Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=4; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=160; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; 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; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
| Bars in test | 2617 | Ticks modelled | 79821 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2898.41 | Gross profit | 3615.01 | Gross loss | -716.59 |
| Profit factor | 5.04 | Expected payoff | 85.25 | ||
| Absolute drawdown | 190.59 | Maximal drawdown | 582.22 (4.45%) | Relative drawdown | 4.45% (582.22) |
| Total trades | 34 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
| Largest | profit trade | 175.41 | loss trade | -135.80 | |
| Average | profit trade | 157.17 | loss trade | -65.14 | |
| Maximum | consecutive wins (profit in money) | 6 (842.50) | consecutive losses (loss in money) | 2 (-164.51) | |
| Maximal | consecutive profit (count of wins) | 842.50 (6) | consecutive loss (count of losses) | -164.51 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 07:30 | sell | 1 | 0.10 | 134.964 | 0.000 | 0.000 | ||
| 2 | 2022.04.05 07:30 | modify | 1 | 0.10 | 134.964 | 0.000 | 132.764 | ||
| 3 | 2022.04.14 07:40 | close | 1 | 0.10 | 136.455 | 0.000 | 132.764 | -119.36 | 9880.64 |
| 4 | 2022.04.14 07:40 | buy | 2 | 0.10 | 136.455 | 0.000 | 0.000 | ||
| 5 | 2022.04.14 07:40 | modify | 2 | 0.10 | 136.455 | 0.000 | 138.655 | ||
| 6 | 2022.04.19 08:30 | t/p | 2 | 0.10 | 138.655 | 0.000 | 138.655 | 167.50 | 10048.14 |
| 7 | 2022.04.27 05:40 | sell | 3 | 0.10 | 136.136 | 0.000 | 0.000 | ||
| 8 | 2022.04.27 05:40 | modify | 3 | 0.10 | 136.136 | 0.000 | 133.936 | ||
| 9 | 2022.05.08 21:00 | close | 3 | 0.10 | 137.502 | 0.000 | 133.936 | -109.91 | 9938.23 |
| 10 | 2022.05.08 21:00 | buy | 4 | 0.10 | 137.502 | 0.000 | 0.000 | ||
| 11 | 2022.05.08 21:00 | modify | 4 | 0.10 | 137.502 | 0.000 | 139.702 | ||
| 12 | 2022.05.11 12:30 | close | 4 | 0.10 | 137.396 | 0.000 | 139.702 | -7.08 | 9931.15 |
| 13 | 2022.05.11 12:30 | sell | 5 | 0.10 | 137.396 | 0.000 | 0.000 | ||
| 14 | 2022.05.11 12:30 | modify | 5 | 0.10 | 137.396 | 0.000 | 135.196 | ||
| 15 | 2022.05.12 07:30 | t/p | 5 | 0.10 | 135.196 | 0.000 | 135.196 | 164.56 | 10095.70 |
| 16 | 2022.05.18 03:40 | buy | 6 | 0.10 | 135.883 | 0.000 | 0.000 | ||
| 17 | 2022.05.18 03:40 | modify | 6 | 0.10 | 135.883 | 0.000 | 138.083 | ||
| 18 | 2022.05.31 17:40 | t/p | 6 | 0.10 | 138.083 | 0.000 | 138.083 | 170.67 | 10266.37 |
| 19 | 2022.06.06 03:30 | buy | 7 | 0.10 | 139.991 | 0.000 | 0.000 | ||
| 20 | 2022.06.06 03:30 | modify | 7 | 0.10 | 139.991 | 0.000 | 142.191 | ||
| 21 | 2022.06.08 00:30 | t/p | 7 | 0.10 | 142.191 | 0.000 | 142.191 | 167.18 | 10433.56 |
| 22 | 2022.06.20 21:00 | buy | 8 | 0.10 | 141.852 | 0.000 | 0.000 | ||
| 23 | 2022.06.20 21:00 | modify | 8 | 0.10 | 141.852 | 0.000 | 144.052 | ||
| 24 | 2022.06.22 14:40 | t/p | 8 | 0.10 | 144.052 | 0.000 | 144.052 | 167.17 | 10600.73 |
| 25 | 2022.06.24 08:20 | sell | 9 | 0.10 | 142.131 | 0.000 | 0.000 | ||
| 26 | 2022.06.24 08:20 | modify | 9 | 0.10 | 142.131 | 0.000 | 139.931 | ||
| 27 | 2022.06.27 03:00 | close | 9 | 0.10 | 142.442 | 0.000 | 139.931 | -24.12 | 10576.61 |
| 28 | 2022.06.27 03:00 | buy | 10 | 0.10 | 142.442 | 0.000 | 0.000 | ||
| 29 | 2022.06.27 03:00 | modify | 10 | 0.10 | 142.442 | 0.000 | 144.642 | ||
| 30 | 2022.07.01 09:40 | close | 10 | 0.10 | 141.923 | 0.000 | 144.642 | -37.39 | 10539.22 |
| 31 | 2022.07.01 09:40 | sell | 11 | 0.10 | 141.923 | 0.000 | 0.000 | ||
| 32 | 2022.07.01 09:40 | modify | 11 | 0.10 | 141.923 | 0.000 | 139.723 | ||
| 33 | 2022.07.05 09:40 | t/p | 11 | 0.10 | 139.723 | 0.000 | 139.723 | 165.17 | 10704.39 |
| 34 | 2022.07.18 04:40 | buy | 12 | 0.10 | 139.536 | 0.000 | 0.000 | ||
| 35 | 2022.07.18 04:40 | modify | 12 | 0.10 | 139.536 | 0.000 | 141.736 | ||
| 36 | 2022.07.20 00:40 | t/p | 12 | 0.10 | 141.736 | 0.000 | 141.736 | 167.17 | 10871.56 |
| 37 | 2022.07.29 12:40 | sell | 13 | 0.10 | 136.735 | 0.000 | 0.000 | ||
| 38 | 2022.07.29 12:40 | modify | 13 | 0.10 | 136.735 | 0.000 | 134.535 | ||
| 39 | 2022.08.02 00:40 | t/p | 13 | 0.10 | 134.535 | 0.000 | 134.535 | 165.17 | 11036.73 |
| 40 | 2022.08.04 11:40 | buy | 14 | 0.10 | 135.985 | 0.000 | 0.000 | ||
| 41 | 2022.08.04 11:40 | modify | 14 | 0.10 | 135.985 | 0.000 | 138.185 | ||
| 42 | 2022.08.09 09:05 | t/p | 14 | 0.10 | 138.185 | 0.000 | 138.185 | 167.50 | 11204.23 |
| 43 | 2022.08.10 03:40 | buy | 15 | 0.10 | 137.860 | 0.000 | 0.000 | ||
| 44 | 2022.08.10 03:40 | modify | 15 | 0.10 | 137.860 | 0.000 | 140.060 | ||
| 45 | 2022.08.11 09:40 | close | 15 | 0.10 | 137.134 | 0.000 | 140.060 | -54.01 | 11150.22 |
| 46 | 2022.08.11 09:40 | sell | 16 | 0.10 | 137.134 | 0.000 | 0.000 | ||
| 47 | 2022.08.11 09:40 | modify | 16 | 0.10 | 137.134 | 0.000 | 134.934 | ||
| 48 | 2022.08.30 11:40 | close | 16 | 0.10 | 138.460 | 0.000 | 134.934 | -110.50 | 11039.73 |
| 49 | 2022.08.30 11:40 | buy | 17 | 0.10 | 138.460 | 0.000 | 0.000 | ||
| 50 | 2022.08.30 11:40 | modify | 17 | 0.10 | 138.460 | 0.000 | 140.660 | ||
| 51 | 2022.09.02 12:40 | t/p | 17 | 0.10 | 140.660 | 0.000 | 140.660 | 168.13 | 11207.86 |
| 52 | 2022.09.15 06:40 | sell | 18 | 0.10 | 143.198 | 0.000 | 0.000 | ||
| 53 | 2022.09.15 06:40 | modify | 18 | 0.10 | 143.198 | 0.000 | 140.998 | ||
| 54 | 2022.09.22 08:30 | t/p | 18 | 0.10 | 140.998 | 0.000 | 140.998 | 162.16 | 11370.02 |
| 55 | 2022.09.26 07:30 | sell | 19 | 0.10 | 139.230 | 0.000 | 0.000 | ||
| 56 | 2022.09.26 07:30 | modify | 19 | 0.10 | 139.230 | 0.000 | 137.030 | ||
| 57 | 2022.09.27 13:40 | close | 19 | 0.10 | 139.098 | 0.000 | 137.030 | 9.38 | 11379.40 |
| 58 | 2022.09.27 13:40 | buy | 20 | 0.10 | 139.098 | 0.000 | 0.000 | ||
| 59 | 2022.09.27 13:40 | modify | 20 | 0.10 | 139.098 | 0.000 | 141.298 | ||
| 60 | 2022.09.29 15:05 | t/p | 20 | 0.10 | 141.298 | 0.000 | 141.298 | 167.82 | 11547.22 |
| 61 | 2022.10.14 09:40 | buy | 21 | 0.10 | 143.599 | 0.000 | 0.000 | ||
| 62 | 2022.10.14 09:40 | modify | 21 | 0.10 | 143.599 | 0.000 | 145.799 | ||
| 63 | 2022.10.17 14:20 | t/p | 21 | 0.10 | 145.799 | 0.000 | 145.799 | 166.87 | 11714.09 |
| 64 | 2022.10.18 09:40 | buy | 22 | 0.10 | 145.845 | 0.000 | 0.000 | ||
| 65 | 2022.10.18 09:40 | modify | 22 | 0.10 | 145.845 | 0.000 | 148.045 | ||
| 66 | 2022.10.21 13:30 | t/p | 22 | 0.10 | 148.045 | 0.000 | 148.045 | 168.13 | 11882.22 |
| 67 | 2022.10.31 13:40 | buy | 23 | 0.10 | 147.123 | 0.000 | 0.000 | ||
| 68 | 2022.10.31 13:40 | modify | 23 | 0.10 | 147.123 | 0.000 | 149.323 | ||
| 69 | 2022.11.01 04:40 | close | 23 | 0.10 | 147.017 | 0.000 | 149.323 | -7.70 | 11874.52 |
| 70 | 2022.11.01 04:40 | sell | 24 | 0.10 | 147.017 | 0.000 | 0.000 | ||
| 71 | 2022.11.01 04:40 | modify | 24 | 0.10 | 147.017 | 0.000 | 144.817 | ||
| 72 | 2022.11.03 00:40 | t/p | 24 | 0.10 | 144.817 | 0.000 | 144.817 | 163.97 | 12038.48 |
| 73 | 2022.11.04 10:40 | sell | 25 | 0.10 | 144.745 | 0.000 | 0.000 | ||
| 74 | 2022.11.04 10:40 | modify | 25 | 0.10 | 144.745 | 0.000 | 142.545 | ||
| 75 | 2022.12.01 01:40 | t/p | 25 | 0.10 | 142.545 | 0.000 | 142.545 | 150.13 | 12188.61 |
| 76 | 2022.12.06 12:30 | buy | 26 | 0.10 | 143.221 | 0.000 | 0.000 | ||
| 77 | 2022.12.06 12:30 | modify | 26 | 0.10 | 143.221 | 0.000 | 145.421 | ||
| 78 | 2022.12.15 13:30 | t/p | 26 | 0.10 | 145.421 | 0.000 | 145.421 | 170.04 | 12358.65 |
| 79 | 2022.12.21 13:30 | sell | 27 | 0.10 | 140.506 | 0.000 | 0.000 | ||
| 80 | 2022.12.21 13:30 | modify | 27 | 0.10 | 140.506 | 0.000 | 138.306 | ||
| 81 | 2023.01.03 04:40 | t/p | 27 | 0.10 | 138.306 | 0.000 | 138.306 | 158.56 | 12517.21 |
| 82 | 2023.01.04 05:05 | sell | 28 | 0.10 | 138.390 | 0.000 | 0.000 | ||
| 83 | 2023.01.04 05:05 | modify | 28 | 0.10 | 138.390 | 0.000 | 136.190 | ||
| 84 | 2023.01.05 17:40 | close | 28 | 0.10 | 140.162 | 0.000 | 136.190 | -135.80 | 12381.40 |
| 85 | 2023.01.05 17:40 | buy | 29 | 0.10 | 140.162 | 0.000 | 0.000 | ||
| 86 | 2023.01.05 17:40 | modify | 29 | 0.10 | 140.162 | 0.000 | 142.362 | ||
| 87 | 2023.01.11 08:30 | t/p | 29 | 0.10 | 142.362 | 0.000 | 142.362 | 167.82 | 12549.22 |
| 88 | 2023.01.17 12:05 | buy | 30 | 0.10 | 139.218 | 0.000 | 0.000 | ||
| 89 | 2023.01.17 12:05 | modify | 30 | 0.10 | 139.218 | 0.000 | 141.418 | ||
| 90 | 2023.01.18 03:00 | close | 30 | 0.10 | 140.798 | 0.000 | 141.418 | 119.93 | 12669.15 |
| 91 | 2023.01.18 03:00 | sell | 31 | 0.10 | 140.798 | 0.000 | 0.000 | ||
| 92 | 2023.01.18 03:00 | modify | 31 | 0.10 | 140.798 | 0.000 | 138.598 | ||
| 93 | 2023.01.19 00:40 | t/p | 31 | 0.10 | 138.598 | 0.000 | 138.598 | 164.57 | 12833.72 |
| 94 | 2023.01.24 04:40 | buy | 32 | 0.10 | 141.596 | 0.000 | 0.000 | ||
| 95 | 2023.01.24 04:40 | modify | 32 | 0.10 | 141.596 | 0.000 | 143.796 | ||
| 96 | 2023.02.21 08:05 | t/p | 32 | 0.10 | 143.796 | 0.000 | 143.796 | 175.41 | 13009.13 |
| 97 | 2023.02.23 12:30 | sell | 33 | 0.10 | 143.264 | 0.000 | 0.000 | ||
| 98 | 2023.02.23 12:30 | modify | 33 | 0.10 | 143.264 | 0.000 | 141.064 | ||
| 99 | 2023.02.28 15:40 | close | 33 | 0.10 | 144.379 | 0.000 | 141.064 | -86.12 | 12923.01 |
| 100 | 2023.02.28 15:40 | buy | 34 | 0.10 | 144.379 | 0.000 | 0.000 | ||
| 101 | 2023.02.28 15:40 | modify | 34 | 0.10 | 144.379 | 0.000 | 146.579 | ||
| 102 | 2023.03.31 23:59 | close at stop | 34 | 0.10 | 143.916 | 0.000 | 146.579 | -24.59 | 12898.41 |