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=0; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=14; MA_Method=0; MA_AppliedPrice=0; MA_Shift=4; MA_DirOption=1; GapSize=21; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=40; 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=100; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=140; Run_ProfitTrailingStop=90; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 profit56.68Gross profit509.44Gross loss-452.76
Profit factor1.13Expected payoff0.81
Absolute drawdown49.40Maximal drawdown130.74 (1.28%)Relative drawdown1.28% (130.74)
Total trades70Short positions (won %)37 (54.05%)Long positions (won %)33 (36.36%)
Profit trades (% of total)32 (45.71%)Loss trades (% of total)38 (54.29%)
Largestprofit trade59.04loss trade-29.55
Averageprofit trade15.92loss trade-11.91
Maximumconsecutive wins (profit in money)5 (107.98)consecutive losses (loss in money)4 (-72.51)
Maximalconsecutive profit (count of wins)129.81 (4)consecutive loss (count of losses)-72.51 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 07:00sell10.101.703350.000000.00000
22024.02.01 07:00modify10.101.703351.707351.69535
32024.02.01 08:53sell20.101.701250.000000.00000
42024.02.01 08:53modify20.101.701251.705251.69325
52024.02.01 11:03sell30.101.699130.000000.00000
62024.02.01 11:03modify30.101.699131.703131.69113
72024.02.01 12:00close30.101.699501.703131.69113-2.739997.27
82024.02.01 12:00close20.101.699501.705251.6932512.9210010.19
92024.02.01 12:00close10.101.699501.707351.6953528.4210038.61
102024.02.02 07:00buy40.101.705410.000000.00000
112024.02.02 07:00modify40.101.705411.701411.71341
122024.02.02 07:31sell50.101.704940.000000.00000
132024.02.02 07:31modify50.101.704941.708941.69694
142024.02.02 08:20buy60.101.707520.000000.00000
152024.02.02 08:20modify60.101.707521.703521.71552
162024.02.02 08:30sell70.101.707010.000000.00000
172024.02.02 08:30modify70.101.707011.711011.69901
182024.02.02 12:00close70.101.706961.711011.699010.3710038.98
192024.02.02 12:00close60.101.706461.703521.71552-7.8310031.15
202024.02.02 12:00close50.101.706961.708941.69694-14.9110016.24
212024.02.02 12:00close40.101.706461.701411.713417.7610024.00
222024.02.05 07:00sell80.101.698840.000000.00000
232024.02.05 07:00modify80.101.698841.702841.69084
242024.02.05 08:02buy90.101.701460.000000.00000
252024.02.05 08:02modify90.101.701461.697461.70946
262024.02.05 08:15sell100.101.700940.000000.00000
272024.02.05 08:15modify100.101.700941.704941.69294
282024.02.05 10:01buy110.101.699250.000000.00000
292024.02.05 10:01modify110.101.699251.695251.70725
302024.02.05 10:06s/l90.101.697461.697461.70946-29.549994.46
312024.02.05 11:33sell120.101.696730.000000.00000
322024.02.05 11:33modify120.101.696731.700731.68873
332024.02.05 11:53s/l110.101.695251.695251.70725-29.549964.92
342024.02.05 12:00close120.101.696391.700731.688732.519967.43
352024.02.05 12:00close100.101.696391.704941.6929433.5910001.02
362024.02.05 12:00close80.101.696391.702841.6908418.0910019.11
372024.02.06 07:00sell130.101.695370.000000.00000
382024.02.06 07:00modify130.101.695371.699371.68737
392024.02.06 08:07sell140.101.697480.000000.00000
402024.02.06 08:07modify140.101.697481.701481.68948
412024.02.06 08:15buy150.101.697960.000000.00000
422024.02.06 08:15modify150.101.697961.693961.70596
432024.02.06 11:52s/l130.101.699371.699371.68737-29.529989.59
442024.02.06 12:00close150.101.697921.693961.70596-0.299989.30
452024.02.06 12:00close140.101.698421.701481.68948-6.949982.36
462024.02.07 07:00buy160.101.700220.000000.00000
472024.02.07 07:00modify160.101.700221.696221.70822
482024.02.07 07:53buy170.101.702340.000000.00000
492024.02.07 07:53modify170.101.702341.698341.71034
502024.02.07 12:00close170.101.702091.698341.71034-1.859980.51
512024.02.07 12:00close160.101.702091.696221.7082213.819994.32
522024.02.08 07:00sell180.101.699390.000000.00000
532024.02.08 07:00modify180.101.699391.703391.69139
542024.02.08 08:02buy190.101.699900.000000.00000
552024.02.08 08:02modify190.101.699901.695901.70790
562024.02.08 12:00close190.101.698631.695901.70790-9.389984.94
572024.02.08 12:00close180.101.699131.703391.691391.929986.86
582024.02.09 07:00sell200.101.698500.000000.00000
592024.02.09 07:00modify200.101.698501.702501.69050
602024.02.09 08:49buy210.101.698990.000000.00000
612024.02.09 08:49modify210.101.698991.694991.70699
622024.02.09 09:39buy220.101.696900.000000.00000
632024.02.09 09:39modify220.101.696901.692901.70490
642024.02.09 10:22sell230.101.696400.000000.00000
652024.02.09 10:22modify230.101.696401.700401.68840
662024.02.09 12:00close230.101.696521.700401.68840-0.889985.98
672024.02.09 12:00close220.101.696021.692901.70490-6.509979.48
682024.02.09 12:00close210.101.696021.694991.70699-21.949957.54
692024.02.09 12:00close200.101.696521.702501.6905014.629972.16
702024.02.12 07:00sell240.101.700050.000000.00000
712024.02.12 07:00modify240.101.700051.704051.69205
722024.02.12 08:25buy250.101.700530.000000.00000
732024.02.12 08:25modify250.101.700531.696531.70853
742024.02.12 11:44sell260.101.697890.000000.00000
752024.02.12 11:44modify260.101.697891.701891.68989
762024.02.12 12:00close260.101.699191.701891.68989-9.599962.57
772024.02.12 12:00close250.101.698691.696531.70853-13.599948.98
782024.02.12 12:00close240.101.699191.704051.692056.359955.33
792024.02.13 07:00buy270.101.697230.000000.00000
802024.02.13 07:00modify270.101.697231.693231.70523
812024.02.13 07:00buy280.101.699390.000000.00000
822024.02.13 07:00modify280.101.699391.695391.70739
832024.02.13 07:18buy290.101.701450.000000.00000
842024.02.13 07:18modify290.101.701451.697451.70945
852024.02.13 10:18buy300.101.703530.000000.00000
862024.02.13 10:18modify300.101.703531.699531.71153
872024.02.13 11:06close300.101.703841.699531.711532.299957.62
882024.02.13 11:06close290.101.703841.697451.7094517.659975.27
892024.02.13 11:06close280.101.703841.695391.7073932.8710008.14
902024.02.13 11:06close270.101.703841.693231.7052348.8210056.96
912024.02.14 07:00sell310.101.707910.000000.00000
922024.02.14 07:00modify310.101.707911.711911.69991
932024.02.14 07:00sell320.101.703340.000000.00000
942024.02.14 07:00modify320.101.703341.707341.69534
952024.02.14 07:22buy330.101.704210.000000.00000
962024.02.14 07:22modify330.101.704211.700211.71221
972024.02.14 08:12sell340.101.701610.000000.00000
982024.02.14 08:12modify340.101.701611.705611.69361
992024.02.14 09:21s/l330.101.700211.700211.71221-29.5410027.42
1002024.02.14 09:34sell350.101.699510.000000.00000
1012024.02.14 09:34modify350.101.699511.703511.69151
1022024.02.14 09:36t/p310.101.699911.711911.6999159.0410086.46
1032024.02.14 10:02close350.101.698291.703511.691519.0010095.46
1042024.02.14 10:02close340.101.698291.705611.6936124.5010119.96
1052024.02.14 10:02close320.101.698291.707341.6953437.2710157.23
1062024.02.15 07:00sell360.101.701220.000000.00000
1072024.02.15 07:00modify360.101.701221.705221.69322
1082024.02.15 07:00sell370.101.698940.000000.00000
1092024.02.15 07:00modify370.101.698941.702941.69094
1102024.02.15 07:44buy380.101.699610.000000.00000
1112024.02.15 07:44modify380.101.699611.695611.70761
1122024.02.15 12:00close380.101.699121.695611.70761-3.6210153.61
1132024.02.15 12:00close370.101.699621.702941.69094-5.0110148.60
1142024.02.15 12:00close360.101.699621.705221.6932211.8110160.41
1152024.02.16 07:00sell390.101.696230.000000.00000
1162024.02.16 07:00modify390.101.696231.700231.68823
1172024.02.16 07:00sell400.101.698440.000000.00000
1182024.02.16 07:00modify400.101.698441.702441.69044
1192024.02.16 08:15buy410.101.696750.000000.00000
1202024.02.16 08:15modify410.101.696751.692751.70475
1212024.02.16 12:00close410.101.697741.692751.704757.3110167.72
1222024.02.16 12:00close400.101.698241.702441.690441.4810169.20
1232024.02.16 12:00close390.101.698241.700231.68823-14.8410154.36
1242024.02.19 07:00buy420.101.701260.000000.00000
1252024.02.19 07:00modify420.101.701261.697261.70926
1262024.02.19 07:19sell430.101.700780.000000.00000
1272024.02.19 07:19modify430.101.700781.704781.69278
1282024.02.19 09:45sell440.101.698530.000000.00000
1292024.02.19 09:45modify440.101.698531.702531.69053
1302024.02.19 12:00close440.101.699601.702531.69053-7.9010146.46
1312024.02.19 12:00close430.101.699601.704781.692788.7110155.17
1322024.02.19 12:00close420.101.699101.697261.70926-15.9510139.22
1332024.02.20 07:00sell450.101.699530.000000.00000
1342024.02.20 07:00modify450.101.699531.703531.69153
1352024.02.20 08:34buy460.101.700030.000000.00000
1362024.02.20 08:34modify460.101.700031.696031.70803
1372024.02.20 12:00close460.101.697901.696031.70803-15.7310123.49
1382024.02.20 12:00close450.101.698401.703531.691538.3410131.83
1392024.02.21 07:00sell470.101.705440.000000.00000
1402024.02.21 07:00modify470.101.705441.709441.69744
1412024.02.21 09:05buy480.101.705940.000000.00000
1422024.02.21 09:05modify480.101.705941.701941.71394
1432024.02.21 12:00close480.101.706401.701941.713943.4010135.23
1442024.02.21 12:00close470.101.706901.709441.69744-10.7810124.45
1452024.02.22 07:00sell490.101.703620.000000.00000
1462024.02.22 07:00modify490.101.703621.707621.69562
1472024.02.22 07:16buy500.101.704140.000000.00000
1482024.02.22 07:16modify500.101.704141.700141.71214
1492024.02.22 08:11sell510.101.705720.000000.00000
1502024.02.22 08:11modify510.101.705721.709721.69772
1512024.02.22 08:15s/l490.101.707621.707621.69562-29.5210094.93
1522024.02.22 08:23sell520.101.707870.000000.00000
1532024.02.22 08:23modify520.101.707871.711871.69987
1542024.02.22 08:45buy530.101.708320.000000.00000
1552024.02.22 08:45modify530.101.708321.704321.71632
1562024.02.22 09:30buy540.101.706080.000000.00000
1572024.02.22 09:30modify540.101.706081.702081.71408
1582024.02.22 09:46s/l530.101.704321.704321.71632-29.5510065.38
1592024.02.22 12:00close540.101.705721.702081.71408-2.6610062.72
1602024.02.22 12:00close520.101.706221.711871.6998712.1810074.90
1612024.02.22 12:00close510.101.706221.709721.69772-3.6910071.21
1622024.02.22 12:00close500.101.705721.700141.7121411.6710082.88
1632024.02.23 07:00sell550.101.706860.000000.00000
1642024.02.23 07:00modify550.101.706861.710861.69886
1652024.02.23 08:33sell560.101.708970.000000.00000
1662024.02.23 08:33modify560.101.708971.712971.70097
1672024.02.23 09:00buy570.101.709460.000000.00000
1682024.02.23 09:00modify570.101.709461.705461.71746
1692024.02.23 12:00close570.101.709191.705461.71746-2.0010080.88
1702024.02.23 12:00close560.101.709691.712971.70097-5.3110075.57
1712024.02.23 12:00close550.101.709691.710861.69886-20.8910054.68
1722024.02.26 07:00buy580.101.711810.000000.00000
1732024.02.26 07:00modify580.101.711811.707811.71981
1742024.02.26 07:57buy590.101.713930.000000.00000
1752024.02.26 07:57modify590.101.713931.709931.72193
1762024.02.26 11:16buy600.101.716040.000000.00000
1772024.02.26 11:16modify600.101.716041.712041.72404
1782024.02.26 12:00close600.101.715651.712041.72404-2.8810051.80
1792024.02.26 12:00close590.101.715651.709931.7219312.7010064.50
1802024.02.26 12:00close580.101.715651.707811.7198128.3610092.86
1812024.02.27 07:00sell610.101.711790.000000.00000
1822024.02.27 07:00modify610.101.711791.715791.70379
1832024.02.27 08:33buy620.101.712290.000000.00000
1842024.02.27 08:33modify620.101.712291.708291.72029
1852024.02.27 12:00close620.101.711811.708291.72029-3.5510089.31
1862024.02.27 12:00close610.101.712311.715791.70379-3.8410085.47
1872024.02.28 07:00sell630.101.715320.000000.00000
1882024.02.28 07:00modify630.101.715321.719321.70732
1892024.02.28 09:00buy640.101.715820.000000.00000
1902024.02.28 09:00modify640.101.715821.711821.72382
1912024.02.28 10:48sell650.101.717440.000000.00000
1922024.02.28 10:48modify650.101.717441.721441.70944
1932024.02.28 11:15buy660.101.717900.000000.00000
1942024.02.28 11:15modify660.101.717901.713901.72590
1952024.02.28 12:00close660.101.717771.713901.72590-0.9610084.51
1962024.02.28 12:00close650.101.718271.721441.70944-6.1310078.38
1972024.02.28 12:00close640.101.717771.711821.7238214.4010092.78
1982024.02.28 12:00close630.101.718271.719321.70732-21.7710071.01
1992024.02.29 07:00buy670.101.719420.000000.00000
2002024.02.29 07:00modify670.101.719421.715421.72742
2012024.02.29 07:17sell680.101.718950.000000.00000
2022024.02.29 07:17modify680.101.718951.722951.71095
2032024.02.29 09:07sell690.101.721050.000000.00000
2042024.02.29 09:07modify690.101.721051.725051.71305
2052024.02.29 10:00buy700.101.721520.000000.00000
2062024.02.29 10:00modify700.101.721521.717521.72952
2072024.02.29 12:00close700.101.718331.717521.72952-23.5610047.45
2082024.02.29 12:00close690.101.718831.725051.7130516.3910063.84
2092024.02.29 12:00close680.101.718831.722951.710950.8910064.73
2102024.02.29 12:00close670.101.718331.715421.72742-8.0510056.68