Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=6; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=40; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
| Bars in test | 1917 | Ticks modelled | 41088952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 965.00 | Gross profit | 1475.06 | Gross loss | -510.07 |
| Profit factor | 2.89 | Expected payoff | 34.46 | ||
| Absolute drawdown | 103.78 | Maximal drawdown | 258.34 (2.38%) | Relative drawdown | 2.38% (258.34) |
| Total trades | 28 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 17 (70.59%) |
| Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
| Largest | profit trade | 162.04 | loss trade | -121.13 | |
| Average | profit trade | 70.24 | loss trade | -72.87 | |
| Maximum | consecutive wins (profit in money) | 9 (783.66) | consecutive losses (loss in money) | 2 (-160.80) | |
| Maximal | consecutive profit (count of wins) | 783.66 (9) | consecutive loss (count of losses) | -160.80 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.06 14:58 | buy | 1 | 0.10 | 93.254 | 0.000 | 0.000 | ||
| 2 | 2022.04.06 14:58 | modify | 1 | 0.10 | 93.254 | 91.654 | 95.654 | ||
| 3 | 2022.04.08 00:02 | close | 1 | 0.10 | 92.887 | 91.654 | 95.654 | -25.74 | 9974.26 |
| 4 | 2022.04.08 00:02 | sell | 2 | 0.10 | 92.887 | 0.000 | 0.000 | ||
| 5 | 2022.04.08 00:02 | modify | 2 | 0.10 | 92.887 | 94.487 | 90.487 | ||
| 6 | 2022.04.13 11:35 | close | 2 | 0.10 | 93.375 | 94.487 | 90.487 | -39.02 | 9935.24 |
| 7 | 2022.04.13 11:35 | buy | 3 | 0.10 | 93.375 | 0.000 | 0.000 | ||
| 8 | 2022.04.13 11:35 | modify | 3 | 0.10 | 93.375 | 91.775 | 95.775 | ||
| 9 | 2022.04.19 03:24 | modify | 3 | 0.10 | 93.375 | 93.725 | 95.775 | ||
| 10 | 2022.04.19 05:50 | modify | 3 | 0.10 | 93.375 | 94.175 | 95.775 | ||
| 11 | 2022.04.19 19:27 | modify | 3 | 0.10 | 93.375 | 94.632 | 95.775 | ||
| 12 | 2022.04.19 22:02 | modify | 3 | 0.10 | 93.375 | 94.675 | 95.775 | ||
| 13 | 2022.04.19 22:05 | modify | 3 | 0.10 | 93.375 | 94.775 | 95.775 | ||
| 14 | 2022.04.19 22:15 | modify | 3 | 0.10 | 93.375 | 94.875 | 95.775 | ||
| 15 | 2022.04.19 22:15 | modify | 3 | 0.10 | 93.375 | 94.975 | 95.775 | ||
| 16 | 2022.04.19 22:19 | modify | 3 | 0.10 | 93.375 | 95.075 | 95.775 | ||
| 17 | 2022.04.19 22:19 | modify | 3 | 0.10 | 93.375 | 95.175 | 95.775 | ||
| 18 | 2022.04.19 22:25 | modify | 3 | 0.10 | 93.375 | 95.275 | 95.775 | ||
| 19 | 2022.04.19 22:25 | modify | 3 | 0.10 | 93.375 | 95.375 | 95.775 | ||
| 20 | 2022.04.19 22:29 | modify | 3 | 0.10 | 93.375 | 95.475 | 95.775 | ||
| 21 | 2022.04.19 22:47 | s/l | 3 | 0.10 | 95.475 | 95.475 | 95.775 | 162.04 | 10097.28 |
| 22 | 2022.04.27 06:33 | sell | 4 | 0.10 | 91.933 | 0.000 | 0.000 | ||
| 23 | 2022.04.27 06:33 | modify | 4 | 0.10 | 91.933 | 93.533 | 89.533 | ||
| 24 | 2022.04.27 14:17 | modify | 4 | 0.10 | 91.933 | 91.583 | 89.533 | ||
| 25 | 2022.04.27 15:43 | s/l | 4 | 0.10 | 91.583 | 91.583 | 89.533 | 26.47 | 10123.75 |
| 26 | 2022.05.18 04:29 | buy | 5 | 0.10 | 90.279 | 0.000 | 0.000 | ||
| 27 | 2022.05.18 04:29 | modify | 5 | 0.10 | 90.279 | 88.679 | 92.679 | ||
| 28 | 2022.05.29 23:32 | modify | 5 | 0.10 | 90.279 | 90.629 | 92.679 | ||
| 29 | 2022.05.30 08:40 | modify | 5 | 0.10 | 90.279 | 91.081 | 92.679 | ||
| 30 | 2022.05.30 23:41 | modify | 5 | 0.10 | 90.279 | 91.179 | 92.679 | ||
| 31 | 2022.05.30 23:47 | modify | 5 | 0.10 | 90.279 | 91.279 | 92.679 | ||
| 32 | 2022.05.31 00:02 | modify | 5 | 0.10 | 90.279 | 91.379 | 92.679 | ||
| 33 | 2022.05.31 00:05 | modify | 5 | 0.10 | 90.279 | 91.479 | 92.679 | ||
| 34 | 2022.05.31 00:09 | modify | 5 | 0.10 | 90.279 | 91.579 | 92.679 | ||
| 35 | 2022.05.31 00:12 | modify | 5 | 0.10 | 90.279 | 91.679 | 92.679 | ||
| 36 | 2022.05.31 00:14 | modify | 5 | 0.10 | 90.279 | 91.779 | 92.679 | ||
| 37 | 2022.05.31 07:24 | s/l | 5 | 0.10 | 91.779 | 91.779 | 92.679 | 120.18 | 10243.93 |
| 38 | 2022.06.06 01:33 | buy | 6 | 0.10 | 93.899 | 0.000 | 0.000 | ||
| 39 | 2022.06.06 01:33 | modify | 6 | 0.10 | 93.899 | 92.299 | 96.299 | ||
| 40 | 2022.06.06 14:06 | modify | 6 | 0.10 | 93.899 | 94.249 | 96.299 | ||
| 41 | 2022.06.07 01:17 | modify | 6 | 0.10 | 93.899 | 94.703 | 96.299 | ||
| 42 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.348 | 96.299 | ||
| 43 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.399 | 96.299 | ||
| 44 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.499 | 96.299 | ||
| 45 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.599 | 96.299 | ||
| 46 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.699 | 96.299 | ||
| 47 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.799 | 96.299 | ||
| 48 | 2022.06.07 04:30 | modify | 6 | 0.10 | 93.899 | 95.899 | 96.299 | ||
| 49 | 2022.06.07 04:31 | s/l | 6 | 0.10 | 95.899 | 95.899 | 96.299 | 151.92 | 10395.85 |
| 50 | 2022.06.15 11:21 | sell | 7 | 0.10 | 93.496 | 0.000 | 0.000 | ||
| 51 | 2022.06.15 11:21 | modify | 7 | 0.10 | 93.496 | 95.096 | 91.096 | ||
| 52 | 2022.06.16 09:17 | modify | 7 | 0.10 | 93.496 | 93.146 | 91.096 | ||
| 53 | 2022.06.16 14:13 | modify | 7 | 0.10 | 93.496 | 92.695 | 91.096 | ||
| 54 | 2022.06.16 16:29 | s/l | 7 | 0.10 | 92.695 | 92.695 | 91.096 | 58.45 | 10454.31 |
| 55 | 2022.06.24 10:09 | sell | 8 | 0.10 | 93.455 | 0.000 | 0.000 | ||
| 56 | 2022.06.24 10:09 | modify | 8 | 0.10 | 93.455 | 95.055 | 91.055 | ||
| 57 | 2022.07.01 03:25 | modify | 8 | 0.10 | 93.455 | 93.105 | 91.055 | ||
| 58 | 2022.07.01 03:46 | modify | 8 | 0.10 | 93.455 | 92.655 | 91.055 | ||
| 59 | 2022.07.01 11:18 | modify | 8 | 0.10 | 93.455 | 92.200 | 91.055 | ||
| 60 | 2022.07.01 12:20 | modify | 8 | 0.10 | 93.455 | 92.155 | 91.055 | ||
| 61 | 2022.07.01 12:22 | modify | 8 | 0.10 | 93.455 | 92.055 | 91.055 | ||
| 62 | 2022.07.01 12:23 | modify | 8 | 0.10 | 93.455 | 91.955 | 91.055 | ||
| 63 | 2022.07.01 12:23 | modify | 8 | 0.10 | 93.455 | 91.855 | 91.055 | ||
| 64 | 2022.07.01 13:23 | s/l | 8 | 0.10 | 91.855 | 91.855 | 91.055 | 116.05 | 10570.36 |
| 65 | 2022.07.11 09:59 | buy | 9 | 0.10 | 93.019 | 0.000 | 0.000 | ||
| 66 | 2022.07.11 09:59 | modify | 9 | 0.10 | 93.019 | 91.419 | 95.419 | ||
| 67 | 2022.07.14 07:00 | modify | 9 | 0.10 | 93.019 | 93.369 | 95.419 | ||
| 68 | 2022.07.14 07:57 | modify | 9 | 0.10 | 93.019 | 93.820 | 95.419 | ||
| 69 | 2022.07.14 08:44 | s/l | 9 | 0.10 | 93.820 | 93.820 | 95.419 | 63.19 | 10633.55 |
| 70 | 2022.07.25 08:38 | sell | 10 | 0.10 | 94.611 | 0.000 | 0.000 | ||
| 71 | 2022.07.25 08:38 | modify | 10 | 0.10 | 94.611 | 96.211 | 92.211 | ||
| 72 | 2022.07.28 13:54 | modify | 10 | 0.10 | 94.611 | 94.261 | 92.211 | ||
| 73 | 2022.07.29 00:11 | s/l | 10 | 0.10 | 94.261 | 94.261 | 92.211 | 22.24 | 10655.79 |
| 74 | 2022.08.10 04:15 | buy | 11 | 0.10 | 93.905 | 0.000 | 0.000 | ||
| 75 | 2022.08.10 04:15 | modify | 11 | 0.10 | 93.905 | 92.305 | 96.305 | ||
| 76 | 2022.08.12 02:33 | modify | 11 | 0.10 | 93.905 | 94.255 | 96.305 | ||
| 77 | 2022.08.12 18:27 | modify | 11 | 0.10 | 93.905 | 94.705 | 96.305 | ||
| 78 | 2022.08.15 00:51 | s/l | 11 | 0.10 | 94.705 | 94.705 | 96.305 | 63.12 | 10718.90 |
| 79 | 2022.08.15 02:26 | buy | 12 | 0.10 | 94.663 | 0.000 | 0.000 | ||
| 80 | 2022.08.15 02:26 | modify | 12 | 0.10 | 94.663 | 93.063 | 97.063 | ||
| 81 | 2022.08.15 12:46 | s/l | 12 | 0.10 | 93.063 | 93.063 | 97.063 | -121.13 | 10597.77 |
| 82 | 2022.08.16 11:14 | sell | 13 | 0.10 | 94.070 | 0.000 | 0.000 | ||
| 83 | 2022.08.16 11:14 | modify | 13 | 0.10 | 94.070 | 95.670 | 91.670 | ||
| 84 | 2022.08.24 01:43 | close | 13 | 0.10 | 94.520 | 95.670 | 91.670 | -39.67 | 10558.10 |
| 85 | 2022.08.24 01:43 | buy | 14 | 0.10 | 94.520 | 0.000 | 0.000 | ||
| 86 | 2022.08.24 01:43 | modify | 14 | 0.10 | 94.520 | 92.920 | 96.920 | ||
| 87 | 2022.08.25 08:23 | modify | 14 | 0.10 | 94.520 | 94.870 | 96.920 | ||
| 88 | 2022.08.26 14:09 | modify | 14 | 0.10 | 94.520 | 95.327 | 96.920 | ||
| 89 | 2022.08.26 14:39 | s/l | 14 | 0.10 | 95.327 | 95.327 | 96.920 | 63.13 | 10621.23 |
| 90 | 2022.08.30 13:48 | buy | 15 | 0.10 | 95.447 | 0.000 | 0.000 | ||
| 91 | 2022.08.30 13:48 | modify | 15 | 0.10 | 95.447 | 93.847 | 97.847 | ||
| 92 | 2022.09.06 12:33 | modify | 15 | 0.10 | 95.447 | 95.797 | 97.847 | ||
| 93 | 2022.09.07 04:01 | modify | 15 | 0.10 | 95.447 | 96.247 | 97.847 | ||
| 94 | 2022.09.07 10:02 | modify | 15 | 0.10 | 95.447 | 96.698 | 97.847 | ||
| 95 | 2022.09.07 10:57 | modify | 15 | 0.10 | 95.447 | 96.747 | 97.847 | ||
| 96 | 2022.09.07 11:34 | modify | 15 | 0.10 | 95.447 | 96.847 | 97.847 | ||
| 97 | 2022.09.07 18:05 | modify | 15 | 0.10 | 95.447 | 96.947 | 97.847 | ||
| 98 | 2022.09.07 22:30 | modify | 15 | 0.10 | 95.447 | 97.047 | 97.847 | ||
| 99 | 2022.09.08 01:38 | s/l | 15 | 0.10 | 97.047 | 97.047 | 97.847 | 126.73 | 10747.95 |
| 100 | 2022.09.11 21:00 | buy | 16 | 0.10 | 97.144 | 0.000 | 0.000 | ||
| 101 | 2022.09.11 21:00 | modify | 16 | 0.10 | 97.144 | 95.544 | 99.544 | ||
| 102 | 2022.09.12 05:51 | modify | 16 | 0.10 | 97.144 | 97.494 | 99.544 | ||
| 103 | 2022.09.12 06:47 | modify | 16 | 0.10 | 97.144 | 97.945 | 99.544 | ||
| 104 | 2022.09.12 11:07 | s/l | 16 | 0.10 | 97.945 | 97.945 | 99.544 | 61.15 | 10809.10 |
| 105 | 2022.09.13 06:15 | buy | 17 | 0.10 | 97.796 | 0.000 | 0.000 | ||
| 106 | 2022.09.13 06:15 | modify | 17 | 0.10 | 97.796 | 96.196 | 100.196 | ||
| 107 | 2022.09.14 11:56 | s/l | 17 | 0.10 | 96.196 | 96.196 | 100.196 | -120.62 | 10688.48 |
| 108 | 2022.09.19 16:35 | sell | 18 | 0.10 | 96.118 | 0.000 | 0.000 | ||
| 109 | 2022.09.19 16:35 | modify | 18 | 0.10 | 96.118 | 97.718 | 93.718 | ||
| 110 | 2022.09.22 00:06 | modify | 18 | 0.10 | 96.118 | 95.768 | 93.718 | ||
| 111 | 2022.09.22 02:55 | s/l | 18 | 0.10 | 95.768 | 95.768 | 93.718 | 22.94 | 10711.43 |
| 112 | 2022.09.27 05:46 | sell | 19 | 0.10 | 93.842 | 0.000 | 0.000 | ||
| 113 | 2022.09.27 05:46 | modify | 19 | 0.10 | 93.842 | 95.442 | 91.442 | ||
| 114 | 2022.09.27 16:37 | modify | 19 | 0.10 | 93.842 | 93.492 | 91.442 | ||
| 115 | 2022.09.28 01:49 | modify | 19 | 0.10 | 93.842 | 93.042 | 91.442 | ||
| 116 | 2022.09.28 06:59 | modify | 19 | 0.10 | 93.842 | 92.592 | 91.442 | ||
| 117 | 2022.09.28 10:02 | s/l | 19 | 0.10 | 92.592 | 92.592 | 91.442 | 93.82 | 10805.25 |
| 118 | 2022.10.04 10:51 | buy | 20 | 0.10 | 93.740 | 0.000 | 0.000 | ||
| 119 | 2022.10.04 10:51 | modify | 20 | 0.10 | 93.740 | 92.140 | 96.140 | ||
| 120 | 2022.10.10 04:39 | s/l | 20 | 0.10 | 92.140 | 92.140 | 96.140 | -118.06 | 10687.19 |
| 121 | 2022.10.18 09:04 | buy | 21 | 0.10 | 93.198 | 0.000 | 0.000 | ||
| 122 | 2022.10.18 09:04 | modify | 21 | 0.10 | 93.198 | 91.598 | 95.598 | ||
| 123 | 2022.10.18 11:26 | modify | 21 | 0.10 | 93.198 | 93.548 | 95.598 | ||
| 124 | 2022.10.20 01:56 | s/l | 21 | 0.10 | 93.548 | 93.548 | 95.598 | 28.54 | 10715.73 |
| 125 | 2022.11.04 04:12 | sell | 22 | 0.10 | 93.858 | 0.000 | 0.000 | ||
| 126 | 2022.11.04 04:12 | modify | 22 | 0.10 | 93.858 | 95.458 | 91.458 | ||
| 127 | 2022.11.10 14:38 | modify | 22 | 0.10 | 93.858 | 93.508 | 91.458 | ||
| 128 | 2022.11.10 19:56 | s/l | 22 | 0.10 | 93.508 | 93.508 | 91.458 | 22.24 | 10737.96 |
| 129 | 2022.12.12 00:54 | buy | 23 | 0.10 | 92.429 | 0.000 | 0.000 | ||
| 130 | 2022.12.12 00:54 | modify | 23 | 0.10 | 92.429 | 90.829 | 94.829 | ||
| 131 | 2022.12.13 08:14 | modify | 23 | 0.10 | 92.429 | 92.779 | 94.829 | ||
| 132 | 2022.12.13 13:29 | s/l | 23 | 0.10 | 92.779 | 92.779 | 94.829 | 27.01 | 10764.97 |
| 133 | 2022.12.19 14:01 | sell | 24 | 0.10 | 91.745 | 0.000 | 0.000 | ||
| 134 | 2022.12.19 14:01 | modify | 24 | 0.10 | 91.745 | 93.345 | 89.345 | ||
| 135 | 2022.12.20 03:03 | modify | 24 | 0.10 | 91.745 | 91.395 | 89.345 | ||
| 136 | 2022.12.20 03:05 | modify | 24 | 0.10 | 91.745 | 90.877 | 89.345 | ||
| 137 | 2022.12.20 03:06 | s/l | 24 | 0.10 | 90.877 | 90.877 | 89.345 | 64.93 | 10829.91 |
| 138 | 2023.01.25 15:15 | buy | 25 | 0.10 | 91.579 | 0.000 | 0.000 | ||
| 139 | 2023.01.25 15:15 | modify | 25 | 0.10 | 91.579 | 89.979 | 93.979 | ||
| 140 | 2023.01.26 08:13 | modify | 25 | 0.10 | 91.579 | 91.929 | 93.979 | ||
| 141 | 2023.01.26 14:20 | modify | 25 | 0.10 | 91.579 | 92.380 | 93.979 | ||
| 142 | 2023.01.26 16:08 | s/l | 25 | 0.10 | 92.380 | 92.380 | 93.979 | 62.16 | 10892.07 |
| 143 | 2023.02.15 07:06 | buy | 26 | 0.10 | 92.133 | 0.000 | 0.000 | ||
| 144 | 2023.02.15 07:06 | modify | 26 | 0.10 | 92.133 | 90.533 | 94.533 | ||
| 145 | 2023.02.21 00:35 | modify | 26 | 0.10 | 92.133 | 92.483 | 94.533 | ||
| 146 | 2023.02.21 17:08 | s/l | 26 | 0.10 | 92.483 | 92.483 | 94.533 | 29.55 | 10921.61 |
| 147 | 2023.02.21 17:08 | buy | 27 | 0.10 | 92.513 | 0.000 | 0.000 | ||
| 148 | 2023.02.21 17:08 | modify | 27 | 0.10 | 92.513 | 90.913 | 94.913 | ||
| 149 | 2023.02.24 16:50 | close | 27 | 0.10 | 91.874 | 90.913 | 94.913 | -45.82 | 10875.79 |
| 150 | 2023.02.24 16:50 | sell | 28 | 0.10 | 91.874 | 0.000 | 0.000 | ||
| 151 | 2023.02.24 16:50 | modify | 28 | 0.10 | 91.874 | 93.474 | 89.474 | ||
| 152 | 2023.03.07 06:54 | modify | 28 | 0.10 | 91.874 | 91.524 | 89.474 | ||
| 153 | 2023.03.07 09:01 | modify | 28 | 0.10 | 91.874 | 91.073 | 89.474 | ||
| 154 | 2023.03.07 22:07 | modify | 28 | 0.10 | 91.874 | 90.601 | 89.474 | ||
| 155 | 2023.03.08 00:19 | s/l | 28 | 0.10 | 90.601 | 90.601 | 89.474 | 89.21 | 10965.00 |