Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.02.01 00:00 - 2024.02.29 23:55 (2024.02.01 - 2024.03.01)
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=9; MA_Period=11; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=70; TakeProfit=20; 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=150; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=420; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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; 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 test6343Ticks modelled1314183Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1600.88Gross profit3917.24Gross loss-2316.36
Profit factor1.69Expected payoff2.96
Absolute drawdown399.76Maximal drawdown880.89 (8.19%)Relative drawdown8.19% (880.89)
Total trades541Short positions (won %)252 (71.43%)Long positions (won %)289 (52.25%)
Profit trades (% of total)331 (61.18%)Loss trades (% of total)210 (38.82%)
Largestprofit trade14.78loss trade-51.70
Averageprofit trade11.83loss trade-11.03
Maximumconsecutive wins (profit in money)24 (312.50)consecutive losses (loss in money)18 (-616.68)
Maximalconsecutive profit (count of wins)312.50 (24)consecutive loss (count of losses)-616.68 (18)
Averageconsecutive wins10consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 08:00buy10.101.703440.000000.00000
22024.02.01 08:00modify10.101.703441.696441.70544
32024.02.01 08:02buy20.101.703740.000000.00000
42024.02.01 08:02modify20.101.703741.696741.70574
52024.02.01 08:04buy30.101.703140.000000.00000
62024.02.01 08:04modify30.101.703141.696141.70514
72024.02.01 08:05buy40.101.702830.000000.00000
82024.02.01 08:05modify40.101.702831.695831.70483
92024.02.01 08:06buy50.101.702530.000000.00000
102024.02.01 08:06modify50.101.702531.695531.70453
112024.02.01 08:31buy60.101.702240.000000.00000
122024.02.01 08:31modify60.101.702241.695241.70424
132024.02.01 08:32buy70.101.701940.000000.00000
142024.02.01 08:32modify70.101.701941.694941.70394
152024.02.01 08:55buy80.101.701640.000000.00000
162024.02.01 08:55modify80.101.701641.694641.70364
172024.02.01 09:01buy90.101.701320.000000.00000
182024.02.01 09:01modify90.101.701321.694321.70332
192024.02.01 09:06buy100.101.701040.000000.00000
202024.02.01 09:06modify100.101.701041.694041.70304
212024.02.01 09:10buy110.101.700740.000000.00000
222024.02.01 09:10modify110.101.700741.693741.70274
232024.02.01 10:52buy120.101.700430.000000.00000
242024.02.01 10:52modify120.101.700431.693431.70243
252024.02.01 10:56buy130.101.700130.000000.00000
262024.02.01 10:56modify130.101.700131.693131.70213
272024.02.01 11:02buy140.101.699840.000000.00000
282024.02.01 11:02modify140.101.699841.692841.70184
292024.02.01 11:41buy150.101.699540.000000.00000
302024.02.01 11:41modify150.101.699541.692541.70154
312024.02.01 11:43buy160.101.699230.000000.00000
322024.02.01 11:43modify160.101.699231.692231.70123
332024.02.01 11:51buy170.101.698920.000000.00000
342024.02.01 11:51modify170.101.698921.691921.70092
352024.02.01 12:00t/p170.101.700921.691921.7009214.7710014.77
362024.02.01 12:00t/p160.101.701231.692231.7012314.7710029.54
372024.02.01 12:00t/p150.101.701541.692541.7015414.7710044.31
382024.02.01 12:00sell180.101.701740.000000.00000
392024.02.01 12:00modify180.101.701741.708741.69974
402024.02.01 12:00t/p140.101.701841.692841.7018414.7710059.08
412024.02.01 12:00t/p130.101.702131.693131.7021314.7710073.85
422024.02.01 12:00sell190.101.702160.000000.00000
432024.02.01 12:00modify190.101.702161.709161.70016
442024.02.01 12:02sell200.101.702360.000000.00000
452024.02.01 12:02modify200.101.702361.709361.70036
462024.02.01 12:02t/p120.101.702431.693431.7024314.7810088.63
472024.02.01 12:02sell210.101.702640.000000.00000
482024.02.01 12:02modify210.101.702641.709641.70064
492024.02.01 12:03t/p110.101.702741.693741.7027414.7710103.40
502024.02.01 12:08sell220.101.702940.000000.00000
512024.02.01 12:08modify220.101.702941.709941.70094
522024.02.01 12:08t/p100.101.703041.694041.7030414.7710118.17
532024.02.01 12:10sell230.101.703250.000000.00000
542024.02.01 12:10modify230.101.703251.710251.70125
552024.02.01 12:11t/p90.101.703321.694321.7033214.7710132.94
562024.02.01 12:11sell240.101.703620.000000.00000
572024.02.01 12:11modify240.101.703621.710621.70162
582024.02.01 12:11t/p80.101.703641.694641.7036414.7710147.71
592024.02.01 12:12sell250.101.703870.000000.00000
602024.02.01 12:12modify250.101.703871.710871.70187
612024.02.01 12:12t/p70.101.703941.694941.7039414.7710162.48
622024.02.01 12:23sell260.101.704160.000000.00000
632024.02.01 12:23modify260.101.704161.711161.70216
642024.02.01 12:23t/p60.101.704241.695241.7042414.7710177.25
652024.02.01 12:23sell270.101.704440.000000.00000
662024.02.01 12:23modify270.101.704441.711441.70244
672024.02.01 12:23t/p50.101.704531.695531.7045314.7710192.02
682024.02.01 12:32close270.101.703621.711441.702446.0510198.07
692024.02.01 12:32close260.101.703621.711161.702163.9810202.05
702024.02.01 12:32close250.101.703621.710871.701871.8410203.89
712024.02.01 12:32close240.101.703621.710621.701620.0010203.89
722024.02.01 12:32close230.101.703621.710251.70125-2.7310201.16
732024.02.01 12:32close220.101.703621.709941.70094-5.0210196.14
742024.02.01 12:32close210.101.703621.709641.70064-7.2310188.91
752024.02.01 12:32close200.101.703621.709361.70036-9.3010179.61
762024.02.01 12:32close190.101.703621.709161.70016-10.7810168.83
772024.02.01 12:32close180.101.703621.708741.69974-13.8810154.95
782024.02.01 12:32close40.101.703121.695831.704832.1410157.09
792024.02.01 12:32close30.101.703121.696141.70514-0.1510156.94
802024.02.01 12:32close20.101.703121.696741.70574-4.5810152.36
812024.02.01 12:32close10.101.703121.696441.70544-2.3610150.00
822024.02.02 08:00sell280.101.705960.000000.00000
832024.02.02 08:00modify280.101.705961.712961.70396
842024.02.02 08:00sell290.101.706260.000000.00000
852024.02.02 08:00modify290.101.706261.713261.70426
862024.02.02 08:01sell300.101.706560.000000.00000
872024.02.02 08:01modify300.101.706561.713561.70456
882024.02.02 08:04sell310.101.705640.000000.00000
892024.02.02 08:04modify310.101.705641.712641.70364
902024.02.02 08:14sell320.101.706860.000000.00000
912024.02.02 08:14modify320.101.706861.713861.70486
922024.02.02 08:25sell330.101.707220.000000.00000
932024.02.02 08:25modify330.101.707221.714221.70522
942024.02.02 08:46sell340.101.705360.000000.00000
952024.02.02 08:46modify340.101.705361.712361.70336
962024.02.02 08:48sell350.101.705040.000000.00000
972024.02.02 08:48modify350.101.705041.712041.70304
982024.02.02 09:04buy360.101.705510.000000.00000
992024.02.02 09:04modify360.101.705511.698511.70751
1002024.02.02 10:00buy370.101.705860.000000.00000
1012024.02.02 10:00modify370.101.705861.698861.70786
1022024.02.02 10:34buy380.101.706140.000000.00000
1032024.02.02 10:34modify380.101.706141.699141.70814
1042024.02.02 12:06buy390.101.706410.000000.00000
1052024.02.02 12:06modify390.101.706411.699411.70841
1062024.02.02 13:16sell400.101.707490.000000.00000
1072024.02.02 13:16modify400.101.707491.714491.70549
1082024.02.02 13:16t/p360.101.707511.698511.7075114.7710164.77
1092024.02.02 13:25buy410.101.705540.000000.00000
1102024.02.02 13:25modify410.101.705541.698541.70754
1112024.02.02 13:30t/p400.101.705491.714491.7054914.7610179.53
1122024.02.02 13:30t/p330.101.705221.714221.7052214.7610194.29
1132024.02.02 13:30buy420.101.705190.000000.00000
1142024.02.02 13:30modify420.101.705191.698191.70719
1152024.02.02 13:30buy430.101.704870.000000.00000
1162024.02.02 13:30modify430.101.704871.697871.70687
1172024.02.02 13:30t/p280.101.703961.712961.7039614.7610209.05
1182024.02.02 13:30t/p290.101.704261.713261.7042614.7610223.81
1192024.02.02 13:30t/p300.101.704561.713561.7045614.7610238.57
1202024.02.02 13:30t/p320.101.704861.713861.7048614.7610253.33
1212024.02.02 13:30buy440.101.703710.000000.00000
1222024.02.02 13:30modify440.101.703711.696711.70571
1232024.02.02 13:30t/p310.101.703641.712641.7036414.7610268.09
1242024.02.02 13:30t/p340.101.703361.712361.7033614.7610282.85
1252024.02.02 13:30t/p350.101.703041.712041.7030414.7610297.61
1262024.02.02 13:30buy450.101.701610.000000.00000
1272024.02.02 13:30modify450.101.701611.694611.70361
1282024.02.02 13:30buy460.101.702450.000000.00000
1292024.02.02 13:30modify460.101.702451.695451.70445
1302024.02.02 13:30buy470.101.703230.000000.00000
1312024.02.02 13:30modify470.101.703231.696231.70523
1322024.02.02 13:30buy480.101.702830.000000.00000
1332024.02.02 13:30modify480.101.702831.695831.70483
1342024.02.02 13:30buy490.101.703490.000000.00000
1352024.02.02 13:30modify490.101.703491.696491.70549
1362024.02.02 13:30buy500.101.704070.000000.00000
1372024.02.02 13:30modify500.101.704071.697071.70607
1382024.02.02 13:30t/p450.101.703611.694611.7036114.7710312.38
1392024.02.02 13:31buy510.101.704400.000000.00000
1402024.02.02 13:31modify510.101.704401.697401.70640
1412024.02.02 13:31buy520.101.704660.000000.00000
1422024.02.02 13:31modify520.101.704661.697661.70666
1432024.02.02 13:31close520.101.704371.697661.70666-2.1410310.24
1442024.02.02 13:31close510.101.704371.697401.70640-0.2210310.02
1452024.02.02 13:31close500.101.704371.697071.706072.2110312.23
1462024.02.02 13:31close490.101.704371.696491.705496.5010318.73
1472024.02.02 13:31close480.101.704371.695831.7048311.3710330.10
1482024.02.02 13:31close470.101.704371.696231.705238.4210338.52
1492024.02.02 13:31close460.101.704371.695451.7044514.1810352.70
1502024.02.02 13:31close440.101.704371.696711.705714.8710357.57
1512024.02.02 13:31close430.101.704371.697871.70687-3.7010353.87
1522024.02.02 13:31close420.101.704371.698191.70719-6.0610347.81
1532024.02.02 13:31close410.101.704371.698541.70754-8.6410339.17
1542024.02.02 13:31close390.101.704371.699411.70841-15.0710324.10
1552024.02.02 13:31close380.101.704371.699141.70814-13.0810311.02
1562024.02.02 13:31close370.101.704371.698861.70786-11.0110300.01
1572024.02.05 08:00sell530.101.700340.000000.00000
1582024.02.05 08:00modify530.101.700341.707341.69834
1592024.02.05 08:02sell540.101.700660.000000.00000
1602024.02.05 08:02modify540.101.700661.707661.69866
1612024.02.05 08:02sell550.101.700960.000000.00000
1622024.02.05 08:02modify550.101.700961.707961.69896
1632024.02.05 08:06sell560.101.701240.000000.00000
1642024.02.05 08:06modify560.101.701241.708241.69924
1652024.02.05 08:21sell570.101.700040.000000.00000
1662024.02.05 08:21modify570.101.700041.707041.69804
1672024.02.05 09:39sell580.101.699740.000000.00000
1682024.02.05 09:39modify580.101.699741.706741.69774
1692024.02.05 09:57sell590.101.699410.000000.00000
1702024.02.05 09:57modify590.101.699411.706411.69741
1712024.02.05 10:00buy600.101.699610.000000.00000
1722024.02.05 10:00modify600.101.699611.692611.70161
1732024.02.05 10:01buy610.101.699250.000000.00000
1742024.02.05 10:01modify610.101.699251.692251.70125
1752024.02.05 10:01t/p560.101.699241.708241.6992414.7610314.77
1762024.02.05 10:01buy620.101.698990.000000.00000
1772024.02.05 10:01modify620.101.698991.691991.70099
1782024.02.05 10:01t/p550.101.698961.707961.6989614.7710329.54
1792024.02.05 10:01t/p540.101.698661.707661.6986614.7610344.30
1802024.02.05 10:01buy630.101.698660.000000.00000
1812024.02.05 10:01modify630.101.698661.691661.70066
1822024.02.05 10:01buy640.101.698420.000000.00000
1832024.02.05 10:01modify640.101.698421.691421.70042
1842024.02.05 10:01t/p530.101.698341.707341.6983414.7610359.06
1852024.02.05 10:01buy650.101.698140.000000.00000
1862024.02.05 10:01modify650.101.698141.691141.70014
1872024.02.05 10:01t/p570.101.698041.707041.6980414.7610373.82
1882024.02.05 10:06buy660.101.697840.000000.00000
1892024.02.05 10:06modify660.101.697841.690841.69984
1902024.02.05 10:07t/p580.101.697741.706741.6977414.7610388.58
1912024.02.05 10:14buy670.101.697540.000000.00000
1922024.02.05 10:14modify670.101.697541.690541.69954
1932024.02.05 11:32t/p590.101.697411.706411.6974114.7610403.34
1942024.02.05 11:33buy680.101.697230.000000.00000
1952024.02.05 11:33modify680.101.697231.690231.69923
1962024.02.05 11:34buy690.101.696920.000000.00000
1972024.02.05 11:34modify690.101.696921.689921.69892
1982024.02.05 11:34buy700.101.696620.000000.00000
1992024.02.05 11:34modify700.101.696621.689621.69862
2002024.02.05 11:35buy710.101.696270.000000.00000
2012024.02.05 11:35modify710.101.696271.689271.69827
2022024.02.05 11:51buy720.101.696040.000000.00000
2032024.02.05 11:51modify720.101.696041.689041.69804
2042024.02.05 11:53buy730.101.695730.000000.00000
2052024.02.05 11:53modify730.101.695731.688731.69773
2062024.02.05 12:15buy740.101.695440.000000.00000
2072024.02.05 12:15modify740.101.695441.688441.69744
2082024.02.05 12:55buy750.101.695060.000000.00000
2092024.02.05 12:55modify750.101.695061.688061.69706
2102024.02.05 13:02buy760.101.694840.000000.00000
2112024.02.05 13:02modify760.101.694841.687841.69684
2122024.02.05 15:13sell770.101.696450.000000.00000
2132024.02.05 15:13modify770.101.696451.703451.69445
2142024.02.05 15:14sell780.101.696790.000000.00000
2152024.02.05 15:14modify780.101.696791.703791.69479
2162024.02.05 15:15t/p760.101.696841.687841.6968414.7710418.11
2172024.02.05 15:15t/p750.101.697061.688061.6970614.7810432.89
2182024.02.05 15:15sell790.101.697060.000000.00000
2192024.02.05 15:15modify790.101.697061.704061.69506
2202024.02.05 15:16sell800.101.697340.000000.00000
2212024.02.05 15:16modify800.101.697341.704341.69534
2222024.02.05 15:17t/p740.101.697441.688441.6974414.7710447.66
2232024.02.05 15:27sell810.101.697670.000000.00000
2242024.02.05 15:27modify810.101.697671.704671.69567
2252024.02.05 15:27t/p730.101.697731.688731.6977314.7710462.43
2262024.02.05 15:39sell820.101.696140.000000.00000
2272024.02.05 15:39modify820.101.696141.703141.69414
2282024.02.05 15:50sell830.101.695870.000000.00000
2292024.02.05 15:50modify830.101.695871.702871.69387
2302024.02.05 15:53buy840.101.695730.000000.00000
2312024.02.05 15:53modify840.101.695731.688731.69773
2322024.02.05 15:53t/p810.101.695671.704671.6956714.7610477.19
2332024.02.05 15:54buy850.101.695440.000000.00000
2342024.02.05 15:54modify850.101.695441.688441.69744
2352024.02.05 15:58t/p800.101.695341.704341.6953414.7710491.96
2362024.02.05 15:58buy860.101.695140.000000.00000
2372024.02.05 15:58modify860.101.695141.688141.69714
2382024.02.05 15:58t/p790.101.695061.704061.6950614.7610506.72
2392024.02.05 16:17sell870.101.695560.000000.00000
2402024.02.05 16:17modify870.101.695561.702561.69356
2412024.02.05 20:48sell880.101.697040.000000.00000
2422024.02.05 20:48modify880.101.697041.704041.69504
2432024.02.05 20:58t/p860.101.697141.688141.6971414.7710521.49
2442024.02.05 20:58sell890.101.697340.000000.00000
2452024.02.05 20:58modify890.101.697341.704341.69534
2462024.02.05 20:59t/p850.101.697441.688441.6974414.7710536.26
2472024.02.05 21:52sell900.101.697660.000000.00000
2482024.02.05 21:52modify900.101.697661.704661.69566
2492024.02.05 21:53t/p840.101.697731.688731.6977314.7710551.03
2502024.02.05 23:00close900.101.697301.704661.695662.6610553.69
2512024.02.05 23:00close890.101.697301.704341.695340.3010553.99
2522024.02.05 23:00close880.101.697301.704041.69504-1.9210552.07
2532024.02.05 23:00close870.101.697301.702561.69356-12.8410539.23
2542024.02.05 23:00close830.101.697301.702871.69387-10.5510528.68
2552024.02.05 23:00close820.101.697301.703141.69414-8.5610520.12
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