Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolSP500 (SPX500 Cash)
Period1 Hour (H1) 2023.01.02 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=60; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=110; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; 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=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test6872Ticks modelled146269Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit26762.82Gross profit73461.67Gross loss-46698.86
Profit factor1.57Expected payoff164.19
Absolute drawdown924.23Maximal drawdown4969.81 (16.51%)Relative drawdown22.53% (4369.82)
Total trades163Short positions (won %)61 (27.87%)Long positions (won %)102 (50.98%)
Profit trades (% of total)69 (42.33%)Loss trades (% of total)94 (57.67%)
Largestprofit trade1100.86loss trade-512.61
Averageprofit trade1064.66loss trade-496.80
Maximumconsecutive wins (profit in money)5 (5449.52)consecutive losses (loss in money)7 (-3521.67)
Maximalconsecutive profit (count of wins)5449.52 (5)consecutive loss (count of losses)-3521.67 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 16:00buy11.003834.980.000.00
22023.01.03 16:00modify11.003834.983784.983944.98
32023.01.04 16:00buy21.003844.610.000.00
42023.01.04 16:00modify21.003844.613794.613954.61
52023.01.05 17:00buy31.003807.220.000.00
62023.01.05 17:00modify31.003807.223757.223917.22
72023.01.06 16:00sell41.003866.990.000.00
82023.01.06 16:00modify41.003866.993916.993756.99
92023.01.09 13:32s/l41.003916.993916.993756.99-499.839500.17
102023.01.09 14:20t/p31.003917.223757.223917.221097.9810598.16
112023.01.09 15:50t/p11.003944.983784.983944.981096.9711695.13
122023.01.09 16:00sell51.003940.270.000.00
132023.01.09 16:00modify51.003940.273990.273830.27
142023.01.10 17:00buy61.003895.070.000.00
152023.01.10 17:00modify61.003895.073845.074005.07
162023.01.11 16:00buy71.003929.950.000.00
172023.01.11 16:00modify71.003929.953879.954039.95
182023.01.11 18:20t/p21.003954.613794.613954.611096.4712791.60
192023.01.12 13:20s/l51.003990.273990.273830.27-499.8312291.77
202023.01.12 16:00buy81.003968.860.000.00
212023.01.12 16:00modify81.003968.863918.864078.86
222023.01.13 16:00sell91.003977.090.000.00
232023.01.13 16:00modify91.003977.094027.093867.09
242023.01.16 01:45t/p61.004005.073845.074005.071096.9713388.75
252023.01.17 17:00buy101.003996.340.000.00
262023.01.17 17:00modify101.003996.343946.344106.34
272023.01.18 17:50s/l101.003946.343946.344106.34-500.5012888.24
282023.01.19 06:50s/l81.003918.863918.864078.86-503.5312384.71
292023.01.19 16:00buy111.003892.740.000.00
302023.01.19 16:00modify111.003892.743842.744002.74
312023.01.20 16:00sell121.003919.490.000.00
322023.01.20 16:00modify121.003919.493969.493809.49
332023.01.20 20:16s/l121.003969.493969.493809.49-500.0011884.71
342023.01.23 15:20t/p111.004002.743842.744002.741097.9812982.69
352023.01.23 16:00sell131.004011.870.000.00
362023.01.23 16:00modify131.004011.874061.873901.87
372023.01.23 16:10s/l91.004027.094027.093867.09-499.4312483.27
382023.01.24 16:00sell141.004017.980.000.00
392023.01.24 16:00modify141.004017.984067.983907.98
402023.01.25 16:00buy151.003962.340.000.00
412023.01.25 16:00modify151.003962.343912.344072.34
422023.01.26 12:50t/p71.004039.953879.954039.951092.4413575.70
432023.01.26 16:00buy161.004016.390.000.00
442023.01.26 16:00modify161.004016.393966.394126.39
452023.01.26 20:50s/l131.004061.874061.873901.87-499.8313075.88
462023.01.27 14:50s/l141.004067.984067.983907.98-499.8312576.05
472023.01.27 15:15t/p151.004072.343912.344072.341098.9913675.04
482023.01.27 17:00buy171.004071.800.000.00
492023.01.27 17:00modify171.004071.804021.804181.80
502023.01.30 17:00buy181.004044.400.000.00
512023.01.30 17:00modify181.004044.403994.404154.40
522023.01.30 19:50s/l171.004021.804021.804181.80-501.5113173.53
532023.01.31 11:37s/l181.003994.403994.404154.40-500.5012673.02
542023.01.31 16:00sell191.004041.540.000.00
552023.01.31 16:00modify191.004041.544091.543931.54
562023.02.01 16:00buy201.004054.430.000.00
572023.02.01 16:00modify201.004054.434004.434164.43
582023.02.01 19:45s/l191.004091.544091.543931.54-499.9412173.08
592023.02.01 20:20t/p161.004126.393966.394126.391096.9713270.05
602023.02.02 15:40t/p201.004164.434004.434164.431099.5014369.55
612023.02.02 16:00sell211.004178.880.000.00
622023.02.02 16:00modify211.004178.884228.884068.88
632023.02.03 16:00sell221.004169.040.000.00
642023.02.03 16:00modify221.004169.044219.044059.04
652023.02.06 16:00buy231.004114.240.000.00
662023.02.06 16:00modify231.004114.244064.244224.24
672023.02.07 16:00buy241.004100.040.000.00
682023.02.07 16:00modify241.004100.044050.044210.04
692023.02.10 09:50t/p211.004068.884228.884068.881100.4615470.01
702023.02.10 10:20s/l231.004064.244064.244224.24-502.0214967.99
712023.02.10 11:15t/p221.004059.044219.044059.041100.4016068.39
722023.02.10 16:00sell251.004075.970.000.00
732023.02.10 16:00modify251.004075.974125.973965.97
742023.02.13 15:50s/l251.004125.974125.973965.97-499.8315568.57
752023.02.13 16:00sell261.004124.260.000.00
762023.02.13 16:00modify261.004124.264174.264014.26
772023.02.14 13:37s/l261.004174.264174.264014.26-499.9415068.62
782023.02.14 17:00buy271.004105.130.000.00
792023.02.14 17:00modify271.004105.134055.134215.13
802023.02.15 16:00sell281.004114.320.000.00
812023.02.15 16:00modify281.004114.324164.324004.32
822023.02.16 16:00sell291.004121.900.000.00
832023.02.16 16:00modify291.004121.904171.904011.90
842023.02.17 08:32s/l271.004055.134055.134215.13-501.5114567.11
852023.02.17 14:50s/l241.004050.044050.044210.04-505.0414062.07
862023.02.17 16:00sell301.004056.160.000.00
872023.02.17 16:00modify301.004056.164106.163946.16
882023.02.21 16:00buy311.004020.830.000.00
892023.02.21 16:00modify311.004020.833970.834130.83
902023.02.21 16:50t/p291.004011.904171.904011.901100.2915162.35
912023.02.21 18:40t/p281.004004.324164.324004.321100.3416262.70
922023.02.22 16:00buy321.003998.160.000.00
932023.02.22 16:00modify321.003998.163948.164108.16
942023.02.23 16:00buy331.003998.100.000.00
952023.02.23 16:00modify331.003998.103948.104108.10
962023.02.23 16:50s/l311.003970.833970.834130.83-501.0115761.69
972023.02.24 14:50s/l321.003948.163948.164108.16-501.0115260.68
982023.02.24 14:50s/l331.003948.103948.104108.10-500.5014760.18
992023.02.24 15:20t/p301.003946.164106.163946.161100.4015860.58
1002023.02.24 16:00buy341.003947.670.000.00
1012023.02.24 16:00modify341.003947.673897.674057.67
1022023.02.27 17:00buy351.003988.770.000.00
1032023.02.27 17:00modify351.003988.773938.774098.77
1042023.02.28 16:00buy361.003979.280.000.00
1052023.02.28 16:00modify361.003979.283929.284089.28
1062023.03.01 16:00buy371.003963.650.000.00
1072023.03.01 16:00modify371.003963.653913.654073.65
1082023.03.01 16:20s/l351.003938.773938.774098.77-501.0115359.57
1092023.03.02 01:50s/l361.003929.283929.284089.28-501.0114858.56
1102023.03.02 16:00sell381.003946.840.000.00
1112023.03.02 16:00modify381.003946.843996.843836.84
1122023.03.03 12:02s/l381.003996.843996.843836.84-499.9414358.62
1132023.03.03 16:00sell391.004011.160.000.00
1142023.03.03 16:00modify391.004011.164061.163901.16
1152023.03.06 02:46t/p341.004057.673897.674057.671094.9615453.58
1162023.03.06 14:50s/l391.004061.164061.163901.16-499.8314953.75
1172023.03.06 15:20t/p371.004073.653913.654073.651097.4816051.23
1182023.03.06 16:00sell401.004070.560.000.00
1192023.03.06 16:00modify401.004070.564120.563960.56
1202023.03.07 16:00buy411.004008.440.000.00
1212023.03.07 16:00modify411.004008.443958.444118.44
1222023.03.08 17:00sell421.003996.890.000.00
1232023.03.08 17:00modify421.003996.894046.893886.89
1242023.03.09 16:00buy431.004002.660.000.00
1252023.03.09 16:00modify431.004002.663952.664112.66
1262023.03.09 18:45t/p401.003960.564120.563960.561100.1717151.40
1272023.03.09 18:45s/l411.003958.443958.444118.44-501.0116650.39
1282023.03.09 18:50s/l431.003952.663952.664112.66-500.0016150.39
1292023.03.10 04:50t/p421.003886.894046.893886.891100.1117250.50
1302023.03.10 16:00buy441.003915.700.000.00
1312023.03.10 16:00modify441.003915.703865.704025.70
1322023.03.10 18:20s/l441.003865.703865.704025.70-500.0016750.50
1332023.03.13 16:00sell451.003891.850.000.00
1342023.03.13 16:00modify451.003891.853941.853781.85
1352023.03.14 16:00sell461.003927.410.000.00
1362023.03.14 16:00modify461.003927.413977.413817.41
1372023.03.15 17:00buy471.003841.220.000.00
1382023.03.15 17:00modify471.003841.223791.223951.22
1392023.03.16 15:50s/l451.003941.853941.853781.85-499.8316250.68
1402023.03.16 16:00sell481.003938.580.000.00
1412023.03.16 16:00modify481.003938.583988.583828.58
1422023.03.16 16:50t/p471.003951.223791.223951.221099.5017350.17
1432023.03.17 16:00buy491.003911.420.000.00
1442023.03.17 16:00modify491.003911.423861.424021.42
1452023.03.20 17:00buy501.003946.100.000.00
1462023.03.20 17:00modify501.003946.103896.104056.10
1472023.03.21 10:20s/l461.003977.413977.413817.41-499.6016850.57
1482023.03.21 13:20s/l481.003988.583988.583828.58-499.7116350.86
1492023.03.21 16:00buy511.003974.850.000.00
1502023.03.21 16:00modify511.003974.853924.854084.85
1512023.03.22 16:00buy521.004004.980.000.00
1522023.03.22 16:00modify521.004004.983954.984114.98
1532023.03.22 18:15t/p491.004021.423861.424021.421097.4817448.34
1542023.03.22 19:50s/l521.003954.983954.984114.98-500.0016948.34
1552023.03.23 17:00buy531.003981.800.000.00
1562023.03.23 17:00modify531.003981.803931.804091.80
1572023.03.23 18:45s/l531.003931.803931.804091.80-500.0016448.34
1582023.03.23 18:50s/l511.003924.853924.854084.85-501.0115947.33
1592023.03.24 16:00sell541.003945.430.000.00
1602023.03.24 16:00modify541.003945.433995.433835.43
1612023.03.26 23:20s/l541.003995.433995.433835.43-499.8915447.45
1622023.03.27 16:00buy551.003973.860.000.00
1632023.03.27 16:00modify551.003973.863923.864083.86
1642023.03.28 16:00buy561.003975.740.000.00
1652023.03.28 16:00modify561.003975.743925.744085.74
1662023.03.29 16:00buy571.004014.400.000.00
1672023.03.29 16:00modify571.004014.403964.404124.40
1682023.03.30 14:02t/p501.004056.103896.104056.101094.9616542.40
1692023.03.30 16:00buy581.004045.060.000.00
1702023.03.30 16:00modify581.004045.063995.064155.06
1712023.03.31 15:20t/p551.004083.863923.864083.861097.9817640.39
1722023.03.31 15:50t/p561.004085.743925.744085.741098.4918738.87
1732023.03.31 16:00sell591.004085.490.000.00
1742023.03.31 16:00modify591.004085.494135.493975.49
1752023.04.03 14:20t/p571.004124.403964.404124.401097.4819836.35
1762023.04.03 16:00buy601.004109.780.000.00
1772023.04.03 16:00modify601.004109.784059.784219.78
1782023.04.04 09:45s/l591.004135.494135.493975.49-499.7719336.58
1792023.04.04 16:00buy611.004097.770.000.00
1802023.04.04 16:00modify611.004097.774047.774207.77
1812023.04.05 16:00buy621.004083.820.000.00
1822023.04.05 16:00modify621.004083.824033.824193.82
1832023.04.14 13:45t/p581.004155.063995.064155.061092.4420429.02
1842023.04.14 16:00buy631.004130.020.000.00
1852023.04.14 16:00modify631.004130.024080.024240.02
1862023.04.25 17:50s/l631.004080.024080.024240.02-505.5519923.47
1872023.04.26 16:00sell641.004084.420.000.00
1882023.04.26 16:00modify641.004084.424134.423974.42
1892023.04.26 18:02s/l601.004059.784059.784219.78-511.6019411.87
1902023.04.27 16:00sell651.004103.040.000.00
1912023.04.27 16:00modify651.004103.044153.043993.04
1922023.04.27 18:50s/l641.004134.424134.423974.42-499.9418911.93
1932023.04.28 14:20s/l651.004153.044153.043993.04-499.9418411.99
1942023.04.28 16:00sell661.004158.780.000.00
1952023.04.28 16:00modify661.004158.784208.784048.78
1962023.05.01 17:00sell671.004182.570.000.00
1972023.05.01 17:00modify671.004182.574232.574072.57
1982023.05.03 22:00t/p671.004072.574232.574072.571100.1119512.10
1992023.05.04 14:37t/p661.004048.784208.784048.781100.3420612.44
2002023.05.04 17:00buy681.004069.430.000.00
2012023.05.04 17:00modify681.004069.434019.434179.43
2022023.05.05 16:00buy691.004121.190.000.00
2032023.05.05 16:00modify691.004121.194071.194231.19
2042023.05.18 14:50t/p681.004179.434019.434179.431092.9421705.38
2052023.05.18 17:00buy701.004167.850.000.00
2062023.05.18 17:00modify701.004167.854117.854277.85
2072023.05.18 19:45t/p621.004193.824033.824193.821078.3222783.70
2082023.05.18 22:15t/p611.004207.774047.774207.771077.8123861.51
2092023.05.19 16:00buy711.004191.220.000.00
2102023.05.19 16:00modify711.004191.224141.224301.22
2112023.05.22 16:00sell721.004197.620.000.00
2122023.05.22 16:00modify721.004197.624247.624087.62
2132023.05.24 07:10s/l711.004141.224141.224301.22-502.5223358.99
2142023.05.24 13:50s/l701.004117.854117.854277.85-503.0322855.96
2152023.05.24 17:00buy731.004111.230.000.00
2162023.05.24 17:00modify731.004111.234061.234221.23
2172023.05.25 17:00sell741.004141.670.000.00
2182023.05.25 17:00modify741.004141.674191.674031.67
2192023.05.26 14:20s/l741.004191.674191.674031.67-499.9422356.02
2202023.05.26 16:00buy751.004195.900.000.00
2212023.05.26 16:00modify751.004195.904145.904305.90
2222023.05.28 22:00t/p731.004221.234061.234221.231097.9823454.00
2232023.05.30 11:50t/p691.004231.194071.194231.191087.3924541.40
2242023.05.30 16:00buy761.004212.430.000.00
2252023.05.30 16:00modify761.004212.434162.434322.43
2262023.05.31 16:00buy771.004171.840.000.00
2272023.05.31 16:00modify771.004171.844121.844281.84
2282023.06.02 12:50s/l721.004247.624247.624087.62-499.3724042.03
2292023.06.02 16:00sell781.004277.260.000.00
2302023.06.02 16:00modify781.004277.264327.264167.26
2312023.06.02 16:45t/p771.004281.844121.844281.841098.9925141.02
2322023.06.05 16:00buy791.004292.920.000.00
2332023.06.05 16:00modify791.004292.924242.924402.92
2342023.06.09 13:33t/p751.004305.904145.904305.901092.9426233.96
2352023.06.09 16:00buy801.004297.180.000.00
2362023.06.09 16:00modify801.004297.184247.184407.18
2372023.06.12 18:40t/p761.004322.434162.434322.431093.4427327.40
2382023.06.12 18:50s/l781.004327.264327.264167.26-499.4326827.98
2392023.06.13 16:00sell811.004362.800.000.00
2402023.06.13 16:00modify811.004362.804412.804252.80
2412023.06.14 16:00sell821.004383.330.000.00
2422023.06.14 16:00modify821.004383.334433.334273.33
2432023.06.15 15:15t/p791.004402.924242.924402.921094.9627922.93
2442023.06.15 15:20t/p801.004407.184247.184407.181096.9729019.91
2452023.06.15 16:00sell831.004408.050.000.00
2462023.06.15 16:00modify831.004408.054458.054298.05
2472023.06.15 16:37s/l811.004412.804412.804252.80-499.8928520.02
2482023.06.15 18:45s/l821.004433.334433.334273.33-499.9428020.08
2492023.06.16 16:00buy841.004429.960.000.00
2502023.06.16 16:00modify841.004429.964379.964539.96
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