Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2023.12.01 00:00 - 2023.12.29 21:55 (2023.12.01 - 2024.01.01)
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=9; MA_Period=20; MA_Method=0; MA_AppliedPrice=0; MA_Shift=2; MA_DirOption=1; GapSize=30; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=0; 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=50; 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=240; Run_ProfitTrailingStop=50; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=30; EntryWindow_UntilHour=16; 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 test6802Ticks modelled298484Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit282.65Gross profit1231.85Gross loss-949.20
Profit factor1.30Expected payoff3.93
Absolute drawdown148.13Maximal drawdown156.36 (1.56%)Relative drawdown1.56% (156.36)
Total trades72Short positions (won %)39 (69.23%)Long positions (won %)33 (45.45%)
Profit trades (% of total)42 (58.33%)Loss trades (% of total)30 (41.67%)
Largestprofit trade66.70loss trade-94.20
Averageprofit trade29.33loss trade-31.64
Maximumconsecutive wins (profit in money)10 (269.54)consecutive losses (loss in money)6 (-129.69)
Maximalconsecutive profit (count of wins)269.54 (10)consecutive loss (count of losses)-167.66 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.12.01 09:30buy10.101.712320.000000.00000
22023.12.01 09:30modify10.101.712320.000001.72132
32023.12.01 12:21sell20.101.711820.000000.00000
42023.12.01 12:21modify20.101.711820.000001.70282
52023.12.01 13:57buy30.101.709100.000000.00000
62023.12.01 13:57modify30.101.709100.000001.71810
72023.12.01 14:00sell40.101.708830.000000.00000
82023.12.01 14:00modify40.101.708830.000001.69983
92023.12.01 14:42sell50.101.705470.000000.00000
102023.12.01 14:42modify50.101.705470.000001.69647
112023.12.01 16:00close50.101.708160.000001.69647-19.949980.06
122023.12.01 16:00close40.101.708160.000001.699834.969985.02
132023.12.01 16:00close30.101.707660.000001.71810-10.689974.34
142023.12.01 16:00close20.101.708160.000001.7028227.1210001.46
152023.12.01 16:00close10.101.707660.000001.72132-34.549966.92
162023.12.04 09:30buy60.101.717030.000000.00000
172023.12.04 09:30modify60.101.717030.000001.72603
182023.12.04 13:37buy70.101.713880.000000.00000
192023.12.04 13:37modify70.101.713880.000001.72288
202023.12.04 14:00sell80.101.713490.000000.00000
212023.12.04 14:00modify80.101.713490.000001.70449
222023.12.04 14:20sell90.101.710520.000000.00000
232023.12.04 14:20modify90.101.710520.000001.70152
242023.12.04 15:23sell100.101.707440.000000.00000
252023.12.04 15:23modify100.101.707440.000001.69844
262023.12.04 16:00close100.101.707590.000001.69844-1.119965.81
272023.12.04 16:00close90.101.707590.000001.7015221.729987.53
282023.12.04 16:00close80.101.707590.000001.7044943.7310031.26
292023.12.04 16:00close70.101.707090.000001.72288-50.339980.93
302023.12.04 16:00close60.101.707090.000001.72603-73.679907.26
312023.12.05 09:30sell110.101.711190.000000.00000
322023.12.05 09:30modify110.101.711190.000001.70219
332023.12.05 11:06sell120.101.714300.000000.00000
342023.12.05 11:06modify120.101.714300.000001.70530
352023.12.05 12:36buy130.101.714720.000000.00000
362023.12.05 12:36modify130.101.714720.000001.72372
372023.12.05 15:00buy140.101.711590.000000.00000
382023.12.05 15:00modify140.101.711590.000001.72059
392023.12.05 16:00close140.101.710210.000001.72059-10.239897.03
402023.12.05 16:00close130.101.710210.000001.72372-33.439863.60
412023.12.05 16:00close120.101.710710.000001.7053026.609890.20
422023.12.05 16:00close110.101.710710.000001.702193.559893.75
432023.12.06 09:30sell150.101.711660.000000.00000
442023.12.06 09:30modify150.101.711660.000001.70266
452023.12.06 09:46buy160.101.712160.000000.00000
462023.12.06 09:46modify160.101.712160.000001.72116
472023.12.06 11:51sell170.101.708600.000000.00000
482023.12.06 11:51modify170.101.708600.000001.69960
492023.12.06 16:00close170.101.708400.000001.699601.489895.23
502023.12.06 16:00close160.101.707900.000001.72116-31.589863.65
512023.12.06 16:00close150.101.708400.000001.7026624.169887.81
522023.12.07 09:30buy180.101.709310.000000.00000
532023.12.07 09:30modify180.101.709310.000001.71831
542023.12.07 13:30sell190.101.708810.000000.00000
552023.12.07 13:30modify190.101.708810.000001.69981
562023.12.07 16:00close190.101.710500.000001.69981-12.539875.28
572023.12.07 16:00close180.101.710000.000001.718315.129880.40
582023.12.08 09:30sell200.101.705860.000000.00000
592023.12.08 09:30modify200.101.705860.000001.69686
602023.12.08 12:02sell210.101.708870.000000.00000
612023.12.08 12:02modify210.101.708870.000001.69987
622023.12.08 13:19buy220.101.706150.000000.00000
632023.12.08 13:19modify220.101.706150.000001.71515
642023.12.08 13:30close220.101.700260.000001.71515-43.659836.75
652023.12.08 13:30close210.101.700760.000001.6998760.119896.86
662023.12.08 13:30close200.101.700760.000001.6968637.809934.66
672023.12.11 09:30buy230.101.706170.000000.00000
682023.12.11 09:30modify230.101.706170.000001.71517
692023.12.11 10:51buy240.101.709280.000000.00000
702023.12.11 10:51modify240.101.709280.000001.71828
712023.12.11 12:00close240.101.711130.000001.7182813.719948.37
722023.12.11 12:00close230.101.711130.000001.7151736.769985.13
732023.12.12 09:30sell250.101.703710.000000.00000
742023.12.12 09:30modify250.101.703710.000001.69471
752023.12.12 13:14buy260.101.707240.000000.00000
762023.12.12 13:14modify260.101.707240.000001.71624
772023.12.12 13:54buy270.101.704140.000000.00000
782023.12.12 13:54modify270.101.704140.000001.71314
792023.12.12 15:25sell280.101.706720.000000.00000
802023.12.12 15:25modify280.101.706720.000001.69772
812023.12.12 16:00close280.101.708760.000001.69772-15.119970.02
822023.12.12 16:00close270.101.708260.000001.7131430.5410000.56
832023.12.12 16:00close260.101.708260.000001.716247.5610008.12
842023.12.12 16:00close250.101.708760.000001.69471-37.429970.70
852023.12.13 09:30sell290.101.703160.000000.00000
862023.12.13 09:30modify290.101.703160.000001.69416
872023.12.13 10:45sell300.101.700160.000000.00000
882023.12.13 10:45modify300.101.700160.000001.69116
892023.12.13 14:37close300.101.698200.000001.6911614.539985.23
902023.12.13 14:37close290.101.698200.000001.6941636.7610021.99
912023.12.14 09:30sell310.101.703880.000000.00000
922023.12.14 09:30modify310.101.703880.000001.69488
932023.12.14 09:55buy320.101.704440.000000.00000
942023.12.14 09:55modify320.101.704440.000001.71344
952023.12.14 12:01buy330.101.707230.000000.00000
962023.12.14 12:01modify330.101.707230.000001.71623
972023.12.14 12:27buy340.101.710670.000000.00000
982023.12.14 12:27modify340.101.710670.000001.71967
992023.12.14 12:30sell350.101.709880.000000.00000
1002023.12.14 12:30modify350.101.709880.000001.70088
1012023.12.14 16:00close350.101.712780.000001.70088-21.5010000.49
1022023.12.14 16:00close340.101.712280.000001.7196711.9410012.43
1032023.12.14 16:00close330.101.712280.000001.7162337.4310049.86
1042023.12.14 16:00close320.101.712280.000001.7134458.1110107.97
1052023.12.14 16:00close310.101.712780.000001.69488-65.9610042.01
1062023.12.15 09:30sell360.101.704020.000000.00000
1072023.12.15 09:30modify360.101.704020.000001.69502
1082023.12.15 09:30sell370.101.707100.000000.00000
1092023.12.15 09:30modify370.101.707100.000001.69810
1102023.12.15 10:17sell380.101.710130.000000.00000
1112023.12.15 10:17modify380.101.710130.000001.70113
1122023.12.15 11:42buy390.101.710550.000000.00000
1132023.12.15 11:42modify390.101.710550.000001.71955
1142023.12.15 12:23buy400.101.707510.000000.00000
1152023.12.15 12:23modify400.101.707510.000001.71651
1162023.12.15 14:30sell410.101.700990.000000.00000
1172023.12.15 14:30modify410.101.700990.000001.69199
1182023.12.15 14:45t/p380.101.701130.000001.7011366.7010108.71
1192023.12.15 15:52sell420.101.697850.000000.00000
1202023.12.15 15:52modify420.101.697850.000001.68885
1212023.12.15 15:57t/p370.101.698100.000001.6981066.7010175.41
1222023.12.15 16:00close420.101.698340.000001.68885-3.6310171.78
1232023.12.15 16:00close410.101.698340.000001.6919919.6410191.42
1242023.12.15 16:00close400.101.697840.000001.71651-71.6710119.75
1252023.12.15 16:00close390.101.697840.000001.71955-94.2010025.55
1262023.12.15 16:00close360.101.698340.000001.6950242.1010067.65
1272023.12.18 09:30sell430.101.695830.000000.00000
1282023.12.18 09:30modify430.101.695830.000001.68683
1292023.12.18 11:18sell440.101.692820.000000.00000
1302023.12.18 11:18modify440.101.692820.000001.68382
1312023.12.18 11:52close440.101.690900.000001.6838214.2310081.88
1322023.12.18 11:52close430.101.690900.000001.6868336.5410118.42
1332023.12.19 09:30buy450.101.699230.000000.00000
1342023.12.19 09:30modify450.101.699230.000001.70823
1352023.12.19 12:05buy460.101.702300.000000.00000
1362023.12.19 12:05modify460.101.702300.000001.71130
1372023.12.19 12:55close460.101.704220.000001.7113014.2310132.65
1382023.12.19 12:55close450.101.704220.000001.7082336.9910169.64
1392023.12.20 09:30sell470.101.687480.000000.00000
1402023.12.20 09:30modify470.101.687480.000001.67848
1412023.12.20 14:55buy480.101.690980.000000.00000
1422023.12.20 14:55modify480.101.690980.000001.69998
1432023.12.20 15:23buy490.101.687930.000000.00000
1442023.12.20 15:23modify490.101.687930.000001.69693
1452023.12.20 16:00close490.101.687170.000001.69693-5.6310164.01
1462023.12.20 16:00close480.101.687170.000001.69998-28.2310135.78
1472023.12.20 16:00close470.101.687670.000001.67848-1.4110134.37
1482023.12.21 09:30sell500.101.684670.000000.00000
1492023.12.21 09:30modify500.101.684670.000001.67567
1502023.12.21 10:53sell510.101.687670.000000.00000
1512023.12.21 10:53modify510.101.687670.000001.67867
1522023.12.21 11:38sell520.101.690670.000000.00000
1532023.12.21 11:38modify520.101.690670.000001.68167
1542023.12.21 12:35buy530.101.691170.000000.00000
1552023.12.21 12:35modify530.101.691170.000001.70017
1562023.12.21 13:30buy540.101.688200.000000.00000
1572023.12.21 13:30modify540.101.688200.000001.69720
1582023.12.21 15:11buy550.101.685130.000000.00000
1592023.12.21 15:11modify550.101.685130.000001.69413
1602023.12.21 16:00close550.101.683920.000001.69413-8.9710125.40
1612023.12.21 16:00close540.101.683920.000001.69720-31.7210093.68
1622023.12.21 16:00close530.101.683920.000001.70017-53.7310039.95
1632023.12.21 16:00close520.101.684420.000001.6816746.3210086.27
1642023.12.21 16:00close510.101.684420.000001.6786724.0810110.35
1652023.12.21 16:00close500.101.684420.000001.675671.8510112.20
1662023.12.22 09:30buy560.101.686330.000000.00000
1672023.12.22 09:30modify560.101.686330.000001.69533
1682023.12.22 11:05buy570.101.689330.000000.00000
1692023.12.22 11:05modify570.101.689330.000001.69833
1702023.12.22 11:36close570.101.691220.000001.6983314.0010126.20
1712023.12.22 11:36close560.101.691220.000001.6953336.2410162.44
1722023.12.26 09:30sell580.101.681830.000000.00000
1732023.12.26 09:30modify580.101.681830.000001.67283
1742023.12.26 13:43sell590.101.678810.000000.00000
1752023.12.26 13:43modify590.101.678810.000001.66981
1762023.12.26 16:00close590.101.678310.000001.669813.7110166.15
1772023.12.26 16:00close580.101.678310.000001.6728326.0910192.24
1782023.12.27 09:30sell600.101.679760.000000.00000
1792023.12.27 09:30modify600.101.679760.000001.67076
1802023.12.27 11:20buy610.101.680250.000000.00000
1812023.12.27 11:20modify610.101.680250.000001.68925
1822023.12.27 12:17buy620.101.683290.000000.00000
1832023.12.27 12:17modify620.101.683290.000001.69229
1842023.12.27 15:26buy630.101.686260.000000.00000
1852023.12.27 15:26modify630.101.686260.000001.69526
1862023.12.27 16:00close630.101.688540.000001.6952616.9010209.14
1872023.12.27 16:00close620.101.688540.000001.6922938.9110248.05
1882023.12.27 16:00close610.101.688540.000001.6892561.4410309.49
1892023.12.27 16:00close600.101.689040.000001.67076-68.7810240.71
1902023.12.28 09:30sell640.101.690160.000000.00000
1912023.12.28 09:30modify640.101.690160.000001.68116
1922023.12.28 10:57buy650.101.690610.000000.00000
1932023.12.28 10:57modify650.101.690610.000001.69961
1942023.12.28 13:13sell660.101.686980.000000.00000
1952023.12.28 13:13modify660.101.686980.000001.67798
1962023.12.28 13:52sell670.101.684120.000000.00000
1972023.12.28 13:52modify670.101.684120.000001.67512
1982023.12.28 16:00close670.101.684160.000001.67512-0.3010240.41
1992023.12.28 16:00close660.101.684160.000001.6779820.9010261.31
2002023.12.28 16:00close650.101.683660.000001.69961-51.5110209.80
2012023.12.28 16:00close640.101.684160.000001.6811644.4710254.27
2022023.12.29 09:30buy680.101.685500.000000.00000
2032023.12.29 09:30modify680.101.685500.000001.69450
2042023.12.29 10:15sell690.101.685050.000000.00000
2052023.12.29 10:15modify690.101.685050.000001.67605
2062023.12.29 11:36sell700.101.688060.000000.00000
2072023.12.29 11:36modify700.101.688060.000001.67906
2082023.12.29 15:40buy710.101.682500.000000.00000
2092023.12.29 15:40modify710.101.682500.000001.69150
2102023.12.29 15:45sell720.101.678780.000000.00000
2112023.12.29 15:45modify720.101.678780.000001.66978
2122023.12.29 15:46t/p700.101.679060.000001.6790666.7010320.97
2132023.12.29 16:00close720.101.681080.000001.66978-17.0410303.93
2142023.12.29 16:00close710.101.680580.000001.69150-14.2310289.70
2152023.12.29 16:00close690.101.681080.000001.6760529.4210319.12
2162023.12.29 16:00close680.101.680580.000001.69450-36.4710282.65