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=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=70; StopLoss=20; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=200; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit9790.46Gross profit45029.90Gross loss-35239.44
Profit factor1.28Expected payoff24.23
Absolute drawdown137.00Maximal drawdown1108.80 (5.46%)Relative drawdown6.40% (852.10)
Total trades404Short positions (won %)210 (47.14%)Long positions (won %)194 (44.33%)
Profit trades (% of total)185 (45.79%)Loss trades (% of total)219 (54.21%)
Largestprofit trade700.00loss trade-200.00
Averageprofit trade243.40loss trade-160.91
Maximumconsecutive wins (profit in money)4 (578.60)consecutive losses (loss in money)5 (-868.50)
Maximalconsecutive profit (count of wins)1384.10 (3)consecutive loss (count of losses)-868.50 (5)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 08:00buy11.004080.650.000.00
22022.12.01 08:00modify11.004080.654060.654150.65
32022.12.01 14:00sell21.004089.190.000.00
42022.12.01 14:00modify21.004089.194109.194019.19
52022.12.01 16:00s/l11.004060.654060.654150.65-200.009800.00
62022.12.01 21:00close21.004076.984109.194019.19122.109922.10
72022.12.02 09:00sell31.004073.830.000.00
82022.12.02 09:00modify31.004073.834093.834003.83
92022.12.02 14:00t/p31.004003.834093.834003.83700.0010622.10
102022.12.05 09:00buy41.004061.940.000.00
112022.12.05 09:00modify41.004061.944041.944131.94
122022.12.05 14:00s/l41.004041.944041.944131.94-200.0010422.10
132022.12.06 09:00sell51.004008.660.000.00
142022.12.06 09:00modify51.004008.664028.663938.66
152022.12.06 15:00close51.003973.984028.663938.66346.8010768.90
162022.12.07 08:00buy61.003941.110.000.00
172022.12.07 08:00modify61.003941.113921.114011.11
182022.12.07 13:00s/l61.003921.113921.114011.11-200.0010568.90
192022.12.08 02:00buy71.003920.390.000.00
202022.12.08 02:00modify71.003920.393900.393990.39
212022.12.08 08:00close71.003941.173900.393990.39207.8010776.70
222022.12.09 15:00buy81.003960.410.000.00
232022.12.09 15:00modify81.003960.413940.414030.41
242022.12.09 17:00sell91.003974.640.000.00
252022.12.09 17:00modify91.003974.643994.643904.64
262022.12.09 21:00s/l81.003940.413940.414030.41-200.0010576.70
272022.12.09 21:00close91.003934.333994.643904.64403.1010979.80
282022.12.12 15:00sell101.003947.810.000.00
292022.12.12 15:00modify101.003947.813967.813877.81
302022.12.12 20:00s/l101.003967.813967.813877.81-200.0010779.80
312022.12.13 09:00sell111.003991.600.000.00
322022.12.13 09:00modify111.003991.604011.603921.60
332022.12.13 12:00s/l111.004011.604011.603921.60-200.0010579.80
342022.12.14 09:00buy121.004024.060.000.00
352022.12.14 09:00modify121.004024.064004.064094.06
362022.12.14 15:00sell131.004039.060.000.00
372022.12.14 15:00modify131.004039.064059.063969.06
382022.12.14 20:00s/l121.004004.064004.064094.06-200.0010379.80
392022.12.14 20:00t/p131.003969.064059.063969.06700.0011079.80
402022.12.15 08:00buy141.003974.280.000.00
412022.12.15 08:00modify141.003974.283954.284044.28
422022.12.15 10:00s/l141.003954.283954.284044.28-200.0010879.80
432022.12.16 09:00buy151.003857.300.000.00
442022.12.16 09:00modify151.003857.303837.303927.30
452022.12.16 13:00sell161.003866.940.000.00
462022.12.16 13:00modify161.003866.943886.943796.94
472022.12.16 16:00s/l151.003837.303837.303927.30-200.0010679.80
482022.12.16 21:00close161.003849.523886.943796.94174.2010854.00
492022.12.19 09:00sell171.003865.580.000.00
502022.12.19 09:00modify171.003865.583885.583795.58
512022.12.19 15:00close171.003840.683885.583795.58249.0011103.00
522022.12.20 04:00buy181.003788.330.000.00
532022.12.20 04:00modify181.003788.333768.333858.33
542022.12.20 08:00sell191.003790.700.000.00
552022.12.20 08:00modify191.003790.703810.703720.70
562022.12.20 09:00s/l191.003810.703810.703720.70-200.0010903.00
572022.12.20 16:00close181.003828.933768.333858.33406.0011309.00
582022.12.21 09:00buy201.003840.570.000.00
592022.12.21 09:00modify201.003840.573820.573910.57
602022.12.21 15:00sell211.003847.370.000.00
612022.12.21 15:00modify211.003847.373867.373777.37
622022.12.21 16:00s/l211.003867.373867.373777.37-200.0011109.00
632022.12.21 16:00close201.003882.053820.573910.57414.8011523.80
642022.12.22 14:00buy221.003846.170.000.00
652022.12.22 14:00modify221.003846.173826.173916.17
662022.12.22 15:00s/l221.003826.173826.173916.17-200.0011323.80
672022.12.23 15:00buy231.003802.720.000.00
682022.12.23 15:00modify231.003802.723782.723872.72
692022.12.23 16:00close231.003824.013782.723872.72212.9011536.70
702022.12.27 15:00buy241.003820.910.000.00
712022.12.27 15:00modify241.003820.913800.913890.91
722022.12.27 17:00sell251.003839.000.000.00
732022.12.27 17:00modify251.003839.003859.003769.00
742022.12.27 21:00close251.003830.723859.003769.0082.8011619.50
752022.12.27 21:00close241.003830.123800.913890.9192.1011711.60
762022.12.28 17:00buy261.003797.970.000.00
772022.12.28 17:00modify261.003797.973777.973867.97
782022.12.28 19:00sell271.003802.450.000.00
792022.12.28 19:00modify271.003802.453822.453732.45
802022.12.28 21:00close271.003783.373822.453732.45190.8011902.40
812022.12.28 21:00close261.003782.773777.973867.97-152.0011750.40
822022.12.29 09:00sell281.003791.330.000.00
832022.12.29 09:00modify281.003791.333811.333721.33
842022.12.29 14:00s/l281.003811.333811.333721.33-200.0011550.40
852022.12.30 09:00buy291.003826.470.000.00
862022.12.30 09:00modify291.003826.473806.473896.47
872022.12.30 15:00s/l291.003806.473806.473896.47-200.0011350.40
882023.01.03 02:00buy301.003830.830.000.00
892023.01.03 02:00modify301.003830.833810.833900.83
902023.01.03 08:00close301.003859.123810.833900.83282.9011633.30
912023.01.04 09:00sell311.003839.360.000.00
922023.01.04 09:00modify311.003839.363859.363769.36
932023.01.04 11:00buy321.003836.320.000.00
942023.01.04 11:00modify321.003836.323816.323906.32
952023.01.04 16:00s/l321.003816.323816.323906.32-200.0011433.30
962023.01.04 16:00close311.003844.613859.363769.36-52.5011380.80
972023.01.05 09:00buy331.003843.040.000.00
982023.01.05 09:00modify331.003843.043823.043913.04
992023.01.05 11:00sell341.003853.940.000.00
1002023.01.05 11:00modify341.003853.943873.943783.94
1012023.01.05 15:00s/l331.003823.043823.043913.04-200.0011180.80
1022023.01.05 16:00close341.003808.213873.943783.94457.3011638.10
1032023.01.06 09:00buy351.003814.470.000.00
1042023.01.06 09:00modify351.003814.473794.473884.47
1052023.01.06 14:00close351.003851.593794.473884.47371.2012009.30
1062023.01.09 08:00buy361.003898.110.000.00
1072023.01.09 08:00modify361.003898.113878.113968.11
1082023.01.09 10:00sell371.003908.250.000.00
1092023.01.09 10:00modify371.003908.253928.253838.25
1102023.01.09 15:00s/l371.003928.253928.253838.25-200.0011809.30
1112023.01.09 16:00close361.003940.273878.113968.11421.6012230.90
1122023.01.10 13:00buy381.003875.510.000.00
1132023.01.10 13:00modify381.003875.513855.513945.51
1142023.01.10 15:00close381.003897.653855.513945.51221.4012452.30
1152023.01.11 09:00buy391.003918.490.000.00
1162023.01.11 09:00modify391.003918.493898.493988.49
1172023.01.11 15:00sell401.003937.130.000.00
1182023.01.11 15:00modify401.003937.133957.133867.13
1192023.01.11 20:00s/l401.003957.133957.133867.13-200.0012252.30
1202023.01.11 21:00close391.003968.313898.493988.49498.2012750.50
1212023.01.12 14:00sell411.003992.610.000.00
1222023.01.12 14:00modify411.003992.614012.613922.61
1232023.01.12 15:00close411.003950.164012.613922.61424.5013175.00
1242023.01.13 09:00sell421.003981.930.000.00
1252023.01.13 09:00modify421.003981.934001.933911.93
1262023.01.13 12:00buy431.003968.930.000.00
1272023.01.13 12:00modify431.003968.933948.934038.93
1282023.01.13 13:00s/l431.003948.933948.934038.93-200.0012975.00
1292023.01.13 19:00close421.003988.974001.933911.93-70.4012904.60
1302023.01.17 15:00sell441.003999.240.000.00
1312023.01.17 15:00modify441.003999.244019.243929.24
1322023.01.17 17:00buy451.003996.340.000.00
1332023.01.17 17:00modify451.003996.343976.344066.34
1342023.01.17 21:00close451.003990.953976.344066.34-53.9012850.70
1352023.01.17 21:00close441.003991.554019.243929.2476.9012927.60
1362023.01.18 03:00sell461.003997.370.000.00
1372023.01.18 03:00modify461.003997.374017.373927.37
1382023.01.18 17:00close461.003962.004017.373927.37353.7013281.30
1392023.01.19 14:00buy471.003901.020.000.00
1402023.01.19 14:00modify471.003901.023881.023971.02
1412023.01.19 18:00sell481.003898.610.000.00
1422023.01.19 18:00modify481.003898.613918.613828.61
1432023.01.19 19:00s/l481.003918.613918.613828.61-200.0013081.30
1442023.01.19 21:00close471.003899.603881.023971.02-14.2013067.10
1452023.01.20 16:00sell491.003919.490.000.00
1462023.01.20 16:00modify491.003919.493939.493849.49
1472023.01.20 19:00s/l491.003939.493939.493849.49-200.0012867.10
1482023.01.23 15:00sell501.003991.620.000.00
1492023.01.23 15:00modify501.003991.624011.623921.62
1502023.01.23 16:00s/l501.004011.624011.623921.62-200.0012667.10
1512023.01.24 09:00buy511.004016.230.000.00
1522023.01.24 09:00modify511.004016.233996.234086.23
1532023.01.24 14:00s/l511.003996.233996.234086.23-200.0012467.10
1542023.01.25 15:00buy521.003957.240.000.00
1552023.01.25 15:00modify521.003957.243937.244027.24
1562023.01.25 17:00close521.003984.693937.244027.24274.5012741.60
1572023.01.26 14:00sell531.004039.090.000.00
1582023.01.26 14:00modify531.004039.094059.093969.09
1592023.01.26 16:00close531.004016.394059.093969.09227.0012968.60
1602023.01.27 09:00buy541.004046.160.000.00
1612023.01.27 09:00modify541.004046.164026.164116.16
1622023.01.27 15:00sell551.004063.230.000.00
1632023.01.27 15:00modify551.004063.234083.233993.23
1642023.01.27 20:00s/l551.004083.234083.233993.23-200.0012768.60
1652023.01.27 20:00close541.004087.604026.164116.16414.4013183.00
1662023.01.30 09:00buy561.004038.630.000.00
1672023.01.30 09:00modify561.004038.634018.634108.63
1682023.01.30 15:00sell571.004054.780.000.00
1692023.01.30 15:00modify571.004054.784074.783984.78
1702023.01.30 21:00s/l561.004018.634018.634108.63-200.0012983.00
1712023.01.30 21:00close571.004019.434074.783984.78353.5013336.50
1722023.01.31 14:00sell581.004029.490.000.00
1732023.01.31 14:00modify581.004029.494049.493959.49
1742023.01.31 18:00s/l581.004049.494049.493959.49-200.0013136.50
1752023.02.01 15:00sell591.004074.460.000.00
1762023.02.01 15:00modify591.004074.464094.464004.46
1772023.02.01 16:00close591.004054.434094.464004.46200.3013336.80
1782023.02.02 09:00sell601.004144.400.000.00
1792023.02.02 09:00modify601.004144.404164.404074.40
1802023.02.02 16:00s/l601.004164.404164.404074.40-200.0013136.80
1812023.02.03 09:00buy611.004145.050.000.00
1822023.02.03 09:00modify611.004145.054125.054215.05
1832023.02.03 14:00s/l611.004125.054125.054215.05-200.0012936.80
1842023.02.06 09:00buy621.004114.120.000.00
1852023.02.06 09:00modify621.004114.124094.124184.12
1862023.02.06 15:00sell631.004114.280.000.00
1872023.02.06 15:00modify631.004114.284134.284044.28
1882023.02.06 16:00s/l621.004094.124094.124184.12-200.0012736.80
1892023.02.06 20:00close631.004114.614134.284044.28-3.3012733.50
1902023.02.07 09:00buy641.004111.450.000.00
1912023.02.07 09:00modify641.004111.454091.454181.45
1922023.02.07 17:00sell651.004113.940.000.00
1932023.02.07 17:00modify651.004113.944133.944043.94
1942023.02.07 18:00s/l651.004133.944133.944043.94-200.0012533.50
1952023.02.07 18:00close641.004155.564091.454181.45441.1012974.60
1962023.02.08 09:00buy661.004154.540.000.00
1972023.02.08 09:00modify661.004154.544134.544224.54
1982023.02.08 15:00sell671.004152.290.000.00
1992023.02.08 15:00modify671.004152.294172.294082.29
2002023.02.08 16:00s/l661.004134.544134.544224.54-200.0012774.60
2012023.02.08 21:00close671.004119.494172.294082.29328.0013102.60
2022023.02.09 09:00sell681.004147.200.000.00
2032023.02.09 09:00modify681.004147.204167.204077.20
2042023.02.09 16:00buy691.004142.300.000.00
2052023.02.09 16:00modify691.004142.304122.304212.30
2062023.02.09 17:00s/l691.004122.304122.304212.30-200.0012902.60
2072023.02.09 19:00close681.004104.224167.204077.20429.8013332.40
2082023.02.10 09:00sell701.004082.990.000.00
2092023.02.10 09:00modify701.004082.994102.994012.99
2102023.02.10 12:00close701.004055.734102.994012.99272.6013605.00
2112023.02.13 09:00sell711.004088.770.000.00
2122023.02.13 09:00modify711.004088.774108.774018.77
2132023.02.13 15:00s/l711.004108.774108.774018.77-200.0013405.00
2142023.02.14 15:00buy721.004143.260.000.00
2152023.02.14 15:00modify721.004143.264123.264213.26
2162023.02.14 16:00s/l721.004123.264123.264213.26-200.0013205.00
2172023.02.15 09:00sell731.004119.040.000.00
2182023.02.15 09:00modify731.004119.044139.044049.04
2192023.02.15 15:00buy741.004110.080.000.00
2202023.02.15 15:00modify741.004110.084090.084180.08
2212023.02.15 20:00s/l731.004139.044139.044049.04-200.0013005.00
2222023.02.15 21:00close741.004147.744090.084180.08376.6013381.60
2232023.02.16 14:00buy751.004103.350.000.00
2242023.02.16 14:00modify751.004103.354083.354173.35
2252023.02.16 16:00sell761.004121.900.000.00
2262023.02.16 16:00modify761.004121.904141.904051.90
2272023.02.16 21:00close761.004091.154141.904051.90307.5013689.10
2282023.02.16 21:00close751.004090.554083.354173.35-128.0013561.10
2292023.02.17 09:00buy771.004064.140.000.00
2302023.02.17 09:00modify771.004064.144044.144134.14
2312023.02.17 17:00sell781.004054.180.000.00
2322023.02.17 17:00modify781.004054.184074.183984.18
2332023.02.17 20:00s/l781.004074.184074.183984.18-200.0013361.10
2342023.02.17 21:00close771.004079.154044.144134.14150.1013511.20
2352023.02.21 09:00buy791.004042.630.000.00
2362023.02.21 09:00modify791.004042.634022.634112.63
2372023.02.21 11:00sell801.004045.580.000.00
2382023.02.21 11:00modify801.004045.584065.583975.58
2392023.02.21 16:00s/l791.004022.634022.634112.63-200.0013311.20
2402023.02.21 19:00close801.004003.834065.583975.58417.5013728.70
2412023.02.22 10:00buy811.004001.670.000.00
2422023.02.22 10:00modify811.004001.673981.674071.67
2432023.02.22 18:00sell821.004007.280.000.00
2442023.02.22 18:00modify821.004007.284027.283937.28
2452023.02.22 20:00s/l811.003981.673981.674071.67-200.0013528.70
2462023.02.22 21:00close821.003992.974027.283937.28143.1013671.80
2472023.02.23 09:00sell831.004011.360.000.00
2482023.02.23 09:00modify831.004011.364031.363941.36
2492023.02.23 17:00close831.003971.834031.363941.36395.3014067.10
2502023.02.24 14:00buy841.003962.050.000.00
2512023.02.24 14:00modify841.003962.053942.054032.05
2522023.02.24 17:00sell851.003965.050.000.00
2532023.02.24 17:00modify851.003965.053985.053895.05
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2552023.02.24 21:00close841.003969.613942.054032.0575.6014091.10
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