Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolNAS100 (US Tech 100 Cash (1 lot = USD 1 per index point))
Period15 Minutes (M15) 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=6; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=110; StopLoss=100; 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=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 test23820Ticks modelled46638Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread150
Total net profit67328.66Gross profit312442.54Gross loss-245113.88
Profit factor1.27Expected payoff127.04
Absolute drawdown383.43Maximal drawdown18232.44 (65.47%)Relative drawdown65.47% (18232.44)
Total trades530Short positions (won %)252 (52.78%)Long positions (won %)278 (54.68%)
Profit trades (% of total)285 (53.77%)Loss trades (% of total)245 (46.23%)
Largestprofit trade1101.33loss trade-1007.90
Averageprofit trade1096.29loss trade-1000.46
Maximumconsecutive wins (profit in money)12 (13193.95)consecutive losses (loss in money)7 (-7001.32)
Maximalconsecutive profit (count of wins)13193.95 (12)consecutive loss (count of losses)-7001.32 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 00:00sell11.0012046.290.000.00
22022.12.01 00:00modify11.0012046.2912146.2911936.29
32022.12.01 02:00buy21.0012023.400.000.00
42022.12.01 02:00modify21.0012023.4011923.4012133.40
52022.12.01 15:30t/p11.0011936.2912146.2911936.291100.0011100.00
62022.12.01 15:45s/l21.0011923.4011923.4012133.40-1000.0010100.00
72022.12.01 21:00sell31.0012038.190.000.00
82022.12.01 21:00modify31.0012038.1912138.1911928.19
92022.12.01 23:00buy41.0012016.740.000.00
102022.12.01 23:00modify41.0012016.7411916.7412126.74
112022.12.02 13:45t/p31.0011928.1912138.1911928.191100.2711200.27
122022.12.02 13:45s/l41.0011916.7411916.7412126.74-1001.5810198.68
132022.12.02 21:00sell51.0011998.390.000.00
142022.12.02 21:00modify51.0011998.3912098.3911888.39
152022.12.04 23:00sell61.0011988.570.000.00
162022.12.04 23:00modify61.0011988.5712088.5711878.57
172022.12.05 15:15t/p51.0011888.3912098.3911888.391100.8011299.48
182022.12.05 15:15t/p61.0011878.5712088.5711878.571100.2712399.75
192022.12.05 21:00sell71.0011787.320.000.00
202022.12.05 21:00modify71.0011787.3211887.3211677.32
212022.12.06 00:00sell81.0011802.820.000.00
222022.12.06 00:00modify81.0011802.8211902.8211692.82
232022.12.06 15:00t/p71.0011677.3211887.3211677.321100.2713500.01
242022.12.06 15:00t/p81.0011692.8211902.8211692.821100.0014600.01
252022.12.06 21:00sell91.0011551.210.000.00
262022.12.06 21:00modify91.0011551.2111651.2111441.21
272022.12.07 00:00sell101.0011564.090.000.00
282022.12.07 00:00modify101.0011564.0911664.0911454.09
292022.12.07 12:30t/p91.0011441.2111651.2111441.211100.2715700.28
302022.12.07 12:30t/p101.0011454.0911664.0911454.091100.0016800.28
312022.12.07 21:00buy111.0011494.470.000.00
322022.12.07 21:00modify111.0011494.4711394.4711604.47
332022.12.08 00:15buy121.0011488.240.000.00
342022.12.08 00:15modify121.0011488.2411388.2411598.24
352022.12.08 15:15t/p111.0011604.4711394.4711604.471098.4217898.70
362022.12.08 15:15t/p121.0011598.2411388.2411598.241100.0018998.70
372022.12.08 21:00sell131.0011633.360.000.00
382022.12.08 21:00modify131.0011633.3611733.3611523.36
392022.12.09 01:30sell141.0011640.820.000.00
402022.12.09 01:30modify141.0011640.8211740.8211530.82
412022.12.09 13:45t/p131.0011523.3611733.3611523.361100.2720098.96
422022.12.09 13:45t/p141.0011530.8211740.8211530.821100.0021198.96
432022.12.09 21:00buy151.0011564.190.000.00
442022.12.09 21:00modify151.0011564.1911464.1911674.19
452022.12.11 23:00buy161.0011549.700.000.00
462022.12.11 23:00modify161.0011549.7011449.7011659.70
472022.12.12 20:15t/p161.0011659.7011449.7011659.701098.4222297.38
482022.12.12 20:30t/p151.0011674.1911464.1911674.191095.2623392.64
492022.12.12 21:00sell171.0011707.840.000.00
502022.12.12 21:00modify171.0011707.8411807.8411597.84
512022.12.13 00:15sell181.0011704.930.000.00
522022.12.13 00:15modify181.0011704.9311804.9311594.93
532022.12.13 13:30s/l171.0011807.8411807.8411597.84-999.7322392.90
542022.12.13 13:30s/l181.0011804.9311804.9311594.93-1000.0021392.90
552022.12.13 21:00buy191.0011831.170.000.00
562022.12.13 21:00modify191.0011831.1711731.1711941.17
572022.12.13 23:00sell201.0011821.210.000.00
582022.12.13 23:00modify201.0011821.2111921.2111711.21
592022.12.14 16:15s/l201.0011921.2111921.2111711.21-999.7320393.17
602022.12.14 18:45t/p191.0011941.1711731.1711941.171098.4221491.59
612022.12.14 21:00sell211.0011735.860.000.00
622022.12.14 21:00modify211.0011735.8611835.8611625.86
632022.12.15 00:15buy221.0011752.930.000.00
642022.12.15 00:15modify221.0011752.9311652.9311862.93
652022.12.15 08:00s/l221.0011652.9311652.9311862.93-1000.0020491.59
662022.12.15 08:00buy231.0011637.330.000.00
672022.12.15 08:00modify231.0011637.3311537.3311747.33
682022.12.15 08:30t/p211.0011625.8611835.8611625.861100.2721591.85
692022.12.15 10:30sell241.0011577.410.000.00
702022.12.15 10:30modify241.0011577.4111677.4111467.41
712022.12.15 13:45s/l231.0011537.3311537.3311747.33-1000.0020591.85
722022.12.15 15:00t/p241.0011467.4111677.4111467.411100.0021691.85
732022.12.15 21:00buy251.0011353.560.000.00
742022.12.15 21:00modify251.0011353.5611253.5611463.56
752022.12.16 00:15buy261.0011362.400.000.00
762022.12.16 00:15modify261.0011362.4011262.4011472.40
772022.12.16 08:30s/l251.0011253.5611253.5611463.56-1001.5820690.27
782022.12.16 08:30s/l261.0011262.4011262.4011472.40-1000.0019690.27
792022.12.16 08:30buy271.0011234.790.000.00
802022.12.16 08:30modify271.0011234.7911134.7911344.79
812022.12.16 10:30sell281.0011221.110.000.00
822022.12.16 10:30modify281.0011221.1111321.1111111.11
832022.12.16 14:30s/l281.0011321.1111321.1111111.11-1000.0018690.27
842022.12.16 14:45t/p271.0011344.7911134.7911344.791100.0019790.27
852022.12.16 21:00sell291.0011236.150.000.00
862022.12.16 21:00modify291.0011236.1511336.1511126.15
872022.12.18 23:15sell301.0011249.510.000.00
882022.12.18 23:15modify301.0011249.5111349.5111139.51
892022.12.19 15:15t/p291.0011126.1511336.1511126.151100.8020891.07
902022.12.19 15:15t/p301.0011139.5111349.5111139.511100.2721991.33
912022.12.19 21:00sell311.0011083.350.000.00
922022.12.19 21:00modify311.0011083.3511183.3510973.35
932022.12.20 00:15sell321.0011101.170.000.00
942022.12.20 00:15modify321.0011101.1711201.1710991.17
952022.12.20 03:30t/p321.0010991.1711201.1710991.171100.0023091.33
962022.12.20 03:30buy331.0011008.100.000.00
972022.12.20 03:30modify331.0011008.1010908.1011118.10
982022.12.20 04:00t/p311.0010973.3511183.3510973.351100.2724191.60
992022.12.20 06:45sell341.0010983.750.000.00
1002022.12.20 06:45modify341.0010983.7511083.7510873.75
1012022.12.20 15:15s/l341.0011083.7511083.7510873.75-1000.0023191.60
1022022.12.20 15:45t/p331.0011118.1010908.1011118.101100.0024291.60
1032022.12.20 21:00sell351.0011073.610.000.00
1042022.12.20 21:00modify351.0011073.6111173.6110963.61
1052022.12.21 00:15sell361.0011118.710.000.00
1062022.12.21 00:15modify361.0011118.7111218.7111008.71
1072022.12.21 15:15s/l351.0011173.6111173.6110963.61-999.7323291.87
1082022.12.21 15:45s/l361.0011218.7111218.7111008.71-1000.0022291.87
1092022.12.21 21:00buy371.0011234.820.000.00
1102022.12.21 21:00modify371.0011234.8211134.8211344.82
1112022.12.21 23:00sell381.0011253.630.000.00
1122022.12.21 23:00modify381.0011253.6311353.6311143.63
1132022.12.22 13:45s/l371.0011134.8211134.8211344.82-1001.5821290.28
1142022.12.22 13:45t/p381.0011143.6311353.6311143.631100.2722390.55
1152022.12.22 21:00sell391.0010962.340.000.00
1162022.12.22 21:00modify391.0010962.3411062.3410852.34
1172022.12.23 00:15buy401.0010951.170.000.00
1182022.12.23 00:15modify401.0010951.1710851.1711061.17
1192022.12.23 14:45t/p391.0010852.3411062.3410852.341100.2723490.82
1202022.12.23 14:45s/l401.0010851.1710851.1711061.17-1000.0022490.82
1212022.12.23 21:00sell411.0010986.230.000.00
1222022.12.23 21:00modify411.0010986.2311086.2310876.23
1232022.12.26 23:15sell421.0011040.710.000.00
1242022.12.26 23:15modify421.0011040.7111140.7110930.71
1252022.12.27 02:00s/l411.0011086.2311086.2310876.23-998.9421491.88
1262022.12.27 02:00sell431.0011085.210.000.00
1272022.12.27 02:00modify431.0011085.2111185.2110975.21
1282022.12.27 13:45t/p431.0010975.2111185.2110975.211100.0022591.88
1292022.12.27 14:45t/p421.0010930.7111140.7110930.711100.2723692.14
1302022.12.27 21:00sell441.0010826.440.000.00
1312022.12.27 21:00modify441.0010826.4410926.4410716.44
1322022.12.27 23:00buy451.0010823.360.000.00
1332022.12.27 23:00modify451.0010823.3610723.3610933.36
1342022.12.28 16:15s/l451.0010723.3610723.3610933.36-1001.5822690.56
1352022.12.28 16:30t/p441.0010716.4410926.4410716.441100.2723790.83
1362022.12.28 21:00buy461.0010682.050.000.00
1372022.12.28 21:00modify461.0010682.0510582.0510792.05
1382022.12.28 23:15sell471.0010698.090.000.00
1392022.12.28 23:15modify471.0010698.0910798.0910588.09
1402022.12.29 13:45t/p461.0010792.0510582.0510792.051098.4224889.25
1412022.12.29 13:45s/l471.0010798.0910798.0910588.09-999.7323889.51
1422022.12.29 23:00buy481.0010945.230.000.00
1432022.12.29 23:00modify481.0010945.2310845.2311055.23
1442022.12.30 00:15buy491.0010929.590.000.00
1452022.12.30 00:15modify491.0010929.5910829.5911039.59
1462022.12.30 12:45s/l481.0010845.2310845.2311055.23-1001.5822887.93
1472022.12.30 13:30s/l491.0010829.5910829.5911039.59-1000.0021887.93
1482022.12.30 21:00sell501.0010938.420.000.00
1492022.12.30 21:00modify501.0010938.4211038.4210828.42
1502023.01.02 23:00s/l501.0011038.4211038.4210828.42-999.2020888.73
1512023.01.02 23:00sell511.0011047.870.000.00
1522023.01.02 23:00modify511.0011047.8711147.8710937.87
1532023.01.03 00:00sell521.0010966.110.000.00
1542023.01.03 00:00modify521.0010966.1111066.1110856.11
1552023.01.03 00:15t/p511.0010937.8711147.8710937.871100.2721988.99
1562023.01.03 02:00buy531.0010900.700.000.00
1572023.01.03 02:00modify531.0010900.7010800.7011010.70
1582023.01.03 08:15t/p531.0011010.7010800.7011010.701100.0023088.99
1592023.01.03 09:30s/l521.0011066.1111066.1110856.11-1000.0022088.99
1602023.01.03 09:30sell541.0011060.550.000.00
1612023.01.03 09:30modify541.0011060.5511160.5510950.55
1622023.01.03 11:30buy551.0011043.560.000.00
1632023.01.03 11:30modify551.0011043.5610943.5611153.56
1642023.01.03 15:00t/p541.0010950.5511160.5510950.551100.0023188.99
1652023.01.03 15:00s/l551.0010943.5610943.5611153.56-1000.0022188.99
1662023.01.03 21:00sell561.0010861.710.000.00
1672023.01.03 21:00modify561.0010861.7110961.7110751.71
1682023.01.03 23:00buy571.0010855.360.000.00
1692023.01.03 23:00modify571.0010855.3610755.3610965.36
1702023.01.04 08:30s/l561.0010961.7110961.7110751.71-999.7321189.26
1712023.01.04 08:30sell581.0010961.050.000.00
1722023.01.04 08:30modify581.0010961.0511061.0510851.05
1732023.01.04 08:45t/p571.0010965.3610755.3610965.361098.4222287.68
1742023.01.04 10:30buy591.0010932.100.000.00
1752023.01.04 10:30modify591.0010932.1010832.1011042.10
1762023.01.04 15:15t/p581.0010851.0511061.0510851.051100.0023387.68
1772023.01.04 15:15s/l591.0010832.1010832.1011042.10-1000.0022387.68
1782023.01.04 21:00sell601.0010912.540.000.00
1792023.01.04 21:00modify601.0010912.5411012.5410802.54
1802023.01.04 23:15buy611.0010904.900.000.00
1812023.01.04 23:15modify611.0010904.9010804.9011014.90
1822023.01.05 14:30s/l611.0010804.9010804.9011014.90-1001.5821386.10
1832023.01.05 14:45t/p601.0010802.5411012.5410802.541100.2722486.36
1842023.01.05 21:00buy621.0010745.660.000.00
1852023.01.05 21:00modify621.0010745.6610645.6610855.66
1862023.01.06 00:15sell631.0010766.710.000.00
1872023.01.06 00:15modify631.0010766.7110866.7110656.71
1882023.01.06 13:45t/p621.0010855.6610645.6610855.661098.4223584.78
1892023.01.06 13:45s/l631.0010866.7110866.7110656.71-1000.0022584.78
1902023.01.08 23:00buy641.0011049.420.000.00
1912023.01.08 23:00modify641.0011049.4210949.4211159.42
1922023.01.09 00:30buy651.0011049.600.000.00
1932023.01.09 00:30modify651.0011049.6010949.6011159.60
1942023.01.09 14:45t/p641.0011159.4210949.4211159.421098.4223683.20
1952023.01.09 14:45t/p651.0011159.6010949.6011159.601100.0024783.20
1962023.01.09 21:00buy661.0011111.490.000.00
1972023.01.09 21:00modify661.0011111.4911011.4911221.49
1982023.01.10 00:15buy671.0011091.090.000.00
1992023.01.10 00:15modify671.0011091.0910991.0911201.09
2002023.01.10 15:30t/p671.0011201.0910991.0911201.091100.0025883.20
2012023.01.10 21:00sell681.0011209.150.000.00
2022023.01.10 21:00modify681.0011209.1511309.1511099.15
2032023.01.11 00:30t/p661.0011221.4911011.4911221.491096.8426980.04
2042023.01.11 00:30sell691.0011213.100.000.00
2052023.01.11 00:30modify691.0011213.1011313.1011103.10
2062023.01.11 15:30s/l681.0011309.1511309.1511099.15-999.7325980.30
2072023.01.11 15:30s/l691.0011313.1011313.1011103.10-1000.0024980.30
2082023.01.11 21:00sell701.0011396.830.000.00
2092023.01.11 21:00modify701.0011396.8311496.8311286.83
2102023.01.12 00:00buy711.0011396.740.000.00
2112023.01.12 00:00modify711.0011396.7411296.7411506.74
2122023.01.12 13:45t/p701.0011286.8311496.8311286.831100.2726080.57
2132023.01.12 13:45s/l711.0011296.7411296.7411506.74-1000.0025080.57
2142023.01.12 21:00buy721.0011460.880.000.00
2152023.01.12 21:00modify721.0011460.8811360.8811570.88
2162023.01.12 23:15sell731.0011446.740.000.00
2172023.01.12 23:15modify731.0011446.7411546.7411336.74
2182023.01.13 12:30s/l721.0011360.8811360.8811570.88-1001.5824078.99
2192023.01.13 13:00t/p731.0011336.7411546.7411336.741100.2725179.25
2202023.01.13 21:00sell741.0011539.870.000.00
2212023.01.13 21:00modify741.0011539.8711639.8711429.87
2222023.01.15 23:00sell751.0011541.350.000.00
2232023.01.15 23:00modify751.0011541.3511641.3511431.35
2242023.01.18 13:45s/l741.0011639.8711639.8711429.87-998.6724180.58
2252023.01.18 13:45s/l751.0011641.3511641.3511431.35-999.2023181.38
2262023.01.18 21:00buy761.0011415.210.000.00
2272023.01.18 21:00modify761.0011415.2111315.2111525.21
2282023.01.19 00:15buy771.0011405.180.000.00
2292023.01.19 00:15modify771.0011405.1811305.1811515.18
2302023.01.19 11:30s/l761.0011315.2111315.2111525.21-1001.5822179.80
2312023.01.19 12:15s/l771.0011305.1811305.1811515.18-1000.0021179.80
2322023.01.19 21:00buy781.0011295.800.000.00
2332023.01.19 21:00modify781.0011295.8011195.8011405.80
2342023.01.20 00:45sell791.0011334.600.000.00
2352023.01.20 00:45modify791.0011334.6011434.6011224.60
2362023.01.20 15:00t/p781.0011405.8011195.8011405.801098.4222278.22
2372023.01.20 15:45s/l791.0011434.6011434.6011224.60-1000.0021278.22
2382023.01.20 21:00sell801.0011612.280.000.00
2392023.01.20 21:00modify801.0011612.2811712.2811502.28
2402023.01.22 23:00sell811.0011615.380.000.00
2412023.01.22 23:00modify811.0011615.3811715.3811505.38
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15542023.11.21 15:30t/p5171.0015920.0016130.0015920.001100.2773459.07
15552023.11.21 21:00sell5191.0015934.630.000.00
15562023.11.21 21:00modify5191.0015934.6316034.6315824.63
15572023.11.21 23:15buy5201.0015903.380.000.00
15582023.11.21 23:15modify5201.0015903.3815803.3816013.38
15592023.11.22 13:30t/p5201.0016013.3815803.3816013.381098.4274557.49
15602023.11.22 14:45s/l5191.0016034.6316034.6315824.63-999.7373557.76
15612023.11.22 21:00buy5211.0015999.860.000.00
15622023.11.22 21:00modify5211.0015999.8615899.8616109.86
15632023.11.23 01:30sell5221.0016009.850.000.00
15642023.11.23 01:30modify5221.0016009.8516109.8515899.85
15652023.11.27 03:30s/l5211.0015899.8615899.8616109.86-1007.9072549.86
15662023.11.27 03:30t/p5221.0015899.8516109.8515899.851101.0673650.92
15672023.11.27 07:15sell5231.0015930.670.000.00
15682023.11.27 07:15modify5231.0015930.6716030.6715820.67
15692023.11.27 10:00buy5241.0015933.310.000.00
15702023.11.27 10:00modify5241.0015933.3115833.3116043.31
15712023.11.27 18:00s/l5231.0016030.6716030.6715820.67-1000.0072650.92
15722023.11.27 18:15t/p5241.0016043.3115833.3116043.311100.0073750.92
15732023.11.27 21:00buy5251.0015967.170.000.00
15742023.11.27 21:00modify5251.0015967.1715867.1716077.17
15752023.11.28 01:15buy5261.0015968.570.000.00
15762023.11.28 01:15modify5261.0015968.5715868.5716078.57
15772023.11.29 10:00t/p5251.0016077.1715867.1716077.171096.8474847.76
15782023.11.29 10:00t/p5261.0016078.5715868.5716078.571098.4275946.18
15792023.11.29 10:00sell5271.0016074.240.000.00
15802023.11.29 10:00modify5271.0016074.2416174.2415964.24
15812023.11.29 21:00buy5281.0015988.020.000.00
15822023.11.29 21:00modify5281.0015988.0215888.0216098.02
15832023.11.30 14:45t/p5271.0015964.2416174.2415964.241100.2777046.44
15842023.11.30 15:15s/l5281.0015888.0215888.0216098.02-1001.5876044.86
15852023.11.30 21:00buy5291.0015842.720.000.00
15862023.11.30 21:00modify5291.0015842.7215742.7215952.72
15872023.11.30 23:00t/p5291.0015952.7215742.7215952.721100.0077144.86
15882023.11.30 23:00sell5301.0015942.900.000.00
15892023.11.30 23:00modify5301.0015942.9016042.9015832.90
15902023.11.30 23:59close at stop5301.0015924.5216042.9015832.90183.8077328.66