Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.01.01 23:45 - 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=7; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=100; 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=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=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 test25177Ticks modelled48602014Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit37456.15Gross profit143559.94Gross loss-106103.80
Profit factor1.35Expected payoff102.06
Absolute drawdown7677.35Maximal drawdown8092.41 (77.70%)Relative drawdown77.70% (8092.41)
Total trades367Short positions (won %)168 (52.98%)Long positions (won %)199 (61.81%)
Profit trades (% of total)212 (57.77%)Loss trades (% of total)155 (42.23%)
Largestprofit trade758.27loss trade-784.12
Averageprofit trade677.17loss trade-684.54
Maximumconsecutive wins (profit in money)11 (7459.33)consecutive losses (loss in money)5 (-3496.94)
Maximalconsecutive profit (count of wins)7459.33 (11)consecutive loss (count of losses)-3496.94 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 22:30buy11.00139.4020.0000.000
22023.01.02 22:30modify11.00139.402138.402140.402
32023.01.03 00:30sell21.00139.5480.0000.000
42023.01.03 00:30modify21.00139.548140.548138.548
52023.01.03 01:29t/p21.00138.548140.548138.548681.4910681.49
62023.01.03 01:29s/l11.00138.402138.402140.402-673.8910007.60
72023.01.03 01:30buy31.00138.4560.0000.000
82023.01.03 01:30modify31.00138.456137.456139.456
92023.01.03 09:17s/l31.00137.456137.456139.456-681.549326.06
102023.01.03 22:00buy41.00138.2000.0000.000
112023.01.03 22:00modify41.00138.200137.200139.200
122023.01.04 00:00sell51.00138.4480.0000.000
132023.01.04 00:00modify51.00138.448139.448137.448
142023.01.04 14:56t/p41.00139.200137.200139.200689.1810015.23
152023.01.04 15:11s/l51.00139.448139.448137.448-681.489333.75
162023.01.04 22:00sell61.00140.6150.0000.000
172023.01.04 22:00modify61.00140.615141.615139.615
182023.01.05 00:00buy71.00140.3000.0000.000
192023.01.05 00:00modify71.00140.300139.300141.300
202023.01.05 13:19t/p71.00141.300139.300141.300681.5310015.28
212023.01.05 22:15sell81.00140.3280.0000.000
222023.01.05 22:15modify81.00140.328141.328139.328
232023.01.06 00:15sell91.00140.4040.0000.000
242023.01.06 00:15modify91.00140.404141.404139.404
252023.01.06 08:01s/l81.00141.328141.328139.328-694.279321.01
262023.01.06 08:05s/l91.00141.404141.404139.404-681.478639.54
272023.01.08 23:15sell101.00140.6550.0000.000
282023.01.08 23:15modify101.00140.655141.655139.655
292023.01.09 00:00sell111.00140.5340.0000.000
302023.01.09 00:00modify111.00140.534141.534139.534
312023.01.09 10:43s/l111.00141.534141.534139.534-681.487958.06
322023.01.09 11:55s/l61.00141.615141.615139.615-745.447212.62
332023.01.09 15:02s/l101.00141.655141.655139.655-694.276518.35
342023.01.09 22:30buy121.00141.5660.0000.000
352023.01.09 22:30modify121.00141.566140.566142.566
362023.01.10 00:00buy131.00141.4110.0000.000
372023.01.10 00:00modify131.00141.411140.411142.411
382023.01.11 00:00buy141.00141.8850.0000.000
392023.01.11 00:00modify141.00141.885140.885142.885
402023.01.11 08:23t/p131.00142.411140.411142.411689.197207.53
412023.01.11 12:51t/p121.00142.566140.566142.566696.827904.35
422023.01.11 22:00sell151.00142.4590.0000.000
432023.01.11 22:00modify151.00142.459143.459141.459
442023.01.12 00:00buy161.00142.0410.0000.000
452023.01.12 00:00modify161.00142.041141.041143.041
462023.01.12 09:12t/p151.00141.459143.459141.459643.088547.43
472023.01.12 09:37s/l161.00141.041141.041143.041-681.517865.92
482023.01.12 11:28s/l141.00140.885140.885142.885-658.557207.37
492023.01.12 22:00buy171.00140.3190.0000.000
502023.01.12 22:00modify171.00140.319139.319141.319
512023.01.13 00:00sell181.00140.3300.0000.000
522023.01.13 00:00modify181.00140.330141.330139.330
532023.01.13 07:46s/l171.00139.319139.319141.319-673.846533.53
542023.01.13 07:47t/p181.00139.330141.330139.330681.437214.96
552023.01.15 23:30sell191.00138.5350.0000.000
562023.01.15 23:30modify191.00138.535139.535137.535
572023.01.16 00:00sell201.00138.5840.0000.000
582023.01.16 00:00modify201.00138.584139.584137.584
592023.01.16 22:45buy211.00139.0460.0000.000
602023.01.16 22:45modify211.00139.046138.046140.046
612023.01.17 00:00buy221.00139.0170.0000.000
622023.01.17 00:00modify221.00139.017138.017140.017
632023.01.17 02:31s/l191.00139.535139.535137.535-707.066507.89
642023.01.17 02:32s/l201.00139.584139.584137.584-694.285813.61
652023.01.17 23:00sell231.00138.3450.0000.000
662023.01.17 23:00modify231.00138.345139.345137.345
672023.01.18 00:15sell241.00138.4850.0000.000
682023.01.18 00:15modify241.00138.485139.485137.485
692023.01.18 02:40s/l231.00139.345139.345137.345-694.295119.32
702023.01.18 02:40s/l241.00139.485139.485137.485-681.494437.83
712023.01.18 02:40t/p221.00140.017138.017140.017689.195127.01
722023.01.18 02:40t/p211.00140.046138.046140.046696.845823.85
732023.01.18 22:45buy251.00139.0250.0000.000
742023.01.18 22:45modify251.00139.025138.025140.025
752023.01.19 00:00buy261.00138.8310.0000.000
762023.01.19 00:00modify261.00138.831137.831139.831
772023.01.19 05:23s/l251.00138.025138.025140.025-658.605165.25
782023.01.19 22:45sell271.00139.0980.0000.000
792023.01.19 22:45modify271.00139.098140.098138.098
802023.01.20 00:15sell281.00139.2810.0000.000
812023.01.20 00:15modify281.00139.281140.281138.281
822023.01.20 04:30t/p261.00139.831137.831139.831689.225854.46
832023.01.20 08:53s/l271.00140.098140.098138.098-694.305160.16
842023.01.20 09:07s/l281.00140.281140.281138.281-681.524478.64
852023.01.22 23:15sell291.00140.7210.0000.000
862023.01.22 23:15modify291.00140.721141.721139.721
872023.01.23 00:45sell301.00140.7840.0000.000
882023.01.23 00:45modify301.00140.784141.784139.784
892023.01.23 06:41s/l291.00141.721141.721139.721-694.333784.31
902023.01.23 06:43s/l301.00141.784141.784139.784-681.553102.76
912023.01.23 22:00sell311.00142.0200.0000.000
922023.01.23 22:00modify311.00142.020143.020141.020
932023.01.24 00:30buy321.00141.9110.0000.000
942023.01.24 00:30modify321.00141.911140.911142.911
952023.01.24 23:00sell331.00141.6800.0000.000
962023.01.24 23:00modify331.00141.680142.680140.680
972023.01.25 00:00sell341.00141.7930.0000.000
982023.01.25 00:00modify341.00141.793142.793140.793
992023.01.25 11:14t/p311.00141.020143.020141.020656.063758.81
1002023.01.25 11:16s/l321.00140.911140.911142.911-674.043084.77
1012023.01.25 12:35t/p341.00140.793142.793140.793681.643766.41
1022023.01.25 22:00sell351.00141.4430.0000.000
1032023.01.25 22:00modify351.00141.443142.443140.443
1042023.01.26 00:00buy361.00141.1850.0000.000
1052023.01.26 00:00modify361.00141.185140.185142.185
1062023.01.27 00:00buy371.00141.4280.0000.000
1072023.01.27 00:00modify371.00141.428140.428142.428
1082023.01.30 04:01t/p331.00140.680142.680140.680604.964371.37
1092023.01.30 22:45buy381.00141.5030.0000.000
1102023.01.30 22:45modify381.00141.503140.503142.503
1112023.02.02 14:01s/l381.00140.503140.503142.503-643.533727.83
1122023.02.02 14:01s/l371.00140.428140.428142.428-635.893091.94
1132023.02.02 14:01t/p351.00140.443142.443140.443553.783645.72
1142023.02.02 14:37s/l361.00140.185140.185142.185-628.243017.48
1152023.02.02 22:30buy391.00140.3350.0000.000
1162023.02.02 22:30modify391.00140.335139.335141.335
1172023.02.03 00:30buy401.00140.1760.0000.000
1182023.02.03 00:30modify401.00140.176139.176141.176
1192023.02.03 14:15t/p401.00141.176139.176141.176681.733699.21
1202023.02.03 14:18t/p391.00141.335139.335141.335689.384388.59
1212023.02.05 22:00sell411.00142.8240.0000.000
1222023.02.05 22:00modify411.00142.824143.824141.824
1232023.02.06 00:00sell421.00142.4760.0000.000
1242023.02.06 00:00modify421.00142.476143.476141.476
1252023.02.06 22:45buy431.00142.2670.0000.000
1262023.02.06 22:45modify431.00142.267141.267143.267
1272023.02.07 00:30buy441.00142.1470.0000.000
1282023.02.07 00:30modify441.00142.147141.147143.147
1292023.02.07 07:02t/p411.00141.824143.824141.824656.095044.67
1302023.02.07 08:27t/p421.00141.476143.476141.476668.875713.54
1312023.02.07 08:34s/l431.00141.267141.267143.267-674.075039.46
1322023.02.07 13:29s/l441.00141.147141.147143.147-681.724357.74
1332023.02.07 22:30buy451.00140.5870.0000.000
1342023.02.07 22:30modify451.00140.587139.587141.587
1352023.02.08 00:30buy461.00140.4360.0000.000
1362023.02.08 00:30modify461.00140.436139.436141.436
1372023.02.09 00:15sell471.00140.7580.0000.000
1382023.02.09 00:15modify471.00140.758141.758139.758
1392023.02.09 22:45buy481.00141.2350.0000.000
1402023.02.09 22:45modify481.00141.235140.235142.235
1412023.02.10 01:34t/p461.00141.436139.436141.436712.295070.03
1422023.02.10 01:45sell491.00141.3930.0000.000
1432023.02.10 01:45modify491.00141.393142.393140.393
1442023.02.10 07:20t/p491.00140.393142.393140.393681.665751.69
1452023.02.10 07:21s/l481.00140.235140.235142.235-674.065077.63
1462023.02.10 08:03t/p471.00139.758141.758139.758668.875746.50
1472023.02.10 08:06s/l451.00139.587139.587141.587-643.495103.00
1482023.02.12 22:30sell501.00140.3510.0000.000
1492023.02.12 22:30modify501.00140.351141.351139.351
1502023.02.13 00:00sell511.00140.4570.0000.000
1512023.02.13 00:00modify511.00140.457141.457139.457
1522023.02.13 08:17s/l501.00141.351141.351139.351-694.444408.56
1532023.02.13 08:32s/l511.00141.457141.457139.457-681.653726.91
1542023.02.13 22:30sell521.00141.9790.0000.000
1552023.02.13 22:30modify521.00141.979142.979140.979
1562023.02.14 00:00sell531.00142.0070.0000.000
1572023.02.14 00:00modify531.00142.007143.007141.007
1582023.02.14 22:30buy541.00142.8780.0000.000
1592023.02.14 22:30modify541.00142.878141.878143.878
1602023.02.15 00:15buy551.00142.6990.0000.000
1612023.02.15 00:15modify551.00142.699141.699143.699
1622023.02.15 08:46s/l521.00142.979142.979140.979-707.233019.68
1632023.02.15 08:47s/l531.00143.007143.007141.007-694.442325.24
1642023.02.15 22:00sell561.00143.3680.0000.000
1652023.02.15 22:00modify561.00143.368144.368142.368
1662023.02.16 00:15buy571.00143.0940.0000.000
1672023.02.16 00:15modify571.00143.094142.094144.094
1682023.02.21 08:01t/p551.00143.699141.699143.699727.563052.80
1692023.02.21 08:15t/p541.00143.878141.878143.878735.223788.01
1702023.02.21 15:39t/p571.00144.094142.094144.094704.634492.64
1712023.02.21 23:00sell581.00143.7180.0000.000
1722023.02.21 23:00modify581.00143.718144.718142.718
1732023.02.22 00:00sell591.00143.8050.0000.000
1742023.02.22 00:00modify591.00143.805144.805142.805
1752023.02.22 22:45buy601.00143.0940.0000.000
1762023.02.22 22:45modify601.00143.094142.094144.094
1772023.02.23 09:41t/p591.00142.805144.805142.805643.255135.89
1782023.02.23 16:32t/p581.00142.718144.718142.718630.465766.35
1792023.02.23 22:45buy611.00142.7610.0000.000
1802023.02.23 22:45modify611.00142.761141.761143.761
1812023.02.24 00:00buy621.00142.6920.0000.000
1822023.02.24 00:00modify621.00142.692141.692143.692
1832023.02.24 00:51t/p561.00142.368144.368142.368540.936307.28
1842023.02.24 14:20t/p621.00143.692141.692143.692681.696988.97
1852023.02.24 14:30t/p611.00143.761141.761143.761689.357678.32
1862023.02.26 23:15buy631.00143.8570.0000.000
1872023.02.26 23:15modify631.00143.857142.857144.857
1882023.02.27 00:45buy641.00143.8240.0000.000
1892023.02.27 00:45modify641.00143.824142.824144.824
1902023.02.27 14:11t/p601.00144.094142.094144.094719.928398.23
1912023.02.27 23:45sell651.00144.5260.0000.000
1922023.02.27 23:45modify651.00144.526145.526143.526
1932023.02.28 00:00sell661.00144.6240.0000.000
1942023.02.28 00:00modify661.00144.624145.624143.624
1952023.02.28 07:56t/p641.00144.824142.824144.824689.359087.58
1962023.02.28 07:57t/p631.00144.857142.857144.857696.999784.57
1972023.03.01 00:00sell671.00144.2040.0000.000
1982023.03.01 00:00modify671.00144.204145.204143.204
1992023.03.01 14:31s/l671.00145.204145.204143.204-681.639102.94
2002023.03.01 22:00sell681.00145.3020.0000.000
2012023.03.01 22:00modify681.00145.302146.302144.302
2022023.03.02 00:00sell691.00145.2880.0000.000
2032023.03.02 00:00modify691.00145.288146.288144.288
2042023.03.02 07:05s/l651.00145.526145.526143.526-745.608357.34
2052023.03.02 22:45buy701.00144.9210.0000.000
2062023.03.02 22:45modify701.00144.921143.921145.921
2072023.03.06 01:05t/p681.00144.302146.302144.302617.678975.01
2082023.03.06 01:05t/p691.00144.288146.288144.288656.059631.05
2092023.03.06 01:15buy711.00144.2770.0000.000
2102023.03.06 01:15modify711.00144.277143.277145.277
2112023.03.06 16:48t/p711.00145.277143.277145.277681.6910312.74
2122023.03.06 22:30buy721.00145.1940.0000.000
2132023.03.06 22:30modify721.00145.194144.194146.194
2142023.03.07 00:30sell731.00145.2680.0000.000
2152023.03.07 00:30modify731.00145.268146.268144.268
2162023.03.08 15:23t/p731.00144.268146.268144.268668.8510981.59
2172023.03.08 23:00buy741.00144.7470.0000.000
2182023.03.08 23:00modify741.00144.747143.747145.747
2192023.03.09 06:43s/l721.00144.194144.194146.194-643.4610338.13
2202023.03.09 08:37s/l701.00143.921143.921145.921-628.189709.94
2212023.03.09 10:23s/l741.00143.747143.747145.747-658.769051.18
2222023.03.09 22:30sell751.00144.0710.0000.000
2232023.03.09 22:30modify751.00144.071145.071143.071
2242023.03.10 00:00sell761.00144.3500.0000.000
2252023.03.10 00:00modify761.00144.350145.350143.350
2262023.03.10 10:12s/l751.00145.071145.071143.071-694.448356.74
2272023.03.10 15:03t/p661.00143.624145.624143.624528.148884.88
2282023.03.12 21:44t/p761.00143.350145.350143.350681.659566.53
2292023.03.12 22:15buy771.00142.9710.0000.000
2302023.03.12 22:15modify771.00142.971141.971143.971
2312023.03.12 23:26t/p771.00143.971141.971143.971681.7110248.24
2322023.03.12 23:30sell781.00143.8870.0000.000
2332023.03.12 23:30modify781.00143.887144.887142.887
2342023.03.13 00:00sell791.00144.1580.0000.000
2352023.03.13 00:00modify791.00144.158145.158143.158
2362023.03.13 09:04t/p791.00143.158145.158143.158681.6510929.89
2372023.03.13 09:15t/p781.00142.887144.887142.887668.8611598.75
2382023.03.13 22:00buy801.00142.9240.0000.000
2392023.03.13 22:00modify801.00142.924141.924143.924
2402023.03.14 00:00buy811.00142.7320.0000.000
2412023.03.14 00:00modify811.00142.732141.732143.732
2422023.03.14 09:49t/p811.00143.732141.732143.732681.7412280.49
2432023.03.14 12:20t/p801.00143.924141.924143.924689.3812969.86
2442023.03.14 22:00sell821.00144.0780.0000.000
2452023.03.14 22:00modify821.00144.078145.078143.078
2462023.03.15 00:00sell831.00144.2000.0000.000
2472023.03.15 00:00modify831.00144.200145.200143.200
2482023.03.15 09:40t/p831.00143.200145.200143.200681.6813651.54
2492023.03.15 09:41t/p821.00143.078145.078143.078668.9014320.44
2502023.03.15 22:00sell841.00141.0360.0000.000
2512023.03.15 22:00modify841.00141.036142.036140.036
2522023.03.16 00:00buy851.00140.6690.0000.000
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10722023.12.19 00:15buy3581.00155.5700.0000.000
10732023.12.19 00:15modify3581.00155.570154.570156.570
10742023.12.19 02:49t/p3581.00156.570154.570156.570681.8444214.63
10752023.12.20 00:00sell3591.00158.0170.0000.000
10762023.12.20 00:00modify3591.00158.017159.017157.017
10772023.12.20 10:57t/p3591.00157.017159.017157.017681.7944896.42
10782023.12.20 23:30buy3601.00157.0150.0000.000
10792023.12.20 23:30modify3601.00157.015156.015158.015
10802023.12.21 01:15buy3611.00156.9110.0000.000
10812023.12.21 01:15modify3611.00156.911155.911157.911
10822023.12.22 00:00buy3621.00156.3300.0000.000
10832023.12.22 00:00modify3621.00156.330155.330157.330
10842023.12.26 01:00sell3631.00156.7730.0000.000
10852023.12.26 01:00modify3631.00156.773157.773155.773
10862023.12.26 19:53t/p3621.00157.330155.330157.330697.1745593.59
10872023.12.27 00:15sell3641.00157.4920.0000.000
10882023.12.27 00:15modify3641.00157.492158.492156.492
10892023.12.27 07:23s/l3631.00157.773157.773155.773-694.6344898.96
10902023.12.27 14:32t/p3611.00157.911155.911157.911712.4845611.44
10912023.12.27 14:42t/p3601.00158.015156.015158.015735.4246346.86
10922023.12.28 00:15buy3651.00157.0210.0000.000
10932023.12.28 00:15modify3651.00157.021156.021158.021
10942023.12.28 08:00t/p3641.00156.492158.492156.492643.4746990.33
10952023.12.28 15:30s/l3651.00156.021156.021158.021-681.9146308.42
10962023.12.28 23:45sell3661.00156.4660.0000.000
10972023.12.28 23:45modify3661.00156.466157.466155.466
10982023.12.29 00:00sell3671.00156.5520.0000.000
10992023.12.29 00:00modify3671.00156.552157.552155.552
11002023.12.29 21:59close at stop3671.00155.658157.552155.552609.5846918.00
11012023.12.29 21:59close at stop3661.00155.658157.466155.466538.1547456.15