Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolDJ30 (US30 Cash)
Period15 Minutes (M15) 2022.12.01 00:00 - 2023.11.30 23:45 (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=7; VolumeRequiredPct=70; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=120; StopLoss=110; 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=4; 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 test23113Ticks modelled45082400Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread240
Total net profit56822.16Gross profit220725.35Gross loss-163903.19
Profit factor1.35Expected payoff170.64
Absolute drawdown5090.20Maximal drawdown9710.99 (65.81%)Relative drawdown65.81% (9710.99)
Total trades333Short positions (won %)170 (52.35%)Long positions (won %)163 (58.28%)
Profit trades (% of total)184 (55.26%)Loss trades (% of total)149 (44.74%)
Largestprofit trade1202.40loss trade-1112.38
Averageprofit trade1199.59loss trade-1100.02
Maximumconsecutive wins (profit in money)7 (8400.00)consecutive losses (loss in money)6 (-6600.00)
Maximalconsecutive profit (count of wins)8400.00 (7)consecutive loss (count of losses)-6600.00 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 08:00buy11.0034543.640.000.00
22022.12.01 08:00modify11.0034543.6434433.6434663.64
32022.12.01 15:00s/l11.0034433.6434433.6434663.64-1100.008900.00
42022.12.02 08:15buy21.0034325.000.000.00
52022.12.02 08:15modify21.0034325.0034215.0034445.00
62022.12.02 13:30s/l21.0034215.0034215.0034445.00-1100.007800.00
72022.12.05 08:00buy31.0034342.700.000.00
82022.12.05 08:00modify31.0034342.7034232.7034462.70
92022.12.05 13:15s/l31.0034232.7034232.7034462.70-1100.006700.00
102022.12.06 07:15sell41.0033972.250.000.00
112022.12.06 07:15modify41.0033972.2534082.2533852.25
122022.12.06 14:45t/p41.0033852.2534082.2533852.251200.007900.00
132022.12.07 06:15buy51.0033600.160.000.00
142022.12.07 06:15modify51.0033600.1633490.1633720.16
152022.12.07 08:30sell61.0033619.060.000.00
162022.12.07 08:30modify61.0033619.0633729.0633499.06
172022.12.07 12:11t/p61.0033499.0633729.0633499.061200.009100.00
182022.12.07 12:20s/l51.0033490.1633490.1633720.16-1100.008000.00
192022.12.08 08:15sell71.0033607.030.000.00
202022.12.08 08:15modify71.0033607.0333717.0333487.03
212022.12.08 13:30s/l71.0033717.0333717.0333487.03-1100.006900.00
222022.12.09 08:15sell81.0033821.020.000.00
232022.12.09 08:15modify81.0033821.0233931.0233701.02
242022.12.09 13:30t/p81.0033701.0233931.0233701.021200.008100.00
252022.12.12 08:30buy91.0033438.490.000.00
262022.12.12 08:30modify91.0033438.4933328.4933558.49
272022.12.12 13:05t/p91.0033558.4933328.4933558.491200.009300.00
282022.12.13 08:30sell101.0034009.510.000.00
292022.12.13 08:30modify101.0034009.5134119.5133889.51
302022.12.13 10:35s/l101.0034119.5134119.5133889.51-1100.008200.00
312022.12.14 08:15buy111.0034144.910.000.00
322022.12.14 08:15modify111.0034144.9134034.9134264.91
332022.12.14 14:52t/p111.0034264.9134034.9134264.911200.009400.00
342022.12.15 07:15buy121.0033946.900.000.00
352022.12.15 07:15modify121.0033946.9033836.9034066.90
362022.12.15 07:51s/l121.0033836.9033836.9034066.90-1100.008300.00
372022.12.16 07:45buy131.0033181.200.000.00
382022.12.16 07:45modify131.0033181.2033071.2033301.20
392022.12.16 08:14s/l131.0033071.2033071.2033301.20-1100.007200.00
402022.12.19 08:15sell141.0033038.050.000.00
412022.12.19 08:15modify141.0033038.0533148.0532918.05
422022.12.19 13:30t/p141.0032918.0533148.0532918.051200.008400.00
432022.12.20 04:00buy151.0032563.130.000.00
442022.12.20 04:00modify151.0032563.1332453.1332683.13
452022.12.20 06:00sell161.0032535.760.000.00
462022.12.20 06:00modify161.0032535.7632645.7632415.76
472022.12.20 08:45s/l161.0032645.7632645.7632415.76-1100.007300.00
482022.12.20 08:47t/p151.0032683.1332453.1332683.131200.008500.00
492022.12.21 08:15buy171.0032969.930.000.00
502022.12.21 08:15modify171.0032969.9332859.9333089.93
512022.12.21 09:20t/p171.0033089.9332859.9333089.931200.009700.00
522022.12.22 08:15buy181.0033412.990.000.00
532022.12.22 08:15modify181.0033412.9933302.9933532.99
542022.12.22 11:08s/l181.0033302.9933302.9933532.99-1100.008600.00
552022.12.23 08:30buy191.0033069.490.000.00
562022.12.23 08:30modify191.0033069.4932959.4933189.49
572022.12.23 13:33s/l191.0032959.4932959.4933189.49-1100.007500.00
582022.12.27 07:15buy201.0033339.400.000.00
592022.12.27 07:15modify201.0033339.4033229.4033459.40
602022.12.27 14:29s/l201.0033229.4033229.4033459.40-1100.006400.00
612022.12.28 08:15sell211.0033317.500.000.00
622022.12.28 08:15modify211.0033317.5033427.5033197.50
632022.12.28 15:26t/p211.0033197.5033427.5033197.501200.007600.00
642022.12.29 08:15sell221.0032867.550.000.00
652022.12.29 08:15modify221.0032867.5532977.5532747.55
662022.12.29 13:09s/l221.0032977.5532977.5532747.55-1100.006500.00
672022.12.30 06:15buy231.0033124.200.000.00
682022.12.30 06:15modify231.0033124.2033014.2033244.20
692022.12.30 08:30sell241.0033108.000.000.00
702022.12.30 08:30modify241.0033108.0033218.0032988.00
712022.12.30 14:32s/l231.0033014.2033014.2033244.20-1100.005400.00
722022.12.30 14:47t/p241.0032988.0033218.0032988.001200.006600.00
732023.01.03 04:00sell251.0033182.720.000.00
742023.01.03 04:00modify251.0033182.7233292.7233062.72
752023.01.03 07:15buy261.0033191.120.000.00
762023.01.03 07:15modify261.0033191.1233081.1233311.12
772023.01.03 08:00s/l251.0033292.7233292.7233062.72-1100.005500.00
782023.01.03 08:00t/p261.0033311.1233081.1233311.121200.006700.00
792023.01.04 08:00sell271.0033188.250.000.00
802023.01.04 08:00modify271.0033188.2533298.2533068.25
812023.01.04 14:36s/l271.0033298.2533298.2533068.25-1100.005600.00
822023.01.05 07:45buy281.0033185.620.000.00
832023.01.05 07:45modify281.0033185.6233075.6233305.62
842023.01.05 12:34t/p281.0033305.6233075.6233305.621200.006800.00
852023.01.06 08:15buy291.0032952.700.000.00
862023.01.06 08:15modify291.0032952.7032842.7033072.70
872023.01.06 13:30t/p291.0033072.7032842.7033072.701200.008000.00
882023.01.09 07:15buy301.0033678.170.000.00
892023.01.09 07:15modify301.0033678.1733568.1733798.17
902023.01.09 14:32t/p301.0033798.1733568.1733798.171200.009200.00
912023.01.10 08:30sell311.0033476.000.000.00
922023.01.10 08:30modify311.0033476.0033586.0033356.00
932023.01.10 12:17t/p311.0033356.0033586.0033356.001200.0010400.00
942023.01.11 07:15buy321.0033688.150.000.00
952023.01.11 07:15modify321.0033688.1533578.1533808.15
962023.01.11 13:24t/p321.0033808.1533578.1533808.151200.0011600.00
972023.01.12 08:15buy331.0033938.700.000.00
982023.01.12 08:15modify331.0033938.7033828.7034058.70
992023.01.12 13:03t/p331.0034058.7033828.7034058.701200.0012800.00
1002023.01.13 08:30sell341.0034161.100.000.00
1012023.01.13 08:30modify341.0034161.1034271.1034041.10
1022023.01.13 12:23t/p341.0034041.1034271.1034041.101200.0014000.00
1032023.01.16 08:15buy351.0034256.470.000.00
1042023.01.16 08:15modify351.0034256.4734146.4734376.47
1052023.01.17 07:15buy361.0034236.670.000.00
1062023.01.17 07:15modify361.0034236.6734126.6734356.67
1072023.01.17 14:38s/l351.0034146.4734146.4734376.47-1106.1912893.81
1082023.01.17 14:39s/l361.0034126.6734126.6734356.67-1100.0011793.81
1092023.01.18 04:15buy371.0033903.640.000.00
1102023.01.18 04:15modify371.0033903.6433793.6434023.64
1112023.01.18 07:15sell381.0033950.760.000.00
1122023.01.18 07:15modify381.0033950.7634060.7633830.76
1132023.01.18 15:33t/p381.0033830.7634060.7633830.761200.0012993.81
1142023.01.18 15:43s/l371.0033793.6433793.6434023.64-1100.0011893.81
1152023.01.19 07:15buy391.0033192.670.000.00
1162023.01.19 07:15modify391.0033192.6733082.6733312.67
1172023.01.19 10:44s/l391.0033082.6733082.6733312.67-1100.0010793.81
1182023.01.20 07:30sell401.0033135.250.000.00
1192023.01.20 07:30modify401.0033135.2533245.2533015.25
1202023.01.20 10:08t/p401.0033015.2533245.2533015.251200.0011993.81
1212023.01.23 07:15sell411.0033378.300.000.00
1222023.01.23 07:15modify411.0033378.3033488.3033258.30
1232023.01.23 14:26s/l411.0033488.3033488.3033258.30-1100.0010893.81
1242023.01.24 08:15buy421.0033603.700.000.00
1252023.01.24 08:15modify421.0033603.7033493.7033723.70
1262023.01.24 13:39s/l421.0033493.7033493.7033723.70-1100.009793.81
1272023.01.25 08:30buy431.0033657.920.000.00
1282023.01.25 08:30modify431.0033657.9233547.9233777.92
1292023.01.25 10:01s/l431.0033547.9233547.9233777.92-1100.008693.81
1302023.01.26 08:15sell441.0033793.000.000.00
1312023.01.26 08:15modify441.0033793.0033903.0033673.00
1322023.01.26 14:40s/l441.0033903.0033903.0033673.00-1100.007593.81
1332023.01.27 08:15buy451.0033899.400.000.00
1342023.01.27 08:15modify451.0033899.4033789.4034019.40
1352023.01.27 14:48t/p451.0034019.4033789.4034019.401200.008793.81
1362023.01.30 08:15buy461.0033802.900.000.00
1372023.01.30 08:15modify461.0033802.9033692.9033922.90
1382023.01.30 14:38t/p461.0033922.9033692.9033922.901200.009993.81
1392023.01.31 08:15sell471.0033715.020.000.00
1402023.01.31 08:15modify471.0033715.0233825.0233595.02
1412023.01.31 10:57t/p471.0033595.0233825.0233595.021200.0011193.81
1422023.02.01 08:15sell481.0034014.510.000.00
1432023.02.01 08:15modify481.0034014.5134124.5133894.51
1442023.02.01 14:05t/p481.0033894.5134124.5133894.511200.0012393.81
1452023.02.02 08:15sell491.0034037.090.000.00
1462023.02.02 08:15modify491.0034037.0934147.0933917.09
1472023.02.02 13:57s/l491.0034147.0934147.0933917.09-1100.0011293.81
1482023.02.03 08:15buy501.0033977.430.000.00
1492023.02.03 08:15modify501.0033977.4333867.4334097.43
1502023.02.03 13:30s/l501.0033867.4333867.4334097.43-1100.0010193.81
1512023.02.06 08:15buy511.0033820.930.000.00
1522023.02.06 08:15modify511.0033820.9333710.9333940.93
1532023.02.06 09:44s/l511.0033710.9333710.9333940.93-1100.009093.81
1542023.02.07 08:15buy521.0033814.400.000.00
1552023.02.07 08:15modify521.0033814.4033704.4033934.40
1562023.02.07 14:29s/l521.0033704.4033704.4033934.40-1100.007993.81
1572023.02.08 08:15buy531.0034082.420.000.00
1582023.02.08 08:15modify531.0034082.4233972.4234202.42
1592023.02.08 16:26s/l531.0033972.4233972.4234202.42-1100.006893.81
1602023.02.09 06:00sell541.0034057.280.000.00
1612023.02.09 06:00modify541.0034057.2834167.2833937.28
1622023.02.09 08:22s/l541.0034167.2834167.2833937.28-1100.005793.81
1632023.02.10 07:30sell551.0033679.750.000.00
1642023.02.10 07:30modify551.0033679.7533789.7533559.75
1652023.02.10 11:37t/p551.0033559.7533789.7533559.751200.006993.81
1662023.02.13 08:15sell561.0033828.050.000.00
1672023.02.13 08:15modify561.0033828.0533938.0533708.05
1682023.02.13 14:32s/l561.0033938.0533938.0533708.05-1100.005893.81
1692023.02.14 08:15buy571.0034189.410.000.00
1702023.02.14 08:15modify571.0034189.4134079.4134309.41
1712023.02.14 13:00t/p571.0034309.4134079.4134309.411200.007093.81
1722023.02.15 08:15buy581.0033924.970.000.00
1732023.02.15 08:15modify581.0033924.9733814.9734044.97
1742023.02.15 12:13t/p581.0034044.9733814.9734044.971200.008293.81
1752023.02.16 08:15sell591.0034165.090.000.00
1762023.02.16 08:15modify591.0034165.0934275.0934045.09
1772023.02.16 13:11t/p591.0034045.0934275.0934045.091200.009493.81
1782023.02.17 08:30buy601.0033514.700.000.00
1792023.02.17 08:30modify601.0033514.7033404.7033634.70
1802023.02.17 15:07t/p601.0033634.7033404.7033634.701200.0010693.81
1812023.02.21 08:15buy611.0033683.910.000.00
1822023.02.21 08:15modify611.0033683.9133573.9133803.91
1832023.02.21 09:21s/l611.0033573.9133573.9133803.91-1100.009593.81
1842023.02.22 08:45buy621.0033093.970.000.00
1852023.02.22 08:45modify621.0033093.9732983.9733213.97
1862023.02.22 12:35t/p621.0033213.9732983.9733213.971200.0010793.81
1872023.02.23 08:30sell631.0033143.560.000.00
1882023.02.23 08:30modify631.0033143.5633253.5633023.56
1892023.02.23 14:53s/l631.0033253.5633253.5633023.56-1100.009693.81
1902023.02.24 08:15buy641.0033099.930.000.00
1912023.02.24 08:15modify641.0033099.9332989.9333219.93
1922023.02.24 11:40s/l641.0032989.9332989.9333219.93-1100.008593.81
1932023.02.27 08:15sell651.0032885.590.000.00
1942023.02.27 08:15modify651.0032885.5932995.5932765.59
1952023.02.27 13:33s/l651.0032995.5932995.5932765.59-1100.007493.81
1962023.02.28 08:00buy661.0032810.620.000.00
1972023.02.28 08:00modify661.0032810.6232700.6232930.62
1982023.02.28 11:39t/p661.0032930.6232700.6232930.621200.008693.81
1992023.03.01 06:45sell671.0032688.720.000.00
2002023.03.01 06:45modify671.0032688.7232798.7232568.72
2012023.03.01 08:45buy681.0032685.490.000.00
2022023.03.01 08:45modify681.0032685.4932575.4932805.49
2032023.03.01 13:42s/l681.0032575.4932575.4932805.49-1100.007593.81
2042023.03.01 13:42t/p671.0032568.7232798.7232568.721200.008793.81
2052023.03.02 07:45buy691.0032640.140.000.00
2062023.03.02 07:45modify691.0032640.1432530.1432760.14
2072023.03.02 12:04t/p691.0032760.1432530.1432760.141200.009993.81
2082023.03.03 08:30buy701.0032962.930.000.00
2092023.03.03 08:30modify701.0032962.9332852.9333082.93
2102023.03.03 12:01t/p701.0033082.9332852.9333082.931200.0011193.81
2112023.03.06 08:15buy711.0033382.920.000.00
2122023.03.06 08:15modify711.0033382.9233272.9233502.92
2132023.03.06 15:08t/p711.0033502.9233272.9233502.921200.0012393.81
2142023.03.07 08:15buy721.0033442.960.000.00
2152023.03.07 08:15modify721.0033442.9633332.9633562.96
2162023.03.07 15:00s/l721.0033332.9633332.9633562.96-1100.0011293.81
2172023.03.08 08:30sell731.0032881.570.000.00
2182023.03.08 08:30modify731.0032881.5732991.5732761.57
2192023.03.08 15:00t/p731.0032761.5732991.5732761.571200.0012493.81
2202023.03.09 08:15buy741.0032749.470.000.00
2212023.03.09 08:15modify741.0032749.4732639.4732869.47
2222023.03.09 14:00t/p741.0032869.4732639.4732869.471200.0013693.81
2232023.03.10 04:15buy751.0032024.150.000.00
2242023.03.10 04:15modify751.0032024.1531914.1532144.15
2252023.03.10 07:30sell761.0032058.230.000.00
2262023.03.10 07:30modify761.0032058.2332168.2331938.23
2272023.03.10 10:20t/p751.0032144.1531914.1532144.151200.0014893.81
2282023.03.10 11:39s/l761.0032168.2332168.2331938.23-1100.0013793.81
2292023.03.13 07:30buy771.0032219.440.000.00
2302023.03.13 07:30modify771.0032219.4432109.4432339.44
2312023.03.13 08:30s/l771.0032109.4432109.4432339.44-1100.0012693.81
2322023.03.14 06:15buy781.0031840.670.000.00
2332023.03.14 06:15modify781.0031840.6731730.6731960.67
2342023.03.14 08:15sell791.0031931.030.000.00
2352023.03.14 08:15modify791.0031931.0332041.0331811.03
2362023.03.14 08:36t/p781.0031960.6731730.6731960.671200.0013893.81
2372023.03.14 12:01s/l791.0032041.0332041.0331811.03-1100.0012793.81
2382023.03.15 07:30sell801.0032159.060.000.00
2392023.03.15 07:30modify801.0032159.0632269.0632039.06
2402023.03.15 09:22t/p801.0032039.0632269.0632039.061200.0013993.81
2412023.03.16 07:15buy811.0031845.910.000.00
2422023.03.16 07:15modify811.0031845.9131735.9131965.91
2432023.03.16 08:00t/p811.0031965.9131735.9131965.911200.0015193.81
2442023.03.16 08:00sell821.0031966.600.000.00
2452023.03.16 08:00modify821.0031966.6032076.6031846.60
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