025 | 1.80125 | 1.79625 | ||
| 93 | 2025.04.10 22:32 | s/l | 31 | 0.20 | 1.80125 | 1.80125 | 1.79625 | -12.83 | 1011.65 |
| 94 | 2025.04.13 22:45 | sell | 32 | 0.20 | 1.80348 | 0.00000 | 0.00000 | ||
| 95 | 2025.04.13 22:45 | modify | 32 | 0.20 | 1.80348 | 1.80448 | 1.79948 | ||
| 96 | 2025.04.13 22:58 | s/l | 32 | 0.20 | 1.80448 | 1.80448 | 1.79948 | -12.83 | 998.82 |
| 97 | 2025.04.22 22:15 | sell | 33 | 0.20 | 1.78387 | 0.00000 | 0.00000 | ||
| 98 | 2025.04.22 22:15 | modify | 33 | 0.20 | 1.78387 | 1.78487 | 1.77987 | ||
| 99 | 2025.04.22 23:00 | close | 33 | 0.20 | 1.78271 | 1.78487 | 1.77987 | 14.88 | 1013.70 |