Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 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=0; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=11; MA_Method=0; MA_AppliedPrice=0; MA_Shift=1; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; 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=300; 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=120; Run_ProfitTrailingStop=90; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; EntryWindow_StartMin=30; EntryWindow_UntilHour=20; 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 test6298Ticks modelled1951868Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit4538.88Gross profit6715.55Gross loss-2176.66
Profit factor3.09Expected payoff45.85
Absolute drawdown289.44Maximal drawdown605.00 (5.46%)Relative drawdown5.46% (605.00)
Total trades99Short positions (won %)66 (89.39%)Long positions (won %)33 (33.33%)
Profit trades (% of total)70 (70.71%)Loss trades (% of total)29 (29.29%)
Largestprofit trade99.91loss trade-101.79
Averageprofit trade95.94loss trade-75.06
Maximumconsecutive wins (profit in money)24 (2396.05)consecutive losses (loss in money)10 (-261.39)
Maximalconsecutive profit (count of wins)2396.05 (24)consecutive loss (count of losses)-405.37 (4)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 18:30sell10.101.258770.000000.00000
22023.09.01 18:30modify10.101.258771.268771.24877
32023.09.01 18:51buy20.101.259390.000000.00000
42023.09.01 18:51modify20.101.259391.249391.26939
52023.09.01 19:00buy30.101.259690.000000.00000
62023.09.01 19:00modify30.101.259691.249691.26969
72023.09.01 19:22sell40.101.259060.000000.00000
82023.09.01 19:22modify40.101.259061.269061.24906
92023.09.01 19:54sell50.101.258470.000000.00000
102023.09.01 19:54modify50.101.258471.268471.24847
112023.09.04 18:54buy60.101.263580.000000.00000
122023.09.04 18:54modify60.101.263581.253581.27358
132023.09.04 19:13buy70.101.263270.000000.00000
142023.09.04 19:13modify70.101.263271.253271.27327
152023.09.04 19:15sell80.101.262980.000000.00000
162023.09.04 19:15modify80.101.262981.272981.25298
172023.09.05 08:23s/l60.101.253581.253581.27358-100.189899.82
182023.09.05 08:25s/l70.101.253271.253271.27327-100.189799.64
192023.09.05 18:30sell90.101.256970.000000.00000
202023.09.05 18:30modify90.101.256971.266971.24697
212023.09.05 18:38sell100.101.256670.000000.00000
222023.09.05 18:38modify100.101.256671.266671.24667
232023.09.05 19:01sell110.101.256370.000000.00000
242023.09.05 19:01modify110.101.256371.266371.24637
252023.09.05 19:12sell120.101.256020.000000.00000
262023.09.05 19:12modify120.101.256021.266021.24602
272023.09.06 13:31t/p80.101.252981.272981.2529899.919899.55
282023.09.06 14:00s/l30.101.249691.249691.26969-100.549799.01
292023.09.06 14:00s/l20.101.249391.249391.26939-100.549698.47
302023.09.06 14:00t/p40.101.249061.269061.2490699.869798.33
312023.09.06 14:01t/p10.101.248771.268771.2487799.869898.19
322023.09.06 14:02t/p50.101.248471.268471.2484799.869998.05
332023.09.06 18:32sell130.101.250370.000000.00000
342023.09.06 18:32modify130.101.250371.260371.24037
352023.09.06 18:50buy140.101.250970.000000.00000
362023.09.06 18:50modify140.101.250971.240971.26097
372023.09.06 18:53buy150.101.251270.000000.00000
382023.09.06 18:53modify150.101.251271.241271.26127
392023.09.06 19:46sell160.101.250620.000000.00000
402023.09.06 19:46modify160.101.250621.260621.24062
412023.09.07 07:26t/p90.101.246971.266971.2469799.8110097.86
422023.09.07 07:33t/p100.101.246671.266671.2466799.8110197.68
432023.09.07 08:11t/p110.101.246371.266371.2463799.8110297.49
442023.09.07 08:30t/p120.101.246021.266021.2460299.8110397.30
452023.09.07 18:30sell170.101.247360.000000.00000
462023.09.07 18:30modify170.101.247361.257361.23736
472023.09.07 18:59sell180.101.247070.000000.00000
482023.09.07 18:59modify180.101.247071.257071.23707
492023.09.07 19:45buy190.101.247970.000000.00000
502023.09.07 19:45modify190.101.247971.237971.25797
512023.09.07 19:56sell200.101.246770.000000.00000
522023.09.07 19:56modify200.101.246771.256771.23677
532023.09.08 18:30sell210.101.245870.000000.00000
542023.09.08 18:30modify210.101.245871.255871.23587
552023.09.08 18:44sell220.101.245510.000000.00000
562023.09.08 18:44modify220.101.245511.255511.23551
572023.09.08 18:47sell230.101.245270.000000.00000
582023.09.08 18:47modify230.101.245271.255271.23527
592023.09.11 18:30sell240.101.250980.000000.00000
602023.09.11 18:30modify240.101.250981.260981.24098
612023.09.11 18:34sell250.101.251270.000000.00000
622023.09.11 18:34modify250.101.251271.261271.24127
632023.09.11 19:30buy260.101.251880.000000.00000
642023.09.11 19:30modify260.101.251881.241881.26188
652023.09.11 19:40buy270.101.251590.000000.00000
662023.09.11 19:40modify270.101.251591.241591.26159
672023.09.12 18:31buy280.101.249170.000000.00000
682023.09.12 18:31modify280.101.249171.239171.25917
692023.09.12 18:33buy290.101.248840.000000.00000
702023.09.12 18:33modify290.101.248841.238841.25884
712023.09.12 19:51buy300.101.249470.000000.00000
722023.09.12 19:51modify300.101.249471.239471.25947
732023.09.13 18:31sell310.101.249440.000000.00000
742023.09.13 18:31modify310.101.249441.259441.23944
752023.09.13 18:45sell320.101.249160.000000.00000
762023.09.13 18:45modify320.101.249161.259161.23916
772023.09.13 18:51sell330.101.248870.000000.00000
782023.09.13 18:51modify330.101.248871.258871.23887
792023.09.13 18:54sell340.101.248570.000000.00000
802023.09.13 18:54modify340.101.248571.258571.23857
812023.09.13 19:05sell350.101.248250.000000.00000
822023.09.13 19:05modify350.101.248251.258251.23825
832023.09.14 12:32s/l260.101.241881.241881.26188-100.8910296.40
842023.09.14 12:32s/l270.101.241591.241591.26159-100.8910195.51
852023.09.14 14:04s/l150.101.241271.241271.26127-101.7910093.72
862023.09.14 14:06s/l140.101.240971.240971.26097-101.799991.93
872023.09.14 14:06t/p250.101.241271.261271.2412799.7710091.69
882023.09.14 14:11t/p240.101.240981.260981.2409899.7710191.46
892023.09.14 14:18t/p160.101.240621.260621.2406299.5310290.99
902023.09.14 14:18t/p130.101.240371.260371.2403799.5310390.52
912023.09.14 18:31sell360.101.240170.000000.00000
922023.09.14 18:31modify360.101.240171.250171.23017
932023.09.14 18:35sell370.101.240490.000000.00000
942023.09.14 18:35modify370.101.240491.250491.23049
952023.09.14 19:42buy380.101.241070.000000.00000
962023.09.14 19:42modify380.101.241071.231071.25107
972023.09.15 12:35s/l300.101.239471.239471.25947-100.8910289.62
982023.09.15 12:39s/l280.101.239171.239171.25917-100.8910188.73
992023.09.15 12:39t/p310.101.239441.259441.2394499.8110288.54
1002023.09.15 13:00t/p320.101.239161.259161.2391699.8110388.35
1012023.09.15 15:06s/l290.101.238841.238841.25884-100.8910287.46
1022023.09.15 15:06t/p330.101.238871.258871.2388799.8110387.27
1032023.09.15 18:29t/p340.101.238571.258571.2385799.8110487.08
1042023.09.15 18:30sell390.101.238360.000000.00000
1052023.09.15 18:30modify390.101.238361.248361.22836
1062023.09.15 18:42sell400.101.238690.000000.00000
1072023.09.15 18:42modify400.101.238691.248691.22869
1082023.09.15 19:10sell410.101.238010.000000.00000
1092023.09.15 19:10modify410.101.238011.248011.22801
1102023.09.15 19:14s/l190.101.237971.237971.25797-101.4310385.65
1112023.09.15 19:15t/p350.101.238251.258251.2382599.8110485.46
1122023.09.18 08:14t/p170.101.237361.257361.2373699.5810585.04
1132023.09.18 18:45sell420.101.237740.000000.00000
1142023.09.18 18:45modify420.101.237741.247741.22774
1152023.09.18 18:57sell430.101.237460.000000.00000
1162023.09.18 18:57modify430.101.237461.247461.22746
1172023.09.19 18:30sell440.101.238970.000000.00000
1182023.09.19 18:30modify440.101.238971.248971.22897
1192023.09.19 18:30buy450.101.239290.000000.00000
1202023.09.19 18:30modify450.101.239291.229291.24929
1212023.09.19 18:36buy460.101.239570.000000.00000
1222023.09.19 18:36modify460.101.239571.229571.24957
1232023.09.19 19:36buy470.101.239870.000000.00000
1242023.09.19 19:36modify470.101.239871.229871.24987
1252023.09.20 06:00t/p180.101.237071.257071.2370799.4810684.52
1262023.09.20 06:00t/p200.101.236771.256771.2367799.4810784.00
1272023.09.20 06:00t/p210.101.235871.255871.2358799.5310883.53
1282023.09.20 06:00t/p220.101.235511.255511.2355199.5310983.06
1292023.09.20 06:00t/p230.101.235271.255271.2352799.5311082.59
1302023.09.20 18:30sell480.101.237150.000000.00000
1312023.09.20 18:30modify480.101.237151.247151.22715
1322023.09.20 18:30sell490.101.236870.000000.00000
1332023.09.20 18:30modify490.101.236871.246871.22687
1342023.09.20 18:31sell500.101.239330.000000.00000
1352023.09.20 18:31modify500.101.239331.249331.22933
1362023.09.20 18:33sell510.101.239570.000000.00000
1372023.09.20 18:33modify510.101.239571.249571.22957
1382023.09.20 18:48sell520.101.236550.000000.00000
1392023.09.20 18:48modify520.101.236551.246551.22655
1402023.09.20 18:49sell530.101.236270.000000.00000
1412023.09.20 18:49modify530.101.236271.246271.22627
1422023.09.20 18:50sell540.101.235960.000000.00000
1432023.09.20 18:50modify540.101.235961.245961.22596
1442023.09.20 18:50sell550.101.235670.000000.00000
1452023.09.20 18:50modify550.101.235671.245671.22567
1462023.09.20 19:13sell560.101.235370.000000.00000
1472023.09.20 19:13modify560.101.235371.245371.22537
1482023.09.20 19:14sell570.101.235060.000000.00000
1492023.09.20 19:14modify570.101.235061.245061.22506
1502023.09.20 19:18sell580.101.234750.000000.00000
1512023.09.20 19:18modify580.101.234751.244751.22475
1522023.09.20 19:43sell590.101.234470.000000.00000
1532023.09.20 19:43modify590.101.234471.244471.22447
1542023.09.20 19:52sell600.101.234170.000000.00000
1552023.09.20 19:52modify600.101.234171.244171.22417
1562023.09.20 19:57sell610.101.233860.000000.00000
1572023.09.20 19:57modify610.101.233861.243861.22386
1582023.09.21 00:49s/l380.101.231071.231071.25107-101.2510981.34
1592023.09.21 07:41t/p370.101.230491.250491.2304999.6711081.01
1602023.09.21 07:41t/p360.101.230171.250171.2301799.6711180.68
1612023.09.21 07:41s/l470.101.229871.229871.24987-100.7211079.97
1622023.09.21 07:42s/l460.101.229571.229571.24957-100.7210979.25
1632023.09.21 09:42s/l450.101.229291.229291.24929-100.7210878.54
1642023.09.21 09:42t/p510.101.229571.249571.2295799.8610978.39
1652023.09.21 09:46t/p500.101.229331.249331.2293399.8611078.25
1662023.09.21 09:48t/p440.101.228971.248971.2289799.8111178.07
1672023.09.21 10:07t/p400.101.228691.248691.2286999.7211277.78
1682023.09.21 11:00t/p390.101.228361.248361.2283699.7211377.50
1692023.09.21 11:00t/p410.101.228011.248011.2280199.7211477.22
1702023.09.21 11:00t/p420.101.227741.247741.2277499.7711576.98
1712023.09.21 11:00t/p430.101.227461.247461.2274699.7711676.75
1722023.09.21 11:00t/p480.101.227151.247151.2271599.8611776.61
1732023.09.21 11:00t/p490.101.226871.246871.2268799.8611876.47
1742023.09.21 11:00t/p520.101.226551.246551.2265599.8611976.33
1752023.09.21 11:00t/p530.101.226271.246271.2262799.8612076.19
1762023.09.21 11:00t/p540.101.225961.245961.2259699.8612176.05
1772023.09.21 11:00t/p550.101.225671.245671.2256799.8612275.90
1782023.09.21 11:00t/p560.101.225371.245371.2253799.8612375.76
1792023.09.21 11:00t/p570.101.225061.245061.2250699.8612475.62
1802023.09.21 11:00t/p580.101.224751.244751.2247599.8612575.48
1812023.09.21 11:00t/p590.101.224471.244471.2244799.8612675.34
1822023.09.21 11:00t/p600.101.224171.244171.2241799.8612775.20
1832023.09.21 11:00t/p610.101.223861.243861.2238699.8612875.06
1842023.09.21 18:30sell620.101.229930.000000.00000
1852023.09.21 18:30modify620.101.229931.239931.21993
1862023.09.21 18:31sell630.101.229620.000000.00000
1872023.09.21 18:31modify630.101.229621.239621.21962
1882023.09.21 18:48sell640.101.229330.000000.00000
1892023.09.21 18:48modify640.101.229331.239331.21933
1902023.09.21 18:58sell650.101.229030.000000.00000
1912023.09.21 18:58modify650.101.229031.239031.21903
1922023.09.22 18:30sell660.101.223950.000000.00000
1932023.09.22 18:30modify660.101.223951.233951.21395
1942023.09.22 18:36sell670.101.223630.000000.00000
1952023.09.22 18:36modify670.101.223631.233631.21363
1962023.09.22 18:38sell680.101.223310.000000.00000
1972023.09.22 18:38modify680.101.223311.233311.21331
1982023.09.22 18:41sell690.101.223030.000000.00000
1992023.09.22 18:41modify690.101.223031.233031.21303
2002023.09.22 18:56sell700.101.224240.000000.00000
2012023.09.22 18:56modify700.101.224241.234241.21424
2022023.09.22 19:01sell710.101.224530.000000.00000
2032023.09.22 19:01modify710.101.224531.234531.21453
2042023.09.22 19:30buy720.101.224810.000000.00000
2052023.09.22 19:30modify720.101.224811.214811.23481
2062023.09.25 14:27t/p620.101.219931.239931.2199399.9112974.96
2072023.09.25 14:55t/p630.101.219621.239621.2196299.9113074.87
2082023.09.25 18:31buy730.101.222130.000000.00000
2092023.09.25 18:31modify730.101.222131.212131.23213
2102023.09.25 18:38sell740.101.221530.000000.00000
2112023.09.25 18:38modify740.101.221531.231531.21153
2122023.09.25 18:42sell750.101.221230.000000.00000
2132023.09.25 18:42modify750.101.221231.231231.21123
2142023.09.25 18:44sell760.101.220930.000000.00000
2152023.09.25 18:44modify760.101.220931.230931.21093
2162023.09.25 18:58sell770.101.220630.000000.00000
2172023.09.25 18:58modify770.101.220631.230631.21063
2182023.09.26 06:01t/p640.101.219331.239331.2193399.8613174.73
2192023.09.26 06:03t/p650.101.219031.239031.2190399.8613274.59
2202023.09.26 18:31sell780.101.215850.000000.00000
2212023.09.26 18:31modify780.101.215851.225851.20585
2222023.09.26 18:37sell790.101.215530.000000.00000
2232023.09.26 18:37modify790.101.215531.225531.20553
2242023.09.26 19:08sell800.101.216130.000000.00000
2252023.09.26 19:08modify800.101.216131.226131.20613
2262023.09.26 23:22s/l720.101.214811.214811.23481-100.3613174.23
2272023.09.27 00:52t/p710.101.214531.234531.2145399.8613274.09
2282023.09.27 05:23t/p700.101.214241.234241.2142499.8613373.95
2292023.09.27 05:23t/p660.101.213951.233951.2139599.8613473.81
2302023.09.27 11:23t/p670.101.213631.233631.2136399.8613573.67
2312023.09.27 14:12t/p680.101.213311.233311.2133199.8613673.53
2322023.09.27 15:00t/p690.101.213031.233031.2130399.8613773.38
2332023.09.27 16:05s/l730.101.212131.212131.23213-100.3613673.03
2342023.09.27 17:20t/p740.101.211531.231531.2115399.9113772.93
2352023.09.27 18:30buy810.101.212530.000000.00000
2362023.09.27 18:30modify810.101.212531.202531.22253
2372023.09.27 18:31buy820.101.212840.000000.00000
2382023.09.27 18:31modify820.101.212841.202841.22284
2392023.09.27 18:31buy830.101.213140.000000.00000
2402023.09.27 18:31modify830.101.213141.203141.22314
2412023.09.27 18:35buy840.101.213450.000000.00000
2422023.09.27 18:35modify840.101.213451.203451.22345
2432023.09.27 18:35buy850.101.213730.000000.00000
2442023.09.27 18:35modify850.101.213731.203731.22373
2452023.09.27 18:41buy860.101.214110.000000.00000
2462023.09.27 18:41modify860.101.214111.204111.22411
2472023.09.27 18:43buy870.101.214340.000000.00000
2482023.09.27 18:43modify870.101.214341.204341.22434
2492023.09.27 19:06buy880.101.214630.000000.00000
2502023.09.27 19:06modify880.101.214631.204631.22463
2512023.09.27 19:11buy890.101.214950.000000.00000
2522023.09.27 19:11modify890.101.214951.204951.22495
2532023.09.27 19:12buy900.101.215230.000000.00000
2542023.09.27 19:12modify900.101.215231.205231.22523
2552023.09.27 19:13buy910.101.215530.000000.00000
2562023.09.27 19:13modify910.101.215531.205531.22553
2572023.09.28 18:30sell920.101.219720.000000.00000
2582023.09.28 18:30modify920.101.219721.229721.20972
2592023.09.28 18:34sell930.101.219430.000000.00000
2602023.09.28 18:34modify930.101.219431.229431.20943
2612023.09.28 18:35sell940.101.219120.000000.00000
2622023.09.28 18:35modify940.101.219121.229121.20912
2632023.09.28 19:16buy950.101.220040.000000.00000
2642023.09.28 19:16modify950.101.220041.210041.23004
2652023.09.29 02:21t/p810.101.222531.202531.2225399.2813872.22
2662023.09.29 05:51t/p820.101.222841.202841.2228499.2813971.50
2672023.09.29 06:09t/p830.101.223141.203141.2231499.2814070.78
2682023.09.29 06:12t/p840.101.223451.203451.2234599.2814170.07
2692023.09.29 06:15t/p850.101.223731.203731.2237399.2814269.35
2702023.09.29 06:38t/p860.101.224111.204111.2241199.2814368.64
2712023.09.29 06:46t/p870.101.224341.204341.2243499.2814467.92
2722023.09.29 07:01t/p880.101.224631.204631.2246399.2814567.20
2732023.09.29 07:19t/p890.101.224951.204951.2249599.2814666.49
2742023.09.29 07:38s/l790.101.225531.225531.20553-100.2314566.25
2752023.09.29 07:38t/p900.101.225231.205231.2252399.2814665.54
2762023.09.29 09:46t/p910.101.225531.205531.2255399.2814764.82
2772023.09.29 09:46s/l780.101.225851.225851.20585-100.2314664.59
2782023.09.29 09:57s/l800.101.226131.226131.20613-100.2314564.35
2792023.09.29 18:30sell960.101.218830.000000.00000
2802023.09.29 18:30modify960.101.218831.228831.20883
2812023.09.29 18:55buy970.101.220350.000000.00000
2822023.09.29 18:55modify970.101.220351.210351.23035
2832023.09.29 18:56buy980.101.220630.000000.00000
2842023.09.29 18:56modify980.101.220631.210631.23063
2852023.09.29 18:57buy990.101.220940.000000.00000
2862023.09.29 18:57modify990.101.220941.210941.23094
2872023.09.29 20:59close at stop990.101.219421.210941.23094-15.2014549.15
2882023.09.29 20:59close at stop980.101.219421.210631.23063-12.1014537.05
2892023.09.29 20:59close at stop970.101.219421.210351.23035-9.3014527.75
2902023.09.29 20:59close at stop960.101.219721.228831.20883-8.9014518.85
2912023.09.29 20:59close at stop950.101.219421.210041.23004-6.3814512.47
2922023.09.29 20:59close at stop940.101.219721.229121.20912-6.0514506.43
2932023.09.29 20:59close at stop930.101.219721.229431.20943-2.9514503.48
2942023.09.29 20:59close at stop920.101.219721.229721.20972-0.0514503.43
2952023.09.29 20:59close at stop770.101.219721.230631.210638.8214512.25
2962023.09.29 20:59close at stop760.101.219721.230931.2109311.8214524.07
2972023.09.29 20:59close at stop750.101.219721.231231.2112314.8214538.88