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=1; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=9; MA_Method=0; MA_AppliedPrice=0; MA_Shift=6; MA_DirOption=1; GapSize=6; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=70; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=150; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=350; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=460; Run_ProfitTrailingStop=50; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=30; 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 test6298Ticks modelled1951868Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1158.40Gross profit3197.10Gross loss-2038.70
Profit factor1.57Expected payoff5.19
Absolute drawdown338.80Maximal drawdown533.70 (4.67%)Relative drawdown4.67% (533.70)
Total trades223Short positions (won %)111 (72.97%)Long positions (won %)112 (47.32%)
Profit trades (% of total)134 (60.09%)Loss trades (% of total)89 (39.91%)
Largestprofit trade94.00loss trade-70.00
Averageprofit trade23.86loss trade-22.91
Maximumconsecutive wins (profit in money)16 (783.00)consecutive losses (loss in money)11 (-374.80)
Maximalconsecutive profit (count of wins)783.00 (16)consecutive loss (count of losses)-632.20 (10)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 09:30sell10.101.268210.000000.00000
22023.09.01 09:30modify10.101.268211.275211.25821
32023.09.01 09:58sell20.101.267610.000000.00000
42023.09.01 09:58modify20.101.267611.274611.25761
52023.09.01 10:01buy30.101.267910.000000.00000
62023.09.01 10:01modify30.101.267911.260911.27791
72023.09.01 10:24buy40.101.267310.000000.00000
82023.09.01 10:24modify40.101.267311.260311.27731
92023.09.01 11:51sell50.101.267010.000000.00000
102023.09.01 11:51modify50.101.267011.274011.25701
112023.09.01 12:30buy60.101.268560.000000.00000
122023.09.01 12:30modify60.101.268561.261561.27856
132023.09.01 12:30buy70.101.269150.000000.00000
142023.09.01 12:30modify70.101.269151.262151.27915
152023.09.01 12:30buy80.101.269720.000000.00000
162023.09.01 12:30modify80.101.269721.262721.27972
172023.09.01 12:31buy90.101.270310.000000.00000
182023.09.01 12:31modify90.101.270311.263311.28031
192023.09.01 12:31buy100.101.270910.000000.00000
202023.09.01 12:31modify100.101.270911.263911.28091
212023.09.01 12:35buy110.101.271510.000000.00000
222023.09.01 12:35modify110.101.271511.264511.28151
232023.09.01 13:50buy120.101.266710.000000.00000
242023.09.01 13:50modify120.101.266711.259711.27671
252023.09.01 14:00sell130.101.265810.000000.00000
262023.09.01 14:00modify130.101.265811.272811.25581
272023.09.01 14:00sell140.101.265180.000000.00000
282023.09.01 14:00modify140.101.265181.272181.25518
292023.09.01 14:00sell150.101.264590.000000.00000
302023.09.01 14:00modify150.101.264591.271591.25459
312023.09.01 14:00s/l110.101.264511.264511.28151-70.009930.00
322023.09.01 14:01sell160.101.264010.000000.00000
332023.09.01 14:01modify160.101.264011.271011.25401
342023.09.01 14:01s/l100.101.263911.263911.28091-70.009860.00
352023.09.01 14:13sell170.101.266420.000000.00000
362023.09.01 14:13modify170.101.266421.273421.25642
372023.09.01 14:22sell180.101.263410.000000.00000
382023.09.01 14:22modify180.101.263411.270411.25341
392023.09.01 14:22s/l90.101.263311.263311.28031-70.009790.00
402023.09.01 14:26sell190.101.262810.000000.00000
412023.09.01 14:26modify190.101.262811.269811.25281
422023.09.01 14:26s/l80.101.262721.262721.27972-70.009720.00
432023.09.01 14:29sell200.101.262190.000000.00000
442023.09.01 14:29modify200.101.262191.269191.25219
452023.09.01 14:31s/l70.101.262151.262151.27915-70.009650.00
462023.09.01 14:35sell210.101.261590.000000.00000
472023.09.01 14:35modify210.101.261591.268591.25159
482023.09.01 14:40s/l60.101.261561.261561.27856-70.009580.00
492023.09.01 15:11sell220.101.261000.000000.00000
502023.09.01 15:11modify220.101.261001.268001.25100
512023.09.01 15:11s/l30.101.260911.260911.27791-70.009510.00
522023.09.01 15:13sell230.101.260410.000000.00000
532023.09.01 15:13modify230.101.260411.267411.25041
542023.09.01 15:14s/l40.101.260311.260311.27731-70.009440.00
552023.09.01 15:30sell240.101.259810.000000.00000
562023.09.01 15:30modify240.101.259811.266811.24981
572023.09.01 15:30s/l120.101.259711.259711.27671-70.009370.00
582023.09.01 15:42sell250.101.259200.000000.00000
592023.09.01 15:42modify250.101.259201.266201.24920
602023.09.01 16:14sell260.101.258590.000000.00000
612023.09.01 16:14modify260.101.258591.265591.24859
622023.09.01 16:16close260.101.258811.265591.24859-2.209367.80
632023.09.01 16:16close250.101.258811.266201.249203.909371.70
642023.09.01 16:16close240.101.258811.266811.2498110.009381.70
652023.09.01 16:16close230.101.258811.267411.2504116.009397.70
662023.09.01 16:16close220.101.258811.268001.2510021.909419.60
672023.09.01 16:16close210.101.258811.268591.2515927.809447.40
682023.09.01 16:16close200.101.258811.269191.2521933.809481.20
692023.09.01 16:16close190.101.258811.269811.2528140.009521.20
702023.09.01 16:16close180.101.258811.270411.2534146.009567.20
712023.09.01 16:16close170.101.258811.273421.2564276.109643.30
722023.09.01 16:16close160.101.258811.271011.2540152.009695.30
732023.09.01 16:16close150.101.258811.271591.2545957.809753.10
742023.09.01 16:16close140.101.258811.272181.2551863.709816.80
752023.09.01 16:16close130.101.258811.272811.2558170.009886.80
762023.09.01 16:16close50.101.258811.274011.2570182.009968.80
772023.09.01 16:16close20.101.258811.274611.2576188.0010056.80
782023.09.01 16:16close10.101.258811.275211.2582194.0010150.80
792023.09.04 09:30sell270.101.262750.000000.00000
802023.09.04 09:30modify270.101.262751.269751.25275
812023.09.04 10:10sell280.101.263360.000000.00000
822023.09.04 10:10modify280.101.263361.270361.25336
832023.09.04 10:28sell290.101.263950.000000.00000
842023.09.04 10:28modify290.101.263951.270951.25395
852023.09.04 12:03sell300.101.262130.000000.00000
862023.09.04 12:03modify300.101.262131.269131.25213
872023.09.04 15:00sell310.101.261550.000000.00000
882023.09.04 15:00modify310.101.261551.268551.25155
892023.09.04 21:00close310.101.262781.268551.25155-12.3010138.50
902023.09.04 21:00close300.101.262781.269131.25213-6.5010132.00
912023.09.04 21:00close290.101.262781.270951.2539511.7010143.70
922023.09.04 21:00close280.101.262781.270361.253365.8010149.50
932023.09.04 21:00close270.101.262781.269751.25275-0.3010149.20
942023.09.05 09:30buy320.101.254630.000000.00000
952023.09.05 09:30modify320.101.254631.247631.26463
962023.09.05 09:47buy330.101.255250.000000.00000
972023.09.05 09:47modify330.101.255251.248251.26525
982023.09.05 09:50buy340.101.255830.000000.00000
992023.09.05 09:50modify340.101.255831.248831.26583
1002023.09.05 10:18buy350.101.256430.000000.00000
1012023.09.05 10:18modify350.101.256431.249431.26643
1022023.09.05 12:44buy360.101.257030.000000.00000
1032023.09.05 12:44modify360.101.257031.250031.26703
1042023.09.05 12:52buy370.101.257640.000000.00000
1052023.09.05 12:52modify370.101.257641.250641.26764
1062023.09.05 13:02buy380.101.258240.000000.00000
1072023.09.05 13:02modify380.101.258241.251241.26824
1082023.09.05 16:01buy390.101.258850.000000.00000
1092023.09.05 16:01modify390.101.258851.251851.26885
1102023.09.05 16:03close390.101.258631.251851.26885-2.2010147.00
1112023.09.05 16:03close380.101.258631.251241.268243.9010150.90
1122023.09.05 16:03close370.101.258631.250641.267649.9010160.80
1132023.09.05 16:03close360.101.258631.250031.2670316.0010176.80
1142023.09.05 16:03close350.101.258631.249431.2664322.0010198.80
1152023.09.05 16:03close340.101.258631.248831.2658328.0010226.80
1162023.09.05 16:03close330.101.258631.248251.2652533.8010260.60
1172023.09.05 16:03close320.101.258631.247631.2646340.0010300.60
1182023.09.06 09:30sell400.101.255540.000000.00000
1192023.09.06 09:30modify400.101.255541.262541.24554
1202023.09.06 09:34sell410.101.254930.000000.00000
1212023.09.06 09:34modify410.101.254931.261931.24493
1222023.09.06 10:06sell420.101.254320.000000.00000
1232023.09.06 10:06modify420.101.254321.261321.24432
1242023.09.06 10:14sell430.101.256140.000000.00000
1252023.09.06 10:14modify430.101.256141.263141.24614
1262023.09.06 13:30sell440.101.253740.000000.00000
1272023.09.06 13:30modify440.101.253741.260741.24374
1282023.09.06 13:30sell450.101.253120.000000.00000
1292023.09.06 13:30modify450.101.253121.260121.24312
1302023.09.06 13:31sell460.101.252510.000000.00000
1312023.09.06 13:31modify460.101.252511.259511.24251
1322023.09.06 14:00close460.101.251421.259511.2425110.9010311.50
1332023.09.06 14:00close450.101.251421.260121.2431217.0010328.50
1342023.09.06 14:00close440.101.251421.260741.2437423.2010351.70
1352023.09.06 14:00close430.101.251421.263141.2461447.2010398.90
1362023.09.06 14:00close420.101.251421.261321.2443229.0010427.90
1372023.09.06 14:00close410.101.251421.261931.2449335.1010463.00
1382023.09.06 14:00close400.101.251421.262541.2455441.2010504.20
1392023.09.07 09:30buy470.101.248480.000000.00000
1402023.09.07 09:30modify470.101.248481.241481.25848
1412023.09.07 09:34buy480.101.247860.000000.00000
1422023.09.07 09:34modify480.101.247861.240861.25786
1432023.09.07 09:45buy490.101.247280.000000.00000
1442023.09.07 09:45modify490.101.247281.240281.25728
1452023.09.07 10:04buy500.101.246680.000000.00000
1462023.09.07 10:04modify500.101.246681.239681.25668
1472023.09.07 10:18buy510.101.246070.000000.00000
1482023.09.07 10:18modify510.101.246071.239071.25607
1492023.09.07 10:24buy520.101.245480.000000.00000
1502023.09.07 10:24modify520.101.245481.238481.25548
1512023.09.07 12:34buy530.101.244880.000000.00000
1522023.09.07 12:34modify530.101.244881.237881.25488
1532023.09.07 15:39buy540.101.249110.000000.00000
1542023.09.07 15:39modify540.101.249111.242111.25911
1552023.09.07 15:39close540.101.248871.242111.25911-2.4010501.80
1562023.09.07 15:39close530.101.248871.237881.2548839.9010541.70
1572023.09.07 15:39close520.101.248871.238481.2554833.9010575.60
1582023.09.07 15:39close510.101.248871.239071.2560728.0010603.60
1592023.09.07 15:39close500.101.248871.239681.2566821.9010625.50
1602023.09.07 15:39close490.101.248871.240281.2572815.9010641.40
1612023.09.07 15:39close480.101.248871.240861.2578610.1010651.50
1622023.09.07 15:39close470.101.248871.241481.258483.9010655.40
1632023.09.08 09:30sell550.101.248390.000000.00000
1642023.09.08 09:30modify550.101.248391.255391.23839
1652023.09.08 09:31sell560.101.247790.000000.00000
1662023.09.08 09:31modify560.101.247791.254791.23779
1672023.09.08 10:37sell570.101.247190.000000.00000
1682023.09.08 10:37modify570.101.247191.254191.23719
1692023.09.08 12:34sell580.101.249000.000000.00000
1702023.09.08 12:34modify580.101.249001.256001.23900
1712023.09.08 12:36sell590.101.249590.000000.00000
1722023.09.08 12:36modify590.101.249591.256591.23959
1732023.09.08 14:02sell600.101.250210.000000.00000
1742023.09.08 14:02modify600.101.250211.257211.24021
1752023.09.08 14:07sell610.101.250810.000000.00000
1762023.09.08 14:07modify610.101.250811.257811.24081
1772023.09.08 14:09sell620.101.251390.000000.00000
1782023.09.08 14:09modify620.101.251391.258391.24139
1792023.09.08 15:45close620.101.247421.258391.2413939.7010695.10
1802023.09.08 15:45close610.101.247421.257811.2408133.9010729.00
1812023.09.08 15:45close600.101.247421.257211.2402127.9010756.90
1822023.09.08 15:45close590.101.247421.256591.2395921.7010778.60
1832023.09.08 15:45close580.101.247421.256001.2390015.8010794.40
1842023.09.08 15:45close570.101.247421.254191.23719-2.3010792.10
1852023.09.08 15:45close560.101.247421.254791.237793.7010795.80
1862023.09.08 15:45close550.101.247421.255391.238399.7010805.50
1872023.09.11 09:30sell630.101.252150.000000.00000
1882023.09.11 09:30modify630.101.252151.259151.24215
1892023.09.11 09:49sell640.101.252750.000000.00000
1902023.09.11 09:49modify640.101.252751.259751.24275
1912023.09.11 09:54sell650.101.253360.000000.00000
1922023.09.11 09:54modify650.101.253361.260361.24336
1932023.09.11 10:53sell660.101.251550.000000.00000
1942023.09.11 10:53modify660.101.251551.258551.24155
1952023.09.11 11:06sell670.101.250940.000000.00000
1962023.09.11 11:06modify670.101.250941.257941.24094
1972023.09.11 11:10sell680.101.250350.000000.00000
1982023.09.11 11:10modify680.101.250351.257351.24035
1992023.09.11 13:30sell690.101.253950.000000.00000
2002023.09.11 13:30modify690.101.253951.260951.24395
2012023.09.11 14:21sell700.101.254550.000000.00000
2022023.09.11 14:21modify700.101.254551.261551.24455
2032023.09.11 21:00close700.101.251081.261551.2445534.7010840.20
2042023.09.11 21:00close690.101.251081.260951.2439528.7010868.90
2052023.09.11 21:00close680.101.251081.257351.24035-7.3010861.60
2062023.09.11 21:00close670.101.251081.257941.24094-1.4010860.20
2072023.09.11 21:00close660.101.251081.258551.241554.7010864.90
2082023.09.11 21:00close650.101.251081.260361.2433622.8010887.70
2092023.09.11 21:00close640.101.251081.259751.2427516.7010904.40
2102023.09.11 21:00close630.101.251081.259151.2421510.7010915.10
2112023.09.12 09:30sell710.101.247230.000000.00000
2122023.09.12 09:30modify710.101.247231.254231.23723
2132023.09.12 10:41sell720.101.246630.000000.00000
2142023.09.12 10:41modify720.101.246631.253631.23663
2152023.09.12 11:01buy730.101.246920.000000.00000
2162023.09.12 11:01modify730.101.246921.239921.25692
2172023.09.12 11:32buy740.101.246330.000000.00000
2182023.09.12 11:32modify740.101.246331.239331.25633
2192023.09.12 12:24sell750.101.246020.000000.00000
2202023.09.12 12:24modify750.101.246021.253021.23602
2212023.09.12 12:40sell760.101.247850.000000.00000
2222023.09.12 12:40modify760.101.247851.254851.23785
2232023.09.12 14:03buy770.101.247530.000000.00000
2242023.09.12 14:03modify770.101.247531.240531.25753
2252023.09.12 15:22buy780.101.248140.000000.00000
2262023.09.12 15:22modify780.101.248141.241141.25814
2272023.09.12 16:12buy790.101.248740.000000.00000
2282023.09.12 16:12modify790.101.248741.241741.25874
2292023.09.12 16:20buy800.101.249360.000000.00000
2302023.09.12 16:20modify800.101.249361.242361.25936
2312023.09.12 20:46buy810.101.249980.000000.00000
2322023.09.12 20:46modify810.101.249981.242981.25998
2332023.09.12 21:00close810.101.248981.242981.25998-10.0010905.10
2342023.09.12 21:00close800.101.248981.242361.25936-3.8010901.30
2352023.09.12 21:00close790.101.248981.241741.258742.4010903.70
2362023.09.12 21:00close780.101.248981.241141.258148.4010912.10
2372023.09.12 21:00close770.101.248981.240531.2575314.5010926.60
2382023.09.12 21:00close760.101.249281.254851.23785-14.3010912.30
2392023.09.12 21:00close750.101.249281.253021.23602-32.6010879.70
2402023.09.12 21:00close740.101.248981.239331.2563326.5010906.20
2412023.09.12 21:00close730.101.248981.239921.2569220.6010926.80
2422023.09.12 21:00close720.101.249281.253631.23663-26.5010900.30
2432023.09.12 21:00close710.101.249281.254231.23723-20.5010879.80
2442023.09.13 09:30sell820.101.247100.000000.00000
2452023.09.13 09:30modify820.101.247101.254101.23710
2462023.09.13 09:42sell830.101.246490.000000.00000
2472023.09.13 09:42modify830.101.246491.253491.23649
2482023.09.13 10:11sell840.101.245890.000000.00000
2492023.09.13 10:11modify840.101.245891.252891.23589
2502023.09.13 10:59sell850.101.247740.000000.00000
2512023.09.13 10:59modify850.101.247741.254741.23774
2522023.09.13 12:00buy860.101.247400.000000.00000
2532023.09.13 12:00modify860.101.247401.240401.25740
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