Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.02.01 00:00 - 2024.02.29 23:55 (2024.02.01 - 2024.03.01)
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=11; MA_Method=0; MA_AppliedPrice=0; MA_Shift=4; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; TakeProfit=90; 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=400; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=400; Run_ProfitTrailingStop=60; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=30; EntryWindow_UntilHour=15; 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 test6343Ticks modelled1314183Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit339.12Gross profit2389.80Gross loss-2050.68
Profit factor1.17Expected payoff1.06
Absolute drawdown97.66Maximal drawdown766.36 (6.95%)Relative drawdown6.95% (766.36)
Total trades320Short positions (won %)165 (53.94%)Long positions (won %)155 (41.94%)
Profit trades (% of total)154 (48.12%)Loss trades (% of total)166 (51.88%)
Largestprofit trade48.01loss trade-49.26
Averageprofit trade15.52loss trade-12.35
Maximumconsecutive wins (profit in money)20 (457.89)consecutive losses (loss in money)20 (-470.65)
Maximalconsecutive profit (count of wins)457.89 (20)consecutive loss (count of losses)-470.65 (20)
Averageconsecutive wins7consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 12:30sell10.101.704050.000000.00000
22024.02.01 12:30modify10.101.704051.714051.69505
32024.02.01 12:32sell20.101.703720.000000.00000
42024.02.01 12:32modify20.101.703721.713721.69472
52024.02.01 12:32sell30.101.703450.000000.00000
62024.02.01 12:32modify30.101.703451.713451.69445
72024.02.01 12:32sell40.101.703150.000000.00000
82024.02.01 12:32modify40.101.703151.713151.69415
92024.02.01 12:42sell50.101.704350.000000.00000
102024.02.01 12:42modify50.101.704351.714351.69535
112024.02.01 12:45sell60.101.704650.000000.00000
122024.02.01 12:45modify60.101.704651.714651.69565
132024.02.01 12:45sell70.101.704950.000000.00000
142024.02.01 12:45modify70.101.704951.714951.69595
152024.02.01 12:46sell80.101.705250.000000.00000
162024.02.01 12:46modify80.101.705251.715251.69625
172024.02.01 13:27sell90.101.702840.000000.00000
182024.02.01 13:27modify90.101.702841.712841.69384
192024.02.01 13:52sell100.101.702530.000000.00000
202024.02.01 13:52modify100.101.702531.712531.69353
212024.02.01 13:53sell110.101.702250.000000.00000
222024.02.01 13:53modify110.101.702251.712251.69325
232024.02.01 13:55sell120.101.701950.000000.00000
242024.02.01 13:55modify120.101.701951.711951.69295
252024.02.01 13:56sell130.101.701630.000000.00000
262024.02.01 13:56modify130.101.701631.711631.69263
272024.02.01 13:59sell140.101.701350.000000.00000
282024.02.01 13:59modify140.101.701351.711351.69235
292024.02.01 14:00sell150.101.701040.000000.00000
302024.02.01 14:00modify150.101.701041.711041.69204
312024.02.01 14:40sell160.101.700750.000000.00000
322024.02.01 14:40modify160.101.700751.710751.69175
332024.02.01 14:42sell170.101.700420.000000.00000
342024.02.01 14:42modify170.101.700421.710421.69142
352024.02.01 14:44sell180.101.700140.000000.00000
362024.02.01 14:44modify180.101.700141.710141.69114
372024.02.01 14:45sell190.101.699830.000000.00000
382024.02.01 14:45modify190.101.699831.709831.69083
392024.02.01 14:46sell200.101.699540.000000.00000
402024.02.01 14:46modify200.101.699541.709541.69054
412024.02.01 14:59close200.101.699291.709541.690541.8410001.84
422024.02.01 14:59close190.101.699291.709831.690833.9810005.82
432024.02.01 14:59close180.101.699291.710141.691146.2710012.09
442024.02.01 14:59close170.101.699291.710421.691428.3410020.43
452024.02.01 14:59close160.101.699291.710751.6917510.7810031.21
462024.02.01 14:59close150.101.699291.711041.6920412.9210044.13
472024.02.01 14:59close140.101.699291.711351.6923515.2010059.33
482024.02.01 14:59close130.101.699291.711631.6926317.2710076.60
492024.02.01 14:59close120.101.699291.711951.6929519.6310096.23
502024.02.01 14:59close110.101.699291.712251.6932521.8510118.08
512024.02.01 14:59close100.101.699291.712531.6935323.9110141.99
522024.02.01 14:59close90.101.699291.712841.6938426.2010168.19
532024.02.01 14:59close80.101.699291.715251.6962543.9910212.18
542024.02.01 14:59close70.101.699291.714951.6959541.7810253.96
552024.02.01 14:59close60.101.699291.714651.6956539.5610293.52
562024.02.01 14:59close50.101.699291.714351.6953537.3510330.87
572024.02.01 14:59close40.101.699291.713151.6941528.4910359.36
582024.02.01 14:59close30.101.699291.713451.6944530.7010390.06
592024.02.01 14:59close20.101.699291.713721.6947232.7010422.76
602024.02.01 14:59close10.101.699291.714051.6950535.1310457.89
612024.02.02 12:30sell210.101.706530.000000.00000
622024.02.02 12:30modify210.101.706531.716531.69753
632024.02.02 12:33sell220.101.706830.000000.00000
642024.02.02 12:33modify220.101.706831.716831.69783
652024.02.02 12:39sell230.101.706230.000000.00000
662024.02.02 12:39modify230.101.706231.716231.69723
672024.02.02 12:42sell240.101.705930.000000.00000
682024.02.02 12:42modify240.101.705931.715931.69693
692024.02.02 13:16sell250.101.707130.000000.00000
702024.02.02 13:16modify250.101.707131.717131.69813
712024.02.02 13:16sell260.101.707430.000000.00000
722024.02.02 13:16modify260.101.707431.717431.69843
732024.02.02 13:16sell270.101.707730.000000.00000
742024.02.02 13:16modify270.101.707731.717731.69873
752024.02.02 13:21sell280.101.705590.000000.00000
762024.02.02 13:21modify280.101.705591.715591.69659
772024.02.02 13:24sell290.101.705310.000000.00000
782024.02.02 13:24modify290.101.705311.715311.69631
792024.02.02 13:30sell300.101.704690.000000.00000
802024.02.02 13:30modify300.101.704691.714691.69569
812024.02.02 13:30sell310.101.704370.000000.00000
822024.02.02 13:30modify310.101.704371.714371.69537
832024.02.02 13:30sell320.101.703210.000000.00000
842024.02.02 13:30modify320.101.703211.713211.69421
852024.02.02 13:30sell330.101.702490.000000.00000
862024.02.02 13:30modify330.101.702491.712491.69349
872024.02.02 13:30sell340.101.701110.000000.00000
882024.02.02 13:30modify340.101.701111.711111.69211
892024.02.02 13:30sell350.101.701950.000000.00000
902024.02.02 13:30modify350.101.701951.711951.69295
912024.02.02 13:30sell360.101.702330.000000.00000
922024.02.02 13:30modify360.101.702331.712331.69333
932024.02.02 13:30sell370.101.702990.000000.00000
942024.02.02 13:30modify370.101.702991.712991.69399
952024.02.02 13:30sell380.101.703570.000000.00000
962024.02.02 13:30modify380.101.703571.713571.69457
972024.02.02 13:31sell390.101.703830.000000.00000
982024.02.02 13:31modify390.101.703831.713831.69483
992024.02.02 13:31sell400.101.704160.000000.00000
1002024.02.02 13:31modify400.101.704161.714161.69516
1012024.02.02 13:46sell410.101.701730.000000.00000
1022024.02.02 13:46modify410.101.701731.711731.69273
1032024.02.02 13:49close410.101.701911.711731.69273-1.3310456.56
1042024.02.02 13:49close400.101.701911.714161.6951616.6010473.16
1052024.02.02 13:49close390.101.701911.713831.6948314.1710487.33
1062024.02.02 13:49close380.101.701911.713571.6945712.2510499.58
1072024.02.02 13:49close370.101.701911.712991.693997.9710507.55
1082024.02.02 13:49close360.101.701911.712331.693333.1010510.65
1092024.02.02 13:49close350.101.701911.711951.692950.2910510.94
1102024.02.02 13:49close340.101.701911.711111.69211-5.9110505.03
1112024.02.02 13:49close330.101.701911.712491.693494.2810509.31
1122024.02.02 13:49close320.101.701911.713211.694219.5910518.90
1132024.02.02 13:49close310.101.701911.714371.6953718.1510537.05
1142024.02.02 13:49close300.101.701911.714691.6956920.5210557.57
1152024.02.02 13:49close290.101.701911.715311.6963125.0910582.66
1162024.02.02 13:49close280.101.701911.715591.6965927.1610609.82
1172024.02.02 13:49close270.101.701911.717731.6987342.9510652.77
1182024.02.02 13:49close260.101.701911.717431.6984340.7410693.51
1192024.02.02 13:49close250.101.701911.717131.6981338.5310732.04
1202024.02.02 13:49close240.101.701911.715931.6969329.6710761.71
1212024.02.02 13:49close230.101.701911.716231.6972331.8810793.59
1222024.02.02 13:49close220.101.701911.716831.6978336.3110829.90
1232024.02.02 13:49close210.101.701911.716531.6975334.1010864.00
1242024.02.05 12:30sell420.101.696110.000000.00000
1252024.02.05 12:30modify420.101.696111.706111.68711
1262024.02.05 12:32sell430.101.695800.000000.00000
1272024.02.05 12:32modify430.101.695801.705801.68680
1282024.02.05 12:49sell440.101.695480.000000.00000
1292024.02.05 12:49modify440.101.695481.705481.68648
1302024.02.05 12:51sell450.101.695180.000000.00000
1312024.02.05 12:51modify450.101.695181.705181.68618
1322024.02.05 12:54sell460.101.694890.000000.00000
1332024.02.05 12:54modify460.101.694891.704891.68589
1342024.02.05 12:55sell470.101.694560.000000.00000
1352024.02.05 12:55modify470.101.694561.704561.68556
1362024.02.05 13:00buy480.101.695130.000000.00000
1372024.02.05 13:00modify480.101.695131.685131.70413
1382024.02.05 13:00buy490.101.695450.000000.00000
1392024.02.05 13:00modify490.101.695451.685451.70445
1402024.02.05 13:02buy500.101.694800.000000.00000
1412024.02.05 13:02modify500.101.694801.684801.70380
1422024.02.05 13:16buy510.101.695720.000000.00000
1432024.02.05 13:16modify510.101.695721.685721.70472
1442024.02.05 13:22buy520.101.696070.000000.00000
1452024.02.05 13:22modify520.101.696071.686071.70507
1462024.02.05 13:24buy530.101.696330.000000.00000
1472024.02.05 13:24modify530.101.696331.686331.70533
1482024.02.05 13:48buy540.101.696620.000000.00000
1492024.02.05 13:48modify540.101.696621.686621.70562
1502024.02.05 13:48buy550.101.696910.000000.00000
1512024.02.05 13:48modify550.101.696911.686911.70591
1522024.02.05 14:00sell560.101.696420.000000.00000
1532024.02.05 14:00modify560.101.696421.706421.68742
1542024.02.05 15:00close560.101.696371.706421.687420.3710864.37
1552024.02.05 15:00close550.101.695871.686911.70591-7.6810856.69
1562024.02.05 15:00close540.101.695871.686621.70562-5.5410851.15
1572024.02.05 15:00close530.101.695871.686331.70533-3.3910847.76
1582024.02.05 15:00close520.101.695871.686071.70507-1.4710846.29
1592024.02.05 15:00close510.101.695871.685721.704721.1110847.40
1602024.02.05 15:00close500.101.695871.684801.703807.9110855.31
1612024.02.05 15:00close490.101.695871.685451.704453.1110858.42
1622024.02.05 15:00close480.101.695871.685131.704135.4710863.89
1632024.02.05 15:00close470.101.696371.704561.68556-13.3610850.53
1642024.02.05 15:00close460.101.696371.704891.68589-10.9310839.60
1652024.02.05 15:00close450.101.696371.705181.68618-8.7910830.81
1662024.02.05 15:00close440.101.696371.705481.68648-6.5710824.24
1672024.02.05 15:00close430.101.696371.705801.68680-4.2110820.03
1682024.02.05 15:00close420.101.696371.706111.68711-1.9210818.11
1692024.02.06 12:30sell570.101.698200.000000.00000
1702024.02.06 12:30modify570.101.698201.708201.68920
1712024.02.06 12:31sell580.101.698500.000000.00000
1722024.02.06 12:31modify580.101.698501.708501.68950
1732024.02.06 12:37sell590.101.697890.000000.00000
1742024.02.06 12:37modify590.101.697891.707891.68889
1752024.02.06 12:48sell600.101.698800.000000.00000
1762024.02.06 12:48modify600.101.698801.708801.68980
1772024.02.06 12:50sell610.101.699100.000000.00000
1782024.02.06 12:50modify610.101.699101.709101.69010
1792024.02.06 12:54sell620.101.699400.000000.00000
1802024.02.06 12:54modify620.101.699401.709401.69040
1812024.02.06 12:57sell630.101.699700.000000.00000
1822024.02.06 12:57modify630.101.699701.709701.69070
1832024.02.06 13:00buy640.101.699860.000000.00000
1842024.02.06 13:00modify640.101.699861.689861.70886
1852024.02.06 13:00buy650.101.699600.000000.00000
1862024.02.06 13:00modify650.101.699601.689601.70860
1872024.02.06 13:01buy660.101.699300.000000.00000
1882024.02.06 13:01modify660.101.699301.689301.70830
1892024.02.06 13:07buy670.101.700270.000000.00000
1902024.02.06 13:07modify670.101.700271.690271.70927
1912024.02.06 13:29buy680.101.699000.000000.00000
1922024.02.06 13:29modify680.101.699001.689001.70800
1932024.02.06 13:42buy690.101.700510.000000.00000
1942024.02.06 13:42modify690.101.700511.690511.70951
1952024.02.06 13:54buy700.101.700820.000000.00000
1962024.02.06 13:54modify700.101.700821.690821.70982
1972024.02.06 14:00buy710.101.701110.000000.00000
1982024.02.06 14:00modify710.101.701111.691111.71011
1992024.02.06 14:01buy720.101.701430.000000.00000
2002024.02.06 14:01modify720.101.701431.691431.71043
2012024.02.06 14:31buy730.101.701700.000000.00000
2022024.02.06 14:31modify730.101.701701.691701.71070
2032024.02.06 14:32buy740.101.702000.000000.00000
2042024.02.06 14:32modify740.101.702001.692001.71100
2052024.02.06 15:00close740.101.700411.692001.71100-11.7410806.37
2062024.02.06 15:00close730.101.700411.691701.71070-9.5210796.85
2072024.02.06 15:00close720.101.700411.691431.71043-7.5310789.32
2082024.02.06 15:00close710.101.700411.691111.71011-5.1710784.15
2092024.02.06 15:00close700.101.700411.690821.70982-3.0210781.13
2102024.02.06 15:00close690.101.700411.690511.70951-0.7410780.39
2112024.02.06 15:00close680.101.700411.689001.7080010.4210790.81
2122024.02.06 15:00close670.101.700411.690271.709271.0410791.85
2132024.02.06 15:00close660.101.700411.689301.708308.2010800.05
2142024.02.06 15:00close650.101.700411.689601.708605.9910806.04
2152024.02.06 15:00close640.101.700411.689861.708864.0710810.11
2162024.02.06 15:00close630.101.700911.709701.69070-8.9310801.18
2172024.02.06 15:00close620.101.700911.709401.69040-11.1510790.03
2182024.02.06 15:00close610.101.700911.709101.69010-13.3610776.67
2192024.02.06 15:00close600.101.700911.708801.68980-15.5810761.09
2202024.02.06 15:00close590.101.700911.707891.68889-22.2910738.80
2212024.02.06 15:00close580.101.700911.708501.68950-17.7910721.01
2222024.02.06 15:00close570.101.700911.708201.68920-20.0110701.00
2232024.02.07 12:30buy750.101.701780.000000.00000
2242024.02.07 12:30modify750.101.701781.691781.71078
2252024.02.07 12:32buy760.101.701470.000000.00000
2262024.02.07 12:32modify760.101.701471.691471.71047
2272024.02.07 12:35buy770.101.701180.000000.00000
2282024.02.07 12:35modify770.101.701181.691181.71018
2292024.02.07 13:03buy780.101.700880.000000.00000
2302024.02.07 13:03modify780.101.700881.690881.70988
2312024.02.07 13:06buy790.101.700580.000000.00000
2322024.02.07 13:06modify790.101.700581.690581.70958
2332024.02.07 13:08buy800.101.700250.000000.00000
2342024.02.07 13:08modify800.101.700251.690251.70925
2352024.02.07 13:12buy810.101.699980.000000.00000
2362024.02.07 13:12modify810.101.699981.689981.70898
2372024.02.07 14:08buy820.101.702100.000000.00000
2382024.02.07 14:08modify820.101.702101.692101.71110
2392024.02.07 14:14buy830.101.702380.000000.00000
2402024.02.07 14:14modify830.101.702381.692381.71138
2412024.02.07 14:14buy840.101.702680.000000.00000
2422024.02.07 14:14modify840.101.702681.692681.71168
2432024.02.07 14:15buy850.101.703020.000000.00000
2442024.02.07 14:15modify850.101.703021.693021.71202
2452024.02.07 15:00close850.101.701971.693021.71202-7.7510693.25
2462024.02.07 15:00close840.101.701971.692681.71168-5.2410688.01
2472024.02.07 15:00close830.101.701971.692381.71138-3.0310684.98
2482024.02.07 15:00close820.101.701971.692101.71110-0.9610684.02
2492024.02.07 15:00close810.101.701971.689981.7089814.7010698.72
2502024.02.07 15:00close800.101.701971.690251.7092512.7010711.42
2512024.02.07 15:00close790.101.701971.690581.7095810.2710721.69
2522024.02.07 15:00close780.101.701971.690881.709888.0510729.74
2532024.02.07 15:00close770.101.701971.691181.710185.8410735.58
2542024.02.07 15:00close760.101.701971.691471.710473.6910739.27
2552024.02.07 15:00close750.101.701971.691781.710781.4110740.68
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