Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 15 Minutes (M15) 2022.12.01 00:00 - 2023.11.30 23:45 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=6; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=100; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 | 25303 | Ticks modelled | 24898064 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 236.33 | Gross profit | 949.17 | Gross loss | -712.84 |
| Profit factor | 1.33 | Expected payoff | 12.44 | ||
| Absolute drawdown | 36.05 | Maximal drawdown | 569.25 (5.27%) | Relative drawdown | 5.27% (569.25) |
| Total trades | 19 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 8 (42.11%) | Loss trades (% of total) | 11 (57.89%) | ||
| Largest | profit trade | 367.85 | loss trade | -105.37 | |
| Average | profit trade | 118.65 | loss trade | -64.80 | |
| Maximum | consecutive wins (profit in money) | 4 (794.55) | consecutive losses (loss in money) | 4 (-150.29) | |
| Maximal | consecutive profit (count of wins) | 794.55 (4) | consecutive loss (count of losses) | -205.59 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.16 03:00 | sell | 1 | 1.00 | 1.66496 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.16 03:00 | modify | 1 | 1.00 | 1.66496 | 1.67496 | 1.65996 | ||
| 3 | 2022.12.16 04:00 | close | 1 | 1.00 | 1.66376 | 1.67496 | 1.65996 | 88.28 | 10088.28 |
| 4 | 2022.12.20 03:15 | sell | 2 | 1.00 | 1.66433 | 0.00000 | 0.00000 | ||
| 5 | 2022.12.20 03:15 | modify | 2 | 1.00 | 1.66433 | 1.67433 | 1.65933 | ||
| 6 | 2022.12.20 03:19 | t/p | 2 | 1.00 | 1.65933 | 1.67433 | 1.65933 | 367.85 | 10456.13 |
| 7 | 2022.12.20 03:30 | sell | 3 | 1.00 | 1.66068 | 0.00000 | 0.00000 | ||
| 8 | 2022.12.20 03:30 | modify | 3 | 1.00 | 1.66068 | 1.67068 | 1.65568 | ||
| 9 | 2022.12.20 03:35 | close | 3 | 1.00 | 1.66024 | 1.67068 | 1.65568 | 32.37 | 10488.50 |
| 10 | 2023.01.03 03:00 | sell | 4 | 1.00 | 1.63966 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.03 03:00 | modify | 4 | 1.00 | 1.63966 | 1.64966 | 1.63466 | ||
| 12 | 2023.01.03 04:00 | close | 4 | 1.00 | 1.63550 | 1.64966 | 1.63466 | 306.05 | 10794.55 |
| 13 | 2023.01.06 03:15 | sell | 5 | 1.00 | 1.61530 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.06 03:15 | modify | 5 | 1.00 | 1.61530 | 1.62530 | 1.61030 | ||
| 15 | 2023.01.06 03:45 | close | 5 | 1.00 | 1.61666 | 1.62530 | 1.61030 | -100.05 | 10694.50 |
| 16 | 2023.01.09 03:00 | sell | 6 | 1.00 | 1.62667 | 0.00000 | 0.00000 | ||
| 17 | 2023.01.09 03:00 | modify | 6 | 1.00 | 1.62667 | 1.63667 | 1.62167 | ||
| 18 | 2023.01.09 04:00 | close | 6 | 1.00 | 1.62644 | 1.63667 | 1.62167 | 16.92 | 10711.42 |
| 19 | 2023.01.10 03:00 | buy | 7 | 1.00 | 1.63035 | 0.00000 | 0.00000 | ||
| 20 | 2023.01.10 03:00 | modify | 7 | 1.00 | 1.63035 | 1.62035 | 1.63535 | ||
| 21 | 2023.01.10 03:26 | close | 7 | 1.00 | 1.62892 | 1.62035 | 1.63535 | -105.37 | 10606.05 |
| 22 | 2023.01.18 03:00 | buy | 8 | 1.00 | 1.64381 | 0.00000 | 0.00000 | ||
| 23 | 2023.01.18 03:00 | modify | 8 | 1.00 | 1.64381 | 1.63381 | 1.64881 | ||
| 24 | 2023.01.18 03:05 | close | 8 | 1.00 | 1.64245 | 1.63381 | 1.64881 | -100.22 | 10505.83 |
| 25 | 2023.02.07 03:45 | buy | 9 | 1.00 | 1.61619 | 0.00000 | 0.00000 | ||
| 26 | 2023.02.07 03:45 | modify | 9 | 1.00 | 1.61619 | 1.60619 | 1.62119 | ||
| 27 | 2023.02.07 04:00 | close | 9 | 1.00 | 1.61644 | 1.60619 | 1.62119 | 18.42 | 10524.25 |
| 28 | 2023.03.07 03:45 | sell | 10 | 1.00 | 1.63877 | 0.00000 | 0.00000 | ||
| 29 | 2023.03.07 03:45 | modify | 10 | 1.00 | 1.63877 | 1.64877 | 1.63377 | ||
| 30 | 2023.03.07 04:00 | close | 10 | 1.00 | 1.63918 | 1.64877 | 1.63377 | -30.17 | 10494.08 |
| 31 | 2023.03.10 03:00 | sell | 11 | 1.00 | 1.64941 | 0.00000 | 0.00000 | ||
| 32 | 2023.03.10 03:00 | modify | 11 | 1.00 | 1.64941 | 1.65941 | 1.64441 | ||
| 33 | 2023.03.10 03:35 | close | 11 | 1.00 | 1.65079 | 1.65941 | 1.64441 | -101.53 | 10392.55 |
| 34 | 2023.03.13 03:00 | sell | 12 | 1.00 | 1.66445 | 0.00000 | 0.00000 | ||
| 35 | 2023.03.13 03:00 | modify | 12 | 1.00 | 1.66445 | 1.67445 | 1.65945 | ||
| 36 | 2023.03.13 04:00 | close | 12 | 1.00 | 1.66364 | 1.67445 | 1.65945 | 59.59 | 10452.14 |
| 37 | 2023.04.28 03:30 | sell | 13 | 1.00 | 1.69930 | 0.00000 | 0.00000 | ||
| 38 | 2023.04.28 03:30 | modify | 13 | 1.00 | 1.69930 | 1.70930 | 1.69430 | ||
| 39 | 2023.04.28 04:00 | close | 13 | 1.00 | 1.69983 | 1.70930 | 1.69430 | -38.99 | 10413.15 |
| 40 | 2023.05.04 03:00 | buy | 14 | 1.00 | 1.71117 | 0.00000 | 0.00000 | ||
| 41 | 2023.05.04 03:00 | modify | 14 | 1.00 | 1.71117 | 1.70117 | 1.71617 | ||
| 42 | 2023.05.04 04:00 | close | 14 | 1.00 | 1.71000 | 1.70117 | 1.71617 | -86.22 | 10326.93 |
| 43 | 2023.07.11 03:00 | buy | 15 | 1.00 | 1.70709 | 0.00000 | 0.00000 | ||
| 44 | 2023.07.11 03:00 | modify | 15 | 1.00 | 1.70709 | 1.69709 | 1.71209 | ||
| 45 | 2023.07.11 04:00 | close | 15 | 1.00 | 1.70790 | 1.69709 | 1.71209 | 59.69 | 10386.62 |
| 46 | 2023.07.28 03:30 | sell | 16 | 1.00 | 1.69267 | 0.00000 | 0.00000 | ||
| 47 | 2023.07.28 03:30 | modify | 16 | 1.00 | 1.69267 | 1.70267 | 1.68767 | ||
| 48 | 2023.07.28 04:00 | close | 16 | 1.00 | 1.69286 | 1.70267 | 1.68767 | -13.98 | 10372.64 |
| 49 | 2023.08.04 03:15 | sell | 17 | 1.00 | 1.70002 | 0.00000 | 0.00000 | ||
| 50 | 2023.08.04 03:15 | modify | 17 | 1.00 | 1.70002 | 1.71002 | 1.69502 | ||
| 51 | 2023.08.04 04:00 | close | 17 | 1.00 | 1.70016 | 1.71002 | 1.69502 | -10.30 | 10362.34 |
| 52 | 2023.08.25 03:00 | buy | 18 | 1.00 | 1.70913 | 0.00000 | 0.00000 | ||
| 53 | 2023.08.25 03:00 | modify | 18 | 1.00 | 1.70913 | 1.69913 | 1.71413 | ||
| 54 | 2023.08.25 04:00 | close | 18 | 1.00 | 1.70879 | 1.69913 | 1.71413 | -25.06 | 10337.28 |
| 55 | 2023.09.22 03:00 | buy | 19 | 1.00 | 1.65402 | 0.00000 | 0.00000 | ||
| 56 | 2023.09.22 03:00 | modify | 19 | 1.00 | 1.65402 | 1.64402 | 1.65902 | ||
| 57 | 2023.09.22 03:26 | close | 19 | 1.00 | 1.65265 | 1.64402 | 1.65902 | -100.95 | 10236.33 |