Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1400)

SymbolSP500 (SPX500 Cash)
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=7; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=70; StopLoss=100; 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=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 test23025Ticks modelled10124107Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit5424.36Gross profit24390.95Gross loss-18966.60
Profit factor1.29Expected payoff12.33
Absolute drawdown778.47Maximal drawdown1781.61 (12.42%)Relative drawdown13.72% (1466.77)
Total trades440Short positions (won %)225 (46.67%)Long positions (won %)215 (57.21%)
Profit trades (% of total)228 (51.82%)Loss trades (% of total)212 (48.18%)
Largestprofit trade700.00loss trade-501.10
Averageprofit trade106.98loss trade-89.47
Maximumconsecutive wins (profit in money)8 (751.81)consecutive losses (loss in money)6 (-260.60)
Maximalconsecutive profit (count of wins)751.81 (8)consecutive loss (count of losses)-644.10 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 18:00buy11.003801.140.000.00
22023.01.03 18:00modify11.003801.143701.143871.14
32023.01.03 20:00sell21.003815.340.000.00
42023.01.03 20:00modify21.003815.343915.343745.34
52023.01.03 23:00close21.003821.043915.343745.34-57.009943.00
62023.01.03 23:00close11.003820.443701.143871.14193.0010136.00
72023.01.04 18:00sell31.003858.220.000.00
82023.01.04 18:00modify31.003858.223958.223788.22
92023.01.04 20:00buy41.003847.450.000.00
102023.01.04 20:00modify41.003847.453747.453917.45
112023.01.04 23:00close41.003847.833747.453917.453.8010139.80
122023.01.04 23:00close31.003848.433958.223788.2297.9010237.70
132023.01.05 18:00buy51.003808.510.000.00
142023.01.05 18:00modify51.003808.513708.513878.51
152023.01.05 20:00sell61.003822.090.000.00
162023.01.05 20:00modify61.003822.093922.093752.09
172023.01.05 23:00close61.003812.563922.093752.0995.3010333.00
182023.01.05 23:00close51.003811.963708.513878.5134.5010367.50
192023.01.06 18:00buy71.003869.050.000.00
202023.01.06 18:00modify71.003869.053769.053939.05
212023.01.06 20:00sell81.003898.880.000.00
222023.01.06 20:00modify81.003898.883998.883828.88
232023.01.08 23:00close81.003897.993998.883828.889.0110376.51
242023.01.08 23:00close71.003897.393769.053939.05282.3910658.91
252023.01.09 18:00buy91.003937.000.000.00
262023.01.09 18:00modify91.003937.003837.004007.00
272023.01.09 23:00close91.003892.773837.004007.00-442.3010216.61
282023.01.10 18:00sell101.003901.340.000.00
292023.01.10 18:00modify101.003901.344001.343831.34
302023.01.10 20:45buy111.003909.550.000.00
312023.01.10 20:45modify111.003909.553809.553979.55
322023.01.10 23:00close111.003919.313809.553979.5597.6010314.21
332023.01.10 23:00close101.003919.914001.343831.34-185.7010128.51
342023.01.11 18:00sell121.003945.290.000.00
352023.01.11 18:00modify121.003945.294045.293875.29
362023.01.11 23:00close121.003970.084045.293875.29-247.909880.61
372023.01.12 18:00sell131.003990.260.000.00
382023.01.12 18:00modify131.003990.264090.263920.26
392023.01.12 20:00buy141.003987.340.000.00
402023.01.12 20:00modify141.003987.343887.344057.34
412023.01.12 23:00close141.003982.903887.344057.34-44.409836.21
422023.01.12 23:00close131.003983.504090.263920.2667.609903.81
432023.01.13 18:00sell151.003980.250.000.00
442023.01.13 18:00modify151.003980.254080.253910.25
452023.01.15 23:00close151.004001.994080.253910.25-217.299686.52
462023.01.17 18:00sell161.003994.330.000.00
472023.01.17 18:00modify161.003994.334094.333924.33
482023.01.17 20:15buy171.003994.130.000.00
492023.01.17 20:15modify171.003994.133894.134064.13
502023.01.17 23:00close171.003988.013894.134064.13-61.209625.32
512023.01.17 23:00close161.003988.614094.333924.3357.209682.52
522023.01.18 18:00buy181.003947.620.000.00
532023.01.18 18:00modify181.003947.623847.624017.62
542023.01.18 23:00close181.003925.783847.624017.62-218.409464.12
552023.01.19 18:00buy191.003899.210.000.00
562023.01.19 18:00modify191.003899.213799.213969.21
572023.01.19 20:00sell201.003917.500.000.00
582023.01.19 20:00modify201.003917.504017.503847.50
592023.01.19 23:00close201.003906.204017.503847.50113.009577.12
602023.01.19 23:00close191.003905.603799.213969.2163.909641.02
612023.01.20 18:00buy211.003931.910.000.00
622023.01.20 18:00modify211.003931.913831.914001.91
632023.01.20 20:00sell221.003956.080.000.00
642023.01.20 20:00modify221.003956.084056.083886.08
652023.01.22 23:00close221.003971.354056.083886.08-152.599488.44
662023.01.22 23:00close211.003970.753831.914001.91387.399875.83
672023.01.23 18:00buy231.004028.480.000.00
682023.01.23 18:00modify231.004028.483928.484098.48
692023.01.23 23:00close231.004019.993928.484098.48-84.909790.93
702023.01.24 18:00buy241.004013.910.000.00
712023.01.24 18:00modify241.004013.913913.914083.91
722023.01.24 20:00sell251.004021.490.000.00
732023.01.24 20:00modify251.004021.494121.493951.49
742023.01.24 23:00close251.004023.224121.493951.49-17.309773.63
752023.01.24 23:00close241.004022.623913.914083.9187.109860.73
762023.01.25 18:00sell261.003984.740.000.00
772023.01.25 18:00modify261.003984.744084.743914.74
782023.01.25 23:00close261.004014.714084.743914.74-299.709561.03
792023.01.26 18:00sell271.004034.520.000.00
802023.01.26 18:00modify271.004034.524134.523964.52
812023.01.26 23:00close271.004050.524134.523964.52-160.009401.03
822023.01.27 18:00sell281.004076.700.000.00
832023.01.27 18:00modify281.004076.704176.704006.70
842023.01.29 23:00close281.004063.154176.704006.70135.619536.64
852023.01.30 18:00buy291.004033.270.000.00
862023.01.30 18:00modify291.004033.273933.274103.27
872023.01.30 23:00close291.004024.773933.274103.27-85.009451.64
882023.01.31 18:00sell301.004049.140.000.00
892023.01.31 18:00modify301.004049.144149.143979.14
902023.01.31 20:30buy311.004049.930.000.00
912023.01.31 20:30modify311.004049.933949.934119.93
922023.01.31 23:00close311.004071.603949.934119.93216.709668.34
932023.01.31 23:00close301.004072.204149.143979.14-230.609437.74
942023.02.01 18:00buy321.004053.750.000.00
952023.02.01 18:00modify321.004053.753953.754123.75
962023.02.01 19:46close321.004103.803953.754123.75500.509938.24
972023.02.02 18:00buy331.004179.800.000.00
982023.02.02 18:00modify331.004179.804079.804249.80
992023.02.02 21:00sell341.004180.280.000.00
1002023.02.02 21:00modify341.004180.284280.284110.28
1012023.02.02 23:00close341.004163.354280.284110.28169.3010107.54
1022023.02.02 23:00close331.004162.754079.804249.80-170.509937.04
1032023.02.03 18:00buy351.004154.100.000.00
1042023.02.03 18:00modify351.004154.104054.104224.10
1052023.02.03 20:15sell361.004134.680.000.00
1062023.02.03 20:15modify361.004134.684234.684064.68
1072023.02.05 23:00close361.004123.124234.684064.68115.7110052.76
1082023.02.05 23:00close351.004122.524054.104224.10-316.819735.95
1092023.02.06 18:00buy371.004111.830.000.00
1102023.02.06 18:00modify371.004111.834011.834181.83
1112023.02.06 20:00sell381.004114.010.000.00
1122023.02.06 20:00modify381.004114.014214.014044.01
1132023.02.06 23:00close381.004112.344214.014044.0116.709752.65
1142023.02.06 23:00close371.004111.744011.834181.83-0.909751.75
1152023.02.07 18:00sell391.004155.560.000.00
1162023.02.07 18:00modify391.004155.564255.564085.56
1172023.02.07 18:30close391.004104.804255.564085.56507.6010259.35
1182023.02.08 18:00buy401.004131.300.000.00
1192023.02.08 18:00modify401.004131.304031.304201.30
1202023.02.08 23:00close401.004120.694031.304201.30-106.1010153.25
1212023.02.09 18:00buy411.004112.470.000.00
1222023.02.09 18:00modify411.004112.474012.474182.47
1232023.02.09 23:00close411.004086.824012.474182.47-256.509896.75
1242023.02.10 18:00buy421.004079.070.000.00
1252023.02.10 18:00modify421.004079.073979.074149.07
1262023.02.10 20:15sell431.004083.280.000.00
1272023.02.10 20:15modify431.004083.284183.284013.28
1282023.02.12 23:00close431.004095.984183.284013.28-126.899769.86
1292023.02.12 23:00close421.004095.383979.074149.07162.099931.95
1302023.02.13 18:00sell441.004130.970.000.00
1312023.02.13 18:00modify441.004130.974230.974060.97
1322023.02.13 20:00buy451.004127.100.000.00
1332023.02.13 20:00modify451.004127.104027.104197.10
1342023.02.13 23:00close451.004138.774027.104197.10116.7010048.65
1352023.02.13 23:00close441.004139.374230.974060.97-84.009964.65
1362023.02.14 18:00buy461.004120.220.000.00
1372023.02.14 18:00modify461.004120.224020.224190.22
1382023.02.14 20:00sell471.004140.960.000.00
1392023.02.14 20:00modify471.004140.964240.964070.96
1402023.02.14 23:00close471.004131.194240.964070.9697.7010062.35
1412023.02.14 23:00close461.004130.594020.224190.22103.7010166.05
1422023.02.15 18:00buy481.004123.740.000.00
1432023.02.15 18:00modify481.004123.744023.744193.74
1442023.02.15 20:00sell491.004132.470.000.00
1452023.02.15 20:00modify491.004132.474232.474062.47
1462023.02.15 23:00close491.004148.324232.474062.47-158.5010007.55
1472023.02.15 23:00close481.004147.724023.744193.74239.8010247.35
1482023.02.16 18:00sell501.004129.770.000.00
1492023.02.16 18:00modify501.004129.774229.774059.77
1502023.02.16 20:30buy511.004101.360.000.00
1512023.02.16 20:30modify511.004101.364001.364171.36
1522023.02.16 23:00close511.004085.944001.364171.36-154.2010093.15
1532023.02.16 23:00close501.004086.544229.774059.77432.3010525.45
1542023.02.17 18:00buy521.004052.390.000.00
1552023.02.17 18:00modify521.004052.393952.394122.39
1562023.02.17 20:00sell531.004078.130.000.00
1572023.02.17 20:00modify531.004078.134178.134008.13
1582023.02.19 23:00close531.004074.454178.134008.1336.9110562.37
1592023.02.19 23:00close521.004073.853952.394122.39213.5910775.96
1602023.02.21 18:00buy541.004015.490.000.00
1612023.02.21 18:00modify541.004015.493915.494085.49
1622023.02.21 20:45sell551.004004.130.000.00
1632023.02.21 20:45modify551.004004.134104.133934.13
1642023.02.21 23:00close551.004000.114104.133934.1340.2010816.16
1652023.02.21 23:00close541.003999.513915.494085.49-159.8010656.36
1662023.02.22 18:00sell561.004007.280.000.00
1672023.02.22 18:00modify561.004007.284107.283937.28
1682023.02.22 20:00buy571.003982.470.000.00
1692023.02.22 20:00modify571.003982.473882.474052.47
1702023.02.22 23:00close571.004001.263882.474052.47187.9010844.26
1712023.02.22 23:00close561.004001.864107.283937.2854.2010898.46
1722023.02.23 18:00buy581.003982.660.000.00
1732023.02.23 18:00modify581.003982.663882.664052.66
1742023.02.23 20:00sell591.004007.540.000.00
1752023.02.23 20:00modify591.004007.544107.543937.54
1762023.02.23 23:00close591.004009.954107.543937.54-24.1010874.36
1772023.02.23 23:00close581.004009.353882.664052.66266.9011141.26
1782023.02.24 18:00buy601.003952.590.000.00
1792023.02.24 18:00modify601.003952.593852.594022.59
1802023.02.24 20:00sell611.003973.790.000.00
1812023.02.24 20:00modify611.003973.794073.793903.79
1822023.02.26 23:00close611.003971.204073.793903.7926.0111167.28
1832023.02.26 23:00close601.003970.603852.594022.59179.0911346.37
1842023.02.27 18:00buy621.003993.340.000.00
1852023.02.27 18:00modify621.003993.343893.344063.34
1862023.02.27 23:00close621.003985.743893.344063.34-76.0011270.37
1872023.02.28 18:00sell631.003993.650.000.00
1882023.02.28 18:00modify631.003993.654093.653923.65
1892023.02.28 20:00buy641.003982.740.000.00
1902023.02.28 20:00modify641.003982.743882.744052.74
1912023.02.28 23:00close641.003962.583882.744052.74-201.6011068.77
1922023.02.28 23:00close631.003963.184093.653923.65304.7011373.47
1932023.03.01 18:00sell651.003960.950.000.00
1942023.03.01 18:00modify651.003960.954060.953890.95
1952023.03.01 20:00buy661.003945.800.000.00
1962023.03.01 20:00modify661.003945.803845.804015.80
1972023.03.01 23:00close661.003953.643845.804015.8078.4011451.87
1982023.03.01 23:00close651.003954.244060.953890.9567.1011518.97
1992023.03.02 18:00buy671.003948.860.000.00
2002023.03.02 18:00modify671.003948.863848.864018.86
2012023.03.02 20:00sell681.003971.830.000.00
2022023.03.02 20:00modify681.003971.834071.833901.83
2032023.03.02 23:00close681.003979.164071.833901.83-73.3011445.67
2042023.03.02 23:00close671.003978.563848.864018.86297.0011742.67
2052023.03.03 18:00sell691.004033.560.000.00
2062023.03.03 18:00modify691.004033.564133.563963.56
2072023.03.05 23:00close691.004045.264133.563963.56-116.8911625.78
2082023.03.06 18:00buy701.004062.870.000.00
2092023.03.06 18:00modify701.004062.873962.874132.87
2102023.03.06 23:00close701.004049.773962.874132.87-131.0011494.78
2112023.03.07 18:00sell711.004006.910.000.00
2122023.03.07 18:00modify711.004006.914106.913936.91
2132023.03.07 20:00buy721.003981.440.000.00
2142023.03.07 20:00modify721.003981.443881.444051.44
2152023.03.07 23:00close721.003987.033881.444051.4455.9011550.68
2162023.03.07 23:00close711.003987.634106.913936.91192.8011743.48
2172023.03.08 18:00buy731.003983.300.000.00
2182023.03.08 18:00modify731.003983.303883.304053.30
2192023.03.08 20:00sell741.003976.600.000.00
2202023.03.08 20:00modify741.003976.604076.603906.60
2212023.03.08 23:00close741.003994.414076.603906.60-178.1011565.38
2222023.03.08 23:00close731.003993.813883.304053.30105.1011670.48
2232023.03.09 18:00buy751.003982.360.000.00
2242023.03.09 18:00modify751.003982.363882.364052.36
2252023.03.09 20:04close751.003932.253882.364052.36-501.1011169.38
2262023.03.10 18:00buy761.003881.460.000.00
2272023.03.10 18:00modify761.003881.463781.463951.46
2282023.03.10 20:00sell771.003876.760.000.00
2292023.03.10 20:00modify771.003876.763976.763806.76
2302023.03.12 22:00buy781.003888.000.000.00
2312023.03.12 22:00modify781.003888.003788.003958.00
2322023.03.12 23:00close781.003893.803788.003958.0058.0011227.38
2332023.03.12 23:00close771.003894.403976.763806.76-176.2911051.10
2342023.03.12 23:00close761.003893.803781.463951.46122.3911173.49
2352023.03.13 18:00buy791.003882.920.000.00
2362023.03.13 18:00modify791.003882.923782.923952.92
2372023.03.13 22:45sell801.003866.120.000.00
2382023.03.13 22:45modify801.003866.123966.123796.12
2392023.03.13 23:00close801.003869.053966.123796.12-29.3011144.19
2402023.03.13 23:00close791.003868.453782.923952.92-144.7010999.49
2412023.03.14 18:00buy811.003893.880.000.00
2422023.03.14 18:00modify811.003893.883793.883963.88
2432023.03.14 20:00sell821.003918.780.000.00
2442023.03.14 20:00modify821.003918.784018.783848.78
2452023.03.14 23:00close821.003915.504018.783848.7832.8011032.29
2462023.03.14 23:00close811.003914.903793.883963.88210.2011242.49
2472023.03.15 18:00sell831.003864.240.000.00
2482023.03.15 18:00modify831.003864.243964.243794.24
2492023.03.15 23:00close831.003896.353964.243794.24-321.1010921.39
2502023.03.16 18:00sell841.003950.540.000.00
2512023.03.16 18:00modify841.003950.544050.543880.54
2522023.03.16 23:00close841.003960.204050.543880.54-96.6010824.79
2532023.03.17 18:00sell851.003925.530.000.00
2542023.03.17 18:00modify851.003925.534025.533855.53
2552023.03.19 22:00sell861.003939.160.000.00
2562023.03.19 22:00modify861.003939.164039.163869.16
2572023.03.19 23:00close861.003938.184039.163869.169.8010834.59
2582023.03.19 23:00close851.003938.184025.533855.53-126.3910708.20
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