Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolSP500 (SPX500 Cash)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=60; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=70; 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=22; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 test6895Ticks modelled12790Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit27269.32Gross profit64506.70Gross loss-37237.37
Profit factor1.73Expected payoff183.02
Absolute drawdown1426.06Maximal drawdown3226.60 (9.24%)Relative drawdown15.87% (1617.81)
Total trades149Short positions (won %)68 (63.24%)Long positions (won %)81 (62.96%)
Profit trades (% of total)94 (63.09%)Loss trades (% of total)55 (36.91%)
Largestprofit trade701.03loss trade-707.56
Averageprofit trade686.24loss trade-677.04
Maximumconsecutive wins (profit in money)7 (4303.27)consecutive losses (loss in money)4 (-2816.64)
Maximalconsecutive profit (count of wins)4303.27 (7)consecutive loss (count of losses)-2816.64 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 00:00sell11.004084.770.000.00
22022.12.01 00:00modify11.004084.774154.774014.77
32022.12.01 02:00buy21.004079.780.000.00
42022.12.01 02:00modify21.004079.784009.784149.78
52022.12.02 02:00buy31.004062.530.000.00
62022.12.02 02:00modify31.004062.533992.534132.53
72022.12.02 14:00t/p11.004014.774154.774014.77700.0610700.06
82022.12.02 14:00s/l21.004009.784009.784149.78-700.509999.55
92022.12.05 00:00buy41.004068.030.000.00
102022.12.05 00:00modify41.004068.033998.034138.03
112022.12.05 19:00s/l41.003998.033998.034138.03-700.009299.55
122022.12.05 20:00s/l31.003992.533992.534132.53-701.518598.04
132022.12.06 02:00sell51.004006.850.000.00
142022.12.06 02:00modify51.004006.854076.853936.85
152022.12.06 19:00t/p51.003936.854076.853936.85700.009298.04
162022.12.07 02:00sell61.003947.700.000.00
172022.12.07 02:00modify61.003947.704017.703877.70
182022.12.08 02:00buy71.003920.390.000.00
192022.12.08 02:00modify71.003920.393850.393990.39
202022.12.12 00:00buy81.003926.490.000.00
212022.12.12 00:00modify81.003926.493856.493996.49
222022.12.12 02:00sell91.003925.870.000.00
232022.12.12 02:00modify91.003925.873995.873855.87
242022.12.13 06:00t/p71.003990.393850.393990.39697.489995.52
252022.12.13 08:00s/l91.003995.873995.873855.87-699.949295.58
262022.12.13 09:00t/p81.003996.493856.493996.49699.509995.07
272022.12.13 13:00s/l61.004017.704017.703877.70-699.669295.42
282022.12.20 04:00buy101.003788.330.000.00
292022.12.20 04:00modify101.003788.333718.333858.33
302022.12.20 07:00sell111.003790.090.000.00
312022.12.20 07:00modify111.003790.093860.093720.09
322022.12.21 02:00sell121.003844.000.000.00
332022.12.21 02:00modify121.003844.003914.003774.00
342022.12.21 16:00t/p101.003858.333718.333858.33699.509994.91
352022.12.21 16:00s/l111.003860.093860.093720.09-699.949294.97
362022.12.22 02:00sell131.003887.240.000.00
372022.12.22 02:00modify131.003887.243957.243817.24
382022.12.22 16:00t/p131.003817.243957.243817.24700.009994.97
392022.12.22 19:00t/p121.003774.003914.003774.00700.0610695.03
402022.12.23 02:00sell141.003826.890.000.00
412022.12.23 02:00modify141.003826.893896.893756.89
422022.12.27 00:00sell151.003867.990.000.00
432022.12.27 00:00modify151.003867.993937.993797.99
442022.12.28 01:00buy161.003827.060.000.00
452022.12.28 01:00modify161.003827.063757.063897.06
462022.12.28 17:00t/p151.003797.993937.993797.99700.0611395.08
472023.01.03 00:00sell171.003848.380.000.00
482023.01.03 00:00modify171.003848.383918.383778.38
492023.01.03 02:00buy181.003830.830.000.00
502023.01.03 02:00modify181.003830.833760.833900.83
512023.01.06 20:00s/l141.003896.893896.893756.89-699.2010695.89
522023.01.06 20:00t/p161.003897.063757.063897.06695.4611391.35
532023.01.06 20:00t/p181.003900.833760.833900.83698.4912089.84
542023.01.09 00:00buy191.003901.240.000.00
552023.01.09 00:00modify191.003901.243831.243971.24
562023.01.09 15:00s/l171.003918.383918.383778.38-699.6611390.18
572023.01.10 01:00buy201.003885.590.000.00
582023.01.10 01:00modify201.003885.593815.593955.59
592023.01.11 19:00t/p201.003955.593815.593955.59699.5012089.68
602023.01.12 05:00t/p191.003971.243831.243971.24698.4912788.16
612023.01.17 02:00buy211.003988.840.000.00
622023.01.17 02:00modify211.003988.843918.844058.84
632023.01.18 03:00sell221.003997.370.000.00
642023.01.18 03:00modify221.003997.374067.373927.37
652023.01.18 21:00t/p221.003927.374067.373927.37700.0013488.16
662023.01.19 07:00s/l211.003918.843918.844058.84-701.0112787.15
672023.01.24 23:00sell231.004022.620.000.00
682023.01.24 23:00modify231.004022.624092.623952.62
692023.01.25 16:00t/p231.003952.624092.623952.62700.0613487.21
702023.01.25 23:00sell241.004014.110.000.00
712023.01.25 23:00modify241.004014.114084.113944.11
722023.01.27 20:00s/l241.004084.114084.113944.11-699.8912787.33
732023.01.30 00:00buy251.004065.160.000.00
742023.01.30 00:00modify251.004065.163995.164135.16
752023.01.31 12:00s/l251.003995.163995.164135.16-700.5012086.82
762023.02.01 23:00sell261.004131.590.000.00
772023.02.01 23:00modify261.004131.594201.594061.59
782023.02.02 00:00sell271.004135.770.000.00
792023.02.02 00:00modify271.004135.774205.774065.77
802023.02.02 02:00buy281.004130.270.000.00
812023.02.02 02:00modify281.004130.274060.274200.27
822023.02.03 00:00buy291.004153.170.000.00
832023.02.03 00:00modify291.004153.174083.174223.17
842023.02.09 21:00s/l291.004083.174083.174223.17-703.0311383.80
852023.02.10 11:00t/p261.004061.594201.594061.59700.5212084.31
862023.02.10 11:00t/p271.004065.774205.774065.77700.4612784.77
872023.02.10 12:00s/l281.004060.274060.274200.27-704.0312080.74
882023.02.13 02:00buy301.004074.110.000.00
892023.02.13 02:00modify301.004074.114004.114144.11
902023.02.14 10:00t/p301.004144.114004.114144.11699.5012780.23
912023.02.24 02:00sell311.004009.040.000.00
922023.02.24 02:00modify311.004009.044079.043939.04
932023.03.01 17:00t/p311.003939.044079.043939.04700.2913480.52
942023.03.02 02:00buy321.003933.590.000.00
952023.03.02 02:00modify321.003933.593863.594003.59
962023.03.03 15:00t/p321.004003.593863.594003.59699.5014180.02
972023.03.06 02:00sell331.004044.680.000.00
982023.03.06 02:00modify331.004044.684114.683974.68
992023.03.08 16:00t/p331.003974.684114.683974.68700.1114880.13
1002023.03.10 00:00buy341.003909.880.000.00
1012023.03.10 00:00modify341.003909.883839.883979.88
1022023.03.12 23:00sell351.003893.800.000.00
1032023.03.12 23:00modify351.003893.803963.803823.80
1042023.03.13 00:00sell361.003906.240.000.00
1052023.03.13 00:00modify361.003906.243976.243836.24
1062023.03.13 02:00buy371.003908.610.000.00
1072023.03.13 02:00modify371.003908.613838.613978.61
1082023.03.13 13:00s/l341.003839.883839.883979.88-701.5114178.62
1092023.03.13 13:00t/p351.003823.803963.803823.80700.0614878.68
1102023.03.13 13:00t/p361.003836.243976.243836.24700.0015578.68
1112023.03.13 13:00s/l371.003838.613838.613978.61-700.0014878.68
1122023.03.13 22:00buy381.003864.690.000.00
1132023.03.13 22:00modify381.003864.693794.693934.69
1142023.03.14 02:00sell391.003867.010.000.00
1152023.03.14 02:00modify391.003867.013937.013797.01
1162023.03.14 06:00buy401.003868.200.000.00
1172023.03.14 06:00modify401.003868.203798.203938.20
1182023.03.14 16:00t/p381.003934.693794.693934.69699.5015578.17
1192023.03.14 16:00s/l391.003937.013937.013797.01-700.0014878.17
1202023.03.15 03:00sell411.003928.140.000.00
1212023.03.15 03:00modify411.003928.143998.143858.14
1222023.03.15 11:00t/p411.003858.143998.143858.14700.0015578.17
1232023.03.16 01:00sell421.003910.120.000.00
1242023.03.16 01:00modify421.003910.123980.123840.12
1252023.03.16 16:00t/p401.003938.203798.203938.20698.9916277.16
1262023.03.19 23:00sell431.003937.580.000.00
1272023.03.19 23:00modify431.003937.584007.583867.58
1282023.03.20 00:00sell441.003939.660.000.00
1292023.03.20 00:00modify441.003939.664009.663869.66
1302023.03.20 07:00buy451.003882.720.000.00
1312023.03.20 07:00modify451.003882.723812.723952.72
1322023.03.20 09:00t/p431.003867.584007.583867.58700.0616977.22
1332023.03.20 09:00t/p441.003869.664009.663869.66700.0017677.22
1342023.03.20 16:00t/p451.003952.723812.723952.72700.0018377.22
1352023.03.21 11:00s/l421.003980.123980.123840.12-699.7117677.51
1362023.04.02 23:00buy461.004104.240.000.00
1372023.04.02 23:00modify461.004104.244034.244174.24
1382023.04.03 02:00buy471.004094.870.000.00
1392023.04.03 02:00modify471.004094.874024.874164.87
1402023.04.11 02:00buy481.004113.630.000.00
1412023.04.11 02:00modify481.004113.634043.634183.63
1422023.04.13 07:00sell491.004100.880.000.00
1432023.04.13 07:00modify491.004100.884170.884030.88
1442023.04.18 10:00t/p471.004164.874024.874164.87692.4418369.94
1452023.04.18 11:00s/l491.004170.884170.884030.88-699.7117670.23
1462023.04.19 07:00buy501.004142.970.000.00
1472023.04.19 07:00modify501.004142.974072.974212.97
1482023.04.25 07:00sell511.004126.810.000.00
1492023.04.25 07:00modify511.004126.814196.814056.81
1502023.04.25 20:00s/l501.004072.974072.974212.97-703.0316967.20
1512023.04.26 07:00sell521.004091.960.000.00
1522023.04.26 07:00modify521.004091.964161.964021.96
1532023.04.26 19:00t/p511.004056.814196.814056.81700.0617667.26
1542023.04.27 01:00buy531.004064.020.000.00
1552023.04.27 01:00modify531.004064.023994.024134.02
1562023.04.27 19:00t/p531.004134.023994.024134.02700.0018367.26
1572023.04.27 22:00sell541.004130.050.000.00
1582023.04.27 22:00modify541.004130.054200.054060.05
1592023.04.28 17:00s/l521.004161.964161.964021.96-699.8917667.38
1602023.05.01 06:00t/p461.004174.244034.244174.24685.3818352.75
1612023.05.01 17:00t/p481.004183.634043.634183.63689.9119042.67
1622023.05.03 23:00t/p541.004060.054200.054060.05700.3419743.01
1632023.05.03 23:00buy551.004072.900.000.00
1642023.05.03 23:00modify551.004072.904002.904142.90
1652023.05.04 07:00buy561.004096.420.000.00
1662023.05.04 07:00modify561.004096.424026.424166.42
1672023.05.05 19:00t/p551.004142.904002.904142.90698.9920442.00
1682023.05.18 09:00t/p561.004166.424026.424166.42692.9421134.94
1692023.05.18 23:00sell571.004208.550.000.00
1702023.05.18 23:00modify571.004208.554278.554138.55
1712023.05.19 01:00buy581.004204.580.000.00
1722023.05.19 01:00modify581.004204.584134.584274.58
1732023.05.23 02:00sell591.004205.920.000.00
1742023.05.23 02:00modify591.004205.924275.924135.92
1752023.05.24 07:00buy601.004145.790.000.00
1762023.05.24 07:00modify601.004145.794075.794215.79
1772023.05.24 08:00t/p571.004138.554278.554138.55700.3421835.29
1782023.05.24 08:00s/l581.004134.584134.584274.58-702.5221132.76
1792023.05.24 08:00t/p591.004135.924275.924135.92700.0621832.82
1802023.05.24 23:00sell611.004131.070.000.00
1812023.05.24 23:00modify611.004131.074201.074061.07
1822023.05.25 00:00sell621.004133.860.000.00
1832023.05.25 00:00modify621.004133.864203.864063.86
1842023.05.25 02:00buy631.004129.370.000.00
1852023.05.25 02:00modify631.004129.374059.374199.37
1862023.05.26 15:00s/l611.004201.074201.074061.07-699.8921132.94
1872023.05.26 15:00t/p631.004199.374059.374199.37699.5021832.43
1882023.05.26 17:00s/l621.004203.864203.864063.86-699.9421132.49
1892023.05.28 22:00t/p601.004215.794075.794215.79697.9821830.47
1902023.05.28 23:00sell641.004222.730.000.00
1912023.05.28 23:00modify641.004222.734292.734152.73
1922023.05.29 01:00buy651.004217.560.000.00
1932023.05.29 01:00modify651.004217.564147.564287.56
1942023.05.30 01:00buy661.004216.070.000.00
1952023.05.30 01:00modify661.004216.074146.074286.07
1962023.05.31 02:00buy671.004202.560.000.00
1972023.05.31 02:00modify671.004202.564132.564272.56
1982023.06.02 16:00t/p671.004272.564132.564272.56698.9922529.46
1992023.06.02 18:00t/p661.004286.074146.074286.07698.4923227.95
2002023.06.02 20:00t/p651.004287.564147.564287.56697.9823925.93
2012023.06.04 23:00buy681.004286.600.000.00
2022023.06.04 23:00modify681.004286.604216.604356.60
2032023.06.05 01:00buy691.004279.710.000.00
2042023.06.05 01:00modify691.004279.714209.714349.71
2052023.06.05 14:00s/l641.004292.734292.734152.73-699.5423226.39
2062023.06.06 02:00sell701.004274.630.000.00
2072023.06.06 02:00modify701.004274.634344.634204.63
2082023.06.06 07:00buy711.004269.910.000.00
2092023.06.06 07:00modify711.004269.914199.914339.91
2102023.06.12 20:00t/p711.004339.914199.914339.91696.9723923.37
2112023.06.12 23:00s/l701.004344.634344.634204.63-699.6623223.71
2122023.06.13 05:00t/p691.004349.714209.714349.71695.9723919.68
2132023.06.13 07:00sell721.004351.320.000.00
2142023.06.13 07:00modify721.004351.324421.324281.32
2152023.06.13 13:00t/p681.004356.604216.604356.60695.4624615.14
2162023.06.15 01:00buy731.004373.370.000.00
2172023.06.15 01:00modify731.004373.374303.374443.37
2182023.06.15 19:00s/l721.004421.324421.324281.32-699.8923915.25
2192023.06.16 07:00sell741.004423.080.000.00
2202023.06.16 07:00modify741.004423.084493.084353.08
2212023.06.16 14:00t/p731.004443.374303.374443.37699.5024614.75
2222023.06.19 01:00buy751.004408.090.000.00
2232023.06.19 01:00modify751.004408.094338.094478.09
2242023.06.21 07:00buy761.004383.680.000.00
2252023.06.21 07:00modify761.004383.684313.684453.68
2262023.06.22 07:00t/p741.004353.084493.084353.08700.3425315.09
2272023.06.22 07:00buy771.004354.880.000.00
2282023.06.22 07:00modify771.004354.884284.884424.88
2292023.06.23 06:00sell781.004364.370.000.00
2302023.06.23 06:00modify781.004364.374434.374294.37
2312023.06.26 08:00s/l751.004338.094338.094478.09-703.5324611.56
2322023.06.27 02:00sell791.004338.970.000.00
2332023.06.27 02:00modify791.004338.974408.974268.97
2342023.06.30 10:00s/l791.004408.974408.974268.97-699.8323911.74
2352023.06.30 13:00t/p771.004424.884284.884424.88695.9724607.70
2362023.06.30 14:00s/l781.004434.374434.374294.37-699.6023908.10
2372023.06.30 18:00t/p761.004453.684313.684453.68695.4624603.56
2382023.07.06 04:00buy801.004432.860.000.00
2392023.07.06 04:00modify801.004432.864362.864502.86
2402023.07.06 07:00sell811.004431.840.000.00
2412023.07.06 07:00modify811.004431.844501.844361.84
2422023.07.09 23:00buy821.004404.480.000.00
2432023.07.09 23:00modify821.004404.484334.484474.48
2442023.07.10 01:00buy831.004397.460.000.00
2452023.07.10 01:00modify831.004397.464327.464467.46
2462023.07.12 13:00t/p821.004474.484334.484474.48698.4925302.05
2472023.07.12 13:00t/p831.004467.464327.464467.46698.9926001.04
2482023.07.13 01:00sell841.004479.070.000.00
2492023.07.13 01:00modify841.004479.074549.074409.07
2502023.07.13 07:00buy851.004483.020.000.00
2512023.07.13 07:00modify851.004483.024413.024553.02
2522023.07.13 17:00s/l811.004501.844501.844361.84-699.6025301.44
2532023.07.13 19:00t/p801.004502.864362.864502.86696.4725997.91
2542023.07.14 01:00buy861.004502.710.000.00
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