Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period15 Minutes (M15) 2023.01.01 23:30 - 2023.12.29 21:45 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=7; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=80; StopLoss=110; 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=20; 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 test25855Ticks modelled900566Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit38831.56Gross profit99628.49Gross loss-60796.93
Profit factor1.64Expected payoff159.80
Absolute drawdown1526.98Maximal drawdown5812.85 (12.76%)Relative drawdown16.95% (1729.87)
Total trades243Short positions (won %)107 (67.29%)Long positions (won %)136 (71.32%)
Profit trades (% of total)169 (69.55%)Loss trades (% of total)74 (30.45%)
Largestprofit trade593.71loss trade-839.31
Averageprofit trade589.52loss trade-821.58
Maximumconsecutive wins (profit in money)18 (10579.14)consecutive losses (loss in money)4 (-3280.35)
Maximalconsecutive profit (count of wins)10579.14 (18)consecutive loss (count of losses)-3280.35 (4)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 23:30buy11.001.635070.000000.00000
22023.01.02 23:30modify11.001.635071.624071.64307
32023.01.03 01:30sell21.001.637320.000000.00000
42023.01.03 01:30modify21.001.637321.648321.62932
52023.01.03 03:30buy31.001.636690.000000.00000
62023.01.03 03:30modify31.001.636691.625691.64469
72023.01.03 07:57t/p21.001.629321.648321.62932593.6410593.64
82023.01.03 08:06s/l31.001.625691.625691.64469-816.329777.32
92023.01.03 08:07s/l11.001.624071.624071.64307-817.518959.81
102023.01.04 00:15sell41.001.637410.000000.00000
112023.01.04 00:15modify41.001.637411.648411.62941
122023.01.04 14:02t/p41.001.629411.648411.62941593.639553.44
132023.01.04 20:00buy51.001.626320.000000.00000
142023.01.04 20:00modify51.001.626321.615321.63432
152023.01.05 01:00sell61.001.628460.000000.00000
162023.01.05 01:00modify61.001.628461.639461.62046
172023.01.05 12:57t/p61.001.620461.639461.62046593.6410147.08
182023.01.05 13:31s/l51.001.615321.615321.63432-819.899327.19
192023.01.05 20:45buy71.001.617320.000000.00000
202023.01.05 20:45modify71.001.617321.606321.62532
212023.01.06 00:30sell81.001.615350.000000.00000
222023.01.06 00:30modify81.001.615351.626351.60735
232023.01.06 19:07t/p71.001.625321.606321.62532592.499919.68
242023.01.06 20:57s/l81.001.626351.626351.60735-816.249103.44
252023.01.09 00:15sell91.001.627800.000000.00000
262023.01.09 00:15modify91.001.627801.638801.61980
272023.01.09 02:15buy101.001.626530.000000.00000
282023.01.09 02:15modify101.001.626531.615531.63453
292023.01.10 01:00buy111.001.631020.000000.00000
302023.01.10 01:00modify111.001.631021.620021.63902
312023.01.12 09:28t/p101.001.634531.615531.63453587.749691.18
322023.01.12 20:00buy121.001.632820.000000.00000
332023.01.12 20:00modify121.001.632821.621821.64082
342023.01.13 00:45sell131.001.633440.000000.00000
352023.01.13 00:45modify131.001.633441.644441.62544
362023.01.13 15:07s/l91.001.638801.638801.61980-836.008855.18
372023.01.16 00:58t/p111.001.639021.620021.63902586.559441.73
382023.01.16 02:15sell141.001.640210.000000.00000
392023.01.16 02:15modify141.001.640211.651211.63221
402023.01.16 02:28t/p121.001.640821.621821.64082591.3110033.04
412023.01.16 12:13t/p141.001.632211.651211.63221593.6410626.68
422023.01.17 01:45buy151.001.634150.000000.00000
432023.01.17 01:45modify151.001.634151.623151.64215
442023.01.17 11:42t/p151.001.642151.623151.64215593.6911220.37
452023.01.17 11:55s/l131.001.644441.644441.62544-822.8310397.53
462023.01.18 03:00buy161.001.643810.000000.00000
472023.01.18 03:00modify161.001.643811.632811.65181
482023.01.18 11:33t/p161.001.651811.632811.65181593.6910991.22
492023.01.19 00:45buy171.001.665990.000000.00000
502023.01.19 00:45modify171.001.665991.654991.67399
512023.01.23 10:18s/l171.001.654991.654991.67399-818.7110172.51
522023.01.25 00:45buy181.001.647250.000000.00000
532023.01.25 00:45modify181.001.647251.636251.65525
542023.01.25 15:02t/p181.001.655251.636251.65525593.6910766.20
552023.01.30 04:15sell191.001.651910.000000.00000
562023.01.30 04:15modify191.001.651911.662911.64391
572023.01.31 15:49t/p191.001.643911.662911.64391590.3511356.55
582023.01.31 21:00buy201.001.640580.000000.00000
592023.01.31 21:00modify201.001.640581.629581.64858
602023.02.01 20:00sell211.001.645040.000000.00000
612023.02.01 20:00modify211.001.645041.656041.63704
622023.02.02 00:15sell221.001.645210.000000.00000
632023.02.02 00:15modify221.001.645211.656211.63721
642023.02.02 10:36t/p221.001.637211.656211.63721593.6311950.18
652023.02.02 10:53t/p211.001.637041.656041.63704583.7612533.94
662023.02.02 18:47s/l201.001.629581.629581.64858-821.0911712.85
672023.02.02 20:00buy231.001.630280.000000.00000
682023.02.02 20:00modify231.001.630281.619281.63828
692023.02.03 12:35t/p231.001.638281.619281.63828592.5012305.35
702023.02.03 20:00buy241.001.614640.000000.00000
712023.02.03 20:00modify241.001.614641.603641.62264
722023.02.06 00:15buy251.001.614490.000000.00000
732023.02.06 00:15modify251.001.614491.603491.62249
742023.02.06 02:45sell261.001.615300.000000.00000
752023.02.06 02:45modify261.001.615301.626301.60730
762023.02.07 03:45buy271.001.616190.000000.00000
772023.02.07 03:45modify271.001.616191.605191.62419
782023.02.08 16:18t/p241.001.622641.603641.62264590.1212895.48
792023.02.08 16:18t/p251.001.622491.603491.62249591.3113486.79
802023.02.08 17:16t/p271.001.624191.605191.62419592.5014079.29
812023.02.08 22:30buy281.001.622120.000000.00000
822023.02.08 22:30modify281.001.622121.611121.63012
832023.02.09 08:28s/l261.001.626301.626301.60730-832.7113246.57
842023.02.09 13:48t/p281.001.630121.611121.63012590.1213836.69
852023.02.09 22:30buy291.001.630120.000000.00000
862023.02.09 22:30modify291.001.630121.619121.63812
872023.02.10 13:33s/l291.001.619121.619121.63812-817.5113019.18
882023.02.14 23:00buy301.001.623800.000000.00000
892023.02.14 23:00modify301.001.623801.612801.63180
902023.02.15 13:33s/l301.001.612801.612801.63180-817.5212201.66
912023.02.16 00:45buy311.001.611650.000000.00000
922023.02.16 00:45modify311.001.611651.600651.61965
932023.02.17 15:03t/p311.001.619651.600651.61965592.5012794.16
942023.02.22 00:45sell321.001.640140.000000.00000
952023.02.22 00:45modify321.001.640141.651141.63214
962023.02.22 20:00buy331.001.633360.000000.00000
972023.02.22 20:00modify331.001.633361.622361.64136
982023.02.22 21:56t/p321.001.632141.651141.63214593.6413387.80
992023.02.23 22:45buy341.001.627630.000000.00000
1002023.02.23 22:45modify341.001.627631.616631.63563
1012023.02.24 00:45buy351.001.627650.000000.00000
1022023.02.24 00:45modify351.001.627651.616651.63565
1032023.02.27 17:52t/p341.001.635631.616631.63563591.3113979.11
1042023.02.27 17:52t/p351.001.635651.616651.63565592.5014571.61
1052023.02.27 22:45buy361.001.636930.000000.00000
1062023.02.27 22:45modify361.001.636931.625931.64493
1072023.02.28 08:57t/p331.001.641361.622361.64136586.5515158.17
1082023.02.28 13:31t/p361.001.644931.625931.64493592.5015750.67
1092023.02.28 22:45buy371.001.640980.000000.00000
1102023.02.28 22:45modify371.001.640981.629981.64898
1112023.03.02 01:45sell381.001.634800.000000.00000
1122023.03.02 01:45modify381.001.634801.645801.62680
1132023.03.02 07:22s/l371.001.629981.629981.64898-821.0814929.59
1142023.03.02 13:32t/p381.001.626801.645801.62680593.6415523.23
1152023.03.02 22:45buy391.001.623980.000000.00000
1162023.03.02 22:45modify391.001.623981.612981.63198
1172023.03.03 02:00buy401.001.625300.000000.00000
1182023.03.03 02:00modify401.001.625301.614301.63330
1192023.03.03 13:22t/p391.001.631981.612981.63198592.5016115.73
1202023.03.03 13:31t/p401.001.633301.614301.63330593.6916709.42
1212023.03.07 03:45sell411.001.638770.000000.00000
1222023.03.07 03:45modify411.001.638771.649771.63077
1232023.03.07 15:15t/p411.001.630771.649771.63077593.6417303.06
1242023.03.08 23:00buy421.001.634070.000000.00000
1252023.03.08 23:00modify421.001.634071.623071.64207
1262023.03.09 13:33t/p421.001.642071.623071.64207590.1217893.18
1272023.03.09 20:00sell431.001.646300.000000.00000
1282023.03.09 20:00modify431.001.646301.657301.63830
1292023.03.10 02:45buy441.001.650050.000000.00000
1302023.03.10 02:45modify441.001.650051.639051.65805
1312023.03.10 09:43s/l431.001.657301.657301.63830-819.5417073.63
1322023.03.10 09:47t/p441.001.658051.639051.65805593.6917667.32
1332023.03.10 20:00sell451.001.663940.000000.00000
1342023.03.10 20:00modify451.001.663941.674941.65594
1352023.03.12 22:15sell461.001.669180.000000.00000
1362023.03.12 22:15modify461.001.669181.680181.66118
1372023.03.13 00:15buy471.001.663800.000000.00000
1382023.03.13 00:15modify471.001.663801.652801.67180
1392023.03.13 01:03t/p461.001.661181.680181.66118590.3518257.67
1402023.03.13 02:15sell481.001.663130.000000.00000
1412023.03.13 02:15modify481.001.663131.674131.65513
1422023.03.13 18:05t/p471.001.671801.652801.67180593.6918851.36
1432023.03.13 18:58s/l481.001.674131.674131.65513-816.2518035.11
1442023.03.14 00:15buy491.001.670860.000000.00000
1452023.03.14 00:15modify491.001.670861.659861.67886
1462023.03.14 15:43s/l491.001.659861.659861.67886-816.3217218.79
1472023.03.14 22:45sell501.001.663330.000000.00000
1482023.03.14 22:45modify501.001.663331.674331.65533
1492023.03.15 02:15sell511.001.663810.000000.00000
1502023.03.15 02:15modify511.001.663811.674811.65581
1512023.03.15 20:00buy521.001.659780.000000.00000
1522023.03.15 20:00modify521.001.659781.648781.66778
1532023.03.16 11:03t/p451.001.655941.674941.65594573.8917792.68
1542023.03.16 11:37t/p511.001.655811.674811.65581583.7618376.44
1552023.03.16 11:38t/p501.001.655331.674331.65533580.4718956.91
1562023.03.16 20:00buy531.001.662630.000000.00000
1572023.03.16 20:00modify531.001.662631.651631.67063
1582023.03.17 13:32t/p521.001.667781.648781.66778588.9319545.84
1592023.03.17 14:01t/p531.001.670631.651631.67063592.5020138.34
1602023.03.19 23:15buy541.001.671730.000000.00000
1612023.03.19 23:15modify541.001.671731.660731.67973
1622023.03.22 07:03t/p541.001.679731.660731.67973590.1220728.46
1632023.03.22 20:00buy551.001.684690.000000.00000
1642023.03.22 20:00modify551.001.684691.673691.69269
1652023.03.23 20:00sell561.001.685770.000000.00000
1662023.03.23 20:00modify561.001.685771.696771.67777
1672023.03.27 17:08t/p561.001.677771.696771.67777587.0621315.52
1682023.03.29 13:17s/l551.001.673691.673691.69269-824.6620490.86
1692023.03.31 01:45sell571.001.676980.000000.00000
1702023.03.31 01:45modify571.001.676981.687981.66898
1712023.03.31 17:50t/p571.001.668981.687981.66898593.6421084.50
1722023.03.31 20:00buy581.001.667790.000000.00000
1732023.03.31 20:00modify581.001.667791.656791.67579
1742023.04.02 22:15buy591.001.664760.000000.00000
1752023.04.02 22:15modify591.001.664761.653761.67276
1762023.04.03 00:00buy601.001.659540.000000.00000
1772023.04.03 00:00modify601.001.659541.648541.66754
1782023.04.03 12:13t/p601.001.667541.648541.66754593.7021678.20
1792023.04.04 04:45sell611.001.667400.000000.00000
1802023.04.04 04:45modify611.001.667401.678401.65940
1812023.04.04 07:42t/p591.001.672761.653761.67276591.3122269.51
1822023.04.04 09:07t/p581.001.675791.656791.67579591.3222860.83
1832023.04.04 09:18s/l611.001.678401.678401.65940-816.2622044.57
1842023.04.05 02:15buy621.001.678950.000000.00000
1852023.04.05 02:15modify621.001.678951.667951.68695
1862023.04.06 22:45buy631.001.677550.000000.00000
1872023.04.06 22:45modify631.001.677551.666551.68555
1882023.04.11 01:45buy641.001.674380.000000.00000
1892023.04.11 01:45modify641.001.674381.663381.68238
1902023.04.13 01:00sell651.001.678810.000000.00000
1912023.04.13 01:00modify651.001.678811.689811.67081
1922023.04.13 18:43t/p651.001.670811.689811.67081593.6422638.21
1932023.04.14 02:15sell661.001.670350.000000.00000
1942023.04.14 02:15modify661.001.670351.681351.66235
1952023.04.14 08:03s/l621.001.667951.667951.68695-829.4321808.78
1962023.04.14 08:08s/l631.001.666551.666551.68555-825.8520982.93
1972023.04.14 12:33s/l641.001.663381.663381.68238-822.2820160.65
1982023.04.14 12:36t/p661.001.662351.681351.66235593.6420754.29
1992023.04.17 01:15buy671.001.656870.000000.00000
2002023.04.17 01:15modify671.001.656871.645871.66487
2012023.04.18 01:45buy681.001.657580.000000.00000
2022023.04.18 01:45modify681.001.657581.646581.66558
2032023.04.18 11:48t/p671.001.664871.645871.66487592.5021346.79
2042023.04.18 12:07t/p681.001.665581.646581.66558593.6921940.48
2052023.04.19 22:00buy691.001.673310.000000.00000
2062023.04.19 22:00modify691.001.673311.662311.68131
2072023.04.20 01:15buy701.001.672980.000000.00000
2082023.04.20 01:15modify701.001.672981.661981.68098
2092023.04.21 13:16t/p701.001.680981.661981.68098592.5122532.99
2102023.04.21 13:17t/p691.001.681311.662311.68131588.9423121.93
2112023.04.25 23:15buy711.001.691050.000000.00000
2122023.04.25 23:15modify711.001.691051.680051.69905
2132023.04.26 01:45sell721.001.691190.000000.00000
2142023.04.26 01:45modify721.001.691191.702191.68319
2152023.04.26 08:56t/p711.001.699051.680051.69905592.5123714.44
2162023.04.26 11:02s/l721.001.702191.702191.68319-816.2522898.19
2172023.04.27 22:00buy731.001.698470.000000.00000
2182023.04.27 22:00modify731.001.698471.687471.70647
2192023.04.28 01:45sell741.001.699550.000000.00000
2202023.04.28 01:45modify741.001.699551.710551.69155
2212023.04.28 04:30buy751.001.698520.000000.00000
2222023.04.28 04:30modify751.001.698521.687521.70652
2232023.04.28 13:20t/p731.001.706471.687471.70647592.5023490.69
2242023.04.28 13:21t/p751.001.706521.687521.70652593.6924084.38
2252023.05.01 16:10t/p741.001.691551.710551.69155590.3524674.73
2262023.05.02 04:45buy761.001.691840.000000.00000
2272023.05.02 04:45modify761.001.691841.680841.69984
2282023.05.02 14:38t/p761.001.699841.680841.69984593.7025268.43
2292023.05.03 20:00sell771.001.710080.000000.00000
2302023.05.03 20:00modify771.001.710081.721081.70208
2312023.05.04 00:15sell781.001.713890.000000.00000
2322023.05.04 00:15modify781.001.713891.724891.70589
2332023.05.04 02:15buy791.001.712390.000000.00000
2342023.05.04 02:15modify791.001.712391.701391.72039
2352023.05.04 15:23t/p781.001.705891.724891.70589593.6425862.07
2362023.05.04 20:05t/p771.001.702081.721081.70208583.7626445.83
2372023.05.04 21:05s/l791.001.701391.701391.72039-816.3325629.50
2382023.05.14 22:15buy801.001.687870.000000.00000
2392023.05.14 22:15modify801.001.687871.676871.69587
2402023.05.16 02:15sell811.001.687250.000000.00000
2412023.05.16 02:15modify811.001.687251.698251.67925
2422023.05.16 12:36t/p811.001.679251.698251.67925593.6426223.14
2432023.05.17 01:45sell821.001.682670.000000.00000
2442023.05.17 01:45modify821.001.682671.693671.67467
2452023.05.18 01:45sell831.001.680750.000000.00000
2462023.05.18 01:45modify831.001.680751.691751.67275
2472023.05.18 07:57s/l801.001.676871.676871.69587-823.4725399.67
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