Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolAU200 (AUS200 Cash)
Period15 Minutes (M15) 2023.01.02 23:45 - 2023.12.29 05:15 (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=3; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=120; StopLoss=110; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test21174Ticks modelled671993Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread260
Total net profit22058.25Gross profit43890.21Gross loss-21831.96
Profit factor2.01Expected payoff256.49
Absolute drawdown221.26Maximal drawdown6285.06 (18.56%)Relative drawdown21.12% (2823.02)
Total trades86Short positions (won %)43 (60.47%)Long positions (won %)43 (69.77%)
Profit trades (% of total)56 (65.12%)Loss trades (% of total)30 (34.88%)
Largestprofit trade796.08loss trade-740.65
Averageprofit trade783.75loss trade-727.73
Maximumconsecutive wins (profit in money)9 (7107.17)consecutive losses (loss in money)4 (-2918.37)
Maximalconsecutive profit (count of wins)7107.17 (9)consecutive loss (count of losses)-2918.37 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 11:30buy11.007001.300.000.00
22023.01.03 11:30modify11.007001.306891.307121.30
32023.01.04 11:00buy21.007045.330.000.00
42023.01.04 11:00modify21.007045.336935.337165.33
52023.01.05 11:00sell31.007080.080.000.00
62023.01.05 11:00modify31.007080.087190.086960.08
72023.01.06 13:47t/p11.007121.306891.307121.30789.4810789.48
82023.01.06 19:21t/p21.007165.336935.337165.33790.1911579.68
92023.01.09 16:15s/l31.007190.087190.086960.08-725.0210854.66
102023.01.10 11:30buy41.007146.200.000.00
112023.01.10 11:30modify41.007146.207036.207266.20
122023.01.11 12:00sell51.007213.640.000.00
132023.01.11 12:00modify51.007213.647323.647093.64
142023.01.12 00:03t/p41.007266.207036.207266.20790.1911644.85
152023.01.12 13:58s/l51.007323.647323.647093.64-725.4910919.36
162023.01.13 11:15buy61.007345.390.000.00
172023.01.13 11:15modify61.007345.397235.397465.39
182023.01.20 18:41t/p61.007465.397235.397465.39786.6711706.03
192023.01.25 11:15buy71.007460.330.000.00
202023.01.25 11:15modify71.007460.337350.337580.33
212023.01.26 12:45sell81.007498.500.000.00
222023.01.26 12:45modify81.007498.507608.507378.50
232023.01.27 12:45buy91.007506.330.000.00
242023.01.27 12:45modify91.007506.337396.337626.33
252023.02.03 15:18t/p71.007580.337350.337580.33785.2412491.28
262023.02.07 11:45buy101.007483.330.000.00
272023.02.07 11:45modify101.007483.337373.337603.33
282023.02.14 16:32s/l91.007396.337396.337626.33-738.5211752.75
292023.02.15 00:17t/p81.007378.507608.507378.50794.8312547.58
302023.02.15 00:18s/l101.007373.337373.337603.33-731.3911816.19
312023.02.21 11:15sell111.007316.660.000.00
322023.02.21 11:15modify111.007316.667426.667196.66
332023.02.22 11:00sell121.007284.540.000.00
342023.02.22 11:00modify121.007284.547394.547164.54
352023.02.27 00:07t/p111.007196.667426.667196.66792.6112608.80
362023.03.01 11:00sell131.007260.780.000.00
372023.03.01 11:00modify131.007260.787370.787140.78
382023.03.02 11:00sell141.007228.930.000.00
392023.03.02 11:00modify141.007228.937338.937108.93
402023.03.03 18:07s/l141.007338.937338.937108.93-725.5211883.28
412023.03.07 03:33s/l131.007370.787370.787140.78-724.7311158.55
422023.03.10 03:30t/p121.007164.547394.547164.54794.1811952.73
432023.03.10 12:30sell151.007167.620.000.00
442023.03.10 12:30modify151.007167.627277.627047.62
452023.03.13 08:52t/p151.007047.627277.627047.62792.1312744.85
462023.03.13 11:00sell161.007028.890.000.00
472023.03.13 11:00modify161.007028.897138.896908.89
482023.03.14 11:00sell171.006983.600.000.00
492023.03.14 11:00modify171.006983.607093.606863.60
502023.03.15 11:00buy181.006934.290.000.00
512023.03.15 11:00modify181.006934.296824.297054.29
522023.03.15 12:38t/p161.006908.897138.896908.89791.9713536.82
532023.03.16 11:15buy191.006891.290.000.00
542023.03.16 11:15modify191.006891.296781.297011.29
552023.03.16 13:20t/p171.006863.607093.606863.60791.9714328.79
562023.03.17 11:00sell201.006976.540.000.00
572023.03.17 11:00modify201.006976.547086.546856.54
582023.03.20 06:38t/p201.006856.547086.546856.54792.1315120.91
592023.03.20 11:00sell211.006922.660.000.00
602023.03.20 11:00modify211.006922.667032.666802.66
612023.03.21 13:30t/p191.007011.296781.297011.29788.0915909.00
622023.03.21 22:52s/l211.007032.667032.666802.66-725.5215183.48
632023.03.24 11:15buy221.006895.590.000.00
642023.03.24 11:15modify221.006895.596785.597015.59
652023.03.27 23:16t/p221.007015.596785.597015.59789.5115972.99
662023.03.29 06:12t/p181.007054.296824.297054.29781.6716754.66
672023.03.30 12:45sell231.007166.000.000.00
682023.03.30 12:45modify231.007166.007276.007046.00
692023.03.31 12:45sell241.007181.690.000.00
702023.03.31 12:45modify241.007181.697291.697061.69
712023.04.05 12:30buy251.007238.200.000.00
722023.04.05 12:30modify251.007238.207128.207358.20
732023.04.10 23:50s/l231.007276.007276.007046.00-723.9416030.72
742023.04.11 00:09s/l241.007291.697291.697061.69-723.9415306.78
752023.04.11 11:15buy261.007308.600.000.00
762023.04.11 11:15modify261.007308.607198.607428.60
772023.04.11 23:53t/p251.007358.207128.207358.20787.3716094.15
782023.04.12 12:45sell271.007373.630.000.00
792023.04.12 12:45modify271.007373.637483.637253.63
802023.04.13 12:45sell281.007318.690.000.00
812023.04.13 12:45modify281.007318.697428.697198.69
822023.05.02 05:07t/p271.007253.637483.637253.63794.8216888.97
832023.05.02 12:30buy291.007243.830.000.00
842023.05.02 12:30modify291.007243.837133.837363.83
852023.05.02 14:33s/l261.007198.607198.607428.60-740.6516148.32
862023.05.02 14:35t/p281.007198.697428.697198.69794.6616942.98
872023.05.03 12:30sell301.007195.980.000.00
882023.05.03 12:30modify301.007195.987305.987075.98
892023.05.03 23:53s/l291.007133.837133.837363.83-726.3916216.59
902023.05.04 11:00buy311.007179.190.000.00
912023.05.04 11:00modify311.007179.197069.197299.19
922023.05.05 11:15sell321.007230.070.000.00
932023.05.05 11:15modify321.007230.077340.077110.07
942023.05.05 19:48t/p311.007299.197069.197299.19790.9417007.52
952023.05.10 12:30sell331.007241.570.000.00
962023.05.10 12:30modify331.007241.577351.577121.57
972023.05.25 13:51t/p331.007121.577351.577121.57794.0317801.55
982023.05.25 15:43t/p321.007110.077340.077110.07794.8218596.36
992023.05.26 12:45buy341.007171.720.000.00
1002023.05.26 12:45modify341.007171.727061.727291.72
1012023.05.30 11:45sell351.007209.550.000.00
1022023.05.30 11:45modify351.007209.557319.557089.55
1032023.05.31 06:07t/p351.007089.557319.557089.55791.8119388.17
1042023.05.31 14:12t/p301.007075.987305.987075.98796.0820184.26
1052023.05.31 14:27s/l341.007061.727061.727291.72-729.2419455.01
1062023.06.01 12:30buy361.007117.580.000.00
1072023.06.01 12:30modify361.007117.587007.587237.58
1082023.06.02 12:30buy371.007172.540.000.00
1092023.06.02 12:30modify371.007172.547062.547292.54
1102023.06.04 23:52t/p361.007237.587007.587237.58789.5120244.52
1112023.06.08 12:00sell381.007113.380.000.00
1122023.06.08 12:00modify381.007113.387223.386993.38
1132023.06.09 12:45buy391.007110.200.000.00
1142023.06.09 12:45modify391.007110.207000.207230.20
1152023.06.16 01:03s/l381.007223.387223.386993.38-724.4119520.11
1162023.06.16 03:44t/p391.007230.207000.207230.20786.6620306.77
1172023.06.16 11:15sell401.007268.600.000.00
1182023.06.16 11:15modify401.007268.607378.607148.60
1192023.06.16 12:42t/p371.007292.547062.547292.54781.6721088.44
1202023.06.20 07:31s/l401.007378.607378.607148.60-725.0520363.39
1212023.06.22 11:15buy411.007150.290.000.00
1222023.06.22 11:15modify411.007150.297040.297270.29
1232023.06.27 11:45buy421.007097.140.000.00
1242023.06.27 11:45modify421.007097.146987.147217.14
1252023.06.28 01:43t/p421.007217.146987.147217.14790.9421154.33
1262023.06.28 12:00buy431.007173.600.000.00
1272023.06.28 12:00modify431.007173.607063.607293.60
1282023.06.29 12:45sell441.007192.000.000.00
1292023.06.29 12:45modify441.007192.007302.007072.00
1302023.07.04 04:32t/p411.007270.297040.297270.29783.0921937.42
1312023.07.06 11:30sell451.007125.800.000.00
1322023.07.06 11:30modify451.007125.807235.807005.80
1332023.07.06 14:38t/p441.007072.007302.007072.00792.7522730.16
1342023.07.06 14:55s/l431.007063.607063.607293.60-731.3721998.79
1352023.07.07 11:45buy461.007035.410.000.00
1362023.07.07 11:45modify461.007035.416925.417155.41
1372023.07.10 04:07t/p451.007005.807235.807005.80792.2722791.06
1382023.07.12 00:15t/p461.007155.416925.417155.41788.0823579.14
1392023.07.12 12:30sell471.007166.660.000.00
1402023.07.12 12:30modify471.007166.667276.667046.66
1412023.07.13 16:55s/l471.007276.667276.667046.66-725.5122853.63
1422023.07.14 11:00sell481.007321.520.000.00
1432023.07.14 11:00modify481.007321.527431.527201.52
1442023.07.18 12:45buy491.007281.160.000.00
1452023.07.18 12:45modify491.007281.167171.167401.16
1462023.07.20 12:30buy501.007332.260.000.00
1472023.07.20 12:30modify501.007332.267222.267452.26
1482023.07.26 01:32t/p491.007401.167171.167401.16785.9423639.57
1492023.07.27 00:17s/l481.007431.527431.527201.52-723.6122915.95
1502023.07.27 00:37t/p501.007452.267222.267452.26786.6523702.60
1512023.07.27 12:45sell511.007487.570.000.00
1522023.07.27 12:45modify511.007487.577597.577367.57
1532023.07.28 03:46t/p511.007367.577597.577367.57791.8024494.40
1542023.07.28 12:45sell521.007426.570.000.00
1552023.07.28 12:45modify521.007426.577536.577306.57
1562023.08.02 11:00sell531.007359.230.000.00
1572023.08.02 11:00modify531.007359.237469.237239.23
1582023.08.02 14:10t/p521.007306.577536.577306.57792.4325286.83
1592023.08.03 11:30sell541.007290.790.000.00
1602023.08.03 11:30modify541.007290.797400.797170.79
1612023.08.04 11:00buy551.007301.140.000.00
1622023.08.04 11:00modify551.007301.147191.147421.14
1632023.08.15 14:23t/p531.007239.237469.237239.23793.7026080.53
1642023.08.16 00:43s/l551.007191.147191.147421.14-734.2225346.31
1652023.08.16 19:24t/p541.007170.797400.797170.79793.7026140.01
1662023.08.17 11:00buy561.007168.290.000.00
1672023.08.17 11:00modify561.007168.297058.297288.29
1682023.08.18 11:00buy571.007123.860.000.00
1692023.08.18 11:00modify571.007123.867013.867243.86
1702023.08.21 11:00buy581.007144.100.000.00
1712023.08.21 11:00modify581.007144.107034.107264.10
1722023.08.29 17:36t/p571.007243.867013.867243.86783.8126923.81
1732023.08.30 00:38t/p581.007264.107034.107264.10785.2327709.05
1742023.08.30 01:32t/p561.007288.297058.297288.29782.3828491.43
1752023.08.30 12:30sell591.007291.130.000.00
1762023.08.30 12:30modify591.007291.137401.137171.13
1772023.09.07 02:31t/p591.007171.137401.137171.13792.9229284.35
1782023.09.14 12:30sell601.007215.270.000.00
1792023.09.14 12:30modify601.007215.277325.277095.27
1802023.09.15 11:00sell611.007288.530.000.00
1812023.09.15 11:00modify611.007288.537398.537168.53
1822023.09.18 11:00sell621.007230.030.000.00
1832023.09.18 11:00modify621.007230.037340.037110.03
1842023.09.20 00:18t/p611.007168.537398.537168.53792.4430076.79
1852023.09.20 11:30sell631.007174.010.000.00
1862023.09.20 11:30modify631.007174.017284.017054.01
1872023.09.21 01:32t/p621.007110.037340.037110.03792.1330868.91
1882023.09.21 01:53t/p601.007095.277325.277095.27792.7631661.67
1892023.09.21 10:55t/p631.007054.017284.017054.01791.8132453.48
1902023.09.25 11:45buy641.007052.470.000.00
1912023.09.25 11:45modify641.007052.476942.477172.47
1922023.09.28 12:30buy651.007018.400.000.00
1932023.09.28 12:30modify651.007018.406908.407138.40
1942023.09.29 12:45sell661.007073.600.000.00
1952023.09.29 12:45modify661.007073.607183.606953.60
1962023.10.02 19:55s/l641.006942.476942.477172.47-730.6731722.81
1972023.10.02 19:55t/p661.006953.607183.606953.60792.1332514.94
1982023.10.03 00:07s/l651.006908.406908.407138.40-729.2431785.69
1992023.10.03 11:00buy671.006945.290.000.00
2002023.10.03 11:00modify671.006945.296835.297065.29
2012023.10.04 11:00buy681.006901.600.000.00
2022023.10.04 11:00modify681.006901.606791.607021.60
2032023.10.05 11:00sell691.006908.570.000.00
2042023.10.05 11:00modify691.006908.577018.576788.57
2052023.10.06 18:28s/l691.007018.577018.576788.57-725.5231060.17
2062023.10.09 11:00buy701.006965.600.000.00
2072023.10.09 11:00modify701.006965.606855.607085.60
2082023.10.09 23:13t/p681.007021.606791.607021.60788.0931848.26
2092023.10.10 08:56t/p671.007065.296835.297065.29786.6632634.92
2102023.10.10 11:15buy711.007062.260.000.00
2112023.10.10 11:15modify711.007062.266952.267182.26
2122023.10.10 15:08t/p701.007085.606855.607085.60790.9433425.85
2132023.10.11 12:15buy721.007108.030.000.00
2142023.10.11 12:15modify721.007108.036998.037228.03
2152023.10.12 12:45buy731.007102.080.000.00
2162023.10.12 12:45modify731.007102.086992.087222.08
2172023.10.16 08:17s/l721.006998.036998.037228.03-729.2432696.61
2182023.10.17 12:45buy741.007037.060.000.00
2192023.10.17 12:45modify741.007037.066927.067157.06
2202023.10.18 19:48s/l731.006992.086992.087222.08-729.9531966.66
2212023.10.19 03:23s/l711.006952.266952.267182.26-732.0931234.57
2222023.10.19 12:45sell751.006967.190.000.00
2232023.10.19 12:45modify751.006967.197077.196847.19
2242023.10.19 18:37s/l741.006927.066927.067157.06-727.1030507.48
2252023.10.20 14:28t/p751.006847.197077.196847.19791.8031299.28
2262023.10.26 12:30sell761.006800.940.000.00
2272023.10.26 12:30modify761.006800.946910.946680.94
2282023.10.27 12:45sell771.006795.370.000.00
2292023.10.27 12:45modify771.006795.376905.376675.37
2302023.11.01 23:11s/l771.006905.376905.376675.37-724.8830574.40
2312023.11.01 23:13s/l761.006910.946910.946680.94-724.7229849.68
2322023.11.02 12:45sell781.006931.800.000.00
2332023.11.02 12:45modify781.006931.807041.806811.80
2342023.11.03 12:45sell791.006981.880.000.00
2352023.11.03 12:45modify791.006981.887091.886861.88
2362023.11.08 14:48s/l781.007041.807041.806811.80-724.7229124.96
2372023.11.10 11:45buy801.006955.920.000.00
2382023.11.10 11:45modify801.006955.926845.927075.92
2392023.11.14 14:58t/p801.007075.926845.927075.92788.7929913.75
2402023.11.14 15:27s/l791.007091.887091.886861.88-723.9329189.82
2412023.11.16 11:15buy811.007064.900.000.00
2422023.11.16 11:15modify811.007064.906954.907184.90
2432023.11.21 11:45buy821.007067.230.000.00
2442023.11.21 11:45modify821.007067.236957.237187.23
2452023.11.24 11:45buy831.007050.750.000.00
2462023.11.24 11:45modify831.007050.756940.757170.75
2472023.12.06 03:43t/p831.007170.756940.757170.75783.1029972.91
2482023.12.06 04:36t/p811.007184.906954.907184.90777.3930750.31
2492023.12.06 04:47t/p821.007187.236957.237187.23780.9631531.26
2502023.12.15 11:00buy841.007451.330.000.00
2512023.12.15 11:00modify841.007451.337341.337571.33
2522023.12.18 11:15sell851.007444.420.000.00
2532023.12.18 11:15modify851.007444.427554.427324.42
2542023.12.19 11:00buy861.007519.390.000.00
2552023.12.19 11:00modify861.007519.397409.397639.39
2562023.12.20 07:16s/l851.007554.427554.427324.42-725.3630805.90
2572023.12.27 06:10t/p841.007571.337341.337571.33783.1031589.00
2582023.12.29 05:29close at stop861.007591.607409.397639.39469.2532058.25