Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolNAS100 (US Tech 100 Cash (1 lot = USD 1 per index point))
Period15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=3; VolumeRequiredPct=70; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; 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=5; 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 test23171Ticks modelled48809635Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread150
Total net profit29900.29Gross profit146351.59Gross loss-116451.31
Profit factor1.26Expected payoff136.53
Absolute drawdown376.40Maximal drawdown6597.20 (29.87%)Relative drawdown77.57% (2749.10)
Total trades219Short positions (won %)92 (54.35%)Long positions (won %)127 (56.69%)
Profit trades (% of total)122 (55.71%)Loss trades (% of total)97 (44.29%)
Largestprofit trade1204.83loss trade-1217.20
Averageprofit trade1199.60loss trade-1200.53
Maximumconsecutive wins (profit in money)5 (6001.93)consecutive losses (loss in money)4 (-4800.00)
Maximalconsecutive profit (count of wins)6001.93 (5)consecutive loss (count of losses)-4800.00 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 01:30buy11.0014367.710.000.00
22023.11.01 01:30modify11.0014367.7114247.7114487.71
32023.11.01 13:43t/p11.0014487.7114247.7114487.711200.002200.00
42023.11.06 01:45sell21.0015097.510.000.00
52023.11.06 01:45modify21.0015097.5115217.5114977.51
62023.11.07 14:55s/l21.0015217.5115217.5114977.51-1199.041000.96
72023.11.15 01:45buy31.0015837.530.000.00
82023.11.15 01:45modify31.0015837.5315717.5315957.53
92023.11.15 13:30t/p31.0015957.5315717.5315957.531200.002200.97
102023.11.16 01:30buy41.0015798.460.000.00
112023.11.16 01:30modify41.0015798.4615678.4615918.46
122023.11.17 01:45sell51.0015830.300.000.00
132023.11.17 01:45modify51.0015830.3015950.3015710.30
142023.11.20 14:36t/p41.0015918.4615678.4615918.461186.243387.20
152023.11.20 16:00s/l51.0015950.3015950.3015710.30-1197.112190.10
162023.11.21 01:30sell61.0016052.800.000.00
172023.11.21 01:30modify61.0016052.8016172.8015932.80
182023.11.21 14:31t/p61.0015932.8016172.8015932.801200.003390.10
192023.11.29 01:15sell71.0016032.510.000.00
202023.11.29 01:15modify71.0016032.5116152.5115912.51
212023.11.29 14:41s/l71.0016152.5116152.5115912.51-1200.002190.10
222023.11.30 01:45buy81.0016010.310.000.00
232023.11.30 01:45modify81.0016010.3115890.3116130.31
242023.11.30 15:02s/l81.0015890.3115890.3116130.31-1200.00990.10
252023.12.04 01:30sell91.0015952.220.000.00
262023.12.04 01:30modify91.0015952.2216072.2215832.22
272023.12.04 14:24t/p91.0015832.2216072.2215832.221200.002190.10
282023.12.05 01:45buy101.0015807.360.000.00
292023.12.05 01:45modify101.0015807.3615687.3615927.36
302023.12.05 15:47t/p101.0015927.3615687.3615927.361200.003390.10
312023.12.06 01:45buy111.0015944.720.000.00
322023.12.06 01:45modify111.0015944.7215824.7216064.72
332023.12.06 18:06s/l111.0015824.7215824.7216064.72-1200.002190.10
342023.12.07 01:30buy121.0015793.760.000.00
352023.12.07 01:30modify121.0015793.7615673.7615913.76
362023.12.07 14:24t/p121.0015913.7615673.7615913.761200.003390.10
372023.12.08 01:30buy131.0015996.630.000.00
382023.12.08 01:30modify131.0015996.6315876.6316116.63
392023.12.08 13:30s/l131.0015876.6315876.6316116.63-1200.002190.10
402023.12.11 01:00buy141.0016061.130.000.00
412023.12.11 01:00modify141.0016061.1315941.1316181.13
422023.12.11 15:50t/p141.0016181.1315941.1316181.131200.003390.10
432023.12.12 01:45buy151.0016235.680.000.00
442023.12.12 01:45modify151.0016235.6816115.6816355.68
452023.12.12 20:59t/p151.0016355.6816115.6816355.681200.004590.10
462023.12.14 01:00sell161.0016641.050.000.00
472023.12.14 01:00modify161.0016641.0516761.0516521.05
482023.12.14 03:45buy171.0016635.150.000.00
492023.12.14 03:45modify171.0016635.1516515.1516755.15
502023.12.14 18:00t/p161.0016521.0516761.0516521.051200.005790.10
512023.12.14 18:00s/l171.0016515.1516515.1516755.15-1200.004590.10
522023.12.15 01:15buy181.0016542.100.000.00
532023.12.15 01:15modify181.0016542.1016422.1016662.10
542023.12.15 16:28t/p181.0016662.1016422.1016662.101200.005790.10
552023.12.18 01:45sell191.0016615.490.000.00
562023.12.18 01:45modify191.0016615.4916735.4916495.49
572023.12.18 18:20s/l191.0016735.4916735.4916495.49-1200.004590.10
582023.12.19 01:45buy201.0016710.550.000.00
592023.12.19 01:45modify201.0016710.5516590.5516830.55
602023.12.20 02:31t/p201.0016830.5516590.5516830.551196.565786.66
612023.12.21 01:45sell211.0016606.800.000.00
622023.12.21 01:45modify211.0016606.8016726.8016486.80
632023.12.21 13:37s/l211.0016726.8016726.8016486.80-1200.004586.66
642023.12.22 01:15buy221.0016726.650.000.00
652023.12.22 01:15modify221.0016726.6516606.6516846.65
662023.12.26 14:41t/p221.0016846.6516606.6516846.651186.245772.90
672023.12.27 01:45buy231.0016873.810.000.00
682023.12.27 01:45modify231.0016873.8116753.8116993.81
692023.12.28 01:45sell241.0016957.300.000.00
702023.12.28 01:45modify241.0016957.3017077.3016837.30
712023.12.29 15:46t/p241.0016837.3017077.3016837.301200.966973.86
722023.12.29 16:28s/l231.0016753.8116753.8116993.81-1206.885766.98
732024.01.02 01:15sell251.0016841.120.000.00
742024.01.02 01:15modify251.0016841.1216961.1216721.12
752024.01.02 11:17t/p251.0016721.1216961.1216721.121200.006966.98
762024.01.03 01:30buy261.0016536.950.000.00
772024.01.03 01:30modify261.0016536.9516416.9516656.95
782024.01.03 14:13s/l261.0016416.9516416.9516656.95-1200.005766.98
792024.01.04 01:45buy271.0016389.110.000.00
802024.01.04 01:45modify271.0016389.1116269.1116509.11
812024.01.05 01:45buy281.0016301.830.000.00
822024.01.05 01:45modify281.0016301.8316181.8316421.83
832024.01.05 05:22s/l271.0016269.1116269.1116509.11-1203.444563.55
842024.01.05 13:31s/l281.0016181.8316181.8316421.83-1200.003363.55
852024.01.08 01:15sell291.0016339.930.000.00
862024.01.08 01:15modify291.0016339.9316459.9316219.93
872024.01.08 03:15buy301.0016296.140.000.00
882024.01.08 03:15modify301.0016296.1416176.1416416.14
892024.01.08 14:40t/p301.0016416.1416176.1416416.141200.004563.55
902024.01.08 14:58s/l291.0016459.9316459.9316219.93-1200.003363.55
912024.01.09 01:30sell311.0016631.130.000.00
922024.01.09 01:30modify311.0016631.1316751.1316511.13
932024.01.09 13:44t/p311.0016511.1316751.1316511.131200.004563.55
942024.01.10 01:30buy321.0016678.040.000.00
952024.01.10 01:30modify321.0016678.0416558.0416798.04
962024.01.10 19:13t/p321.0016798.0416558.0416798.041200.005763.55
972024.01.11 01:00sell331.0016829.090.000.00
982024.01.11 01:00modify331.0016829.0916949.0916709.09
992024.01.11 15:06t/p331.0016709.0916949.0916709.091200.006963.55
1002024.01.12 01:00buy341.0016795.600.000.00
1012024.01.12 01:00modify341.0016795.6016675.6016915.60
1022024.01.15 01:30buy351.0016813.270.000.00
1032024.01.15 01:30modify351.0016813.2716693.2716933.27
1042024.01.16 08:03s/l351.0016693.2716693.2716933.27-1203.445760.10
1052024.01.16 08:15s/l341.0016675.6016675.6016915.60-1213.764546.34
1062024.01.17 02:00buy361.0016815.740.000.00
1072024.01.17 02:00modify361.0016815.7416695.7416935.74
1082024.01.17 07:12s/l361.0016695.7416695.7416935.74-1200.003346.34
1092024.01.18 01:15sell371.0016744.740.000.00
1102024.01.18 01:15modify371.0016744.7416864.7416624.74
1112024.01.18 03:15buy381.0016731.230.000.00
1122024.01.18 03:15modify381.0016731.2316611.2316851.23
1132024.01.18 11:41t/p381.0016851.2316611.2316851.231200.004546.34
1142024.01.18 11:44s/l371.0016864.7416864.7416624.74-1200.003346.34
1152024.01.19 01:15buy391.0017023.750.000.00
1162024.01.19 01:15modify391.0017023.7516903.7517143.75
1172024.01.19 16:17t/p391.0017143.7516903.7517143.751200.004546.34
1182024.01.22 01:00sell401.0017429.150.000.00
1192024.01.22 01:00modify401.0017429.1517549.1517309.15
1202024.01.22 18:28t/p401.0017309.1517549.1517309.151200.005746.34
1212024.01.23 01:45buy411.0017329.260.000.00
1222024.01.23 01:45modify411.0017329.2617209.2617449.26
1232024.01.23 03:45sell421.0017342.000.000.00
1242024.01.23 03:45modify421.0017342.0017462.0017222.00
1252024.01.23 23:06t/p411.0017449.2617209.2617449.261200.006946.34
1262024.01.24 00:58s/l421.0017462.0017462.0017222.00-1199.045747.31
1272024.01.24 01:45buy431.0017456.650.000.00
1282024.01.24 01:45modify431.0017456.6517336.6517576.65
1292024.01.24 15:15t/p431.0017576.6517336.6517576.651200.006947.31
1302024.01.25 01:45buy441.0017485.190.000.00
1312024.01.25 01:45modify441.0017485.1917365.1917605.19
1322024.01.25 14:29t/p441.0017605.1917365.1917605.191200.008147.31
1332024.01.26 01:15buy451.0017400.850.000.00
1342024.01.26 01:15modify451.0017400.8517280.8517520.85
1352024.01.29 19:42t/p451.0017520.8517280.8517520.851189.689336.99
1362024.02.01 01:45buy461.0017202.280.000.00
1372024.02.01 01:45modify461.0017202.2817082.2817322.28
1382024.02.01 19:46t/p461.0017322.2817082.2817322.281200.0010536.99
1392024.02.02 01:45sell471.0017525.080.000.00
1402024.02.02 01:45modify471.0017525.0817645.0817405.08
1412024.02.02 13:56t/p471.0017405.0817645.0817405.081200.0011736.99
1422024.02.05 01:00buy481.0017595.320.000.00
1432024.02.05 01:00modify481.0017595.3217475.3217715.32
1442024.02.05 15:42s/l481.0017475.3217475.3217715.32-1200.0010536.99
1452024.02.07 01:15sell491.0017613.310.000.00
1462024.02.07 01:15modify491.0017613.3117733.3117493.31
1472024.02.07 15:17s/l491.0017733.3117733.3117493.31-1200.009336.99
1482024.02.14 01:30buy501.0017605.420.000.00
1492024.02.14 01:30modify501.0017605.4217485.4217725.42
1502024.02.14 12:02t/p501.0017725.4217485.4217725.421200.0010536.99
1512024.02.19 01:45buy511.0017697.760.000.00
1522024.02.19 01:45modify511.0017697.7617577.7617817.76
1532024.02.20 01:30sell521.0017693.350.000.00
1542024.02.20 01:30modify521.0017693.3517813.3517573.35
1552024.02.20 10:05s/l511.0017577.7617577.7617817.76-1203.449333.55
1562024.02.20 10:07t/p521.0017573.3517813.3517573.351200.0010533.55
1572024.02.21 01:15buy531.0017489.810.000.00
1582024.02.21 01:15modify531.0017489.8117369.8117609.81
1592024.02.21 18:02s/l531.0017369.8117369.8117609.81-1200.009333.55
1602024.02.22 01:00sell541.0017715.510.000.00
1612024.02.22 01:00modify541.0017715.5117835.5117595.51
1622024.02.22 08:18s/l541.0017835.5117835.5117595.51-1200.008133.55
1632024.02.23 01:30sell551.0017982.400.000.00
1642024.02.23 01:30modify551.0017982.4018102.4017862.40
1652024.02.26 01:00buy561.0017882.730.000.00
1662024.02.26 01:00modify561.0017882.7317762.7318002.73
1672024.02.26 16:47t/p561.0018002.7317762.7318002.731200.009333.55
1682024.02.28 09:41t/p551.0017862.4018102.4017862.401204.8310538.38
1692024.03.01 01:45sell571.0018056.800.000.00
1702024.03.01 01:45modify571.0018056.8018176.8017936.80
1712024.03.01 16:04s/l571.0018176.8018176.8017936.80-1200.009338.38
1722024.03.04 01:45sell581.0018308.190.000.00
1732024.03.04 01:45modify581.0018308.1918428.1918188.19
1742024.03.04 23:10t/p581.0018188.1918428.1918188.191200.0010538.38
1752024.03.05 02:00buy591.0018172.690.000.00
1762024.03.05 02:00modify591.0018172.6918052.6918292.69
1772024.03.05 14:33s/l591.0018052.6918052.6918292.69-1200.009338.38
1782024.03.07 01:00buy601.0017972.910.000.00
1792024.03.07 01:00modify601.0017972.9117852.9118092.91
1802024.03.07 10:55t/p601.0018092.9117852.9118092.911200.0010538.38
1812024.03.08 01:45sell611.0018249.540.000.00
1822024.03.08 01:45modify611.0018249.5418369.5418129.54
1832024.03.08 14:57s/l611.0018369.5418369.5418129.54-1200.009338.38
1842024.03.11 01:00buy621.0018002.050.000.00
1852024.03.11 01:00modify621.0018002.0517882.0518122.05
1862024.03.11 14:00s/l621.0017882.0517882.0518122.05-1200.008138.38
1872024.03.12 01:45buy631.0018032.240.000.00
1882024.03.12 01:45modify631.0018032.2417912.2418152.24
1892024.03.12 14:39t/p631.0018152.2417912.2418152.241200.009338.38
1902024.03.13 01:00buy641.0018202.390.000.00
1912024.03.13 01:00modify641.0018202.3918082.3918322.39
1922024.03.13 13:48s/l641.0018082.3918082.3918322.39-1200.008138.38
1932024.03.15 01:45buy651.0018013.300.000.00
1942024.03.15 01:45modify651.0018013.3017893.3018133.30
1952024.03.15 13:28s/l651.0017893.3017893.3018133.30-1200.006938.38
1962024.03.19 01:00buy661.0017916.670.000.00
1972024.03.19 01:00modify661.0017916.6717796.6718036.67
1982024.03.19 04:15sell671.0017946.910.000.00
1992024.03.19 04:15modify671.0017946.9118066.9117826.91
2002024.03.19 13:40t/p671.0017826.9118066.9117826.911200.008138.38
2012024.03.19 17:01t/p661.0018036.6717796.6718036.671200.009338.38
2022024.03.22 01:45buy681.0018338.720.000.00
2032024.03.22 01:45modify681.0018338.7218218.7218458.72
2042024.03.22 03:45sell691.0018307.000.000.00
2052024.03.22 03:45modify691.0018307.0018427.0018187.00
2062024.03.25 13:30s/l681.0018218.7218218.7218458.72-1210.328128.06
2072024.03.25 13:43t/p691.0018187.0018427.0018187.001202.899330.95
2082024.03.28 01:45buy701.0018273.690.000.00
2092024.03.28 01:45modify701.0018273.6918153.6918393.69
2102024.04.02 01:30sell711.0018264.610.000.00
2112024.04.02 01:30modify711.0018264.6118384.6118144.61
2122024.04.02 12:42s/l701.0018153.6918153.6918393.69-1217.208113.75
2132024.04.02 12:43t/p711.0018144.6118384.6118144.611200.009313.75
2142024.04.03 01:15buy721.0018096.190.000.00
2152024.04.03 01:15modify721.0018096.1917976.1918216.19
2162024.04.03 14:30t/p721.0018216.1917976.1918216.191200.0010513.75
2172024.04.05 01:00buy731.0017904.380.000.00
2182024.04.05 01:00modify731.0017904.3817784.3818024.38
2192024.04.05 13:54t/p731.0018024.3817784.3818024.381200.0011713.75
2202024.04.08 01:30sell741.0018124.650.000.00
2212024.04.08 01:30modify741.0018124.6518244.6518004.65
2222024.04.08 03:45buy751.0018088.190.000.00
2232024.04.08 03:45modify751.0018088.1917968.1918208.19
2242024.04.09 13:30t/p751.0018208.1917968.1918208.191196.5612910.31
2252024.04.09 14:42t/p741.0018004.6518244.6518004.651200.9614111.27
2262024.04.10 01:45buy761.0018183.000.000.00
2272024.04.10 01:45modify761.0018183.0018063.0018303.00
2282024.04.10 12:30s/l761.0018063.0018063.0018303.00-1200.0012911.27
2292024.04.12 01:45sell771.0018306.840.000.00
2302024.04.12 01:45modify771.0018306.8418426.8418186.84
2312024.04.12 10:52t/p771.0018186.8418426.8418186.841200.0014111.27
2322024.04.15 01:15buy781.0018040.420.000.00
2332024.04.15 01:15modify781.0018040.4217920.4218160.42
2342024.04.15 12:35t/p781.0018160.4217920.4218160.421200.0015311.27
2352024.04.16 01:15buy791.0017693.420.000.00
2362024.04.16 01:15modify791.0017693.4217573.4217813.42
2372024.04.16 03:15sell801.0017652.910.000.00
2382024.04.16 03:15modify801.0017652.9117772.9117532.91
2392024.04.16 18:07s/l801.0017772.9117772.9117532.91-1200.0014111.27
2402024.04.16 18:09t/p791.0017813.4217573.4217813.421200.0015311.27
2412024.04.17 01:00buy811.0017746.850.000.00
2422024.04.17 01:00modify811.0017746.8517626.8517866.85
2432024.04.17 06:04s/l811.0017626.8517626.8517866.85-1200.0014111.27
2442024.04.18 01:45buy821.0017539.700.000.00
2452024.04.18 01:45modify821.0017539.7017419.7017659.70
2462024.04.18 13:38s/l821.0017419.7017419.7017659.70-1200.0012911.27
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