Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.01.01 22:30 - 2023.12.29 21:45 (2023.01.01 - 2024.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=90; 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=22; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 test25178Ticks modelled29126229Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit30404.52Gross profit109029.59Gross loss-78625.08
Profit factor1.39Expected payoff116.05
Absolute drawdown461.65Maximal drawdown6670.46 (21.51%)Relative drawdown24.90% (3162.13)
Total trades262Short positions (won %)139 (47.48%)Long positions (won %)123 (55.28%)
Profit trades (% of total)134 (51.15%)Loss trades (% of total)128 (48.85%)
Largestprofit trade923.40loss trade-781.83
Averageprofit trade813.65loss trade-614.26
Maximumconsecutive wins (profit in money)4 (3419.97)consecutive losses (loss in money)4 (-2592.12)
Maximalconsecutive profit (count of wins)3419.97 (4)consecutive loss (count of losses)-2592.12 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 23:30sell11.0089.0950.0000.000
22023.01.02 23:30modify11.0089.09589.99587.895
32023.01.03 00:00sell21.0089.0360.0000.000
42023.01.03 00:00modify21.0089.03689.93687.836
52023.01.03 02:00buy31.0088.2890.0000.000
62023.01.03 02:00modify31.0088.28987.38989.489
72023.01.03 08:36t/p11.0087.89589.99587.895809.3810809.38
82023.01.03 08:54t/p21.0087.83689.93687.836817.8011627.18
92023.01.03 23:30sell41.0088.2250.0000.000
102023.01.03 23:30modify41.0088.22589.12587.025
112023.01.04 00:00sell51.0088.2980.0000.000
122023.01.04 00:00modify51.0088.29889.19887.098
132023.01.04 04:58s/l41.0089.12589.12587.025-621.7611005.41
142023.01.04 06:00buy61.0089.0230.0000.000
152023.01.04 06:00modify61.0089.02388.12390.223
162023.01.04 08:11s/l51.0089.19889.19887.098-613.3410392.07
172023.01.04 08:15sell71.0089.3290.0000.000
182023.01.04 08:15modify71.0089.32990.22988.129
192023.01.04 08:45t/p31.0089.48987.38989.489822.6711214.74
202023.01.04 15:20s/l71.0090.22990.22988.129-613.3410601.40
212023.01.04 15:30t/p61.0090.22388.12390.223817.8611419.26
222023.01.04 23:45buy81.0090.2720.0000.000
232023.01.04 23:45modify81.0090.27289.37291.472
242023.01.05 00:15buy91.0090.1470.0000.000
252023.01.05 00:15modify91.0090.14789.24791.347
262023.01.05 02:15sell101.0090.0480.0000.000
272023.01.05 02:15modify101.0090.04890.94888.848
282023.01.05 13:16s/l101.0090.94890.94888.848-613.3510805.91
292023.01.05 22:15sell111.0090.0850.0000.000
302023.01.05 22:15modify111.0090.08590.98588.885
312023.01.08 23:04s/l111.0090.98590.98588.885-621.7710184.14
322023.01.08 23:15sell121.0090.9380.0000.000
332023.01.08 23:15modify121.0090.93891.83889.738
342023.01.09 05:32t/p91.0091.34789.24791.347827.4711011.61
352023.01.09 06:00sell131.0091.4260.0000.000
362023.01.09 06:00modify131.0091.42692.32690.226
372023.01.09 06:46t/p81.0091.47289.37291.472841.8611853.47
382023.01.09 08:00buy141.0091.4780.0000.000
392023.01.09 08:00modify141.0091.47890.57892.678
402023.01.09 09:44s/l121.0091.83891.83889.738-621.7611231.71
412023.01.10 00:15sell151.0091.1210.0000.000
422023.01.10 00:15modify151.0091.12192.02189.921
432023.01.12 09:34s/l141.0090.57890.57892.678-589.4710642.24
442023.01.12 09:45buy161.0090.5300.0000.000
452023.01.12 09:45modify161.0090.53089.63091.730
462023.01.12 12:06t/p131.0090.22692.32690.226775.7511418.00
472023.01.12 23:15sell171.0090.0770.0000.000
482023.01.12 23:15modify171.0090.07790.97788.877
492023.01.13 00:24t/p151.0089.92192.02189.921775.7512193.75
502023.01.13 00:45sell181.0089.9860.0000.000
512023.01.13 00:45modify181.0089.98690.88688.786
522023.01.13 06:53s/l161.0089.63089.63091.730-608.6611585.09
532023.01.13 07:00buy191.0089.6940.0000.000
542023.01.13 07:00modify191.0089.69488.79490.894
552023.01.13 13:49t/p171.0088.87790.97788.877809.4512394.54
562023.01.13 13:52s/l191.0088.79488.79490.894-613.4611781.08
572023.01.13 13:55t/p181.0088.78690.88688.786817.8612598.94
582023.01.16 00:15sell201.0089.3340.0000.000
592023.01.16 00:15modify201.0089.33490.23488.134
602023.01.16 03:00buy211.0089.3810.0000.000
612023.01.16 03:00modify211.0089.38188.48190.581
622023.01.17 00:15sell221.0089.5020.0000.000
632023.01.17 00:15modify221.0089.50290.40288.302
642023.01.18 02:40s/l201.0090.23490.23488.134-630.2411968.70
652023.01.18 02:40s/l221.0090.40290.40288.302-621.8111346.89
662023.01.18 02:40t/p211.0090.58188.48190.581827.5312174.41
672023.01.18 02:45sell231.0091.0080.0000.000
682023.01.18 02:45modify231.0091.00891.90889.808
692023.01.18 04:37s/l231.0091.90891.90889.808-613.3911561.02
702023.01.18 04:45sell241.0091.8460.0000.000
712023.01.18 04:45modify241.0091.84692.74690.646
722023.01.18 07:45buy251.0091.5740.0000.000
732023.01.18 07:45modify251.0091.57490.67492.774
742023.01.18 10:26s/l251.0090.67490.67492.774-613.4510947.57
752023.01.18 11:52t/p241.0090.64692.74690.646817.8611765.43
762023.01.19 00:15buy261.0089.1830.0000.000
772023.01.19 00:15modify261.0089.18388.28390.383
782023.01.19 05:14s/l261.0088.28388.28390.383-613.4511151.98
792023.01.19 05:15buy271.0088.3250.0000.000
802023.01.19 05:15modify271.0088.32587.42589.525
812023.01.19 08:00sell281.0088.3000.0000.000
822023.01.19 08:00modify281.0088.30089.20087.100
832023.01.20 00:15sell291.0088.8760.0000.000
842023.01.20 00:15modify291.0088.87689.77687.676
852023.01.20 01:59s/l281.0089.20089.20087.100-621.8010530.18
862023.01.20 07:45buy301.0089.4130.0000.000
872023.01.20 07:45modify301.0089.41388.51390.613
882023.01.20 08:28t/p271.0089.52587.42589.525822.7111352.89
892023.01.20 09:04s/l291.0089.77689.77687.676-613.3810739.51
902023.01.20 09:45sell311.0089.8160.0000.000
912023.01.20 09:45modify311.0089.81690.71688.616
922023.01.23 00:15buy321.0090.2860.0000.000
932023.01.23 00:15modify321.0090.28689.38691.486
942023.01.23 05:40t/p301.0090.61388.51390.613822.7111562.22
952023.01.23 06:28s/l311.0090.71690.71688.616-621.7910940.42
962023.01.23 06:45sell331.0090.7870.0000.000
972023.01.23 06:45modify331.0090.78791.68789.587
982023.01.23 15:52t/p321.0091.48689.38691.486817.9111758.33
992023.01.23 15:55s/l331.0091.68791.68789.587-613.3811144.95
1002023.01.24 07:15sell341.0091.6270.0000.000
1012023.01.24 07:15modify341.0091.62792.52790.427
1022023.01.25 00:45sell351.0092.0860.0000.000
1032023.01.25 00:45modify351.0092.08692.98690.886
1042023.01.25 02:39s/l341.0092.52792.52790.427-621.7710523.18
1052023.01.25 08:00buy361.0092.5830.0000.000
1062023.01.25 08:00modify361.0092.58391.68393.783
1072023.01.25 12:35s/l361.0091.68391.68393.783-613.409909.78
1082023.01.26 01:00buy371.0091.8310.0000.000
1092023.01.26 01:00modify371.0091.83190.93193.031
1102023.01.26 07:30sell381.0092.1100.0000.000
1112023.01.26 07:30modify381.0092.11093.01090.910
1122023.02.02 16:53s/l371.0090.93190.93193.031-579.839329.95
1132023.02.02 18:11t/p381.0090.91093.01090.910758.8410088.79
1142023.02.02 22:30buy391.0091.0110.0000.000
1152023.02.02 22:30modify391.0091.01190.11192.211
1162023.02.03 00:24t/p351.0090.88692.98690.886725.1710813.96
1172023.02.03 00:30buy401.0090.9220.0000.000
1182023.02.03 00:30modify401.0090.92290.02292.122
1192023.02.03 09:45sell411.0090.7830.0000.000
1202023.02.03 09:45modify411.0090.78391.68389.583
1212023.02.07 03:30s/l411.0091.68391.68389.583-630.2010183.76
1222023.02.07 03:45sell421.0091.7460.0000.000
1232023.02.07 03:45modify421.0091.74692.64690.546
1242023.02.10 07:55t/p421.0090.54692.64690.546775.7110959.47
1252023.02.10 08:00buy431.0090.5840.0000.000
1262023.02.10 08:00modify431.0090.58489.68491.784
1272023.02.13 09:00t/p431.0091.78489.68491.784822.6911782.16
1282023.02.13 09:00sell441.0091.7840.0000.000
1292023.02.13 09:00modify441.0091.78492.68490.584
1302023.02.13 14:39t/p401.0092.12290.02292.122856.2812638.44
1312023.02.13 14:59t/p391.0092.21190.11192.211861.0813499.52
1322023.02.14 00:15buy451.0092.2570.0000.000
1332023.02.14 00:15modify451.0092.25791.35793.457
1342023.02.14 07:30sell461.0091.9660.0000.000
1352023.02.14 07:30modify461.0091.96692.86690.766
1362023.02.14 15:28s/l441.0092.68492.68490.584-621.7912877.73
1372023.02.14 17:23s/l461.0092.86692.86690.766-613.3712264.36
1382023.02.15 06:45buy471.0092.2280.0000.000
1392023.02.15 06:45modify471.0092.22891.32893.428
1402023.02.15 08:45sell481.0092.0920.0000.000
1412023.02.15 08:45modify481.0092.09292.99290.892
1422023.02.21 00:36s/l481.0092.99292.99290.892-663.9111600.45
1432023.02.21 00:45sell491.0092.8550.0000.000
1442023.02.21 00:45modify491.0092.85593.75591.655
1452023.02.23 16:22t/p491.0091.65593.75591.655784.1412384.59
1462023.02.24 00:45sell501.0091.6930.0000.000
1472023.02.24 00:45modify501.0091.69392.59390.493
1482023.02.24 13:30s/l451.0091.35791.35793.457-555.8311828.75
1492023.02.24 13:30s/l471.0091.32891.32893.428-560.6411268.11
1502023.02.27 01:00buy511.0091.7640.0000.000
1512023.02.27 01:00modify511.0091.76490.86492.964
1522023.02.27 07:15sell521.0091.4000.0000.000
1532023.02.27 07:15modify521.0091.40092.30090.200
1542023.03.07 08:07s/l511.0090.86490.86492.964-575.0610693.05
1552023.03.07 08:15buy531.0090.7920.0000.000
1562023.03.07 08:15modify531.0090.79289.89291.992
1572023.03.07 15:03t/p501.0090.49392.59390.493742.0611435.11
1582023.03.07 22:07t/p521.0090.20092.30090.200750.4812185.59
1592023.03.08 00:00sell541.0090.5210.0000.000
1602023.03.08 00:00modify541.0090.52191.42189.321
1612023.03.08 03:00buy551.0090.5160.0000.000
1622023.03.08 03:00modify551.0090.51689.61691.716
1632023.03.09 18:33s/l531.0089.89289.89291.992-594.2511591.34
1642023.03.09 20:16s/l551.0089.61689.61691.716-599.0610992.28
1652023.03.10 00:00sell561.0089.8510.0000.000
1662023.03.10 00:00modify561.0089.85190.75188.651
1672023.03.10 02:15buy571.0089.5370.0000.000
1682023.03.10 02:15modify571.0089.53788.63790.737
1692023.03.10 02:27t/p541.0089.32191.42189.321784.1811776.45
1702023.03.10 18:47s/l571.0088.63788.63790.737-613.4511163.00
1712023.03.12 21:11t/p561.0088.65190.75188.651817.8611980.86
1722023.03.12 22:15buy581.0088.2700.0000.000
1732023.03.12 22:15modify581.0088.27087.37089.470
1742023.03.12 23:27t/p581.0089.47087.37089.470817.9212798.78
1752023.03.12 23:30sell591.0089.3540.0000.000
1762023.03.12 23:30modify591.0089.35490.25488.154
1772023.03.13 00:00sell601.0089.5230.0000.000
1782023.03.13 00:00modify601.0089.52390.42388.323
1792023.03.13 08:45buy611.0089.3100.0000.000
1802023.03.13 08:45modify611.0089.31088.41090.510
1812023.03.13 09:31s/l611.0088.41088.41090.510-613.4312185.35
1822023.03.13 09:34t/p601.0088.32390.42388.323817.8413003.19
1832023.03.13 09:43t/p591.0088.15490.25488.154809.4213812.61
1842023.03.13 09:45buy621.0088.1840.0000.000
1852023.03.13 09:45modify621.0088.18487.28489.384
1862023.03.13 22:15sell631.0088.7740.0000.000
1872023.03.13 22:15modify631.0088.77489.67487.574
1882023.03.14 00:15buy641.0088.6970.0000.000
1892023.03.14 00:15modify641.0088.69787.79789.897
1902023.03.14 08:31t/p621.0089.38487.28489.384822.7114635.32
1912023.03.14 08:45sell651.0089.3510.0000.000
1922023.03.14 08:45modify651.0089.35190.25188.151
1932023.03.14 12:30s/l631.0089.67489.67487.574-621.8014013.52
1942023.03.14 13:23t/p641.0089.89787.79789.897817.9114831.43
1952023.03.15 00:15sell661.0089.9200.0000.000
1962023.03.15 00:15modify661.0089.92090.82088.720
1972023.03.15 06:15buy671.0090.0390.0000.000
1982023.03.15 06:15modify671.0090.03989.13991.239
1992023.03.15 10:06s/l671.0089.13989.13991.239-613.4314218.00
2002023.03.15 10:44t/p661.0088.72090.82088.720817.8415035.84
2012023.03.15 12:36t/p651.0088.15190.25188.151809.4315845.26
2022023.03.15 22:15buy681.0088.2530.0000.000
2032023.03.15 22:15modify681.0088.25387.35389.453
2042023.03.16 00:00buy691.0087.9740.0000.000
2052023.03.16 00:00modify691.0087.97487.07489.174
2062023.03.16 04:15sell701.0087.9440.0000.000
2072023.03.16 04:15modify701.0087.94488.84486.744
2082023.03.16 17:00s/l701.0088.84488.84486.744-613.3915231.87
2092023.03.17 00:15sell711.0088.8900.0000.000
2102023.03.17 00:15modify711.0088.89089.79087.690
2112023.03.17 02:19t/p691.0089.17487.07489.174822.7316054.60
2122023.03.17 08:11t/p681.0089.45387.35389.453837.1316891.73
2132023.03.17 09:15buy721.0089.2560.0000.000
2142023.03.17 09:15modify721.0089.25688.35690.456
2152023.03.17 12:35s/l721.0088.35688.35690.456-613.4516278.28
2162023.03.19 22:45sell731.0088.7430.0000.000
2172023.03.19 22:45modify731.0088.74389.64387.543
2182023.03.20 00:15sell741.0088.9470.0000.000
2192023.03.20 00:15modify741.0088.94789.84787.747
2202023.03.20 06:31t/p741.0087.74789.84787.747817.8417096.12
2212023.03.20 06:33t/p711.0087.69089.79087.690809.4317905.54
2222023.03.20 06:45buy751.0087.7170.0000.000
2232023.03.20 06:45modify751.0087.71786.81788.917
2242023.03.20 06:56t/p731.0087.54389.64387.543809.4218714.96
2252023.03.20 09:30sell761.0087.3560.0000.000
2262023.03.20 09:30modify761.0087.35688.25686.156
2272023.03.20 12:55s/l761.0088.25688.25686.156-613.3918101.57
2282023.03.21 00:30sell771.0088.2440.0000.000
2292023.03.21 00:30modify771.0088.24489.14487.044
2302023.03.22 01:45sell781.0088.7470.0000.000
2312023.03.22 01:45modify781.0088.74789.64787.547
2322023.03.22 10:19t/p751.0088.91786.81788.917827.5018929.07
2332023.03.23 00:15sell791.0087.9990.0000.000
2342023.03.23 00:15modify791.0087.99988.89986.799
2352023.03.23 18:25t/p781.0087.54789.64787.547792.4819721.55
2362023.03.23 19:20t/p771.0087.04489.14487.044784.0620505.61
2372023.03.24 01:15buy801.0086.8200.0000.000
2382023.03.24 01:15modify801.0086.82085.92088.020
2392023.03.24 01:16t/p791.0086.79988.89986.799809.3321314.93
2402023.03.27 01:45sell811.0086.9880.0000.000
2412023.03.27 01:45modify811.0086.98887.88885.788
2422023.03.27 07:45buy821.0087.0970.0000.000
2432023.03.27 07:45modify821.0087.09786.19788.297
2442023.03.28 15:22s/l811.0087.88887.88885.788-621.7620693.17
2452023.03.28 22:00buy831.0087.7720.0000.000
2462023.03.28 22:00modify831.0087.77286.87288.972
2472023.03.29 00:13t/p801.0088.02085.92088.020832.2521525.42
2482023.03.29 01:00sell841.0087.9570.0000.000
2492023.03.29 01:00modify841.0087.95788.85786.757
2502023.03.29 02:59t/p821.0088.29786.19788.297827.4622352.87
2512023.03.29 06:15buy851.0088.1460.0000.000
2522023.03.29 06:15modify851.0088.14687.24689.346
2532023.03.29 20:39s/l841.0088.85788.85786.757-613.3421739.53
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