Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 15 Minutes (M15) 2024.07.01 00:00 - 2025.06.30 23:45 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=10; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; 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 | 25852 | Ticks modelled | 917713 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 173.16 | Gross profit | 499.11 | Gross loss | -325.95 |
| Profit factor | 1.53 | Expected payoff | 3.94 | ||
| Absolute drawdown | 48.88 | Maximal drawdown | 122.38 (10.22%) | Relative drawdown | 10.22% (122.38) |
| Total trades | 44 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 25 (32.00%) |
| Profit trades (% of total) | 16 (36.36%) | Loss trades (% of total) | 28 (63.64%) | ||
| Largest | profit trade | 67.91 | loss trade | -13.59 | |
| Average | profit trade | 31.19 | loss trade | -11.64 | |
| Maximum | consecutive wins (profit in money) | 2 (93.44) | consecutive losses (loss in money) | 6 (-63.84) | |
| Maximal | consecutive profit (count of wins) | 93.44 (2) | consecutive loss (count of losses) | -67.90 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.22 21:45 | sell | 1 | 0.20 | 202.909 | 0.000 | 0.000 | ||
| 2 | 2024.07.22 21:45 | modify | 1 | 0.20 | 202.909 | 203.009 | 202.409 | ||
| 3 | 2024.07.22 22:00 | close | 1 | 0.20 | 202.940 | 203.009 | 202.409 | -4.21 | 995.79 |
| 4 | 2024.07.24 21:45 | buy | 2 | 0.20 | 198.279 | 0.000 | 0.000 | ||
| 5 | 2024.07.24 21:45 | modify | 2 | 0.20 | 198.279 | 198.179 | 198.779 | ||
| 6 | 2024.07.24 22:00 | close | 2 | 0.20 | 198.323 | 198.179 | 198.779 | 5.98 | 1001.77 |
| 7 | 2024.07.31 21:45 | sell | 3 | 0.20 | 192.679 | 0.000 | 0.000 | ||
| 8 | 2024.07.31 21:45 | modify | 3 | 0.20 | 192.679 | 192.779 | 192.179 | ||
| 9 | 2024.07.31 22:00 | close | 3 | 0.20 | 192.688 | 192.779 | 192.179 | -1.23 | 1000.54 |
| 10 | 2024.09.04 21:15 | buy | 4 | 0.20 | 188.836 | 0.000 | 0.000 | ||
| 11 | 2024.09.04 21:15 | modify | 4 | 0.20 | 188.836 | 188.736 | 189.336 | ||
| 12 | 2024.09.04 21:23 | s/l | 4 | 0.20 | 188.736 | 188.736 | 189.336 | -13.58 | 986.96 |
| 13 | 2024.09.11 21:00 | buy | 5 | 0.20 | 185.668 | 0.000 | 0.000 | ||
| 14 | 2024.09.11 21:00 | modify | 5 | 0.20 | 185.668 | 185.568 | 186.168 | ||
| 15 | 2024.09.11 21:05 | s/l | 5 | 0.20 | 185.568 | 185.568 | 186.168 | -13.58 | 973.38 |
| 16 | 2024.09.18 21:00 | sell | 6 | 0.20 | 187.955 | 0.000 | 0.000 | ||
| 17 | 2024.09.18 21:00 | modify | 6 | 0.20 | 187.955 | 188.055 | 187.455 | ||
| 18 | 2024.09.18 22:00 | close | 6 | 0.20 | 187.745 | 188.055 | 187.455 | 28.52 | 1001.90 |
| 19 | 2024.10.01 21:00 | sell | 7 | 0.20 | 190.690 | 0.000 | 0.000 | ||
| 20 | 2024.10.01 21:00 | modify | 7 | 0.20 | 190.690 | 190.790 | 190.190 | ||
| 21 | 2024.10.01 22:00 | close | 7 | 0.20 | 190.772 | 190.790 | 190.190 | -11.14 | 990.76 |
| 22 | 2024.10.30 21:00 | buy | 8 | 0.20 | 198.869 | 0.000 | 0.000 | ||
| 23 | 2024.10.30 21:00 | modify | 8 | 0.20 | 198.869 | 198.769 | 199.369 | ||
| 24 | 2024.10.30 21:02 | s/l | 8 | 0.20 | 198.769 | 198.769 | 199.369 | -13.58 | 977.18 |
| 25 | 2024.10.31 21:00 | buy | 9 | 0.20 | 196.109 | 0.000 | 0.000 | ||
| 26 | 2024.10.31 21:00 | modify | 9 | 0.20 | 196.109 | 196.009 | 196.609 | ||
| 27 | 2024.10.31 21:05 | s/l | 9 | 0.20 | 196.009 | 196.009 | 196.609 | -13.58 | 963.60 |
| 28 | 2024.11.12 21:00 | buy | 10 | 0.20 | 197.051 | 0.000 | 0.000 | ||
| 29 | 2024.11.12 21:00 | modify | 10 | 0.20 | 197.051 | 196.951 | 197.551 | ||
| 30 | 2024.11.12 22:00 | close | 10 | 0.20 | 197.043 | 196.951 | 197.551 | -1.08 | 962.52 |
| 31 | 2024.11.14 21:00 | buy | 11 | 0.20 | 197.852 | 0.000 | 0.000 | ||
| 32 | 2024.11.14 21:00 | modify | 11 | 0.20 | 197.852 | 197.752 | 198.352 | ||
| 33 | 2024.11.14 22:00 | close | 11 | 0.20 | 197.868 | 197.752 | 198.352 | 2.18 | 964.70 |
| 34 | 2024.11.15 21:00 | buy | 12 | 0.20 | 194.538 | 0.000 | 0.000 | ||
| 35 | 2024.11.15 21:00 | modify | 12 | 0.20 | 194.538 | 194.438 | 195.038 | ||
| 36 | 2024.11.17 22:05 | close | 12 | 0.20 | 194.803 | 194.438 | 195.038 | 35.99 | 1000.69 |
| 37 | 2024.11.26 21:00 | sell | 13 | 0.20 | 192.208 | 0.000 | 0.000 | ||
| 38 | 2024.11.26 21:00 | modify | 13 | 0.20 | 192.208 | 192.308 | 191.708 | ||
| 39 | 2024.11.26 21:02 | s/l | 13 | 0.20 | 192.308 | 192.308 | 191.708 | -13.58 | 987.11 |
| 40 | 2024.11.29 21:00 | sell | 14 | 0.20 | 190.703 | 0.000 | 0.000 | ||
| 41 | 2024.11.29 21:00 | modify | 14 | 0.20 | 190.703 | 190.803 | 190.203 | ||
| 42 | 2024.12.01 22:05 | close | 14 | 0.20 | 190.355 | 190.803 | 190.203 | 47.26 | 1034.37 |
| 43 | 2024.12.18 21:00 | sell | 15 | 0.20 | 194.522 | 0.000 | 0.000 | ||
| 44 | 2024.12.18 21:00 | modify | 15 | 0.20 | 194.522 | 194.622 | 194.022 | ||
| 45 | 2024.12.18 21:01 | s/l | 15 | 0.20 | 194.622 | 194.622 | 194.022 | -13.58 | 1020.79 |
| 46 | 2024.12.20 21:00 | sell | 16 | 0.20 | 196.599 | 0.000 | 0.000 | ||
| 47 | 2024.12.20 21:00 | modify | 16 | 0.20 | 196.599 | 196.699 | 196.099 | ||
| 48 | 2024.12.22 22:05 | close | 16 | 0.20 | 196.323 | 196.699 | 196.099 | 37.49 | 1058.28 |
| 49 | 2024.12.27 21:00 | sell | 17 | 0.20 | 198.634 | 0.000 | 0.000 | ||
| 50 | 2024.12.27 21:00 | modify | 17 | 0.20 | 198.634 | 198.734 | 198.134 | ||
| 51 | 2024.12.29 22:05 | close | 17 | 0.20 | 198.333 | 198.734 | 198.134 | 40.87 | 1099.15 |
| 52 | 2024.12.30 21:00 | buy | 18 | 0.20 | 196.780 | 0.000 | 0.000 | ||
| 53 | 2024.12.30 21:00 | modify | 18 | 0.20 | 196.780 | 196.680 | 197.280 | ||
| 54 | 2024.12.30 21:08 | s/l | 18 | 0.20 | 196.680 | 196.680 | 197.280 | -13.58 | 1085.57 |
| 55 | 2024.12.31 21:00 | buy | 19 | 0.20 | 197.017 | 0.000 | 0.000 | ||
| 56 | 2024.12.31 21:00 | modify | 19 | 0.20 | 197.017 | 196.917 | 197.517 | ||
| 57 | 2024.12.31 21:21 | s/l | 19 | 0.20 | 196.917 | 196.917 | 197.517 | -13.59 | 1071.98 |
| 58 | 2025.01.03 21:00 | sell | 20 | 0.20 | 195.509 | 0.000 | 0.000 | ||
| 59 | 2025.01.03 21:00 | modify | 20 | 0.20 | 195.509 | 195.609 | 195.009 | ||
| 60 | 2025.01.05 22:00 | close | 20 | 0.20 | 195.148 | 195.609 | 195.009 | 49.03 | 1121.01 |
| 61 | 2025.01.10 21:00 | sell | 21 | 0.20 | 192.663 | 0.000 | 0.000 | ||
| 62 | 2025.01.10 21:00 | modify | 21 | 0.20 | 192.663 | 192.763 | 192.163 | ||
| 63 | 2025.01.12 22:10 | close | 21 | 0.20 | 192.336 | 192.763 | 192.163 | 44.41 | 1165.42 |
| 64 | 2025.01.13 21:00 | buy | 22 | 0.20 | 191.991 | 0.000 | 0.000 | ||
| 65 | 2025.01.13 21:00 | modify | 22 | 0.20 | 191.991 | 191.891 | 192.491 | ||
| 66 | 2025.01.13 21:40 | s/l | 22 | 0.20 | 191.891 | 191.891 | 192.491 | -13.58 | 1151.84 |
| 67 | 2025.01.20 21:00 | buy | 23 | 0.20 | 191.872 | 0.000 | 0.000 | ||
| 68 | 2025.01.20 21:00 | modify | 23 | 0.20 | 191.872 | 191.772 | 192.372 | ||
| 69 | 2025.01.20 21:12 | s/l | 23 | 0.20 | 191.772 | 191.772 | 192.372 | -13.58 | 1138.26 |
| 70 | 2025.01.20 21:30 | sell | 24 | 0.20 | 191.802 | 0.000 | 0.000 | ||
| 71 | 2025.01.20 21:30 | modify | 24 | 0.20 | 191.802 | 191.902 | 191.302 | ||
| 72 | 2025.01.20 21:40 | s/l | 24 | 0.20 | 191.902 | 191.902 | 191.302 | -13.58 | 1124.68 |
| 73 | 2025.01.29 21:00 | buy | 25 | 0.20 | 193.280 | 0.000 | 0.000 | ||
| 74 | 2025.01.29 21:00 | modify | 25 | 0.20 | 193.280 | 193.180 | 193.780 | ||
| 75 | 2025.01.29 21:11 | s/l | 25 | 0.20 | 193.180 | 193.180 | 193.780 | -13.58 | 1111.10 |
| 76 | 2025.01.30 21:00 | buy | 26 | 0.20 | 191.847 | 0.000 | 0.000 | ||
| 77 | 2025.01.30 21:00 | modify | 26 | 0.20 | 191.847 | 191.747 | 192.347 | ||
| 78 | 2025.01.30 21:10 | s/l | 26 | 0.20 | 191.747 | 191.747 | 192.347 | -13.58 | 1097.52 |
| 79 | 2025.01.30 21:15 | sell | 27 | 0.20 | 191.834 | 0.000 | 0.000 | ||
| 80 | 2025.01.30 21:15 | modify | 27 | 0.20 | 191.834 | 191.934 | 191.334 | ||
| 81 | 2025.01.30 22:05 | close | 27 | 0.20 | 191.364 | 191.934 | 191.334 | 63.83 | 1161.35 |
| 82 | 2025.01.31 21:15 | buy | 28 | 0.20 | 192.132 | 0.000 | 0.000 | ||
| 83 | 2025.01.31 21:15 | modify | 28 | 0.20 | 192.132 | 192.032 | 192.632 | ||
| 84 | 2025.02.02 22:00 | s/l | 28 | 0.20 | 192.032 | 192.032 | 192.632 | -13.58 | 1147.77 |
| 85 | 2025.02.03 21:30 | sell | 29 | 0.20 | 192.135 | 0.000 | 0.000 | ||
| 86 | 2025.02.03 21:30 | modify | 29 | 0.20 | 192.135 | 192.235 | 191.635 | ||
| 87 | 2025.02.03 21:33 | s/l | 29 | 0.20 | 192.235 | 192.235 | 191.635 | -13.59 | 1134.18 |
| 88 | 2025.02.07 21:00 | buy | 30 | 0.20 | 187.756 | 0.000 | 0.000 | ||
| 89 | 2025.02.07 21:00 | modify | 30 | 0.20 | 187.756 | 187.656 | 188.256 | ||
| 90 | 2025.02.09 22:05 | s/l | 30 | 0.20 | 187.656 | 187.656 | 188.256 | -13.58 | 1120.60 |
| 91 | 2025.02.21 21:00 | buy | 31 | 0.20 | 188.395 | 0.000 | 0.000 | ||
| 92 | 2025.02.21 21:00 | modify | 31 | 0.20 | 188.395 | 188.295 | 188.895 | ||
| 93 | 2025.02.23 22:00 | close | 31 | 0.20 | 188.354 | 188.295 | 188.895 | -5.57 | 1115.03 |
| 94 | 2025.02.24 21:00 | buy | 32 | 0.20 | 189.017 | 0.000 | 0.000 | ||
| 95 | 2025.02.24 21:00 | modify | 32 | 0.20 | 189.017 | 188.917 | 189.517 | ||
| 96 | 2025.02.24 22:00 | close | 32 | 0.20 | 188.988 | 188.917 | 189.517 | -3.94 | 1111.09 |
| 97 | 2025.02.25 21:00 | buy | 33 | 0.20 | 188.757 | 0.000 | 0.000 | ||
| 98 | 2025.02.25 21:00 | modify | 33 | 0.20 | 188.757 | 188.657 | 189.257 | ||
| 99 | 2025.02.25 22:05 | s/l | 33 | 0.20 | 188.657 | 188.657 | 189.257 | -13.58 | 1097.51 |
| 100 | 2025.02.27 21:00 | sell | 34 | 0.20 | 188.793 | 0.000 | 0.000 | ||
| 101 | 2025.02.27 21:00 | modify | 34 | 0.20 | 188.793 | 188.893 | 188.293 | ||
| 102 | 2025.02.27 22:00 | close | 34 | 0.20 | 188.783 | 188.893 | 188.293 | 1.36 | 1098.87 |
| 103 | 2025.02.28 21:00 | sell | 35 | 0.20 | 189.348 | 0.000 | 0.000 | ||
| 104 | 2025.02.28 21:00 | modify | 35 | 0.20 | 189.348 | 189.448 | 188.848 | ||
| 105 | 2025.02.28 21:17 | s/l | 35 | 0.20 | 189.448 | 189.448 | 188.848 | -13.58 | 1085.29 |
| 106 | 2025.03.03 21:00 | buy | 36 | 0.20 | 189.756 | 0.000 | 0.000 | ||
| 107 | 2025.03.03 21:00 | modify | 36 | 0.20 | 189.756 | 189.656 | 190.256 | ||
| 108 | 2025.03.03 22:00 | close | 36 | 0.20 | 189.771 | 189.656 | 190.256 | 2.03 | 1087.32 |
| 109 | 2025.03.04 21:00 | buy | 37 | 0.20 | 190.644 | 0.000 | 0.000 | ||
| 110 | 2025.03.04 21:00 | modify | 37 | 0.20 | 190.644 | 190.544 | 191.144 | ||
| 111 | 2025.03.04 21:17 | t/p | 37 | 0.20 | 191.144 | 190.544 | 191.144 | 67.91 | 1155.23 |
| 112 | 2025.03.04 21:30 | sell | 38 | 0.20 | 191.565 | 0.000 | 0.000 | ||
| 113 | 2025.03.04 21:30 | modify | 38 | 0.20 | 191.565 | 191.665 | 191.065 | ||
| 114 | 2025.03.04 21:35 | s/l | 38 | 0.20 | 191.665 | 191.665 | 191.065 | -13.58 | 1141.65 |
| 115 | 2025.03.05 21:00 | sell | 39 | 0.20 | 192.044 | 0.000 | 0.000 | ||
| 116 | 2025.03.05 21:00 | modify | 39 | 0.20 | 192.044 | 192.144 | 191.544 | ||
| 117 | 2025.03.05 21:20 | s/l | 39 | 0.20 | 192.144 | 192.144 | 191.544 | -13.58 | 1128.07 |
| 118 | 2025.03.06 21:00 | buy | 40 | 0.20 | 190.396 | 0.000 | 0.000 | ||
| 119 | 2025.03.06 21:00 | modify | 40 | 0.20 | 190.396 | 190.296 | 190.896 | ||
| 120 | 2025.03.06 22:00 | close | 40 | 0.20 | 190.449 | 190.296 | 190.896 | 7.20 | 1135.27 |
| 121 | 2025.04.02 21:00 | buy | 41 | 0.20 | 193.629 | 0.000 | 0.000 | ||
| 122 | 2025.04.02 21:00 | modify | 41 | 0.20 | 193.629 | 193.529 | 194.129 | ||
| 123 | 2025.04.02 21:10 | s/l | 41 | 0.20 | 193.529 | 193.529 | 194.129 | -13.58 | 1121.69 |
| 124 | 2025.04.08 21:30 | buy | 42 | 0.20 | 186.574 | 0.000 | 0.000 | ||
| 125 | 2025.04.08 21:30 | modify | 42 | 0.20 | 186.574 | 186.474 | 187.074 | ||
| 126 | 2025.04.08 22:00 | close | 42 | 0.20 | 186.707 | 186.474 | 187.074 | 18.06 | 1139.75 |
| 127 | 2025.05.18 21:00 | buy | 43 | 0.20 | 192.757 | 0.000 | 0.000 | ||
| 128 | 2025.05.18 21:00 | modify | 43 | 0.20 | 192.757 | 192.657 | 193.257 | ||
| 129 | 2025.05.18 22:00 | close | 43 | 0.20 | 193.103 | 192.657 | 193.257 | 46.99 | 1186.74 |
| 130 | 2025.06.29 21:00 | sell | 44 | 0.20 | 197.655 | 0.000 | 0.000 | ||
| 131 | 2025.06.29 21:00 | modify | 44 | 0.20 | 197.655 | 197.755 | 197.155 | ||
| 132 | 2025.06.29 21:06 | s/l | 44 | 0.20 | 197.755 | 197.755 | 197.155 | -13.58 | 1173.16 |