Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.06.02 21:05 - 2024.06.28 20:55 (2024.06.01 - 2024.07.01)
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=14; MA_Method=0; MA_AppliedPrice=0; MA_Shift=2; MA_DirOption=1; GapSize=12; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=0; TakeProfit=70; 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=300; 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=340; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test6047Ticks modelled1293600Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit482.92Gross profit1622.01Gross loss-1139.09
Profit factor1.42Expected payoff3.14
Absolute drawdown138.22Maximal drawdown300.57 (2.85%)Relative drawdown2.85% (300.57)
Total trades154Short positions (won %)69 (47.83%)Long positions (won %)85 (57.65%)
Profit trades (% of total)82 (53.25%)Loss trades (% of total)72 (46.75%)
Largestprofit trade51.38loss trade-90.11
Averageprofit trade19.78loss trade-15.82
Maximumconsecutive wins (profit in money)9 (300.23)consecutive losses (loss in money)6 (-63.27)
Maximalconsecutive profit (count of wins)300.23 (9)consecutive loss (count of losses)-258.59 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.06.03 02:00sell10.101.735690.000000.00000
22024.06.03 02:00modify10.101.735690.000001.72869
32024.06.03 03:29buy20.101.737390.000000.00000
42024.06.03 03:29modify20.101.737390.000001.74439
52024.06.03 05:56sell30.101.736900.000000.00000
62024.06.03 05:56modify30.101.736900.000001.72990
72024.06.03 07:00buy40.101.738590.000000.00000
82024.06.03 07:00modify40.101.738590.000001.74559
92024.06.03 09:09buy50.101.734990.000000.00000
102024.06.03 09:09modify50.101.734990.000001.74199
112024.06.03 09:35buy60.101.736190.000000.00000
122024.06.03 09:35modify60.101.736190.000001.74319
132024.06.03 12:40sell70.101.734490.000000.00000
142024.06.03 12:40modify70.101.734490.000001.72749
152024.06.03 14:18buy80.101.739790.000000.00000
162024.06.03 14:18modify80.101.739790.000001.74679
172024.06.03 14:29buy90.101.740990.000000.00000
182024.06.03 14:29modify90.101.740990.000001.74799
192024.06.03 15:04sell100.101.741690.000000.00000
202024.06.03 15:04modify100.101.741690.000001.73469
212024.06.03 15:11t/p50.101.741990.000001.7419951.3810051.38
222024.06.03 15:34sell110.101.742910.000000.00000
232024.06.03 15:34modify110.101.742910.000001.73591
242024.06.03 15:43t/p60.101.743190.000001.7431951.3710102.75
252024.06.03 16:03buy120.101.743390.000000.00000
262024.06.03 16:03modify120.101.743390.000001.75039
272024.06.03 16:50buy130.101.744590.000000.00000
282024.06.03 16:50modify130.101.744590.000001.75159
292024.06.03 17:08t/p20.101.744390.000001.7443951.3710154.12
302024.06.03 17:54buy140.101.745800.000000.00000
312024.06.03 17:54modify140.101.745800.000001.75280
322024.06.03 17:58t/p40.101.745590.000001.7455951.3810205.50
332024.06.03 19:00close140.101.746270.000001.752803.4510208.95
342024.06.03 19:00close130.101.746270.000001.7515912.3310221.28
352024.06.03 19:00close120.101.746270.000001.7503921.1410242.42
362024.06.03 19:00close110.101.746770.000001.73591-28.3210214.10
372024.06.03 19:00close100.101.746770.000001.73469-37.2710176.83
382024.06.03 19:00close90.101.746270.000001.7479938.7510215.58
392024.06.03 19:00close80.101.746270.000001.7467947.5610263.14
402024.06.03 19:00close70.101.746770.000001.72749-90.1110173.03
412024.06.03 19:00close30.101.746770.000001.72990-72.4210100.61
422024.06.03 19:00close10.101.746770.000001.72869-81.3010019.31
432024.06.04 02:00buy150.101.746700.000000.00000
442024.06.04 02:00modify150.101.746700.000001.75370
452024.06.04 05:33buy160.101.747910.000000.00000
462024.06.04 05:33modify160.101.747910.000001.75491
472024.06.04 07:56buy170.101.749110.000000.00000
482024.06.04 07:56modify170.101.749110.000001.75611
492024.06.04 11:40buy180.101.745430.000000.00000
502024.06.04 11:40modify180.101.745430.000001.75243
512024.06.04 16:02buy190.101.750300.000000.00000
522024.06.04 16:02modify190.101.750300.000001.75730
532024.06.04 19:00close190.101.748290.000001.75730-14.7610004.55
542024.06.04 19:00close180.101.748290.000001.7524320.9910025.54
552024.06.04 19:00close170.101.748290.000001.75611-6.0210019.52
562024.06.04 19:00close160.101.748290.000001.754912.7910022.31
572024.06.04 19:00close150.101.748290.000001.7537011.6710033.98
582024.06.05 02:00sell200.101.746460.000000.00000
592024.06.05 02:00modify200.101.746460.000001.73946
602024.06.05 03:01buy210.101.746960.000000.00000
612024.06.05 03:01modify210.101.746960.000001.75396
622024.06.05 07:27sell220.101.747690.000000.00000
632024.06.05 07:27modify220.101.747690.000001.74069
642024.06.05 12:15buy230.101.748160.000000.00000
652024.06.05 12:15modify230.101.748160.000001.75516
662024.06.05 12:15buy240.101.749360.000000.00000
672024.06.05 12:15modify240.101.749360.000001.75636
682024.06.05 13:45buy250.101.750640.000000.00000
692024.06.05 13:45modify250.101.750640.000001.75764
702024.06.05 13:45buy260.101.751910.000000.00000
712024.06.05 13:45modify260.101.751910.000001.75891
722024.06.05 13:45buy270.101.752980.000000.00000
732024.06.05 13:45modify270.101.752980.000001.75998
742024.06.05 19:00close270.101.751030.000001.75998-14.3110019.67
752024.06.05 19:00close260.101.751030.000001.75891-6.4610013.21
762024.06.05 19:00close250.101.751030.000001.757642.8610016.07
772024.06.05 19:00close240.101.751030.000001.7563612.2510028.32
782024.06.05 19:00close230.101.751030.000001.7551621.0610049.38
792024.06.05 19:00close220.101.751530.000001.74069-28.1710021.21
802024.06.05 19:00close210.101.751030.000001.7539629.8710051.08
812024.06.05 19:00close200.101.751530.000001.73946-37.2010013.88
822024.06.06 02:00buy280.101.750820.000000.00000
832024.06.06 02:00modify280.101.750820.000001.75782
842024.06.06 06:59sell290.101.750320.000000.00000
852024.06.06 06:59modify290.101.750320.000001.74332
862024.06.06 08:47sell300.101.749080.000000.00000
872024.06.06 08:47modify300.101.749080.000001.74208
882024.06.06 10:58buy310.101.749610.000000.00000
892024.06.06 10:58modify310.101.749610.000001.75661
902024.06.06 19:00close310.101.748440.000001.75661-8.5910005.29
912024.06.06 19:00close300.101.748940.000001.742081.0310006.32
922024.06.06 19:00close290.101.748940.000001.7433210.1310016.45
932024.06.06 19:00close280.101.748440.000001.75782-17.479998.98
942024.06.07 02:00sell320.101.748180.000000.00000
952024.06.07 02:00modify320.101.748180.000001.74118
962024.06.07 07:02sell330.101.749380.000000.00000
972024.06.07 07:02modify330.101.749380.000001.74238
982024.06.07 09:06buy340.101.751090.000000.00000
992024.06.07 09:06modify340.101.751090.000001.75809
1002024.06.07 12:25buy350.101.752280.000000.00000
1012024.06.07 12:25modify350.101.752280.000001.75928
1022024.06.07 12:30buy360.101.748430.000000.00000
1032024.06.07 12:30modify360.101.748430.000001.75543
1042024.06.07 12:30buy370.101.749680.000000.00000
1052024.06.07 12:30modify370.101.749680.000001.75668
1062024.06.07 12:30buy380.101.747330.000000.00000
1072024.06.07 12:30modify380.101.747330.000001.75433
1082024.06.07 13:03buy390.101.746280.000000.00000
1092024.06.07 13:03modify390.101.746280.000001.75328
1102024.06.07 19:00close390.101.748850.000001.7532818.8610017.84
1112024.06.07 19:00close380.101.748850.000001.7543311.1510028.99
1122024.06.07 19:00close370.101.748850.000001.75668-6.1010022.89
1132024.06.07 19:00close360.101.748850.000001.755433.0810025.97
1142024.06.07 19:00close350.101.748850.000001.75928-25.1810000.79
1152024.06.07 19:00close340.101.748850.000001.75809-16.449984.35
1162024.06.07 19:00close330.101.749350.000001.742380.229984.57
1172024.06.07 19:00close320.101.749350.000001.74118-8.599975.98
1182024.06.10 02:00buy400.101.751560.000000.00000
1192024.06.10 02:00modify400.101.751560.000001.75856
1202024.06.10 06:02buy410.101.750350.000000.00000
1212024.06.10 06:02modify410.101.750350.000001.75735
1222024.06.10 10:05buy420.101.749140.000000.00000
1232024.06.10 10:05modify420.101.749140.000001.75614
1242024.06.10 12:05sell430.101.749860.000000.00000
1252024.06.10 12:05modify430.101.749860.000001.74286
1262024.06.10 12:20sell440.101.751060.000000.00000
1272024.06.10 12:20modify440.101.751060.000001.74406
1282024.06.10 16:13sell450.101.752260.000000.00000
1292024.06.10 16:13modify450.101.752260.000001.74526
1302024.06.10 18:02buy460.101.752760.000000.00000
1312024.06.10 18:02modify460.101.752760.000001.75976
1322024.06.10 19:00close460.101.752030.000001.75976-5.359970.63
1332024.06.10 19:00close450.101.752530.000001.74526-1.989968.65
1342024.06.10 19:00close440.101.752530.000001.74406-10.799957.86
1352024.06.10 19:00close430.101.752530.000001.74286-19.609938.26
1362024.06.10 19:00close420.101.752030.000001.7561421.229959.48
1372024.06.10 19:00close410.101.752030.000001.7573512.339971.81
1382024.06.10 19:00close400.101.752030.000001.758563.459975.26
1392024.06.11 02:00buy470.101.752630.000000.00000
1402024.06.11 02:00modify470.101.752630.000001.75963
1412024.06.11 03:33buy480.101.753830.000000.00000
1422024.06.11 03:33modify480.101.753830.000001.76083
1432024.06.11 06:00buy490.101.751340.000000.00000
1442024.06.11 06:00modify490.101.751340.000001.75834
1452024.06.11 06:32buy500.101.750220.000000.00000
1462024.06.11 06:32modify500.101.750220.000001.75722
1472024.06.11 09:01sell510.101.752140.000000.00000
1482024.06.11 09:01modify510.101.752140.000001.74514
1492024.06.11 09:37sell520.101.753330.000000.00000
1502024.06.11 09:37modify520.101.753330.000001.74633
1512024.06.11 10:06sell530.101.754550.000000.00000
1522024.06.11 10:06modify530.101.754550.000001.74755
1532024.06.11 10:09sell540.101.755760.000000.00000
1542024.06.11 10:09modify540.101.755760.000001.74876
1552024.06.11 12:14buy550.101.755010.000000.00000
1562024.06.11 12:14modify550.101.755010.000001.76201
1572024.06.11 19:00close550.101.752850.000001.76201-15.869959.40
1582024.06.11 19:00close540.101.753350.000001.7487617.699977.09
1592024.06.11 19:00close530.101.753350.000001.747558.819985.90
1602024.06.11 19:00close520.101.753350.000001.74633-0.159985.75
1612024.06.11 19:00close510.101.753350.000001.74514-8.889976.87
1622024.06.11 19:00close500.101.752850.000001.7572219.309996.17
1632024.06.11 19:00close490.101.752850.000001.7583411.0810007.25
1642024.06.11 19:00close480.101.752850.000001.76083-7.2010000.05
1652024.06.11 19:00close470.101.752850.000001.759631.6110001.66
1662024.06.12 02:00sell560.101.751650.000000.00000
1672024.06.12 02:00modify560.101.751650.000001.74465
1682024.06.12 07:00buy570.101.752150.000000.00000
1692024.06.12 07:00modify570.101.752150.000001.75915
1702024.06.12 08:05buy580.101.753360.000000.00000
1712024.06.12 08:05modify580.101.753360.000001.76036
1722024.06.12 08:37buy590.101.754580.000000.00000
1732024.06.12 08:37modify590.101.754580.000001.76158
1742024.06.12 12:30buy600.101.758280.000000.00000
1752024.06.12 12:30modify600.101.758280.000001.76528
1762024.06.12 12:30buy610.101.755470.000000.00000
1772024.06.12 12:30modify610.101.755470.000001.76247
1782024.06.12 12:30buy620.101.756980.000000.00000
1792024.06.12 12:30modify620.101.756980.000001.76398
1802024.06.12 12:32buy630.101.759440.000000.00000
1812024.06.12 12:32modify630.101.759440.000001.76644
1822024.06.12 12:32t/p570.101.759150.000001.7591551.3710053.03
1832024.06.12 13:09buy640.101.760550.000000.00000
1842024.06.12 13:09modify640.101.760550.000001.76755
1852024.06.12 13:15t/p580.101.760360.000001.7603651.3710104.40
1862024.06.12 19:00close640.101.757270.000001.76755-24.0810080.32
1872024.06.12 19:00close630.101.757270.000001.76644-15.9310064.39
1882024.06.12 19:00close620.101.757270.000001.763982.1210066.51
1892024.06.12 19:00close610.101.757270.000001.7624713.2110079.72
1902024.06.12 19:00close600.101.757270.000001.76528-7.4210072.30
1912024.06.12 19:00close590.101.757270.000001.7615819.7410092.04
1922024.06.12 19:00close560.101.757770.000001.74465-44.9110047.13
1932024.06.13 02:00buy650.101.757010.000000.00000
1942024.06.13 02:00modify650.101.757010.000001.76401
1952024.06.13 06:11sell660.101.756520.000000.00000
1962024.06.13 06:11modify660.101.756520.000001.74952
1972024.06.13 08:25sell670.101.757710.000000.00000
1982024.06.13 08:25modify670.101.757710.000001.75071
1992024.06.13 10:55sell680.101.755310.000000.00000
2002024.06.13 10:55modify680.101.755310.000001.74831
2012024.06.13 11:55buy690.101.755810.000000.00000
2022024.06.13 11:55modify690.101.755810.000001.76281
2032024.06.13 12:17buy700.101.754600.000000.00000
2042024.06.13 12:17modify700.101.754600.000001.76160
2052024.06.13 12:30buy710.101.753410.000000.00000
2062024.06.13 12:30modify710.101.753410.000001.76041
2072024.06.13 16:00sell720.101.754100.000000.00000
2082024.06.13 16:00modify720.101.754100.000001.74710
2092024.06.13 16:30sell730.101.752910.000000.00000
2102024.06.13 16:30modify730.101.752910.000001.74591
2112024.06.13 19:00close730.101.754450.000001.74591-11.3110035.82
2122024.06.13 19:00close720.101.754450.000001.74710-2.5710033.25
2132024.06.13 19:00close710.101.753950.000001.760413.9710037.22
2142024.06.13 19:00close700.101.753950.000001.76160-4.7710032.45
2152024.06.13 19:00close690.101.753950.000001.76281-13.6510018.80
2162024.06.13 19:00close680.101.754450.000001.748316.3110025.11
2172024.06.13 19:00close670.101.754450.000001.7507123.9210049.03
2182024.06.13 19:00close660.101.754450.000001.7495215.1910064.22
2192024.06.13 19:00close650.101.753950.000001.76401-22.4610041.76
2202024.06.14 02:00sell740.101.752470.000000.00000
2212024.06.14 02:00modify740.101.752470.000001.74547
2222024.06.14 06:01sell750.101.751220.000000.00000
2232024.06.14 06:01modify750.101.751220.000001.74422
2242024.06.14 06:36sell760.101.750070.000000.00000
2252024.06.14 06:36modify760.101.750070.000001.74307
2262024.06.14 09:31sell770.101.748860.000000.00000
2272024.06.14 09:31modify770.101.748860.000001.74186
2282024.06.14 09:38sell780.101.747670.000000.00000
2292024.06.14 09:38modify780.101.747670.000001.74067
2302024.06.14 12:04sell790.101.746460.000000.00000
2312024.06.14 12:04modify790.101.746460.000001.73946
2322024.06.14 12:27sell800.101.745240.000000.00000
2332024.06.14 12:27modify800.101.745240.000001.73824
2342024.06.14 12:35t/p740.101.745470.000001.7454751.3710093.13
2352024.06.14 13:31sell810.101.744050.000000.00000
2362024.06.14 13:31modify810.101.744050.000001.73705
2372024.06.14 13:51t/p750.101.744220.000001.7442251.3710144.50
2382024.06.14 14:52sell820.101.742870.000000.00000
2392024.06.14 14:52modify820.101.742870.000001.73587
2402024.06.14 14:54t/p760.101.743070.000001.7430751.3710195.87
2412024.06.14 14:55close820.101.742540.000001.735872.4210198.29
2422024.06.14 14:55close810.101.742540.000001.7370511.0810209.37
2432024.06.14 14:55close800.101.742540.000001.7382419.8210229.19
2442024.06.14 14:55close790.101.742540.000001.7394628.7710257.96
2452024.06.14 14:55close780.101.742540.000001.7406737.6510295.61
2462024.06.14 14:55close770.101.742540.000001.7418646.3810341.99
2472024.06.17 02:00sell830.101.742290.000000.00000
2482024.06.17 02:00modify830.101.742290.000001.73529
2492024.06.17 06:19sell840.101.741070.000000.00000
2502024.06.17 06:19modify840.101.741070.000001.73407
2512024.06.17 07:00buy850.101.741590.000000.00000
2522024.06.17 07:00modify850.101.741590.000001.74859
2532024.06.17 14:12sell860.101.743490.000000.00000
2542024.06.17 14:12modify860.101.743490.000001.73649
2552024.06.17 14:50sell870.101.744700.000000.00000
2562024.06.17 14:50modify870.101.744700.000001.73770
2572024.06.17 18:31buy880.101.743990.000000.00000
2582024.06.17 18:31modify880.101.743990.000001.75099
2592024.06.17 19:00close880.101.743420.000001.75099-4.1810337.81
2602024.06.17 19:00close870.101.743920.000001.737705.7210343.53
2612024.06.17 19:00close860.101.743920.000001.73649-3.1610340.37
2622024.06.17 19:00close850.101.743420.000001.7485913.4310353.80
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