Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=120; 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=300; 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=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 test | 7247 | Ticks modelled | 158607 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 238.95 | Gross profit | 869.25 | Gross loss | -630.30 |
| Profit factor | 1.38 | Expected payoff | 21.72 | ||
| Absolute drawdown | 179.23 | Maximal drawdown | 500.06 (4.85%) | Relative drawdown | 4.85% (500.06) |
| Total trades | 11 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
| Largest | profit trade | 218.14 | loss trade | -371.89 | |
| Average | profit trade | 124.18 | loss trade | -157.57 | |
| Maximum | consecutive wins (profit in money) | 2 (336.96) | consecutive losses (loss in money) | 2 (-201.36) | |
| Maximal | consecutive profit (count of wins) | 336.96 (2) | consecutive loss (count of losses) | -371.89 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 04:00 | buy | 1 | 1.00 | 162.808 | 0.000 | 0.000 | ||
| 2 | 2023.03.10 04:00 | modify | 1 | 1.00 | 162.808 | 161.608 | 164.008 | ||
| 3 | 2023.03.10 04:15 | close | 1 | 1.00 | 162.995 | 161.608 | 164.008 | 125.53 | 10125.53 |
| 4 | 2023.03.13 04:00 | sell | 2 | 1.00 | 162.576 | 0.000 | 0.000 | ||
| 5 | 2023.03.13 04:00 | modify | 2 | 1.00 | 162.576 | 163.776 | 161.376 | ||
| 6 | 2023.03.13 04:20 | close | 2 | 1.00 | 162.368 | 163.776 | 161.376 | 139.61 | 10265.14 |
| 7 | 2023.04.28 04:00 | buy | 3 | 1.00 | 167.066 | 0.000 | 0.000 | ||
| 8 | 2023.04.28 04:00 | modify | 3 | 1.00 | 167.066 | 165.866 | 168.266 | ||
| 9 | 2023.04.28 04:07 | close | 3 | 1.00 | 166.512 | 165.866 | 168.266 | -371.89 | 9893.25 |
| 10 | 2023.06.16 04:00 | buy | 4 | 1.00 | 179.566 | 0.000 | 0.000 | ||
| 11 | 2023.06.16 04:00 | modify | 4 | 1.00 | 179.566 | 178.366 | 180.766 | ||
| 12 | 2023.06.16 04:40 | close | 4 | 1.00 | 179.743 | 178.366 | 180.766 | 118.82 | 10012.07 |
| 13 | 2023.07.28 04:00 | sell | 5 | 1.00 | 178.714 | 0.000 | 0.000 | ||
| 14 | 2023.07.28 04:00 | modify | 5 | 1.00 | 178.714 | 179.914 | 177.514 | ||
| 15 | 2023.07.28 04:05 | close | 5 | 1.00 | 178.389 | 179.914 | 177.514 | 218.14 | 10230.21 |
| 16 | 2023.09.22 04:00 | sell | 6 | 1.00 | 181.852 | 0.000 | 0.000 | ||
| 17 | 2023.09.22 04:00 | modify | 6 | 1.00 | 181.852 | 183.052 | 180.652 | ||
| 18 | 2023.09.22 05:00 | close | 6 | 1.00 | 181.868 | 183.052 | 180.652 | -10.74 | 10219.47 |
| 19 | 2023.10.31 04:00 | sell | 7 | 1.00 | 182.030 | 0.000 | 0.000 | ||
| 20 | 2023.10.31 04:00 | modify | 7 | 1.00 | 182.030 | 183.230 | 180.830 | ||
| 21 | 2023.10.31 05:00 | close | 7 | 1.00 | 182.314 | 183.230 | 180.830 | -190.62 | 10028.85 |
| 22 | 2023.11.20 04:00 | buy | 8 | 1.00 | 185.929 | 0.000 | 0.000 | ||
| 23 | 2023.11.20 04:00 | modify | 8 | 1.00 | 185.929 | 184.729 | 187.129 | ||
| 24 | 2023.11.20 05:00 | close | 8 | 1.00 | 185.971 | 184.729 | 187.129 | 28.19 | 10057.04 |
| 25 | 2023.11.21 04:00 | buy | 9 | 1.00 | 184.823 | 0.000 | 0.000 | ||
| 26 | 2023.11.21 04:00 | modify | 9 | 1.00 | 184.823 | 183.623 | 186.023 | ||
| 27 | 2023.11.21 05:00 | close | 9 | 1.00 | 184.738 | 183.623 | 186.023 | -57.05 | 9999.99 |
| 28 | 2023.12.08 04:00 | sell | 10 | 1.00 | 181.023 | 0.000 | 0.000 | ||
| 29 | 2023.12.08 04:00 | modify | 10 | 1.00 | 181.023 | 182.223 | 179.823 | ||
| 30 | 2023.12.08 04:37 | close | 10 | 1.00 | 180.851 | 182.223 | 179.823 | 115.45 | 10115.44 |
| 31 | 2023.12.14 04:00 | buy | 11 | 1.00 | 178.844 | 0.000 | 0.000 | ||
| 32 | 2023.12.14 04:00 | modify | 11 | 1.00 | 178.844 | 177.644 | 180.044 | ||
| 33 | 2023.12.14 04:20 | close | 11 | 1.00 | 179.028 | 177.644 | 180.044 | 123.51 | 10238.95 |