Strategy Tester Report
theTrendTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period5 Minutes (M5) 2024.06.02 21:05 - 2024.06.28 20:55 (2024.06.01 - 2024.07.01)
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=14; MA_Method=0; MA_AppliedPrice=0; MA_Shift=2; MA_DirOption=1; GapSize=12; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=0; TakeProfit=70; 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=300; 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=340; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test6748Ticks modelled286883Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit482.32Gross profit1625.71Gross loss-1143.39
Profit factor1.42Expected payoff3.13
Absolute drawdown138.80Maximal drawdown252.97 (2.50%)Relative drawdown2.50% (252.97)
Total trades154Short positions (won %)69 (47.83%)Long positions (won %)85 (56.47%)
Profit trades (% of total)81 (52.60%)Loss trades (% of total)73 (47.40%)
Largestprofit trade51.38loss trade-90.62
Averageprofit trade20.07loss trade-15.66
Maximumconsecutive wins (profit in money)9 (300.18)consecutive losses (loss in money)6 (-65.15)
Maximalconsecutive profit (count of wins)300.18 (9)consecutive loss (count of losses)-259.46 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.06.03 02:00sell10.101.735690.000000.00000
22024.06.03 02:00modify10.101.735690.000001.72869
32024.06.03 03:29buy20.101.737420.000000.00000
42024.06.03 03:29modify20.101.737420.000001.74442
52024.06.03 05:56sell30.101.736900.000000.00000
62024.06.03 05:56modify30.101.736900.000001.72990
72024.06.03 07:00buy40.101.738610.000000.00000
82024.06.03 07:00modify40.101.738610.000001.74561
92024.06.03 09:09buy50.101.734990.000000.00000
102024.06.03 09:09modify50.101.734990.000001.74199
112024.06.03 09:35buy60.101.736220.000000.00000
122024.06.03 09:35modify60.101.736220.000001.74322
132024.06.03 12:40sell70.101.734420.000000.00000
142024.06.03 12:40modify70.101.734420.000001.72742
152024.06.03 14:18buy80.101.739800.000000.00000
162024.06.03 14:18modify80.101.739800.000001.74680
172024.06.03 14:29buy90.101.741020.000000.00000
182024.06.03 14:29modify90.101.741020.000001.74802
192024.06.03 15:04sell100.101.741710.000000.00000
202024.06.03 15:04modify100.101.741710.000001.73471
212024.06.03 15:11t/p50.101.741990.000001.7419951.3710051.37
222024.06.03 15:34sell110.101.742930.000000.00000
232024.06.03 15:34modify110.101.742930.000001.73593
242024.06.03 15:43t/p60.101.743220.000001.7432251.3710102.74
252024.06.03 16:03buy120.101.743310.000000.00000
262024.06.03 16:03modify120.101.743310.000001.75031
272024.06.03 16:50buy130.101.744610.000000.00000
282024.06.03 16:50modify130.101.744610.000001.75161
292024.06.03 17:09t/p20.101.744420.000001.7444251.3810154.12
302024.06.03 17:54buy140.101.745830.000000.00000
312024.06.03 17:54modify140.101.745830.000001.75283
322024.06.03 17:58t/p40.101.745610.000001.7456151.3710205.49
332024.06.03 19:00close140.101.746270.000001.752833.2310208.72
342024.06.03 19:00close130.101.746270.000001.7516112.1810220.90
352024.06.03 19:00close120.101.746270.000001.7503121.7210242.62
362024.06.03 19:00close110.101.746770.000001.73593-28.1810214.44
372024.06.03 19:00close100.101.746770.000001.73471-37.1310177.31
382024.06.03 19:00close90.101.746270.000001.7480238.5310215.84
392024.06.03 19:00close80.101.746270.000001.7468047.4810263.32
402024.06.03 19:00close70.101.746770.000001.72742-90.6210172.70
412024.06.03 19:00close30.101.746770.000001.72990-72.4210100.28
422024.06.03 19:00close10.101.746770.000001.72869-81.3010018.98
432024.06.04 02:00buy150.101.746700.000000.00000
442024.06.04 02:00modify150.101.746700.000001.75370
452024.06.04 05:33buy160.101.747940.000000.00000
462024.06.04 05:33modify160.101.747940.000001.75494
472024.06.04 07:56buy170.101.749110.000000.00000
482024.06.04 07:56modify170.101.749110.000001.75611
492024.06.04 11:40buy180.101.745430.000000.00000
502024.06.04 11:40modify180.101.745430.000001.75243
512024.06.04 16:02buy190.101.750350.000000.00000
522024.06.04 16:02modify190.101.750350.000001.75735
532024.06.04 19:00close190.101.748290.000001.75735-15.1210003.86
542024.06.04 19:00close180.101.748290.000001.7524320.9910024.85
552024.06.04 19:00close170.101.748290.000001.75611-6.0210018.83
562024.06.04 19:00close160.101.748290.000001.754942.5710021.40
572024.06.04 19:00close150.101.748290.000001.7537011.6710033.07
582024.06.05 02:00sell200.101.746460.000000.00000
592024.06.05 02:00modify200.101.746460.000001.73946
602024.06.05 03:01buy210.101.746960.000000.00000
612024.06.05 03:01modify210.101.746960.000001.75396
622024.06.05 07:27sell220.101.747710.000000.00000
632024.06.05 07:27modify220.101.747710.000001.74071
642024.06.05 12:15buy230.101.748150.000000.00000
652024.06.05 12:15modify230.101.748150.000001.75515
662024.06.05 12:15buy240.101.749390.000000.00000
672024.06.05 12:15modify240.101.749390.000001.75639
682024.06.05 13:45buy250.101.753040.000000.00000
692024.06.05 13:45modify250.101.753040.000001.76004
702024.06.05 13:45buy260.101.751870.000000.00000
712024.06.05 13:45modify260.101.751870.000001.75887
722024.06.05 14:00buy270.101.750330.000000.00000
732024.06.05 14:00modify270.101.750330.000001.75733
742024.06.05 19:00close270.101.751030.000001.757335.1410038.21
752024.06.05 19:00close260.101.751030.000001.75887-6.1610032.05
762024.06.05 19:00close250.101.751030.000001.76004-14.7510017.30
772024.06.05 19:00close240.101.751030.000001.7563912.0410029.34
782024.06.05 19:00close230.101.751030.000001.7551521.1410050.48
792024.06.05 19:00close220.101.751530.000001.74071-28.0310022.45
802024.06.05 19:00close210.101.751030.000001.7539629.8710052.32
812024.06.05 19:00close200.101.751530.000001.73946-37.2010015.12
822024.06.06 02:00buy280.101.750820.000000.00000
832024.06.06 02:00modify280.101.750820.000001.75782
842024.06.06 06:59sell290.101.750320.000000.00000
852024.06.06 06:59modify290.101.750320.000001.74332
862024.06.06 08:47sell300.101.749060.000000.00000
872024.06.06 08:47modify300.101.749060.000001.74206
882024.06.06 10:58buy310.101.749600.000000.00000
892024.06.06 10:58modify310.101.749600.000001.75660
902024.06.06 19:00close310.101.748440.000001.75660-8.5110006.61
912024.06.06 19:00close300.101.748940.000001.742060.8810007.49
922024.06.06 19:00close290.101.748940.000001.7433210.1210017.61
932024.06.06 19:00close280.101.748440.000001.75782-17.4710000.14
942024.06.07 02:00sell320.101.748180.000000.00000
952024.06.07 02:00modify320.101.748180.000001.74118
962024.06.07 07:02sell330.101.749420.000000.00000
972024.06.07 07:02modify330.101.749420.000001.74242
982024.06.07 09:06buy340.101.751090.000000.00000
992024.06.07 09:06modify340.101.751090.000001.75809
1002024.06.07 12:25buy350.101.752280.000000.00000
1012024.06.07 12:25modify350.101.752280.000001.75928
1022024.06.07 12:30buy360.101.747070.000000.00000
1032024.06.07 12:30modify360.101.747070.000001.75407
1042024.06.07 12:30buy370.101.748820.000000.00000
1052024.06.07 12:30modify370.101.748820.000001.75582
1062024.06.07 12:31buy380.101.749970.000000.00000
1072024.06.07 12:31modify380.101.749970.000001.75697
1082024.06.07 13:03buy390.101.746140.000000.00000
1092024.06.07 13:03modify390.101.746140.000001.75314
1102024.06.07 19:00close390.101.748850.000001.7531419.8910020.03
1112024.06.07 19:00close380.101.748850.000001.75697-8.2210011.81
1122024.06.07 19:00close370.101.748850.000001.755820.2210012.03
1132024.06.07 19:00close360.101.748850.000001.7540713.0610025.09
1142024.06.07 19:00close350.101.748850.000001.75928-25.179999.92
1152024.06.07 19:00close340.101.748850.000001.75809-16.449983.48
1162024.06.07 19:00close330.101.749350.000001.742420.529984.00
1172024.06.07 19:00close320.101.749350.000001.74118-8.589975.42
1182024.06.10 02:00buy400.101.751560.000000.00000
1192024.06.10 02:00modify400.101.751560.000001.75856
1202024.06.10 06:02buy410.101.750290.000000.00000
1212024.06.10 06:02modify410.101.750290.000001.75729
1222024.06.10 10:05buy420.101.749160.000000.00000
1232024.06.10 10:05modify420.101.749160.000001.75616
1242024.06.10 12:05sell430.101.749810.000000.00000
1252024.06.10 12:05modify430.101.749810.000001.74281
1262024.06.10 12:20sell440.101.751220.000000.00000
1272024.06.10 12:20modify440.101.751220.000001.74422
1282024.06.10 16:13sell450.101.752260.000000.00000
1292024.06.10 16:13modify450.101.752260.000001.74526
1302024.06.10 18:02buy460.101.752770.000000.00000
1312024.06.10 18:02modify460.101.752770.000001.75977
1322024.06.10 19:00close460.101.752030.000001.75977-5.439969.99
1332024.06.10 19:00close450.101.752530.000001.74526-1.989968.01
1342024.06.10 19:00close440.101.752530.000001.74422-9.619958.40
1352024.06.10 19:00close430.101.752530.000001.74281-19.969938.44
1362024.06.10 19:00close420.101.752030.000001.7561621.079959.51
1372024.06.10 19:00close410.101.752030.000001.7572912.779972.28
1382024.06.10 19:00close400.101.752030.000001.758563.459975.73
1392024.06.11 02:00buy470.101.752630.000000.00000
1402024.06.11 02:00modify470.101.752630.000001.75963
1412024.06.11 03:33buy480.101.753830.000000.00000
1422024.06.11 03:33modify480.101.753830.000001.76083
1432024.06.11 06:00buy490.101.750990.000000.00000
1442024.06.11 06:00modify490.101.750990.000001.75799
1452024.06.11 06:32buy500.101.750180.000000.00000
1462024.06.11 06:32modify500.101.750180.000001.75718
1472024.06.11 09:01sell510.101.752180.000000.00000
1482024.06.11 09:01modify510.101.752180.000001.74518
1492024.06.11 09:37sell520.101.753350.000000.00000
1502024.06.11 09:37modify520.101.753350.000001.74635
1512024.06.11 10:06sell530.101.754550.000000.00000
1522024.06.11 10:06modify530.101.754550.000001.74755
1532024.06.11 10:09sell540.101.755740.000000.00000
1542024.06.11 10:09modify540.101.755740.000001.74874
1552024.06.11 12:14buy550.101.755020.000000.00000
1562024.06.11 12:14modify550.101.755020.000001.76202
1572024.06.11 19:00close550.101.752850.000001.76202-15.939959.80
1582024.06.11 19:00close540.101.753350.000001.7487417.539977.33
1592024.06.11 19:00close530.101.753350.000001.747558.809986.13
1602024.06.11 19:00close520.101.753350.000001.746350.009986.13
1612024.06.11 19:00close510.101.753350.000001.74518-8.599977.54
1622024.06.11 19:00close500.101.752850.000001.7571819.599997.13
1632024.06.11 19:00close490.101.752850.000001.7579913.6510010.78
1642024.06.11 19:00close480.101.752850.000001.76083-7.2010003.58
1652024.06.11 19:00close470.101.752850.000001.759631.6110005.19
1662024.06.12 02:00sell560.101.751650.000000.00000
1672024.06.12 02:00modify560.101.751650.000001.74465
1682024.06.12 07:00buy570.101.752120.000000.00000
1692024.06.12 07:00modify570.101.752120.000001.75912
1702024.06.12 08:05buy580.101.753390.000000.00000
1712024.06.12 08:05modify580.101.753390.000001.76039
1722024.06.12 08:37buy590.101.754590.000000.00000
1732024.06.12 08:37modify590.101.754590.000001.76159
1742024.06.12 12:30buy600.101.755870.000000.00000
1752024.06.12 12:30modify600.101.755870.000001.76287
1762024.06.12 12:30buy610.101.757360.000000.00000
1772024.06.12 12:30modify610.101.757360.000001.76436
1782024.06.12 12:30buy620.101.757850.000000.00000
1792024.06.12 12:30modify620.101.757850.000001.76485
1802024.06.12 12:32t/p570.101.759120.000001.7591251.3710056.56
1812024.06.12 12:32buy630.101.759680.000000.00000
1822024.06.12 12:32modify630.101.759680.000001.76668
1832024.06.12 13:09buy640.101.760550.000000.00000
1842024.06.12 13:09modify640.101.760550.000001.76755
1852024.06.12 13:16t/p580.101.760390.000001.7603951.3710107.93
1862024.06.12 19:00close640.101.757270.000001.76755-24.0710083.86
1872024.06.12 19:00close630.101.757270.000001.76668-17.6910066.17
1882024.06.12 19:00close620.101.757270.000001.76485-4.2610061.91
1892024.06.12 19:00close610.101.757270.000001.76436-0.6610061.25
1902024.06.12 19:00close600.101.757270.000001.7628710.2710071.52
1912024.06.12 19:00close590.101.757270.000001.7615919.6710091.19
1922024.06.12 19:00close560.101.757770.000001.74465-44.9110046.28
1932024.06.13 02:00buy650.101.757010.000000.00000
1942024.06.13 02:00modify650.101.757010.000001.76401
1952024.06.13 06:11sell660.101.756520.000000.00000
1962024.06.13 06:11modify660.101.756520.000001.74952
1972024.06.13 08:25sell670.101.757720.000000.00000
1982024.06.13 08:25modify670.101.757720.000001.75072
1992024.06.13 10:55sell680.101.755310.000000.00000
2002024.06.13 10:55modify680.101.755310.000001.74831
2012024.06.13 11:55buy690.101.755790.000000.00000
2022024.06.13 11:55modify690.101.755790.000001.76279
2032024.06.13 12:17buy700.101.754550.000000.00000
2042024.06.13 12:17modify700.101.754550.000001.76155
2052024.06.13 12:30buy710.101.753040.000000.00000
2062024.06.13 12:30modify710.101.753040.000001.76004
2072024.06.13 16:00sell720.101.754010.000000.00000
2082024.06.13 16:00modify720.101.754010.000001.74701
2092024.06.13 16:30sell730.101.752900.000000.00000
2102024.06.13 16:30modify730.101.752900.000001.74590
2112024.06.13 19:00close730.101.754450.000001.74590-11.3810034.90
2122024.06.13 19:00close720.101.754450.000001.74701-3.2310031.67
2132024.06.13 19:00close710.101.753950.000001.760046.6810038.35
2142024.06.13 19:00close700.101.753950.000001.76155-4.4010033.95
2152024.06.13 19:00close690.101.753950.000001.76279-13.5010020.45
2162024.06.13 19:00close680.101.754450.000001.748316.3110026.76
2172024.06.13 19:00close670.101.754450.000001.7507223.9910050.75
2182024.06.13 19:00close660.101.754450.000001.7495215.1910065.94
2192024.06.13 19:00close650.101.753950.000001.76401-22.4510043.49
2202024.06.14 02:00sell740.101.752470.000000.00000
2212024.06.14 02:00modify740.101.752470.000001.74547
2222024.06.14 06:01sell750.101.751270.000000.00000
2232024.06.14 06:01modify750.101.751270.000001.74427
2242024.06.14 06:36sell760.101.750070.000000.00000
2252024.06.14 06:36modify760.101.750070.000001.74307
2262024.06.14 09:31sell770.101.748800.000000.00000
2272024.06.14 09:31modify770.101.748800.000001.74180
2282024.06.14 09:38sell780.101.747610.000000.00000
2292024.06.14 09:38modify780.101.747610.000001.74061
2302024.06.14 12:04sell790.101.746470.000000.00000
2312024.06.14 12:04modify790.101.746470.000001.73947
2322024.06.14 12:27sell800.101.745200.000000.00000
2332024.06.14 12:27modify800.101.745200.000001.73820
2342024.06.14 12:35t/p740.101.745470.000001.7454751.3710094.86
2352024.06.14 13:31sell810.101.743910.000000.00000
2362024.06.14 13:31modify810.101.743910.000001.73691
2372024.06.14 13:44t/p750.101.744270.000001.7442751.3610146.22
2382024.06.14 14:52sell820.101.742860.000000.00000
2392024.06.14 14:52modify820.101.742860.000001.73586
2402024.06.14 14:54t/p760.101.743070.000001.7430751.3710197.59
2412024.06.14 14:55close820.101.742490.000001.735862.7110200.30
2422024.06.14 14:55close810.101.742490.000001.7369110.4210210.72
2432024.06.14 14:55close800.101.742490.000001.7382019.8810230.60
2442024.06.14 14:55close790.101.742490.000001.7394729.2010259.80
2452024.06.14 14:55close780.101.742490.000001.7406137.5710297.37
2462024.06.14 14:55close770.101.742490.000001.7418046.3010343.67
2472024.06.17 02:00sell830.101.742290.000000.00000
2482024.06.17 02:00modify830.101.742290.000001.73529
2492024.06.17 06:19sell840.101.741070.000000.00000
2502024.06.17 06:19modify840.101.741070.000001.73407
2512024.06.17 07:00buy850.101.741760.000000.00000
2522024.06.17 07:00modify850.101.741760.000001.74876
2532024.06.17 14:12sell860.101.743490.000000.00000
2542024.06.17 14:12modify860.101.743490.000001.73649
2552024.06.17 14:50sell870.101.744700.000000.00000
2562024.06.17 14:50modify870.101.744700.000001.73770
2572024.06.17 18:31buy880.101.743940.000000.00000
2582024.06.17 18:31modify880.101.743940.000001.75094
2592024.06.17 19:00close880.101.743420.000001.75094-3.8110339.86
2602024.06.17 19:00close870.101.743920.000001.737705.7210345.58
2612024.06.17 19:00close860.101.743920.000001.73649-3.1610342.42
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