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=0; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=21; MA_Method=0; MA_AppliedPrice=0; MA_Shift=8; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=50; TakeProfit=90; 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=450; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=380; Run_ProfitTrailingStop=40; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=30; EntryWindow_UntilHour=22; 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 profit4850.77Gross profit7570.70Gross loss-2719.93
Profit factor2.78Expected payoff11.07
Absolute drawdown776.83Maximal drawdown958.63 (9.24%)Relative drawdown9.24% (958.63)
Total trades438Short positions (won %)350 (79.43%)Long positions (won %)88 (45.45%)
Profit trades (% of total)318 (72.60%)Loss trades (% of total)120 (27.40%)
Largestprofit trade55.45loss trade-36.83
Averageprofit trade23.81loss trade-22.67
Maximumconsecutive wins (profit in money)41 (1336.89)consecutive losses (loss in money)24 (-588.27)
Maximalconsecutive profit (count of wins)1336.89 (41)consecutive loss (count of losses)-588.27 (24)
Averageconsecutive wins20consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 03:30sell10.101.711160.000000.00000
22023.09.01 03:30modify10.101.711161.716161.70216
32023.09.01 03:46sell20.101.710830.000000.00000
42023.09.01 03:46modify20.101.710831.715831.70183
52023.09.01 04:20sell30.101.710540.000000.00000
62023.09.01 04:20modify30.101.710541.715541.70154
72023.09.01 05:42sell40.101.711510.000000.00000
82023.09.01 05:42modify40.101.711511.716511.70251
92023.09.01 06:00sell50.101.710230.000000.00000
102023.09.01 06:00modify50.101.710231.715231.70123
112023.09.01 06:00sell60.101.709860.000000.00000
122023.09.01 06:00modify60.101.709861.714861.70086
132023.09.01 06:22sell70.101.709610.000000.00000
142023.09.01 06:22modify70.101.709611.714611.70061
152023.09.01 06:27sell80.101.709320.000000.00000
162023.09.01 06:27modify80.101.709321.714321.70032
172023.09.01 06:29sell90.101.709060.000000.00000
182023.09.01 06:29modify90.101.709061.714061.70006
192023.09.01 07:36sell100.101.711790.000000.00000
202023.09.01 07:36modify100.101.711791.716791.70279
212023.09.01 07:39sell110.101.712080.000000.00000
222023.09.01 07:39modify110.101.712081.717081.70308
232023.09.01 07:41sell120.101.712450.000000.00000
242023.09.01 07:41modify120.101.712451.717451.70345
252023.09.01 07:41sell130.101.712760.000000.00000
262023.09.01 07:41modify130.101.712761.717761.70376
272023.09.01 08:15sell140.101.712960.000000.00000
282023.09.01 08:15modify140.101.712961.717961.70396
292023.09.01 12:10sell150.101.713300.000000.00000
302023.09.01 12:10modify150.101.713301.718301.70430
312023.09.01 12:14s/l90.101.714061.714061.70006-36.829963.18
322023.09.01 12:14sell160.101.713580.000000.00000
332023.09.01 12:14modify160.101.713581.718581.70458
342023.09.01 12:16s/l80.101.714321.714321.70032-36.829926.36
352023.09.01 12:18sell170.101.713890.000000.00000
362023.09.01 12:18modify170.101.713891.718891.70489
372023.09.01 12:20s/l70.101.714611.714611.70061-36.829889.54
382023.09.01 12:21sell180.101.714250.000000.00000
392023.09.01 12:21modify180.101.714251.719251.70525
402023.09.01 12:21s/l60.101.714861.714861.70086-36.839852.71
412023.09.01 12:31s/l50.101.715231.715231.70123-36.829815.89
422023.09.01 12:31close180.101.715411.719251.70525-8.559807.34
432023.09.01 12:31close170.101.715411.718891.70489-11.209796.14
442023.09.01 12:31close160.101.715411.718581.70458-13.489782.66
452023.09.01 12:31close150.101.715411.718301.70430-15.549767.12
462023.09.01 12:31close140.101.715411.717961.70396-18.059749.07
472023.09.01 12:31close130.101.715411.717761.70376-19.529729.55
482023.09.01 12:31close120.101.715411.717451.70345-21.809707.75
492023.09.01 12:31close110.101.715411.717081.70308-24.539683.22
502023.09.01 12:31close100.101.715411.716791.70279-26.669656.56
512023.09.01 12:31close40.101.715411.716511.70251-28.739627.83
522023.09.01 12:31close30.101.715411.715541.70154-35.879591.96
532023.09.01 12:31close20.101.715411.715831.70183-33.739558.23
542023.09.01 12:31close10.101.715411.716161.70216-31.309526.93
552023.09.04 03:30buy190.101.712270.000000.00000
562023.09.04 03:30modify190.101.712271.707271.72127
572023.09.04 03:31buy200.101.712590.000000.00000
582023.09.04 03:31modify200.101.712591.707591.72159
592023.09.04 04:55buy210.101.712870.000000.00000
602023.09.04 04:55modify210.101.712871.707871.72187
612023.09.04 05:00sell220.101.712340.000000.00000
622023.09.04 05:00modify220.101.712341.717341.70334
632023.09.04 05:25sell230.101.712700.000000.00000
642023.09.04 05:25modify230.101.712701.717701.70370
652023.09.04 05:36sell240.101.712990.000000.00000
662023.09.04 05:36modify240.101.712991.717991.70399
672023.09.04 06:08buy250.101.713200.000000.00000
682023.09.04 06:08modify250.101.713201.708201.72220
692023.09.04 06:21buy260.101.713470.000000.00000
702023.09.04 06:21modify260.101.713471.708471.72247
712023.09.04 06:34buy270.101.713830.000000.00000
722023.09.04 06:34modify270.101.713831.708831.72283
732023.09.04 06:37buy280.101.714080.000000.00000
742023.09.04 06:37modify280.101.714081.709081.72308
752023.09.04 06:58buy290.101.714410.000000.00000
762023.09.04 06:58modify290.101.714411.709411.72341
772023.09.04 07:02buy300.101.714760.000000.00000
782023.09.04 07:02modify300.101.714761.709761.72376
792023.09.04 07:08buy310.101.715020.000000.00000
802023.09.04 07:08modify310.101.715021.710021.72402
812023.09.04 07:10buy320.101.715340.000000.00000
822023.09.04 07:10modify320.101.715341.710341.72434
832023.09.04 07:19buy330.101.715570.000000.00000
842023.09.04 07:19modify330.101.715571.710571.72457
852023.09.04 07:21buy340.101.715880.000000.00000
862023.09.04 07:21modify340.101.715881.710881.72488
872023.09.04 07:23buy350.101.716170.000000.00000
882023.09.04 07:23modify350.101.716171.711171.72517
892023.09.04 08:02buy360.101.716540.000000.00000
902023.09.04 08:02modify360.101.716541.711541.72554
912023.09.04 08:07buy370.101.716790.000000.00000
922023.09.04 08:07modify370.101.716791.711791.72579
932023.09.04 08:16buy380.101.717070.000000.00000
942023.09.04 08:16modify380.101.717071.712071.72607
952023.09.04 08:17s/l220.101.717341.717341.70334-36.829490.11
962023.09.04 08:32buy390.101.717390.000000.00000
972023.09.04 08:32modify390.101.717391.712391.72639
982023.09.04 08:50s/l230.101.717701.717701.70370-36.829453.29
992023.09.04 08:50buy400.101.717810.000000.00000
1002023.09.04 08:50modify400.101.717811.712811.72681
1012023.09.04 08:50s/l240.101.717991.717991.70399-36.839416.46
1022023.09.04 08:50buy410.101.718000.000000.00000
1032023.09.04 08:50modify410.101.718001.713001.72700
1042023.09.04 09:17buy420.101.718300.000000.00000
1052023.09.04 09:17modify420.101.718301.713301.72730
1062023.09.04 09:18buy430.101.718590.000000.00000
1072023.09.04 09:18modify430.101.718591.713591.72759
1082023.09.04 09:21buy440.101.718930.000000.00000
1092023.09.04 09:21modify440.101.718931.713931.72793
1102023.09.04 09:22close440.101.718651.713931.72793-2.069414.40
1112023.09.04 09:22close430.101.718651.713591.727590.449414.84
1122023.09.04 09:22close420.101.718651.713301.727302.589417.42
1132023.09.04 09:22close410.101.718651.713001.727004.799422.21
1142023.09.04 09:22close400.101.718651.712811.726816.199428.40
1152023.09.04 09:22close390.101.718651.712391.726399.289437.68
1162023.09.04 09:22close380.101.718651.712071.7260711.649449.32
1172023.09.04 09:22close370.101.718651.711791.7257913.709463.02
1182023.09.04 09:22close360.101.718651.711541.7255415.549478.56
1192023.09.04 09:22close350.101.718651.711171.7251718.269496.82
1202023.09.04 09:22close340.101.718651.710881.7248820.409517.22
1212023.09.04 09:22close330.101.718651.710571.7245722.689539.90
1222023.09.04 09:22close320.101.718651.710341.7243424.389564.28
1232023.09.04 09:22close310.101.718651.710021.7240226.739591.01
1242023.09.04 09:22close300.101.718651.709761.7237628.659619.66
1252023.09.04 09:22close290.101.718651.709411.7234131.239650.89
1262023.09.04 09:22close280.101.718651.709081.7230833.669684.55
1272023.09.04 09:22close270.101.718651.708831.7228335.509720.05
1282023.09.04 09:22close260.101.718651.708471.7224738.159758.20
1292023.09.04 09:22close250.101.718651.708201.7222040.149798.34
1302023.09.04 09:22close210.101.718651.707871.7218742.579840.91
1312023.09.04 09:22close200.101.718651.707591.7215944.639885.54
1322023.09.04 09:22close190.101.718651.707271.7212746.999932.53
1332023.09.05 03:30buy450.101.718210.000000.00000
1342023.09.05 03:30modify450.101.718211.713211.72721
1352023.09.05 04:00buy460.101.718540.000000.00000
1362023.09.05 04:00modify460.101.718541.713541.72754
1372023.09.05 04:26buy470.101.718810.000000.00000
1382023.09.05 04:26modify470.101.718811.713811.72781
1392023.09.05 04:33buy480.101.719110.000000.00000
1402023.09.05 04:33modify480.101.719111.714111.72811
1412023.09.05 04:40buy490.101.719410.000000.00000
1422023.09.05 04:40modify490.101.719411.714411.72841
1432023.09.05 06:19buy500.101.717850.000000.00000
1442023.09.05 06:19modify500.101.717851.712851.72685
1452023.09.05 06:22buy510.101.717490.000000.00000
1462023.09.05 06:22modify510.101.717491.712491.72649
1472023.09.05 06:26buy520.101.717290.000000.00000
1482023.09.05 06:26modify520.101.717291.712291.72629
1492023.09.05 06:27buy530.101.716550.000000.00000
1502023.09.05 06:27modify530.101.716551.711551.72555
1512023.09.05 06:28buy540.101.716170.000000.00000
1522023.09.05 06:28modify540.101.716171.711171.72517
1532023.09.05 06:29buy550.101.716710.000000.00000
1542023.09.05 06:29modify550.101.716711.711711.72571
1552023.09.05 06:35buy560.101.715770.000000.00000
1562023.09.05 06:35modify560.101.715771.710771.72477
1572023.09.05 06:44buy570.101.717090.000000.00000
1582023.09.05 06:44modify570.101.717091.712091.72609
1592023.09.05 08:04buy580.101.715430.000000.00000
1602023.09.05 08:04modify580.101.715431.710431.72443
1612023.09.05 08:04buy590.101.715150.000000.00000
1622023.09.05 08:04modify590.101.715151.710151.72415
1632023.09.05 08:04s/l490.101.714411.714411.72841-36.839895.70
1642023.09.05 08:04buy600.101.714780.000000.00000
1652023.09.05 08:04modify600.101.714781.709781.72378
1662023.09.05 08:11s/l480.101.714111.714111.72811-36.839858.87
1672023.09.05 08:11buy610.101.714550.000000.00000
1682023.09.05 08:11modify610.101.714551.709551.72355
1692023.09.05 08:11s/l470.101.713811.713811.72781-36.839822.04
1702023.09.05 08:11buy620.101.714300.000000.00000
1712023.09.05 08:11modify620.101.714301.709301.72330
1722023.09.05 08:18s/l460.101.713541.713541.72754-36.829785.22
1732023.09.05 08:18buy630.101.713940.000000.00000
1742023.09.05 08:18modify630.101.713941.708941.72294
1752023.09.05 08:19close630.101.713241.708941.72294-5.159780.07
1762023.09.05 08:19close620.101.713241.709301.72330-7.809772.27
1772023.09.05 08:19close610.101.713241.709551.72355-9.649762.63
1782023.09.05 08:19close600.101.713241.709781.72378-11.349751.29
1792023.09.05 08:19close590.101.713241.710151.72415-14.069737.23
1802023.09.05 08:19close580.101.713241.710431.72443-16.139721.10
1812023.09.05 08:19close570.101.713241.712091.72609-28.359692.75
1822023.09.05 08:19close560.101.713241.710771.72477-18.639674.12
1832023.09.05 08:19close550.101.713241.711711.72571-25.559648.57
1842023.09.05 08:19close540.101.713241.711171.72517-21.589626.99
1852023.09.05 08:19close530.101.713241.711551.72555-24.379602.62
1862023.09.05 08:19close520.101.713241.712291.72629-29.829572.80
1872023.09.05 08:19close510.101.713241.712491.72649-31.309541.50
1882023.09.05 08:19close500.101.713241.712851.72685-33.959507.55
1892023.09.05 08:19close450.101.713241.713211.72721-36.609470.95
1902023.09.06 03:30sell640.101.715360.000000.00000
1912023.09.06 03:30modify640.101.715361.720361.70636
1922023.09.06 03:59sell650.101.715050.000000.00000
1932023.09.06 03:59modify650.101.715051.720051.70605
1942023.09.06 04:19sell660.101.714750.000000.00000
1952023.09.06 04:19modify660.101.714751.719751.70575
1962023.09.06 05:37sell670.101.714460.000000.00000
1972023.09.06 05:37modify670.101.714461.719461.70546
1982023.09.06 06:01sell680.101.714040.000000.00000
1992023.09.06 06:01modify680.101.714041.719041.70504
2002023.09.06 06:24sell690.101.715670.000000.00000
2012023.09.06 06:24modify690.101.715671.720671.70667
2022023.09.06 06:41sell700.101.713840.000000.00000
2032023.09.06 06:41modify700.101.713841.718841.70484
2042023.09.06 06:43sell710.101.713520.000000.00000
2052023.09.06 06:43modify710.101.713521.718521.70452
2062023.09.06 07:15sell720.101.716000.000000.00000
2072023.09.06 07:15modify720.101.716001.721001.70700
2082023.09.06 07:26sell730.101.716280.000000.00000
2092023.09.06 07:26modify730.101.716281.721281.70728
2102023.09.06 07:29sell740.101.716570.000000.00000
2112023.09.06 07:29modify740.101.716571.721571.70757
2122023.09.06 07:33sell750.101.716880.000000.00000
2132023.09.06 07:33modify750.101.716881.721881.70788
2142023.09.06 07:34sell760.101.717160.000000.00000
2152023.09.06 07:34modify760.101.717161.722161.70816
2162023.09.06 10:04sell770.101.713220.000000.00000
2172023.09.06 10:04modify770.101.713221.718221.70422
2182023.09.06 10:05sell780.101.712970.000000.00000
2192023.09.06 10:05modify780.101.712971.717971.70397
2202023.09.06 10:06sell790.101.712620.000000.00000
2212023.09.06 10:06modify790.101.712621.717621.70362
2222023.09.06 10:06sell800.101.712270.000000.00000
2232023.09.06 10:06modify800.101.712271.717271.70327
2242023.09.06 10:06sell810.101.711990.000000.00000
2252023.09.06 10:06modify810.101.711991.716991.70299
2262023.09.06 10:33sell820.101.711750.000000.00000
2272023.09.06 10:33modify820.101.711751.716751.70275
2282023.09.06 10:55sell830.101.711430.000000.00000
2292023.09.06 10:55modify830.101.711431.716431.70243
2302023.09.06 13:29sell840.101.711160.000000.00000
2312023.09.06 13:29modify840.101.711161.716161.70216
2322023.09.06 13:29close840.101.711501.716161.70216-2.509468.45
2332023.09.06 13:29close830.101.711501.716431.70243-0.519467.94
2342023.09.06 13:29close820.101.711501.716751.702751.849469.78
2352023.09.06 13:29close810.101.711501.716991.702993.619473.39
2362023.09.06 13:29close800.101.711501.717271.703275.679479.06
2372023.09.06 13:29close790.101.711501.717621.703628.259487.31
2382023.09.06 13:29close780.101.711501.717971.7039710.839498.14
2392023.09.06 13:29close770.101.711501.718221.7042212.679510.81
2402023.09.06 13:29close760.101.711501.722161.7081641.689552.49
2412023.09.06 13:29close750.101.711501.721881.7078839.629592.11
2422023.09.06 13:29close740.101.711501.721571.7075737.349629.45
2432023.09.06 13:29close730.101.711501.721281.7072835.209664.65
2442023.09.06 13:29close720.101.711501.721001.7070033.149697.79
2452023.09.06 13:29close710.101.711501.718521.7045214.889712.67
2462023.09.06 13:29close700.101.711501.718841.7048417.239729.90
2472023.09.06 13:29close690.101.711501.720671.7066730.719760.61
2482023.09.06 13:29close680.101.711501.719041.7050418.719779.32
2492023.09.06 13:29close670.101.711501.719461.7054621.809801.12
2502023.09.06 13:29close660.101.711501.719751.7057523.939825.05
2512023.09.06 13:29close650.101.711501.720051.7060526.149851.19
2522023.09.06 13:29close640.101.711501.720361.7063628.439879.62
2532023.09.07 03:30sell850.101.705560.000000.00000
2542023.09.07 03:30modify850.101.705561.710561.69656
2552023.09.07 03:33sell860.101.705870.000000.00000
2562023.09.07 03:33modify860.101.705871.710871.69687
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5512023.09.13 07:00close1780.101.688381.695491.6814915.5410714.16
5522023.09.13 07:00close1770.101.688381.696011.6820119.3710733.53
5532023.09.13 07:00close1760.101.688381.695261.6812613.8410747.37
5542023.09.13 07:00close1750.101.688381.696261.6822621.2110768.58
5552023.09.13 07:00close1740.101.688381.696761.6827624.8910793.47
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5572023.09.13 07:00close1720.101.688381.697261.6832628.5710854.29
5582023.09.13 07:00close1710.101.688381.697971.6839733.8010888.09
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5602023.09.13 07:00close1690.101.688381.698581.6845838.2910967.18
5612023.09.13 07:00close1680.101.688381.698281.6842836.0811003.26
5622023.09.14 03:30buy1880.101.691460.000000.00000
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5642023.09.14 03:47buy1890.101.691760.000000.00000
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5702023.09.14 05:50sell1920.101.690890.000000.00000
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5722023.09.14 06:01sell1930.101.690650.000000.00000
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5802023.09.14 07:19sell1970.101.689720.000000.00000
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5922023.09.14 09:09sell2030.101.687940.000000.00000
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