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=4; VolumeRequiredPct=70; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=20; StopLoss=60; 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=400; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit697.14Gross profit37077.53Gross loss-36380.39
Profit factor1.02Expected payoff1.43
Absolute drawdown3020.20Maximal drawdown6294.36 (47.42%)Relative drawdown47.42% (6294.36)
Total trades488Short positions (won %)244 (62.70%)Long positions (won %)244 (63.52%)
Profit trades (% of total)308 (63.11%)Loss trades (% of total)180 (36.89%)
Largestprofit trade131.93loss trade-395.41
Averageprofit trade120.38loss trade-202.11
Maximumconsecutive wins (profit in money)15 (1976.70)consecutive losses (loss in money)3 (-996.23)
Maximalconsecutive profit (count of wins)1976.70 (15)consecutive loss (count of losses)-996.23 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 04:00sell11.006950.000.000.00
22023.01.03 04:00modify11.006950.007010.006930.00
32023.01.03 06:15buy21.006950.360.000.00
42023.01.03 06:15modify21.006950.366890.366970.36
52023.01.03 08:02t/p21.006970.366890.366970.36131.7810131.78
62023.01.03 14:39s/l11.007010.007010.006930.00-395.359736.43
72023.01.04 04:15sell31.007051.760.000.00
82023.01.04 04:15modify31.007051.767111.767031.76
92023.01.04 06:15buy41.007042.770.000.00
102023.01.04 06:15modify41.007042.776982.777062.77
112023.01.04 14:41t/p41.007062.776982.777062.77131.789868.21
122023.01.04 23:00close31.007076.177111.767031.76-160.849707.37
132023.01.05 04:00buy51.007061.260.000.00
142023.01.05 04:00modify51.007061.267001.267081.26
152023.01.05 08:30sell61.007057.140.000.00
162023.01.05 08:30modify61.007057.147117.147037.14
172023.01.05 10:44t/p51.007081.267001.267081.26131.789839.15
182023.01.05 23:00close61.007067.267117.147037.14-66.689772.47
192023.01.06 04:00sell71.007111.130.000.00
202023.01.06 04:00modify71.007111.137171.137091.13
212023.01.06 07:45buy81.007094.340.000.00
222023.01.06 07:45modify81.007094.347034.347114.34
232023.01.06 07:55t/p71.007091.137171.137091.13131.789904.25
242023.01.06 13:30t/p81.007114.347034.347114.34131.7810036.03
252023.01.09 07:15buy91.007157.770.000.00
262023.01.09 07:15modify91.007157.777097.777177.77
272023.01.09 09:15sell101.007147.630.000.00
282023.01.09 09:15modify101.007147.637207.637127.63
292023.01.09 15:01t/p91.007177.777097.777177.77131.7810167.81
302023.01.09 23:00close101.007140.297207.637127.6348.3610216.17
312023.01.10 05:15sell111.007127.660.000.00
322023.01.10 05:15modify111.007127.667187.667107.66
332023.01.10 07:30buy121.007133.100.000.00
342023.01.10 07:30modify121.007133.107073.107153.10
352023.01.10 14:30t/p121.007153.107073.107153.10131.7810347.95
362023.01.10 23:00close111.007165.267187.667107.66-247.7510100.20
372023.01.11 05:15sell131.007197.290.000.00
382023.01.11 05:15modify131.007197.297257.297177.29
392023.01.11 07:15buy141.007189.850.000.00
402023.01.11 07:15modify141.007189.857129.857209.85
412023.01.11 09:07t/p141.007209.857129.857209.85131.7810231.98
422023.01.11 22:53s/l131.007257.297257.297177.29-395.359836.63
432023.01.12 05:15sell151.007278.600.000.00
442023.01.12 05:15modify151.007278.607338.607258.60
452023.01.12 07:15buy161.007285.330.000.00
462023.01.12 07:15modify161.007285.337225.337305.33
472023.01.12 13:29t/p161.007305.337225.337305.33131.789968.41
482023.01.12 23:00close151.007318.337338.607258.60-261.799706.62
492023.01.13 08:15sell171.007329.760.000.00
502023.01.13 08:15modify171.007329.767389.767309.76
512023.01.13 10:45buy181.007346.800.000.00
522023.01.13 10:45modify181.007346.807286.807366.80
532023.01.13 12:57t/p171.007309.767389.767309.76131.789838.40
542023.01.15 22:50t/p181.007366.807286.807366.80130.359968.75
552023.01.16 05:15sell191.007387.690.000.00
562023.01.16 05:15modify191.007387.697447.697367.69
572023.01.16 08:45buy201.007375.200.000.00
582023.01.16 08:45modify201.007375.207315.207395.20
592023.01.16 22:50t/p191.007367.697447.697367.69131.7810100.53
602023.01.16 23:00close201.007364.607315.207395.20-69.8510030.68
612023.01.17 05:15sell211.007384.000.000.00
622023.01.17 05:15modify211.007384.007444.007364.00
632023.01.17 16:00buy221.007395.290.000.00
642023.01.17 16:00modify221.007395.297335.297415.29
652023.01.17 23:00close221.007398.677335.297415.2922.2710052.95
662023.01.17 23:00close211.007401.277444.007364.00-113.809939.15
672023.01.18 04:00buy231.007380.200.000.00
682023.01.18 04:00modify231.007380.207320.207400.20
692023.01.18 06:16t/p231.007400.207320.207400.20131.7810070.93
702023.01.18 08:15sell241.007396.660.000.00
712023.01.18 08:15modify241.007396.667456.667376.66
722023.01.18 17:31t/p241.007376.667456.667376.66131.7810202.71
732023.01.19 05:15sell251.007443.730.000.00
742023.01.19 05:15modify251.007443.737503.737423.73
752023.01.19 09:00buy261.007442.270.000.00
762023.01.19 09:00modify261.007442.277382.277462.27
772023.01.19 11:29t/p251.007423.737503.737423.73131.7810334.49
782023.01.19 23:00close261.007442.577382.277462.271.9810336.47
792023.01.20 05:15sell271.007450.660.000.00
802023.01.20 05:15modify271.007450.667510.667430.66
812023.01.20 08:15buy281.007446.230.000.00
822023.01.20 08:15modify281.007446.237386.237466.23
832023.01.20 09:03t/p271.007430.667510.667430.66131.7810468.25
842023.01.20 18:49t/p281.007466.237386.237466.23131.7810600.03
852023.01.23 07:30buy291.007444.260.000.00
862023.01.23 07:30modify291.007444.267384.267464.26
872023.01.23 11:30sell301.007436.630.000.00
882023.01.23 11:30modify301.007436.637496.637416.63
892023.01.23 14:51t/p291.007464.267384.267464.26131.7810731.81
902023.01.23 23:00close301.007475.267496.637416.63-254.5510477.26
912023.01.24 05:15sell311.007490.660.000.00
922023.01.24 05:15modify311.007490.667550.667470.66
932023.01.24 08:30buy321.007482.850.000.00
942023.01.24 08:30modify321.007482.857422.857502.85
952023.01.24 09:01t/p311.007470.667550.667470.66131.7910609.05
962023.01.24 22:51t/p321.007502.857422.857502.85131.7910740.84
972023.01.25 04:00sell331.007486.200.000.00
982023.01.25 04:00modify331.007486.207546.207466.20
992023.01.25 05:09t/p331.007466.207546.207466.20131.7910872.63
1002023.01.25 05:15buy341.007470.290.000.00
1012023.01.25 05:15modify341.007470.297410.297490.29
1022023.01.25 19:15t/p341.007490.297410.297490.29131.7911004.42
1032023.01.26 06:30sell351.007501.170.000.00
1042023.01.26 06:30modify351.007501.177561.177481.17
1052023.01.26 09:45buy361.007501.770.000.00
1062023.01.26 09:45modify361.007501.777441.777521.77
1072023.01.26 14:31t/p361.007521.777441.777521.77131.7911136.21
1082023.01.26 14:50close351.007500.247561.177481.176.1311142.34
1092023.01.27 04:15sell371.007501.570.000.00
1102023.01.27 04:15modify371.007501.577561.577481.57
1112023.01.27 07:15buy381.007493.600.000.00
1122023.01.27 07:15modify381.007493.607433.607513.60
1132023.01.27 15:02t/p381.007513.607433.607513.60131.7911274.13
1142023.01.29 23:00close371.007504.607561.577481.57-19.6511254.48
1152023.01.30 04:15sell391.007493.670.000.00
1162023.01.30 04:15modify391.007493.677553.677473.67
1172023.01.30 07:15buy401.007477.600.000.00
1182023.01.30 07:15modify401.007477.607417.607497.60
1192023.01.30 08:00t/p391.007473.677553.677473.67131.7911386.27
1202023.01.30 14:45t/p401.007497.607417.607497.60131.7911518.06
1212023.01.31 04:00buy411.007473.770.000.00
1222023.01.31 04:00modify411.007473.777413.777493.77
1232023.01.31 07:15sell421.007480.600.000.00
1242023.01.31 07:15modify421.007480.607540.607460.60
1252023.01.31 10:36t/p421.007460.607540.607460.60131.7911649.85
1262023.01.31 15:30t/p411.007493.777413.777493.77131.7911781.64
1272023.02.01 04:45buy431.007499.230.000.00
1282023.02.01 04:45modify431.007499.237439.237519.23
1292023.02.01 07:30sell441.007503.570.000.00
1302023.02.01 07:30modify441.007503.577563.577483.57
1312023.02.01 15:44t/p441.007483.577563.577483.57131.7911913.43
1322023.02.01 22:50t/p431.007519.237439.237519.23131.7912045.22
1332023.02.02 04:00buy451.007513.170.000.00
1342023.02.02 04:00modify451.007513.177453.177533.17
1352023.02.02 08:30sell461.007520.570.000.00
1362023.02.02 08:30modify461.007520.577580.577500.57
1372023.02.02 13:20t/p451.007533.177453.177533.17131.7912177.01
1382023.02.02 23:00close461.007529.327580.577500.57-57.6612119.35
1392023.02.03 04:00sell471.007551.630.000.00
1402023.02.03 04:00modify471.007551.637611.637531.63
1412023.02.03 07:30buy481.007547.170.000.00
1422023.02.03 07:30modify481.007547.177487.177567.17
1432023.02.03 12:53t/p481.007567.177487.177567.17131.7912251.14
1442023.02.05 23:00close471.007551.207611.637531.633.1512254.29
1452023.02.06 04:30buy491.007534.170.000.00
1462023.02.06 04:30modify491.007534.177474.177554.17
1472023.02.06 08:15sell501.007544.690.000.00
1482023.02.06 08:15modify501.007544.697604.697524.69
1492023.02.06 09:48t/p501.007524.697604.697524.69131.7912386.08
1502023.02.06 23:00close491.007530.737474.177554.17-22.6712363.41
1512023.02.07 04:00buy511.007502.290.000.00
1522023.02.07 04:00modify511.007502.297442.297522.29
1532023.02.07 09:00sell521.007493.730.000.00
1542023.02.07 09:00modify521.007493.737553.737473.73
1552023.02.07 14:12t/p521.007473.737553.737473.73131.7912495.20
1562023.02.07 22:50t/p511.007522.297442.297522.29131.7912626.99
1572023.02.08 05:15buy531.007530.230.000.00
1582023.02.08 05:15modify531.007530.237470.237550.23
1592023.02.08 08:15sell541.007519.600.000.00
1602023.02.08 08:15modify541.007519.607579.607499.60
1612023.02.08 16:13t/p541.007499.607579.607499.60131.7912758.78
1622023.02.08 23:00close531.007492.237470.237550.23-250.4012508.38
1632023.02.09 04:15buy551.007490.430.000.00
1642023.02.09 04:15modify551.007490.437430.437510.43
1652023.02.09 07:15sell561.007490.730.000.00
1662023.02.09 07:15modify561.007490.737550.737470.73
1672023.02.09 08:23t/p551.007510.437430.437510.43131.7912640.17
1682023.02.09 19:16t/p561.007470.737550.737470.73131.7912771.96
1692023.02.10 04:15sell571.007437.830.000.00
1702023.02.10 04:15modify571.007437.837497.837417.83
1712023.02.10 07:45buy581.007438.320.000.00
1722023.02.10 07:45modify581.007438.327378.327458.32
1732023.02.10 11:14t/p571.007417.837497.837417.83131.7912903.75
1742023.02.12 23:00close581.007436.287378.327458.32-14.8712888.88
1752023.02.13 04:15buy591.007412.140.000.00
1762023.02.13 04:15modify591.007412.147352.147432.14
1772023.02.13 08:13t/p591.007432.147352.147432.14131.7913020.67
1782023.02.13 08:15sell601.007430.660.000.00
1792023.02.13 08:15modify601.007430.667490.667410.66
1802023.02.13 23:00close601.007465.177490.667410.66-227.4112793.26
1812023.02.14 05:00buy611.007429.470.000.00
1822023.02.14 05:00modify611.007429.477369.477449.47
1832023.02.14 09:15sell621.007433.190.000.00
1842023.02.14 09:15modify621.007433.197493.197413.19
1852023.02.14 13:25t/p611.007449.477369.477449.47131.7912925.05
1862023.02.14 14:31t/p621.007413.197493.197413.19131.7913056.84
1872023.02.15 04:15sell631.007355.600.000.00
1882023.02.15 04:15modify631.007355.607415.607335.60
1892023.02.15 13:45buy641.007359.140.000.00
1902023.02.15 13:45modify641.007359.147299.147379.14
1912023.02.15 19:43t/p641.007379.147299.147379.14131.7913188.63
1922023.02.15 23:00close631.007394.297415.607335.60-254.9512933.68
1932023.02.16 04:00sell651.007414.650.000.00
1942023.02.16 04:00modify651.007414.657474.657394.65
1952023.02.16 08:45buy661.007409.170.000.00
1962023.02.16 08:45modify661.007409.177349.177429.17
1972023.02.16 13:30t/p651.007394.657474.657394.65131.7913065.47
1982023.02.16 23:00close661.007382.987349.177429.17-172.5812892.89
1992023.02.17 04:00sell671.007350.000.000.00
2002023.02.17 04:00modify671.007350.007410.007330.00
2012023.02.17 08:15buy681.007331.200.000.00
2022023.02.17 08:15modify681.007331.207271.207351.20
2032023.02.17 08:28t/p671.007330.007410.007330.00131.7913024.68
2042023.02.17 15:36t/p681.007351.207271.207351.20131.7913156.47
2052023.02.20 04:00sell691.007352.000.000.00
2062023.02.20 04:00modify691.007352.007412.007332.00
2072023.02.20 08:15buy701.007336.290.000.00
2082023.02.20 08:15modify701.007336.297276.297356.29
2092023.02.20 09:16t/p691.007332.007412.007332.00131.7913288.26
2102023.02.20 23:00close701.007305.287276.297356.29-204.3513083.91
2112023.02.21 04:15buy711.007340.200.000.00
2122023.02.21 04:15modify711.007340.207280.207360.20
2132023.02.21 08:15sell721.007325.630.000.00
2142023.02.21 08:15modify721.007325.637385.637305.63
2152023.02.21 08:48t/p721.007305.637385.637305.63131.7913215.70
2162023.02.21 22:50s/l711.007280.207280.207360.20-395.3812820.32
2172023.02.22 05:15sell731.007308.630.000.00
2182023.02.22 05:15modify731.007308.637368.637288.63
2192023.02.22 07:15buy741.007303.300.000.00
2202023.02.22 07:15modify741.007303.307243.307323.30
2212023.02.22 08:40t/p731.007288.637368.637288.63131.7912952.11
2222023.02.22 23:00close741.007288.647243.307323.30-96.6112855.50
2232023.02.23 08:15sell751.007276.600.000.00
2242023.02.23 08:15modify751.007276.607336.607256.60
2252023.02.23 10:15buy761.007270.170.000.00
2262023.02.23 10:15modify761.007270.177210.177290.17
2272023.02.23 16:39t/p751.007256.607336.607256.60131.7912987.29
2282023.02.23 23:00close761.007278.697210.177290.1756.1413043.43
2292023.02.24 04:30buy771.007304.200.000.00
2302023.02.24 04:30modify771.007304.207244.207324.20
2312023.02.24 08:15sell781.007296.520.000.00
2322023.02.24 08:15modify781.007296.527356.527276.52
2332023.02.24 11:40t/p781.007276.527356.527276.52131.7913175.22
2342023.02.24 13:40s/l771.007244.207244.207324.20-395.3612779.86
2352023.02.27 05:00sell791.007215.210.000.00
2362023.02.27 05:00modify791.007215.217275.217195.21
2372023.02.27 14:45buy801.007251.760.000.00
2382023.02.27 14:45modify801.007251.767191.767271.76
2392023.02.27 23:00close801.007252.447191.767271.764.4812784.34
2402023.02.27 23:00close791.007255.047275.217195.21-262.4512521.89
2412023.02.28 05:15buy811.007258.230.000.00
2422023.02.28 05:15modify811.007258.237198.237278.23
2432023.02.28 08:45sell821.007228.540.000.00
2442023.02.28 08:45modify821.007228.547288.547208.54
2452023.02.28 23:00close821.007223.237288.547208.5434.9912556.88
2462023.02.28 23:00close811.007220.637198.237278.23-247.7612309.12
2472023.03.01 04:15buy831.007264.940.000.00
2482023.03.01 04:15modify831.007264.947204.947284.94
2492023.03.01 06:45sell841.007254.540.000.00
2502023.03.01 06:45modify841.007254.547314.547234.54
2512023.03.01 16:16t/p841.007234.547314.547234.54131.7912440.91
2522023.03.01 23:00close831.007251.617204.947284.94-87.8412353.07
2532023.03.02 05:15sell851.007251.860.000.00
2542023.03.02 05:15modify851.007251.867311.867231.86
2552023.03.02 07:30buy861.007233.990.000.00
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13612023.12.01 08:57t/p4531.007091.067011.067091.06131.8010485.22
13622023.12.03 23:00close4541.007138.597143.807063.80-360.7610124.46
13632023.12.04 04:00sell4551.007127.540.000.00
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13652023.12.04 07:54t/p4551.007107.547187.547107.54131.8010256.26
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13692023.12.05 04:00sell4571.007064.660.000.00
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13712023.12.05 10:30buy4581.007071.800.000.00
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13732023.12.05 16:02t/p4581.007091.807011.807091.80131.7910335.86
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13792023.12.06 14:17t/p4601.007196.427116.427196.42131.7910378.62
13802023.12.06 22:52t/p4591.007158.717238.717158.71131.7910510.41
13812023.12.07 04:15buy4611.007159.600.000.00
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13832023.12.07 10:30sell4621.007155.970.000.00
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13852023.12.07 15:09t/p4621.007135.977215.977135.97131.7910642.20
13862023.12.07 23:00close4611.007143.217099.607179.60-108.0110534.19
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13922023.12.08 09:04t/p4641.007187.927107.927187.92131.7910797.77
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14042023.12.12 23:00close4681.007231.607161.147241.1468.9310956.19
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14212023.12.15 13:37t/p4741.007424.967504.967424.96131.7810560.79
14222023.12.15 19:58s/l4731.007389.607389.607469.60-395.3510165.44
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14282023.12.18 23:00close4751.007437.237483.297403.29-91.8510205.37
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14312023.12.19 07:30sell4781.007501.590.000.00
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14332023.12.19 09:23t/p4771.007509.177429.177509.17131.7810337.15
14342023.12.19 23:00close4781.007523.267561.597481.59-142.7910194.36
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14412023.12.21 08:15sell4811.007513.690.000.00
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14452023.12.21 18:19t/p4811.007493.697573.697493.69131.7810589.70
14462023.12.21 23:00close4821.007511.737453.297533.29-10.2810579.42
14472023.12.22 05:15buy4831.007506.600.000.00
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14492023.12.27 06:10t/p4831.007526.607446.607526.60128.2210707.63
14502023.12.27 08:15buy4841.007567.770.000.00
14512023.12.27 08:15modify4841.007567.777507.777587.77
14522023.12.27 14:45sell4851.007583.260.000.00
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14542023.12.27 15:12t/p4841.007587.777507.777587.77131.7810839.41
14552023.12.27 23:00close4851.007583.177643.267563.260.5910840.00
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14572023.12.28 05:15modify4861.007614.667674.667594.66
14582023.12.28 08:45buy4871.007625.830.000.00
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14602023.12.28 10:38t/p4861.007594.667674.667594.66131.7810971.78
14612023.12.28 23:00close4871.007589.667565.837645.83-238.3310733.45
14622023.12.29 05:15sell4881.007588.690.000.00
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14642023.12.29 05:27close at stop4881.007594.207648.697568.69-36.3110697.14