Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)

SymbolSP500 (SPX500 Cash)
Period1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=5; VolumeRequiredPct=70; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=2; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=50; StopLoss=40; 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=22; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 test6182Ticks modelled12869702Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit3919.43Gross profit12528.70Gross loss-8609.28
Profit factor1.46Expected payoff16.75
Absolute drawdown128.21Maximal drawdown1187.07 (41.88%)Relative drawdown41.88% (1187.07)
Total trades234Short positions (won %)103 (51.46%)Long positions (won %)131 (56.49%)
Profit trades (% of total)127 (54.27%)Loss trades (% of total)107 (45.73%)
Largestprofit trade109.54loss trade-96.83
Averageprofit trade98.65loss trade-80.46
Maximumconsecutive wins (profit in money)8 (755.10)consecutive losses (loss in money)6 (-484.81)
Maximalconsecutive profit (count of wins)755.10 (8)consecutive loss (count of losses)-484.81 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.01 08:00sell10.205104.530.000.00
22024.03.01 08:00modify10.205104.535144.535054.53
32024.03.01 11:00buy20.205086.250.000.00
42024.03.01 11:00modify20.205086.255046.255136.25
52024.03.01 19:00t/p20.205136.255046.255136.25100.001100.00
62024.03.04 19:37s/l10.205144.535144.535054.53-77.611022.39
72024.03.05 09:00buy30.205114.880.000.00
82024.03.05 09:00modify30.205114.885074.885164.88
92024.03.05 18:50s/l30.205074.885074.885164.88-80.00942.39
102024.03.06 09:00sell40.205092.980.000.00
112024.03.06 09:00modify40.205092.985132.985042.98
122024.03.07 01:00buy50.205098.950.000.00
132024.03.07 01:00modify50.205098.955058.955148.95
142024.03.07 14:18s/l40.205132.985132.985042.98-79.20863.18
152024.03.07 15:30t/p50.205148.955058.955148.95100.00963.18
162024.03.08 08:00sell60.205161.160.000.00
172024.03.08 08:00modify60.205161.165201.165111.16
182024.03.10 23:00buy70.205115.060.000.00
192024.03.10 23:00modify70.205115.065075.065165.06
202024.03.11 08:12t/p60.205111.165201.165111.16102.391065.57
212024.03.11 09:00sell80.205113.860.000.00
222024.03.11 09:00modify80.205113.865153.865063.86
232024.03.12 12:45s/l80.205153.865153.865063.86-79.20986.36
242024.03.12 14:45t/p70.205165.065075.065165.0695.191081.55
252024.03.13 09:00sell90.205174.340.000.00
262024.03.13 09:00modify90.205174.345214.345124.34
272024.03.14 09:00sell100.205183.280.000.00
282024.03.14 09:00modify100.205183.285223.285133.28
292024.03.14 17:31t/p100.205133.285223.285133.28100.001181.55
302024.03.14 19:35t/p90.205124.345214.345124.34100.801282.35
312024.03.15 09:00sell110.205152.710.000.00
322024.03.15 09:00modify110.205152.715192.715102.71
332024.03.18 09:00sell120.205138.180.000.00
342024.03.18 09:00modify120.205138.185178.185088.18
352024.03.19 19:52s/l120.205178.185178.185088.18-79.201203.14
362024.03.20 09:00sell130.205171.900.000.00
372024.03.20 09:00modify130.205171.905211.905121.90
382024.03.20 18:01s/l110.205192.715192.715102.71-76.021127.12
392024.03.20 18:47s/l130.205211.905211.905121.90-80.001047.12
402024.03.21 09:00sell140.205247.400.000.00
412024.03.21 09:00modify140.205247.405287.405197.40
422024.03.22 09:00sell150.205247.730.000.00
432024.03.22 09:00modify150.205247.735287.735197.73
442024.04.02 13:35t/p150.205197.735287.735197.73108.751155.87
452024.04.02 13:37t/p140.205197.405287.405197.40109.541265.41
462024.04.03 07:00buy160.205199.990.000.00
472024.04.03 07:00modify160.205199.995159.995249.99
482024.04.03 10:00sell170.205196.690.000.00
492024.04.03 10:00modify170.205196.695236.695146.69
502024.04.04 12:34s/l170.205236.695236.695146.69-79.201186.20
512024.04.04 13:08t/p160.205249.995159.995249.9997.601283.80
522024.04.04 22:00buy180.205157.040.000.00
532024.04.04 22:00modify180.205157.045117.045207.04
542024.04.05 00:00buy190.205151.940.000.00
552024.04.05 00:00modify190.205151.945111.945201.94
562024.04.05 15:40t/p190.205201.945111.945201.94100.001383.80
572024.04.05 15:43t/p180.205207.045117.045207.0497.601481.39
582024.04.08 01:00buy200.205205.350.000.00
592024.04.08 01:00modify200.205205.355165.355255.35
602024.04.08 08:00sell210.205206.400.000.00
612024.04.08 08:00modify210.205206.405246.405156.40
622024.04.09 14:42s/l200.205165.355165.355255.35-82.401398.99
632024.04.10 08:00sell220.205215.250.000.00
642024.04.10 08:00modify220.205215.255255.255165.25
652024.04.10 12:34t/p220.205165.255255.255165.25100.001498.99
662024.04.10 12:35t/p210.205156.405246.405156.40101.591600.58
672024.04.11 07:00sell230.205158.020.000.00
682024.04.11 07:00modify230.205158.025198.025108.02
692024.04.11 10:00buy240.205149.830.000.00
702024.04.11 10:00modify240.205149.835109.835199.83
712024.04.11 17:53s/l230.205198.025198.025108.02-80.001520.58
722024.04.11 18:02t/p240.205199.835109.835199.83100.001620.58
732024.04.12 08:00sell250.205200.120.000.00
742024.04.12 08:00modify250.205200.125240.125150.12
752024.04.12 10:00buy260.205191.400.000.00
762024.04.12 10:00modify260.205191.405151.405241.40
772024.04.12 13:01s/l260.205151.405151.405241.40-80.001540.58
782024.04.12 13:01t/p250.205150.125240.125150.12100.001640.58
792024.04.14 23:00sell270.205139.110.000.00
802024.04.14 23:00modify270.205139.115179.115089.11
812024.04.15 00:00sell280.205139.990.000.00
822024.04.15 00:00modify280.205139.995179.995089.99
832024.04.15 17:26t/p280.205089.995179.995089.99100.001740.58
842024.04.15 17:27t/p270.205089.115179.115089.11100.801841.37
852024.04.16 03:00buy290.205050.630.000.00
862024.04.16 03:00modify290.205050.635010.635100.63
872024.04.16 08:00sell300.205059.110.000.00
882024.04.16 08:00modify300.205059.115099.115009.11
892024.04.17 16:44s/l290.205010.635010.635100.63-82.401758.97
902024.04.17 16:46t/p300.205009.115099.115009.11100.801859.76
912024.04.18 08:00sell310.205040.680.000.00
922024.04.18 08:00modify310.205040.685080.684990.68
932024.04.18 10:00buy320.205034.390.000.00
942024.04.18 10:00modify320.205034.394994.395084.39
952024.04.19 00:17s/l320.204994.394994.395084.39-82.401777.36
962024.04.19 00:20t/p310.204990.685080.684990.68100.801878.16
972024.04.19 01:00buy330.204986.390.000.00
982024.04.19 01:00modify330.204986.394946.395036.39
992024.04.19 01:33s/l330.204946.394946.395036.39-80.001798.16
1002024.04.19 02:00buy340.204948.720.000.00
1012024.04.19 02:00modify340.204948.724908.724998.72
1022024.04.19 06:00sell350.204969.750.000.00
1032024.04.19 06:00modify350.204969.755009.754919.75
1042024.04.19 10:07t/p340.204998.724908.724998.72100.001898.16
1052024.04.19 12:18s/l350.205009.755009.754919.75-80.001818.16
1062024.04.21 23:00buy360.204982.340.000.00
1072024.04.21 23:00modify360.204982.344942.345032.34
1082024.04.22 01:00sell370.204973.480.000.00
1092024.04.22 01:00modify370.204973.485013.484923.48
1102024.04.22 17:27s/l370.205013.485013.484923.48-80.001738.16
1112024.04.22 17:52t/p360.205032.344942.345032.3497.601835.75
1122024.04.23 08:00sell380.205015.410.000.00
1132024.04.23 08:00modify380.205015.415055.414965.41
1142024.04.23 14:20s/l380.205055.415055.414965.41-80.001755.75
1152024.04.24 08:00buy390.205082.700.000.00
1162024.04.24 08:00modify390.205082.705042.705132.70
1172024.04.24 22:00s/l390.205042.705042.705132.70-80.001675.75
1182024.04.25 09:00sell400.205045.180.000.00
1192024.04.25 09:00modify400.205045.185085.184995.18
1202024.04.25 13:55t/p400.204995.185085.184995.18100.001775.75
1212024.04.25 22:00sell410.205100.470.000.00
1222024.04.25 22:00modify410.205100.475140.475050.47
1232024.04.26 08:00buy420.205089.810.000.00
1242024.04.26 08:00modify420.205089.815049.815139.81
1252024.04.30 19:54t/p410.205050.475140.475050.47103.981879.73
1262024.04.30 19:54s/l420.205049.815049.815139.81-89.621790.11
1272024.04.30 22:00buy430.205019.470.000.00
1282024.04.30 22:00modify430.205019.474979.475069.47
1292024.05.01 18:41t/p430.205069.474979.475069.4797.601887.70
1302024.05.02 08:00sell440.205047.630.000.00
1312024.05.02 08:00modify440.205047.635087.634997.63
1322024.05.02 22:16s/l440.205087.635087.634997.63-80.001807.70
1332024.05.09 08:00buy450.205177.650.000.00
1342024.05.09 08:00modify450.205177.655137.655227.65
1352024.05.10 08:42t/p450.205227.655137.655227.6597.601905.30
1362024.05.16 08:00buy460.205314.530.000.00
1372024.05.16 08:00modify460.205314.535274.535364.53
1382024.05.17 08:00sell470.205297.100.000.00
1392024.05.17 08:00modify470.205297.105337.105247.10
1402024.05.23 02:59s/l470.205337.105337.105247.10-75.231830.07
1412024.05.23 04:00sell480.205343.080.000.00
1422024.05.23 04:00modify480.205343.085383.085293.08
1432024.05.23 17:37t/p480.205293.085383.085293.08100.001930.07
1442024.05.23 18:02s/l460.205274.535274.535364.53-96.831833.24
1452024.05.24 07:00buy490.205271.400.000.00
1462024.05.24 07:00modify490.205271.405231.405321.40
1472024.05.24 09:00sell500.205281.080.000.00
1482024.05.24 09:00modify500.205281.085321.085231.08
1492024.05.28 08:16s/l500.205321.085321.085231.08-76.821756.42
1502024.05.28 08:48t/p490.205321.405231.405321.4090.381846.80
1512024.05.28 09:00sell510.205320.870.000.00
1522024.05.28 09:00modify510.205320.875360.875270.87
1532024.05.29 01:00buy520.205297.670.000.00
1542024.05.29 01:00modify520.205297.675257.675347.67
1552024.05.29 12:36t/p510.205270.875360.875270.87100.801947.59
1562024.05.29 22:00s/l520.205257.675257.675347.67-80.001867.59
1572024.05.30 07:00buy530.205236.350.000.00
1582024.05.30 07:00modify530.205236.355196.355286.35
1592024.05.30 09:00sell540.205248.230.000.00
1602024.05.30 09:00modify540.205248.235288.235198.23
1612024.05.31 16:16t/p540.205198.235288.235198.23100.801968.39
1622024.05.31 16:16s/l530.205196.355196.355286.35-82.401885.98
1632024.06.02 22:00sell550.205286.490.000.00
1642024.06.02 22:00modify550.205286.495326.495236.49
1652024.06.03 01:00sell560.205293.380.000.00
1662024.06.03 01:00modify560.205293.385333.385243.38
1672024.06.03 16:32t/p560.205243.385333.385243.38100.001985.98
1682024.06.03 17:10t/p550.205236.495326.495236.49100.802086.78
1692024.06.04 07:00buy570.205275.140.000.00
1702024.06.04 07:00modify570.205275.145235.145325.14
1712024.06.05 08:00buy580.205296.320.000.00
1722024.06.05 08:00modify580.205296.325256.325346.32
1732024.06.05 15:14t/p570.205325.145235.145325.1497.602184.37
1742024.06.05 18:33t/p580.205346.325256.325346.32100.002284.37
1752024.06.06 08:00buy590.205354.720.000.00
1762024.06.06 08:00modify590.205354.725314.725404.72
1772024.06.07 09:00buy600.205353.650.000.00
1782024.06.07 09:00modify600.205353.655313.655403.65
1792024.06.12 12:30t/p590.205404.725314.725404.7285.572369.94
1802024.06.12 12:30t/p600.205403.655313.655403.6587.982457.92
1812024.06.13 09:00buy610.205429.730.000.00
1822024.06.13 09:00modify610.205429.735389.735479.73
1832024.06.14 08:00buy620.205428.870.000.00
1842024.06.14 08:00modify620.205428.875388.875478.87
1852024.06.17 17:54t/p620.205478.875388.875478.8792.792550.71
1862024.06.17 17:54t/p610.205479.735389.735479.7390.382641.09
1872024.06.18 09:00sell630.205473.820.000.00
1882024.06.18 09:00modify630.205473.825513.825423.82
1892024.06.19 08:00sell640.205491.710.000.00
1902024.06.19 08:00modify640.205491.715531.715441.71
1912024.06.20 07:30s/l630.205513.825513.825423.82-78.412562.68
1922024.06.20 08:00sell650.205508.710.000.00
1932024.06.20 08:00modify650.205508.715548.715458.71
1942024.06.20 17:35t/p650.205458.715548.715458.71100.002662.68
1952024.06.21 09:00buy660.205463.530.000.00
1962024.06.21 09:00modify660.205463.535423.535513.53
1972024.06.28 14:03t/p660.205513.535423.535513.5383.172745.84
1982024.06.30 23:00buy670.205473.190.000.00
1992024.06.30 23:00modify670.205473.195433.195523.19
2002024.07.03 15:15t/p670.205523.195433.195523.1992.792838.63
2012024.07.03 16:16s/l640.205531.715531.715441.71-68.872769.76
2022024.07.05 08:00sell680.205539.660.000.00
2032024.07.05 08:00modify680.205539.665579.665489.66
2042024.07.08 08:00sell690.205563.120.000.00
2052024.07.08 08:00modify690.205563.125603.125513.12
2062024.07.08 13:32s/l680.205579.665579.665489.66-77.612692.15
2072024.07.10 16:15s/l690.205603.125603.125513.12-78.412613.74
2082024.07.12 08:00sell700.205588.860.000.00
2092024.07.12 08:00modify700.205588.865628.865538.86
2102024.07.12 14:43s/l700.205628.865628.865538.86-80.002533.74
2112024.07.14 23:00buy710.205617.970.000.00
2122024.07.14 23:00modify710.205617.975577.975667.97
2132024.07.15 08:00sell720.205631.380.000.00
2142024.07.15 08:00modify720.205631.385671.385581.38
2152024.07.16 19:53t/p710.205667.975577.975667.9795.192628.93
2162024.07.17 07:00buy730.205641.690.000.00
2172024.07.17 07:00modify730.205641.695601.695691.69
2182024.07.17 14:07s/l730.205601.695601.695691.69-80.002548.93
2192024.07.17 22:00buy740.205594.640.000.00
2202024.07.17 22:00modify740.205594.645554.645644.64
2212024.07.18 14:41t/p720.205581.385671.385581.38102.392651.31
2222024.07.18 15:30s/l740.205554.645554.645644.64-82.402568.91
2232024.07.18 22:00buy750.205557.380.000.00
2242024.07.18 22:00modify750.205557.385517.385607.38
2252024.07.19 08:00buy760.205533.180.000.00
2262024.07.19 08:00modify760.205533.185493.185583.18
2272024.07.19 15:28s/l750.205517.385517.385607.38-82.402486.50
2282024.07.22 02:00sell770.205510.500.000.00
2292024.07.22 02:00modify770.205510.505550.505460.50
2302024.07.22 13:36s/l770.205550.505550.505460.50-80.002406.50
2312024.07.23 07:00buy780.205555.830.000.00
2322024.07.23 07:00modify780.205555.835515.835605.83
2332024.07.23 15:18t/p760.205583.185493.185583.1890.382496.88
2342024.07.24 06:33s/l780.205515.835515.835605.83-82.402414.48
2352024.07.24 07:00buy790.205517.560.000.00
2362024.07.24 07:00modify790.205517.565477.565567.56
2372024.07.24 09:00sell800.205519.760.000.00
2382024.07.24 09:00modify800.205519.765559.765469.76
2392024.07.24 14:09s/l790.205477.565477.565567.56-80.002334.48
2402024.07.24 15:03t/p800.205469.765559.765469.76100.002434.48
2412024.07.25 03:00buy810.205433.860.000.00
2422024.07.25 03:00modify810.205433.865393.865483.86
2432024.07.25 07:00sell820.205437.770.000.00
2442024.07.25 07:00modify820.205437.775477.775387.77
2452024.07.25 14:09s/l810.205393.865393.865483.86-80.002354.48
2462024.07.25 16:22s/l820.205477.775477.775387.77-80.002274.48
2472024.07.26 07:00sell830.205424.020.000.00
2482024.07.26 07:00modify830.205424.025464.025374.02
2492024.07.26 15:58s/l830.205464.025464.025374.02-80.002194.48
2502024.07.29 02:00sell840.205484.130.000.00
2512024.07.29 02:00modify840.205484.135524.135434.13
2522024.07.29 09:00buy850.205473.710.000.00
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