Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 15 Minutes (M15) 2023.03.01 00:00 - 2024.02.29 23:45 (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=7; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=30; StopLoss=20; 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=400; 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=3; 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 | 25987 | Ticks modelled | 863119 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 167.00 | Gross profit | 1751.00 | Gross loss | -1584.00 |
| Profit factor | 1.11 | Expected payoff | 3.48 | ||
| Absolute drawdown | 742.00 | Maximal drawdown | 758.00 (7.57%) | Relative drawdown | 7.57% (758.00) |
| Total trades | 48 | Short positions (won %) | 28 (53.57%) | Long positions (won %) | 20 (45.00%) |
| Profit trades (% of total) | 24 (50.00%) | Loss trades (% of total) | 24 (50.00%) | ||
| Largest | profit trade | 300.00 | loss trade | -200.00 | |
| Average | profit trade | 72.96 | loss trade | -66.00 | |
| Maximum | consecutive wins (profit in money) | 7 (855.00) | consecutive losses (loss in money) | 4 (-333.00) | |
| Maximal | consecutive profit (count of wins) | 855.00 (7) | consecutive loss (count of losses) | -333.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.06 03:00 | sell | 1 | 1.00 | 1.06454 | 0.00000 | 0.00000 | ||
| 2 | 2023.03.06 03:00 | modify | 1 | 1.00 | 1.06454 | 1.06654 | 1.06154 | ||
| 3 | 2023.03.06 06:00 | close | 1 | 1.00 | 1.06513 | 1.06654 | 1.06154 | -59.00 | 9941.00 |
| 4 | 2023.03.07 03:45 | buy | 2 | 1.00 | 1.06918 | 0.00000 | 0.00000 | ||
| 5 | 2023.03.07 03:45 | modify | 2 | 1.00 | 1.06918 | 1.06718 | 1.07218 | ||
| 6 | 2023.03.07 06:00 | close | 2 | 1.00 | 1.06850 | 1.06718 | 1.07218 | -68.00 | 9873.00 |
| 7 | 2023.03.10 03:00 | buy | 3 | 1.00 | 1.05923 | 0.00000 | 0.00000 | ||
| 8 | 2023.03.10 03:00 | modify | 3 | 1.00 | 1.05923 | 1.05723 | 1.06223 | ||
| 9 | 2023.03.10 06:00 | close | 3 | 1.00 | 1.05865 | 1.05723 | 1.06223 | -58.00 | 9815.00 |
| 10 | 2023.03.13 03:00 | sell | 4 | 1.00 | 1.07298 | 0.00000 | 0.00000 | ||
| 11 | 2023.03.13 03:00 | modify | 4 | 1.00 | 1.07298 | 1.07498 | 1.06998 | ||
| 12 | 2023.03.13 06:00 | close | 4 | 1.00 | 1.07230 | 1.07498 | 1.06998 | 68.00 | 9883.00 |
| 13 | 2023.03.30 05:45 | sell | 5 | 1.00 | 1.08405 | 0.00000 | 0.00000 | ||
| 14 | 2023.03.30 05:45 | modify | 5 | 1.00 | 1.08405 | 1.08605 | 1.08105 | ||
| 15 | 2023.03.30 06:00 | close | 5 | 1.00 | 1.08444 | 1.08605 | 1.08105 | -39.00 | 9844.00 |
| 16 | 2023.04.04 04:45 | sell | 6 | 1.00 | 1.08963 | 0.00000 | 0.00000 | ||
| 17 | 2023.04.04 04:45 | modify | 6 | 1.00 | 1.08963 | 1.09163 | 1.08663 | ||
| 18 | 2023.04.04 06:00 | close | 6 | 1.00 | 1.08883 | 1.09163 | 1.08663 | 80.00 | 9924.00 |
| 19 | 2023.04.11 05:45 | sell | 7 | 1.00 | 1.08883 | 0.00000 | 0.00000 | ||
| 20 | 2023.04.11 05:45 | modify | 7 | 1.00 | 1.08883 | 1.09083 | 1.08583 | ||
| 21 | 2023.04.11 06:00 | close | 7 | 1.00 | 1.08972 | 1.09083 | 1.08583 | -89.00 | 9835.00 |
| 22 | 2023.04.18 03:15 | sell | 8 | 1.00 | 1.09383 | 0.00000 | 0.00000 | ||
| 23 | 2023.04.18 03:15 | modify | 8 | 1.00 | 1.09383 | 1.09583 | 1.09083 | ||
| 24 | 2023.04.18 06:00 | close | 8 | 1.00 | 1.09452 | 1.09583 | 1.09083 | -69.00 | 9766.00 |
| 25 | 2023.04.28 03:30 | buy | 9 | 1.00 | 1.10210 | 0.00000 | 0.00000 | ||
| 26 | 2023.04.28 03:30 | modify | 9 | 1.00 | 1.10210 | 1.10010 | 1.10510 | ||
| 27 | 2023.04.28 05:45 | sell | 10 | 1.00 | 1.10156 | 0.00000 | 0.00000 | ||
| 28 | 2023.04.28 05:45 | modify | 10 | 1.00 | 1.10156 | 1.10356 | 1.09856 | ||
| 29 | 2023.04.28 06:00 | close | 10 | 1.00 | 1.10152 | 1.10356 | 1.09856 | 4.00 | 9770.00 |
| 30 | 2023.04.28 06:00 | close | 9 | 1.00 | 1.10122 | 1.10010 | 1.10510 | -88.00 | 9682.00 |
| 31 | 2023.05.02 05:15 | sell | 11 | 1.00 | 1.09874 | 0.00000 | 0.00000 | ||
| 32 | 2023.05.02 05:15 | modify | 11 | 1.00 | 1.09874 | 1.10074 | 1.09574 | ||
| 33 | 2023.05.02 06:00 | close | 11 | 1.00 | 1.09864 | 1.10074 | 1.09574 | 10.00 | 9692.00 |
| 34 | 2023.05.04 03:00 | sell | 12 | 1.00 | 1.10841 | 0.00000 | 0.00000 | ||
| 35 | 2023.05.04 03:00 | modify | 12 | 1.00 | 1.10841 | 1.11041 | 1.10541 | ||
| 36 | 2023.05.04 06:00 | close | 12 | 1.00 | 1.10871 | 1.11041 | 1.10541 | -30.00 | 9662.00 |
| 37 | 2023.05.30 03:30 | buy | 13 | 1.00 | 1.07112 | 0.00000 | 0.00000 | ||
| 38 | 2023.05.30 03:30 | modify | 13 | 1.00 | 1.07112 | 1.06912 | 1.07412 | ||
| 39 | 2023.05.30 05:22 | s/l | 13 | 1.00 | 1.06912 | 1.06912 | 1.07412 | -200.00 | 9462.00 |
| 40 | 2023.05.31 03:45 | buy | 14 | 1.00 | 1.07029 | 0.00000 | 0.00000 | ||
| 41 | 2023.05.31 03:45 | modify | 14 | 1.00 | 1.07029 | 1.06829 | 1.07329 | ||
| 42 | 2023.05.31 06:00 | close | 14 | 1.00 | 1.06973 | 1.06829 | 1.07329 | -56.00 | 9406.00 |
| 43 | 2023.06.06 04:45 | sell | 15 | 1.00 | 1.07233 | 0.00000 | 0.00000 | ||
| 44 | 2023.06.06 04:45 | modify | 15 | 1.00 | 1.07233 | 1.07433 | 1.06933 | ||
| 45 | 2023.06.06 06:00 | close | 15 | 1.00 | 1.07280 | 1.07433 | 1.06933 | -47.00 | 9359.00 |
| 46 | 2023.06.08 05:45 | sell | 16 | 1.00 | 1.07143 | 0.00000 | 0.00000 | ||
| 47 | 2023.06.08 05:45 | modify | 16 | 1.00 | 1.07143 | 1.07343 | 1.06843 | ||
| 48 | 2023.06.08 06:00 | close | 16 | 1.00 | 1.07132 | 1.07343 | 1.06843 | 11.00 | 9370.00 |
| 49 | 2023.06.13 05:30 | sell | 17 | 1.00 | 1.07937 | 0.00000 | 0.00000 | ||
| 50 | 2023.06.13 05:30 | modify | 17 | 1.00 | 1.07937 | 1.08137 | 1.07637 | ||
| 51 | 2023.06.13 06:00 | close | 17 | 1.00 | 1.07858 | 1.08137 | 1.07637 | 79.00 | 9449.00 |
| 52 | 2023.06.15 05:45 | sell | 18 | 1.00 | 1.08187 | 0.00000 | 0.00000 | ||
| 53 | 2023.06.15 05:45 | modify | 18 | 1.00 | 1.08187 | 1.08387 | 1.07887 | ||
| 54 | 2023.06.15 06:00 | close | 18 | 1.00 | 1.08212 | 1.08387 | 1.07887 | -25.00 | 9424.00 |
| 55 | 2023.06.16 03:00 | buy | 19 | 1.00 | 1.09392 | 0.00000 | 0.00000 | ||
| 56 | 2023.06.16 03:00 | modify | 19 | 1.00 | 1.09392 | 1.09192 | 1.09692 | ||
| 57 | 2023.06.16 06:00 | close | 19 | 1.00 | 1.09395 | 1.09192 | 1.09692 | 3.00 | 9427.00 |
| 58 | 2023.06.20 03:00 | sell | 20 | 1.00 | 1.09221 | 0.00000 | 0.00000 | ||
| 59 | 2023.06.20 03:00 | modify | 20 | 1.00 | 1.09221 | 1.09421 | 1.08921 | ||
| 60 | 2023.06.20 05:15 | buy | 21 | 1.00 | 1.09181 | 0.00000 | 0.00000 | ||
| 61 | 2023.06.20 05:15 | modify | 21 | 1.00 | 1.09181 | 1.08981 | 1.09481 | ||
| 62 | 2023.06.20 06:00 | close | 21 | 1.00 | 1.09262 | 1.08981 | 1.09481 | 81.00 | 9508.00 |
| 63 | 2023.06.20 06:00 | close | 20 | 1.00 | 1.09292 | 1.09421 | 1.08921 | -71.00 | 9437.00 |
| 64 | 2023.07.04 04:45 | buy | 22 | 1.00 | 1.09072 | 0.00000 | 0.00000 | ||
| 65 | 2023.07.04 04:45 | modify | 22 | 1.00 | 1.09072 | 1.08872 | 1.09372 | ||
| 66 | 2023.07.04 06:00 | close | 22 | 1.00 | 1.08952 | 1.08872 | 1.09372 | -120.00 | 9317.00 |
| 67 | 2023.07.06 04:15 | buy | 23 | 1.00 | 1.08396 | 0.00000 | 0.00000 | ||
| 68 | 2023.07.06 04:15 | modify | 23 | 1.00 | 1.08396 | 1.08196 | 1.08696 | ||
| 69 | 2023.07.06 06:00 | close | 23 | 1.00 | 1.08553 | 1.08196 | 1.08696 | 157.00 | 9474.00 |
| 70 | 2023.07.11 03:00 | sell | 24 | 1.00 | 1.10187 | 0.00000 | 0.00000 | ||
| 71 | 2023.07.11 03:00 | modify | 24 | 1.00 | 1.10187 | 1.10387 | 1.09887 | ||
| 72 | 2023.07.11 06:00 | close | 24 | 1.00 | 1.10103 | 1.10387 | 1.09887 | 84.00 | 9558.00 |
| 73 | 2023.07.12 05:45 | buy | 25 | 1.00 | 1.10327 | 0.00000 | 0.00000 | ||
| 74 | 2023.07.12 05:45 | modify | 25 | 1.00 | 1.10327 | 1.10127 | 1.10627 | ||
| 75 | 2023.07.12 06:00 | close | 25 | 1.00 | 1.10260 | 1.10127 | 1.10627 | -67.00 | 9491.00 |
| 76 | 2023.07.14 03:30 | sell | 26 | 1.00 | 1.12390 | 0.00000 | 0.00000 | ||
| 77 | 2023.07.14 03:30 | modify | 26 | 1.00 | 1.12390 | 1.12590 | 1.12090 | ||
| 78 | 2023.07.14 05:45 | buy | 27 | 1.00 | 1.12308 | 0.00000 | 0.00000 | ||
| 79 | 2023.07.14 05:45 | modify | 27 | 1.00 | 1.12308 | 1.12108 | 1.12608 | ||
| 80 | 2023.07.14 06:00 | close | 27 | 1.00 | 1.12195 | 1.12108 | 1.12608 | -113.00 | 9378.00 |
| 81 | 2023.07.14 06:00 | close | 26 | 1.00 | 1.12225 | 1.12590 | 1.12090 | 165.00 | 9543.00 |
| 82 | 2023.07.27 03:15 | sell | 28 | 1.00 | 1.11038 | 0.00000 | 0.00000 | ||
| 83 | 2023.07.27 03:15 | modify | 28 | 1.00 | 1.11038 | 1.11238 | 1.10738 | ||
| 84 | 2023.07.27 06:00 | close | 28 | 1.00 | 1.10918 | 1.11238 | 1.10738 | 120.00 | 9663.00 |
| 85 | 2023.07.28 03:45 | sell | 29 | 1.00 | 1.09815 | 0.00000 | 0.00000 | ||
| 86 | 2023.07.28 03:45 | modify | 29 | 1.00 | 1.09815 | 1.10015 | 1.09515 | ||
| 87 | 2023.07.28 05:36 | t/p | 29 | 1.00 | 1.09515 | 1.10015 | 1.09515 | 300.00 | 9963.00 |
| 88 | 2023.07.28 05:45 | buy | 30 | 1.00 | 1.09688 | 0.00000 | 0.00000 | ||
| 89 | 2023.07.28 05:45 | modify | 30 | 1.00 | 1.09688 | 1.09488 | 1.09988 | ||
| 90 | 2023.07.28 05:56 | close | 30 | 1.00 | 1.09795 | 1.09488 | 1.09988 | 107.00 | 10070.00 |
| 91 | 2023.08.01 04:45 | buy | 31 | 1.00 | 1.09898 | 0.00000 | 0.00000 | ||
| 92 | 2023.08.01 04:45 | modify | 31 | 1.00 | 1.09898 | 1.09698 | 1.10198 | ||
| 93 | 2023.08.01 06:00 | close | 31 | 1.00 | 1.09987 | 1.09698 | 1.10198 | 89.00 | 10159.00 |
| 94 | 2023.08.02 03:00 | buy | 32 | 1.00 | 1.09872 | 0.00000 | 0.00000 | ||
| 95 | 2023.08.02 03:00 | modify | 32 | 1.00 | 1.09872 | 1.09672 | 1.10172 | ||
| 96 | 2023.08.02 05:15 | sell | 33 | 1.00 | 1.09976 | 0.00000 | 0.00000 | ||
| 97 | 2023.08.02 05:15 | modify | 33 | 1.00 | 1.09976 | 1.10176 | 1.09676 | ||
| 98 | 2023.08.02 06:00 | close | 33 | 1.00 | 1.09973 | 1.10176 | 1.09676 | 3.00 | 10162.00 |
| 99 | 2023.08.02 06:00 | close | 32 | 1.00 | 1.09943 | 1.09672 | 1.10172 | 71.00 | 10233.00 |
| 100 | 2023.09.06 05:45 | sell | 34 | 1.00 | 1.07355 | 0.00000 | 0.00000 | ||
| 101 | 2023.09.06 05:45 | modify | 34 | 1.00 | 1.07355 | 1.07555 | 1.07055 | ||
| 102 | 2023.09.06 06:00 | close | 34 | 1.00 | 1.07410 | 1.07555 | 1.07055 | -55.00 | 10178.00 |
| 103 | 2023.09.11 05:00 | sell | 35 | 1.00 | 1.07353 | 0.00000 | 0.00000 | ||
| 104 | 2023.09.11 05:00 | modify | 35 | 1.00 | 1.07353 | 1.07553 | 1.07053 | ||
| 105 | 2023.09.11 06:00 | close | 35 | 1.00 | 1.07316 | 1.07553 | 1.07053 | 37.00 | 10215.00 |
| 106 | 2023.09.14 05:45 | sell | 36 | 1.00 | 1.07500 | 0.00000 | 0.00000 | ||
| 107 | 2023.09.14 05:45 | modify | 36 | 1.00 | 1.07500 | 1.07700 | 1.07200 | ||
| 108 | 2023.09.14 06:00 | close | 36 | 1.00 | 1.07508 | 1.07700 | 1.07200 | -8.00 | 10207.00 |
| 109 | 2023.09.21 03:00 | buy | 37 | 1.00 | 1.06304 | 0.00000 | 0.00000 | ||
| 110 | 2023.09.21 03:00 | modify | 37 | 1.00 | 1.06304 | 1.06104 | 1.06604 | ||
| 111 | 2023.09.21 06:00 | close | 37 | 1.00 | 1.06343 | 1.06104 | 1.06604 | 39.00 | 10246.00 |
| 112 | 2023.09.22 03:00 | sell | 38 | 1.00 | 1.06478 | 0.00000 | 0.00000 | ||
| 113 | 2023.09.22 03:00 | modify | 38 | 1.00 | 1.06478 | 1.06678 | 1.06178 | ||
| 114 | 2023.09.22 06:00 | close | 38 | 1.00 | 1.06521 | 1.06678 | 1.06178 | -43.00 | 10203.00 |
| 115 | 2023.09.27 03:00 | buy | 39 | 1.00 | 1.05674 | 0.00000 | 0.00000 | ||
| 116 | 2023.09.27 03:00 | modify | 39 | 1.00 | 1.05674 | 1.05474 | 1.05974 | ||
| 117 | 2023.09.27 06:00 | close | 39 | 1.00 | 1.05599 | 1.05474 | 1.05974 | -75.00 | 10128.00 |
| 118 | 2023.09.28 05:45 | sell | 40 | 1.00 | 1.05058 | 0.00000 | 0.00000 | ||
| 119 | 2023.09.28 05:45 | modify | 40 | 1.00 | 1.05058 | 1.05258 | 1.04758 | ||
| 120 | 2023.09.28 06:00 | close | 40 | 1.00 | 1.05117 | 1.05258 | 1.04758 | -59.00 | 10069.00 |
| 121 | 2023.10.31 03:45 | buy | 41 | 1.00 | 1.05958 | 0.00000 | 0.00000 | ||
| 122 | 2023.10.31 03:45 | modify | 41 | 1.00 | 1.05958 | 1.05758 | 1.06258 | ||
| 123 | 2023.10.31 06:00 | close | 41 | 1.00 | 1.05987 | 1.05758 | 1.06258 | 29.00 | 10098.00 |
| 124 | 2023.11.07 03:45 | sell | 42 | 1.00 | 1.07093 | 0.00000 | 0.00000 | ||
| 125 | 2023.11.07 03:45 | modify | 42 | 1.00 | 1.07093 | 1.07293 | 1.06793 | ||
| 126 | 2023.11.07 06:00 | close | 42 | 1.00 | 1.07135 | 1.07293 | 1.06793 | -42.00 | 10056.00 |
| 127 | 2023.11.20 03:45 | sell | 43 | 1.00 | 1.09232 | 0.00000 | 0.00000 | ||
| 128 | 2023.11.20 03:45 | modify | 43 | 1.00 | 1.09232 | 1.09432 | 1.08932 | ||
| 129 | 2023.11.20 06:00 | close | 43 | 1.00 | 1.09219 | 1.09432 | 1.08932 | 13.00 | 10069.00 |
| 130 | 2023.11.21 03:00 | sell | 44 | 1.00 | 1.09601 | 0.00000 | 0.00000 | ||
| 131 | 2023.11.21 03:00 | modify | 44 | 1.00 | 1.09601 | 1.09801 | 1.09301 | ||
| 132 | 2023.11.21 06:00 | close | 44 | 1.00 | 1.09590 | 1.09801 | 1.09301 | 11.00 | 10080.00 |
| 133 | 2023.11.30 03:00 | buy | 45 | 1.00 | 1.09794 | 0.00000 | 0.00000 | ||
| 134 | 2023.11.30 03:00 | modify | 45 | 1.00 | 1.09794 | 1.09594 | 1.10094 | ||
| 135 | 2023.11.30 06:00 | close | 45 | 1.00 | 1.09722 | 1.09594 | 1.10094 | -72.00 | 10008.00 |
| 136 | 2023.12.14 03:45 | sell | 46 | 1.00 | 1.09126 | 0.00000 | 0.00000 | ||
| 137 | 2023.12.14 03:45 | modify | 46 | 1.00 | 1.09126 | 1.09326 | 1.08826 | ||
| 138 | 2023.12.14 06:00 | close | 46 | 1.00 | 1.08968 | 1.09326 | 1.08826 | 158.00 | 10166.00 |
| 139 | 2023.12.19 03:00 | buy | 47 | 1.00 | 1.09245 | 0.00000 | 0.00000 | ||
| 140 | 2023.12.19 03:00 | modify | 47 | 1.00 | 1.09245 | 1.09045 | 1.09545 | ||
| 141 | 2023.12.19 06:00 | close | 47 | 1.00 | 1.09277 | 1.09045 | 1.09545 | 32.00 | 10198.00 |
| 142 | 2024.02.29 03:15 | buy | 48 | 1.00 | 1.08383 | 0.00000 | 0.00000 | ||
| 143 | 2024.02.29 03:15 | modify | 48 | 1.00 | 1.08383 | 1.08183 | 1.08683 | ||
| 144 | 2024.02.29 06:00 | close | 48 | 1.00 | 1.08352 | 1.08183 | 1.08683 | -31.00 | 10167.00 |