Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=120; StopLoss=60; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 7263 | Ticks modelled | 157767 | Modelling quality | n/a |
| Mismatched charts errors | 22 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1029.62 | Gross profit | 1622.74 | Gross loss | -593.12 |
| Profit factor | 2.74 | Expected payoff | 35.50 | ||
| Absolute drawdown | 152.35 | Maximal drawdown | 302.65 (2.91%) | Relative drawdown | 2.91% (302.65) |
| Total trades | 29 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
| Largest | profit trade | 252.70 | loss trade | -190.26 | |
| Average | profit trade | 85.41 | loss trade | -59.31 | |
| Maximum | consecutive wins (profit in money) | 6 (612.42) | consecutive losses (loss in money) | 2 (-93.07) | |
| Maximal | consecutive profit (count of wins) | 612.42 (6) | consecutive loss (count of losses) | -190.26 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.06 04:00 | sell | 1 | 1.00 | 92.047 | 0.000 | 0.000 | ||
| 2 | 2022.12.06 04:00 | modify | 1 | 1.00 | 92.047 | 92.647 | 90.847 | ||
| 3 | 2022.12.06 05:00 | close | 1 | 1.00 | 92.109 | 92.647 | 90.847 | -42.74 | 9957.26 |
| 4 | 2022.12.09 04:00 | buy | 2 | 1.00 | 92.325 | 0.000 | 0.000 | ||
| 5 | 2022.12.09 04:00 | modify | 2 | 1.00 | 92.325 | 91.725 | 93.525 | ||
| 6 | 2022.12.09 05:00 | close | 2 | 1.00 | 92.364 | 91.725 | 93.525 | 26.93 | 9984.19 |
| 7 | 2022.12.21 04:00 | buy | 3 | 1.00 | 88.038 | 0.000 | 0.000 | ||
| 8 | 2022.12.21 04:00 | modify | 3 | 1.00 | 88.038 | 87.438 | 89.238 | ||
| 9 | 2022.12.21 04:50 | close | 3 | 1.00 | 88.199 | 87.438 | 89.238 | 111.16 | 10095.35 |
| 10 | 2023.01.03 04:00 | sell | 4 | 1.00 | 88.652 | 0.000 | 0.000 | ||
| 11 | 2023.01.03 04:00 | modify | 4 | 1.00 | 88.652 | 89.252 | 87.452 | ||
| 12 | 2023.01.03 04:20 | close | 4 | 1.00 | 88.436 | 89.252 | 87.452 | 148.89 | 10244.24 |
| 13 | 2023.01.05 04:00 | buy | 5 | 1.00 | 90.058 | 0.000 | 0.000 | ||
| 14 | 2023.01.05 04:00 | modify | 5 | 1.00 | 90.058 | 89.458 | 91.258 | ||
| 15 | 2023.01.05 04:20 | close | 5 | 1.00 | 90.203 | 89.458 | 91.258 | 100.12 | 10344.36 |
| 16 | 2023.01.06 04:00 | sell | 6 | 1.00 | 90.639 | 0.000 | 0.000 | ||
| 17 | 2023.01.06 04:00 | modify | 6 | 1.00 | 90.639 | 91.239 | 89.439 | ||
| 18 | 2023.01.06 05:00 | close | 6 | 1.00 | 90.667 | 91.239 | 89.439 | -19.31 | 10325.05 |
| 19 | 2023.01.10 04:00 | buy | 7 | 1.00 | 91.027 | 0.000 | 0.000 | ||
| 20 | 2023.01.10 04:00 | modify | 7 | 1.00 | 91.027 | 90.427 | 92.227 | ||
| 21 | 2023.01.10 05:00 | close | 7 | 1.00 | 91.119 | 90.427 | 92.227 | 63.52 | 10388.57 |
| 22 | 2023.01.18 04:00 | sell | 8 | 1.00 | 91.602 | 0.000 | 0.000 | ||
| 23 | 2023.01.18 04:00 | modify | 8 | 1.00 | 91.602 | 92.202 | 90.402 | ||
| 24 | 2023.01.18 05:00 | close | 8 | 1.00 | 91.878 | 92.202 | 90.402 | -190.26 | 10198.31 |
| 25 | 2023.02.07 04:00 | sell | 9 | 1.00 | 91.742 | 0.000 | 0.000 | ||
| 26 | 2023.02.07 04:00 | modify | 9 | 1.00 | 91.742 | 92.342 | 90.542 | ||
| 27 | 2023.02.07 05:00 | close | 9 | 1.00 | 91.689 | 92.342 | 90.542 | 36.54 | 10234.85 |
| 28 | 2023.03.07 04:00 | buy | 10 | 1.00 | 91.327 | 0.000 | 0.000 | ||
| 29 | 2023.03.07 04:00 | modify | 10 | 1.00 | 91.327 | 90.727 | 92.527 | ||
| 30 | 2023.03.07 05:00 | close | 10 | 1.00 | 91.317 | 90.727 | 92.527 | -6.90 | 10227.95 |
| 31 | 2023.03.10 04:00 | buy | 11 | 1.00 | 89.835 | 0.000 | 0.000 | ||
| 32 | 2023.03.10 04:00 | modify | 11 | 1.00 | 89.835 | 89.235 | 91.035 | ||
| 33 | 2023.03.10 04:20 | close | 11 | 1.00 | 90.038 | 89.235 | 91.035 | 140.16 | 10368.11 |
| 34 | 2023.03.13 04:00 | sell | 12 | 1.00 | 89.349 | 0.000 | 0.000 | ||
| 35 | 2023.03.13 04:00 | modify | 12 | 1.00 | 89.349 | 89.949 | 88.149 | ||
| 36 | 2023.03.13 05:00 | close | 12 | 1.00 | 89.458 | 89.949 | 88.149 | -75.13 | 10292.98 |
| 37 | 2023.03.14 04:00 | buy | 13 | 1.00 | 88.904 | 0.000 | 0.000 | ||
| 38 | 2023.03.14 04:00 | modify | 13 | 1.00 | 88.904 | 88.304 | 90.104 | ||
| 39 | 2023.03.14 05:00 | close | 13 | 1.00 | 88.986 | 88.304 | 90.104 | 56.62 | 10349.60 |
| 40 | 2023.03.16 04:00 | buy | 14 | 1.00 | 88.016 | 0.000 | 0.000 | ||
| 41 | 2023.03.16 04:00 | modify | 14 | 1.00 | 88.016 | 87.416 | 89.216 | ||
| 42 | 2023.03.16 05:00 | close | 14 | 1.00 | 88.118 | 87.416 | 89.216 | 70.43 | 10420.03 |
| 43 | 2023.04.28 04:00 | buy | 15 | 1.00 | 88.729 | 0.000 | 0.000 | ||
| 44 | 2023.04.28 04:00 | modify | 15 | 1.00 | 88.729 | 88.129 | 89.929 | ||
| 45 | 2023.04.28 04:15 | close | 15 | 1.00 | 89.095 | 88.129 | 89.929 | 252.70 | 10672.73 |
| 46 | 2023.05.30 04:00 | buy | 16 | 1.00 | 91.371 | 0.000 | 0.000 | ||
| 47 | 2023.05.30 04:00 | modify | 16 | 1.00 | 91.371 | 90.771 | 92.571 | ||
| 48 | 2023.05.30 05:00 | close | 16 | 1.00 | 91.448 | 90.771 | 92.571 | 53.16 | 10725.89 |
| 49 | 2023.06.16 04:00 | buy | 17 | 1.00 | 96.583 | 0.000 | 0.000 | ||
| 50 | 2023.06.16 04:00 | modify | 17 | 1.00 | 96.583 | 95.983 | 97.783 | ||
| 51 | 2023.06.16 04:45 | close | 17 | 1.00 | 96.746 | 95.983 | 97.783 | 112.54 | 10838.43 |
| 52 | 2023.06.20 04:00 | buy | 18 | 1.00 | 96.517 | 0.000 | 0.000 | ||
| 53 | 2023.06.20 04:00 | modify | 18 | 1.00 | 96.517 | 95.917 | 97.717 | ||
| 54 | 2023.06.20 05:00 | close | 18 | 1.00 | 96.614 | 95.917 | 97.717 | 66.97 | 10905.40 |
| 55 | 2023.07.12 04:00 | buy | 19 | 1.00 | 93.857 | 0.000 | 0.000 | ||
| 56 | 2023.07.12 04:00 | modify | 19 | 1.00 | 93.857 | 93.257 | 95.057 | ||
| 57 | 2023.07.12 05:00 | close | 19 | 1.00 | 93.771 | 93.257 | 95.057 | -59.38 | 10846.02 |
| 58 | 2023.07.13 04:00 | sell | 20 | 1.00 | 94.390 | 0.000 | 0.000 | ||
| 59 | 2023.07.13 04:00 | modify | 20 | 1.00 | 94.390 | 94.990 | 93.190 | ||
| 60 | 2023.07.13 05:00 | close | 20 | 1.00 | 94.371 | 94.990 | 93.190 | 13.10 | 10859.12 |
| 61 | 2023.07.14 04:00 | buy | 21 | 1.00 | 94.766 | 0.000 | 0.000 | ||
| 62 | 2023.07.14 04:00 | modify | 21 | 1.00 | 94.766 | 94.166 | 95.966 | ||
| 63 | 2023.07.14 04:50 | close | 21 | 1.00 | 94.925 | 94.166 | 95.966 | 109.78 | 10968.90 |
| 64 | 2023.07.20 04:00 | buy | 22 | 1.00 | 95.115 | 0.000 | 0.000 | ||
| 65 | 2023.07.20 04:00 | modify | 22 | 1.00 | 95.115 | 94.515 | 96.315 | ||
| 66 | 2023.07.20 05:00 | close | 22 | 1.00 | 95.219 | 94.515 | 96.315 | 71.81 | 11040.71 |
| 67 | 2023.07.28 04:00 | sell | 23 | 1.00 | 93.137 | 0.000 | 0.000 | ||
| 68 | 2023.07.28 04:00 | modify | 23 | 1.00 | 93.137 | 93.737 | 91.937 | ||
| 69 | 2023.07.28 04:05 | close | 23 | 1.00 | 92.959 | 93.737 | 91.937 | 122.71 | 11163.42 |
| 70 | 2023.08.18 04:00 | buy | 24 | 1.00 | 93.142 | 0.000 | 0.000 | ||
| 71 | 2023.08.18 04:00 | modify | 24 | 1.00 | 93.142 | 92.542 | 94.342 | ||
| 72 | 2023.08.18 05:00 | close | 24 | 1.00 | 93.081 | 92.542 | 94.342 | -42.12 | 11121.30 |
| 73 | 2023.09.11 04:00 | buy | 25 | 1.00 | 94.019 | 0.000 | 0.000 | ||
| 74 | 2023.09.11 04:00 | modify | 25 | 1.00 | 94.019 | 93.419 | 95.219 | ||
| 75 | 2023.09.11 05:00 | close | 25 | 1.00 | 94.108 | 93.419 | 95.219 | 61.45 | 11182.75 |
| 76 | 2023.09.22 04:00 | sell | 26 | 1.00 | 95.135 | 0.000 | 0.000 | ||
| 77 | 2023.09.22 04:00 | modify | 26 | 1.00 | 95.135 | 95.735 | 93.935 | ||
| 78 | 2023.09.22 05:00 | close | 26 | 1.00 | 95.140 | 95.735 | 93.935 | -3.45 | 11179.30 |
| 79 | 2023.10.31 04:00 | sell | 27 | 1.00 | 95.159 | 0.000 | 0.000 | ||
| 80 | 2023.10.31 04:00 | modify | 27 | 1.00 | 95.159 | 95.759 | 93.959 | ||
| 81 | 2023.10.31 05:00 | close | 27 | 1.00 | 95.289 | 95.759 | 93.959 | -89.62 | 11089.68 |
| 82 | 2023.11.20 04:00 | buy | 28 | 1.00 | 97.547 | 0.000 | 0.000 | ||
| 83 | 2023.11.20 04:00 | modify | 28 | 1.00 | 97.547 | 96.947 | 98.747 | ||
| 84 | 2023.11.20 05:00 | close | 28 | 1.00 | 97.553 | 96.947 | 98.747 | 4.15 | 11093.83 |
| 85 | 2023.11.21 04:00 | buy | 29 | 1.00 | 97.061 | 0.000 | 0.000 | ||
| 86 | 2023.11.21 04:00 | modify | 29 | 1.00 | 97.061 | 96.461 | 98.261 | ||
| 87 | 2023.11.21 05:00 | close | 29 | 1.00 | 96.968 | 96.461 | 98.261 | -64.21 | 11029.62 |