Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| 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=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=50; 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=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7200 | Ticks modelled | 156082 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 511.80 | Gross profit | 1133.77 | Gross loss | -621.97 |
| Profit factor | 1.82 | Expected payoff | 15.05 | ||
| Absolute drawdown | 62.32 | Maximal drawdown | 317.92 (3.09%) | Relative drawdown | 3.09% (317.92) |
| Total trades | 34 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 255.57 | loss trade | -84.36 | |
| Average | profit trade | 66.69 | loss trade | -36.59 | |
| Maximum | consecutive wins (profit in money) | 5 (557.11) | consecutive losses (loss in money) | 6 (-233.56) | |
| Maximal | consecutive profit (count of wins) | 557.11 (5) | consecutive loss (count of losses) | -233.56 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.26 20:00 | sell | 1 | 1.00 | 94.853 | 0.000 | 0.000 | ||
| 2 | 2023.07.26 20:00 | modify | 1 | 1.00 | 94.853 | 95.353 | 93.653 | ||
| 3 | 2023.07.26 21:00 | close | 1 | 1.00 | 94.772 | 95.353 | 93.653 | 50.99 | 10050.99 |
| 4 | 2023.07.27 20:00 | buy | 2 | 1.00 | 93.233 | 0.000 | 0.000 | ||
| 5 | 2023.07.27 20:00 | modify | 2 | 1.00 | 93.233 | 92.733 | 94.433 | ||
| 6 | 2023.07.27 20:15 | close | 2 | 1.00 | 93.455 | 92.733 | 94.433 | 139.76 | 10190.75 |
| 7 | 2023.08.16 20:00 | buy | 3 | 1.00 | 94.016 | 0.000 | 0.000 | ||
| 8 | 2023.08.16 20:00 | modify | 3 | 1.00 | 94.016 | 93.516 | 95.216 | ||
| 9 | 2023.08.16 21:00 | close | 3 | 1.00 | 93.988 | 93.516 | 95.216 | -17.63 | 10173.12 |
| 10 | 2023.08.17 20:00 | buy | 4 | 1.00 | 93.328 | 0.000 | 0.000 | ||
| 11 | 2023.08.17 20:00 | modify | 4 | 1.00 | 93.328 | 92.828 | 94.528 | ||
| 12 | 2023.08.17 21:00 | close | 4 | 1.00 | 93.337 | 92.828 | 94.528 | 5.67 | 10178.79 |
| 13 | 2023.09.20 20:00 | buy | 5 | 1.00 | 95.547 | 0.000 | 0.000 | ||
| 14 | 2023.09.20 20:00 | modify | 5 | 1.00 | 95.547 | 95.047 | 96.747 | ||
| 15 | 2023.09.20 21:00 | close | 5 | 1.00 | 95.589 | 95.047 | 96.747 | 26.44 | 10205.23 |
| 16 | 2023.09.27 20:00 | buy | 6 | 1.00 | 95.071 | 0.000 | 0.000 | ||
| 17 | 2023.09.27 20:00 | modify | 6 | 1.00 | 95.071 | 94.571 | 96.271 | ||
| 18 | 2023.09.27 21:00 | close | 6 | 1.00 | 95.035 | 94.571 | 96.271 | -22.66 | 10182.57 |
| 19 | 2023.09.29 20:00 | buy | 7 | 1.00 | 96.085 | 0.000 | 0.000 | ||
| 20 | 2023.09.29 20:00 | modify | 7 | 1.00 | 96.085 | 95.585 | 97.285 | ||
| 21 | 2023.10.01 21:00 | close | 7 | 1.00 | 96.069 | 95.585 | 97.285 | -10.08 | 10172.49 |
| 22 | 2023.10.03 20:00 | buy | 8 | 1.00 | 93.795 | 0.000 | 0.000 | ||
| 23 | 2023.10.03 20:00 | modify | 8 | 1.00 | 93.795 | 93.295 | 94.995 | ||
| 24 | 2023.10.03 21:00 | close | 8 | 1.00 | 93.873 | 93.295 | 94.995 | 49.11 | 10221.60 |
| 25 | 2023.11.01 20:00 | sell | 9 | 1.00 | 96.442 | 0.000 | 0.000 | ||
| 26 | 2023.11.01 20:00 | modify | 9 | 1.00 | 96.442 | 96.942 | 95.242 | ||
| 27 | 2023.11.01 21:00 | close | 9 | 1.00 | 96.522 | 96.942 | 95.242 | -50.36 | 10171.24 |
| 28 | 2023.11.09 20:00 | buy | 10 | 1.00 | 96.401 | 0.000 | 0.000 | ||
| 29 | 2023.11.09 20:00 | modify | 10 | 1.00 | 96.401 | 95.901 | 97.601 | ||
| 30 | 2023.11.09 21:00 | close | 10 | 1.00 | 96.375 | 95.901 | 97.601 | -16.36 | 10154.88 |
| 31 | 2023.11.21 20:00 | sell | 11 | 1.00 | 97.259 | 0.000 | 0.000 | ||
| 32 | 2023.11.21 20:00 | modify | 11 | 1.00 | 97.259 | 97.759 | 96.059 | ||
| 33 | 2023.11.21 21:00 | close | 11 | 1.00 | 97.316 | 97.759 | 96.059 | -35.88 | 10119.00 |
| 34 | 2023.12.01 20:00 | buy | 12 | 1.00 | 97.992 | 0.000 | 0.000 | ||
| 35 | 2023.12.01 20:00 | modify | 12 | 1.00 | 97.992 | 97.492 | 99.192 | ||
| 36 | 2023.12.01 21:00 | close | 12 | 1.00 | 98.012 | 97.492 | 99.192 | 12.59 | 10131.59 |
| 37 | 2023.12.07 20:00 | buy | 13 | 1.00 | 94.763 | 0.000 | 0.000 | ||
| 38 | 2023.12.07 20:00 | modify | 13 | 1.00 | 94.763 | 94.263 | 95.963 | ||
| 39 | 2023.12.07 20:46 | close | 13 | 1.00 | 94.925 | 94.263 | 95.963 | 101.99 | 10233.58 |
| 40 | 2024.01.03 20:00 | sell | 14 | 1.00 | 96.391 | 0.000 | 0.000 | ||
| 41 | 2024.01.03 20:00 | modify | 14 | 1.00 | 96.391 | 96.891 | 95.191 | ||
| 42 | 2024.01.03 21:00 | close | 14 | 1.00 | 96.364 | 96.891 | 95.191 | 16.99 | 10250.57 |
| 43 | 2024.01.05 20:00 | buy | 15 | 1.00 | 97.155 | 0.000 | 0.000 | ||
| 44 | 2024.01.05 20:00 | modify | 15 | 1.00 | 97.155 | 96.655 | 98.355 | ||
| 45 | 2024.01.05 21:00 | close | 15 | 1.00 | 97.206 | 96.655 | 98.355 | 32.11 | 10282.68 |
| 46 | 2024.01.11 20:00 | buy | 16 | 1.00 | 97.313 | 0.000 | 0.000 | ||
| 47 | 2024.01.11 20:00 | modify | 16 | 1.00 | 97.313 | 96.813 | 98.513 | ||
| 48 | 2024.01.11 21:00 | close | 16 | 1.00 | 97.240 | 96.813 | 98.513 | -45.96 | 10236.72 |
| 49 | 2024.01.31 20:00 | buy | 17 | 1.00 | 96.583 | 0.000 | 0.000 | ||
| 50 | 2024.01.31 20:00 | modify | 17 | 1.00 | 96.583 | 96.083 | 97.783 | ||
| 51 | 2024.01.31 21:00 | close | 17 | 1.00 | 96.540 | 96.083 | 97.783 | -27.07 | 10209.65 |
| 52 | 2024.02.01 20:00 | sell | 18 | 1.00 | 96.128 | 0.000 | 0.000 | ||
| 53 | 2024.02.01 20:00 | modify | 18 | 1.00 | 96.128 | 96.628 | 94.928 | ||
| 54 | 2024.02.01 21:00 | close | 18 | 1.00 | 96.212 | 96.628 | 94.928 | -52.88 | 10156.77 |
| 55 | 2024.03.06 20:00 | sell | 19 | 1.00 | 98.062 | 0.000 | 0.000 | ||
| 56 | 2024.03.06 20:00 | modify | 19 | 1.00 | 98.062 | 98.562 | 96.862 | ||
| 57 | 2024.03.06 21:00 | close | 19 | 1.00 | 98.084 | 98.562 | 96.862 | -13.85 | 10142.92 |
| 58 | 2024.03.08 20:00 | buy | 20 | 1.00 | 97.451 | 0.000 | 0.000 | ||
| 59 | 2024.03.08 20:00 | modify | 20 | 1.00 | 97.451 | 96.951 | 98.651 | ||
| 60 | 2024.03.08 21:00 | close | 20 | 1.00 | 97.366 | 96.951 | 98.651 | -53.51 | 10089.41 |
| 61 | 2024.03.20 20:00 | sell | 21 | 1.00 | 99.580 | 0.000 | 0.000 | ||
| 62 | 2024.03.20 20:00 | modify | 21 | 1.00 | 99.580 | 100.080 | 98.380 | ||
| 63 | 2024.03.20 21:00 | close | 21 | 1.00 | 99.644 | 100.080 | 98.380 | -40.29 | 10049.12 |
| 64 | 2024.04.04 20:00 | buy | 22 | 1.00 | 99.543 | 0.000 | 0.000 | ||
| 65 | 2024.04.04 20:00 | modify | 22 | 1.00 | 99.543 | 99.043 | 100.743 | ||
| 66 | 2024.04.04 21:00 | close | 22 | 1.00 | 99.683 | 99.043 | 100.743 | 88.13 | 10137.25 |
| 67 | 2024.04.10 20:00 | buy | 23 | 1.00 | 99.648 | 0.000 | 0.000 | ||
| 68 | 2024.04.10 20:00 | modify | 23 | 1.00 | 99.648 | 99.148 | 100.848 | ||
| 69 | 2024.04.10 21:00 | close | 23 | 1.00 | 99.714 | 99.148 | 100.848 | 41.55 | 10178.80 |
| 70 | 2024.04.15 20:00 | buy | 24 | 1.00 | 99.399 | 0.000 | 0.000 | ||
| 71 | 2024.04.15 20:00 | modify | 24 | 1.00 | 99.399 | 98.899 | 100.599 | ||
| 72 | 2024.04.15 21:00 | close | 24 | 1.00 | 99.342 | 98.899 | 100.599 | -35.88 | 10142.92 |
| 73 | 2024.04.16 20:00 | buy | 25 | 1.00 | 99.090 | 0.000 | 0.000 | ||
| 74 | 2024.04.16 20:00 | modify | 25 | 1.00 | 99.090 | 98.590 | 100.290 | ||
| 75 | 2024.04.16 21:00 | close | 25 | 1.00 | 98.995 | 98.590 | 100.290 | -59.81 | 10083.11 |
| 76 | 2024.04.17 20:00 | buy | 26 | 1.00 | 99.352 | 0.000 | 0.000 | ||
| 77 | 2024.04.17 20:00 | modify | 26 | 1.00 | 99.352 | 98.852 | 100.552 | ||
| 78 | 2024.04.17 21:00 | close | 26 | 1.00 | 99.317 | 98.852 | 100.552 | -22.03 | 10061.08 |
| 79 | 2024.05.01 20:00 | sell | 27 | 1.00 | 102.393 | 0.000 | 0.000 | ||
| 80 | 2024.05.01 20:00 | modify | 27 | 1.00 | 102.393 | 102.893 | 101.193 | ||
| 81 | 2024.05.01 20:10 | close | 27 | 1.00 | 101.987 | 102.893 | 101.193 | 255.57 | 10316.65 |
| 82 | 2024.05.02 20:00 | buy | 28 | 1.00 | 100.604 | 0.000 | 0.000 | ||
| 83 | 2024.05.02 20:00 | modify | 28 | 1.00 | 100.604 | 100.104 | 101.804 | ||
| 84 | 2024.05.02 20:16 | close | 28 | 1.00 | 100.795 | 100.104 | 101.804 | 120.24 | 10436.89 |
| 85 | 2024.05.23 20:00 | buy | 29 | 1.00 | 103.622 | 0.000 | 0.000 | ||
| 86 | 2024.05.23 20:00 | modify | 29 | 1.00 | 103.622 | 103.122 | 104.822 | ||
| 87 | 2024.05.23 21:00 | close | 29 | 1.00 | 103.628 | 103.122 | 104.822 | 3.78 | 10440.67 |
| 88 | 2024.05.30 20:00 | sell | 30 | 1.00 | 104.032 | 0.000 | 0.000 | ||
| 89 | 2024.05.30 20:00 | modify | 30 | 1.00 | 104.032 | 104.532 | 102.832 | ||
| 90 | 2024.05.30 21:00 | close | 30 | 1.00 | 104.017 | 104.532 | 102.832 | 9.44 | 10450.11 |
| 91 | 2024.05.31 20:00 | sell | 31 | 1.00 | 104.629 | 0.000 | 0.000 | ||
| 92 | 2024.05.31 20:00 | modify | 31 | 1.00 | 104.629 | 105.129 | 103.429 | ||
| 93 | 2024.06.02 21:00 | close | 31 | 1.00 | 104.362 | 105.129 | 103.429 | 168.08 | 10618.19 |
| 94 | 2024.06.07 20:00 | buy | 32 | 1.00 | 103.162 | 0.000 | 0.000 | ||
| 95 | 2024.06.07 20:00 | modify | 32 | 1.00 | 103.162 | 102.662 | 104.362 | ||
| 96 | 2024.06.09 21:00 | close | 32 | 1.00 | 103.028 | 102.662 | 104.362 | -84.36 | 10533.83 |
| 97 | 2024.06.12 20:00 | sell | 33 | 1.00 | 104.443 | 0.000 | 0.000 | ||
| 98 | 2024.06.12 20:00 | modify | 33 | 1.00 | 104.443 | 104.943 | 103.243 | ||
| 99 | 2024.06.12 21:00 | close | 33 | 1.00 | 104.425 | 104.943 | 103.243 | 11.33 | 10545.16 |
| 100 | 2024.06.28 20:00 | sell | 34 | 1.00 | 107.317 | 0.000 | 0.000 | ||
| 101 | 2024.06.28 20:00 | modify | 34 | 1.00 | 107.317 | 107.817 | 106.117 | ||
| 102 | 2024.06.28 20:59 | close at stop | 34 | 1.00 | 107.370 | 107.817 | 106.117 | -33.36 | 10511.80 |