Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=3; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=120; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 78577 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1551.70 | Gross profit | 1887.96 | Gross loss | -336.26 |
| Profit factor | 5.61 | Expected payoff | 96.98 | ||
| Absolute drawdown | 26.30 | Maximal drawdown | 424.88 (3.79%) | Relative drawdown | 3.79% (424.88) |
| Total trades | 16 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 226.36 | loss trade | -233.86 | |
| Average | profit trade | 145.23 | loss trade | -112.09 | |
| Maximum | consecutive wins (profit in money) | 7 (1188.03) | consecutive losses (loss in money) | 2 (-102.40) | |
| Maximal | consecutive profit (count of wins) | 1188.03 (7) | consecutive loss (count of losses) | -233.86 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.02 13:00 | sell | 1 | 0.10 | 1.07476 | 0.00000 | 0.00000 | ||
| 2 | 2023.06.02 13:00 | modify | 1 | 0.10 | 1.07476 | 1.09876 | 1.05276 | ||
| 3 | 2023.06.05 14:20 | close | 1 | 0.10 | 1.07021 | 1.09876 | 1.05276 | 45.72 | 10045.72 |
| 4 | 2023.06.05 14:20 | buy | 2 | 0.10 | 1.07021 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.05 14:20 | modify | 2 | 0.10 | 1.07021 | 1.04621 | 1.09221 | ||
| 6 | 2023.06.13 07:20 | modify | 2 | 0.10 | 1.07021 | 1.06834 | 1.09221 | ||
| 7 | 2023.06.14 12:33 | modify | 2 | 0.10 | 1.07021 | 1.07133 | 1.09221 | ||
| 8 | 2023.06.14 16:20 | modify | 2 | 0.10 | 1.07021 | 1.07391 | 1.09221 | ||
| 9 | 2023.06.15 13:30 | modify | 2 | 0.10 | 1.07021 | 1.07692 | 1.09221 | ||
| 10 | 2023.06.15 14:20 | modify | 2 | 0.10 | 1.07021 | 1.07952 | 1.09221 | ||
| 11 | 2023.06.15 15:30 | t/p | 2 | 0.10 | 1.09221 | 1.07952 | 1.09221 | 212.29 | 10258.01 |
| 12 | 2023.06.16 14:30 | sell | 3 | 0.10 | 1.09357 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.16 14:30 | modify | 3 | 0.10 | 1.09357 | 1.11757 | 1.07157 | ||
| 14 | 2023.07.05 13:00 | close | 3 | 0.10 | 1.08972 | 1.11757 | 1.07157 | 42.23 | 10300.24 |
| 15 | 2023.07.05 13:00 | buy | 4 | 0.10 | 1.08972 | 0.00000 | 0.00000 | ||
| 16 | 2023.07.05 13:00 | modify | 4 | 0.10 | 1.08972 | 1.06572 | 1.11172 | ||
| 17 | 2023.07.10 18:30 | modify | 4 | 0.10 | 1.08972 | 1.08772 | 1.11172 | ||
| 18 | 2023.07.11 06:40 | modify | 4 | 0.10 | 1.08972 | 1.09069 | 1.11172 | ||
| 19 | 2023.07.12 12:30 | modify | 4 | 0.10 | 1.08972 | 1.09362 | 1.11172 | ||
| 20 | 2023.07.12 13:30 | modify | 4 | 0.10 | 1.08972 | 1.09683 | 1.11172 | ||
| 21 | 2023.07.12 14:30 | modify | 4 | 0.10 | 1.08972 | 1.09939 | 1.11172 | ||
| 22 | 2023.07.12 14:40 | t/p | 4 | 0.10 | 1.11172 | 1.09939 | 1.11172 | 215.51 | 10515.75 |
| 23 | 2023.07.14 13:15 | sell | 5 | 0.10 | 1.12175 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.14 13:15 | modify | 5 | 0.10 | 1.12175 | 1.14575 | 1.09975 | ||
| 25 | 2023.07.21 13:40 | modify | 5 | 0.10 | 1.12175 | 1.12345 | 1.09975 | ||
| 26 | 2023.07.24 07:40 | modify | 5 | 0.10 | 1.12175 | 1.11976 | 1.09975 | ||
| 27 | 2023.07.25 09:40 | modify | 5 | 0.10 | 1.12175 | 1.11649 | 1.09975 | ||
| 28 | 2023.07.27 13:40 | t/p | 5 | 0.10 | 1.09975 | 1.11649 | 1.09975 | 222.85 | 10738.60 |
| 29 | 2023.07.27 13:40 | sell | 6 | 0.10 | 1.09914 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.27 13:40 | modify | 6 | 0.10 | 1.09914 | 1.12314 | 1.07714 | ||
| 31 | 2023.08.14 13:30 | modify | 6 | 0.10 | 1.09914 | 1.10096 | 1.07714 | ||
| 32 | 2023.08.17 17:40 | modify | 6 | 0.10 | 1.09914 | 1.09801 | 1.07714 | ||
| 33 | 2023.08.23 07:40 | modify | 6 | 0.10 | 1.09914 | 1.09348 | 1.07714 | ||
| 34 | 2023.08.25 02:30 | modify | 6 | 0.10 | 1.09914 | 1.09081 | 1.07714 | ||
| 35 | 2023.08.25 07:40 | t/p | 6 | 0.10 | 1.07714 | 1.09081 | 1.07714 | 226.36 | 10964.96 |
| 36 | 2023.09.19 13:30 | sell | 7 | 0.10 | 1.06897 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.19 13:30 | modify | 7 | 0.10 | 1.06897 | 1.09297 | 1.04697 | ||
| 38 | 2023.09.25 14:40 | modify | 7 | 0.10 | 1.06897 | 1.06983 | 1.04697 | ||
| 39 | 2023.09.27 11:20 | modify | 7 | 0.10 | 1.06897 | 1.06703 | 1.04697 | ||
| 40 | 2023.09.27 13:40 | modify | 7 | 0.10 | 1.06897 | 1.06351 | 1.04697 | ||
| 41 | 2023.10.02 19:30 | modify | 7 | 0.10 | 1.06897 | 1.06085 | 1.04697 | ||
| 42 | 2023.10.03 00:40 | t/p | 7 | 0.10 | 1.04697 | 1.06085 | 1.04697 | 223.07 | 11188.03 |
| 43 | 2023.10.17 13:00 | sell | 8 | 0.10 | 1.05470 | 0.00000 | 0.00000 | ||
| 44 | 2023.10.17 13:00 | modify | 8 | 0.10 | 1.05470 | 1.07870 | 1.03270 | ||
| 45 | 2023.10.23 15:40 | modify | 8 | 0.10 | 1.05470 | 1.07870 | 1.04270 | ||
| 46 | 2023.10.24 07:15 | modify | 8 | 0.10 | 1.05470 | 1.07870 | 1.04770 | ||
| 47 | 2023.11.03 17:05 | modify | 8 | 0.10 | 1.05470 | 1.07870 | 1.05270 | ||
| 48 | 2023.11.14 13:40 | s/l | 8 | 0.10 | 1.07870 | 1.07870 | 1.05270 | -233.86 | 10954.17 |
| 49 | 2023.11.15 13:30 | sell | 9 | 0.10 | 1.08566 | 0.00000 | 0.00000 | ||
| 50 | 2023.11.15 13:30 | modify | 9 | 0.10 | 1.08566 | 1.10966 | 1.06366 | ||
| 51 | 2023.11.21 01:40 | modify | 9 | 0.10 | 1.08566 | 1.10966 | 1.07366 | ||
| 52 | 2023.11.28 16:40 | modify | 9 | 0.10 | 1.08566 | 1.10966 | 1.07866 | ||
| 53 | 2023.12.05 16:40 | t/p | 9 | 0.10 | 1.07866 | 1.10966 | 1.07866 | 74.39 | 11028.55 |
| 54 | 2023.12.06 13:30 | buy | 10 | 0.10 | 1.07964 | 0.00000 | 0.00000 | ||
| 55 | 2023.12.06 13:30 | modify | 10 | 0.10 | 1.07964 | 1.05564 | 1.10164 | ||
| 56 | 2023.12.13 20:15 | modify | 10 | 0.10 | 1.07964 | 1.07765 | 1.10164 | ||
| 57 | 2023.12.14 11:30 | modify | 10 | 0.10 | 1.07964 | 1.08066 | 1.10164 | ||
| 58 | 2023.12.14 14:20 | modify | 10 | 0.10 | 1.07964 | 1.08417 | 1.10164 | ||
| 59 | 2023.12.14 14:40 | modify | 10 | 0.10 | 1.07964 | 1.08726 | 1.10164 | ||
| 60 | 2023.12.22 10:40 | t/p | 10 | 0.10 | 1.10164 | 1.08726 | 1.10164 | 208.44 | 11237.00 |
| 61 | 2023.12.22 13:05 | sell | 11 | 0.10 | 1.10041 | 0.00000 | 0.00000 | ||
| 62 | 2023.12.22 13:05 | modify | 11 | 0.10 | 1.10041 | 1.12441 | 1.07841 | ||
| 63 | 2023.12.27 14:40 | modify | 11 | 0.10 | 1.10041 | 1.12441 | 1.08841 | ||
| 64 | 2024.01.03 15:40 | modify | 11 | 0.10 | 1.10041 | 1.10210 | 1.08841 | ||
| 65 | 2024.01.05 13:15 | t/p | 11 | 0.10 | 1.08841 | 1.10210 | 1.08841 | 123.07 | 11360.07 |
| 66 | 2024.01.19 13:30 | sell | 12 | 0.10 | 1.08806 | 0.00000 | 0.00000 | ||
| 67 | 2024.01.19 13:30 | modify | 12 | 0.10 | 1.08806 | 1.11206 | 1.06606 | ||
| 68 | 2024.02.04 23:30 | modify | 12 | 0.10 | 1.08806 | 1.08978 | 1.06606 | ||
| 69 | 2024.02.05 10:40 | modify | 12 | 0.10 | 1.08806 | 1.08707 | 1.06606 | ||
| 70 | 2024.02.06 12:40 | modify | 12 | 0.10 | 1.08806 | 1.08455 | 1.06606 | ||
| 71 | 2024.02.14 08:40 | modify | 12 | 0.10 | 1.08806 | 1.08179 | 1.06606 | ||
| 72 | 2024.02.20 13:30 | s/l | 12 | 0.10 | 1.08179 | 1.08179 | 1.06606 | 69.28 | 11429.35 |
| 73 | 2024.02.27 13:30 | sell | 13 | 0.10 | 1.08496 | 0.00000 | 0.00000 | ||
| 74 | 2024.02.27 13:30 | modify | 13 | 0.10 | 1.08496 | 1.10896 | 1.06296 | ||
| 75 | 2024.03.07 19:40 | modify | 13 | 0.10 | 1.08496 | 1.10896 | 1.07296 | ||
| 76 | 2024.04.01 14:33 | modify | 13 | 0.10 | 1.08496 | 1.08624 | 1.07296 | ||
| 77 | 2024.04.02 05:40 | t/p | 13 | 0.10 | 1.07296 | 1.08624 | 1.07296 | 127.68 | 11557.02 |
| 78 | 2024.04.09 14:40 | sell | 14 | 0.10 | 1.08530 | 0.00000 | 0.00000 | ||
| 79 | 2024.04.09 14:40 | modify | 14 | 0.10 | 1.08530 | 1.10930 | 1.06330 | ||
| 80 | 2024.04.10 13:40 | modify | 14 | 0.10 | 1.08530 | 1.08723 | 1.06330 | ||
| 81 | 2024.04.11 12:05 | modify | 14 | 0.10 | 1.08530 | 1.08409 | 1.06330 | ||
| 82 | 2024.04.11 13:05 | close | 14 | 0.10 | 1.07568 | 1.08409 | 1.06330 | 97.08 | 11654.10 |
| 83 | 2024.04.11 13:05 | buy | 15 | 0.10 | 1.07568 | 0.00000 | 0.00000 | ||
| 84 | 2024.04.11 13:05 | modify | 15 | 0.10 | 1.07568 | 1.05168 | 1.09768 | ||
| 85 | 2024.04.12 09:40 | modify | 15 | 0.10 | 1.07568 | 1.05168 | 1.08768 | ||
| 86 | 2024.04.16 02:40 | modify | 15 | 0.10 | 1.07568 | 1.05168 | 1.08268 | ||
| 87 | 2024.04.18 13:00 | close | 15 | 0.10 | 1.06628 | 1.05168 | 1.08268 | -98.49 | 11555.60 |
| 88 | 2024.04.18 13:00 | sell | 16 | 0.10 | 1.06628 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.18 13:00 | modify | 16 | 0.10 | 1.06628 | 1.09028 | 1.04428 | ||
| 90 | 2024.04.30 23:59 | close at stop | 16 | 0.10 | 1.06689 | 1.09028 | 1.04428 | -3.91 | 11551.70 |