Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=80; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=50; StopLoss=45; 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=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; 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 | 6517 | Ticks modelled | 48053628 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 40.48 | Gross profit | 640.92 | Gross loss | -600.44 |
| Profit factor | 1.07 | Expected payoff | 0.88 | ||
| Absolute drawdown | 87.43 | Maximal drawdown | 244.80 (21.15%) | Relative drawdown | 21.15% (244.80) |
| Total trades | 46 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 29 (44.83%) |
| Profit trades (% of total) | 23 (50.00%) | Loss trades (% of total) | 23 (50.00%) | ||
| Largest | profit trade | 67.90 | loss trade | -61.11 | |
| Average | profit trade | 27.87 | loss trade | -26.11 | |
| Maximum | consecutive wins (profit in money) | 4 (67.61) | consecutive losses (loss in money) | 4 (-47.52) | |
| Maximal | consecutive profit (count of wins) | 135.80 (2) | consecutive loss (count of losses) | -122.21 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 22:00 | buy | 1 | 0.20 | 203.158 | 0.000 | 0.000 | ||
| 2 | 2024.07.17 22:00 | modify | 1 | 0.20 | 203.158 | 202.708 | 203.658 | ||
| 3 | 2024.07.17 23:00 | close | 1 | 0.20 | 203.130 | 202.708 | 203.658 | -3.80 | 996.20 |
| 4 | 2024.07.24 22:00 | buy | 2 | 0.20 | 198.363 | 0.000 | 0.000 | ||
| 5 | 2024.07.24 22:00 | modify | 2 | 0.20 | 198.363 | 197.913 | 198.863 | ||
| 6 | 2024.07.24 23:00 | close | 2 | 0.20 | 198.157 | 197.913 | 198.863 | -27.97 | 968.23 |
| 7 | 2024.09.11 21:00 | sell | 3 | 0.20 | 185.628 | 0.000 | 0.000 | ||
| 8 | 2024.09.11 21:00 | modify | 3 | 0.20 | 185.628 | 186.078 | 185.128 | ||
| 9 | 2024.09.11 23:00 | close | 3 | 0.20 | 185.835 | 186.078 | 185.128 | -28.10 | 940.13 |
| 10 | 2024.09.18 21:00 | sell | 4 | 0.20 | 187.955 | 0.000 | 0.000 | ||
| 11 | 2024.09.18 21:00 | modify | 4 | 0.20 | 187.955 | 188.405 | 187.455 | ||
| 12 | 2024.09.18 22:07 | t/p | 4 | 0.20 | 187.455 | 188.405 | 187.455 | 67.89 | 1008.02 |
| 13 | 2024.09.19 21:00 | buy | 5 | 0.20 | 189.444 | 0.000 | 0.000 | ||
| 14 | 2024.09.19 21:00 | modify | 5 | 0.20 | 189.444 | 188.994 | 189.944 | ||
| 15 | 2024.09.19 23:00 | close | 5 | 0.20 | 189.425 | 188.994 | 189.944 | -2.58 | 1005.44 |
| 16 | 2024.09.30 21:00 | buy | 6 | 0.20 | 192.078 | 0.000 | 0.000 | ||
| 17 | 2024.09.30 21:00 | modify | 6 | 0.20 | 192.078 | 191.628 | 192.578 | ||
| 18 | 2024.09.30 23:00 | close | 6 | 0.20 | 192.067 | 191.628 | 192.578 | -1.49 | 1003.95 |
| 19 | 2024.10.01 21:00 | buy | 7 | 0.20 | 190.730 | 0.000 | 0.000 | ||
| 20 | 2024.10.01 21:00 | modify | 7 | 0.20 | 190.730 | 190.280 | 191.230 | ||
| 21 | 2024.10.01 23:00 | close | 7 | 0.20 | 190.555 | 190.280 | 191.230 | -23.76 | 980.19 |
| 22 | 2024.10.31 21:00 | sell | 8 | 0.20 | 196.069 | 0.000 | 0.000 | ||
| 23 | 2024.10.31 21:00 | modify | 8 | 0.20 | 196.069 | 196.519 | 195.569 | ||
| 24 | 2024.10.31 23:00 | close | 8 | 0.20 | 196.214 | 196.519 | 195.569 | -19.69 | 960.50 |
| 25 | 2024.11.07 21:00 | buy | 9 | 0.20 | 198.474 | 0.000 | 0.000 | ||
| 26 | 2024.11.07 21:00 | modify | 9 | 0.20 | 198.474 | 198.024 | 198.974 | ||
| 27 | 2024.11.07 23:00 | close | 9 | 0.20 | 198.600 | 198.024 | 198.974 | 17.11 | 977.61 |
| 28 | 2024.11.12 21:00 | buy | 10 | 0.20 | 197.051 | 0.000 | 0.000 | ||
| 29 | 2024.11.12 21:00 | modify | 10 | 0.20 | 197.051 | 196.601 | 197.551 | ||
| 30 | 2024.11.12 23:00 | close | 10 | 0.20 | 196.980 | 196.601 | 197.551 | -9.64 | 967.97 |
| 31 | 2024.11.14 21:00 | sell | 11 | 0.20 | 197.812 | 0.000 | 0.000 | ||
| 32 | 2024.11.14 21:00 | modify | 11 | 0.20 | 197.812 | 198.262 | 197.312 | ||
| 33 | 2024.11.14 23:00 | close | 11 | 0.20 | 197.916 | 198.262 | 197.312 | -14.12 | 953.85 |
| 34 | 2024.11.15 21:00 | buy | 12 | 0.20 | 194.538 | 0.000 | 0.000 | ||
| 35 | 2024.11.15 21:00 | modify | 12 | 0.20 | 194.538 | 194.088 | 195.038 | ||
| 36 | 2024.11.17 23:00 | close | 12 | 0.20 | 194.911 | 194.088 | 195.038 | 50.65 | 1004.50 |
| 37 | 2024.11.26 21:00 | buy | 13 | 0.20 | 192.248 | 0.000 | 0.000 | ||
| 38 | 2024.11.26 21:00 | modify | 13 | 0.20 | 192.248 | 191.798 | 192.748 | ||
| 39 | 2024.11.26 23:00 | close | 13 | 0.20 | 192.324 | 191.798 | 192.748 | 10.32 | 1014.82 |
| 40 | 2024.11.29 21:00 | sell | 14 | 0.20 | 190.703 | 0.000 | 0.000 | ||
| 41 | 2024.11.29 21:00 | modify | 14 | 0.20 | 190.703 | 191.153 | 190.203 | ||
| 42 | 2024.12.01 23:00 | close | 14 | 0.20 | 190.398 | 191.153 | 190.203 | 41.42 | 1056.24 |
| 43 | 2024.12.02 21:00 | buy | 15 | 0.20 | 189.266 | 0.000 | 0.000 | ||
| 44 | 2024.12.02 21:00 | modify | 15 | 0.20 | 189.266 | 188.816 | 189.766 | ||
| 45 | 2024.12.02 23:00 | close | 15 | 0.20 | 189.175 | 188.816 | 189.766 | -12.36 | 1043.88 |
| 46 | 2024.12.18 21:00 | buy | 16 | 0.20 | 194.562 | 0.000 | 0.000 | ||
| 47 | 2024.12.18 21:00 | modify | 16 | 0.20 | 194.562 | 194.112 | 195.062 | ||
| 48 | 2024.12.18 23:00 | close | 16 | 0.20 | 194.435 | 194.112 | 195.062 | -17.25 | 1026.63 |
| 49 | 2024.12.19 21:00 | buy | 17 | 0.20 | 196.739 | 0.000 | 0.000 | ||
| 50 | 2024.12.19 21:00 | modify | 17 | 0.20 | 196.739 | 196.289 | 197.239 | ||
| 51 | 2024.12.19 23:00 | close | 17 | 0.20 | 196.863 | 196.289 | 197.239 | 16.83 | 1043.46 |
| 52 | 2024.12.20 21:00 | buy | 18 | 0.20 | 196.639 | 0.000 | 0.000 | ||
| 53 | 2024.12.20 21:00 | modify | 18 | 0.20 | 196.639 | 196.189 | 197.139 | ||
| 54 | 2024.12.22 23:00 | close | 18 | 0.20 | 196.658 | 196.189 | 197.139 | 2.58 | 1046.04 |
| 55 | 2024.12.23 21:00 | sell | 19 | 0.20 | 196.946 | 0.000 | 0.000 | ||
| 56 | 2024.12.23 21:00 | modify | 19 | 0.20 | 196.946 | 197.396 | 196.446 | ||
| 57 | 2024.12.23 23:00 | close | 19 | 0.20 | 196.931 | 197.396 | 196.446 | 2.03 | 1048.07 |
| 58 | 2024.12.27 21:00 | sell | 20 | 0.20 | 198.634 | 0.000 | 0.000 | ||
| 59 | 2024.12.27 21:00 | modify | 20 | 0.20 | 198.634 | 199.084 | 198.134 | ||
| 60 | 2024.12.29 23:00 | close | 20 | 0.20 | 198.294 | 199.084 | 198.134 | 46.17 | 1094.24 |
| 61 | 2024.12.30 21:00 | buy | 21 | 0.20 | 196.780 | 0.000 | 0.000 | ||
| 62 | 2024.12.30 21:00 | modify | 21 | 0.20 | 196.780 | 196.330 | 197.280 | ||
| 63 | 2024.12.30 23:00 | close | 21 | 0.20 | 196.677 | 196.330 | 197.280 | -13.99 | 1080.25 |
| 64 | 2025.01.02 21:00 | sell | 22 | 0.20 | 195.108 | 0.000 | 0.000 | ||
| 65 | 2025.01.02 21:00 | modify | 22 | 0.20 | 195.108 | 195.558 | 194.608 | ||
| 66 | 2025.01.02 23:00 | close | 22 | 0.20 | 194.972 | 195.558 | 194.608 | 18.46 | 1098.71 |
| 67 | 2025.01.03 21:00 | sell | 23 | 0.20 | 195.509 | 0.000 | 0.000 | ||
| 68 | 2025.01.03 21:00 | modify | 23 | 0.20 | 195.509 | 195.959 | 195.009 | ||
| 69 | 2025.01.05 23:00 | close | 23 | 0.20 | 195.349 | 195.959 | 195.009 | 21.73 | 1120.44 |
| 70 | 2025.01.08 21:00 | buy | 24 | 0.20 | 195.804 | 0.000 | 0.000 | ||
| 71 | 2025.01.08 21:00 | modify | 24 | 0.20 | 195.804 | 195.354 | 196.304 | ||
| 72 | 2025.01.08 23:00 | close | 24 | 0.20 | 195.694 | 195.354 | 196.304 | -14.94 | 1105.50 |
| 73 | 2025.01.10 21:00 | buy | 25 | 0.20 | 192.703 | 0.000 | 0.000 | ||
| 74 | 2025.01.10 21:00 | modify | 25 | 0.20 | 192.703 | 192.253 | 193.203 | ||
| 75 | 2025.01.12 23:00 | close | 25 | 0.20 | 192.575 | 192.253 | 193.203 | -17.38 | 1088.12 |
| 76 | 2025.01.13 21:00 | sell | 26 | 0.20 | 191.951 | 0.000 | 0.000 | ||
| 77 | 2025.01.13 21:00 | modify | 26 | 0.20 | 191.951 | 192.401 | 191.451 | ||
| 78 | 2025.01.13 22:45 | s/l | 26 | 0.20 | 192.401 | 192.401 | 191.451 | -61.10 | 1027.02 |
| 79 | 2025.01.14 21:00 | buy | 27 | 0.20 | 192.845 | 0.000 | 0.000 | ||
| 80 | 2025.01.14 21:00 | modify | 27 | 0.20 | 192.845 | 192.395 | 193.345 | ||
| 81 | 2025.01.14 23:00 | close | 27 | 0.20 | 192.869 | 192.395 | 193.345 | 3.26 | 1030.28 |
| 82 | 2025.01.20 21:00 | sell | 28 | 0.20 | 191.832 | 0.000 | 0.000 | ||
| 83 | 2025.01.20 21:00 | modify | 28 | 0.20 | 191.832 | 192.282 | 191.332 | ||
| 84 | 2025.01.20 23:00 | close | 28 | 0.20 | 191.766 | 192.282 | 191.332 | 8.97 | 1039.25 |
| 85 | 2025.01.27 21:00 | sell | 29 | 0.20 | 193.077 | 0.000 | 0.000 | ||
| 86 | 2025.01.27 21:00 | modify | 29 | 0.20 | 193.077 | 193.527 | 192.577 | ||
| 87 | 2025.01.27 23:00 | close | 29 | 0.20 | 193.128 | 193.527 | 192.577 | -6.92 | 1032.33 |
| 88 | 2025.01.29 21:00 | sell | 30 | 0.20 | 193.240 | 0.000 | 0.000 | ||
| 89 | 2025.01.29 21:00 | modify | 30 | 0.20 | 193.240 | 193.690 | 192.740 | ||
| 90 | 2025.01.29 23:00 | close | 30 | 0.20 | 193.222 | 193.690 | 192.740 | 2.45 | 1034.78 |
| 91 | 2025.01.30 21:00 | buy | 31 | 0.20 | 191.847 | 0.000 | 0.000 | ||
| 92 | 2025.01.30 21:00 | modify | 31 | 0.20 | 191.847 | 191.397 | 192.347 | ||
| 93 | 2025.01.30 22:05 | s/l | 31 | 0.20 | 191.397 | 191.397 | 192.347 | -61.10 | 973.68 |
| 94 | 2025.01.31 21:00 | buy | 32 | 0.20 | 192.341 | 0.000 | 0.000 | ||
| 95 | 2025.01.31 21:00 | modify | 32 | 0.20 | 192.341 | 191.891 | 192.841 | ||
| 96 | 2025.02.02 22:00 | s/l | 32 | 0.20 | 191.891 | 191.891 | 192.841 | -61.11 | 912.57 |
| 97 | 2025.02.02 22:00 | buy | 33 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 98 | 2025.02.02 22:00 | modify | 33 | 0.20 | 190.262 | 189.812 | 190.762 | ||
| 99 | 2025.02.02 22:10 | t/p | 33 | 0.20 | 190.762 | 189.812 | 190.762 | 67.90 | 980.47 |
| 100 | 2025.02.03 21:00 | buy | 34 | 0.20 | 191.918 | 0.000 | 0.000 | ||
| 101 | 2025.02.03 21:00 | modify | 34 | 0.20 | 191.918 | 191.468 | 192.418 | ||
| 102 | 2025.02.03 21:36 | t/p | 34 | 0.20 | 192.418 | 191.468 | 192.418 | 67.90 | 1048.37 |
| 103 | 2025.02.07 21:00 | buy | 35 | 0.20 | 187.756 | 0.000 | 0.000 | ||
| 104 | 2025.02.07 21:00 | modify | 35 | 0.20 | 187.756 | 187.306 | 188.256 | ||
| 105 | 2025.02.09 22:05 | s/l | 35 | 0.20 | 187.306 | 187.306 | 188.256 | -61.10 | 987.27 |
| 106 | 2025.02.13 21:00 | buy | 36 | 0.20 | 191.882 | 0.000 | 0.000 | ||
| 107 | 2025.02.13 21:00 | modify | 36 | 0.20 | 191.882 | 191.432 | 192.382 | ||
| 108 | 2025.02.13 23:00 | close | 36 | 0.20 | 192.014 | 191.432 | 192.382 | 17.92 | 1005.19 |
| 109 | 2025.02.21 21:00 | buy | 37 | 0.20 | 188.395 | 0.000 | 0.000 | ||
| 110 | 2025.02.21 21:00 | modify | 37 | 0.20 | 188.395 | 187.945 | 188.895 | ||
| 111 | 2025.02.23 23:00 | close | 37 | 0.20 | 188.619 | 187.945 | 188.895 | 30.41 | 1035.60 |
| 112 | 2025.02.25 21:00 | buy | 38 | 0.20 | 188.757 | 0.000 | 0.000 | ||
| 113 | 2025.02.25 21:00 | modify | 38 | 0.20 | 188.757 | 188.307 | 189.257 | ||
| 114 | 2025.02.25 23:00 | close | 38 | 0.20 | 188.846 | 188.307 | 189.257 | 12.09 | 1047.69 |
| 115 | 2025.02.26 21:00 | buy | 39 | 0.20 | 188.925 | 0.000 | 0.000 | ||
| 116 | 2025.02.26 21:00 | modify | 39 | 0.20 | 188.925 | 188.475 | 189.425 | ||
| 117 | 2025.02.26 23:00 | close | 39 | 0.20 | 188.832 | 188.475 | 189.425 | -12.63 | 1035.06 |
| 118 | 2025.02.27 21:00 | buy | 40 | 0.20 | 188.833 | 0.000 | 0.000 | ||
| 119 | 2025.02.27 21:00 | modify | 40 | 0.20 | 188.833 | 188.383 | 189.333 | ||
| 120 | 2025.02.27 23:00 | close | 40 | 0.20 | 188.675 | 188.383 | 189.333 | -21.46 | 1013.60 |
| 121 | 2025.02.28 21:00 | sell | 41 | 0.20 | 189.348 | 0.000 | 0.000 | ||
| 122 | 2025.02.28 21:00 | modify | 41 | 0.20 | 189.348 | 189.798 | 188.848 | ||
| 123 | 2025.03.02 23:00 | close | 41 | 0.20 | 189.693 | 189.798 | 188.848 | -46.85 | 966.75 |
| 124 | 2025.03.03 21:00 | buy | 42 | 0.20 | 189.756 | 0.000 | 0.000 | ||
| 125 | 2025.03.03 21:00 | modify | 42 | 0.20 | 189.756 | 189.306 | 190.256 | ||
| 126 | 2025.03.03 23:00 | close | 42 | 0.20 | 189.946 | 189.306 | 190.256 | 25.80 | 992.55 |
| 127 | 2025.03.04 21:00 | sell | 43 | 0.20 | 190.604 | 0.000 | 0.000 | ||
| 128 | 2025.03.04 21:00 | modify | 43 | 0.20 | 190.604 | 191.054 | 190.104 | ||
| 129 | 2025.03.04 21:12 | s/l | 43 | 0.20 | 191.054 | 191.054 | 190.104 | -61.10 | 931.45 |
| 130 | 2025.03.05 21:00 | sell | 44 | 0.20 | 192.044 | 0.000 | 0.000 | ||
| 131 | 2025.03.05 21:00 | modify | 44 | 0.20 | 192.044 | 192.494 | 191.544 | ||
| 132 | 2025.03.05 23:00 | close | 44 | 0.20 | 191.879 | 192.494 | 191.544 | 22.40 | 953.85 |
| 133 | 2025.03.06 21:00 | buy | 45 | 0.20 | 190.396 | 0.000 | 0.000 | ||
| 134 | 2025.03.06 21:00 | modify | 45 | 0.20 | 190.396 | 189.946 | 190.896 | ||
| 135 | 2025.03.06 23:00 | close | 45 | 0.20 | 190.555 | 189.946 | 190.896 | 21.59 | 975.44 |
| 136 | 2025.03.07 21:00 | sell | 46 | 0.20 | 191.219 | 0.000 | 0.000 | ||
| 137 | 2025.03.07 21:00 | modify | 46 | 0.20 | 191.219 | 191.669 | 190.719 | ||
| 138 | 2025.03.09 23:00 | close | 46 | 0.20 | 190.740 | 191.669 | 190.719 | 65.04 | 1040.48 |