Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period5 Minutes (M5) 2023.09.01 00:00 - 2023.09.29 20:55 (2023.09.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=19; MA_Method=0; MA_AppliedPrice=0; MA_Shift=4; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=60; TakeProfit=100; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=250; 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=60; Run_ProfitTrailingStop=70; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test6998Ticks modelled267384Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2580.91Gross profit11274.95Gross loss-8694.04
Profit factor1.30Expected payoff9.15
Absolute drawdown326.40Maximal drawdown1211.67 (10.21%)Relative drawdown10.21% (1211.67)
Total trades282Short positions (won %)146 (75.34%)Long positions (won %)136 (16.18%)
Profit trades (% of total)132 (46.81%)Loss trades (% of total)150 (53.19%)
Largestprofit trade104.17loss trade-68.99
Averageprofit trade85.42loss trade-57.96
Maximumconsecutive wins (profit in money)19 (609.27)consecutive losses (loss in money)13 (-794.64)
Maximalconsecutive profit (count of wins)1103.51 (11)consecutive loss (count of losses)-794.64 (13)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 06:00sell10.101.084570.000000.00000
22023.09.01 06:00modify10.101.084571.090571.07457
32023.09.01 06:00sell20.101.084130.000000.00000
42023.09.01 06:00modify20.101.084131.090131.07413
52023.09.01 06:00sell30.101.083880.000000.00000
62023.09.01 06:00modify30.101.083881.089881.07388
72023.09.01 06:22sell40.101.083640.000000.00000
82023.09.01 06:22modify40.101.083641.089641.07364
92023.09.01 06:22sell50.101.083280.000000.00000
102023.09.01 06:22modify50.101.083281.089281.07328
112023.09.01 06:23sell60.101.083030.000000.00000
122023.09.01 06:23modify60.101.083031.089031.07303
132023.09.01 06:58sell70.101.084900.000000.00000
142023.09.01 06:58modify70.101.084901.090901.07490
152023.09.01 07:00buy80.101.085200.000000.00000
162023.09.01 07:00modify80.101.085201.079201.09520
172023.09.01 07:01buy90.101.085570.000000.00000
182023.09.01 07:01modify90.101.085571.079571.09557
192023.09.01 07:06buy100.101.084860.000000.00000
202023.09.01 07:06modify100.101.084861.078861.09486
212023.09.01 07:30buy110.101.085770.000000.00000
222023.09.01 07:30modify110.101.085771.079771.09577
232023.09.01 07:33buy120.101.086090.000000.00000
242023.09.01 07:33modify120.101.086091.080091.09609
252023.09.01 08:34sell130.101.085200.000000.00000
262023.09.01 08:34modify130.101.085201.091201.07520
272023.09.01 09:26sell140.101.085470.000000.00000
282023.09.01 09:26modify140.101.085471.091471.07547
292023.09.01 11:38buy150.101.084530.000000.00000
302023.09.01 11:38modify150.101.084531.078531.09453
312023.09.01 12:30sell160.101.085800.000000.00000
322023.09.01 12:30modify160.101.085801.091801.07580
332023.09.01 12:30sell170.101.086060.000000.00000
342023.09.01 12:30modify170.101.086061.092061.07606
352023.09.01 12:30sell180.101.086400.000000.00000
362023.09.01 12:30modify180.101.086401.092401.07640
372023.09.01 12:31sell190.101.087030.000000.00000
382023.09.01 12:31modify190.101.087031.093031.07703
392023.09.01 12:31sell200.101.087400.000000.00000
402023.09.01 12:31modify200.101.087401.093401.07740
412023.09.01 12:31sell210.101.087520.000000.00000
422023.09.01 12:31modify210.101.087521.093521.07752
432023.09.01 12:32sell220.101.087770.000000.00000
442023.09.01 12:32modify220.101.087771.093771.07777
452023.09.01 12:35sell230.101.088190.000000.00000
462023.09.01 12:35modify230.101.088191.094191.07819
472023.09.01 12:40sell240.101.086730.000000.00000
482023.09.01 12:40modify240.101.086731.092731.07673
492023.09.01 12:45buy250.101.086390.000000.00000
502023.09.01 12:45modify250.101.086391.080391.09639
512023.09.01 12:46buy260.101.086670.000000.00000
522023.09.01 12:46modify260.101.086671.080671.09667
532023.09.01 12:46buy270.101.086970.000000.00000
542023.09.01 12:46modify270.101.086971.080971.09697
552023.09.01 12:48buy280.101.087280.000000.00000
562023.09.01 12:48modify280.101.087281.081281.09728
572023.09.01 12:48buy290.101.087660.000000.00000
582023.09.01 12:48modify290.101.087661.081661.09766
592023.09.01 12:50buy300.101.088190.000000.00000
602023.09.01 12:50modify300.101.088191.082191.09819
612023.09.01 12:50buy310.101.087720.000000.00000
622023.09.01 12:50modify310.101.087721.081721.09772
632023.09.01 14:01sell320.101.082430.000000.00000
642023.09.01 14:01modify320.101.082431.088431.07243
652023.09.01 14:01sell330.101.082850.000000.00000
662023.09.01 14:01modify330.101.082851.088851.07285
672023.09.01 14:22s/l300.101.082191.082191.09819-60.009940.00
682023.09.01 14:22sell340.101.082120.000000.00000
692023.09.01 14:22modify340.101.082121.088121.07212
702023.09.01 14:27sell350.101.081750.000000.00000
712023.09.01 14:27modify350.101.081751.087751.07175
722023.09.01 14:28s/l290.101.081661.081661.09766-60.009880.00
732023.09.01 14:28s/l310.101.081721.081721.09772-60.009820.00
742023.09.01 14:29sell360.101.081550.000000.00000
752023.09.01 14:29modify360.101.081551.087551.07155
762023.09.01 14:29s/l280.101.081281.081281.09728-60.009760.00
772023.09.01 14:29sell370.101.081250.000000.00000
782023.09.01 14:29modify370.101.081251.087251.07125
792023.09.01 14:47s/l270.101.080971.080971.09697-60.009700.00
802023.09.01 14:47sell380.101.080970.000000.00000
812023.09.01 14:47modify380.101.080971.086971.07097
822023.09.01 14:49s/l260.101.080671.080671.09667-60.009640.00
832023.09.01 14:49sell390.101.080620.000000.00000
842023.09.01 14:49modify390.101.080621.086621.07062
852023.09.01 15:05s/l250.101.080391.080391.09639-60.009580.00
862023.09.01 15:06sell400.101.080370.000000.00000
872023.09.01 15:06modify400.101.080371.086371.07037
882023.09.01 15:11s/l120.101.080091.080091.09609-60.009520.00
892023.09.01 15:11sell410.101.080050.000000.00000
902023.09.01 15:11modify410.101.080051.086051.07005
912023.09.01 15:14s/l110.101.079771.079771.09577-60.009460.00
922023.09.01 15:14sell420.101.079750.000000.00000
932023.09.01 15:14modify420.101.079751.085751.06975
942023.09.01 15:14s/l90.101.079571.079571.09557-60.009400.00
952023.09.01 15:15buy430.101.079740.000000.00000
962023.09.01 15:15modify430.101.079741.073741.08974
972023.09.01 15:20s/l80.101.079201.079201.09520-60.009340.00
982023.09.01 15:20buy440.101.079420.000000.00000
992023.09.01 15:20modify440.101.079421.073421.08942
1002023.09.01 15:33s/l100.101.078861.078861.09486-60.009280.00
1012023.09.01 15:33buy450.101.079160.000000.00000
1022023.09.01 15:33modify450.101.079161.073161.08916
1032023.09.01 16:00buy460.101.078870.000000.00000
1042023.09.01 16:00modify460.101.078871.072871.08887
1052023.09.01 16:00s/l150.101.078531.078531.09453-60.009220.00
1062023.09.01 16:04buy470.101.078570.000000.00000
1072023.09.01 16:04modify470.101.078571.072571.08857
1082023.09.01 18:26buy480.101.078230.000000.00000
1092023.09.01 18:26modify480.101.078231.072231.08823
1102023.09.01 18:26t/p230.101.078191.094191.07819100.009320.00
1112023.09.01 18:32buy490.101.077970.000000.00000
1122023.09.01 18:32modify490.101.077971.071971.08797
1132023.09.01 19:23t/p220.101.077771.093771.07777100.009420.00
1142023.09.01 19:23buy500.101.077640.000000.00000
1152023.09.01 19:23modify500.101.077641.071641.08764
1162023.09.01 19:54t/p210.101.077521.093521.07752100.009520.00
1172023.09.04 06:00sell510.101.078570.000000.00000
1182023.09.04 06:00modify510.101.078571.084571.06857
1192023.09.04 06:04sell520.101.078890.000000.00000
1202023.09.04 06:04modify520.101.078891.084891.06889
1212023.09.04 06:31sell530.101.079230.000000.00000
1222023.09.04 06:31modify530.101.079231.085231.06923
1232023.09.04 07:02sell540.101.079490.000000.00000
1242023.09.04 07:02modify540.101.079491.085491.06949
1252023.09.04 13:17buy550.101.080670.000000.00000
1262023.09.04 13:17modify550.101.080671.074671.09067
1272023.09.04 15:55buy560.101.080080.000000.00000
1282023.09.04 15:55modify560.101.080081.074081.09008
1292023.09.05 06:04sell570.101.078270.000000.00000
1302023.09.05 06:04modify570.101.078271.084271.06827
1312023.09.05 06:15sell580.101.077960.000000.00000
1322023.09.05 06:15modify580.101.077961.083961.06796
1332023.09.05 06:19sell590.101.077620.000000.00000
1342023.09.05 06:19modify590.101.077621.083621.06762
1352023.09.05 06:24sell600.101.077310.000000.00000
1362023.09.05 06:24modify600.101.077311.083311.06731
1372023.09.05 06:27t/p200.101.077401.093401.07740100.449620.44
1382023.09.05 06:27sell610.101.077050.000000.00000
1392023.09.05 06:27modify610.101.077051.083051.06705
1402023.09.05 06:27t/p190.101.077031.093031.07703100.449720.88
1412023.09.05 06:27sell620.101.076630.000000.00000
1422023.09.05 06:27modify620.101.076631.082631.06663
1432023.09.05 06:28t/p240.101.076731.092731.07673100.449821.32
1442023.09.05 06:28sell630.101.076500.000000.00000
1452023.09.05 06:28modify630.101.076501.082501.06650
1462023.09.05 06:30buy640.101.077060.000000.00000
1472023.09.05 06:30modify640.101.077061.071061.08706
1482023.09.05 06:33buy650.101.076730.000000.00000
1492023.09.05 06:33modify650.101.076731.070731.08673
1502023.09.05 06:35buy660.101.076410.000000.00000
1512023.09.05 06:35modify660.101.076411.070411.08641
1522023.09.05 06:35t/p180.101.076401.092401.07640100.449921.75
1532023.09.05 06:35buy670.101.076090.000000.00000
1542023.09.05 06:35modify670.101.076091.070091.08609
1552023.09.05 07:08buy680.101.077380.000000.00000
1562023.09.05 07:08modify680.101.077381.071381.08738
1572023.09.05 07:51t/p170.101.076061.092061.07606100.4410022.19
1582023.09.05 07:53buy690.101.075860.000000.00000
1592023.09.05 07:53modify690.101.075861.069861.08586
1602023.09.05 07:54t/p160.101.075801.091801.07580100.4410122.63
1612023.09.05 08:06buy700.101.075560.000000.00000
1622023.09.05 08:06modify700.101.075561.069561.08556
1632023.09.05 08:07t/p140.101.075471.091471.07547100.4410223.07
1642023.09.05 08:18buy710.101.075270.000000.00000
1652023.09.05 08:18modify710.101.075271.069271.08527
1662023.09.05 08:18t/p130.101.075201.091201.07520100.4410323.51
1672023.09.05 08:18s/l550.101.074671.074671.09067-60.6410262.87
1682023.09.05 08:18buy720.101.074910.000000.00000
1692023.09.05 08:18modify720.101.074911.068911.08491
1702023.09.05 08:19t/p70.101.074901.090901.07490100.4410363.31
1712023.09.05 08:28buy730.101.074640.000000.00000
1722023.09.05 08:28modify730.101.074641.068641.08464
1732023.09.05 08:28t/p10.101.074571.090571.07457100.4410463.74
1742023.09.05 10:58s/l560.101.074081.074081.09008-60.6410403.10
1752023.09.05 10:58buy740.101.074370.000000.00000
1762023.09.05 10:58modify740.101.074371.068371.08437
1772023.09.05 11:01t/p20.101.074131.090131.07413100.4410503.54
1782023.09.05 11:01s/l430.101.073741.073741.08974-61.2810442.26
1792023.09.05 11:01buy750.101.073980.000000.00000
1802023.09.05 11:01modify750.101.073981.067981.08398
1812023.09.05 11:04t/p30.101.073881.089881.07388100.4410542.69
1822023.09.05 11:18buy760.101.073760.000000.00000
1832023.09.05 11:18modify760.101.073761.067761.08376
1842023.09.05 11:18s/l440.101.073421.073421.08942-61.2810481.41
1852023.09.05 11:18t/p40.101.073641.089641.07364100.4410581.85
1862023.09.05 11:21buy770.101.073470.000000.00000
1872023.09.05 11:21modify770.101.073471.067471.08347
1882023.09.05 11:21s/l450.101.073161.073161.08916-61.2810520.56
1892023.09.05 11:23t/p50.101.073281.089281.07328100.4410621.00
1902023.09.05 12:19s/l460.101.072871.072871.08887-61.2810559.72
1912023.09.05 12:19buy780.101.073170.000000.00000
1922023.09.05 12:19modify780.101.073171.067171.08317
1932023.09.05 12:22t/p60.101.073031.089031.07303100.4410660.16
1942023.09.05 12:22t/p330.101.072851.088851.07285100.4410760.60
1952023.09.05 12:22s/l470.101.072571.072571.08857-61.2810699.31
1962023.09.05 12:22buy790.101.072780.000000.00000
1972023.09.05 12:22modify790.101.072781.066781.08278
1982023.09.05 12:25buy800.101.072560.000000.00000
1992023.09.05 12:25modify800.101.072561.066561.08256
2002023.09.05 12:30t/p320.101.072431.088431.07243100.4410799.75
2012023.09.05 12:30s/l480.101.072231.072231.08823-61.2810738.47
2022023.09.05 12:35s/l490.101.071971.071971.08797-61.2810677.18
2032023.09.05 12:35buy810.101.072250.000000.00000
2042023.09.05 12:35modify810.101.072251.066251.08225
2052023.09.05 12:35t/p340.101.072121.088121.07212100.4410777.62
2062023.09.05 12:35buy820.101.071970.000000.00000
2072023.09.05 12:35modify820.101.071971.065971.08197
2082023.09.05 14:43s/l500.101.071641.071641.08764-61.2810716.34
2092023.09.05 14:44t/p350.101.071751.087751.07175100.4410816.78
2102023.09.05 14:48s/l680.101.071381.071381.08738-60.0010756.78
2112023.09.05 14:48buy830.101.071590.000000.00000
2122023.09.05 14:48modify830.101.071591.065591.08159
2132023.09.05 14:48t/p360.101.071551.087551.07155100.4410857.21
2142023.09.05 14:48t/p370.101.071251.087251.07125100.4410957.65
2152023.09.05 14:48s/l640.101.071061.071061.08706-60.0010897.65
2162023.09.05 14:48buy840.101.071230.000000.00000
2172023.09.05 14:48modify840.101.071231.065231.08123
2182023.09.05 14:56s/l650.101.070731.070731.08673-60.0010837.65
2192023.09.05 14:56buy850.101.071020.000000.00000
2202023.09.05 14:56modify850.101.071021.065021.08102
2212023.09.05 15:01t/p380.101.070971.086971.07097100.4410938.09
2222023.09.05 18:18sell860.101.072580.000000.00000
2232023.09.05 18:18modify860.101.072581.078581.06258
2242023.09.05 20:04sell870.101.071960.000000.00000
2252023.09.05 20:04modify870.101.071961.077961.06196
2262023.09.05 20:34sell880.101.072290.000000.00000
2272023.09.05 20:34modify880.101.072291.078291.06229
2282023.09.06 06:00sell890.101.073450.000000.00000
2292023.09.06 06:00modify890.101.073451.079451.06345
2302023.09.06 06:00sell900.101.072830.000000.00000
2312023.09.06 06:00modify900.101.072831.078831.06283
2322023.09.06 06:00sell910.101.073180.000000.00000
2332023.09.06 06:00modify910.101.073181.079181.06318
2342023.09.06 06:24sell920.101.073810.000000.00000
2352023.09.06 06:24modify920.101.073811.079811.06381
2362023.09.06 07:15sell930.101.074180.000000.00000
2372023.09.06 07:15modify930.101.074181.080181.06418
2382023.09.06 07:15sell940.101.074800.000000.00000
2392023.09.06 07:15modify940.101.074801.080801.06480
2402023.09.06 11:28sell950.101.074370.000000.00000
2412023.09.06 11:28modify950.101.074371.080371.06437
2422023.09.06 14:00sell960.101.071160.000000.00000
2432023.09.06 14:00modify960.101.071161.077161.06116
2442023.09.06 14:00sell970.101.071730.000000.00000
2452023.09.06 14:00modify970.101.071731.077731.06173
2462023.09.06 14:00sell980.101.070690.000000.00000
2472023.09.06 14:00modify980.101.070691.076691.06069
2482023.09.06 14:01sell990.101.070470.000000.00000
2492023.09.06 14:01modify990.101.070471.076471.06047
2502023.09.06 14:02t/p390.101.070621.086621.07062100.6611038.75
2512023.09.06 14:02s/l660.101.070411.070411.08641-60.6410978.11
2522023.09.06 14:07sell1000.101.071490.000000.00000
2532023.09.06 14:07modify1000.101.071491.077491.06149
2542023.09.07 10:38buy1010.101.070750.000000.00000
2552023.09.07 10:38modify1010.101.070751.064751.08075
2562023.09.07 12:24buy1020.101.070440.000000.00000
2572023.09.07 12:24modify1020.101.070441.064441.08044
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8062023.09.29 17:12buy2820.101.056920.000000.00000
8072023.09.29 17:12modify2820.101.056921.050921.06692
8082023.09.29 20:59close at stop2820.101.056941.050921.066920.2012032.75
8092023.09.29 20:59close at stop2810.101.056941.051171.06717-2.3012030.45
8102023.09.29 20:59close at stop2800.101.056941.053441.06944-25.0012005.45
8112023.09.29 20:59close at stop2790.101.056941.051551.06755-6.1011999.35
8122023.09.29 20:59close at stop2780.101.056941.052261.06826-13.2011986.15
8132023.09.29 20:59close at stop2770.101.056941.051761.06776-8.2011977.95
8142023.09.29 20:59close at stop2760.101.056941.052391.06839-14.5011963.45
8152023.09.29 20:59close at stop2750.101.056941.052701.06870-17.6011945.85
8162023.09.29 20:59close at stop2740.101.056941.053091.06909-21.5011924.35
8172023.09.29 20:59close at stop2730.101.057241.067391.0513941.5011965.85
8182023.09.29 20:59close at stop2720.101.057241.067191.0511939.5012005.35
8192023.09.29 20:59close at stop2710.101.057241.066931.0509336.9012042.25
8202023.09.29 20:59close at stop2700.101.057241.066581.0505833.4012075.65
8212023.09.29 20:59close at stop2690.101.057241.066321.0503230.8012106.45
8222023.09.29 20:59close at stop2680.101.057241.066011.0500127.7012134.15
8232023.09.29 20:59close at stop2670.101.057241.065771.0497725.3012159.45
8242023.09.29 20:59close at stop2660.101.057241.065371.0493721.3012180.75
8252023.09.29 20:59close at stop2650.101.056941.050631.066632.4612183.21
8262023.09.29 20:59close at stop2430.101.056941.045821.0618248.6312231.84
8272023.09.29 20:59close at stop2420.101.056941.046151.0621545.3312277.17
8282023.09.29 20:59close at stop2410.101.056941.046471.0624742.1312319.30
8292023.09.29 20:59close at stop2400.101.056941.046701.0627039.8312359.14
8302023.09.29 20:59close at stop2390.101.056941.047061.0630636.2312395.37
8312023.09.29 20:59close at stop2380.101.056941.047331.0633333.5312428.90
8322023.09.29 20:59close at stop2370.101.056941.047641.0636430.4312459.33
8332023.09.29 20:59close at stop2360.101.056941.047851.0638528.3312487.66
8342023.09.29 20:59close at stop2350.101.056941.048201.0642024.8312512.49
8352023.09.29 20:59close at stop2340.101.056941.048571.0645721.1312533.63
8362023.09.29 20:59close at stop2260.101.057241.062061.04606-10.9212522.70
8372023.09.29 20:59close at stop2250.101.057241.063021.04702-1.3212521.38
8382023.09.29 20:59close at stop2240.101.057241.062681.04668-4.7212516.66
8392023.09.29 20:59close at stop2230.101.057241.062371.04637-7.8212508.83
8402023.09.29 20:59close at stop2140.101.057241.065071.0490719.4012528.23
8412023.09.29 20:59close at stop2100.101.057241.063241.047241.1012529.33
8422023.09.29 20:59close at stop2090.101.057241.063571.047574.4012533.72
8432023.09.29 20:59close at stop2080.101.057241.063851.047857.2012540.92
8442023.09.29 20:59close at stop2070.101.057241.064161.0481610.3012551.22
8452023.09.29 20:59close at stop2060.101.057241.064451.0484513.2012564.41
8462023.09.29 20:59close at stop2050.101.057241.064781.0487816.5012580.91