Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1420)

SymbolSP500 (SPX500 Cash)
Period15 Minutes (M15) 2023.11.01 00:00 - 2024.10.31 23:45 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=50; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=90; StopLoss=10; 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=1; 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 test23888Ticks modelled820336Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit9112.99Gross profit46080.97Gross loss-36967.98
Profit factor1.25Expected payoff16.60
Absolute drawdown10.80Maximal drawdown3089.10 (44.45%)Relative drawdown44.45% (3089.10)
Total trades549Short positions (won %)268 (21.27%)Long positions (won %)281 (35.23%)
Profit trades (% of total)156 (28.42%)Loss trades (% of total)393 (71.58%)
Largestprofit trade788.30loss trade-100.00
Averageprofit trade295.39loss trade-94.07
Maximumconsecutive wins (profit in money)2 (108.60)consecutive losses (loss in money)10 (-1000.00)
Maximalconsecutive profit (count of wins)788.30 (1)consecutive loss (count of losses)-1000.00 (10)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 08:15sell11.004187.090.000.00
22023.11.01 08:15modify11.004187.094197.094097.09
32023.11.01 10:15buy21.004175.730.000.00
42023.11.01 10:15modify21.004175.734165.734265.73
52023.11.01 12:38s/l11.004197.094197.094097.09-100.00900.00
62023.11.01 23:00close21.004241.514165.734265.73657.801557.80
72023.11.02 08:15sell31.004249.780.000.00
82023.11.02 08:15modify31.004249.784259.784159.78
92023.11.02 08:53s/l31.004259.784259.784159.78-100.001457.80
102023.11.02 10:00buy41.004260.350.000.00
112023.11.02 10:00modify41.004260.354250.354350.35
122023.11.02 23:00close41.004311.524250.354350.35511.701969.50
132023.11.03 08:15buy51.004313.370.000.00
142023.11.03 08:15modify51.004313.374303.374403.37
152023.11.03 11:45sell61.004315.110.000.00
162023.11.03 11:45modify61.004315.114325.114225.11
172023.11.03 12:31s/l61.004325.114325.114225.11-100.001869.50
182023.11.05 23:00close51.004362.494303.374403.37490.192359.69
192023.11.06 01:45buy71.004359.090.000.00
202023.11.06 01:45modify71.004359.094349.094449.09
212023.11.06 08:15sell81.004364.740.000.00
222023.11.06 08:15modify81.004364.744374.744274.74
232023.11.06 18:20s/l71.004349.094349.094449.09-100.002259.69
242023.11.06 23:00close81.004362.604374.744274.7421.402281.09
252023.11.07 08:15sell91.004357.520.000.00
262023.11.07 08:15modify91.004357.524367.524267.52
272023.11.07 11:30buy101.004355.110.000.00
282023.11.07 11:30modify101.004355.114345.114445.11
292023.11.07 14:20s/l91.004367.524367.524267.52-100.002181.09
302023.11.07 23:00close101.004379.334345.114445.11242.202423.29
312023.11.08 08:15sell111.004373.500.000.00
322023.11.08 08:15modify111.004373.504383.504283.50
332023.11.08 10:30buy121.004374.890.000.00
342023.11.08 10:30modify121.004374.894364.894464.89
352023.11.08 13:01s/l111.004383.504383.504283.50-100.002323.29
362023.11.08 17:06s/l121.004364.894364.894464.89-100.002223.29
372023.11.09 08:30buy131.004379.970.000.00
382023.11.09 08:30modify131.004379.974369.974469.97
392023.11.09 10:30sell141.004387.690.000.00
402023.11.09 10:30modify141.004387.694397.694297.69
412023.11.09 18:03s/l131.004369.974369.974469.97-100.002123.29
422023.11.09 23:00close141.004349.834397.694297.69378.602501.89
432023.11.10 01:45buy151.004346.380.000.00
442023.11.10 01:45modify151.004346.384336.384436.38
452023.11.10 07:15sell161.004353.920.000.00
462023.11.10 07:15modify161.004353.924363.924263.92
472023.11.10 13:43s/l161.004363.924363.924263.92-100.002401.89
482023.11.10 20:48close151.004417.294336.384436.38709.103110.99
492023.11.13 08:30sell171.004401.560.000.00
502023.11.13 08:30modify171.004401.564411.564311.56
512023.11.13 12:30buy181.004405.540.000.00
522023.11.13 12:30modify181.004405.544395.544495.54
532023.11.13 14:37s/l181.004395.544395.544495.54-100.003010.99
542023.11.13 16:23s/l171.004411.564411.564311.56-100.002910.99
552023.11.14 01:45sell191.004412.210.000.00
562023.11.14 01:45modify191.004412.214422.214322.21
572023.11.14 08:30buy201.004415.000.000.00
582023.11.14 08:30modify201.004415.004405.004505.00
592023.11.14 09:21s/l191.004422.214422.214322.21-100.002810.99
602023.11.14 14:48close201.004485.224405.004505.00702.203513.19
612023.11.15 01:45buy211.004500.560.000.00
622023.11.15 01:45modify211.004500.564490.564590.56
632023.11.15 07:30sell221.004504.270.000.00
642023.11.15 07:30modify221.004504.274514.274414.27
652023.11.15 11:41s/l221.004514.274514.274414.27-100.003413.19
662023.11.15 23:00close211.004497.514490.564590.56-30.503382.69
672023.11.16 01:30buy231.004499.760.000.00
682023.11.16 01:30modify231.004499.764489.764589.76
692023.11.16 05:15sell241.004497.730.000.00
702023.11.16 05:15modify241.004497.734507.734407.73
712023.11.16 14:53s/l241.004507.734507.734407.73-100.003282.69
722023.11.16 16:28s/l231.004489.764489.764589.76-100.003182.69
732023.11.17 01:30sell251.004511.520.000.00
742023.11.17 01:30modify251.004511.524521.524421.52
752023.11.17 07:15buy261.004510.280.000.00
762023.11.17 07:15modify261.004510.284500.284600.28
772023.11.17 09:13s/l251.004521.524521.524421.52-100.003082.69
782023.11.17 16:05s/l261.004500.284500.284600.28-100.002982.69
792023.11.20 01:45buy271.004509.230.000.00
802023.11.20 01:45modify271.004509.234499.234599.23
812023.11.20 07:15sell281.004507.490.000.00
822023.11.20 07:15modify281.004507.494517.494417.49
832023.11.20 09:33s/l281.004517.494517.494417.49-100.002882.69
842023.11.20 23:00close271.004548.274499.234599.23390.403273.09
852023.11.21 01:30sell291.004552.020.000.00
862023.11.21 01:30modify291.004552.024562.024462.02
872023.11.21 07:45buy301.004545.870.000.00
882023.11.21 07:45modify301.004545.874535.874635.87
892023.11.21 13:43s/l301.004535.874535.874635.87-100.003173.09
902023.11.21 23:00close291.004535.074562.024462.02169.503342.59
912023.11.22 08:00sell311.004537.970.000.00
922023.11.22 08:00modify311.004537.974547.974447.97
932023.11.22 10:57s/l311.004547.974547.974447.97-100.003242.59
942023.11.22 11:45buy321.004546.100.000.00
952023.11.22 11:45modify321.004546.104536.104636.10
962023.11.22 23:00close321.004553.984536.104636.1078.803321.39
972023.11.23 01:45sell331.004557.030.000.00
982023.11.23 01:45modify331.004557.034567.034467.03
992023.11.23 08:15buy341.004558.070.000.00
1002023.11.23 08:15modify341.004558.074548.074648.07
1012023.11.23 23:00close341.004561.054548.074648.0729.803351.19
1022023.11.23 23:00close331.004561.654567.034467.03-46.203304.99
1032023.11.24 01:30buy351.004560.350.000.00
1042023.11.24 01:30modify351.004560.354550.354650.35
1052023.11.24 07:45sell361.004557.400.000.00
1062023.11.24 07:45modify361.004557.404567.404467.40
1072023.11.26 23:00close361.004558.034567.404467.40-6.193298.81
1082023.11.26 23:00close351.004557.434550.354650.35-30.213268.60
1092023.11.27 01:30sell371.004552.160.000.00
1102023.11.27 01:30modify371.004552.164562.164462.16
1112023.11.27 09:00buy381.004551.130.000.00
1122023.11.27 09:00modify381.004551.134541.134641.13
1132023.11.27 23:00close381.004552.114541.134641.139.803278.40
1142023.11.27 23:00close371.004552.714562.164462.16-5.503272.90
1152023.11.28 01:30buy391.004552.300.000.00
1162023.11.28 01:30modify391.004552.304542.304642.30
1172023.11.28 08:00sell401.004545.990.000.00
1182023.11.28 08:00modify401.004545.994555.994455.99
1192023.11.28 08:43s/l391.004542.304542.304642.30-100.003172.90
1202023.11.28 15:41s/l401.004555.994555.994455.99-100.003072.90
1212023.11.29 01:15sell411.004559.340.000.00
1222023.11.29 01:15modify411.004559.344569.344469.34
1232023.11.29 07:15buy421.004560.670.000.00
1242023.11.29 07:15modify421.004560.674550.674650.67
1252023.11.29 09:28s/l411.004569.344569.344469.34-100.002972.90
1262023.11.29 20:23s/l421.004550.674550.674650.67-100.002872.90
1272023.11.30 01:45buy431.004553.160.000.00
1282023.11.30 01:45modify431.004553.164543.164643.16
1292023.11.30 08:00sell441.004556.960.000.00
1302023.11.30 08:00modify441.004556.964566.964466.96
1312023.11.30 13:30s/l441.004566.964566.964466.96-100.002772.90
1322023.11.30 15:48s/l431.004543.164543.164643.16-100.002672.90
1332023.12.01 05:45sell451.004565.910.000.00
1342023.12.01 05:45modify451.004565.914575.914475.91
1352023.12.01 08:30buy461.004568.290.000.00
1362023.12.01 08:30modify461.004568.294558.294658.29
1372023.12.01 09:32s/l451.004575.914575.914475.91-100.002572.90
1382023.12.01 12:47s/l461.004558.294558.294658.29-100.002472.90
1392023.12.04 01:15buy471.004587.680.000.00
1402023.12.04 01:15modify471.004587.684577.684677.68
1412023.12.04 06:15sell481.004585.280.000.00
1422023.12.04 06:15modify481.004585.284595.284495.28
1432023.12.04 08:11s/l471.004577.684577.684677.68-100.002372.90
1442023.12.04 23:00close481.004566.184595.284495.28191.002563.90
1452023.12.05 01:30buy491.004559.800.000.00
1462023.12.05 01:30modify491.004559.804549.804649.80
1472023.12.05 07:28s/l491.004549.804549.804649.80-100.002463.90
1482023.12.05 07:45sell501.004552.200.000.00
1492023.12.05 07:45modify501.004552.204562.204462.20
1502023.12.05 09:23s/l501.004562.204562.204462.20-100.002363.90
1512023.12.06 01:30buy511.004578.620.000.00
1522023.12.06 01:30modify511.004578.624568.624668.62
1532023.12.06 08:15sell521.004580.190.000.00
1542023.12.06 08:15modify521.004580.194590.194490.19
1552023.12.06 14:02s/l521.004590.194590.194490.19-100.002263.90
1562023.12.06 16:31s/l511.004568.624568.624668.62-100.002163.90
1572023.12.07 01:00buy531.004547.870.000.00
1582023.12.07 01:00modify531.004547.874537.874637.87
1592023.12.07 07:15sell541.004546.310.000.00
1602023.12.07 07:15modify541.004546.314556.314456.31
1612023.12.07 13:08s/l541.004556.314556.314456.31-100.002063.90
1622023.12.07 23:00close531.004579.634537.874637.87317.602381.50
1632023.12.08 01:15buy551.004581.480.000.00
1642023.12.08 01:15modify551.004581.484571.484671.48
1652023.12.08 08:30sell561.004577.740.000.00
1662023.12.08 08:30modify561.004577.744587.744487.74
1672023.12.08 09:17s/l561.004587.744587.744487.74-100.002281.50
1682023.12.08 13:32s/l551.004571.484571.484671.48-100.002181.50
1692023.12.11 01:00buy571.004603.880.000.00
1702023.12.11 01:00modify571.004603.884593.884693.88
1712023.12.11 07:15sell581.004601.430.000.00
1722023.12.11 07:15modify581.004601.434611.434511.43
1732023.12.11 15:47s/l581.004611.434611.434511.43-100.002081.50
1742023.12.11 23:00close571.004621.404593.884693.88175.202256.70
1752023.12.12 01:30buy591.004623.630.000.00
1762023.12.12 01:30modify591.004623.634613.634713.63
1772023.12.12 07:15sell601.004624.850.000.00
1782023.12.12 07:15modify601.004624.854634.854534.85
1792023.12.12 13:30s/l601.004634.854634.854534.85-100.002156.70
1802023.12.12 14:32s/l591.004613.634613.634713.63-100.002056.70
1812023.12.13 08:15buy611.004649.480.000.00
1822023.12.13 08:15modify611.004649.484639.484739.48
1832023.12.13 13:30sell621.004649.750.000.00
1842023.12.13 13:30modify621.004649.754659.754559.75
1852023.12.13 19:03s/l621.004659.754659.754559.75-100.001956.70
1862023.12.13 23:00close611.004705.594639.484739.48561.102517.80
1872023.12.14 01:30buy631.004720.540.000.00
1882023.12.14 01:30modify631.004720.544710.544810.54
1892023.12.14 08:15sell641.004725.920.000.00
1902023.12.14 08:15modify641.004725.924735.924635.92
1912023.12.14 14:05s/l641.004735.924735.924635.92-100.002417.80
1922023.12.14 18:26s/l631.004710.544710.544810.54-100.002317.80
1932023.12.15 01:15buy651.004717.550.000.00
1942023.12.15 01:15modify651.004717.554707.554807.55
1952023.12.15 07:15sell661.004728.760.000.00
1962023.12.15 07:15modify661.004728.764738.764638.76
1972023.12.15 18:42s/l651.004707.554707.554807.55-100.002217.80
1982023.12.17 23:00close661.004718.834738.764638.7699.412317.21
1992023.12.18 01:15sell671.004722.870.000.00
2002023.12.18 01:15modify671.004722.874732.874632.87
2012023.12.18 07:15buy681.004726.090.000.00
2022023.12.18 07:15modify681.004726.094716.094816.09
2032023.12.18 14:33s/l671.004732.874732.874632.87-100.002217.21
2042023.12.18 23:00close681.004737.154716.094816.09110.602327.81
2052023.12.19 03:00sell691.004740.130.000.00
2062023.12.19 03:00modify691.004740.134750.134650.13
2072023.12.19 09:00buy701.004744.730.000.00
2082023.12.19 09:00modify701.004744.734734.734834.73
2092023.12.19 12:17s/l691.004750.134750.134650.13-100.002227.81
2102023.12.19 23:00close701.004765.304734.734834.73205.702433.51
2112023.12.20 07:45sell711.004769.380.000.00
2122023.12.20 07:45modify711.004769.384779.384679.38
2132023.12.20 09:45buy721.004760.130.000.00
2142023.12.20 09:45modify721.004760.134750.134850.13
2152023.12.20 19:46s/l721.004750.134750.134850.13-100.002333.51
2162023.12.20 20:59close711.004697.534779.384679.38718.503052.01
2172023.12.21 01:30sell731.004706.200.000.00
2182023.12.21 01:30modify731.004706.204716.204616.20
2192023.12.21 05:32s/l731.004716.204716.204616.20-100.002952.01
2202023.12.21 07:00buy741.004718.480.000.00
2212023.12.21 07:00modify741.004718.484708.484808.48
2222023.12.21 18:18s/l741.004708.484708.484808.48-100.002852.01
2232023.12.22 01:45buy751.004741.520.000.00
2242023.12.22 01:45modify751.004741.524731.524831.52
2252023.12.22 04:00sell761.004740.980.000.00
2262023.12.22 04:00modify761.004740.984750.984650.98
2272023.12.22 13:22s/l761.004750.984750.984650.98-100.002752.01
2282023.12.25 23:00close751.004751.954731.524831.52102.792854.80
2292023.12.26 12:15buy771.004759.910.000.00
2302023.12.26 12:15modify771.004759.914749.914849.91
2312023.12.26 14:45sell781.004765.630.000.00
2322023.12.26 14:45modify781.004765.634775.634675.63
2332023.12.26 19:31s/l781.004775.634775.634675.63-100.002754.80
2342023.12.26 23:00close771.004777.924749.914849.91180.102934.90
2352023.12.27 01:15buy791.004774.650.000.00
2362023.12.27 01:15modify791.004774.654764.654864.65
2372023.12.27 08:30sell801.004777.720.000.00
2382023.12.27 08:30modify801.004777.724787.724687.72
2392023.12.27 23:00close801.004785.114787.724687.72-73.902861.00
2402023.12.27 23:00close791.004784.514764.654864.6598.602959.60
2412023.12.28 01:45sell811.004790.670.000.00
2422023.12.28 01:45modify811.004790.674800.674700.67
2432023.12.28 08:30buy821.004791.100.000.00
2442023.12.28 08:30modify821.004791.104781.104881.10
2452023.12.28 23:00close821.004786.404781.104881.10-47.002912.60
2462023.12.28 23:00close811.004787.004800.674700.6736.702949.30
2472023.12.29 01:30buy831.004788.330.000.00
2482023.12.29 01:30modify831.004788.334778.334878.33
2492023.12.29 08:15sell841.004792.780.000.00
2502023.12.29 08:15modify841.004792.784802.784702.78
2512023.12.29 15:42s/l831.004778.334778.334878.33-100.002849.30
2522024.01.01 23:00close841.004771.474802.784702.78213.273062.57
2532024.01.02 01:15sell851.004774.620.000.00
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16102024.10.24 01:00modify5371.005811.805821.805721.80
16112024.10.24 06:30buy5381.005812.880.000.00
16122024.10.24 06:30modify5381.005812.885802.885902.88
16132024.10.24 07:17s/l5371.005821.805821.805721.80-100.008990.90
16142024.10.24 15:05s/l5381.005802.885802.885902.88-100.008890.90
16152024.10.25 01:30sell5391.005816.740.000.00
16162024.10.25 01:30modify5391.005816.745826.745726.74
16172024.10.25 05:15buy5401.005808.220.000.00
16182024.10.25 05:15modify5401.005808.225798.225898.22
16192024.10.25 09:18s/l5391.005826.745826.745726.74-100.008790.90
16202024.10.27 22:00buy5411.005823.720.000.00
16212024.10.27 22:00modify5411.005823.725813.725913.72
16222024.10.27 23:00close5411.005835.625813.725913.72119.008909.90
16232024.10.27 23:00close5401.005835.625798.225898.22272.999182.89
16242024.10.28 01:00buy5421.005838.480.000.00
16252024.10.28 01:00modify5421.005838.485828.485928.48
16262024.10.28 05:00sell5431.005842.930.000.00
16272024.10.28 05:00modify5431.005842.935852.935752.93
16282024.10.28 12:03s/l5421.005828.485828.485928.48-100.009082.89
16292024.10.28 23:00close5431.005824.835852.935752.93181.009263.89
16302024.10.29 01:00buy5441.005824.900.000.00
16312024.10.29 01:00modify5441.005824.905814.905914.90
16322024.10.29 03:15sell5451.005825.350.000.00
16332024.10.29 03:15modify5451.005825.355835.355735.35
16342024.10.29 03:58s/l5441.005814.905814.905914.90-100.009163.89
16352024.10.29 14:23s/l5451.005835.355835.355735.35-100.009063.89
16362024.10.30 01:30sell5461.005854.840.000.00
16372024.10.30 01:30modify5461.005854.845864.845764.84
16382024.10.30 03:30buy5471.005846.540.000.00
16392024.10.30 03:30modify5471.005846.545836.545936.54
16402024.10.30 11:50s/l5471.005836.545836.545936.54-100.008963.89
16412024.10.30 23:00close5461.005800.375864.845764.84544.709508.59
16422024.10.31 01:15sell5481.005802.080.000.00
16432024.10.31 01:15modify5481.005802.085812.085712.08
16442024.10.31 05:15buy5491.005789.990.000.00
16452024.10.31 05:15modify5491.005789.995779.995879.99
16462024.10.31 06:58s/l5491.005779.995779.995879.99-100.009408.59
16472024.10.31 14:47close5481.005731.645812.085712.08704.4010112.99