Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolSP500 (SPX500 Cash)
Period1 Hour (H1) 2023.07.02 22:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=70; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=80; 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=22; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test6155Ticks modelled8689449Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit42081.87Gross profit71732.19Gross loss-29650.32
Profit factor2.42Expected payoff420.82
Absolute drawdown2194.18Maximal drawdown3326.12 (9.09%)Relative drawdown24.39% (2518.45)
Total trades100Short positions (won %)44 (54.55%)Long positions (won %)56 (69.64%)
Profit trades (% of total)63 (63.00%)Loss trades (% of total)37 (37.00%)
Largestprofit trade1201.55loss trade-810.09
Averageprofit trade1138.61loss trade-801.36
Maximumconsecutive wins (profit in money)9 (10747.55)consecutive losses (loss in money)3 (-2404.03)
Maximalconsecutive profit (count of wins)10747.55 (9)consecutive loss (count of losses)-2404.03 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 08:00buy11.004451.510.000.00
22023.07.03 08:00modify11.004451.514371.514571.51
32023.07.05 08:00buy21.004444.230.000.00
42023.07.05 08:00modify21.004444.234364.234564.23
52023.07.06 08:00buy31.004428.030.000.00
62023.07.06 08:00modify31.004428.034348.034548.03
72023.07.07 08:00buy41.004404.170.000.00
82023.07.07 08:00modify41.004404.174324.174524.17
92023.07.14 13:51t/p41.004524.174324.174524.171196.4711196.47
102023.07.17 08:00sell51.004505.870.000.00
112023.07.17 08:00modify51.004505.874585.874385.87
122023.07.18 17:41t/p31.004548.034348.034548.031193.9512390.42
132023.07.19 07:00sell61.004559.010.000.00
142023.07.19 07:00modify61.004559.014639.014439.01
152023.07.19 13:30t/p21.004564.234364.234564.231192.9413583.36
162023.07.19 13:36t/p11.004571.514371.514571.511191.9314775.29
172023.07.19 22:00buy71.004561.710.000.00
182023.07.19 22:00modify71.004561.714481.714681.71
192023.07.20 08:00sell81.004559.140.000.00
202023.07.20 08:00modify81.004559.144639.144439.14
212023.07.27 07:25s/l51.004585.874585.874385.87-799.4313975.86
222023.07.27 08:00sell91.004589.190.000.00
232023.07.27 08:00modify91.004589.194669.194469.19
242023.08.04 18:55s/l71.004481.714481.714681.71-808.0713167.79
252023.08.07 02:00sell101.004495.120.000.00
262023.08.07 02:00modify101.004495.124575.124375.12
272023.08.08 14:14t/p91.004469.194669.194469.191200.6914368.48
282023.08.09 02:00sell111.004502.410.000.00
292023.08.09 02:00modify111.004502.414582.414382.41
302023.08.15 19:26t/p61.004439.014639.014439.011201.5515570.03
312023.08.15 19:26t/p81.004439.144639.144439.141201.4916771.53
322023.08.16 07:00buy121.004439.840.000.00
332023.08.16 07:00modify121.004439.844359.844559.84
342023.08.17 02:00buy131.004400.910.000.00
352023.08.17 02:00modify131.004400.914320.914520.91
362023.08.17 18:52t/p111.004382.414582.414382.411200.4617971.98
372023.08.17 19:08t/p101.004375.124575.124375.121200.5719172.56
382023.08.18 09:15s/l121.004359.844359.844559.84-801.0118371.55
392023.08.21 02:00buy141.004370.230.000.00
402023.08.21 02:00modify141.004370.234290.234490.23
412023.08.21 08:00sell151.004383.680.000.00
422023.08.21 08:00modify151.004383.684463.684263.68
432023.08.22 02:00buy161.004394.850.000.00
442023.08.22 02:00modify161.004394.854314.854514.85
452023.08.24 02:17s/l151.004463.684463.684263.68-799.8317571.72
462023.08.25 02:00sell171.004379.570.000.00
472023.08.25 02:00modify171.004379.574459.574259.57
482023.08.29 14:15s/l171.004459.574459.574259.57-799.7716771.95
492023.08.29 17:35t/p141.004490.234290.234490.231195.9717967.92
502023.08.30 08:00buy181.004498.850.000.00
512023.08.30 08:00modify181.004498.854418.854618.85
522023.08.30 13:54t/p161.004514.854314.854514.851195.9719163.88
532023.08.30 14:12t/p131.004520.914320.914520.911193.4420357.33
542023.08.31 08:00sell191.004521.400.000.00
552023.08.31 08:00modify191.004521.404601.404401.40
562023.09.01 08:00sell201.004519.800.000.00
572023.09.01 08:00modify201.004519.804599.804399.80
582023.09.04 08:00sell211.004522.870.000.00
592023.09.04 08:00modify211.004522.874602.874402.87
602023.09.19 16:39s/l181.004418.854418.854618.85-810.0919547.24
612023.09.20 08:00sell221.004445.260.000.00
622023.09.20 08:00modify221.004445.264525.264325.26
632023.09.20 19:58t/p211.004402.874602.874402.871200.9220748.16
642023.09.20 19:59t/p191.004401.404601.404401.401201.1521949.31
652023.09.20 20:03t/p201.004399.804599.804399.801201.0923150.40
662023.09.21 01:00buy231.004391.990.000.00
672023.09.21 01:00modify231.004391.994311.994511.99
682023.09.21 07:00sell241.004393.370.000.00
692023.09.21 07:00modify241.004393.374473.374273.37
702023.09.22 00:31t/p221.004325.264525.264325.261200.1124350.51
712023.09.22 01:00buy251.004329.570.000.00
722023.09.22 01:00modify251.004329.574249.574449.57
732023.09.25 08:00sell261.004335.120.000.00
742023.09.25 08:00modify261.004335.124415.124215.12
752023.09.25 08:40s/l231.004311.994311.994511.99-802.0223548.50
762023.09.26 01:00buy271.004325.070.000.00
772023.09.26 01:00modify271.004325.074245.074445.07
782023.09.26 18:39t/p241.004273.374473.374273.371200.2924748.78
792023.09.27 08:00sell281.004295.180.000.00
802023.09.27 08:00modify281.004295.184375.184175.18
812023.09.27 17:18s/l251.004249.574249.574449.57-802.5223946.26
822023.09.27 17:26s/l271.004245.074245.074445.07-800.5023145.76
832023.09.28 06:00buy291.004283.940.000.00
842023.09.28 06:00modify291.004283.944203.944403.94
852023.09.28 08:00sell301.004276.410.000.00
862023.09.28 08:00modify301.004276.414356.414156.41
872023.10.04 01:35t/p261.004215.124415.124215.121200.5224346.27
882023.10.04 02:00buy311.004218.500.000.00
892023.10.04 02:00modify311.004218.504138.504338.50
902023.10.04 06:23s/l291.004203.944203.944403.94-803.0323543.25
912023.10.04 08:00sell321.004217.890.000.00
922023.10.04 08:00modify321.004217.894297.894097.89
932023.10.06 15:56s/l321.004297.894297.894097.89-799.8922743.36
942023.10.08 23:00buy331.004275.470.000.00
952023.10.08 23:00modify331.004275.474195.474395.47
962023.10.09 18:08t/p311.004338.504138.504338.501197.4823940.84
972023.10.10 07:00buy341.004336.890.000.00
982023.10.10 07:00modify341.004336.894256.894456.89
992023.10.10 14:03s/l301.004356.414356.414156.41-799.3123141.53
1002023.10.10 15:08s/l281.004375.184375.184175.18-799.2522342.28
1012023.10.11 08:00sell351.004359.960.000.00
1022023.10.11 08:00modify351.004359.964439.964239.96
1032023.10.12 10:12t/p331.004395.474195.474395.471197.9823540.26
1042023.10.13 08:00sell361.004356.620.000.00
1052023.10.13 08:00modify361.004356.624436.624236.62
1062023.10.16 01:00sell371.004339.400.000.00
1072023.10.16 01:00modify371.004339.404419.404219.40
1082023.10.20 12:28s/l341.004256.894256.894456.89-805.0422735.22
1092023.10.20 14:44t/p351.004239.964439.964239.961200.5223935.73
1102023.10.20 14:56t/p361.004236.624436.624236.621200.4025136.13
1112023.10.22 23:00buy381.004234.220.000.00
1122023.10.22 23:00modify381.004234.224154.224354.22
1132023.10.23 07:41t/p371.004219.404419.404219.401200.4026336.54
1142023.10.23 08:00buy391.004215.270.000.00
1152023.10.23 08:00modify391.004215.274135.274335.27
1162023.10.24 08:00sell401.004230.140.000.00
1172023.10.24 08:00modify401.004230.144310.144110.14
1182023.10.25 01:00buy411.004241.560.000.00
1192023.10.25 01:00modify411.004241.564161.564361.56
1202023.10.26 01:26s/l411.004161.564161.564361.56-800.5025536.03
1212023.10.26 07:02s/l381.004154.224154.224354.22-802.0224734.01
1222023.10.26 08:00buy421.004159.420.000.00
1232023.10.26 08:00modify421.004159.424079.424279.42
1242023.10.26 16:19s/l391.004135.274135.274335.27-801.5123932.50
1252023.10.26 22:00sell431.004146.850.000.00
1262023.10.26 22:00modify431.004146.854226.854026.85
1272023.10.27 08:00buy441.004156.480.000.00
1282023.10.27 08:00modify441.004156.484076.484276.48
1292023.10.27 18:06t/p401.004110.144310.144110.141200.1725132.67
1302023.10.31 04:00buy451.004152.580.000.00
1312023.10.31 04:00modify451.004152.584072.584272.58
1322023.11.01 14:37s/l431.004226.854226.854026.85-799.6624333.02
1332023.11.02 12:30t/p451.004272.584072.584272.581198.9925532.01
1342023.11.02 12:46t/p441.004276.484076.484276.481196.9726728.98
1352023.11.02 12:57t/p421.004279.424079.424279.421196.4727925.45
1362023.11.16 02:00buy461.004493.930.000.00
1372023.11.16 02:00modify461.004493.934413.934613.93
1382023.11.20 00:00buy471.004510.980.000.00
1392023.11.20 00:00modify471.004510.984430.984630.98
1402023.12.04 00:00buy481.004590.370.000.00
1412023.12.04 00:00modify481.004590.374510.374710.37
1422023.12.05 08:00buy491.004551.340.000.00
1432023.12.05 08:00modify491.004551.344471.344671.34
1442023.12.11 15:56t/p461.004613.934413.934613.931187.3929112.85
1452023.12.12 13:17t/p471.004630.984430.984630.981188.9130301.75
1462023.12.13 19:05t/p491.004671.344471.344671.341195.9731497.72
1472023.12.13 23:26t/p481.004710.374510.374710.371195.4632693.18
1482024.01.02 08:00sell501.004776.730.000.00
1492024.01.02 08:00modify501.004776.734856.734656.73
1502024.01.05 08:00buy511.004683.930.000.00
1512024.01.05 08:00modify511.004683.934603.934803.93
1522024.01.08 00:00buy521.004700.460.000.00
1532024.01.08 00:00modify521.004700.464620.464820.46
1542024.01.12 01:00buy531.004771.490.000.00
1552024.01.12 01:00modify531.004771.494691.494891.49
1562024.01.19 11:34t/p511.004803.934603.934803.931192.9433886.12
1572024.01.19 18:13t/p521.004820.464620.464820.461194.4535080.57
1582024.01.22 00:00sell541.004843.480.000.00
1592024.01.22 00:00modify541.004843.484923.484723.48
1602024.01.22 01:02s/l501.004856.734856.734656.73-798.8534281.72
1612024.01.23 02:00buy551.004853.000.000.00
1622024.01.23 02:00modify551.004853.004773.004973.00
1632024.01.24 13:06t/p531.004891.494691.494891.491193.9535475.67
1642024.01.26 08:00buy561.004872.060.000.00
1652024.01.26 08:00modify561.004872.064792.064992.06
1662024.01.29 00:00buy571.004878.210.000.00
1672024.01.29 00:00modify571.004878.214798.214998.21
1682024.01.29 20:19s/l541.004923.484923.484723.48-799.6034676.07
1692024.01.30 23:00buy581.004903.850.000.00
1702024.01.30 23:00modify581.004903.854823.855023.85
1712024.02.02 20:09t/p551.004973.004773.004973.001194.9635871.03
1722024.02.05 00:00buy591.004954.780.000.00
1732024.02.05 00:00modify591.004954.784874.785074.78
1742024.02.07 15:28t/p561.004992.064792.064992.061193.9537064.97
1752024.02.07 18:31t/p571.004998.214798.214998.211195.4638260.44
1762024.02.09 13:33t/p581.005023.854823.855023.851194.9639455.39
1772024.02.19 00:00buy601.005009.970.000.00
1782024.02.19 00:00modify601.005009.974929.975129.97
1792024.02.20 00:00buy611.005000.830.000.00
1802024.02.20 00:00modify611.005000.834920.835120.83
1812024.02.20 08:00sell621.004995.370.000.00
1822024.02.20 08:00modify621.004995.375075.374875.37
1832024.02.22 17:57t/p591.005074.784874.785074.781191.4340646.82
1842024.02.22 17:57s/l621.005075.375075.374875.37-799.8939846.93
1852024.02.26 01:00buy631.005079.430.000.00
1862024.02.26 01:00modify631.005079.434999.435199.43
1872024.02.29 23:00sell641.005092.020.000.00
1882024.02.29 23:00modify641.005092.025172.024972.02
1892024.03.01 16:08t/p611.005120.834920.835120.831194.9641041.89
1902024.03.01 18:28t/p601.005129.974929.975129.971194.4542236.34
1912024.03.07 01:00buy651.005098.950.000.00
1922024.03.07 01:00modify651.005098.955018.955218.95
1932024.03.08 08:00sell661.005161.160.000.00
1942024.03.08 08:00modify661.005161.165241.165041.16
1952024.03.08 13:43s/l641.005172.025172.024972.02-799.5441436.80
1962024.03.10 23:00buy671.005115.060.000.00
1972024.03.10 23:00modify671.005115.065035.065235.06
1982024.03.20 18:05t/p631.005199.434999.435199.431188.4042625.20
1992024.03.20 19:05t/p651.005218.955018.955218.951193.4443818.65
2002024.03.20 22:12t/p671.005235.065035.065235.061194.9645013.61
2012024.03.20 23:11s/l661.005241.165241.165041.16-799.3144214.29
2022024.03.27 23:00sell681.005244.920.000.00
2032024.03.27 23:00modify681.005244.925324.925124.92
2042024.03.31 23:00sell691.005268.320.000.00
2052024.03.31 23:00modify691.005268.325348.325148.32
2062024.04.02 08:00sell701.005235.520.000.00
2072024.04.02 08:00modify701.005235.525315.525115.52
2082024.04.03 07:00buy711.005199.990.000.00
2092024.04.03 07:00modify711.005199.995119.995319.99
2102024.04.04 19:41t/p691.005148.325348.325148.321200.2345414.52
2112024.04.04 22:00buy721.005157.040.000.00
2122024.04.04 22:00modify721.005157.045077.045277.04
2132024.04.12 16:38t/p681.005124.925324.925124.921200.9246615.44
2142024.04.12 17:02s/l711.005119.995119.995319.99-804.5445810.90
2152024.04.12 17:22t/p701.005115.525315.525115.521200.5747011.48
2162024.04.14 23:00sell731.005139.110.000.00
2172024.04.14 23:00modify731.005139.115219.115019.11
2182024.04.15 00:00sell741.005139.990.000.00
2192024.04.15 00:00modify741.005139.995219.995019.99
2202024.04.15 17:30s/l721.005077.045077.045277.04-805.5546205.93
2212024.04.16 03:00buy751.005050.630.000.00
2222024.04.16 03:00modify751.005050.634970.635170.63
2232024.04.16 08:00sell761.005059.110.000.00
2242024.04.16 08:00modify761.005059.115139.114939.11
2252024.04.17 16:05t/p741.005019.995219.995019.991200.1147406.05
2262024.04.17 16:06t/p731.005019.115219.115019.111200.1748606.22
2272024.04.18 08:00sell771.005040.680.000.00
2282024.04.18 08:00modify771.005040.685120.684920.68
2292024.04.19 01:00buy781.004986.390.000.00
2302024.04.19 01:00modify781.004986.394906.395106.39
2312024.04.19 01:14s/l751.004970.634970.635170.63-801.5147804.70
2322024.04.19 01:44t/p761.004939.115139.114939.111200.1749004.88
2332024.04.19 06:00sell791.004969.750.000.00
2342024.04.19 06:00modify791.004969.755049.754849.75
2352024.04.21 23:00buy801.004982.340.000.00
2362024.04.21 23:00modify801.004982.344902.345102.34
2372024.04.23 13:55s/l791.005049.755049.754849.75-799.7748205.11
2382024.04.24 08:00buy811.005082.700.000.00
2392024.04.24 08:00modify811.005082.705002.705202.70
2402024.04.25 13:13s/l811.005002.705002.705202.70-800.5047404.60
2412024.04.25 22:00sell821.005100.470.000.00
2422024.04.25 22:00modify821.005100.475180.474980.47
2432024.04.26 12:30t/p801.005102.344902.345102.341197.4848602.08
2442024.04.26 12:30t/p781.005106.394906.395106.391196.4749798.55
2452024.04.29 13:32s/l771.005120.685120.684920.68-799.3748999.18
2462024.04.30 22:00buy831.005019.470.000.00
2472024.04.30 22:00modify831.005019.474939.475139.47
2482024.05.02 08:00sell841.005047.630.000.00
2492024.05.02 08:00modify841.005047.635127.634927.63
2502024.05.03 12:36s/l841.005127.635127.634927.63-799.9448199.24
2512024.05.05 22:00t/p831.005139.474939.475139.471197.4849396.72
2522024.05.06 19:59s/l821.005180.475180.474980.47-799.3748597.35
2532024.05.09 08:00buy851.005177.650.000.00
2542024.05.09 08:00modify851.005177.655097.655297.65
2552024.05.15 17:00t/p851.005297.655097.655297.651196.9749794.32
2562024.05.16 08:00buy861.005314.530.000.00
2572024.05.16 08:00modify861.005314.535234.535434.53
2582024.05.17 08:00sell871.005297.100.000.00
2592024.05.17 08:00modify871.005297.105377.105177.10
2602024.05.22 07:00buy881.005321.220.000.00
2612024.05.22 07:00modify881.005321.225241.225441.22
2622024.05.22 23:00sell891.005318.170.000.00
2632024.05.22 23:00modify891.005318.175398.175198.17
2642024.05.30 03:41s/l881.005241.225241.225441.22-804.0348990.29
2652024.05.30 07:00buy901.005236.350.000.00
2662024.05.30 07:00modify901.005236.355156.355356.35
2672024.05.30 19:36s/l861.005234.535234.535434.53-807.0648183.23
2682024.05.31 01:00buy911.005225.090.000.00
2692024.05.31 01:00modify911.005225.095145.095345.09
2702024.05.31 16:16t/p891.005198.175398.175198.171200.5249383.75
2712024.06.02 22:00sell921.005286.490.000.00
2722024.06.02 22:00modify921.005286.495366.495166.49
2732024.06.05 18:33t/p911.005345.095145.095345.091197.4850581.22
2742024.06.05 22:38t/p901.005356.355156.355356.351196.9751778.20
2752024.06.06 08:00buy931.005354.720.000.00
2762024.06.06 08:00modify931.005354.725274.725474.72
2772024.06.07 14:40s/l921.005366.495366.495166.49-799.7150978.49
2782024.06.10 08:00buy941.005340.630.000.00
2792024.06.10 08:00modify941.005340.635260.635460.63
2802024.06.11 08:00sell951.005358.250.000.00
2812024.06.11 08:00modify951.005358.255438.255238.25
2822024.06.11 20:13s/l871.005377.105377.105177.10-798.5750179.92
2832024.06.12 14:14s/l951.005438.255438.255238.25-799.9449379.98
2842024.06.14 08:00buy961.005428.870.000.00
2852024.06.14 08:00modify961.005428.875348.875548.87
2862024.06.17 07:00sell971.005433.250.000.00
2872024.06.17 07:00modify971.005433.255513.255313.25
2882024.06.17 16:47t/p941.005460.635260.635460.631196.4750576.45
2892024.06.17 17:33t/p931.005474.725274.725474.721194.4551770.90
2902024.06.19 08:00sell981.005491.710.000.00
2912024.06.19 08:00modify981.005491.715571.715371.71
2922024.06.20 07:30s/l971.005513.255513.255313.25-799.8350971.07
2932024.06.20 08:00sell991.005508.710.000.00
2942024.06.20 08:00modify991.005508.715588.715388.71
2952024.06.24 02:00buy1001.005458.460.000.00
2962024.06.24 02:00modify1001.005458.465378.465578.46
2972024.06.28 20:14close at stop1001.005470.315378.465578.46116.4851087.56
2982024.06.28 20:14close at stop991.005470.915588.715388.71378.4651466.01
2992024.06.28 20:14close at stop981.005470.915571.715371.71208.5251674.53
3002024.06.28 20:14close at stop961.005470.315348.875548.87407.3452081.87