Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.06.01 00:00 - 2023.06.30 20:55 (2023.06.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=20; MA_Method=0; MA_AppliedPrice=0; MA_Shift=4; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=50; TakeProfit=90; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=250; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=280; Run_ProfitTrailingStop=40; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603;
Bars in test6593Ticks modelled1714228Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit3267.08Gross profit6465.05Gross loss-3197.97
Profit factor2.02Expected payoff7.24
Absolute drawdown34.59Maximal drawdown750.18 (6.49%)Relative drawdown6.49% (750.18)
Total trades451Short positions (won %)224 (71.43%)Long positions (won %)227 (71.37%)
Profit trades (% of total)322 (71.40%)Loss trades (% of total)129 (28.60%)
Largestprofit trade54.89loss trade-37.70
Averageprofit trade20.08loss trade-24.79
Maximumconsecutive wins (profit in money)22 (555.87)consecutive losses (loss in money)19 (-405.23)
Maximalconsecutive profit (count of wins)555.87 (22)consecutive loss (count of losses)-432.56 (14)
Averageconsecutive wins13consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.01 09:00buy10.101.687990.000000.00000
22023.06.01 09:00modify10.101.687991.682991.69699
32023.06.01 09:00buy20.101.687690.000000.00000
42023.06.01 09:00modify20.101.687691.682691.69669
52023.06.01 09:02buy30.101.687390.000000.00000
62023.06.01 09:02modify30.101.687391.682391.69639
72023.06.01 09:04buy40.101.688290.000000.00000
82023.06.01 09:04modify40.101.688291.683291.69729
92023.06.01 09:32sell50.101.686870.000000.00000
102023.06.01 09:32modify50.101.686871.691871.67787
112023.06.01 09:50buy60.101.688600.000000.00000
122023.06.01 09:50modify60.101.688601.683601.69760
132023.06.01 09:51buy70.101.688900.000000.00000
142023.06.01 09:51modify70.101.688901.683901.69790
152023.06.01 09:51buy80.101.689190.000000.00000
162023.06.01 09:51modify80.101.689191.684191.69819
172023.06.01 10:01buy90.101.689490.000000.00000
182023.06.01 10:01modify90.101.689491.684491.69849
192023.06.01 10:07buy100.101.689800.000000.00000
202023.06.01 10:07modify100.101.689801.684801.69880
212023.06.01 10:07buy110.101.690160.000000.00000
222023.06.01 10:07modify110.101.690161.685161.69916
232023.06.01 10:38buy120.101.690440.000000.00000
242023.06.01 10:38modify120.101.690441.685441.69944
252023.06.01 10:40buy130.101.690760.000000.00000
262023.06.01 10:40modify130.101.690761.685761.69976
272023.06.01 10:41buy140.101.690990.000000.00000
282023.06.01 10:41modify140.101.690991.685991.69999
292023.06.01 10:43buy150.101.691320.000000.00000
302023.06.01 10:43modify150.101.691321.686321.70032
312023.06.01 10:57buy160.101.691600.000000.00000
322023.06.01 10:57modify160.101.691601.686601.70060
332023.06.01 11:00s/l50.101.691871.691871.67787-37.689962.32
342023.06.01 11:00buy170.101.691890.000000.00000
352023.06.01 11:00modify170.101.691891.686891.70089
362023.06.01 11:12buy180.101.692240.000000.00000
372023.06.01 11:12modify180.101.692241.687241.70124
382023.06.01 11:12buy190.101.692490.000000.00000
392023.06.01 11:12modify190.101.692491.687491.70149
402023.06.01 11:13close190.101.692141.687491.70149-2.649959.68
412023.06.01 11:13close180.101.692141.687241.70124-0.769958.92
422023.06.01 11:13close170.101.692141.686891.700891.889960.80
432023.06.01 11:13close160.101.692141.686601.700604.079964.87
442023.06.01 11:13close150.101.692141.686321.700326.189971.05
452023.06.01 11:13close140.101.692141.685991.699998.669979.71
462023.06.01 11:13close130.101.692141.685761.6997610.409990.11
472023.06.01 11:13close120.101.692141.685441.6994412.8110002.92
482023.06.01 11:13close110.101.692141.685161.6991614.9210017.84
492023.06.01 11:13close100.101.692141.684801.6988017.6310035.47
502023.06.01 11:13close90.101.692141.684491.6984919.9710055.44
512023.06.01 11:13close80.101.692141.684191.6981922.2310077.67
522023.06.01 11:13close70.101.692141.683901.6979024.4210102.09
532023.06.01 11:13close60.101.692141.683601.6976026.6810128.77
542023.06.01 11:13close40.101.692141.683291.6972929.0110157.78
552023.06.01 11:13close30.101.692141.682391.6963935.8010193.58
562023.06.01 11:13close20.101.692141.682691.6966933.5310227.11
572023.06.01 11:13close10.101.692141.682991.6969931.2710258.38
582023.06.02 09:00sell200.101.681110.000000.00000
592023.06.02 09:00modify200.101.681111.686111.67211
602023.06.02 09:03sell210.101.680780.000000.00000
612023.06.02 09:03modify210.101.680781.685781.67178
622023.06.02 09:05sell220.101.680480.000000.00000
632023.06.02 09:05modify220.101.680481.685481.67148
642023.06.02 09:27sell230.101.680200.000000.00000
652023.06.02 09:27modify230.101.680201.685201.67120
662023.06.02 09:43sell240.101.681410.000000.00000
672023.06.02 09:43modify240.101.681411.686411.67241
682023.06.02 10:05sell250.101.681710.000000.00000
692023.06.02 10:05modify250.101.681711.686711.67271
702023.06.02 10:08sell260.101.682070.000000.00000
712023.06.02 10:08modify260.101.682071.687071.67307
722023.06.02 12:26sell270.101.682340.000000.00000
732023.06.02 12:26modify270.101.682341.687341.67334
742023.06.02 12:30sell280.101.679010.000000.00000
752023.06.02 12:30modify280.101.679011.684011.67001
762023.06.02 12:30sell290.101.679440.000000.00000
772023.06.02 12:30modify290.101.679441.684441.67044
782023.06.02 12:30sell300.101.679590.000000.00000
792023.06.02 12:30modify300.101.679591.684591.67059
802023.06.02 12:30sell310.101.678680.000000.00000
812023.06.02 12:30modify310.101.678681.683681.66968
822023.06.02 12:30sell320.101.680010.000000.00000
832023.06.02 12:30modify320.101.680011.685011.67101
842023.06.02 12:30sell330.101.682650.000000.00000
852023.06.02 12:30modify330.101.682651.687651.67365
862023.06.02 14:41sell340.101.678390.000000.00000
872023.06.02 14:41modify340.101.678391.683391.66939
882023.06.02 14:45sell350.101.678090.000000.00000
892023.06.02 14:45modify350.101.678091.683091.66909
902023.06.02 14:47sell360.101.677810.000000.00000
912023.06.02 14:47modify360.101.677811.682811.66881
922023.06.02 14:47close360.101.678081.682811.66881-2.0410256.34
932023.06.02 14:47close350.101.678081.683091.669090.0710256.41
942023.06.02 14:47close340.101.678081.683391.669392.3310258.74
952023.06.02 14:47close330.101.678081.687651.6736534.4410293.18
962023.06.02 14:47close320.101.678081.685011.6710114.5410307.72
972023.06.02 14:47close310.101.678081.683681.669684.5210312.24
982023.06.02 14:47close300.101.678081.684591.6705911.3810323.62
992023.06.02 14:47close290.101.678081.684441.6704410.2510333.87
1002023.06.02 14:47close280.101.678081.684011.670017.0110340.88
1012023.06.02 14:47close270.101.678081.687341.6733432.1010372.98
1022023.06.02 14:47close260.101.678081.687071.6730730.0710403.05
1032023.06.02 14:47close250.101.678081.686711.6727127.3510430.40
1042023.06.02 14:47close240.101.678081.686411.6724125.0910455.49
1052023.06.02 14:47close230.101.678081.685201.6712015.9710471.46
1062023.06.02 14:47close220.101.678081.685481.6714818.0810489.54
1072023.06.02 14:47close210.101.678081.685781.6717820.3410509.88
1082023.06.02 14:47close200.101.678081.686111.6721122.8310532.71
1092023.06.05 09:00sell370.101.667030.000000.00000
1102023.06.05 09:00modify370.101.667031.672031.65803
1112023.06.05 09:02sell380.101.666730.000000.00000
1122023.06.05 09:02modify380.101.666731.671731.65773
1132023.06.05 09:03sell390.101.666420.000000.00000
1142023.06.05 09:03modify390.101.666421.671421.65742
1152023.06.05 09:04sell400.101.666120.000000.00000
1162023.06.05 09:04modify400.101.666121.671121.65712
1172023.06.05 09:06sell410.101.665830.000000.00000
1182023.06.05 09:06modify410.101.665831.670831.65683
1192023.06.05 09:22sell420.101.665510.000000.00000
1202023.06.05 09:22modify420.101.665511.670511.65651
1212023.06.05 10:26sell430.101.665200.000000.00000
1222023.06.05 10:26modify430.101.665201.670201.65620
1232023.06.05 11:29sell440.101.664920.000000.00000
1242023.06.05 11:29modify440.101.664921.669921.65592
1252023.06.05 11:29sell450.101.664620.000000.00000
1262023.06.05 11:29modify450.101.664621.669621.65562
1272023.06.05 12:01sell460.101.664330.000000.00000
1282023.06.05 12:01modify460.101.664331.669331.65533
1292023.06.05 12:03sell470.101.663990.000000.00000
1302023.06.05 12:03modify470.101.663991.668991.65499
1312023.06.05 12:12sell480.101.663720.000000.00000
1322023.06.05 12:12modify480.101.663721.668721.65472
1332023.06.05 12:21sell490.101.663410.000000.00000
1342023.06.05 12:21modify490.101.663411.668411.65441
1352023.06.05 12:30sell500.101.663130.000000.00000
1362023.06.05 12:30modify500.101.663131.668131.65413
1372023.06.05 12:34sell510.101.662780.000000.00000
1382023.06.05 12:34modify510.101.662781.667781.65378
1392023.06.05 12:39sell520.101.662440.000000.00000
1402023.06.05 12:39modify520.101.662441.667441.65344
1412023.06.05 12:40sell530.101.662230.000000.00000
1422023.06.05 12:40modify530.101.662231.667231.65323
1432023.06.05 12:40close530.101.662651.667231.65323-3.1610529.55
1442023.06.05 12:40close520.101.662651.667441.65344-1.5810527.97
1452023.06.05 12:40close510.101.662651.667781.653780.9810528.95
1462023.06.05 12:40close500.101.662651.668131.654133.6210532.57
1472023.06.05 12:40close490.101.662651.668411.654415.7310538.30
1482023.06.05 12:40close480.101.662651.668721.654728.0710546.37
1492023.06.05 12:40close470.101.662651.668991.6549910.1010556.47
1502023.06.05 12:40close460.101.662651.669331.6553312.6610569.13
1512023.06.05 12:40close450.101.662651.669621.6556214.8510583.98
1522023.06.05 12:40close440.101.662651.669921.6559217.1110601.09
1532023.06.05 12:40close430.101.662651.670201.6562019.2210620.31
1542023.06.05 12:40close420.101.662651.670511.6565121.5610641.87
1552023.06.05 12:40close410.101.662651.670831.6568323.9710665.84
1562023.06.05 12:40close400.101.662651.671121.6571226.1510691.99
1572023.06.05 12:40close390.101.662651.671421.6574228.4110720.40
1582023.06.05 12:40close380.101.662651.671731.6577330.7510751.15
1592023.06.05 12:40close370.101.662651.672031.6580333.0110784.16
1602023.06.06 09:00sell540.101.667460.000000.00000
1612023.06.06 09:00modify540.101.667461.672461.65846
1622023.06.06 09:02sell550.101.667150.000000.00000
1632023.06.06 09:02modify550.101.667151.672151.65815
1642023.06.06 09:03sell560.101.666850.000000.00000
1652023.06.06 09:03modify560.101.666851.671851.65785
1662023.06.06 09:06sell570.101.666560.000000.00000
1672023.06.06 09:06modify570.101.666561.671561.65756
1682023.06.06 09:06sell580.101.666260.000000.00000
1692023.06.06 09:06modify580.101.666261.671261.65726
1702023.06.06 09:07sell590.101.665940.000000.00000
1712023.06.06 09:07modify590.101.665941.670941.65694
1722023.06.06 09:08sell600.101.665660.000000.00000
1732023.06.06 09:08modify600.101.665661.670661.65666
1742023.06.06 09:14sell610.101.665360.000000.00000
1752023.06.06 09:14modify610.101.665361.670361.65636
1762023.06.06 09:26sell620.101.665060.000000.00000
1772023.06.06 09:26modify620.101.665061.670061.65606
1782023.06.06 09:33sell630.101.664740.000000.00000
1792023.06.06 09:33modify630.101.664741.669741.65574
1802023.06.06 09:34sell640.101.664460.000000.00000
1812023.06.06 09:34modify640.101.664461.669461.65546
1822023.06.06 09:53sell650.101.664150.000000.00000
1832023.06.06 09:53modify650.101.664151.669151.65515
1842023.06.06 12:23sell660.101.663860.000000.00000
1852023.06.06 12:23modify660.101.663861.668861.65486
1862023.06.06 13:17sell670.101.667760.000000.00000
1872023.06.06 13:17modify670.101.667761.672761.65876
1882023.06.06 13:17sell680.101.668110.000000.00000
1892023.06.06 13:17modify680.101.668111.673111.65911
1902023.06.06 13:30s/l660.101.668861.668861.65486-37.6810746.48
1912023.06.06 13:30sell690.101.668360.000000.00000
1922023.06.06 13:30modify690.101.668361.673361.65936
1932023.06.06 13:31s/l650.101.669151.669151.65515-37.6810708.80
1942023.06.06 13:31sell700.101.668670.000000.00000
1952023.06.06 13:31modify700.101.668671.673671.65967
1962023.06.06 14:34sell710.101.664130.000000.00000
1972023.06.06 14:34modify710.101.664131.669131.65513
1982023.06.06 14:35sell720.101.663850.000000.00000
1992023.06.06 14:35modify720.101.663851.668851.65485
2002023.06.06 14:36sell730.101.663550.000000.00000
2012023.06.06 14:36modify730.101.663551.668551.65455
2022023.06.06 14:40sell740.101.663230.000000.00000
2032023.06.06 14:40modify740.101.663231.668231.65423
2042023.06.06 14:40close740.101.663681.668231.65423-3.3910705.41
2052023.06.06 14:40close730.101.663681.668551.65455-0.9710704.44
2062023.06.06 14:40close720.101.663681.668851.654851.2910705.73
2072023.06.06 14:40close710.101.663681.669131.655133.4010709.13
2082023.06.06 14:40close700.101.663681.673671.6596737.6110746.74
2092023.06.06 14:40close690.101.663681.673361.6593635.2710782.01
2102023.06.06 14:40close680.101.663681.673111.6591133.3910815.40
2112023.06.06 14:40close670.101.663681.672761.6587630.7510846.15
2122023.06.06 14:40close640.101.663681.669461.655465.8810852.03
2132023.06.06 14:40close630.101.663681.669741.655747.9910860.02
2142023.06.06 14:40close620.101.663681.670061.6560610.4010870.42
2152023.06.06 14:40close610.101.663681.670361.6563612.6710883.09
2162023.06.06 14:40close600.101.663681.670661.6566614.9310898.02
2172023.06.06 14:40close590.101.663681.670941.6569417.0410915.06
2182023.06.06 14:40close580.101.663681.671261.6572619.4510934.51
2192023.06.06 14:40close570.101.663681.671561.6575621.7110956.22
2202023.06.06 14:40close560.101.663681.671851.6578523.8910980.11
2212023.06.06 14:40close550.101.663681.672151.6581526.1511006.26
2222023.06.06 14:40close540.101.663681.672461.6584628.4911034.75
2232023.06.07 09:00buy750.101.665810.000000.00000
2242023.06.07 09:00modify750.101.665811.660811.67481
2252023.06.07 09:00sell760.101.664950.000000.00000
2262023.06.07 09:00modify760.101.664951.669951.65595
2272023.06.07 09:10sell770.101.664710.000000.00000
2282023.06.07 09:10modify770.101.664711.669711.65571
2292023.06.07 09:11sell780.101.664410.000000.00000
2302023.06.07 09:11modify780.101.664411.669411.65541
2312023.06.07 09:14sell790.101.664110.000000.00000
2322023.06.07 09:14modify790.101.664111.669111.65511
2332023.06.07 09:35buy800.101.666110.000000.00000
2342023.06.07 09:35modify800.101.666111.661111.67511
2352023.06.07 09:44buy810.101.666410.000000.00000
2362023.06.07 09:44modify810.101.666411.661411.67541
2372023.06.07 09:49buy820.101.666720.000000.00000
2382023.06.07 09:49modify820.101.666721.661721.67572
2392023.06.07 09:50buy830.101.667010.000000.00000
2402023.06.07 09:50modify830.101.667011.662011.67601
2412023.06.07 09:59buy840.101.667310.000000.00000
2422023.06.07 09:59modify840.101.667311.662311.67631
2432023.06.07 10:02buy850.101.667610.000000.00000
2442023.06.07 10:02modify850.101.667611.662611.67661
2452023.06.07 10:55buy860.101.667910.000000.00000
2462023.06.07 10:55modify860.101.667911.662911.67691
2472023.06.07 11:15buy870.101.668220.000000.00000
2482023.06.07 11:15modify870.101.668221.663221.67722
2492023.06.07 11:17buy880.101.668510.000000.00000
2502023.06.07 11:17modify880.101.668511.663511.67751
2512023.06.07 11:18buy890.101.668810.000000.00000
2522023.06.07 11:18modify890.101.668811.663811.67781
2532023.06.07 11:27s/l790.101.669111.669111.65511-37.6810997.07
2542023.06.07 11:27buy900.101.669110.000000.00000
2552023.06.07 11:27modify900.101.669111.664111.67811
2562023.06.07 11:41s/l780.101.669411.669411.65541-37.6910959.38
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