Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period15 Minutes (M15) 2023.07.02 21:00 - 2024.06.28 20:45 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=7; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=60; StopLoss=110; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=200; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=22; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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 test25789Ticks modelled890045Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit22368.11Gross profit80926.98Gross loss-58558.87
Profit factor1.38Expected payoff74.56
Absolute drawdown3661.03Maximal drawdown8067.05 (56.00%)Relative drawdown56.00% (8067.05)
Total trades300Short positions (won %)139 (64.03%)Long positions (won %)161 (79.50%)
Profit trades (% of total)217 (72.33%)Loss trades (% of total)83 (27.67%)
Largestprofit trade436.84loss trade-817.97
Averageprofit trade372.94loss trade-705.53
Maximumconsecutive wins (profit in money)12 (4574.76)consecutive losses (loss in money)5 (-3732.68)
Maximalconsecutive profit (count of wins)4574.76 (12)consecutive loss (count of losses)-3732.68 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 00:00buy11.0096.1700.0000.000
22023.07.03 00:00modify11.0096.17095.07096.770
32023.07.04 00:15sell21.0096.5280.0000.000
42023.07.04 00:15modify21.0096.52897.62895.928
52023.07.04 15:46t/p11.0096.77095.07096.770380.7010380.70
62023.07.05 00:15sell31.0096.6840.0000.000
72023.07.05 00:15modify31.0096.68497.78496.084
82023.07.05 22:15buy41.0096.2010.0000.000
92023.07.05 22:15modify41.0096.20195.10196.801
102023.07.06 00:11t/p31.0096.08497.78496.084348.7510729.45
112023.07.06 00:15buy51.0096.0250.0000.000
122023.07.06 00:15modify51.0096.02594.92596.625
132023.07.06 04:00t/p21.0095.92897.62895.928339.0811068.53
142023.07.07 00:15buy61.0095.3040.0000.000
152023.07.07 00:15modify61.0095.30494.20495.904
162023.07.07 06:57s/l41.0095.10195.10196.801-680.7310387.80
172023.07.07 07:28s/l51.0094.92594.92596.625-689.599698.21
182023.07.09 22:15sell71.0095.1500.0000.000
192023.07.09 22:15modify71.0095.15096.25094.550
202023.07.10 00:15sell81.0095.2440.0000.000
212023.07.10 00:15modify81.0095.24496.34494.644
222023.07.10 07:18t/p81.0094.64496.34494.644377.7110075.92
232023.07.10 07:25t/p71.0094.55096.25094.550368.0510443.97
242023.07.10 13:22s/l61.0094.20494.20495.904-689.599754.38
252023.07.10 22:45buy91.0094.3200.0000.000
262023.07.10 22:45modify91.0094.32093.22094.920
272023.07.11 00:45sell101.0094.5240.0000.000
282023.07.11 00:45modify101.0094.52495.62493.924
292023.07.11 07:37t/p101.0093.92495.62493.924377.7110132.09
302023.07.12 00:00buy111.0093.8120.0000.000
312023.07.12 00:00modify111.0093.81292.71294.412
322023.07.13 00:30buy121.0093.9530.0000.000
332023.07.13 00:30modify121.0093.95392.85394.553
342023.07.13 03:58t/p111.0094.41292.71294.412386.6110518.71
352023.07.13 05:46t/p121.0094.55392.85394.553377.7510896.46
362023.07.13 10:08t/p91.0094.92093.22094.920392.5211288.98
372023.07.13 22:30sell131.0095.0820.0000.000
382023.07.13 22:30modify131.0095.08296.18294.482
392023.07.14 00:00sell141.0095.1010.0000.000
402023.07.14 00:00modify141.0095.10196.20194.501
412023.07.16 22:30buy151.0094.8340.0000.000
422023.07.16 22:30modify151.0094.83493.73495.434
432023.07.17 00:15buy161.0094.7610.0000.000
442023.07.17 00:15modify161.0094.76193.66195.361
452023.07.17 01:43t/p141.0094.50196.20194.501368.0511657.03
462023.07.17 02:00t/p131.0094.48296.18294.482358.3912015.42
472023.07.18 00:15sell171.0094.6140.0000.000
482023.07.18 00:15modify171.0094.61495.71494.014
492023.07.18 12:33t/p171.0094.01495.71494.014377.7012393.12
502023.07.19 00:00sell181.0094.7170.0000.000
512023.07.19 00:00modify181.0094.71795.81794.117
522023.07.19 22:00buy191.0094.5690.0000.000
532023.07.19 22:00modify191.0094.56993.46995.169
542023.07.20 02:58t/p191.0095.16993.46995.169386.6112779.73
552023.07.20 10:21t/p161.0095.36193.66195.361392.5213172.25
562023.07.20 23:45buy201.0094.7730.0000.000
572023.07.20 23:45modify201.0094.77393.67395.373
582023.07.21 00:00buy211.0094.8220.0000.000
592023.07.21 00:00modify211.0094.82293.72295.422
602023.07.21 07:36t/p201.0095.37393.67395.373380.7013552.96
612023.07.21 07:38t/p211.0095.42293.72295.422377.7513930.71
622023.07.21 07:41t/p151.0095.43493.73495.434398.4314329.14
632023.07.24 00:15buy221.0095.2890.0000.000
642023.07.24 00:15modify221.0095.28994.18995.889
652023.07.25 00:15buy231.0095.2700.0000.000
662023.07.25 00:15modify231.0095.27094.17095.870
672023.07.25 06:08s/l181.0095.81795.81794.117-750.3813578.76
682023.07.26 00:15sell241.0095.6810.0000.000
692023.07.26 00:15modify241.0095.68196.78195.081
702023.07.26 01:33t/p241.0095.08196.78195.081377.7113956.47
712023.07.26 01:45buy251.0095.1990.0000.000
722023.07.26 01:45modify251.0095.19994.09995.799
732023.07.27 00:15sell261.0094.9950.0000.000
742023.07.27 00:15modify261.0094.99596.09594.395
752023.07.27 17:08t/p261.0094.39596.09594.395377.7114334.18
762023.07.27 17:13s/l221.0094.18994.18995.889-677.7713656.42
772023.07.27 17:13s/l231.0094.17094.17095.870-680.7212975.69
782023.07.27 17:13s/l251.0094.09994.09995.799-683.6812292.02
792023.07.27 22:15buy271.0093.3420.0000.000
802023.07.27 22:15modify271.0093.34292.24293.942
812023.07.28 00:00buy281.0093.2380.0000.000
822023.07.28 00:00modify281.0093.23892.13893.838
832023.07.28 03:35t/p281.0093.83892.13893.838377.7512669.77
842023.07.28 03:36t/p271.0093.94292.24293.942380.7013050.47
852023.07.30 22:45sell291.0093.7670.0000.000
862023.07.30 22:45modify291.0093.76794.86793.167
872023.07.31 00:15sell301.0093.8550.0000.000
882023.07.31 00:15modify301.0093.85594.95593.255
892023.07.31 06:08s/l291.0094.86794.86793.167-702.1112348.36
902023.07.31 06:26s/l301.0094.95594.95593.255-692.4611655.90
912023.08.01 00:15sell311.0095.6490.0000.000
922023.08.01 00:15modify311.0095.64996.74995.049
932023.08.01 06:18t/p311.0095.04996.74995.049377.7012033.60
942023.08.01 22:15buy321.0094.6030.0000.000
952023.08.01 22:15modify321.0094.60393.50395.203
962023.08.02 00:00buy331.0094.6360.0000.000
972023.08.02 00:00modify331.0094.63693.53695.236
982023.08.02 21:01s/l331.0093.53693.53695.236-692.5511341.05
992023.08.03 00:00sell341.0093.7590.0000.000
1002023.08.03 00:00modify341.0093.75994.85993.159
1012023.08.03 07:17s/l321.0093.50393.50395.203-680.7210660.33
1022023.08.03 08:52t/p341.0093.15994.85993.159377.7111038.04
1032023.08.03 22:00buy351.0093.3510.0000.000
1042023.08.03 22:00modify351.0093.35192.25193.951
1052023.08.04 00:15sell361.0093.5320.0000.000
1062023.08.04 00:15modify361.0093.53294.63292.932
1072023.08.06 22:15sell371.0093.2230.0000.000
1082023.08.06 22:15modify371.0093.22394.32392.623
1092023.08.07 00:15sell381.0093.2280.0000.000
1102023.08.07 00:15modify381.0093.22894.32892.628
1112023.08.08 00:56t/p351.0093.95192.25193.951386.6111424.65
1122023.08.08 01:00sell391.0093.9320.0000.000
1132023.08.08 01:00modify391.0093.93295.03293.332
1142023.08.08 06:57t/p391.0093.33295.03293.332377.7111802.36
1152023.08.08 11:38t/p361.0092.93294.63292.932358.4012160.76
1162023.08.08 22:00buy401.0093.7810.0000.000
1172023.08.08 22:00modify401.0093.78192.68194.381
1182023.08.09 00:15buy411.0093.6690.0000.000
1192023.08.09 00:15modify411.0093.66992.56994.269
1202023.08.10 06:00t/p411.0094.26992.56994.269386.6112547.38
1212023.08.10 06:06s/l371.0094.32394.32392.623-750.4011796.98
1222023.08.10 06:06s/l381.0094.32894.32892.628-740.7411056.23
1232023.08.10 07:08t/p401.0094.38192.68194.381389.5811445.81
1242023.08.10 22:00buy421.0094.3140.0000.000
1252023.08.10 22:00modify421.0094.31493.21494.914
1262023.08.11 00:15buy431.0094.3910.0000.000
1272023.08.11 00:15modify431.0094.39193.29194.991
1282023.08.13 22:15sell441.0094.1370.0000.000
1292023.08.13 22:15modify441.0094.13795.23793.537
1302023.08.14 00:15buy451.0094.1220.0000.000
1312023.08.14 00:15modify451.0094.12293.02294.722
1322023.08.15 03:38t/p451.0094.72293.02294.722380.7011826.51
1332023.08.15 22:00buy461.0093.9760.0000.000
1342023.08.15 22:00modify461.0093.97692.87694.576
1352023.08.17 01:30t/p441.0093.53795.23793.537319.7812146.30
1362023.08.17 01:30buy471.0093.5280.0000.000
1372023.08.17 01:30modify471.0093.52892.42894.128
1382023.08.17 01:32s/l421.0093.21493.21494.914-671.8611474.44
1392023.08.17 01:32s/l431.0093.29193.29194.991-674.8110799.63
1402023.08.18 00:15sell481.0093.4190.0000.000
1412023.08.18 00:15modify481.0093.41994.51992.819
1422023.08.18 11:32s/l461.0092.87692.87694.576-677.7710121.86
1432023.08.18 11:40t/p481.0092.81994.51992.819377.7110499.57
1442023.08.20 22:00sell491.0093.1040.0000.000
1452023.08.20 22:00modify491.0093.10494.20492.504
1462023.08.21 00:15sell501.0093.1410.0000.000
1472023.08.21 00:15modify501.0093.14194.24192.541
1482023.08.22 00:15sell511.0093.8130.0000.000
1492023.08.22 00:15modify511.0093.81394.91393.213
1502023.08.24 04:59t/p471.0094.12892.42894.128398.4310898.00
1512023.08.24 05:01s/l491.0094.20494.20492.504-750.4010147.60
1522023.08.24 22:00sell521.0093.5910.0000.000
1532023.08.24 22:00modify521.0093.59194.69192.991
1542023.08.25 00:30sell531.0093.6780.0000.000
1552023.08.25 00:30modify531.0093.67894.77893.078
1562023.08.28 01:18s/l501.0094.24194.24192.541-760.059387.55
1572023.08.28 01:30sell541.0094.2550.0000.000
1582023.08.28 01:30modify541.0094.25595.35593.655
1592023.08.30 00:25s/l521.0094.69194.69192.991-731.088656.47
1602023.08.30 00:30sell551.0094.6490.0000.000
1612023.08.30 00:30modify551.0094.64995.74994.049
1622023.08.30 05:32s/l531.0094.77894.77893.078-721.437935.03
1632023.08.30 12:42s/l511.0094.91394.91393.213-769.717165.33
1642023.08.30 22:00buy561.0094.6390.0000.000
1652023.08.30 22:00modify561.0094.63993.53995.239
1662023.08.31 00:15sell571.0094.6760.0000.000
1672023.08.31 00:15modify571.0094.67695.77694.076
1682023.08.31 16:47t/p571.0094.07695.77694.076377.717543.04
1692023.09.01 00:15sell581.0094.3390.0000.000
1702023.09.01 00:15modify581.0094.33995.43993.739
1712023.09.01 06:20t/p551.0094.04995.74994.049339.097882.13
1722023.09.04 00:15sell591.0094.3140.0000.000
1732023.09.04 00:15modify591.0094.31495.41493.714
1742023.09.05 06:52t/p581.0093.73995.43993.739358.408240.53
1752023.09.05 06:52t/p591.0093.71495.41493.714368.068608.58
1762023.09.05 07:23t/p541.0093.65595.35593.655300.478909.05
1772023.09.05 22:00buy601.0094.1990.0000.000
1782023.09.05 22:00modify601.0094.19993.09994.799
1792023.09.06 00:00buy611.0094.0250.0000.000
1802023.09.06 00:00modify611.0094.02592.92594.625
1812023.09.07 00:30buy621.0094.2700.0000.000
1822023.09.07 00:30modify621.0094.27093.17094.870
1832023.09.13 00:03t/p611.0094.62592.92594.625398.439307.48
1842023.09.13 00:15sell631.0094.6090.0000.000
1852023.09.13 00:15modify631.0094.60995.70994.009
1862023.09.13 15:16t/p601.0094.79993.09994.799401.399708.87
1872023.09.14 00:15sell641.0094.7060.0000.000
1882023.09.14 00:15modify641.0094.70695.80694.106
1892023.09.14 01:30t/p621.0094.87093.17094.870398.4310107.30
1902023.09.14 22:00buy651.0094.9550.0000.000
1912023.09.14 22:00modify651.0094.95593.85595.555
1922023.09.15 02:02t/p561.0095.23993.53995.239430.9310538.24
1932023.09.18 00:15sell661.0095.1800.0000.000
1942023.09.18 00:15modify661.0095.18096.28094.580
1952023.09.19 12:17t/p651.0095.55593.85595.555386.6110924.85
1962023.09.20 00:15sell671.0095.4620.0000.000
1972023.09.20 00:15modify671.0095.46296.56294.862
1982023.09.20 07:47s/l631.0095.70995.70994.009-760.0510164.80
1992023.09.20 10:10s/l641.0095.80695.80694.106-731.089433.72
2002023.09.20 22:00buy681.0095.5730.0000.000
2012023.09.20 22:00modify681.0095.57394.47396.173
2022023.09.21 00:00buy691.0095.4850.0000.000
2032023.09.21 00:00modify691.0095.48594.38596.085
2042023.09.21 10:08t/p671.0094.86296.56294.862348.759782.46
2052023.09.21 12:30t/p661.0094.58096.28094.580329.4410111.90
2062023.09.22 00:00buy701.0094.6600.0000.000
2072023.09.22 00:00modify701.0094.66093.56095.260
2082023.09.22 06:37t/p701.0095.26093.56095.260377.7510489.65
2092023.09.24 22:15buy711.0095.5720.0000.000
2102023.09.24 22:15modify711.0095.57294.47296.172
2112023.09.25 00:15sell721.0095.6070.0000.000
2122023.09.25 00:15modify721.0095.60796.70795.007
2132023.09.27 11:28t/p721.0095.00796.70795.007358.4010848.05
2142023.09.27 22:00buy731.0094.9370.0000.000
2152023.09.27 22:00modify731.0094.93793.83795.537
2162023.09.28 13:33t/p731.0095.53793.83795.537386.6111234.66
2172023.09.28 22:15sell741.0095.9260.0000.000
2182023.09.28 22:15modify741.0095.92697.02695.326
2192023.09.29 01:18t/p691.0096.08594.38596.085401.3911636.05
2202023.09.29 01:30sell751.0096.0530.0000.000
2212023.09.29 01:30modify751.0096.05397.15395.453
2222023.09.29 01:33t/p681.0096.17394.47396.173410.2512046.30
2232023.09.29 01:33t/p711.0096.17294.47296.172398.4312444.74
2242023.10.01 22:00sell761.0096.1540.0000.000
2252023.10.01 22:00modify761.0096.15497.25495.554
2262023.10.02 00:00sell771.0096.2500.0000.000
2272023.10.02 00:00modify771.0096.25097.35095.650
2282023.10.02 13:48t/p771.0095.65097.35095.650377.7112822.45
2292023.10.02 14:00t/p761.0095.55497.25495.554368.0613190.50
2302023.10.02 14:56t/p751.0095.45397.15395.453368.0613558.56
2312023.10.02 19:02t/p741.0095.32697.02695.326358.4013916.96
2322023.10.02 23:00buy781.0095.3430.0000.000
2332023.10.02 23:00modify781.0095.34394.24395.943
2342023.10.03 00:15buy791.0095.3130.0000.000
2352023.10.03 00:15modify791.0095.31394.21395.913
2362023.10.03 14:10s/l781.0094.24394.24395.943-689.5913227.37
2372023.10.03 14:11s/l791.0094.21394.21395.913-692.5512534.82
2382023.10.03 22:00sell801.0093.9260.0000.000
2392023.10.03 22:00modify801.0093.92695.02693.326
2402023.10.04 00:00sell811.0094.1080.0000.000
2412023.10.04 00:00modify811.0094.10895.20893.508
2422023.10.04 22:00buy821.0094.2430.0000.000
2432023.10.04 22:00modify821.0094.24393.14394.843
2442023.10.05 00:15buy831.0094.2350.0000.000
2452023.10.05 00:15modify831.0094.23593.13594.835
2462023.10.06 02:40t/p831.0094.83593.13594.835380.7012915.53
2472023.10.06 02:41t/p821.0094.84393.14394.843389.5713305.10
2482023.10.06 15:12s/l801.0095.02695.02693.326-740.7412564.35
2492023.10.06 15:36s/l811.0095.20895.20893.508-731.0811833.27
2502023.10.08 22:00buy841.0094.8030.0000.000
2512023.10.08 22:00modify841.0094.80393.70395.403
2522023.10.09 00:00sell851.0094.9950.0000.000
2532023.10.09 00:00modify851.0094.99596.09594.395
2542023.10.09 22:00buy861.0095.2120.0000.000
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8112024.05.27 13:33t/p2701.00104.368102.668104.368392.5229107.87
8122024.05.28 00:00buy2721.00104.4180.0000.000
8132024.05.28 00:00modify2721.00104.418103.318105.018
8142024.05.28 23:15sell2731.00104.5520.0000.000
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8162024.05.29 01:33t/p2671.00104.836103.136104.836407.3029515.16
8172024.05.29 01:45sell2741.00104.6570.0000.000
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8252024.05.31 19:53t/p2751.00104.655102.955104.655380.7030583.70
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8322024.06.04 22:00buy2781.00102.9470.0000.000
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8382024.06.05 23:15modify2801.00103.667102.567104.267
8392024.06.06 00:00buy2811.00103.7800.0000.000
8402024.06.06 00:00modify2811.00103.780102.680104.380
8412024.06.07 00:00sell2821.00103.8130.0000.000
8422024.06.07 00:00modify2821.00103.813104.913103.213
8432024.06.07 15:08t/p2821.00103.213104.913103.213377.7130545.96
8442024.06.09 22:00buy2831.00103.1380.0000.000
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8462024.06.10 16:00t/p2831.00103.738102.038103.738380.7030926.67
8472024.06.10 22:30buy2841.00103.8110.0000.000
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8522024.06.12 12:33t/p2841.00104.411102.711104.411383.6631338.27
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8552024.06.13 00:15sell2861.00104.4900.0000.000
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8582024.06.13 22:15buy2871.00104.2120.0000.000
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8602024.06.14 00:30buy2881.00104.1180.0000.000
8612024.06.14 00:30modify2881.00104.118103.018104.718
8622024.06.14 05:22t/p2881.00104.718103.018104.718377.7532093.73
8632024.06.16 22:15buy2891.00104.1600.0000.000
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8652024.06.17 00:15buy2901.00104.0650.0000.000
8662024.06.17 00:15modify2901.00104.065102.965104.665
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8702024.06.18 14:20t/p2851.00104.973103.273104.973395.4833640.19
8712024.06.19 00:15sell2911.00105.1600.0000.000
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8752024.06.20 00:15sell2931.00105.4390.0000.000
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8772024.06.21 00:15sell2941.00105.8370.0000.000
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8802024.06.23 22:00buy2951.00105.9890.0000.000
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8912024.06.26 22:00buy2981.00106.9090.0000.000
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8952024.06.27 23:45sell3001.00106.8550.0000.000
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8982024.06.28 20:59close at stop3001.00107.396107.955106.255-350.2132637.24
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9002024.06.28 20:59close at stop2971.00107.396107.654105.954-568.6732368.11