Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period15 Minutes (M15) 2022.12.01 00:00 - 2023.11.30 23:45 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=4; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=120; StopLoss=120; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; 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=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test25154Ticks modelled46175065Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit33421.64Gross profit126703.62Gross loss-93281.98
Profit factor1.36Expected payoff110.67
Absolute drawdown239.36Maximal drawdown4466.80 (14.92%)Relative drawdown19.43% (4368.37)
Total trades302Short positions (won %)133 (54.89%)Long positions (won %)169 (60.36%)
Profit trades (% of total)175 (57.95%)Loss trades (% of total)127 (42.05%)
Largestprofit trade734.65loss trade-755.36
Averageprofit trade724.02loss trade-734.50
Maximumconsecutive wins (profit in money)7 (5073.50)consecutive losses (loss in money)4 (-2958.88)
Maximalconsecutive profit (count of wins)5073.50 (7)consecutive loss (count of losses)-2958.88 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 16:00sell11.001.923780.000000.00000
22022.12.01 16:00modify11.001.923781.935781.91178
32022.12.01 18:00buy21.001.921170.000000.00000
42022.12.01 18:00modify21.001.921171.909171.93317
52022.12.02 16:00buy31.001.917340.000000.00000
62022.12.02 16:00modify31.001.917341.905341.92934
72022.12.05 15:55t/p31.001.929341.905341.92934731.5310731.53
82022.12.05 16:00sell41.001.928350.000000.00000
92022.12.05 16:00modify41.001.928351.940351.91635
102022.12.05 18:00buy51.001.928040.000000.00000
112022.12.05 18:00modify51.001.928041.916041.94004
122022.12.06 07:34t/p21.001.933171.909171.93317725.5711457.10
132022.12.06 16:00sell61.001.933000.000000.00000
142022.12.06 16:00modify61.001.933001.945001.92100
152022.12.06 20:24t/p61.001.921001.945001.92100734.6512191.75
162022.12.07 07:13s/l51.001.916041.916041.94004-740.4711451.28
172022.12.07 07:14t/p41.001.916351.940351.91635731.1612182.45
182022.12.07 16:00buy71.001.913380.000000.00000
192022.12.07 16:00modify71.001.913381.901381.92538
202022.12.07 18:00sell81.001.918790.000000.00000
212022.12.07 18:00modify81.001.918791.930791.90679
222022.12.08 16:00buy91.001.918200.000000.00000
232022.12.08 16:00modify91.001.918201.906201.93020
242022.12.09 18:48t/p11.001.911781.935781.91178720.6812903.13
252022.12.12 16:00sell101.001.921470.000000.00000
262022.12.12 16:00modify101.001.921471.933471.90947
272022.12.12 16:33t/p71.001.925381.901381.92538719.6013622.73
282022.12.12 18:30buy111.001.923640.000000.00000
292022.12.12 18:30modify111.001.923641.911641.93564
302022.12.13 13:30s/l111.001.911641.911641.93564-737.4912885.24
312022.12.13 13:30t/p101.001.909471.933471.90947732.9013618.14
322022.12.13 16:00buy121.001.910120.000000.00000
332022.12.13 16:00modify121.001.910121.898121.92212
342022.12.13 18:00sell131.001.912260.000000.00000
352022.12.13 18:00modify131.001.912261.924261.90026
362022.12.14 10:18t/p121.001.922121.898121.92212731.5214349.67
372022.12.14 10:24s/l131.001.924261.924261.90026-736.4013613.27
382022.12.14 16:15sell141.001.924360.000000.00000
392022.12.14 16:15modify141.001.924361.936361.91236
402022.12.14 18:30buy151.001.925970.000000.00000
412022.12.14 18:30modify151.001.925971.913971.93797
422022.12.15 09:12s/l81.001.930791.930791.90679-752.1312861.14
432022.12.15 09:12t/p91.001.930201.906201.93020713.6613574.80
442022.12.15 10:15s/l141.001.936361.936361.91236-739.9012834.89
452022.12.15 10:20t/p151.001.937971.913971.93797725.5713560.47
462022.12.15 16:00buy161.001.919500.000000.00000
472022.12.15 16:00modify161.001.919501.907501.93150
482022.12.16 16:00buy171.001.909730.000000.00000
492022.12.16 16:00modify171.001.909731.897731.92173
502022.12.16 16:02s/l161.001.907501.907501.93150-737.4912822.98
512022.12.19 16:15sell181.001.913780.000000.00000
522022.12.19 16:15modify181.001.913781.925781.90178
532022.12.20 13:26t/p171.001.921731.897731.92173728.5513551.53
542022.12.20 16:00buy191.001.918470.000000.00000
552022.12.20 16:00modify191.001.918471.906471.93047
562022.12.20 18:15sell201.001.920410.000000.00000
572022.12.20 18:15modify201.001.920411.932411.90841
582022.12.21 01:56s/l181.001.925781.925781.90178-738.1512813.38
592022.12.21 05:33t/p191.001.930471.906471.93047731.5313544.91
602022.12.21 05:34s/l201.001.932411.932411.90841-736.4012808.52
612022.12.21 16:15sell211.001.923710.000000.00000
622022.12.21 16:15modify211.001.923711.935711.91171
632022.12.22 16:00sell221.001.922550.000000.00000
642022.12.22 16:00modify221.001.922551.934551.91055
652022.12.23 16:00sell231.001.917920.000000.00000
662022.12.23 16:00modify231.001.917921.929921.90592
672022.12.23 18:15buy241.001.915840.000000.00000
682022.12.23 18:15modify241.001.915841.903841.92784
692022.12.26 14:21t/p241.001.927841.903841.92784731.5313540.05
702022.12.26 14:21s/l231.001.929921.929921.90592-736.4012803.65
712022.12.26 16:06t/p211.001.911711.935711.91171725.9113529.56
722022.12.27 09:55t/p221.001.910551.934551.91055729.4114258.97
732022.12.27 16:00buy251.001.912040.000000.00000
742022.12.27 16:00modify251.001.912041.900041.92404
752022.12.27 18:00sell261.001.914630.000000.00000
762022.12.27 18:00modify261.001.914631.926631.90263
772022.12.28 15:56t/p261.001.902631.926631.90263732.9014991.87
782022.12.28 16:00buy271.001.902690.000000.00000
792022.12.28 16:00modify271.001.902691.890691.91469
802022.12.29 03:26s/l251.001.900041.900041.92404-746.4314245.44
812022.12.29 16:00sell281.001.900500.000000.00000
822022.12.29 16:00modify281.001.900501.912501.88850
832022.12.30 16:15buy291.001.900530.000000.00000
842022.12.30 16:15modify291.001.900531.888531.91253
852022.12.30 18:15sell301.001.903490.000000.00000
862022.12.30 18:15modify301.001.903491.915491.89149
872023.01.03 02:05s/l281.001.912501.912501.88850-739.8913505.55
882023.01.03 08:19t/p291.001.912531.888531.91253728.5514234.10
892023.01.03 08:22t/p271.001.914691.890691.91469716.6314950.74
902023.01.03 08:23s/l301.001.915491.915491.89149-738.1514212.59
912023.01.03 16:15buy311.001.920840.000000.00000
922023.01.03 16:15modify311.001.920841.908841.93284
932023.01.03 18:15sell321.001.918440.000000.00000
942023.01.03 18:15modify321.001.918441.930441.90644
952023.01.04 06:56s/l311.001.908841.908841.93284-737.4913475.10
962023.01.04 07:37t/p321.001.906441.930441.90644732.9114208.01
972023.01.04 16:15buy331.001.909020.000000.00000
982023.01.04 16:15modify331.001.909021.897021.92102
992023.01.04 18:15sell341.001.915690.000000.00000
1002023.01.04 18:15modify341.001.915691.927691.90369
1012023.01.05 03:56t/p331.001.921021.897021.92102725.5614933.58
1022023.01.05 16:00sell351.001.910680.000000.00000
1032023.01.05 16:00modify351.001.910681.922681.89868
1042023.01.05 18:15buy361.001.912580.000000.00000
1052023.01.05 18:15modify361.001.912581.900581.92458
1062023.01.06 16:00buy371.001.907550.000000.00000
1072023.01.06 16:00modify371.001.907551.895551.91955
1082023.01.06 16:37t/p341.001.903691.927691.90369727.6615661.24
1092023.01.06 18:00sell381.001.906200.000000.00000
1102023.01.06 18:00modify381.001.906201.918201.89420
1112023.01.09 01:09s/l361.001.900581.900581.92458-740.4714920.77
1122023.01.09 02:50t/p351.001.898681.922681.89868731.1515651.92
1132023.01.09 16:00sell391.001.907250.000000.00000
1142023.01.09 16:00modify391.001.907251.919251.89525
1152023.01.09 18:00buy401.001.909010.000000.00000
1162023.01.09 18:00modify401.001.909011.897011.92101
1172023.01.12 10:39s/l381.001.918201.918201.89420-745.1414906.79
1182023.01.12 16:00buy411.001.909820.000000.00000
1192023.01.12 16:00modify411.001.909821.897821.92182
1202023.01.13 13:47s/l391.001.919251.919251.89525-745.1414161.65
1212023.01.13 14:16t/p371.001.919551.895551.91955713.6614875.31
1222023.01.13 15:13t/p401.001.921011.897011.92101716.6315591.94
1232023.01.13 16:00buy421.001.918280.000000.00000
1242023.01.13 16:00modify421.001.918281.906281.93028
1252023.01.16 12:12s/l421.001.906281.906281.93028-737.4914854.45
1262023.01.16 16:00buy431.001.910510.000000.00000
1272023.01.16 16:00modify431.001.910511.898511.92251
1282023.01.16 18:45sell441.001.908710.000000.00000
1292023.01.16 18:45modify441.001.908711.920711.89671
1302023.01.17 16:00buy451.001.908310.000000.00000
1312023.01.17 16:00modify451.001.908311.896311.92031
1322023.01.19 01:54s/l441.001.920711.920711.89671-743.4014111.05
1332023.01.19 01:55t/p451.001.920311.896311.92031722.5814833.64
1342023.01.19 04:13t/p411.001.921821.897821.92182713.6615547.29
1352023.01.19 05:18t/p431.001.922511.898511.92251719.6016266.90
1362023.01.19 16:00sell461.001.936280.000000.00000
1372023.01.19 16:00modify461.001.936281.948281.92428
1382023.01.19 18:00buy471.001.937450.000000.00000
1392023.01.19 18:00modify471.001.937451.925451.94945
1402023.01.20 07:09s/l471.001.925451.925451.94945-737.4915529.41
1412023.01.20 07:47t/p461.001.924281.948281.92428732.9016262.31
1422023.01.20 16:00buy481.001.916450.000000.00000
1432023.01.20 16:00modify481.001.916451.904451.92845
1442023.01.20 18:00sell491.001.917090.000000.00000
1452023.01.20 18:00modify491.001.917091.929091.90509
1462023.01.23 11:22t/p491.001.905091.929091.90509732.9116995.22
1472023.01.23 11:22s/l481.001.904451.904451.92845-737.4916257.73
1482023.01.23 16:00buy501.001.907660.000000.00000
1492023.01.23 16:00modify501.001.907661.895661.91966
1502023.01.23 18:00sell511.001.909210.000000.00000
1512023.01.23 18:00modify511.001.909211.921211.89721
1522023.01.24 11:10t/p511.001.897211.921211.89721732.9116990.64
1532023.01.24 13:03s/l501.001.895661.895661.91966-737.4916253.15
1542023.01.24 16:00buy521.001.894040.000000.00000
1552023.01.24 16:00modify521.001.894041.882041.90604
1562023.01.25 13:34t/p521.001.906041.882041.90604731.5316984.69
1572023.01.25 16:00buy531.001.912920.000000.00000
1582023.01.25 16:00modify531.001.912921.900921.92492
1592023.01.26 16:00sell541.001.911400.000000.00000
1602023.01.26 16:00modify541.001.911401.923401.89940
1612023.01.26 18:45buy551.001.912990.000000.00000
1622023.01.26 18:45modify551.001.912991.900991.92499
1632023.01.27 16:00sell561.001.909050.000000.00000
1642023.01.27 16:00modify561.001.909051.921051.89705
1652023.01.31 15:50s/l551.001.900991.900991.92499-743.4416241.25
1662023.01.31 15:50s/l531.001.900921.900921.92492-752.3915488.86
1672023.01.31 16:00buy571.001.905140.000000.00000
1682023.01.31 16:00modify571.001.905141.893141.91714
1692023.02.01 02:42t/p571.001.917141.893141.91714731.5316220.39
1702023.02.01 16:00buy581.001.913760.000000.00000
1712023.02.01 16:00modify581.001.913761.901761.92576
1722023.02.01 21:55s/l581.001.901761.901761.92576-734.5115485.88
1732023.02.02 00:55t/p541.001.899401.923401.89940722.4216208.30
1742023.02.02 02:27t/p561.001.897051.921051.89705724.1616932.46
1752023.02.02 16:00buy591.001.888610.000000.00000
1762023.02.02 16:00modify591.001.888611.876611.90061
1772023.02.02 18:00sell601.001.888530.000000.00000
1782023.02.02 18:00modify601.001.888531.900531.87653
1792023.02.03 14:21s/l601.001.900531.900531.87653-736.4016196.07
1802023.02.03 16:00buy611.001.898050.000000.00000
1812023.02.03 16:00modify611.001.898051.886051.91005
1822023.02.03 16:43t/p591.001.900611.876611.90061731.5316927.60
1832023.02.03 18:15sell621.001.903760.000000.00000
1842023.02.03 18:15modify621.001.903761.915761.89176
1852023.02.06 09:19t/p611.001.910051.886051.91005731.5317659.13
1862023.02.06 14:07s/l621.001.915761.915761.89176-736.4016922.73
1872023.02.06 16:00buy631.001.913980.000000.00000
1882023.02.06 16:00modify631.001.913981.901981.92598
1892023.02.06 18:00sell641.001.911220.000000.00000
1902023.02.06 18:00modify641.001.911221.923221.89922
1912023.02.07 03:30s/l631.001.901981.901981.92598-737.4916185.24
1922023.02.07 09:22t/p641.001.899221.923221.89922732.9016918.14
1932023.02.07 16:15buy651.001.906740.000000.00000
1942023.02.07 16:15modify651.001.906741.894741.91874
1952023.02.07 18:45sell661.001.905660.000000.00000
1962023.02.07 18:45modify661.001.905661.917661.89366
1972023.02.08 16:00sell671.001.914870.000000.00000
1982023.02.08 16:00modify671.001.914871.926871.90287
1992023.02.08 18:00buy681.001.914570.000000.00000
2002023.02.08 18:00modify681.001.914571.902571.92657
2012023.02.09 07:57s/l681.001.902571.902571.92657-743.4516174.70
2022023.02.09 08:01t/p671.001.902871.926871.90287729.4216904.11
2032023.02.09 16:00sell691.001.914860.000000.00000
2042023.02.09 16:00modify691.001.914861.926861.90286
2052023.02.09 18:30buy701.001.914890.000000.00000
2062023.02.09 18:30modify701.001.914891.902891.92689
2072023.02.10 03:41s/l661.001.917661.917661.89366-743.3916160.72
2082023.02.10 04:38t/p651.001.918741.894741.91874719.6116880.34
2092023.02.10 16:15buy711.001.912390.000000.00000
2102023.02.10 16:15modify711.001.912391.900391.92439
2112023.02.13 08:35s/l701.001.902891.902891.92689-740.4716139.87
2122023.02.13 08:46t/p691.001.902861.926861.90286731.1516871.02
2132023.02.13 08:57s/l711.001.900391.900391.92439-737.4916133.53
2142023.02.13 16:00buy721.001.908850.000000.00000
2152023.02.13 16:00modify721.001.908851.896851.92085
2162023.02.14 08:59t/p721.001.920851.896851.92085731.5316865.07
2172023.02.14 16:15buy731.001.921230.000000.00000
2182023.02.14 16:15modify731.001.921231.909231.93323
2192023.02.15 16:00buy741.001.915830.000000.00000
2202023.02.15 16:00modify741.001.915831.903831.92783
2212023.02.16 16:00sell751.001.920030.000000.00000
2222023.02.16 16:00modify751.001.920031.932031.90803
2232023.02.16 18:00buy761.001.914750.000000.00000
2242023.02.16 18:00modify761.001.914751.902751.92675
2252023.02.17 11:16t/p761.001.926751.902751.92675731.5317596.60
2262023.02.17 16:00buy771.001.927110.000000.00000
2272023.02.17 16:00modify771.001.927111.915111.93911
2282023.02.17 18:03t/p741.001.927831.903831.92783722.5918319.19
2292023.02.20 09:05s/l751.001.932031.932031.90803-738.1517581.04
2302023.02.21 07:02t/p731.001.933231.909231.93323713.6618294.70
2312023.02.21 10:32t/p771.001.939111.915111.93911728.5419023.24
2322023.02.21 16:00sell781.001.947270.000000.00000
2332023.02.21 16:00modify781.001.947271.959271.93527
2342023.02.21 18:30buy791.001.950690.000000.00000
2352023.02.21 18:30modify791.001.950691.938691.96269
2362023.02.22 12:30s/l791.001.938691.938691.96269-737.4818285.76
2372023.02.22 16:00buy801.001.936110.000000.00000
2382023.02.22 16:00modify801.001.936111.924111.94811
2392023.02.22 16:38t/p781.001.935271.959271.93527732.9119018.67
2402023.02.22 18:15sell811.001.936580.000000.00000
2412023.02.22 18:15modify811.001.936581.948581.92458
2422023.02.23 16:00buy821.001.933490.000000.00000
2432023.02.23 16:00modify821.001.933491.921491.94549
2442023.02.24 16:00buy831.001.940000.000000.00000
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7892023.10.18 12:25s/l2621.002.071482.071482.04748-739.8935628.93
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7922023.10.18 16:00buy2651.002.074460.000000.00000
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7952023.10.18 18:45modify2661.002.072642.084642.06064
7962023.10.19 01:36t/p2641.002.078462.054462.07846722.5937805.64
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8002023.10.19 18:00sell2681.002.077830.000000.00000
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8092023.10.24 05:42s/l2691.002.096632.096632.07263-738.1637040.58
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