Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 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=6; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=30; 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=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=300; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 7222 | Ticks modelled | 157128 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1263.93 | Gross profit | 2915.19 | Gross loss | -1651.26 |
| Profit factor | 1.77 | Expected payoff | 32.41 | ||
| Absolute drawdown | 212.99 | Maximal drawdown | 664.94 (5.63%) | Relative drawdown | 5.63% (664.94) |
| Total trades | 39 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 23 (65.22%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 371.09 | loss trade | -222.63 | |
| Average | profit trade | 126.75 | loss trade | -103.20 | |
| Maximum | consecutive wins (profit in money) | 7 (740.64) | consecutive losses (loss in money) | 3 (-411.88) | |
| Maximal | consecutive profit (count of wins) | 740.64 (7) | consecutive loss (count of losses) | -411.88 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 02:00 | sell | 1 | 1.00 | 1.64007 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.03 02:00 | modify | 1 | 1.00 | 1.64007 | 1.64307 | 1.63507 | ||
| 3 | 2023.01.03 06:59 | t/p | 1 | 1.00 | 1.63507 | 1.64307 | 1.63507 | 371.06 | 10371.06 |
| 4 | 2023.01.04 02:00 | buy | 2 | 1.00 | 1.63653 | 0.00000 | 0.00000 | ||
| 5 | 2023.01.04 02:00 | modify | 2 | 1.00 | 1.63653 | 1.63353 | 1.64153 | ||
| 6 | 2023.01.04 07:00 | close | 2 | 1.00 | 1.63542 | 1.63353 | 1.64153 | -82.38 | 10288.68 |
| 7 | 2023.01.05 02:00 | sell | 3 | 1.00 | 1.62675 | 0.00000 | 0.00000 | ||
| 8 | 2023.01.05 02:00 | modify | 3 | 1.00 | 1.62675 | 1.62975 | 1.62175 | ||
| 9 | 2023.01.05 07:00 | close | 3 | 1.00 | 1.62506 | 1.62975 | 1.62175 | 125.42 | 10414.10 |
| 10 | 2023.01.10 02:00 | buy | 4 | 1.00 | 1.62986 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.10 02:00 | modify | 4 | 1.00 | 1.62986 | 1.62686 | 1.63486 | ||
| 12 | 2023.01.10 07:00 | close | 4 | 1.00 | 1.62846 | 1.62686 | 1.63486 | -103.91 | 10310.19 |
| 13 | 2023.01.18 04:00 | buy | 5 | 1.00 | 1.64300 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.18 04:00 | modify | 5 | 1.00 | 1.64300 | 1.64000 | 1.64800 | ||
| 15 | 2023.01.18 07:00 | close | 5 | 1.00 | 1.64319 | 1.64000 | 1.64800 | 14.10 | 10324.29 |
| 16 | 2023.02.02 02:00 | buy | 6 | 1.00 | 1.64454 | 0.00000 | 0.00000 | ||
| 17 | 2023.02.02 02:00 | modify | 6 | 1.00 | 1.64454 | 1.64154 | 1.64954 | ||
| 18 | 2023.02.02 07:00 | close | 6 | 1.00 | 1.64581 | 1.64154 | 1.64954 | 94.26 | 10418.55 |
| 19 | 2023.02.24 02:00 | buy | 7 | 1.00 | 1.62704 | 0.00000 | 0.00000 | ||
| 20 | 2023.02.24 02:00 | modify | 7 | 1.00 | 1.62704 | 1.62404 | 1.63204 | ||
| 21 | 2023.02.24 07:00 | close | 7 | 1.00 | 1.62814 | 1.62404 | 1.63204 | 81.64 | 10500.19 |
| 22 | 2023.03.10 03:00 | sell | 8 | 1.00 | 1.64941 | 0.00000 | 0.00000 | ||
| 23 | 2023.03.10 03:00 | modify | 8 | 1.00 | 1.64941 | 1.65241 | 1.64441 | ||
| 24 | 2023.03.10 07:00 | close | 8 | 1.00 | 1.65194 | 1.65241 | 1.64441 | -187.76 | 10312.43 |
| 25 | 2023.03.13 02:00 | buy | 9 | 1.00 | 1.66265 | 0.00000 | 0.00000 | ||
| 26 | 2023.03.13 02:00 | modify | 9 | 1.00 | 1.66265 | 1.65965 | 1.66765 | ||
| 27 | 2023.03.13 07:00 | close | 9 | 1.00 | 1.66358 | 1.65965 | 1.66765 | 69.02 | 10381.45 |
| 28 | 2023.03.14 02:00 | buy | 10 | 1.00 | 1.66987 | 0.00000 | 0.00000 | ||
| 29 | 2023.03.14 02:00 | modify | 10 | 1.00 | 1.66987 | 1.66687 | 1.67487 | ||
| 30 | 2023.03.14 07:00 | close | 10 | 1.00 | 1.66954 | 1.66687 | 1.67487 | -24.49 | 10356.96 |
| 31 | 2023.04.03 02:00 | buy | 11 | 1.00 | 1.66134 | 0.00000 | 0.00000 | ||
| 32 | 2023.04.03 02:00 | modify | 11 | 1.00 | 1.66134 | 1.65834 | 1.66634 | ||
| 33 | 2023.04.03 07:00 | close | 11 | 1.00 | 1.66106 | 1.65834 | 1.66634 | -20.78 | 10336.18 |
| 34 | 2023.04.26 02:00 | sell | 12 | 1.00 | 1.69169 | 0.00000 | 0.00000 | ||
| 35 | 2023.04.26 02:00 | modify | 12 | 1.00 | 1.69169 | 1.69469 | 1.68669 | ||
| 36 | 2023.04.26 06:15 | s/l | 12 | 1.00 | 1.69469 | 1.69469 | 1.68669 | -222.63 | 10113.55 |
| 37 | 2023.04.28 05:00 | buy | 13 | 1.00 | 1.69903 | 0.00000 | 0.00000 | ||
| 38 | 2023.04.28 05:00 | modify | 13 | 1.00 | 1.69903 | 1.69603 | 1.70403 | ||
| 39 | 2023.04.28 07:00 | close | 13 | 1.00 | 1.69997 | 1.69603 | 1.70403 | 69.76 | 10183.31 |
| 40 | 2023.05.04 02:00 | sell | 14 | 1.00 | 1.71191 | 0.00000 | 0.00000 | ||
| 41 | 2023.05.04 02:00 | modify | 14 | 1.00 | 1.71191 | 1.71491 | 1.70691 | ||
| 42 | 2023.05.04 07:00 | close | 14 | 1.00 | 1.70995 | 1.71491 | 1.70691 | 145.45 | 10328.76 |
| 43 | 2023.05.18 02:00 | sell | 15 | 1.00 | 1.68116 | 0.00000 | 0.00000 | ||
| 44 | 2023.05.18 02:00 | modify | 15 | 1.00 | 1.68116 | 1.68416 | 1.67616 | ||
| 45 | 2023.05.18 07:00 | close | 15 | 1.00 | 1.67876 | 1.68416 | 1.67616 | 178.11 | 10506.87 |
| 46 | 2023.05.22 02:00 | sell | 16 | 1.00 | 1.68228 | 0.00000 | 0.00000 | ||
| 47 | 2023.05.22 02:00 | modify | 16 | 1.00 | 1.68228 | 1.68528 | 1.67728 | ||
| 48 | 2023.05.22 07:00 | close | 16 | 1.00 | 1.68024 | 1.68528 | 1.67728 | 151.39 | 10658.26 |
| 49 | 2023.05.31 02:00 | sell | 17 | 1.00 | 1.68946 | 0.00000 | 0.00000 | ||
| 50 | 2023.05.31 02:00 | modify | 17 | 1.00 | 1.68946 | 1.69246 | 1.68446 | ||
| 51 | 2023.05.31 07:00 | close | 17 | 1.00 | 1.68785 | 1.69246 | 1.68446 | 119.49 | 10777.75 |
| 52 | 2023.06.01 02:00 | buy | 18 | 1.00 | 1.68792 | 0.00000 | 0.00000 | ||
| 53 | 2023.06.01 02:00 | modify | 18 | 1.00 | 1.68792 | 1.68492 | 1.69292 | ||
| 54 | 2023.06.01 07:00 | close | 18 | 1.00 | 1.68827 | 1.68492 | 1.69292 | 25.97 | 10803.72 |
| 55 | 2023.06.15 02:00 | buy | 19 | 1.00 | 1.68684 | 0.00000 | 0.00000 | ||
| 56 | 2023.06.15 02:00 | modify | 19 | 1.00 | 1.68684 | 1.68384 | 1.69184 | ||
| 57 | 2023.06.15 07:00 | close | 19 | 1.00 | 1.68752 | 1.68384 | 1.69184 | 50.47 | 10854.19 |
| 58 | 2023.06.20 02:00 | sell | 20 | 1.00 | 1.69092 | 0.00000 | 0.00000 | ||
| 59 | 2023.06.20 02:00 | modify | 20 | 1.00 | 1.69092 | 1.69392 | 1.68592 | ||
| 60 | 2023.06.20 07:00 | close | 20 | 1.00 | 1.69128 | 1.69392 | 1.68592 | -26.72 | 10827.47 |
| 61 | 2023.06.21 02:00 | buy | 21 | 1.00 | 1.68753 | 0.00000 | 0.00000 | ||
| 62 | 2023.06.21 02:00 | modify | 21 | 1.00 | 1.68753 | 1.68453 | 1.69253 | ||
| 63 | 2023.06.21 06:46 | t/p | 21 | 1.00 | 1.69253 | 1.68453 | 1.69253 | 371.09 | 11198.56 |
| 64 | 2023.06.27 02:00 | buy | 22 | 1.00 | 1.67062 | 0.00000 | 0.00000 | ||
| 65 | 2023.06.27 02:00 | modify | 22 | 1.00 | 1.67062 | 1.66762 | 1.67562 | ||
| 66 | 2023.06.27 07:00 | close | 22 | 1.00 | 1.67245 | 1.66762 | 1.67562 | 135.82 | 11334.38 |
| 67 | 2023.06.28 02:00 | sell | 23 | 1.00 | 1.68192 | 0.00000 | 0.00000 | ||
| 68 | 2023.06.28 02:00 | modify | 23 | 1.00 | 1.68192 | 1.68492 | 1.67692 | ||
| 69 | 2023.06.28 07:00 | close | 23 | 1.00 | 1.68300 | 1.68492 | 1.67692 | -80.15 | 11254.23 |
| 70 | 2023.06.29 02:00 | buy | 24 | 1.00 | 1.67535 | 0.00000 | 0.00000 | ||
| 71 | 2023.06.29 02:00 | modify | 24 | 1.00 | 1.67535 | 1.67235 | 1.68035 | ||
| 72 | 2023.06.29 06:00 | sell | 25 | 1.00 | 1.67534 | 0.00000 | 0.00000 | ||
| 73 | 2023.06.29 06:00 | modify | 25 | 1.00 | 1.67534 | 1.67834 | 1.67034 | ||
| 74 | 2023.06.29 07:00 | close | 25 | 1.00 | 1.67725 | 1.67834 | 1.67034 | -141.74 | 11112.49 |
| 75 | 2023.06.29 07:00 | close | 24 | 1.00 | 1.67675 | 1.67235 | 1.68035 | 103.90 | 11216.39 |
| 76 | 2023.07.12 02:00 | sell | 26 | 1.00 | 1.71192 | 0.00000 | 0.00000 | ||
| 77 | 2023.07.12 02:00 | modify | 26 | 1.00 | 1.71192 | 1.71492 | 1.70692 | ||
| 78 | 2023.07.12 07:00 | close | 26 | 1.00 | 1.71101 | 1.71492 | 1.70692 | 67.54 | 11283.93 |
| 79 | 2023.07.24 02:00 | sell | 27 | 1.00 | 1.70040 | 0.00000 | 0.00000 | ||
| 80 | 2023.07.24 02:00 | modify | 27 | 1.00 | 1.70040 | 1.70340 | 1.69540 | ||
| 81 | 2023.07.24 07:00 | close | 27 | 1.00 | 1.70062 | 1.70340 | 1.69540 | -16.33 | 11267.60 |
| 82 | 2023.07.27 03:00 | buy | 28 | 1.00 | 1.70834 | 0.00000 | 0.00000 | ||
| 83 | 2023.07.27 03:00 | modify | 28 | 1.00 | 1.70834 | 1.70534 | 1.71334 | ||
| 84 | 2023.07.27 07:00 | close | 28 | 1.00 | 1.70659 | 1.70534 | 1.71334 | -129.88 | 11137.72 |
| 85 | 2023.07.28 04:00 | sell | 29 | 1.00 | 1.69236 | 0.00000 | 0.00000 | ||
| 86 | 2023.07.28 04:00 | modify | 29 | 1.00 | 1.69236 | 1.69536 | 1.68736 | ||
| 87 | 2023.07.28 06:00 | buy | 30 | 1.00 | 1.69140 | 0.00000 | 0.00000 | ||
| 88 | 2023.07.28 06:00 | modify | 30 | 1.00 | 1.69140 | 1.68840 | 1.69640 | ||
| 89 | 2023.07.28 07:00 | close | 30 | 1.00 | 1.69213 | 1.68840 | 1.69640 | 54.18 | 11191.90 |
| 90 | 2023.07.28 07:00 | close | 29 | 1.00 | 1.69263 | 1.69536 | 1.68736 | -20.04 | 11171.86 |
| 91 | 2023.08.15 02:00 | buy | 31 | 1.00 | 1.70717 | 0.00000 | 0.00000 | ||
| 92 | 2023.08.15 02:00 | modify | 31 | 1.00 | 1.70717 | 1.70417 | 1.71217 | ||
| 93 | 2023.08.15 07:00 | close | 31 | 1.00 | 1.71072 | 1.70417 | 1.71217 | 263.47 | 11435.33 |
| 94 | 2023.08.16 02:00 | buy | 32 | 1.00 | 1.71413 | 0.00000 | 0.00000 | ||
| 95 | 2023.08.16 02:00 | modify | 32 | 1.00 | 1.71413 | 1.71113 | 1.71913 | ||
| 96 | 2023.08.16 07:00 | close | 32 | 1.00 | 1.71833 | 1.71113 | 1.71913 | 311.72 | 11747.05 |
| 97 | 2023.09.11 02:00 | sell | 33 | 1.00 | 1.70245 | 0.00000 | 0.00000 | ||
| 98 | 2023.09.11 02:00 | modify | 33 | 1.00 | 1.70245 | 1.70545 | 1.69745 | ||
| 99 | 2023.09.11 07:00 | close | 33 | 1.00 | 1.70243 | 1.70545 | 1.69745 | 1.48 | 11748.53 |
| 100 | 2023.10.04 02:00 | buy | 34 | 1.00 | 1.65474 | 0.00000 | 0.00000 | ||
| 101 | 2023.10.04 02:00 | modify | 34 | 1.00 | 1.65474 | 1.65174 | 1.65974 | ||
| 102 | 2023.10.04 07:00 | close | 34 | 1.00 | 1.65315 | 1.65174 | 1.65974 | -118.01 | 11630.52 |
| 103 | 2023.11.21 02:00 | sell | 35 | 1.00 | 1.71662 | 0.00000 | 0.00000 | ||
| 104 | 2023.11.21 02:00 | modify | 35 | 1.00 | 1.71662 | 1.71962 | 1.71162 | ||
| 105 | 2023.11.21 06:20 | s/l | 35 | 1.00 | 1.71962 | 1.71962 | 1.71162 | -222.63 | 11407.89 |
| 106 | 2023.11.30 02:00 | buy | 36 | 1.00 | 1.72556 | 0.00000 | 0.00000 | ||
| 107 | 2023.11.30 02:00 | modify | 36 | 1.00 | 1.72556 | 1.72256 | 1.73056 | ||
| 108 | 2023.11.30 07:00 | close | 36 | 1.00 | 1.72460 | 1.72256 | 1.73056 | -71.24 | 11336.65 |
| 109 | 2023.12.04 02:00 | buy | 37 | 1.00 | 1.71280 | 0.00000 | 0.00000 | ||
| 110 | 2023.12.04 02:00 | modify | 37 | 1.00 | 1.71280 | 1.70980 | 1.71780 | ||
| 111 | 2023.12.04 07:00 | close | 37 | 1.00 | 1.71420 | 1.70980 | 1.71780 | 103.91 | 11440.56 |
| 112 | 2023.12.08 02:00 | buy | 38 | 1.00 | 1.71024 | 0.00000 | 0.00000 | ||
| 113 | 2023.12.08 02:00 | modify | 38 | 1.00 | 1.71024 | 1.70724 | 1.71524 | ||
| 114 | 2023.12.08 07:00 | close | 38 | 1.00 | 1.70778 | 1.70724 | 1.71524 | -182.57 | 11257.99 |
| 115 | 2023.12.14 03:00 | buy | 39 | 1.00 | 1.70306 | 0.00000 | 0.00000 | ||
| 116 | 2023.12.14 03:00 | modify | 39 | 1.00 | 1.70306 | 1.70006 | 1.70806 | ||
| 117 | 2023.12.14 07:00 | close | 39 | 1.00 | 1.70314 | 1.70006 | 1.70806 | 5.94 | 11263.93 |