Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01) | ||||
| 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=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=20; StopLoss=50; 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=400; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; 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 | 7214 | Ticks modelled | 157722 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 70.74 | Gross profit | 144.59 | Gross loss | -73.85 |
| Profit factor | 1.96 | Expected payoff | 3.93 | ||
| Absolute drawdown | 36.56 | Maximal drawdown | 56.00 (5.49%) | Relative drawdown | 5.49% (56.00) |
| Total trades | 18 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
| Largest | profit trade | 29.24 | loss trade | -19.15 | |
| Average | profit trade | 14.46 | loss trade | -9.23 | |
| Maximum | consecutive wins (profit in money) | 3 (87.72) | consecutive losses (loss in money) | 3 (-24.28) | |
| Maximal | consecutive profit (count of wins) | 87.72 (3) | consecutive loss (count of losses) | -24.28 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.18 22:00 | buy | 1 | 0.20 | 1.77398 | 0.00000 | 0.00000 | ||
| 2 | 2024.07.18 22:00 | modify | 1 | 0.20 | 1.77398 | 1.76898 | 1.77598 | ||
| 3 | 2024.07.18 23:00 | close | 1 | 0.20 | 1.77400 | 1.76898 | 1.77598 | 0.30 | 1000.30 |
| 4 | 2024.07.22 22:00 | buy | 2 | 0.20 | 1.77880 | 0.00000 | 0.00000 | ||
| 5 | 2024.07.22 22:00 | modify | 2 | 0.20 | 1.77880 | 1.77380 | 1.78080 | ||
| 6 | 2024.07.22 23:00 | close | 2 | 0.20 | 1.77921 | 1.77380 | 1.78080 | 5.99 | 1006.29 |
| 7 | 2024.07.24 22:00 | buy | 3 | 0.20 | 1.78194 | 0.00000 | 0.00000 | ||
| 8 | 2024.07.24 22:00 | modify | 3 | 0.20 | 1.78194 | 1.77694 | 1.78394 | ||
| 9 | 2024.07.24 23:00 | close | 3 | 0.20 | 1.78162 | 1.77694 | 1.78394 | -4.68 | 1001.61 |
| 10 | 2024.07.29 22:00 | buy | 4 | 0.20 | 1.78157 | 0.00000 | 0.00000 | ||
| 11 | 2024.07.29 22:00 | modify | 4 | 0.20 | 1.78157 | 1.77657 | 1.78357 | ||
| 12 | 2024.07.29 23:00 | close | 4 | 0.20 | 1.78165 | 1.77657 | 1.78357 | 1.17 | 1002.78 |
| 13 | 2024.07.30 22:00 | buy | 5 | 0.20 | 1.77721 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.30 22:00 | modify | 5 | 0.20 | 1.77721 | 1.77221 | 1.77921 | ||
| 15 | 2024.07.30 23:00 | close | 5 | 0.20 | 1.77749 | 1.77221 | 1.77921 | 4.10 | 1006.88 |
| 16 | 2024.07.31 22:00 | buy | 6 | 0.20 | 1.77464 | 0.00000 | 0.00000 | ||
| 17 | 2024.07.31 22:00 | modify | 6 | 0.20 | 1.77464 | 1.76964 | 1.77664 | ||
| 18 | 2024.07.31 23:00 | close | 6 | 0.20 | 1.77440 | 1.76964 | 1.77664 | -3.51 | 1003.37 |
| 19 | 2024.08.01 22:00 | buy | 7 | 0.20 | 1.76699 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.01 22:00 | modify | 7 | 0.20 | 1.76699 | 1.76199 | 1.76899 | ||
| 21 | 2024.08.01 23:00 | close | 7 | 0.20 | 1.76782 | 1.76199 | 1.76899 | 12.13 | 1015.50 |
| 22 | 2024.08.05 22:00 | buy | 8 | 0.20 | 1.76579 | 0.00000 | 0.00000 | ||
| 23 | 2024.08.05 22:00 | modify | 8 | 0.20 | 1.76579 | 1.76079 | 1.76779 | ||
| 24 | 2024.08.05 23:00 | close | 8 | 0.20 | 1.76460 | 1.76079 | 1.76779 | -17.40 | 998.10 |
| 25 | 2024.08.27 22:00 | buy | 9 | 0.20 | 1.78255 | 0.00000 | 0.00000 | ||
| 26 | 2024.08.27 22:00 | modify | 9 | 0.20 | 1.78255 | 1.77755 | 1.78455 | ||
| 27 | 2024.08.27 23:00 | close | 9 | 0.20 | 1.78282 | 1.77755 | 1.78455 | 3.94 | 1002.04 |
| 28 | 2024.08.28 22:00 | buy | 10 | 0.20 | 1.77809 | 0.00000 | 0.00000 | ||
| 29 | 2024.08.28 22:00 | modify | 10 | 0.20 | 1.77809 | 1.77309 | 1.78009 | ||
| 30 | 2024.08.28 23:00 | close | 10 | 0.20 | 1.77789 | 1.77309 | 1.78009 | -2.93 | 999.11 |
| 31 | 2024.09.04 22:00 | buy | 11 | 0.20 | 1.77565 | 0.00000 | 0.00000 | ||
| 32 | 2024.09.04 22:00 | modify | 11 | 0.20 | 1.77565 | 1.77065 | 1.77765 | ||
| 33 | 2024.09.04 23:00 | close | 11 | 0.20 | 1.77506 | 1.77065 | 1.77765 | -8.63 | 990.48 |
| 34 | 2024.11.03 22:00 | buy | 12 | 0.20 | 1.80510 | 0.00000 | 0.00000 | ||
| 35 | 2024.11.03 22:00 | modify | 12 | 0.20 | 1.80510 | 1.80010 | 1.80710 | ||
| 36 | 2024.11.03 23:00 | close | 12 | 0.20 | 1.80423 | 1.80010 | 1.80710 | -12.72 | 977.76 |
| 37 | 2024.11.24 22:00 | sell | 13 | 0.20 | 1.75613 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.24 22:00 | modify | 13 | 0.20 | 1.75613 | 1.76113 | 1.75413 | ||
| 39 | 2024.11.24 22:16 | t/p | 13 | 0.20 | 1.75413 | 1.76113 | 1.75413 | 29.24 | 1007.00 |
| 40 | 2024.12.18 22:00 | sell | 14 | 0.20 | 1.81403 | 0.00000 | 0.00000 | ||
| 41 | 2024.12.18 22:00 | modify | 14 | 0.20 | 1.81403 | 1.81903 | 1.81203 | ||
| 42 | 2024.12.18 23:00 | close | 14 | 0.20 | 1.81534 | 1.81903 | 1.81203 | -19.15 | 987.85 |
| 43 | 2025.01.30 22:00 | buy | 15 | 0.20 | 1.79820 | 0.00000 | 0.00000 | ||
| 44 | 2025.01.30 22:00 | modify | 15 | 0.20 | 1.79820 | 1.79320 | 1.80020 | ||
| 45 | 2025.01.30 22:37 | t/p | 15 | 0.20 | 1.80020 | 1.79320 | 1.80020 | 29.24 | 1017.09 |
| 46 | 2025.02.02 22:00 | buy | 16 | 0.20 | 1.81158 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.02 22:00 | modify | 16 | 0.20 | 1.81158 | 1.80658 | 1.81358 | ||
| 48 | 2025.02.02 22:20 | t/p | 16 | 0.20 | 1.81358 | 1.80658 | 1.81358 | 29.24 | 1046.33 |
| 49 | 2025.02.03 22:00 | buy | 17 | 0.20 | 1.79227 | 0.00000 | 0.00000 | ||
| 50 | 2025.02.03 22:00 | modify | 17 | 0.20 | 1.79227 | 1.78727 | 1.79427 | ||
| 51 | 2025.02.03 22:37 | t/p | 17 | 0.20 | 1.79427 | 1.78727 | 1.79427 | 29.24 | 1075.57 |
| 52 | 2025.03.04 22:00 | buy | 18 | 0.20 | 1.84040 | 0.00000 | 0.00000 | ||
| 53 | 2025.03.04 22:00 | modify | 18 | 0.20 | 1.84040 | 1.83540 | 1.84240 | ||
| 54 | 2025.03.04 23:00 | close | 18 | 0.20 | 1.84007 | 1.83540 | 1.84240 | -4.83 | 1070.74 |