Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolSP500 (SPX500 Cash)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:00 (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=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 test6194Ticks modelled10910019Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit6761.03Gross profit39304.77Gross loss-32543.74
Profit factor1.21Expected payoff17.20
Absolute drawdown189.20Maximal drawdown1165.90 (6.69%)Relative drawdown8.91% (1062.20)
Total trades393Short positions (won %)203 (45.32%)Long positions (won %)190 (45.79%)
Profit trades (% of total)179 (45.55%)Loss trades (% of total)214 (54.45%)
Largestprofit trade418.90loss trade-200.00
Averageprofit trade219.58loss trade-152.07
Maximumconsecutive wins (profit in money)4 (1002.70)consecutive losses (loss in money)5 (-801.30)
Maximalconsecutive profit (count of wins)1002.70 (4)consecutive loss (count of losses)-801.30 (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 15:17s/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 13:30close31.004032.494093.834003.83413.4010335.50
102022.12.05 09:00buy41.004061.940.000.00
112022.12.05 09:00modify41.004061.944041.944131.94
122022.12.05 13:54s/l41.004041.944041.944131.94-200.0010135.50
132022.12.06 09:00sell51.004008.660.000.00
142022.12.06 09:00modify51.004008.664028.663938.66
152022.12.06 14:42close51.003988.654028.663938.66200.1010335.60
162022.12.07 08:00buy61.003941.110.000.00
172022.12.07 08:00modify61.003941.113921.114011.11
182022.12.07 12:20s/l61.003921.113921.114011.11-200.0010135.60
192022.12.08 02:00buy71.003920.390.000.00
202022.12.08 02:00modify71.003920.393900.393990.39
212022.12.08 07:38close71.003941.163900.393990.39207.7010343.30
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 20:50s/l81.003940.413940.414030.41-200.0010143.30
272022.12.09 20:51close91.003934.533994.643904.64401.1010544.40
282022.12.12 15:00sell101.003947.810.000.00
292022.12.12 15:00modify101.003947.813967.813877.81
302022.12.12 19:55s/l101.003967.813967.813877.81-200.0010344.40
312022.12.13 09:00sell111.003991.600.000.00
322022.12.13 09:00modify111.003991.604011.603921.60
332022.12.13 11:53s/l111.004011.604011.603921.60-200.0010144.40
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 19:02s/l121.004004.064004.064094.06-200.009944.40
392022.12.14 19:02close131.003998.744059.063969.06403.2010347.60
402022.12.15 08:00buy141.003974.280.000.00
412022.12.15 08:00modify141.003974.283954.284044.28
422022.12.15 09:02s/l141.003954.283954.284044.28-200.0010147.60
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 15:37s/l151.003837.303837.303927.30-200.009947.60
482022.12.16 20:41close161.003866.943886.943796.940.009947.60
492022.12.19 09:00sell171.003865.580.000.00
502022.12.19 09:00modify171.003865.583885.583795.58
512022.12.19 14:32close171.003845.493885.583795.58200.9010148.50
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 08:52s/l191.003810.703810.703720.70-200.009948.50
572022.12.20 15:21close181.003828.463768.333858.33401.3010349.80
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 15:28s/l211.003867.373867.373777.37-200.0010149.80
632022.12.21 15:42close201.003880.713820.573910.57401.4010551.20
642022.12.22 14:00buy221.003846.170.000.00
652022.12.22 14:00modify221.003846.173826.173916.17
662022.12.22 14:40s/l221.003826.173826.173916.17-200.0010351.20
672022.12.23 15:00buy231.003802.720.000.00
682022.12.23 15:00modify231.003802.723782.723872.72
692022.12.23 15:17close231.003822.753782.723872.72200.3010551.50
702022.12.27 15:00buy241.003820.910.000.00
712022.12.27 15:00modify241.003820.913800.913890.91
722022.12.27 15:21close241.003840.993800.913890.91200.8010752.30
732022.12.28 17:00buy251.003797.970.000.00
742022.12.28 17:00modify251.003797.973777.973867.97
752022.12.28 19:00sell261.003802.450.000.00
762022.12.28 19:00modify261.003802.453822.453732.45
772022.12.28 21:00close261.003783.373822.453732.45190.8010943.10
782022.12.28 21:00close251.003782.773777.973867.97-152.0010791.10
792022.12.29 09:00sell271.003791.330.000.00
802022.12.29 09:00modify271.003791.333811.333721.33
812022.12.29 13:36s/l271.003811.333811.333721.33-200.0010591.10
822022.12.30 09:00buy281.003826.470.000.00
832022.12.30 09:00modify281.003826.473806.473896.47
842022.12.30 14:49s/l281.003806.473806.473896.47-200.0010391.10
852023.01.03 02:00buy291.003830.830.000.00
862023.01.03 02:00modify291.003830.833810.833900.83
872023.01.03 06:29close291.003850.863810.833900.83200.3010591.40
882023.01.04 09:00sell301.003839.360.000.00
892023.01.04 09:00modify301.003839.363859.363769.36
902023.01.04 11:00buy311.003836.320.000.00
912023.01.04 11:00modify311.003836.323816.323906.32
922023.01.04 15:11s/l311.003816.323816.323906.32-200.0010391.40
932023.01.04 15:45close301.003839.573859.363769.36-2.1010389.30
942023.01.05 09:00buy321.003843.040.000.00
952023.01.05 09:00modify321.003843.043823.043913.04
962023.01.05 11:00sell331.003853.940.000.00
972023.01.05 11:00modify331.003853.943873.943783.94
982023.01.05 14:02s/l321.003823.043823.043913.04-200.0010189.30
992023.01.05 14:38close331.003813.613873.943783.94403.3010592.60
1002023.01.06 09:00buy341.003814.470.000.00
1012023.01.06 09:00modify341.003814.473794.473884.47
1022023.01.06 13:30close341.003848.023794.473884.47335.5010928.10
1032023.01.09 08:00buy351.003898.110.000.00
1042023.01.09 08:00modify351.003898.113878.113968.11
1052023.01.09 10:00sell361.003908.250.000.00
1062023.01.09 10:00modify361.003908.253928.253838.25
1072023.01.09 14:53s/l361.003928.253928.253838.25-200.0010728.10
1082023.01.09 15:35close351.003938.153878.113968.11400.4011128.50
1092023.01.10 13:00buy371.003875.510.000.00
1102023.01.10 13:00modify371.003875.513855.513945.51
1112023.01.10 14:32close371.003895.573855.513945.51200.6011329.10
1122023.01.11 09:00buy381.003918.490.000.00
1132023.01.11 09:00modify381.003918.493898.493988.49
1142023.01.11 14:30close381.003938.543898.493988.49200.5011529.60
1152023.01.12 14:00sell391.003992.610.000.00
1162023.01.12 14:00modify391.003992.614012.613922.61
1172023.01.12 14:16close391.003972.494012.613922.61201.2011730.80
1182023.01.13 09:00sell401.003981.930.000.00
1192023.01.13 09:00modify401.003981.934001.933911.93
1202023.01.13 12:00buy411.003968.930.000.00
1212023.01.13 12:00modify411.003968.933948.934038.93
1222023.01.13 12:53s/l411.003948.933948.934038.93-200.0011530.80
1232023.01.13 18:01close401.003982.094001.933911.93-1.6011529.20
1242023.01.17 15:00sell421.003999.240.000.00
1252023.01.17 15:00modify421.003999.244019.243929.24
1262023.01.17 17:00buy431.003996.340.000.00
1272023.01.17 17:00modify431.003996.343976.344066.34
1282023.01.17 21:00close431.003990.953976.344066.34-53.9011475.30
1292023.01.17 21:00close421.003991.554019.243929.2476.9011552.20
1302023.01.18 03:00sell441.003997.370.000.00
1312023.01.18 03:00modify441.003997.374017.373927.37
1322023.01.18 16:06close441.003977.344017.373927.37200.3011752.50
1332023.01.19 14:00buy451.003901.020.000.00
1342023.01.19 14:00modify451.003901.023881.023971.02
1352023.01.19 18:00sell461.003898.610.000.00
1362023.01.19 18:00modify461.003898.613918.613828.61
1372023.01.19 18:40s/l461.003918.613918.613828.61-200.0011552.50
1382023.01.19 20:56close451.003900.893881.023971.02-1.3011551.20
1392023.01.20 16:00sell471.003919.490.000.00
1402023.01.20 16:00modify471.003919.493939.493849.49
1412023.01.20 18:37s/l471.003939.493939.493849.49-200.0011351.20
1422023.01.23 15:00sell481.003991.620.000.00
1432023.01.23 15:00modify481.003991.624011.623921.62
1442023.01.23 15:48s/l481.004011.624011.623921.62-200.0011151.20
1452023.01.24 09:00buy491.004016.230.000.00
1462023.01.24 09:00modify491.004016.233996.234086.23
1472023.01.24 13:54s/l491.003996.233996.234086.23-200.0010951.20
1482023.01.25 15:00buy501.003957.240.000.00
1492023.01.25 15:00modify501.003957.243937.244027.24
1502023.01.25 16:38close501.003977.243937.244027.24200.0011151.20
1512023.01.26 14:00sell511.004039.090.000.00
1522023.01.26 14:00modify511.004039.094059.093969.09
1532023.01.26 15:54close511.004019.054059.093969.09200.4011351.60
1542023.01.27 09:00buy521.004046.160.000.00
1552023.01.27 09:00modify521.004046.164026.164116.16
1562023.01.27 14:51close521.004066.214026.164116.16200.5011552.10
1572023.01.30 09:00buy531.004038.630.000.00
1582023.01.30 09:00modify531.004038.634018.634108.63
1592023.01.30 15:00sell541.004054.780.000.00
1602023.01.30 15:00modify541.004054.784074.783984.78
1612023.01.30 20:22s/l531.004018.634018.634108.63-200.0011352.10
1622023.01.30 21:00close541.004019.434074.783984.78353.5011705.60
1632023.01.31 14:00sell551.004029.490.000.00
1642023.01.31 14:00modify551.004029.494049.493959.49
1652023.01.31 17:37s/l551.004049.494049.493959.49-200.0011505.60
1662023.02.01 15:00sell561.004074.460.000.00
1672023.02.01 15:00modify561.004074.464094.464004.46
1682023.02.01 15:52close561.004054.274094.464004.46201.9011707.50
1692023.02.02 09:00sell571.004144.400.000.00
1702023.02.02 09:00modify571.004144.404164.404074.40
1712023.02.02 15:30s/l571.004164.404164.404074.40-200.0011507.50
1722023.02.03 09:00buy581.004145.050.000.00
1732023.02.03 09:00modify581.004145.054125.054215.05
1742023.02.03 13:48s/l581.004125.054125.054215.05-200.0011307.50
1752023.02.06 09:00buy591.004114.120.000.00
1762023.02.06 09:00modify591.004114.124094.124184.12
1772023.02.06 15:00sell601.004114.280.000.00
1782023.02.06 15:00modify601.004114.284134.284044.28
1792023.02.06 15:31s/l591.004094.124094.124184.12-200.0011107.50
1802023.02.06 15:51close601.004114.364134.284044.28-0.8011106.70
1812023.02.07 09:00buy611.004111.450.000.00
1822023.02.07 09:00modify611.004111.454091.454181.45
1832023.02.07 17:00sell621.004113.940.000.00
1842023.02.07 17:00modify621.004113.944133.944043.94
1852023.02.07 17:45s/l621.004133.944133.944043.94-200.0010906.70
1862023.02.07 17:53close611.004151.584091.454181.45401.3011308.00
1872023.02.08 09:00buy631.004154.540.000.00
1882023.02.08 09:00modify631.004154.544134.544224.54
1892023.02.08 15:00sell641.004152.290.000.00
1902023.02.08 15:00modify641.004152.294172.294082.29
1912023.02.08 15:32s/l631.004134.544134.544224.54-200.0011108.00
1922023.02.08 20:13close641.004112.244172.294082.29400.5011508.50
1932023.02.09 09:00sell651.004147.200.000.00
1942023.02.09 09:00modify651.004147.204167.204077.20
1952023.02.09 16:00buy661.004142.300.000.00
1962023.02.09 16:00modify661.004142.304122.304212.30
1972023.02.09 16:24s/l661.004122.304122.304212.30-200.0011308.50
1982023.02.09 17:45close651.004107.164167.204077.20400.4011708.90
1992023.02.10 09:00sell671.004082.990.000.00
2002023.02.10 09:00modify671.004082.994102.994012.99
2012023.02.10 10:16close671.004062.994102.994012.99200.0011908.90
2022023.02.13 09:00sell681.004088.770.000.00
2032023.02.13 09:00modify681.004088.774108.774018.77
2042023.02.13 14:57s/l681.004108.774108.774018.77-200.0011708.90
2052023.02.14 15:00buy691.004143.260.000.00
2062023.02.14 15:00modify691.004143.264123.264213.26
2072023.02.14 15:37s/l691.004123.264123.264213.26-200.0011508.90
2082023.02.15 09:00sell701.004119.040.000.00
2092023.02.15 09:00modify701.004119.044139.044049.04
2102023.02.15 15:00buy711.004110.080.000.00
2112023.02.15 15:00modify711.004110.084090.084180.08
2122023.02.15 19:00s/l701.004139.044139.044049.04-200.0011308.90
2132023.02.15 21:00close711.004147.744090.084180.08376.6011685.50
2142023.02.16 14:00buy721.004103.350.000.00
2152023.02.16 14:00modify721.004103.354083.354173.35
2162023.02.16 15:49close721.004123.614083.354173.35202.6011888.10
2172023.02.17 09:00buy731.004064.140.000.00
2182023.02.17 09:00modify731.004064.144044.144134.14
2192023.02.17 17:00sell741.004054.180.000.00
2202023.02.17 17:00modify741.004054.184074.183984.18
2212023.02.17 19:38s/l741.004074.184074.183984.18-200.0011688.10
2222023.02.17 21:00close731.004079.154044.144134.14150.1011838.20
2232023.02.21 09:00buy751.004042.630.000.00
2242023.02.21 09:00modify751.004042.634022.634112.63
2252023.02.21 11:00sell761.004045.580.000.00
2262023.02.21 11:00modify761.004045.584065.583975.58
2272023.02.21 15:14s/l751.004022.634022.634112.63-200.0011638.20
2282023.02.21 18:32close761.004005.574065.583975.58400.1012038.30
2292023.02.22 10:00buy771.004001.670.000.00
2302023.02.22 10:00modify771.004001.673981.674071.67
2312023.02.22 18:00sell781.004007.280.000.00
2322023.02.22 18:00modify781.004007.284027.283937.28
2332023.02.22 19:56s/l771.003981.673981.674071.67-200.0011838.30
2342023.02.22 21:00close781.003992.974027.283937.28143.1011981.40
2352023.02.23 09:00sell791.004011.360.000.00
2362023.02.23 09:00modify791.004011.364031.363941.36
2372023.02.23 16:09close791.003991.104031.363941.36202.6012184.00
2382023.02.24 14:00buy801.003962.050.000.00
2392023.02.24 14:00modify801.003962.053942.054032.05
2402023.02.24 17:00sell811.003965.050.000.00
2412023.02.24 17:00modify811.003965.053985.053895.05
2422023.02.24 21:00close811.003970.213985.053895.05-51.6012132.40
2432023.02.24 21:00close801.003969.613942.054032.0575.6012208.00
2442023.02.27 09:00sell821.003984.680.000.00
2452023.02.27 09:00modify821.003984.684004.683914.68
2462023.02.27 13:49s/l821.004004.684004.683914.68-200.0012008.00
2472023.02.28 09:00buy831.003975.090.000.00
2482023.02.28 09:00modify831.003975.093955.094045.09
2492023.02.28 12:12close831.003995.303955.094045.09202.1012210.10
2502023.03.01 09:00sell841.003978.780.000.00
2512023.03.01 09:00modify841.003978.783998.783908.78
2522023.03.01 14:00close841.003958.543998.783908.78202.4012412.50
2532023.03.02 02:00buy851.003933.590.000.00
2542023.03.02 02:00modify851.003933.593913.594003.59
2552023.03.02 09:00sell861.003930.440.000.00
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