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=9; MA_Period=15; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=1; GapSize=6; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=30; 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=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=480; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=30; EntryWindow_UntilHour=17; 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 profit2121.78Gross profit4647.06Gross loss-2525.28
Profit factor1.84Expected payoff6.24
Absolute drawdown277.88Maximal drawdown483.75 (4.03%)Relative drawdown4.03% (483.75)
Total trades340Short positions (won %)160 (48.75%)Long positions (won %)180 (51.11%)
Profit trades (% of total)170 (50.00%)Loss trades (% of total)170 (50.00%)
Largestprofit trade73.69loss trade-22.11
Averageprofit trade27.34loss trade-14.85
Maximumconsecutive wins (profit in money)16 (539.65)consecutive losses (loss in money)13 (-174.91)
Maximalconsecutive profit (count of wins)539.65 (16)consecutive loss (count of losses)-264.84 (12)
Averageconsecutive wins6consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 12:30sell10.101.683610.000000.00000
22023.11.01 12:30modify10.101.683611.686611.67361
32023.11.01 12:30sell20.101.684220.000000.00000
42023.11.01 12:30modify20.101.684221.687221.67422
52023.11.01 12:32sell30.101.683010.000000.00000
62023.11.01 12:32modify30.101.683011.686011.67301
72023.11.01 12:45buy40.101.682910.000000.00000
82023.11.01 12:45modify40.101.682911.679911.69291
92023.11.01 12:47buy50.101.683510.000000.00000
102023.11.01 12:47modify50.101.683511.680511.69351
112023.11.01 12:54buy60.101.682300.000000.00000
122023.11.01 12:54modify60.101.682301.679301.69230
132023.11.01 12:58buy70.101.681680.000000.00000
142023.11.01 12:58modify70.101.681681.678681.69168
152023.11.01 13:00sell80.101.681180.000000.00000
162023.11.01 13:00modify80.101.681181.684181.67118
172023.11.01 13:00sell90.101.680600.000000.00000
182023.11.01 13:00modify90.101.680601.683601.67060
192023.11.01 13:01s/l50.101.680511.680511.69351-22.109977.90
202023.11.01 13:09sell100.101.680000.000000.00000
212023.11.01 13:09modify100.101.680001.683001.67000
222023.11.01 13:10s/l40.101.679911.679911.69291-22.119955.79
232023.11.01 13:28sell110.101.679410.000000.00000
242023.11.01 13:28modify110.101.679411.682411.66941
252023.11.01 13:29s/l60.101.679301.679301.69230-22.119933.68
262023.11.01 13:31sell120.101.678750.000000.00000
272023.11.01 13:31modify120.101.678751.681751.66875
282023.11.01 13:37s/l70.101.678681.678681.69168-22.119911.57
292023.11.01 14:00s/l110.101.682411.682411.66941-22.079889.50
302023.11.01 14:00s/l120.101.681751.681751.66875-22.079867.43
312023.11.01 14:00sell130.101.681970.000000.00000
322023.11.01 14:00modify130.101.681971.684971.67197
332023.11.01 14:25sell140.101.682490.000000.00000
342023.11.01 14:25modify140.101.682491.685491.67249
352023.11.01 14:25s/l100.101.683001.683001.67000-22.079845.36
362023.11.01 14:27s/l90.101.683601.683601.67060-22.079823.29
372023.11.01 14:45s/l80.101.684181.684181.67118-22.079801.22
382023.11.01 15:11s/l130.101.684971.684971.67197-22.079779.15
392023.11.01 17:00close140.101.683701.685491.67249-8.909770.25
402023.11.01 17:00close30.101.683701.686011.67301-5.089765.17
412023.11.01 17:00close20.101.683701.687221.674223.829768.99
422023.11.01 17:00close10.101.683701.686611.67361-0.679768.32
432023.11.02 12:30sell150.101.686940.000000.00000
442023.11.02 12:30modify150.101.686941.689941.67694
452023.11.02 12:30sell160.101.687640.000000.00000
462023.11.02 12:30modify160.101.687641.690641.67764
472023.11.02 12:30sell170.101.688140.000000.00000
482023.11.02 12:30modify170.101.688141.691141.67814
492023.11.02 12:36sell180.101.686340.000000.00000
502023.11.02 12:36modify180.101.686341.689341.67634
512023.11.02 12:42sell190.101.685740.000000.00000
522023.11.02 12:42modify190.101.685741.688741.67574
532023.11.02 12:47sell200.101.685140.000000.00000
542023.11.02 12:47modify200.101.685141.688141.67514
552023.11.02 12:58sell210.101.684520.000000.00000
562023.11.02 12:58modify210.101.684521.687521.67452
572023.11.02 13:00sell220.101.683940.000000.00000
582023.11.02 13:00modify220.101.683941.686941.67394
592023.11.02 13:04sell230.101.683330.000000.00000
602023.11.02 13:04modify230.101.683331.686331.67333
612023.11.02 13:14s/l230.101.686331.686331.67333-22.089746.24
622023.11.02 13:18sell240.101.683330.000000.00000
632023.11.02 13:18modify240.101.683331.686331.67333
642023.11.02 13:31sell250.101.682730.000000.00000
652023.11.02 13:31modify250.101.682731.685731.67273
662023.11.02 13:32sell260.101.682140.000000.00000
672023.11.02 13:32modify260.101.682141.685141.67214
682023.11.02 13:41sell270.101.681510.000000.00000
692023.11.02 13:41modify270.101.681511.684511.67151
702023.11.02 13:44sell280.101.680940.000000.00000
712023.11.02 13:44modify280.101.680941.683941.67094
722023.11.02 13:45sell290.101.680320.000000.00000
732023.11.02 13:45modify290.101.680321.683321.67032
742023.11.02 13:50sell300.101.679740.000000.00000
752023.11.02 13:50modify300.101.679741.682741.66974
762023.11.02 13:51sell310.101.679120.000000.00000
772023.11.02 13:51modify310.101.679121.682121.66912
782023.11.02 13:54close310.101.679551.682121.66912-3.179743.07
792023.11.02 13:54close300.101.679551.682741.669741.399744.46
802023.11.02 13:54close290.101.679551.683321.670325.669750.12
812023.11.02 13:54close280.101.679551.683941.6709410.229760.34
822023.11.02 13:54close270.101.679551.684511.6715114.429774.76
832023.11.02 13:54close260.101.679551.685141.6721419.059793.81
842023.11.02 13:54close250.101.679551.685731.6727323.399817.20
852023.11.02 13:54close240.101.679551.686331.6733327.809845.00
862023.11.02 13:54close220.101.679551.686941.6739432.299877.29
872023.11.02 13:54close210.101.679551.687521.6745236.569913.85
882023.11.02 13:54close200.101.679551.688141.6751441.129954.97
892023.11.02 13:54close190.101.679551.688741.6757445.5410000.51
902023.11.02 13:54close180.101.679551.689341.6763449.9510050.46
912023.11.02 13:54close170.101.679551.691141.6781463.1910113.65
922023.11.02 13:54close160.101.679551.690641.6776459.5110173.16
932023.11.02 13:54close150.101.679551.689941.6769454.3610227.52
942023.11.03 12:30buy320.101.681200.000000.00000
952023.11.03 12:30modify320.101.681201.678201.69120
962023.11.03 12:30buy330.101.680860.000000.00000
972023.11.03 12:30modify330.101.680861.677861.69086
982023.11.03 12:30buy340.101.682080.000000.00000
992023.11.03 12:30modify340.101.682081.679081.69208
1002023.11.03 12:30buy350.101.682230.000000.00000
1012023.11.03 12:30modify350.101.682231.679231.69223
1022023.11.03 12:30buy360.101.683030.000000.00000
1032023.11.03 12:30modify360.101.683031.680031.69303
1042023.11.03 12:30buy370.101.683690.000000.00000
1052023.11.03 12:30modify370.101.683691.680691.69369
1062023.11.03 12:30buy380.101.684240.000000.00000
1072023.11.03 12:30modify380.101.684241.681241.69424
1082023.11.03 12:40buy390.101.684800.000000.00000
1092023.11.03 12:40modify390.101.684801.681801.69480
1102023.11.03 12:44buy400.101.685440.000000.00000
1112023.11.03 12:44modify400.101.685441.682441.69544
1122023.11.03 12:44buy410.101.686000.000000.00000
1132023.11.03 12:44modify410.101.686001.683001.69600
1142023.11.03 12:49buy420.101.686600.000000.00000
1152023.11.03 12:49modify420.101.686601.683601.69660
1162023.11.03 13:21buy430.101.687210.000000.00000
1172023.11.03 13:21modify430.101.687211.684211.69721
1182023.11.03 14:00buy440.101.687910.000000.00000
1192023.11.03 14:00modify440.101.687911.684911.69791
1202023.11.03 14:00buy450.101.688400.000000.00000
1212023.11.03 14:00modify450.101.688401.685401.69840
1222023.11.03 14:30buy460.101.689000.000000.00000
1232023.11.03 14:30modify460.101.689001.686001.69900
1242023.11.03 14:32buy470.101.689610.000000.00000
1252023.11.03 14:32modify470.101.689611.686611.69961
1262023.11.03 14:32close470.101.689391.686611.69961-1.6210225.90
1272023.11.03 14:32close460.101.689391.686001.699002.8710228.77
1282023.11.03 14:32close450.101.689391.685401.698407.2910236.06
1292023.11.03 14:32close440.101.689391.684911.6979110.9010246.96
1302023.11.03 14:32close430.101.689391.684211.6972116.0610263.02
1312023.11.03 14:32close420.101.689391.683601.6966020.5610283.58
1322023.11.03 14:32close410.101.689391.683001.6960024.9810308.56
1332023.11.03 14:32close400.101.689391.682441.6954429.1110337.67
1342023.11.03 14:32close390.101.689391.681801.6948033.8210371.49
1352023.11.03 14:32close380.101.689391.681241.6942437.9510409.44
1362023.11.03 14:32close370.101.689391.680691.6936942.0010451.44
1372023.11.03 14:32close360.101.689391.680031.6930346.8610498.30
1382023.11.03 14:32close350.101.689391.679231.6922352.7610551.06
1392023.11.03 14:32close340.101.689391.679081.6920853.8710604.93
1402023.11.03 14:32close330.101.689391.677861.6908662.8610667.79
1412023.11.03 14:32close320.101.689391.678201.6912060.3510728.14
1422023.11.06 12:30buy480.101.695230.000000.00000
1432023.11.06 12:30modify480.101.695231.692231.70523
1442023.11.06 12:33buy490.101.695830.000000.00000
1452023.11.06 12:33modify490.101.695831.692831.70583
1462023.11.06 12:48buy500.101.694620.000000.00000
1472023.11.06 12:48modify500.101.694621.691621.70462
1482023.11.06 12:51buy510.101.694010.000000.00000
1492023.11.06 12:51modify510.101.694011.691011.70401
1502023.11.06 12:53buy520.101.693430.000000.00000
1512023.11.06 12:53modify520.101.693431.690431.70343
1522023.11.06 12:53s/l490.101.692831.692831.70583-22.1110706.03
1532023.11.06 12:57buy530.101.692830.000000.00000
1542023.11.06 12:57modify530.101.692831.689831.70283
1552023.11.06 12:57s/l480.101.692231.692231.70523-22.1110683.92
1562023.11.06 12:59buy540.101.692230.000000.00000
1572023.11.06 12:59modify540.101.692231.689231.70223
1582023.11.06 13:16s/l500.101.691621.691621.70462-22.1010661.82
1592023.11.06 14:32buy550.101.694630.000000.00000
1602023.11.06 14:32modify550.101.694631.691631.70463
1612023.11.06 14:42buy560.101.695270.000000.00000
1622023.11.06 14:42modify560.101.695271.692271.70527
1632023.11.06 15:00sell570.101.693510.000000.00000
1642023.11.06 15:00modify570.101.693511.696511.68351
1652023.11.06 15:15sell580.101.692880.000000.00000
1662023.11.06 15:15modify580.101.692881.695881.68288
1672023.11.06 16:05sell590.101.694750.000000.00000
1682023.11.06 16:05modify590.101.694751.697751.68475
1692023.11.06 16:27sell600.101.694130.000000.00000
1702023.11.06 16:27modify600.101.694131.697131.68413
1712023.11.06 17:00close600.101.693071.697131.684137.8010669.62
1722023.11.06 17:00close590.101.693071.697751.6847512.3610681.98
1732023.11.06 17:00close580.101.693071.695881.68288-1.4010680.58
1742023.11.06 17:00close570.101.693071.696511.683513.2410683.82
1752023.11.06 17:00close560.101.692571.692271.70527-19.8910663.93
1762023.11.06 17:00close550.101.692571.691631.70463-15.1810648.75
1772023.11.06 17:00close540.101.692571.689231.702232.5110651.26
1782023.11.06 17:00close530.101.692571.689831.70283-1.9110649.35
1792023.11.06 17:00close520.101.692571.690431.70343-6.3310643.02
1802023.11.06 17:00close510.101.692571.691011.70401-10.6110632.41
1812023.11.07 12:30buy610.101.690710.000000.00000
1822023.11.07 12:30modify610.101.690711.687711.70071
1832023.11.07 12:33buy620.101.691340.000000.00000
1842023.11.07 12:33modify620.101.691341.688341.70134
1852023.11.07 12:45sell630.101.690210.000000.00000
1862023.11.07 12:45modify630.101.690211.693211.68021
1872023.11.07 12:52sell640.101.689590.000000.00000
1882023.11.07 12:52modify640.101.689591.692591.67959
1892023.11.07 13:21sell650.101.690820.000000.00000
1902023.11.07 13:21modify650.101.690821.693821.68082
1912023.11.07 13:30sell660.101.691420.000000.00000
1922023.11.07 13:30modify660.101.691421.694421.68142
1932023.11.07 13:53sell670.101.692010.000000.00000
1942023.11.07 13:53modify670.101.692011.695011.68201
1952023.11.07 13:53s/l640.101.692591.692591.67959-22.0710610.34
1962023.11.07 15:08sell680.101.692610.000000.00000
1972023.11.07 15:08modify680.101.692611.695611.68261
1982023.11.07 15:12s/l630.101.693211.693211.68021-22.0710588.27
1992023.11.07 15:47buy690.101.691910.000000.00000
2002023.11.07 15:47modify690.101.691911.688911.70191
2012023.11.07 16:06buy700.101.692510.000000.00000
2022023.11.07 16:06modify700.101.692511.689511.70251
2032023.11.07 16:09buy710.101.693130.000000.00000
2042023.11.07 16:09modify710.101.693131.690131.70313
2052023.11.07 16:11buy720.101.693710.000000.00000
2062023.11.07 16:11modify720.101.693711.690711.70371
2072023.11.07 16:34s/l650.101.693821.693821.68082-22.0710566.20
2082023.11.07 17:00close720.101.692761.690711.70371-7.0010559.20
2092023.11.07 17:00close710.101.692761.690131.70313-2.7210556.48
2102023.11.07 17:00close700.101.692761.689511.702511.8510558.33
2112023.11.07 17:00close690.101.692761.688911.701916.2710564.60
2122023.11.07 17:00close680.101.693261.695611.68261-4.7810559.82
2132023.11.07 17:00close670.101.693261.695011.68201-9.2010550.62
2142023.11.07 17:00close660.101.693261.694421.68142-13.5410537.08
2152023.11.07 17:00close620.101.692761.688341.7013410.4710547.55
2162023.11.07 17:00close610.101.692761.687711.7007115.1110562.66
2172023.11.08 12:30sell730.101.689660.000000.00000
2182023.11.08 12:30modify730.101.689661.692661.67966
2192023.11.08 12:52sell740.101.689050.000000.00000
2202023.11.08 12:52modify740.101.689051.692051.67905
2212023.11.08 13:09sell750.101.690260.000000.00000
2222023.11.08 13:09modify750.101.690261.693261.68026
2232023.11.08 13:13sell760.101.690880.000000.00000
2242023.11.08 13:13modify760.101.690881.693881.68088
2252023.11.08 13:13sell770.101.691460.000000.00000
2262023.11.08 13:13modify770.101.691461.694461.68146
2272023.11.08 13:14s/l740.101.692051.692051.67905-22.0710540.59
2282023.11.08 14:15buy780.101.691960.000000.00000
2292023.11.08 14:15modify780.101.691961.688961.70196
2302023.11.08 14:18buy790.101.691360.000000.00000
2312023.11.08 14:18modify790.101.691361.688361.70136
2322023.11.08 14:21buy800.101.690760.000000.00000
2332023.11.08 14:21modify800.101.690761.687761.70076
2342023.11.08 14:31buy810.101.692590.000000.00000
2352023.11.08 14:31modify810.101.692591.689591.70259
2362023.11.08 14:31s/l730.101.692661.692661.67966-22.0810518.51
2372023.11.08 14:34buy820.101.693160.000000.00000
2382023.11.08 14:34modify820.101.693161.690161.70316
2392023.11.08 14:34s/l750.101.693261.693261.68026-22.0710496.44
2402023.11.08 15:01buy830.101.693790.000000.00000
2412023.11.08 15:01modify830.101.693791.690791.70379
2422023.11.08 15:30s/l760.101.693881.693881.68088-22.0710474.37
2432023.11.08 15:32buy840.101.694420.000000.00000
2442023.11.08 15:32modify840.101.694421.691421.70442
2452023.11.08 15:32s/l770.101.694461.694461.68146-22.0710452.30
2462023.11.08 15:47buy850.101.694970.000000.00000
2472023.11.08 15:47modify850.101.694971.691971.70497
2482023.11.08 15:52buy860.101.695560.000000.00000
2492023.11.08 15:52modify860.101.695561.692561.70556
2502023.11.08 15:57buy870.101.696170.000000.00000
2512023.11.08 15:57modify870.101.696171.693171.70617
2522023.11.08 16:04buy880.101.696810.000000.00000
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