Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.09.01 00:00 - 2023.09.29 20:55 (2023.09.01 - 2023.10.01)
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=12; MA_Period=8; MA_Method=0; MA_AppliedPrice=0; MA_Shift=5; MA_DirOption=1; GapSize=6; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=70; TakeProfit=80; 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=250; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=280; Run_ProfitTrailingStop=70; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test6990Ticks modelled301279Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2018.15Gross profit3091.44Gross loss-1073.29
Profit factor2.88Expected payoff8.55
Absolute drawdown144.60Maximal drawdown527.58 (4.54%)Relative drawdown4.54% (527.58)
Total trades236Short positions (won %)99 (72.73%)Long positions (won %)137 (52.55%)
Profit trades (% of total)144 (61.02%)Loss trades (% of total)92 (38.98%)
Largestprofit trade58.91loss trade-47.35
Averageprofit trade21.47loss trade-11.67
Maximumconsecutive wins (profit in money)16 (354.62)consecutive losses (loss in money)13 (-269.53)
Maximalconsecutive profit (count of wins)590.75 (14)consecutive loss (count of losses)-269.53 (13)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 13:00sell10.101.718810.000000.00000
22023.09.01 13:00modify10.101.718811.725811.71081
32023.09.01 13:01sell20.101.717960.000000.00000
42023.09.01 13:01modify20.101.717961.724961.70996
52023.09.01 13:01sell30.101.717600.000000.00000
62023.09.01 13:01modify30.101.717601.724601.70960
72023.09.01 13:03sell40.101.717130.000000.00000
82023.09.01 13:03modify40.101.717131.724131.70913
92023.09.01 13:04sell50.101.716320.000000.00000
102023.09.01 13:04modify50.101.716321.723321.70832
112023.09.01 13:06sell60.101.715740.000000.00000
122023.09.01 13:06modify60.101.715741.722741.70774
132023.09.01 13:30sell70.101.719460.000000.00000
142023.09.01 13:30modify70.101.719461.726461.71146
152023.09.01 14:00sell80.101.715020.000000.00000
162023.09.01 14:00modify80.101.715021.722021.70702
172023.09.01 14:29sell90.101.714610.000000.00000
182023.09.01 14:29modify90.101.714611.721611.70661
192023.09.01 14:36sell100.101.713850.000000.00000
202023.09.01 14:36modify100.101.713851.720851.70585
212023.09.01 14:39sell110.101.713260.000000.00000
222023.09.01 14:39modify110.101.713261.720261.70526
232023.09.01 14:54sell120.101.712810.000000.00000
242023.09.01 14:54modify120.101.712811.719811.70481
252023.09.01 15:18sell130.101.712180.000000.00000
262023.09.01 15:18modify130.101.712181.719181.70418
272023.09.01 15:20sell140.101.711590.000000.00000
282023.09.01 15:20modify140.101.711591.718591.70359
292023.09.01 15:22t/p70.101.711461.726461.7114658.9110058.91
302023.09.01 15:22sell150.101.710890.000000.00000
312023.09.01 15:22modify150.101.710891.717891.70289
322023.09.01 15:27close150.101.712041.717891.70289-8.4710050.44
332023.09.01 15:27close140.101.712041.718591.70359-3.3210047.12
342023.09.01 15:27close130.101.712041.719181.704181.0310048.15
352023.09.01 15:27close120.101.712041.719811.704815.6610053.81
362023.09.01 15:27close110.101.712041.720261.705268.9810062.79
372023.09.01 15:27close100.101.712041.720851.7058513.3210076.11
382023.09.01 15:27close90.101.712041.721611.7066118.9210095.03
392023.09.01 15:27close80.101.712041.722021.7070221.9410116.97
402023.09.01 15:27close60.101.712041.722741.7077427.2410144.21
412023.09.01 15:27close50.101.712041.723321.7083231.5110175.72
422023.09.01 15:27close40.101.712041.724131.7091337.4710213.19
432023.09.01 15:27close30.101.712041.724601.7096040.9310254.12
442023.09.01 15:27close20.101.712041.724961.7099643.5810297.70
452023.09.01 15:27close10.101.712041.725811.7108149.8410347.54
462023.09.04 13:00sell160.101.716800.000000.00000
472023.09.04 13:00modify160.101.716801.723801.70880
482023.09.04 13:06sell170.101.717420.000000.00000
492023.09.04 13:06modify170.101.717421.724421.70942
502023.09.04 13:53sell180.101.716200.000000.00000
512023.09.04 13:53modify180.101.716201.723201.70820
522023.09.04 15:00sell190.101.715590.000000.00000
532023.09.04 15:00modify190.101.715591.722591.70759
542023.09.04 20:00close190.101.717061.722591.70759-10.8310336.71
552023.09.04 20:00close180.101.717061.723201.70820-6.3310330.38
562023.09.04 20:00close170.101.717061.724421.709422.6510333.03
572023.09.04 20:00close160.101.717061.723801.70880-1.9210331.11
582023.09.05 13:00buy200.101.715240.000000.00000
592023.09.05 13:00modify200.101.715241.708241.72324
602023.09.05 13:00buy210.101.714610.000000.00000
612023.09.05 13:00modify210.101.714611.707611.72261
622023.09.05 13:01buy220.101.713930.000000.00000
632023.09.05 13:01modify220.101.713931.706931.72193
642023.09.05 13:01buy230.101.713330.000000.00000
652023.09.05 13:01modify230.101.713331.706331.72133
662023.09.05 13:04buy240.101.712610.000000.00000
672023.09.05 13:04modify240.101.712611.705611.72061
682023.09.05 13:05buy250.101.712090.000000.00000
692023.09.05 13:05modify250.101.712091.705091.72009
702023.09.05 13:06buy260.101.710870.000000.00000
712023.09.05 13:06modify260.101.710871.703871.71887
722023.09.05 13:06buy270.101.711650.000000.00000
732023.09.05 13:06modify270.101.711651.704651.71965
742023.09.05 14:03buy280.101.710440.000000.00000
752023.09.05 14:03modify280.101.710441.703441.71844
762023.09.05 20:00close280.101.713441.703441.7184422.0910353.20
772023.09.05 20:00close270.101.713441.704651.7196513.1810366.38
782023.09.05 20:00close260.101.713441.703871.7188718.9310385.31
792023.09.05 20:00close250.101.713441.705091.720099.9410395.25
802023.09.05 20:00close240.101.713441.705611.720616.1110401.36
812023.09.05 20:00close230.101.713441.706331.721330.8110402.17
822023.09.05 20:00close220.101.713441.706931.72193-3.6110398.56
832023.09.05 20:00close210.101.713441.707611.72261-8.6110389.95
842023.09.05 20:00close200.101.713441.708241.72324-13.2510376.70
852023.09.06 13:00sell290.101.713690.000000.00000
862023.09.06 13:00modify290.101.713691.720691.70569
872023.09.06 13:03sell300.101.714330.000000.00000
882023.09.06 13:03modify300.101.714331.721331.70633
892023.09.06 13:22sell310.101.712970.000000.00000
902023.09.06 13:22modify310.101.712971.719971.70497
912023.09.06 13:25sell320.101.712400.000000.00000
922023.09.06 13:25modify320.101.712401.719401.70440
932023.09.06 13:28sell330.101.711680.000000.00000
942023.09.06 13:28modify330.101.711681.718681.70368
952023.09.06 13:29sell340.101.711160.000000.00000
962023.09.06 13:29modify340.101.711161.718161.70316
972023.09.06 13:30sell350.101.710600.000000.00000
982023.09.06 13:30modify350.101.710601.717601.70260
992023.09.06 13:31sell360.101.709920.000000.00000
1002023.09.06 13:31modify360.101.709921.716921.70192
1012023.09.06 13:31sell370.101.709600.000000.00000
1022023.09.06 13:31modify370.101.709601.716601.70160
1032023.09.06 13:40sell380.101.708890.000000.00000
1042023.09.06 13:40modify380.101.708891.715891.70089
1052023.09.06 13:41sell390.101.708280.000000.00000
1062023.09.06 13:41modify390.101.708281.715281.70028
1072023.09.06 13:51sell400.101.707490.000000.00000
1082023.09.06 13:51modify400.101.707491.714491.69949
1092023.09.06 14:00sell410.101.707380.000000.00000
1102023.09.06 14:00modify410.101.707381.714381.69938
1112023.09.06 14:00t/p290.101.705691.720691.7056958.9010435.60
1122023.09.06 14:00t/p300.101.706331.721331.7063358.9110494.51
1132023.09.06 14:00sell420.101.705030.000000.00000
1142023.09.06 14:00modify420.101.705031.712031.69703
1152023.09.06 14:00t/p310.101.704971.719971.7049758.9010553.41
1162023.09.06 14:00t/p320.101.704401.719401.7044058.9110612.32
1172023.09.06 14:00close420.101.704181.712031.697036.2610618.58
1182023.09.06 14:00close410.101.704181.714381.6993823.5610642.14
1192023.09.06 14:00close400.101.704181.714491.6994924.3710666.51
1202023.09.06 14:00close390.101.704181.715281.7002830.1910696.70
1212023.09.06 14:00close380.101.704181.715891.7008934.6810731.38
1222023.09.06 14:00close370.101.704181.716601.7016039.9110771.29
1232023.09.06 14:00close360.101.704181.716921.7019242.2710813.56
1242023.09.06 14:00close350.101.704181.717601.7026047.2710860.83
1252023.09.06 14:00close340.101.704181.718161.7031651.4010912.23
1262023.09.06 14:00close330.101.704181.718681.7036855.2210967.45
1272023.09.07 13:00buy430.101.701640.000000.00000
1282023.09.07 13:00modify430.101.701641.694641.70964
1292023.09.07 13:01buy440.101.702250.000000.00000
1302023.09.07 13:01modify440.101.702251.695251.71025
1312023.09.07 13:08buy450.101.702840.000000.00000
1322023.09.07 13:08modify450.101.702841.695841.71084
1332023.09.07 13:35buy460.101.703480.000000.00000
1342023.09.07 13:35modify460.101.703481.696481.71148
1352023.09.07 14:24buy470.101.704050.000000.00000
1362023.09.07 14:24modify470.101.704051.697051.71205
1372023.09.07 14:33buy480.101.704750.000000.00000
1382023.09.07 14:33modify480.101.704751.697751.71275
1392023.09.07 14:53buy490.101.705280.000000.00000
1402023.09.07 14:53modify490.101.705281.698281.71328
1412023.09.07 15:01buy500.101.705840.000000.00000
1422023.09.07 15:01modify500.101.705841.698841.71384
1432023.09.07 15:33buy510.101.706460.000000.00000
1442023.09.07 15:33modify510.101.706461.699461.71446
1452023.09.07 15:34buy520.101.707250.000000.00000
1462023.09.07 15:34modify520.101.707251.700251.71525
1472023.09.07 15:35buy530.101.707640.000000.00000
1482023.09.07 15:35modify530.101.707641.700641.71564
1492023.09.07 15:47buy540.101.708280.000000.00000
1502023.09.07 15:47modify540.101.708281.701281.71628
1512023.09.07 16:10buy550.101.709070.000000.00000
1522023.09.07 16:10modify550.101.709071.702071.71707
1532023.09.07 16:12buy560.101.709440.000000.00000
1542023.09.07 16:12modify560.101.709441.702441.71744
1552023.09.07 16:15close560.101.708381.702441.71744-7.8010959.65
1562023.09.07 16:15close550.101.708381.702071.71707-5.0810954.57
1572023.09.07 16:15close540.101.708381.701281.716280.7410955.31
1582023.09.07 16:15close530.101.708381.700641.715645.4510960.76
1592023.09.07 16:15close520.101.708381.700251.715258.3210969.08
1602023.09.07 16:15close510.101.708381.699461.7144614.1410983.22
1612023.09.07 16:15close500.101.708381.698841.7138418.7111001.93
1622023.09.07 16:15close490.101.708381.698281.7132822.8311024.76
1632023.09.07 16:15close480.101.708381.697751.7127526.7311051.49
1642023.09.07 16:15close470.101.708381.697051.7120531.8911083.38
1652023.09.07 16:15close460.101.708381.696481.7114836.0811119.46
1662023.09.07 16:15close450.101.708381.695841.7108440.8011160.26
1672023.09.07 16:15close440.101.708381.695251.7102545.1411205.40
1682023.09.07 16:15close430.101.708381.694641.7096449.6311255.03
1692023.09.08 13:00sell570.101.699940.000000.00000
1702023.09.08 13:00modify570.101.699941.706941.69194
1712023.09.08 13:00sell580.101.700550.000000.00000
1722023.09.08 13:00modify580.101.700551.707551.69255
1732023.09.08 13:14sell590.101.701220.000000.00000
1742023.09.08 13:14modify590.101.701221.708221.69322
1752023.09.08 13:18sell600.101.701890.000000.00000
1762023.09.08 13:18modify600.101.701891.708891.69389
1772023.09.08 13:24sell610.101.702360.000000.00000
1782023.09.08 13:24modify610.101.702361.709361.69436
1792023.09.08 13:45sell620.101.702950.000000.00000
1802023.09.08 13:45modify620.101.702951.709951.69495
1812023.09.08 14:00buy630.101.703120.000000.00000
1822023.09.08 14:00modify630.101.703121.696121.71112
1832023.09.08 14:00buy640.101.703530.000000.00000
1842023.09.08 14:00modify640.101.703531.696531.71153
1852023.09.08 14:10buy650.101.704040.000000.00000
1862023.09.08 14:10modify650.101.704041.697041.71204
1872023.09.08 14:42buy660.101.702140.000000.00000
1882023.09.08 14:42modify660.101.702141.695141.71014
1892023.09.08 14:43buy670.101.701610.000000.00000
1902023.09.08 14:43modify670.101.701611.694611.70961
1912023.09.08 14:52buy680.101.701020.000000.00000
1922023.09.08 14:52modify680.101.701021.694021.70902
1932023.09.08 15:13buy690.101.700360.000000.00000
1942023.09.08 15:13modify690.101.700361.693361.70836
1952023.09.08 15:18buy700.101.699840.000000.00000
1962023.09.08 15:18modify700.101.699841.692841.70784
1972023.09.08 15:52buy710.101.699230.000000.00000
1982023.09.08 15:52modify710.101.699231.692231.70723
1992023.09.08 20:00close710.101.699141.692231.70723-0.6611254.37
2002023.09.08 20:00close700.101.699141.692841.70784-5.1511249.22
2012023.09.08 20:00close690.101.699141.693361.70836-8.9811240.24
2022023.09.08 20:00close680.101.699141.694021.70902-13.8411226.40
2032023.09.08 20:00close670.101.699141.694611.70961-18.1911208.21
2042023.09.08 20:00close660.101.699141.695141.71014-22.0911186.12
2052023.09.08 20:00close650.101.699141.697041.71204-36.0811150.04
2062023.09.08 20:00close640.101.699141.696531.71153-32.3211117.72
2072023.09.08 20:00close630.101.699141.696121.71112-29.3011088.42
2082023.09.08 20:00close620.101.699641.709951.6949524.3711112.79
2092023.09.08 20:00close610.101.699641.709361.6943620.0311132.82
2102023.09.08 20:00close600.101.699641.708891.6938916.5711149.39
2112023.09.08 20:00close590.101.699641.708221.6932211.6411161.03
2122023.09.08 20:00close580.101.699641.707551.692556.7011167.73
2132023.09.08 20:00close570.101.699641.706941.691942.2111169.94
2142023.09.11 13:00sell720.101.700100.000000.00000
2152023.09.11 13:00modify720.101.700101.707101.69210
2162023.09.11 13:11sell730.101.700700.000000.00000
2172023.09.11 13:11modify730.101.700701.707701.69270
2182023.09.11 13:29sell740.101.701360.000000.00000
2192023.09.11 13:29modify740.101.701361.708361.69336
2202023.09.11 13:30sell750.101.701920.000000.00000
2212023.09.11 13:30modify750.101.701921.708921.69392
2222023.09.11 13:51sell760.101.702530.000000.00000
2232023.09.11 13:51modify760.101.702531.709531.69453
2242023.09.11 13:53sell770.101.703180.000000.00000
2252023.09.11 13:53modify770.101.703181.710181.69518
2262023.09.11 13:57sell780.101.703720.000000.00000
2272023.09.11 13:57modify780.101.703721.710721.69572
2282023.09.11 14:05sell790.101.704390.000000.00000
2292023.09.11 14:05modify790.101.704391.711391.69639
2302023.09.11 14:08sell800.101.704940.000000.00000
2312023.09.11 14:08modify800.101.704941.711941.69694
2322023.09.11 16:00buy810.101.701800.000000.00000
2332023.09.11 16:00modify810.101.701801.694801.70980
2342023.09.11 16:09buy820.101.702410.000000.00000
2352023.09.11 16:09modify820.101.702411.695411.71041
2362023.09.11 16:33buy830.101.701190.000000.00000
2372023.09.11 16:33modify830.101.701191.694191.70919
2382023.09.11 16:44buy840.101.700590.000000.00000
2392023.09.11 16:44modify840.101.700591.693591.70859
2402023.09.11 16:57buy850.101.700000.000000.00000
2412023.09.11 16:57modify850.101.700001.693001.70800
2422023.09.11 17:03buy860.101.699380.000000.00000
2432023.09.11 17:03modify860.101.699381.692381.70738
2442023.09.11 17:09buy870.101.698700.000000.00000
2452023.09.11 17:09modify870.101.698701.691701.70670
2462023.09.11 19:01sell880.101.698980.000000.00000
2472023.09.11 19:01modify880.101.698981.705981.69098
2482023.09.11 19:24sell890.101.699510.000000.00000
2492023.09.11 19:24modify890.101.699511.706511.69151
2502023.09.11 20:00close890.101.699541.706511.69151-0.2211169.72
2512023.09.11 20:00close880.101.699541.705981.69098-4.1311165.59
2522023.09.11 20:00close870.101.699041.691701.706702.5011168.09
2532023.09.11 20:00close860.101.699041.692381.70738-2.5011165.59
2542023.09.11 20:00close850.101.699041.693001.70800-7.0711158.52
2552023.09.11 20:00close840.101.699041.693591.70859-11.4111147.11
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