Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 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=0; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=8; MA_Method=0; MA_AppliedPrice=0; MA_Shift=5; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=60; TakeProfit=50; 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=400; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=250; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=460; Run_ProfitTrailingStop=80; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; 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 test6599Ticks modelled1441154Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2163.33Gross profit4472.94Gross loss-2309.61
Profit factor1.94Expected payoff5.48
Absolute drawdown355.05Maximal drawdown824.93 (6.82%)Relative drawdown6.82% (824.93)
Total trades395Short positions (won %)182 (57.69%)Long positions (won %)213 (60.56%)
Profit trades (% of total)234 (59.24%)Loss trades (% of total)161 (40.76%)
Largestprofit trade36.85loss trade-44.22
Averageprofit trade19.12loss trade-14.35
Maximumconsecutive wins (profit in money)19 (404.31)consecutive losses (loss in money)30 (-361.66)
Maximalconsecutive profit (count of wins)404.31 (19)consecutive loss (count of losses)-384.44 (17)
Averageconsecutive wins9consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 14:00sell10.101.679260.000000.00000
22023.11.01 14:00modify10.101.679261.685261.67426
32023.11.01 14:00sell20.101.680200.000000.00000
42023.11.01 14:00modify20.101.680201.686201.67520
52023.11.01 14:00sell30.101.680490.000000.00000
62023.11.01 14:00modify30.101.680491.686491.67549
72023.11.01 14:00sell40.101.681970.000000.00000
82023.11.01 14:00modify40.101.681971.687971.67697
92023.11.01 14:00sell50.101.681600.000000.00000
102023.11.01 14:00modify50.101.681601.687601.67660
112023.11.01 14:00sell60.101.681270.000000.00000
122023.11.01 14:00modify60.101.681271.687271.67627
132023.11.01 14:00sell70.101.681040.000000.00000
142023.11.01 14:00modify70.101.681041.687041.67604
152023.11.01 14:00sell80.101.680720.000000.00000
162023.11.01 14:00modify80.101.680721.686721.67572
172023.11.01 14:21sell90.101.682290.000000.00000
182023.11.01 14:21modify90.101.682291.688291.67729
192023.11.01 14:25sell100.101.682580.000000.00000
202023.11.01 14:25modify100.101.682581.688581.67758
212023.11.01 14:27sell110.101.682870.000000.00000
222023.11.01 14:27modify110.101.682871.688871.67787
232023.11.01 14:27sell120.101.683200.000000.00000
242023.11.01 14:27modify120.101.683201.689201.67820
252023.11.01 14:29sell130.101.683530.000000.00000
262023.11.01 14:29modify130.101.683531.689531.67853
272023.11.01 14:46close130.101.684241.689531.67853-5.229994.78
282023.11.01 14:46close120.101.684241.689201.67820-7.659987.13
292023.11.01 14:46close110.101.684241.688871.67787-10.089977.05
302023.11.01 14:46close100.101.684241.688581.67758-12.219964.84
312023.11.01 14:46close90.101.684241.688291.67729-14.359950.49
322023.11.01 14:46close80.101.684241.686721.67572-25.909924.59
332023.11.01 14:46close70.101.684241.687041.67604-23.549901.05
342023.11.01 14:46close60.101.684241.687271.67627-21.859879.20
352023.11.01 14:46close50.101.684241.687601.67660-19.429859.78
362023.11.01 14:46close40.101.684241.687971.67697-16.709843.08
372023.11.01 14:46close30.101.684241.686491.67549-27.599815.49
382023.11.01 14:46close20.101.684241.686201.67520-29.729785.77
392023.11.01 14:46close10.101.684241.685261.67426-36.649749.13
402023.11.02 14:00sell140.101.679790.000000.00000
412023.11.02 14:00modify140.101.679791.685791.67479
422023.11.02 14:00sell150.101.679490.000000.00000
432023.11.02 14:00modify150.101.679491.685491.67449
442023.11.02 14:04sell160.101.679180.000000.00000
452023.11.02 14:04modify160.101.679181.685181.67418
462023.11.02 14:08sell170.101.678890.000000.00000
472023.11.02 14:08modify170.101.678891.684891.67389
482023.11.02 14:09sell180.101.678570.000000.00000
492023.11.02 14:09modify180.101.678571.684571.67357
502023.11.02 14:18sell190.101.680090.000000.00000
512023.11.02 14:18modify190.101.680091.686091.67509
522023.11.02 14:19sell200.101.680410.000000.00000
532023.11.02 14:19modify200.101.680411.686411.67541
542023.11.02 14:39sell210.101.680700.000000.00000
552023.11.02 14:39modify210.101.680701.686701.67570
562023.11.02 15:51sell220.101.678290.000000.00000
572023.11.02 15:51modify220.101.678291.684291.67329
582023.11.02 15:51sell230.101.677970.000000.00000
592023.11.02 15:51modify230.101.677971.683971.67297
602023.11.02 15:54sell240.101.677670.000000.00000
612023.11.02 15:54modify240.101.677671.683671.67267
622023.11.02 17:15sell250.101.677370.000000.00000
632023.11.02 17:15modify250.101.677371.683371.67237
642023.11.02 17:32sell260.101.677080.000000.00000
652023.11.02 17:32modify260.101.677081.683081.67208
662023.11.02 17:32sell270.101.676780.000000.00000
672023.11.02 17:32modify270.101.676781.682781.67178
682023.11.02 19:43sell280.101.676460.000000.00000
692023.11.02 19:43modify280.101.676461.682461.67146
702023.11.02 20:37sell290.101.676180.000000.00000
712023.11.02 20:37modify290.101.676181.682181.67118
722023.11.02 21:05close290.101.676001.682181.671181.329750.45
732023.11.02 21:05close280.101.676001.682461.671463.389753.83
742023.11.02 21:05close270.101.676001.682781.671785.749759.57
752023.11.02 21:05close260.101.676001.683081.672087.949767.51
762023.11.02 21:05close250.101.676001.683371.6723710.089777.59
772023.11.02 21:05close240.101.676001.683671.6726712.289789.87
782023.11.02 21:05close230.101.676001.683971.6729714.499804.36
792023.11.02 21:05close220.101.676001.684291.6732916.859821.21
802023.11.02 21:05close210.101.676001.686701.6757034.589855.79
812023.11.02 21:05close200.101.676001.686411.6754132.449888.23
822023.11.02 21:05close190.101.676001.686091.6750930.099918.32
832023.11.02 21:05close180.101.676001.684571.6735718.919937.23
842023.11.02 21:05close170.101.676001.684891.6738921.269958.49
852023.11.02 21:05close160.101.676001.685181.6741823.399981.88
862023.11.02 21:05close150.101.676001.685491.6744925.6710007.55
872023.11.02 21:05close140.101.676001.685791.6747927.8810035.43
882023.11.03 14:00buy300.101.686880.000000.00000
892023.11.03 14:00modify300.101.686881.680881.69188
902023.11.03 14:00buy310.101.687910.000000.00000
912023.11.03 14:00modify310.101.687911.681911.69291
922023.11.03 14:00buy320.101.688200.000000.00000
932023.11.03 14:00modify320.101.688201.682201.69320
942023.11.03 14:00buy330.101.688400.000000.00000
952023.11.03 14:00modify330.101.688401.682401.69340
962023.11.03 14:00buy340.101.687480.000000.00000
972023.11.03 14:00modify340.101.687481.681481.69248
982023.11.03 14:00buy350.101.687180.000000.00000
992023.11.03 14:00modify350.101.687181.681181.69218
1002023.11.03 14:01buy360.101.686570.000000.00000
1012023.11.03 14:01modify360.101.686571.680571.69157
1022023.11.03 14:02buy370.101.686270.000000.00000
1032023.11.03 14:02modify370.101.686271.680271.69127
1042023.11.03 14:29buy380.101.688710.000000.00000
1052023.11.03 14:29modify380.101.688711.682711.69371
1062023.11.03 14:30buy390.101.688980.000000.00000
1072023.11.03 14:30modify390.101.688981.682981.69398
1082023.11.03 14:30buy400.101.689280.000000.00000
1092023.11.03 14:30modify400.101.689281.683281.69428
1102023.11.03 14:32buy410.101.689580.000000.00000
1112023.11.03 14:32modify410.101.689581.683581.69458
1122023.11.03 14:32buy420.101.689880.000000.00000
1132023.11.03 14:32modify420.101.689881.683881.69488
1142023.11.03 14:33buy430.101.690180.000000.00000
1152023.11.03 14:33modify430.101.690181.684181.69518
1162023.11.03 14:36buy440.101.690480.000000.00000
1172023.11.03 14:36modify440.101.690481.684481.69548
1182023.11.03 14:49buy450.101.690780.000000.00000
1192023.11.03 14:49modify450.101.690781.684781.69578
1202023.11.03 14:50buy460.101.691080.000000.00000
1212023.11.03 14:50modify460.101.691081.685081.69608
1222023.11.03 14:58buy470.101.691400.000000.00000
1232023.11.03 14:58modify470.101.691401.685401.69640
1242023.11.03 15:06buy480.101.691680.000000.00000
1252023.11.03 15:06modify480.101.691681.685681.69668
1262023.11.03 15:07t/p370.101.691271.680271.6912736.8510072.28
1272023.11.03 15:07buy490.101.691980.000000.00000
1282023.11.03 15:07modify490.101.691981.685981.69698
1292023.11.03 15:07t/p360.101.691571.680571.6915736.8510109.13
1302023.11.03 15:07buy500.101.692290.000000.00000
1312023.11.03 15:07modify500.101.692291.686291.69729
1322023.11.03 15:22t/p300.101.691881.680881.6918836.8410145.97
1332023.11.03 15:22close500.101.691951.686291.69729-2.5010143.47
1342023.11.03 15:22close490.101.691951.685981.69698-0.2210143.25
1352023.11.03 15:22close480.101.691951.685681.696681.9910145.24
1362023.11.03 15:22close470.101.691951.685401.696404.0610149.30
1372023.11.03 15:22close460.101.691951.685081.696086.4110155.71
1382023.11.03 15:22close450.101.691951.684781.695788.6210164.33
1392023.11.03 15:22close440.101.691951.684481.6954810.8410175.17
1402023.11.03 15:22close430.101.691951.684181.6951813.0510188.22
1412023.11.03 15:22close420.101.691951.683881.6948815.2610203.48
1422023.11.03 15:22close410.101.691951.683581.6945817.4710220.95
1432023.11.03 15:22close400.101.691951.683281.6942819.6810240.63
1442023.11.03 15:22close390.101.691951.682981.6939821.8910262.52
1452023.11.03 15:22close380.101.691951.682711.6937123.8810286.40
1462023.11.03 15:22close350.101.691951.681181.6921835.1510321.55
1472023.11.03 15:22close340.101.691951.681481.6924832.9410354.49
1482023.11.03 15:22close330.101.691951.682401.6934026.1610380.65
1492023.11.03 15:22close320.101.691951.682201.6932027.6410408.29
1502023.11.03 15:22close310.101.691951.681911.6929129.7710438.06
1512023.11.06 14:00buy510.101.692400.000000.00000
1522023.11.06 14:00modify510.101.692401.686401.69740
1532023.11.06 14:02buy520.101.692700.000000.00000
1542023.11.06 14:02modify520.101.692701.686701.69770
1552023.11.06 14:06buy530.101.693000.000000.00000
1562023.11.06 14:06modify530.101.693001.687001.69800
1572023.11.06 14:14buy540.101.693320.000000.00000
1582023.11.06 14:14modify540.101.693321.687321.69832
1592023.11.06 14:19buy550.101.693600.000000.00000
1602023.11.06 14:19modify550.101.693601.687601.69860
1612023.11.06 14:22buy560.101.693930.000000.00000
1622023.11.06 14:22modify560.101.693931.687931.69893
1632023.11.06 14:31buy570.101.694270.000000.00000
1642023.11.06 14:31modify570.101.694271.688271.69927
1652023.11.06 14:32buy580.101.694510.000000.00000
1662023.11.06 14:32modify580.101.694511.688511.69951
1672023.11.06 14:41buy590.101.694810.000000.00000
1682023.11.06 14:41modify590.101.694811.688811.69981
1692023.11.06 14:42buy600.101.695120.000000.00000
1702023.11.06 14:42modify600.101.695121.689121.70012
1712023.11.06 14:47buy610.101.695410.000000.00000
1722023.11.06 14:47modify610.101.695411.689411.70041
1732023.11.06 17:40sell620.101.691590.000000.00000
1742023.11.06 17:40modify620.101.691591.697591.68659
1752023.11.06 17:59sell630.101.691300.000000.00000
1762023.11.06 17:59modify630.101.691301.697301.68630
1772023.11.06 18:04sell640.101.690990.000000.00000
1782023.11.06 18:04modify640.101.690991.696991.68599
1792023.11.06 18:08close640.101.691301.696991.68599-2.2810435.78
1802023.11.06 18:08close630.101.691301.697301.686300.0010435.78
1812023.11.06 18:08close620.101.691301.697591.686592.1310437.91
1822023.11.06 18:08close610.101.690801.689411.70041-33.9710403.94
1832023.11.06 18:08close600.101.690801.689121.70012-31.8410372.10
1842023.11.06 18:08close590.101.690801.688811.69981-29.5510342.55
1852023.11.06 18:08close580.101.690801.688511.69951-27.3410315.21
1862023.11.06 18:08close570.101.690801.688271.69927-25.5710289.64
1872023.11.06 18:08close560.101.690801.687931.69893-23.0710266.57
1882023.11.06 18:08close550.101.690801.687601.69860-20.6410245.93
1892023.11.06 18:08close540.101.690801.687321.69832-18.5710227.36
1902023.11.06 18:08close530.101.690801.687001.69800-16.2110211.15
1912023.11.06 18:08close520.101.690801.686701.69770-14.0010197.15
1922023.11.06 18:08close510.101.690801.686401.69740-11.7910185.36
1932023.11.07 14:00buy650.101.692060.000000.00000
1942023.11.07 14:00modify650.101.692061.686061.69706
1952023.11.07 14:01sell660.101.691250.000000.00000
1962023.11.07 14:01modify660.101.691251.697251.68625
1972023.11.07 14:03sell670.101.690960.000000.00000
1982023.11.07 14:03modify670.101.690961.696961.68596
1992023.11.07 14:04sell680.101.690650.000000.00000
2002023.11.07 14:04modify680.101.690651.696651.68565
2012023.11.07 14:48sell690.101.690340.000000.00000
2022023.11.07 14:48modify690.101.690341.696341.68534
2032023.11.07 14:51sell700.101.690040.000000.00000
2042023.11.07 14:51modify700.101.690041.696041.68504
2052023.11.07 15:02buy710.101.692380.000000.00000
2062023.11.07 15:02modify710.101.692381.686381.69738
2072023.11.07 15:04buy720.101.692660.000000.00000
2082023.11.07 15:04modify720.101.692661.686661.69766
2092023.11.07 15:08buy730.101.692970.000000.00000
2102023.11.07 15:08modify730.101.692971.686971.69797
2112023.11.07 15:12buy740.101.693370.000000.00000
2122023.11.07 15:12modify740.101.693371.687371.69837
2132023.11.07 15:12buy750.101.693560.000000.00000
2142023.11.07 15:12modify750.101.693561.687561.69856
2152023.11.07 16:34buy760.101.693930.000000.00000
2162023.11.07 16:34modify760.101.693931.687931.69893
2172023.11.07 17:12buy770.101.691760.000000.00000
2182023.11.07 17:12modify770.101.691761.685761.69676
2192023.11.07 17:29sell780.101.689750.000000.00000
2202023.11.07 17:29modify780.101.689751.695751.68475
2212023.11.07 20:07buy790.101.691500.000000.00000
2222023.11.07 20:07modify790.101.691501.685501.69650
2232023.11.07 21:00close790.101.692061.685501.696504.1310189.49
2242023.11.07 21:00close780.101.692561.695751.68475-20.6710168.82
2252023.11.07 21:00close770.101.692061.685761.696762.2110171.03
2262023.11.07 21:00close760.101.692061.687931.69893-13.7810157.25
2272023.11.07 21:00close750.101.692061.687561.69856-11.0510146.20
2282023.11.07 21:00close740.101.692061.687371.69837-9.6510136.55
2292023.11.07 21:00close730.101.692061.686971.69797-6.7010129.85
2302023.11.07 21:00close720.101.692061.686661.69766-4.4210125.43
2312023.11.07 21:00close710.101.692061.686381.69738-2.3610123.07
2322023.11.07 21:00close700.101.692561.696041.68504-18.5410104.53
2332023.11.07 21:00close690.101.692561.696341.68534-16.3310088.20
2342023.11.07 21:00close680.101.692561.696651.68565-14.0510074.15
2352023.11.07 21:00close670.101.692561.696961.68596-11.7710062.38
2362023.11.07 21:00close660.101.692561.697251.68625-9.6410052.74
2372023.11.07 21:00close650.101.692061.686061.697060.0010052.74
2382023.11.08 14:00buy800.101.691960.000000.00000
2392023.11.08 14:00modify800.101.691961.685961.69696
2402023.11.08 14:02buy810.101.692260.000000.00000
2412023.11.08 14:02modify810.101.692261.686261.69726
2422023.11.08 14:17buy820.101.691650.000000.00000
2432023.11.08 14:17modify820.101.691651.685651.69665
2442023.11.08 14:18buy830.101.691360.000000.00000
2452023.11.08 14:18modify830.101.691361.685361.69636
2462023.11.08 14:20buy840.101.691060.000000.00000
2472023.11.08 14:20modify840.101.691061.685061.69606
2482023.11.08 14:21buy850.101.690760.000000.00000
2492023.11.08 14:21modify850.101.690761.684761.69576
2502023.11.08 14:21sell860.101.690230.000000.00000
2512023.11.08 14:21modify860.101.690231.696231.68523
2522023.11.08 14:31buy870.101.692590.000000.00000
2532023.11.08 14:31modify870.101.692591.686591.69759
2542023.11.08 14:32buy880.101.692870.000000.00000
2552023.11.08 14:32modify880.101.692871.686871.69787
2562023.11.08 14:34buy890.101.693160.000000.00000
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