Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.03.01 00:00 - 2023.03.31 20:55 (2023.03.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=18; MA_Method=0; MA_AppliedPrice=0; MA_Shift=4; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=100; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=500; 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=480; Run_ProfitTrailingStop=30; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test7587Ticks modelled373462Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit3052.01Gross profit6209.81Gross loss-3157.80
Profit factor1.97Expected payoff5.51
Absolute drawdown271.51Maximal drawdown881.37 (8.25%)Relative drawdown8.25% (881.37)
Total trades554Short positions (won %)265 (49.81%)Long positions (won %)289 (66.44%)
Profit trades (% of total)324 (58.48%)Loss trades (% of total)230 (41.52%)
Largestprofit trade29.62loss trade-44.72
Averageprofit trade19.17loss trade-13.73
Maximumconsecutive wins (profit in money)26 (574.98)consecutive losses (loss in money)32 (-734.83)
Maximalconsecutive profit (count of wins)574.98 (26)consecutive loss (count of losses)-734.83 (32)
Averageconsecutive wins8consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 08:00sell10.101.643130.000000.00000
22023.03.01 08:00modify10.101.643131.653131.63913
32023.03.01 08:00sell20.101.643430.000000.00000
42023.03.01 08:00modify20.101.643431.653431.63943
52023.03.01 08:00sell30.101.643790.000000.00000
62023.03.01 08:00modify30.101.643791.653791.63979
72023.03.01 08:03sell40.101.644120.000000.00000
82023.03.01 08:03modify40.101.644121.654121.64012
92023.03.01 08:15sell50.101.642740.000000.00000
102023.03.01 08:15modify50.101.642741.652741.63874
112023.03.01 08:22sell60.101.642470.000000.00000
122023.03.01 08:22modify60.101.642471.652471.63847
132023.03.01 08:26sell70.101.642220.000000.00000
142023.03.01 08:26modify70.101.642221.652221.63822
152023.03.01 09:03sell80.101.641910.000000.00000
162023.03.01 09:03modify80.101.641911.651911.63791
172023.03.01 09:57sell90.101.641630.000000.00000
182023.03.01 09:57modify90.101.641631.651631.63763
192023.03.01 10:00sell100.101.641250.000000.00000
202023.03.01 10:00modify100.101.641251.651251.63725
212023.03.01 10:03buy110.101.641440.000000.00000
222023.03.01 10:03modify110.101.641441.631441.64544
232023.03.01 10:04sell120.101.641120.000000.00000
242023.03.01 10:04modify120.101.641121.651121.63712
252023.03.01 10:09buy130.101.641100.000000.00000
262023.03.01 10:09modify130.101.641101.631101.64510
272023.03.01 10:09buy140.101.640790.000000.00000
282023.03.01 10:09modify140.101.640791.630791.64479
292023.03.01 10:10buy150.101.640710.000000.00000
302023.03.01 10:10modify150.101.640711.630711.64471
312023.03.01 10:10buy160.101.640380.000000.00000
322023.03.01 10:10modify160.101.640381.630381.64438
332023.03.01 10:11t/p40.101.640121.654121.6401229.6210029.62
342023.03.01 10:11t/p30.101.639791.653791.6397929.6110059.23
352023.03.01 10:11buy170.101.639710.000000.00000
362023.03.01 10:11modify170.101.639711.629711.64371
372023.03.01 10:11buy180.101.640120.000000.00000
382023.03.01 10:11modify180.101.640121.630121.64412
392023.03.01 10:30t/p20.101.639431.653431.6394329.6210088.85
402023.03.01 10:30buy190.101.639400.000000.00000
412023.03.01 10:30modify190.101.639401.629401.64340
422023.03.01 10:30t/p10.101.639131.653131.6391329.6210118.47
432023.03.01 10:30buy200.101.639110.000000.00000
442023.03.01 10:30modify200.101.639111.629111.64311
452023.03.01 10:30t/p50.101.638741.652741.6387429.6210148.09
462023.03.01 10:30buy210.101.638720.000000.00000
472023.03.01 10:30modify210.101.638721.628721.64272
482023.03.01 10:31buy220.101.638480.000000.00000
492023.03.01 10:31modify220.101.638481.628481.64248
502023.03.01 10:31t/p60.101.638471.652471.6384729.6210177.71
512023.03.01 10:31t/p70.101.638221.652221.6382229.6210207.33
522023.03.01 10:31buy230.101.638200.000000.00000
532023.03.01 10:31modify230.101.638201.628201.64220
542023.03.01 10:31t/p80.101.637911.651911.6379129.6110236.94
552023.03.01 10:31buy240.101.637840.000000.00000
562023.03.01 10:31modify240.101.637841.627841.64184
572023.03.01 10:33t/p90.101.637631.651631.6376329.6110266.55
582023.03.01 10:33buy250.101.637580.000000.00000
592023.03.01 10:33modify250.101.637581.627581.64158
602023.03.01 10:33buy260.101.637320.000000.00000
612023.03.01 10:33modify260.101.637321.627321.64132
622023.03.01 10:33t/p100.101.637251.651251.6372529.6210296.17
632023.03.01 10:33t/p120.101.637121.651121.6371229.6110325.78
642023.03.01 10:33buy270.101.636970.000000.00000
652023.03.01 10:33modify270.101.636971.626971.64097
662023.03.01 10:34buy280.101.636720.000000.00000
672023.03.01 10:34modify280.101.636721.626721.64072
682023.03.01 10:40buy290.101.636310.000000.00000
692023.03.01 10:40modify290.101.636311.626311.64031
702023.03.01 10:43buy300.101.636240.000000.00000
712023.03.01 10:43modify300.101.636241.626241.64024
722023.03.01 10:44buy310.101.635730.000000.00000
732023.03.01 10:44modify310.101.635731.625731.63973
742023.03.01 10:45buy320.101.635530.000000.00000
752023.03.01 10:45modify320.101.635531.625531.63953
762023.03.01 10:46buy330.101.635230.000000.00000
772023.03.01 10:46modify330.101.635231.625231.63923
782023.03.01 12:25t/p330.101.639231.625231.6392329.6210355.40
792023.03.01 12:27t/p320.101.639531.625531.6395329.6210385.02
802023.03.01 12:27close310.101.639561.625731.6397328.3610413.38
812023.03.01 12:27close300.101.639561.626241.6402424.5810437.96
822023.03.01 12:27close290.101.639561.626311.6403124.0610462.02
832023.03.01 12:27close280.101.639561.626721.6407221.0310483.05
842023.03.01 12:27close270.101.639561.626971.6409719.1710502.22
852023.03.01 12:27close260.101.639561.627321.6413216.5810518.80
862023.03.01 12:27close250.101.639561.627581.6415814.6610533.46
872023.03.01 12:27close240.101.639561.627841.6418412.7310546.19
882023.03.01 12:27close230.101.639561.628201.6422010.0710556.26
892023.03.01 12:27close220.101.639561.628481.642487.9910564.25
902023.03.01 12:27close210.101.639561.628721.642726.2210570.47
912023.03.01 12:27close200.101.639561.629111.643113.3310573.80
922023.03.01 12:27close190.101.639561.629401.643401.1810574.98
932023.03.01 12:27close180.101.639561.630121.64412-4.1510570.83
942023.03.01 12:27close170.101.639561.629711.64371-1.1110569.72
952023.03.01 12:27close160.101.639561.630381.64438-6.0710563.65
962023.03.01 12:27close150.101.639561.630711.64471-8.5210555.13
972023.03.01 12:27close140.101.639561.630791.64479-9.1110546.02
982023.03.01 12:27close130.101.639561.631101.64510-11.4110534.61
992023.03.01 12:27close110.101.639561.631441.64544-13.9210520.69
1002023.03.02 08:00buy340.101.632590.000000.00000
1012023.03.02 08:00modify340.101.632591.622591.63659
1022023.03.02 08:00buy350.101.632270.000000.00000
1032023.03.02 08:00modify350.101.632271.622271.63627
1042023.03.02 08:00buy360.101.632030.000000.00000
1052023.03.02 08:00modify360.101.632031.622031.63603
1062023.03.02 08:03buy370.101.631690.000000.00000
1072023.03.02 08:03modify370.101.631691.621691.63569
1082023.03.02 08:03buy380.101.631380.000000.00000
1092023.03.02 08:03modify380.101.631381.621381.63538
1102023.03.02 08:05buy390.101.631060.000000.00000
1112023.03.02 08:05modify390.101.631061.621061.63506
1122023.03.02 08:06buy400.101.630760.000000.00000
1132023.03.02 08:06modify400.101.630761.620761.63476
1142023.03.02 08:08buy410.101.630490.000000.00000
1152023.03.02 08:08modify410.101.630491.620491.63449
1162023.03.02 08:11buy420.101.630100.000000.00000
1172023.03.02 08:11modify420.101.630101.620101.63410
1182023.03.02 08:12buy430.101.629850.000000.00000
1192023.03.02 08:12modify430.101.629851.619851.63385
1202023.03.02 09:09sell440.101.632520.000000.00000
1212023.03.02 09:09modify440.101.632521.642521.62852
1222023.03.02 09:09sell450.101.632800.000000.00000
1232023.03.02 09:09modify450.101.632801.642801.62880
1242023.03.02 09:14sell460.101.633090.000000.00000
1252023.03.02 09:14modify460.101.633091.643091.62909
1262023.03.02 09:19sell470.101.632080.000000.00000
1272023.03.02 09:19modify470.101.632081.642081.62808
1282023.03.02 09:36sell480.101.631930.000000.00000
1292023.03.02 09:36modify480.101.631931.641931.62793
1302023.03.02 09:58buy490.101.629500.000000.00000
1312023.03.02 09:58modify490.101.629501.619501.63350
1322023.03.02 10:46buy500.101.629290.000000.00000
1332023.03.02 10:46modify500.101.629291.619291.63329
1342023.03.02 10:57t/p460.101.629091.643091.6290929.6110550.30
1352023.03.02 11:38sell510.101.630930.000000.00000
1362023.03.02 11:38modify510.101.630931.640931.62693
1372023.03.02 11:50sell520.101.631200.000000.00000
1382023.03.02 11:50modify520.101.631201.641201.62720
1392023.03.02 12:00sell530.101.630580.000000.00000
1402023.03.02 12:00modify530.101.630581.640581.62658
1412023.03.02 12:27sell540.101.631600.000000.00000
1422023.03.02 12:27modify540.101.631601.641601.62760
1432023.03.02 12:50buy550.101.628890.000000.00000
1442023.03.02 12:50modify550.101.628891.618891.63289
1452023.03.02 12:50t/p450.101.628801.642801.6288029.6210579.92
1462023.03.02 12:51t/p440.101.628521.642521.6285229.6110609.53
1472023.03.02 12:51t/p470.101.628081.642081.6280829.6210639.15
1482023.03.02 12:51t/p480.101.627931.641931.6279329.6210668.77
1492023.03.02 12:51buy560.101.627730.000000.00000
1502023.03.02 12:51modify560.101.627731.617731.63173
1512023.03.02 12:51buy570.101.628120.000000.00000
1522023.03.02 12:51modify570.101.628121.618121.63212
1532023.03.02 12:57t/p540.101.627601.641601.6276029.6110698.38
1542023.03.02 12:59buy580.101.627580.000000.00000
1552023.03.02 12:59modify580.101.627581.617581.63158
1562023.03.02 13:00close580.101.626971.617581.63158-4.5210693.86
1572023.03.02 13:00close570.101.626971.618121.63212-8.5210685.34
1582023.03.02 13:00close560.101.626971.617731.63173-5.6310679.71
1592023.03.02 13:00close550.101.626971.618891.63289-14.2210665.49
1602023.03.02 13:00close530.101.627471.640581.6265823.0210688.51
1612023.03.02 13:00close520.101.627471.641201.6272027.6110716.12
1622023.03.02 13:00close510.101.627471.640931.6269325.6110741.73
1632023.03.02 13:00close500.101.626971.619291.63329-17.1810724.55
1642023.03.02 13:00close490.101.626971.619501.63350-18.7310705.82
1652023.03.02 13:00close430.101.626971.619851.63385-21.3310684.49
1662023.03.02 13:00close420.101.626971.620101.63410-23.1810661.31
1672023.03.02 13:00close410.101.626971.620491.63449-26.0710635.24
1682023.03.02 13:00close400.101.626971.620761.63476-28.0610607.18
1692023.03.02 13:00close390.101.626971.621061.63506-30.2910576.89
1702023.03.02 13:00close380.101.626971.621381.63538-32.6610544.23
1712023.03.02 13:00close370.101.626971.621691.63569-34.9510509.28
1722023.03.02 13:00close360.101.626971.622031.63603-37.4710471.81
1732023.03.02 13:00close350.101.626971.622271.63627-39.2410432.57
1742023.03.02 13:00close340.101.626971.622591.63659-41.6110390.96
1752023.03.03 08:00buy590.101.625920.000000.00000
1762023.03.03 08:00modify590.101.625921.615921.62992
1772023.03.03 08:00sell600.101.625830.000000.00000
1782023.03.03 08:00modify600.101.625831.635831.62183
1792023.03.03 08:00sell610.101.626070.000000.00000
1802023.03.03 08:00modify610.101.626071.636071.62207
1812023.03.03 08:00sell620.101.626320.000000.00000
1822023.03.03 08:00modify620.101.626321.636321.62232
1832023.03.03 08:02buy630.101.626100.000000.00000
1842023.03.03 08:02modify630.101.626101.616101.63010
1852023.03.03 08:08buy640.101.625640.000000.00000
1862023.03.03 08:08modify640.101.625641.615641.62964
1872023.03.03 08:42buy650.101.626400.000000.00000
1882023.03.03 08:42modify650.101.626401.616401.63040
1892023.03.03 08:49buy660.101.625260.000000.00000
1902023.03.03 08:49modify660.101.625261.615261.62926
1912023.03.03 08:51buy670.101.624900.000000.00000
1922023.03.03 08:51modify670.101.624901.614901.62890
1932023.03.03 08:51buy680.101.624670.000000.00000
1942023.03.03 08:51modify680.101.624671.614671.62867
1952023.03.03 10:16sell690.101.626650.000000.00000
1962023.03.03 10:16modify690.101.626651.636651.62265
1972023.03.03 10:19sell700.101.626960.000000.00000
1982023.03.03 10:19modify700.101.626961.636961.62296
1992023.03.03 10:26sell710.101.627220.000000.00000
2002023.03.03 10:26modify710.101.627221.637221.62322
2012023.03.03 10:28sell720.101.627580.000000.00000
2022023.03.03 10:28modify720.101.627581.637581.62358
2032023.03.03 10:33sell730.101.627820.000000.00000
2042023.03.03 10:33modify730.101.627821.637821.62382
2052023.03.03 11:37sell740.101.628120.000000.00000
2062023.03.03 11:37modify740.101.628121.638121.62412
2072023.03.03 11:39sell750.101.628420.000000.00000
2082023.03.03 11:39modify750.101.628421.638421.62442
2092023.03.03 11:48t/p680.101.628671.614671.6286729.6210420.58
2102023.03.03 11:49sell760.101.628720.000000.00000
2112023.03.03 11:49modify760.101.628721.638721.62472
2122023.03.03 12:00t/p670.101.628901.614901.6289029.6210450.20
2132023.03.03 12:01sell770.101.629160.000000.00000
2142023.03.03 12:01modify770.101.629161.639161.62516
2152023.03.03 12:01t/p660.101.629261.615261.6292629.6210479.82
2162023.03.03 12:01sell780.101.629320.000000.00000
2172023.03.03 12:01modify780.101.629321.639321.62532
2182023.03.03 12:33t/p640.101.629641.615641.6296429.6210509.44
2192023.03.03 12:33sell790.101.629700.000000.00000
2202023.03.03 12:33modify790.101.629701.639701.62570
2212023.03.03 12:58t/p590.101.629921.615921.6299229.6110539.05
2222023.03.03 12:58sell800.101.629920.000000.00000
2232023.03.03 12:58modify800.101.629921.639921.62592
2242023.03.03 12:59t/p630.101.630101.616101.6301029.6210568.67
2252023.03.03 12:59sell810.101.630250.000000.00000
2262023.03.03 12:59modify810.101.630251.640251.62625
2272023.03.03 13:00close810.101.630541.640251.62625-2.1410566.53
2282023.03.03 13:00close800.101.630541.639921.62592-4.5910561.94
2292023.03.03 13:00close790.101.630541.639701.62570-6.2110555.73
2302023.03.03 13:00close780.101.630541.639321.62532-9.0310546.70
2312023.03.03 13:00close770.101.630541.639161.62516-10.2110536.49
2322023.03.03 13:00close760.101.630541.638721.62472-13.4710523.02
2332023.03.03 13:00close750.101.630541.638421.62442-15.6910507.33
2342023.03.03 13:00close740.101.630541.638121.62412-17.9110489.42
2352023.03.03 13:00close730.101.630541.637821.62382-20.1310469.29
2362023.03.03 13:00close720.101.630541.637581.62358-21.9110447.38
2372023.03.03 13:00close710.101.630541.637221.62322-24.5810422.80
2382023.03.03 13:00close700.101.630541.636961.62296-26.5010396.30
2392023.03.03 13:00close690.101.630541.636651.62265-28.8010367.50
2402023.03.03 13:00close650.101.630041.616401.6304026.9510394.45
2412023.03.03 13:00close620.101.630541.636321.62232-31.2410363.21
2422023.03.03 13:00close610.101.630541.636071.62207-33.0910330.12
2432023.03.03 13:00close600.101.630541.635831.62183-34.8710295.25
2442023.03.06 08:00buy820.101.635720.000000.00000
2452023.03.06 08:00modify820.101.635721.625721.63972
2462023.03.06 08:00buy830.101.636140.000000.00000
2472023.03.06 08:00modify830.101.636141.626141.64014
2482023.03.06 08:04buy840.101.636360.000000.00000
2492023.03.06 08:04modify840.101.636361.626361.64036
2502023.03.06 08:10buy850.101.636690.000000.00000
2512023.03.06 08:10modify850.101.636691.626691.64069
2522023.03.06 08:14sell860.101.636420.000000.00000
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16162023.03.31 08:14modify5400.101.677031.687031.67303
16172023.03.31 08:15sell5410.101.677250.000000.00000
16182023.03.31 08:15modify5410.101.677251.687251.67325
16192023.03.31 08:16sell5420.101.677540.000000.00000
16202023.03.31 08:16modify5420.101.677541.687541.67354
16212023.03.31 08:18buy5430.101.676730.000000.00000
16222023.03.31 08:18modify5430.101.676731.666731.68073
16232023.03.31 08:20buy5440.101.676240.000000.00000
16242023.03.31 08:20modify5440.101.676241.666241.68024
16252023.03.31 08:22buy5450.101.675920.000000.00000
16262023.03.31 08:22modify5450.101.675921.665921.67992
16272023.03.31 08:27buy5460.101.675630.000000.00000
16282023.03.31 08:27modify5460.101.675631.665631.67963
16292023.03.31 08:36buy5470.101.675330.000000.00000
16302023.03.31 08:36modify5470.101.675331.665331.67933
16312023.03.31 08:46buy5480.101.675030.000000.00000
16322023.03.31 08:46modify5480.101.675031.665031.67903
16332023.03.31 10:17sell5490.101.676140.000000.00000
16342023.03.31 10:17modify5490.101.676141.686141.67214
16352023.03.31 11:19sell5500.101.677860.000000.00000
16362023.03.31 11:19modify5500.101.677861.687861.67386
16372023.03.31 11:22sell5510.101.678170.000000.00000
16382023.03.31 11:22modify5510.101.678171.688171.67417
16392023.03.31 11:24sell5520.101.678490.000000.00000
16402023.03.31 11:24modify5520.101.678491.688491.67449
16412023.03.31 11:27sell5530.101.678780.000000.00000
16422023.03.31 11:27modify5530.101.678781.688781.67478
16432023.03.31 12:55t/p5480.101.679031.665031.6790329.6213054.46
16442023.03.31 12:55sell5540.101.679100.000000.00000
16452023.03.31 12:55modify5540.101.679101.689101.67510
16462023.03.31 13:00close5540.101.678861.689101.675101.7713056.23
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16502023.03.31 13:00close5500.101.678861.687861.67386-7.4113040.37
16512023.03.31 13:00close5490.101.678861.686141.67214-20.1413020.23
16522023.03.31 13:00close5470.101.678361.665331.6793322.4413042.67
16532023.03.31 13:00close5460.101.678361.665631.6796320.2213062.89
16542023.03.31 13:00close5450.101.678361.665921.6799218.0713080.96
16552023.03.31 13:00close5440.101.678361.666241.6802415.7013096.66
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16612023.03.31 13:00close5380.101.678861.686351.67235-18.5913038.53
16622023.03.31 13:00close5370.101.678361.666541.6805413.4813052.01