Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -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=8; 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=20; 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=450; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=450; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=460; Run_ProfitTrailingStop=60; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=30; EntryWindow_UntilHour=22; 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 test6293Ticks modelled2946108Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit3736.94Gross profit8676.71Gross loss-4939.77
Profit factor1.76Expected payoff3.38
Absolute drawdown576.31Maximal drawdown900.09 (7.53%)Relative drawdown7.53% (900.09)
Total trades1107Short positions (won %)515 (77.09%)Long positions (won %)592 (64.19%)
Profit trades (% of total)777 (70.19%)Loss trades (% of total)330 (29.81%)
Largestprofit trade12.10loss trade-52.37
Averageprofit trade11.17loss trade-14.97
Maximumconsecutive wins (profit in money)63 (753.26)consecutive losses (loss in money)27 (-753.98)
Maximalconsecutive profit (count of wins)753.26 (63)consecutive loss (count of losses)-753.98 (27)
Averageconsecutive wins19consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 10:30buy10.102.126410.000000.00000
22023.09.01 10:30modify10.102.126412.116412.12841
32023.09.01 10:31buy20.102.126110.000000.00000
42023.09.01 10:31modify20.102.126112.116112.12811
52023.09.01 10:32buy30.102.125790.000000.00000
62023.09.01 10:32modify30.102.125792.115792.12779
72023.09.01 10:35buy40.102.125420.000000.00000
82023.09.01 10:35modify40.102.125422.115422.12742
92023.09.01 10:38buy50.102.125170.000000.00000
102023.09.01 10:38modify50.102.125172.115172.12717
112023.09.01 11:03buy60.102.124910.000000.00000
122023.09.01 11:03modify60.102.124912.114912.12691
132023.09.01 11:04buy70.102.124600.000000.00000
142023.09.01 11:04modify70.102.124602.114602.12660
152023.09.01 11:31buy80.102.124260.000000.00000
162023.09.01 11:31modify80.102.124262.114262.12626
172023.09.01 11:44buy90.102.124010.000000.00000
182023.09.01 11:44modify90.102.124012.114012.12601
192023.09.01 11:45buy100.102.123700.000000.00000
202023.09.01 11:45modify100.102.123702.113702.12570
212023.09.01 11:47buy110.102.123390.000000.00000
222023.09.01 11:47modify110.102.123392.113392.12539
232023.09.01 11:54buy120.102.123100.000000.00000
242023.09.01 11:54modify120.102.123102.113102.12510
252023.09.01 11:57buy130.102.122810.000000.00000
262023.09.01 11:57modify130.102.122812.112812.12481
272023.09.01 11:57buy140.102.122470.000000.00000
282023.09.01 11:57modify140.102.122472.112472.12447
292023.09.01 11:58buy150.102.122210.000000.00000
302023.09.01 11:58modify150.102.122212.112212.12421
312023.09.01 12:24buy160.102.121880.000000.00000
322023.09.01 12:24modify160.102.121882.111882.12388
332023.09.01 12:25buy170.102.121600.000000.00000
342023.09.01 12:25modify170.102.121602.111602.12360
352023.09.01 12:29buy180.102.121300.000000.00000
362023.09.01 12:29modify180.102.121302.111302.12330
372023.09.01 12:30buy190.102.120690.000000.00000
382023.09.01 12:30modify190.102.120692.110692.12269
392023.09.01 12:30close190.102.119192.110692.12269-9.079990.93
402023.09.01 12:30close180.102.119192.111302.12330-12.769978.17
412023.09.01 12:30close170.102.119192.111602.12360-14.589963.59
422023.09.01 12:30close160.102.119192.111882.12388-16.279947.32
432023.09.01 12:30close150.102.119192.112212.12421-18.279929.05
442023.09.01 12:30close140.102.119192.112472.12447-19.849909.21
452023.09.01 12:30close130.102.119192.112812.12481-21.899887.32
462023.09.01 12:30close120.102.119192.113102.12510-23.659863.67
472023.09.01 12:30close110.102.119192.113392.12539-25.409838.27
482023.09.01 12:30close100.102.119192.113702.12570-27.289810.99
492023.09.01 12:30close90.102.119192.114012.12601-29.159781.84
502023.09.01 12:30close80.102.119192.114262.12626-30.669751.18
512023.09.01 12:30close70.102.119192.114602.12660-32.729718.46
522023.09.01 12:30close60.102.119192.114912.12691-34.599683.87
532023.09.01 12:30close50.102.119192.115172.12717-36.179647.70
542023.09.01 12:30close40.102.119192.115422.12742-37.689610.02
552023.09.01 12:30close30.102.119192.115792.12779-39.919570.11
562023.09.01 12:30close20.102.119192.116112.12811-41.859528.26
572023.09.01 12:30close10.102.119192.116412.12841-43.669484.60
582023.09.04 10:30sell200.102.125220.000000.00000
592023.09.04 10:30modify200.102.125222.135222.12322
602023.09.04 10:30buy210.102.125460.000000.00000
612023.09.04 10:30modify210.102.125462.115462.12746
622023.09.04 10:30sell220.102.124960.000000.00000
632023.09.04 10:30modify220.102.124962.134962.12296
642023.09.04 10:34buy230.102.125210.000000.00000
652023.09.04 10:34modify230.102.125212.115212.12721
662023.09.04 10:40buy240.102.124920.000000.00000
672023.09.04 10:40modify240.102.124922.114922.12692
682023.09.04 11:05buy250.102.124610.000000.00000
692023.09.04 11:05modify250.102.124612.114612.12661
702023.09.04 11:05buy260.102.124290.000000.00000
712023.09.04 11:05modify260.102.124292.114292.12629
722023.09.04 11:05buy270.102.124010.000000.00000
732023.09.04 11:05modify270.102.124012.114012.12601
742023.09.04 11:12buy280.102.123710.000000.00000
752023.09.04 11:12modify280.102.123712.113712.12571
762023.09.04 11:18buy290.102.123420.000000.00000
772023.09.04 11:18modify290.102.123422.113422.12542
782023.09.04 11:32sell300.102.124320.000000.00000
792023.09.04 11:32modify300.102.124322.134322.12232
802023.09.04 11:57t/p200.102.123222.135222.1232212.109496.70
812023.09.04 12:26sell310.102.124050.000000.00000
822023.09.04 12:26modify310.102.124052.134052.12205
832023.09.04 12:34sell320.102.124650.000000.00000
842023.09.04 12:34modify320.102.124652.134652.12265
852023.09.04 12:42sell330.102.125220.000000.00000
862023.09.04 12:42modify330.102.125222.135222.12322
872023.09.04 12:46t/p290.102.125422.113422.1254212.109508.80
882023.09.04 12:46sell340.102.125520.000000.00000
892023.09.04 12:46modify340.102.125522.135522.12352
902023.09.04 13:01t/p280.102.125712.113712.1257112.099520.89
912023.09.04 13:01sell350.102.125840.000000.00000
922023.09.04 13:01modify350.102.125842.135842.12384
932023.09.04 13:02t/p270.102.126012.114012.1260112.109532.99
942023.09.04 13:03sell360.102.126120.000000.00000
952023.09.04 13:03modify360.102.126122.136122.12412
962023.09.04 13:04t/p260.102.126292.114292.1262912.109545.09
972023.09.04 13:04sell370.102.126420.000000.00000
982023.09.04 13:04modify370.102.126422.136422.12442
992023.09.04 13:16t/p250.102.126612.114612.1266112.099557.18
1002023.09.04 13:20sell380.102.126760.000000.00000
1012023.09.04 13:20modify380.102.126762.136762.12476
1022023.09.04 13:22t/p240.102.126922.114922.1269212.109569.28
1032023.09.04 13:22sell390.102.127030.000000.00000
1042023.09.04 13:22modify390.102.127032.137032.12503
1052023.09.04 14:20t/p230.102.127212.115212.1272112.099581.37
1062023.09.04 14:30buy400.102.126420.000000.00000
1072023.09.04 14:30modify400.102.126422.116422.12842
1082023.09.04 14:32buy410.102.126120.000000.00000
1092023.09.04 14:32modify410.102.126122.116122.12812
1102023.09.04 14:33buy420.102.125820.000000.00000
1112023.09.04 14:33modify420.102.125822.115822.12782
1122023.09.04 15:00buy430.102.126720.000000.00000
1132023.09.04 15:00modify430.102.126722.116722.12872
1142023.09.04 19:16buy440.102.127020.000000.00000
1152023.09.04 19:16modify440.102.127022.117022.12902
1162023.09.04 21:04t/p360.102.124122.136122.1241212.109593.47
1172023.09.04 21:04t/p370.102.124422.136422.1244212.109605.57
1182023.09.04 21:04t/p380.102.124762.136762.1247612.099617.66
1192023.09.04 21:04t/p390.102.125032.137032.1250312.109629.76
1202023.09.04 21:04buy450.102.123870.000000.00000
1212023.09.04 21:04modify450.102.123872.113872.12587
1222023.09.04 21:05buy460.102.124740.000000.00000
1232023.09.04 21:05modify460.102.124742.114742.12674
1242023.09.04 21:05t/p350.102.123842.135842.1238412.109641.86
1252023.09.04 21:05buy470.102.125240.000000.00000
1262023.09.04 21:05modify470.102.125242.115242.12724
1272023.09.04 21:06buy480.102.125010.000000.00000
1282023.09.04 21:06modify480.102.125012.115012.12701
1292023.09.04 21:08buy490.102.124290.000000.00000
1302023.09.04 21:08modify490.102.124292.114292.12629
1312023.09.04 21:32buy500.102.123720.000000.00000
1322023.09.04 21:32modify500.102.123722.113722.12572
1332023.09.04 21:38t/p500.102.125722.113722.1257212.099653.95
1342023.09.04 21:38sell510.102.125860.000000.00000
1352023.09.04 21:38modify510.102.125862.135862.12386
1362023.09.04 22:00close510.102.125812.135862.123860.309654.25
1372023.09.04 22:00close490.102.125212.114292.126295.579659.82
1382023.09.04 22:00close480.102.125212.115012.127011.219661.03
1392023.09.04 22:00close470.102.125212.115242.12724-0.189660.85
1402023.09.04 22:00close460.102.125212.114742.126742.849663.69
1412023.09.04 22:00close450.102.125212.113872.125878.119671.80
1422023.09.04 22:00close440.102.125212.117022.12902-10.949660.86
1432023.09.04 22:00close430.102.125212.116722.12872-9.139651.73
1442023.09.04 22:00close420.102.125212.115822.12782-3.699648.04
1452023.09.04 22:00close410.102.125212.116122.12812-5.509642.54
1462023.09.04 22:00close400.102.125212.116422.12842-7.319635.23
1472023.09.04 22:00close340.102.125812.135522.12352-1.769633.47
1482023.09.04 22:00close330.102.125812.135222.12322-3.579629.90
1492023.09.04 22:00close320.102.125812.134652.12265-7.029622.88
1502023.09.04 22:00close310.102.125812.134052.12205-10.659612.23
1512023.09.04 22:00close300.102.125812.134322.12232-9.029603.21
1522023.09.04 22:00close220.102.125812.134962.12296-5.149598.07
1532023.09.04 22:00close210.102.125212.115462.12746-1.519596.56
1542023.09.05 10:30sell520.102.137770.000000.00000
1552023.09.05 10:30modify520.102.137772.147772.13577
1562023.09.05 10:32sell530.102.137470.000000.00000
1572023.09.05 10:32modify530.102.137472.147472.13547
1582023.09.05 10:35sell540.102.137160.000000.00000
1592023.09.05 10:35modify540.102.137162.147162.13516
1602023.09.05 10:58sell550.102.138080.000000.00000
1612023.09.05 10:58modify550.102.138082.148082.13608
1622023.09.05 10:58sell560.102.138380.000000.00000
1632023.09.05 10:58modify560.102.138382.148382.13638
1642023.09.05 10:58sell570.102.138680.000000.00000
1652023.09.05 10:58modify570.102.138682.148682.13668
1662023.09.05 11:01sell580.102.138970.000000.00000
1672023.09.05 11:01modify580.102.138972.148972.13697
1682023.09.05 11:16sell590.102.139270.000000.00000
1692023.09.05 11:16modify590.102.139272.149272.13727
1702023.09.05 11:29sell600.102.139570.000000.00000
1712023.09.05 11:29modify600.102.139572.149572.13757
1722023.09.05 11:29sell610.102.139890.000000.00000
1732023.09.05 11:29modify610.102.139892.149892.13789
1742023.09.05 11:30sell620.102.140210.000000.00000
1752023.09.05 11:30modify620.102.140212.150212.13821
1762023.09.05 12:26buy630.102.139270.000000.00000
1772023.09.05 12:26modify630.102.139272.129272.14127
1782023.09.05 12:28buy640.102.138940.000000.00000
1792023.09.05 12:28modify640.102.138942.128942.14094
1802023.09.05 12:35sell650.102.140480.000000.00000
1812023.09.05 12:35modify650.102.140482.150482.13848
1822023.09.05 12:35sell660.102.140770.000000.00000
1832023.09.05 12:35modify660.102.140772.150772.13877
1842023.09.05 12:42buy670.102.139540.000000.00000
1852023.09.05 12:42modify670.102.139542.129542.14154
1862023.09.05 12:43t/p660.102.138772.150772.1387712.109608.66
1872023.09.05 12:43t/p650.102.138482.150482.1384812.109620.76
1882023.09.05 12:43buy680.102.138670.000000.00000
1892023.09.05 12:43modify680.102.138672.128672.14067
1902023.09.05 12:43buy690.102.138350.000000.00000
1912023.09.05 12:43modify690.102.138352.128352.14035
1922023.09.05 12:43t/p620.102.138212.150212.1382112.099632.85
1932023.09.05 12:43t/p610.102.137892.149892.1378912.109644.95
1942023.09.05 12:43buy700.102.137760.000000.00000
1952023.09.05 12:43modify700.102.137762.127762.13976
1962023.09.05 12:43buy710.102.138070.000000.00000
1972023.09.05 12:43modify710.102.138072.128072.14007
1982023.09.05 12:44t/p600.102.137572.149572.1375712.109657.05
1992023.09.05 13:03buy720.102.137470.000000.00000
2002023.09.05 13:03modify720.102.137472.127472.13947
2012023.09.05 13:03t/p590.102.137272.149272.1372712.109669.15
2022023.09.05 13:03buy730.102.137150.000000.00000
2032023.09.05 13:03modify730.102.137152.127152.13915
2042023.09.05 13:03t/p580.102.136972.148972.1369712.099681.24
2052023.09.05 13:03buy740.102.136830.000000.00000
2062023.09.05 13:03modify740.102.136832.126832.13883
2072023.09.05 13:03t/p570.102.136682.148682.1366812.109693.34
2082023.09.05 13:04buy750.102.136540.000000.00000
2092023.09.05 13:04modify750.102.136542.126542.13854
2102023.09.05 13:04t/p560.102.136382.148382.1363812.099705.43
2112023.09.05 13:04buy760.102.136270.000000.00000
2122023.09.05 13:04modify760.102.136272.126272.13827
2132023.09.05 13:04t/p550.102.136082.148082.1360812.109717.53
2142023.09.05 13:05buy770.102.135970.000000.00000
2152023.09.05 13:05modify770.102.135972.125972.13797
2162023.09.05 13:33t/p770.102.137972.125972.1379712.109729.63
2172023.09.05 13:49sell780.102.138110.000000.00000
2182023.09.05 13:49modify780.102.138112.148112.13611
2192023.09.05 13:54t/p760.102.138272.126272.1382712.099741.72
2202023.09.05 14:52buy790.102.136230.000000.00000
2212023.09.05 14:52modify790.102.136232.126232.13823
2222023.09.05 15:07t/p780.102.136112.148112.1361112.109753.82
2232023.09.05 15:08buy800.102.135890.000000.00000
2242023.09.05 15:08modify800.102.135892.125892.13789
2252023.09.05 15:08t/p520.102.135772.147772.1357712.099765.91
2262023.09.05 15:08buy810.102.135660.000000.00000
2272023.09.05 15:08modify810.102.135662.125662.13766
2282023.09.05 15:09t/p530.102.135472.147472.1354712.109778.01
2292023.09.05 15:11buy820.102.135330.000000.00000
2302023.09.05 15:11modify820.102.135332.125332.13733
2312023.09.05 15:11t/p540.102.135162.147162.1351612.099790.10
2322023.09.05 15:11buy830.102.135060.000000.00000
2332023.09.05 15:11modify830.102.135062.125062.13706
2342023.09.05 15:19sell840.102.136640.000000.00000
2352023.09.05 15:19modify840.102.136642.146642.13464
2362023.09.05 15:20sell850.102.136900.000000.00000
2372023.09.05 15:20modify850.102.136902.146902.13490
2382023.09.05 15:20t/p830.102.137062.125062.1370612.109802.20
2392023.09.05 15:21sell860.102.137190.000000.00000
2402023.09.05 15:21modify860.102.137192.147192.13519
2412023.09.05 15:21t/p820.102.137332.125332.1373312.109814.30
2422023.09.05 15:23sell870.102.137470.000000.00000
2432023.09.05 15:23modify870.102.137472.147472.13547
2442023.09.05 15:30t/p810.102.137662.125662.1376612.099826.39
2452023.09.05 15:42sell880.102.137820.000000.00000
2462023.09.05 15:42modify880.102.137822.147822.13582
2472023.09.05 15:43t/p800.102.137892.125892.1378912.099838.48
2482023.09.05 15:54sell890.102.138160.000000.00000
2492023.09.05 15:54modify890.102.138162.148162.13616
2502023.09.05 15:55t/p790.102.138232.126232.1382312.099850.57
2512023.09.05 15:55sell900.102.138380.000000.00000
2522023.09.05 15:55modify900.102.138382.148382.13638
2532023.09.05 15:55t/p750.102.138542.126542.1385412.109862.67
2542023.09.05 15:56sell910.102.138670.000000.00000
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32392023.09.29 13:28t/p10820.102.030662.042662.0306612.1013564.62
32402023.09.29 13:29buy10860.102.030560.000000.00000
32412023.09.29 13:29modify10860.102.030562.020562.03256
32422023.09.29 13:33t/p10810.102.030392.042392.0303912.0913576.71
32432023.09.29 13:34buy10870.102.030210.000000.00000
32442023.09.29 13:34modify10870.102.030212.020212.03221
32452023.09.29 13:39t/p10800.102.030092.042092.0300912.1013588.81
32462023.09.29 13:39buy10880.102.029950.000000.00000
32472023.09.29 13:39modify10880.102.029952.019952.03195
32482023.09.29 13:39t/p10790.102.029792.041792.0297912.1013600.91
32492023.09.29 13:39buy10890.102.029630.000000.00000
32502023.09.29 13:39modify10890.102.029632.019632.03163
32512023.09.29 13:39t/p10770.102.029472.041472.0294712.1013613.01
32522023.09.29 13:45buy10900.102.029360.000000.00000
32532023.09.29 13:45modify10900.102.029362.019362.03136
32542023.09.29 13:45t/p10590.102.029182.041182.0291812.1013625.11
32552023.09.29 13:45buy10910.102.028980.000000.00000
32562023.09.29 13:45modify10910.102.028982.018982.03098
32572023.09.29 13:45t/p10580.102.028882.040882.0288812.0913637.20
32582023.09.29 13:45buy10920.102.028720.000000.00000
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32602023.09.29 13:45t/p10570.102.028562.040562.0285612.1013649.30
32612023.09.29 14:00buy10930.102.028430.000000.00000
32622023.09.29 14:00modify10930.102.028432.018432.03043
32632023.09.29 14:19t/p10560.102.028272.040272.0282712.0913661.39
32642023.09.29 14:19buy10940.102.028160.000000.00000
32652023.09.29 14:19modify10940.102.028162.018162.03016
32662023.09.29 14:19t/p10550.102.027962.039962.0279612.1013673.49
32672023.09.29 14:46sell10950.102.029980.000000.00000
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32692023.09.29 14:46t/p10940.102.030162.018162.0301612.0913685.58
32702023.09.29 14:46sell10960.102.030280.000000.00000
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32722023.09.29 14:46t/p10930.102.030432.018432.0304312.0913697.67
32732023.09.29 14:48sell10970.102.030700.000000.00000
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32752023.09.29 14:48t/p10920.102.030722.018722.0307212.0913709.76
32762023.09.29 14:48sell10980.102.030930.000000.00000
32772023.09.29 14:48modify10980.102.030932.040932.02893
32782023.09.29 14:48t/p10910.102.030982.018982.0309812.0913721.85
32792023.09.29 14:49sell10990.102.031160.000000.00000
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32812023.09.29 14:49t/p10900.102.031362.019362.0313612.0913733.94
32822023.09.29 14:49sell11000.102.031460.000000.00000
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32842023.09.29 14:49t/p10890.102.031632.019632.0316312.0913746.03
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32902023.09.29 15:39t/p10880.102.031952.019952.0319512.1013770.22
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32932023.09.29 15:40t/p10870.102.032212.020212.0322112.1013782.32
32942023.09.29 15:41sell11040.102.032400.000000.00000
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32962023.09.29 15:42t/p10860.102.032562.020562.0325612.0913794.41
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33212023.09.29 16:09close10530.102.032292.039382.02738-17.6013736.94