Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.10.01 00:00 - 2024.10.31 23:55 (2024.10.01 - 2024.11.01)
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=9; MA_Period=21; MA_Method=0; MA_AppliedPrice=0; MA_Shift=7; MA_DirOption=1; GapSize=21; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; TakeProfit=60; 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=150; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=400; Run_ProfitTrailingStop=80; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test6816Ticks modelled2356461Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit712.45Gross profit3042.05Gross loss-2329.61
Profit factor1.31Expected payoff3.98
Absolute drawdown216.93Maximal drawdown420.13 (27.34%)Relative drawdown27.34% (420.13)
Total trades179Short positions (won %)96 (75.00%)Long positions (won %)83 (34.94%)
Profit trades (% of total)101 (56.42%)Loss trades (% of total)78 (43.58%)
Largestprofit trade42.60loss trade-71.44
Averageprofit trade30.12loss trade-29.87
Maximumconsecutive wins (profit in money)12 (435.44)consecutive losses (loss in money)6 (-63.95)
Maximalconsecutive profit (count of wins)435.44 (12)consecutive loss (count of losses)-209.17 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.01 03:00sell10.101.809400.000000.00000
22024.10.01 03:00modify10.101.809401.819401.80340
32024.10.01 05:46buy20.101.809900.000000.00000
42024.10.01 05:46modify20.101.809901.799901.81590
52024.10.01 06:04buy30.101.807800.000000.00000
62024.10.01 06:04modify30.101.807801.797801.81380
72024.10.01 06:59sell40.101.807300.000000.00000
82024.10.01 06:59modify40.101.807301.817301.80130
92024.10.01 07:30sell50.101.805190.000000.00000
102024.10.01 07:30modify50.101.805191.815191.79919
112024.10.01 07:49buy60.101.805670.000000.00000
122024.10.01 07:49modify60.101.805671.795671.81167
132024.10.01 10:00buy70.101.803600.000000.00000
142024.10.01 10:00modify70.101.803601.793601.80960
152024.10.01 10:01t/p10.101.803401.819401.8034042.581042.58
162024.10.01 11:25buy80.101.801500.000000.00000
172024.10.01 11:25modify80.101.801501.791501.80750
182024.10.01 11:33t/p40.101.801301.817301.8013042.591085.17
192024.10.01 13:30s/l20.101.799901.799901.81590-70.991014.18
202024.10.01 13:34buy90.101.799400.000000.00000
212024.10.01 13:34modify90.101.799401.789401.80540
222024.10.01 13:34t/p50.101.799191.815191.7991942.591056.77
232024.10.01 13:37s/l30.101.797801.797801.81380-70.98985.79
242024.10.01 13:37close90.101.797761.789401.80540-11.65974.14
252024.10.01 13:37close80.101.797761.791501.80750-26.55947.59
262024.10.01 13:37close70.101.797761.793601.80960-41.46906.13
272024.10.01 13:37close60.101.797761.795671.81167-56.15849.98
282024.10.02 03:00buy100.101.790820.000000.00000
292024.10.02 03:00modify100.101.790821.780821.79682
302024.10.02 03:30sell110.101.790320.000000.00000
312024.10.02 03:30modify110.101.790321.800321.78432
322024.10.02 07:11buy120.101.792920.000000.00000
332024.10.02 07:11modify120.101.792921.782921.79892
342024.10.02 09:07sell130.101.792420.000000.00000
352024.10.02 09:07modify130.101.792421.802421.78642
362024.10.02 13:56sell140.101.788140.000000.00000
372024.10.02 13:56modify140.101.788141.798141.78214
382024.10.02 15:00buy150.101.786610.000000.00000
392024.10.02 15:00modify150.101.786611.776611.79261
402024.10.02 15:01t/p130.101.786421.802421.7864242.58892.56
412024.10.02 15:16buy160.101.788730.000000.00000
422024.10.02 15:16modify160.101.788731.778731.79473
432024.10.02 21:05close160.101.788381.778731.79473-2.49890.07
442024.10.02 21:05close150.101.788381.776611.7926112.56902.63
452024.10.02 21:05close140.101.788881.798141.78214-5.25897.38
462024.10.02 21:05close120.101.788381.782921.79892-32.23865.15
472024.10.02 21:05close110.101.788881.800321.7843210.22875.37
482024.10.02 21:05close100.101.788381.780821.79682-17.32858.05
492024.10.03 03:00buy170.101.791870.000000.00000
502024.10.03 03:00modify170.101.791871.781871.79787
512024.10.03 03:27sell180.101.791370.000000.00000
522024.10.03 03:27modify180.101.791371.801371.78537
532024.10.03 05:05sell190.101.789270.000000.00000
542024.10.03 05:05modify190.101.789271.799271.78327
552024.10.03 05:08sell200.101.787030.000000.00000
562024.10.03 05:08modify200.101.787031.797031.78103
572024.10.03 05:18sell210.101.785070.000000.00000
582024.10.03 05:18modify210.101.785071.795071.77907
592024.10.03 05:20t/p180.101.785371.801371.7853742.59900.64
602024.10.03 05:29sell220.101.782970.000000.00000
612024.10.03 05:29modify220.101.782971.792971.77697
622024.10.03 05:29t/p190.101.783271.799271.7832742.59943.23
632024.10.03 05:35s/l170.101.781871.781871.79787-70.99872.24
642024.10.03 06:02buy230.101.783470.000000.00000
652024.10.03 06:02modify230.101.783471.773471.78947
662024.10.03 06:22sell240.101.780870.000000.00000
672024.10.03 06:22modify240.101.780871.790871.77487
682024.10.03 06:26t/p200.101.781031.797031.7810342.59914.83
692024.10.03 06:30buy250.101.781320.000000.00000
702024.10.03 06:30modify250.101.781321.771321.78732
712024.10.03 07:01buy260.101.779270.000000.00000
722024.10.03 07:01modify260.101.779271.769271.78527
732024.10.03 07:02t/p210.101.779071.795071.7790742.59957.42
742024.10.03 08:10buy270.101.777130.000000.00000
752024.10.03 08:10modify270.101.777131.767131.78313
762024.10.03 08:10t/p220.101.776971.792971.7769742.591000.01
772024.10.03 08:39buy280.101.775070.000000.00000
782024.10.03 08:39modify280.101.775071.765071.78107
792024.10.03 08:39t/p240.101.774871.790871.7748742.581042.59
802024.10.03 08:46s/l230.101.773471.773471.78947-70.99971.60
812024.10.03 08:50buy290.101.772970.000000.00000
822024.10.03 08:50modify290.101.772971.762971.77897
832024.10.03 15:45sell300.101.774570.000000.00000
842024.10.03 15:45modify300.101.774571.784571.76857
852024.10.03 17:04sell310.101.776710.000000.00000
862024.10.03 17:04modify310.101.776711.786711.77071
872024.10.03 19:57sell320.101.778790.000000.00000
882024.10.03 19:57modify320.101.778791.788791.77279
892024.10.03 20:00t/p290.101.778971.762971.7789742.591014.19
902024.10.03 21:06close320.101.776191.788791.7727918.451032.64
912024.10.03 21:06close310.101.776191.786711.770713.691036.33
922024.10.03 21:06close300.101.776191.784571.76857-11.501024.83
932024.10.03 21:06close280.101.775691.765071.781074.401029.23
942024.10.03 21:06close270.101.775691.767131.78313-10.221019.01
952024.10.03 21:06close260.101.775691.769271.78527-25.41993.60
962024.10.03 21:06close250.101.775691.771321.78732-39.96953.64
972024.10.04 03:00sell330.101.779390.000000.00000
982024.10.04 03:00modify330.101.779391.789391.77339
992024.10.04 03:49buy340.101.779890.000000.00000
1002024.10.04 03:49modify340.101.779891.769891.78589
1012024.10.04 06:31sell350.101.781490.000000.00000
1022024.10.04 06:31modify350.101.781491.791491.77549
1032024.10.04 06:50sell360.101.783620.000000.00000
1042024.10.04 06:50modify360.101.783621.793621.77762
1052024.10.04 09:53sell370.101.785690.000000.00000
1062024.10.04 09:53modify370.101.785691.795691.77969
1072024.10.04 10:09t/p340.101.785891.769891.7858942.60996.24
1082024.10.04 12:30t/p370.101.779691.795691.7796942.591038.83
1092024.10.04 12:30sell380.101.777250.000000.00000
1102024.10.04 12:30modify380.101.777251.787251.77125
1112024.10.04 12:30t/p360.101.777621.793621.7776242.581081.41
1122024.10.04 14:32buy390.101.779910.000000.00000
1132024.10.04 14:32modify390.101.779911.769911.78591
1142024.10.04 17:15buy400.101.782000.000000.00000
1152024.10.04 17:15modify400.101.782001.772001.78800
1162024.10.06 21:15close400.101.778051.772001.78800-28.041053.37
1172024.10.06 21:15close390.101.778051.769911.78591-13.211040.16
1182024.10.06 21:15close380.101.778551.787251.77125-9.231030.93
1192024.10.06 21:15close350.101.778551.791491.7754920.861051.79
1202024.10.06 21:15close330.101.778551.789391.773395.961057.75
1212024.10.07 03:00sell410.101.782510.000000.00000
1222024.10.07 03:00modify410.101.782511.792511.77651
1232024.10.07 07:21buy420.101.780910.000000.00000
1242024.10.07 07:21modify420.101.780911.770911.78691
1252024.10.07 09:03buy430.101.778800.000000.00000
1262024.10.07 09:03modify430.101.778801.768801.78480
1272024.10.07 09:50buy440.101.776710.000000.00000
1282024.10.07 09:50modify440.101.776711.766711.78271
1292024.10.07 09:52t/p410.101.776511.792511.7765142.581100.33
1302024.10.07 16:08sell450.101.780450.000000.00000
1312024.10.07 16:08modify450.101.780451.790451.77445
1322024.10.07 18:57sell460.101.782510.000000.00000
1332024.10.07 18:57modify460.101.782511.792511.77651
1342024.10.07 19:01t/p440.101.782711.766711.7827142.591142.92
1352024.10.07 21:05close460.101.780321.792511.7765115.541158.46
1362024.10.07 21:05close450.101.780321.790451.774450.921159.38
1372024.10.07 21:05close430.101.779821.768801.784807.241166.62
1382024.10.07 21:05close420.101.779821.770911.78691-7.731158.89
1392024.10.08 03:00sell470.101.783380.000000.00000
1402024.10.08 03:00modify470.101.783381.793381.77738
1412024.10.08 07:40sell480.101.785480.000000.00000
1422024.10.08 07:40modify480.101.785481.795481.77948
1432024.10.08 08:45buy490.101.785940.000000.00000
1442024.10.08 08:45modify490.101.785941.775941.79194
1452024.10.08 10:57sell500.101.787580.000000.00000
1462024.10.08 10:57modify500.101.787581.797581.78158
1472024.10.08 13:46sell510.101.789680.000000.00000
1482024.10.08 13:46modify510.101.789681.799681.78368
1492024.10.08 19:01buy520.101.788080.000000.00000
1502024.10.08 19:01modify520.101.788081.778081.79408
1512024.10.08 21:05close520.101.786631.778081.79408-10.291148.60
1522024.10.08 21:05close510.101.787131.799681.7836818.101166.70
1532024.10.08 21:05close500.101.787131.797581.781583.191169.89
1542024.10.08 21:05close490.101.786631.775941.791944.901174.79
1552024.10.08 21:05close480.101.787131.795481.77948-11.711163.08
1562024.10.08 21:05close470.101.787131.793381.77738-26.621136.46
1572024.10.09 03:00sell530.101.787820.000000.00000
1582024.10.09 03:00modify530.101.787821.797821.78182
1592024.10.09 03:44buy540.101.788330.000000.00000
1602024.10.09 03:44modify540.101.788331.778331.79433
1612024.10.09 07:01buy550.101.786140.000000.00000
1622024.10.09 07:01modify550.101.786141.776141.79214
1632024.10.09 10:52buy560.101.790420.000000.00000
1642024.10.09 10:52modify560.101.790421.780421.79642
1652024.10.09 11:00sell570.101.789920.000000.00000
1662024.10.09 11:00modify570.101.789921.799921.78392
1672024.10.09 19:40sell580.101.792020.000000.00000
1682024.10.09 19:40modify580.101.792021.802021.78602
1692024.10.09 19:45t/p550.101.792141.776141.7921442.591179.05
1702024.10.09 19:49buy590.101.792520.000000.00000
1712024.10.09 19:49modify590.101.792521.782521.79852
1722024.10.09 21:05close590.101.789301.782521.79852-22.861156.19
1732024.10.09 21:05close580.101.789801.802021.7860215.751171.94
1742024.10.09 21:05close570.101.789801.799921.783920.851172.79
1752024.10.09 21:05close560.101.789301.780421.79642-7.951164.84
1762024.10.09 21:05close540.101.789301.778331.794336.881171.72
1772024.10.09 21:05close530.101.789801.797821.78182-14.061157.66
1782024.10.10 03:00sell600.101.791570.000000.00000
1792024.10.10 03:00modify600.101.791571.801571.78557
1802024.10.10 04:59buy610.101.792050.000000.00000
1812024.10.10 04:59modify610.101.792051.782051.79805
1822024.10.10 06:56sell620.101.793780.000000.00000
1832024.10.10 06:56modify620.101.793781.803781.78778
1842024.10.10 07:39sell630.101.795770.000000.00000
1852024.10.10 07:39modify630.101.795771.805771.78977
1862024.10.10 10:59sell640.101.797920.000000.00000
1872024.10.10 10:59modify640.101.797921.807921.79192
1882024.10.10 10:59t/p610.101.798051.782051.7980542.591200.25
1892024.10.10 12:30t/p640.101.791921.807921.7919242.581242.83
1902024.10.10 12:30t/p630.101.789771.805771.7897742.591285.42
1912024.10.10 12:30sell650.101.789170.000000.00000
1922024.10.10 12:30modify650.101.789171.799171.78317
1932024.10.10 12:30sell660.101.795950.000000.00000
1942024.10.10 12:30modify660.101.795951.805951.78995
1952024.10.10 13:36sell670.101.797870.000000.00000
1962024.10.10 13:36modify670.101.797871.807871.79187
1972024.10.10 16:47buy680.101.794160.000000.00000
1982024.10.10 16:47modify680.101.794161.784161.80016
1992024.10.10 21:06close680.101.792381.784161.80016-12.631272.79
2002024.10.10 21:06close670.101.792881.807871.7918735.421308.21
2012024.10.10 21:06close660.101.792881.805951.7899521.791330.00
2022024.10.10 21:06close650.101.792881.799171.78317-26.331303.67
2032024.10.10 21:06close620.101.792881.803781.787786.391310.06
2042024.10.10 21:06close600.101.792881.801571.78557-9.301300.76
2052024.10.11 03:00sell690.101.796530.000000.00000
2062024.10.11 03:00modify690.101.796531.806531.79053
2072024.10.11 04:52sell700.101.794430.000000.00000
2082024.10.11 04:52modify700.101.794431.804431.78843
2092024.10.11 07:00buy710.101.797040.000000.00000
2102024.10.11 07:00modify710.101.797041.787041.80304
2112024.10.11 07:59buy720.101.799130.000000.00000
2122024.10.11 07:59modify720.101.799131.789131.80513
2132024.10.11 09:03sell730.101.798610.000000.00000
2142024.10.11 09:03modify730.101.798611.808611.79261
2152024.10.11 12:25sell740.101.800800.000000.00000
2162024.10.11 12:25modify740.101.800801.810801.79480
2172024.10.11 12:37t/p740.101.794801.810801.7948042.581343.34
2182024.10.11 14:47buy750.101.801250.000000.00000
2192024.10.11 14:47modify750.101.801251.791251.80725
2202024.10.13 21:06close750.101.796261.791251.80725-35.421307.92
2212024.10.13 21:06close730.101.796761.808611.7926113.131321.05
2222024.10.13 21:06close720.101.796261.789131.80513-20.371300.68
2232024.10.13 21:06close710.101.796261.787041.80304-5.541295.14
2242024.10.13 21:06close700.101.796761.804431.78843-16.541278.60
2252024.10.13 21:06close690.101.796761.806531.79053-1.631276.97
2262024.10.14 03:00sell760.101.798400.000000.00000
2272024.10.14 03:00modify760.101.798401.808401.79240
2282024.10.14 08:07sell770.101.800530.000000.00000
2292024.10.14 08:07modify770.101.800531.810531.79453
2302024.10.14 13:36buy780.101.798940.000000.00000
2312024.10.14 13:36modify780.101.798941.788941.80494
2322024.10.14 14:56buy790.101.801000.000000.00000
2332024.10.14 14:56modify790.101.801001.791001.80700
2342024.10.14 21:05close790.101.798571.791001.80700-17.251259.72
2352024.10.14 21:05close780.101.798571.788941.80494-2.621257.10
2362024.10.14 21:05close770.101.799071.810531.7945310.361267.46
2372024.10.14 21:05close760.101.799071.808401.79240-4.761262.70
2382024.10.15 03:00sell800.101.803240.000000.00000
2392024.10.15 03:00modify800.101.803241.813241.79724
2402024.10.15 05:03sell810.101.801130.000000.00000
2412024.10.15 05:03modify810.101.801131.811131.79513
2422024.10.15 05:45buy820.101.801630.000000.00000
2432024.10.15 05:45modify820.101.801631.791631.80763
2442024.10.15 07:26buy830.101.803740.000000.00000
2452024.10.15 07:26modify830.101.803741.793741.80974
2462024.10.15 08:00buy840.101.805840.000000.00000
2472024.10.15 08:00modify840.101.805841.795841.81184
2482024.10.15 09:00sell850.101.805380.000000.00000
2492024.10.15 09:00modify850.101.805381.815381.79938
2502024.10.15 10:27sell860.101.807440.000000.00000
2512024.10.15 10:27modify860.101.807441.817441.80144
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5272024.10.31 14:05t/p1730.101.793301.809301.7933042.591567.80
5282024.10.31 15:02buy1780.101.791400.000000.00000
5292024.10.31 15:02modify1780.101.791401.781401.79740
5302024.10.31 15:04t/p1740.101.791171.807171.7911742.591610.39
5312024.10.31 15:11buy1790.101.789300.000000.00000
5322024.10.31 15:11modify1790.101.789301.779301.79530
5332024.10.31 16:20t/p1790.101.795301.779301.7953042.591652.98
5342024.10.31 20:39close1780.101.796621.781401.7974037.051690.03
5352024.10.31 20:39close1770.101.796621.783421.7994222.711712.74
5362024.10.31 20:39close1760.101.796621.785581.801587.381720.12
5372024.10.31 20:39close1750.101.796621.787701.80370-7.671712.45