Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolSP500 (SPX500 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=3; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=40; StopLoss=20; 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=200; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test6872Ticks modelled146270Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit6966.53Gross profit40159.47Gross loss-33192.94
Profit factor1.21Expected payoff17.42
Absolute drawdown99.30Maximal drawdown1248.80 (7.21%)Relative drawdown9.31% (1076.20)
Total trades400Short positions (won %)208 (43.75%)Long positions (won %)192 (46.35%)
Profit trades (% of total)180 (45.00%)Loss trades (% of total)220 (55.00%)
Largestprofit trade400.00loss trade-200.00
Averageprofit trade223.11loss trade-150.88
Maximumconsecutive wins (profit in money)5 (465.10)consecutive losses (loss in money)6 (-604.50)
Maximalconsecutive profit (count of wins)1125.00 (4)consecutive loss (count of losses)-836.40 (5)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 02:00buy11.003830.830.000.00
22023.01.03 02:00modify11.003830.833810.833870.83
32023.01.03 06:20close11.003851.253810.833870.83204.2010204.20
42023.01.04 09:00sell21.003839.360.000.00
52023.01.04 09:00modify21.003839.363859.363799.36
62023.01.04 11:00buy31.003836.320.000.00
72023.01.04 11:00modify31.003836.323816.323876.32
82023.01.04 15:20s/l31.003816.323816.323876.32-200.0010004.20
92023.01.04 15:50close21.003844.623859.363799.36-52.609951.60
102023.01.05 09:00buy41.003843.040.000.00
112023.01.05 09:00modify41.003843.043823.043883.04
122023.01.05 11:00sell51.003853.940.000.00
132023.01.05 11:00modify51.003853.943873.943813.94
142023.01.05 14:02s/l41.003823.043823.043883.04-200.009751.60
152023.01.05 14:45t/p51.003813.943873.943813.94400.0010151.60
162023.01.06 09:00buy61.003814.470.000.00
172023.01.06 09:00modify61.003814.473794.473854.47
182023.01.06 13:45close61.003839.983794.473854.47255.1010406.70
192023.01.09 08:00buy71.003898.110.000.00
202023.01.09 08:00modify71.003898.113878.113938.11
212023.01.09 10:00sell81.003908.250.000.00
222023.01.09 10:00modify81.003908.253928.253868.25
232023.01.09 14:50s/l81.003928.253928.253868.25-200.0010206.70
242023.01.09 15:45t/p71.003938.113878.113938.11400.0010606.70
252023.01.10 13:00buy91.003875.510.000.00
262023.01.10 13:00modify91.003875.513855.513915.51
272023.01.10 14:45close91.003899.543855.513915.51240.3010847.00
282023.01.11 09:00buy101.003918.490.000.00
292023.01.11 09:00modify101.003918.493898.493958.49
302023.01.11 14:45close101.003941.353898.493958.49228.6011075.60
312023.01.12 14:00sell111.003992.610.000.00
322023.01.12 14:00modify111.003992.614012.613952.61
332023.01.12 14:20close111.003967.004012.613952.61256.1011331.70
342023.01.13 09:00sell121.003981.930.000.00
352023.01.13 09:00modify121.003981.934001.933941.93
362023.01.13 12:00buy131.003968.930.000.00
372023.01.13 12:00modify131.003968.933948.934008.93
382023.01.13 12:50s/l131.003948.933948.934008.93-200.0011131.70
392023.01.13 18:02close121.003982.094001.933941.93-1.6011130.10
402023.01.17 15:00sell141.003999.240.000.00
412023.01.17 15:00modify141.003999.244019.243959.24
422023.01.17 17:00buy151.003996.340.000.00
432023.01.17 17:00modify151.003996.343976.344036.34
442023.01.17 21:00close151.003990.953976.344036.34-53.9011076.20
452023.01.17 21:00close141.003991.554019.243959.2476.9011153.10
462023.01.18 03:00sell161.003997.370.000.00
472023.01.18 03:00modify161.003997.374017.373957.37
482023.01.18 16:15close161.003972.304017.373957.37250.7011403.80
492023.01.19 14:00buy171.003901.020.000.00
502023.01.19 14:00modify171.003901.023881.023941.02
512023.01.19 18:00sell181.003898.610.000.00
522023.01.19 18:00modify181.003898.613918.613858.61
532023.01.19 18:46s/l181.003918.613918.613858.61-200.0011203.80
542023.01.19 20:50close171.003897.383881.023941.02-36.4011167.40
552023.01.20 16:00sell191.003919.490.000.00
562023.01.20 16:00modify191.003919.493939.493879.49
572023.01.20 18:45s/l191.003939.493939.493879.49-200.0010967.40
582023.01.23 15:00sell201.003991.620.000.00
592023.01.23 15:00modify201.003991.624011.623951.62
602023.01.23 15:45s/l201.004011.624011.623951.62-200.0010767.40
612023.01.24 09:00buy211.004016.230.000.00
622023.01.24 09:00modify211.004016.233996.234056.23
632023.01.24 13:50s/l211.003996.233996.234056.23-200.0010567.40
642023.01.25 15:00buy221.003957.240.000.00
652023.01.25 15:00modify221.003957.243937.243997.24
662023.01.25 16:40close221.003980.223937.243997.24229.8010797.20
672023.01.26 14:00sell231.004039.090.000.00
682023.01.26 14:00modify231.004039.094059.093999.09
692023.01.26 15:50close231.004013.574059.093999.09255.2011052.40
702023.01.27 09:00buy241.004046.160.000.00
712023.01.27 09:00modify241.004046.164026.164086.16
722023.01.27 14:50close241.004067.814026.164086.16216.5011268.90
732023.01.30 09:00buy251.004038.630.000.00
742023.01.30 09:00modify251.004038.634018.634078.63
752023.01.30 15:00sell261.004054.780.000.00
762023.01.30 15:00modify261.004054.784074.784014.78
772023.01.30 20:20s/l251.004018.634018.634078.63-200.0011068.90
782023.01.30 21:00close261.004019.434074.784014.78353.5011422.40
792023.01.31 14:00sell271.004029.490.000.00
802023.01.31 14:00modify271.004029.494049.493989.49
812023.01.31 17:45s/l271.004049.494049.493989.49-200.0011222.40
822023.02.01 15:00sell281.004074.460.000.00
832023.02.01 15:00modify281.004074.464094.464034.46
842023.02.01 15:50close281.004052.544094.464034.46219.2011441.60
852023.02.02 09:00sell291.004144.400.000.00
862023.02.02 09:00modify291.004144.404164.404104.40
872023.02.02 15:40s/l291.004164.404164.404104.40-200.0011241.60
882023.02.03 09:00buy301.004145.050.000.00
892023.02.03 09:00modify301.004145.054125.054185.05
902023.02.03 13:50s/l301.004125.054125.054185.05-200.0011041.60
912023.02.06 09:00buy311.004114.120.000.00
922023.02.06 09:00modify311.004114.124094.124154.12
932023.02.06 15:00sell321.004114.280.000.00
942023.02.06 15:00modify321.004114.284134.284074.28
952023.02.06 15:37s/l311.004094.124094.124154.12-200.0010841.60
962023.02.06 15:50close321.004115.884134.284074.28-16.0010825.60
972023.02.07 09:00buy331.004111.450.000.00
982023.02.07 09:00modify331.004111.454091.454151.45
992023.02.07 17:00sell341.004113.940.000.00
1002023.02.07 17:00modify341.004113.944133.944073.94
1012023.02.07 17:40s/l341.004133.944133.944073.94-200.0010625.60
1022023.02.07 17:50t/p331.004151.454091.454151.45400.0011025.60
1032023.02.08 09:00buy351.004154.540.000.00
1042023.02.08 09:00modify351.004154.544134.544194.54
1052023.02.08 15:00sell361.004152.290.000.00
1062023.02.08 15:00modify361.004152.294172.294112.29
1072023.02.08 15:50s/l351.004134.544134.544194.54-200.0010825.60
1082023.02.08 20:20t/p361.004112.294172.294112.29400.0011225.60
1092023.02.09 09:00sell371.004147.200.000.00
1102023.02.09 09:00modify371.004147.204167.204107.20
1112023.02.09 16:00buy381.004142.300.000.00
1122023.02.09 16:00modify381.004142.304122.304182.30
1132023.02.09 16:16s/l381.004122.304122.304182.30-200.0011025.60
1142023.02.09 17:50t/p371.004107.204167.204107.20400.0011425.60
1152023.02.10 09:00sell391.004082.990.000.00
1162023.02.10 09:00modify391.004082.994102.994042.99
1172023.02.10 10:20close391.004060.894102.994042.99221.0011646.60
1182023.02.13 09:00sell401.004088.770.000.00
1192023.02.13 09:00modify401.004088.774108.774048.77
1202023.02.13 14:50s/l401.004108.774108.774048.77-200.0011446.60
1212023.02.14 15:00buy411.004143.260.000.00
1222023.02.14 15:00modify411.004143.264123.264183.26
1232023.02.14 15:45s/l411.004123.264123.264183.26-200.0011246.60
1242023.02.15 09:00sell421.004119.040.000.00
1252023.02.15 09:00modify421.004119.044139.044079.04
1262023.02.15 15:00buy431.004110.080.000.00
1272023.02.15 15:00modify431.004110.084090.084150.08
1282023.02.15 19:10s/l421.004139.044139.044079.04-200.0011046.60
1292023.02.15 21:00close431.004147.744090.084150.08376.6011423.20
1302023.02.16 14:00buy441.004103.350.000.00
1312023.02.16 14:00modify441.004103.354083.354143.35
1322023.02.16 15:50close441.004124.364083.354143.35210.1011633.30
1332023.02.17 09:00buy451.004064.140.000.00
1342023.02.17 09:00modify451.004064.144044.144104.14
1352023.02.17 17:00sell461.004054.180.000.00
1362023.02.17 17:00modify461.004054.184074.184014.18
1372023.02.17 19:45s/l461.004074.184074.184014.18-200.0011433.30
1382023.02.17 21:00close451.004079.154044.144104.14150.1011583.40
1392023.02.21 09:00buy471.004042.630.000.00
1402023.02.21 09:00modify471.004042.634022.634082.63
1412023.02.21 11:00sell481.004045.580.000.00
1422023.02.21 11:00modify481.004045.584065.584005.58
1432023.02.21 15:20s/l471.004022.634022.634082.63-200.0011383.40
1442023.02.21 18:40t/p481.004005.584065.584005.58400.0011783.40
1452023.02.22 10:00buy491.004001.670.000.00
1462023.02.22 10:00modify491.004001.673981.674041.67
1472023.02.22 18:00sell501.004007.280.000.00
1482023.02.22 18:00modify501.004007.284027.283967.28
1492023.02.22 19:50s/l491.003981.673981.674041.67-200.0011583.40
1502023.02.22 21:00close501.003992.974027.283967.28143.1011726.50
1512023.02.23 09:00sell511.004011.360.000.00
1522023.02.23 09:00modify511.004011.364031.363971.36
1532023.02.23 16:15close511.003991.054031.363971.36203.1011929.60
1542023.02.24 14:00buy521.003962.050.000.00
1552023.02.24 14:00modify521.003962.053942.054002.05
1562023.02.24 17:00sell531.003965.050.000.00
1572023.02.24 17:00modify531.003965.053985.053925.05
1582023.02.24 21:00close531.003970.213985.053925.05-51.6011878.00
1592023.02.24 21:00close521.003969.613942.054002.0575.6011953.60
1602023.02.27 09:00sell541.003984.680.000.00
1612023.02.27 09:00modify541.003984.684004.683944.68
1622023.02.27 13:50s/l541.004004.684004.683944.68-200.0011753.60
1632023.02.28 09:00buy551.003975.090.000.00
1642023.02.28 09:00modify551.003975.093955.094015.09
1652023.02.28 12:15close551.003995.793955.094015.09207.0011960.60
1662023.03.01 09:00sell561.003978.780.000.00
1672023.03.01 09:00modify561.003978.783998.783938.78
1682023.03.01 14:15close561.003957.623998.783938.78211.6012172.20
1692023.03.02 02:00buy571.003933.590.000.00
1702023.03.02 02:00modify571.003933.593913.593973.59
1712023.03.02 09:00sell581.003930.440.000.00
1722023.03.02 09:00modify581.003930.443950.443890.44
1732023.03.02 16:07s/l581.003950.443950.443890.44-200.0011972.20
1742023.03.02 19:20t/p571.003973.593913.593973.59400.0012372.20
1752023.03.03 09:00sell591.003980.540.000.00
1762023.03.03 09:00modify591.003980.544000.543940.54
1772023.03.03 13:50s/l591.004000.544000.543940.54-200.0012172.20
1782023.03.06 15:00sell601.004060.420.000.00
1792023.03.06 15:00modify601.004060.424080.424020.42
1802023.03.06 19:00buy611.004052.930.000.00
1812023.03.06 19:00modify611.004052.934032.934092.93
1822023.03.06 21:00close611.004048.034032.934092.93-49.0012123.20
1832023.03.06 21:00close601.004048.634080.424020.42117.9012241.10
1842023.03.07 09:00sell621.004055.790.000.00
1852023.03.07 09:00modify621.004055.794075.794015.79
1862023.03.07 15:00buy631.004047.230.000.00
1872023.03.07 15:00modify631.004047.234027.234087.23
1882023.03.07 15:10s/l631.004027.234027.234087.23-200.0012041.10
1892023.03.07 15:16t/p621.004015.794075.794015.79400.0012441.10
1902023.03.08 09:00sell641.003990.020.000.00
1912023.03.08 09:00modify641.003990.024010.023950.02
1922023.03.08 14:00buy651.003988.680.000.00
1932023.03.08 14:00modify651.003988.683968.684028.68
1942023.03.08 21:00close651.003992.533968.684028.6838.5012479.60
1952023.03.08 21:00close641.003993.134010.023950.02-31.1012448.50
1962023.03.09 09:00buy661.003983.820.000.00
1972023.03.09 09:00modify661.003983.823963.824023.82
1982023.03.09 14:00sell671.003998.330.000.00
1992023.03.09 14:00modify671.003998.334018.333958.33
2002023.03.09 18:40s/l661.003963.823963.824023.82-200.0012248.50
2012023.03.09 18:45t/p671.003958.334018.333958.33400.0012648.50
2022023.03.10 03:00buy681.003899.410.000.00
2032023.03.10 03:00modify681.003899.413879.413939.41
2042023.03.10 08:00sell691.003894.550.000.00
2052023.03.10 08:00modify691.003894.553914.553854.55
2062023.03.10 11:45s/l691.003914.553914.553854.55-200.0012448.50
2072023.03.10 13:32close681.003895.593879.413939.41-38.2012410.30
2082023.03.13 01:00buy701.003913.080.000.00
2092023.03.13 01:00modify701.003913.083893.083953.08
2102023.03.13 03:00sell711.003928.830.000.00
2112023.03.13 03:00modify711.003928.833948.833888.83
2122023.03.13 08:45s/l701.003893.083893.083953.08-200.0012210.30
2132023.03.13 08:50t/p711.003888.833948.833888.83400.0012610.30
2142023.03.14 02:00sell721.003867.010.000.00
2152023.03.14 02:00modify721.003867.013887.013827.01
2162023.03.14 07:00buy731.003867.570.000.00
2172023.03.14 07:00modify731.003867.573847.573907.57
2182023.03.14 12:15s/l721.003887.013887.013827.01-200.0012410.30
2192023.03.14 12:32close731.003863.633847.573907.57-39.4012370.90
2202023.03.15 09:00buy741.003913.400.000.00
2212023.03.15 09:00modify741.003913.403893.403953.40
2222023.03.15 09:50s/l741.003893.403893.403953.40-200.0012170.90
2232023.03.16 01:00sell751.003910.120.000.00
2242023.03.16 01:00modify751.003910.123930.123870.12
2252023.03.16 07:20close751.003889.973930.123870.12201.5012372.40
2262023.03.17 13:00buy761.003930.980.000.00
2272023.03.17 13:00modify761.003930.983910.983970.98
2282023.03.17 13:32close761.003954.863910.983970.98238.8012611.20
2292023.03.20 07:00buy771.003882.720.000.00
2302023.03.20 07:00modify771.003882.723862.723922.72
2312023.03.20 09:00sell781.003897.630.000.00
2322023.03.20 09:00modify781.003897.633917.633857.63
2332023.03.20 10:02s/l781.003917.633917.633857.63-200.0012411.20
2342023.03.20 10:50t/p771.003922.723862.723922.72400.0012811.20
2352023.03.21 16:00buy791.003974.850.000.00
2362023.03.21 16:00modify791.003974.853954.854014.85
2372023.03.21 19:10close791.003995.073954.854014.85202.2013013.40
2382023.03.22 19:00sell801.004000.510.000.00
2392023.03.22 19:00modify801.004000.514020.513960.51
2402023.03.22 19:02close801.003976.114020.513960.51244.0013257.40
2412023.03.23 14:00sell811.003971.980.000.00
2422023.03.23 14:00modify811.003971.983991.983931.98
2432023.03.23 14:45s/l811.003991.983991.983931.98-200.0013057.40
2442023.03.24 10:00buy821.003918.970.000.00
2452023.03.24 10:00modify821.003918.973898.973958.97
2462023.03.24 14:00sell831.003928.620.000.00
2472023.03.24 14:00modify831.003928.623948.623888.62
2482023.03.24 16:02s/l831.003948.623948.623888.62-200.0012857.40
2492023.03.24 18:20t/p821.003958.973898.973958.97400.0013257.40
2502023.03.27 15:00buy841.003978.630.000.00
2512023.03.27 15:00modify841.003978.633958.634018.63
2522023.03.27 17:00sell851.003979.060.000.00
2532023.03.27 17:00modify851.003979.063999.063939.06
2542023.03.27 22:00close851.003982.723999.063939.06-36.6013220.80
2552023.03.27 22:00close841.003982.123958.634018.6334.9013255.70
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