Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolAU200 (AUS200 Cash)
Period15 Minutes (M15) 2022.12.01 00:00 - 2023.11.30 22:55 (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=4; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=40; StopLoss=40; 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=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 test20579Ticks modelled3598834Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread260
Total net profit540.23Gross profit8340.22Gross loss-7799.99
Profit factor1.07Expected payoff2.71
Absolute drawdown297.32Maximal drawdown1825.21 (14.96%)Relative drawdown14.96% (1825.21)
Total trades199Short positions (won %)89 (41.57%)Long positions (won %)110 (53.64%)
Profit trades (% of total)96 (48.24%)Loss trades (% of total)103 (51.76%)
Largestprofit trade262.84loss trade-262.52
Averageprofit trade86.88loss trade-75.73
Maximumconsecutive wins (profit in money)5 (611.95)consecutive losses (loss in money)5 (-396.10)
Maximalconsecutive profit (count of wins)611.95 (5)consecutive loss (count of losses)-418.52 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 18:00sell11.007341.060.000.00
22022.12.01 18:00modify11.007341.067381.067301.06
32022.12.01 22:50close11.007344.177381.067301.06-20.419979.59
42022.12.02 18:00buy21.007321.260.000.00
52022.12.02 18:00modify21.007321.267281.267361.26
62022.12.04 22:50close21.007323.327281.267361.2612.099991.68
72022.12.05 19:00buy31.007283.420.000.00
82022.12.05 19:00modify31.007283.427243.427323.42
92022.12.05 22:50close31.007294.577243.427323.4273.1810064.86
102022.12.06 18:00buy41.007245.890.000.00
112022.12.06 18:00modify41.007245.897205.897285.89
122022.12.06 22:50close41.007243.157205.897285.89-17.9810046.88
132022.12.07 18:00sell51.007217.090.000.00
142022.12.07 18:00modify51.007217.097257.097177.09
152022.12.07 22:50close51.007229.177257.097177.09-79.289967.60
162022.12.08 18:00buy61.007202.990.000.00
172022.12.08 18:00modify61.007202.997162.997242.99
182022.12.08 22:50close61.007197.667162.997242.99-34.989932.62
192022.12.09 18:00buy71.007215.610.000.00
202022.12.09 18:00modify71.007215.617175.617255.61
212022.12.11 22:50close71.007185.857175.617255.61-196.749735.89
222022.12.12 18:30buy81.007205.540.000.00
232022.12.12 18:30modify81.007205.547165.547245.54
242022.12.12 22:50close81.007217.867165.547245.5480.869816.75
252022.12.13 18:00buy91.007214.240.000.00
262022.12.13 18:00modify91.007214.247174.247254.24
272022.12.13 22:50close91.007231.007174.247254.24110.009926.75
282022.12.14 19:15buy101.007205.800.000.00
292022.12.14 19:15modify101.007205.807165.807245.80
302022.12.14 22:50close101.007203.637165.807245.80-14.249912.51
312022.12.20 18:15sell111.007097.290.000.00
322022.12.20 18:15modify111.007097.297137.297057.29
332022.12.20 22:50close111.007083.237137.297057.2992.2810004.79
342022.12.22 18:15buy121.007052.360.000.00
352022.12.22 18:15modify121.007052.367012.367092.36
362022.12.22 22:50t/p121.007092.367012.367092.36262.5210267.31
372022.12.28 18:00sell131.007058.790.000.00
382022.12.28 18:00modify131.007058.797098.797018.79
392022.12.28 22:50close131.007041.307098.797018.79114.7910382.10
402022.12.29 18:30buy141.007073.740.000.00
412022.12.29 18:30modify141.007073.747033.747113.74
422022.12.29 22:50close141.007066.697033.747113.74-46.2710335.83
432023.01.03 18:00buy151.006980.800.000.00
442023.01.03 18:00modify151.006980.806940.807020.80
452023.01.03 22:50close151.006993.796940.807020.8085.2510421.08
462023.01.04 18:15buy161.007079.860.000.00
472023.01.04 18:15modify161.007079.867039.867119.86
482023.01.04 22:50close161.007064.677039.867119.86-99.6910321.39
492023.01.05 18:00buy171.007071.540.000.00
502023.01.05 18:00modify171.007071.547031.547111.54
512023.01.05 22:50close171.007064.317031.547111.54-47.4510273.94
522023.01.06 18:00buy181.007147.080.000.00
532023.01.06 18:00modify181.007147.087107.087187.08
542023.01.08 22:50close181.007172.607107.087187.08166.0610440.00
552023.01.09 18:45buy191.007158.140.000.00
562023.01.09 18:45modify191.007158.147118.147198.14
572023.01.09 22:50close191.007148.607118.147198.14-62.6110377.39
582023.01.10 18:00sell201.007154.500.000.00
592023.01.10 18:00modify201.007154.507194.507114.50
602023.01.10 22:50close201.007155.367194.507114.50-5.6410371.75
612023.01.11 18:00sell211.007223.200.000.00
622023.01.11 18:00modify211.007223.207263.207183.20
632023.01.11 22:50close211.007253.147263.207183.20-196.5010175.25
642023.01.12 18:00sell221.007320.730.000.00
652023.01.12 18:00modify221.007320.737360.737280.73
662023.01.12 22:50close221.007318.337360.737280.7315.7510191.00
672023.01.13 18:30sell231.007353.200.000.00
682023.01.13 18:30modify231.007353.207393.207313.20
692023.01.15 22:50close231.007364.897393.207313.20-76.4010114.60
702023.01.19 18:30sell241.007431.540.000.00
712023.01.19 18:30modify241.007431.547471.547391.54
722023.01.19 22:50close241.007436.237471.547391.54-30.7810083.82
732023.01.20 18:15sell251.007458.700.000.00
742023.01.20 18:15modify251.007458.707498.707418.70
752023.01.22 22:50close251.007483.247498.707418.70-160.749923.08
762023.01.23 19:15sell261.007481.200.000.00
772023.01.23 19:15modify261.007481.207521.207441.20
782023.01.23 22:50close261.007487.237521.207441.20-39.579883.51
792023.01.24 18:00sell271.007480.100.000.00
802023.01.24 18:00modify271.007480.107520.107440.10
812023.01.24 22:50close271.007493.607520.107440.10-88.609794.91
822023.01.25 18:00buy281.007470.390.000.00
832023.01.25 18:00modify281.007470.397430.397510.39
842023.01.26 13:55t/p281.007510.397430.397510.39261.8110056.71
852023.01.26 18:00buy291.007505.770.000.00
862023.01.26 18:00modify291.007505.777465.777545.77
872023.01.26 22:50close291.007519.767465.777545.7791.8210148.53
882023.01.27 18:00sell301.007512.670.000.00
892023.01.27 18:00modify301.007512.677552.677472.67
902023.01.29 22:50close301.007501.207552.677472.6775.6010224.13
912023.01.30 18:00buy311.007488.290.000.00
922023.01.30 18:00modify311.007488.297448.297528.29
932023.01.30 22:50close311.007479.007448.297528.29-60.9710163.16
942023.01.31 18:30buy321.007510.230.000.00
952023.01.31 18:30modify321.007510.237470.237550.23
962023.01.31 22:50close321.007527.667470.237550.23114.3910277.55
972023.02.01 18:15buy331.007475.260.000.00
982023.02.01 18:15modify331.007475.267435.267515.26
992023.02.01 19:48t/p331.007515.267435.267515.26262.5210540.07
1002023.02.02 18:00buy341.007534.170.000.00
1012023.02.02 18:00modify341.007534.177494.177574.17
1022023.02.02 22:50close341.007522.207494.177574.17-78.5610461.51
1032023.02.03 18:15buy351.007571.200.000.00
1042023.02.03 18:15modify351.007571.207531.207611.20
1052023.02.05 22:50close351.007557.697531.207611.20-90.1010371.41
1062023.02.06 18:15sell361.007531.000.000.00
1072023.02.06 18:15modify361.007531.007571.007491.00
1082023.02.06 22:50close361.007538.807571.007491.00-51.1910320.22
1092023.02.07 18:00sell371.007513.200.000.00
1102023.02.07 18:00modify371.007513.207553.207473.20
1112023.02.07 18:32t/p371.007473.207553.207473.20262.5210582.74
1122023.02.07 18:45buy381.007474.360.000.00
1132023.02.07 18:45modify381.007474.367434.367514.36
1142023.02.07 19:33t/p381.007514.367434.367514.36262.5210845.26
1152023.02.08 18:00sell391.007503.200.000.00
1162023.02.08 18:00modify391.007503.207543.207463.20
1172023.02.08 22:50close391.007499.267543.207463.2025.8610871.12
1182023.02.09 18:00buy401.007482.780.000.00
1192023.02.09 18:00modify401.007482.787442.787522.78
1202023.02.09 22:50close401.007465.987442.787522.78-110.2610760.86
1212023.02.10 18:00sell411.007428.020.000.00
1222023.02.10 18:00modify411.007428.027468.027388.02
1232023.02.12 22:50close411.007436.207468.027388.02-53.3710707.49
1242023.02.14 18:00sell421.007411.570.000.00
1252023.02.14 18:00modify421.007411.577451.577371.57
1262023.02.14 22:50close421.007432.077451.577371.57-134.5410572.95
1272023.02.16 18:00sell431.007408.540.000.00
1282023.02.16 18:00modify431.007408.547448.547368.54
1292023.02.16 22:50close431.007395.147448.547368.5487.9410660.89
1302023.02.21 18:30buy441.007295.600.000.00
1312023.02.21 18:30modify441.007295.607255.607335.60
1322023.02.21 22:50close441.007272.567255.607335.60-151.2110509.68
1332023.02.22 18:15sell451.007303.540.000.00
1342023.02.22 18:15modify451.007303.547343.547263.54
1352023.02.22 22:50close451.007286.867343.547263.54109.4710619.15
1362023.02.23 18:15sell461.007251.660.000.00
1372023.02.23 18:15modify461.007251.667291.667211.66
1382023.02.23 22:50close461.007286.147291.667211.66-226.2910392.86
1392023.02.24 18:00buy471.007230.040.000.00
1402023.02.24 18:00modify471.007230.047190.047270.04
1412023.02.26 22:50close471.007250.607190.047270.04133.5110526.38
1422023.02.28 18:00sell481.007235.610.000.00
1432023.02.28 18:00modify481.007235.617275.617195.61
1442023.02.28 22:50close481.007220.177275.617195.61101.3310627.71
1452023.03.01 18:15buy491.007256.640.000.00
1462023.03.01 18:15modify491.007256.647216.647296.64
1472023.03.01 22:50close491.007248.177216.647296.64-55.5910572.12
1482023.03.02 18:45sell501.007258.490.000.00
1492023.03.02 18:45modify501.007258.497298.497218.49
1502023.03.02 22:50close501.007271.737298.497218.49-86.8910485.23
1512023.03.07 18:00sell511.007322.520.000.00
1522023.03.07 18:00modify511.007322.527362.527282.52
1532023.03.07 22:50close511.007300.917362.527282.52141.8310627.06
1542023.03.08 18:00buy521.007330.840.000.00
1552023.03.08 18:00modify521.007330.847290.847370.84
1562023.03.08 22:50close521.007308.277290.847370.84-148.1310478.93
1572023.03.09 18:00buy531.007297.370.000.00
1582023.03.09 18:00modify531.007297.377257.377337.37
1592023.03.09 22:50s/l531.007257.377257.377337.37-262.5210216.41
1602023.03.10 18:00buy541.007125.810.000.00
1612023.03.10 18:00modify541.007125.817085.817165.81
1622023.03.12 22:50t/p541.007165.817085.817165.81261.0910477.50
1632023.03.13 18:00sell551.006977.000.000.00
1642023.03.13 18:00modify551.006977.007017.006937.00
1652023.03.13 22:50close551.006997.267017.006937.00-132.9710344.53
1662023.03.14 18:00buy561.007029.260.000.00
1672023.03.14 18:00modify561.007029.266989.267069.26
1682023.03.14 22:50close561.007046.636989.267069.26114.0010458.53
1692023.03.15 18:00sell571.006914.540.000.00
1702023.03.15 18:00modify571.006914.546954.546874.54
1712023.03.15 22:50close571.006947.206954.546874.54-214.3510244.18
1722023.03.16 18:00buy581.006959.600.000.00
1732023.03.16 18:00modify581.006959.606919.606999.60
1742023.03.16 22:50close581.006979.636919.606999.60131.4610375.64
1752023.03.17 18:00buy591.006915.600.000.00
1762023.03.17 18:00modify591.006915.606875.606955.60
1772023.03.19 22:50close591.006931.696875.606955.60104.1710479.81
1782023.03.20 18:15buy601.006949.200.000.00
1792023.03.20 18:15modify601.006949.206909.206989.20
1802023.03.20 22:50close601.006953.026909.206989.2025.0710504.88
1812023.03.22 18:15sell611.007013.660.000.00
1822023.03.22 18:15modify611.007013.667053.666973.66
1832023.03.22 19:53t/p611.006973.667053.666973.66262.5210767.40
1842023.03.23 18:45buy621.006916.170.000.00
1852023.03.23 18:45modify621.006916.176876.176956.17
1862023.03.23 22:50close621.006929.696876.176956.1788.7310856.13
1872023.04.04 18:15sell631.007228.540.000.00
1882023.04.04 18:15modify631.007228.547268.547188.54
1892023.04.04 23:50close631.007235.267268.547188.54-44.1010812.03
1902023.04.05 20:00sell641.007235.540.000.00
1912023.04.05 20:00modify641.007235.547275.547195.54
1922023.04.05 23:50close641.007236.297275.547195.54-4.9210807.11
1932023.04.11 19:45buy651.007339.140.000.00
1942023.04.11 19:45modify651.007339.147299.147379.14
1952023.04.11 23:50close651.007332.577299.147379.14-43.1210763.99
1962023.04.12 18:15sell661.007374.600.000.00
1972023.04.12 18:15modify661.007374.607414.607334.60
1982023.04.12 19:56t/p661.007334.607414.607334.60262.5211026.51
1992023.04.12 20:00buy671.007340.230.000.00
2002023.04.12 20:00modify671.007340.237300.237380.23
2012023.04.12 23:50close671.007338.837300.237380.23-9.1911017.32
2022023.04.13 18:15sell681.007342.690.000.00
2032023.04.13 18:15modify681.007342.697382.697302.69
2042023.04.13 23:50close681.007349.237382.697302.69-42.9210974.40
2052023.04.14 18:00buy691.007358.140.000.00
2062023.04.14 18:00modify691.007358.147318.147398.14
2072023.04.14 20:00sell701.007366.630.000.00
2082023.04.14 20:00modify701.007366.637406.637326.63
2092023.04.16 23:50close701.007378.027406.637326.63-74.4310899.97
2102023.04.16 23:50close691.007375.427318.147398.14111.9811011.95
2112023.04.17 18:15buy711.007342.380.000.00
2122023.04.17 18:15modify711.007342.387302.387382.38
2132023.04.17 23:50close711.007364.777302.387382.38146.9511158.90
2142023.04.18 19:00buy721.007356.290.000.00
2152023.04.18 19:00modify721.007356.297316.297396.29
2162023.04.18 23:50close721.007360.597316.297396.2928.2211187.12
2172023.04.19 20:15buy731.007357.620.000.00
2182023.04.19 20:15modify731.007357.627317.627397.62
2192023.04.19 23:50close731.007351.587317.627397.62-39.6411147.48
2202023.04.20 18:30buy741.007344.220.000.00
2212023.04.20 18:30modify741.007344.227304.227384.22
2222023.04.20 23:50close741.007330.697304.227384.22-88.8011058.68
2232023.04.21 18:00sell751.007329.000.000.00
2242023.04.21 18:00modify751.007329.007369.007289.00
2252023.04.21 20:00buy761.007330.710.000.00
2262023.04.21 20:00modify761.007330.717290.717370.71
2272023.04.23 23:50close761.007321.517290.717370.71-61.8110996.88
2282023.04.23 23:50close751.007324.117369.007289.0032.4111029.29
2292023.04.24 20:00sell771.007345.800.000.00
2302023.04.24 20:00modify771.007345.807385.807305.80
2312023.04.25 17:27t/p771.007305.807385.807305.80262.6811291.96
2322023.04.25 18:15buy781.007301.300.000.00
2332023.04.25 18:15modify781.007301.307261.307341.30
2342023.04.25 23:50close781.007300.577261.307341.30-4.7911287.17
2352023.04.26 18:00buy791.007295.360.000.00
2362023.04.26 18:00modify791.007295.367255.367335.36
2372023.04.26 20:00sell801.007294.670.000.00
2382023.04.26 20:00modify801.007294.677334.677254.67
2392023.04.26 23:50close801.007301.267334.677254.67-43.2511243.92
2402023.04.26 23:50close791.007298.667255.367335.3621.6611265.58
2412023.04.27 19:30sell811.007335.660.000.00
2422023.04.27 19:30modify811.007335.667375.667295.66
2432023.04.27 23:50close811.007335.527375.667295.660.9211266.50
2442023.04.28 18:00buy821.007360.540.000.00
2452023.04.28 18:00modify821.007360.547320.547400.54
2462023.04.28 20:00sell831.007363.570.000.00
2472023.04.28 20:00modify831.007363.577403.577323.57
2482023.04.30 23:50close831.007354.097403.577323.5762.5411329.04
2492023.04.30 23:50close821.007351.497320.547400.54-60.8311268.21
2502023.05.01 18:00sell841.007338.560.000.00
2512023.05.01 18:00modify841.007338.567378.567298.56
2522023.05.01 23:50close841.007324.567378.567298.5691.8811360.09
2532023.05.02 18:00sell851.007215.550.000.00
2542023.05.02 18:00modify851.007215.557255.557175.55
2552023.05.02 23:50close851.007225.337255.557175.55-64.1911295.90
2562023.05.03 18:30sell861.007204.120.000.00
2572023.05.03 18:30modify861.007204.127244.127164.12
2582023.05.03 20:57t/p861.007164.127244.127164.12262.5211558.42
2592023.05.04 18:00sell871.007171.950.000.00
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5442023.10.13 18:00buy1821.007020.920.000.00
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5462023.10.15 22:50close1821.007026.666980.927060.9236.2411092.70
5472023.10.17 19:15buy1831.007073.880.000.00
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5492023.10.17 22:50close1831.007076.467033.887113.8816.9311109.63
5502023.10.18 18:00buy1841.007021.370.000.00
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5532023.10.19 18:00buy1851.006952.580.000.00
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5562023.10.23 19:00sell1861.006841.000.000.00
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5592023.10.26 18:45sell1871.006808.660.000.00
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5622023.10.27 18:15buy1881.006747.140.000.00
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5642023.10.29 22:50close1881.006774.576707.146787.14178.5910837.41
5652023.11.08 18:15sell1891.007005.750.000.00
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5672023.11.08 22:50close1891.007014.207045.756965.75-55.4610781.95
5682023.11.09 18:30buy1901.007033.800.000.00
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5712023.11.10 18:00sell1911.006992.880.000.00
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5732023.11.12 22:50close1911.007009.387032.886952.88-107.9710485.49
5742023.11.13 18:45sell1921.007007.840.000.00
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5772023.11.15 18:15buy1931.007097.530.000.00
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5802023.11.16 18:15buy1941.007047.560.000.00
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5832023.11.20 18:15sell1951.007073.260.000.00
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5862023.11.21 19:15sell1961.007072.570.000.00
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5882023.11.21 22:50close1961.007071.127112.577032.579.5210535.25
5892023.11.22 19:45buy1971.007044.830.000.00
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5912023.11.22 22:50close1971.007053.477004.837084.8356.7010591.95
5922023.11.28 18:00buy1981.007024.040.000.00
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