Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=2; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=200; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=120; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=180; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 2614 | Ticks modelled | 79380 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1424.46 | Gross profit | 1559.64 | Gross loss | -135.17 |
| Profit factor | 11.54 | Expected payoff | 56.98 | ||
| Absolute drawdown | 23.78 | Maximal drawdown | 179.74 (1.58%) | Relative drawdown | 1.58% (179.74) |
| Total trades | 25 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 136.23 | loss trade | -70.99 | |
| Average | profit trade | 77.98 | loss trade | -27.03 | |
| Maximum | consecutive wins (profit in money) | 10 (821.03) | consecutive losses (loss in money) | 1 (-70.99) | |
| Maximal | consecutive profit (count of wins) | 821.03 (10) | consecutive loss (count of losses) | -70.99 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 01:00 | buy | 1 | 0.10 | 91.053 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 01:00 | modify | 1 | 0.10 | 91.053 | 0.000 | 93.053 | ||
| 3 | 2023.05.02 04:40 | modify | 1 | 0.10 | 91.053 | 91.453 | 93.053 | ||
| 4 | 2023.05.02 14:30 | s/l | 1 | 0.10 | 91.453 | 91.453 | 93.053 | 25.57 | 10025.57 |
| 5 | 2023.05.05 12:05 | buy | 2 | 0.10 | 90.205 | 0.000 | 0.000 | ||
| 6 | 2023.05.05 12:05 | modify | 2 | 0.10 | 90.205 | 0.000 | 92.205 | ||
| 7 | 2023.05.07 22:40 | modify | 2 | 0.10 | 90.205 | 90.605 | 92.205 | ||
| 8 | 2023.05.10 17:40 | s/l | 2 | 0.10 | 90.605 | 90.605 | 92.205 | 26.53 | 10052.10 |
| 9 | 2023.05.11 04:30 | sell | 3 | 0.10 | 90.988 | 0.000 | 0.000 | ||
| 10 | 2023.05.11 04:30 | modify | 3 | 0.10 | 90.988 | 0.000 | 88.988 | ||
| 11 | 2023.05.11 13:20 | modify | 3 | 0.10 | 90.988 | 90.588 | 88.988 | ||
| 12 | 2023.05.15 03:20 | s/l | 3 | 0.10 | 90.588 | 90.588 | 88.988 | 23.46 | 10075.56 |
| 13 | 2023.05.19 04:30 | buy | 4 | 0.10 | 91.864 | 0.000 | 0.000 | ||
| 14 | 2023.05.19 04:30 | modify | 4 | 0.10 | 91.864 | 0.000 | 93.864 | ||
| 15 | 2023.06.06 04:30 | modify | 4 | 0.10 | 91.864 | 92.264 | 93.864 | ||
| 16 | 2023.06.09 06:30 | modify | 4 | 0.10 | 91.864 | 93.264 | 93.864 | ||
| 17 | 2023.06.09 08:15 | t/p | 4 | 0.10 | 93.864 | 93.264 | 93.864 | 134.62 | 10210.18 |
| 18 | 2023.06.12 04:30 | buy | 5 | 0.10 | 94.003 | 0.000 | 0.000 | ||
| 19 | 2023.06.12 04:30 | modify | 5 | 0.10 | 94.003 | 0.000 | 96.003 | ||
| 20 | 2023.06.13 15:05 | modify | 5 | 0.10 | 94.003 | 94.403 | 96.003 | ||
| 21 | 2023.06.15 01:40 | modify | 5 | 0.10 | 94.003 | 95.403 | 96.003 | ||
| 22 | 2023.06.15 04:20 | t/p | 5 | 0.10 | 96.003 | 95.403 | 96.003 | 129.44 | 10339.62 |
| 23 | 2023.06.16 01:00 | buy | 6 | 0.10 | 96.427 | 0.000 | 0.000 | ||
| 24 | 2023.06.16 01:00 | modify | 6 | 0.10 | 96.427 | 0.000 | 98.427 | ||
| 25 | 2023.06.16 16:40 | modify | 6 | 0.10 | 96.427 | 96.827 | 98.427 | ||
| 26 | 2023.06.19 03:40 | s/l | 6 | 0.10 | 96.827 | 96.827 | 98.427 | 25.88 | 10365.50 |
| 27 | 2023.06.19 03:40 | buy | 7 | 0.10 | 96.756 | 0.000 | 0.000 | ||
| 28 | 2023.06.19 03:40 | modify | 7 | 0.10 | 96.756 | 0.000 | 98.756 | ||
| 29 | 2023.07.07 01:30 | close | 7 | 0.10 | 95.544 | 0.000 | 98.756 | -70.99 | 10294.51 |
| 30 | 2023.07.07 01:30 | sell | 8 | 0.10 | 95.544 | 0.000 | 0.000 | ||
| 31 | 2023.07.07 01:30 | modify | 8 | 0.10 | 95.544 | 0.000 | 93.544 | ||
| 32 | 2023.07.10 07:40 | modify | 8 | 0.10 | 95.544 | 95.144 | 93.544 | ||
| 33 | 2023.07.11 07:40 | modify | 8 | 0.10 | 95.544 | 94.144 | 93.544 | ||
| 34 | 2023.07.11 11:40 | t/p | 8 | 0.10 | 93.544 | 94.144 | 93.544 | 125.72 | 10420.24 |
| 35 | 2023.07.14 01:00 | buy | 9 | 0.10 | 94.725 | 0.000 | 0.000 | ||
| 36 | 2023.07.14 01:00 | modify | 9 | 0.10 | 94.725 | 0.000 | 96.725 | ||
| 37 | 2023.07.17 12:30 | close | 9 | 0.10 | 94.474 | 0.000 | 96.725 | -15.72 | 10404.52 |
| 38 | 2023.07.17 12:30 | sell | 10 | 0.10 | 94.474 | 0.000 | 0.000 | ||
| 39 | 2023.07.17 12:30 | modify | 10 | 0.10 | 94.474 | 0.000 | 92.474 | ||
| 40 | 2023.07.27 18:40 | modify | 10 | 0.10 | 94.474 | 94.074 | 92.474 | ||
| 41 | 2023.07.28 03:05 | modify | 10 | 0.10 | 94.474 | 93.074 | 92.474 | ||
| 42 | 2023.07.28 03:15 | t/p | 10 | 0.10 | 92.474 | 93.074 | 92.474 | 114.19 | 10518.71 |
| 43 | 2023.08.02 01:20 | sell | 11 | 0.10 | 94.739 | 0.000 | 0.000 | ||
| 44 | 2023.08.02 01:20 | modify | 11 | 0.10 | 94.739 | 0.000 | 92.739 | ||
| 45 | 2023.08.02 08:30 | modify | 11 | 0.10 | 94.739 | 94.339 | 92.739 | ||
| 46 | 2023.08.03 14:40 | modify | 11 | 0.10 | 94.739 | 93.339 | 92.739 | ||
| 47 | 2023.08.03 15:33 | s/l | 11 | 0.10 | 93.339 | 93.339 | 92.739 | 86.32 | 10605.03 |
| 48 | 2023.08.15 01:05 | buy | 12 | 0.10 | 94.068 | 0.000 | 0.000 | ||
| 49 | 2023.08.15 01:05 | modify | 12 | 0.10 | 94.068 | 0.000 | 96.068 | ||
| 50 | 2023.09.15 00:40 | modify | 12 | 0.10 | 94.068 | 94.468 | 96.068 | ||
| 51 | 2023.09.20 09:15 | modify | 12 | 0.10 | 94.068 | 95.468 | 96.068 | ||
| 52 | 2023.09.20 21:33 | s/l | 12 | 0.10 | 95.468 | 95.468 | 96.068 | 101.13 | 10706.16 |
| 53 | 2023.09.27 01:20 | sell | 13 | 0.10 | 95.333 | 0.000 | 0.000 | ||
| 54 | 2023.09.27 01:20 | modify | 13 | 0.10 | 95.333 | 0.000 | 93.333 | ||
| 55 | 2023.10.03 14:06 | modify | 13 | 0.10 | 95.333 | 94.933 | 93.333 | ||
| 56 | 2023.10.03 14:33 | t/p | 13 | 0.10 | 93.333 | 94.933 | 93.333 | 121.52 | 10827.68 |
| 57 | 2023.10.10 12:40 | buy | 14 | 0.10 | 95.303 | 0.000 | 0.000 | ||
| 58 | 2023.10.10 12:40 | modify | 14 | 0.10 | 95.303 | 0.000 | 97.303 | ||
| 59 | 2023.11.01 14:20 | modify | 14 | 0.10 | 95.303 | 95.703 | 97.303 | ||
| 60 | 2023.11.03 12:30 | modify | 14 | 0.10 | 95.303 | 96.703 | 97.303 | ||
| 61 | 2023.11.03 18:40 | t/p | 14 | 0.10 | 97.303 | 96.703 | 97.303 | 136.23 | 10963.91 |
| 62 | 2023.11.06 04:40 | buy | 15 | 0.10 | 97.370 | 0.000 | 0.000 | ||
| 63 | 2023.11.06 04:40 | modify | 15 | 0.10 | 97.370 | 0.000 | 99.370 | ||
| 64 | 2023.11.15 15:30 | modify | 15 | 0.10 | 97.370 | 97.770 | 99.370 | ||
| 65 | 2023.11.16 02:40 | s/l | 15 | 0.10 | 97.770 | 97.770 | 99.370 | 29.44 | 10993.36 |
| 66 | 2023.11.20 08:40 | buy | 16 | 0.10 | 97.505 | 0.000 | 0.000 | ||
| 67 | 2023.11.20 08:40 | modify | 16 | 0.10 | 97.505 | 0.000 | 99.505 | ||
| 68 | 2023.11.24 15:40 | modify | 16 | 0.10 | 97.505 | 97.905 | 99.505 | ||
| 69 | 2023.11.27 03:40 | s/l | 16 | 0.10 | 97.905 | 97.905 | 99.505 | 27.83 | 11021.18 |
| 70 | 2023.11.29 08:40 | sell | 17 | 0.10 | 97.850 | 0.000 | 0.000 | ||
| 71 | 2023.11.29 08:40 | modify | 17 | 0.10 | 97.850 | 0.000 | 95.850 | ||
| 72 | 2023.12.05 03:40 | modify | 17 | 0.10 | 97.850 | 97.450 | 95.850 | ||
| 73 | 2023.12.07 02:20 | modify | 17 | 0.10 | 97.850 | 96.450 | 95.850 | ||
| 74 | 2023.12.07 03:40 | t/p | 17 | 0.10 | 95.850 | 96.450 | 95.850 | 117.33 | 11138.52 |
| 75 | 2024.01.12 01:10 | sell | 18 | 0.10 | 97.274 | 0.000 | 0.000 | ||
| 76 | 2024.01.12 01:10 | modify | 18 | 0.10 | 97.274 | 0.000 | 95.274 | ||
| 77 | 2024.02.01 04:20 | modify | 18 | 0.10 | 97.274 | 96.874 | 95.274 | ||
| 78 | 2024.02.01 11:15 | modify | 18 | 0.10 | 97.274 | 95.874 | 95.274 | ||
| 79 | 2024.02.01 12:30 | s/l | 18 | 0.10 | 95.874 | 95.874 | 95.274 | 68.49 | 11207.01 |
| 80 | 2024.02.09 04:40 | buy | 19 | 0.10 | 97.007 | 0.000 | 0.000 | ||
| 81 | 2024.02.09 04:40 | modify | 19 | 0.10 | 97.007 | 0.000 | 99.007 | ||
| 82 | 2024.02.14 05:20 | close | 19 | 0.10 | 97.282 | 0.000 | 99.007 | 18.54 | 11225.55 |
| 83 | 2024.02.14 05:20 | sell | 20 | 0.10 | 97.282 | 0.000 | 0.000 | ||
| 84 | 2024.02.14 05:20 | modify | 20 | 0.10 | 97.282 | 0.000 | 95.282 | ||
| 85 | 2024.02.23 08:15 | modify | 20 | 0.10 | 97.282 | 0.000 | 97.082 | ||
| 86 | 2024.03.11 08:20 | t/p | 20 | 0.10 | 97.082 | 0.000 | 97.082 | -14.49 | 11211.06 |
| 87 | 2024.03.20 08:40 | buy | 21 | 0.10 | 98.799 | 0.000 | 0.000 | ||
| 88 | 2024.03.20 08:40 | modify | 21 | 0.10 | 98.799 | 0.000 | 100.799 | ||
| 89 | 2024.03.21 04:30 | modify | 21 | 0.10 | 98.799 | 99.199 | 100.799 | ||
| 90 | 2024.03.22 02:30 | s/l | 21 | 0.10 | 99.199 | 99.199 | 100.799 | 26.85 | 11237.92 |
| 91 | 2024.03.25 01:26 | sell | 22 | 0.10 | 98.631 | 0.000 | 0.000 | ||
| 92 | 2024.03.25 01:26 | modify | 22 | 0.10 | 98.631 | 0.000 | 96.631 | ||
| 93 | 2024.04.03 06:40 | close | 22 | 0.10 | 98.781 | 0.000 | 96.631 | -19.02 | 11218.90 |
| 94 | 2024.04.03 06:40 | buy | 23 | 0.10 | 98.781 | 0.000 | 0.000 | ||
| 95 | 2024.04.03 06:40 | modify | 23 | 0.10 | 98.781 | 0.000 | 100.781 | ||
| 96 | 2024.04.04 01:40 | modify | 23 | 0.10 | 98.781 | 99.181 | 100.781 | ||
| 97 | 2024.04.09 09:30 | modify | 23 | 0.10 | 98.781 | 100.181 | 100.781 | ||
| 98 | 2024.04.09 13:40 | t/p | 23 | 0.10 | 100.781 | 100.181 | 100.781 | 129.76 | 11348.66 |
| 99 | 2024.04.10 01:00 | buy | 24 | 0.10 | 100.571 | 0.000 | 0.000 | ||
| 100 | 2024.04.10 01:00 | modify | 24 | 0.10 | 100.571 | 0.000 | 102.571 | ||
| 101 | 2024.04.12 14:40 | modify | 24 | 0.10 | 100.571 | 0.000 | 100.771 | ||
| 102 | 2024.04.19 01:40 | modify | 24 | 0.10 | 100.571 | 0.000 | 100.271 | ||
| 103 | 2024.04.23 14:20 | t/p | 24 | 0.10 | 100.271 | 0.000 | 100.271 | -14.96 | 11333.70 |
| 104 | 2024.04.24 09:40 | buy | 25 | 0.10 | 100.657 | 0.000 | 0.000 | ||
| 105 | 2024.04.24 09:40 | modify | 25 | 0.10 | 100.657 | 0.000 | 102.657 | ||
| 106 | 2024.04.26 03:30 | modify | 25 | 0.10 | 100.657 | 101.057 | 102.657 | ||
| 107 | 2024.04.26 06:40 | modify | 25 | 0.10 | 100.657 | 102.057 | 102.657 | ||
| 108 | 2024.04.26 08:30 | s/l | 25 | 0.10 | 102.057 | 102.057 | 102.657 | 90.76 | 11424.46 |