Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=80; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 7224 | Ticks modelled | 156794 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1536.85 | Gross profit | 3482.66 | Gross loss | -1945.81 |
| Profit factor | 1.79 | Expected payoff | 30.74 | ||
| Absolute drawdown | 23.18 | Maximal drawdown | 663.40 (5.91%) | Relative drawdown | 5.94% (629.96) |
| Total trades | 50 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 31 (74.19%) |
| Profit trades (% of total) | 31 (62.00%) | Loss trades (% of total) | 19 (38.00%) | ||
| Largest | profit trade | 554.27 | loss trade | -304.07 | |
| Average | profit trade | 112.34 | loss trade | -102.41 | |
| Maximum | consecutive wins (profit in money) | 6 (267.27) | consecutive losses (loss in money) | 4 (-536.59) | |
| Maximal | consecutive profit (count of wins) | 696.77 (3) | consecutive loss (count of losses) | -536.59 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 04:00 | sell | 1 | 1.00 | 88.652 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 04:00 | modify | 1 | 1.00 | 88.652 | 89.452 | 87.452 | ||
| 3 | 2023.01.03 06:00 | close | 1 | 1.00 | 88.248 | 89.452 | 87.452 | 275.44 | 10275.44 |
| 4 | 2023.01.04 05:00 | sell | 2 | 1.00 | 89.028 | 0.000 | 0.000 | ||
| 5 | 2023.01.04 05:00 | modify | 2 | 1.00 | 89.028 | 89.828 | 87.828 | ||
| 6 | 2023.01.04 06:00 | close | 2 | 1.00 | 89.023 | 89.828 | 87.828 | 3.41 | 10278.85 |
| 7 | 2023.01.05 04:00 | buy | 3 | 1.00 | 90.058 | 0.000 | 0.000 | ||
| 8 | 2023.01.05 04:00 | modify | 3 | 1.00 | 90.058 | 89.258 | 91.258 | ||
| 9 | 2023.01.05 06:00 | close | 3 | 1.00 | 90.382 | 89.258 | 91.258 | 220.91 | 10499.76 |
| 10 | 2023.01.06 04:00 | sell | 4 | 1.00 | 90.639 | 0.000 | 0.000 | ||
| 11 | 2023.01.06 04:00 | modify | 4 | 1.00 | 90.639 | 91.439 | 89.439 | ||
| 12 | 2023.01.06 06:00 | close | 4 | 1.00 | 90.665 | 91.439 | 89.439 | -17.73 | 10482.03 |
| 13 | 2023.01.09 04:00 | sell | 5 | 1.00 | 91.010 | 0.000 | 0.000 | ||
| 14 | 2023.01.09 04:00 | modify | 5 | 1.00 | 91.010 | 91.810 | 89.810 | ||
| 15 | 2023.01.09 06:00 | close | 5 | 1.00 | 91.456 | 91.810 | 89.810 | -304.07 | 10177.96 |
| 16 | 2023.01.10 04:00 | buy | 6 | 1.00 | 91.027 | 0.000 | 0.000 | ||
| 17 | 2023.01.10 04:00 | modify | 6 | 1.00 | 91.027 | 90.227 | 92.227 | ||
| 18 | 2023.01.10 06:00 | close | 6 | 1.00 | 91.077 | 90.227 | 92.227 | 34.09 | 10212.05 |
| 19 | 2023.01.18 04:00 | sell | 7 | 1.00 | 91.602 | 0.000 | 0.000 | ||
| 20 | 2023.01.18 04:00 | modify | 7 | 1.00 | 91.602 | 92.402 | 90.402 | ||
| 21 | 2023.01.18 06:00 | close | 7 | 1.00 | 91.542 | 92.402 | 90.402 | 40.91 | 10252.96 |
| 22 | 2023.01.30 05:00 | buy | 8 | 1.00 | 91.860 | 0.000 | 0.000 | ||
| 23 | 2023.01.30 05:00 | modify | 8 | 1.00 | 91.860 | 91.060 | 93.060 | ||
| 24 | 2023.01.30 06:00 | close | 8 | 1.00 | 91.871 | 91.060 | 93.060 | 7.50 | 10260.46 |
| 25 | 2023.02.06 04:00 | buy | 9 | 1.00 | 91.369 | 0.000 | 0.000 | ||
| 26 | 2023.02.06 04:00 | modify | 9 | 1.00 | 91.369 | 90.569 | 92.569 | ||
| 27 | 2023.02.06 06:00 | close | 9 | 1.00 | 91.516 | 90.569 | 92.569 | 100.23 | 10360.69 |
| 28 | 2023.02.07 04:00 | sell | 10 | 1.00 | 91.742 | 0.000 | 0.000 | ||
| 29 | 2023.02.07 04:00 | modify | 10 | 1.00 | 91.742 | 92.542 | 90.542 | ||
| 30 | 2023.02.07 06:00 | close | 10 | 1.00 | 91.791 | 92.542 | 90.542 | -33.40 | 10327.29 |
| 31 | 2023.03.06 04:00 | buy | 11 | 1.00 | 91.687 | 0.000 | 0.000 | ||
| 32 | 2023.03.06 04:00 | modify | 11 | 1.00 | 91.687 | 90.887 | 92.887 | ||
| 33 | 2023.03.06 06:00 | close | 11 | 1.00 | 91.730 | 90.887 | 92.887 | 29.32 | 10356.61 |
| 34 | 2023.03.07 04:00 | buy | 12 | 1.00 | 91.327 | 0.000 | 0.000 | ||
| 35 | 2023.03.07 04:00 | modify | 12 | 1.00 | 91.327 | 90.527 | 92.527 | ||
| 36 | 2023.03.07 06:00 | close | 12 | 1.00 | 91.259 | 90.527 | 92.527 | -46.36 | 10310.25 |
| 37 | 2023.03.10 04:00 | buy | 13 | 1.00 | 89.835 | 0.000 | 0.000 | ||
| 38 | 2023.03.10 04:00 | modify | 13 | 1.00 | 89.835 | 89.035 | 91.035 | ||
| 39 | 2023.03.10 06:00 | close | 13 | 1.00 | 90.016 | 89.035 | 91.035 | 123.41 | 10433.66 |
| 40 | 2023.03.13 04:00 | sell | 14 | 1.00 | 89.349 | 0.000 | 0.000 | ||
| 41 | 2023.03.13 04:00 | modify | 14 | 1.00 | 89.349 | 90.149 | 88.149 | ||
| 42 | 2023.03.13 06:00 | close | 14 | 1.00 | 89.553 | 90.149 | 88.149 | -139.08 | 10294.58 |
| 43 | 2023.03.14 04:00 | buy | 15 | 1.00 | 88.904 | 0.000 | 0.000 | ||
| 44 | 2023.03.14 04:00 | modify | 15 | 1.00 | 88.904 | 88.104 | 90.104 | ||
| 45 | 2023.03.14 06:00 | close | 15 | 1.00 | 89.053 | 88.104 | 90.104 | 101.59 | 10396.17 |
| 46 | 2023.03.16 04:00 | buy | 16 | 1.00 | 88.016 | 0.000 | 0.000 | ||
| 47 | 2023.03.16 04:00 | modify | 16 | 1.00 | 88.016 | 87.216 | 89.216 | ||
| 48 | 2023.03.16 06:00 | close | 16 | 1.00 | 88.133 | 87.216 | 89.216 | 79.77 | 10475.94 |
| 49 | 2023.03.20 04:00 | buy | 17 | 1.00 | 88.396 | 0.000 | 0.000 | ||
| 50 | 2023.03.20 04:00 | modify | 17 | 1.00 | 88.396 | 87.596 | 89.596 | ||
| 51 | 2023.03.20 06:00 | close | 17 | 1.00 | 88.199 | 87.596 | 89.596 | -134.31 | 10341.63 |
| 52 | 2023.04.28 04:00 | buy | 18 | 1.00 | 88.729 | 0.000 | 0.000 | ||
| 53 | 2023.04.28 04:00 | modify | 18 | 1.00 | 88.729 | 87.929 | 89.929 | ||
| 54 | 2023.04.28 06:00 | close | 18 | 1.00 | 89.222 | 87.929 | 89.929 | 336.14 | 10677.77 |
| 55 | 2023.05.02 05:00 | sell | 19 | 1.00 | 92.171 | 0.000 | 0.000 | ||
| 56 | 2023.05.02 05:00 | modify | 19 | 1.00 | 92.171 | 92.971 | 90.971 | ||
| 57 | 2023.05.02 06:00 | close | 19 | 1.00 | 92.301 | 92.971 | 90.971 | -88.63 | 10589.14 |
| 58 | 2023.05.30 04:00 | buy | 20 | 1.00 | 91.371 | 0.000 | 0.000 | ||
| 59 | 2023.05.30 04:00 | modify | 20 | 1.00 | 91.371 | 90.571 | 92.571 | ||
| 60 | 2023.05.30 06:00 | close | 20 | 1.00 | 91.534 | 90.571 | 92.571 | 111.14 | 10700.28 |
| 61 | 2023.06.06 05:00 | sell | 21 | 1.00 | 92.942 | 0.000 | 0.000 | ||
| 62 | 2023.06.06 05:00 | modify | 21 | 1.00 | 92.942 | 93.742 | 91.742 | ||
| 63 | 2023.06.06 06:00 | close | 21 | 1.00 | 92.934 | 93.742 | 91.742 | 5.45 | 10705.73 |
| 64 | 2023.06.15 05:00 | sell | 22 | 1.00 | 96.166 | 0.000 | 0.000 | ||
| 65 | 2023.06.15 05:00 | modify | 22 | 1.00 | 96.166 | 96.966 | 94.966 | ||
| 66 | 2023.06.15 06:00 | close | 22 | 1.00 | 96.376 | 96.966 | 94.966 | -143.17 | 10562.56 |
| 67 | 2023.06.16 04:00 | buy | 23 | 1.00 | 96.583 | 0.000 | 0.000 | ||
| 68 | 2023.06.16 04:00 | modify | 23 | 1.00 | 96.583 | 95.783 | 97.783 | ||
| 69 | 2023.06.16 06:00 | close | 23 | 1.00 | 96.913 | 95.783 | 97.783 | 225.01 | 10787.57 |
| 70 | 2023.06.19 04:00 | buy | 24 | 1.00 | 96.799 | 0.000 | 0.000 | ||
| 71 | 2023.06.19 04:00 | modify | 24 | 1.00 | 96.799 | 95.999 | 97.999 | ||
| 72 | 2023.06.19 06:00 | close | 24 | 1.00 | 97.228 | 95.999 | 97.999 | 292.50 | 11080.07 |
| 73 | 2023.06.20 04:00 | buy | 25 | 1.00 | 96.517 | 0.000 | 0.000 | ||
| 74 | 2023.06.20 04:00 | modify | 25 | 1.00 | 96.517 | 95.717 | 97.717 | ||
| 75 | 2023.06.20 06:00 | close | 25 | 1.00 | 96.631 | 95.717 | 97.717 | 77.73 | 11157.80 |
| 76 | 2023.06.23 04:00 | buy | 26 | 1.00 | 95.989 | 0.000 | 0.000 | ||
| 77 | 2023.06.23 04:00 | modify | 26 | 1.00 | 95.989 | 95.189 | 97.189 | ||
| 78 | 2023.06.23 06:00 | close | 26 | 1.00 | 96.013 | 95.189 | 97.189 | 16.37 | 11174.17 |
| 79 | 2023.07.06 04:00 | buy | 27 | 1.00 | 95.959 | 0.000 | 0.000 | ||
| 80 | 2023.07.06 04:00 | modify | 27 | 1.00 | 95.959 | 95.159 | 97.159 | ||
| 81 | 2023.07.06 06:00 | close | 27 | 1.00 | 95.709 | 95.159 | 97.159 | -170.46 | 11003.71 |
| 82 | 2023.07.11 04:00 | buy | 28 | 1.00 | 94.186 | 0.000 | 0.000 | ||
| 83 | 2023.07.11 04:00 | modify | 28 | 1.00 | 94.186 | 93.386 | 95.386 | ||
| 84 | 2023.07.11 06:00 | close | 28 | 1.00 | 94.068 | 93.386 | 95.386 | -80.46 | 10923.25 |
| 85 | 2023.07.12 04:00 | buy | 29 | 1.00 | 93.857 | 0.000 | 0.000 | ||
| 86 | 2023.07.12 04:00 | modify | 29 | 1.00 | 93.857 | 93.057 | 95.057 | ||
| 87 | 2023.07.12 06:00 | close | 29 | 1.00 | 93.551 | 93.057 | 95.057 | -208.63 | 10714.62 |
| 88 | 2023.07.13 04:00 | sell | 30 | 1.00 | 94.390 | 0.000 | 0.000 | ||
| 89 | 2023.07.13 04:00 | modify | 30 | 1.00 | 94.390 | 95.190 | 93.190 | ||
| 90 | 2023.07.13 06:00 | close | 30 | 1.00 | 94.503 | 95.190 | 93.190 | -77.04 | 10637.58 |
| 91 | 2023.07.14 04:00 | buy | 31 | 1.00 | 94.766 | 0.000 | 0.000 | ||
| 92 | 2023.07.14 04:00 | modify | 31 | 1.00 | 94.766 | 93.966 | 95.966 | ||
| 93 | 2023.07.14 06:00 | close | 31 | 1.00 | 94.957 | 93.966 | 95.966 | 130.23 | 10767.81 |
| 94 | 2023.07.20 04:00 | buy | 32 | 1.00 | 95.115 | 0.000 | 0.000 | ||
| 95 | 2023.07.20 04:00 | modify | 32 | 1.00 | 95.115 | 94.315 | 96.315 | ||
| 96 | 2023.07.20 06:00 | close | 32 | 1.00 | 95.133 | 94.315 | 96.315 | 12.27 | 10780.08 |
| 97 | 2023.07.28 04:00 | sell | 33 | 1.00 | 93.137 | 0.000 | 0.000 | ||
| 98 | 2023.07.28 04:00 | modify | 33 | 1.00 | 93.137 | 93.937 | 91.937 | ||
| 99 | 2023.07.28 04:15 | close | 33 | 1.00 | 92.324 | 93.937 | 91.937 | 554.27 | 11334.35 |
| 100 | 2023.08.03 05:00 | sell | 34 | 1.00 | 93.765 | 0.000 | 0.000 | ||
| 101 | 2023.08.03 05:00 | modify | 34 | 1.00 | 93.765 | 94.565 | 92.565 | ||
| 102 | 2023.08.03 06:00 | close | 34 | 1.00 | 93.897 | 94.565 | 92.565 | -89.99 | 11244.36 |
| 103 | 2023.08.18 04:00 | buy | 35 | 1.00 | 93.142 | 0.000 | 0.000 | ||
| 104 | 2023.08.18 04:00 | modify | 35 | 1.00 | 93.142 | 92.342 | 94.342 | ||
| 105 | 2023.08.18 06:00 | close | 35 | 1.00 | 93.120 | 92.342 | 94.342 | -15.00 | 11229.36 |
| 106 | 2023.08.22 04:00 | sell | 36 | 1.00 | 93.769 | 0.000 | 0.000 | ||
| 107 | 2023.08.22 04:00 | modify | 36 | 1.00 | 93.769 | 94.569 | 92.569 | ||
| 108 | 2023.08.22 06:00 | close | 36 | 1.00 | 93.756 | 94.569 | 92.569 | 8.87 | 11238.23 |
| 109 | 2023.09.11 04:00 | buy | 37 | 1.00 | 94.019 | 0.000 | 0.000 | ||
| 110 | 2023.09.11 04:00 | modify | 37 | 1.00 | 94.019 | 93.219 | 95.219 | ||
| 111 | 2023.09.11 06:00 | close | 37 | 1.00 | 94.112 | 93.219 | 95.219 | 63.41 | 11301.64 |
| 112 | 2023.09.22 04:00 | sell | 38 | 1.00 | 95.135 | 0.000 | 0.000 | ||
| 113 | 2023.09.22 04:00 | modify | 38 | 1.00 | 95.135 | 95.935 | 93.935 | ||
| 114 | 2023.09.22 06:00 | close | 38 | 1.00 | 95.162 | 95.935 | 93.935 | -18.40 | 11283.24 |
| 115 | 2023.10.03 04:00 | sell | 39 | 1.00 | 95.091 | 0.000 | 0.000 | ||
| 116 | 2023.10.03 04:00 | modify | 39 | 1.00 | 95.091 | 95.891 | 93.891 | ||
| 117 | 2023.10.03 06:00 | close | 39 | 1.00 | 94.572 | 95.891 | 93.891 | 353.83 | 11637.07 |
| 118 | 2023.10.31 04:00 | sell | 40 | 1.00 | 95.159 | 0.000 | 0.000 | ||
| 119 | 2023.10.31 04:00 | modify | 40 | 1.00 | 95.159 | 95.959 | 93.959 | ||
| 120 | 2023.10.31 06:00 | close | 40 | 1.00 | 95.387 | 95.959 | 93.959 | -155.44 | 11481.63 |
| 121 | 2023.11.20 04:00 | buy | 41 | 1.00 | 97.547 | 0.000 | 0.000 | ||
| 122 | 2023.11.20 04:00 | modify | 41 | 1.00 | 97.547 | 96.747 | 98.747 | ||
| 123 | 2023.11.20 06:00 | close | 41 | 1.00 | 97.586 | 96.747 | 98.747 | 26.59 | 11508.22 |
| 124 | 2023.11.21 04:00 | buy | 42 | 1.00 | 97.061 | 0.000 | 0.000 | ||
| 125 | 2023.11.21 04:00 | modify | 42 | 1.00 | 97.061 | 96.261 | 98.261 | ||
| 126 | 2023.11.21 06:00 | close | 42 | 1.00 | 97.084 | 96.261 | 98.261 | 15.69 | 11523.91 |
| 127 | 2023.11.27 04:00 | buy | 43 | 1.00 | 97.948 | 0.000 | 0.000 | ||
| 128 | 2023.11.27 04:00 | modify | 43 | 1.00 | 97.948 | 97.148 | 99.148 | ||
| 129 | 2023.11.27 06:00 | close | 43 | 1.00 | 98.060 | 97.148 | 99.148 | 76.36 | 11600.27 |
| 130 | 2023.11.29 04:00 | sell | 44 | 1.00 | 97.932 | 0.000 | 0.000 | ||
| 131 | 2023.11.29 04:00 | modify | 44 | 1.00 | 97.932 | 98.732 | 96.732 | ||
| 132 | 2023.11.29 06:00 | close | 44 | 1.00 | 97.795 | 98.732 | 96.732 | 93.40 | 11693.67 |
| 133 | 2023.12.01 04:00 | buy | 45 | 1.00 | 97.848 | 0.000 | 0.000 | ||
| 134 | 2023.12.01 04:00 | modify | 45 | 1.00 | 97.848 | 97.048 | 99.048 | ||
| 135 | 2023.12.01 06:00 | close | 45 | 1.00 | 97.905 | 97.048 | 99.048 | 38.87 | 11732.54 |
| 136 | 2023.12.04 04:00 | buy | 46 | 1.00 | 97.707 | 0.000 | 0.000 | ||
| 137 | 2023.12.04 04:00 | modify | 46 | 1.00 | 97.707 | 96.907 | 98.907 | ||
| 138 | 2023.12.04 06:00 | close | 46 | 1.00 | 97.731 | 96.907 | 98.907 | 16.36 | 11748.90 |
| 139 | 2023.12.05 04:00 | buy | 47 | 1.00 | 96.799 | 0.000 | 0.000 | ||
| 140 | 2023.12.05 04:00 | modify | 47 | 1.00 | 96.799 | 95.999 | 97.999 | ||
| 141 | 2023.12.05 06:00 | close | 47 | 1.00 | 96.788 | 95.999 | 97.999 | -7.50 | 11741.40 |
| 142 | 2023.12.07 04:00 | buy | 48 | 1.00 | 95.901 | 0.000 | 0.000 | ||
| 143 | 2023.12.07 04:00 | modify | 48 | 1.00 | 95.901 | 95.101 | 97.101 | ||
| 144 | 2023.12.07 06:00 | close | 48 | 1.00 | 95.755 | 95.101 | 97.101 | -99.55 | 11641.85 |
| 145 | 2023.12.08 04:00 | sell | 49 | 1.00 | 95.043 | 0.000 | 0.000 | ||
| 146 | 2023.12.08 04:00 | modify | 49 | 1.00 | 95.043 | 95.843 | 93.843 | ||
| 147 | 2023.12.08 06:00 | close | 49 | 1.00 | 95.214 | 95.843 | 93.843 | -116.59 | 11525.26 |
| 148 | 2023.12.14 04:00 | buy | 50 | 1.00 | 94.973 | 0.000 | 0.000 | ||
| 149 | 2023.12.14 04:00 | modify | 50 | 1.00 | 94.973 | 94.173 | 96.173 | ||
| 150 | 2023.12.14 06:00 | close | 50 | 1.00 | 94.990 | 94.173 | 96.173 | 11.59 | 11536.85 |