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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test20473Ticks modelled3459799Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread260
Total net profit19813.70Gross profit43113.06Gross loss-23299.37
Profit factor1.85Expected payoff227.74
Absolute drawdown1706.81Maximal drawdown6287.68 (19.88%)Relative drawdown32.65% (4020.94)
Total trades87Short positions (won %)43 (58.14%)Long positions (won %)44 (68.18%)
Profit trades (% of total)55 (63.22%)Loss trades (% of total)32 (36.78%)
Largestprofit trade796.38loss trade-740.94
Averageprofit trade783.87loss trade-728.11
Maximumconsecutive wins (profit in money)9 (7109.91)consecutive losses (loss in money)4 (-2928.94)
Maximalconsecutive profit (count of wins)7109.91 (9)consecutive loss (count of losses)-2928.94 (4)
Averageconsecutive wins3consecutive losses2
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 13:45t/p11.007121.306891.307121.30789.8210789.82
82023.01.06 19:20t/p21.007165.336935.337165.33790.5311580.36
92023.01.09 16:15s/l31.007190.087190.086960.08-725.3410855.02
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/p41.007266.207036.207266.20790.5311645.55
152023.01.12 13:55s/l51.007323.647323.647093.64-725.8110919.74
162023.01.13 11:15buy61.007345.390.000.00
172023.01.13 11:15modify61.007345.397235.397465.39
182023.01.20 18:40t/p61.007465.397235.397465.39786.9711706.71
192023.01.25 11:15buy71.007460.330.000.00
202023.01.25 11:15modify71.007460.337350.337580.33
212023.01.27 12:45buy81.007506.330.000.00
222023.01.27 12:45modify81.007506.337396.337626.33
232023.01.30 11:00sell91.007473.690.000.00
242023.01.30 11:00modify91.007473.697583.697353.69
252023.02.03 15:17t/p71.007580.337350.337580.33785.5412492.26
262023.02.03 15:17s/l91.007583.697583.697353.69-725.3411766.92
272023.02.07 11:45buy101.007483.330.000.00
282023.02.07 11:45modify101.007483.337373.337603.33
292023.02.10 11:30buy111.007417.320.000.00
302023.02.10 11:30modify111.007417.327307.327537.32
312023.02.14 16:34s/l81.007396.337396.337626.33-738.8011028.12
322023.02.15 00:16s/l101.007373.337373.337603.33-731.6710296.44
332023.02.20 22:50s/l111.007307.327307.327537.32-733.139563.32
342023.02.21 11:15sell121.007316.660.000.00
352023.02.21 11:15modify121.007316.667426.667196.66
362023.02.22 11:00sell131.007284.540.000.00
372023.02.22 11:00modify131.007284.547394.547164.54
382023.02.27 00:09t/p121.007196.667426.667196.66792.9610356.28
392023.03.01 11:00sell141.007260.780.000.00
402023.03.01 11:00modify141.007260.787370.787140.78
412023.03.02 11:00sell151.007228.930.000.00
422023.03.02 11:00modify151.007228.937338.937108.93
432023.03.03 18:06s/l151.007338.937338.937108.93-725.869630.41
442023.03.07 03:30s/l141.007370.787370.787140.78-725.078905.34
452023.03.10 03:30t/p131.007164.547394.547164.54794.559699.90
462023.03.10 12:30sell161.007167.620.000.00
472023.03.10 12:30modify161.007167.627277.627047.62
482023.03.13 08:53t/p161.007047.627277.627047.62792.4910492.38
492023.03.13 11:00sell171.007028.890.000.00
502023.03.13 11:00modify171.007028.897138.896908.89
512023.03.14 11:00sell181.006983.600.000.00
522023.03.14 11:00modify181.006983.607093.606863.60
532023.03.15 11:00buy191.006934.290.000.00
542023.03.15 11:00modify191.006934.296824.297054.29
552023.03.15 12:39t/p171.006908.897138.896908.89792.3311284.71
562023.03.16 11:15buy201.006891.290.000.00
572023.03.16 11:15modify201.006891.296781.297011.29
582023.03.16 13:21t/p181.006863.607093.606863.60792.3312077.04
592023.03.17 11:00sell211.006976.540.000.00
602023.03.17 11:00modify211.006976.547086.546856.54
612023.03.20 06:39t/p211.006856.547086.546856.54792.4912869.52
622023.03.20 11:00sell221.006922.660.000.00
632023.03.20 11:00modify221.006922.667032.666802.66
642023.03.21 13:30t/p201.007011.296781.297011.29788.4513657.97
652023.03.21 22:50s/l221.007032.667032.666802.66-725.8512932.11
662023.03.24 11:15buy231.006895.590.000.00
672023.03.24 11:15modify231.006895.596785.597015.59
682023.03.27 23:18t/p231.007015.596785.597015.59789.8513721.97
692023.03.29 06:10t/p191.007054.296824.297054.29782.0114503.98
702023.03.30 12:45sell241.007166.000.000.00
712023.03.30 12:45modify241.007166.007276.007046.00
722023.03.31 12:45sell251.007181.690.000.00
732023.03.31 12:45modify251.007181.697291.697061.69
742023.04.05 12:30buy261.007238.200.000.00
752023.04.05 12:30modify261.007238.207128.207358.20
762023.04.10 23:50s/l241.007276.007276.007046.00-724.2213779.76
772023.04.11 00:09s/l251.007291.697291.697061.69-724.2213055.54
782023.04.11 11:15buy271.007308.600.000.00
792023.04.11 11:15modify271.007308.607198.607428.60
802023.04.11 23:52t/p261.007358.207128.207358.20787.6713843.21
812023.04.12 12:45sell281.007373.630.000.00
822023.04.12 12:45modify281.007373.637483.637253.63
832023.04.13 12:45sell291.007318.690.000.00
842023.04.13 12:45modify291.007318.697428.697198.69
852023.05.02 05:05t/p281.007253.637483.637253.63795.1314638.34
862023.05.02 12:30buy301.007243.830.000.00
872023.05.02 12:30modify301.007243.837133.837363.83
882023.05.02 14:32s/l271.007198.607198.607428.60-740.9413897.40
892023.05.02 14:36t/p291.007198.697428.697198.69794.9714692.37
902023.05.03 12:30sell311.007195.980.000.00
912023.05.03 12:30modify311.007195.987305.987075.98
922023.05.03 23:50s/l301.007133.837133.837363.83-726.6813965.68
932023.05.04 11:00buy321.007179.190.000.00
942023.05.04 11:00modify321.007179.197069.197299.19
952023.05.05 11:15sell331.007230.070.000.00
962023.05.05 11:15modify331.007230.077340.077110.07
972023.05.05 19:49t/p321.007299.197069.197299.19791.2414756.92
982023.05.10 12:30sell341.007241.570.000.00
992023.05.10 12:30modify341.007241.577351.577121.57
1002023.05.25 13:50t/p341.007121.577351.577121.57794.3315551.25
1012023.05.25 15:41t/p331.007110.077340.077110.07795.1216346.36
1022023.05.26 12:45buy351.007171.720.000.00
1032023.05.26 12:45modify351.007171.727061.727291.72
1042023.05.30 11:45sell361.007209.550.000.00
1052023.05.30 11:45modify361.007209.557319.557089.55
1062023.05.31 06:09t/p361.007089.557319.557089.55792.1117138.47
1072023.05.31 14:14t/p311.007075.987305.987075.98796.3817934.85
1082023.05.31 14:25s/l351.007061.727061.727291.72-729.5217205.33
1092023.06.01 12:30buy371.007117.580.000.00
1102023.06.01 12:30modify371.007117.587007.587237.58
1112023.06.02 12:30buy381.007172.540.000.00
1122023.06.02 12:30modify381.007172.547062.547292.54
1132023.06.04 23:53t/p371.007237.587007.587237.58789.8117995.14
1142023.06.08 12:00sell391.007113.380.000.00
1152023.06.08 12:00modify391.007113.387223.386993.38
1162023.06.09 12:45buy401.007110.200.000.00
1172023.06.09 12:45modify401.007110.207000.207230.20
1182023.06.16 01:03s/l391.007223.387223.386993.38-724.6917270.45
1192023.06.16 03:44t/p401.007230.207000.207230.20786.9618057.41
1202023.06.16 11:15sell411.007268.600.000.00
1212023.06.16 11:15modify411.007268.607378.607148.60
1222023.06.16 12:41t/p381.007292.547062.547292.54781.9718839.38
1232023.06.20 07:30s/l411.007378.607378.607148.60-725.3318114.05
1242023.06.22 11:15buy421.007150.290.000.00
1252023.06.22 11:15modify421.007150.297040.297270.29
1262023.06.27 11:45buy431.007097.140.000.00
1272023.06.27 11:45modify431.007097.146987.147217.14
1282023.06.28 01:42t/p431.007217.146987.147217.14791.2818905.33
1292023.06.28 12:00buy441.007173.600.000.00
1302023.06.28 12:00modify441.007173.607063.607293.60
1312023.06.29 12:45sell451.007192.000.000.00
1322023.06.29 12:45modify451.007192.007302.007072.00
1332023.07.04 04:30t/p421.007270.297040.297270.29783.4419688.76
1342023.07.06 11:30sell461.007125.800.000.00
1352023.07.06 11:30modify461.007125.807235.807005.80
1362023.07.06 14:39t/p451.007072.007302.007072.00793.1020481.86
1372023.07.06 14:55s/l441.007063.607063.607293.60-731.6919750.17
1382023.07.07 11:45buy471.007035.410.000.00
1392023.07.07 11:45modify471.007035.416925.417155.41
1402023.07.10 04:08t/p461.007005.807235.807005.80792.6220542.79
1412023.07.12 00:17t/p471.007155.416925.417155.41788.4321331.22
1422023.07.12 12:30sell481.007166.660.000.00
1432023.07.12 12:30modify481.007166.667276.667046.66
1442023.07.13 16:56s/l481.007276.667276.667046.66-725.8320605.39
1452023.07.14 11:00sell491.007321.520.000.00
1462023.07.14 11:00modify491.007321.527431.527201.52
1472023.07.18 12:45buy501.007281.160.000.00
1482023.07.18 12:45modify501.007281.167171.167401.16
1492023.07.20 12:30buy511.007332.260.000.00
1502023.07.20 12:30modify511.007332.267222.267452.26
1512023.07.26 01:33t/p501.007401.167171.167401.16786.2921391.67
1522023.07.27 00:18s/l491.007431.527431.527201.52-723.9320667.74
1532023.07.27 00:37t/p511.007452.267222.267452.26787.0021454.74
1542023.07.27 12:45sell521.007487.570.000.00
1552023.07.27 12:45modify521.007487.577597.577367.57
1562023.07.28 03:46t/p521.007367.577597.577367.57792.1522246.89
1572023.07.28 12:45sell531.007426.570.000.00
1582023.07.28 12:45modify531.007426.577536.577306.57
1592023.08.02 11:00sell541.007359.230.000.00
1602023.08.02 11:00modify541.007359.237469.237239.23
1612023.08.02 14:10t/p531.007306.577536.577306.57792.7823039.67
1622023.08.03 11:30sell551.007290.790.000.00
1632023.08.03 11:30modify551.007290.797400.797170.79
1642023.08.04 11:00buy561.007301.140.000.00
1652023.08.04 11:00modify561.007301.147191.147421.14
1662023.08.15 14:24t/p541.007239.237469.237239.23794.0023833.67
1672023.08.16 00:41s/l561.007191.147191.147421.14-734.5023099.17
1682023.08.16 19:24t/p551.007170.797400.797170.79794.0023893.16
1692023.08.17 11:00buy571.007168.290.000.00
1702023.08.17 11:00modify571.007168.297058.297288.29
1712023.08.18 11:00buy581.007123.860.000.00
1722023.08.18 11:00modify581.007123.867013.867243.86
1732023.08.21 11:00buy591.007144.100.000.00
1742023.08.21 11:00modify591.007144.107034.107264.10
1752023.08.29 17:35t/p581.007243.867013.867243.86784.1124677.27
1762023.08.30 00:36t/p591.007264.107034.107264.10785.5325462.81
1772023.08.30 01:30t/p571.007288.297058.297288.29782.6826245.49
1782023.08.30 12:30sell601.007291.130.000.00
1792023.08.30 12:30modify601.007291.137401.137171.13
1802023.09.07 02:30t/p601.007171.137401.137171.13793.2227038.71
1812023.09.14 12:30sell611.007215.270.000.00
1822023.09.14 12:30modify611.007215.277325.277095.27
1832023.09.15 11:00sell621.007288.530.000.00
1842023.09.15 11:00modify621.007288.537398.537168.53
1852023.09.18 11:00sell631.007230.030.000.00
1862023.09.18 11:00modify631.007230.037340.037110.03
1872023.09.20 00:16t/p621.007168.537398.537168.53792.7527831.46
1882023.09.20 11:30sell641.007174.010.000.00
1892023.09.20 11:30modify641.007174.017284.017054.01
1902023.09.21 01:33t/p631.007110.037340.037110.03792.4428623.89
1912023.09.21 01:54t/p611.007095.277325.277095.27793.0729416.96
1922023.09.21 10:58t/p641.007054.017284.017054.01792.1230209.08
1932023.09.25 11:45buy651.007052.470.000.00
1942023.09.25 11:45modify651.007052.476942.477172.47
1952023.09.28 12:30buy661.007018.400.000.00
1962023.09.28 12:30modify661.007018.406908.407138.40
1972023.09.29 12:45sell671.007073.600.000.00
1982023.09.29 12:45modify671.007073.607183.606953.60
1992023.10.02 19:59s/l651.006942.476942.477172.47-730.9629478.12
2002023.10.02 19:59t/p671.006953.607183.606953.60792.4430270.55
2012023.10.03 00:09s/l661.006908.406908.407138.40-729.5329541.02
2022023.10.03 11:00buy681.006945.290.000.00
2032023.10.03 11:00modify681.006945.296835.297065.29
2042023.10.04 11:00buy691.006901.600.000.00
2052023.10.04 11:00modify691.006901.606791.607021.60
2062023.10.05 11:00sell701.006908.570.000.00
2072023.10.05 11:00modify701.006908.577018.576788.57
2082023.10.06 18:28s/l701.007018.577018.576788.57-725.7928815.23
2092023.10.09 11:00buy711.006965.600.000.00
2102023.10.09 11:00modify711.006965.606855.607085.60
2112023.10.09 23:12t/p691.007021.606791.607021.60788.3829603.60
2122023.10.10 08:55t/p681.007065.296835.297065.29786.9530390.55
2132023.10.10 11:15buy721.007062.260.000.00
2142023.10.10 11:15modify721.007062.266952.267182.26
2152023.10.10 15:07t/p711.007085.606855.607085.60791.2331181.78
2162023.10.11 12:15buy731.007108.030.000.00
2172023.10.11 12:15modify731.007108.036998.037228.03
2182023.10.12 12:45buy741.007102.080.000.00
2192023.10.12 12:45modify741.007102.086992.087222.08
2202023.10.16 08:15s/l731.006998.036998.037228.03-729.5130452.27
2212023.10.17 12:45buy751.007037.060.000.00
2222023.10.17 12:45modify751.007037.066927.067157.06
2232023.10.18 19:47s/l741.006992.086992.087222.08-730.2529722.02
2242023.10.19 03:24s/l721.006952.266952.267182.26-732.3928989.63
2252023.10.19 12:45sell761.006967.190.000.00
2262023.10.19 12:45modify761.006967.197077.196847.19
2272023.10.19 18:35s/l751.006927.066927.067157.06-727.4028262.24
2282023.10.20 14:29t/p761.006847.197077.196847.19792.1229054.36
2292023.10.26 12:30sell771.006800.940.000.00
2302023.10.26 12:30modify771.006800.946910.946680.94
2312023.10.27 12:45sell781.006795.370.000.00
2322023.10.27 12:45modify781.006795.376905.376675.37
2332023.11.01 23:11s/l781.006905.376905.376675.37-725.1828329.18
2342023.11.01 23:14s/l771.006910.946910.946680.94-725.0227604.16
2352023.11.02 12:45sell791.006931.800.000.00
2362023.11.02 12:45modify791.006931.807041.806811.80
2372023.11.03 12:45sell801.006981.880.000.00
2382023.11.03 12:45modify801.006981.887091.886861.88
2392023.11.08 14:49s/l791.007041.807041.806811.80-725.0226879.14
2402023.11.10 11:45buy811.006955.920.000.00
2412023.11.10 11:45modify811.006955.926845.927075.92
2422023.11.14 14:57t/p811.007075.926845.927075.92789.1127668.25
2432023.11.14 15:27s/l801.007091.887091.886861.88-724.2326944.02
2442023.11.16 11:15buy821.007064.900.000.00
2452023.11.16 11:15modify821.007064.906954.907184.90
2462023.11.21 11:45buy831.007067.230.000.00
2472023.11.21 11:45modify831.007067.236957.237187.23
2482023.11.24 11:45buy841.007050.750.000.00
2492023.11.24 11:45modify841.007050.756940.757170.75
2502023.12.06 03:44t/p841.007170.756940.757170.75783.4527727.46
2512023.12.06 04:36t/p821.007184.906954.907184.90777.7428505.20
2522023.12.06 04:46t/p831.007187.236957.237187.23781.3129286.51
2532023.12.15 11:00buy851.007451.330.000.00
2542023.12.15 11:00modify851.007451.337341.337571.33
2552023.12.18 11:15sell861.007444.420.000.00
2562023.12.18 11:15modify861.007444.427554.427324.42
2572023.12.19 11:00buy871.007519.390.000.00
2582023.12.19 11:00modify871.007519.397409.397639.39
2592023.12.20 07:19s/l861.007554.427554.427324.42-725.6528560.86
2602023.12.27 06:10t/p851.007571.337341.337571.33783.4129344.26
2612023.12.29 05:27close at stop871.007591.607409.397639.39469.4329813.70