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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1914 | Ticks modelled | 24321662 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1363.55 | Gross profit | 1509.54 | Gross loss | -145.99 |
| Profit factor | 10.34 | Expected payoff | 54.54 | ||
| Absolute drawdown | 23.73 | Maximal drawdown | 179.74 (1.59%) | Relative drawdown | 1.59% (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 | -79.48 | |
| Average | profit trade | 75.48 | loss trade | -29.20 | |
| Maximum | consecutive wins (profit in money) | 10 (770.94) | consecutive losses (loss in money) | 1 (-79.48) | |
| Maximal | consecutive profit (count of wins) | 770.94 (10) | consecutive loss (count of losses) | -79.48 (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 04:38 | modify | 1 | 0.10 | 91.053 | 91.453 | 93.053 | ||
| 4 | 2023.05.02 14:11 | s/l | 1 | 0.10 | 91.453 | 91.453 | 93.053 | 25.56 | 10025.56 |
| 5 | 2023.05.05 12:17 | buy | 2 | 0.10 | 90.219 | 0.000 | 0.000 | ||
| 6 | 2023.05.05 12:17 | modify | 2 | 0.10 | 90.219 | 0.000 | 92.219 | ||
| 7 | 2023.05.07 23:05 | modify | 2 | 0.10 | 90.219 | 90.619 | 92.219 | ||
| 8 | 2023.05.10 17:33 | s/l | 2 | 0.10 | 90.619 | 90.619 | 92.219 | 26.53 | 10052.09 |
| 9 | 2023.05.11 04:30 | sell | 3 | 0.10 | 90.945 | 0.000 | 0.000 | ||
| 10 | 2023.05.11 04:30 | modify | 3 | 0.10 | 90.945 | 0.000 | 88.945 | ||
| 11 | 2023.05.11 13:07 | modify | 3 | 0.10 | 90.945 | 90.545 | 88.945 | ||
| 12 | 2023.05.15 01:57 | s/l | 3 | 0.10 | 90.545 | 90.545 | 88.945 | 23.46 | 10075.55 |
| 13 | 2023.05.19 04:06 | buy | 4 | 0.10 | 91.863 | 0.000 | 0.000 | ||
| 14 | 2023.05.19 04:06 | modify | 4 | 0.10 | 91.863 | 0.000 | 93.863 | ||
| 15 | 2023.06.06 04:30 | modify | 4 | 0.10 | 91.863 | 92.263 | 93.863 | ||
| 16 | 2023.06.09 06:20 | modify | 4 | 0.10 | 91.863 | 93.263 | 93.863 | ||
| 17 | 2023.06.09 08:03 | t/p | 4 | 0.10 | 93.863 | 93.263 | 93.863 | 134.62 | 10210.17 |
| 18 | 2023.06.12 04:03 | buy | 5 | 0.10 | 94.009 | 0.000 | 0.000 | ||
| 19 | 2023.06.12 04:03 | modify | 5 | 0.10 | 94.009 | 0.000 | 96.009 | ||
| 20 | 2023.06.13 15:13 | modify | 5 | 0.10 | 94.009 | 94.409 | 96.009 | ||
| 21 | 2023.06.15 01:59 | modify | 5 | 0.10 | 94.009 | 95.409 | 96.009 | ||
| 22 | 2023.06.15 04:08 | t/p | 5 | 0.10 | 96.009 | 95.409 | 96.009 | 129.44 | 10339.61 |
| 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 16:57 | 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 | 10365.49 |
| 27 | 2023.06.19 03:40 | buy | 7 | 0.10 | 96.857 | 0.000 | 0.000 | ||
| 28 | 2023.06.19 03:40 | modify | 7 | 0.10 | 96.857 | 0.000 | 98.857 | ||
| 29 | 2023.07.07 01:14 | close | 7 | 0.10 | 95.512 | 0.000 | 98.857 | -79.48 | 10286.01 |
| 30 | 2023.07.07 01:14 | sell | 8 | 0.10 | 95.512 | 0.000 | 0.000 | ||
| 31 | 2023.07.07 01:14 | modify | 8 | 0.10 | 95.512 | 0.000 | 93.512 | ||
| 32 | 2023.07.10 09:13 | modify | 8 | 0.10 | 95.512 | 95.112 | 93.512 | ||
| 33 | 2023.07.11 07:47 | modify | 8 | 0.10 | 95.512 | 94.112 | 93.512 | ||
| 34 | 2023.07.11 12:57 | t/p | 8 | 0.10 | 93.512 | 94.112 | 93.512 | 125.70 | 10411.72 |
| 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 12:34 | close | 9 | 0.10 | 94.438 | 0.000 | 96.725 | -18.03 | 10393.69 |
| 38 | 2023.07.17 12:34 | sell | 10 | 0.10 | 94.438 | 0.000 | 0.000 | ||
| 39 | 2023.07.17 12:34 | modify | 10 | 0.10 | 94.438 | 0.000 | 92.438 | ||
| 40 | 2023.07.27 18:58 | modify | 10 | 0.10 | 94.438 | 94.038 | 92.438 | ||
| 41 | 2023.07.28 03:28 | modify | 10 | 0.10 | 94.438 | 93.038 | 92.438 | ||
| 42 | 2023.07.28 03:28 | s/l | 10 | 0.10 | 93.038 | 93.038 | 92.438 | 75.83 | 10469.52 |
| 43 | 2023.08.02 01:12 | sell | 11 | 0.10 | 94.720 | 0.000 | 0.000 | ||
| 44 | 2023.08.02 01:12 | modify | 11 | 0.10 | 94.720 | 0.000 | 92.720 | ||
| 45 | 2023.08.02 08:17 | modify | 11 | 0.10 | 94.720 | 94.320 | 92.720 | ||
| 46 | 2023.08.03 14:57 | modify | 11 | 0.10 | 94.720 | 93.320 | 92.720 | ||
| 47 | 2023.08.03 15:50 | s/l | 11 | 0.10 | 93.320 | 93.320 | 92.720 | 86.31 | 10555.83 |
| 48 | 2023.08.15 01:00 | buy | 12 | 0.10 | 94.351 | 0.000 | 0.000 | ||
| 49 | 2023.08.15 01:00 | modify | 12 | 0.10 | 94.351 | 0.000 | 96.351 | ||
| 50 | 2023.09.15 03:23 | modify | 12 | 0.10 | 94.351 | 94.751 | 96.351 | ||
| 51 | 2023.09.20 16:27 | modify | 12 | 0.10 | 94.351 | 95.751 | 96.351 | ||
| 52 | 2023.09.20 18:01 | s/l | 12 | 0.10 | 95.751 | 95.751 | 96.351 | 101.12 | 10656.95 |
| 53 | 2023.09.27 01:16 | sell | 13 | 0.10 | 95.323 | 0.000 | 0.000 | ||
| 54 | 2023.09.27 01:16 | modify | 13 | 0.10 | 95.323 | 0.000 | 93.323 | ||
| 55 | 2023.10.03 14:12 | modify | 13 | 0.10 | 95.323 | 94.923 | 93.323 | ||
| 56 | 2023.10.03 14:12 | modify | 13 | 0.10 | 95.323 | 93.923 | 93.323 | ||
| 57 | 2023.10.03 14:12 | t/p | 13 | 0.10 | 93.323 | 93.923 | 93.323 | 121.51 | 10778.46 |
| 58 | 2023.10.10 12:26 | buy | 14 | 0.10 | 95.326 | 0.000 | 0.000 | ||
| 59 | 2023.10.10 12:26 | modify | 14 | 0.10 | 95.326 | 0.000 | 97.326 | ||
| 60 | 2023.11.01 14:00 | modify | 14 | 0.10 | 95.326 | 95.726 | 97.326 | ||
| 61 | 2023.11.03 12:30 | modify | 14 | 0.10 | 95.326 | 96.726 | 97.326 | ||
| 62 | 2023.11.05 23:29 | t/p | 14 | 0.10 | 97.326 | 96.726 | 97.326 | 136.23 | 10914.69 |
| 63 | 2023.11.06 04:58 | buy | 15 | 0.10 | 97.373 | 0.000 | 0.000 | ||
| 64 | 2023.11.06 04:58 | modify | 15 | 0.10 | 97.373 | 0.000 | 99.373 | ||
| 65 | 2023.11.15 15:46 | modify | 15 | 0.10 | 97.373 | 97.773 | 99.373 | ||
| 66 | 2023.11.16 02:11 | s/l | 15 | 0.10 | 97.773 | 97.773 | 99.373 | 29.44 | 10944.14 |
| 67 | 2023.11.20 08:19 | buy | 16 | 0.10 | 97.571 | 0.000 | 0.000 | ||
| 68 | 2023.11.20 08:19 | modify | 16 | 0.10 | 97.571 | 0.000 | 99.571 | ||
| 69 | 2023.11.29 08:14 | close | 16 | 0.10 | 97.816 | 0.000 | 99.571 | 18.57 | 10962.71 |
| 70 | 2023.11.29 08:14 | sell | 17 | 0.10 | 97.816 | 0.000 | 0.000 | ||
| 71 | 2023.11.29 08:14 | modify | 17 | 0.10 | 97.816 | 0.000 | 95.816 | ||
| 72 | 2023.12.05 03:42 | modify | 17 | 0.10 | 97.816 | 97.416 | 95.816 | ||
| 73 | 2023.12.07 02:21 | modify | 17 | 0.10 | 97.816 | 96.416 | 95.816 | ||
| 74 | 2023.12.07 04:52 | t/p | 17 | 0.10 | 95.816 | 96.416 | 95.816 | 117.31 | 11080.02 |
| 75 | 2024.01.12 01:00 | sell | 18 | 0.10 | 97.275 | 0.000 | 0.000 | ||
| 76 | 2024.01.12 01:00 | modify | 18 | 0.10 | 97.275 | 0.000 | 95.275 | ||
| 77 | 2024.02.01 04:21 | modify | 18 | 0.10 | 97.275 | 96.875 | 95.275 | ||
| 78 | 2024.02.01 11:14 | modify | 18 | 0.10 | 97.275 | 95.875 | 95.275 | ||
| 79 | 2024.02.01 12:29 | s/l | 18 | 0.10 | 95.875 | 95.875 | 95.275 | 68.48 | 11148.51 |
| 80 | 2024.02.09 04:14 | buy | 19 | 0.10 | 97.023 | 0.000 | 0.000 | ||
| 81 | 2024.02.09 04:14 | modify | 19 | 0.10 | 97.023 | 0.000 | 99.023 | ||
| 82 | 2024.02.14 05:04 | close | 19 | 0.10 | 97.260 | 0.000 | 99.023 | 16.12 | 11164.63 |
| 83 | 2024.02.14 05:04 | sell | 20 | 0.10 | 97.260 | 0.000 | 0.000 | ||
| 84 | 2024.02.14 05:04 | modify | 20 | 0.10 | 97.260 | 0.000 | 95.260 | ||
| 85 | 2024.02.23 08:01 | modify | 20 | 0.10 | 97.260 | 0.000 | 97.060 | ||
| 86 | 2024.03.11 08:47 | t/p | 20 | 0.10 | 97.060 | 0.000 | 97.060 | -14.49 | 11150.14 |
| 87 | 2024.03.20 08:19 | buy | 21 | 0.10 | 98.826 | 0.000 | 0.000 | ||
| 88 | 2024.03.20 08:19 | modify | 21 | 0.10 | 98.826 | 0.000 | 100.826 | ||
| 89 | 2024.03.21 04:55 | modify | 21 | 0.10 | 98.826 | 99.226 | 100.826 | ||
| 90 | 2024.03.22 02:17 | s/l | 21 | 0.10 | 99.226 | 99.226 | 100.826 | 26.86 | 11177.01 |
| 91 | 2024.03.25 01:15 | sell | 22 | 0.10 | 98.635 | 0.000 | 0.000 | ||
| 92 | 2024.03.25 01:15 | modify | 22 | 0.10 | 98.635 | 0.000 | 96.635 | ||
| 93 | 2024.04.03 06:28 | close | 22 | 0.10 | 98.785 | 0.000 | 96.635 | -19.03 | 11157.98 |
| 94 | 2024.04.03 06:28 | buy | 23 | 0.10 | 98.785 | 0.000 | 0.000 | ||
| 95 | 2024.04.03 06:28 | modify | 23 | 0.10 | 98.785 | 0.000 | 100.785 | ||
| 96 | 2024.04.04 01:06 | modify | 23 | 0.10 | 98.785 | 99.185 | 100.785 | ||
| 97 | 2024.04.09 09:51 | modify | 23 | 0.10 | 98.785 | 100.185 | 100.785 | ||
| 98 | 2024.04.09 13:30 | t/p | 23 | 0.10 | 100.785 | 100.185 | 100.785 | 129.77 | 11287.75 |
| 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 14:08 | modify | 24 | 0.10 | 100.571 | 0.000 | 100.771 | ||
| 102 | 2024.04.19 01:36 | modify | 24 | 0.10 | 100.571 | 0.000 | 100.271 | ||
| 103 | 2024.04.23 14:01 | t/p | 24 | 0.10 | 100.271 | 0.000 | 100.271 | -14.97 | 11272.78 |
| 104 | 2024.04.24 09:51 | buy | 25 | 0.10 | 100.671 | 0.000 | 0.000 | ||
| 105 | 2024.04.24 09:51 | modify | 25 | 0.10 | 100.671 | 0.000 | 102.671 | ||
| 106 | 2024.04.26 03:24 | modify | 25 | 0.10 | 100.671 | 101.071 | 102.671 | ||
| 107 | 2024.04.26 06:57 | modify | 25 | 0.10 | 100.671 | 102.071 | 102.671 | ||
| 108 | 2024.04.26 08:00 | s/l | 25 | 0.10 | 102.071 | 102.071 | 102.671 | 90.77 | 11363.55 |