Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 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=6; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=80; StopLoss=100; 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=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 test25780Ticks modelled889993Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit35093.17Gross profit69928.25Gross loss-34835.08
Profit factor2.01Expected payoff208.89
Absolute drawdown2227.25Maximal drawdown5214.65 (27.98%)Relative drawdown34.03% (4009.92)
Total trades168Short positions (won %)53 (69.81%)Long positions (won %)115 (73.04%)
Profit trades (% of total)121 (72.02%)Loss trades (% of total)47 (27.98%)
Largestprofit trade585.42loss trade-785.85
Averageprofit trade577.92loss trade-741.17
Maximumconsecutive wins (profit in money)11 (6377.80)consecutive losses (loss in money)5 (-3684.12)
Maximalconsecutive profit (count of wins)6377.80 (11)consecutive loss (count of losses)-3684.12 (5)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.05 22:00buy11.001.687050.000000.00000
22023.07.05 22:00modify11.001.687051.677051.69505
32023.07.06 10:27t/p11.001.695051.677051.69505583.0410583.04
42023.07.09 21:00sell21.001.701730.000000.00000
52023.07.09 21:00modify21.001.701731.711731.69373
62023.07.11 08:26s/l21.001.711731.711731.69373-739.759843.29
72023.07.12 21:45buy31.001.712820.000000.00000
82023.07.12 21:45modify31.001.712821.702821.72082
92023.07.13 09:43t/p31.001.720821.702821.72082583.0410426.33
102023.07.13 22:00buy41.001.721980.000000.00000
112023.07.13 22:00modify41.001.721981.711981.72998
122023.07.14 15:55t/p41.001.729981.711981.72998585.4211011.75
132023.07.23 21:00sell51.001.697400.000000.00000
142023.07.23 21:00modify51.001.697401.707401.68940
152023.07.24 14:08t/p51.001.689401.707401.68940583.2411594.98
162023.07.24 21:00sell61.001.688480.000000.00000
172023.07.24 21:00modify61.001.688481.698481.68048
182023.07.25 16:57s/l61.001.698481.698481.68048-736.4610858.52
192023.07.25 21:00sell71.001.699120.000000.00000
202023.07.25 21:00modify71.001.699121.709121.69112
212023.07.26 12:50s/l71.001.709121.709121.69112-736.4610122.06
222023.08.01 21:30buy81.001.697010.000000.00000
232023.08.01 21:30modify81.001.697011.687011.70501
242023.08.03 21:00sell91.001.696400.000000.00000
252023.08.03 21:00modify91.001.696401.706401.68840
262023.08.04 13:06t/p81.001.705011.687011.70501580.6510702.71
272023.08.04 13:13s/l91.001.706401.706401.68840-736.469966.25
282023.08.07 21:45buy101.001.709010.000000.00000
292023.08.07 21:45modify101.001.709011.699011.71701
302023.08.08 21:45buy111.001.710190.000000.00000
312023.08.08 21:45modify111.001.710191.700191.71819
322023.08.09 21:00buy121.001.706720.000000.00000
332023.08.09 21:00modify121.001.706721.696721.71472
342023.08.10 22:00buy131.001.704830.000000.00000
352023.08.10 22:00modify131.001.704831.694831.71283
362023.08.15 07:47t/p131.001.712831.694831.71283583.0410549.29
372023.08.15 09:42t/p121.001.714721.696721.71472579.4711128.76
382023.08.15 14:26t/p101.001.717011.699011.71701577.0911705.85
392023.08.15 14:38t/p111.001.718191.700191.71819578.2812284.13
402023.08.15 22:00buy141.001.714960.000000.00000
412023.08.15 22:00modify141.001.714961.704961.72296
422023.08.16 14:16t/p141.001.722961.704961.72296585.4212869.55
432023.08.16 21:00sell151.001.722420.000000.00000
442023.08.16 21:00modify151.001.722421.732421.71442
452023.08.17 22:00buy161.001.726510.000000.00000
462023.08.17 22:00modify161.001.726511.716511.73451
472023.08.20 21:00sell171.001.723120.000000.00000
482023.08.20 21:00modify171.001.723121.733121.71512
492023.08.23 09:08s/l161.001.716511.716511.73451-738.0212131.53
502023.08.23 10:00t/p171.001.715121.733121.71512576.6512708.18
512023.08.23 11:01t/p151.001.714421.732421.71442563.4913271.68
522023.08.23 22:00sell181.001.720130.000000.00000
532023.08.23 22:00modify181.001.720131.730131.71213
542023.08.24 12:52t/p181.001.712131.730131.71213576.6613848.34
552023.08.24 21:00buy191.001.711140.000000.00000
562023.08.24 21:00modify191.001.711141.701141.71914
572023.08.27 21:30buy201.001.709630.000000.00000
582023.08.27 21:30modify201.001.709631.699631.71763
592023.08.28 21:45buy211.001.713490.000000.00000
602023.08.28 21:45modify211.001.713491.703491.72149
612023.08.29 14:03t/p201.001.717631.699631.71763584.2314432.57
622023.08.29 21:00buy221.001.713620.000000.00000
632023.08.29 21:00modify221.001.713621.703621.72162
642023.08.30 12:13t/p191.001.719141.701141.71914581.8515014.42
652023.08.30 12:33t/p211.001.721491.703491.72149584.2215598.64
662023.08.30 12:33t/p221.001.721621.703621.72162585.4216184.06
672023.08.30 22:00sell231.001.721410.000000.00000
682023.08.30 22:00modify231.001.721411.731411.71341
692023.08.31 14:43t/p231.001.713411.731411.71341576.6616760.72
702023.08.31 21:00buy241.001.712300.000000.00000
712023.08.31 21:00modify241.001.712301.702301.72030
722023.09.01 12:51t/p241.001.720301.702301.72030585.4217346.14
732023.09.05 21:00sell251.001.713540.000000.00000
742023.09.05 21:00modify251.001.713541.723541.70554
752023.09.06 14:03t/p251.001.705541.723541.70554583.2417929.38
762023.09.10 21:00sell261.001.702710.000000.00000
772023.09.10 21:00modify261.001.702711.712711.69471
782023.09.12 08:08t/p261.001.694711.712711.69471579.9518509.33
792023.09.12 21:30buy271.001.692890.000000.00000
802023.09.12 21:30modify271.001.692891.682891.70089
812023.09.13 21:45buy281.001.692250.000000.00000
822023.09.13 21:45modify281.001.692251.682251.70025
832023.09.14 12:31s/l271.001.682891.682891.70089-738.0117771.32
842023.09.14 12:32s/l281.001.682251.682251.70025-736.8217034.50
852023.09.14 21:00buy291.001.676330.000000.00000
862023.09.14 21:00modify291.001.676331.666331.68433
872023.09.18 21:00buy301.001.669790.000000.00000
882023.09.18 21:00modify301.001.669791.659791.67779
892023.09.19 08:03s/l291.001.666331.666331.68433-736.8316297.67
902023.09.19 13:11s/l301.001.659791.659791.67779-734.4515563.22
912023.09.20 21:00buy311.001.661810.000000.00000
922023.09.20 21:00modify311.001.661811.651811.66981
932023.09.21 21:00sell321.001.657010.000000.00000
942023.09.21 21:00modify321.001.657011.667011.64901
952023.09.22 07:18s/l311.001.651811.651811.66981-738.0114825.21
962023.09.22 08:33t/p321.001.649011.667011.64901583.2415408.45
972023.09.24 22:00buy331.001.649080.000000.00000
982023.09.24 22:00modify331.001.649081.639081.65708
992023.09.25 21:00buy341.001.642910.000000.00000
1002023.09.25 21:00modify341.001.642911.632911.65091
1012023.09.26 21:00buy351.001.643440.000000.00000
1022023.09.26 21:00modify351.001.643441.633441.65144
1032023.09.27 14:06s/l331.001.639081.639081.65708-736.8314671.62
1042023.09.27 21:30buy361.001.637530.000000.00000
1052023.09.27 21:30modify361.001.637531.627531.64553
1062023.09.28 09:23t/p361.001.645531.627531.64553583.0315254.65
1072023.09.28 21:00buy371.001.644970.000000.00000
1082023.09.28 21:00modify371.001.644971.634971.65297
1092023.09.29 14:49t/p341.001.650911.632911.65091579.4615834.11
1102023.09.29 15:37t/p351.001.651441.633441.65144580.6516414.76
1112023.09.29 15:46t/p371.001.652971.634971.65297585.4117000.17
1122023.10.01 22:15buy381.001.654510.000000.00000
1132023.10.01 22:15modify381.001.654511.644511.66251
1142023.10.04 10:22t/p381.001.662511.644511.66251583.0417583.21
1152023.10.04 21:00buy391.001.667950.000000.00000
1162023.10.04 21:00modify391.001.667951.657951.67595
1172023.10.06 12:03t/p391.001.675951.657951.67595581.8618165.07
1182023.10.08 21:00buy401.001.668170.000000.00000
1192023.10.08 21:00modify401.001.668171.658171.67617
1202023.10.09 21:30buy411.001.662780.000000.00000
1212023.10.09 21:30modify411.001.662781.652781.67078
1222023.10.10 22:00buy421.001.668770.000000.00000
1232023.10.10 22:00modify421.001.668771.658771.67677
1242023.10.11 02:08t/p411.001.670781.652781.67078584.2318749.30
1252023.10.12 22:00sell431.001.667160.000000.00000
1262023.10.12 22:00modify431.001.667161.677161.65916
1272023.10.13 14:20s/l421.001.658771.658771.67677-739.2118010.09
1282023.10.13 14:22s/l401.001.658171.658171.67617-741.5917268.50
1292023.10.13 14:22t/p431.001.659161.677161.65916583.2417851.74
1302023.10.16 22:00buy441.001.661780.000000.00000
1312023.10.16 22:00modify441.001.661781.651781.66978
1322023.10.18 22:00buy451.001.664920.000000.00000
1332023.10.18 22:00modify451.001.664921.654921.67292
1342023.10.22 21:00sell461.001.664650.000000.00000
1352023.10.22 21:00modify461.001.664651.674651.65665
1362023.10.23 07:28t/p441.001.669781.651781.66978578.2718430.01
1372023.10.23 15:33t/p451.001.672921.654921.67292580.6619010.67
1382023.10.23 15:47s/l461.001.674651.674651.65665-736.4618274.21
1392023.10.23 21:45buy471.001.676630.000000.00000
1402023.10.23 21:45modify471.001.676631.666631.68463
1412023.10.24 21:45buy481.001.671030.000000.00000
1422023.10.24 21:45modify481.001.671031.661031.67903
1432023.10.26 08:57s/l471.001.666631.666631.68463-739.2117535.00
1442023.10.27 13:26t/p481.001.679031.661031.67903580.6618115.66
1452023.10.30 21:30buy491.001.681600.000000.00000
1462023.10.30 21:30modify491.001.681601.671601.68960
1472023.10.31 21:00sell501.001.685380.000000.00000
1482023.10.31 21:00modify501.001.685381.695381.67738
1492023.11.01 21:00buy511.001.683810.000000.00000
1502023.11.01 21:00modify511.001.683811.673811.69181
1512023.11.02 17:33t/p501.001.677381.695381.67738573.3718689.03
1522023.11.03 14:32t/p491.001.689601.671601.68960579.4719268.50
1532023.11.03 15:08t/p511.001.691811.673811.69181581.8519850.35
1542023.11.07 22:45sell521.001.692780.000000.00000
1552023.11.07 22:45modify521.001.692781.702781.68478
1562023.11.08 21:00buy531.001.695670.000000.00000
1572023.11.08 21:00modify531.001.695671.685671.70367
1582023.11.09 22:00buy541.001.687520.000000.00000
1592023.11.09 22:00modify541.001.687521.677521.69552
1602023.11.09 22:05s/l531.001.685671.685671.70367-736.8319113.52
1612023.11.10 21:00buy551.001.687280.000000.00000
1622023.11.10 21:00modify551.001.687281.677281.69528
1632023.11.12 22:05t/p521.001.684781.702781.68478570.0719683.59
1642023.11.12 22:45buy561.001.684690.000000.00000
1652023.11.12 22:45modify561.001.684691.674691.69269
1662023.11.13 13:07t/p561.001.692691.674691.69269585.4220269.01
1672023.11.13 21:30t/p551.001.695281.677281.69528585.4220854.43
1682023.11.13 22:45buy571.001.694290.000000.00000
1692023.11.13 22:45modify571.001.694291.684291.70229
1702023.11.14 05:53t/p541.001.695521.677521.69552583.0421437.47
1712023.11.14 13:33t/p571.001.702291.684291.70229585.4222022.89
1722023.11.14 21:00buy581.001.712120.000000.00000
1732023.11.14 21:00modify581.001.712121.702121.72012
1742023.11.15 13:33s/l581.001.702121.702121.72012-734.4521288.44
1752023.11.15 22:45sell591.001.698940.000000.00000
1762023.11.15 22:45modify591.001.698941.708941.69094
1772023.11.16 15:00s/l591.001.708941.708941.69094-743.0520545.39
1782023.11.16 21:00buy601.001.708160.000000.00000
1792023.11.16 21:00modify601.001.708161.698161.71616
1802023.11.17 21:00sell611.001.708760.000000.00000
1812023.11.17 21:00modify611.001.708761.718761.70076
1822023.11.20 14:51t/p601.001.716161.698161.71616584.2321129.62
1832023.11.20 22:45buy621.001.716450.000000.00000
1842023.11.20 22:45modify621.001.716451.706451.72445
1852023.11.21 02:17s/l611.001.718761.718761.70076-739.7520389.87
1862023.11.22 22:45buy631.001.710250.000000.00000
1872023.11.22 22:45modify631.001.710251.700251.71825
1882023.11.23 09:32t/p631.001.718251.700251.71825583.0420972.91
1892023.11.23 22:45buy641.001.716060.000000.00000
1902023.11.23 22:45modify641.001.716061.706061.72406
1912023.11.24 21:00sell651.001.718530.000000.00000
1922023.11.24 21:00modify651.001.718531.728531.71053
1932023.11.27 22:30buy661.001.719440.000000.00000
1942023.11.27 22:30modify661.001.719441.709441.72744
1952023.11.28 15:42t/p641.001.724061.706061.72406583.0421555.95
1962023.11.28 15:43t/p621.001.724451.706451.72445577.0822133.03
1972023.11.28 21:00sell671.001.723060.000000.00000
1982023.11.28 21:00modify671.001.723061.733061.71506
1992023.11.29 22:30buy681.001.724550.000000.00000
2002023.11.29 22:30modify681.001.724551.714551.73255
2012023.11.30 14:43t/p671.001.715061.733061.71506573.3622706.39
2022023.11.30 14:43s/l681.001.714551.714551.73255-736.8321969.56
2032023.11.30 21:00sell691.001.712680.000000.00000
2042023.11.30 21:00modify691.001.712681.722681.70468
2052023.11.30 22:05t/p651.001.710531.728531.71053566.7922536.35
2062023.12.01 13:38s/l661.001.709441.709441.72744-740.4021795.95
2072023.12.01 14:58t/p691.001.704681.722681.70468583.2422379.18
2082023.12.01 21:00buy701.001.715640.000000.00000
2092023.12.01 21:00modify701.001.715641.705641.72364
2102023.12.03 22:00sell711.001.714080.000000.00000
2112023.12.03 22:00modify711.001.714081.724081.70608
2122023.12.04 21:00sell721.001.710190.000000.00000
2132023.12.04 21:00modify721.001.710191.720191.70219
2142023.12.05 21:00sell731.001.711660.000000.00000
2152023.12.05 21:00modify731.001.711661.721661.70366
2162023.12.06 22:05s/l701.001.705641.705641.72364-736.8321642.35
2172023.12.06 22:05t/p711.001.706081.724081.70608576.6622219.02
2182023.12.06 22:45sell741.001.706970.000000.00000
2192023.12.06 22:45modify741.001.706971.716971.69897
2202023.12.07 22:00sell751.001.712010.000000.00000
2212023.12.07 22:00modify751.001.712011.722011.70401
2222023.12.08 13:30t/p731.001.703661.721661.70366570.0822789.10
2232023.12.08 13:30t/p751.001.704011.722011.70401583.2523372.34
2242023.12.08 13:32t/p721.001.702191.720191.70219566.7823939.12
2252023.12.11 22:45buy761.001.704440.000000.00000
2262023.12.11 22:45modify761.001.704441.694441.71244
2272023.12.12 22:30buy771.001.707780.000000.00000
2282023.12.12 22:30modify771.001.707781.697781.71578
2292023.12.13 14:33t/p741.001.698971.716971.69897563.4824502.60
2302023.12.13 14:37s/l771.001.697781.697781.71578-734.4523768.15
2312023.12.13 21:00buy781.001.704940.000000.00000
2322023.12.13 21:00modify781.001.704941.694941.71294
2332023.12.14 15:58t/p761.001.712441.694441.71244580.6624348.81
2342023.12.14 16:10t/p781.001.712941.694941.71294583.0324931.85
2352023.12.14 22:00sell791.001.711050.000000.00000
2362023.12.14 22:00modify791.001.711051.721051.70305
2372023.12.15 13:42t/p791.001.703051.721051.70305583.2525515.09
2382023.12.15 21:00buy801.001.695830.000000.00000
2392023.12.15 21:00modify801.001.695831.685831.70383
2402023.12.19 12:55t/p801.001.703831.685831.70383584.2226099.31
2412023.12.19 21:00buy811.001.697230.000000.00000
2422023.12.19 21:00modify811.001.697231.687231.70523
2432023.12.20 10:21s/l811.001.687231.687231.70523-734.4425364.87
2442023.12.20 21:00sell821.001.687840.000000.00000
2452023.12.20 21:00modify821.001.687841.697841.67984
2462023.12.21 21:00buy831.001.685190.000000.00000
2472023.12.21 21:00modify831.001.685191.675191.69319
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