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=3; VolumeRequiredPct=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=30; 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=200; 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=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 183.23 | Gross profit | 351.85 | Gross loss | -168.62 |
| Profit factor | 2.09 | Expected payoff | 5.24 | ||
| Absolute drawdown | 34.81 | Maximal drawdown | 75.91 (6.95%) | Relative drawdown | 6.95% (75.91) |
| Total trades | 35 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 20 (57.14%) | Loss trades (% of total) | 15 (42.86%) | ||
| Largest | profit trade | 37.86 | loss trade | -31.54 | |
| Average | profit trade | 17.59 | loss trade | -11.24 | |
| Maximum | consecutive wins (profit in money) | 6 (159.00) | consecutive losses (loss in money) | 6 (-30.91) | |
| Maximal | consecutive profit (count of wins) | 159.00 (6) | consecutive loss (count of losses) | -50.58 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.06 21:00 | sell | 1 | 0.20 | 1.66003 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.06 21:00 | modify | 1 | 0.20 | 1.66003 | 1.66253 | 1.65703 | ||
| 3 | 2024.03.06 22:00 | close | 1 | 0.20 | 1.65976 | 1.66253 | 1.65703 | 3.41 | 1003.41 |
| 4 | 2024.03.11 21:30 | sell | 2 | 0.20 | 1.65208 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.11 21:30 | modify | 2 | 0.20 | 1.65208 | 1.65458 | 1.64908 | ||
| 6 | 2024.03.11 22:00 | close | 2 | 0.20 | 1.65245 | 1.65458 | 1.64908 | -4.67 | 998.74 |
| 7 | 2024.03.12 21:45 | buy | 3 | 0.20 | 1.65414 | 0.00000 | 0.00000 | ||
| 8 | 2024.03.12 21:45 | modify | 3 | 0.20 | 1.65414 | 1.65164 | 1.65714 | ||
| 9 | 2024.03.12 22:00 | close | 3 | 0.20 | 1.65369 | 1.65164 | 1.65714 | -5.67 | 993.07 |
| 10 | 2024.03.13 21:45 | sell | 4 | 0.20 | 1.65339 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.13 21:45 | modify | 4 | 0.20 | 1.65339 | 1.65589 | 1.65039 | ||
| 12 | 2024.03.13 22:00 | close | 4 | 0.20 | 1.65353 | 1.65589 | 1.65039 | -1.77 | 991.30 |
| 13 | 2024.03.14 21:30 | sell | 5 | 0.20 | 1.65334 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.14 21:30 | modify | 5 | 0.20 | 1.65334 | 1.65584 | 1.65034 | ||
| 15 | 2024.03.14 22:00 | close | 5 | 0.20 | 1.65398 | 1.65584 | 1.65034 | -8.07 | 983.23 |
| 16 | 2024.03.19 21:45 | sell | 6 | 0.20 | 1.66296 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.19 21:45 | modify | 6 | 0.20 | 1.66296 | 1.66546 | 1.65996 | ||
| 18 | 2024.03.19 22:00 | close | 6 | 0.20 | 1.66336 | 1.66546 | 1.65996 | -5.05 | 978.18 |
| 19 | 2024.03.21 21:45 | sell | 7 | 0.20 | 1.65272 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.21 21:45 | modify | 7 | 0.20 | 1.65272 | 1.65522 | 1.64972 | ||
| 21 | 2024.03.21 22:00 | close | 7 | 0.20 | 1.65317 | 1.65522 | 1.64972 | -5.68 | 972.50 |
| 22 | 2024.03.28 21:30 | buy | 8 | 0.20 | 1.65542 | 0.00000 | 0.00000 | ||
| 23 | 2024.03.28 21:30 | modify | 8 | 0.20 | 1.65542 | 1.65292 | 1.65842 | ||
| 24 | 2024.03.28 22:00 | close | 8 | 0.20 | 1.65573 | 1.65292 | 1.65842 | 3.91 | 976.41 |
| 25 | 2024.04.04 21:30 | buy | 9 | 0.20 | 1.64489 | 0.00000 | 0.00000 | ||
| 26 | 2024.04.04 21:30 | modify | 9 | 0.20 | 1.64489 | 1.64239 | 1.64789 | ||
| 27 | 2024.04.04 22:00 | close | 9 | 0.20 | 1.64483 | 1.64239 | 1.64789 | -0.75 | 975.66 |
| 28 | 2024.05.01 21:00 | buy | 10 | 0.20 | 1.64068 | 0.00000 | 0.00000 | ||
| 29 | 2024.05.01 21:00 | modify | 10 | 0.20 | 1.64068 | 1.63818 | 1.64368 | ||
| 30 | 2024.05.01 21:25 | t/p | 10 | 0.20 | 1.64368 | 1.63818 | 1.64368 | 37.83 | 1013.49 |
| 31 | 2024.05.27 21:15 | sell | 11 | 0.20 | 1.63144 | 0.00000 | 0.00000 | ||
| 32 | 2024.05.27 21:15 | modify | 11 | 0.20 | 1.63144 | 1.63394 | 1.62844 | ||
| 33 | 2024.05.27 22:00 | close | 11 | 0.20 | 1.63159 | 1.63394 | 1.62844 | -1.89 | 1011.60 |
| 34 | 2024.09.08 21:00 | buy | 12 | 0.20 | 1.66117 | 0.00000 | 0.00000 | ||
| 35 | 2024.09.08 21:00 | modify | 12 | 0.20 | 1.66117 | 1.65867 | 1.66417 | ||
| 36 | 2024.09.08 22:00 | close | 12 | 0.20 | 1.66163 | 1.65867 | 1.66417 | 5.80 | 1017.40 |
| 37 | 2024.11.04 21:00 | sell | 13 | 0.20 | 1.65163 | 0.00000 | 0.00000 | ||
| 38 | 2024.11.04 21:00 | modify | 13 | 0.20 | 1.65163 | 1.65413 | 1.64863 | ||
| 39 | 2024.11.04 22:05 | close | 13 | 0.20 | 1.65059 | 1.65413 | 1.64863 | 13.12 | 1030.52 |
| 40 | 2024.11.06 21:00 | sell | 14 | 0.20 | 1.63336 | 0.00000 | 0.00000 | ||
| 41 | 2024.11.06 21:00 | modify | 14 | 0.20 | 1.63336 | 1.63586 | 1.63036 | ||
| 42 | 2024.11.06 22:00 | close | 14 | 0.20 | 1.63240 | 1.63586 | 1.63036 | 12.11 | 1042.63 |
| 43 | 2024.11.07 21:00 | sell | 15 | 0.20 | 1.61765 | 0.00000 | 0.00000 | ||
| 44 | 2024.11.07 21:00 | modify | 15 | 0.20 | 1.61765 | 1.62015 | 1.61465 | ||
| 45 | 2024.11.07 22:00 | close | 15 | 0.20 | 1.61635 | 1.62015 | 1.61465 | 16.41 | 1059.04 |
| 46 | 2024.11.12 21:00 | sell | 16 | 0.20 | 1.62512 | 0.00000 | 0.00000 | ||
| 47 | 2024.11.12 21:00 | modify | 16 | 0.20 | 1.62512 | 1.62762 | 1.62212 | ||
| 48 | 2024.11.12 22:00 | close | 16 | 0.20 | 1.62383 | 1.62762 | 1.62212 | 16.28 | 1075.32 |
| 49 | 2024.11.14 21:00 | buy | 17 | 0.20 | 1.63157 | 0.00000 | 0.00000 | ||
| 50 | 2024.11.14 21:00 | modify | 17 | 0.20 | 1.63157 | 1.62907 | 1.63457 | ||
| 51 | 2024.11.14 22:05 | close | 17 | 0.20 | 1.63018 | 1.62907 | 1.63457 | -17.53 | 1057.79 |
| 52 | 2024.11.29 21:15 | sell | 18 | 0.20 | 1.62223 | 0.00000 | 0.00000 | ||
| 53 | 2024.11.29 21:15 | modify | 18 | 0.20 | 1.62223 | 1.62473 | 1.61923 | ||
| 54 | 2024.12.01 22:00 | close | 18 | 0.20 | 1.62235 | 1.62473 | 1.61923 | -1.51 | 1056.28 |
| 55 | 2024.12.18 21:00 | sell | 19 | 0.20 | 1.66479 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.18 21:00 | modify | 19 | 0.20 | 1.66479 | 1.66729 | 1.66179 | ||
| 57 | 2024.12.18 21:41 | s/l | 19 | 0.20 | 1.66729 | 1.66729 | 1.66179 | -31.54 | 1024.74 |
| 58 | 2024.12.20 21:00 | sell | 20 | 0.20 | 1.66745 | 0.00000 | 0.00000 | ||
| 59 | 2024.12.20 21:00 | modify | 20 | 0.20 | 1.66745 | 1.66995 | 1.66445 | ||
| 60 | 2024.12.22 22:00 | close | 20 | 0.20 | 1.66554 | 1.66995 | 1.66445 | 24.10 | 1048.84 |
| 61 | 2024.12.30 21:00 | sell | 21 | 0.20 | 1.67146 | 0.00000 | 0.00000 | ||
| 62 | 2024.12.30 21:00 | modify | 21 | 0.20 | 1.67146 | 1.67396 | 1.66846 | ||
| 63 | 2024.12.30 22:05 | close | 21 | 0.20 | 1.66951 | 1.67396 | 1.66846 | 24.60 | 1073.44 |
| 64 | 2024.12.31 21:00 | sell | 22 | 0.20 | 1.67339 | 0.00000 | 0.00000 | ||
| 65 | 2024.12.31 21:00 | modify | 22 | 0.20 | 1.67339 | 1.67589 | 1.67039 | ||
| 66 | 2025.01.01 22:05 | close | 22 | 0.20 | 1.67210 | 1.67589 | 1.67039 | 16.60 | 1090.04 |
| 67 | 2025.01.02 21:00 | sell | 23 | 0.20 | 1.65416 | 0.00000 | 0.00000 | ||
| 68 | 2025.01.02 21:00 | modify | 23 | 0.20 | 1.65416 | 1.65666 | 1.65116 | ||
| 69 | 2025.01.02 22:05 | close | 23 | 0.20 | 1.65394 | 1.65666 | 1.65116 | 2.78 | 1092.82 |
| 70 | 2025.01.06 21:00 | buy | 24 | 0.20 | 1.66416 | 0.00000 | 0.00000 | ||
| 71 | 2025.01.06 21:00 | modify | 24 | 0.20 | 1.66416 | 1.66166 | 1.66716 | ||
| 72 | 2025.01.06 22:05 | close | 24 | 0.20 | 1.66198 | 1.66166 | 1.66716 | -27.49 | 1065.33 |
| 73 | 2025.01.08 21:00 | buy | 25 | 0.20 | 1.65976 | 0.00000 | 0.00000 | ||
| 74 | 2025.01.08 21:00 | modify | 25 | 0.20 | 1.65976 | 1.65726 | 1.66276 | ||
| 75 | 2025.01.08 22:05 | close | 25 | 0.20 | 1.65837 | 1.65726 | 1.66276 | -17.53 | 1047.80 |
| 76 | 2025.01.20 21:15 | sell | 26 | 0.20 | 1.66023 | 0.00000 | 0.00000 | ||
| 77 | 2025.01.20 21:15 | modify | 26 | 0.20 | 1.66023 | 1.66273 | 1.65723 | ||
| 78 | 2025.01.20 22:00 | close | 26 | 0.20 | 1.65987 | 1.66273 | 1.65723 | 4.54 | 1052.34 |
| 79 | 2025.01.29 21:00 | buy | 27 | 0.20 | 1.67172 | 0.00000 | 0.00000 | ||
| 80 | 2025.01.29 21:00 | modify | 27 | 0.20 | 1.67172 | 1.66922 | 1.67472 | ||
| 81 | 2025.01.29 22:05 | close | 27 | 0.20 | 1.67109 | 1.66922 | 1.67472 | -7.94 | 1044.40 |
| 82 | 2025.01.30 21:00 | sell | 28 | 0.20 | 1.67378 | 0.00000 | 0.00000 | ||
| 83 | 2025.01.30 21:00 | modify | 28 | 0.20 | 1.67378 | 1.67628 | 1.67078 | ||
| 84 | 2025.01.30 22:05 | close | 28 | 0.20 | 1.67288 | 1.67628 | 1.67078 | 11.36 | 1055.76 |
| 85 | 2025.01.31 21:00 | buy | 29 | 0.20 | 1.66976 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.31 21:00 | modify | 29 | 0.20 | 1.66976 | 1.66726 | 1.67276 | ||
| 87 | 2025.01.31 21:12 | s/l | 29 | 0.20 | 1.66726 | 1.66726 | 1.67276 | -31.53 | 1024.23 |
| 88 | 2025.01.31 21:45 | sell | 30 | 0.20 | 1.66848 | 0.00000 | 0.00000 | ||
| 89 | 2025.01.31 21:45 | modify | 30 | 0.20 | 1.66848 | 1.67098 | 1.66548 | ||
| 90 | 2025.02.02 22:00 | t/p | 30 | 0.20 | 1.66548 | 1.67098 | 1.66548 | 37.86 | 1062.09 |
| 91 | 2025.02.03 21:00 | sell | 31 | 0.20 | 1.66453 | 0.00000 | 0.00000 | ||
| 92 | 2025.02.03 21:00 | modify | 31 | 0.20 | 1.66453 | 1.66703 | 1.66153 | ||
| 93 | 2025.02.03 21:46 | t/p | 31 | 0.20 | 1.66153 | 1.66703 | 1.66153 | 37.85 | 1099.94 |
| 94 | 2025.02.24 21:00 | sell | 32 | 0.20 | 1.64878 | 0.00000 | 0.00000 | ||
| 95 | 2025.02.24 21:00 | modify | 32 | 0.20 | 1.64878 | 1.65128 | 1.64578 | ||
| 96 | 2025.02.24 22:00 | close | 32 | 0.20 | 1.64608 | 1.65128 | 1.64578 | 34.07 | 1134.01 |
| 97 | 2025.02.25 21:00 | sell | 33 | 0.20 | 1.65783 | 0.00000 | 0.00000 | ||
| 98 | 2025.02.25 21:00 | modify | 33 | 0.20 | 1.65783 | 1.66033 | 1.65483 | ||
| 99 | 2025.02.25 22:00 | close | 33 | 0.20 | 1.65579 | 1.66033 | 1.65483 | 25.75 | 1159.76 |
| 100 | 2025.02.27 21:00 | sell | 34 | 0.20 | 1.66815 | 0.00000 | 0.00000 | ||
| 101 | 2025.02.27 21:00 | modify | 34 | 0.20 | 1.66815 | 1.67065 | 1.66515 | ||
| 102 | 2025.02.27 22:05 | close | 34 | 0.20 | 1.66721 | 1.67065 | 1.66515 | 11.86 | 1171.62 |
| 103 | 2025.02.28 21:00 | sell | 35 | 0.20 | 1.67174 | 0.00000 | 0.00000 | ||
| 104 | 2025.02.28 21:00 | modify | 35 | 0.20 | 1.67174 | 1.67424 | 1.66874 | ||
| 105 | 2025.02.28 21:59 | close at stop | 35 | 0.20 | 1.67082 | 1.67424 | 1.66874 | 11.61 | 1183.23 |