Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period5 Minutes (M5) 2023.11.01 00:00 - 2023.11.30 23:55 (2023.11.01 - 2023.12.01)
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=4; 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=0; 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=50; 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=440; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; 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 test6603Ticks modelled1928606Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1131.50Gross profit1788.60Gross loss-657.10
Profit factor2.72Expected payoff4.49
Absolute drawdown88.50Maximal drawdown234.60 (2.29%)Relative drawdown2.29% (234.60)
Total trades252Short positions (won %)120 (58.33%)Long positions (won %)132 (65.91%)
Profit trades (% of total)157 (62.30%)Loss trades (% of total)95 (37.70%)
Largestprofit trade20.00loss trade-16.90
Averageprofit trade11.39loss trade-6.92
Maximumconsecutive wins (profit in money)13 (140.40)consecutive losses (loss in money)9 (-68.30)
Maximalconsecutive profit (count of wins)140.40 (13)consecutive loss (count of losses)-68.30 (9)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 07:00sell10.101.214630.000000.00000
22023.11.01 07:00modify10.101.214630.000001.21263
32023.11.01 07:02sell20.101.214930.000000.00000
42023.11.01 07:02modify20.101.214930.000001.21293
52023.11.01 07:02sell30.101.215240.000000.00000
62023.11.01 07:02modify30.101.215240.000001.21324
72023.11.01 07:13sell40.101.215530.000000.00000
82023.11.01 07:13modify40.101.215530.000001.21353
92023.11.01 07:24sell50.101.215880.000000.00000
102023.11.01 07:24modify50.101.215880.000001.21388
112023.11.01 08:57sell60.101.214330.000000.00000
122023.11.01 08:57modify60.101.214330.000001.21233
132023.11.01 09:22buy70.101.214630.000000.00000
142023.11.01 09:22modify70.101.214630.000001.21663
152023.11.01 09:26buy80.101.214330.000000.00000
162023.11.01 09:26modify80.101.214330.000001.21633
172023.11.01 09:32buy90.101.214010.000000.00000
182023.11.01 09:32modify90.101.214010.000001.21601
192023.11.01 09:32t/p50.101.213880.000001.2138820.0010020.00
202023.11.01 09:32close90.101.213580.000001.21601-4.3010015.70
212023.11.01 09:32close80.101.213580.000001.21633-7.5010008.20
222023.11.01 09:32close70.101.213580.000001.21663-10.509997.70
232023.11.01 09:32close60.101.213880.000001.212334.5010002.20
242023.11.01 09:32close40.101.213880.000001.2135316.5010018.70
252023.11.01 09:32close30.101.213880.000001.2132413.6010032.30
262023.11.01 09:32close20.101.213880.000001.2129310.5010042.80
272023.11.01 09:32close10.101.213880.000001.212637.5010050.30
282023.11.02 07:00buy100.101.218240.000000.00000
292023.11.02 07:00modify100.101.218240.000001.22024
302023.11.02 07:00buy110.101.217930.000000.00000
312023.11.02 07:00modify110.101.217930.000001.21993
322023.11.02 07:04buy120.101.217630.000000.00000
332023.11.02 07:04modify120.101.217630.000001.21963
342023.11.02 07:44buy130.101.217330.000000.00000
352023.11.02 07:44modify130.101.217330.000001.21933
362023.11.02 07:45buy140.101.217040.000000.00000
372023.11.02 07:45modify140.101.217040.000001.21904
382023.11.02 07:47buy150.101.216730.000000.00000
392023.11.02 07:47modify150.101.216730.000001.21873
402023.11.02 08:03buy160.101.216440.000000.00000
412023.11.02 08:03modify160.101.216440.000001.21844
422023.11.02 08:06buy170.101.216130.000000.00000
432023.11.02 08:06modify170.101.216130.000001.21813
442023.11.02 08:08buy180.101.215820.000000.00000
452023.11.02 08:08modify180.101.215820.000001.21782
462023.11.02 09:18sell190.101.217370.000000.00000
472023.11.02 09:18modify190.101.217370.000001.21537
482023.11.02 09:24sell200.101.217650.000000.00000
492023.11.02 09:24modify200.101.217650.000001.21565
502023.11.02 09:24close200.101.218000.000001.21565-3.5010046.80
512023.11.02 09:24close190.101.218000.000001.21537-6.3010040.50
522023.11.02 09:24close180.101.217700.000001.2178218.8010059.30
532023.11.02 09:24close170.101.217700.000001.2181315.7010075.00
542023.11.02 09:24close160.101.217700.000001.2184412.6010087.60
552023.11.02 09:24close150.101.217700.000001.218739.7010097.30
562023.11.02 09:24close140.101.217700.000001.219046.6010103.90
572023.11.02 09:24close130.101.217700.000001.219333.7010107.60
582023.11.02 09:24close120.101.217700.000001.219630.7010108.30
592023.11.02 09:24close110.101.217700.000001.21993-2.3010106.00
602023.11.02 09:24close100.101.217700.000001.22024-5.4010100.60
612023.11.03 07:00sell210.101.220540.000000.00000
622023.11.03 07:00modify210.101.220540.000001.21854
632023.11.03 07:00buy220.101.220520.000000.00000
642023.11.03 07:00modify220.101.220520.000001.22252
652023.11.03 07:21sell230.101.220840.000000.00000
662023.11.03 07:21modify230.101.220840.000001.21884
672023.11.03 07:29sell240.101.221140.000000.00000
682023.11.03 07:29modify240.101.221140.000001.21914
692023.11.03 07:51buy250.101.220240.000000.00000
702023.11.03 07:51modify250.101.220240.000001.22224
712023.11.03 08:00buy260.101.219940.000000.00000
722023.11.03 08:00modify260.101.219940.000001.22194
732023.11.03 08:03buy270.101.219640.000000.00000
742023.11.03 08:03modify270.101.219640.000001.22164
752023.11.03 08:30buy280.101.219340.000000.00000
762023.11.03 08:30modify280.101.219340.000001.22134
772023.11.03 08:32t/p240.101.219140.000001.2191420.0010120.60
782023.11.03 08:32buy290.101.219040.000000.00000
792023.11.03 08:32modify290.101.219040.000001.22104
802023.11.03 09:32close290.101.220240.000001.2210412.0010132.60
812023.11.03 09:32close280.101.220240.000001.221349.0010141.60
822023.11.03 09:32close270.101.220240.000001.221646.0010147.60
832023.11.03 09:32close260.101.220240.000001.221943.0010150.60
842023.11.03 09:32close250.101.220240.000001.222240.0010150.60
852023.11.03 09:32close230.101.220540.000001.218843.0010153.60
862023.11.03 09:32close220.101.220240.000001.22252-2.8010150.80
872023.11.03 09:32close210.101.220540.000001.218540.0010150.80
882023.11.06 07:00sell300.101.238670.000000.00000
892023.11.06 07:00modify300.101.238670.000001.23667
902023.11.06 07:01sell310.101.238970.000000.00000
912023.11.06 07:01modify310.101.238970.000001.23697
922023.11.06 07:07sell320.101.238370.000000.00000
932023.11.06 07:07modify320.101.238370.000001.23637
942023.11.06 07:08sell330.101.238070.000000.00000
952023.11.06 07:08modify330.101.238070.000001.23607
962023.11.06 07:39sell340.101.239280.000000.00000
972023.11.06 07:39modify340.101.239280.000001.23728
982023.11.06 07:42sell350.101.239580.000000.00000
992023.11.06 07:42modify350.101.239580.000001.23758
1002023.11.06 08:00buy360.101.238040.000000.00000
1012023.11.06 08:00modify360.101.238040.000001.24004
1022023.11.06 08:00close360.101.237620.000001.24004-4.2010146.60
1032023.11.06 08:00close350.101.237920.000001.2375816.6010163.20
1042023.11.06 08:00close340.101.237920.000001.2372813.6010176.80
1052023.11.06 08:00close330.101.237920.000001.236071.5010178.30
1062023.11.06 08:00close320.101.237920.000001.236374.5010182.80
1072023.11.06 08:00close310.101.237920.000001.2369710.5010193.30
1082023.11.06 08:00close300.101.237920.000001.236677.5010200.80
1092023.11.07 07:00buy370.101.232200.000000.00000
1102023.11.07 07:00modify370.101.232200.000001.23420
1112023.11.07 07:03buy380.101.231890.000000.00000
1122023.11.07 07:03modify380.101.231890.000001.23389
1132023.11.07 07:31buy390.101.231580.000000.00000
1142023.11.07 07:31modify390.101.231580.000001.23358
1152023.11.07 08:09buy400.101.232510.000000.00000
1162023.11.07 08:09modify400.101.232510.000001.23451
1172023.11.07 08:22sell410.101.232500.000000.00000
1182023.11.07 08:22modify410.101.232500.000001.23050
1192023.11.07 08:41sell420.101.232800.000000.00000
1202023.11.07 08:41modify420.101.232800.000001.23080
1212023.11.07 08:51sell430.101.233110.000000.00000
1222023.11.07 08:51modify430.101.233110.000001.23111
1232023.11.07 09:21buy440.101.231270.000000.00000
1242023.11.07 09:21modify440.101.231270.000001.23327
1252023.11.07 09:43t/p430.101.231110.000001.2311120.0010220.80
1262023.11.07 09:52buy450.101.231000.000000.00000
1272023.11.07 09:52modify450.101.231000.000001.23300
1282023.11.07 09:52t/p420.101.230800.000001.2308020.0010240.80
1292023.11.07 09:57buy460.101.230680.000000.00000
1302023.11.07 09:57modify460.101.230680.000001.23268
1312023.11.07 09:57t/p410.101.230500.000001.2305020.0010260.80
1322023.11.07 10:02buy470.101.230390.000000.00000
1332023.11.07 10:02modify470.101.230390.000001.23239
1342023.11.07 10:02buy480.101.230070.000000.00000
1352023.11.07 10:02modify480.101.230070.000001.23207
1362023.11.07 10:25close480.101.231190.000001.2320711.2010272.00
1372023.11.07 10:25close470.101.231190.000001.232398.0010280.00
1382023.11.07 10:25close460.101.231190.000001.232685.1010285.10
1392023.11.07 10:25close450.101.231190.000001.233001.9010287.00
1402023.11.07 10:25close440.101.231190.000001.23327-0.8010286.20
1412023.11.07 10:25close400.101.231190.000001.23451-13.2010273.00
1422023.11.07 10:25close390.101.231190.000001.23358-3.9010269.10
1432023.11.07 10:25close380.101.231190.000001.23389-7.0010262.10
1442023.11.07 10:25close370.101.231190.000001.23420-10.1010252.00
1452023.11.08 07:00buy490.101.227550.000000.00000
1462023.11.08 07:00modify490.101.227550.000001.22955
1472023.11.08 07:02buy500.101.227850.000000.00000
1482023.11.08 07:02modify500.101.227850.000001.22985
1492023.11.08 07:13buy510.101.227220.000000.00000
1502023.11.08 07:13modify510.101.227220.000001.22922
1512023.11.08 07:18buy520.101.226950.000000.00000
1522023.11.08 07:18modify520.101.226950.000001.22895
1532023.11.08 08:11sell530.101.227550.000000.00000
1542023.11.08 08:11modify530.101.227550.000001.22555
1552023.11.08 08:21buy540.101.226650.000000.00000
1562023.11.08 08:21modify540.101.226650.000001.22865
1572023.11.08 08:58buy550.101.226330.000000.00000
1582023.11.08 08:58modify550.101.226330.000001.22833
1592023.11.08 09:00buy560.101.226050.000000.00000
1602023.11.08 09:00modify560.101.226050.000001.22805
1612023.11.08 09:00buy570.101.225750.000000.00000
1622023.11.08 09:00modify570.101.225750.000001.22775
1632023.11.08 09:10t/p530.101.225550.000001.2255520.0010272.00
1642023.11.08 09:10buy580.101.225430.000000.00000
1652023.11.08 09:10modify580.101.225430.000001.22743
1662023.11.08 09:13buy590.101.225140.000000.00000
1672023.11.08 09:13modify590.101.225140.000001.22714
1682023.11.08 09:14buy600.101.224840.000000.00000
1692023.11.08 09:14modify600.101.224840.000001.22684
1702023.11.08 09:56buy610.101.224550.000000.00000
1712023.11.08 09:56modify610.101.224550.000001.22655
1722023.11.08 11:05sell620.101.226100.000000.00000
1732023.11.08 11:05modify620.101.226100.000001.22410
1742023.11.08 11:06sell630.101.226350.000000.00000
1752023.11.08 11:06modify630.101.226350.000001.22435
1762023.11.08 11:10t/p610.101.226550.000001.2265520.0010292.00
1772023.11.08 11:10close630.101.226850.000001.22435-5.0010287.00
1782023.11.08 11:10close620.101.226850.000001.22410-7.5010279.50
1792023.11.08 11:10close600.101.226550.000001.2268417.1010296.60
1802023.11.08 11:10close590.101.226550.000001.2271414.1010310.70
1812023.11.08 11:10close580.101.226550.000001.2274311.2010321.90
1822023.11.08 11:10close570.101.226550.000001.227758.0010329.90
1832023.11.08 11:10close560.101.226550.000001.228055.0010334.90
1842023.11.08 11:10close550.101.226550.000001.228332.2010337.10
1852023.11.08 11:10close540.101.226550.000001.22865-1.0010336.10
1862023.11.08 11:10close520.101.226550.000001.22895-4.0010332.10
1872023.11.08 11:10close510.101.226550.000001.22922-6.7010325.40
1882023.11.08 11:10close500.101.226550.000001.22985-13.0010312.40
1892023.11.08 11:10close490.101.226550.000001.22955-10.0010302.40
1902023.11.09 07:00sell640.101.228650.000000.00000
1912023.11.09 07:00modify640.101.228650.000001.22665
1922023.11.09 07:04sell650.101.228350.000000.00000
1932023.11.09 07:04modify650.101.228350.000001.22635
1942023.11.09 07:15buy660.101.228350.000000.00000
1952023.11.09 07:15modify660.101.228350.000001.23035
1962023.11.09 07:16buy670.101.228050.000000.00000
1972023.11.09 07:16modify670.101.228050.000001.23005
1982023.11.09 08:08sell680.101.228950.000000.00000
1992023.11.09 08:08modify680.101.228950.000001.22695
2002023.11.09 08:17buy690.101.227730.000000.00000
2012023.11.09 08:17modify690.101.227730.000001.22973
2022023.11.09 08:18buy700.101.227450.000000.00000
2032023.11.09 08:18modify700.101.227450.000001.22945
2042023.11.09 08:59sell710.101.229250.000000.00000
2052023.11.09 08:59modify710.101.229250.000001.22725
2062023.11.09 08:59t/p700.101.229450.000001.2294520.0010322.40
2072023.11.09 09:00sell720.101.229580.000000.00000
2082023.11.09 09:00modify720.101.229580.000001.22758
2092023.11.09 09:01t/p690.101.229730.000001.2297320.0010342.40
2102023.11.09 09:02sell730.101.229890.000000.00000
2112023.11.09 09:02modify730.101.229890.000001.22789
2122023.11.09 09:25t/p670.101.230050.000001.2300520.0010362.40
2132023.11.09 09:25sell740.101.230150.000000.00000
2142023.11.09 09:25modify740.101.230150.000001.22815
2152023.11.09 09:26t/p660.101.230350.000001.2303520.0010382.40
2162023.11.09 09:26sell750.101.230450.000000.00000
2172023.11.09 09:26modify750.101.230450.000001.22845
2182023.11.09 09:28sell760.101.230750.000000.00000
2192023.11.09 09:28modify760.101.230750.000001.22875
2202023.11.09 09:42close760.101.229890.000001.228758.6010391.00
2212023.11.09 09:42close750.101.229890.000001.228455.6010396.60
2222023.11.09 09:42close740.101.229890.000001.228152.6010399.20
2232023.11.09 09:42close730.101.229890.000001.227890.0010399.20
2242023.11.09 09:42close720.101.229890.000001.22758-3.1010396.10
2252023.11.09 09:42close710.101.229890.000001.22725-6.4010389.70
2262023.11.09 09:42close680.101.229890.000001.22695-9.4010380.30
2272023.11.09 09:42close650.101.229890.000001.22635-15.4010364.90
2282023.11.09 09:42close640.101.229890.000001.22665-12.4010352.50
2292023.11.10 07:00sell770.101.222520.000000.00000
2302023.11.10 07:00modify770.101.222520.000001.22052
2312023.11.10 07:00buy780.101.222750.000000.00000
2322023.11.10 07:00modify780.101.222750.000001.22475
2332023.11.10 07:00sell790.101.222830.000000.00000
2342023.11.10 07:00modify790.101.222830.000001.22083
2352023.11.10 07:00sell800.101.223180.000000.00000
2362023.11.10 07:00modify800.101.223180.000001.22118
2372023.11.10 07:04buy810.101.222520.000000.00000
2382023.11.10 07:04modify810.101.222520.000001.22452
2392023.11.10 07:09buy820.101.222210.000000.00000
2402023.11.10 07:09modify820.101.222210.000001.22421
2412023.11.10 07:43sell830.101.223430.000000.00000
2422023.11.10 07:43modify830.101.223430.000001.22143
2432023.11.10 07:45sell840.101.223720.000000.00000
2442023.11.10 07:45modify840.101.223720.000001.22172
2452023.11.10 09:12buy850.101.221920.000000.00000
2462023.11.10 09:12modify850.101.221920.000001.22392
2472023.11.10 09:23t/p840.101.221720.000001.2217220.0010372.50
2482023.11.10 09:24buy860.101.221620.000000.00000
2492023.11.10 09:24modify860.101.221620.000001.22362
2502023.11.10 09:30t/p830.101.221430.000001.2214320.0010392.50
2512023.11.10 09:30buy870.101.221310.000000.00000
2522023.11.10 09:30modify870.101.221310.000001.22331
2532023.11.10 09:30t/p800.101.221180.000001.2211820.0010412.50
2542023.11.10 09:30buy880.101.221010.000000.00000
2552023.11.10 09:30modify880.101.221010.000001.22301
2562023.11.10 09:45close880.101.221560.000001.223015.5010418.00
2572023.11.10 09:45close870.101.221560.000001.223312.5010420.50
2582023.11.10 09:45close860.101.221560.000001.22362-0.6010419.90
2592023.11.10 09:45close850.101.221560.000001.22392-3.6010416.30
2602023.11.10 09:45close820.101.221560.000001.22421-6.5010409.80
2612023.11.10 09:45close810.101.221560.000001.22452-9.6010400.20
2622023.11.10 09:45close790.101.221860.000001.220839.7010409.90
2632023.11.10 09:45close780.101.221560.000001.22475-11.9010398.00
2642023.11.10 09:45close770.101.221860.000001.220526.6010404.60
2652023.11.13 07:00sell890.101.223820.000000.00000
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5712023.11.23 07:00sell1910.101.250960.000000.00000
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5812023.11.23 07:59sell1960.101.251860.000000.00000
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