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=0; MaxTrades_Total=2; MaxTrades_Dir=3; ATMMHelp="************************************"; TakeProfit=50; 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 test23071Ticks modelled12869702Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit1916.65Gross profit9361.36Gross loss-7444.71
Profit factor1.26Expected payoff3.52
Absolute drawdown184.06Maximal drawdown497.16 (14.64%)Relative drawdown34.20% (435.96)
Total trades544Short positions (won %)269 (25.65%)Long positions (won %)275 (31.64%)
Profit trades (% of total)156 (28.68%)Loss trades (% of total)388 (71.32%)
Largestprofit trade100.00loss trade-20.00
Averageprofit trade60.01loss trade-19.19
Maximumconsecutive wins (profit in money)3 (125.86)consecutive losses (loss in money)11 (-220.00)
Maximalconsecutive profit (count of wins)125.86 (3)consecutive loss (count of losses)-220.00 (11)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.01 01:45sell10.205096.400.000.00
22024.03.01 01:45modify10.205096.405106.405046.40
32024.03.01 07:03s/l10.205106.405106.405046.40-20.00980.00
42024.03.01 07:45buy20.205106.380.000.00
52024.03.01 07:45modify20.205106.385096.385156.38
62024.03.01 10:12s/l20.205096.385096.385156.38-20.00960.00
72024.03.04 08:15sell30.205134.620.000.00
82024.03.04 08:15modify30.205134.625144.625084.62
92024.03.04 11:15buy40.205128.960.000.00
102024.03.04 11:15modify40.205128.965118.965178.96
112024.03.04 19:37s/l30.205144.625144.625084.62-20.00940.00
122024.03.04 23:00close40.205125.595118.965178.96-6.74933.26
132024.03.05 01:30buy50.205122.060.000.00
142024.03.05 01:30modify50.205122.065112.065172.06
152024.03.05 08:00sell60.205119.750.000.00
162024.03.05 08:00modify60.205119.755129.755069.75
172024.03.05 09:51s/l50.205112.065112.065172.06-20.00913.26
182024.03.05 19:38t/p60.205069.755129.755069.75100.001013.26
192024.03.06 08:00sell70.205085.150.000.00
202024.03.06 08:00modify70.205085.155095.155035.15
212024.03.06 08:37s/l70.205095.155095.155035.15-20.00993.26
222024.03.06 10:00buy80.205098.100.000.00
232024.03.06 10:00modify80.205098.105088.105148.10
242024.03.06 23:00close80.205109.105088.105148.1022.001015.26
252024.03.07 01:00buy90.205098.950.000.00
262024.03.07 01:00modify90.205098.955088.955148.95
272024.03.07 02:22s/l90.205088.955088.955148.95-20.00995.26
282024.03.07 03:00sell100.205090.540.000.00
292024.03.07 03:00modify100.205090.545100.545040.54
302024.03.07 06:28s/l100.205100.545100.545040.54-20.00975.26
312024.03.08 07:15buy110.205158.220.000.00
322024.03.08 07:15modify110.205158.225148.225208.22
332024.03.08 09:30sell120.205163.700.000.00
342024.03.08 09:30modify120.205163.705173.705113.70
352024.03.08 12:20s/l110.205148.225148.225208.22-20.00955.26
362024.03.08 13:46s/l120.205173.705173.705113.70-20.00935.26
372024.03.10 22:00buy130.205126.570.000.00
382024.03.10 22:00modify130.205126.575116.575176.57
392024.03.10 22:43s/l130.205116.575116.575176.57-20.00915.26
402024.03.11 01:30sell140.205123.970.000.00
412024.03.11 01:30modify140.205123.975133.975073.97
422024.03.11 07:30buy150.205119.650.000.00
432024.03.11 07:30modify150.205119.655109.655169.65
442024.03.11 08:14s/l150.205109.655109.655169.65-20.00895.26
452024.03.11 23:00close140.205130.975133.975073.97-14.00881.26
462024.03.12 07:15sell160.205139.970.000.00
472024.03.12 07:15modify160.205139.975149.975089.97
482024.03.12 09:15buy170.205130.260.000.00
492024.03.12 09:15modify170.205130.265120.265180.26
502024.03.12 12:30s/l170.205120.265120.265180.26-20.00861.26
512024.03.12 12:37s/l160.205149.975149.975089.97-20.00841.26
522024.03.13 07:15sell180.205179.810.000.00
532024.03.13 07:15modify180.205179.815189.815129.81
542024.03.13 10:00buy190.205174.840.000.00
552024.03.13 10:00modify190.205174.845164.845224.84
562024.03.13 14:00s/l190.205164.845164.845224.84-20.00821.26
572024.03.13 23:02close180.205169.635189.815129.8120.36841.62
582024.03.14 08:15sell200.205181.430.000.00
592024.03.14 08:15modify200.205181.435191.435131.43
602024.03.14 10:15buy210.205184.020.000.00
612024.03.14 10:15modify210.205184.025174.025234.02
622024.03.14 12:32s/l210.205174.025174.025234.02-20.00821.62
632024.03.14 19:09t/p200.205131.435191.435131.43100.00921.62
642024.03.15 07:15sell220.205148.410.000.00
652024.03.15 07:15modify220.205148.415158.415098.41
662024.03.15 09:31s/l220.205158.415158.415098.41-20.00901.62
672024.03.15 11:15buy230.205162.730.000.00
682024.03.15 11:15modify230.205162.735152.735212.73
692024.03.15 12:41s/l230.205152.735152.735212.73-20.00881.62
702024.03.17 22:00buy240.205120.620.000.00
712024.03.17 22:00modify240.205120.625110.625170.62
722024.03.17 23:00close240.205120.535110.625170.62-0.18881.44
732024.03.18 08:15buy250.205134.270.000.00
742024.03.18 08:15modify250.205134.275124.275184.27
752024.03.18 10:45sell260.205138.910.000.00
762024.03.18 10:45modify260.205138.915148.915088.91
772024.03.18 11:28s/l260.205148.915148.915088.91-20.00861.44
782024.03.18 23:00close250.205143.915124.275184.2719.28880.72
792024.03.19 03:15sell270.205146.090.000.00
802024.03.19 03:15modify270.205146.095156.095096.09
812024.03.19 08:00buy280.205144.840.000.00
822024.03.19 08:00modify280.205144.845134.845194.84
832024.03.19 11:01s/l280.205134.845134.845194.84-20.00860.72
842024.03.19 16:17s/l270.205156.095156.095096.09-20.00840.72
852024.03.20 08:15buy290.205175.440.000.00
862024.03.20 08:15modify290.205175.445165.445225.44
872024.03.20 11:30sell300.205179.960.000.00
882024.03.20 11:30modify300.205179.965189.965129.96
892024.03.20 18:01s/l300.205189.965189.965129.96-20.00820.72
902024.03.20 19:29t/p290.205225.445165.445225.44100.00920.72
912024.03.21 07:45sell310.205252.650.000.00
922024.03.21 07:45modify310.205252.655262.655202.65
932024.03.21 09:45buy320.205245.880.000.00
942024.03.21 09:45modify320.205245.885235.885295.88
952024.03.21 23:00close320.205247.355235.885295.882.94923.66
962024.03.21 23:00close310.205247.955262.655202.659.40933.06
972024.03.22 02:45buy330.205239.950.000.00
982024.03.22 02:45modify330.205239.955229.955289.95
992024.03.22 08:15sell340.205244.110.000.00
1002024.03.22 08:15modify340.205244.115254.115194.11
1012024.03.22 14:57s/l330.205229.955229.955289.95-20.00913.06
1022024.03.24 22:00buy350.205231.580.000.00
1032024.03.24 22:00modify350.205231.585221.585281.58
1042024.03.24 23:00close350.205230.495221.585281.58-2.18910.88
1052024.03.24 23:00close340.205231.095254.115194.1127.63938.51
1062024.03.25 08:15sell360.205232.360.000.00
1072024.03.25 08:15modify360.205232.365242.365182.36
1082024.03.25 10:15buy370.205221.030.000.00
1092024.03.25 10:15modify370.205221.035211.035271.03
1102024.03.25 23:00close370.205223.105211.035271.034.14942.65
1112024.03.25 23:00close360.205223.705242.365182.3617.32959.97
1122024.03.26 01:45buy380.205227.610.000.00
1132024.03.26 01:45modify380.205227.615217.615277.61
1142024.03.26 07:15sell390.205233.230.000.00
1152024.03.26 07:15modify390.205233.235243.235183.23
1162024.03.26 19:33s/l380.205217.615217.615277.61-20.00939.97
1172024.03.26 23:00close390.205216.415243.235183.2333.64973.61
1182024.03.27 07:30buy400.205222.230.000.00
1192024.03.27 07:30modify400.205222.235212.235272.23
1202024.03.27 09:45sell410.205227.120.000.00
1212024.03.27 09:45modify410.205227.125237.125177.12
1222024.03.27 13:27s/l410.205237.125237.125177.12-20.00953.61
1232024.03.27 23:00close400.205244.925212.235272.2345.38998.99
1242024.03.28 08:30sell420.205248.320.000.00
1252024.03.28 08:30modify420.205248.325258.325198.32
1262024.03.28 11:15buy430.205249.640.000.00
1272024.03.28 11:15modify430.205249.645239.645299.64
1282024.03.28 18:57s/l420.205258.325258.325198.32-20.00978.99
1292024.03.31 22:00buy440.205259.980.000.00
1302024.03.31 22:00modify440.205259.985249.985309.98
1312024.03.31 23:00close440.205268.325249.985309.9816.68995.67
1322024.03.31 23:00close430.205268.325239.645299.6430.151025.82
1332024.04.01 08:15buy450.205271.460.000.00
1342024.04.01 08:15modify450.205271.465261.465321.46
1352024.04.01 12:07s/l450.205261.465261.465321.46-20.001005.82
1362024.04.01 13:45sell460.205259.820.000.00
1372024.04.01 13:45modify460.205259.825269.825209.82
1382024.04.01 23:00close460.205235.215269.825209.8249.221055.04
1392024.04.02 01:15buy470.205233.470.000.00
1402024.04.02 01:15modify470.205233.475223.475283.47
1412024.04.02 06:30sell480.205234.880.000.00
1422024.04.02 06:30modify480.205234.885244.885184.88
1432024.04.02 11:48s/l470.205223.475223.475283.47-20.001035.04
1442024.04.02 14:12t/p480.205184.885244.885184.88100.001135.04
1452024.04.03 01:15buy490.205200.900.000.00
1462024.04.03 01:15modify490.205200.905190.905250.90
1472024.04.03 06:30sell500.205197.740.000.00
1482024.04.03 06:30modify500.205197.745207.745147.74
1492024.04.03 12:04s/l500.205207.745207.745147.74-20.001115.04
1502024.04.03 23:00close490.205217.365190.905250.9032.921147.96
1512024.04.04 01:15buy510.205224.150.000.00
1522024.04.04 01:15modify510.205224.155214.155274.15
1532024.04.04 06:45sell520.205224.860.000.00
1542024.04.04 06:45modify520.205224.865234.865174.86
1552024.04.04 10:57s/l520.205234.865234.865174.86-20.001127.96
1562024.04.04 18:14s/l510.205214.155214.155274.15-20.001107.96
1572024.04.05 01:00buy530.205151.850.000.00
1582024.04.05 01:00modify530.205151.855141.855201.85
1592024.04.05 05:15sell540.205156.380.000.00
1602024.04.05 05:15modify540.205156.385166.385106.38
1612024.04.05 11:36s/l540.205166.385166.385106.38-20.001087.96
1622024.04.05 15:40t/p530.205201.855141.855201.85100.001187.96
1632024.04.07 22:00buy550.205215.840.000.00
1642024.04.07 22:00modify550.205215.845205.845265.84
1652024.04.07 22:54s/l550.205205.845205.845265.84-20.001167.96
1662024.04.08 01:00buy560.205205.350.000.00
1672024.04.08 01:00modify560.205205.355195.355255.35
1682024.04.08 03:35s/l560.205195.355195.355255.35-20.001147.96
1692024.04.08 07:15sell570.205199.110.000.00
1702024.04.08 07:15modify570.205199.115209.115149.11
1712024.04.08 07:52s/l570.205209.115209.115149.11-20.001127.96
1722024.04.09 07:15buy580.205205.770.000.00
1732024.04.09 07:15modify580.205205.775195.775255.77
1742024.04.09 09:15sell590.205204.350.000.00
1752024.04.09 09:15modify590.205204.355214.355154.35
1762024.04.09 12:11s/l590.205214.355214.355154.35-20.001107.96
1772024.04.09 14:28s/l580.205195.775195.775255.77-20.001087.96
1782024.04.10 06:15buy600.205214.280.000.00
1792024.04.10 06:15modify600.205214.285204.285264.28
1802024.04.10 08:45sell610.205215.150.000.00
1812024.04.10 08:45modify610.205215.155225.155165.15
1822024.04.10 12:29s/l610.205225.155225.155165.15-20.001067.96
1832024.04.10 12:31s/l600.205204.285204.285264.28-20.001047.96
1842024.04.11 02:00sell620.205156.510.000.00
1852024.04.11 02:00modify620.205156.515166.515106.51
1862024.04.11 06:15buy630.205160.980.000.00
1872024.04.11 06:15modify630.205160.985150.985210.98
1882024.04.11 08:58s/l630.205150.985150.985210.98-20.001027.96
1892024.04.11 12:38s/l620.205166.515166.515106.51-20.001007.96
1902024.04.12 06:30sell640.205200.430.000.00
1912024.04.12 06:30modify640.205200.435210.435150.43
1922024.04.12 08:45buy650.205196.350.000.00
1932024.04.12 08:45modify650.205196.355186.355246.35
1942024.04.12 10:00s/l650.205186.355186.355246.35-20.00987.96
1952024.04.12 13:01t/p640.205150.435210.435150.43100.001087.96
1962024.04.14 22:00sell660.205129.930.000.00
1972024.04.14 22:00modify660.205129.935139.935079.93
1982024.04.14 22:30s/l660.205139.935139.935079.93-20.001067.96
1992024.04.15 01:15buy670.205133.480.000.00
2002024.04.15 01:15modify670.205133.485123.485183.48
2012024.04.15 05:15sell680.205145.250.000.00
2022024.04.15 05:15modify680.205145.255155.255095.25
2032024.04.15 12:17s/l680.205155.255155.255095.25-20.001047.96
2042024.04.15 16:24s/l670.205123.485123.485183.48-20.001027.96
2052024.04.16 01:15buy690.205055.500.000.00
2062024.04.16 01:15modify690.205055.505045.505105.50
2072024.04.16 02:29s/l690.205045.505045.505105.50-20.001007.96
2082024.04.16 03:00sell700.205050.030.000.00
2092024.04.16 03:00modify700.205050.035060.035000.03
2102024.04.16 08:04s/l700.205060.035060.035000.03-20.00987.96
2112024.04.17 01:30sell710.205058.340.000.00
2122024.04.17 01:30modify710.205058.345068.345008.34
2132024.04.17 06:00buy720.205049.900.000.00
2142024.04.17 06:00modify720.205049.905039.905099.90
2152024.04.17 06:03s/l720.205039.905039.905099.90-20.00967.96
2162024.04.17 08:41s/l710.205068.345068.345008.34-20.00947.96
2172024.04.18 01:45buy730.205029.350.000.00
2182024.04.18 01:45modify730.205029.355019.355079.35
2192024.04.18 05:45sell740.205042.110.000.00
2202024.04.18 05:45modify740.205042.115052.114992.11
2212024.04.18 13:36s/l730.205019.355019.355079.35-20.00927.96
2222024.04.18 14:56s/l740.205052.115052.114992.11-20.00907.96
2232024.04.19 01:00buy750.204986.390.000.00
2242024.04.19 01:00modify750.204986.394976.395036.39
2252024.04.19 01:09s/l750.204976.394976.395036.39-20.00887.96
2262024.04.19 02:45sell760.204942.590.000.00
2272024.04.19 02:45modify760.204942.594952.594892.59
2282024.04.19 03:01s/l760.204952.594952.594892.59-20.00867.96
2292024.04.21 22:00buy770.204979.900.000.00
2302024.04.21 22:00modify770.204979.904969.905029.90
2312024.04.21 23:00close770.204981.744969.905029.903.68871.64
2322024.04.22 01:00buy780.204974.080.000.00
2332024.04.22 01:00modify780.204974.084964.085024.08
2342024.04.22 06:15sell790.204988.630.000.00
2352024.04.22 06:15modify790.204988.634998.634938.63
2362024.04.22 11:44s/l790.204998.634998.634938.63-20.00851.64
2372024.04.22 17:49t/p780.205024.084964.085024.08100.00951.64
2382024.04.23 01:45buy800.205007.570.000.00
2392024.04.23 01:45modify800.205007.574997.575057.57
2402024.04.23 07:00sell810.205013.150.000.00
2412024.04.23 07:00modify810.205013.155023.154963.15
2422024.04.23 10:20s/l810.205023.155023.154963.15-20.00931.64
2432024.04.23 14:27t/p800.205057.574997.575057.57100.001031.64
2442024.04.24 07:15buy820.205083.190.000.00
2452024.04.24 07:15modify820.205083.195073.195133.19
2462024.04.24 09:48s/l820.205073.195073.195133.19-20.001011.64
2472024.04.24 11:15sell830.205077.610.000.00
2482024.04.24 11:15modify830.205077.615087.615027.61
2492024.04.24 12:32s/l830.205087.615087.615027.61-20.00991.64
2502024.04.25 06:15buy840.205036.840.000.00
2512024.04.25 06:15modify840.205036.845026.845086.84
2522024.04.25 08:15sell850.205045.370.000.00
2532024.04.25 08:15modify850.205045.375055.374995.37
2542024.04.25 12:30s/l840.205026.845026.845086.84-20.00971.64
2552024.04.25 13:55t/p850.204995.375055.374995.37100.001071.64
2562024.04.26 01:45sell860.205091.570.000.00
2572024.04.26 01:45modify860.205091.575101.575041.57
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16052025.02.24 08:00sell5360.206039.360.000.00
16062025.02.24 08:00modify5360.206039.366049.365989.36
16072025.02.24 08:16s/l5350.206026.596026.596086.59-20.002976.65
16082025.02.24 09:04s/l5360.206049.366049.365989.36-20.002956.65
16092025.02.25 01:00buy5370.205994.460.000.00
16102025.02.25 01:00modify5370.205994.465984.466044.46
16112025.02.25 07:06s/l5370.205984.465984.466044.46-20.002936.65
16122025.02.25 08:15sell5380.205988.870.000.00
16132025.02.25 08:15modify5380.205988.875998.875938.87
16142025.02.25 15:14t/p5380.205938.875998.875938.87100.003036.65
16152025.02.26 07:45sell5390.205979.360.000.00
16162025.02.26 07:45modify5390.205979.365989.365929.36
16172025.02.26 12:00buy5400.205981.720.000.00
16182025.02.26 12:00modify5400.205981.725971.726031.72
16192025.02.26 13:30s/l5390.205989.365989.365929.36-20.003016.65
16202025.02.26 14:17s/l5400.205971.725971.726031.72-20.002996.65
16212025.02.27 01:00buy5410.205952.630.000.00
16222025.02.27 01:00modify5410.205952.635942.636002.63
16232025.02.27 05:15sell5420.205966.080.000.00
16242025.02.27 05:15modify5420.205966.085976.085916.08
16252025.02.27 05:43s/l5420.205976.085976.085916.08-20.002976.65
16262025.02.27 14:56s/l5410.205942.635942.636002.63-20.002956.65
16272025.02.28 01:00buy5430.205863.840.000.00
16282025.02.28 01:00modify5430.205863.845853.845913.84
16292025.02.28 01:31s/l5430.205853.845853.845913.84-20.002936.65
16302025.02.28 02:30sell5440.205868.130.000.00
16312025.02.28 02:30modify5440.205868.135878.135818.13
16322025.02.28 08:21s/l5440.205878.135878.135818.13-20.002916.65