Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 15 Minutes (M15) 2024.03.01 00:00 - 2025.02.28 21:45 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=70; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=40; 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=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=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 test | 25836 | Ticks modelled | 911376 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 981.71 | Gross profit | 1551.65 | Gross loss | -569.94 |
| Profit factor | 2.72 | Expected payoff | 24.54 | ||
| Absolute drawdown | 80.94 | Maximal drawdown | 239.26 (20.17%) | Relative drawdown | 20.17% (239.26) |
| Total trades | 40 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 18 (83.33%) |
| Profit trades (% of total) | 31 (77.50%) | Loss trades (% of total) | 9 (22.50%) | ||
| Largest | profit trade | 52.37 | loss trade | -67.09 | |
| Average | profit trade | 50.05 | loss trade | -63.33 | |
| Maximum | consecutive wins (profit in money) | 7 (350.03) | consecutive losses (loss in money) | 2 (-127.16) | |
| Maximal | consecutive profit (count of wins) | 350.03 (7) | consecutive loss (count of losses) | -127.16 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.03 22:00 | sell | 1 | 0.20 | 1.65895 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.03 22:00 | modify | 1 | 0.20 | 1.65895 | 1.66395 | 1.65495 | ||
| 3 | 2024.03.04 04:56 | s/l | 1 | 0.20 | 1.66395 | 1.66395 | 1.65495 | -62.78 | 937.22 |
| 4 | 2024.03.04 22:30 | buy | 2 | 0.20 | 1.66788 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.04 22:30 | modify | 2 | 0.20 | 1.66788 | 1.66288 | 1.67188 | ||
| 6 | 2024.03.05 05:59 | t/p | 2 | 0.20 | 1.67188 | 1.66288 | 1.67188 | 49.09 | 986.31 |
| 7 | 2024.03.05 22:45 | sell | 3 | 0.20 | 1.66911 | 0.00000 | 0.00000 | ||
| 8 | 2024.03.05 22:45 | modify | 3 | 0.20 | 1.66911 | 1.67411 | 1.66511 | ||
| 9 | 2024.03.06 07:10 | t/p | 3 | 0.20 | 1.66511 | 1.67411 | 1.66511 | 50.80 | 1037.10 |
| 10 | 2024.03.06 22:45 | sell | 4 | 0.20 | 1.66056 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.06 22:45 | modify | 4 | 0.20 | 1.66056 | 1.66556 | 1.65656 | ||
| 12 | 2024.03.07 03:52 | t/p | 4 | 0.20 | 1.65656 | 1.66556 | 1.65656 | 51.43 | 1088.53 |
| 13 | 2024.03.07 22:45 | sell | 5 | 0.20 | 1.65382 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.07 22:45 | modify | 5 | 0.20 | 1.65382 | 1.65882 | 1.64982 | ||
| 15 | 2024.03.08 07:36 | t/p | 5 | 0.20 | 1.64982 | 1.65882 | 1.64982 | 50.79 | 1139.31 |
| 16 | 2024.03.11 22:00 | sell | 6 | 0.20 | 1.65205 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.11 22:00 | modify | 6 | 0.20 | 1.65205 | 1.65705 | 1.64805 | ||
| 18 | 2024.03.12 22:00 | buy | 7 | 0.20 | 1.65409 | 0.00000 | 0.00000 | ||
| 19 | 2024.03.12 22:00 | modify | 7 | 0.20 | 1.65409 | 1.64909 | 1.65809 | ||
| 20 | 2024.03.14 15:38 | s/l | 6 | 0.20 | 1.65705 | 1.65705 | 1.64805 | -61.51 | 1077.80 |
| 21 | 2024.03.14 22:00 | sell | 8 | 0.20 | 1.65358 | 0.00000 | 0.00000 | ||
| 22 | 2024.03.14 22:00 | modify | 8 | 0.20 | 1.65358 | 1.65858 | 1.64958 | ||
| 23 | 2024.03.15 03:12 | t/p | 7 | 0.20 | 1.65809 | 1.64909 | 1.65809 | 43.69 | 1121.49 |
| 24 | 2024.03.15 07:57 | s/l | 8 | 0.20 | 1.65858 | 1.65858 | 1.64958 | -62.77 | 1058.72 |
| 25 | 2024.03.19 22:00 | buy | 9 | 0.20 | 1.66336 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.19 22:00 | modify | 9 | 0.20 | 1.66336 | 1.65836 | 1.66736 | ||
| 27 | 2024.03.20 19:07 | s/l | 9 | 0.20 | 1.65836 | 1.65836 | 1.66736 | -64.39 | 994.33 |
| 28 | 2024.03.20 22:00 | sell | 10 | 0.20 | 1.65926 | 0.00000 | 0.00000 | ||
| 29 | 2024.03.20 22:00 | modify | 10 | 0.20 | 1.65926 | 1.66426 | 1.65526 | ||
| 30 | 2024.03.21 00:31 | t/p | 10 | 0.20 | 1.65526 | 1.66426 | 1.65526 | 51.42 | 1045.75 |
| 31 | 2024.03.21 22:00 | sell | 11 | 0.20 | 1.65277 | 0.00000 | 0.00000 | ||
| 32 | 2024.03.21 22:00 | modify | 11 | 0.20 | 1.65277 | 1.65777 | 1.64877 | ||
| 33 | 2024.03.22 02:03 | s/l | 11 | 0.20 | 1.65777 | 1.65777 | 1.64877 | -62.78 | 982.96 |
| 34 | 2024.03.25 22:00 | buy | 12 | 0.20 | 1.65713 | 0.00000 | 0.00000 | ||
| 35 | 2024.03.25 22:00 | modify | 12 | 0.20 | 1.65713 | 1.65213 | 1.66113 | ||
| 36 | 2024.03.27 01:38 | t/p | 12 | 0.20 | 1.66113 | 1.65213 | 1.66113 | 47.73 | 1030.69 |
| 37 | 2024.03.27 22:15 | sell | 13 | 0.20 | 1.65803 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.27 22:15 | modify | 13 | 0.20 | 1.65803 | 1.66303 | 1.65403 | ||
| 39 | 2024.03.28 21:03 | t/p | 13 | 0.20 | 1.65403 | 1.66303 | 1.65403 | 51.43 | 1082.12 |
| 40 | 2024.03.28 22:00 | sell | 14 | 0.20 | 1.65573 | 0.00000 | 0.00000 | ||
| 41 | 2024.03.28 22:00 | modify | 14 | 0.20 | 1.65573 | 1.66073 | 1.65173 | ||
| 42 | 2024.03.31 22:30 | buy | 15 | 0.20 | 1.65293 | 0.00000 | 0.00000 | ||
| 43 | 2024.03.31 22:30 | modify | 15 | 0.20 | 1.65293 | 1.64793 | 1.65693 | ||
| 44 | 2024.04.01 00:03 | t/p | 14 | 0.20 | 1.65173 | 1.66073 | 1.65173 | 51.11 | 1133.23 |
| 45 | 2024.04.01 17:22 | t/p | 15 | 0.20 | 1.65693 | 1.64793 | 1.65693 | 49.08 | 1182.31 |
| 46 | 2024.04.07 22:15 | sell | 16 | 0.20 | 1.64846 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.07 22:15 | modify | 16 | 0.20 | 1.64846 | 1.65346 | 1.64446 | ||
| 48 | 2024.04.08 10:21 | t/p | 16 | 0.20 | 1.64446 | 1.65346 | 1.64446 | 50.80 | 1233.10 |
| 49 | 2024.04.14 22:00 | buy | 17 | 0.20 | 1.64413 | 0.00000 | 0.00000 | ||
| 50 | 2024.04.14 22:00 | modify | 17 | 0.20 | 1.64413 | 1.63913 | 1.64813 | ||
| 51 | 2024.04.15 17:32 | t/p | 17 | 0.20 | 1.64813 | 1.63913 | 1.64813 | 49.09 | 1282.20 |
| 52 | 2024.04.16 22:00 | sell | 18 | 0.20 | 1.65828 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.16 22:00 | modify | 18 | 0.20 | 1.65828 | 1.66328 | 1.65428 | ||
| 54 | 2024.04.17 06:28 | t/p | 18 | 0.20 | 1.65428 | 1.66328 | 1.65428 | 50.80 | 1332.99 |
| 55 | 2024.05.01 22:00 | buy | 19 | 0.20 | 1.64010 | 0.00000 | 0.00000 | ||
| 56 | 2024.05.01 22:00 | modify | 19 | 0.20 | 1.64010 | 1.63510 | 1.64410 | ||
| 57 | 2024.05.02 14:48 | s/l | 19 | 0.20 | 1.63510 | 1.63510 | 1.64410 | -67.09 | 1265.90 |
| 58 | 2024.05.23 22:30 | sell | 20 | 0.20 | 1.63673 | 0.00000 | 0.00000 | ||
| 59 | 2024.05.23 22:30 | modify | 20 | 0.20 | 1.63673 | 1.64173 | 1.63273 | ||
| 60 | 2024.05.27 12:05 | t/p | 20 | 0.20 | 1.63273 | 1.64173 | 1.63273 | 51.11 | 1317.01 |
| 61 | 2024.06.09 22:15 | sell | 21 | 0.20 | 1.63609 | 0.00000 | 0.00000 | ||
| 62 | 2024.06.09 22:15 | modify | 21 | 0.20 | 1.63609 | 1.64109 | 1.63209 | ||
| 63 | 2024.06.10 04:03 | t/p | 21 | 0.20 | 1.63209 | 1.64109 | 1.63209 | 50.80 | 1367.81 |
| 64 | 2024.06.30 22:45 | buy | 22 | 0.20 | 1.60816 | 0.00000 | 0.00000 | ||
| 65 | 2024.06.30 22:45 | modify | 22 | 0.20 | 1.60816 | 1.60316 | 1.61216 | ||
| 66 | 2024.07.01 01:32 | t/p | 22 | 0.20 | 1.61216 | 1.60316 | 1.61216 | 49.09 | 1416.90 |
| 67 | 2024.07.07 22:15 | sell | 23 | 0.20 | 1.60452 | 0.00000 | 0.00000 | ||
| 68 | 2024.07.07 22:15 | modify | 23 | 0.20 | 1.60452 | 1.60952 | 1.60052 | ||
| 69 | 2024.07.11 12:33 | t/p | 23 | 0.20 | 1.60052 | 1.60952 | 1.60052 | 52.37 | 1469.27 |
| 70 | 2024.07.14 22:00 | sell | 24 | 0.20 | 1.60753 | 0.00000 | 0.00000 | ||
| 71 | 2024.07.14 22:00 | modify | 24 | 0.20 | 1.60753 | 1.61253 | 1.60353 | ||
| 72 | 2024.07.15 17:30 | s/l | 24 | 0.20 | 1.61253 | 1.61253 | 1.60353 | -62.78 | 1406.49 |
| 73 | 2024.07.30 22:30 | buy | 25 | 0.20 | 1.65421 | 0.00000 | 0.00000 | ||
| 74 | 2024.07.30 22:30 | modify | 25 | 0.20 | 1.65421 | 1.64921 | 1.65821 | ||
| 75 | 2024.07.31 01:30 | t/p | 25 | 0.20 | 1.65821 | 1.64921 | 1.65821 | 49.08 | 1455.57 |
| 76 | 2024.08.01 22:15 | sell | 26 | 0.20 | 1.66125 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.01 22:15 | modify | 26 | 0.20 | 1.66125 | 1.66625 | 1.65725 | ||
| 78 | 2024.08.02 04:32 | t/p | 26 | 0.20 | 1.65725 | 1.66625 | 1.65725 | 50.79 | 1506.35 |
| 79 | 2024.08.04 22:00 | buy | 27 | 0.20 | 1.67589 | 0.00000 | 0.00000 | ||
| 80 | 2024.08.04 22:00 | modify | 27 | 0.20 | 1.67589 | 1.67089 | 1.67989 | ||
| 81 | 2024.08.05 00:08 | t/p | 27 | 0.20 | 1.67989 | 1.67089 | 1.67989 | 49.09 | 1555.44 |
| 82 | 2024.08.05 22:30 | buy | 28 | 0.20 | 1.68536 | 0.00000 | 0.00000 | ||
| 83 | 2024.08.05 22:30 | modify | 28 | 0.20 | 1.68536 | 1.68036 | 1.68936 | ||
| 84 | 2024.08.05 23:32 | s/l | 28 | 0.20 | 1.68036 | 1.68036 | 1.68936 | -63.05 | 1492.39 |
| 85 | 2024.08.06 22:30 | sell | 29 | 0.20 | 1.67595 | 0.00000 | 0.00000 | ||
| 86 | 2024.08.06 22:30 | modify | 29 | 0.20 | 1.67595 | 1.68095 | 1.67195 | ||
| 87 | 2024.08.07 00:58 | t/p | 29 | 0.20 | 1.67195 | 1.68095 | 1.67195 | 50.79 | 1543.18 |
| 88 | 2024.08.07 22:30 | sell | 30 | 0.20 | 1.67607 | 0.00000 | 0.00000 | ||
| 89 | 2024.08.07 22:30 | modify | 30 | 0.20 | 1.67607 | 1.68107 | 1.67207 | ||
| 90 | 2024.08.08 02:13 | t/p | 30 | 0.20 | 1.67207 | 1.68107 | 1.67207 | 51.43 | 1594.61 |
| 91 | 2024.08.25 22:15 | buy | 31 | 0.20 | 1.64736 | 0.00000 | 0.00000 | ||
| 92 | 2024.08.25 22:15 | modify | 31 | 0.20 | 1.64736 | 1.64236 | 1.65136 | ||
| 93 | 2024.08.26 07:08 | t/p | 31 | 0.20 | 1.65136 | 1.64236 | 1.65136 | 49.09 | 1643.70 |
| 94 | 2024.09.15 22:30 | sell | 32 | 0.20 | 1.65318 | 0.00000 | 0.00000 | ||
| 95 | 2024.09.15 22:30 | modify | 32 | 0.20 | 1.65318 | 1.65818 | 1.64918 | ||
| 96 | 2024.09.16 08:48 | t/p | 32 | 0.20 | 1.64918 | 1.65818 | 1.64918 | 50.80 | 1694.49 |
| 97 | 2024.10.09 22:00 | sell | 33 | 0.20 | 1.62908 | 0.00000 | 0.00000 | ||
| 98 | 2024.10.09 22:00 | modify | 33 | 0.20 | 1.62908 | 1.63408 | 1.62508 | ||
| 99 | 2024.10.10 04:29 | t/p | 33 | 0.20 | 1.62508 | 1.63408 | 1.62508 | 51.43 | 1745.92 |
| 100 | 2024.10.27 22:15 | sell | 34 | 0.20 | 1.63366 | 0.00000 | 0.00000 | ||
| 101 | 2024.10.27 22:15 | modify | 34 | 0.20 | 1.63366 | 1.63866 | 1.62966 | ||
| 102 | 2024.10.28 03:52 | s/l | 34 | 0.20 | 1.63866 | 1.63866 | 1.62966 | -62.77 | 1683.14 |
| 103 | 2024.11.03 22:00 | buy | 35 | 0.20 | 1.64422 | 0.00000 | 0.00000 | ||
| 104 | 2024.11.03 22:00 | modify | 35 | 0.20 | 1.64422 | 1.63922 | 1.64822 | ||
| 105 | 2024.11.03 22:31 | t/p | 35 | 0.20 | 1.64822 | 1.63922 | 1.64822 | 50.43 | 1733.57 |
| 106 | 2024.12.15 22:45 | buy | 36 | 0.20 | 1.65032 | 0.00000 | 0.00000 | ||
| 107 | 2024.12.15 22:45 | modify | 36 | 0.20 | 1.65032 | 1.64532 | 1.65432 | ||
| 108 | 2024.12.17 05:18 | t/p | 36 | 0.20 | 1.65432 | 1.64532 | 1.65432 | 47.73 | 1781.30 |
| 109 | 2025.01.13 22:00 | buy | 37 | 0.20 | 1.65597 | 0.00000 | 0.00000 | ||
| 110 | 2025.01.13 22:00 | modify | 37 | 0.20 | 1.65597 | 1.65097 | 1.65997 | ||
| 111 | 2025.01.13 22:13 | t/p | 37 | 0.20 | 1.65997 | 1.65097 | 1.65997 | 50.44 | 1831.74 |
| 112 | 2025.01.20 22:00 | buy | 38 | 0.20 | 1.65987 | 0.00000 | 0.00000 | ||
| 113 | 2025.01.20 22:00 | modify | 38 | 0.20 | 1.65987 | 1.65487 | 1.66387 | ||
| 114 | 2025.01.21 00:52 | t/p | 38 | 0.20 | 1.66387 | 1.65487 | 1.66387 | 49.09 | 1880.84 |
| 115 | 2025.02.02 22:00 | buy | 39 | 0.20 | 1.66428 | 0.00000 | 0.00000 | ||
| 116 | 2025.02.02 22:00 | modify | 39 | 0.20 | 1.66428 | 1.65928 | 1.66828 | ||
| 117 | 2025.02.02 23:32 | t/p | 39 | 0.20 | 1.66828 | 1.65928 | 1.66828 | 50.43 | 1931.27 |
| 118 | 2025.02.03 22:00 | buy | 40 | 0.20 | 1.65850 | 0.00000 | 0.00000 | ||
| 119 | 2025.02.03 22:00 | modify | 40 | 0.20 | 1.65850 | 1.65350 | 1.66250 | ||
| 120 | 2025.02.03 22:38 | t/p | 40 | 0.20 | 1.66250 | 1.65350 | 1.66250 | 50.44 | 1981.71 |