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=12; MA_Period=18; MA_Method=0; MA_AppliedPrice=0; MA_Shift=3; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=90; TakeProfit=40; 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=360; Run_ProfitTrailingStop=90; 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 profit2273.61Gross profit4115.51Gross loss-1841.90
Profit factor2.23Expected payoff5.80
Absolute drawdown324.60Maximal drawdown812.68 (6.77%)Relative drawdown6.77% (812.68)
Total trades392Short positions (won %)205 (71.71%)Long positions (won %)187 (56.68%)
Profit trades (% of total)253 (64.54%)Loss trades (% of total)139 (35.46%)
Largestprofit trade29.55loss trade-63.10
Averageprofit trade16.27loss trade-13.25
Maximumconsecutive wins (profit in money)32 (566.72)consecutive losses (loss in money)20 (-712.28)
Maximalconsecutive profit (count of wins)566.72 (32)consecutive loss (count of losses)-712.28 (20)
Averageconsecutive wins8consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 08:00buy10.101.703440.000000.00000
22024.02.01 08:00modify10.101.703441.694441.70744
32024.02.01 08:02sell20.101.703260.000000.00000
42024.02.01 08:02modify20.101.703261.712261.69926
52024.02.01 08:04buy30.101.703140.000000.00000
62024.02.01 08:04modify30.101.703141.694141.70714
72024.02.01 08:05buy40.101.702790.000000.00000
82024.02.01 08:05modify40.101.702791.693791.70679
92024.02.01 08:06buy50.101.702490.000000.00000
102024.02.01 08:06modify50.101.702491.693491.70649
112024.02.01 08:31buy60.101.702170.000000.00000
122024.02.01 08:31modify60.101.702171.693171.70617
132024.02.01 08:32buy70.101.701940.000000.00000
142024.02.01 08:32modify70.101.701941.692941.70594
152024.02.01 08:55buy80.101.701560.000000.00000
162024.02.01 08:55modify80.101.701561.692561.70556
172024.02.01 09:01buy90.101.701220.000000.00000
182024.02.01 09:01modify90.101.701221.692221.70522
192024.02.01 09:06buy100.101.701000.000000.00000
202024.02.01 09:06modify100.101.701001.692001.70500
212024.02.01 09:10buy110.101.700740.000000.00000
222024.02.01 09:10modify110.101.700741.691741.70474
232024.02.01 10:52buy120.101.700420.000000.00000
242024.02.01 10:52modify120.101.700421.691421.70442
252024.02.01 10:56buy130.101.700090.000000.00000
262024.02.01 10:56modify130.101.700091.691091.70409
272024.02.01 11:02buy140.101.699790.000000.00000
282024.02.01 11:02modify140.101.699791.690791.70379
292024.02.01 11:41buy150.101.699440.000000.00000
302024.02.01 11:41modify150.101.699441.690441.70344
312024.02.01 11:43t/p20.101.699261.712261.6992629.5210029.52
322024.02.01 11:43buy160.101.699230.000000.00000
332024.02.01 11:43modify160.101.699231.690231.70323
342024.02.01 11:51buy170.101.698900.000000.00000
352024.02.01 11:51modify170.101.698901.689901.70290
362024.02.01 12:02close170.101.702661.689901.7029027.7710057.29
372024.02.01 12:02close160.101.702661.690231.7032325.3310082.62
382024.02.01 12:02close150.101.702661.690441.7034423.7810106.40
392024.02.01 12:02close140.101.702661.690791.7037921.1910127.59
402024.02.01 12:02close130.101.702661.691091.7040918.9810146.57
412024.02.01 12:02close120.101.702661.691421.7044216.5410163.11
422024.02.01 12:02close110.101.702661.691741.7047414.1810177.29
432024.02.01 12:02close100.101.702661.692001.7050012.2610189.55
442024.02.01 12:02close90.101.702661.692221.7052210.6310200.18
452024.02.01 12:02close80.101.702661.692561.705568.1210208.30
462024.02.01 12:02close70.101.702661.692941.705945.3110213.61
472024.02.01 12:02close60.101.702661.693171.706173.6110217.22
482024.02.01 12:02close50.101.702661.693491.706491.2510218.47
492024.02.01 12:02close40.101.702661.693791.70679-0.9610217.51
502024.02.01 12:02close30.101.702661.694141.70714-3.5510213.96
512024.02.01 12:02close10.101.702661.694441.70744-5.7610208.20
522024.02.02 08:00sell180.101.705960.000000.00000
532024.02.02 08:00modify180.101.705961.714961.70196
542024.02.02 08:00sell190.101.706370.000000.00000
552024.02.02 08:00modify190.101.706371.715371.70237
562024.02.02 08:01sell200.101.706570.000000.00000
572024.02.02 08:01modify200.101.706571.715571.70257
582024.02.02 08:04sell210.101.705510.000000.00000
592024.02.02 08:04modify210.101.705511.714511.70151
602024.02.02 08:14sell220.101.706870.000000.00000
612024.02.02 08:14modify220.101.706871.715871.70287
622024.02.02 08:25sell230.101.707170.000000.00000
632024.02.02 08:25modify230.101.707171.716171.70317
642024.02.02 08:46sell240.101.705360.000000.00000
652024.02.02 08:46modify240.101.705361.714361.70136
662024.02.02 08:48sell250.101.705040.000000.00000
672024.02.02 08:48modify250.101.705041.714041.70104
682024.02.02 13:16sell260.101.707480.000000.00000
692024.02.02 13:16modify260.101.707481.716481.70348
702024.02.02 13:25buy270.101.705540.000000.00000
712024.02.02 13:25modify270.101.705541.696541.70954
722024.02.02 13:30buy280.101.704350.000000.00000
732024.02.02 13:30modify280.101.704351.695351.70835
742024.02.02 13:30buy290.101.704740.000000.00000
752024.02.02 13:30modify290.101.704741.695741.70874
762024.02.02 13:30t/p260.101.703481.716481.7034829.5210237.72
772024.02.02 13:30close290.101.702681.695741.70874-15.2210222.50
782024.02.02 13:30close280.101.702681.695351.70835-12.3410210.16
792024.02.02 13:30close270.101.702681.696541.70954-21.1210189.04
802024.02.02 13:30close250.101.703181.714041.7010413.7310202.77
812024.02.02 13:30close240.101.703181.714361.7013616.0910218.86
822024.02.02 13:30close230.101.703181.716171.7031729.4510248.31
832024.02.02 13:30close220.101.703181.715871.7028727.2410275.55
842024.02.02 13:30close210.101.703181.714511.7015117.2010292.75
852024.02.02 13:30close200.101.703181.715571.7025725.0210317.77
862024.02.02 13:30close190.101.703181.715371.7023723.5510341.32
872024.02.02 13:30close180.101.703181.714961.7019620.5210361.84
882024.02.05 08:00buy300.101.700840.000000.00000
892024.02.05 08:00modify300.101.700841.691841.70484
902024.02.05 08:02sell310.101.700710.000000.00000
912024.02.05 08:02modify310.101.700711.709711.69671
922024.02.05 08:03sell320.101.700990.000000.00000
932024.02.05 08:03modify320.101.700991.709991.69699
942024.02.05 08:06sell330.101.701360.000000.00000
952024.02.05 08:06modify330.101.701361.710361.69736
962024.02.05 08:21buy340.101.700510.000000.00000
972024.02.05 08:21modify340.101.700511.691511.70451
982024.02.05 09:28sell350.101.700260.000000.00000
992024.02.05 09:28modify350.101.700261.709261.69626
1002024.02.05 09:39buy360.101.700160.000000.00000
1012024.02.05 09:39modify360.101.700161.691161.70416
1022024.02.05 09:42sell370.101.700110.000000.00000
1032024.02.05 09:42modify370.101.700111.709111.69611
1042024.02.05 09:57buy380.101.699910.000000.00000
1052024.02.05 09:57modify380.101.699911.690911.70391
1062024.02.05 10:00buy390.101.699570.000000.00000
1072024.02.05 10:00modify390.101.699571.690571.70357
1082024.02.05 10:01buy400.101.698620.000000.00000
1092024.02.05 10:01modify400.101.698621.689621.70262
1102024.02.05 10:01buy410.101.698010.000000.00000
1112024.02.05 10:01modify410.101.698011.689011.70201
1122024.02.05 10:02buy420.101.698560.000000.00000
1132024.02.05 10:02modify420.101.698561.689561.70256
1142024.02.05 10:06buy430.101.697800.000000.00000
1152024.02.05 10:06modify430.101.697801.688801.70180
1162024.02.05 10:14buy440.101.697490.000000.00000
1172024.02.05 10:14modify440.101.697491.688491.70149
1182024.02.05 10:50buy450.101.699050.000000.00000
1192024.02.05 10:50modify450.101.699051.690051.70305
1202024.02.05 11:32t/p330.101.697361.710361.6973629.5310391.37
1212024.02.05 11:33buy460.101.697230.000000.00000
1222024.02.05 11:33modify460.101.697231.688231.70123
1232024.02.05 11:34t/p320.101.696991.709991.6969929.5310420.90
1242024.02.05 11:34buy470.101.696870.000000.00000
1252024.02.05 11:34modify470.101.696871.687871.70087
1262024.02.05 11:34t/p310.101.696711.709711.6967129.5210450.42
1272024.02.05 11:34buy480.101.696610.000000.00000
1282024.02.05 11:34modify480.101.696611.687611.70061
1292024.02.05 11:35buy490.101.696330.000000.00000
1302024.02.05 11:35modify490.101.696331.687331.70033
1312024.02.05 11:35t/p350.101.696261.709261.6962629.5310479.95
1322024.02.05 11:35t/p370.101.696111.709111.6961129.5210509.47
1332024.02.05 11:51buy500.101.695980.000000.00000
1342024.02.05 11:51modify500.101.695981.686981.69998
1352024.02.05 11:53buy510.101.695730.000000.00000
1362024.02.05 11:53modify510.101.695731.686731.69973
1372024.02.05 12:15buy520.101.695410.000000.00000
1382024.02.05 12:15modify520.101.695411.686411.69941
1392024.02.05 12:55buy530.101.695040.000000.00000
1402024.02.05 12:55modify530.101.695041.686041.69904
1412024.02.05 13:02buy540.101.694800.000000.00000
1422024.02.05 13:02modify540.101.694801.685801.69880
1432024.02.05 15:27close540.101.697801.685801.6988022.1610531.63
1442024.02.05 15:27close530.101.697801.686041.6990420.3810552.01
1452024.02.05 15:27close520.101.697801.686411.6994117.6510569.66
1462024.02.05 15:27close510.101.697801.686731.6997315.2910584.95
1472024.02.05 15:27close500.101.697801.686981.6999813.4410598.39
1482024.02.05 15:27close490.101.697801.687331.7003310.8610609.25
1492024.02.05 15:27close480.101.697801.687611.700618.7910618.04
1502024.02.05 15:27close470.101.697801.687871.700876.8710624.91
1512024.02.05 15:27close460.101.697801.688231.701234.2110629.12
1522024.02.05 15:27close450.101.697801.690051.70305-9.2310619.89
1532024.02.05 15:27close440.101.697801.688491.701492.2910622.18
1542024.02.05 15:27close430.101.697801.688801.701800.0010622.18
1552024.02.05 15:27close420.101.697801.689561.70256-5.6110616.57
1562024.02.05 15:27close410.101.697801.689011.70201-1.5510615.02
1572024.02.05 15:27close400.101.697801.689621.70262-6.0610608.96
1582024.02.05 15:27close390.101.697801.690571.70357-13.0710595.89
1592024.02.05 15:27close380.101.697801.690911.70391-15.5810580.31
1602024.02.05 15:27close360.101.697801.691161.70416-17.4310562.88
1612024.02.05 15:27close340.101.697801.691511.70451-20.0210542.86
1622024.02.05 15:27close300.101.697801.691841.70484-22.4510520.41
1632024.02.06 08:00sell550.101.696630.000000.00000
1642024.02.06 08:00modify550.101.696631.705631.69263
1652024.02.06 08:02sell560.101.697280.000000.00000
1662024.02.06 08:02modify560.101.697281.706281.69328
1672024.02.06 08:07sell570.101.697550.000000.00000
1682024.02.06 08:07modify570.101.697551.706551.69355
1692024.02.06 08:20sell580.101.697830.000000.00000
1702024.02.06 08:20modify580.101.697831.706831.69383
1712024.02.06 08:22sell590.101.698190.000000.00000
1722024.02.06 08:22modify590.101.698191.707191.69419
1732024.02.06 08:41sell600.101.698450.000000.00000
1742024.02.06 08:41modify600.101.698451.707451.69445
1752024.02.06 08:50sell610.101.698730.000000.00000
1762024.02.06 08:50modify610.101.698731.707731.69473
1772024.02.06 09:56sell620.101.696930.000000.00000
1782024.02.06 09:56modify620.101.696931.705931.69293
1792024.02.06 11:52sell630.101.699030.000000.00000
1802024.02.06 11:52modify630.101.699031.708031.69503
1812024.02.06 12:52sell640.101.699340.000000.00000
1822024.02.06 12:52modify640.101.699341.708341.69534
1832024.02.06 12:57sell650.101.699710.000000.00000
1842024.02.06 12:57modify650.101.699711.708711.69571
1852024.02.06 13:09sell660.101.699930.000000.00000
1862024.02.06 13:09modify660.101.699931.708931.69593
1872024.02.06 13:48sell670.101.700230.000000.00000
1882024.02.06 13:48modify670.101.700231.709231.69623
1892024.02.06 14:00sell680.101.700580.000000.00000
1902024.02.06 14:00modify680.101.700581.709581.69658
1912024.02.06 14:01sell690.101.700840.000000.00000
1922024.02.06 14:01modify690.101.700841.709841.69684
1932024.02.06 14:30sell700.101.701180.000000.00000
1942024.02.06 14:30modify700.101.701181.710181.69718
1952024.02.06 14:31sell710.101.701450.000000.00000
1962024.02.06 14:31modify710.101.701451.710451.69745
1972024.02.06 22:04buy720.101.697890.000000.00000
1982024.02.06 22:04modify720.101.697891.688891.70189
1992024.02.06 22:05close720.101.697251.688891.70189-4.7310515.68
2002024.02.06 22:05close710.101.697751.710451.6974527.3110542.99
2012024.02.06 22:05close700.101.697751.710181.6971825.3210568.31
2022024.02.06 22:05close690.101.697751.709841.6968422.8110591.12
2032024.02.06 22:05close680.101.697751.709581.6965820.8910612.01
2042024.02.06 22:05close670.101.697751.709231.6962318.3110630.32
2052024.02.06 22:05close660.101.697751.708931.6959316.0910646.41
2062024.02.06 22:05close650.101.697751.708711.6957114.4710660.88
2072024.02.06 22:05close640.101.697751.708341.6953411.7410672.62
2082024.02.06 22:05close630.101.697751.708031.695039.4510682.07
2092024.02.06 22:05close620.101.697751.705931.69293-6.0510676.02
2102024.02.06 22:05close610.101.697751.707731.694737.2410683.26
2112024.02.06 22:05close600.101.697751.707451.694455.1710688.43
2122024.02.06 22:05close590.101.697751.707191.694193.2510691.68
2132024.02.06 22:05close580.101.697751.706831.693830.5910692.27
2142024.02.06 22:05close570.101.697751.706551.69355-1.4710690.80
2152024.02.06 22:05close560.101.697751.706281.69328-3.4710687.33
2162024.02.06 22:05close550.101.697751.705631.69263-8.2610679.07
2172024.02.07 08:00sell730.101.702260.000000.00000
2182024.02.07 08:00modify730.101.702261.711261.69826
2192024.02.07 08:02sell740.101.702010.000000.00000
2202024.02.07 08:02modify740.101.702011.711011.69801
2212024.02.07 08:03sell750.101.701650.000000.00000
2222024.02.07 08:03modify750.101.701651.710651.69765
2232024.02.07 08:27sell760.101.702620.000000.00000
2242024.02.07 08:27modify760.101.702621.711621.69862
2252024.02.07 08:28sell770.101.702870.000000.00000
2262024.02.07 08:28modify770.101.702871.711871.69887
2272024.02.07 08:39sell780.101.701300.000000.00000
2282024.02.07 08:39modify780.101.701301.710301.69730
2292024.02.07 08:39sell790.101.701010.000000.00000
2302024.02.07 08:39modify790.101.701011.710011.69701
2312024.02.07 08:41sell800.101.700750.000000.00000
2322024.02.07 08:41modify800.101.700751.709751.69675
2332024.02.07 09:01sell810.101.700430.000000.00000
2342024.02.07 09:01modify810.101.700431.709431.69643
2352024.02.07 11:04sell820.101.703160.000000.00000
2362024.02.07 11:04modify820.101.703161.712161.69916
2372024.02.07 13:06sell830.101.700140.000000.00000
2382024.02.07 13:06modify830.101.700141.709141.69614
2392024.02.07 13:07sell840.101.699820.000000.00000
2402024.02.07 13:07modify840.101.699821.708821.69582
2412024.02.07 13:10buy850.101.700040.000000.00000
2422024.02.07 13:10modify850.101.700041.691041.70404
2432024.02.07 13:14buy860.101.700220.000000.00000
2442024.02.07 13:14modify860.101.700221.691221.70422
2452024.02.07 16:07buy870.101.700660.000000.00000
2462024.02.07 16:07modify870.101.700661.691661.70466
2472024.02.07 19:16buy880.101.700880.000000.00000
2482024.02.07 19:16modify880.101.700881.691881.70488
2492024.02.07 22:05t/p760.101.698621.711621.6986229.5310708.60
2502024.02.07 22:05t/p770.101.698871.711871.6988729.5210738.12
2512024.02.07 22:05t/p820.101.699161.712161.6991629.5210767.64
2522024.02.07 22:05close880.101.697961.691881.70488-21.5710746.07
2532024.02.07 22:05close870.101.697961.691661.70466-19.9410726.13
2542024.02.07 22:05close860.101.697961.691221.70422-16.6910709.44
2552024.02.07 22:05close850.101.697961.691041.70404-15.3610694.08
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10882024.02.28 10:17modify3660.101.716671.725671.71267
10892024.02.28 10:25sell3670.101.717010.000000.00000
10902024.02.28 10:25modify3670.101.717011.726011.71301
10912024.02.28 10:46sell3680.101.717270.000000.00000
10922024.02.28 10:46modify3680.101.717271.726271.71327
10932024.02.28 10:50sell3690.101.717560.000000.00000
10942024.02.28 10:50modify3690.101.717561.726561.71356
10952024.02.28 11:01sell3700.101.717840.000000.00000
10962024.02.28 11:01modify3700.101.717841.726841.71384
10972024.02.28 11:04sell3710.101.718230.000000.00000
10982024.02.28 11:04modify3710.101.718231.727231.71423
10992024.02.28 11:58sell3720.101.718450.000000.00000
11002024.02.28 11:58modify3720.101.718451.727451.71445
11012024.02.28 12:47sell3730.101.718770.000000.00000
11022024.02.28 12:47modify3730.101.718771.727771.71477
11032024.02.28 12:50t/p3630.101.718981.705981.7189829.5411998.31
11042024.02.28 12:50sell3740.101.719040.000000.00000
11052024.02.28 12:50modify3740.101.719041.728041.71504
11062024.02.28 14:05buy3750.101.715910.000000.00000
11072024.02.28 14:05modify3750.101.715911.706911.71991
11082024.02.28 14:12buy3760.101.716110.000000.00000
11092024.02.28 14:12modify3760.101.716111.707111.72011
11102024.02.28 14:15close3760.101.715221.707111.72011-6.5711991.74
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11122024.02.28 14:15close3740.101.715721.728041.7150424.5012011.15
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11192024.02.28 14:15close3670.101.715721.726011.713019.5212122.53
11202024.02.28 14:15close3660.101.715721.725671.712677.0112129.54
11212024.02.28 14:15close3650.101.715721.725331.712334.5012134.04
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11292024.02.29 08:00buy3770.101.718350.000000.00000
11302024.02.29 08:00modify3770.101.718351.709351.72235
11312024.02.29 08:01buy3780.101.718660.000000.00000
11322024.02.29 08:01modify3780.101.718661.709661.72266
11332024.02.29 08:02sell3790.101.718470.000000.00000
11342024.02.29 08:02modify3790.101.718471.727471.71447
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11452024.02.29 08:41sell3850.101.720340.000000.00000
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11512024.02.29 10:02sell3880.101.721150.000000.00000
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