Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURAUD (Euro vs Australian Dollar - 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=4; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=70; StopLoss=20; 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=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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 | 7262 | Ticks modelled | 158948 | Modelling quality | n/a |
| Mismatched charts errors | 25 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 418.62 | Gross profit | 1414.02 | Gross loss | -995.40 |
| Profit factor | 1.42 | Expected payoff | 15.50 | ||
| Absolute drawdown | 45.47 | Maximal drawdown | 642.80 (5.88%) | Relative drawdown | 5.88% (642.80) |
| Total trades | 27 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
| Largest | profit trade | 170.01 | loss trade | -131.79 | |
| Average | profit trade | 88.38 | loss trade | -90.49 | |
| Maximum | consecutive wins (profit in money) | 4 (393.32) | consecutive losses (loss in money) | 2 (-263.58) | |
| Maximal | consecutive profit (count of wins) | 393.32 (4) | consecutive loss (count of losses) | -263.58 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.01 01:00 | sell | 1 | 1.00 | 1.53346 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.01 01:00 | modify | 1 | 1.00 | 1.53346 | 1.53546 | 1.52646 | ||
| 3 | 2022.12.01 02:00 | close | 1 | 1.00 | 1.53313 | 1.53546 | 1.52646 | 21.74 | 10021.74 |
| 4 | 2023.01.05 01:00 | sell | 2 | 1.00 | 1.55591 | 0.00000 | 0.00000 | ||
| 5 | 2023.01.05 01:00 | modify | 2 | 1.00 | 1.55591 | 1.55791 | 1.54891 | ||
| 6 | 2023.01.05 01:20 | close | 2 | 1.00 | 1.55429 | 1.55791 | 1.54891 | 106.75 | 10128.49 |
| 7 | 2023.01.11 01:00 | sell | 3 | 1.00 | 1.55744 | 0.00000 | 0.00000 | ||
| 8 | 2023.01.11 01:00 | modify | 3 | 1.00 | 1.55744 | 1.55944 | 1.55044 | ||
| 9 | 2023.01.11 02:00 | close | 3 | 1.00 | 1.55760 | 1.55944 | 1.55044 | -10.55 | 10117.94 |
| 10 | 2023.01.13 01:00 | sell | 4 | 1.00 | 1.55780 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.13 01:00 | modify | 4 | 1.00 | 1.55780 | 1.55980 | 1.55080 | ||
| 12 | 2023.01.13 02:00 | close | 4 | 1.00 | 1.55813 | 1.55980 | 1.55080 | -21.74 | 10096.20 |
| 13 | 2023.01.19 01:00 | sell | 5 | 1.00 | 1.56162 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.19 01:00 | modify | 5 | 1.00 | 1.56162 | 1.56362 | 1.55462 | ||
| 15 | 2023.01.19 01:16 | close | 5 | 1.00 | 1.56002 | 1.56362 | 1.55462 | 105.43 | 10201.63 |
| 16 | 2023.01.31 01:00 | sell | 6 | 1.00 | 1.53908 | 0.00000 | 0.00000 | ||
| 17 | 2023.01.31 01:00 | modify | 6 | 1.00 | 1.53908 | 1.54108 | 1.53208 | ||
| 18 | 2023.01.31 01:50 | close | 6 | 1.00 | 1.53751 | 1.54108 | 1.53208 | 103.45 | 10305.08 |
| 19 | 2023.02.02 01:00 | sell | 7 | 1.00 | 1.54179 | 0.00000 | 0.00000 | ||
| 20 | 2023.02.02 01:00 | modify | 7 | 1.00 | 1.54179 | 1.54379 | 1.53479 | ||
| 21 | 2023.02.02 02:00 | close | 7 | 1.00 | 1.54225 | 1.54379 | 1.53479 | -30.31 | 10274.77 |
| 22 | 2023.02.06 01:00 | sell | 8 | 1.00 | 1.55968 | 0.00000 | 0.00000 | ||
| 23 | 2023.02.06 01:00 | modify | 8 | 1.00 | 1.55968 | 1.56168 | 1.55268 | ||
| 24 | 2023.02.06 02:00 | close | 8 | 1.00 | 1.55923 | 1.56168 | 1.55268 | 29.65 | 10304.42 |
| 25 | 2023.02.16 01:00 | sell | 9 | 1.00 | 1.55527 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.16 01:00 | modify | 9 | 1.00 | 1.55527 | 1.55727 | 1.54827 | ||
| 27 | 2023.02.16 01:20 | close | 9 | 1.00 | 1.55350 | 1.55727 | 1.54827 | 116.63 | 10421.05 |
| 28 | 2023.02.22 01:00 | sell | 10 | 1.00 | 1.55373 | 0.00000 | 0.00000 | ||
| 29 | 2023.02.22 01:00 | modify | 10 | 1.00 | 1.55373 | 1.55573 | 1.54673 | ||
| 30 | 2023.02.22 01:15 | s/l | 10 | 1.00 | 1.55573 | 1.55573 | 1.54673 | -131.79 | 10289.26 |
| 31 | 2023.03.01 01:00 | sell | 11 | 1.00 | 1.57727 | 0.00000 | 0.00000 | ||
| 32 | 2023.03.01 01:00 | modify | 11 | 1.00 | 1.57727 | 1.57927 | 1.57027 | ||
| 33 | 2023.03.01 01:20 | close | 11 | 1.00 | 1.57527 | 1.57927 | 1.57027 | 131.78 | 10421.04 |
| 34 | 2023.03.13 01:00 | buy | 12 | 1.00 | 1.61594 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.13 01:00 | modify | 12 | 1.00 | 1.61594 | 1.61394 | 1.62294 | ||
| 36 | 2023.03.13 01:07 | s/l | 12 | 1.00 | 1.61394 | 1.61394 | 1.62294 | -131.26 | 10289.78 |
| 37 | 2023.03.14 01:00 | sell | 13 | 1.00 | 1.61157 | 0.00000 | 0.00000 | ||
| 38 | 2023.03.14 01:00 | modify | 13 | 1.00 | 1.61157 | 1.61357 | 1.60457 | ||
| 39 | 2023.03.14 02:00 | close | 13 | 1.00 | 1.61117 | 1.61357 | 1.60457 | 26.36 | 10316.14 |
| 40 | 2023.03.16 01:00 | buy | 14 | 1.00 | 1.59570 | 0.00000 | 0.00000 | ||
| 41 | 2023.03.16 01:00 | modify | 14 | 1.00 | 1.59570 | 1.59370 | 1.60270 | ||
| 42 | 2023.03.16 01:20 | close | 14 | 1.00 | 1.59800 | 1.59370 | 1.60270 | 150.95 | 10467.09 |
| 43 | 2023.03.31 01:00 | buy | 15 | 1.00 | 1.62469 | 0.00000 | 0.00000 | ||
| 44 | 2023.03.31 01:00 | modify | 15 | 1.00 | 1.62469 | 1.62269 | 1.63169 | ||
| 45 | 2023.03.31 01:40 | s/l | 15 | 1.00 | 1.62269 | 1.62269 | 1.63169 | -131.26 | 10335.83 |
| 46 | 2023.04.13 01:00 | sell | 16 | 1.00 | 1.64404 | 0.00000 | 0.00000 | ||
| 47 | 2023.04.13 01:00 | modify | 16 | 1.00 | 1.64404 | 1.64604 | 1.63704 | ||
| 48 | 2023.04.13 01:40 | close | 16 | 1.00 | 1.64146 | 1.64604 | 1.63704 | 170.01 | 10505.84 |
| 49 | 2023.04.14 01:00 | sell | 17 | 1.00 | 1.62958 | 0.00000 | 0.00000 | ||
| 50 | 2023.04.14 01:00 | modify | 17 | 1.00 | 1.62958 | 1.63158 | 1.62258 | ||
| 51 | 2023.04.14 02:00 | close | 17 | 1.00 | 1.62976 | 1.63158 | 1.62258 | -11.87 | 10493.97 |
| 52 | 2023.05.04 01:00 | sell | 18 | 1.00 | 1.66533 | 0.00000 | 0.00000 | ||
| 53 | 2023.05.04 01:00 | modify | 18 | 1.00 | 1.66533 | 1.66733 | 1.65833 | ||
| 54 | 2023.05.04 01:20 | close | 18 | 1.00 | 1.66323 | 1.66733 | 1.65833 | 138.38 | 10632.35 |
| 55 | 2023.05.19 01:00 | buy | 19 | 1.00 | 1.62528 | 0.00000 | 0.00000 | ||
| 56 | 2023.05.19 01:00 | modify | 19 | 1.00 | 1.62528 | 1.62328 | 1.63228 | ||
| 57 | 2023.05.19 02:00 | close | 19 | 1.00 | 1.62553 | 1.62328 | 1.63228 | 16.40 | 10648.75 |
| 58 | 2023.05.30 01:00 | sell | 20 | 1.00 | 1.63798 | 0.00000 | 0.00000 | ||
| 59 | 2023.05.30 01:00 | modify | 20 | 1.00 | 1.63798 | 1.63998 | 1.63098 | ||
| 60 | 2023.05.30 01:20 | close | 20 | 1.00 | 1.63588 | 1.63998 | 1.63098 | 138.38 | 10787.13 |
| 61 | 2023.06.26 01:00 | sell | 21 | 1.00 | 1.63282 | 0.00000 | 0.00000 | ||
| 62 | 2023.06.26 01:00 | modify | 21 | 1.00 | 1.63282 | 1.63482 | 1.62582 | ||
| 63 | 2023.06.26 01:20 | close | 21 | 1.00 | 1.63130 | 1.63482 | 1.62582 | 100.16 | 10887.29 |
| 64 | 2023.06.28 01:00 | sell | 22 | 1.00 | 1.64254 | 0.00000 | 0.00000 | ||
| 65 | 2023.06.28 01:00 | modify | 22 | 1.00 | 1.64254 | 1.64454 | 1.63554 | ||
| 66 | 2023.06.28 01:35 | s/l | 22 | 1.00 | 1.64454 | 1.64454 | 1.63554 | -131.78 | 10755.51 |
| 67 | 2023.07.12 01:00 | buy | 23 | 1.00 | 1.64198 | 0.00000 | 0.00000 | ||
| 68 | 2023.07.12 01:00 | modify | 23 | 1.00 | 1.64198 | 1.63998 | 1.64898 | ||
| 69 | 2023.07.12 01:07 | s/l | 23 | 1.00 | 1.63998 | 1.63998 | 1.64898 | -131.26 | 10624.25 |
| 70 | 2023.07.14 01:00 | sell | 24 | 1.00 | 1.63165 | 0.00000 | 0.00000 | ||
| 71 | 2023.07.14 01:00 | modify | 24 | 1.00 | 1.63165 | 1.63365 | 1.62465 | ||
| 72 | 2023.07.14 02:00 | close | 24 | 1.00 | 1.63087 | 1.63365 | 1.62465 | 51.39 | 10675.64 |
| 73 | 2023.09.21 01:00 | sell | 25 | 1.00 | 1.65476 | 0.00000 | 0.00000 | ||
| 74 | 2023.09.21 01:00 | modify | 25 | 1.00 | 1.65476 | 1.65676 | 1.64776 | ||
| 75 | 2023.09.21 01:45 | s/l | 25 | 1.00 | 1.65676 | 1.65676 | 1.64776 | -131.79 | 10543.85 |
| 76 | 2023.10.19 01:00 | sell | 26 | 1.00 | 1.66809 | 0.00000 | 0.00000 | ||
| 77 | 2023.10.19 01:00 | modify | 26 | 1.00 | 1.66809 | 1.67009 | 1.66109 | ||
| 78 | 2023.10.19 01:40 | s/l | 26 | 1.00 | 1.67009 | 1.67009 | 1.66109 | -131.79 | 10412.06 |
| 79 | 2023.10.25 01:00 | buy | 27 | 1.00 | 1.65751 | 0.00000 | 0.00000 | ||
| 80 | 2023.10.25 01:00 | modify | 27 | 1.00 | 1.65751 | 1.65551 | 1.66451 | ||
| 81 | 2023.10.25 02:00 | close | 27 | 1.00 | 1.65761 | 1.65551 | 1.66451 | 6.56 | 10418.62 |