Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolSP500 (SPX500 Cash)
Period15 Minutes (M15) 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=60; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=70; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 test22964Ticks modelled8689449Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit35032.75Gross profit63801.86Gross loss-28769.11
Profit factor2.22Expected payoff357.48
Absolute drawdown458.93Maximal drawdown3430.42 (10.05%)Relative drawdown21.76% (2913.25)
Total trades98Short positions (won %)41 (48.78%)Long positions (won %)57 (63.16%)
Profit trades (% of total)56 (57.14%)Loss trades (% of total)42 (42.86%)
Largestprofit trade1201.55loss trade-707.06
Averageprofit trade1139.32loss trade-684.98
Maximumconsecutive wins (profit in money)6 (7196.61)consecutive losses (loss in money)4 (-2812.10)
Maximalconsecutive profit (count of wins)7196.61 (6)consecutive loss (count of losses)-2812.10 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 01:45sell11.004449.680.000.00
22023.07.03 01:45modify11.004449.684519.684329.68
32023.07.06 01:45buy21.004441.930.000.00
42023.07.06 01:45modify21.004441.934371.934561.93
52023.07.07 01:45buy31.004408.380.000.00
62023.07.07 01:45modify31.004408.384338.384528.38
72023.07.10 01:15buy41.004399.090.000.00
82023.07.10 01:15modify41.004399.094329.094519.09
92023.07.14 12:54s/l11.004519.684519.684329.68-699.379300.63
102023.07.14 12:54t/p41.004519.094329.094519.091197.9810498.61
112023.07.17 19:19t/p31.004528.384338.384528.381194.9611693.57
122023.07.18 01:30sell51.004520.100.000.00
132023.07.18 01:30modify51.004520.104590.104400.10
142023.07.18 19:15t/p21.004561.934371.934561.931193.9512887.52
152023.07.19 01:45sell61.004553.880.000.00
162023.07.19 01:45modify61.004553.884623.884433.88
172023.07.20 01:45sell71.004559.990.000.00
182023.07.20 01:45modify71.004559.994629.994439.99
192023.07.21 01:15sell81.004535.800.000.00
202023.07.21 01:15modify81.004535.804605.804415.80
212023.07.27 07:45s/l51.004590.104590.104400.10-699.4812188.04
222023.07.27 12:39s/l81.004605.804605.804415.80-699.6611488.38
232023.07.28 01:00sell91.004544.150.000.00
242023.07.28 01:00modify91.004544.154614.154424.15
252023.07.28 04:15buy101.004534.200.000.00
262023.07.28 04:15modify101.004534.204464.204654.20
272023.08.08 15:05s/l101.004464.204464.204654.20-705.5510782.83
282023.08.09 01:15sell111.004503.390.000.00
292023.08.09 01:15modify111.004503.394573.394383.39
302023.08.15 19:26t/p71.004439.994629.994439.991201.4911984.33
312023.08.15 19:30t/p61.004433.884623.884433.881201.5513185.88
322023.08.16 01:00buy121.004436.850.000.00
332023.08.16 01:00modify121.004436.854366.854556.85
342023.08.16 17:06t/p91.004424.154614.154424.151201.0914386.97
352023.08.17 01:30buy131.004396.920.000.00
362023.08.17 01:30modify131.004396.924326.924516.92
372023.08.17 18:45t/p111.004383.394573.394383.391200.4615587.43
382023.08.17 19:15s/l121.004366.854366.854556.85-700.5014886.92
392023.08.18 01:00sell141.004370.700.000.00
402023.08.18 01:00modify141.004370.704440.704250.70
412023.08.21 01:30buy151.004371.660.000.00
422023.08.21 01:30modify151.004371.664301.664491.66
432023.08.22 01:30sell161.004394.980.000.00
442023.08.22 01:30modify161.004394.984464.984274.98
452023.08.23 17:30s/l141.004440.704440.704250.70-699.7114187.21
462023.08.24 01:45sell171.004460.480.000.00
472023.08.24 01:45modify171.004460.484530.484340.48
482023.08.24 02:54s/l161.004464.984464.984274.98-699.8913487.32
492023.08.25 01:45buy181.004378.160.000.00
502023.08.25 01:45modify181.004378.164308.164498.16
512023.08.29 17:35t/p151.004491.664301.664491.661195.9714683.29
522023.08.29 19:29t/p181.004498.164308.164498.161197.9815881.27
532023.08.30 01:45sell191.004502.280.000.00
542023.08.30 01:45modify191.004502.284572.284382.28
552023.08.30 13:57t/p131.004516.924326.924516.921193.4417074.72
562023.08.31 12:30s/l171.004530.484530.484340.48-699.6016375.12
572023.09.04 01:30sell201.004516.290.000.00
582023.09.04 01:30modify201.004516.294586.294396.29
592023.09.05 01:45sell211.004510.130.000.00
602023.09.05 01:45modify211.004510.134580.134390.13
612023.09.07 01:45buy221.004461.980.000.00
622023.09.07 01:45modify221.004461.984391.984581.98
632023.09.20 22:35t/p201.004396.294586.294396.291200.9217576.04
642023.09.21 00:43s/l221.004391.984391.984581.98-707.0616868.98
652023.09.21 01:30buy231.004392.820.000.00
662023.09.21 01:30modify231.004392.824322.824512.82
672023.09.21 01:59t/p211.004390.134580.134390.131200.9218069.89
682023.09.21 09:46t/p191.004382.284572.284382.281201.2619271.16
692023.09.22 01:00buy241.004329.570.000.00
702023.09.22 01:00modify241.004329.574259.574449.57
712023.09.22 03:15sell251.004334.710.000.00
722023.09.22 03:15modify251.004334.714404.714214.71
732023.09.22 18:16s/l231.004322.824322.824512.82-700.5018570.65
742023.09.25 01:45sell261.004325.670.000.00
752023.09.25 01:45modify261.004325.674395.674205.67
762023.09.26 01:00buy271.004325.070.000.00
772023.09.26 01:00modify271.004325.074255.074445.07
782023.09.27 16:02s/l241.004259.574259.574449.57-702.5217868.13
792023.09.27 16:05s/l271.004255.074255.074445.07-700.5017167.63
802023.09.28 01:45buy281.004282.280.000.00
812023.09.28 01:45modify281.004282.284212.284402.28
822023.09.29 01:45buy291.004292.620.000.00
832023.09.29 01:45modify291.004292.624222.624412.62
842023.10.03 15:37s/l291.004222.624222.624412.62-702.0216465.61
852023.10.04 01:15buy301.004222.790.000.00
862023.10.04 01:15modify301.004222.794152.794342.79
872023.10.04 01:35t/p251.004214.714404.714214.711200.6917666.30
882023.10.04 01:36s/l281.004212.284212.284402.28-703.0316963.27
892023.10.04 04:45sell311.004220.100.000.00
902023.10.04 04:45modify311.004220.104290.104100.10
912023.10.04 06:18t/p261.004205.674395.674205.671200.5218163.79
922023.10.05 01:00sell321.004257.370.000.00
932023.10.05 01:00modify321.004257.374327.374137.37
942023.10.06 01:00sell331.004256.640.000.00
952023.10.06 01:00modify331.004256.644326.644136.64
962023.10.06 15:42s/l311.004290.104290.104100.10-699.8917463.90
972023.10.09 01:15buy341.004274.480.000.00
982023.10.09 01:15modify341.004274.484204.484394.48
992023.10.09 17:43s/l331.004326.644326.644136.64-699.8316764.08
1002023.10.09 17:43s/l321.004327.374327.374137.37-699.7716064.31
1012023.10.10 01:20t/p301.004342.794152.794342.791196.9717261.28
1022023.10.12 06:39t/p341.004394.484204.484394.481198.4918459.77
1032023.10.13 02:15sell351.004356.290.000.00
1042023.10.13 02:15modify351.004356.294426.294236.29
1052023.10.16 01:00sell361.004339.400.000.00
1062023.10.16 01:00modify361.004339.404409.404219.40
1072023.10.18 02:00sell371.004362.730.000.00
1082023.10.18 02:00modify371.004362.734432.734242.73
1092023.10.19 01:15sell381.004318.930.000.00
1102023.10.19 01:15modify381.004318.934388.934198.93
1112023.10.20 14:31t/p371.004242.734432.734242.731200.1119659.88
1122023.10.20 14:57t/p351.004236.294426.294236.291200.4020860.28
1132023.10.23 07:41t/p361.004219.404409.404219.401200.4022060.69
1142023.10.23 09:32t/p381.004198.934388.934198.931200.2323260.91
1152023.10.24 01:15buy391.004226.480.000.00
1162023.10.24 01:15modify391.004226.484156.484346.48
1172023.10.25 01:30sell401.004242.670.000.00
1182023.10.25 01:30modify401.004242.674312.674122.67
1192023.10.26 01:00buy411.004164.290.000.00
1202023.10.26 01:00modify411.004164.294094.294284.29
1212023.10.26 02:25s/l391.004156.484156.484346.48-701.0122559.91
1222023.10.27 17:06t/p401.004122.674312.674122.671200.1123760.02
1232023.10.31 01:45buy421.004155.250.000.00
1242023.10.31 01:45modify421.004155.254085.254275.25
1252023.11.02 12:38t/p421.004275.254085.254275.251198.9924959.01
1262023.11.02 13:33t/p411.004284.294094.294284.291196.4726155.48
1272023.11.15 01:45sell431.004499.960.000.00
1282023.11.15 01:45modify431.004499.964569.964379.96
1292023.11.16 01:30buy441.004499.760.000.00
1302023.11.16 01:30modify441.004499.764429.764619.76
1312023.11.17 01:45sell451.004512.160.000.00
1322023.11.17 01:45modify451.004512.164582.164392.16
1332023.11.20 01:30sell461.004510.380.000.00
1342023.11.20 01:30modify461.004510.384580.384390.38
1352023.11.29 09:50s/l431.004569.964569.964379.96-699.2025456.29
1362023.11.29 14:32s/l461.004580.384580.384390.38-699.4824756.80
1372023.11.29 14:33s/l451.004582.164582.164392.16-699.3124057.49
1382023.11.30 01:45buy471.004553.160.000.00
1392023.11.30 01:45modify471.004553.164483.164673.16
1402023.12.04 01:00buy481.004587.870.000.00
1412023.12.04 01:00modify481.004587.874517.874707.87
1422023.12.05 01:30buy491.004559.800.000.00
1432023.12.05 01:30modify491.004559.804489.804679.80
1442023.12.11 19:13t/p441.004619.764429.764619.761187.3925244.88
1452023.12.12 01:30buy501.004623.630.000.00
1462023.12.12 01:30modify501.004623.634553.634743.63
1472023.12.13 19:10t/p471.004673.164483.164673.161193.4426438.33
1482023.12.13 19:22t/p491.004679.804489.804679.801195.9727634.29
1492023.12.13 20:04t/p481.004707.874517.874707.871195.4628829.75
1502023.12.14 03:45buy511.004720.370.000.00
1512023.12.14 03:45modify511.004720.374650.374840.37
1522023.12.15 01:15buy521.004717.550.000.00
1532023.12.15 01:15modify521.004717.554647.554837.55
1542023.12.18 17:10t/p501.004743.634553.634743.631196.9730026.73
1552023.12.19 03:00sell531.004740.130.000.00
1562023.12.19 03:00modify531.004740.134810.134620.13
1572023.12.21 01:45buy541.004707.810.000.00
1582023.12.21 01:45modify541.004707.814637.814827.81
1592024.01.19 13:13s/l531.004810.134810.134620.13-698.2229328.51
1602024.01.19 18:35t/p541.004827.814637.814827.811185.3830513.88
1612024.01.19 19:13t/p521.004837.554647.554837.551182.3531696.23
1622024.01.19 19:27t/p511.004840.374650.374840.371181.8532878.08
1632024.01.22 01:00sell551.004854.620.000.00
1642024.01.22 01:00modify551.004854.624924.624734.62
1652024.01.23 01:30buy561.004850.640.000.00
1662024.01.23 01:30modify561.004850.644780.644970.64
1672024.01.25 01:45buy571.004868.470.000.00
1682024.01.25 01:45modify571.004868.474798.474988.47
1692024.01.26 01:15buy581.004882.720.000.00
1702024.01.26 01:15modify581.004882.724812.725002.72
1712024.01.29 20:20s/l551.004924.624924.624734.62-699.6032178.48
1722024.01.30 01:45buy591.004928.110.000.00
1732024.01.30 01:45modify591.004928.114858.115048.11
1742024.01.31 20:05s/l591.004858.114858.115048.11-700.5031477.98
1752024.02.01 01:45buy601.004857.430.000.00
1762024.02.01 01:45modify601.004857.434787.434977.43
1772024.02.02 19:35t/p561.004970.644780.644970.641194.9632672.93
1782024.02.05 01:00buy611.004946.720.000.00
1792024.02.05 01:00modify611.004946.724876.725066.72
1802024.02.07 14:29t/p601.004977.434787.434977.431196.9733869.91
1812024.02.07 15:24t/p571.004988.474798.474988.471193.4435063.35
1822024.02.09 08:27t/p581.005002.724812.725002.721192.9436256.29
1832024.02.14 01:30buy621.004953.100.000.00
1842024.02.14 01:30modify621.004953.104883.105073.10
1852024.02.19 01:45buy631.005005.530.000.00
1862024.02.19 01:45modify631.005005.534935.535125.53
1872024.02.20 01:30sell641.005002.130.000.00
1882024.02.20 01:30modify641.005002.135072.134882.13
1892024.02.22 16:33t/p611.005066.724876.725066.721191.4337447.72
1902024.02.22 17:52s/l641.005072.135072.134882.13-699.8936747.83
1912024.02.22 17:56t/p621.005073.104883.105073.101195.9737943.80
1922024.02.26 01:00buy651.005079.430.000.00
1932024.02.26 01:00modify651.005079.435009.435199.43
1942024.03.01 01:45sell661.005096.400.000.00
1952024.03.01 01:45modify661.005096.405166.404976.40
1962024.03.01 17:27t/p631.005125.534935.535125.531194.4539138.25
1972024.03.05 01:30buy671.005122.060.000.00
1982024.03.05 01:30modify671.005122.065052.065242.06
1992024.03.07 01:00buy681.005098.950.000.00
2002024.03.07 01:00modify681.005098.955028.955218.95
2012024.03.08 08:46s/l661.005166.405166.404976.40-699.6038438.65
2022024.03.11 01:30buy691.005124.570.000.00
2032024.03.11 01:30modify691.005124.575054.575244.57
2042024.03.20 18:05t/p651.005199.435009.435199.431188.4039627.05
2052024.03.20 19:05t/p681.005218.955028.955218.951193.4440820.50
2062024.03.20 23:21t/p671.005242.065052.065242.061192.4442012.93
2072024.03.21 03:10t/p691.005244.575054.575244.571194.9643207.89
2082024.03.22 02:45buy701.005239.950.000.00
2092024.03.22 02:45modify701.005239.955169.955359.95
2102024.03.26 01:45sell711.005227.010.000.00
2112024.03.26 01:45modify711.005227.015297.015107.01
2122024.04.02 01:15buy721.005233.470.000.00
2132024.04.02 01:15modify721.005233.475163.475353.47
2142024.04.03 01:15buy731.005200.900.000.00
2152024.04.03 01:15modify731.005200.905130.905320.90
2162024.04.04 19:00s/l701.005169.955169.955359.95-706.5642501.33
2172024.04.04 19:27s/l721.005163.475163.475353.47-701.0141800.33
2182024.04.05 01:00buy741.005151.850.000.00
2192024.04.05 01:00modify741.005151.855081.855271.85
2202024.04.08 01:00buy751.005205.350.000.00
2212024.04.08 01:00modify751.005205.355135.355325.35
2222024.04.10 12:40s/l751.005135.355135.355325.35-701.0141099.32
2232024.04.10 12:41s/l731.005130.905130.905320.90-703.5340395.79
2242024.04.11 01:45sell761.005156.020.000.00
2252024.04.11 01:45modify761.005156.025226.025036.02
2262024.04.15 01:00buy771.005136.970.000.00
2272024.04.15 01:00modify771.005136.975066.975256.97
2282024.04.15 17:18t/p711.005107.015297.015107.011201.1541596.94
2292024.04.15 17:29s/l741.005081.855081.855271.85-705.0440891.89
2302024.04.15 17:51s/l771.005066.975066.975256.97-700.0040191.89
2312024.04.16 01:15buy781.005055.500.000.00
2322024.04.16 01:15modify781.005055.504985.505175.50
2332024.04.16 04:45sell791.005048.930.000.00
2342024.04.16 04:45modify791.005048.935118.934928.93
2352024.04.17 01:30buy801.005058.940.000.00
2362024.04.17 01:30modify801.005058.944988.945178.94
2372024.04.17 06:04t/p761.005036.025226.025036.021200.3441392.24
2382024.04.18 01:45sell811.005028.750.000.00
2392024.04.18 01:45modify811.005028.755098.754908.75
2402024.04.19 00:52s/l801.004988.944988.945178.94-701.0140691.23
2412024.04.19 00:57s/l781.004985.504985.505175.50-701.5139989.72
2422024.04.19 01:00buy821.004986.390.000.00
2432024.04.19 01:00modify821.004986.394916.395106.39
2442024.04.19 02:15t/p791.004928.935118.934928.931200.1741189.89
2452024.04.19 03:00sell831.004950.230.000.00
2462024.04.19 03:00modify831.004950.235020.234830.23
2472024.04.22 01:00buy841.004974.080.000.00
2482024.04.22 01:00modify841.004974.084904.085094.08
2492024.04.22 17:48s/l831.005020.235020.234830.23-699.8340490.06
2502024.04.23 01:45buy851.005007.570.000.00
2512024.04.23 01:45modify851.005007.574937.575127.57
2522024.04.25 20:05t/p841.005094.084904.085094.081198.4941688.55
2532024.04.25 20:05s/l811.005098.755098.754908.75-699.6040988.95
2542024.04.26 01:45sell861.005091.570.000.00
2552024.04.26 01:45modify861.005091.575161.574971.57
2562024.04.26 12:30t/p821.005106.394916.395106.391196.4742185.42
2572024.05.03 12:36t/p851.005127.574937.575127.571194.9643380.38
2582024.05.06 14:42s/l861.005161.575161.574971.57-699.4342680.95
2592024.05.21 01:45buy871.005309.900.000.00
2602024.05.21 01:45modify871.005309.905239.905429.90
2612024.05.23 01:45sell881.005326.030.000.00
2622024.05.23 01:45modify881.005326.035396.035206.03
2632024.05.24 01:30sell891.005276.200.000.00
2642024.05.24 01:30modify891.005276.205346.205156.20
2652024.05.29 01:00buy901.005297.670.000.00
2662024.05.29 01:00modify901.005297.675227.675417.67
2672024.05.30 04:40s/l871.005239.905239.905429.90-704.5441976.41
2682024.05.30 19:48s/l901.005227.675227.675417.67-700.5041275.91
2692024.05.31 01:00buy911.005225.090.000.00
2702024.05.31 01:00modify911.005225.095155.095345.09
2712024.05.31 03:30sell921.005231.130.000.00
2722024.05.31 03:30modify921.005231.135301.135111.13
2732024.05.31 15:31t/p881.005206.035396.035206.031200.4642476.37
2742024.06.03 01:45buy931.005292.330.000.00
2752024.06.03 01:45modify931.005292.335222.335412.33
2762024.06.05 02:11s/l921.005301.135301.135111.13-699.7141776.65
2772024.06.05 18:33t/p911.005345.095155.095345.091197.4842974.13
2782024.06.05 18:33s/l891.005346.205346.205156.20-699.3142274.82
2792024.06.06 01:15buy941.005355.560.000.00
2802024.06.06 01:15modify941.005355.565285.565475.56
2812024.06.12 12:30t/p931.005412.335222.335412.331195.4643470.28
2822024.06.17 17:37t/p941.005475.565285.565475.561194.4544664.73
2832024.06.18 01:45buy951.005472.890.000.00
2842024.06.18 01:45modify951.005472.895402.895592.89
2852024.06.20 04:00sell961.005498.980.000.00
2862024.06.20 04:00modify961.005498.985568.985378.98
2872024.06.24 01:15buy971.005460.480.000.00
2882024.06.24 01:15modify971.005460.485390.485580.48
2892024.06.26 01:45sell981.005473.040.000.00
2902024.06.26 01:45modify981.005473.045543.045353.04
2912024.06.28 20:14close at stop981.005470.915543.045353.0421.4144686.15
2922024.06.28 20:14close at stop971.005470.315390.485580.4896.2844782.43
2932024.06.28 20:14close at stop961.005470.915568.985378.98281.1645063.59
2942024.06.28 20:14close at stop951.005470.315402.895592.89-30.8445032.75