Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1440)

SymbolSP500 (SPX500 Cash)
Period15 Minutes (M15) 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=3; VolumeRequiredPct=60; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; 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=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=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 test23071Ticks modelled12869702Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit3955.41Gross profit21731.34Gross loss-17775.93
Profit factor1.22Expected payoff7.71
Absolute drawdown714.51Maximal drawdown796.33 (73.61%)Relative drawdown73.61% (796.33)
Total trades513Short positions (won %)242 (39.26%)Long positions (won %)271 (46.49%)
Profit trades (% of total)221 (43.08%)Loss trades (% of total)292 (56.92%)
Largestprofit trade109.54loss trade-76.83
Averageprofit trade98.33loss trade-60.88
Maximumconsecutive wins (profit in money)5 (495.09)consecutive losses (loss in money)7 (-430.43)
Maximalconsecutive profit (count of wins)495.09 (5)consecutive loss (count of losses)-430.43 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.01 01:45sell10.205096.400.000.00
22024.03.01 01:45modify10.205096.405126.405046.40
32024.03.01 07:45buy20.205106.380.000.00
42024.03.01 07:45modify20.205106.385076.385156.38
52024.03.01 17:37s/l10.205126.405126.405046.40-60.00940.00
62024.03.03 23:00buy30.205133.810.000.00
72024.03.03 23:00modify30.205133.815103.815183.81
82024.03.04 00:15buy40.205132.830.000.00
92024.03.04 00:15modify40.205132.835102.835182.83
102024.03.05 14:35s/l30.205103.815103.815183.81-64.81875.19
112024.03.05 14:35s/l40.205102.835102.835182.83-62.40812.79
122024.03.05 18:44s/l20.205076.385076.385156.38-69.62743.17
132024.03.05 21:00sell50.205078.830.000.00
142024.03.05 21:00modify50.205078.835108.835028.83
152024.03.05 23:45buy60.205081.940.000.00
162024.03.05 23:45modify60.205081.945051.945131.94
172024.03.06 08:00sell70.205085.150.000.00
182024.03.06 08:00modify70.205085.155115.155035.15
192024.03.06 13:47s/l50.205108.835108.835028.83-59.20683.96
202024.03.06 14:30s/l70.205115.155115.155035.15-60.00623.96
212024.03.06 21:00sell80.205105.000.000.00
222024.03.06 21:00modify80.205105.005135.005055.00
232024.03.06 23:15buy90.205107.890.000.00
242024.03.06 23:15modify90.205107.895077.895157.89
252024.03.07 14:18t/p60.205131.945051.945131.9495.19719.15
262024.03.07 14:19s/l80.205135.005135.005055.00-59.20659.95
272024.03.07 18:33t/p90.205157.895077.895157.8997.60757.54
282024.03.07 21:00sell100.205154.550.000.00
292024.03.07 21:00modify100.205154.555184.555104.55
302024.03.07 23:00buy110.205156.170.000.00
312024.03.07 23:00modify110.205156.175126.175206.17
322024.03.08 07:15buy120.205158.220.000.00
332024.03.08 07:15modify120.205158.225128.225208.22
342024.03.08 14:59s/l100.205184.555184.555104.55-59.20698.34
352024.03.08 18:01s/l120.205128.225128.225208.22-60.00638.34
362024.03.08 18:30s/l110.205126.175126.175206.17-62.40575.93
372024.03.08 21:00buy130.205124.280.000.00
382024.03.08 21:00modify130.205124.285094.285174.28
392024.03.10 22:00buy140.205126.570.000.00
402024.03.10 22:00modify140.205126.575096.575176.57
412024.03.11 00:00sell150.205124.980.000.00
422024.03.11 00:00modify150.205124.985154.985074.98
432024.03.11 14:02s/l140.205096.575096.575176.57-62.40513.53
442024.03.11 14:07s/l130.205094.285094.285174.28-67.21446.31
452024.03.12 07:15sell160.205139.970.000.00
462024.03.12 07:15modify160.205139.975169.975089.97
472024.03.12 09:15buy170.205130.260.000.00
482024.03.12 09:15modify170.205130.265100.265180.26
492024.03.12 12:45s/l150.205154.985154.985074.98-59.20387.11
502024.03.12 14:51s/l160.205169.975169.975089.97-60.00327.11
512024.03.12 22:00sell180.205171.580.000.00
522024.03.12 22:00modify180.205171.585201.585121.58
532024.03.13 07:15sell190.205179.810.000.00
542024.03.13 07:15modify190.205179.815209.815129.81
552024.03.13 07:15t/p170.205180.265100.265180.2697.60424.70
562024.03.13 10:00buy200.205174.840.000.00
572024.03.13 10:00modify200.205174.845144.845224.84
582024.03.14 13:54s/l200.205144.845144.845224.84-62.40362.30
592024.03.14 19:25t/p190.205129.815209.815129.81100.80463.09
602024.03.14 22:00sell210.205149.760.000.00
612024.03.14 22:00modify210.205149.765179.765099.76
622024.03.15 07:15sell220.205148.410.000.00
632024.03.15 07:15modify220.205148.415178.415098.41
642024.03.15 13:29t/p180.205121.585201.585121.58102.39565.48
652024.03.17 22:00buy230.205120.620.000.00
662024.03.17 22:00modify230.205120.625090.625170.62
672024.03.18 14:13t/p230.205170.625090.625170.6297.60663.08
682024.03.18 22:00buy240.205149.390.000.00
692024.03.18 22:00modify240.205149.395119.395199.39
702024.03.19 19:52s/l220.205178.415178.415098.41-56.82606.26
712024.03.19 19:53s/l210.205179.765179.765099.76-56.02550.23
722024.03.19 22:00sell250.205175.220.000.00
732024.03.19 22:00modify250.205175.225205.225125.22
742024.03.20 08:15buy260.205175.440.000.00
752024.03.20 08:15modify260.205175.445145.445225.44
762024.03.20 18:05t/p240.205199.395119.395199.3995.19645.42
772024.03.20 18:42s/l250.205205.225205.225125.22-59.20586.22
782024.03.20 19:29t/p260.205225.445145.445225.44100.00686.22
792024.03.20 22:00sell270.205233.270.000.00
802024.03.20 22:00modify270.205233.275263.275183.27
812024.03.21 07:45sell280.205252.650.000.00
822024.03.21 07:45modify280.205252.655282.655202.65
832024.03.21 09:45buy290.205245.880.000.00
842024.03.21 09:45modify290.205245.885215.885295.88
852024.03.25 11:10s/l290.205215.885215.885295.88-69.62616.60
862024.03.26 01:45buy300.205227.610.000.00
872024.03.26 01:45modify300.205227.615197.615277.61
882024.03.28 19:26s/l270.205263.275263.275183.27-53.64562.96
892024.03.31 22:00buy310.205259.980.000.00
902024.03.31 22:00modify310.205259.985229.985309.98
912024.04.01 15:54s/l310.205229.985229.985309.98-62.40500.56
922024.04.01 22:00sell320.205239.370.000.00
932024.04.01 22:00modify320.205239.375269.375189.37
942024.04.02 13:10t/p280.205202.655282.655202.65109.54610.10
952024.04.02 13:19s/l300.205197.615197.615277.61-76.83533.26
962024.04.02 13:51t/p320.205189.375269.375189.37100.80634.06
972024.04.03 00:30buy330.205203.080.000.00
982024.04.03 00:30modify330.205203.085173.085253.08
992024.04.03 06:30sell340.205197.740.000.00
1002024.04.03 06:30modify340.205197.745227.745147.74
1012024.04.03 15:06s/l340.205227.745227.745147.74-60.00574.06
1022024.04.03 22:00sell350.205218.730.000.00
1032024.04.03 22:00modify350.205218.735248.735168.73
1042024.04.04 00:00sell360.205226.810.000.00
1052024.04.04 00:00modify360.205226.815256.815176.81
1062024.04.04 12:55s/l350.205248.735248.735168.73-59.20514.85
1072024.04.04 13:12t/p330.205253.085173.085253.0897.60612.45
1082024.04.04 16:09s/l360.205256.815256.815176.81-60.00552.45
1092024.04.04 22:00buy370.205157.040.000.00
1102024.04.04 22:00modify370.205157.045127.045207.04
1112024.04.05 00:00buy380.205151.940.000.00
1122024.04.05 00:00modify380.205151.945121.945201.94
1132024.04.05 02:15sell390.205150.180.000.00
1142024.04.05 02:15modify390.205150.185180.185100.18
1152024.04.05 13:54s/l390.205180.185180.185100.18-60.00492.45
1162024.04.05 15:40t/p380.205201.945121.945201.94100.00592.45
1172024.04.05 15:43t/p370.205207.045127.045207.0497.60690.04
1182024.04.07 22:00buy400.205215.840.000.00
1192024.04.07 22:00modify400.205215.845185.845265.84
1202024.04.08 00:00sell410.205208.880.000.00
1212024.04.08 00:00modify410.205208.885238.885158.88
1222024.04.08 03:45buy420.205196.850.000.00
1232024.04.08 03:45modify420.205196.855166.855246.85
1242024.04.09 14:30s/l400.205185.845185.845265.84-64.81625.24
1252024.04.09 14:42s/l420.205166.855166.855246.85-62.40562.83
1262024.04.09 22:00sell430.205214.780.000.00
1272024.04.09 22:00modify430.205214.785244.785164.78
1282024.04.10 06:15buy440.205214.280.000.00
1292024.04.10 06:15modify440.205214.285184.285264.28
1302024.04.10 12:31s/l440.205184.285184.285264.28-60.00502.83
1312024.04.10 12:34t/p430.205164.785244.785164.78100.80603.63
1322024.04.10 12:34t/p410.205158.885238.885158.88101.59705.22
1332024.04.10 22:00buy450.205156.990.000.00
1342024.04.10 22:00modify450.205156.995126.995206.99
1352024.04.11 00:15sell460.205152.280.000.00
1362024.04.11 00:15modify460.205152.285182.285102.28
1372024.04.11 06:15buy470.205160.980.000.00
1382024.04.11 06:15modify470.205160.985130.985210.98
1392024.04.11 12:30s/l470.205130.985130.985210.98-60.00645.22
1402024.04.11 17:06s/l460.205182.285182.285102.28-60.00585.22
1412024.04.11 18:08t/p450.205206.995126.995206.9997.60682.81
1422024.04.11 22:00buy480.205198.380.000.00
1432024.04.11 22:00modify480.205198.385168.385248.38
1442024.04.12 00:00buy490.205199.920.000.00
1452024.04.12 00:00modify490.205199.925169.925249.92
1462024.04.12 06:30sell500.205200.430.000.00
1472024.04.12 06:30modify500.205200.435230.435150.43
1482024.04.12 10:52s/l490.205169.925169.925249.92-60.00622.81
1492024.04.12 12:42s/l480.205168.385168.385248.38-62.40560.41
1502024.04.12 13:01t/p500.205150.435230.435150.43100.00660.41
1512024.04.14 22:00sell510.205129.930.000.00
1522024.04.14 22:00modify510.205129.935159.935079.93
1532024.04.15 00:00sell520.205139.990.000.00
1542024.04.15 00:00modify520.205139.995169.995089.99
1552024.04.15 07:45buy530.205147.470.000.00
1562024.04.15 07:45modify530.205147.475117.475197.47
1572024.04.15 12:34s/l510.205159.935159.935079.93-59.20601.20
1582024.04.15 13:08s/l520.205169.995169.995089.99-60.00541.20
1592024.04.15 16:30s/l530.205117.475117.475197.47-60.00481.20
1602024.04.15 22:00buy540.205060.100.000.00
1612024.04.15 22:00modify540.205060.105030.105110.10
1622024.04.16 00:15sell550.205063.400.000.00
1632024.04.16 00:15modify550.205063.405093.405013.40
1642024.04.16 02:30buy560.205046.770.000.00
1652024.04.16 02:30modify560.205046.775016.775096.77
1662024.04.17 15:30s/l540.205030.105030.105110.10-64.81416.39
1672024.04.17 16:33s/l560.205016.775016.775096.77-62.40353.99
1682024.04.17 16:42t/p550.205013.405093.405013.40100.80454.78
1692024.04.17 22:00buy570.205024.840.000.00
1702024.04.17 22:00modify570.205024.844994.845074.84
1712024.04.18 01:45buy580.205029.350.000.00
1722024.04.18 01:45modify580.205029.354999.355079.35
1732024.04.18 05:45sell590.205042.110.000.00
1742024.04.18 05:45modify590.205042.115072.114992.11
1752024.04.18 23:53s/l580.204999.354999.355079.35-60.00394.78
1762024.04.19 00:00buy600.205001.880.000.00
1772024.04.19 00:00modify600.205001.884971.885051.88
1782024.04.19 00:17s/l570.204994.844994.845074.84-64.81329.97
1792024.04.19 00:19t/p590.204992.115072.114992.11100.80430.77
1802024.04.19 01:14s/l600.204971.884971.885051.88-60.00370.77
1812024.04.19 01:15buy610.204971.950.000.00
1822024.04.19 01:15modify610.204971.954941.955021.95
1832024.04.19 01:39s/l610.204941.954941.955021.95-60.00310.77
1842024.04.19 01:45buy620.204939.270.000.00
1852024.04.19 01:45modify620.204939.274909.274989.27
1862024.04.19 03:45sell630.204962.130.000.00
1872024.04.19 03:45modify630.204962.134992.134912.13
1882024.04.19 07:09t/p620.204989.274909.274989.27100.00410.77
1892024.04.19 07:45buy640.204986.620.000.00
1902024.04.19 07:45modify640.204986.624956.625036.62
1912024.04.19 08:19s/l630.204992.134992.134912.13-60.00350.77
1922024.04.19 09:45sell650.204993.200.000.00
1932024.04.19 09:45modify650.204993.205023.204943.20
1942024.04.19 18:46s/l640.204956.624956.625036.62-60.00290.77
1952024.04.21 22:00buy660.204979.900.000.00
1962024.04.21 22:00modify660.204979.904949.905029.90
1972024.04.22 00:45buy670.204975.350.000.00
1982024.04.22 00:45modify670.204975.354945.355025.35
1992024.04.22 17:49s/l650.205023.205023.204943.20-57.61233.15
2002024.04.22 17:51t/p670.205025.354945.355025.35100.00333.15
2012024.04.22 17:52t/p660.205029.904949.905029.9097.60430.75
2022024.04.22 22:00buy680.205014.920.000.00
2032024.04.22 22:00modify680.205014.924984.925064.92
2042024.04.23 01:45buy690.205007.570.000.00
2052024.04.23 01:45modify690.205007.574977.575057.57
2062024.04.23 07:00sell700.205013.150.000.00
2072024.04.23 07:00modify700.205013.155043.154963.15
2082024.04.23 13:45s/l700.205043.155043.154963.15-60.00370.75
2092024.04.23 14:27t/p690.205057.574977.575057.57100.00470.75
2102024.04.23 14:31t/p680.205064.924984.925064.9297.60568.34
2112024.04.23 22:00sell710.205079.270.000.00
2122024.04.23 22:00modify710.205079.275109.275029.27
2132024.04.24 07:15buy720.205083.190.000.00
2142024.04.24 07:15modify720.205083.195053.195133.19
2152024.04.24 15:45s/l720.205053.195053.195133.19-60.00508.34
2162024.04.24 22:00buy730.205037.470.000.00
2172024.04.24 22:00modify730.205037.475007.475087.47
2182024.04.25 00:15sell740.205042.000.000.00
2192024.04.25 00:15modify740.205042.005072.004992.00
2202024.04.25 12:30t/p710.205029.275109.275029.27101.59609.93
2212024.04.25 13:10s/l730.205007.475007.475087.47-62.40547.53
2222024.04.25 14:01t/p740.204992.005072.004992.00100.00647.53
2232024.04.25 22:00sell750.205100.470.000.00
2242024.04.25 22:00modify750.205100.475130.475050.47
2252024.04.26 00:15sell760.205087.390.000.00
2262024.04.26 00:15modify760.205087.395117.395037.39
2272024.04.26 07:15buy770.205089.980.000.00
2282024.04.26 07:15modify770.205089.985059.985139.98
2292024.04.29 13:30s/l760.205117.395117.395037.39-57.61589.92
2302024.04.30 18:50s/l770.205059.985059.985139.98-69.62520.30
2312024.04.30 19:54t/p750.205050.475130.475050.47103.98624.27
2322024.04.30 22:00buy780.205019.470.000.00
2332024.04.30 22:00modify780.205019.474989.475069.47
2342024.05.01 00:15sell790.205029.700.000.00
2352024.05.01 00:15modify790.205029.705059.704979.70
2362024.05.01 09:15buy800.205016.410.000.00
2372024.05.01 09:15modify800.205016.414986.415066.41
2382024.05.01 18:39s/l790.205059.705059.704979.70-60.00564.27
2392024.05.01 18:41t/p800.205066.414986.415066.41100.00664.27
2402024.05.01 18:41t/p780.205069.474989.475069.4797.60761.87
2412024.05.01 22:00buy810.205030.980.000.00
2422024.05.01 22:00modify810.205030.985000.985080.98
2432024.05.02 06:15buy820.205043.460.000.00
2442024.05.02 06:15modify820.205043.465013.465093.46
2452024.05.02 08:15sell830.205051.360.000.00
2462024.05.02 08:15modify830.205051.365081.365001.36
2472024.05.02 14:09s/l820.205013.465013.465093.46-60.00701.87
2482024.05.02 22:00t/p810.205080.985000.985080.9897.60799.46
2492024.05.02 22:00s/l830.205081.365081.365001.36-60.00739.46
2502024.05.02 22:00sell840.205081.580.000.00
2512024.05.02 22:00modify840.205081.585111.585031.58
2522024.05.03 07:15buy850.205076.150.000.00
2532024.05.03 07:15modify850.205076.155046.155126.15
2542024.05.03 12:30s/l840.205111.585111.585031.58-59.20680.26
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