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 23:45 (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=3; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=120; StopLoss=60; 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=400; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled872566Modelling qualityn/a
Mismatched charts errors46
Initial deposit10000.00Spread150
Total net profit14430.88Gross profit119537.53Gross loss-105106.65
Profit factor1.14Expected payoff36.53
Absolute drawdown2230.40Maximal drawdown5188.70 (37.22%)Relative drawdown37.22% (5188.70)
Total trades395Short positions (won %)195 (42.56%)Long positions (won %)200 (44.00%)
Profit trades (% of total)171 (43.29%)Loss trades (% of total)224 (56.71%)
Largestprofit trade1183.10loss trade-600.00
Averageprofit trade699.05loss trade-469.23
Maximumconsecutive wins (profit in money)6 (3063.70)consecutive losses (loss in money)7 (-3148.20)
Maximalconsecutive profit (count of wins)3063.70 (6)consecutive loss (count of losses)-3148.20 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 05:15sell11.0012041.710.000.00
22022.12.01 05:15modify11.0012041.7112101.7111921.71
32022.12.01 07:15buy21.0012029.590.000.00
42022.12.01 07:15modify21.0012029.5911969.5912149.59
52022.12.01 09:38s/l21.0011969.5911969.5912149.59-600.009400.00
62022.12.01 13:20close11.0012045.2412101.7111921.71-35.309364.70
72022.12.02 07:15sell31.0012003.830.000.00
82022.12.02 07:15modify31.0012003.8312063.8311883.83
92022.12.02 09:30buy41.0012020.460.000.00
102022.12.02 09:30modify41.0012020.4611960.4612140.46
112022.12.02 13:30s/l41.0011960.4611960.4612140.46-600.008764.70
122022.12.02 13:31close31.0012012.2212063.8311883.83-83.908680.80
132022.12.05 08:00sell51.0011950.260.000.00
142022.12.05 08:00modify51.0011950.2612010.2611830.26
152022.12.05 10:15buy61.0011966.070.000.00
162022.12.05 10:15modify61.0011966.0711906.0712086.07
172022.12.05 13:53s/l61.0011906.0711906.0712086.07-600.008080.80
182022.12.05 14:38close51.0011957.7412010.2611830.26-74.808006.00
192022.12.06 05:15buy71.0011787.850.000.00
202022.12.06 05:15modify71.0011787.8511727.8511907.85
212022.12.06 07:45sell81.0011785.250.000.00
222022.12.06 07:45modify81.0011785.2511845.2511665.25
232022.12.06 14:42s/l71.0011727.8511727.8511907.85-600.007406.00
242022.12.06 14:53close81.0011680.7111845.2511665.251045.408451.40
252022.12.07 05:15sell91.0011575.370.000.00
262022.12.07 05:15modify91.0011575.3711635.3711455.37
272022.12.07 07:13close91.0011533.9211635.3711455.37414.508865.90
282022.12.08 08:15buy101.0011503.230.000.00
292022.12.08 08:15modify101.0011503.2311443.2311623.23
302022.12.08 12:45sell111.0011529.850.000.00
312022.12.08 12:45modify111.0011529.8511589.8511409.85
322022.12.08 14:58s/l111.0011589.8511589.8511409.85-600.008265.90
332022.12.08 15:03close101.0011605.4911443.2311623.231022.609288.50
342022.12.09 08:15buy121.0011679.210.000.00
352022.12.09 08:15modify121.0011679.2111619.2111799.21
362022.12.09 12:57close121.0011720.8211619.2111799.21416.109704.60
372022.12.12 08:15buy131.0011555.100.000.00
382022.12.12 08:15modify131.0011555.1011495.1011675.10
392022.12.12 10:42close131.0011595.2311495.1011675.10401.3010105.90
402022.12.13 08:30buy141.0011713.670.000.00
412022.12.13 08:30modify141.0011713.6711653.6711833.67
422022.12.13 10:28close141.0011755.0011653.6711833.67413.3010519.20
432022.12.14 08:15buy151.0011843.100.000.00
442022.12.14 08:15modify151.0011843.1011783.1011963.10
452022.12.14 10:15sell161.0011824.140.000.00
462022.12.14 10:15modify161.0011824.1411884.1411704.14
472022.12.14 14:58s/l161.0011884.1411884.1411704.14-600.009919.20
482022.12.14 19:00close151.0011926.2011783.1011963.10831.0010750.20
492022.12.15 07:45buy171.0011666.010.000.00
502022.12.15 07:45modify171.0011666.0111606.0111786.01
512022.12.15 08:21s/l171.0011606.0111606.0111786.01-600.0010150.20
522022.12.16 08:00buy181.0011308.390.000.00
532022.12.16 08:00modify181.0011308.3911248.3911428.39
542022.12.16 08:27s/l181.0011248.3911248.3911428.39-600.009550.20
552022.12.19 08:15sell191.0011280.510.000.00
562022.12.19 08:15modify191.0011280.5111340.5111160.51
572022.12.19 13:30buy201.0011260.810.000.00
582022.12.19 13:30modify201.0011260.8111200.8111380.81
592022.12.19 14:33s/l201.0011200.8111200.8111380.81-600.008950.20
602022.12.19 14:36close191.0011179.6011340.5111160.511009.109959.30
612022.12.20 05:00buy211.0010972.760.000.00
622022.12.20 05:00modify211.0010972.7610912.7611092.76
632022.12.20 07:15sell221.0011002.360.000.00
642022.12.20 07:15modify221.0011002.3611062.3610882.36
652022.12.20 08:58s/l221.0011062.3611062.3610882.36-600.009359.30
662022.12.20 09:33close211.0011072.8210912.7611092.761000.6010359.90
672022.12.21 08:15buy231.0011110.290.000.00
682022.12.21 08:15modify231.0011110.2911050.2911230.29
692022.12.21 09:18close231.0011152.7211050.2911230.29424.3010784.20
702022.12.22 08:15sell241.0011266.420.000.00
712022.12.22 08:15modify241.0011266.4211326.4211146.42
722022.12.22 10:13close241.0011224.9011326.4211146.42415.2011199.40
732022.12.23 08:30buy251.0010951.400.000.00
742022.12.23 08:30modify251.0010951.4010891.4011071.40
752022.12.23 10:37close251.0010992.1910891.4011071.40407.9011607.30
762022.12.27 08:15sell261.0011073.260.000.00
772022.12.27 08:15modify261.0011073.2611133.2610953.26
782022.12.27 09:17close261.0011032.2111133.2610953.26410.5012017.80
792022.12.28 08:15sell271.0010849.220.000.00
802022.12.28 08:15modify271.0010849.2210909.2210729.22
812022.12.28 09:12close271.0010808.7010909.2210729.22405.2012423.00
822022.12.29 08:15sell281.0010721.140.000.00
832022.12.29 08:15modify281.0010721.1410781.1410601.14
842022.12.29 13:36s/l281.0010781.1410781.1410601.14-600.0011823.00
852022.12.30 06:15buy291.0010902.000.000.00
862022.12.30 06:15modify291.0010902.0010842.0011022.00
872022.12.30 08:45sell301.0010887.520.000.00
882022.12.30 08:45modify301.0010887.5210947.5210767.52
892022.12.30 12:38s/l291.0010842.0010842.0011022.00-600.0011223.00
902022.12.30 14:48close301.0010769.4010947.5210767.521181.2012404.20
912023.01.03 07:15buy311.0010953.100.000.00
922023.01.03 07:15modify311.0010953.1010893.1011073.10
932023.01.03 07:57close311.0010995.2810893.1011073.10421.8012826.00
942023.01.04 08:15sell321.0010935.860.000.00
952023.01.04 08:15modify321.0010935.8610995.8610815.86
962023.01.04 10:43close321.0010890.0410995.8610815.86458.2013284.20
972023.01.05 08:15buy331.0010882.530.000.00
982023.01.05 08:15modify331.0010882.5310822.5311002.53
992023.01.05 10:15sell341.0010901.810.000.00
1002023.01.05 10:15modify341.0010901.8110961.8110781.81
1012023.01.05 14:03s/l331.0010822.5310822.5311002.53-600.0012684.20
1022023.01.05 14:32close341.0010796.0510961.8110781.811057.6013741.80
1032023.01.06 08:15buy351.0010744.740.000.00
1042023.01.06 08:15modify351.0010744.7410684.7410864.74
1052023.01.06 10:15sell361.0010733.500.000.00
1062023.01.06 10:15modify361.0010733.5010793.5010613.50
1072023.01.06 13:18s/l351.0010684.7410684.7410864.74-600.0013141.80
1082023.01.06 13:31close361.0010771.3510793.5010613.50-378.5012763.30
1092023.01.09 07:15buy371.0011079.620.000.00
1102023.01.09 07:15modify371.0011079.6211019.6211199.62
1112023.01.09 09:15sell381.0011070.200.000.00
1122023.01.09 09:15modify381.0011070.2011130.2010950.20
1132023.01.09 14:30s/l381.0011130.2011130.2010950.20-600.0012163.30
1142023.01.09 14:46close371.0011180.1111019.6211199.621004.9013168.20
1152023.01.10 07:15sell391.0011080.100.000.00
1162023.01.10 07:15modify391.0011080.1011140.1010960.10
1172023.01.10 09:15buy401.0011080.010.000.00
1182023.01.10 09:15modify401.0011080.0111020.0111200.01
1192023.01.10 12:23s/l401.0011020.0111020.0111200.01-600.0012568.20
1202023.01.10 14:03close391.0011090.9211140.1010960.10-108.2012460.00
1212023.01.11 07:15buy411.0011167.690.000.00
1222023.01.11 07:15modify411.0011167.6911107.6911287.69
1232023.01.11 09:06close411.0011209.8911107.6911287.69422.0012882.00
1242023.01.12 07:15buy421.0011384.400.000.00
1252023.01.12 07:15modify421.0011384.4011324.4011504.40
1262023.01.12 09:15sell431.0011393.870.000.00
1272023.01.12 09:15modify431.0011393.8711453.8711273.87
1282023.01.12 13:26s/l431.0011453.8711453.8711273.87-600.0012282.00
1292023.01.12 13:28close421.0011369.2111324.4011504.40-151.9012130.10
1302023.01.13 07:15buy441.0011433.900.000.00
1312023.01.13 07:15modify441.0011433.9011373.9011553.90
1322023.01.13 09:15sell451.0011453.230.000.00
1332023.01.13 09:15modify451.0011453.2311513.2311333.23
1342023.01.13 12:23s/l441.0011373.9011373.9011553.90-600.0011530.10
1352023.01.13 12:48close451.0011351.8411513.2311333.231013.9012544.00
1362023.01.16 08:30buy461.0011493.340.000.00
1372023.01.16 08:30modify461.0011493.3411433.3411613.34
1382023.01.16 13:45sell471.0011521.360.000.00
1392023.01.16 13:45modify471.0011521.3611581.3611401.36
1402023.01.16 23:00close471.0011504.9011581.3611401.36164.6012708.60
1412023.01.16 23:00close461.0011503.4011433.3411613.34100.6012809.20
1422023.01.17 08:15sell481.0011495.610.000.00
1432023.01.17 08:15modify481.0011495.6111555.6111375.61
1442023.01.17 13:00buy491.0011493.370.000.00
1452023.01.17 13:00modify491.0011493.3711433.3711613.37
1462023.01.17 14:53s/l481.0011555.6111555.6111375.61-600.0012209.20
1472023.01.17 15:02close491.0011593.4811433.3711613.371001.1013210.30
1482023.01.18 07:15sell501.0011590.400.000.00
1492023.01.18 07:15modify501.0011590.4011650.4011470.40
1502023.01.18 08:37close501.0011550.1311650.4011470.40402.7013613.00
1512023.01.19 07:15buy511.0011386.120.000.00
1522023.01.19 07:15modify511.0011386.1211326.1211506.12
1532023.01.19 10:15sell521.0011362.130.000.00
1542023.01.19 10:15modify521.0011362.1311422.1311242.13
1552023.01.19 11:18s/l511.0011326.1211326.1211506.12-600.0013013.00
1562023.01.19 14:32close521.0011365.7311422.1311242.13-36.0012977.00
1572023.01.20 08:15buy531.0011349.300.000.00
1582023.01.20 08:15modify531.0011349.3011289.3011469.30
1592023.01.20 10:15sell541.0011326.200.000.00
1602023.01.20 10:15modify541.0011326.2011386.2011206.20
1612023.01.20 14:51s/l541.0011386.2011386.2011206.20-600.0012377.00
1622023.01.20 16:12close531.0011449.9111289.3011469.301006.1013383.10
1632023.01.23 07:15sell551.0011619.920.000.00
1642023.01.23 07:15modify551.0011619.9211679.9211499.92
1652023.01.23 09:15buy561.0011607.800.000.00
1662023.01.23 09:15modify561.0011607.8011547.8011727.80
1672023.01.23 14:42s/l551.0011679.9211679.9211499.92-600.0012783.10
1682023.01.23 14:46close561.0011709.9311547.8011727.801021.3013804.40
1692023.01.24 08:15buy571.0011850.820.000.00
1702023.01.24 08:15modify571.0011850.8211790.8211970.82
1712023.01.24 13:30sell581.0011817.020.000.00
1722023.01.24 13:30modify581.0011817.0211877.0211697.02
1732023.01.24 13:41s/l571.0011790.8211790.8211970.82-600.0013204.40
1742023.01.24 14:33close581.0011821.3011877.0211697.02-42.8013161.60
1752023.01.25 08:30buy591.0011764.870.000.00
1762023.01.25 08:30modify591.0011764.8711704.8711884.87
1772023.01.25 10:12s/l591.0011704.8711704.8711884.87-600.0012561.60
1782023.01.26 08:30sell601.0011883.810.000.00
1792023.01.26 08:30modify601.0011883.8111943.8111763.81
1802023.01.26 13:30buy611.0011918.620.000.00
1812023.01.26 13:30modify611.0011918.6211858.6212038.62
1822023.01.26 13:38s/l601.0011943.8111943.8111763.81-600.0011961.60
1832023.01.26 14:53close611.0011904.2011858.6212038.62-144.2011817.40
1842023.01.27 08:30buy621.0011967.220.000.00
1852023.01.27 08:30modify621.0011967.2211907.2212087.22
1862023.01.27 12:08close621.0012009.2211907.2212087.22420.0012237.40
1872023.01.30 05:15buy631.0012109.670.000.00
1882023.01.30 05:15modify631.0012109.6712049.6712229.67
1892023.01.30 08:18s/l631.0012049.6712049.6712229.67-600.0011637.40
1902023.01.31 08:00sell641.0011922.760.000.00
1912023.01.31 08:00modify641.0011922.7611982.7611802.76
1922023.01.31 08:32close641.0011880.8411982.7611802.76419.2012056.60
1932023.02.01 08:15sell651.0012077.710.000.00
1942023.02.01 08:15modify651.0012077.7112137.7111957.71
1952023.02.01 10:15buy661.0012056.150.000.00
1962023.02.01 10:15modify661.0012056.1511996.1512176.15
1972023.02.01 19:00close661.0012084.1211996.1512176.15279.7012336.30
1982023.02.01 19:00close651.0012085.6212137.7111957.71-79.1012257.20
1992023.02.02 07:45buy671.0012458.290.000.00
2002023.02.02 07:45modify671.0012458.2912398.2912578.29
2012023.02.02 08:25close671.0012499.1012398.2912578.29408.1012665.30
2022023.02.03 07:45buy681.0012562.650.000.00
2032023.02.03 07:45modify681.0012562.6512502.6512682.65
2042023.02.03 09:33close681.0012607.6912502.6512682.65450.4013115.70
2052023.02.06 07:15buy691.0012503.810.000.00
2062023.02.06 07:15modify691.0012503.8112443.8112623.81
2072023.02.06 09:57s/l691.0012443.8112443.8112623.81-600.0012515.70
2082023.02.07 08:15buy701.0012435.170.000.00
2092023.02.07 08:15modify701.0012435.1712375.1712555.17
2102023.02.07 09:01close701.0012475.2512375.1712555.17400.8012916.50
2112023.02.08 08:30buy711.0012685.630.000.00
2122023.02.08 08:30modify711.0012685.6312625.6312805.63
2132023.02.08 12:03close711.0012731.9212625.6312805.63462.9013379.40
2142023.02.09 06:00sell721.0012544.720.000.00
2152023.02.09 06:00modify721.0012544.7212604.7212424.72
2162023.02.09 08:17s/l721.0012604.7212604.7212424.72-600.0012779.40
2172023.02.10 08:15sell731.0012385.470.000.00
2182023.02.10 08:15modify731.0012385.4712445.4712265.47
2192023.02.10 09:18close731.0012342.3212445.4712265.47431.5013210.90
2202023.02.13 08:15sell741.0012283.720.000.00
2212023.02.13 08:15modify741.0012283.7212343.7212163.72
2222023.02.13 10:35s/l741.0012343.7212343.7212163.72-600.0012610.90
2232023.02.14 07:45sell751.0012502.790.000.00
2242023.02.14 07:45modify751.0012502.7912562.7912382.79
2252023.02.14 13:25s/l751.0012562.7912562.7912382.79-600.0012010.90
2262023.02.15 08:15buy761.0012497.800.000.00
2272023.02.15 08:15modify761.0012497.8012437.8012617.80
2282023.02.15 09:02close761.0012539.5612437.8012617.80417.6012428.50
2292023.02.16 08:30buy771.0012711.070.000.00
2302023.02.16 08:30modify771.0012711.0712651.0712831.07
2312023.02.16 12:17s/l771.0012651.0712651.0712831.07-600.0011828.50
2322023.02.17 08:15buy781.0012344.850.000.00
2332023.02.17 08:15modify781.0012344.8512284.8512464.85
2342023.02.17 11:30sell791.0012326.310.000.00
2352023.02.17 11:30modify791.0012326.3112386.3112206.31
2362023.02.17 14:47s/l781.0012284.8512284.8512464.85-600.0011228.50
2372023.02.17 15:13close791.0012333.5912386.3112206.31-72.8011155.70
2382023.02.20 08:15buy801.0012333.300.000.00
2392023.02.20 08:15modify801.0012333.3012273.3012453.30
2402023.02.20 12:06close801.0012374.4012273.3012453.30411.0011566.70
2412023.02.21 08:30buy811.0012264.400.000.00
2422023.02.21 08:30modify811.0012264.4012204.4012384.40
2432023.02.21 08:48s/l811.0012204.4012204.4012384.40-600.0010966.70
2442023.02.22 08:30buy821.0012065.900.000.00
2452023.02.22 08:30modify821.0012065.9012005.9012185.90
2462023.02.22 10:45sell831.0012073.530.000.00
2472023.02.22 10:45modify831.0012073.5312133.5311953.53
2482023.02.22 14:47s/l831.0012133.5312133.5311953.53-600.0010366.70
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