Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.04.02 21:00 - 2023.04.30 23:55 (2023.04.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersPSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=21; MA_Method=0; MA_AppliedPrice=0; MA_Shift=2; MA_DirOption=1; GapSize=9; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=0; 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=450; 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=70; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; 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 test6790Ticks modelled310044Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1893.39Gross profit3757.48Gross loss-1864.09
Profit factor2.02Expected payoff7.67
Absolute drawdown373.58Maximal drawdown619.08 (5.88%)Relative drawdown5.88% (619.08)
Total trades247Short positions (won %)99 (56.57%)Long positions (won %)148 (60.14%)
Profit trades (% of total)145 (58.70%)Loss trades (% of total)102 (41.30%)
Largestprofit trade74.77loss trade-58.16
Averageprofit trade25.91loss trade-18.28
Maximumconsecutive wins (profit in money)19 (632.07)consecutive losses (loss in money)11 (-236.71)
Maximalconsecutive profit (count of wins)632.07 (19)consecutive loss (count of losses)-277.27 (9)
Averageconsecutive wins5consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.04.03 06:00sell10.101.661470.000000.00000
22023.04.03 06:00modify10.101.661470.000001.65147
32023.04.03 06:10sell20.101.660510.000000.00000
42023.04.03 06:10modify20.101.660510.000001.65051
52023.04.03 07:01sell30.101.662380.000000.00000
62023.04.03 07:01modify30.101.662380.000001.65238
72023.04.03 07:29sell40.101.663270.000000.00000
82023.04.03 07:29modify40.101.663270.000001.65327
92023.04.03 07:38sell50.101.664240.000000.00000
102023.04.03 07:38modify50.101.664240.000001.65424
112023.04.03 09:56sell60.101.665130.000000.00000
122023.04.03 09:56modify60.101.665130.000001.65513
132023.04.03 10:06sell70.101.665970.000000.00000
142023.04.03 10:06modify70.101.665970.000001.65597
152023.04.03 12:12sell80.101.666880.000000.00000
162023.04.03 12:12modify80.101.666880.000001.65688
172023.04.03 12:18sell90.101.667860.000000.00000
182023.04.03 12:18modify90.101.667860.000001.65786
192023.04.03 12:20sell100.101.668710.000000.00000
202023.04.03 12:20modify100.101.668710.000001.65871
212023.04.03 17:00close100.101.664500.000001.6587131.4710031.47
222023.04.03 17:00close90.101.664500.000001.6578625.1210056.59
232023.04.03 17:00close80.101.664500.000001.6568817.7910074.38
242023.04.03 17:00close70.101.664500.000001.6559710.9910085.37
252023.04.03 17:00close60.101.664500.000001.655134.7110090.08
262023.04.03 17:00close50.101.664500.000001.65424-1.9410088.14
272023.04.03 17:00close40.101.664500.000001.65327-9.2010078.94
282023.04.03 17:00close30.101.664500.000001.65238-15.8510063.09
292023.04.03 17:00close20.101.664500.000001.65051-29.8310033.26
302023.04.03 17:00close10.101.664500.000001.65147-22.6510010.61
312023.04.04 06:00buy110.101.666430.000000.00000
322023.04.04 06:00modify110.101.666430.000001.67643
332023.04.04 06:03buy120.101.667360.000000.00000
342023.04.04 06:03modify120.101.667360.000001.67736
352023.04.04 06:41buy130.101.668410.000000.00000
362023.04.04 06:41modify130.101.668410.000001.67841
372023.04.04 07:12buy140.101.669180.000000.00000
382023.04.04 07:12modify140.101.669180.000001.67918
392023.04.04 07:15buy150.101.670200.000000.00000
402023.04.04 07:15modify150.101.670200.000001.68020
412023.04.04 07:29buy160.101.671040.000000.00000
422023.04.04 07:29modify160.101.671040.000001.68104
432023.04.04 07:29buy170.101.671880.000000.00000
442023.04.04 07:29modify170.101.671880.000001.68188
452023.04.04 07:44buy180.101.673120.000000.00000
462023.04.04 07:44modify180.101.673120.000001.68312
472023.04.04 07:44buy190.101.673790.000000.00000
482023.04.04 07:44modify190.101.673790.000001.68379
492023.04.04 07:45buy200.101.674770.000000.00000
502023.04.04 07:45modify200.101.674770.000001.68477
512023.04.04 09:05buy210.101.675500.000000.00000
522023.04.04 09:05modify210.101.675500.000001.68550
532023.04.04 09:06buy220.101.676510.000000.00000
542023.04.04 09:06modify220.101.676510.000001.68651
552023.04.04 09:07t/p110.101.676430.000001.6764374.7710085.38
562023.04.04 09:10close220.101.676620.000001.686510.8310086.21
572023.04.04 09:10close210.101.676620.000001.685508.3810094.59
582023.04.04 09:10close200.101.676620.000001.6847713.8410108.43
592023.04.04 09:10close190.101.676620.000001.6837921.1610129.59
602023.04.04 09:10close180.101.676620.000001.6831226.1710155.76
612023.04.04 09:10close170.101.676620.000001.6818835.4410191.20
622023.04.04 09:10close160.101.676620.000001.6810441.7210232.92
632023.04.04 09:10close150.101.676620.000001.6802048.0010280.92
642023.04.04 09:10close140.101.676620.000001.6791855.6310336.55
652023.04.04 09:10close130.101.676620.000001.6784161.3910397.94
662023.04.04 09:10close120.101.676620.000001.6773669.2410467.18
672023.04.05 06:00buy230.101.680010.000000.00000
682023.04.05 06:00modify230.101.680010.000001.69001
692023.04.05 07:01buy240.101.680970.000000.00000
702023.04.05 07:01modify240.101.680970.000001.69097
712023.04.05 07:04buy250.101.681860.000000.00000
722023.04.05 07:04modify250.101.681860.000001.69186
732023.04.05 07:10buy260.101.682720.000000.00000
742023.04.05 07:10modify260.101.682720.000001.69272
752023.04.05 07:25buy270.101.683650.000000.00000
762023.04.05 07:25modify270.101.683650.000001.69365
772023.04.05 11:09buy280.101.679060.000000.00000
782023.04.05 11:09modify280.101.679060.000001.68906
792023.04.05 11:21buy290.101.678150.000000.00000
802023.04.05 11:21modify290.101.678150.000001.68815
812023.04.05 13:24buy300.101.677300.000000.00000
822023.04.05 13:24modify300.101.677300.000001.68730
832023.04.05 14:00sell310.101.676810.000000.00000
842023.04.05 14:00modify310.101.676810.000001.66681
852023.04.05 14:00sell320.101.678010.000000.00000
862023.04.05 14:00modify320.101.678010.000001.66801
872023.04.05 14:00sell330.101.678720.000000.00000
882023.04.05 14:00modify330.101.678720.000001.66872
892023.04.05 14:25sell340.101.675770.000000.00000
902023.04.05 14:25modify340.101.675770.000001.66577
912023.04.05 14:44sell350.101.675130.000000.00000
922023.04.05 14:44modify350.101.675130.000001.66513
932023.04.05 17:00close350.101.678240.000001.66513-23.2510443.93
942023.04.05 17:00close340.101.678240.000001.66577-18.4710425.46
952023.04.05 17:00close330.101.678240.000001.668723.5910429.05
962023.04.05 17:00close320.101.678240.000001.66801-1.7210427.33
972023.04.05 17:00close310.101.678240.000001.66681-10.6910416.64
982023.04.05 17:00close300.101.677740.000001.687303.2910419.93
992023.04.05 17:00close290.101.677740.000001.68815-3.0610416.87
1002023.04.05 17:00close280.101.677740.000001.68906-9.8710407.00
1012023.04.05 17:00close270.101.677740.000001.69365-44.1910362.81
1022023.04.05 17:00close260.101.677740.000001.69272-37.2310325.58
1032023.04.05 17:00close250.101.677740.000001.69186-30.8010294.78
1042023.04.05 17:00close240.101.677740.000001.69097-24.1510270.63
1052023.04.05 17:00close230.101.677740.000001.69001-16.9710253.66
1062023.04.06 06:00sell360.101.678510.000000.00000
1072023.04.06 06:00modify360.101.678510.000001.66851
1082023.04.06 06:27sell370.101.677530.000000.00000
1092023.04.06 06:27modify370.101.677530.000001.66753
1102023.04.06 07:05sell380.101.679410.000000.00000
1112023.04.06 07:05modify380.101.679410.000001.66941
1122023.04.06 07:20sell390.101.680490.000000.00000
1132023.04.06 07:20modify390.101.680490.000001.67049
1142023.04.06 07:26sell400.101.681220.000000.00000
1152023.04.06 07:26modify400.101.681220.000001.67122
1162023.04.06 11:00buy410.101.679030.000000.00000
1172023.04.06 11:00modify410.101.679030.000001.68903
1182023.04.06 11:11buy420.101.679960.000000.00000
1192023.04.06 11:11modify420.101.679960.000001.68996
1202023.04.06 11:27buy430.101.680810.000000.00000
1212023.04.06 11:27modify430.101.680810.000001.69081
1222023.04.06 11:39buy440.101.681730.000000.00000
1232023.04.06 11:39modify440.101.681730.000001.69173
1242023.04.06 12:50sell450.101.676360.000000.00000
1252023.04.06 12:50modify450.101.676360.000001.66636
1262023.04.06 12:55sell460.101.675770.000000.00000
1272023.04.06 12:55modify460.101.675770.000001.66577
1282023.04.06 13:02buy470.101.676320.000000.00000
1292023.04.06 13:02modify470.101.676320.000001.68632
1302023.04.06 13:04buy480.101.675200.000000.00000
1312023.04.06 13:04modify480.101.675200.000001.68520
1322023.04.06 13:31buy490.101.677280.000000.00000
1332023.04.06 13:31modify490.101.677280.000001.68728
1342023.04.06 13:36buy500.101.678200.000000.00000
1352023.04.06 13:36modify500.101.678200.000001.68820
1362023.04.06 14:14buy510.101.674510.000000.00000
1372023.04.06 14:14modify510.101.674510.000001.68451
1382023.04.06 17:00close510.101.679230.000001.6845135.2910288.95
1392023.04.06 17:00close500.101.679230.000001.688207.7010296.65
1402023.04.06 17:00close490.101.679230.000001.6872814.5810311.23
1412023.04.06 17:00close480.101.679230.000001.6852030.1310341.36
1422023.04.06 17:00close470.101.679230.000001.6863221.7610363.12
1432023.04.06 17:00close460.101.679730.000001.66577-29.6110333.51
1442023.04.06 17:00close450.101.679730.000001.66636-25.2010308.31
1452023.04.06 17:00close440.101.679230.000001.69173-18.6910289.62
1462023.04.06 17:00close430.101.679230.000001.69081-11.8110277.81
1472023.04.06 17:00close420.101.679230.000001.68996-5.4610272.35
1482023.04.06 17:00close410.101.679230.000001.689031.5010273.85
1492023.04.06 17:00close400.101.679730.000001.6712211.1410284.99
1502023.04.06 17:00close390.101.679730.000001.670495.6810290.67
1512023.04.06 17:00close380.101.679730.000001.66941-2.3910288.28
1522023.04.06 17:00close370.101.679730.000001.66753-16.4510271.83
1532023.04.06 17:00close360.101.679730.000001.66851-9.1210262.71
1542023.04.07 06:00buy520.101.679440.000000.00000
1552023.04.07 06:00modify520.101.679440.000001.68944
1562023.04.07 06:26buy530.101.680380.000000.00000
1572023.04.07 06:26modify530.101.680380.000001.69038
1582023.04.07 07:02sell540.101.678030.000000.00000
1592023.04.07 07:02modify540.101.678030.000001.66803
1602023.04.07 08:02sell550.101.677050.000000.00000
1612023.04.07 08:02modify550.101.677050.000001.66705
1622023.04.07 08:26sell560.101.679000.000000.00000
1632023.04.07 08:26modify560.101.679000.000001.66900
1642023.04.07 08:46sell570.101.679840.000000.00000
1652023.04.07 08:46modify570.101.679840.000001.66984
1662023.04.07 08:50sell580.101.680750.000000.00000
1672023.04.07 08:50modify580.101.680750.000001.67075
1682023.04.07 11:43buy590.101.681300.000000.00000
1692023.04.07 11:43modify590.101.681300.000001.69130
1702023.04.07 12:30buy600.101.678530.000000.00000
1712023.04.07 12:30modify600.101.678530.000001.68853
1722023.04.07 12:30buy610.101.676640.000000.00000
1732023.04.07 12:30modify610.101.676640.000001.68664
1742023.04.07 12:30buy620.101.677790.000000.00000
1752023.04.07 12:30modify620.101.677790.000001.68779
1762023.04.07 13:16buy630.101.675820.000000.00000
1772023.04.07 13:16modify630.101.675820.000001.68582
1782023.04.07 13:21buy640.101.674870.000000.00000
1792023.04.07 13:21modify640.101.674870.000001.68487
1802023.04.07 16:14sell650.101.676050.000000.00000
1812023.04.07 16:14modify650.101.676050.000001.66605
1822023.04.07 17:00close650.101.677650.000001.66605-11.9610250.75
1832023.04.07 17:00close640.101.677150.000001.6848717.0510267.80
1842023.04.07 17:00close630.101.677150.000001.685829.9510277.75
1852023.04.07 17:00close620.101.677150.000001.68779-4.7810272.97
1862023.04.07 17:00close610.101.677150.000001.686643.8210276.79
1872023.04.07 17:00close600.101.677150.000001.68853-10.3110266.48
1882023.04.07 17:00close590.101.677150.000001.69130-31.0310235.45
1892023.04.07 17:00close580.101.677650.000001.6707523.1710258.62
1902023.04.07 17:00close570.101.677650.000001.6698416.3710274.99
1912023.04.07 17:00close560.101.677650.000001.6690010.0910285.08
1922023.04.07 17:00close550.101.677650.000001.66705-4.4910280.59
1932023.04.07 17:00close540.101.677650.000001.668032.8410283.43
1942023.04.07 17:00close530.101.677150.000001.69038-24.1510259.28
1952023.04.07 17:00close520.101.677150.000001.68944-17.1210242.16
1962023.04.10 06:00sell660.101.676480.000000.00000
1972023.04.10 06:00modify660.101.676480.000001.66648
1982023.04.10 06:15sell670.101.675550.000000.00000
1992023.04.10 06:15modify670.101.675550.000001.66555
2002023.04.10 06:23sell680.101.674640.000000.00000
2012023.04.10 06:23modify680.101.674640.000001.66464
2022023.04.10 08:15sell690.101.677450.000000.00000
2032023.04.10 08:15modify690.101.677450.000001.66745
2042023.04.10 08:27sell700.101.678290.000000.00000
2052023.04.10 08:27modify700.101.678290.000001.66829
2062023.04.10 12:00buy710.101.676160.000000.00000
2072023.04.10 12:00modify710.101.676160.000001.68616
2082023.04.10 12:08buy720.101.675120.000000.00000
2092023.04.10 12:08modify720.101.675120.000001.68512
2102023.04.10 12:11buy730.101.673930.000000.00000
2112023.04.10 12:11modify730.101.673930.000001.68393
2122023.04.10 12:17buy740.101.673380.000000.00000
2132023.04.10 12:17modify740.101.673380.000001.68338
2142023.04.10 12:49buy750.101.672300.000000.00000
2152023.04.10 12:49modify750.101.672300.000001.68230
2162023.04.10 12:50buy760.101.671410.000000.00000
2172023.04.10 12:50modify760.101.671410.000001.68141
2182023.04.10 14:00sell770.101.673650.000000.00000
2192023.04.10 14:00modify770.101.673650.000001.66365
2202023.04.10 14:33sell780.101.672810.000000.00000
2212023.04.10 14:33modify780.101.672810.000001.66281
2222023.04.10 17:00close780.101.674280.000001.66281-10.9810231.18
2232023.04.10 17:00close770.101.674280.000001.66365-4.7110226.47
2242023.04.10 17:00close760.101.673780.000001.6814117.7210244.19
2252023.04.10 17:00close750.101.673780.000001.6823011.0710255.26
2262023.04.10 17:00close740.101.673780.000001.683382.9910258.25
2272023.04.10 17:00close730.101.673780.000001.68393-1.1210257.13
2282023.04.10 17:00close720.101.673780.000001.68512-10.0210247.11
2292023.04.10 17:00close710.101.673780.000001.68616-17.7910229.32
2302023.04.10 17:00close700.101.674280.000001.6682929.9810259.30
2312023.04.10 17:00close690.101.674280.000001.6674523.7010283.00
2322023.04.10 17:00close680.101.674280.000001.664642.7010285.70
2332023.04.10 17:00close670.101.674280.000001.665559.5010295.20
2342023.04.10 17:00close660.101.674280.000001.6664816.4510311.65
2352023.04.11 06:00sell790.101.675000.000000.00000
2362023.04.11 06:00modify790.101.675000.000001.66500
2372023.04.11 06:14sell800.101.674100.000000.00000
2382023.04.11 06:14modify800.101.674100.000001.66410
2392023.04.11 07:11sell810.101.675990.000000.00000
2402023.04.11 07:11modify810.101.675990.000001.66599
2412023.04.11 07:43sell820.101.676860.000000.00000
2422023.04.11 07:43modify820.101.676860.000001.66686
2432023.04.11 08:08sell830.101.677730.000000.00000
2442023.04.11 08:08modify830.101.677730.000001.66773
2452023.04.11 08:25sell840.101.678750.000000.00000
2462023.04.11 08:25modify840.101.678750.000001.66875
2472023.04.11 09:10sell850.101.679500.000000.00000
2482023.04.11 09:10modify850.101.679500.000001.66950
2492023.04.11 10:46sell860.101.680430.000000.00000
2502023.04.11 10:46modify860.101.680430.000001.67043
2512023.04.11 11:01buy870.101.680900.000000.00000
2522023.04.11 11:01modify870.101.680900.000001.69090
2532023.04.11 11:20buy880.101.679920.000000.00000
2542023.04.11 11:20modify880.101.679920.000001.68992
2552023.04.11 11:25buy890.101.678950.000000.00000
2562023.04.11 11:25modify890.101.678950.000001.68895
2572023.04.11 12:19buy900.101.678200.000000.00000
2582023.04.11 12:19modify900.101.678200.000001.68820
2592023.04.11 13:48buy910.101.677250.000000.00000
2602023.04.11 13:48modify910.101.677250.000001.68725
2612023.04.11 14:04buy920.101.676350.000000.00000
2622023.04.11 14:04modify920.101.676350.000001.68635
2632023.04.11 14:11buy930.101.675470.000000.00000
2642023.04.11 14:11modify930.101.675470.000001.68547
2652023.04.11 15:28buy940.101.674490.000000.00000
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