Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.09.01 00:00 - 2023.09.29 20:55 (2023.09.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=8; MA_Method=0; MA_AppliedPrice=0; MA_Shift=5; MA_DirOption=1; GapSize=6; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=70; TakeProfit=80; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=250; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=280; Run_ProfitTrailingStop=70; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test6290Ticks modelled1329834Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1673.09Gross profit2737.47Gross loss-1064.38
Profit factor2.57Expected payoff7.21
Absolute drawdown143.06Maximal drawdown525.85 (4.54%)Relative drawdown4.54% (525.85)
Total trades232Short positions (won %)99 (73.74%)Long positions (won %)133 (51.13%)
Profit trades (% of total)141 (60.78%)Loss trades (% of total)91 (39.22%)
Largestprofit trade58.91loss trade-45.51
Averageprofit trade19.41loss trade-11.70
Maximumconsecutive wins (profit in money)16 (350.49)consecutive losses (loss in money)13 (-265.79)
Maximalconsecutive profit (count of wins)540.41 (14)consecutive loss (count of losses)-265.79 (13)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 13:00sell10.101.718810.000000.00000
22023.09.01 13:00modify10.101.718811.725811.71081
32023.09.01 13:01sell20.101.718210.000000.00000
42023.09.01 13:01modify20.101.718211.725211.71021
52023.09.01 13:01sell30.101.717600.000000.00000
62023.09.01 13:01modify30.101.717601.724601.70960
72023.09.01 13:03sell40.101.716990.000000.00000
82023.09.01 13:03modify40.101.716991.723991.70899
92023.09.01 13:04sell50.101.716400.000000.00000
102023.09.01 13:04modify50.101.716401.723401.70840
112023.09.01 13:06sell60.101.715810.000000.00000
122023.09.01 13:06modify60.101.715811.722811.70781
132023.09.01 13:30sell70.101.719410.000000.00000
142023.09.01 13:30modify70.101.719411.726411.71141
152023.09.01 14:00sell80.101.715180.000000.00000
162023.09.01 14:00modify80.101.715181.722181.70718
172023.09.01 14:29sell90.101.714610.000000.00000
182023.09.01 14:29modify90.101.714611.721611.70661
192023.09.01 14:36sell100.101.714010.000000.00000
202023.09.01 14:36modify100.101.714011.721011.70601
212023.09.01 14:39sell110.101.713380.000000.00000
222023.09.01 14:39modify110.101.713381.720381.70538
232023.09.01 14:54sell120.101.712810.000000.00000
242023.09.01 14:54modify120.101.712811.719811.70481
252023.09.01 15:18sell130.101.712210.000000.00000
262023.09.01 15:18modify130.101.712211.719211.70421
272023.09.01 15:20sell140.101.711610.000000.00000
282023.09.01 15:20modify140.101.711611.718611.70361
292023.09.01 15:22sell150.101.711000.000000.00000
302023.09.01 15:22modify150.101.711001.718001.70300
312023.09.01 15:22t/p70.101.711411.726411.7114158.9110058.91
322023.09.01 15:28close150.101.712071.718001.70300-7.8810051.03
332023.09.01 15:28close140.101.712071.718611.70361-3.3910047.64
342023.09.01 15:28close130.101.712071.719211.704211.0310048.67
352023.09.01 15:28close120.101.712071.719811.704815.4510054.12
362023.09.01 15:28close110.101.712071.720381.705389.6510063.77
372023.09.01 15:28close100.101.712071.721011.7060114.2810078.05
382023.09.01 15:28close90.101.712071.721611.7066118.7010096.75
392023.09.01 15:28close80.101.712071.722181.7071822.9010119.65
402023.09.01 15:28close60.101.712071.722811.7078127.5410147.19
412023.09.01 15:28close50.101.712071.723401.7084031.8810179.07
422023.09.01 15:28close40.101.712071.723991.7089936.2310215.30
432023.09.01 15:28close30.101.712071.724601.7096040.7210256.02
442023.09.01 15:28close20.101.712071.725211.7102145.2110301.23
452023.09.01 15:28close10.101.712071.725811.7108149.6310350.86
462023.09.04 13:00sell160.101.716800.000000.00000
472023.09.04 13:00modify160.101.716801.723801.70880
482023.09.04 13:06sell170.101.717420.000000.00000
492023.09.04 13:06modify170.101.717421.724421.70942
502023.09.04 13:53sell180.101.716200.000000.00000
512023.09.04 13:53modify180.101.716201.723201.70820
522023.09.04 15:00sell190.101.715590.000000.00000
532023.09.04 15:00modify190.101.715591.722591.70759
542023.09.04 20:00close190.101.717061.722591.70759-10.8210340.04
552023.09.04 20:00close180.101.717061.723201.70820-6.3310333.71
562023.09.04 20:00close170.101.717061.724421.709422.6510336.36
572023.09.04 20:00close160.101.717061.723801.70880-1.9110334.45
582023.09.05 13:00buy200.101.715240.000000.00000
592023.09.05 13:00modify200.101.715241.708241.72324
602023.09.05 13:00buy210.101.714600.000000.00000
612023.09.05 13:00modify210.101.714601.707601.72260
622023.09.05 13:01buy220.101.714040.000000.00000
632023.09.05 13:01modify220.101.714041.707041.72204
642023.09.05 13:01buy230.101.713390.000000.00000
652023.09.05 13:01modify230.101.713391.706391.72139
662023.09.05 13:04buy240.101.712830.000000.00000
672023.09.05 13:04modify240.101.712831.705831.72083
682023.09.05 13:05buy250.101.712240.000000.00000
692023.09.05 13:05modify250.101.712241.705241.72024
702023.09.05 13:05buy260.101.711610.000000.00000
712023.09.05 13:05modify260.101.711611.704611.71961
722023.09.05 13:06buy270.101.711030.000000.00000
732023.09.05 13:06modify270.101.711031.704031.71903
742023.09.05 14:03buy280.101.710410.000000.00000
752023.09.05 14:03modify280.101.710411.703411.71841
762023.09.05 20:00close280.101.713441.703411.7184122.3110356.76
772023.09.05 20:00close270.101.713441.704031.7190317.7410374.50
782023.09.05 20:00close260.101.713441.704611.7196113.4710387.97
792023.09.05 20:00close250.101.713441.705241.720248.8310396.80
802023.09.05 20:00close240.101.713441.705831.720834.4910401.29
812023.09.05 20:00close230.101.713441.706391.721390.3710401.66
822023.09.05 20:00close220.101.713441.707041.72204-4.4210397.24
832023.09.05 20:00close210.101.713441.707601.72260-8.5410388.70
842023.09.05 20:00close200.101.713441.708241.72324-13.2610375.44
852023.09.06 13:00sell290.101.713690.000000.00000
862023.09.06 13:00modify290.101.713691.720691.70569
872023.09.06 13:03sell300.101.714330.000000.00000
882023.09.06 13:03modify300.101.714331.721331.70633
892023.09.06 13:22sell310.101.713060.000000.00000
902023.09.06 13:22modify310.101.713061.720061.70506
912023.09.06 13:25sell320.101.712490.000000.00000
922023.09.06 13:25modify320.101.712491.719491.70449
932023.09.06 13:28sell330.101.711880.000000.00000
942023.09.06 13:28modify330.101.711881.718881.70388
952023.09.06 13:29sell340.101.711290.000000.00000
962023.09.06 13:29modify340.101.711291.718291.70329
972023.09.06 13:30sell350.101.710690.000000.00000
982023.09.06 13:30modify350.101.710691.717691.70269
992023.09.06 13:31sell360.101.710080.000000.00000
1002023.09.06 13:31modify360.101.710081.717081.70208
1012023.09.06 13:31sell370.101.709440.000000.00000
1022023.09.06 13:31modify370.101.709441.716441.70144
1032023.09.06 13:40sell380.101.708890.000000.00000
1042023.09.06 13:40modify380.101.708891.715891.70089
1052023.09.06 13:41sell390.101.708280.000000.00000
1062023.09.06 13:41modify390.101.708281.715281.70028
1072023.09.06 13:51sell400.101.707690.000000.00000
1082023.09.06 13:51modify400.101.707691.714691.69969
1092023.09.06 13:59sell410.101.706970.000000.00000
1102023.09.06 13:59modify410.101.706971.713971.69897
1112023.09.06 14:00sell420.101.706480.000000.00000
1122023.09.06 14:00modify420.101.706481.713481.69848
1132023.09.06 14:00t/p290.101.705691.720691.7056958.9110434.35
1142023.09.06 14:00t/p300.101.706331.721331.7063358.9010493.25
1152023.09.06 14:00t/p310.101.705061.720061.7050658.9010552.15
1162023.09.06 14:00close420.101.704981.713481.6984811.0410563.19
1172023.09.06 14:00close410.101.704981.713971.6989714.6510577.84
1182023.09.06 14:00close400.101.704981.714691.6996919.9510597.79
1192023.09.06 14:00close390.101.704981.715281.7002824.2910622.08
1202023.09.06 14:00close380.101.704981.715891.7008928.7910650.87
1212023.09.06 14:00close370.101.704981.716441.7014432.8410683.71
1222023.09.06 14:00close360.101.704981.717081.7020837.5510721.26
1232023.09.06 14:00close350.101.704981.717691.7026942.0410763.30
1242023.09.06 14:00close340.101.704981.718291.7032946.4610809.76
1252023.09.06 14:00close330.101.704981.718881.7038850.8010860.56
1262023.09.06 14:00close320.101.704981.719491.7044955.2910915.85
1272023.09.07 13:00buy430.101.701640.000000.00000
1282023.09.07 13:00modify430.101.701641.694641.70964
1292023.09.07 13:01buy440.101.702280.000000.00000
1302023.09.07 13:01modify440.101.702281.695281.71028
1312023.09.07 13:08buy450.101.702840.000000.00000
1322023.09.07 13:08modify450.101.702841.695841.71084
1332023.09.07 13:35buy460.101.703470.000000.00000
1342023.09.07 13:35modify460.101.703471.696471.71147
1352023.09.07 14:24buy470.101.704040.000000.00000
1362023.09.07 14:24modify470.101.704041.697041.71204
1372023.09.07 14:33buy480.101.704640.000000.00000
1382023.09.07 14:33modify480.101.704641.697641.71264
1392023.09.07 14:53buy490.101.705260.000000.00000
1402023.09.07 14:53modify490.101.705261.698261.71326
1412023.09.07 15:01buy500.101.705840.000000.00000
1422023.09.07 15:01modify500.101.705841.698841.71384
1432023.09.07 15:33buy510.101.706440.000000.00000
1442023.09.07 15:33modify510.101.706441.699441.71444
1452023.09.07 15:34buy520.101.707070.000000.00000
1462023.09.07 15:34modify520.101.707071.700071.71507
1472023.09.07 15:35buy530.101.707640.000000.00000
1482023.09.07 15:35modify530.101.707641.700641.71564
1492023.09.07 15:47buy540.101.708260.000000.00000
1502023.09.07 15:47modify540.101.708261.701261.71626
1512023.09.07 16:10buy550.101.708840.000000.00000
1522023.09.07 16:10modify550.101.708841.701841.71684
1532023.09.07 16:12buy560.101.709450.000000.00000
1542023.09.07 16:12modify560.101.709451.702451.71745
1552023.09.07 16:15close560.101.708371.702451.71745-7.9610907.89
1562023.09.07 16:15close550.101.708371.701841.71684-3.4610904.43
1572023.09.07 16:15close540.101.708371.701261.716260.8110905.24
1582023.09.07 16:15close530.101.708371.700641.715645.3710910.61
1592023.09.07 16:15close520.101.708371.700071.715079.5710920.18
1602023.09.07 16:15close510.101.708371.699441.7144414.2110934.39
1612023.09.07 16:15close500.101.708371.698841.7138418.6310953.02
1622023.09.07 16:15close490.101.708371.698261.7132622.9010975.92
1632023.09.07 16:15close480.101.708371.697641.7126427.4611003.38
1642023.09.07 16:15close470.101.708371.697041.7120431.8811035.26
1652023.09.07 16:15close460.101.708371.696471.7114736.0811071.34
1662023.09.07 16:15close450.101.708371.695841.7108440.7211112.06
1672023.09.07 16:15close440.101.708371.695281.7102844.8411156.90
1682023.09.07 16:15close430.101.708371.694641.7096449.5511206.45
1692023.09.08 13:00sell570.101.699940.000000.00000
1702023.09.08 13:00modify570.101.699941.706941.69194
1712023.09.08 13:00sell580.101.700550.000000.00000
1722023.09.08 13:00modify580.101.700551.707551.69255
1732023.09.08 13:14sell590.101.701150.000000.00000
1742023.09.08 13:14modify590.101.701151.708151.69315
1752023.09.08 13:18sell600.101.701770.000000.00000
1762023.09.08 13:18modify600.101.701771.708771.69377
1772023.09.08 13:24sell610.101.702380.000000.00000
1782023.09.08 13:24modify610.101.702381.709381.69438
1792023.09.08 13:45sell620.101.702950.000000.00000
1802023.09.08 13:45modify620.101.702951.709951.69495
1812023.09.08 14:00buy630.101.702860.000000.00000
1822023.09.08 14:00modify630.101.702861.695861.71086
1832023.09.08 14:00buy640.101.703470.000000.00000
1842023.09.08 14:00modify640.101.703471.696471.71147
1852023.09.08 14:10buy650.101.704070.000000.00000
1862023.09.08 14:10modify650.101.704071.697071.71207
1872023.09.08 14:42buy660.101.702200.000000.00000
1882023.09.08 14:42modify660.101.702201.695201.71020
1892023.09.08 14:43buy670.101.701610.000000.00000
1902023.09.08 14:43modify670.101.701611.694611.70961
1912023.09.08 14:52buy680.101.701020.000000.00000
1922023.09.08 14:52modify680.101.701021.694021.70902
1932023.09.08 15:13buy690.101.700380.000000.00000
1942023.09.08 15:13modify690.101.700381.693381.70838
1952023.09.08 15:18buy700.101.699840.000000.00000
1962023.09.08 15:18modify700.101.699841.692841.70784
1972023.09.08 15:51buy710.101.699240.000000.00000
1982023.09.08 15:51modify710.101.699241.692241.70724
1992023.09.08 20:00close710.101.699141.692241.70724-0.7311205.72
2002023.09.08 20:00close700.101.699141.692841.70784-5.1511200.57
2012023.09.08 20:00close690.101.699141.693381.70838-9.1311191.44
2022023.09.08 20:00close680.101.699141.694021.70902-13.8411177.60
2032023.09.08 20:00close670.101.699141.694611.70961-18.1811159.42
2042023.09.08 20:00close660.101.699141.695201.71020-22.5311136.89
2052023.09.08 20:00close650.101.699141.697071.71207-36.3011100.59
2062023.09.08 20:00close640.101.699141.696471.71147-31.8811068.71
2072023.09.08 20:00close630.101.699141.695861.71086-27.3911041.32
2082023.09.08 20:00close620.101.699641.709951.6949524.3711065.69
2092023.09.08 20:00close610.101.699641.709381.6943820.1711085.86
2102023.09.08 20:00close600.101.699641.708771.6937715.6811101.54
2112023.09.08 20:00close590.101.699641.708151.6931511.1211112.66
2122023.09.08 20:00close580.101.699641.707551.692556.7011119.36
2132023.09.08 20:00close570.101.699641.706941.691942.2111121.57
2142023.09.11 13:00sell720.101.700100.000000.00000
2152023.09.11 13:00modify720.101.700101.707101.69210
2162023.09.11 13:11sell730.101.700720.000000.00000
2172023.09.11 13:11modify730.101.700721.707721.69272
2182023.09.11 13:29sell740.101.701450.000000.00000
2192023.09.11 13:29modify740.101.701451.708451.69345
2202023.09.11 13:30sell750.101.701950.000000.00000
2212023.09.11 13:30modify750.101.701951.708951.69395
2222023.09.11 13:51sell760.101.702510.000000.00000
2232023.09.11 13:51modify760.101.702511.709511.69451
2242023.09.11 13:53sell770.101.703120.000000.00000
2252023.09.11 13:53modify770.101.703121.710121.69512
2262023.09.11 13:57sell780.101.703730.000000.00000
2272023.09.11 13:57modify780.101.703731.710731.69573
2282023.09.11 14:05sell790.101.704310.000000.00000
2292023.09.11 14:05modify790.101.704311.711311.69631
2302023.09.11 14:08sell800.101.704920.000000.00000
2312023.09.11 14:08modify800.101.704921.711921.69692
2322023.09.11 16:00buy810.101.701800.000000.00000
2332023.09.11 16:00modify810.101.701801.694801.70980
2342023.09.11 16:09buy820.101.702400.000000.00000
2352023.09.11 16:09modify820.101.702401.695401.71040
2362023.09.11 16:33buy830.101.701180.000000.00000
2372023.09.11 16:33modify830.101.701181.694181.70918
2382023.09.11 16:44buy840.101.700560.000000.00000
2392023.09.11 16:44modify840.101.700561.693561.70856
2402023.09.11 16:57buy850.101.700000.000000.00000
2412023.09.11 16:57modify850.101.700001.693001.70800
2422023.09.11 17:03buy860.101.699400.000000.00000
2432023.09.11 17:03modify860.101.699401.692401.70740
2442023.09.11 17:09buy870.101.698760.000000.00000
2452023.09.11 17:09modify870.101.698761.691761.70676
2462023.09.11 19:01sell880.101.698900.000000.00000
2472023.09.11 19:01modify880.101.698901.705901.69090
2482023.09.11 19:24sell890.101.699520.000000.00000
2492023.09.11 19:24modify890.101.699521.706521.69152
2502023.09.11 20:00close890.101.699541.706521.69152-0.1411121.43
2512023.09.11 20:00close880.101.699541.705901.69090-4.7111116.72
2522023.09.11 20:00close870.101.699041.691761.706762.0611118.78
2532023.09.11 20:00close860.101.699041.692401.70740-2.6511116.13
2542023.09.11 20:00close850.101.699041.693001.70800-7.0711109.06
2552023.09.11 20:00close840.101.699041.693561.70856-11.1911097.87
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