Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.01.01 22:00 - 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=5; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=40; 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=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test25189Ticks modelled41766384Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2561.05Gross profit71406.23Gross loss-68845.18
Profit factor1.04Expected payoff5.09
Absolute drawdown2651.85Maximal drawdown7894.23 (38.59%)Relative drawdown38.59% (7894.23)
Total trades503Short positions (won %)252 (37.30%)Long positions (won %)251 (46.61%)
Profit trades (% of total)211 (41.95%)Loss trades (% of total)292 (58.05%)
Largestprofit trade823.25loss trade-312.50
Averageprofit trade338.42loss trade-235.77
Maximumconsecutive wins (profit in money)4 (1050.59)consecutive losses (loss in money)11 (-2543.69)
Maximalconsecutive profit (count of wins)1798.98 (3)consecutive loss (count of losses)-2543.69 (11)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 14:15buy11.00130.6990.0000.000
22023.01.02 14:15modify11.00130.699130.299131.899
32023.01.02 16:15sell21.00130.7910.0000.000
42023.01.02 16:15modify21.00130.791131.191129.591
52023.01.02 20:00close21.00130.756131.191129.59126.7710026.77
62023.01.02 20:00close11.00130.726130.299131.89920.6510047.42
72023.01.03 08:00sell31.00130.1070.0000.000
82023.01.03 08:00modify31.00130.107130.507128.907
92023.01.03 08:18s/l31.00130.507130.507128.907-306.499740.93
102023.01.03 09:30buy41.00130.4300.0000.000
112023.01.03 09:30modify41.00130.430130.030131.630
122023.01.03 14:50close41.00130.178130.030131.630-193.589547.35
132023.01.04 08:00buy51.00130.2790.0000.000
142023.01.04 08:00modify51.00130.279129.879131.479
152023.01.04 10:15sell61.00130.4790.0000.000
162023.01.04 10:15modify61.00130.479130.879129.279
172023.01.04 12:21s/l61.00130.879130.879129.279-305.629241.73
182023.01.04 15:00close51.00131.339129.879131.479807.0710048.80
192023.01.05 08:00sell71.00132.4820.0000.000
202023.01.05 08:00modify71.00132.482132.882131.282
212023.01.05 08:11s/l71.00132.882132.882131.282-301.029747.78
222023.01.05 09:15buy81.00132.7050.0000.000
232023.01.05 09:15modify81.00132.705132.305133.905
242023.01.05 09:39close81.00132.433132.305133.905-205.399542.39
252023.01.06 08:00sell91.00134.2200.0000.000
262023.01.06 08:00modify91.00134.220134.620133.020
272023.01.06 09:22s/l91.00134.620134.620133.020-297.139245.26
282023.01.06 10:15buy101.00134.2730.0000.000
292023.01.06 10:15modify101.00134.273133.873135.473
302023.01.06 13:30close101.00133.969133.873135.473-226.929018.34
312023.01.09 08:00sell111.00132.2300.0000.000
322023.01.09 08:00modify111.00132.230132.630131.030
332023.01.09 10:44s/l111.00132.630132.630131.030-301.578716.77
342023.01.09 11:45buy121.00132.4650.0000.000
352023.01.09 11:45modify121.00132.465132.065133.665
362023.01.09 12:29close121.00132.201132.065133.665-199.708517.07
372023.01.10 08:00sell131.00132.2210.0000.000
382023.01.10 08:00modify131.00132.221132.621131.021
392023.01.10 14:00buy141.00132.3190.0000.000
402023.01.10 14:00modify141.00132.319131.919133.519
412023.01.10 14:05s/l141.00131.919131.919133.519-303.248213.83
422023.01.10 20:00close131.00132.260132.621131.021-29.498184.34
432023.01.11 08:00sell151.00132.4200.0000.000
442023.01.11 08:00modify151.00132.420132.820131.220
452023.01.11 10:00buy161.00132.5100.0000.000
462023.01.11 10:00modify161.00132.510132.110133.710
472023.01.11 12:50s/l151.00132.820132.820131.220-301.167883.18
482023.01.11 20:00close161.00132.413132.110133.710-73.267809.92
492023.01.12 08:00buy171.00131.6310.0000.000
502023.01.12 08:00modify171.00131.631131.231132.831
512023.01.12 09:32s/l171.00131.231131.231132.831-304.817505.11
522023.01.12 10:45sell181.00131.0370.0000.000
532023.01.12 10:45modify181.00131.037131.437129.837
542023.01.12 13:34close181.00129.988131.437129.837807.008312.11
552023.01.13 08:00buy191.00128.4050.0000.000
562023.01.13 08:00modify191.00128.405128.005129.605
572023.01.13 10:00sell201.00128.5190.0000.000
582023.01.13 10:00modify201.00128.519128.919127.319
592023.01.13 14:37s/l191.00128.005128.005129.605-312.507999.61
602023.01.13 20:00close201.00127.959128.919127.319437.648437.25
612023.01.16 08:00buy211.00127.9980.0000.000
622023.01.16 08:00modify211.00127.998127.598129.198
632023.01.16 08:25close211.00128.644127.598129.198502.168939.41
642023.01.17 08:15buy221.00128.5670.0000.000
652023.01.17 08:15modify221.00128.567128.167129.767
662023.01.17 10:15sell231.00128.9380.0000.000
672023.01.17 10:15modify231.00128.938129.338127.738
682023.01.17 15:58s/l221.00128.167128.167129.767-312.098627.32
692023.01.17 20:00close231.00128.366129.338127.738445.609072.92
702023.01.18 08:00buy241.00130.2830.0000.000
712023.01.18 08:00modify241.00130.283129.883131.483
722023.01.18 08:17s/l241.00129.883129.883131.483-307.978764.95
732023.01.18 11:30sell251.00129.3230.0000.000
742023.01.18 11:30modify251.00129.323129.723128.123
752023.01.18 13:30close251.00128.286129.723128.123808.359573.30
762023.01.19 08:00sell261.00128.1740.0000.000
772023.01.19 08:00modify261.00128.174128.574126.974
782023.01.19 10:34s/l261.00128.574128.574126.974-311.089262.22
792023.01.19 13:30buy271.00128.4440.0000.000
802023.01.19 13:30modify271.00128.444128.044129.644
812023.01.19 20:00close271.00128.446128.044129.6441.569263.78
822023.01.20 08:15buy281.00128.8160.0000.000
832023.01.20 08:15modify281.00128.816128.416130.016
842023.01.20 09:31close281.00129.466128.416130.016502.069765.84
852023.01.23 08:00sell291.00130.1200.0000.000
862023.01.23 08:00modify291.00130.120130.520128.920
872023.01.23 13:30buy301.00130.3420.0000.000
882023.01.23 13:30modify301.00130.342129.942131.542
892023.01.23 13:39s/l291.00130.520130.520128.920-306.469459.38
902023.01.23 20:00close301.00130.665129.942131.542247.209706.58
912023.01.24 08:15buy311.00130.0080.0000.000
922023.01.24 08:15modify311.00130.008129.608131.208
932023.01.24 10:15sell321.00130.2030.0000.000
942023.01.24 10:15modify321.00130.203130.603129.003
952023.01.24 14:45s/l321.00130.603130.603129.003-306.179400.41
962023.01.24 14:59close311.00131.066129.608131.208807.2310207.64
972023.01.25 08:00sell331.00130.4300.0000.000
982023.01.25 08:00modify331.00130.430130.830129.230
992023.01.25 10:00buy341.00129.8780.0000.000
1002023.01.25 10:00modify341.00129.878129.478131.078
1012023.01.25 15:04s/l341.00129.478129.478131.078-308.949898.70
1022023.01.25 15:06close331.00129.383130.830129.230809.2310707.93
1032023.01.26 08:00sell351.00129.4820.0000.000
1042023.01.26 08:00modify351.00129.482129.882128.282
1052023.01.26 08:58s/l351.00129.882129.882128.282-307.9710399.96
1062023.01.26 10:30buy361.00129.8530.0000.000
1072023.01.26 10:30modify361.00129.853129.453131.053
1082023.01.26 20:00close361.00130.223129.453131.053284.1310684.09
1092023.01.27 08:00buy371.00129.9910.0000.000
1102023.01.27 08:00modify371.00129.991129.591131.191
1112023.01.27 11:45sell381.00129.9270.0000.000
1122023.01.27 11:45modify381.00129.927130.327128.727
1132023.01.27 13:34s/l371.00129.591129.591131.191-308.6710375.42
1142023.01.27 20:00close381.00129.935130.327128.727-6.1610369.26
1152023.01.30 08:15sell391.00129.8730.0000.000
1162023.01.30 08:15modify391.00129.873130.273128.673
1172023.01.30 10:15buy401.00129.9660.0000.000
1182023.01.30 10:15modify401.00129.966129.566131.166
1192023.01.30 11:50s/l391.00130.273130.273128.673-307.0410062.22
1202023.01.30 20:00close401.00130.555129.566131.166451.1510513.37
1212023.01.31 08:00buy411.00130.1750.0000.000
1222023.01.31 08:00modify411.00130.175129.775131.375
1232023.01.31 10:00sell421.00130.3940.0000.000
1242023.01.31 10:00modify421.00130.394130.794129.194
1252023.01.31 14:27s/l411.00129.775129.775131.375-308.2310205.14
1262023.01.31 20:00close421.00130.189130.794129.194157.4610362.60
1272023.02.01 08:15buy431.00130.2090.0000.000
1282023.02.01 08:15modify431.00130.209129.809131.409
1292023.02.01 09:24s/l431.00129.809129.809131.409-308.1510054.45
1302023.02.01 10:15sell441.00129.9410.0000.000
1312023.02.01 10:15modify441.00129.941130.341128.741
1322023.02.01 19:43close441.00128.880130.341128.741823.2510877.70
1332023.02.02 08:00buy451.00128.6870.0000.000
1342023.02.02 08:00modify451.00128.687128.287129.887
1352023.02.02 10:00sell461.00128.9170.0000.000
1362023.02.02 10:00modify461.00128.917129.317127.717
1372023.02.02 13:16s/l451.00128.287128.287129.887-311.8110565.89
1382023.02.02 20:00close461.00128.667129.317127.717194.3010760.19
1392023.02.03 08:00sell471.00128.6100.0000.000
1402023.02.03 08:00modify471.00128.610129.010127.410
1412023.02.03 10:00buy481.00128.5880.0000.000
1422023.02.03 10:00modify481.00128.588128.188129.788
1432023.02.03 13:30s/l471.00129.010129.010127.410-310.0010450.19
1442023.02.03 13:36close481.00129.641128.188129.788812.2411262.43
1452023.02.06 08:00buy491.00131.8130.0000.000
1462023.02.06 08:00modify491.00131.813131.413133.013
1472023.02.06 10:00sell501.00131.9420.0000.000
1482023.02.06 10:00modify501.00131.942132.342130.742
1492023.02.06 13:24s/l501.00132.342132.342130.742-302.2410960.19
1502023.02.06 16:00close491.00132.880131.413133.013802.9811763.17
1512023.02.07 08:00sell511.00132.1640.0000.000
1522023.02.07 08:00modify511.00132.164132.564130.964
1532023.02.07 10:00buy521.00131.8350.0000.000
1542023.02.07 10:00modify521.00131.835131.435133.035
1552023.02.07 15:50s/l521.00131.435131.435133.035-304.3411458.83
1562023.02.07 17:45close511.00131.087132.564130.964821.5912280.42
1572023.02.08 08:00buy531.00130.9160.0000.000
1582023.02.08 08:00modify531.00130.916130.516132.116
1592023.02.08 10:15sell541.00130.7880.0000.000
1602023.02.08 10:15modify541.00130.788131.188129.588
1612023.02.08 13:11s/l541.00131.188131.188129.588-304.9011975.52
1622023.02.08 20:00close531.00131.362130.516132.116339.5212315.04
1632023.02.09 08:00buy551.00131.1750.0000.000
1642023.02.09 08:00modify551.00131.175130.775132.375
1652023.02.09 10:25s/l551.00130.775130.775132.375-305.8912009.15
1662023.02.09 11:00sell561.00130.8420.0000.000
1672023.02.09 11:00modify561.00130.842131.242129.642
1682023.02.09 11:28close561.00131.098131.242129.642-195.2711813.88
1692023.02.10 08:00buy571.00130.4770.0000.000
1702023.02.10 08:00modify571.00130.477130.077131.677
1712023.02.10 08:03s/l571.00130.077130.077131.677-307.5111506.37
1722023.02.10 09:15sell581.00130.3330.0000.000
1732023.02.10 09:15modify581.00130.333130.733129.133
1742023.02.10 09:18close581.00130.595130.733129.133-200.6211305.75
1752023.02.13 08:00buy591.00132.1590.0000.000
1762023.02.13 08:00modify591.00132.159131.759133.359
1772023.02.13 10:00sell601.00132.6820.0000.000
1782023.02.13 10:00modify601.00132.682133.082131.482
1792023.02.13 20:00close601.00132.493133.082131.482142.6511448.40
1802023.02.13 20:00close591.00132.463131.759133.359229.5011677.90
1812023.02.14 08:00sell611.00132.0770.0000.000
1822023.02.14 08:00modify611.00132.077132.477130.877
1832023.02.14 10:00buy621.00132.0490.0000.000
1842023.02.14 10:00modify621.00132.049131.649133.249
1852023.02.14 13:30s/l611.00132.477132.477130.877-301.9111375.99
1862023.02.14 13:32close621.00131.784131.649133.249-201.0911174.90
1872023.02.15 08:00buy631.00133.3710.0000.000
1882023.02.15 08:00modify631.00133.371132.971134.571
1892023.02.15 13:00sell641.00133.6730.0000.000
1902023.02.15 13:00modify641.00133.673134.073132.473
1912023.02.15 13:30s/l641.00134.073134.073132.473-298.3410876.56
1922023.02.15 20:00close631.00134.172132.971134.571596.9911473.55
1932023.02.16 08:00buy651.00133.8020.0000.000
1942023.02.16 08:00modify651.00133.802133.402135.002
1952023.02.16 13:00sell661.00133.9060.0000.000
1962023.02.16 13:00modify661.00133.906134.306132.706
1972023.02.16 13:30s/l661.00134.306134.306132.706-297.8111175.74
1982023.02.16 20:00close651.00133.829133.402135.00220.1711195.91
1992023.02.17 08:00sell671.00134.7960.0000.000
2002023.02.17 08:00modify671.00134.796135.196133.596
2012023.02.17 10:00buy681.00134.8580.0000.000
2022023.02.17 10:00modify681.00134.858134.458136.058
2032023.02.17 15:03s/l681.00134.458134.458136.058-297.5110898.40
2042023.02.17 20:00close671.00134.169135.196133.596467.3211365.72
2052023.02.20 08:00buy691.00134.0760.0000.000
2062023.02.20 08:00modify691.00134.076133.676135.276
2072023.02.20 13:45sell701.00134.0670.0000.000
2082023.02.20 13:45modify701.00134.067134.467132.867
2092023.02.20 20:00close701.00134.257134.467132.867-141.5211224.20
2102023.02.20 20:00close691.00134.227133.676135.276112.5011336.70
2112023.02.21 08:15sell711.00134.7130.0000.000
2122023.02.21 08:15modify711.00134.713135.113133.513
2132023.02.21 10:15buy721.00134.6030.0000.000
2142023.02.21 10:15modify721.00134.603134.203135.803
2152023.02.21 14:47s/l711.00135.113135.113133.513-296.0411040.66
2162023.02.21 20:00close721.00134.966134.203135.803268.9611309.62
2172023.02.22 08:15buy731.00134.7350.0000.000
2182023.02.22 08:15modify731.00134.735134.335135.935
2192023.02.22 10:15sell741.00134.9120.0000.000
2202023.02.22 10:15modify741.00134.912135.312133.712
2212023.02.22 20:00close741.00134.963135.312133.712-37.7911271.83
2222023.02.22 20:00close731.00134.933134.335135.935146.7411418.57
2232023.02.23 08:00sell751.00134.8400.0000.000
2242023.02.23 08:00modify751.00134.840135.240133.640
2252023.02.23 13:30buy761.00135.0450.0000.000
2262023.02.23 13:30modify761.00135.045134.645136.245
2272023.02.23 13:30s/l751.00135.240135.240133.640-295.7511122.82
2282023.02.23 15:15close761.00134.769134.645136.245-204.7910918.03
2292023.02.24 08:00sell771.00134.8370.0000.000
2302023.02.24 08:00modify771.00134.837135.237133.637
2312023.02.24 09:34s/l771.00135.237135.237133.637-295.7810622.25
2322023.02.24 10:15buy781.00135.1560.0000.000
2332023.02.24 10:15modify781.00135.156134.756136.356
2342023.02.24 14:19close781.00136.241134.756136.356796.3811418.63
2352023.02.27 08:00buy791.00136.2160.0000.000
2362023.02.27 08:00modify791.00136.216135.816137.416
2372023.02.27 10:00sell801.00136.3850.0000.000
2382023.02.27 10:00modify801.00136.385136.785135.185
2392023.02.27 20:00close801.00136.272136.785135.18582.9211501.55
2402023.02.27 20:00close791.00136.242135.816137.41619.0811520.63
2412023.02.28 08:00sell811.00136.7490.0000.000
2422023.02.28 08:00modify811.00136.749137.149135.549
2432023.02.28 10:00buy821.00136.7620.0000.000
2442023.02.28 10:00modify821.00136.762136.362137.962
2452023.02.28 15:22s/l821.00136.362136.362137.962-293.3411227.29
2462023.02.28 20:00close811.00136.141137.149135.549446.6011673.89
2472023.03.01 08:00buy831.00135.9520.0000.000
2482023.03.01 08:00modify831.00135.952135.552137.152
2492023.03.01 10:15sell841.00135.8440.0000.000
2502023.03.01 10:15modify841.00135.844136.244134.644
2512023.03.01 11:08s/l831.00135.552135.552137.152-295.0911378.80
2522023.03.01 15:00close841.00136.128136.244134.644-208.6311170.17
2532023.03.02 08:00sell851.00136.7810.0000.000
2542023.03.02 08:00modify851.00136.781137.181135.581
2552023.03.02 12:15buy861.00136.4900.0000.000
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