Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.02 07:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=6; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=80; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=100; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 6497 | Ticks modelled | 45361064 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | 258.80 | Gross profit | 2467.82 | Gross loss | -2209.02 |
| Profit factor | 1.12 | Expected payoff | 5.75 | ||
| Absolute drawdown | 514.62 | Maximal drawdown | 734.48 (7.19%) | Relative drawdown | 7.19% (734.48) |
| Total trades | 45 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 28 (32.14%) |
| Profit trades (% of total) | 22 (48.89%) | Loss trades (% of total) | 23 (51.11%) | ||
| Largest | profit trade | 306.03 | loss trade | -202.57 | |
| Average | profit trade | 112.17 | loss trade | -96.04 | |
| Maximum | consecutive wins (profit in money) | 3 (428.52) | consecutive losses (loss in money) | 3 (-273.99) | |
| Maximal | consecutive profit (count of wins) | 428.52 (3) | consecutive loss (count of losses) | -326.27 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 21:00 | buy | 1 | 1.00 | 1.91692 | 0.00000 | 0.00000 | ||
| 2 | 2023.01.03 21:00 | modify | 1 | 1.00 | 1.91692 | 1.90792 | 1.92492 | ||
| 3 | 2023.01.03 23:00 | close | 1 | 1.00 | 1.91422 | 1.90792 | 1.92492 | -166.23 | 9833.77 |
| 4 | 2023.01.04 21:00 | sell | 2 | 1.00 | 1.91589 | 0.00000 | 0.00000 | ||
| 5 | 2023.01.04 21:00 | modify | 2 | 1.00 | 1.91589 | 1.92489 | 1.90789 | ||
| 6 | 2023.01.04 22:19 | close | 2 | 1.00 | 1.91333 | 1.92489 | 1.90789 | 157.65 | 9991.42 |
| 7 | 2023.01.05 21:00 | buy | 3 | 1.00 | 1.91237 | 0.00000 | 0.00000 | ||
| 8 | 2023.01.05 21:00 | modify | 3 | 1.00 | 1.91237 | 1.90337 | 1.92037 | ||
| 9 | 2023.01.05 23:00 | close | 3 | 1.00 | 1.91180 | 1.90337 | 1.92037 | -35.10 | 9956.32 |
| 10 | 2023.01.06 21:00 | buy | 4 | 1.00 | 1.90408 | 0.00000 | 0.00000 | ||
| 11 | 2023.01.06 21:00 | modify | 4 | 1.00 | 1.90408 | 1.89508 | 1.91208 | ||
| 12 | 2023.01.08 23:00 | close | 4 | 1.00 | 1.90599 | 1.89508 | 1.91208 | 117.59 | 10073.91 |
| 13 | 2023.01.09 21:00 | sell | 5 | 1.00 | 1.91134 | 0.00000 | 0.00000 | ||
| 14 | 2023.01.09 21:00 | modify | 5 | 1.00 | 1.91134 | 1.92034 | 1.90334 | ||
| 15 | 2023.01.09 23:00 | close | 5 | 1.00 | 1.91095 | 1.92034 | 1.90334 | 24.02 | 10097.93 |
| 16 | 2023.01.12 21:00 | buy | 6 | 1.00 | 1.91025 | 0.00000 | 0.00000 | ||
| 17 | 2023.01.12 21:00 | modify | 6 | 1.00 | 1.91025 | 1.90125 | 1.91825 | ||
| 18 | 2023.01.12 23:00 | close | 6 | 1.00 | 1.91019 | 1.90125 | 1.91825 | -3.69 | 10094.24 |
| 19 | 2023.01.17 21:00 | buy | 7 | 1.00 | 1.91041 | 0.00000 | 0.00000 | ||
| 20 | 2023.01.17 21:00 | modify | 7 | 1.00 | 1.91041 | 1.90141 | 1.91841 | ||
| 21 | 2023.01.17 23:00 | close | 7 | 1.00 | 1.90941 | 1.90141 | 1.91841 | -61.56 | 10032.68 |
| 22 | 2023.01.18 21:00 | sell | 8 | 1.00 | 1.91905 | 0.00000 | 0.00000 | ||
| 23 | 2023.01.18 21:00 | modify | 8 | 1.00 | 1.91905 | 1.92805 | 1.91105 | ||
| 24 | 2023.01.18 21:45 | close | 8 | 1.00 | 1.91741 | 1.92805 | 1.91105 | 100.98 | 10133.66 |
| 25 | 2023.01.20 21:00 | buy | 9 | 1.00 | 1.91559 | 0.00000 | 0.00000 | ||
| 26 | 2023.01.20 21:00 | modify | 9 | 1.00 | 1.91559 | 1.90659 | 1.92359 | ||
| 27 | 2023.01.22 23:00 | close | 9 | 1.00 | 1.91531 | 1.90659 | 1.92359 | -17.24 | 10116.42 |
| 28 | 2023.01.23 21:00 | buy | 10 | 1.00 | 1.90793 | 0.00000 | 0.00000 | ||
| 29 | 2023.01.23 21:00 | modify | 10 | 1.00 | 1.90793 | 1.89893 | 1.91593 | ||
| 30 | 2023.01.23 23:00 | close | 10 | 1.00 | 1.90481 | 1.89893 | 1.91593 | -192.11 | 9924.31 |
| 31 | 2023.01.25 21:00 | buy | 11 | 1.00 | 1.91273 | 0.00000 | 0.00000 | ||
| 32 | 2023.01.25 21:00 | modify | 11 | 1.00 | 1.91273 | 1.90373 | 1.92073 | ||
| 33 | 2023.01.25 23:00 | close | 11 | 1.00 | 1.91333 | 1.90373 | 1.92073 | 36.95 | 9961.26 |
| 34 | 2023.02.01 21:00 | buy | 12 | 1.00 | 1.90488 | 0.00000 | 0.00000 | ||
| 35 | 2023.02.01 21:00 | modify | 12 | 1.00 | 1.90488 | 1.89588 | 1.91288 | ||
| 36 | 2023.02.01 23:00 | close | 12 | 1.00 | 1.90320 | 1.89588 | 1.91288 | -103.44 | 9857.82 |
| 37 | 2023.02.02 21:00 | buy | 13 | 1.00 | 1.88900 | 0.00000 | 0.00000 | ||
| 38 | 2023.02.02 21:00 | modify | 13 | 1.00 | 1.88900 | 1.88000 | 1.89700 | ||
| 39 | 2023.02.02 23:00 | close | 13 | 1.00 | 1.88823 | 1.88000 | 1.89700 | -47.41 | 9810.41 |
| 40 | 2023.02.07 21:00 | buy | 14 | 1.00 | 1.90524 | 0.00000 | 0.00000 | ||
| 41 | 2023.02.07 21:00 | modify | 14 | 1.00 | 1.90524 | 1.89624 | 1.91324 | ||
| 42 | 2023.02.07 23:00 | close | 14 | 1.00 | 1.90324 | 1.89624 | 1.91324 | -123.14 | 9687.27 |
| 43 | 2023.02.09 21:00 | sell | 15 | 1.00 | 1.91627 | 0.00000 | 0.00000 | ||
| 44 | 2023.02.09 21:00 | modify | 15 | 1.00 | 1.91627 | 1.92527 | 1.90827 | ||
| 45 | 2023.02.09 22:04 | close | 15 | 1.00 | 1.91374 | 1.92527 | 1.90827 | 155.79 | 9843.06 |
| 46 | 2023.02.14 21:00 | buy | 16 | 1.00 | 1.92088 | 0.00000 | 0.00000 | ||
| 47 | 2023.02.14 21:00 | modify | 16 | 1.00 | 1.92088 | 1.91188 | 1.92888 | ||
| 48 | 2023.02.14 23:00 | close | 16 | 1.00 | 1.92114 | 1.91188 | 1.92888 | 16.01 | 9859.07 |
| 49 | 2023.02.16 21:00 | buy | 17 | 1.00 | 1.91727 | 0.00000 | 0.00000 | ||
| 50 | 2023.02.16 21:00 | modify | 17 | 1.00 | 1.91727 | 1.90827 | 1.92527 | ||
| 51 | 2023.02.16 23:00 | close | 17 | 1.00 | 1.91671 | 1.90827 | 1.92527 | -34.48 | 9824.59 |
| 52 | 2023.02.22 21:00 | buy | 18 | 1.00 | 1.93731 | 0.00000 | 0.00000 | ||
| 53 | 2023.02.22 21:00 | modify | 18 | 1.00 | 1.93731 | 1.92831 | 1.94531 | ||
| 54 | 2023.02.22 23:00 | close | 18 | 1.00 | 1.93597 | 1.92831 | 1.94531 | -82.50 | 9742.09 |
| 55 | 2023.03.09 21:00 | sell | 19 | 1.00 | 1.95267 | 0.00000 | 0.00000 | ||
| 56 | 2023.03.09 21:00 | modify | 19 | 1.00 | 1.95267 | 1.96167 | 1.94467 | ||
| 57 | 2023.03.09 23:00 | close | 19 | 1.00 | 1.95455 | 1.96167 | 1.94467 | -115.76 | 9626.33 |
| 58 | 2023.03.10 21:00 | buy | 20 | 1.00 | 1.96150 | 0.00000 | 0.00000 | ||
| 59 | 2023.03.10 21:00 | modify | 20 | 1.00 | 1.96150 | 1.95250 | 1.96950 | ||
| 60 | 2023.03.12 21:39 | close | 20 | 1.00 | 1.96320 | 1.95250 | 1.96950 | 104.66 | 9730.99 |
| 61 | 2023.07.26 22:00 | sell | 21 | 1.00 | 2.08321 | 0.00000 | 0.00000 | ||
| 62 | 2023.07.26 22:00 | modify | 21 | 1.00 | 2.08321 | 2.09221 | 2.07521 | ||
| 63 | 2023.07.26 23:00 | close | 21 | 1.00 | 2.08328 | 2.09221 | 2.07521 | -4.31 | 9726.68 |
| 64 | 2023.11.06 21:00 | buy | 22 | 1.00 | 2.07030 | 0.00000 | 0.00000 | ||
| 65 | 2023.11.06 21:00 | modify | 22 | 1.00 | 2.07030 | 2.06130 | 2.07830 | ||
| 66 | 2023.11.06 23:00 | close | 22 | 1.00 | 2.06907 | 2.06130 | 2.07830 | -75.72 | 9650.96 |
| 67 | 2023.11.08 21:00 | sell | 23 | 1.00 | 2.07900 | 0.00000 | 0.00000 | ||
| 68 | 2023.11.08 21:00 | modify | 23 | 1.00 | 2.07900 | 2.08800 | 2.07100 | ||
| 69 | 2023.11.08 22:05 | close | 23 | 1.00 | 2.07628 | 2.08800 | 2.07100 | 167.48 | 9818.44 |
| 70 | 2023.11.09 21:00 | sell | 24 | 1.00 | 2.07101 | 0.00000 | 0.00000 | ||
| 71 | 2023.11.09 21:00 | modify | 24 | 1.00 | 2.07101 | 2.08001 | 2.06301 | ||
| 72 | 2023.11.09 23:00 | close | 24 | 1.00 | 2.07386 | 2.08001 | 2.06301 | -175.47 | 9642.97 |
| 73 | 2023.11.14 21:00 | buy | 25 | 1.00 | 2.08054 | 0.00000 | 0.00000 | ||
| 74 | 2023.11.14 21:00 | modify | 25 | 1.00 | 2.08054 | 2.07154 | 2.08854 | ||
| 75 | 2023.11.14 23:00 | close | 25 | 1.00 | 2.08072 | 2.07154 | 2.08854 | 11.08 | 9654.05 |
| 76 | 2023.11.16 21:00 | sell | 26 | 1.00 | 2.07962 | 0.00000 | 0.00000 | ||
| 77 | 2023.11.16 21:00 | modify | 26 | 1.00 | 2.07962 | 2.08862 | 2.07162 | ||
| 78 | 2023.11.16 22:07 | close | 26 | 1.00 | 2.07782 | 2.08862 | 2.07162 | 110.83 | 9764.88 |
| 79 | 2023.11.17 21:00 | sell | 27 | 1.00 | 2.08104 | 0.00000 | 0.00000 | ||
| 80 | 2023.11.17 21:00 | modify | 27 | 1.00 | 2.08104 | 2.09004 | 2.07304 | ||
| 81 | 2023.11.19 22:05 | close | 27 | 1.00 | 2.07607 | 2.09004 | 2.07304 | 306.03 | 10070.91 |
| 82 | 2023.11.20 21:00 | buy | 28 | 1.00 | 2.07125 | 0.00000 | 0.00000 | ||
| 83 | 2023.11.20 21:00 | modify | 28 | 1.00 | 2.07125 | 2.06225 | 2.07925 | ||
| 84 | 2023.11.20 23:00 | close | 28 | 1.00 | 2.07087 | 2.06225 | 2.07925 | -23.39 | 10047.52 |
| 85 | 2023.11.22 21:00 | buy | 29 | 1.00 | 2.07571 | 0.00000 | 0.00000 | ||
| 86 | 2023.11.22 21:00 | modify | 29 | 1.00 | 2.07571 | 2.06671 | 2.08371 | ||
| 87 | 2023.11.22 23:00 | close | 29 | 1.00 | 2.07443 | 2.06671 | 2.08371 | -78.80 | 9968.72 |
| 88 | 2023.11.27 21:00 | buy | 30 | 1.00 | 2.07095 | 0.00000 | 0.00000 | ||
| 89 | 2023.11.27 21:00 | modify | 30 | 1.00 | 2.07095 | 2.06195 | 2.07895 | ||
| 90 | 2023.11.27 23:00 | close | 30 | 1.00 | 2.07171 | 2.06195 | 2.07895 | 46.79 | 10015.51 |
| 91 | 2023.11.28 21:00 | buy | 31 | 1.00 | 2.07101 | 0.00000 | 0.00000 | ||
| 92 | 2023.11.28 21:00 | modify | 31 | 1.00 | 2.07101 | 2.06201 | 2.07901 | ||
| 93 | 2023.11.28 23:00 | close | 31 | 1.00 | 2.06858 | 2.06201 | 2.07901 | -149.61 | 9865.90 |
| 94 | 2023.11.29 21:00 | sell | 32 | 1.00 | 2.06300 | 0.00000 | 0.00000 | ||
| 95 | 2023.11.29 21:00 | modify | 32 | 1.00 | 2.06300 | 2.07200 | 2.05500 | ||
| 96 | 2023.11.29 22:05 | close | 32 | 1.00 | 2.06011 | 2.07200 | 2.05500 | 177.97 | 10043.87 |
| 97 | 2023.11.30 21:00 | buy | 33 | 1.00 | 2.05050 | 0.00000 | 0.00000 | ||
| 98 | 2023.11.30 21:00 | modify | 33 | 1.00 | 2.05050 | 2.04150 | 2.05850 | ||
| 99 | 2023.11.30 23:00 | close | 33 | 1.00 | 2.05077 | 2.04150 | 2.05850 | 16.63 | 10060.50 |
| 100 | 2023.12.01 21:00 | buy | 34 | 1.00 | 2.04906 | 0.00000 | 0.00000 | ||
| 101 | 2023.12.01 21:00 | modify | 34 | 1.00 | 2.04906 | 2.04006 | 2.05706 | ||
| 102 | 2023.12.03 23:00 | close | 34 | 1.00 | 2.04660 | 2.04006 | 2.05706 | -151.44 | 9909.06 |
| 103 | 2023.12.05 21:00 | buy | 35 | 1.00 | 2.05560 | 0.00000 | 0.00000 | ||
| 104 | 2023.12.05 21:00 | modify | 35 | 1.00 | 2.05560 | 2.04660 | 2.06360 | ||
| 105 | 2023.12.05 23:00 | close | 35 | 1.00 | 2.05276 | 2.04660 | 2.06360 | -174.83 | 9734.23 |
| 106 | 2023.12.06 21:00 | sell | 36 | 1.00 | 2.04518 | 0.00000 | 0.00000 | ||
| 107 | 2023.12.06 21:00 | modify | 36 | 1.00 | 2.04518 | 2.05418 | 2.03718 | ||
| 108 | 2023.12.06 22:07 | close | 36 | 1.00 | 2.04337 | 2.05418 | 2.03718 | 111.45 | 9845.68 |
| 109 | 2023.12.08 21:00 | sell | 37 | 1.00 | 2.04969 | 0.00000 | 0.00000 | ||
| 110 | 2023.12.08 21:00 | modify | 37 | 1.00 | 2.04969 | 2.05869 | 2.04169 | ||
| 111 | 2023.12.10 22:07 | close | 37 | 1.00 | 2.04632 | 2.05869 | 2.04169 | 207.50 | 10053.18 |
| 112 | 2023.12.13 21:00 | buy | 38 | 1.00 | 2.03539 | 0.00000 | 0.00000 | ||
| 113 | 2023.12.13 21:00 | modify | 38 | 1.00 | 2.03539 | 2.02639 | 2.04339 | ||
| 114 | 2023.12.13 21:44 | close | 38 | 1.00 | 2.03717 | 2.02639 | 2.04339 | 109.57 | 10162.75 |
| 115 | 2023.12.14 21:00 | buy | 39 | 1.00 | 2.05653 | 0.00000 | 0.00000 | ||
| 116 | 2023.12.14 21:00 | modify | 39 | 1.00 | 2.05653 | 2.04753 | 2.06453 | ||
| 117 | 2023.12.14 23:00 | close | 39 | 1.00 | 2.05575 | 2.04753 | 2.06453 | -48.02 | 10114.73 |
| 118 | 2023.12.15 21:00 | buy | 40 | 1.00 | 2.04054 | 0.00000 | 0.00000 | ||
| 119 | 2023.12.15 21:00 | modify | 40 | 1.00 | 2.04054 | 2.03154 | 2.04854 | ||
| 120 | 2023.12.17 22:38 | close | 40 | 1.00 | 2.04346 | 2.03154 | 2.04854 | 179.75 | 10294.48 |
| 121 | 2023.12.20 21:00 | sell | 41 | 1.00 | 2.01963 | 0.00000 | 0.00000 | ||
| 122 | 2023.12.20 21:00 | modify | 41 | 1.00 | 2.01963 | 2.02863 | 2.01163 | ||
| 123 | 2023.12.20 23:00 | close | 41 | 1.00 | 2.02292 | 2.02863 | 2.01163 | -202.57 | 10091.91 |
| 124 | 2023.12.21 21:00 | sell | 42 | 1.00 | 2.01620 | 0.00000 | 0.00000 | ||
| 125 | 2023.12.21 21:00 | modify | 42 | 1.00 | 2.01620 | 2.02520 | 2.00820 | ||
| 126 | 2023.12.21 22:04 | close | 42 | 1.00 | 2.01452 | 2.02520 | 2.00820 | 103.44 | 10195.35 |
| 127 | 2023.12.22 21:00 | sell | 43 | 1.00 | 2.01801 | 0.00000 | 0.00000 | ||
| 128 | 2023.12.22 21:00 | modify | 43 | 1.00 | 2.01801 | 2.02701 | 2.01001 | ||
| 129 | 2023.12.22 21:55 | close | 43 | 1.00 | 2.01637 | 2.02701 | 2.01001 | 100.98 | 10296.33 |
| 130 | 2023.12.26 21:00 | buy | 44 | 1.00 | 2.01104 | 0.00000 | 0.00000 | ||
| 131 | 2023.12.26 21:00 | modify | 44 | 1.00 | 2.01104 | 2.00204 | 2.01904 | ||
| 132 | 2023.12.26 23:00 | close | 44 | 1.00 | 2.00873 | 2.00204 | 2.01904 | -142.20 | 10154.13 |
| 133 | 2023.12.27 21:00 | sell | 45 | 1.00 | 2.01876 | 0.00000 | 0.00000 | ||
| 134 | 2023.12.27 21:00 | modify | 45 | 1.00 | 2.01876 | 2.02776 | 2.01076 | ||
| 135 | 2023.12.27 22:04 | close | 45 | 1.00 | 2.01706 | 2.02776 | 2.01076 | 104.67 | 10258.80 |