Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolNAS100 (US Tech 100 Cash (1 lot = USD 1 per index point))
Period15 Minutes (M15) 2023.01.02 23:00 - 2023.12.29 21:00 (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=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=70; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 test23024Ticks modelled75114465Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread150
Total net profit13248.87Gross profit76396.40Gross loss-63147.53
Profit factor1.21Expected payoff47.15
Absolute drawdown272.30Maximal drawdown6749.20 (24.28%)Relative drawdown24.28% (6749.20)
Total trades281Short positions (won %)131 (43.51%)Long positions (won %)150 (44.67%)
Profit trades (% of total)124 (44.13%)Loss trades (% of total)157 (55.87%)
Largestprofit trade700.00loss trade-1100.00
Averageprofit trade616.10loss trade-402.21
Maximumconsecutive wins (profit in money)11 (6649.00)consecutive losses (loss in money)10 (-4427.60)
Maximalconsecutive profit (count of wins)6649.00 (11)consecutive loss (count of losses)-4427.60 (10)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00buy11.0010993.640.000.00
22023.01.03 12:00modify11.0010993.6410883.6411063.64
32023.01.03 14:00sell21.0011030.210.000.00
42023.01.03 14:00modify21.0011030.2111140.2110960.21
52023.01.03 14:39t/p11.0011063.6410883.6411063.64700.0010700.00
62023.01.03 14:45close21.0011039.5311140.2110960.21-93.2010606.80
72023.01.04 12:15buy31.0010922.190.000.00
82023.01.04 12:15modify31.0010922.1910812.1910992.19
92023.01.04 14:30sell41.0010949.190.000.00
102023.01.04 14:30modify41.0010949.1911059.1910879.19
112023.01.04 14:46t/p41.0010879.1911059.1910879.19700.0011306.80
122023.01.04 14:50close31.0010912.8810812.1910992.19-93.1011213.70
132023.01.05 13:15buy51.0010921.450.000.00
142023.01.05 13:15modify51.0010921.4510811.4510991.45
152023.01.05 13:15close51.0010880.8710811.4510991.45-405.8010807.90
162023.01.06 13:15buy61.0010710.890.000.00
172023.01.06 13:15modify61.0010710.8910600.8910780.89
182023.01.06 13:30t/p61.0010780.8910600.8910780.89700.0011507.90
192023.01.09 13:15buy71.0011077.240.000.00
202023.01.09 13:15modify71.0011077.2410967.2411147.24
212023.01.09 14:30close71.0011138.6010967.2411147.24613.6012121.50
222023.01.10 12:30buy81.0011035.670.000.00
232023.01.10 12:30modify81.0011035.6710925.6711105.67
242023.01.10 14:14close81.0011096.8010925.6711105.67611.3012732.80
252023.01.11 12:30buy91.0011211.240.000.00
262023.01.11 12:30modify91.0011211.2411101.2411281.24
272023.01.11 14:30sell101.0011245.760.000.00
282023.01.11 14:30modify101.0011245.7611355.7611175.76
292023.01.11 14:48t/p91.0011281.2411101.2411281.24700.0013432.80
302023.01.11 14:53close101.0011255.5811355.7611175.76-98.2013334.60
312023.01.12 13:15sell111.0011424.790.000.00
322023.01.12 13:15modify111.0011424.7911534.7911354.79
332023.01.12 13:29close111.0011464.8411534.7911354.79-400.5012934.10
342023.01.13 12:15buy121.0011398.160.000.00
352023.01.13 12:15modify121.0011398.1611288.1611468.16
362023.01.13 12:30close121.0011358.0511288.1611468.16-401.1012533.00
372023.01.16 14:45sell131.0011532.270.000.00
382023.01.16 14:45modify131.0011532.2711642.2711462.27
392023.01.16 23:00close131.0011504.9011642.2711462.27273.7012806.70
402023.01.17 12:45buy141.0011501.320.000.00
412023.01.17 12:45modify141.0011501.3211391.3211571.32
422023.01.17 15:00sell151.0011547.310.000.00
432023.01.17 15:00modify151.0011547.3111657.3111477.31
442023.01.17 15:00t/p141.0011571.3211391.3211571.32700.0013506.70
452023.01.17 15:40close151.0011557.0311657.3111477.31-97.2013409.50
462023.01.18 13:15buy161.0011599.360.000.00
472023.01.18 13:15modify161.0011599.3611489.3611669.36
482023.01.18 15:00close161.0011663.3211489.3611669.36639.6014049.10
492023.01.19 12:15buy171.0011319.760.000.00
502023.01.19 12:15modify171.0011319.7611209.7611389.76
512023.01.19 13:32close171.0011279.5711209.7611389.76-401.9013647.20
522023.01.20 12:45sell181.0011373.100.000.00
532023.01.20 12:45modify181.0011373.1011483.1011303.10
542023.01.20 15:05close181.0011414.5911483.1011303.10-414.9013232.30
552023.01.23 13:15sell191.0011641.140.000.00
562023.01.23 13:15modify191.0011641.1411751.1411571.14
572023.01.23 14:42close191.0011681.6011751.1411571.14-404.6012827.70
582023.01.24 14:00buy201.0011786.040.000.00
592023.01.24 14:00modify201.0011786.0411676.0411856.04
602023.01.24 14:46close201.0011846.2911676.0411856.04602.5013430.20
612023.01.25 12:00buy211.0011683.400.000.00
622023.01.25 12:00modify211.0011683.4011573.4011753.40
632023.01.25 13:59close211.0011642.1511573.4011753.40-412.5013017.70
642023.01.26 13:00sell221.0011932.580.000.00
652023.01.26 13:00modify221.0011932.5812042.5811862.58
662023.01.26 14:30close221.0011973.0312042.5811862.58-404.5012613.20
672023.01.27 12:45buy231.0011981.360.000.00
682023.01.27 12:45modify231.0011981.3611871.3612051.36
692023.01.27 14:39close231.0012041.5211871.3612051.36601.6013214.80
702023.01.30 12:00sell241.0012004.290.000.00
712023.01.30 12:00modify241.0012004.2912114.2911934.29
722023.01.30 14:00buy251.0012029.780.000.00
732023.01.30 14:00modify251.0012029.7811919.7812099.78
742023.01.30 15:41t/p241.0011934.2912114.2911934.29700.0013914.80
752023.01.30 20:17s/l251.0011919.7811919.7812099.78-1100.0012814.80
762023.01.31 12:15sell261.0011862.380.000.00
772023.01.31 12:15modify261.0011862.3811972.3811792.38
782023.01.31 13:30close261.0011906.2911972.3811792.38-439.1012375.70
792023.02.01 13:30sell271.0012084.720.000.00
802023.02.01 13:30modify271.0012084.7212194.7212014.72
812023.02.01 15:30buy281.0012088.620.000.00
822023.02.01 15:30modify281.0012088.6211978.6212158.62
832023.02.01 19:33t/p271.0012014.7212194.7212014.72700.0013075.70
842023.02.01 19:36close281.0012079.1511978.6212158.62-94.7012981.00
852023.02.02 12:15buy291.0012516.310.000.00
862023.02.02 12:15modify291.0012516.3112406.3112586.31
872023.02.02 13:30close291.0012580.5112406.3112586.31642.0013623.00
882023.02.03 12:15sell301.0012660.280.000.00
892023.02.03 12:15modify301.0012660.2812770.2812590.28
902023.02.03 13:13close301.0012700.3212770.2812590.28-400.4013222.60
912023.02.06 13:45buy311.0012457.350.000.00
922023.02.06 13:45modify311.0012457.3512347.3512527.35
932023.02.06 14:45close311.0012517.6912347.3512527.35603.4013826.00
942023.02.07 13:30buy321.0012485.890.000.00
952023.02.07 13:30modify321.0012485.8912375.8912555.89
962023.02.07 14:35close321.0012445.3712375.8912555.89-405.2013420.80
972023.02.08 14:00buy331.0012674.200.000.00
982023.02.08 14:00modify331.0012674.2012564.2012744.20
992023.02.08 14:52close331.0012633.8312564.2012744.20-403.7013017.10
1002023.02.09 13:45sell341.0012653.910.000.00
1012023.02.09 13:45modify341.0012653.9112763.9112583.91
1022023.02.09 14:45close341.0012592.5312763.9112583.91613.8013630.90
1032023.02.10 12:45buy351.0012252.470.000.00
1042023.02.10 12:45modify351.0012252.4712142.4712322.47
1052023.02.10 14:30close351.0012312.4812142.4712322.47600.1014231.00
1062023.02.13 14:30sell361.0012359.460.000.00
1072023.02.13 14:30modify361.0012359.4612469.4612289.46
1082023.02.13 14:57close361.0012399.9312469.4612289.46-404.7013826.30
1092023.02.14 13:30sell371.0012538.640.000.00
1102023.02.14 13:30modify371.0012538.6412648.6412468.64
1112023.02.14 13:30close371.0012478.3612648.6412468.64602.8014429.10
1122023.02.15 12:15sell381.0012568.740.000.00
1132023.02.15 12:15modify381.0012568.7412678.7412498.74
1142023.02.15 13:30close381.0012498.8912678.7412498.74698.5015127.60
1152023.02.16 13:30buy391.0012625.210.000.00
1162023.02.16 13:30modify391.0012625.2112515.2112695.21
1172023.02.16 13:30close391.0012583.8412515.2112695.21-413.7014713.90
1182023.02.17 12:15sell401.0012344.600.000.00
1192023.02.17 12:15modify401.0012344.6012454.6012274.60
1202023.02.17 14:46close401.0012284.1612454.6012274.60604.4015318.30
1212023.02.21 12:15buy411.0012227.520.000.00
1222023.02.21 12:15modify411.0012227.5212117.5212297.52
1232023.02.21 14:15sell421.0012208.540.000.00
1242023.02.21 14:15modify421.0012208.5412318.5412138.54
1252023.02.21 16:11t/p421.0012138.5412318.5412138.54700.0016018.30
1262023.02.21 16:32s/l411.0012117.5212117.5212297.52-1100.0014918.30
1272023.02.22 12:15sell431.0012076.870.000.00
1282023.02.22 12:15modify431.0012076.8712186.8712006.87
1292023.02.22 12:34close431.0012117.0312186.8712006.87-401.6014516.70
1302023.02.23 13:30sell441.0012189.090.000.00
1312023.02.23 13:30modify441.0012189.0912299.0912119.09
1322023.02.23 15:30buy451.0012163.030.000.00
1332023.02.23 15:30modify451.0012163.0312053.0312233.03
1342023.02.23 15:47t/p441.0012119.0912299.0912119.09700.0015216.70
1352023.02.23 16:20s/l451.0012053.0312053.0312233.03-1100.0014116.70
1362023.02.24 12:15sell461.0012072.990.000.00
1372023.02.24 12:15modify461.0012072.9912182.9912002.99
1382023.02.24 13:30close461.0012011.5912182.9912002.99614.0014730.70
1392023.02.27 13:30sell471.0012050.400.000.00
1402023.02.27 13:30modify471.0012050.4012160.4011980.40
1412023.02.27 13:41close471.0012091.1212160.4011980.40-407.2014323.50
1422023.02.28 13:15buy481.0012096.310.000.00
1432023.02.28 13:15modify481.0012096.3111986.3112166.31
1442023.02.28 13:36close481.0012056.1511986.3112166.31-401.6013921.90
1452023.03.01 13:15buy491.0012071.660.000.00
1462023.03.01 13:15modify491.0012071.6611961.6612141.66
1472023.03.01 13:34close491.0012031.2011961.6612141.66-404.6013517.30
1482023.03.02 12:15sell501.0011887.730.000.00
1492023.03.02 12:15modify501.0011887.7311997.7311817.73
1502023.03.02 13:31close501.0011827.6211997.7311817.73601.1014118.40
1512023.03.03 13:45sell511.0012090.700.000.00
1522023.03.03 13:45modify511.0012090.7012200.7012020.70
1532023.03.03 14:07close511.0012130.8012200.7012020.70-401.0013717.40
1542023.03.06 12:00buy521.0012281.860.000.00
1552023.03.06 12:00modify521.0012281.8612171.8612351.86
1562023.03.06 13:36close521.0012341.8912171.8612351.86600.3014317.70
1572023.03.07 14:15buy531.0012310.880.000.00
1582023.03.07 14:15modify531.0012310.8812200.8812380.88
1592023.03.07 15:00close531.0012269.1212200.8812380.88-417.6013900.10
1602023.03.08 13:15sell541.0012154.090.000.00
1612023.03.08 13:15modify541.0012154.0912264.0912084.09
1622023.03.08 14:31close541.0012194.1112264.0912084.09-400.2013499.90
1632023.03.09 13:45sell551.0012202.400.000.00
1642023.03.09 13:45modify551.0012202.4012312.4012132.40
1652023.03.09 14:00close551.0012242.8212312.4012132.40-404.2013095.70
1662023.03.10 12:45buy561.0012000.680.000.00
1672023.03.10 12:45modify561.0012000.6811890.6812070.68
1682023.03.10 13:30t/p561.0012070.6811890.6812070.68700.0013795.70
1692023.03.13 12:00buy571.0011927.300.000.00
1702023.03.13 12:00modify571.0011927.3011817.3011997.30
1712023.03.13 12:05close571.0011887.0011817.3011997.30-403.0013392.70
1722023.03.14 12:15sell581.0012007.690.000.00
1732023.03.14 12:15modify581.0012007.6912117.6911937.69
1742023.03.14 12:30t/p581.0011937.6912117.6911937.69700.0014092.70
1752023.03.15 12:00buy591.0012022.350.000.00
1762023.03.15 12:00modify591.0012022.3511912.3512092.35
1772023.03.15 12:45close591.0011981.0011912.3512092.35-413.5013679.20
1782023.03.16 12:00sell601.0012278.870.000.00
1792023.03.16 12:00modify601.0012278.8712388.8712208.87
1802023.03.16 13:15close601.0012217.0912388.8712208.87617.8014297.00
1812023.03.17 12:00sell611.0012596.760.000.00
1822023.03.17 12:00modify611.0012596.7612706.7612526.76
1832023.03.17 12:26close611.0012536.7012706.7612526.76600.6014897.60
1842023.03.20 12:30sell621.0012510.520.000.00
1852023.03.20 12:30modify621.0012510.5212620.5212440.52
1862023.03.20 12:52close621.0012551.1612620.5212440.52-406.4014491.20
1872023.03.21 13:45sell631.0012658.910.000.00
1882023.03.21 13:45modify631.0012658.9112768.9112588.91
1892023.03.21 14:01close631.0012698.9612768.9112588.91-400.5014090.70
1902023.03.22 14:00sell641.0012751.300.000.00
1912023.03.22 14:00modify641.0012751.3012861.3012681.30
1922023.03.22 14:28close641.0012791.5712861.3012681.30-402.7013688.00
1932023.03.23 13:15buy651.0012696.490.000.00
1942023.03.23 13:15modify651.0012696.4912586.4912766.49
1952023.03.23 13:43close651.0012757.5912586.4912766.49611.0014299.00
1962023.03.24 12:00buy661.0012649.670.000.00
1972023.03.24 12:00modify661.0012649.6712539.6712719.67
1982023.03.24 13:30close661.0012710.7812539.6712719.67611.1014910.10
1992023.03.27 13:45sell671.0012812.320.000.00
2002023.03.27 13:45modify671.0012812.3212922.3212742.32
2012023.03.27 14:35close671.0012750.2812922.3212742.32620.4015530.50
2022023.03.28 14:00buy681.0012572.090.000.00
2032023.03.28 14:00modify681.0012572.0912462.0912642.09
2042023.03.28 14:34close681.0012531.7912462.0912642.09-403.0015127.50
2052023.03.29 13:30sell691.0012766.810.000.00
2062023.03.29 13:30modify691.0012766.8112876.8112696.81
2072023.03.29 13:48close691.0012807.0812876.8112696.81-402.7014724.80
2082023.03.30 12:45sell701.0012939.110.000.00
2092023.03.30 12:45modify701.0012939.1113049.1112869.11
2102023.03.30 14:28close701.0012980.0513049.1112869.11-409.4014315.40
2112023.03.31 12:45sell711.0012977.060.000.00
2122023.03.31 12:45modify711.0012977.0613087.0612907.06
2132023.03.31 13:42close711.0013019.9113087.0612907.06-428.5013886.90
2142023.04.03 13:15sell721.0013096.040.000.00
2152023.04.03 13:15modify721.0013096.0413206.0413026.04
2162023.04.03 13:48close721.0013136.6113206.0413026.04-405.7013481.20
2172023.04.04 14:00buy731.0013159.120.000.00
2182023.04.04 14:00modify731.0013159.1213049.1213229.12
2192023.04.04 15:08close731.0013118.7213049.1213229.12-404.0013077.20
2202023.04.05 12:30sell741.0013091.380.000.00
2212023.04.05 12:30modify741.0013091.3813201.3813021.38
2222023.04.05 13:35close741.0013031.2713201.3813021.38601.1013678.30
2232023.04.06 13:00buy751.0012906.190.000.00
2242023.04.06 13:00modify751.0012906.1912796.1912976.19
2252023.04.06 13:32close751.0012866.0912796.1912976.19-401.0013277.30
2262023.04.07 12:45sell761.0013052.210.000.00
2272023.04.07 12:45modify761.0013052.2113162.2112982.21
2282023.04.09 23:00close761.0013069.8913162.2112982.21-176.2713101.03
2292023.04.10 12:30buy771.0012950.720.000.00
2302023.04.10 12:30modify771.0012950.7212840.7213020.72
2312023.04.10 13:32close771.0012910.7112840.7213020.72-400.1012700.93
2322023.04.11 13:15buy781.0013045.770.000.00
2332023.04.11 13:15modify781.0013045.7712935.7713115.77
2342023.04.11 13:40close781.0013005.7212935.7713115.77-400.5012300.43
2352023.04.12 12:30buy791.0012951.750.000.00
2362023.04.12 12:30modify791.0012951.7512841.7513021.75
2372023.04.12 12:30close791.0013012.1412841.7513021.75603.9012904.33
2382023.04.13 12:15buy801.0012859.710.000.00
2392023.04.13 12:15modify801.0012859.7112749.7112929.71
2402023.04.13 12:30close801.0012921.8112749.7112929.71621.0013525.33
2412023.04.14 12:15sell811.0013060.800.000.00
2422023.04.14 12:15modify811.0013060.8013170.8012990.80
2432023.04.14 12:56close811.0013000.8013170.8012990.80600.0014125.33
2442023.04.17 12:15sell821.0013089.820.000.00
2452023.04.17 12:15modify821.0013089.8213199.8213019.82
2462023.04.17 14:38close821.0013029.6413199.8213019.82601.8014727.13
2472023.04.18 12:45sell831.0013195.370.000.00
2482023.04.18 12:45modify831.0013195.3713305.3713125.37
2492023.04.18 14:02close831.0013135.3213305.3713125.37600.5015327.63
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