Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 5 Minutes (M5) 2024.10.01 00:00 - 2024.10.31 23:59 (2024.10.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=5; 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=0; TakeProfit=40; 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=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=200; 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=380; Run_ProfitTrailingStop=80; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 test | 7537 | Ticks modelled | 14069 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | -630.34 | Gross profit | 467.05 | Gross loss | -1097.39 |
| Profit factor | 0.43 | Expected payoff | -26.26 | ||
| Absolute drawdown | 630.34 | Maximal drawdown | 947.22 (71.93%) | Relative drawdown | 71.93% (947.22) |
| Total trades | 24 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 25.95 | loss trade | -188.31 | |
| Average | profit trade | 25.95 | loss trade | -182.90 | |
| Maximum | consecutive wins (profit in money) | 18 (467.05) | consecutive losses (loss in money) | 6 (-1097.39) | |
| Maximal | consecutive profit (count of wins) | 467.05 (18) | consecutive loss (count of losses) | -1097.39 (6) | |
| Average | consecutive wins | 18 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.01 02:00 | sell | 1 | 0.10 | 192.418 | 0.000 | 0.000 | ||
| 2 | 2024.10.01 02:00 | modify | 1 | 0.10 | 192.418 | 0.000 | 192.018 | ||
| 3 | 2024.10.01 03:20 | buy | 2 | 0.10 | 192.877 | 0.000 | 0.000 | ||
| 4 | 2024.10.01 03:20 | modify | 2 | 0.10 | 192.877 | 0.000 | 193.277 | ||
| 5 | 2024.10.01 03:25 | buy | 3 | 0.10 | 192.843 | 0.000 | 0.000 | ||
| 6 | 2024.10.01 03:25 | modify | 3 | 0.10 | 192.843 | 0.000 | 193.243 | ||
| 7 | 2024.10.01 03:40 | buy | 4 | 0.10 | 192.948 | 0.000 | 0.000 | ||
| 8 | 2024.10.01 03:40 | modify | 4 | 0.10 | 192.948 | 0.000 | 193.348 | ||
| 9 | 2024.10.01 06:35 | t/p | 3 | 0.10 | 193.243 | 0.000 | 193.243 | 25.95 | 1025.95 |
| 10 | 2024.10.01 06:50 | t/p | 2 | 0.10 | 193.277 | 0.000 | 193.277 | 25.95 | 1051.90 |
| 11 | 2024.10.01 06:55 | t/p | 4 | 0.10 | 193.348 | 0.000 | 193.348 | 25.95 | 1077.85 |
| 12 | 2024.10.01 08:10 | t/p | 1 | 0.10 | 192.018 | 0.000 | 192.018 | 25.94 | 1103.79 |
| 13 | 2024.10.02 02:00 | sell | 5 | 0.10 | 191.277 | 0.000 | 0.000 | ||
| 14 | 2024.10.02 02:00 | modify | 5 | 0.10 | 191.277 | 0.000 | 190.877 | ||
| 15 | 2024.10.02 02:05 | sell | 6 | 0.10 | 191.351 | 0.000 | 0.000 | ||
| 16 | 2024.10.02 02:05 | modify | 6 | 0.10 | 191.351 | 0.000 | 190.951 | ||
| 17 | 2024.10.02 02:20 | buy | 7 | 0.10 | 191.226 | 0.000 | 0.000 | ||
| 18 | 2024.10.02 02:20 | modify | 7 | 0.10 | 191.226 | 0.000 | 191.626 | ||
| 19 | 2024.10.02 02:25 | buy | 8 | 0.10 | 191.328 | 0.000 | 0.000 | ||
| 20 | 2024.10.02 02:25 | modify | 8 | 0.10 | 191.328 | 0.000 | 191.728 | ||
| 21 | 2024.10.02 03:15 | sell | 9 | 0.10 | 191.229 | 0.000 | 0.000 | ||
| 22 | 2024.10.02 03:15 | modify | 9 | 0.10 | 191.229 | 0.000 | 190.829 | ||
| 23 | 2024.10.02 03:30 | sell | 10 | 0.10 | 191.250 | 0.000 | 0.000 | ||
| 24 | 2024.10.02 03:30 | modify | 10 | 0.10 | 191.250 | 0.000 | 190.850 | ||
| 25 | 2024.10.02 03:45 | sell | 11 | 0.10 | 191.438 | 0.000 | 0.000 | ||
| 26 | 2024.10.02 03:45 | modify | 11 | 0.10 | 191.438 | 0.000 | 191.038 | ||
| 27 | 2024.10.02 03:55 | sell | 12 | 0.10 | 191.527 | 0.000 | 0.000 | ||
| 28 | 2024.10.02 03:55 | modify | 12 | 0.10 | 191.527 | 0.000 | 191.127 | ||
| 29 | 2024.10.02 04:35 | t/p | 11 | 0.10 | 191.038 | 0.000 | 191.038 | 25.94 | 1129.73 |
| 30 | 2024.10.02 04:35 | t/p | 12 | 0.10 | 191.127 | 0.000 | 191.127 | 25.95 | 1155.68 |
| 31 | 2024.10.02 05:00 | t/p | 5 | 0.10 | 190.877 | 0.000 | 190.877 | 25.95 | 1181.63 |
| 32 | 2024.10.02 05:00 | t/p | 6 | 0.10 | 190.951 | 0.000 | 190.951 | 25.95 | 1207.58 |
| 33 | 2024.10.02 05:00 | t/p | 9 | 0.10 | 190.829 | 0.000 | 190.829 | 25.95 | 1233.53 |
| 34 | 2024.10.02 05:00 | t/p | 10 | 0.10 | 190.850 | 0.000 | 190.850 | 25.95 | 1259.48 |
| 35 | 2024.10.02 07:50 | t/p | 7 | 0.10 | 191.626 | 0.000 | 191.626 | 25.95 | 1285.43 |
| 36 | 2024.10.02 08:35 | t/p | 8 | 0.10 | 191.728 | 0.000 | 191.728 | 25.95 | 1311.38 |
| 37 | 2024.10.03 02:00 | sell | 13 | 0.10 | 194.607 | 0.000 | 0.000 | ||
| 38 | 2024.10.03 02:00 | modify | 13 | 0.10 | 194.607 | 0.000 | 194.207 | ||
| 39 | 2024.10.03 02:05 | sell | 14 | 0.10 | 194.516 | 0.000 | 0.000 | ||
| 40 | 2024.10.03 02:05 | modify | 14 | 0.10 | 194.516 | 0.000 | 194.116 | ||
| 41 | 2024.10.03 02:10 | sell | 15 | 0.10 | 194.479 | 0.000 | 0.000 | ||
| 42 | 2024.10.03 02:10 | modify | 15 | 0.10 | 194.479 | 0.000 | 194.079 | ||
| 43 | 2024.10.03 02:30 | sell | 16 | 0.10 | 194.708 | 0.000 | 0.000 | ||
| 44 | 2024.10.03 02:30 | modify | 16 | 0.10 | 194.708 | 0.000 | 194.308 | ||
| 45 | 2024.10.03 02:35 | sell | 17 | 0.10 | 194.635 | 0.000 | 0.000 | ||
| 46 | 2024.10.03 02:35 | modify | 17 | 0.10 | 194.635 | 0.000 | 194.235 | ||
| 47 | 2024.10.03 02:40 | sell | 18 | 0.10 | 194.673 | 0.000 | 0.000 | ||
| 48 | 2024.10.03 02:40 | modify | 18 | 0.10 | 194.673 | 0.000 | 194.273 | ||
| 49 | 2024.10.03 02:45 | buy | 19 | 0.10 | 194.643 | 0.000 | 0.000 | ||
| 50 | 2024.10.03 02:45 | modify | 19 | 0.10 | 194.643 | 0.000 | 195.043 | ||
| 51 | 2024.10.03 02:50 | buy | 20 | 0.10 | 194.680 | 0.000 | 0.000 | ||
| 52 | 2024.10.03 02:50 | modify | 20 | 0.10 | 194.680 | 0.000 | 195.080 | ||
| 53 | 2024.10.03 02:55 | buy | 21 | 0.10 | 194.613 | 0.000 | 0.000 | ||
| 54 | 2024.10.03 02:55 | modify | 21 | 0.10 | 194.613 | 0.000 | 195.013 | ||
| 55 | 2024.10.03 03:00 | buy | 22 | 0.10 | 194.550 | 0.000 | 0.000 | ||
| 56 | 2024.10.03 03:00 | modify | 22 | 0.10 | 194.550 | 0.000 | 194.950 | ||
| 57 | 2024.10.03 03:05 | buy | 23 | 0.10 | 194.598 | 0.000 | 0.000 | ||
| 58 | 2024.10.03 03:05 | modify | 23 | 0.10 | 194.598 | 0.000 | 194.998 | ||
| 59 | 2024.10.03 03:25 | buy | 24 | 0.10 | 194.717 | 0.000 | 0.000 | ||
| 60 | 2024.10.03 03:25 | modify | 24 | 0.10 | 194.717 | 0.000 | 195.117 | ||
| 61 | 2024.10.03 05:10 | t/p | 13 | 0.10 | 194.207 | 0.000 | 194.207 | 25.94 | 1337.32 |
| 62 | 2024.10.03 05:10 | t/p | 14 | 0.10 | 194.116 | 0.000 | 194.116 | 25.95 | 1363.27 |
| 63 | 2024.10.03 05:10 | t/p | 15 | 0.10 | 194.079 | 0.000 | 194.079 | 25.95 | 1389.22 |
| 64 | 2024.10.03 05:10 | t/p | 16 | 0.10 | 194.308 | 0.000 | 194.308 | 25.94 | 1415.16 |
| 65 | 2024.10.03 05:10 | t/p | 17 | 0.10 | 194.235 | 0.000 | 194.235 | 25.95 | 1441.11 |
| 66 | 2024.10.03 05:10 | t/p | 18 | 0.10 | 194.273 | 0.000 | 194.273 | 25.94 | 1467.05 |
| 67 | 2024.10.04 05:40 | close at stop | 24 | 0.10 | 191.798 | 0.000 | 195.117 | -188.31 | 1278.74 |
| 68 | 2024.10.04 05:40 | close at stop | 23 | 0.10 | 191.798 | 0.000 | 194.998 | -180.59 | 1098.14 |
| 69 | 2024.10.04 05:40 | close at stop | 22 | 0.10 | 191.798 | 0.000 | 194.950 | -177.48 | 920.66 |
| 70 | 2024.10.04 05:40 | close at stop | 21 | 0.10 | 191.798 | 0.000 | 195.013 | -181.56 | 739.09 |
| 71 | 2024.10.04 05:40 | close at stop | 20 | 0.10 | 191.798 | 0.000 | 195.080 | -185.91 | 553.18 |
| 72 | 2024.10.04 05:40 | close at stop | 19 | 0.10 | 191.798 | 0.000 | 195.043 | -183.51 | 369.66 |