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)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=80; StopLoss=50; 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=600; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 modelled863663Modelling qualityn/a
Mismatched charts errors31
Initial deposit10000.00Spread240
Total net profit18769.50Gross profit55069.50Gross loss-36300.00
Profit factor1.52Expected payoff82.69
Absolute drawdown31.30Maximal drawdown4245.60 (14.61%)Relative drawdown14.61% (4245.60)
Total trades227Short positions (won %)113 (48.67%)Long positions (won %)114 (57.02%)
Profit trades (% of total)120 (52.86%)Loss trades (% of total)107 (47.14%)
Largestprofit trade800.00loss trade-500.00
Averageprofit trade458.91loss trade-339.25
Maximumconsecutive wins (profit in money)8 (2596.30)consecutive losses (loss in money)7 (-2283.50)
Maximalconsecutive profit (count of wins)3802.40 (6)consecutive loss (count of losses)-2283.50 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 08:15sell11.0034543.570.000.00
22022.12.01 08:15modify11.0034543.5734593.5734463.57
32022.12.01 09:13close11.0034479.9334593.5734463.57636.4010636.40
42022.12.02 08:15buy21.0034325.000.000.00
52022.12.02 08:15modify21.0034325.0034275.0034405.00
62022.12.02 10:13close21.0034388.1034275.0034405.00631.0011267.40
72022.12.05 08:15buy31.0034311.410.000.00
82022.12.05 08:15modify31.0034311.4134261.4134391.41
92022.12.05 09:10s/l31.0034261.4134261.4134391.41-500.0010767.40
102022.12.06 08:15sell41.0034001.560.000.00
112022.12.06 08:15modify41.0034001.5634051.5633921.56
122022.12.06 08:31close41.0033936.5434051.5633921.56650.2011417.60
132022.12.07 08:00buy51.0033593.630.000.00
142022.12.07 08:00modify51.0033593.6333543.6333673.63
152022.12.07 09:05close51.0033653.8733543.6333673.63602.4012020.00
162022.12.08 08:15buy61.0033609.430.000.00
172022.12.08 08:15modify61.0033609.4333559.4333689.43
182022.12.08 10:48s/l61.0033559.4333559.4333689.43-500.0011520.00
192022.12.09 08:30buy71.0033804.500.000.00
202022.12.09 08:30modify71.0033804.5033754.5033884.50
212022.12.09 11:00close71.0033834.0533754.5033884.50295.5011815.50
222022.12.12 08:15buy81.0033451.490.000.00
232022.12.12 08:15modify81.0033451.4933401.4933531.49
242022.12.12 09:58close81.0033512.3033401.4933531.49608.1012423.60
252022.12.13 08:30buy91.0034011.910.000.00
262022.12.13 08:30modify91.0034011.9133961.9134091.91
272022.12.13 09:32close91.0034072.3833961.9134091.91604.7013028.30
282022.12.14 08:15sell101.0034142.510.000.00
292022.12.14 08:15modify101.0034142.5134192.5134062.51
302022.12.14 11:00close101.0034115.4934192.5134062.51270.2013298.50
312022.12.15 08:15buy111.0033825.970.000.00
322022.12.15 08:15modify111.0033825.9733775.9733905.97
332022.12.15 08:18s/l111.0033775.9733775.9733905.97-500.0012798.50
342022.12.15 08:45sell121.0033744.020.000.00
352022.12.15 08:45modify121.0033744.0233794.0233664.02
362022.12.15 08:46close121.0033758.8233794.0233664.02-148.0012650.50
372022.12.16 08:15buy131.0033075.000.000.00
382022.12.16 08:15modify131.0033075.0033025.0033155.00
392022.12.16 08:26s/l131.0033025.0033025.0033155.00-500.0012150.50
402022.12.19 08:15sell141.0033038.050.000.00
412022.12.19 08:15modify141.0033038.0533088.0532958.05
422022.12.19 09:48close141.0032975.9333088.0532958.05621.2012771.70
432022.12.20 08:15sell151.0032632.550.000.00
442022.12.20 08:15modify151.0032632.5532682.5532552.55
452022.12.20 08:23close151.0032565.9332682.5532552.55666.2013437.90
462022.12.21 08:15buy161.0032969.930.000.00
472022.12.21 08:15modify161.0032969.9332919.9333049.93
482022.12.21 08:53close161.0033031.3032919.9333049.93613.7014051.60
492022.12.28 08:30sell171.0033343.300.000.00
502022.12.28 08:30modify171.0033343.3033393.3033263.30
512022.12.28 09:07close171.0033283.1133393.3033263.30601.9014653.50
522022.12.29 08:15buy181.0032869.950.000.00
532022.12.29 08:15modify181.0032869.9532819.9532949.95
542022.12.29 09:17close181.0032931.1032819.9532949.95611.5015265.00
552022.12.30 08:15buy191.0033104.410.000.00
562022.12.30 08:15modify191.0033104.4133054.4133184.41
572022.12.30 11:00close191.0033121.0633054.4133184.41166.5015431.50
582023.01.03 08:00sell201.0033277.210.000.00
592023.01.03 08:00modify201.0033277.2133327.2133197.21
602023.01.03 08:03s/l201.0033327.2133327.2133197.21-500.0014931.50
612023.01.03 09:00buy211.0033402.930.000.00
622023.01.03 09:00modify211.0033402.9333352.9333482.93
632023.01.03 09:16t/p211.0033482.9333352.9333482.93800.0015731.50
642023.01.04 08:15sell221.0033206.550.000.00
652023.01.04 08:15modify221.0033206.5533256.5533126.55
662023.01.04 11:00close221.0033198.2033256.5533126.5583.5015815.00
672023.01.05 08:15buy231.0033186.450.000.00
682023.01.05 08:15modify231.0033186.4533136.4533266.45
692023.01.05 08:38s/l231.0033136.4533136.4533266.45-500.0015315.00
702023.01.05 09:00sell241.0033178.080.000.00
712023.01.05 09:00modify241.0033178.0833228.0833098.08
722023.01.05 09:16close241.0033194.8033228.0833098.08-167.2015147.80
732023.01.06 08:30sell251.0032973.080.000.00
742023.01.06 08:30modify251.0032973.0833023.0832893.08
752023.01.06 11:00close251.0032948.4133023.0832893.08246.7015394.50
762023.01.09 08:30sell261.0033648.070.000.00
772023.01.09 08:30modify261.0033648.0733698.0733568.07
782023.01.09 09:25s/l261.0033698.0733698.0733568.07-500.0014894.50
792023.01.10 08:30sell271.0033476.000.000.00
802023.01.10 08:30modify271.0033476.0033526.0033396.00
812023.01.10 09:08close271.0033415.4833526.0033396.00605.2015499.70
822023.01.11 08:15sell281.0033726.040.000.00
832023.01.11 08:15modify281.0033726.0433776.0433646.04
842023.01.11 09:18s/l281.0033776.0433776.0433646.04-500.0014999.70
852023.01.13 08:30sell291.0034161.100.000.00
862023.01.13 08:30modify291.0034161.1034211.1034081.10
872023.01.13 09:12s/l291.0034211.1034211.1034081.10-500.0014499.70
882023.01.17 08:15sell301.0034259.080.000.00
892023.01.17 08:15modify301.0034259.0834309.0834179.08
902023.01.17 10:15buy311.0034213.920.000.00
912023.01.17 10:15modify311.0034213.9234163.9234293.92
922023.01.17 11:00close311.0034235.5134163.9234293.92215.9014715.60
932023.01.17 11:00close301.0034237.9134309.0834179.08211.7014927.30
942023.01.18 08:15sell321.0033967.000.000.00
952023.01.18 08:15modify321.0033967.0034017.0033887.00
962023.01.18 08:27close321.0033901.4334017.0033887.00655.7015583.00
972023.01.19 08:15sell331.0033238.570.000.00
982023.01.19 08:15modify331.0033238.5733288.5733158.57
992023.01.19 08:48close331.0033176.0033288.5733158.57625.7016208.70
1002023.01.20 08:15buy341.0033127.980.000.00
1012023.01.20 08:15modify341.0033127.9833077.9833207.98
1022023.01.20 08:23s/l341.0033077.9833077.9833207.98-500.0015708.70
1032023.01.23 08:15sell351.0033421.000.000.00
1042023.01.23 08:15modify351.0033421.0033471.0033341.00
1052023.01.23 10:15close351.0033360.1033471.0033341.00609.0016317.70
1062023.01.26 08:15sell361.0033793.000.000.00
1072023.01.26 08:15modify361.0033793.0033843.0033713.00
1082023.01.26 09:31close361.0033730.9433843.0033713.00620.6016938.30
1092023.01.30 08:15buy371.0033802.900.000.00
1102023.01.30 08:15modify371.0033802.9033752.9033882.90
1112023.01.30 08:26s/l371.0033752.9033752.9033882.90-500.0016438.30
1122023.01.30 08:45sell381.0033797.570.000.00
1132023.01.30 08:45modify381.0033797.5733847.5733717.57
1142023.01.30 09:02close381.0033808.1233847.5733717.57-105.5016332.80
1152023.01.31 08:15buy391.0033717.420.000.00
1162023.01.31 08:15modify391.0033717.4233667.4233797.42
1172023.01.31 08:42s/l391.0033667.4233667.4233797.42-500.0015832.80
1182023.02.02 08:45sell401.0034123.000.000.00
1192023.02.02 08:45modify401.0034123.0034173.0034043.00
1202023.02.02 09:12close401.0034060.6334173.0034043.00623.7016456.50
1212023.02.03 08:15buy411.0033977.430.000.00
1222023.02.03 08:15modify411.0033977.4333927.4334057.43
1232023.02.03 10:13s/l411.0033927.4333927.4334057.43-500.0015956.50
1242023.02.06 08:15sell421.0033818.530.000.00
1252023.02.06 08:15modify421.0033818.5333868.5333738.53
1262023.02.06 08:28close421.0033757.4733868.5333738.53610.6016567.10
1272023.02.07 08:30buy431.0033849.400.000.00
1282023.02.07 08:30modify431.0033849.4033799.4033929.40
1292023.02.07 09:17close431.0033909.8633799.4033929.40604.6017171.70
1302023.02.08 08:30buy441.0034070.440.000.00
1312023.02.08 08:30modify441.0034070.4434020.4434150.44
1322023.02.08 11:00close441.0034110.1034020.4434150.44396.6017568.30
1332023.02.09 08:15sell451.0034138.030.000.00
1342023.02.09 08:15modify451.0034138.0334188.0334058.03
1352023.02.09 08:23s/l451.0034188.0334188.0334058.03-500.0017068.30
1362023.02.10 08:15sell461.0033739.090.000.00
1372023.02.10 08:15modify461.0033739.0933789.0933659.09
1382023.02.10 09:48close461.0033670.4633789.0933659.09686.3017754.60
1392023.02.13 08:15sell471.0033828.050.000.00
1402023.02.13 08:15modify471.0033828.0533878.0533748.05
1412023.02.13 09:02s/l471.0033878.0533878.0533748.05-500.0017254.60
1422023.02.15 08:15buy481.0033924.970.000.00
1432023.02.15 08:15modify481.0033924.9733874.9734004.97
1442023.02.15 08:33close481.0033987.1033874.9734004.97621.3017875.90
1452023.02.16 08:15sell491.0034165.090.000.00
1462023.02.16 08:15modify491.0034165.0934215.0934085.09
1472023.02.16 09:08close491.0034104.4934215.0934085.09606.0018481.90
1482023.02.17 08:15buy501.0033531.900.000.00
1492023.02.17 08:15modify501.0033531.9033481.9033611.90
1502023.02.17 08:32s/l501.0033481.9033481.9033611.90-500.0017981.90
1512023.02.21 08:15sell511.0033681.510.000.00
1522023.02.21 08:15modify511.0033681.5133731.5133601.51
1532023.02.21 08:46close511.0033620.4433731.5133601.51610.7018592.60
1542023.02.22 08:30buy521.0033142.480.000.00
1552023.02.22 08:30modify521.0033142.4833092.4833222.48
1562023.02.22 08:43s/l521.0033092.4833092.4833222.48-500.0018092.60
1572023.02.22 09:00sell531.0033132.080.000.00
1582023.02.22 09:00modify531.0033132.0833182.0833052.08
1592023.02.22 09:02close531.0033147.3833182.0833052.08-153.0017939.60
1602023.02.23 08:15sell541.0033134.010.000.00
1612023.02.23 08:15modify541.0033134.0133184.0133054.01
1622023.02.23 11:00close541.0033122.9733184.0133054.01110.4018050.00
1632023.02.24 08:15sell551.0033097.530.000.00
1642023.02.24 08:15modify551.0033097.5333147.5333017.53
1652023.02.24 11:00close551.0033064.4333147.5333017.53331.0018381.00
1662023.02.27 08:15sell561.0032885.590.000.00
1672023.02.27 08:15modify561.0032885.5932935.5932805.59
1682023.02.27 09:22s/l561.0032935.5932935.5932805.59-500.0017881.00
1692023.02.28 08:15buy571.0032794.500.000.00
1702023.02.28 08:15modify571.0032794.5032744.5032874.50
1712023.02.28 09:03close571.0032861.0932744.5032874.50665.9018546.90
1722023.03.01 08:15sell581.0032723.020.000.00
1732023.03.01 08:15modify581.0032723.0232773.0232643.02
1742023.03.01 08:51close581.0032662.9532773.0232643.02600.7019147.60
1752023.03.02 08:15buy591.0032614.480.000.00
1762023.03.02 08:15modify591.0032614.4832564.4832694.48
1772023.03.02 08:52close591.0032679.6632564.4832694.48651.8019799.40
1782023.03.03 08:15sell601.0032956.060.000.00
1792023.03.03 08:15modify601.0032956.0633006.0632876.06
1802023.03.03 09:16s/l601.0033006.0633006.0632876.06-500.0019299.40
1812023.03.06 08:15buy611.0033382.920.000.00
1822023.03.06 08:15modify611.0033382.9233332.9233462.92
1832023.03.06 11:00close611.0033385.5133332.9233462.9225.9019325.30
1842023.03.07 08:15buy621.0033442.960.000.00
1852023.03.07 08:15modify621.0033442.9633392.9633522.96
1862023.03.07 11:00close621.0033458.3033392.9633522.96153.4019478.70
1872023.03.08 08:15sell631.0032864.540.000.00
1882023.03.08 08:15modify631.0032864.5432914.5432784.54
1892023.03.08 11:00close631.0032896.0032914.5432784.54-314.6019164.10
1902023.03.10 08:15buy641.0032035.410.000.00
1912023.03.10 08:15modify641.0032035.4131985.4132115.41
1922023.03.10 09:27close641.0032103.6231985.4132115.41682.1019846.20
1932023.03.13 08:15buy651.0032197.450.000.00
1942023.03.13 08:15modify651.0032197.4532147.4532277.45
1952023.03.13 08:27s/l651.0032147.4532147.4532277.45-500.0019346.20
1962023.03.13 09:15sell661.0031992.590.000.00
1972023.03.13 09:15modify661.0031992.5932042.5931912.59
1982023.03.13 09:21t/p661.0031912.5932042.5931912.59800.0020146.20
1992023.03.14 08:00buy671.0031914.900.000.00
2002023.03.14 08:00modify671.0031914.9031864.9031994.90
2012023.03.14 08:57close671.0031979.9331864.9031994.90650.3020796.50
2022023.03.15 08:15buy681.0032131.970.000.00
2032023.03.15 08:15modify681.0032131.9732081.9732211.97
2042023.03.15 08:32s/l681.0032081.9732081.9732211.97-500.0020296.50
2052023.03.15 08:45sell691.0032098.100.000.00
2062023.03.15 08:45modify691.0032098.1032148.1032018.10
2072023.03.15 08:46close691.0032110.2732148.1032018.10-121.7020174.80
2082023.03.16 08:00sell701.0031957.080.000.00
2092023.03.16 08:00modify701.0031957.0832007.0831877.08
2102023.03.16 08:16close701.0031888.9632007.0831877.08681.2020856.00
2112023.03.17 08:15sell711.0032299.000.000.00
2122023.03.17 08:15modify711.0032299.0032349.0032219.00
2132023.03.17 09:48close711.0032237.4332349.0032219.00615.7021471.70
2142023.03.20 08:00sell721.0031567.590.000.00
2152023.03.20 08:00modify721.0031567.5931617.5931487.59
2162023.03.20 08:02s/l721.0031617.5931617.5931487.59-500.0020971.70
2172023.03.20 08:30buy731.0031491.940.000.00
2182023.03.20 08:30modify731.0031491.9431441.9431571.94
2192023.03.20 08:38t/p731.0031571.9431441.9431571.94800.0021771.70
2202023.03.21 08:15buy741.0032300.900.000.00
2212023.03.21 08:15modify741.0032300.9032250.9032380.90
2222023.03.21 09:11close741.0032362.5832250.9032380.90616.8022388.50
2232023.03.22 08:15sell751.0032478.030.000.00
2242023.03.22 08:15modify751.0032478.0332528.0332398.03
2252023.03.22 09:27s/l751.0032528.0332528.0332398.03-500.0021888.50
2262023.03.24 08:15buy761.0032096.440.000.00
2272023.03.24 08:15modify761.0032096.4432046.4432176.44
2282023.03.24 08:21s/l761.0032046.4432046.4432176.44-500.0021388.50
2292023.03.24 08:30sell771.0032107.010.000.00
2302023.03.24 08:30modify771.0032107.0132157.0132027.01
2312023.03.24 08:41t/p771.0032027.0132157.0132027.01800.0022188.50
2322023.03.27 08:00buy781.0032265.410.000.00
2332023.03.27 08:00modify781.0032265.4132215.4132345.41
2342023.03.27 08:22close781.0032326.0732215.4132345.41606.6022795.10
2352023.04.05 08:15buy791.0033339.490.000.00
2362023.04.05 08:15modify791.0033339.4933289.4933419.49
2372023.04.05 11:00close791.0033360.5933289.4933419.49211.0023006.10
2382023.04.12 08:15sell801.0033758.530.000.00
2392023.04.12 08:15modify801.0033758.5333808.5333678.53
2402023.04.12 11:00close801.0033766.4833808.5333678.53-79.5022926.60
2412023.04.13 09:30sell811.0033688.080.000.00
2422023.04.13 09:30modify811.0033688.0833738.0833608.08
2432023.04.13 10:25close811.0033627.8933738.0833608.08601.9023528.50
2442023.04.14 10:00sell821.0033959.600.000.00
2452023.04.14 10:00modify821.0033959.6034009.6033879.60
2462023.04.14 10:53s/l821.0034009.6034009.6033879.60-500.0023028.50
2472023.04.17 08:15buy831.0033917.910.000.00
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2492023.04.17 11:00close831.0033909.0933867.9133997.91-88.2022940.30
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