Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=100; Lots=0.02; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=45; StopLoss=25; 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=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=300; 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=5; 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 | 6512 | Ticks modelled | 21076428 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 0.77 | Gross profit | 15.64 | Gross loss | -14.87 |
| Profit factor | 1.05 | Expected payoff | 0.03 | ||
| Absolute drawdown | 6.26 | Maximal drawdown | 11.12 (1.11%) | Relative drawdown | 1.11% (11.12) |
| Total trades | 25 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 16 (43.75%) |
| Profit trades (% of total) | 10 (40.00%) | Loss trades (% of total) | 15 (60.00%) | ||
| Largest | profit trade | 6.26 | loss trade | -3.48 | |
| Average | profit trade | 1.56 | loss trade | -0.99 | |
| Maximum | consecutive wins (profit in money) | 3 (3.85) | consecutive losses (loss in money) | 6 (-7.48) | |
| Maximal | consecutive profit (count of wins) | 6.26 (1) | consecutive loss (count of losses) | -7.48 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.19 04:00 | sell | 1 | 0.02 | 1.72307 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.19 04:00 | modify | 1 | 0.02 | 1.72307 | 1.72557 | 1.71857 | ||
| 3 | 2024.03.19 05:00 | close | 1 | 0.02 | 1.72365 | 1.72557 | 1.71857 | -0.81 | 999.19 |
| 4 | 2024.03.29 03:00 | buy | 2 | 0.02 | 1.70849 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.29 03:00 | modify | 2 | 0.02 | 1.70849 | 1.70599 | 1.71299 | ||
| 6 | 2024.03.29 05:00 | close | 2 | 0.02 | 1.71041 | 1.70599 | 1.71299 | 2.67 | 1001.86 |
| 7 | 2024.04.08 03:00 | buy | 3 | 0.02 | 1.71743 | 0.00000 | 0.00000 | ||
| 8 | 2024.04.08 03:00 | modify | 3 | 0.02 | 1.71743 | 1.71493 | 1.72193 | ||
| 9 | 2024.04.08 05:00 | close | 3 | 0.02 | 1.71766 | 1.71493 | 1.72193 | 0.32 | 1002.18 |
| 10 | 2024.04.19 03:00 | buy | 4 | 0.02 | 1.71042 | 0.00000 | 0.00000 | ||
| 11 | 2024.04.19 03:00 | modify | 4 | 0.02 | 1.71042 | 1.70792 | 1.71492 | ||
| 12 | 2024.04.19 05:00 | close | 4 | 0.02 | 1.71104 | 1.70792 | 1.71492 | 0.86 | 1003.04 |
| 13 | 2024.05.21 03:00 | sell | 5 | 0.02 | 1.73259 | 0.00000 | 0.00000 | ||
| 14 | 2024.05.21 03:00 | modify | 5 | 0.02 | 1.73259 | 1.73509 | 1.72809 | ||
| 15 | 2024.05.21 05:00 | close | 5 | 0.02 | 1.73352 | 1.73509 | 1.72809 | -1.30 | 1001.74 |
| 16 | 2024.08.02 03:00 | buy | 6 | 0.02 | 1.76393 | 0.00000 | 0.00000 | ||
| 17 | 2024.08.02 03:00 | modify | 6 | 0.02 | 1.76393 | 1.76143 | 1.76843 | ||
| 18 | 2024.08.02 05:00 | close | 6 | 0.02 | 1.76355 | 1.76143 | 1.76843 | -0.53 | 1001.21 |
| 19 | 2024.08.05 03:00 | buy | 7 | 0.02 | 1.77497 | 0.00000 | 0.00000 | ||
| 20 | 2024.08.05 03:00 | modify | 7 | 0.02 | 1.77497 | 1.77247 | 1.77947 | ||
| 21 | 2024.08.05 05:00 | close | 7 | 0.02 | 1.77615 | 1.77247 | 1.77947 | 1.64 | 1002.85 |
| 22 | 2024.08.07 03:00 | sell | 8 | 0.02 | 1.75072 | 0.00000 | 0.00000 | ||
| 23 | 2024.08.07 03:00 | modify | 8 | 0.02 | 1.75072 | 1.75322 | 1.74622 | ||
| 24 | 2024.08.07 05:00 | close | 8 | 0.02 | 1.75009 | 1.75322 | 1.74622 | 0.88 | 1003.73 |
| 25 | 2024.09.19 03:00 | buy | 9 | 0.02 | 1.79602 | 0.00000 | 0.00000 | ||
| 26 | 2024.09.19 03:00 | modify | 9 | 0.02 | 1.79602 | 1.79352 | 1.80052 | ||
| 27 | 2024.09.19 05:00 | close | 9 | 0.02 | 1.79597 | 1.79352 | 1.80052 | -0.07 | 1003.66 |
| 28 | 2024.10.08 03:00 | sell | 10 | 0.02 | 1.78338 | 0.00000 | 0.00000 | ||
| 29 | 2024.10.08 03:00 | modify | 10 | 0.02 | 1.78338 | 1.78588 | 1.77888 | ||
| 30 | 2024.10.08 05:00 | close | 10 | 0.02 | 1.78332 | 1.78588 | 1.77888 | 0.09 | 1003.75 |
| 31 | 2024.10.17 03:00 | sell | 11 | 0.02 | 1.78695 | 0.00000 | 0.00000 | ||
| 32 | 2024.10.17 03:00 | modify | 11 | 0.02 | 1.78695 | 1.78945 | 1.78245 | ||
| 33 | 2024.10.17 05:00 | close | 11 | 0.02 | 1.78745 | 1.78945 | 1.78245 | -0.70 | 1003.05 |
| 34 | 2024.10.23 03:00 | sell | 12 | 0.02 | 1.79467 | 0.00000 | 0.00000 | ||
| 35 | 2024.10.23 03:00 | modify | 12 | 0.02 | 1.79467 | 1.79717 | 1.79017 | ||
| 36 | 2024.10.23 05:00 | close | 12 | 0.02 | 1.79542 | 1.79717 | 1.79017 | -1.05 | 1002.00 |
| 37 | 2024.10.24 03:00 | buy | 13 | 0.02 | 1.78709 | 0.00000 | 0.00000 | ||
| 38 | 2024.10.24 03:00 | modify | 13 | 0.02 | 1.78709 | 1.78459 | 1.79159 | ||
| 39 | 2024.10.24 05:00 | close | 13 | 0.02 | 1.78699 | 1.78459 | 1.79159 | -0.14 | 1001.86 |
| 40 | 2024.10.29 04:00 | buy | 14 | 0.02 | 1.80150 | 0.00000 | 0.00000 | ||
| 41 | 2024.10.29 04:00 | modify | 14 | 0.02 | 1.80150 | 1.79900 | 1.80600 | ||
| 42 | 2024.10.29 05:00 | close | 14 | 0.02 | 1.80130 | 1.79900 | 1.80600 | -0.28 | 1001.58 |
| 43 | 2024.10.30 03:00 | buy | 15 | 0.02 | 1.81063 | 0.00000 | 0.00000 | ||
| 44 | 2024.10.30 03:00 | modify | 15 | 0.02 | 1.81063 | 1.80813 | 1.81513 | ||
| 45 | 2024.10.30 05:00 | close | 15 | 0.02 | 1.80931 | 1.80813 | 1.81513 | -1.83 | 999.75 |
| 46 | 2024.11.06 03:00 | buy | 16 | 0.02 | 1.79670 | 0.00000 | 0.00000 | ||
| 47 | 2024.11.06 03:00 | modify | 16 | 0.02 | 1.79670 | 1.79420 | 1.80120 | ||
| 48 | 2024.11.06 03:23 | s/l | 16 | 0.02 | 1.79420 | 1.79420 | 1.80120 | -3.48 | 996.27 |
| 49 | 2024.11.26 03:00 | buy | 17 | 0.02 | 1.76891 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.26 03:00 | modify | 17 | 0.02 | 1.76891 | 1.76641 | 1.77341 | ||
| 51 | 2024.11.26 05:00 | close | 17 | 0.02 | 1.76990 | 1.76641 | 1.77341 | 1.38 | 997.65 |
| 52 | 2025.01.06 03:00 | buy | 18 | 0.02 | 1.79110 | 0.00000 | 0.00000 | ||
| 53 | 2025.01.06 03:00 | modify | 18 | 0.02 | 1.79110 | 1.78860 | 1.79560 | ||
| 54 | 2025.01.06 05:00 | close | 18 | 0.02 | 1.79124 | 1.78860 | 1.79560 | 0.19 | 997.84 |
| 55 | 2025.01.21 03:00 | buy | 19 | 0.02 | 1.77215 | 0.00000 | 0.00000 | ||
| 56 | 2025.01.21 03:00 | modify | 19 | 0.02 | 1.77215 | 1.76965 | 1.77665 | ||
| 57 | 2025.01.21 05:00 | close | 19 | 0.02 | 1.77312 | 1.76965 | 1.77665 | 1.35 | 999.19 |
| 58 | 2025.01.24 03:00 | sell | 20 | 0.02 | 1.77629 | 0.00000 | 0.00000 | ||
| 59 | 2025.01.24 03:00 | modify | 20 | 0.02 | 1.77629 | 1.77879 | 1.77179 | ||
| 60 | 2025.01.24 05:00 | close | 20 | 0.02 | 1.77753 | 1.77879 | 1.77179 | -1.73 | 997.46 |
| 61 | 2025.01.28 03:00 | buy | 21 | 0.02 | 1.79155 | 0.00000 | 0.00000 | ||
| 62 | 2025.01.28 03:00 | modify | 21 | 0.02 | 1.79155 | 1.78905 | 1.79605 | ||
| 63 | 2025.01.28 05:00 | close | 21 | 0.02 | 1.79128 | 1.78905 | 1.79605 | -0.38 | 997.08 |
| 64 | 2025.02.03 03:00 | sell | 22 | 0.02 | 1.81236 | 0.00000 | 0.00000 | ||
| 65 | 2025.02.03 03:00 | modify | 22 | 0.02 | 1.81236 | 1.81486 | 1.80786 | ||
| 66 | 2025.02.03 04:43 | t/p | 22 | 0.02 | 1.80786 | 1.81486 | 1.80786 | 6.26 | 1003.34 |
| 67 | 2025.02.24 03:00 | sell | 23 | 0.02 | 1.79933 | 0.00000 | 0.00000 | ||
| 68 | 2025.02.24 03:00 | modify | 23 | 0.02 | 1.79933 | 1.80183 | 1.79483 | ||
| 69 | 2025.02.24 05:00 | close | 23 | 0.02 | 1.79947 | 1.80183 | 1.79483 | -0.19 | 1003.15 |
| 70 | 2025.02.27 03:00 | buy | 24 | 0.02 | 1.81733 | 0.00000 | 0.00000 | ||
| 71 | 2025.02.27 03:00 | modify | 24 | 0.02 | 1.81733 | 1.81483 | 1.82183 | ||
| 72 | 2025.02.27 05:00 | close | 24 | 0.02 | 1.81671 | 1.81483 | 1.82183 | -0.86 | 1002.29 |
| 73 | 2025.02.28 03:00 | buy | 25 | 0.02 | 1.81884 | 0.00000 | 0.00000 | ||
| 74 | 2025.02.28 03:00 | modify | 25 | 0.02 | 1.81884 | 1.81634 | 1.82334 | ||
| 75 | 2025.02.28 05:00 | close | 25 | 0.02 | 1.81775 | 1.81634 | 1.82334 | -1.52 | 1000.77 |