Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolAU200 (AUS200 Cash)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 22:10 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=60; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=120; StopLoss=50; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test5736Ticks modelled3598834Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread260
Total net profit24927.15Gross profit80206.22Gross loss-55279.08
Profit factor1.45Expected payoff91.31
Absolute drawdown1073.04Maximal drawdown2843.01 (9.37%)Relative drawdown12.05% (1222.65)
Total trades273Short positions (won %)137 (39.42%)Long positions (won %)136 (37.50%)
Profit trades (% of total)105 (38.46%)Loss trades (% of total)168 (61.54%)
Largestprofit trade790.25loss trade-343.12
Averageprofit trade763.87loss trade-329.04
Maximumconsecutive wins (profit in money)5 (1559.87)consecutive losses (loss in money)7 (-2296.26)
Maximalconsecutive profit (count of wins)2365.85 (3)consecutive loss (count of losses)-2296.26 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 05:00buy11.007351.280.000.00
22022.12.01 05:00modify11.007351.287301.287471.28
32022.12.01 12:00sell21.007337.480.000.00
42022.12.01 12:00modify21.007337.487387.487217.48
52022.12.02 00:24s/l11.007301.287301.287471.28-328.869671.14
62022.12.02 05:00sell31.007307.540.000.00
72022.12.02 05:00modify31.007307.547357.547187.54
82022.12.02 10:00buy41.007315.260.000.00
92022.12.02 10:00modify41.007315.267265.267435.26
102022.12.02 13:32s/l41.007265.267265.267435.26-328.159342.99
112022.12.05 08:00buy51.007331.950.000.00
122022.12.05 08:00modify51.007331.957281.957451.95
132022.12.05 18:57s/l51.007281.957281.957451.95-328.159014.84
142022.12.06 05:00buy61.007293.170.000.00
152022.12.06 05:00modify61.007293.177243.177413.17
162022.12.06 09:00sell71.007290.080.000.00
172022.12.06 09:00modify71.007290.087340.087170.08
182022.12.06 15:38s/l61.007243.177243.177413.17-328.158686.69
192022.12.07 08:00buy81.007221.150.000.00
202022.12.07 08:00modify81.007221.157171.157341.15
212022.12.07 09:41t/p21.007217.487387.487217.48788.519475.20
222022.12.07 12:00sell91.007214.730.000.00
232022.12.07 12:00modify91.007214.737264.737094.73
242022.12.08 00:36t/p31.007187.547357.547187.54788.5110263.71
252022.12.08 01:01s/l81.007171.157171.157341.15-328.869934.84
262022.12.08 01:01t/p71.007170.087340.087170.08787.8810722.72
272022.12.08 05:00buy101.007184.570.000.00
282022.12.08 05:00modify101.007184.577134.577304.57
292022.12.08 08:00sell111.007191.100.000.00
302022.12.08 08:00modify111.007191.107241.107071.10
312022.12.09 10:00buy121.007212.260.000.00
322022.12.09 10:00modify121.007212.267162.267332.26
332022.12.11 23:13s/l121.007162.267162.267332.26-329.5810393.15
342022.12.12 08:00buy131.007177.150.000.00
352022.12.12 08:00modify131.007177.157127.157297.15
362022.12.13 13:26s/l111.007241.107241.107071.10-327.3610065.79
372022.12.13 13:30s/l91.007264.737264.737094.73-327.209738.59
382022.12.13 13:30t/p131.007297.157127.157297.15786.8510525.43
392022.12.13 14:13t/p101.007304.577134.577304.57784.0011309.43
402022.12.14 09:00buy141.007215.830.000.00
412022.12.14 09:00modify141.007215.837165.837335.83
422022.12.14 11:00sell151.007213.100.000.00
432022.12.14 11:00modify151.007213.107263.107093.10
442022.12.15 08:00buy161.007193.800.000.00
452022.12.15 08:00modify161.007193.807143.807313.80
462022.12.15 11:00sell171.007187.290.000.00
472022.12.15 11:00modify171.007187.297237.297067.29
482022.12.15 13:26s/l141.007165.837165.837335.83-328.8610980.57
492022.12.15 14:57s/l161.007143.807143.807313.80-328.1510652.42
502022.12.16 09:00buy181.007117.600.000.00
512022.12.16 09:00modify181.007117.607067.607237.60
522022.12.16 13:00sell191.007125.200.000.00
532022.12.16 13:00modify191.007125.207175.207005.20
542022.12.16 15:14t/p151.007093.107263.107093.10787.8811440.29
552022.12.19 09:00sell201.007144.630.000.00
562022.12.19 09:00modify201.007144.637194.637024.63
572022.12.20 03:05s/l181.007067.607067.607237.60-331.0011109.29
582022.12.20 03:05t/p171.007067.297237.297067.29788.3511897.64
592022.12.20 04:09t/p201.007024.637194.637024.63787.7212685.36
602022.12.20 05:00buy211.007031.290.000.00
612022.12.20 05:00modify211.007031.296981.297151.29
622022.12.20 09:00sell221.007067.690.000.00
632022.12.20 09:00modify221.007067.697117.696947.69
642022.12.21 00:00s/l221.007117.697117.696947.69-327.9912357.37
652022.12.21 15:34t/p211.007151.296981.297151.29786.8513144.22
662022.12.22 09:00sell231.007149.600.000.00
672022.12.22 09:00modify231.007149.607199.607029.60
682022.12.28 05:00buy241.007080.290.000.00
692022.12.28 05:00modify241.007080.297030.297200.29
702022.12.28 11:00sell251.007087.290.000.00
712022.12.28 11:00modify251.007087.297137.296967.29
722022.12.28 23:25s/l241.007030.297030.297200.29-328.1512816.07
732022.12.28 23:26t/p231.007029.607199.607029.60788.5113604.58
742022.12.29 01:25t/p191.007005.207175.207005.20789.6214394.20
752022.12.29 09:00sell261.007015.170.000.00
762022.12.29 09:00modify261.007015.177065.176895.17
772022.12.29 15:07s/l261.007065.177065.176895.17-328.1514066.05
782022.12.30 05:00sell271.007056.000.000.00
792022.12.30 05:00modify271.007056.007106.006936.00
802023.01.03 00:09t/p251.006967.297137.296967.29788.5114854.56
812023.01.03 00:44t/p271.006936.007106.006936.00788.1915642.75
822023.01.03 05:00sell281.006942.570.000.00
832023.01.03 05:00modify281.006942.576992.576822.57
842023.01.03 07:00buy291.006944.800.000.00
852023.01.03 07:00modify291.006944.806894.807064.80
862023.01.03 09:04s/l281.006992.576992.576822.57-328.1515314.60
872023.01.04 05:00sell301.007054.100.000.00
882023.01.04 05:00modify301.007054.107104.106934.10
892023.01.04 07:00buy311.007041.200.000.00
902023.01.04 07:00modify311.007041.206991.207161.20
912023.01.04 14:59t/p291.007064.806894.807064.80786.8516101.45
922023.01.05 05:00sell321.007068.570.000.00
932023.01.05 05:00modify321.007068.577118.576948.57
942023.01.05 08:00buy331.007055.310.000.00
952023.01.05 08:00modify331.007055.317005.317175.31
962023.01.06 01:34s/l301.007104.107104.106934.10-327.8315773.61
972023.01.06 04:49s/l321.007118.577118.576948.57-327.9915445.62
982023.01.06 05:00sell341.007112.540.000.00
992023.01.06 05:00modify341.007112.547162.546992.54
1002023.01.06 08:00buy351.007090.900.000.00
1012023.01.06 08:00modify351.007090.907040.907210.90
1022023.01.06 19:12s/l341.007162.547162.546992.54-328.1515117.47
1032023.01.06 19:15t/p311.007161.206991.207161.20786.1315903.61
1042023.01.08 23:11t/p331.007175.317005.317175.31785.4216689.03
1052023.01.09 09:00buy361.007151.800.000.00
1062023.01.09 09:00modify361.007151.807101.807271.80
1072023.01.10 08:00sell371.007135.200.000.00
1082023.01.10 08:00modify371.007135.207185.207015.20
1092023.01.10 12:00buy381.007141.740.000.00
1102023.01.10 12:00modify381.007141.747091.747261.74
1112023.01.11 00:00s/l371.007185.207185.207015.20-327.9916361.04
1122023.01.11 09:00sell391.007193.660.000.00
1132023.01.11 09:00modify391.007193.667243.667073.66
1142023.01.11 09:46t/p351.007210.907040.907210.90784.0017145.03
1152023.01.11 13:00buy401.007214.860.000.00
1162023.01.11 13:00modify401.007214.867164.867334.86
1172023.01.11 22:50s/l391.007243.667243.667073.66-328.1516816.88
1182023.01.11 23:52t/p381.007261.747091.747261.74786.8517603.73
1192023.01.12 00:09t/p361.007271.807101.807271.80785.4218389.15
1202023.01.12 09:00sell411.007292.170.000.00
1212023.01.12 09:00modify411.007292.177342.177172.17
1222023.01.12 11:00buy421.007291.700.000.00
1232023.01.12 11:00modify421.007291.707241.707411.70
1242023.01.12 23:28t/p401.007334.867164.867334.86786.8519176.00
1252023.01.12 23:31s/l411.007342.177342.177172.17-328.1518847.85
1262023.01.13 09:00sell431.007334.730.000.00
1272023.01.13 09:00modify431.007334.737384.737214.73
1282023.01.13 12:00buy441.007333.800.000.00
1292023.01.13 12:00modify441.007333.807283.807453.80
1302023.01.16 00:12s/l431.007384.737384.737214.73-327.6718520.17
1312023.01.16 09:00buy451.007375.200.000.00
1322023.01.16 09:00modify451.007375.207325.207495.20
1332023.01.17 09:00sell461.007390.230.000.00
1342023.01.17 09:00modify461.007390.237440.237270.23
1352023.01.17 15:00t/p421.007411.707241.707411.70784.0019304.17
1362023.01.18 05:00buy471.007393.260.000.00
1372023.01.18 05:00modify471.007393.267343.267513.26
1382023.01.19 02:35s/l461.007440.237440.237270.23-327.8318976.33
1392023.01.19 08:26t/p441.007453.807283.807453.80783.2819759.62
1402023.01.20 09:00buy481.007436.230.000.00
1412023.01.20 09:00modify481.007436.237386.237556.23
1422023.01.24 03:09t/p451.007495.207325.207495.20781.8620541.47
1432023.01.24 10:00buy491.007467.170.000.00
1442023.01.24 10:00modify491.007467.177417.177587.17
1452023.01.25 08:00sell501.007474.200.000.00
1462023.01.25 08:00modify501.007474.207524.207354.20
1472023.01.26 13:55t/p471.007513.267343.267513.26781.8621323.33
1482023.01.26 14:31s/l501.007524.207524.207354.20-327.9920995.34
1492023.01.27 05:00buy511.007488.600.000.00
1502023.01.27 05:00modify511.007488.607438.607608.60
1512023.01.27 08:00sell521.007498.700.000.00
1522023.01.27 08:00modify521.007498.707548.707378.70
1532023.02.01 23:27s/l521.007548.707548.707378.70-327.3620667.98
1542023.02.02 09:00sell531.007524.000.000.00
1552023.02.02 09:00modify531.007524.007574.007404.00
1562023.02.03 04:13t/p481.007556.237386.237556.23777.5821445.56
1572023.02.03 05:00sell541.007558.060.000.00
1582023.02.03 05:00modify541.007558.067608.067438.06
1592023.02.03 13:03s/l531.007574.007574.007404.00-327.9921117.57
1602023.02.03 15:25t/p491.007587.177417.177587.17780.4321898.00
1612023.02.06 09:00sell551.007538.570.000.00
1622023.02.06 09:00modify551.007538.577588.577418.57
1632023.02.07 09:00buy561.007496.330.000.00
1642023.02.07 09:00modify561.007496.337446.337616.33
1652023.02.09 22:59s/l561.007446.337446.337616.33-329.5821568.42
1662023.02.10 00:01s/l511.007438.607438.607608.60-338.1321230.29
1672023.02.10 00:03t/p541.007438.067608.067438.06788.6722018.96
1682023.02.10 05:00buy571.007433.880.000.00
1692023.02.10 05:00modify571.007433.887383.887553.88
1702023.02.10 08:00sell581.007434.860.000.00
1712023.02.10 08:00modify581.007434.867484.867314.86
1722023.02.10 11:12t/p551.007418.577588.577418.57788.1922807.16
1732023.02.13 09:00sell591.007433.060.000.00
1742023.02.13 09:00modify591.007433.067483.067313.06
1752023.02.14 05:00buy601.007429.470.000.00
1762023.02.14 05:00modify601.007429.477379.477549.47
1772023.02.14 23:13s/l571.007383.887383.887553.88-331.0022476.15
1782023.02.15 00:03s/l601.007379.477379.477549.47-328.8622147.29
1792023.02.15 05:00sell611.007352.770.000.00
1802023.02.15 05:00modify611.007352.777402.777232.77
1812023.02.15 22:50s/l611.007402.777402.777232.77-328.1521819.14
1822023.02.17 05:00buy621.007351.410.000.00
1832023.02.17 05:00modify621.007351.417301.417471.41
1842023.02.17 11:00sell631.007328.690.000.00
1852023.02.17 11:00modify631.007328.697378.697208.69
1862023.02.20 22:50t/p581.007314.867484.867314.86789.1422608.28
1872023.02.20 22:50t/p591.007313.067483.067313.06788.6723396.95
1882023.02.20 23:14s/l621.007301.417301.417471.41-330.2923066.66
1892023.02.21 08:00buy641.007322.140.000.00
1902023.02.21 08:00modify641.007322.147272.147442.14
1912023.02.21 10:00sell651.007320.660.000.00
1922023.02.21 10:00modify651.007320.667370.667200.66
1932023.02.21 22:50s/l641.007272.147272.147442.14-328.1522738.51
1942023.02.22 09:00buy661.007293.290.000.00
1952023.02.22 09:00modify661.007293.297243.297413.29
1962023.02.22 13:00sell671.007301.690.000.00
1972023.02.22 13:00modify671.007301.697351.697181.69
1982023.02.23 17:11s/l661.007243.297243.297413.29-328.8622409.65
1992023.02.24 09:00buy681.007294.530.000.00
2002023.02.24 09:00modify681.007294.537244.537414.53
2012023.02.24 13:39s/l681.007244.537244.537414.53-328.1522081.50
2022023.02.27 00:05t/p631.007208.697378.697208.69789.1422870.64
2032023.02.27 00:08t/p651.007200.667370.667200.66788.5123659.15
2042023.02.27 09:00sell691.007234.880.000.00
2052023.02.27 09:00modify691.007234.887284.887114.88
2062023.02.28 09:00buy701.007239.200.000.00
2072023.02.28 09:00modify701.007239.207189.207359.20
2082023.03.01 08:00buy711.007253.900.000.00
2092023.03.01 08:00modify711.007253.907203.907373.90
2102023.03.02 22:53s/l691.007284.887284.887114.88-327.6723331.48
2112023.03.03 09:00sell721.007284.880.000.00
2122023.03.03 09:00modify721.007284.887334.887164.88
2132023.03.03 18:00s/l721.007334.887334.887164.88-328.1523003.33
2142023.03.05 22:54s/l671.007351.697351.697181.69-326.4122676.92
2152023.03.06 05:00buy731.007327.620.000.00
2162023.03.06 05:00modify731.007327.627277.627447.62
2172023.03.06 09:00sell741.007332.110.000.00
2182023.03.06 09:00modify741.007332.117382.117212.11
2192023.03.07 03:30t/p701.007359.207189.207359.20782.5723459.49
2202023.03.07 03:31t/p711.007373.907203.907373.90783.2824242.77
2212023.03.07 05:00sell751.007368.180.000.00
2222023.03.07 05:00modify751.007368.187418.187248.18
2232023.03.08 05:00sell761.007303.540.000.00
2242023.03.08 05:00modify761.007303.547353.547183.54
2252023.03.09 18:48s/l731.007277.627277.627447.62-330.2923912.49
2262023.03.09 22:50t/p751.007248.187418.187248.18787.8824700.36
2272023.03.09 23:11t/p741.007212.117382.117212.11788.0425488.40
2282023.03.10 01:09t/p761.007183.547353.547183.54787.8826276.27
2292023.03.10 05:00buy771.007138.650.000.00
2302023.03.10 05:00modify771.007138.657088.657258.65
2312023.03.10 08:00sell781.007149.650.000.00
2322023.03.10 08:00modify781.007149.657199.657029.65
2332023.03.12 23:56s/l771.007088.657088.657258.65-329.5825946.70
2342023.03.13 05:00buy791.007111.820.000.00
2352023.03.13 05:00modify791.007111.827061.827231.82
2362023.03.13 07:00sell801.007122.380.000.00
2372023.03.13 07:00modify801.007122.387172.387002.38
2382023.03.13 08:43s/l791.007061.827061.827231.82-328.1525618.55
2392023.03.13 09:04t/p781.007029.657199.657029.65788.0426406.58
2402023.03.13 09:32t/p801.007002.387172.387002.38787.5627194.14
2412023.03.14 05:00sell811.006993.660.000.00
2422023.03.14 05:00modify811.006993.667043.666873.66
2432023.03.14 07:00buy821.006974.200.000.00
2442023.03.14 07:00modify821.006974.206924.207094.20
2452023.03.14 14:25s/l811.007043.667043.666873.66-328.1526865.99
2462023.03.15 09:00buy831.007034.140.000.00
2472023.03.15 09:00modify831.007034.146984.147154.14
2482023.03.15 09:58s/l831.006984.146984.147154.14-328.1526537.84
2492023.03.15 10:52s/l821.006924.206924.207094.20-328.8626208.98
2502023.03.16 05:00buy841.006971.230.000.00
2512023.03.16 05:00modify841.006971.236921.237091.23
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8002023.11.15 05:00modify2671.007105.577055.577225.57
8012023.11.15 09:00sell2681.007128.890.000.00
8022023.11.15 09:00modify2681.007128.897178.897008.89
8032023.11.16 03:33s/l2671.007055.577055.577225.57-328.8633703.27
8042023.11.16 08:00sell2691.007066.180.000.00
8052023.11.16 08:00modify2691.007066.187116.186946.18
8062023.11.16 11:00buy2701.007064.900.000.00
8072023.11.16 11:00modify2701.007064.907014.907184.90
8082023.11.17 09:00sell2711.007059.300.000.00
8092023.11.17 09:00modify2711.007059.307109.306939.30
8102023.11.27 01:59s/l2701.007014.907014.907184.90-335.9933367.28
8112023.11.27 03:07t/p2681.007008.897178.897008.89789.4634156.74
8122023.11.27 05:00buy2721.006995.170.000.00
8132023.11.27 05:00modify2721.006995.176945.177115.17
8142023.11.28 09:00buy2731.007007.830.000.00
8152023.11.28 09:00modify2731.007007.836957.837127.83
8162023.11.30 23:59close at stop2731.007038.606957.837127.83200.5134357.25
8172023.11.30 23:59close at stop2721.007038.606945.177115.17282.8934640.14
8182023.11.30 23:59close at stop2711.007041.207109.306939.30120.8534760.99
8192023.11.30 23:59close at stop2691.007041.207116.186946.18166.1634927.15