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=9; MA_Period=21; MA_Method=0; MA_AppliedPrice=0; MA_Shift=6; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=80; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=300; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=380; Run_ProfitTrailingStop=90; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 profit6198.75Gross profit9343.84Gross loss-3145.09
Profit factor2.97Expected payoff34.25
Absolute drawdown131.49Maximal drawdown1251.36 (10.19%)Relative drawdown10.19% (1251.36)
Total trades181Short positions (won %)128 (85.16%)Long positions (won %)53 (35.85%)
Profit trades (% of total)128 (70.72%)Loss trades (% of total)53 (29.28%)
Largestprofit trade73.65loss trade-60.55
Averageprofit trade73.00loss trade-59.34
Maximumconsecutive wins (profit in money)43 (3137.60)consecutive losses (loss in money)9 (-544.90)
Maximalconsecutive profit (count of wins)3137.60 (43)consecutive loss (count of losses)-544.90 (9)
Averageconsecutive wins8consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 04:00buy10.101.711150.000000.00000
22023.09.01 04:00modify10.101.711151.703151.72115
32023.09.01 04:05buy20.101.711470.000000.00000
42023.09.01 04:05modify20.101.711471.703471.72147
52023.09.01 04:55buy30.101.711750.000000.00000
62023.09.01 04:55modify30.101.711751.703751.72175
72023.09.01 05:42buy40.101.712060.000000.00000
82023.09.01 05:42modify40.101.712061.704061.72206
92023.09.01 06:00buy50.101.710840.000000.00000
102023.09.01 06:00modify50.101.710841.702841.72084
112023.09.01 06:00buy60.101.710500.000000.00000
122023.09.01 06:00modify60.101.710501.702501.72050
132023.09.01 06:05buy70.101.710240.000000.00000
142023.09.01 06:05modify70.101.710241.702241.72024
152023.09.01 06:25buy80.101.709950.000000.00000
162023.09.01 06:25modify80.101.709951.701951.71995
172023.09.01 06:29buy90.101.709640.000000.00000
182023.09.01 06:29modify90.101.709641.701641.71964
192023.09.01 12:39t/p90.101.719641.701641.7196473.6510073.65
202023.09.01 12:41t/p80.101.719951.701951.7199573.6510147.30
212023.09.01 12:51t/p70.101.720241.702241.7202473.6410220.94
222023.09.04 04:15sell100.101.711850.000000.00000
232023.09.04 04:15modify100.101.711851.719851.70185
242023.09.04 04:49sell110.101.712160.000000.00000
252023.09.04 04:49modify110.101.712161.720161.70216
262023.09.04 04:57sell120.101.712450.000000.00000
272023.09.04 04:57modify120.101.712451.720451.70245
282023.09.04 05:28sell130.101.712750.000000.00000
292023.09.04 05:28modify130.101.712751.720751.70275
302023.09.04 06:30sell140.101.713050.000000.00000
312023.09.04 06:30modify140.101.713051.721051.70305
322023.09.04 06:34sell150.101.713370.000000.00000
332023.09.04 06:34modify150.101.713371.721371.70337
342023.09.04 06:37sell160.101.713650.000000.00000
352023.09.04 06:37modify160.101.713651.721651.70365
362023.09.04 06:59sell170.101.713960.000000.00000
372023.09.04 06:59modify170.101.713961.721961.70396
382023.09.05 04:00sell180.101.717790.000000.00000
392023.09.05 04:00modify180.101.717791.725791.70779
402023.09.05 04:08sell190.101.718150.000000.00000
412023.09.05 04:08modify190.101.718151.726151.70815
422023.09.05 04:30sell200.101.718480.000000.00000
432023.09.05 04:30modify200.101.718481.726481.70848
442023.09.05 04:36sell210.101.718750.000000.00000
452023.09.05 04:36modify210.101.718751.726751.70875
462023.09.05 05:06sell220.101.719050.000000.00000
472023.09.05 05:06modify220.101.719051.727051.70905
482023.09.05 06:18sell230.101.717550.000000.00000
492023.09.05 06:18modify230.101.717551.725551.70755
502023.09.05 06:20sell240.101.717230.000000.00000
512023.09.05 06:20modify240.101.717231.725231.70723
522023.09.05 06:23sell250.101.716940.000000.00000
532023.09.05 06:23modify250.101.716941.724941.70694
542023.09.05 06:27sell260.101.716600.000000.00000
552023.09.05 06:27modify260.101.716601.724601.70660
562023.09.05 06:27sell270.101.716310.000000.00000
572023.09.05 06:27modify270.101.716311.724311.70631
582023.09.05 06:27sell280.101.716020.000000.00000
592023.09.05 06:27modify280.101.716021.724021.70602
602023.09.05 06:27sell290.101.715750.000000.00000
612023.09.05 06:27modify290.101.715751.723751.70575
622023.09.05 06:28sell300.101.715450.000000.00000
632023.09.05 06:28modify300.101.715451.723451.70545
642023.09.06 04:00sell310.101.715150.000000.00000
652023.09.06 04:00modify310.101.715151.723151.70515
662023.09.06 04:18sell320.101.714830.000000.00000
672023.09.06 04:18modify320.101.714831.722831.70483
682023.09.06 05:32sell330.101.714550.000000.00000
692023.09.06 05:32modify330.101.714551.722551.70455
702023.09.06 06:01sell340.101.714230.000000.00000
712023.09.06 06:01modify340.101.714231.722231.70423
722023.09.06 13:41t/p220.101.709051.727051.7090573.3110294.25
732023.09.06 13:42t/p210.101.708751.726751.7087573.3110367.57
742023.09.06 13:51t/p200.101.708481.726481.7084873.3110440.88
752023.09.06 13:51t/p190.101.708151.726151.7081573.3110514.19
762023.09.06 13:58t/p180.101.707791.725791.7077973.3110587.51
772023.09.06 13:59t/p230.101.707551.725551.7075573.3110660.82
782023.09.06 14:00t/p240.101.707231.725231.7072373.3210734.15
792023.09.06 14:00t/p250.101.706941.724941.7069473.3110807.46
802023.09.06 14:00t/p260.101.706601.724601.7066073.3110880.77
812023.09.06 14:00t/p270.101.706311.724311.7063173.3110954.09
822023.09.06 14:00t/p280.101.706021.724021.7060273.3211027.41
832023.09.06 14:00t/p290.101.705751.723751.7057573.3111100.72
842023.09.06 14:00t/p300.101.705451.723451.7054573.3111174.04
852023.09.06 14:00t/p310.101.705151.723151.7051573.6411247.68
862023.09.06 14:00t/p320.101.704831.722831.7048373.6411321.32
872023.09.06 14:00s/l30.101.703751.703751.72175-59.3511261.97
882023.09.06 14:00s/l40.101.704061.704061.72206-59.3511202.62
892023.09.06 14:00t/p330.101.704551.722551.7045573.6411276.26
902023.09.06 14:00t/p340.101.704231.722231.7042373.6411349.90
912023.09.06 21:06s/l10.101.703151.703151.72115-59.3511290.56
922023.09.06 21:06s/l20.101.703471.703471.72147-59.3511231.21
932023.09.06 21:06s/l50.101.702841.702841.72084-59.3511171.87
942023.09.06 21:06s/l60.101.702501.702501.72050-59.3511112.52
952023.09.06 21:06t/p130.101.702751.720751.7027572.9911185.51
962023.09.06 21:06t/p140.101.703051.721051.7030572.9911258.49
972023.09.06 21:06t/p150.101.703371.721371.7033772.9911331.48
982023.09.06 21:06t/p160.101.703651.721651.7036572.9911404.47
992023.09.06 21:06t/p170.101.703961.721961.7039673.0011477.46
1002023.09.07 04:07sell350.101.705820.000000.00000
1012023.09.07 04:07modify350.101.705821.713821.69582
1022023.09.07 04:14sell360.101.706160.000000.00000
1032023.09.07 04:14modify360.101.706161.714161.69616
1042023.09.07 04:45sell370.101.705550.000000.00000
1052023.09.07 04:45modify370.101.705551.713551.69555
1062023.09.07 06:00sell380.101.705220.000000.00000
1072023.09.07 06:00modify380.101.705221.713221.69522
1082023.09.07 06:00sell390.101.704940.000000.00000
1092023.09.07 06:00modify390.101.704941.712941.69494
1102023.09.07 06:32sell400.101.704640.000000.00000
1112023.09.07 06:32modify400.101.704641.712641.69464
1122023.09.07 06:35sell410.101.704350.000000.00000
1132023.09.07 06:35modify410.101.704351.712351.69435
1142023.09.07 06:38sell420.101.704050.000000.00000
1152023.09.07 06:38modify420.101.704051.712051.69405
1162023.09.07 06:50sell430.101.703740.000000.00000
1172023.09.07 06:50modify430.101.703741.711741.69374
1182023.09.07 06:55sell440.101.703420.000000.00000
1192023.09.07 06:55modify440.101.703421.711421.69342
1202023.09.07 06:55sell450.101.703130.000000.00000
1212023.09.07 06:55modify450.101.703131.711131.69313
1222023.09.07 06:56sell460.101.702830.000000.00000
1232023.09.07 06:56modify460.101.702831.710831.69283
1242023.09.07 06:57sell470.101.702520.000000.00000
1252023.09.07 06:57modify470.101.702521.710521.69252
1262023.09.07 06:57sell480.101.702230.000000.00000
1272023.09.07 06:57modify480.101.702231.710231.69223
1282023.09.07 06:59t/p120.101.702451.720451.7024572.0211549.48
1292023.09.07 06:59sell490.101.701920.000000.00000
1302023.09.07 06:59modify490.101.701921.709921.69192
1312023.09.07 06:59t/p110.101.702161.720161.7021672.0111621.49
1322023.09.07 06:59sell500.101.701640.000000.00000
1332023.09.07 06:59modify500.101.701641.709641.69164
1342023.09.07 07:22t/p100.101.701851.719851.7018572.0111693.50
1352023.09.08 04:00sell510.101.707970.000000.00000
1362023.09.08 04:00modify510.101.707971.715971.69797
1372023.09.08 04:12sell520.101.707640.000000.00000
1382023.09.08 04:12modify520.101.707641.715641.69764
1392023.09.08 04:45sell530.101.707350.000000.00000
1402023.09.08 04:45modify530.101.707351.715351.69735
1412023.09.08 04:58sell540.101.707050.000000.00000
1422023.09.08 04:58modify540.101.707051.715051.69705
1432023.09.08 06:35sell550.101.706710.000000.00000
1442023.09.08 06:35modify550.101.706711.714711.69671
1452023.09.08 06:45sell560.101.706450.000000.00000
1462023.09.08 06:45modify560.101.706451.714451.69645
1472023.09.11 20:59t/p510.101.697971.715971.6979773.3111766.81
1482023.09.11 21:05t/p520.101.697641.715641.6976473.3111840.13
1492023.09.11 21:05t/p530.101.697351.715351.6973573.3111913.44
1502023.09.12 04:11sell570.101.698970.000000.00000
1512023.09.12 04:11modify570.101.698971.706971.68897
1522023.09.12 04:23sell580.101.699250.000000.00000
1532023.09.12 04:23modify580.101.699251.707251.68925
1542023.09.12 05:14sell590.101.699590.000000.00000
1552023.09.12 05:14modify590.101.699591.707591.68959
1562023.09.12 06:00sell600.101.700230.000000.00000
1572023.09.12 06:00modify600.101.700231.708231.69023
1582023.09.12 06:00sell610.101.699810.000000.00000
1592023.09.12 06:00modify610.101.699811.707811.68981
1602023.09.12 06:00sell620.101.700450.000000.00000
1612023.09.12 06:00modify620.101.700451.708451.69045
1622023.09.12 06:00sell630.101.700750.000000.00000
1632023.09.12 06:00modify630.101.700751.708751.69075
1642023.09.12 06:00sell640.101.701060.000000.00000
1652023.09.12 06:00modify640.101.701061.709061.69106
1662023.09.12 06:00sell650.101.701350.000000.00000
1672023.09.12 06:00modify650.101.701351.709351.69135
1682023.09.12 06:27sell660.101.698630.000000.00000
1692023.09.12 06:27modify660.101.698631.706631.68863
1702023.09.12 06:30sell670.101.698320.000000.00000
1712023.09.12 06:30modify670.101.698321.706321.68832
1722023.09.12 06:32sell680.101.698030.000000.00000
1732023.09.12 06:32modify680.101.698031.706031.68803
1742023.09.12 06:32sell690.101.697740.000000.00000
1752023.09.12 06:32modify690.101.697741.705741.68774
1762023.09.12 07:40t/p540.101.697051.715051.6970572.9911986.43
1772023.09.12 07:43t/p550.101.696711.714711.6967173.0012059.42
1782023.09.12 07:43t/p560.101.696451.714451.6964572.9912132.41
1792023.09.12 07:43t/p360.101.696161.714161.6961672.6712205.08
1802023.09.12 07:44t/p350.101.695821.713821.6958272.6612277.74
1812023.09.12 07:45t/p370.101.695551.713551.6955572.6612350.40
1822023.09.12 08:06t/p380.101.695221.713221.6952272.6612423.07
1832023.09.12 08:08t/p390.101.694941.712941.6949472.6612495.73
1842023.09.12 08:12t/p400.101.694641.712641.6946472.6612568.39
1852023.09.12 08:13t/p410.101.694351.712351.6943572.6712641.06
1862023.09.12 08:14t/p420.101.694051.712051.6940572.6712713.73
1872023.09.12 08:53t/p430.101.693741.711741.6937472.6612786.39
1882023.09.12 08:59t/p440.101.693421.711421.6934272.6712859.06
1892023.09.12 11:41t/p450.101.693131.711131.6931372.6612931.72
1902023.09.12 12:15t/p460.101.692831.710831.6928372.6613004.38
1912023.09.12 12:15t/p470.101.692521.710521.6925272.6613077.04
1922023.09.12 13:36t/p480.101.692231.710231.6922372.6613149.70
1932023.09.12 13:37t/p490.101.691921.709921.6919272.6613222.36
1942023.09.12 13:37t/p500.101.691641.709641.6916472.6613295.03
1952023.09.12 13:37t/p650.101.691351.709351.6913573.6413368.67
1962023.09.12 13:38t/p640.101.691061.709061.6910673.6513442.32
1972023.09.12 13:39t/p630.101.690751.708751.6907573.6413515.96
1982023.09.12 13:44t/p620.101.690451.708451.6904573.6513589.61
1992023.09.12 13:44t/p600.101.690231.708231.6902373.6513663.26
2002023.09.12 13:44t/p610.101.689811.707811.6898173.6413736.90
2012023.09.12 13:45t/p590.101.689591.707591.6895973.6413810.54
2022023.09.12 13:45t/p580.101.689251.707251.6892573.6513884.19
2032023.09.12 13:46t/p570.101.688971.706971.6889773.6513957.84
2042023.09.13 04:19sell700.101.693550.000000.00000
2052023.09.13 04:19modify700.101.693551.701551.68355
2062023.09.13 04:48sell710.101.693900.000000.00000
2072023.09.13 04:48modify710.101.693901.701901.68390
2082023.09.13 05:01sell720.101.693250.000000.00000
2092023.09.13 05:01modify720.101.693251.701251.68325
2102023.09.13 05:11sell730.101.692950.000000.00000
2112023.09.13 05:11modify730.101.692951.700951.68295
2122023.09.13 06:00sell740.101.692460.000000.00000
2132023.09.13 06:00modify740.101.692461.700461.68246
2142023.09.13 06:00sell750.101.691710.000000.00000
2152023.09.13 06:00modify750.101.691711.699711.68171
2162023.09.13 06:00sell760.101.691150.000000.00000
2172023.09.13 06:00modify760.101.691151.699151.68115
2182023.09.13 06:00sell770.101.691400.000000.00000
2192023.09.13 06:00modify770.101.691401.699401.68140
2202023.09.13 06:00sell780.101.690790.000000.00000
2212023.09.13 06:00modify780.101.690791.698791.68079
2222023.09.13 06:00sell790.101.690440.000000.00000
2232023.09.13 06:00modify790.101.690441.698441.68044
2242023.09.13 06:00sell800.101.690180.000000.00000
2252023.09.13 06:00modify800.101.690181.698181.68018
2262023.09.13 06:03sell810.101.689950.000000.00000
2272023.09.13 06:03modify810.101.689951.697951.67995
2282023.09.13 06:04sell820.101.689600.000000.00000
2292023.09.13 06:04modify820.101.689601.697601.67960
2302023.09.13 06:04sell830.101.689340.000000.00000
2312023.09.13 06:04modify830.101.689341.697341.67934
2322023.09.13 06:19sell840.101.689050.000000.00000
2332023.09.13 06:19modify840.101.689051.697051.67905
2342023.09.13 06:25sell850.101.688740.000000.00000
2352023.09.13 06:25modify850.101.688741.696741.67874
2362023.09.13 06:54sell860.101.688440.000000.00000
2372023.09.13 06:54modify860.101.688441.696441.67844
2382023.09.13 07:00t/p660.101.688631.706631.6886373.3114031.15
2392023.09.13 07:00t/p670.101.688321.706321.6883273.3114104.46
2402023.09.13 07:00t/p680.101.688031.706031.6880373.3114177.78
2412023.09.14 04:15buy870.101.691940.000000.00000
2422023.09.14 04:15modify870.101.691941.683941.70194
2432023.09.14 04:20buy880.101.692260.000000.00000
2442023.09.14 04:20modify880.101.692261.684261.70226
2452023.09.14 05:43buy890.101.691650.000000.00000
2462023.09.14 05:43modify890.101.691651.683651.70165
2472023.09.14 06:00buy900.101.691330.000000.00000
2482023.09.14 06:00modify900.101.691331.683331.70133
2492023.09.14 06:06buy910.101.691050.000000.00000
2502023.09.14 06:06modify910.101.691051.683051.70105
2512023.09.14 10:00t/p690.101.687741.705741.6877472.3414250.12
2522023.09.14 12:21s/l880.101.684261.684261.70226-58.9214191.20
2532023.09.14 12:22s/l870.101.683941.683941.70194-58.9114132.29
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