Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)

SymbolUK100 (UK100 Cash)
Period15 Minutes (M15) 2023.05.01 00:00 - 2024.04.30 23:45 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=70; StopLoss=120; 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=19; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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=2; MagicNumber=120826;
Bars in test23259Ticks modelled798990Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread140
Total net profit59950.48Gross profit143529.81Gross loss-83579.33
Profit factor1.72Expected payoff270.05
Absolute drawdown724.00Maximal drawdown6094.18 (13.03%)Relative drawdown31.46% (5532.34)
Total trades222Short positions (won %)104 (72.12%)Long positions (won %)118 (76.27%)
Profit trades (% of total)165 (74.32%)Loss trades (% of total)57 (25.68%)
Largestprofit trade883.83loss trade-1536.31
Averageprofit trade869.88loss trade-1466.30
Maximumconsecutive wins (profit in money)16 (14079.02)consecutive losses (loss in money)3 (-4547.21)
Maximalconsecutive profit (count of wins)14079.02 (16)consecutive loss (count of losses)-4547.21 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 19:00sell11.007870.810.000.00
22023.05.01 19:00modify11.007870.817990.817800.81
32023.05.02 00:15sell21.007868.370.000.00
42023.05.02 00:15modify21.007868.377988.377798.37
52023.05.02 14:13t/p11.007800.817990.817800.81881.0710881.07
62023.05.02 14:13t/p21.007798.377988.377798.37880.9411762.01
72023.05.02 19:00sell31.007792.620.000.00
82023.05.02 19:00modify31.007792.627912.627722.62
92023.05.03 00:15buy41.007789.960.000.00
102023.05.03 00:15modify41.007789.967669.967859.96
112023.05.03 19:00sell51.007797.880.000.00
122023.05.03 19:00modify51.007797.887917.887727.88
132023.05.03 22:00t/p31.007722.627912.627722.62881.0712643.08
142023.05.03 22:00t/p51.007727.887917.887727.88880.9413524.02
152023.05.03 22:00sell61.007712.850.000.00
162023.05.03 22:00modify61.007712.857832.857642.85
172023.05.04 19:00buy71.007716.320.000.00
182023.05.04 19:00modify71.007716.327596.327786.32
192023.05.04 22:15sell81.007721.380.000.00
202023.05.04 22:15modify81.007721.387841.387651.38
212023.05.05 17:26t/p71.007786.327596.327786.32879.7514403.77
222023.05.09 00:15sell91.007802.400.000.00
232023.05.09 00:15modify91.007802.407922.407732.40
242023.05.10 13:48t/p91.007732.407922.407732.40881.0715284.85
252023.05.10 19:00sell101.007737.900.000.00
262023.05.10 19:00modify101.007737.907857.907667.90
272023.05.24 07:18s/l41.007669.967669.967859.96-1535.1413749.70
282023.05.24 07:18t/p101.007667.907857.907667.90882.7814632.49
292023.05.24 07:33t/p81.007651.387841.387651.38883.5715516.06
302023.05.24 07:43t/p61.007642.857832.857642.85883.7016399.76
312023.05.24 19:00buy111.007618.120.000.00
322023.05.24 19:00modify111.007618.127498.127688.12
332023.05.24 22:00sell121.007641.790.000.00
342023.05.24 22:00modify121.007641.797761.797571.79
352023.05.25 13:43t/p121.007571.797761.797571.79881.0717280.83
362023.05.25 19:00buy131.007577.200.000.00
372023.05.25 19:00modify131.007577.207457.207647.20
382023.05.26 00:15sell141.007573.890.000.00
392023.05.26 00:15modify141.007573.897693.897503.89
402023.05.26 19:45buy151.007635.280.000.00
412023.05.26 19:45modify151.007635.287515.287705.28
422023.05.30 15:21s/l151.007515.287515.287705.28-1514.9315765.90
432023.05.30 20:00buy161.007534.520.000.00
442023.05.30 20:00modify161.007534.527414.527604.52
452023.05.31 04:48t/p141.007503.897693.897503.89881.6016647.50
462023.05.31 05:03s/l111.007498.127498.127688.12-1518.5015129.00
472023.05.31 14:33s/l131.007457.207457.207647.20-1517.3113611.69
482023.05.31 19:00buy171.007459.320.000.00
492023.05.31 19:00modify171.007459.327339.327529.32
502023.06.01 00:15buy181.007460.290.000.00
512023.06.01 00:15modify181.007460.297340.297530.29
522023.06.02 01:45buy191.007500.700.000.00
532023.06.02 01:45modify191.007500.707380.707570.70
542023.06.02 06:33t/p171.007529.327339.327529.32878.5614490.25
552023.06.02 06:48t/p181.007530.297340.297530.29879.7515370.00
562023.06.02 12:42t/p191.007570.707380.707570.70880.9416250.94
572023.06.02 15:06t/p161.007604.527414.527604.52877.3717128.31
582023.06.05 00:15sell201.007617.700.000.00
592023.06.05 00:15modify201.007617.707737.707547.70
602023.06.05 19:00buy211.007591.290.000.00
612023.06.05 19:00modify211.007591.297471.297661.29
622023.06.06 00:30buy221.007580.800.000.00
632023.06.06 00:30modify221.007580.807460.807650.80
642023.06.08 00:45sell231.007621.900.000.00
652023.06.08 00:45modify231.007621.907741.907551.90
662023.06.09 11:41t/p231.007551.907741.907551.90881.0718009.39
672023.06.09 12:33t/p201.007547.707737.707547.70881.4718890.85
682023.06.11 22:00buy241.007572.700.000.00
692023.06.11 22:00modify241.007572.707452.707642.70
702023.06.12 00:15sell251.007576.710.000.00
712023.06.12 00:15modify251.007576.717696.717506.71
722023.06.16 06:17t/p241.007642.707452.707642.70875.0019765.85
732023.06.16 07:17t/p221.007650.807460.807650.80869.0520634.90
742023.06.16 07:39t/p211.007661.297471.297661.29867.8721502.77
752023.06.16 19:45buy261.007617.120.000.00
762023.06.16 19:45modify261.007617.127497.127687.12
772023.06.20 00:15sell271.007589.720.000.00
782023.06.20 00:15modify271.007589.727709.727519.72
792023.06.20 22:00buy281.007558.800.000.00
802023.06.20 22:00modify281.007558.807438.807628.80
812023.06.21 07:03t/p271.007519.727709.727519.72881.0722383.84
822023.06.21 19:45buy291.007547.860.000.00
832023.06.21 19:45modify291.007547.867427.867617.86
842023.06.22 04:58t/p251.007506.717696.717506.71882.2623266.10
852023.06.22 06:10s/l261.007497.127497.127687.12-1517.3221748.77
862023.06.23 00:15buy301.007513.400.000.00
872023.06.23 00:15modify301.007513.407393.407583.40
882023.06.23 13:33s/l281.007438.807438.807628.80-1513.7620235.02
892023.06.23 19:45sell311.007455.890.000.00
902023.06.23 19:45modify311.007455.897575.897385.89
912023.06.26 00:30buy321.007470.350.000.00
922023.06.26 00:30modify321.007470.357350.357540.35
932023.06.26 07:30s/l291.007427.867427.867617.86-1516.1318718.88
942023.06.26 22:00sell331.007468.720.000.00
952023.06.26 22:00modify331.007468.727588.727398.72
962023.06.30 13:07t/p321.007540.357350.357540.35876.1919595.07
972023.07.03 00:15sell341.007552.950.000.00
982023.07.03 00:15modify341.007552.957672.957482.95
992023.07.05 08:00t/p341.007482.957672.957482.95881.2020476.27
1002023.07.06 00:15buy351.007428.260.000.00
1012023.07.06 00:15modify351.007428.267308.267498.26
1022023.07.06 07:00t/p331.007398.727588.727398.72882.2621358.53
1032023.07.06 07:01s/l301.007393.407393.407583.40-1525.6319832.90
1042023.07.06 07:03t/p311.007385.897575.897385.89882.6520715.55
1052023.07.06 13:08s/l351.007308.267308.267498.26-1510.1819205.37
1062023.07.06 19:45buy361.007283.610.000.00
1072023.07.06 19:45modify361.007283.617163.617353.61
1082023.07.06 22:00sell371.007276.010.000.00
1092023.07.06 22:00modify371.007276.017396.017206.01
1102023.07.07 00:15buy381.007273.890.000.00
1112023.07.07 00:15modify381.007273.897153.897343.89
1122023.07.09 22:30sell391.007266.500.000.00
1132023.07.09 22:30modify391.007266.507386.507196.50
1142023.07.12 08:43t/p381.007343.897153.897343.89874.9920080.35
1152023.07.12 09:02t/p361.007353.617163.617353.61873.8020954.15
1162023.07.12 11:58s/l391.007386.507386.507196.50-1509.7719444.39
1172023.07.12 12:32s/l371.007396.017396.017206.01-1509.3717935.02
1182023.07.12 19:00buy401.007413.150.000.00
1192023.07.12 19:00modify401.007413.157293.157483.15
1202023.07.13 00:15buy411.007408.890.000.00
1212023.07.13 00:15modify411.007408.897288.897478.89
1222023.07.14 00:15buy421.007433.720.000.00
1232023.07.14 00:15modify421.007433.727313.727503.72
1242023.07.14 12:55t/p411.007478.897288.897478.89879.7418814.76
1252023.07.17 00:15sell431.007406.750.000.00
1262023.07.17 00:15modify431.007406.757526.757336.75
1272023.07.17 22:00buy441.007412.980.000.00
1282023.07.17 22:00modify441.007412.987292.987482.98
1292023.07.19 06:02t/p401.007483.157293.157483.15872.6119687.37
1302023.07.19 06:02t/p441.007482.987292.987482.98878.5520565.92
1312023.07.19 06:12t/p421.007503.727313.727503.72874.9921440.91
1322023.07.19 07:03s/l431.007526.757526.757336.75-1509.9019931.01
1332023.07.19 20:00buy451.007581.590.000.00
1342023.07.19 20:00modify451.007581.597461.597651.59
1352023.07.20 00:15sell461.007585.710.000.00
1362023.07.20 00:15modify461.007585.717705.717515.71
1372023.07.20 11:48t/p451.007651.597461.597651.59879.7420810.75
1382023.07.20 19:30buy471.007638.120.000.00
1392023.07.20 19:30modify471.007638.127518.127708.12
1402023.07.21 00:15buy481.007640.290.000.00
1412023.07.21 00:15modify481.007640.297520.297710.29
1422023.07.24 00:15sell491.007664.210.000.00
1432023.07.24 00:15modify491.007664.217784.217594.21
1442023.07.27 08:31s/l461.007705.717705.717515.71-1509.2419301.51
1452023.07.27 12:58t/p471.007708.127518.127708.12872.6120174.12
1462023.07.27 22:00sell501.007666.420.000.00
1472023.07.27 22:00modify501.007666.427786.427596.42
1482023.07.28 00:15sell511.007664.120.000.00
1492023.07.28 00:15modify511.007664.127784.127594.12
1502023.07.28 08:11t/p481.007710.297520.297710.29872.6121046.73
1512023.07.31 00:15buy521.007674.920.000.00
1522023.07.31 00:15modify521.007674.927554.927744.92
1532023.08.02 06:55t/p501.007596.427786.427596.42881.7221928.45
1542023.08.02 07:03t/p491.007594.217784.217594.21882.1122810.57
1552023.08.02 07:03t/p511.007594.127784.127594.12881.5923692.15
1562023.08.02 08:02s/l521.007554.927554.927744.92-1512.5422179.62
1572023.08.02 20:00sell531.007548.420.000.00
1582023.08.02 20:00modify531.007548.427668.427478.42
1592023.08.02 22:00buy541.007535.120.000.00
1602023.08.02 22:00modify541.007535.127415.127605.12
1612023.08.03 07:18t/p531.007478.427668.427478.42881.0623060.68
1622023.08.03 19:45sell551.007536.190.000.00
1632023.08.03 19:45modify551.007536.197656.197466.19
1642023.08.03 22:15buy561.007536.110.000.00
1652023.08.03 22:15modify561.007536.117416.117606.11
1662023.08.04 19:00buy571.007524.620.000.00
1672023.08.04 19:00modify571.007524.627404.627594.62
1682023.08.09 09:55t/p571.007594.627404.627594.62874.9923935.67
1692023.08.09 20:00buy581.007589.870.000.00
1702023.08.09 20:00modify581.007589.877469.877659.87
1712023.08.10 12:31t/p541.007605.127415.127605.12871.4224807.09
1722023.08.10 12:31t/p561.007606.117416.117606.11872.6125679.70
1732023.08.10 19:00sell591.007596.210.000.00
1742023.08.10 19:00modify591.007596.217716.217526.21
1752023.08.11 00:15buy601.007592.280.000.00
1762023.08.11 00:15modify601.007592.287472.287662.28
1772023.08.11 12:32t/p591.007526.217716.217526.21881.0626560.76
1782023.08.11 19:45sell611.007533.700.000.00
1792023.08.11 19:45modify611.007533.707653.707463.70
1802023.08.15 07:22s/l581.007469.877469.877659.87-1517.2925043.47
1812023.08.15 07:22s/l601.007472.287472.287662.28-1514.9123528.55
1822023.08.15 07:23t/p551.007466.197656.197466.19882.5124411.06
1832023.08.15 07:23t/p611.007463.707653.707463.70881.4625292.52
1842023.08.15 19:45buy621.007378.200.000.00
1852023.08.15 19:45modify621.007378.207258.207448.20
1862023.08.16 19:00buy631.007349.700.000.00
1872023.08.16 19:00modify631.007349.707229.707419.70
1882023.08.16 22:00sell641.007320.880.000.00
1892023.08.16 22:00modify641.007320.887440.887250.88
1902023.08.17 19:00buy651.007289.780.000.00
1912023.08.17 19:00modify651.007289.787169.787359.78
1922023.08.18 07:33s/l621.007258.207258.207448.20-1513.7323778.79
1932023.08.18 07:41t/p641.007250.887440.887250.88881.1924659.98
1942023.08.18 12:38s/l631.007229.707229.707419.70-1512.5423147.45
1952023.08.21 00:15sell661.007272.880.000.00
1962023.08.21 00:15modify661.007272.887392.887202.88
1972023.08.23 01:30sell671.007282.210.000.00
1982023.08.23 01:30modify671.007282.217402.217212.21
1992023.08.23 20:00buy681.007325.300.000.00
2002023.08.23 20:00modify681.007325.307205.307395.30
2012023.08.24 06:25t/p651.007359.787169.787359.78872.6124020.06
2022023.08.24 20:00buy691.007317.860.000.00
2032023.08.24 20:00modify691.007317.867197.867387.86
2042023.08.25 12:27t/p691.007387.867197.867387.86879.7424899.80
2052023.08.28 07:02s/l661.007392.887392.887202.88-1509.2423390.56
2062023.08.28 07:07t/p681.007395.307205.307395.30874.9924265.55
2072023.08.28 14:08s/l671.007402.217402.217212.21-1509.5022756.04
2082023.08.29 00:15buy701.007371.600.000.00
2092023.08.29 00:15modify701.007371.607251.607441.60
2102023.08.29 07:22t/p701.007441.607251.607441.60880.9323636.97
2112023.08.30 00:15sell711.007485.180.000.00
2122023.08.30 00:15modify711.007485.187605.187415.18
2132023.08.31 22:00buy721.007433.490.000.00
2142023.08.31 22:00modify721.007433.497313.497503.49
2152023.09.04 00:15sell731.007491.870.000.00
2162023.09.04 00:15modify731.007491.877611.877421.87
2172023.09.04 03:21t/p721.007503.497313.497503.49876.1824513.15
2182023.09.05 00:30buy741.007446.090.000.00
2192023.09.05 00:30modify741.007446.097326.097516.09
2202023.09.05 06:07t/p731.007421.877611.877421.87881.0625394.21
2212023.09.05 06:31t/p711.007415.187605.187415.18881.7226275.93
2222023.09.06 00:15buy751.007422.470.000.00
2232023.09.06 00:15modify751.007422.477302.477492.47
2242023.09.07 00:15sell761.007425.920.000.00
2252023.09.07 00:15modify761.007425.927545.927355.92
2262023.09.08 00:45buy771.007430.290.000.00
2272023.09.08 00:45modify771.007430.297310.297500.29
2282023.09.10 22:42t/p751.007492.477302.477492.47876.1827152.11
2292023.09.11 00:15buy781.007483.200.000.00
2302023.09.11 00:15modify781.007483.207363.207553.20
2312023.09.11 05:28t/p771.007500.297310.297500.29877.3628029.47
2322023.09.11 07:03t/p741.007516.097326.097516.09873.8028903.27
2332023.09.11 07:27s/l761.007545.927545.927355.92-1509.6327393.64
2342023.09.12 00:45buy791.007503.260.000.00
2352023.09.12 00:45modify791.007503.267383.267573.26
2362023.09.13 00:15sell801.007522.190.000.00
2372023.09.13 00:15modify801.007522.197642.197452.19
2382023.09.13 19:00buy811.007516.600.000.00
2392023.09.13 19:00modify811.007516.607396.607586.60
2402023.09.14 05:30t/p781.007553.207363.207553.20877.3628271.00
2412023.09.14 09:26t/p791.007573.267383.267573.26878.5529149.55
2422023.09.14 10:05t/p811.007586.607396.607586.60879.7430029.29
2432023.09.14 14:00s/l801.007642.197642.197452.19-1510.0328519.27
2442023.09.14 20:00sell821.007698.810.000.00
2452023.09.14 20:00modify821.007698.817818.817628.81
2462023.09.15 00:15sell831.007705.410.000.00
2472023.09.15 00:15modify831.007705.417825.417635.41
2482023.09.15 19:15buy841.007707.580.000.00
2492023.09.15 19:15modify841.007707.587587.587777.58
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5242024.02.16 08:06t/p1711.007652.207462.207652.20876.1850414.03
5252024.02.16 20:00buy1761.007701.340.000.00
5262024.02.16 20:00modify1761.007701.347581.347771.34
5272024.02.18 23:15sell1771.007705.200.000.00
5282024.02.18 23:15modify1771.007705.207825.207635.20
5292024.02.20 01:15sell1781.007729.620.000.00
5302024.02.20 01:15modify1781.007729.627849.627659.62
5312024.02.20 12:03s/l1751.007744.417744.417554.41-1509.5048904.53
5322024.02.21 01:15sell1791.007712.110.000.00
5332024.02.21 01:15modify1791.007712.117832.117642.11
5342024.02.21 09:00t/p1781.007659.627849.627659.62881.0649785.59
5352024.02.21 09:01t/p1791.007642.117832.117642.11880.9350666.52
5362024.02.21 19:30buy1801.007649.410.000.00
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5382024.02.22 00:15sell1811.007668.450.000.00
5392024.02.22 00:15modify1811.007668.457788.457598.45
5402024.02.28 10:12t/p1771.007635.207825.207635.20882.2551548.76
5412024.02.28 21:00buy1821.007621.710.000.00
5422024.02.28 21:00modify1821.007621.717501.717691.71
5432024.03.01 05:52t/p1821.007691.717501.717691.71878.5552427.32
5442024.03.04 01:30buy1831.007679.790.000.00
5452024.03.04 01:30modify1831.007679.797559.797749.79
5462024.03.12 03:17t/p1801.007719.417529.417719.41857.1653284.47
5472024.03.12 10:22t/p1831.007749.797559.797749.79871.4254155.89
5482024.03.13 13:37t/p1761.007771.347581.347771.34850.0355005.92
5492024.03.14 01:30buy1841.007771.090.000.00
5502024.03.14 01:30modify1841.007771.097651.097841.09
5512024.03.15 01:15buy1851.007726.680.000.00
5522024.03.15 01:15modify1851.007726.687606.687796.68
5532024.03.15 20:00sell1861.007734.210.000.00
5542024.03.15 20:00modify1861.007734.217854.217664.21
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5592024.03.22 01:15sell1871.007888.660.000.00
5602024.03.22 01:15modify1871.007888.668008.667818.66
5612024.03.25 01:15sell1881.007930.420.000.00
5622024.03.25 01:15modify1881.007930.428050.427860.42
5632024.03.25 23:30buy1891.007907.390.000.00
5642024.03.25 23:30modify1891.007907.397787.397977.39
5652024.03.26 00:00buy1901.007907.310.000.00
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5672024.03.31 22:10t/p1891.007977.397787.397977.39873.8054610.28
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5712024.04.02 00:15sell1921.007967.400.000.00
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5732024.04.02 07:58s/l1871.008008.668008.667818.66-1508.7153976.56
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5782024.04.03 19:15buy1941.007920.090.000.00
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5802024.04.03 23:45sell1951.007934.080.000.00
5812024.04.03 23:45modify1951.007934.088054.087864.08
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6662024.04.30 23:59close at stop2191.008129.398263.288073.28175.4669950.48