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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1915 | Ticks modelled | 23382976 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1426.99 | Gross profit | 1757.35 | Gross loss | -330.36 |
| Profit factor | 5.32 | Expected payoff | 83.94 | ||
| Absolute drawdown | 26.30 | Maximal drawdown | 518.19 (4.63%) | Relative drawdown | 4.63% (518.19) |
| Total trades | 17 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
| Largest | profit trade | 226.36 | loss trade | -233.86 | |
| Average | profit trade | 125.53 | loss trade | -110.12 | |
| Maximum | consecutive wins (profit in money) | 8 (1056.52) | consecutive losses (loss in money) | 2 (-96.50) | |
| Maximal | consecutive profit (count of wins) | 1056.52 (8) | 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 14:00 | close | 1 | 0.10 | 1.07022 | 1.09876 | 1.05276 | 45.62 | 10045.62 |
| 4 | 2023.06.05 14:00 | buy | 2 | 0.10 | 1.07022 | 0.00000 | 0.00000 | ||
| 5 | 2023.06.05 14:00 | modify | 2 | 0.10 | 1.07022 | 1.04622 | 1.09222 | ||
| 6 | 2023.06.13 07:23 | modify | 2 | 0.10 | 1.07022 | 1.06823 | 1.09222 | ||
| 7 | 2023.06.14 12:42 | modify | 2 | 0.10 | 1.07022 | 1.07075 | 1.09222 | ||
| 8 | 2023.06.14 14:41 | modify | 2 | 0.10 | 1.07022 | 1.07326 | 1.09222 | ||
| 9 | 2023.06.15 12:33 | modify | 2 | 0.10 | 1.07022 | 1.07577 | 1.09222 | ||
| 10 | 2023.06.15 14:02 | modify | 2 | 0.10 | 1.07022 | 1.07827 | 1.09222 | ||
| 11 | 2023.06.15 15:15 | t/p | 2 | 0.10 | 1.09222 | 1.07827 | 1.09222 | 212.29 | 10257.91 |
| 12 | 2023.06.16 14:19 | sell | 3 | 0.10 | 1.09374 | 0.00000 | 0.00000 | ||
| 13 | 2023.06.16 14:19 | modify | 3 | 0.10 | 1.09374 | 1.11774 | 1.07174 | ||
| 14 | 2023.07.05 13:00 | close | 3 | 0.10 | 1.08972 | 1.11774 | 1.07174 | 43.93 | 10301.84 |
| 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 18:41 | modify | 4 | 0.10 | 1.08972 | 1.08772 | 1.11172 | ||
| 18 | 2023.07.11 06:22 | modify | 4 | 0.10 | 1.08972 | 1.09023 | 1.11172 | ||
| 19 | 2023.07.12 12:30 | modify | 4 | 0.10 | 1.08972 | 1.09275 | 1.11172 | ||
| 20 | 2023.07.12 13:07 | modify | 4 | 0.10 | 1.08972 | 1.09526 | 1.11172 | ||
| 21 | 2023.07.12 13:53 | modify | 4 | 0.10 | 1.08972 | 1.09776 | 1.11172 | ||
| 22 | 2023.07.12 14:44 | t/p | 4 | 0.10 | 1.11172 | 1.09776 | 1.11172 | 215.51 | 10517.35 |
| 23 | 2023.07.14 13:06 | sell | 5 | 0.10 | 1.12177 | 0.00000 | 0.00000 | ||
| 24 | 2023.07.14 13:06 | modify | 5 | 0.10 | 1.12177 | 1.14577 | 1.09977 | ||
| 25 | 2023.07.21 13:49 | modify | 5 | 0.10 | 1.12177 | 1.12376 | 1.09977 | ||
| 26 | 2023.07.24 07:32 | modify | 5 | 0.10 | 1.12177 | 1.12126 | 1.09977 | ||
| 27 | 2023.07.24 19:24 | modify | 5 | 0.10 | 1.12177 | 1.11875 | 1.09977 | ||
| 28 | 2023.07.25 11:11 | modify | 5 | 0.10 | 1.12177 | 1.11623 | 1.09977 | ||
| 29 | 2023.07.27 13:32 | modify | 5 | 0.10 | 1.12177 | 1.11372 | 1.09977 | ||
| 30 | 2023.07.27 13:44 | t/p | 5 | 0.10 | 1.09977 | 1.11372 | 1.09977 | 222.85 | 10740.20 |
| 31 | 2023.07.27 13:44 | sell | 6 | 0.10 | 1.09944 | 0.00000 | 0.00000 | ||
| 32 | 2023.07.27 13:44 | modify | 6 | 0.10 | 1.09944 | 1.12344 | 1.07744 | ||
| 33 | 2023.08.14 13:23 | modify | 6 | 0.10 | 1.09944 | 1.10142 | 1.07744 | ||
| 34 | 2023.08.17 01:12 | modify | 6 | 0.10 | 1.09944 | 1.09891 | 1.07744 | ||
| 35 | 2023.08.22 14:30 | modify | 6 | 0.10 | 1.09944 | 1.09639 | 1.07744 | ||
| 36 | 2023.08.23 07:33 | modify | 6 | 0.10 | 1.09944 | 1.09380 | 1.07744 | ||
| 37 | 2023.08.25 01:33 | modify | 6 | 0.10 | 1.09944 | 1.09130 | 1.07744 | ||
| 38 | 2023.08.25 07:57 | t/p | 6 | 0.10 | 1.07744 | 1.09130 | 1.07744 | 226.36 | 10966.56 |
| 39 | 2023.09.19 13:04 | sell | 7 | 0.10 | 1.06937 | 0.00000 | 0.00000 | ||
| 40 | 2023.09.19 13:04 | modify | 7 | 0.10 | 1.06937 | 1.09337 | 1.04737 | ||
| 41 | 2023.09.25 14:20 | modify | 7 | 0.10 | 1.06937 | 1.07137 | 1.04737 | ||
| 42 | 2023.09.26 18:19 | modify | 7 | 0.10 | 1.06937 | 1.06886 | 1.04737 | ||
| 43 | 2023.09.27 11:22 | modify | 7 | 0.10 | 1.06937 | 1.06634 | 1.04737 | ||
| 44 | 2023.09.27 13:53 | modify | 7 | 0.10 | 1.06937 | 1.06383 | 1.04737 | ||
| 45 | 2023.09.27 18:12 | modify | 7 | 0.10 | 1.06937 | 1.06131 | 1.04737 | ||
| 46 | 2023.09.29 07:38 | s/l | 7 | 0.10 | 1.06131 | 1.06131 | 1.04737 | 83.23 | 11049.79 |
| 47 | 2023.09.29 13:49 | sell | 8 | 0.10 | 1.05816 | 0.00000 | 0.00000 | ||
| 48 | 2023.09.29 13:49 | modify | 8 | 0.10 | 1.05816 | 1.08216 | 1.03616 | ||
| 49 | 2023.10.02 20:30 | modify | 8 | 0.10 | 1.05816 | 1.06016 | 1.03616 | ||
| 50 | 2023.10.03 14:02 | modify | 8 | 0.10 | 1.05816 | 1.05764 | 1.03616 | ||
| 51 | 2023.10.06 15:24 | s/l | 8 | 0.10 | 1.05764 | 1.05764 | 1.03616 | 6.74 | 11056.52 |
| 52 | 2023.10.17 13:00 | sell | 9 | 0.10 | 1.05470 | 0.00000 | 0.00000 | ||
| 53 | 2023.10.17 13:00 | modify | 9 | 0.10 | 1.05470 | 1.07870 | 1.03270 | ||
| 54 | 2023.10.23 15:35 | modify | 9 | 0.10 | 1.05470 | 1.07870 | 1.04270 | ||
| 55 | 2023.10.24 07:15 | modify | 9 | 0.10 | 1.05470 | 1.07870 | 1.04770 | ||
| 56 | 2023.11.03 17:01 | modify | 9 | 0.10 | 1.05470 | 1.07870 | 1.05270 | ||
| 57 | 2023.11.14 13:33 | s/l | 9 | 0.10 | 1.07870 | 1.07870 | 1.05270 | -233.86 | 10822.67 |
| 58 | 2023.11.15 13:32 | sell | 10 | 0.10 | 1.08567 | 0.00000 | 0.00000 | ||
| 59 | 2023.11.15 13:32 | modify | 10 | 0.10 | 1.08567 | 1.10967 | 1.06367 | ||
| 60 | 2023.11.21 01:23 | modify | 10 | 0.10 | 1.08567 | 1.10967 | 1.07367 | ||
| 61 | 2023.11.28 16:55 | modify | 10 | 0.10 | 1.08567 | 1.10967 | 1.07867 | ||
| 62 | 2023.12.05 16:54 | t/p | 10 | 0.10 | 1.07867 | 1.10967 | 1.07867 | 74.39 | 10897.05 |
| 63 | 2023.12.06 13:30 | buy | 11 | 0.10 | 1.07945 | 0.00000 | 0.00000 | ||
| 64 | 2023.12.06 13:30 | modify | 11 | 0.10 | 1.07945 | 1.05545 | 1.10145 | ||
| 65 | 2023.12.13 20:09 | modify | 11 | 0.10 | 1.07945 | 1.07746 | 1.10145 | ||
| 66 | 2023.12.14 11:12 | modify | 11 | 0.10 | 1.07945 | 1.07997 | 1.10145 | ||
| 67 | 2023.12.14 13:57 | modify | 11 | 0.10 | 1.07945 | 1.08252 | 1.10145 | ||
| 68 | 2023.12.14 14:13 | modify | 11 | 0.10 | 1.07945 | 1.08502 | 1.10145 | ||
| 69 | 2023.12.14 15:01 | modify | 11 | 0.10 | 1.07945 | 1.08754 | 1.10145 | ||
| 70 | 2023.12.22 10:25 | t/p | 11 | 0.10 | 1.10145 | 1.08754 | 1.10145 | 208.44 | 11105.49 |
| 71 | 2023.12.22 13:32 | sell | 12 | 0.10 | 1.10045 | 0.00000 | 0.00000 | ||
| 72 | 2023.12.22 13:32 | modify | 12 | 0.10 | 1.10045 | 1.12445 | 1.07845 | ||
| 73 | 2023.12.27 14:58 | modify | 12 | 0.10 | 1.10045 | 1.12445 | 1.08845 | ||
| 74 | 2024.01.03 15:46 | modify | 12 | 0.10 | 1.10045 | 1.10239 | 1.08845 | ||
| 75 | 2024.01.05 13:30 | t/p | 12 | 0.10 | 1.08845 | 1.10239 | 1.08845 | 123.07 | 11228.56 |
| 76 | 2024.01.19 13:06 | sell | 13 | 0.10 | 1.08816 | 0.00000 | 0.00000 | ||
| 77 | 2024.01.19 13:06 | modify | 13 | 0.10 | 1.08816 | 1.11216 | 1.06616 | ||
| 78 | 2024.02.04 23:04 | modify | 13 | 0.10 | 1.08816 | 1.09015 | 1.06616 | ||
| 79 | 2024.02.05 09:54 | modify | 13 | 0.10 | 1.08816 | 1.08763 | 1.06616 | ||
| 80 | 2024.02.05 15:00 | modify | 13 | 0.10 | 1.08816 | 1.08512 | 1.06616 | ||
| 81 | 2024.02.13 13:58 | modify | 13 | 0.10 | 1.08816 | 1.08261 | 1.06616 | ||
| 82 | 2024.02.20 13:53 | s/l | 13 | 0.10 | 1.08261 | 1.08261 | 1.06616 | 62.08 | 11290.64 |
| 83 | 2024.02.27 13:17 | sell | 14 | 0.10 | 1.08526 | 0.00000 | 0.00000 | ||
| 84 | 2024.02.27 13:17 | modify | 14 | 0.10 | 1.08526 | 1.10926 | 1.06326 | ||
| 85 | 2024.03.07 23:15 | modify | 14 | 0.10 | 1.08526 | 1.10926 | 1.07326 | ||
| 86 | 2024.04.01 14:05 | modify | 14 | 0.10 | 1.08526 | 1.08725 | 1.07326 | ||
| 87 | 2024.04.02 02:16 | t/p | 14 | 0.10 | 1.07326 | 1.08725 | 1.07326 | 127.68 | 11418.32 |
| 88 | 2024.04.09 14:47 | sell | 15 | 0.10 | 1.08552 | 0.00000 | 0.00000 | ||
| 89 | 2024.04.09 14:47 | modify | 15 | 0.10 | 1.08552 | 1.10952 | 1.06352 | ||
| 90 | 2024.04.10 13:47 | modify | 15 | 0.10 | 1.08552 | 1.08751 | 1.06352 | ||
| 91 | 2024.04.11 06:58 | modify | 15 | 0.10 | 1.08552 | 1.08500 | 1.06352 | ||
| 92 | 2024.04.11 13:26 | close | 15 | 0.10 | 1.07509 | 1.08500 | 1.06352 | 105.18 | 11523.50 |
| 93 | 2024.04.11 13:26 | buy | 16 | 0.10 | 1.07509 | 0.00000 | 0.00000 | ||
| 94 | 2024.04.11 13:26 | modify | 16 | 0.10 | 1.07509 | 1.05109 | 1.09709 | ||
| 95 | 2024.04.12 10:27 | modify | 16 | 0.10 | 1.07509 | 1.05109 | 1.08709 | ||
| 96 | 2024.04.18 13:00 | close | 16 | 0.10 | 1.06628 | 1.05109 | 1.08709 | -92.59 | 11430.90 |
| 97 | 2024.04.18 13:00 | sell | 17 | 0.10 | 1.06628 | 0.00000 | 0.00000 | ||
| 98 | 2024.04.18 13:00 | modify | 17 | 0.10 | 1.06628 | 1.09028 | 1.04428 | ||
| 99 | 2024.04.30 23:59 | close at stop | 17 | 0.10 | 1.06689 | 1.09028 | 1.04428 | -3.91 | 11426.99 |