Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolDJ30 (US30 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=5; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=110; StopLoss=120; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=600; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test6873Ticks modelled147984Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread240
Total net profit14063.42Gross profit93777.22Gross loss-79713.80
Profit factor1.18Expected payoff55.37
Absolute drawdown473.70Maximal drawdown6842.20 (31.35%)Relative drawdown31.35% (6842.20)
Total trades254Short positions (won %)147 (54.42%)Long positions (won %)107 (63.55%)
Profit trades (% of total)148 (58.27%)Loss trades (% of total)106 (41.73%)
Largestprofit trade1081.10loss trade-1138.00
Averageprofit trade633.63loss trade-752.02
Maximumconsecutive wins (profit in money)11 (7370.40)consecutive losses (loss in money)4 (-3116.80)
Maximalconsecutive profit (count of wins)7370.40 (11)consecutive loss (count of losses)-3116.80 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 14:00buy11.0033287.460.000.00
22023.01.03 14:00modify11.0033287.4633167.4633397.46
32023.01.03 14:32close11.0033355.2033167.4633397.46677.4010677.40
42023.01.04 14:00sell21.0033257.500.000.00
52023.01.04 14:00modify21.0033257.5033377.5033147.50
62023.01.04 14:02close21.0033204.9633377.5033147.50525.4011202.80
72023.01.05 15:00buy31.0032910.900.000.00
82023.01.05 15:00modify31.0032910.9032790.9033020.90
92023.01.05 15:15close31.0032996.5932790.9033020.90856.9012059.70
102023.01.06 14:00sell41.0033295.000.000.00
112023.01.06 14:00modify41.0033295.0033415.0033185.00
122023.01.06 14:15close41.0033242.7333415.0033185.00522.7012582.40
132023.01.09 14:00sell51.0033719.540.000.00
142023.01.09 14:00modify51.0033719.5433839.5433609.54
152023.01.09 14:50close51.0033801.6633839.5433609.54-821.2011761.20
162023.01.10 14:00buy61.0033411.490.000.00
172023.01.10 14:00modify61.0033411.4933291.4933521.49
182023.01.10 14:15close61.0033472.1033291.4933521.49606.1012367.30
192023.01.11 15:00sell71.0033777.730.000.00
202023.01.11 15:00modify71.0033777.7333897.7333667.73
212023.01.11 15:46close71.0033707.6633897.7333667.73700.7013068.00
222023.01.12 14:00sell81.0034142.500.000.00
232023.01.12 14:00modify81.0034142.5034262.5034032.50
242023.01.12 14:15close81.0034056.6934262.5034032.50858.1013926.10
252023.01.13 14:00buy91.0033925.700.000.00
262023.01.13 14:00modify91.0033925.7033805.7034035.70
272023.01.13 14:40close91.0033989.6633805.7034035.70639.6014565.70
282023.01.17 14:00buy101.0034171.470.000.00
292023.01.17 14:00modify101.0034171.4734051.4734281.47
302023.01.17 14:10close101.0034230.3334051.4734281.47588.6015154.30
312023.01.18 14:00sell111.0033957.000.000.00
322023.01.18 14:00modify111.0033957.0034077.0033847.00
332023.01.18 14:37close111.0033900.1234077.0033847.00568.8015723.10
342023.01.19 14:00buy121.0033036.700.000.00
352023.01.19 14:00modify121.0033036.7032916.7033146.70
362023.01.19 14:40close121.0033102.4532916.7033146.70657.5016380.60
372023.01.20 14:00buy131.0033005.470.000.00
382023.01.20 14:00modify131.0033005.4732885.4733115.47
392023.01.20 14:15close131.0033068.6932885.4733115.47632.2017012.80
402023.01.23 14:00sell141.0033464.000.000.00
412023.01.23 14:00modify141.0033464.0033584.0033354.00
422023.01.23 14:45close141.0033373.9033584.0033354.00901.0017913.80
432023.01.24 14:00buy151.0033476.460.000.00
442023.01.24 14:00modify151.0033476.4633356.4633586.46
452023.01.24 14:32close151.0033536.9133356.4633586.46604.5018518.30
462023.01.25 14:00buy161.0033455.700.000.00
472023.01.25 14:00modify161.0033455.7033335.7033565.70
482023.01.25 14:32close161.0033517.0333335.7033565.70613.3019131.60
492023.01.26 14:00sell171.0033822.100.000.00
502023.01.26 14:00modify171.0033822.1033942.1033712.10
512023.01.26 14:32close171.0033891.8633942.1033712.10-697.6018434.00
522023.01.27 14:00sell181.0033926.560.000.00
532023.01.27 14:00modify181.0033926.5634046.5633816.56
542023.01.27 14:45close181.0034009.7334046.5633816.56-831.7017602.30
552023.01.30 15:00sell191.0033977.760.000.00
562023.01.30 15:00modify191.0033977.7634097.7633867.76
572023.01.30 15:20close191.0034058.6834097.7633867.76-809.2016793.10
582023.01.31 14:00sell201.0033789.300.000.00
592023.01.31 14:00modify201.0033789.3033909.3033679.30
602023.01.31 14:45close201.0033717.0433909.3033679.30722.6017515.70
612023.02.01 15:00sell211.0033950.710.000.00
622023.02.01 15:00modify211.0033950.7134070.7133840.71
632023.02.01 15:15close211.0033886.9134070.7133840.71638.0018153.70
642023.02.02 14:00sell221.0034126.040.000.00
652023.02.02 14:00modify221.0034126.0434246.0434016.04
662023.02.02 14:40close221.0034019.1434246.0434016.041069.0019222.70
672023.02.03 16:00sell231.0034077.220.000.00
682023.02.03 16:00modify231.0034077.2234197.2233967.22
692023.02.03 16:20close231.0034157.2034197.2233967.22-799.8018422.90
702023.02.06 14:00buy241.0033737.470.000.00
712023.02.06 14:00modify241.0033737.4733617.4733847.47
722023.02.06 14:20close241.0033803.0133617.4733847.47655.4019078.30
732023.02.07 15:00buy251.0033788.130.000.00
742023.02.07 15:00modify251.0033788.1333668.1333898.13
752023.02.07 16:07close251.0033726.2533668.1333898.13-618.8018459.50
762023.02.08 15:00sell261.0034147.740.000.00
772023.02.08 15:00modify261.0034147.7434267.7434037.74
782023.02.08 15:15close261.0034096.8334267.7434037.74509.1018968.60
792023.02.09 14:00buy271.0034190.450.000.00
802023.02.09 14:00modify271.0034190.4534070.4534300.45
812023.02.09 14:37close271.0034248.2534070.4534300.45578.0019546.60
822023.02.10 14:00buy281.0033596.000.000.00
832023.02.10 14:00modify281.0033596.0033476.0033706.00
842023.02.10 14:20close281.0033662.3033476.0033706.00663.0020209.60
852023.02.13 15:00sell291.0034035.000.000.00
862023.02.13 15:00modify291.0034035.0034155.0033925.00
872023.02.13 15:15close291.0034103.8834155.0033925.00-688.8019520.80
882023.02.14 17:00buy301.0033896.200.000.00
892023.02.14 17:00modify301.0033896.2033776.2034006.20
902023.02.14 17:15close301.0033977.5833776.2034006.20813.8020334.60
912023.02.15 14:00buy311.0033943.470.000.00
922023.02.15 14:00modify311.0033943.4733823.4734053.47
932023.02.15 14:20close311.0033875.0933823.4734053.47-683.8019650.80
942023.02.16 14:00buy321.0033853.470.000.00
952023.02.16 14:00modify321.0033853.4733733.4733963.47
962023.02.16 14:16close321.0033770.0333733.4733963.47-834.4018816.40
972023.02.17 14:00buy331.0033580.430.000.00
982023.02.17 14:00modify331.0033580.4333460.4333690.43
992023.02.17 14:50close331.0033498.2233460.4333690.43-822.1017994.30
1002023.02.21 14:00buy341.0033481.400.000.00
1012023.02.21 14:00modify341.0033481.4033361.4033591.40
1022023.02.21 14:32close341.0033569.7433361.4033591.40883.4018877.70
1032023.02.22 15:00sell351.0033173.500.000.00
1042023.02.22 15:00modify351.0033173.5033293.5033063.50
1052023.02.22 15:15close351.0033111.3933293.5033063.50621.1019498.80
1062023.02.23 14:00buy361.0033109.470.000.00
1072023.02.23 14:00modify361.0033109.4732989.4733219.47
1082023.02.23 14:15close361.0033163.0532989.4733219.47535.8020034.60
1092023.02.24 14:00buy371.0032786.500.000.00
1102023.02.24 14:00modify371.0032786.5032666.5032896.50
1112023.02.24 14:50close371.0032672.7032666.5032896.50-1138.0018896.60
1122023.02.27 14:00sell381.0033047.060.000.00
1132023.02.27 14:00modify381.0033047.0633167.0632937.06
1142023.02.27 15:10close381.0033135.9033167.0632937.06-888.4018008.20
1152023.02.28 14:00sell391.0032951.030.000.00
1162023.02.28 14:00modify391.0032951.0333071.0332841.03
1172023.02.28 14:15close391.0032895.5433071.0332841.03554.9018563.10
1182023.03.01 14:00buy401.0032566.980.000.00
1192023.03.01 14:00modify401.0032566.9832446.9832676.98
1202023.03.01 14:40close401.0032630.6532446.9832676.98636.7019199.80
1212023.03.02 14:00sell411.0032722.000.000.00
1222023.03.02 14:00modify411.0032722.0032842.0032612.00
1232023.03.02 14:32close411.0032655.8332842.0032612.00661.7019861.50
1242023.03.03 14:00sell421.0033117.550.000.00
1252023.03.03 14:00modify421.0033117.5533237.5533007.55
1262023.03.03 14:32close421.0033046.9533237.5533007.55706.0020567.50
1272023.03.06 14:00sell431.0033419.570.000.00
1282023.03.06 14:00modify431.0033419.5733539.5733309.57
1292023.03.06 14:50close431.0033488.7033539.5733309.57-691.3019876.20
1302023.03.07 15:00buy441.0033445.610.000.00
1312023.03.07 15:00modify441.0033445.6133325.6133555.61
1322023.03.07 15:10close441.0033354.6433325.6133555.61-909.7018966.50
1332023.03.08 16:00buy451.0032746.660.000.00
1342023.03.08 16:00modify451.0032746.6632626.6632856.66
1352023.03.08 16:20close451.0032798.7632626.6632856.66521.0019487.50
1362023.03.09 14:00sell461.0032854.060.000.00
1372023.03.09 14:00modify461.0032854.0632974.0632744.06
1382023.03.09 14:35close461.0032915.7032974.0632744.06-616.4018871.10
1392023.03.10 14:00sell471.0032241.540.000.00
1402023.03.10 14:00modify471.0032241.5432361.5432131.54
1412023.03.10 14:15close471.0032177.0332361.5432131.54645.1019516.20
1422023.03.13 14:00sell481.0031993.710.000.00
1432023.03.13 14:00modify481.0031993.7132113.7131883.71
1442023.03.13 14:02close481.0032094.9632113.7131883.71-1012.5018503.70
1452023.03.14 14:00sell491.0032140.250.000.00
1462023.03.14 14:00modify491.0032140.2532260.2532030.25
1472023.03.14 14:07close491.0032080.1032260.2532030.25601.5019105.20
1482023.03.15 14:00buy501.0031592.670.000.00
1492023.03.15 14:00modify501.0031592.6731472.6731702.67
1502023.03.15 14:15close501.0031674.6531472.6731702.67819.8019925.00
1512023.03.16 14:00buy511.0031701.140.000.00
1522023.03.16 14:00modify511.0031701.1431581.1431811.14
1532023.03.16 14:15close511.0031620.3931581.1431811.14-807.5019117.50
1542023.03.17 14:00buy521.0032001.650.000.00
1552023.03.17 14:00modify521.0032001.6531881.6532111.65
1562023.03.17 14:02close521.0032079.4031881.6532111.65777.5019895.00
1572023.03.20 14:00sell531.0032193.740.000.00
1582023.03.20 14:00modify531.0032193.7432313.7432083.74
1592023.03.20 14:20close531.0032085.6332313.7432083.741081.1020976.10
1602023.03.21 14:00sell541.0032540.760.000.00
1612023.03.21 14:00modify541.0032540.7632660.7632430.76
1622023.03.21 14:15close541.0032485.7532660.7632430.76550.1021526.20
1632023.03.22 14:00sell551.0032546.300.000.00
1642023.03.22 14:00modify551.0032546.3032666.3032436.30
1652023.03.22 14:20close551.0032610.4032666.3032436.30-641.0020885.20
1662023.03.23 14:00sell561.0032225.230.000.00
1672023.03.23 14:00modify561.0032225.2332345.2332115.23
1682023.03.23 14:15close561.0032310.1832345.2332115.23-849.5020035.70
1692023.03.24 14:00buy571.0031925.650.000.00
1702023.03.24 14:00modify571.0031925.6531805.6532035.65
1712023.03.24 14:02close571.0031829.9931805.6532035.65-956.6019079.10
1722023.03.27 14:00sell581.0032462.000.000.00
1732023.03.27 14:00modify581.0032462.0032582.0032352.00
1742023.03.27 14:20close581.0032399.1432582.0032352.00628.6019707.70
1752023.03.28 14:00sell591.0032473.280.000.00
1762023.03.28 14:00modify591.0032473.2832593.2832363.28
1772023.03.28 14:20close591.0032556.6832593.2832363.28-834.0018873.70
1782023.03.29 16:00buy601.0032627.670.000.00
1792023.03.29 16:00modify601.0032627.6732507.6732737.67
1802023.03.29 18:50close601.0032677.7932507.6732737.67501.2019374.90
1812023.03.30 15:00buy611.0032811.650.000.00
1822023.03.30 15:00modify611.0032811.6532691.6532921.65
1832023.03.30 15:46close611.0032726.2932691.6532921.65-853.6018521.30
1842023.03.31 14:00sell621.0033027.780.000.00
1852023.03.31 14:00modify621.0033027.7833147.7832917.78
1862023.03.31 15:15close621.0033096.3133147.7832917.78-685.3017836.00
1872023.04.03 14:00sell631.0033552.800.000.00
1882023.04.03 14:00modify631.0033552.8033672.8033442.80
1892023.04.03 14:15close631.0033615.6433672.8033442.80-628.4017207.60
1902023.04.04 14:00buy641.0033585.160.000.00
1912023.04.04 14:00modify641.0033585.1633465.1633695.16
1922023.04.04 14:20close641.0033490.2133465.1633695.16-949.5016258.10
1932023.04.05 14:00sell651.0033510.800.000.00
1942023.04.05 14:00modify651.0033510.8033630.8033400.80
1952023.04.05 14:20close651.0033424.6233630.8033400.80861.8017119.90
1962023.04.06 14:00buy661.0033351.170.000.00
1972023.04.06 14:00modify661.0033351.1733231.1733461.17
1982023.04.06 14:15close661.0033401.5533231.1733461.17503.8017623.70
1992023.04.10 14:00buy671.0033411.700.000.00
2002023.04.10 14:00modify671.0033411.7033291.7033521.70
2012023.04.10 14:15close671.0033473.2733291.7033521.70615.7018239.40
2022023.04.11 15:00sell681.0033649.280.000.00
2032023.04.11 15:00modify681.0033649.2833769.2833539.28
2042023.04.11 15:20close681.0033714.1933769.2833539.28-649.1017590.30
2052023.04.12 14:00sell691.0033818.500.000.00
2062023.04.12 14:00modify691.0033818.5033938.5033708.50
2072023.04.12 14:20close691.0033895.6733938.5033708.50-771.7016818.60
2082023.04.13 15:00sell701.0033757.280.000.00
2092023.04.13 15:00modify701.0033757.2833877.2833647.28
2102023.04.13 15:20close701.0033818.1633877.2833647.28-608.8016209.80
2112023.04.14 14:00sell711.0034042.750.000.00
2122023.04.14 14:00modify711.0034042.7534162.7533932.75
2132023.04.14 14:03close711.0033966.7834162.7533932.75759.7016969.50
2142023.04.17 14:00sell721.0033917.250.000.00
2152023.04.17 14:00modify721.0033917.2534037.2533807.25
2162023.04.17 15:45close721.0033857.5034037.2533807.25597.5017567.00
2172023.04.18 14:00buy731.0033881.110.000.00
2182023.04.18 14:00modify731.0033881.1133761.1133991.11
2192023.04.18 14:32close731.0033791.0433761.1133991.11-900.7016666.30
2202023.04.19 14:00sell741.0033847.210.000.00
2212023.04.19 14:00modify741.0033847.2133967.2133737.21
2222023.04.19 14:50close741.0033912.6833967.2133737.21-654.7016011.60
2232023.04.20 15:00sell751.0033845.250.000.00
2242023.04.20 15:00modify751.0033845.2533965.2533735.25
2252023.04.20 15:20close751.0033790.6133965.2533735.25546.4016558.00
2262023.04.21 14:00sell761.0033767.730.000.00
2272023.04.21 14:00modify761.0033767.7333887.7333657.73
2282023.04.21 14:07close761.0033708.1933887.7333657.73595.4017153.40
2292023.04.24 14:00sell771.0033831.780.000.00
2302023.04.24 14:00modify771.0033831.7833951.7833721.78
2312023.04.24 15:45close771.0033766.4133951.7833721.78653.7017807.10
2322023.04.25 14:00sell781.0033825.300.000.00
2332023.04.25 14:00modify781.0033825.3033945.3033715.30
2342023.04.25 14:20close781.0033757.6333945.3033715.30676.7018483.80
2352023.04.26 14:00sell791.0033551.290.000.00
2362023.04.26 14:00modify791.0033551.2933671.2933441.29
2372023.04.26 14:10close791.0033481.2433671.2933441.29700.5019184.30
2382023.04.27 14:00sell801.0033515.290.000.00
2392023.04.27 14:00modify801.0033515.2933635.2933405.29
2402023.04.27 14:50close801.0033464.7033635.2933405.29505.9019690.20
2412023.04.28 14:00sell811.0033843.780.000.00
2422023.04.28 14:00modify811.0033843.7833963.7833733.78
2432023.04.28 14:10close811.0033908.4333963.7833733.78-646.5019043.70
2442023.05.01 14:00sell821.0034172.720.000.00
2452023.05.01 14:00modify821.0034172.7234292.7234062.72
2462023.05.01 14:20close821.0034113.1034292.7234062.72596.2019639.90
2472023.05.02 14:00buy831.0033891.620.000.00
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2492023.05.02 14:10close831.0033800.9933771.6234001.62-906.3018733.60
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