Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolUK100 (UK100 Cash)
Period15 Minutes (M15) 2023.01.02 00:30 - 2023.12.29 20:45 (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=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; 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=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=2; 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 test22397Ticks modelled15332564Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread140
Total net profit59206.10Gross profit151870.61Gross loss-92664.51
Profit factor1.64Expected payoff350.33
Absolute drawdown1112.51Maximal drawdown6729.06 (12.45%)Relative drawdown30.12% (4584.17)
Total trades169Short positions (won %)89 (58.43%)Long positions (won %)80 (62.50%)
Profit trades (% of total)102 (60.36%)Loss trades (% of total)67 (39.64%)
Largestprofit trade1522.74loss trade-1416.96
Averageprofit trade1488.93loss trade-1383.05
Maximumconsecutive wins (profit in money)8 (12100.77)consecutive losses (loss in money)6 (-8400.61)
Maximalconsecutive profit (count of wins)12100.77 (8)consecutive loss (count of losses)-8400.61 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 23:15buy11.007498.920.000.00
22023.01.02 23:15modify11.007498.927388.927618.92
32023.01.03 01:30buy21.007415.110.000.00
42023.01.03 01:30modify21.007415.117305.117535.11
52023.01.03 08:10t/p21.007535.117305.117535.111519.9311519.93
62023.01.03 09:25t/p11.007618.927388.927618.921518.7413038.67
72023.01.03 20:00sell31.007555.420.000.00
82023.01.03 20:00modify31.007555.427665.427435.42
92023.01.03 23:15buy41.007552.490.000.00
102023.01.03 23:15modify41.007552.497442.497672.49
112023.01.04 01:15sell51.007568.900.000.00
122023.01.04 01:15modify51.007568.907678.907448.90
132023.01.04 20:00buy61.007574.970.000.00
142023.01.04 20:00modify61.007574.977464.977694.97
152023.01.06 03:04s/l31.007665.427665.427435.42-1392.8811645.80
162023.01.06 13:30t/p41.007672.497442.497672.491516.3613162.16
172023.01.06 13:30s/l51.007678.907678.907448.90-1393.0111769.15
182023.01.06 16:02t/p61.007694.977464.977694.971517.5513286.71
192023.01.06 20:00sell71.007709.900.000.00
202023.01.06 20:00modify71.007709.907819.907589.90
212023.01.08 23:15sell81.007729.150.000.00
222023.01.08 23:15modify81.007729.157839.157609.15
232023.01.09 00:15sell91.007725.010.000.00
242023.01.09 00:15modify91.007725.017835.017605.01
252023.01.09 20:00buy101.007686.110.000.00
262023.01.09 20:00modify101.007686.117576.117806.11
272023.01.12 15:34t/p101.007806.117576.117806.111516.4214803.13
282023.01.12 20:15buy111.007806.540.000.00
292023.01.12 20:15modify111.007806.547696.547926.54
302023.01.13 01:02s/l71.007819.907819.907589.90-1392.4013410.73
312023.01.13 08:17s/l91.007835.017835.017605.01-1392.7912017.94
322023.01.13 08:21s/l81.007839.157839.157609.15-1392.6610625.28
332023.01.13 21:00sell121.007856.800.000.00
342023.01.13 21:00modify121.007856.807966.807736.80
352023.01.16 00:15sell131.007857.210.000.00
362023.01.16 00:15modify131.007857.217967.217737.21
372023.01.17 00:15sell141.007863.410.000.00
382023.01.17 00:15modify141.007863.417973.417743.41
392023.01.19 12:03t/p141.007743.417973.417743.411520.2412145.52
402023.01.19 12:30t/p131.007737.217967.217737.211520.3713665.89
412023.01.19 12:30t/p121.007736.807966.807736.801520.7715186.66
422023.01.19 20:00sell151.007776.380.000.00
432023.01.19 20:00modify151.007776.387886.387656.38
442023.01.20 01:15buy161.007775.070.000.00
452023.01.20 01:15modify161.007775.077665.077895.07
462023.01.20 20:15sell171.007780.380.000.00
472023.01.20 20:15modify171.007780.387890.387660.38
482023.02.03 14:46s/l151.007886.387886.387656.38-1391.3213795.35
492023.02.03 14:47s/l171.007890.387890.387660.38-1391.4512403.90
502023.02.03 15:28t/p161.007895.077665.077895.071503.3213907.22
512023.02.03 20:15buy181.007892.590.000.00
522023.02.03 20:15modify181.007892.597782.598012.59
532023.02.05 23:15buy191.007884.130.000.00
542023.02.05 23:15modify191.007884.137774.138004.13
552023.02.06 00:15buy201.007885.490.000.00
562023.02.06 00:15modify201.007885.497775.498005.49
572023.02.08 08:05t/p111.007926.547696.547926.541487.7915395.01
582023.02.08 20:00buy211.007885.090.000.00
592023.02.08 20:00modify211.007885.097775.098005.09
602023.02.15 15:34t/p191.008004.137774.138004.131507.9616902.97
612023.02.15 16:55t/p211.008005.097775.098005.091511.5318414.50
622023.02.15 16:55t/p201.008005.497775.498005.491509.1519923.65
632023.02.15 18:16t/p181.008012.597782.598012.591505.5921429.24
642023.02.15 20:30buy221.008022.930.000.00
652023.02.15 20:30modify221.008022.937912.938142.93
662023.02.16 00:15sell231.008021.530.000.00
672023.02.16 00:15modify231.008021.538131.537901.53
682023.02.16 20:15buy241.008021.310.000.00
692023.02.16 20:15modify241.008021.317911.318141.31
702023.02.17 01:15sell251.008004.640.000.00
712023.02.17 01:15modify251.008004.648114.647884.64
722023.02.22 08:28s/l221.007912.937912.938142.93-1401.5420027.70
732023.02.22 08:29s/l241.007911.317911.318141.31-1400.3518627.35
742023.02.22 08:37t/p231.007901.538131.537901.531520.6620148.01
752023.02.22 10:20t/p251.007884.648114.647884.641520.5421668.54
762023.02.22 20:00buy261.007918.590.000.00
772023.02.22 20:00modify261.007918.597808.598038.59
782023.02.22 23:00sell271.007917.610.000.00
792023.02.22 23:00modify271.007917.618027.617797.61
802023.02.23 01:30sell281.007917.900.000.00
812023.02.23 01:30modify281.007917.908027.907797.90
822023.02.24 00:45sell291.007935.200.000.00
832023.02.24 00:45modify291.007935.208045.207815.20
842023.03.09 20:55t/p291.007815.208045.207815.201521.5723190.11
852023.03.09 21:00buy301.007815.270.000.00
862023.03.09 21:00modify301.007815.277705.277935.27
872023.03.09 21:05s/l261.007808.597808.598038.59-1411.0421779.07
882023.03.09 23:01t/p271.007797.618027.617797.611521.8323300.91
892023.03.09 23:01t/p281.007797.908027.907797.901521.7024822.61
902023.03.10 00:45buy311.007798.020.000.00
912023.03.10 00:45modify311.007798.027688.027918.02
922023.03.10 18:00s/l301.007705.277705.277935.27-1394.4323428.18
932023.03.10 18:31s/l311.007688.027688.027918.02-1393.2422034.94
942023.03.10 20:00sell321.007702.210.000.00
952023.03.10 20:00modify321.007702.217812.217582.21
962023.03.12 23:15sell331.007737.710.000.00
972023.03.12 23:15modify331.007737.717847.717617.71
982023.03.13 00:15sell341.007744.270.000.00
992023.03.13 00:15modify341.007744.277854.277624.27
1002023.03.13 09:02t/p341.007624.277854.277624.271519.9023554.84
1012023.03.13 09:03t/p331.007617.717847.717617.711520.0325074.87
1022023.03.13 09:22t/p321.007582.217812.217582.211520.2926595.17
1032023.03.14 00:00buy351.007542.290.000.00
1042023.03.14 00:00modify351.007542.297432.297662.29
1052023.03.14 20:00sell361.007632.880.000.00
1062023.03.14 20:00modify361.007632.887742.887512.88
1072023.03.15 01:15sell371.007627.200.000.00
1082023.03.15 01:15modify371.007627.207737.207507.20
1092023.03.15 10:06t/p361.007512.887742.887512.881520.0328115.20
1102023.03.15 10:09t/p371.007507.207737.207507.201519.9029635.10
1112023.03.15 10:53s/l351.007432.297432.297662.29-1394.4328240.67
1122023.03.15 20:00sell381.007407.720.000.00
1132023.03.15 20:00modify381.007407.727517.727287.72
1142023.03.16 00:00buy391.007371.800.000.00
1152023.03.16 00:00modify391.007371.807261.807491.80
1162023.03.16 20:00sell401.007463.800.000.00
1172023.03.16 20:00modify401.007463.807573.807343.80
1182023.03.17 01:30sell411.007444.290.000.00
1192023.03.17 01:30modify411.007444.297554.297324.29
1202023.03.17 08:11t/p391.007491.807261.807491.801518.6829759.35
1212023.03.17 12:49t/p401.007343.807573.807343.801519.9931279.35
1222023.03.17 14:34t/p411.007324.297554.297324.291519.8632799.21
1232023.03.17 20:00buy421.007321.550.000.00
1242023.03.17 20:00modify421.007321.557211.557441.55
1252023.03.19 23:15sell431.007336.510.000.00
1262023.03.19 23:15modify431.007336.517446.517216.51
1272023.03.20 00:00sell441.007353.200.000.00
1282023.03.20 00:00modify441.007353.207463.207233.20
1292023.03.20 06:23t/p381.007287.727517.727287.721520.5234319.72
1302023.03.20 06:46t/p441.007233.207463.207233.201519.8635839.58
1312023.03.20 06:50t/p431.007216.517446.517216.511519.9937359.57
1322023.03.20 08:19s/l421.007211.557211.557441.55-1396.7835962.80
1332023.03.21 00:30sell451.007430.120.000.00
1342023.03.21 00:30modify451.007430.127540.127310.12
1352023.03.21 12:51s/l451.007540.127540.127310.12-1393.1134569.69
1362023.03.22 01:45sell461.007558.220.000.00
1372023.03.22 01:45modify461.007558.227668.227438.22
1382023.03.22 20:00buy471.007507.100.000.00
1392023.03.22 20:00modify471.007507.107397.107627.10
1402023.03.23 01:30sell481.007523.210.000.00
1412023.03.23 01:30modify481.007523.217633.217403.21
1422023.03.23 18:39t/p461.007438.227668.227438.221519.8736089.56
1432023.03.24 01:30buy491.007436.170.000.00
1442023.03.24 01:30modify491.007436.177326.177556.17
1452023.03.24 08:42t/p481.007403.217633.217403.211519.8737609.43
1462023.03.24 08:43s/l471.007397.107397.107627.10-1395.4836213.95
1472023.03.27 00:15sell501.007447.410.000.00
1482023.03.27 00:15modify501.007447.417557.417327.41
1492023.03.28 00:15buy511.007503.610.000.00
1502023.03.28 00:15modify511.007503.617393.617623.61
1512023.03.29 12:33t/p491.007556.177326.177556.171513.8437727.79
1522023.03.29 12:33s/l501.007557.417557.417327.41-1392.8736334.92
1532023.03.30 00:15sell521.007565.990.000.00
1542023.03.30 00:15modify521.007565.997675.997445.99
1552023.03.30 10:18t/p511.007623.617393.617623.611517.4037852.33
1562023.03.31 00:15sell531.007627.480.000.00
1572023.03.31 00:15modify531.007627.487737.487507.48
1582023.03.31 20:00buy541.007644.610.000.00
1592023.03.31 20:00modify541.007644.617534.617764.61
1602023.04.02 22:15buy551.007639.260.000.00
1612023.04.02 22:15modify551.007639.267529.267759.26
1622023.04.03 07:00s/l521.007675.997675.997445.99-1392.6136459.71
1632023.04.04 20:00sell561.007640.970.000.00
1642023.04.04 20:00modify561.007640.977750.977520.97
1652023.04.06 12:59s/l531.007737.487737.487507.48-1392.3835067.33
1662023.04.06 15:48s/l561.007750.977750.977520.97-1392.9133674.43
1672023.04.06 18:20t/p551.007759.267529.267759.261515.0735189.49
1682023.04.11 00:00t/p541.007764.617534.617764.611506.7536696.24
1692023.04.11 00:15sell571.007808.760.000.00
1702023.04.11 00:15modify571.007808.767918.767688.76
1712023.04.11 20:00buy581.007782.740.000.00
1722023.04.11 20:00modify581.007782.747672.747902.74
1732023.04.12 00:45buy591.007786.470.000.00
1742023.04.12 00:45modify591.007786.477676.477906.47
1752023.04.12 20:00sell601.007811.290.000.00
1762023.04.12 20:00modify601.007811.297921.297691.29
1772023.04.14 13:52t/p581.007902.747672.747902.741516.2438212.48
1782023.04.14 20:00sell611.007884.400.000.00
1792023.04.14 20:00modify611.007884.407994.407764.40
1802023.04.17 07:04t/p591.007906.477676.477906.471513.8739726.35
1812023.04.17 20:00sell621.007898.910.000.00
1822023.04.17 20:00modify621.007898.918008.917778.91
1832023.04.18 19:59s/l571.007918.767918.767688.76-1392.2538334.10
1842023.04.18 20:00sell631.007912.700.000.00
1852023.04.18 20:00modify631.007912.708022.707792.70
1862023.04.21 08:51s/l601.007921.297921.297691.29-1391.9936942.11
1872023.04.24 00:15sell641.007905.190.000.00
1882023.04.24 00:15modify641.007905.198015.197785.19
1892023.04.28 08:48t/p631.007792.708022.707792.701521.1638463.27
1902023.04.28 20:00sell651.007865.700.000.00
1912023.04.28 20:00modify651.007865.707975.707745.70
1922023.05.02 14:46t/p641.007785.198015.197785.191520.8739984.14
1932023.05.02 15:21t/p621.007778.918008.917778.911521.7941505.94
1942023.05.02 15:33t/p611.007764.407994.407764.401522.1943028.13
1952023.05.02 20:00sell661.007797.180.000.00
1962023.05.02 20:00modify661.007797.187907.187677.18
1972023.05.03 00:30buy671.007792.770.000.00
1982023.05.03 00:30modify671.007792.777682.777912.77
1992023.05.03 22:00t/p651.007745.707975.707745.701520.4844548.60
2002023.05.03 22:00sell681.007712.850.000.00
2012023.05.03 22:00modify681.007712.857822.857592.85
2022023.05.04 22:00buy691.007715.500.000.00
2032023.05.04 22:00modify691.007715.507605.507835.50
2042023.05.11 13:31s/l671.007682.777682.777912.77-1402.6943145.91
2052023.05.11 20:00sell701.007741.690.000.00
2062023.05.11 20:00modify701.007741.697851.697621.69
2072023.05.24 07:08t/p661.007677.187907.187677.181522.7444668.65
2082023.05.24 11:03t/p701.007621.697851.697621.691521.5546190.20
2092023.05.24 13:37s/l691.007605.507605.507835.50-1416.9544773.25
2102023.05.24 13:53t/p681.007592.857822.857592.851522.6046295.85
2112023.05.24 20:00buy711.007620.280.000.00
2122023.05.24 20:00modify711.007620.287510.287740.28
2132023.05.24 22:00sell721.007641.790.000.00
2142023.05.24 22:00modify721.007641.797751.797521.79
2152023.05.25 00:00sell731.007623.290.000.00
2162023.05.25 00:00modify731.007623.297733.297503.29
2172023.05.26 00:30sell741.007577.210.000.00
2182023.05.26 00:30modify741.007577.217687.217457.21
2192023.05.30 15:15t/p721.007521.797751.797521.791520.6447816.49
2202023.05.30 22:00buy751.007529.480.000.00
2212023.05.30 22:00modify751.007529.487419.487649.48
2222023.05.31 02:21s/l711.007510.287510.287740.28-1401.5146414.98
2232023.05.31 04:50t/p731.007503.297733.297503.291520.6547935.63
2242023.05.31 14:34t/p741.007457.217687.217457.211520.5249456.15
2252023.05.31 22:00buy761.007449.890.000.00
2262023.05.31 22:00modify761.007449.897339.897569.89
2272023.06.01 00:15sell771.007458.890.000.00
2282023.06.01 00:15modify771.007458.897568.897338.89
2292023.06.01 20:00buy781.007494.690.000.00
2302023.06.01 20:00modify781.007494.697384.697614.69
2312023.06.02 09:19s/l771.007568.897568.897338.89-1393.0948063.06
2322023.06.02 12:41t/p761.007569.897339.897569.891517.4849580.54
2332023.06.02 16:47t/p781.007614.697384.697614.691518.6751099.21
2342023.06.02 20:00buy791.007618.200.000.00
2352023.06.02 20:00modify791.007618.207508.207738.20
2362023.06.05 00:15sell801.007617.700.000.00
2372023.06.05 00:15modify801.007617.707727.707497.70
2382023.06.05 07:32t/p751.007649.487419.487649.481512.7552611.96
2392023.06.06 00:15buy811.007579.080.000.00
2402023.06.06 00:15modify811.007579.087469.087699.08
2412023.06.06 20:00sell821.007639.620.000.00
2422023.06.06 20:00modify821.007639.627749.627519.62
2432023.06.21 07:02t/p821.007519.627749.627519.621521.8254133.79
2442023.06.21 20:00buy831.007541.100.000.00
2452023.06.21 20:00modify831.007541.107431.107661.10
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