Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
| 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=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=25; 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=200; 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 | 25724 | Ticks modelled | 911005 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 60 | ||
| Total net profit | 145.98 | Gross profit | 275.53 | Gross loss | -129.55 |
| Profit factor | 2.13 | Expected payoff | 4.87 | ||
| Absolute drawdown | 21.92 | Maximal drawdown | 79.46 (7.00%) | Relative drawdown | 7.00% (79.46) |
| Total trades | 30 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 25 (60.00%) |
| Profit trades (% of total) | 18 (60.00%) | Loss trades (% of total) | 12 (40.00%) | ||
| Largest | profit trade | 28.57 | loss trade | -19.17 | |
| Average | profit trade | 15.31 | loss trade | -10.80 | |
| Maximum | consecutive wins (profit in money) | 6 (95.04) | consecutive losses (loss in money) | 5 (-43.62) | |
| Maximal | consecutive profit (count of wins) | 95.04 (6) | consecutive loss (count of losses) | -43.62 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.05 22:00 | buy | 1 | 0.20 | 2.08566 | 0.00000 | 0.00000 | ||
| 2 | 2024.03.05 22:00 | modify | 1 | 0.20 | 2.08566 | 2.08066 | 2.08816 | ||
| 3 | 2024.03.05 23:00 | close | 1 | 0.20 | 2.08659 | 2.08066 | 2.08816 | 10.61 | 1010.61 |
| 4 | 2024.03.12 22:00 | buy | 2 | 0.20 | 2.07972 | 0.00000 | 0.00000 | ||
| 5 | 2024.03.12 22:00 | modify | 2 | 0.20 | 2.07972 | 2.07472 | 2.08222 | ||
| 6 | 2024.03.12 23:00 | close | 2 | 0.20 | 2.08039 | 2.07472 | 2.08222 | 7.65 | 1018.26 |
| 7 | 2024.03.13 22:00 | buy | 3 | 0.20 | 2.07842 | 0.00000 | 0.00000 | ||
| 8 | 2024.03.13 22:00 | modify | 3 | 0.20 | 2.07842 | 2.07342 | 2.08092 | ||
| 9 | 2024.03.13 23:00 | close | 3 | 0.20 | 2.07896 | 2.07342 | 2.08092 | 6.17 | 1024.43 |
| 10 | 2024.03.14 22:00 | buy | 4 | 0.20 | 2.08042 | 0.00000 | 0.00000 | ||
| 11 | 2024.03.14 22:00 | modify | 4 | 0.20 | 2.08042 | 2.07542 | 2.08292 | ||
| 12 | 2024.03.14 23:00 | close | 4 | 0.20 | 2.08160 | 2.07542 | 2.08292 | 13.47 | 1037.90 |
| 13 | 2024.03.20 22:00 | sell | 5 | 0.20 | 2.10717 | 0.00000 | 0.00000 | ||
| 14 | 2024.03.20 22:00 | modify | 5 | 0.20 | 2.10717 | 2.11217 | 2.10467 | ||
| 15 | 2024.03.20 22:25 | t/p | 5 | 0.20 | 2.10467 | 2.11217 | 2.10467 | 28.57 | 1066.47 |
| 16 | 2024.03.20 22:30 | sell | 6 | 0.20 | 2.10299 | 0.00000 | 0.00000 | ||
| 17 | 2024.03.20 22:30 | modify | 6 | 0.20 | 2.10299 | 2.10799 | 2.10049 | ||
| 18 | 2024.03.20 22:59 | t/p | 6 | 0.20 | 2.10049 | 2.10799 | 2.10049 | 28.57 | 1095.04 |
| 19 | 2024.03.21 22:00 | buy | 7 | 0.20 | 2.09422 | 0.00000 | 0.00000 | ||
| 20 | 2024.03.21 22:00 | modify | 7 | 0.20 | 2.09422 | 2.08922 | 2.09672 | ||
| 21 | 2024.03.21 23:00 | close | 7 | 0.20 | 2.09375 | 2.08922 | 2.09672 | -5.36 | 1089.68 |
| 22 | 2024.03.24 22:00 | buy | 8 | 0.20 | 2.10171 | 0.00000 | 0.00000 | ||
| 23 | 2024.03.24 22:00 | modify | 8 | 0.20 | 2.10171 | 2.09671 | 2.10421 | ||
| 24 | 2024.03.24 23:00 | close | 8 | 0.20 | 2.10304 | 2.09671 | 2.10421 | 15.18 | 1104.86 |
| 25 | 2024.03.25 22:00 | buy | 9 | 0.20 | 2.10451 | 0.00000 | 0.00000 | ||
| 26 | 2024.03.25 22:00 | modify | 9 | 0.20 | 2.10451 | 2.09951 | 2.10701 | ||
| 27 | 2024.03.25 23:00 | close | 9 | 0.20 | 2.10559 | 2.09951 | 2.10701 | 12.32 | 1117.18 |
| 28 | 2024.04.04 22:00 | buy | 10 | 0.20 | 2.09727 | 0.00000 | 0.00000 | ||
| 29 | 2024.04.04 22:00 | modify | 10 | 0.20 | 2.09727 | 2.09227 | 2.09977 | ||
| 30 | 2024.04.04 23:00 | close | 10 | 0.20 | 2.09884 | 2.09227 | 2.09977 | 17.92 | 1135.10 |
| 31 | 2024.04.10 22:00 | buy | 11 | 0.20 | 2.09842 | 0.00000 | 0.00000 | ||
| 32 | 2024.04.10 22:00 | modify | 11 | 0.20 | 2.09842 | 2.09342 | 2.10092 | ||
| 33 | 2024.04.10 23:00 | close | 11 | 0.20 | 2.09697 | 2.09342 | 2.10092 | -16.55 | 1118.55 |
| 34 | 2024.05.01 22:45 | buy | 12 | 0.20 | 2.11376 | 0.00000 | 0.00000 | ||
| 35 | 2024.05.01 22:45 | modify | 12 | 0.20 | 2.11376 | 2.10876 | 2.11626 | ||
| 36 | 2024.05.01 23:00 | close | 12 | 0.20 | 2.11388 | 2.10876 | 2.11626 | 1.37 | 1119.92 |
| 37 | 2024.05.02 22:00 | buy | 13 | 0.20 | 2.10252 | 0.00000 | 0.00000 | ||
| 38 | 2024.05.02 22:00 | modify | 13 | 0.20 | 2.10252 | 2.09752 | 2.10502 | ||
| 39 | 2024.05.02 23:00 | close | 13 | 0.20 | 2.10239 | 2.09752 | 2.10502 | -1.48 | 1118.44 |
| 40 | 2024.05.13 22:00 | buy | 14 | 0.20 | 2.08732 | 0.00000 | 0.00000 | ||
| 41 | 2024.05.13 22:00 | modify | 14 | 0.20 | 2.08732 | 2.08232 | 2.08982 | ||
| 42 | 2024.05.13 23:00 | close | 14 | 0.20 | 2.08598 | 2.08232 | 2.08982 | -15.30 | 1103.14 |
| 43 | 2024.05.23 22:00 | buy | 15 | 0.20 | 2.08171 | 0.00000 | 0.00000 | ||
| 44 | 2024.05.23 22:00 | modify | 15 | 0.20 | 2.08171 | 2.07671 | 2.08421 | ||
| 45 | 2024.05.23 23:00 | close | 15 | 0.20 | 2.08154 | 2.07671 | 2.08421 | -1.95 | 1101.19 |
| 46 | 2024.05.30 22:00 | buy | 16 | 0.20 | 2.08212 | 0.00000 | 0.00000 | ||
| 47 | 2024.05.30 22:00 | modify | 16 | 0.20 | 2.08212 | 2.07712 | 2.08462 | ||
| 48 | 2024.05.30 23:00 | close | 16 | 0.20 | 2.08117 | 2.07712 | 2.08462 | -10.84 | 1090.35 |
| 49 | 2024.06.04 22:00 | sell | 17 | 0.20 | 2.06672 | 0.00000 | 0.00000 | ||
| 50 | 2024.06.04 22:00 | modify | 17 | 0.20 | 2.06672 | 2.07172 | 2.06422 | ||
| 51 | 2024.06.04 23:00 | close | 17 | 0.20 | 2.06795 | 2.07172 | 2.06422 | -14.05 | 1076.30 |
| 52 | 2024.07.16 22:00 | buy | 18 | 0.20 | 2.14452 | 0.00000 | 0.00000 | ||
| 53 | 2024.07.16 22:00 | modify | 18 | 0.20 | 2.14452 | 2.13952 | 2.14702 | ||
| 54 | 2024.07.16 22:45 | t/p | 18 | 0.20 | 2.14702 | 2.13952 | 2.14702 | 28.54 | 1104.84 |
| 55 | 2024.08.05 22:45 | buy | 19 | 0.20 | 2.15117 | 0.00000 | 0.00000 | ||
| 56 | 2024.08.05 22:45 | modify | 19 | 0.20 | 2.15117 | 2.14617 | 2.15367 | ||
| 57 | 2024.08.05 23:00 | close | 19 | 0.20 | 2.14978 | 2.14617 | 2.15367 | -15.86 | 1088.98 |
| 58 | 2024.09.08 22:00 | buy | 20 | 0.20 | 2.12731 | 0.00000 | 0.00000 | ||
| 59 | 2024.09.08 22:00 | modify | 20 | 0.20 | 2.12731 | 2.12231 | 2.12981 | ||
| 60 | 2024.09.08 23:00 | close | 20 | 0.20 | 2.12746 | 2.12231 | 2.12981 | 1.71 | 1090.69 |
| 61 | 2024.10.15 22:00 | sell | 21 | 0.20 | 2.15492 | 0.00000 | 0.00000 | ||
| 62 | 2024.10.15 22:00 | modify | 21 | 0.20 | 2.15492 | 2.15992 | 2.15242 | ||
| 63 | 2024.10.15 22:18 | t/p | 21 | 0.20 | 2.15242 | 2.15992 | 2.15242 | 28.57 | 1119.26 |
| 64 | 2024.10.16 22:00 | buy | 22 | 0.20 | 2.14440 | 0.00000 | 0.00000 | ||
| 65 | 2024.10.16 22:00 | modify | 22 | 0.20 | 2.14440 | 2.13940 | 2.14690 | ||
| 66 | 2024.10.16 23:00 | close | 22 | 0.20 | 2.14448 | 2.13940 | 2.14690 | 0.92 | 1120.18 |
| 67 | 2024.11.26 22:45 | buy | 23 | 0.20 | 2.15419 | 0.00000 | 0.00000 | ||
| 68 | 2024.11.26 22:45 | modify | 23 | 0.20 | 2.15419 | 2.14919 | 2.15669 | ||
| 69 | 2024.11.26 23:00 | close | 23 | 0.20 | 2.15292 | 2.14919 | 2.15669 | -14.49 | 1105.69 |
| 70 | 2024.12.12 22:45 | buy | 24 | 0.20 | 2.19728 | 0.00000 | 0.00000 | ||
| 71 | 2024.12.12 22:45 | modify | 24 | 0.20 | 2.19728 | 2.19228 | 2.19978 | ||
| 72 | 2024.12.12 23:00 | close | 24 | 0.20 | 2.19784 | 2.19228 | 2.19978 | 6.39 | 1112.08 |
| 73 | 2024.12.18 22:00 | sell | 25 | 0.20 | 2.23446 | 0.00000 | 0.00000 | ||
| 74 | 2024.12.18 22:00 | modify | 25 | 0.20 | 2.23446 | 2.23946 | 2.23196 | ||
| 75 | 2024.12.18 23:00 | close | 25 | 0.20 | 2.23505 | 2.23946 | 2.23196 | -6.74 | 1105.34 |
| 76 | 2025.01.02 22:30 | buy | 26 | 0.20 | 2.21173 | 0.00000 | 0.00000 | ||
| 77 | 2025.01.02 22:30 | modify | 26 | 0.20 | 2.21173 | 2.20673 | 2.21423 | ||
| 78 | 2025.01.02 23:00 | close | 26 | 0.20 | 2.21105 | 2.20673 | 2.21423 | -7.76 | 1097.58 |
| 79 | 2025.01.05 22:00 | buy | 27 | 0.20 | 2.21023 | 0.00000 | 0.00000 | ||
| 80 | 2025.01.05 22:00 | modify | 27 | 0.20 | 2.21023 | 2.20523 | 2.21273 | ||
| 81 | 2025.01.05 22:33 | t/p | 27 | 0.20 | 2.21273 | 2.20523 | 2.21273 | 28.54 | 1126.12 |
| 82 | 2025.01.13 22:00 | buy | 28 | 0.20 | 2.18396 | 0.00000 | 0.00000 | ||
| 83 | 2025.01.13 22:00 | modify | 28 | 0.20 | 2.18396 | 2.17896 | 2.18646 | ||
| 84 | 2025.01.13 23:00 | close | 28 | 0.20 | 2.18488 | 2.17896 | 2.18646 | 10.50 | 1136.62 |
| 85 | 2025.01.29 22:30 | buy | 29 | 0.20 | 2.19928 | 0.00000 | 0.00000 | ||
| 86 | 2025.01.29 22:30 | modify | 29 | 0.20 | 2.19928 | 2.19428 | 2.20178 | ||
| 87 | 2025.01.29 23:00 | close | 29 | 0.20 | 2.19760 | 2.19428 | 2.20178 | -19.17 | 1117.45 |
| 88 | 2025.02.03 22:00 | buy | 30 | 0.20 | 2.20843 | 0.00000 | 0.00000 | ||
| 89 | 2025.02.03 22:00 | modify | 30 | 0.20 | 2.20843 | 2.20343 | 2.21093 | ||
| 90 | 2025.02.03 22:43 | t/p | 30 | 0.20 | 2.21093 | 2.20343 | 2.21093 | 28.53 | 1145.98 |