Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.02.01 00:00 - 2024.02.29 23:55 (2024.02.01 - 2024.03.01)
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=11; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=70; TakeProfit=20; 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=150; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=420; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7043Ticks modelled307693Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2417.48Gross profit4380.56Gross loss-1963.08
Profit factor2.23Expected payoff4.26
Absolute drawdown395.55Maximal drawdown520.59 (4.81%)Relative drawdown4.81% (520.59)
Total trades568Short positions (won %)272 (70.22%)Long positions (won %)296 (58.78%)
Profit trades (% of total)365 (64.26%)Loss trades (% of total)203 (35.74%)
Largestprofit trade14.78loss trade-51.70
Averageprofit trade12.00loss trade-9.67
Maximumconsecutive wins (profit in money)25 (321.68)consecutive losses (loss in money)13 (-178.36)
Maximalconsecutive profit (count of wins)321.68 (25)consecutive loss (count of losses)-178.36 (13)
Averageconsecutive wins10consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 08:00buy10.101.703440.000000.00000
22024.02.01 08:00modify10.101.703441.696441.70544
32024.02.01 08:02buy20.101.703760.000000.00000
42024.02.01 08:02modify20.101.703761.696761.70576
52024.02.01 08:04buy30.101.703140.000000.00000
62024.02.01 08:04modify30.101.703141.696141.70514
72024.02.01 08:05buy40.101.702790.000000.00000
82024.02.01 08:05modify40.101.702791.695791.70479
92024.02.01 08:06buy50.101.702490.000000.00000
102024.02.01 08:06modify50.101.702491.695491.70449
112024.02.01 08:31buy60.101.702170.000000.00000
122024.02.01 08:31modify60.101.702171.695171.70417
132024.02.01 08:32buy70.101.701940.000000.00000
142024.02.01 08:32modify70.101.701941.694941.70394
152024.02.01 08:55buy80.101.701560.000000.00000
162024.02.01 08:55modify80.101.701561.694561.70356
172024.02.01 09:01buy90.101.701220.000000.00000
182024.02.01 09:01modify90.101.701221.694221.70322
192024.02.01 09:06buy100.101.701000.000000.00000
202024.02.01 09:06modify100.101.701001.694001.70300
212024.02.01 09:10buy110.101.700740.000000.00000
222024.02.01 09:10modify110.101.700741.693741.70274
232024.02.01 10:52buy120.101.700420.000000.00000
242024.02.01 10:52modify120.101.700421.693421.70242
252024.02.01 10:56buy130.101.700090.000000.00000
262024.02.01 10:56modify130.101.700091.693091.70209
272024.02.01 11:02buy140.101.699790.000000.00000
282024.02.01 11:02modify140.101.699791.692791.70179
292024.02.01 11:41buy150.101.699440.000000.00000
302024.02.01 11:41modify150.101.699441.692441.70144
312024.02.01 11:43buy160.101.699230.000000.00000
322024.02.01 11:43modify160.101.699231.692231.70123
332024.02.01 11:51buy170.101.698900.000000.00000
342024.02.01 11:51modify170.101.698901.691901.70090
352024.02.01 12:00t/p170.101.700901.691901.7009014.7810014.78
362024.02.01 12:00t/p130.101.702091.693091.7020914.7710029.55
372024.02.01 12:00t/p140.101.701791.692791.7017914.7710044.32
382024.02.01 12:00t/p150.101.701441.692441.7014414.7710059.09
392024.02.01 12:00t/p160.101.701231.692231.7012314.7710073.86
402024.02.01 12:00sell180.101.702160.000000.00000
412024.02.01 12:00modify180.101.702161.709161.70016
422024.02.01 12:00sell190.101.701830.000000.00000
432024.02.01 12:00modify190.101.701831.708831.69983
442024.02.01 12:02t/p120.101.702421.693421.7024214.7710088.63
452024.02.01 12:02sell200.101.702660.000000.00000
462024.02.01 12:02modify200.101.702661.709661.70066
472024.02.01 12:02sell210.101.702300.000000.00000
482024.02.01 12:02modify210.101.702301.709301.70030
492024.02.01 12:03t/p110.101.702741.693741.7027414.7710103.40
502024.02.01 12:08t/p100.101.703001.694001.7030014.7810118.18
512024.02.01 12:08sell220.101.703080.000000.00000
522024.02.01 12:08modify220.101.703081.710081.70108
532024.02.01 12:10t/p90.101.703221.694221.7032214.7710132.95
542024.02.01 12:10sell230.101.703290.000000.00000
552024.02.01 12:10modify230.101.703291.710291.70129
562024.02.01 12:11t/p80.101.703561.694561.7035614.7710147.72
572024.02.01 12:11sell240.101.703560.000000.00000
582024.02.01 12:11modify240.101.703561.710561.70156
592024.02.01 12:12t/p70.101.703941.694941.7039414.7710162.49
602024.02.01 12:12sell250.101.703940.000000.00000
612024.02.01 12:12modify250.101.703941.710941.70194
622024.02.01 12:23t/p60.101.704171.695171.7041714.7710177.26
632024.02.01 12:23sell260.101.704270.000000.00000
642024.02.01 12:23modify260.101.704271.711271.70227
652024.02.01 12:23sell270.101.704450.000000.00000
662024.02.01 12:23modify270.101.704451.711451.70245
672024.02.01 12:23t/p50.101.704491.695491.7044914.7710192.03
682024.02.01 12:32close270.101.703481.711451.702457.1610199.19
692024.02.01 12:32close260.101.703481.711271.702275.8310205.02
702024.02.01 12:32close250.101.703481.710941.701943.3910208.41
712024.02.01 12:32close240.101.703481.710561.701560.5910209.00
722024.02.01 12:32close230.101.703481.710291.70129-1.4110207.59
732024.02.01 12:32close220.101.703481.710081.70108-2.9610204.63
742024.02.01 12:32close210.101.703481.709301.70030-8.7110195.92
752024.02.01 12:32close200.101.703481.709661.70066-6.0610189.86
762024.02.01 12:32close190.101.703481.708831.69983-12.1810177.68
772024.02.01 12:32close180.101.703481.709161.70016-9.7510167.93
782024.02.01 12:32close40.101.702981.695791.704791.4110169.34
792024.02.01 12:32close30.101.702981.696141.70514-1.1810168.16
802024.02.01 12:32close20.101.702981.696761.70576-5.7610162.40
812024.02.01 12:32close10.101.702981.696441.70544-3.3910159.01
822024.02.02 08:00sell280.101.705960.000000.00000
832024.02.02 08:00modify280.101.705961.712961.70396
842024.02.02 08:00sell290.101.706370.000000.00000
852024.02.02 08:00modify290.101.706371.713371.70437
862024.02.02 08:01sell300.101.706570.000000.00000
872024.02.02 08:01modify300.101.706571.713571.70457
882024.02.02 08:04sell310.101.705510.000000.00000
892024.02.02 08:04modify310.101.705511.712511.70351
902024.02.02 08:14sell320.101.706870.000000.00000
912024.02.02 08:14modify320.101.706871.713871.70487
922024.02.02 08:25sell330.101.707170.000000.00000
932024.02.02 08:25modify330.101.707171.714171.70517
942024.02.02 08:46sell340.101.705360.000000.00000
952024.02.02 08:46modify340.101.705361.712361.70336
962024.02.02 08:48sell350.101.705040.000000.00000
972024.02.02 08:48modify350.101.705041.712041.70304
982024.02.02 09:02buy360.101.705470.000000.00000
992024.02.02 09:02modify360.101.705471.698471.70747
1002024.02.02 10:00buy370.101.705780.000000.00000
1012024.02.02 10:00modify370.101.705781.698781.70778
1022024.02.02 10:20buy380.101.706070.000000.00000
1032024.02.02 10:20modify380.101.706071.699071.70807
1042024.02.02 12:02buy390.101.706440.000000.00000
1052024.02.02 12:02modify390.101.706441.699441.70844
1062024.02.02 13:16t/p360.101.707471.698471.7074714.7710173.78
1072024.02.02 13:16sell400.101.707480.000000.00000
1082024.02.02 13:16modify400.101.707481.714481.70548
1092024.02.02 13:25buy410.101.705540.000000.00000
1102024.02.02 13:25modify410.101.705541.698541.70754
1112024.02.02 13:30t/p290.101.704371.713371.7043714.7710188.55
1122024.02.02 13:30t/p300.101.704571.713571.7045714.7610203.31
1132024.02.02 13:30t/p320.101.704871.713871.7048714.7610218.07
1142024.02.02 13:30t/p330.101.705171.714171.7051714.7610232.83
1152024.02.02 13:30t/p400.101.705481.714481.7054814.7610247.59
1162024.02.02 13:30buy420.101.704350.000000.00000
1172024.02.02 13:30modify420.101.704351.697351.70635
1182024.02.02 13:30buy430.101.704740.000000.00000
1192024.02.02 13:30modify430.101.704741.697741.70674
1202024.02.02 13:30t/p280.101.703961.712961.7039614.7610262.35
1212024.02.02 13:30t/p310.101.703511.712511.7035114.7610277.11
1222024.02.02 13:30t/p340.101.703361.712361.7033614.7610291.87
1232024.02.02 13:30buy440.101.703570.000000.00000
1242024.02.02 13:30modify440.101.703571.696571.70557
1252024.02.02 13:30t/p350.101.703041.712041.7030414.7610306.63
1262024.02.02 13:30buy450.101.701610.000000.00000
1272024.02.02 13:30modify450.101.701611.694611.70361
1282024.02.02 13:30buy460.101.702390.000000.00000
1292024.02.02 13:30modify460.101.702391.695391.70439
1302024.02.02 13:30buy470.101.703180.000000.00000
1312024.02.02 13:30modify470.101.703181.696181.70518
1322024.02.02 13:31t/p450.101.703611.694611.7036114.7710321.40
1332024.02.02 13:31buy480.101.704130.000000.00000
1342024.02.02 13:31modify480.101.704131.697131.70613
1352024.02.02 13:31t/p460.101.704391.695391.7043914.7710336.17
1362024.02.02 13:34buy490.101.703700.000000.00000
1372024.02.02 13:34modify490.101.703701.696701.70570
1382024.02.02 13:36buy500.101.702790.000000.00000
1392024.02.02 13:36modify500.101.702791.695791.70479
1402024.02.02 13:36buy510.101.702560.000000.00000
1412024.02.02 13:36modify510.101.702561.695561.70456
1422024.02.02 13:46buy520.101.702130.000000.00000
1432024.02.02 13:46modify520.101.702131.695131.70413
1442024.02.02 13:49buy530.101.701880.000000.00000
1452024.02.02 13:49modify530.101.701881.694881.70388
1462024.02.02 13:52buy540.101.701600.000000.00000
1472024.02.02 13:52modify540.101.701601.694601.70360
1482024.02.02 14:45t/p540.101.703601.694601.7036014.7710350.94
1492024.02.02 14:45close530.101.703731.694881.7038813.6710364.61
1502024.02.02 14:45close520.101.703731.695131.7041311.8210376.43
1512024.02.02 14:45close510.101.703731.695561.704568.6410385.07
1522024.02.02 14:45close500.101.703731.695791.704796.9510392.02
1532024.02.02 14:45close490.101.703731.696701.705700.2310392.25
1542024.02.02 14:45close480.101.703731.697131.70613-2.9510389.30
1552024.02.02 14:45close470.101.703731.696181.705184.0710393.37
1562024.02.02 14:45close440.101.703731.696571.705571.1910394.56
1572024.02.02 14:45close430.101.703731.697741.70674-7.4610387.10
1582024.02.02 14:45close420.101.703731.697351.70635-4.5810382.52
1592024.02.02 14:45close410.101.703731.698541.70754-13.3610369.16
1602024.02.02 14:45close390.101.703731.699441.70844-20.0110349.15
1612024.02.02 14:45close380.101.703731.699071.70807-17.2810331.87
1622024.02.02 14:45close370.101.703731.698781.70778-15.1410316.73
1632024.02.05 08:00sell550.101.700340.000000.00000
1642024.02.05 08:00modify550.101.700341.707341.69834
1652024.02.05 08:02sell560.101.700710.000000.00000
1662024.02.05 08:02modify560.101.700711.707711.69871
1672024.02.05 08:03sell570.101.700990.000000.00000
1682024.02.05 08:03modify570.101.700991.707991.69899
1692024.02.05 08:06sell580.101.701360.000000.00000
1702024.02.05 08:06modify580.101.701361.708361.69936
1712024.02.05 08:21sell590.101.700010.000000.00000
1722024.02.05 08:21modify590.101.700011.707011.69801
1732024.02.05 09:39sell600.101.699660.000000.00000
1742024.02.05 09:39modify600.101.699661.706661.69766
1752024.02.05 09:57sell610.101.699410.000000.00000
1762024.02.05 09:57modify610.101.699411.706411.69741
1772024.02.05 10:00buy620.101.699570.000000.00000
1782024.02.05 10:00modify620.101.699571.692571.70157
1792024.02.05 10:01t/p580.101.699361.708361.6993614.7610331.49
1802024.02.05 10:01t/p560.101.698711.707711.6987114.7610346.25
1812024.02.05 10:01t/p570.101.698991.707991.6989914.7710361.02
1822024.02.05 10:01buy630.101.698620.000000.00000
1832024.02.05 10:01modify630.101.698621.691621.70062
1842024.02.05 10:01t/p550.101.698341.707341.6983414.7610375.78
1852024.02.05 10:01t/p590.101.698011.707011.6980114.7610390.54
1862024.02.05 10:01buy640.101.698010.000000.00000
1872024.02.05 10:01modify640.101.698011.691011.70001
1882024.02.05 10:02buy650.101.698560.000000.00000
1892024.02.05 10:02modify650.101.698561.691561.70056
1902024.02.05 10:06buy660.101.697800.000000.00000
1912024.02.05 10:06modify660.101.697801.690801.69980
1922024.02.05 10:07t/p600.101.697661.706661.6976614.7610405.30
1932024.02.05 10:14buy670.101.697490.000000.00000
1942024.02.05 10:14modify670.101.697491.690491.69949
1952024.02.05 10:50buy680.101.699050.000000.00000
1962024.02.05 10:50modify680.101.699051.692051.70105
1972024.02.05 11:32t/p610.101.697411.706411.6974114.7610420.06
1982024.02.05 11:33buy690.101.697230.000000.00000
1992024.02.05 11:33modify690.101.697231.690231.69923
2002024.02.05 11:34buy700.101.696870.000000.00000
2012024.02.05 11:34modify700.101.696871.689871.69887
2022024.02.05 11:34buy710.101.696610.000000.00000
2032024.02.05 11:34modify710.101.696611.689611.69861
2042024.02.05 11:35buy720.101.696330.000000.00000
2052024.02.05 11:35modify720.101.696331.689331.69833
2062024.02.05 11:51buy730.101.695980.000000.00000
2072024.02.05 11:51modify730.101.695981.688981.69798
2082024.02.05 11:53buy740.101.695730.000000.00000
2092024.02.05 11:53modify740.101.695731.688731.69773
2102024.02.05 12:15buy750.101.695410.000000.00000
2112024.02.05 12:15modify750.101.695411.688411.69741
2122024.02.05 12:55buy760.101.695040.000000.00000
2132024.02.05 12:55modify760.101.695041.688041.69704
2142024.02.05 13:02buy770.101.694800.000000.00000
2152024.02.05 13:02modify770.101.694801.687801.69680
2162024.02.05 15:13sell780.101.696460.000000.00000
2172024.02.05 15:13modify780.101.696461.703461.69446
2182024.02.05 15:14t/p770.101.696801.687801.6968014.7810434.84
2192024.02.05 15:14sell790.101.696820.000000.00000
2202024.02.05 15:14modify790.101.696821.703821.69482
2212024.02.05 15:15t/p760.101.697041.688041.6970414.7710449.61
2222024.02.05 15:15sell800.101.697150.000000.00000
2232024.02.05 15:15modify800.101.697151.704151.69515
2242024.02.05 15:17t/p750.101.697411.688411.6974114.7710464.38
2252024.02.05 15:17sell810.101.697410.000000.00000
2262024.02.05 15:17modify810.101.697411.704411.69541
2272024.02.05 15:27sell820.101.697690.000000.00000
2282024.02.05 15:27modify820.101.697691.704691.69569
2292024.02.05 15:27t/p740.101.697731.688731.6977314.7710479.15
2302024.02.05 15:39sell830.101.696090.000000.00000
2312024.02.05 15:39modify830.101.696091.703091.69409
2322024.02.05 15:41sell840.101.695950.000000.00000
2332024.02.05 15:41modify840.101.695951.702951.69395
2342024.02.05 15:53buy850.101.695730.000000.00000
2352024.02.05 15:53modify850.101.695731.688731.69773
2362024.02.05 15:53t/p820.101.695691.704691.6956914.7610493.91
2372024.02.05 15:54buy860.101.695440.000000.00000
2382024.02.05 15:54modify860.101.695441.688441.69744
2392024.02.05 15:57t/p810.101.695411.704411.6954114.7610508.67
2402024.02.05 15:58t/p800.101.695151.704151.6951514.7610523.43
2412024.02.05 15:58buy870.101.695040.000000.00000
2422024.02.05 15:58modify870.101.695041.688041.69704
2432024.02.05 16:07sell880.101.695630.000000.00000
2442024.02.05 16:07modify880.101.695631.702631.69363
2452024.02.05 20:48t/p870.101.697041.688041.6970414.7710538.20
2462024.02.05 20:48sell890.101.697050.000000.00000
2472024.02.05 20:48modify890.101.697051.704051.69505
2482024.02.05 20:58close890.101.697881.704051.69505-6.1210532.08
2492024.02.05 20:58close880.101.697881.702631.69363-16.6110515.47
2502024.02.05 20:58close860.101.697381.688441.6974414.3310529.80
2512024.02.05 20:58close850.101.697381.688731.6977312.1910541.99
2522024.02.05 20:58close840.101.697881.702951.69395-14.2410527.75
2532024.02.05 20:58close830.101.697881.703091.69409-13.2110514.54
2542024.02.05 20:58close790.101.697881.703821.69482-7.8210506.72
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16212024.02.28 18:29close5440.101.718131.726371.717379.1512362.33
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16232024.02.28 18:29close5420.101.718131.725771.716774.7212373.99
16242024.02.28 18:29close5410.101.718131.725471.716472.5112376.50
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16302024.02.28 18:29close5220.101.718131.723671.71467-10.7812345.34
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16422024.02.29 08:06buy5490.101.719300.000000.00000
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16522024.02.29 08:41sell5540.101.720340.000000.00000
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16572024.02.29 09:06t/p5470.101.720661.711661.7206614.7712287.32
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