Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolSP500 (SPX500 Cash)
Period15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=120; StopLoss=30; 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=9; 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 test23188Ticks modelled10525652Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit25971.07Gross profit92376.74Gross loss-66405.67
Profit factor1.39Expected payoff86.86
Absolute drawdown431.90Maximal drawdown4181.58 (19.84%)Relative drawdown46.28% (1278.46)
Total trades299Short positions (won %)159 (16.98%)Long positions (won %)140 (36.43%)
Profit trades (% of total)78 (26.09%)Loss trades (% of total)221 (73.91%)
Largestprofit trade1201.26loss trade-310.09
Averageprofit trade1184.32loss trade-300.48
Maximumconsecutive wins (profit in money)3 (3603.21)consecutive losses (loss in money)12 (-3599.87)
Maximalconsecutive profit (count of wins)3603.21 (3)consecutive loss (count of losses)-3599.87 (12)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 12:30sell11.004182.550.000.00
22023.11.01 12:30modify11.004182.554212.554062.55
32023.11.01 14:00s/l11.004212.554212.554062.55-300.00700.00
42023.11.01 15:30buy21.004214.620.000.00
52023.11.01 15:30modify21.004214.624184.624334.62
62023.11.02 12:45sell31.004275.270.000.00
72023.11.02 12:45modify31.004275.274305.274155.27
82023.11.02 16:00buy41.004298.920.000.00
92023.11.02 16:00modify41.004298.924268.924418.92
102023.11.02 16:46s/l31.004305.274305.274155.27-300.00400.00
112023.11.03 12:30sell51.004315.150.000.00
122023.11.03 12:30modify51.004315.154345.154195.15
132023.11.03 12:32t/p21.004334.624184.624334.621198.991598.99
142023.11.03 13:26s/l51.004345.154345.154195.15-300.001298.99
152023.11.03 14:45buy61.004348.630.000.00
162023.11.03 14:45modify61.004348.634318.634468.63
172023.11.06 15:00buy71.004365.960.000.00
182023.11.06 15:00modify71.004365.964335.964485.96
192023.11.06 17:00sell81.004366.080.000.00
202023.11.06 17:00modify81.004366.084396.084246.08
212023.11.09 13:48s/l81.004396.084396.084246.08-299.83999.16
222023.11.09 16:15sell91.004385.530.000.00
232023.11.09 16:15modify91.004385.534415.534265.53
242023.11.10 20:47s/l91.004415.534415.534265.53-299.94699.22
252023.11.10 21:00sell101.004414.780.000.00
262023.11.10 21:00modify101.004414.784444.784294.78
272023.11.10 21:00t/p41.004418.924268.924418.921195.971895.19
282023.11.12 23:00sell111.004409.650.000.00
292023.11.12 23:00modify111.004409.654439.654289.65
302023.11.14 13:30s/l111.004439.654439.654289.65-299.891595.30
312023.11.14 13:30sell121.004439.100.000.00
322023.11.14 13:30modify121.004439.104469.104319.10
332023.11.14 13:30s/l101.004444.784444.784294.78-299.771295.53
342023.11.14 13:32s/l121.004469.104469.104319.10-300.00995.53
352023.11.14 13:32t/p61.004468.634318.634468.631194.452189.98
362023.11.14 14:56t/p71.004485.964335.964485.961195.973385.95
372023.11.14 17:15buy131.004491.170.000.00
382023.11.14 17:15modify131.004491.174461.174611.17
392023.11.15 09:15sell141.004508.860.000.00
402023.11.15 09:15modify141.004508.864538.864388.86
412023.11.15 14:00buy151.004510.870.000.00
422023.11.15 14:00modify151.004510.874480.874630.87
432023.11.16 01:45buy161.004498.770.000.00
442023.11.16 01:45modify161.004498.774468.774618.77
452023.11.20 18:03s/l141.004538.864538.864388.86-299.713086.24
462023.11.20 18:15sell171.004541.900.000.00
472023.11.20 18:15modify171.004541.904571.904421.90
482023.11.29 11:55s/l171.004571.904571.904421.90-299.482786.75
492023.11.29 14:45sell181.004581.060.000.00
502023.11.29 14:45modify181.004581.064611.064461.06
512023.12.11 15:47s/l181.004611.064611.064461.06-299.312487.44
522023.12.11 15:48t/p131.004611.174461.174611.171186.383673.83
532023.12.11 16:00sell191.004610.160.000.00
542023.12.11 16:00modify191.004610.164640.164490.16
552023.12.11 18:50t/p161.004618.774468.774618.771187.394861.22
562023.12.11 20:00buy201.004617.810.000.00
572023.12.11 20:00modify201.004617.814587.814737.81
582023.12.12 00:30sell211.004624.170.000.00
592023.12.12 00:30modify211.004624.174654.174504.17
602023.12.12 13:17t/p151.004630.874480.874630.871186.386047.60
612023.12.12 13:30s/l191.004640.164640.164490.16-299.945747.66
622023.12.12 14:00buy221.004619.670.000.00
632023.12.12 14:00modify221.004619.674589.674739.67
642023.12.13 13:45sell231.004652.830.000.00
652023.12.13 13:45modify231.004652.834682.834532.83
662023.12.13 13:46s/l211.004654.174654.174504.17-299.945447.72
672023.12.13 16:45buy241.004650.820.000.00
682023.12.13 16:45modify241.004650.824620.824770.82
692023.12.13 19:34s/l231.004682.834682.834532.83-300.005147.72
702023.12.14 09:00sell251.004721.160.000.00
712023.12.14 09:00modify251.004721.164751.164601.16
722023.12.14 14:47t/p201.004737.814587.814737.811198.496346.20
732023.12.14 15:15buy261.004725.100.000.00
742023.12.14 15:15modify261.004725.104695.104845.10
752023.12.14 18:53s/l261.004695.104695.104845.10-300.006046.20
762023.12.15 01:15buy271.004717.550.000.00
772023.12.15 01:15modify271.004717.554687.554837.55
782023.12.18 16:17t/p221.004739.674589.674739.671196.977243.18
792023.12.18 16:30sell281.004739.840.000.00
802023.12.18 16:30modify281.004739.844769.844619.84
812023.12.19 12:18s/l251.004751.164751.164601.16-299.716943.47
822023.12.19 12:30sell291.004747.640.000.00
832023.12.19 12:30modify291.004747.644777.644627.64
842023.12.20 03:08s/l281.004769.844769.844619.84-299.896643.58
852023.12.20 05:14t/p241.004770.824620.824770.821196.477840.05
862023.12.20 09:00buy301.004764.590.000.00
872023.12.20 09:00modify301.004764.594734.594884.59
882023.12.20 14:45sell311.004765.140.000.00
892023.12.20 14:45modify311.004765.144795.144645.14
902023.12.20 17:57s/l291.004777.644777.644627.64-299.947540.11
912023.12.20 19:52s/l301.004734.594734.594884.59-300.007240.11
922023.12.21 01:45buy321.004707.810.000.00
932023.12.21 01:45modify321.004707.814677.814827.81
942023.12.21 09:15sell331.004725.750.000.00
952023.12.21 09:15modify331.004725.754755.754605.75
962023.12.22 13:36s/l331.004755.754755.754605.75-299.946940.16
972023.12.22 13:45sell341.004756.170.000.00
982023.12.22 13:45modify341.004756.174786.174636.17
992023.12.27 20:59s/l341.004786.174786.174636.17-299.716640.45
1002023.12.27 21:00sell351.004785.340.000.00
1012023.12.27 21:00modify351.004785.344815.344665.34
1022023.12.28 07:06s/l311.004795.144795.144645.14-299.546340.91
1032023.12.28 13:45sell361.004787.420.000.00
1042023.12.28 13:45modify361.004787.424817.424667.42
1052024.01.04 20:54s/l271.004687.554687.554837.55-310.096030.82
1062024.01.04 21:00buy371.004690.920.000.00
1072024.01.04 21:00modify371.004690.924660.924810.92
1082024.01.05 10:26s/l321.004677.814677.814827.81-307.565723.26
1092024.01.05 10:30buy381.004678.670.000.00
1102024.01.05 10:30modify381.004678.674648.674798.67
1112024.01.05 13:30t/p361.004667.424817.424667.421200.466923.72
1122024.01.05 13:30sell391.004666.780.000.00
1132024.01.05 13:30modify391.004666.784696.784546.78
1142024.01.05 13:31t/p351.004665.344815.344665.341200.528124.24
1152024.01.05 14:34s/l391.004696.784696.784546.78-300.007824.24
1162024.01.07 23:00sell401.004696.000.000.00
1172024.01.07 23:00modify401.004696.004726.004576.00
1182024.01.08 09:15buy411.004688.960.000.00
1192024.01.08 09:15modify411.004688.964658.964808.96
1202024.01.08 16:59s/l401.004726.004726.004576.00-299.947524.29
1212024.01.08 17:00sell421.004726.100.000.00
1222024.01.08 17:00modify421.004726.104756.104606.10
1232024.01.08 19:57s/l421.004756.104756.104606.10-300.007224.29
1242024.01.09 10:15sell431.004750.000.000.00
1252024.01.09 10:15modify431.004750.004780.004630.00
1262024.01.10 19:13s/l431.004780.004780.004630.00-299.946924.35
1272024.01.10 19:15sell441.004780.710.000.00
1282024.01.10 19:15modify441.004780.714810.714660.71
1292024.01.11 08:16t/p381.004798.674648.674798.671196.978121.33
1302024.01.11 09:00sell451.004800.430.000.00
1312024.01.11 09:00modify451.004800.434830.434680.43
1322024.01.19 13:09t/p411.004808.964658.964808.961194.459315.78
1332024.01.19 13:15sell461.004809.360.000.00
1342024.01.19 13:15modify461.004809.364839.364689.36
1352024.01.19 17:27s/l441.004810.714810.714660.71-299.489016.29
1362024.01.19 17:31t/p371.004810.924660.924810.921192.4410208.73
1372024.01.19 18:43s/l451.004830.434830.434680.43-299.549909.19
1382024.01.19 19:14s/l461.004839.364839.364689.36-300.009609.19
1392024.01.19 20:30buy471.004838.300.000.00
1402024.01.19 20:30modify471.004838.304808.304958.30
1412024.01.21 23:00sell481.004841.880.000.00
1422024.01.21 23:00modify481.004841.884871.884721.88
1432024.01.22 01:00sell491.004854.620.000.00
1442024.01.22 01:00modify491.004854.624884.624734.62
1452024.01.22 09:00buy501.004851.980.000.00
1462024.01.22 09:00modify501.004851.984821.984971.98
1472024.01.23 23:00s/l481.004871.884871.884721.88-299.899309.30
1482024.01.23 23:00sell511.004871.320.000.00
1492024.01.23 23:00modify511.004871.324901.324751.32
1502024.01.24 07:44s/l491.004884.624884.624734.62-299.899009.42
1512024.01.24 13:15sell521.004892.810.000.00
1522024.01.24 13:15modify521.004892.814922.814772.81
1532024.01.24 15:43s/l511.004901.324901.324751.32-299.948709.48
1542024.01.24 16:45buy531.004893.890.000.00
1552024.01.24 16:45modify531.004893.894863.895013.89
1562024.01.24 21:04s/l531.004863.894863.895013.89-300.008409.48
1572024.01.25 01:45buy541.004868.470.000.00
1582024.01.25 01:45modify541.004868.474838.474988.47
1592024.01.29 20:18s/l521.004922.814922.814772.81-299.718109.76
1602024.01.29 20:30sell551.004925.060.000.00
1612024.01.29 20:30modify551.004925.064955.064805.06
1622024.02.02 16:51s/l551.004955.064955.064805.06-299.777809.99
1632024.02.02 17:00sell561.004950.800.000.00
1642024.02.02 17:00modify561.004950.804980.804830.80
1652024.02.02 17:29t/p471.004958.304808.304958.301192.949002.93
1662024.02.02 19:42t/p501.004971.984821.984971.981194.4510197.39
1672024.02.02 21:00buy571.004957.730.000.00
1682024.02.02 21:00modify571.004957.734927.735077.73
1692024.02.04 23:00buy581.004952.340.000.00
1702024.02.04 23:00modify581.004952.344922.345072.34
1712024.02.05 15:17s/l571.004927.734927.735077.73-301.519895.87
1722024.02.05 15:30buy591.004929.470.000.00
1732024.02.05 15:30modify591.004929.474899.475049.47
1742024.02.05 15:41s/l581.004922.344922.345072.34-300.509595.37
1752024.02.05 17:30sell601.004942.150.000.00
1762024.02.05 17:30modify601.004942.154972.154822.15
1772024.02.07 14:02s/l601.004972.154972.154822.15-299.899295.48
1782024.02.07 14:30sell611.004977.360.000.00
1792024.02.07 14:30modify611.004977.365007.364857.36
1802024.02.07 15:13s/l561.004980.804980.804830.80-299.718995.77
1812024.02.07 15:24t/p541.004988.474838.474988.471193.4410189.21
1822024.02.07 16:30buy621.004986.880.000.00
1832024.02.07 16:30modify621.004986.884956.885106.88
1842024.02.08 13:45sell631.004990.570.000.00
1852024.02.08 13:45modify631.004990.575020.574870.57
1862024.02.09 12:01s/l611.005007.365007.364857.36-299.899889.33
1872024.02.09 13:33s/l631.005020.575020.574870.57-299.949589.39
1882024.02.09 13:45sell641.005015.600.000.00
1892024.02.09 13:45modify641.005015.605045.604895.60
1902024.02.09 16:45buy651.005011.590.000.00
1912024.02.09 16:45modify651.005011.594981.595131.59
1922024.02.12 16:31s/l641.005045.605045.604895.60-299.839289.56
1932024.02.12 16:45sell661.005045.900.000.00
1942024.02.12 16:45modify661.005045.905075.904925.90
1952024.02.13 13:30s/l651.004981.594981.595131.59-302.028987.54
1962024.02.13 13:30sell671.004981.570.000.00
1972024.02.13 13:30modify671.004981.575011.574861.57
1982024.02.13 14:03s/l621.004956.884956.885106.88-303.038684.52
1992024.02.13 17:15buy681.004962.530.000.00
2002024.02.13 17:15modify681.004962.534932.535082.53
2012024.02.13 19:17s/l681.004932.534932.535082.53-300.008384.52
2022024.02.13 19:53t/p661.004925.905075.904925.901200.069584.57
2032024.02.14 13:15sell691.004980.970.000.00
2042024.02.14 13:15modify691.004980.975010.974860.97
2052024.02.14 16:15buy701.004968.670.000.00
2062024.02.14 16:15modify701.004968.674938.675088.67
2072024.02.15 07:11s/l691.005010.975010.974860.97-299.949284.63
2082024.02.15 07:22s/l671.005011.575011.574861.57-299.898984.74
2092024.02.15 13:30buy711.005005.600.000.00
2102024.02.15 13:30modify711.005005.604975.605125.60
2112024.02.15 15:30sell721.005008.380.000.00
2122024.02.15 15:30modify721.005008.385038.384888.38
2132024.02.16 09:26s/l721.005038.385038.384888.38-299.948684.80
2142024.02.16 16:00sell731.005019.880.000.00
2152024.02.16 16:00modify731.005019.885049.884899.88
2162024.02.20 14:41s/l711.004975.604975.605125.60-302.528382.28
2172024.02.20 15:00buy741.004977.330.000.00
2182024.02.20 15:00modify741.004977.334947.335097.33
2192024.02.21 20:16s/l741.004947.334947.335097.33-300.508081.78
2202024.02.21 20:30buy751.004954.420.000.00
2212024.02.21 20:30modify751.004954.424924.425074.42
2222024.02.22 11:18s/l731.005049.885049.884899.88-299.667782.12
2232024.02.22 11:19t/p591.005049.474899.475049.471191.438973.55
2242024.02.22 11:30sell761.005050.340.000.00
2252024.02.22 11:30modify761.005050.345080.344930.34
2262024.02.22 14:30buy771.005050.310.000.00
2272024.02.22 14:30modify771.005050.315020.315170.31
2282024.02.22 17:57t/p751.005074.424924.425074.421199.5010173.04
2292024.02.22 18:33s/l761.005080.345080.344930.34-300.009873.04
2302024.02.22 19:14t/p701.005088.674938.675088.671195.9711069.01
2312024.02.23 00:45buy781.005083.220.000.00
2322024.02.23 00:45modify781.005083.225053.225203.22
2332024.02.23 13:45sell791.005093.040.000.00
2342024.02.23 13:45modify791.005093.045123.044973.04
2352024.02.25 23:00buy801.005086.100.000.00
2362024.02.25 23:00modify801.005086.105056.105206.10
2372024.02.28 09:41s/l801.005056.105056.105206.10-301.5110767.50
2382024.02.28 09:45buy811.005055.480.000.00
2392024.02.28 09:45modify811.005055.485025.485175.48
2402024.02.29 08:10s/l781.005053.225053.225203.22-303.0310464.47
2412024.02.29 09:00buy821.005060.820.000.00
2422024.02.29 09:00modify821.005060.825030.825180.82
2432024.03.01 17:20s/l791.005123.045123.044973.04-299.6010164.87
2442024.03.01 17:30sell831.005123.670.000.00
2452024.03.01 17:30modify831.005123.675153.675003.67
2462024.03.07 15:42s/l831.005153.675153.675003.67-299.669865.22
2472024.03.07 15:45sell841.005153.550.000.00
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