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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 23171 | Ticks modelled | 48809635 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 150 | ||
| Total net profit | -264.10 | Gross profit | 1240.60 | Gross loss | -1504.70 |
| Profit factor | 0.82 | Expected payoff | -15.54 | ||
| Absolute drawdown | 264.10 | Maximal drawdown | 936.70 (56.00%) | Relative drawdown | 56.00% (936.70) |
| Total trades | 17 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 208.20 | loss trade | -300.00 | |
| Average | profit trade | 112.78 | loss trade | -250.78 | |
| Maximum | consecutive wins (profit in money) | 5 (511.30) | consecutive losses (loss in money) | 4 (-904.70) | |
| Maximal | consecutive profit (count of wins) | 511.30 (5) | consecutive loss (count of losses) | -904.70 (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 08:16 | close | 1 | 1.00 | 14376.07 | 14416.27 | 14346.27 | 102.00 | 1102.00 |
| 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 | 14748.55 | 14788.74 | 14718.74 | 101.90 | 1203.90 |
| 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 | 14882.58 | 14842.57 | 14912.57 | 100.10 | 1304.00 |
| 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 08:55 | close | 4 | 1.00 | 15128.31 | 15087.62 | 15157.62 | 106.90 | 1410.90 |
| 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 10:06 | close | 5 | 1.00 | 15114.72 | 15154.76 | 15084.76 | 100.40 | 1511.30 |
| 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 | 1211.30 |
| 21 | 2023.11.08 14:00 | close | 7 | 1.00 | 15299.54 | 15248.72 | 15318.72 | 208.20 | 1419.50 |
| 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 07:14 | close | 8 | 1.00 | 15310.01 | 15350.01 | 15280.01 | 100.00 | 1519.50 |
| 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 08:48 | close | 9 | 1.00 | 15184.33 | 15224.81 | 15154.81 | 104.80 | 1624.30 |
| 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 | 1324.30 |
| 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 08:57 | close | 11 | 1.00 | 15530.60 | 15490.39 | 15560.39 | 102.10 | 1426.40 |
| 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 08:04 | close | 12 | 1.00 | 15856.32 | 15814.91 | 15884.91 | 114.10 | 1540.50 |
| 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 07:21 | close | 13 | 1.00 | 15796.29 | 15836.30 | 15766.30 | 100.10 | 1640.60 |
| 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 09:14 | s/l | 14 | 1.00 | 15856.71 | 15856.71 | 15786.71 | -300.00 | 1340.60 |
| 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 | 1240.50 |
| 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 | 940.50 |
| 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 12:43 | close | 17 | 1.00 | 15839.29 | 15829.75 | 15899.75 | -204.60 | 735.90 |