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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1915 | Ticks modelled | 47431402 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2100.76 | Gross profit | 2786.23 | Gross loss | -685.47 |
| Profit factor | 4.06 | Expected payoff | 58.35 | ||
| Absolute drawdown | 71.71 | Maximal drawdown | 499.44 (4.40%) | Relative drawdown | 4.40% (499.44) |
| Total trades | 36 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
| Largest | profit trade | 170.72 | loss trade | -169.80 | |
| Average | profit trade | 126.65 | loss trade | -48.96 | |
| Maximum | consecutive wins (profit in money) | 4 (657.05) | consecutive losses (loss in money) | 7 (-471.94) | |
| Maximal | consecutive profit (count of wins) | 657.05 (4) | consecutive loss (count of losses) | -471.94 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.06 05:19 | sell | 1 | 0.10 | 144.420 | 0.000 | 0.000 | ||
| 2 | 2023.03.06 05:19 | modify | 1 | 0.10 | 144.420 | 146.820 | 142.020 | ||
| 3 | 2023.03.10 15:06 | modify | 1 | 0.10 | 144.420 | 145.619 | 142.020 | ||
| 4 | 2023.03.10 19:22 | modify | 1 | 0.10 | 144.420 | 144.420 | 142.020 | ||
| 5 | 2023.03.13 09:43 | t/p | 1 | 0.10 | 142.020 | 144.420 | 142.020 | 152.20 | 10152.20 |
| 6 | 2023.04.12 12:30 | buy | 2 | 0.10 | 145.984 | 0.000 | 0.000 | ||
| 7 | 2023.04.12 12:30 | modify | 2 | 0.10 | 145.984 | 143.584 | 148.384 | ||
| 8 | 2023.04.13 09:53 | modify | 2 | 0.10 | 145.984 | 144.785 | 148.384 | ||
| 9 | 2023.04.14 15:10 | modify | 2 | 0.10 | 145.984 | 145.984 | 148.384 | ||
| 10 | 2023.04.24 13:10 | t/p | 2 | 0.10 | 148.384 | 145.984 | 148.384 | 170.04 | 10322.24 |
| 11 | 2023.04.25 06:17 | buy | 3 | 0.10 | 148.244 | 0.000 | 0.000 | ||
| 12 | 2023.04.25 06:17 | modify | 3 | 0.10 | 148.244 | 145.844 | 150.644 | ||
| 13 | 2023.04.28 06:35 | modify | 3 | 0.10 | 148.244 | 147.047 | 150.644 | ||
| 14 | 2023.04.28 06:42 | modify | 3 | 0.10 | 148.244 | 148.244 | 150.644 | ||
| 15 | 2023.05.01 02:46 | t/p | 3 | 0.10 | 150.644 | 148.244 | 150.644 | 165.52 | 10487.76 |
| 16 | 2023.05.17 10:03 | buy | 4 | 0.10 | 148.272 | 0.000 | 0.000 | ||
| 17 | 2023.05.17 10:03 | modify | 4 | 0.10 | 148.272 | 145.872 | 150.672 | ||
| 18 | 2023.05.17 16:47 | modify | 4 | 0.10 | 148.272 | 147.072 | 150.672 | ||
| 19 | 2023.05.18 12:50 | modify | 4 | 0.10 | 148.272 | 148.272 | 150.672 | ||
| 20 | 2023.05.26 16:07 | t/p | 4 | 0.10 | 150.672 | 148.272 | 150.672 | 169.30 | 10657.05 |
| 21 | 2023.06.01 02:01 | sell | 5 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 22 | 2023.06.01 02:01 | modify | 5 | 0.10 | 149.033 | 151.433 | 146.633 | ||
| 23 | 2023.06.08 12:30 | close | 5 | 0.10 | 149.797 | 151.433 | 146.633 | -60.07 | 10596.98 |
| 24 | 2023.06.08 12:30 | buy | 6 | 0.10 | 149.797 | 0.000 | 0.000 | ||
| 25 | 2023.06.08 12:30 | modify | 6 | 0.10 | 149.797 | 147.397 | 152.197 | ||
| 26 | 2023.06.13 06:12 | modify | 6 | 0.10 | 149.797 | 148.603 | 152.197 | ||
| 27 | 2023.06.13 09:01 | modify | 6 | 0.10 | 149.797 | 149.797 | 152.197 | ||
| 28 | 2023.06.15 01:01 | t/p | 6 | 0.10 | 152.197 | 149.797 | 152.197 | 166.29 | 10763.27 |
| 29 | 2023.06.16 02:00 | buy | 7 | 0.10 | 153.195 | 0.000 | 0.000 | ||
| 30 | 2023.06.16 02:00 | modify | 7 | 0.10 | 153.195 | 150.795 | 155.595 | ||
| 31 | 2023.06.16 05:35 | modify | 7 | 0.10 | 153.195 | 151.996 | 155.595 | ||
| 32 | 2023.06.16 06:31 | modify | 7 | 0.10 | 153.195 | 153.195 | 155.595 | ||
| 33 | 2023.06.21 14:30 | t/p | 7 | 0.10 | 155.595 | 153.195 | 155.595 | 163.27 | 10926.54 |
| 34 | 2023.06.28 08:06 | buy | 8 | 0.10 | 157.661 | 0.000 | 0.000 | ||
| 35 | 2023.06.28 08:06 | modify | 8 | 0.10 | 157.661 | 155.261 | 160.061 | ||
| 36 | 2023.07.05 12:06 | close | 8 | 0.10 | 157.255 | 155.261 | 160.061 | -21.96 | 10904.59 |
| 37 | 2023.07.05 12:06 | sell | 9 | 0.10 | 157.255 | 0.000 | 0.000 | ||
| 38 | 2023.07.05 12:06 | modify | 9 | 0.10 | 157.255 | 159.655 | 154.855 | ||
| 39 | 2023.07.06 03:02 | modify | 9 | 0.10 | 157.255 | 158.452 | 154.855 | ||
| 40 | 2023.07.06 04:04 | modify | 9 | 0.10 | 157.255 | 157.255 | 154.855 | ||
| 41 | 2023.07.11 07:38 | t/p | 9 | 0.10 | 154.855 | 157.255 | 154.855 | 153.44 | 11058.02 |
| 42 | 2023.07.12 12:53 | sell | 10 | 0.10 | 154.037 | 0.000 | 0.000 | ||
| 43 | 2023.07.12 12:53 | modify | 10 | 0.10 | 154.037 | 156.437 | 151.637 | ||
| 44 | 2023.07.14 02:00 | close | 10 | 0.10 | 154.465 | 156.437 | 151.637 | -33.74 | 11024.28 |
| 45 | 2023.07.14 02:00 | buy | 11 | 0.10 | 154.465 | 0.000 | 0.000 | ||
| 46 | 2023.07.14 02:00 | modify | 11 | 0.10 | 154.465 | 152.065 | 156.865 | ||
| 47 | 2023.07.14 07:05 | modify | 11 | 0.10 | 154.465 | 153.269 | 156.865 | ||
| 48 | 2023.07.14 09:25 | modify | 11 | 0.10 | 154.465 | 154.465 | 156.865 | ||
| 49 | 2023.07.19 08:57 | t/p | 11 | 0.10 | 156.865 | 154.465 | 156.865 | 163.25 | 11187.53 |
| 50 | 2023.07.26 16:15 | sell | 12 | 0.10 | 155.610 | 0.000 | 0.000 | ||
| 51 | 2023.07.26 16:15 | modify | 12 | 0.10 | 155.610 | 158.010 | 153.210 | ||
| 52 | 2023.07.27 17:04 | modify | 12 | 0.10 | 155.610 | 156.809 | 153.210 | ||
| 53 | 2023.07.27 17:04 | modify | 12 | 0.10 | 155.610 | 155.610 | 153.210 | ||
| 54 | 2023.07.27 17:38 | t/p | 12 | 0.10 | 153.210 | 155.610 | 153.210 | 157.21 | 11344.74 |
| 55 | 2023.07.28 12:10 | sell | 13 | 0.10 | 153.416 | 0.000 | 0.000 | ||
| 56 | 2023.07.28 12:10 | modify | 13 | 0.10 | 153.416 | 155.816 | 151.016 | ||
| 57 | 2023.07.31 01:30 | s/l | 13 | 0.10 | 155.816 | 155.816 | 151.016 | -162.25 | 11182.49 |
| 58 | 2023.08.03 23:26 | sell | 14 | 0.10 | 156.184 | 0.000 | 0.000 | ||
| 59 | 2023.08.03 23:26 | modify | 14 | 0.10 | 156.184 | 158.584 | 153.784 | ||
| 60 | 2023.08.10 08:26 | s/l | 14 | 0.10 | 158.584 | 158.584 | 153.784 | -169.80 | 11012.69 |
| 61 | 2023.08.11 09:27 | buy | 15 | 0.10 | 158.899 | 0.000 | 0.000 | ||
| 62 | 2023.08.11 09:27 | modify | 15 | 0.10 | 158.899 | 156.499 | 161.299 | ||
| 63 | 2023.08.23 07:15 | close | 15 | 0.10 | 158.319 | 156.499 | 161.299 | -31.38 | 10981.31 |
| 64 | 2023.08.23 07:15 | sell | 16 | 0.10 | 158.319 | 0.000 | 0.000 | ||
| 65 | 2023.08.23 07:15 | modify | 16 | 0.10 | 158.319 | 160.719 | 155.919 | ||
| 66 | 2023.08.23 07:32 | modify | 16 | 0.10 | 158.319 | 159.515 | 155.919 | ||
| 67 | 2023.08.23 07:37 | modify | 16 | 0.10 | 158.319 | 158.319 | 155.919 | ||
| 68 | 2023.08.27 23:13 | s/l | 16 | 0.10 | 158.319 | 158.319 | 155.919 | -5.04 | 10976.27 |
| 69 | 2023.09.01 13:47 | sell | 17 | 0.10 | 157.739 | 0.000 | 0.000 | ||
| 70 | 2023.09.01 13:47 | modify | 17 | 0.10 | 157.739 | 160.139 | 155.339 | ||
| 71 | 2023.09.11 04:16 | modify | 17 | 0.10 | 157.739 | 158.938 | 155.339 | ||
| 72 | 2023.09.11 06:07 | modify | 17 | 0.10 | 157.739 | 157.739 | 155.339 | ||
| 73 | 2023.09.12 00:04 | s/l | 17 | 0.10 | 157.739 | 157.739 | 155.339 | -11.34 | 10964.92 |
| 74 | 2023.09.15 05:01 | sell | 18 | 0.10 | 157.172 | 0.000 | 0.000 | ||
| 75 | 2023.09.15 05:01 | modify | 18 | 0.10 | 157.172 | 159.572 | 154.772 | ||
| 76 | 2023.09.29 06:38 | close | 18 | 0.10 | 157.721 | 159.572 | 154.772 | -54.47 | 10910.46 |
| 77 | 2023.09.29 06:38 | buy | 19 | 0.10 | 157.721 | 0.000 | 0.000 | ||
| 78 | 2023.09.29 06:38 | modify | 19 | 0.10 | 157.721 | 155.321 | 160.121 | ||
| 79 | 2023.10.03 08:17 | close | 19 | 0.10 | 157.137 | 155.321 | 160.121 | -37.66 | 10872.80 |
| 80 | 2023.10.03 08:17 | sell | 20 | 0.10 | 157.137 | 0.000 | 0.000 | ||
| 81 | 2023.10.03 08:17 | modify | 20 | 0.10 | 157.137 | 159.537 | 154.737 | ||
| 82 | 2023.10.03 14:12 | modify | 20 | 0.10 | 157.137 | 158.291 | 154.737 | ||
| 83 | 2023.10.03 14:12 | modify | 20 | 0.10 | 157.137 | 157.137 | 154.737 | ||
| 84 | 2023.10.03 14:12 | t/p | 20 | 0.10 | 154.737 | 157.137 | 154.737 | 160.97 | 11033.77 |
| 85 | 2023.10.13 08:00 | sell | 21 | 0.10 | 157.945 | 0.000 | 0.000 | ||
| 86 | 2023.10.13 08:00 | modify | 21 | 0.10 | 157.945 | 160.345 | 155.545 | ||
| 87 | 2023.10.13 15:03 | modify | 21 | 0.10 | 157.945 | 159.144 | 155.545 | ||
| 88 | 2023.10.17 12:30 | close | 21 | 0.10 | 157.885 | 159.144 | 155.545 | 1.51 | 11035.27 |
| 89 | 2023.10.17 12:30 | buy | 22 | 0.10 | 157.885 | 0.000 | 0.000 | ||
| 90 | 2023.10.17 12:30 | modify | 22 | 0.10 | 157.885 | 155.485 | 160.285 | ||
| 91 | 2023.10.19 16:02 | modify | 22 | 0.10 | 157.885 | 156.686 | 160.285 | ||
| 92 | 2023.10.19 16:03 | modify | 22 | 0.10 | 157.885 | 157.885 | 160.285 | ||
| 93 | 2023.10.25 14:41 | close | 22 | 0.10 | 158.739 | 157.885 | 160.285 | 63.31 | 11098.58 |
| 94 | 2023.10.25 14:41 | sell | 23 | 0.10 | 158.739 | 0.000 | 0.000 | ||
| 95 | 2023.10.25 14:41 | modify | 23 | 0.10 | 158.739 | 161.139 | 156.339 | ||
| 96 | 2023.10.27 18:24 | modify | 23 | 0.10 | 158.739 | 159.939 | 156.339 | ||
| 97 | 2023.10.30 07:33 | modify | 23 | 0.10 | 158.739 | 158.739 | 156.339 | ||
| 98 | 2023.10.30 12:54 | s/l | 23 | 0.10 | 158.739 | 158.739 | 156.339 | -6.30 | 11092.28 |
| 99 | 2023.11.07 08:51 | buy | 24 | 0.10 | 160.867 | 0.000 | 0.000 | ||
| 100 | 2023.11.07 08:51 | modify | 24 | 0.10 | 160.867 | 158.467 | 163.267 | ||
| 101 | 2023.11.08 18:46 | modify | 24 | 0.10 | 160.867 | 159.675 | 163.267 | ||
| 102 | 2023.11.10 17:54 | modify | 24 | 0.10 | 160.867 | 160.867 | 163.267 | ||
| 103 | 2023.11.14 14:27 | t/p | 24 | 0.10 | 163.267 | 160.867 | 163.267 | 166.23 | 11258.51 |
| 104 | 2023.11.21 16:13 | sell | 25 | 0.10 | 161.754 | 0.000 | 0.000 | ||
| 105 | 2023.11.21 16:13 | modify | 25 | 0.10 | 161.754 | 164.154 | 159.354 | ||
| 106 | 2023.11.23 02:00 | close | 25 | 0.10 | 162.557 | 164.154 | 159.354 | -58.88 | 11199.63 |
| 107 | 2023.11.23 02:00 | buy | 26 | 0.10 | 162.557 | 0.000 | 0.000 | ||
| 108 | 2023.11.23 02:00 | modify | 26 | 0.10 | 162.557 | 160.157 | 164.957 | ||
| 109 | 2023.11.24 13:51 | modify | 26 | 0.10 | 162.557 | 161.357 | 164.957 | ||
| 110 | 2023.11.24 14:53 | modify | 26 | 0.10 | 162.557 | 162.557 | 164.957 | ||
| 111 | 2023.11.27 14:43 | s/l | 26 | 0.10 | 162.557 | 162.557 | 164.957 | 1.51 | 11201.14 |
| 112 | 2023.11.29 08:07 | sell | 27 | 0.10 | 162.038 | 0.000 | 0.000 | ||
| 113 | 2023.11.29 08:07 | modify | 27 | 0.10 | 162.038 | 164.438 | 159.638 | ||
| 114 | 2023.11.29 23:03 | modify | 27 | 0.10 | 162.038 | 163.232 | 159.638 | ||
| 115 | 2023.11.30 07:52 | modify | 27 | 0.10 | 162.038 | 162.038 | 159.638 | ||
| 116 | 2023.12.03 22:04 | t/p | 27 | 0.10 | 159.638 | 162.038 | 159.638 | 155.90 | 11357.03 |
| 117 | 2023.12.04 08:03 | sell | 28 | 0.10 | 159.730 | 0.000 | 0.000 | ||
| 118 | 2023.12.04 08:03 | modify | 28 | 0.10 | 159.730 | 162.130 | 157.330 | ||
| 119 | 2023.12.04 15:02 | modify | 28 | 0.10 | 159.730 | 160.927 | 157.330 | ||
| 120 | 2023.12.05 07:46 | modify | 28 | 0.10 | 159.730 | 159.730 | 157.330 | ||
| 121 | 2023.12.07 07:00 | t/p | 28 | 0.10 | 157.330 | 159.730 | 157.330 | 154.64 | 11511.67 |
| 122 | 2023.12.19 06:36 | buy | 29 | 0.10 | 156.156 | 0.000 | 0.000 | ||
| 123 | 2023.12.19 06:36 | modify | 29 | 0.10 | 156.156 | 153.756 | 158.556 | ||
| 124 | 2023.12.19 06:58 | modify | 29 | 0.10 | 156.156 | 154.957 | 158.556 | ||
| 125 | 2023.12.19 07:00 | modify | 29 | 0.10 | 156.156 | 156.156 | 158.556 | ||
| 126 | 2023.12.19 10:48 | t/p | 29 | 0.10 | 158.556 | 156.156 | 158.556 | 160.95 | 11672.62 |
| 127 | 2023.12.28 16:01 | sell | 30 | 0.10 | 156.766 | 0.000 | 0.000 | ||
| 128 | 2023.12.28 16:01 | modify | 30 | 0.10 | 156.766 | 159.166 | 154.366 | ||
| 129 | 2023.12.29 15:57 | modify | 30 | 0.10 | 156.766 | 157.964 | 154.366 | ||
| 130 | 2023.12.29 15:58 | modify | 30 | 0.10 | 156.766 | 156.766 | 154.366 | ||
| 131 | 2024.01.03 17:41 | s/l | 30 | 0.10 | 156.766 | 156.766 | 154.366 | -5.04 | 11667.58 |
| 132 | 2024.01.05 08:04 | buy | 31 | 0.10 | 158.300 | 0.000 | 0.000 | ||
| 133 | 2024.01.05 08:04 | modify | 31 | 0.10 | 158.300 | 155.900 | 160.700 | ||
| 134 | 2024.01.10 14:59 | modify | 31 | 0.10 | 158.300 | 157.102 | 160.700 | ||
| 135 | 2024.01.10 15:17 | modify | 31 | 0.10 | 158.300 | 158.300 | 160.700 | ||
| 136 | 2024.01.12 13:20 | close | 31 | 0.10 | 159.229 | 158.300 | 160.700 | 67.57 | 11735.15 |
| 137 | 2024.01.12 13:20 | sell | 32 | 0.10 | 159.229 | 0.000 | 0.000 | ||
| 138 | 2024.01.12 13:20 | modify | 32 | 0.10 | 159.229 | 161.629 | 156.829 | ||
| 139 | 2024.01.16 13:20 | close | 32 | 0.10 | 159.602 | 161.629 | 156.829 | -27.53 | 11707.62 |
| 140 | 2024.01.16 13:20 | buy | 33 | 0.10 | 159.602 | 0.000 | 0.000 | ||
| 141 | 2024.01.16 13:20 | modify | 33 | 0.10 | 159.602 | 157.202 | 162.002 | ||
| 142 | 2024.01.17 05:45 | modify | 33 | 0.10 | 159.602 | 158.403 | 162.002 | ||
| 143 | 2024.01.17 07:02 | modify | 33 | 0.10 | 159.602 | 159.602 | 162.002 | ||
| 144 | 2024.01.24 16:29 | close | 33 | 0.10 | 160.553 | 159.602 | 162.002 | 69.81 | 11777.43 |
| 145 | 2024.01.24 16:29 | sell | 34 | 0.10 | 160.553 | 0.000 | 0.000 | ||
| 146 | 2024.01.24 16:29 | modify | 34 | 0.10 | 160.553 | 162.953 | 158.153 | ||
| 147 | 2024.01.25 15:17 | modify | 34 | 0.10 | 160.553 | 161.753 | 158.153 | ||
| 148 | 2024.01.29 15:53 | modify | 34 | 0.10 | 160.553 | 160.553 | 158.153 | ||
| 149 | 2024.02.01 08:28 | t/p | 34 | 0.10 | 158.153 | 160.553 | 158.153 | 148.32 | 11925.75 |
| 150 | 2024.02.09 09:25 | buy | 35 | 0.10 | 160.884 | 0.000 | 0.000 | ||
| 151 | 2024.02.09 09:25 | modify | 35 | 0.10 | 160.884 | 158.484 | 163.284 | ||
| 152 | 2024.02.16 02:50 | modify | 35 | 0.10 | 160.884 | 159.684 | 163.284 | ||
| 153 | 2024.02.16 11:57 | modify | 35 | 0.10 | 160.884 | 160.884 | 163.284 | ||
| 154 | 2024.02.22 08:15 | t/p | 35 | 0.10 | 163.284 | 160.884 | 163.284 | 170.72 | 12096.47 |
| 155 | 2024.02.29 23:22 | sell | 36 | 0.10 | 162.253 | 0.000 | 0.000 | ||
| 156 | 2024.02.29 23:22 | modify | 36 | 0.10 | 162.253 | 164.653 | 159.853 | ||
| 157 | 2024.02.29 23:59 | close at stop | 36 | 0.10 | 162.189 | 164.653 | 159.853 | 4.29 | 12100.76 |