Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolDJ30 (US30 Cash)
Period15 Minutes (M15) 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=7; VolumeRequiredPct=90; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=90; 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=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test23729Ticks modelled859356Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread240
Total net profit79235.77Gross profit300391.43Gross loss-221155.66
Profit factor1.36Expected payoff148.10
Absolute drawdown708.55Maximal drawdown12861.08 (58.06%)Relative drawdown58.06% (12861.08)
Total trades535Short positions (won %)267 (56.93%)Long positions (won %)268 (67.91%)
Profit trades (% of total)334 (62.43%)Loss trades (% of total)201 (37.57%)
Largestprofit trade907.19loss trade-1118.56
Averageprofit trade899.38loss trade-1100.28
Maximumconsecutive wins (profit in money)10 (8993.81)consecutive losses (loss in money)7 (-7697.60)
Maximalconsecutive profit (count of wins)8993.81 (10)consecutive loss (count of losses)-7697.60 (7)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 23:00sell11.0033368.770.000.00
22023.01.02 23:00modify11.0033368.7733478.7733278.77
32023.01.02 23:13t/p11.0033278.7733478.7733278.77900.0010900.00
42023.01.03 00:15sell21.0033187.250.000.00
52023.01.03 00:15modify21.0033187.2533297.2533097.25
62023.01.03 01:03t/p21.0033097.2533297.2533097.25900.0011800.00
72023.01.03 01:15buy31.0033073.620.000.00
82023.01.03 01:15modify31.0033073.6232963.6233163.62
92023.01.03 02:43t/p31.0033163.6232963.6233163.62900.0012700.00
102023.01.04 08:15sell41.0033206.550.000.00
112023.01.04 08:15modify41.0033206.5533316.5533116.55
122023.01.04 14:38s/l41.0033316.5533316.5533116.55-1100.0011600.00
132023.01.04 16:00buy51.0033216.610.000.00
142023.01.04 16:00modify51.0033216.6133106.6133306.61
152023.01.04 16:32t/p51.0033306.6133106.6133306.61900.0012500.00
162023.01.05 08:15buy61.0033186.450.000.00
172023.01.05 08:15modify61.0033186.4533076.4533276.45
182023.01.05 10:43t/p61.0033276.4533076.4533276.45900.0013400.00
192023.01.05 16:15sell71.0032893.760.000.00
202023.01.05 16:15modify71.0032893.7633003.7632803.76
212023.01.05 18:23s/l71.0033003.7633003.7632803.76-1100.0012300.00
222023.01.06 08:15buy81.0032952.700.000.00
232023.01.06 08:15modify81.0032952.7032842.7033042.70
242023.01.06 13:32t/p81.0033042.7032842.7033042.70900.0013200.00
252023.01.06 16:00sell91.0033444.240.000.00
262023.01.06 16:00modify91.0033444.2433554.2433354.24
272023.01.06 16:55s/l91.0033554.2433554.2433354.24-1100.0012100.00
282023.01.08 23:00buy101.0033656.180.000.00
292023.01.08 23:00modify101.0033656.1833546.1833746.18
302023.01.09 08:15buy111.0033632.410.000.00
312023.01.09 08:15modify111.0033632.4133522.4133722.41
322023.01.09 10:13t/p111.0033722.4133522.4133722.41900.0013000.00
332023.01.09 12:32t/p101.0033746.1833546.1833746.18893.8113893.81
342023.01.09 16:00sell121.0033863.730.000.00
352023.01.09 16:00modify121.0033863.7333973.7333773.73
362023.01.09 18:07t/p121.0033773.7333973.7333773.73900.0014793.81
372023.01.10 08:30sell131.0033476.000.000.00
382023.01.10 08:30modify131.0033476.0033586.0033386.00
392023.01.10 11:40t/p131.0033386.0033586.0033386.00900.0015693.81
402023.01.10 16:45buy141.0033524.130.000.00
412023.01.10 16:45modify141.0033524.1333414.1333614.13
422023.01.10 18:37t/p141.0033614.1333414.1333614.13900.0016593.81
432023.01.11 08:15buy151.0033728.440.000.00
442023.01.11 08:15modify151.0033728.4433618.4433818.44
452023.01.11 13:53t/p151.0033818.4433618.4433818.44900.0017493.81
462023.01.11 16:30sell161.0033792.210.000.00
472023.01.11 16:30modify161.0033792.2133902.2133702.21
482023.01.11 18:13s/l161.0033902.2133902.2133702.21-1100.0016393.81
492023.01.12 08:15buy171.0033938.700.000.00
502023.01.12 08:15modify171.0033938.7033828.7034028.70
512023.01.12 12:51t/p171.0034028.7033828.7034028.70900.0017293.81
522023.01.12 16:00sell181.0034086.270.000.00
532023.01.12 16:00modify181.0034086.2734196.2733996.27
542023.01.12 17:08s/l181.0034196.2734196.2733996.27-1100.0016193.81
552023.01.13 01:45buy191.0034177.640.000.00
562023.01.13 01:45modify191.0034177.6434067.6434267.64
572023.01.13 08:30sell201.0034161.100.000.00
582023.01.13 08:30modify201.0034161.1034271.1034071.10
592023.01.13 12:20s/l191.0034067.6434067.6434267.64-1100.0015093.81
602023.01.13 12:20t/p201.0034071.1034271.1034071.10900.0015993.81
612023.01.15 23:00sell211.0034318.250.000.00
622023.01.15 23:00modify211.0034318.2534428.2534228.25
632023.01.16 08:15buy221.0034256.470.000.00
642023.01.16 08:15modify221.0034256.4734146.4734346.47
652023.01.16 08:28t/p211.0034228.2534428.2534228.25902.4016896.21
662023.01.17 00:15sell231.0034305.720.000.00
672023.01.17 00:15modify231.0034305.7234415.7234215.72
682023.01.17 07:00t/p231.0034215.7234415.7234215.72900.0017796.21
692023.01.17 14:38s/l221.0034146.4734146.4734346.47-1106.1916690.02
702023.01.17 16:00buy241.0033982.700.000.00
712023.01.17 16:00modify241.0033982.7033872.7034072.70
722023.01.17 20:53s/l241.0033872.7033872.7034072.70-1100.0015590.02
732023.01.18 02:45sell251.0033976.220.000.00
742023.01.18 02:45modify251.0033976.2234086.2233886.22
752023.01.18 03:38t/p251.0033886.2234086.2233886.22900.0016490.02
762023.01.18 08:45buy261.0033916.930.000.00
772023.01.18 08:45modify261.0033916.9333806.9334006.93
782023.01.18 13:31t/p261.0034006.9333806.9334006.93900.0017390.02
792023.01.19 07:30buy271.0033197.100.000.00
802023.01.19 07:30modify271.0033197.1033087.1033287.10
812023.01.19 10:42s/l271.0033087.1033087.1033287.10-1100.0016290.02
822023.01.19 16:15sell281.0033093.700.000.00
832023.01.19 16:15modify281.0033093.7033203.7033003.70
842023.01.19 16:43t/p281.0033003.7033203.7033003.70900.0017190.02
852023.01.20 08:15sell291.0033125.580.000.00
862023.01.20 08:15modify291.0033125.5833235.5833035.58
872023.01.20 09:07t/p291.0033035.5833235.5833035.58900.0018090.02
882023.01.20 17:45buy301.0033149.110.000.00
892023.01.20 17:45modify301.0033149.1133039.1133239.11
902023.01.20 19:30t/p301.0033239.1133039.1133239.11900.0018990.02
912023.01.22 23:00sell311.0033375.500.000.00
922023.01.22 23:00modify311.0033375.5033485.5033285.50
932023.01.23 08:15sell321.0033421.000.000.00
942023.01.23 08:15modify321.0033421.0033531.0033331.00
952023.01.23 14:27s/l311.0033485.5033485.5033285.50-1097.6017892.42
962023.01.23 14:37t/p321.0033331.0033531.0033331.00900.0018792.42
972023.01.23 17:30buy331.0033647.130.000.00
982023.01.23 17:30modify331.0033647.1333537.1333737.13
992023.01.23 18:41t/p331.0033737.1333537.1333737.13900.0019692.42
1002023.01.24 08:15buy341.0033603.700.000.00
1012023.01.24 08:15modify341.0033603.7033493.7033693.70
1022023.01.24 13:39s/l341.0033493.7033493.7033693.70-1100.0018592.42
1032023.01.24 16:00sell351.0033664.240.000.00
1042023.01.24 16:00modify351.0033664.2433774.2433574.24
1052023.01.24 17:03t/p351.0033574.2433774.2433574.24900.0019492.42
1062023.01.25 08:30buy361.0033657.920.000.00
1072023.01.25 08:30modify361.0033657.9233547.9233747.92
1082023.01.25 10:00s/l361.0033547.9233547.9233747.92-1100.0018392.42
1092023.01.25 16:30sell371.0033442.790.000.00
1102023.01.25 16:30modify371.0033442.7933552.7933352.79
1112023.01.25 16:53s/l371.0033552.7933552.7933352.79-1100.0017292.42
1122023.01.26 08:15sell381.0033793.000.000.00
1132023.01.26 08:15modify381.0033793.0033903.0033703.00
1142023.01.26 14:40s/l381.0033903.0033903.0033703.00-1100.0016192.42
1152023.01.26 16:00buy391.0033656.200.000.00
1162023.01.26 16:00modify391.0033656.2033546.2033746.20
1172023.01.26 16:36t/p391.0033746.2033546.2033746.20900.0017092.42
1182023.01.27 08:15buy401.0033899.400.000.00
1192023.01.27 08:15modify401.0033899.4033789.4033989.40
1202023.01.27 14:46t/p401.0033989.4033789.4033989.40900.0017992.42
1212023.01.27 17:00sell411.0034004.240.000.00
1222023.01.27 17:00modify411.0034004.2434114.2433914.24
1232023.01.27 19:40s/l411.0034114.2434114.2433914.24-1100.0016892.42
1242023.01.29 23:00buy421.0033906.200.000.00
1252023.01.29 23:00modify421.0033906.2033796.2033996.20
1262023.01.30 08:08s/l421.0033796.2033796.2033996.20-1106.1915786.23
1272023.01.30 08:15buy431.0033802.900.000.00
1282023.01.30 08:15modify431.0033802.9033692.9033892.90
1292023.01.30 14:32t/p431.0033892.9033692.9033892.90900.0016686.23
1302023.01.30 16:00sell441.0033941.230.000.00
1312023.01.30 16:00modify441.0033941.2334051.2333851.23
1322023.01.30 16:55t/p441.0033851.2334051.2333851.23900.0017586.23
1332023.01.31 08:15sell451.0033715.020.000.00
1342023.01.31 08:15modify451.0033715.0233825.0233625.02
1352023.01.31 08:52t/p451.0033625.0233825.0233625.02900.0018486.23
1362023.01.31 20:30buy461.0033894.600.000.00
1372023.01.31 20:30modify461.0033894.6033784.6033984.60
1382023.01.31 20:45t/p461.0033984.6033784.6033984.60900.0019386.23
1392023.02.01 16:00buy471.0033737.170.000.00
1402023.02.01 16:00modify471.0033737.1733627.1733827.17
1412023.02.01 16:23t/p471.0033827.1733627.1733827.17900.0020286.23
1422023.02.01 18:45sell481.0033768.750.000.00
1432023.02.01 18:45modify481.0033768.7533878.7533678.75
1442023.02.01 19:03t/p481.0033678.7533878.7533678.75900.0021186.23
1452023.02.02 08:15sell491.0034037.090.000.00
1462023.02.02 08:15modify491.0034037.0934147.0933947.09
1472023.02.02 12:05t/p491.0033947.0934147.0933947.09900.0022086.23
1482023.02.02 16:00buy501.0034036.100.000.00
1492023.02.02 16:00modify501.0034036.1033926.1034126.10
1502023.02.02 17:03s/l501.0033926.1033926.1034126.10-1100.0020986.23
1512023.02.03 08:15buy511.0033977.430.000.00
1522023.02.03 08:15modify511.0033977.4333867.4334067.43
1532023.02.03 13:31s/l511.0033867.4333867.4334067.43-1100.0019886.23
1542023.02.03 16:00sell521.0034077.220.000.00
1552023.02.03 16:00modify521.0034077.2234187.2233987.22
1562023.02.03 18:02t/p521.0033987.2234187.2233987.22900.0020786.23
1572023.02.05 23:00buy531.0033844.680.000.00
1582023.02.05 23:00modify531.0033844.6833734.6833934.68
1592023.02.06 08:15buy541.0033820.930.000.00
1602023.02.06 08:15modify541.0033820.9333710.9333910.93
1612023.02.06 09:13s/l531.0033734.6833734.6833934.68-1106.1919680.04
1622023.02.06 09:43s/l541.0033710.9333710.9333910.93-1100.0018580.04
1632023.02.06 16:00sell551.0033826.250.000.00
1642023.02.06 16:00modify551.0033826.2533936.2533736.25
1652023.02.06 19:13s/l551.0033936.2533936.2533736.25-1100.0017480.04
1662023.02.07 08:15buy561.0033814.400.000.00
1672023.02.07 08:15modify561.0033814.4033704.4033904.40
1682023.02.07 09:13t/p561.0033904.4033704.4033904.40900.0018380.04
1692023.02.07 16:00sell571.0033734.800.000.00
1702023.02.07 16:00modify571.0033734.8033844.8033644.80
1712023.02.07 16:43s/l571.0033844.8033844.8033644.80-1100.0017280.04
1722023.02.08 08:15buy581.0034082.420.000.00
1732023.02.08 08:15modify581.0034082.4233972.4234172.42
1742023.02.08 16:00sell591.0034086.770.000.00
1752023.02.08 16:00modify591.0034086.7734196.7733996.77
1762023.02.08 16:23t/p591.0033996.7734196.7733996.77900.0018180.04
1772023.02.08 16:27s/l581.0033972.4233972.4234172.42-1100.0017080.04
1782023.02.09 08:15sell601.0034138.030.000.00
1792023.02.09 08:15modify601.0034138.0334248.0334048.03
1802023.02.09 14:51s/l601.0034248.0334248.0334048.03-1100.0015980.04
1812023.02.09 16:15buy611.0034105.170.000.00
1822023.02.09 16:15modify611.0034105.1733995.1734195.17
1832023.02.09 16:47s/l611.0033995.1733995.1734195.17-1100.0014880.04
1842023.02.10 07:30sell621.0033679.750.000.00
1852023.02.10 07:30modify621.0033679.7533789.7533589.75
1862023.02.10 11:08t/p621.0033589.7533789.7533589.75900.0015780.04
1872023.02.10 17:00buy631.0033767.120.000.00
1882023.02.10 17:00modify631.0033767.1233657.1233857.12
1892023.02.10 18:17t/p631.0033857.1233657.1233857.12900.0016680.04
1902023.02.13 08:15sell641.0033828.050.000.00
1912023.02.13 08:15modify641.0033828.0533938.0533738.05
1922023.02.13 14:32s/l641.0033938.0533938.0533738.05-1100.0015580.04
1932023.02.13 18:30buy651.0034189.150.000.00
1942023.02.13 18:30modify651.0034189.1534079.1534279.15
1952023.02.14 08:15buy661.0034189.410.000.00
1962023.02.14 08:15modify661.0034189.4134079.4134279.41
1972023.02.14 09:03t/p651.0034279.1534079.1534279.15893.8116473.85
1982023.02.14 09:03t/p661.0034279.4134079.4134279.41900.0017373.85
1992023.02.14 17:30sell671.0033977.270.000.00
2002023.02.14 17:30modify671.0033977.2734087.2733887.27
2012023.02.14 18:02s/l671.0034087.2734087.2733887.27-1100.0016273.85
2022023.02.15 08:15buy681.0033924.970.000.00
2032023.02.15 08:15modify681.0033924.9733814.9734014.97
2042023.02.15 09:47t/p681.0034014.9733814.9734014.97900.0017173.85
2052023.02.15 16:00sell691.0033928.240.000.00
2062023.02.15 16:00modify691.0033928.2434038.2433838.24
2072023.02.15 16:48s/l691.0034038.2434038.2433838.24-1100.0016073.85
2082023.02.16 08:15sell701.0034165.090.000.00
2092023.02.16 08:15modify701.0034165.0934275.0934075.09
2102023.02.16 12:27t/p701.0034075.0934275.0934075.09900.0016973.85
2112023.02.16 20:15buy711.0033909.620.000.00
2122023.02.16 20:15modify711.0033909.6233799.6233999.62
2132023.02.16 20:31s/l711.0033799.6233799.6233999.62-1100.0015873.85
2142023.02.17 08:30buy721.0033514.700.000.00
2152023.02.17 08:30modify721.0033514.7033404.7033604.70
2162023.02.17 14:33t/p721.0033604.7033404.7033604.70900.0016773.85
2172023.02.17 16:00sell731.0033627.710.000.00
2182023.02.17 16:00modify731.0033627.7133737.7133537.71
2192023.02.17 19:22s/l731.0033737.7133737.7133537.71-1100.0015673.85
2202023.02.21 08:15buy741.0033683.910.000.00
2212023.02.21 08:15modify741.0033683.9133573.9133773.91
2222023.02.21 09:23s/l741.0033573.9133573.9133773.91-1100.0014573.85
2232023.02.21 18:00sell751.0033290.500.000.00
2242023.02.21 18:00modify751.0033290.5033400.5033200.50
2252023.02.21 18:38t/p751.0033200.5033400.5033200.50900.0015473.85
2262023.02.22 08:45buy761.0033093.970.000.00
2272023.02.22 08:45modify761.0033093.9732983.9733183.97
2282023.02.22 12:22t/p761.0033183.9732983.9733183.97900.0016373.85
2292023.02.22 16:45sell771.0033171.800.000.00
2302023.02.22 16:45modify771.0033171.8033281.8033081.80
2312023.02.22 19:15t/p771.0033081.8033281.8033081.80900.0017273.85
2322023.02.23 08:30sell781.0033143.560.000.00
2332023.02.23 08:30modify781.0033143.5633253.5633053.56
2342023.02.23 14:53s/l781.0033253.5633253.5633053.56-1100.0016173.85
2352023.02.23 16:00buy791.0033055.690.000.00
2362023.02.23 16:00modify791.0033055.6932945.6933145.69
2372023.02.23 16:28s/l791.0032945.6932945.6933145.69-1100.0015073.85
2382023.02.24 08:15buy801.0033099.930.000.00
2392023.02.24 08:15modify801.0033099.9332989.9333189.93
2402023.02.24 11:41s/l801.0032989.9332989.9333189.93-1100.0013973.85
2412023.02.24 16:15sell811.0032729.730.000.00
2422023.02.24 16:15modify811.0032729.7332839.7332639.73
2432023.02.24 16:48s/l811.0032839.7332839.7332639.73-1100.0012873.85
2442023.02.26 23:00sell821.0032793.780.000.00
2452023.02.26 23:00modify821.0032793.7832903.7832703.78
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15602023.12.19 14:47s/l5201.0037407.2537407.2537207.25-1100.0093734.76
15612023.12.19 17:15buy5211.0037482.700.000.00
15622023.12.19 17:15modify5211.0037482.7037372.7037572.70
15632023.12.20 05:16t/p5211.0037572.7037372.7037572.70893.8194628.58
15642023.12.20 08:15sell5221.0037562.570.000.00
15652023.12.20 08:15modify5221.0037562.5737672.5737472.57
15662023.12.20 14:22t/p5221.0037472.5737672.5737472.57900.0095528.58
15672023.12.20 18:45buy5231.0037600.140.000.00
15682023.12.20 18:45modify5231.0037600.1437490.1437690.14
15692023.12.20 19:38s/l5231.0037490.1437490.1437690.14-1100.0094428.58
15702023.12.21 08:15sell5241.0037242.000.000.00
15712023.12.21 08:15modify5241.0037242.0037352.0037152.00
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15732023.12.21 16:15buy5251.0037294.170.000.00
15742023.12.21 16:15modify5251.0037294.1737184.1737384.17
15752023.12.21 17:04s/l5251.0037184.1737184.1737384.17-1100.0092228.58
15762023.12.22 08:15sell5261.0037286.020.000.00
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15782023.12.22 14:32s/l5261.0037396.0237396.0237196.02-1100.0091128.58
15792023.12.22 16:15buy5271.0037443.620.000.00
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15812023.12.22 19:18s/l5271.0037333.6237333.6237533.62-1100.0090028.58
15822023.12.25 23:00sell5281.0037364.500.000.00
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15852023.12.26 16:00sell5291.0037491.200.000.00
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15882023.12.27 08:15buy5301.0037537.270.000.00
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15912023.12.27 16:00sell5311.0037590.710.000.00
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15932023.12.28 01:43s/l5311.0037700.7137700.7137500.71-1097.6087633.37
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15962023.12.28 16:00sell5331.0037700.240.000.00
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15992023.12.29 08:15sell5341.0037774.100.000.00
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16042023.12.29 16:18t/p5331.0037610.2437810.2437610.24902.4090335.77
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