Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)
| Symbol | NAS100 (US Tech 100 Cash (1 lot = USD 1 per index point)) | ||||
| Period | 15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=70; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=40; StopLoss=30; 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=100; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test | 23871 | Ticks modelled | 869211 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 150 | ||
| Total net profit | -393.80 | Gross profit | 2463.00 | Gross loss | -2856.80 |
| Profit factor | 0.86 | Expected payoff | -12.31 | ||
| Absolute drawdown | 393.80 | Maximal drawdown | 1175.20 (65.97%) | Relative drawdown | 65.97% (1175.20) |
| Total trades | 32 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 21 (65.62%) | Loss trades (% of total) | 11 (34.38%) | ||
| Largest | profit trade | 208.20 | loss trade | -300.00 | |
| Average | profit trade | 117.29 | loss trade | -259.71 | |
| Maximum | consecutive wins (profit in money) | 5 (597.30) | consecutive losses (loss in money) | 4 (-904.60) | |
| Maximal | consecutive profit (count of wins) | 597.30 (5) | consecutive loss (count of losses) | -904.60 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 08:15 | sell | 1 | 1.00 | 14386.27 | 0.00 | 0.00 | ||
| 2 | 2023.11.01 08:15 | modify | 1 | 1.00 | 14386.27 | 14416.27 | 14346.27 | ||
| 3 | 2023.11.01 08:18 | close | 1 | 1.00 | 14372.54 | 14416.27 | 14346.27 | 137.30 | 1137.30 |
| 4 | 2023.11.02 08:30 | sell | 2 | 1.00 | 14758.74 | 0.00 | 0.00 | ||
| 5 | 2023.11.02 08:30 | modify | 2 | 1.00 | 14758.74 | 14788.74 | 14718.74 | ||
| 6 | 2023.11.02 08:35 | close | 2 | 1.00 | 14747.47 | 14788.74 | 14718.74 | 112.70 | 1250.00 |
| 7 | 2023.11.03 08:15 | buy | 3 | 1.00 | 14872.57 | 0.00 | 0.00 | ||
| 8 | 2023.11.03 08:15 | modify | 3 | 1.00 | 14872.57 | 14842.57 | 14912.57 | ||
| 9 | 2023.11.03 11:36 | close | 3 | 1.00 | 14883.37 | 14842.57 | 14912.57 | 108.00 | 1358.00 |
| 10 | 2023.11.06 08:15 | buy | 4 | 1.00 | 15117.62 | 0.00 | 0.00 | ||
| 11 | 2023.11.06 08:15 | modify | 4 | 1.00 | 15117.62 | 15087.62 | 15157.62 | ||
| 12 | 2023.11.06 08:56 | close | 4 | 1.00 | 15130.91 | 15087.62 | 15157.62 | 132.90 | 1490.90 |
| 13 | 2023.11.07 08:15 | sell | 5 | 1.00 | 15124.76 | 0.00 | 0.00 | ||
| 14 | 2023.11.07 08:15 | modify | 5 | 1.00 | 15124.76 | 15154.76 | 15084.76 | ||
| 15 | 2023.11.07 10:05 | close | 5 | 1.00 | 15114.12 | 15154.76 | 15084.76 | 106.40 | 1597.30 |
| 16 | 2023.11.08 08:15 | sell | 6 | 1.00 | 15276.00 | 0.00 | 0.00 | ||
| 17 | 2023.11.08 08:15 | modify | 6 | 1.00 | 15276.00 | 15306.00 | 15236.00 | ||
| 18 | 2023.11.08 10:30 | buy | 7 | 1.00 | 15278.72 | 0.00 | 0.00 | ||
| 19 | 2023.11.08 10:30 | modify | 7 | 1.00 | 15278.72 | 15248.72 | 15318.72 | ||
| 20 | 2023.11.08 13:01 | s/l | 6 | 1.00 | 15306.00 | 15306.00 | 15236.00 | -300.00 | 1297.30 |
| 21 | 2023.11.08 14:00 | close | 7 | 1.00 | 15299.54 | 15248.72 | 15318.72 | 208.20 | 1505.50 |
| 22 | 2023.11.09 07:00 | sell | 8 | 1.00 | 15320.01 | 0.00 | 0.00 | ||
| 23 | 2023.11.09 07:00 | modify | 8 | 1.00 | 15320.01 | 15350.01 | 15280.01 | ||
| 24 | 2023.11.09 07:13 | close | 8 | 1.00 | 15309.87 | 15350.01 | 15280.01 | 101.40 | 1606.90 |
| 25 | 2023.11.10 08:15 | sell | 9 | 1.00 | 15194.81 | 0.00 | 0.00 | ||
| 26 | 2023.11.10 08:15 | modify | 9 | 1.00 | 15194.81 | 15224.81 | 15154.81 | ||
| 27 | 2023.11.10 08:47 | close | 9 | 1.00 | 15182.89 | 15224.81 | 15154.81 | 119.20 | 1726.10 |
| 28 | 2023.11.13 08:30 | sell | 10 | 1.00 | 15469.34 | 0.00 | 0.00 | ||
| 29 | 2023.11.13 08:30 | modify | 10 | 1.00 | 15469.34 | 15499.34 | 15429.34 | ||
| 30 | 2023.11.13 10:58 | s/l | 10 | 1.00 | 15499.34 | 15499.34 | 15429.34 | -300.00 | 1426.10 |
| 31 | 2023.11.14 08:30 | buy | 11 | 1.00 | 15520.39 | 0.00 | 0.00 | ||
| 32 | 2023.11.14 08:30 | modify | 11 | 1.00 | 15520.39 | 15490.39 | 15560.39 | ||
| 33 | 2023.11.14 08:58 | close | 11 | 1.00 | 15531.31 | 15490.39 | 15560.39 | 109.20 | 1535.30 |
| 34 | 2023.11.15 07:15 | buy | 12 | 1.00 | 15844.91 | 0.00 | 0.00 | ||
| 35 | 2023.11.15 07:15 | modify | 12 | 1.00 | 15844.91 | 15814.91 | 15884.91 | ||
| 36 | 2023.11.15 08:03 | close | 12 | 1.00 | 15856.79 | 15814.91 | 15884.91 | 118.80 | 1654.10 |
| 37 | 2023.11.16 07:15 | sell | 13 | 1.00 | 15806.30 | 0.00 | 0.00 | ||
| 38 | 2023.11.16 07:15 | modify | 13 | 1.00 | 15806.30 | 15836.30 | 15766.30 | ||
| 39 | 2023.11.16 07:20 | close | 13 | 1.00 | 15794.57 | 15836.30 | 15766.30 | 117.30 | 1771.40 |
| 40 | 2023.11.17 08:15 | sell | 14 | 1.00 | 15826.71 | 0.00 | 0.00 | ||
| 41 | 2023.11.17 08:15 | modify | 14 | 1.00 | 15826.71 | 15856.71 | 15786.71 | ||
| 42 | 2023.11.17 09:13 | s/l | 14 | 1.00 | 15856.71 | 15856.71 | 15786.71 | -300.00 | 1471.40 |
| 43 | 2023.11.17 09:30 | buy | 15 | 1.00 | 15837.22 | 0.00 | 0.00 | ||
| 44 | 2023.11.17 09:30 | modify | 15 | 1.00 | 15837.22 | 15807.22 | 15877.22 | ||
| 45 | 2023.11.17 14:00 | close | 15 | 1.00 | 15827.21 | 15807.22 | 15877.22 | -100.10 | 1371.30 |
| 46 | 2023.11.20 08:00 | sell | 16 | 1.00 | 15801.74 | 0.00 | 0.00 | ||
| 47 | 2023.11.20 08:00 | modify | 16 | 1.00 | 15801.74 | 15831.74 | 15761.74 | ||
| 48 | 2023.11.20 09:00 | s/l | 16 | 1.00 | 15831.74 | 15831.74 | 15761.74 | -300.00 | 1071.30 |
| 49 | 2023.11.20 10:30 | buy | 17 | 1.00 | 15859.75 | 0.00 | 0.00 | ||
| 50 | 2023.11.20 10:30 | modify | 17 | 1.00 | 15859.75 | 15829.75 | 15899.75 | ||
| 51 | 2023.11.20 12:42 | close | 17 | 1.00 | 15839.30 | 15829.75 | 15899.75 | -204.50 | 866.80 |
| 52 | 2023.11.21 08:30 | buy | 18 | 1.00 | 16021.68 | 0.00 | 0.00 | ||
| 53 | 2023.11.21 08:30 | modify | 18 | 1.00 | 16021.68 | 15991.68 | 16061.68 | ||
| 54 | 2023.11.21 09:41 | close | 18 | 1.00 | 16032.41 | 15991.68 | 16061.68 | 107.30 | 974.10 |
| 55 | 2023.11.22 08:15 | sell | 19 | 1.00 | 15919.87 | 0.00 | 0.00 | ||
| 56 | 2023.11.22 08:15 | modify | 19 | 1.00 | 15919.87 | 15949.87 | 15879.87 | ||
| 57 | 2023.11.22 08:38 | close | 19 | 1.00 | 15909.11 | 15949.87 | 15879.87 | 107.60 | 1081.70 |
| 58 | 2023.11.23 08:15 | buy | 20 | 1.00 | 16025.20 | 0.00 | 0.00 | ||
| 59 | 2023.11.23 08:15 | modify | 20 | 1.00 | 16025.20 | 15995.20 | 16065.20 | ||
| 60 | 2023.11.23 08:57 | close | 20 | 1.00 | 16035.23 | 15995.20 | 16065.20 | 100.30 | 1182.00 |
| 61 | 2023.11.24 08:15 | sell | 21 | 1.00 | 15995.73 | 0.00 | 0.00 | ||
| 62 | 2023.11.24 08:15 | modify | 21 | 1.00 | 15995.73 | 16025.73 | 15955.73 | ||
| 63 | 2023.11.24 09:23 | s/l | 21 | 1.00 | 16025.73 | 16025.73 | 15955.73 | -300.00 | 882.00 |
| 64 | 2023.11.24 13:30 | buy | 22 | 1.00 | 15993.77 | 0.00 | 0.00 | ||
| 65 | 2023.11.24 13:30 | modify | 22 | 1.00 | 15993.77 | 15963.77 | 16033.77 | ||
| 66 | 2023.11.24 14:00 | close | 22 | 1.00 | 16006.88 | 15963.77 | 16033.77 | 131.10 | 1013.10 |
| 67 | 2023.11.28 08:30 | buy | 23 | 1.00 | 15921.07 | 0.00 | 0.00 | ||
| 68 | 2023.11.28 08:30 | modify | 23 | 1.00 | 15921.07 | 15891.07 | 15961.07 | ||
| 69 | 2023.11.28 08:33 | close | 23 | 1.00 | 15933.00 | 15891.07 | 15961.07 | 119.30 | 1132.40 |
| 70 | 2023.11.29 08:15 | sell | 24 | 1.00 | 16032.69 | 0.00 | 0.00 | ||
| 71 | 2023.11.29 08:15 | modify | 24 | 1.00 | 16032.69 | 16062.69 | 15992.69 | ||
| 72 | 2023.11.29 08:28 | close | 24 | 1.00 | 16022.25 | 16062.69 | 15992.69 | 104.40 | 1236.80 |
| 73 | 2023.11.30 08:30 | buy | 25 | 1.00 | 16019.10 | 0.00 | 0.00 | ||
| 74 | 2023.11.30 08:30 | modify | 25 | 1.00 | 16019.10 | 15989.10 | 16059.10 | ||
| 75 | 2023.11.30 10:48 | close | 25 | 1.00 | 16029.59 | 15989.10 | 16059.10 | 104.90 | 1341.70 |
| 76 | 2023.12.01 08:15 | sell | 26 | 1.00 | 15924.09 | 0.00 | 0.00 | ||
| 77 | 2023.12.01 08:15 | modify | 26 | 1.00 | 15924.09 | 15954.09 | 15884.09 | ||
| 78 | 2023.12.01 09:13 | s/l | 26 | 1.00 | 15954.09 | 15954.09 | 15884.09 | -300.00 | 1041.70 |
| 79 | 2023.12.01 12:15 | buy | 27 | 1.00 | 15909.90 | 0.00 | 0.00 | ||
| 80 | 2023.12.01 12:15 | modify | 27 | 1.00 | 15909.90 | 15879.90 | 15949.90 | ||
| 81 | 2023.12.01 12:52 | close | 27 | 1.00 | 15887.84 | 15879.90 | 15949.90 | -220.60 | 821.10 |
| 82 | 2023.12.04 08:15 | buy | 28 | 1.00 | 15921.22 | 0.00 | 0.00 | ||
| 83 | 2023.12.04 08:15 | modify | 28 | 1.00 | 15921.22 | 15891.22 | 15961.22 | ||
| 84 | 2023.12.04 08:25 | close | 28 | 1.00 | 15931.89 | 15891.22 | 15961.22 | 106.70 | 927.80 |
| 85 | 2023.12.05 07:30 | buy | 29 | 1.00 | 15736.91 | 0.00 | 0.00 | ||
| 86 | 2023.12.05 07:30 | modify | 29 | 1.00 | 15736.91 | 15706.91 | 15776.91 | ||
| 87 | 2023.12.05 07:38 | close | 29 | 1.00 | 15747.22 | 15706.91 | 15776.91 | 103.10 | 1030.90 |
| 88 | 2023.12.06 07:15 | buy | 30 | 1.00 | 15933.84 | 0.00 | 0.00 | ||
| 89 | 2023.12.06 07:15 | modify | 30 | 1.00 | 15933.84 | 15903.84 | 15973.84 | ||
| 90 | 2023.12.06 07:56 | close | 30 | 1.00 | 15944.53 | 15903.84 | 15973.84 | 106.90 | 1137.80 |
| 91 | 2023.12.07 07:15 | sell | 31 | 1.00 | 15785.98 | 0.00 | 0.00 | ||
| 92 | 2023.12.07 07:15 | modify | 31 | 1.00 | 15785.98 | 15815.98 | 15745.98 | ||
| 93 | 2023.12.07 08:23 | s/l | 31 | 1.00 | 15815.98 | 15815.98 | 15745.98 | -300.00 | 837.80 |
| 94 | 2023.12.07 08:45 | buy | 32 | 1.00 | 15808.42 | 0.00 | 0.00 | ||
| 95 | 2023.12.07 08:45 | modify | 32 | 1.00 | 15808.42 | 15778.42 | 15848.42 | ||
| 96 | 2023.12.07 09:18 | close | 32 | 1.00 | 15785.26 | 15778.42 | 15848.42 | -231.60 | 606.20 |