Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=2; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=200; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2615 | Ticks modelled | 79545 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2162.43 | Gross profit | 2810.51 | Gross loss | -648.08 |
| Profit factor | 4.34 | Expected payoff | 60.07 | ||
| Absolute drawdown | 68.73 | Maximal drawdown | 488.66 (4.30%) | Relative drawdown | 4.30% (488.66) |
| Total trades | 36 | Short positions (won %) | 20 (40.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 21 (58.33%) | Loss trades (% of total) | 15 (41.67%) | ||
| Largest | profit trade | 170.77 | loss trade | -169.78 | |
| Average | profit trade | 133.83 | loss trade | -43.21 | |
| Maximum | consecutive wins (profit in money) | 4 (656.93) | consecutive losses (loss in money) | 7 (-448.68) | |
| Maximal | consecutive profit (count of wins) | 656.93 (4) | consecutive loss (count of losses) | -448.68 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.06 05:20 | sell | 1 | 0.10 | 144.464 | 0.000 | 0.000 | ||
| 2 | 2023.03.06 05:20 | modify | 1 | 0.10 | 144.464 | 146.864 | 142.064 | ||
| 3 | 2023.03.09 13:40 | modify | 1 | 0.10 | 144.464 | 145.649 | 142.064 | ||
| 4 | 2023.03.10 19:30 | modify | 1 | 0.10 | 144.464 | 144.464 | 142.064 | ||
| 5 | 2023.03.13 09:40 | t/p | 1 | 0.10 | 142.064 | 144.464 | 142.064 | 152.15 | 10152.15 |
| 6 | 2023.04.12 12:30 | buy | 2 | 0.10 | 145.988 | 0.000 | 0.000 | ||
| 7 | 2023.04.12 12:30 | modify | 2 | 0.10 | 145.988 | 143.588 | 148.388 | ||
| 8 | 2023.04.13 09:40 | modify | 2 | 0.10 | 145.988 | 144.835 | 148.388 | ||
| 9 | 2023.04.14 15:15 | modify | 2 | 0.10 | 145.988 | 145.988 | 148.388 | ||
| 10 | 2023.04.24 13:40 | t/p | 2 | 0.10 | 148.388 | 145.988 | 148.388 | 170.02 | 10322.17 |
| 11 | 2023.04.25 06:15 | buy | 3 | 0.10 | 148.217 | 0.000 | 0.000 | ||
| 12 | 2023.04.25 06:15 | modify | 3 | 0.10 | 148.217 | 145.817 | 150.617 | ||
| 13 | 2023.04.28 06:30 | modify | 3 | 0.10 | 148.217 | 148.217 | 150.617 | ||
| 14 | 2023.05.01 02:30 | t/p | 3 | 0.10 | 150.617 | 148.217 | 150.617 | 165.50 | 10487.67 |
| 15 | 2023.05.17 10:05 | buy | 4 | 0.10 | 148.208 | 0.000 | 0.000 | ||
| 16 | 2023.05.17 10:05 | modify | 4 | 0.10 | 148.208 | 145.808 | 150.608 | ||
| 17 | 2023.05.17 16:30 | modify | 4 | 0.10 | 148.208 | 147.031 | 150.608 | ||
| 18 | 2023.05.17 19:40 | modify | 4 | 0.10 | 148.208 | 148.208 | 150.608 | ||
| 19 | 2023.05.26 12:40 | t/p | 4 | 0.10 | 150.608 | 148.208 | 150.608 | 169.27 | 10656.93 |
| 20 | 2023.06.01 02:20 | sell | 5 | 0.10 | 149.075 | 0.000 | 0.000 | ||
| 21 | 2023.06.01 02:20 | modify | 5 | 0.10 | 149.075 | 151.475 | 146.675 | ||
| 22 | 2023.06.08 12:40 | close | 5 | 0.10 | 149.747 | 151.475 | 146.675 | -53.89 | 10603.04 |
| 23 | 2023.06.08 12:40 | buy | 6 | 0.10 | 149.747 | 0.000 | 0.000 | ||
| 24 | 2023.06.08 12:40 | modify | 6 | 0.10 | 149.747 | 147.347 | 152.147 | ||
| 25 | 2023.06.13 05:05 | modify | 6 | 0.10 | 149.747 | 148.572 | 152.147 | ||
| 26 | 2023.06.13 07:05 | modify | 6 | 0.10 | 149.747 | 149.747 | 152.147 | ||
| 27 | 2023.06.15 01:05 | t/p | 6 | 0.10 | 152.147 | 149.747 | 152.147 | 166.25 | 10769.29 |
| 28 | 2023.06.16 02:00 | buy | 7 | 0.10 | 153.195 | 0.000 | 0.000 | ||
| 29 | 2023.06.16 02:00 | modify | 7 | 0.10 | 153.195 | 150.795 | 155.595 | ||
| 30 | 2023.06.16 05:40 | modify | 7 | 0.10 | 153.195 | 152.055 | 155.595 | ||
| 31 | 2023.06.16 06:30 | modify | 7 | 0.10 | 153.195 | 153.195 | 155.595 | ||
| 32 | 2023.06.21 14:30 | t/p | 7 | 0.10 | 155.595 | 153.195 | 155.595 | 163.24 | 10932.53 |
| 33 | 2023.06.28 08:40 | buy | 8 | 0.10 | 157.655 | 0.000 | 0.000 | ||
| 34 | 2023.06.28 08:40 | modify | 8 | 0.10 | 157.655 | 155.255 | 160.055 | ||
| 35 | 2023.07.05 12:20 | close | 8 | 0.10 | 157.304 | 155.255 | 160.055 | -18.28 | 10914.26 |
| 36 | 2023.07.05 12:20 | sell | 9 | 0.10 | 157.304 | 0.000 | 0.000 | ||
| 37 | 2023.07.05 12:20 | modify | 9 | 0.10 | 157.304 | 159.704 | 154.904 | ||
| 38 | 2023.07.06 00:40 | modify | 9 | 0.10 | 157.304 | 158.456 | 154.904 | ||
| 39 | 2023.07.06 04:20 | modify | 9 | 0.10 | 157.304 | 157.304 | 154.904 | ||
| 40 | 2023.07.11 07:30 | t/p | 9 | 0.10 | 154.904 | 157.304 | 154.904 | 153.40 | 11067.65 |
| 41 | 2023.07.12 12:40 | sell | 10 | 0.10 | 154.049 | 0.000 | 0.000 | ||
| 42 | 2023.07.12 12:40 | modify | 10 | 0.10 | 154.049 | 156.449 | 151.649 | ||
| 43 | 2023.07.14 02:00 | close | 10 | 0.10 | 154.465 | 156.449 | 151.649 | -32.94 | 11034.71 |
| 44 | 2023.07.14 02:00 | buy | 11 | 0.10 | 154.465 | 0.000 | 0.000 | ||
| 45 | 2023.07.14 02:00 | modify | 11 | 0.10 | 154.465 | 152.065 | 156.865 | ||
| 46 | 2023.07.14 07:40 | modify | 11 | 0.10 | 154.465 | 153.269 | 156.865 | ||
| 47 | 2023.07.14 09:30 | modify | 11 | 0.10 | 154.465 | 154.465 | 156.865 | ||
| 48 | 2023.07.19 08:40 | t/p | 11 | 0.10 | 156.865 | 154.465 | 156.865 | 163.24 | 11197.95 |
| 49 | 2023.07.26 16:30 | sell | 12 | 0.10 | 155.656 | 0.000 | 0.000 | ||
| 50 | 2023.07.26 16:30 | modify | 12 | 0.10 | 155.656 | 158.056 | 153.256 | ||
| 51 | 2023.07.27 13:40 | modify | 12 | 0.10 | 155.656 | 156.825 | 153.256 | ||
| 52 | 2023.07.27 17:20 | modify | 12 | 0.10 | 155.656 | 155.656 | 153.256 | ||
| 53 | 2023.07.27 17:40 | t/p | 12 | 0.10 | 153.256 | 155.656 | 153.256 | 157.18 | 11355.13 |
| 54 | 2023.07.28 12:10 | sell | 13 | 0.10 | 153.448 | 0.000 | 0.000 | ||
| 55 | 2023.07.28 12:10 | modify | 13 | 0.10 | 153.448 | 155.848 | 151.048 | ||
| 56 | 2023.07.31 01:30 | s/l | 13 | 0.10 | 155.848 | 155.848 | 151.048 | -162.22 | 11192.91 |
| 57 | 2023.08.03 23:20 | sell | 14 | 0.10 | 156.186 | 0.000 | 0.000 | ||
| 58 | 2023.08.03 23:20 | modify | 14 | 0.10 | 156.186 | 158.586 | 153.786 | ||
| 59 | 2023.08.10 08:40 | s/l | 14 | 0.10 | 158.586 | 158.586 | 153.786 | -169.78 | 11023.13 |
| 60 | 2023.08.11 09:30 | buy | 15 | 0.10 | 158.874 | 0.000 | 0.000 | ||
| 61 | 2023.08.11 09:30 | modify | 15 | 0.10 | 158.874 | 156.474 | 161.274 | ||
| 62 | 2023.08.23 07:15 | close | 15 | 0.10 | 158.369 | 156.474 | 161.274 | -26.34 | 10996.79 |
| 63 | 2023.08.23 07:15 | sell | 16 | 0.10 | 158.369 | 0.000 | 0.000 | ||
| 64 | 2023.08.23 07:15 | modify | 16 | 0.10 | 158.369 | 160.769 | 155.969 | ||
| 65 | 2023.08.23 07:40 | modify | 16 | 0.10 | 158.369 | 158.369 | 155.969 | ||
| 66 | 2023.08.28 01:40 | s/l | 16 | 0.10 | 158.369 | 158.369 | 155.969 | -6.30 | 10990.49 |
| 67 | 2023.09.01 13:40 | sell | 17 | 0.10 | 157.783 | 0.000 | 0.000 | ||
| 68 | 2023.09.01 13:40 | modify | 17 | 0.10 | 157.783 | 160.183 | 155.383 | ||
| 69 | 2023.09.11 03:40 | modify | 17 | 0.10 | 157.783 | 158.962 | 155.383 | ||
| 70 | 2023.09.11 06:30 | modify | 17 | 0.10 | 157.783 | 157.783 | 155.383 | ||
| 71 | 2023.09.12 01:15 | s/l | 17 | 0.10 | 157.783 | 157.783 | 155.383 | -11.34 | 10979.14 |
| 72 | 2023.09.15 05:30 | sell | 18 | 0.10 | 157.205 | 0.000 | 0.000 | ||
| 73 | 2023.09.15 05:30 | modify | 18 | 0.10 | 157.205 | 159.605 | 154.805 | ||
| 74 | 2023.09.29 06:30 | close | 18 | 0.10 | 157.618 | 159.605 | 154.805 | -45.35 | 10933.80 |
| 75 | 2023.09.29 06:30 | buy | 19 | 0.10 | 157.618 | 0.000 | 0.000 | ||
| 76 | 2023.09.29 06:30 | modify | 19 | 0.10 | 157.618 | 155.218 | 160.018 | ||
| 77 | 2023.10.02 06:40 | modify | 19 | 0.10 | 157.618 | 156.447 | 160.018 | ||
| 78 | 2023.10.03 08:40 | close | 19 | 0.10 | 157.188 | 156.447 | 160.018 | -27.34 | 10906.45 |
| 79 | 2023.10.03 08:40 | sell | 20 | 0.10 | 157.188 | 0.000 | 0.000 | ||
| 80 | 2023.10.03 08:40 | modify | 20 | 0.10 | 157.188 | 159.588 | 154.788 | ||
| 81 | 2023.10.03 14:20 | modify | 20 | 0.10 | 157.188 | 157.188 | 154.788 | ||
| 82 | 2023.10.03 14:40 | t/p | 20 | 0.10 | 154.788 | 157.188 | 154.788 | 160.96 | 11067.41 |
| 83 | 2023.10.13 08:20 | sell | 21 | 0.10 | 157.967 | 0.000 | 0.000 | ||
| 84 | 2023.10.13 08:20 | modify | 21 | 0.10 | 157.967 | 160.367 | 155.567 | ||
| 85 | 2023.10.13 15:30 | modify | 21 | 0.10 | 157.967 | 159.150 | 155.567 | ||
| 86 | 2023.10.17 12:40 | close | 21 | 0.10 | 157.837 | 159.150 | 155.567 | 6.20 | 11073.61 |
| 87 | 2023.10.17 12:40 | buy | 22 | 0.10 | 157.837 | 0.000 | 0.000 | ||
| 88 | 2023.10.17 12:40 | modify | 22 | 0.10 | 157.837 | 155.437 | 160.237 | ||
| 89 | 2023.10.19 16:30 | modify | 22 | 0.10 | 157.837 | 156.749 | 160.237 | ||
| 90 | 2023.10.19 16:40 | modify | 22 | 0.10 | 157.837 | 157.837 | 160.237 | ||
| 91 | 2023.10.25 14:40 | close | 22 | 0.10 | 158.759 | 157.837 | 160.237 | 67.88 | 11141.49 |
| 92 | 2023.10.25 14:40 | sell | 23 | 0.10 | 158.759 | 0.000 | 0.000 | ||
| 93 | 2023.10.25 14:40 | modify | 23 | 0.10 | 158.759 | 161.159 | 156.359 | ||
| 94 | 2023.10.27 17:33 | modify | 23 | 0.10 | 158.759 | 159.943 | 156.359 | ||
| 95 | 2023.10.30 07:40 | modify | 23 | 0.10 | 158.759 | 158.759 | 156.359 | ||
| 96 | 2023.10.30 12:30 | s/l | 23 | 0.10 | 158.759 | 158.759 | 156.359 | -6.30 | 11135.19 |
| 97 | 2023.11.07 08:40 | buy | 24 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 98 | 2023.11.07 08:40 | modify | 24 | 0.10 | 160.863 | 158.463 | 163.263 | ||
| 99 | 2023.11.08 18:40 | modify | 24 | 0.10 | 160.863 | 159.688 | 163.263 | ||
| 100 | 2023.11.10 17:40 | modify | 24 | 0.10 | 160.863 | 160.863 | 163.263 | ||
| 101 | 2023.11.14 14:30 | t/p | 24 | 0.10 | 163.263 | 160.863 | 163.263 | 166.25 | 11301.44 |
| 102 | 2023.11.21 16:15 | sell | 25 | 0.10 | 161.758 | 0.000 | 0.000 | ||
| 103 | 2023.11.21 16:15 | modify | 25 | 0.10 | 161.758 | 164.158 | 159.358 | ||
| 104 | 2023.11.23 02:00 | close | 25 | 0.10 | 162.557 | 164.158 | 159.358 | -58.63 | 11242.81 |
| 105 | 2023.11.23 02:00 | buy | 26 | 0.10 | 162.557 | 0.000 | 0.000 | ||
| 106 | 2023.11.23 02:00 | modify | 26 | 0.10 | 162.557 | 160.157 | 164.957 | ||
| 107 | 2023.11.24 13:40 | modify | 26 | 0.10 | 162.557 | 161.389 | 164.957 | ||
| 108 | 2023.11.24 14:40 | modify | 26 | 0.10 | 162.557 | 162.557 | 164.957 | ||
| 109 | 2023.11.27 14:40 | s/l | 26 | 0.10 | 162.557 | 162.557 | 164.957 | 1.51 | 11244.32 |
| 110 | 2023.11.29 08:40 | sell | 27 | 0.10 | 162.116 | 0.000 | 0.000 | ||
| 111 | 2023.11.29 08:40 | modify | 27 | 0.10 | 162.116 | 164.516 | 159.716 | ||
| 112 | 2023.11.29 23:05 | modify | 27 | 0.10 | 162.116 | 163.176 | 159.716 | ||
| 113 | 2023.11.30 07:40 | modify | 27 | 0.10 | 162.116 | 162.116 | 159.716 | ||
| 114 | 2023.12.01 19:40 | t/p | 27 | 0.10 | 159.716 | 162.116 | 159.716 | 155.93 | 11400.24 |
| 115 | 2023.12.04 08:05 | sell | 28 | 0.10 | 159.805 | 0.000 | 0.000 | ||
| 116 | 2023.12.04 08:05 | modify | 28 | 0.10 | 159.805 | 162.205 | 157.405 | ||
| 117 | 2023.12.04 15:06 | modify | 28 | 0.10 | 159.805 | 159.805 | 157.405 | ||
| 118 | 2023.12.07 06:40 | t/p | 28 | 0.10 | 157.405 | 159.805 | 157.405 | 154.66 | 11554.90 |
| 119 | 2023.12.19 06:05 | buy | 29 | 0.10 | 155.881 | 0.000 | 0.000 | ||
| 120 | 2023.12.19 06:05 | modify | 29 | 0.10 | 155.881 | 153.481 | 158.281 | ||
| 121 | 2023.12.19 06:30 | modify | 29 | 0.10 | 155.881 | 154.704 | 158.281 | ||
| 122 | 2023.12.19 06:40 | modify | 29 | 0.10 | 155.881 | 155.881 | 158.281 | ||
| 123 | 2023.12.19 08:33 | t/p | 29 | 0.10 | 158.281 | 155.881 | 158.281 | 160.98 | 11715.88 |
| 124 | 2023.12.28 16:05 | sell | 30 | 0.10 | 156.781 | 0.000 | 0.000 | ||
| 125 | 2023.12.28 16:05 | modify | 30 | 0.10 | 156.781 | 159.181 | 154.381 | ||
| 126 | 2023.12.29 15:40 | modify | 30 | 0.10 | 156.781 | 156.781 | 154.381 | ||
| 127 | 2024.01.03 17:40 | s/l | 30 | 0.10 | 156.781 | 156.781 | 154.381 | -5.04 | 11710.84 |
| 128 | 2024.01.05 08:40 | buy | 31 | 0.10 | 158.216 | 0.000 | 0.000 | ||
| 129 | 2024.01.05 08:40 | modify | 31 | 0.10 | 158.216 | 155.816 | 160.616 | ||
| 130 | 2024.01.10 13:05 | modify | 31 | 0.10 | 158.216 | 157.069 | 160.616 | ||
| 131 | 2024.01.10 15:06 | modify | 31 | 0.10 | 158.216 | 158.216 | 160.616 | ||
| 132 | 2024.01.12 13:15 | close | 31 | 0.10 | 159.290 | 158.216 | 160.616 | 77.30 | 11788.14 |
| 133 | 2024.01.12 13:15 | sell | 32 | 0.10 | 159.290 | 0.000 | 0.000 | ||
| 134 | 2024.01.12 13:15 | modify | 32 | 0.10 | 159.290 | 161.690 | 156.890 | ||
| 135 | 2024.01.16 13:20 | close | 32 | 0.10 | 159.594 | 161.690 | 156.890 | -22.91 | 11765.23 |
| 136 | 2024.01.16 13:20 | buy | 33 | 0.10 | 159.594 | 0.000 | 0.000 | ||
| 137 | 2024.01.16 13:20 | modify | 33 | 0.10 | 159.594 | 157.194 | 161.994 | ||
| 138 | 2024.01.17 05:40 | modify | 33 | 0.10 | 159.594 | 158.403 | 161.994 | ||
| 139 | 2024.01.17 07:20 | modify | 33 | 0.10 | 159.594 | 159.594 | 161.994 | ||
| 140 | 2024.01.24 16:40 | close | 33 | 0.10 | 160.689 | 159.594 | 161.994 | 79.48 | 11844.71 |
| 141 | 2024.01.24 16:40 | sell | 34 | 0.10 | 160.689 | 0.000 | 0.000 | ||
| 142 | 2024.01.24 16:40 | modify | 34 | 0.10 | 160.689 | 163.089 | 158.289 | ||
| 143 | 2024.01.25 14:40 | modify | 34 | 0.10 | 160.689 | 161.791 | 158.289 | ||
| 144 | 2024.01.29 15:30 | modify | 34 | 0.10 | 160.689 | 160.689 | 158.289 | ||
| 145 | 2024.02.01 08:30 | t/p | 34 | 0.10 | 158.289 | 160.689 | 158.289 | 148.36 | 11993.07 |
| 146 | 2024.02.09 09:40 | buy | 35 | 0.10 | 160.800 | 0.000 | 0.000 | ||
| 147 | 2024.02.09 09:40 | modify | 35 | 0.10 | 160.800 | 158.400 | 163.200 | ||
| 148 | 2024.02.13 17:40 | modify | 35 | 0.10 | 160.800 | 159.629 | 163.200 | ||
| 149 | 2024.02.16 08:40 | modify | 35 | 0.10 | 160.800 | 160.800 | 163.200 | ||
| 150 | 2024.02.22 08:30 | t/p | 35 | 0.10 | 163.200 | 160.800 | 163.200 | 170.77 | 12163.84 |
| 151 | 2024.02.29 23:40 | sell | 36 | 0.10 | 162.253 | 0.000 | 0.000 | ||
| 152 | 2024.02.29 23:40 | modify | 36 | 0.10 | 162.253 | 164.653 | 159.853 | ||
| 153 | 2024.02.29 23:59 | close at stop | 36 | 0.10 | 162.274 | 164.653 | 159.853 | -1.41 | 12162.43 |