Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=22; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=160; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=200; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=80; DynamicTarget_Step=20; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7201 | Ticks modelled | 154070 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2077.34 | Gross profit | 2138.06 | Gross loss | -60.72 |
| Profit factor | 35.21 | Expected payoff | 90.32 | ||
| Absolute drawdown | 65.29 | Maximal drawdown | 183.23 (1.69%) | Relative drawdown | 1.69% (183.23) |
| Total trades | 23 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 19 (82.61%) | Loss trades (% of total) | 4 (17.39%) | ||
| Largest | profit trade | 163.16 | loss trade | -50.93 | |
| Average | profit trade | 112.53 | loss trade | -15.18 | |
| Maximum | consecutive wins (profit in money) | 8 (815.75) | consecutive losses (loss in money) | 2 (-7.66) | |
| Maximal | consecutive profit (count of wins) | 815.75 (8) | consecutive loss (count of losses) | -50.93 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.05 08:50 | buy | 1 | 0.10 | 1.08970 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.05 08:50 | modify | 1 | 0.10 | 1.08970 | 1.07370 | 1.10570 | ||
| 3 | 2023.07.12 12:40 | modify | 1 | 0.10 | 1.08970 | 1.10270 | 1.10570 | ||
| 4 | 2023.07.12 12:45 | t/p | 1 | 0.10 | 1.10570 | 1.10270 | 1.10570 | 155.35 | 10155.35 |
| 5 | 2023.07.18 12:50 | sell | 2 | 0.10 | 1.12230 | 0.00000 | 0.00000 | ||
| 6 | 2023.07.18 12:50 | modify | 2 | 0.10 | 1.12230 | 1.13830 | 1.10630 | ||
| 7 | 2023.07.24 07:46 | modify | 2 | 0.10 | 1.12230 | 1.10930 | 1.10630 | ||
| 8 | 2023.07.24 07:56 | s/l | 2 | 0.10 | 1.10930 | 1.10930 | 1.10630 | 131.00 | 10286.35 |
| 9 | 2023.07.31 15:02 | sell | 3 | 0.10 | 1.10135 | 0.00000 | 0.00000 | ||
| 10 | 2023.07.31 15:02 | modify | 3 | 0.10 | 1.10135 | 1.11735 | 1.08535 | ||
| 11 | 2023.08.03 12:50 | close | 3 | 0.10 | 1.09591 | 1.11735 | 1.08535 | 55.23 | 10341.58 |
| 12 | 2023.08.03 12:50 | buy | 4 | 0.10 | 1.09591 | 0.00000 | 0.00000 | ||
| 13 | 2023.08.03 12:50 | modify | 4 | 0.10 | 1.09591 | 1.07991 | 1.11191 | ||
| 14 | 2023.08.10 17:33 | close | 4 | 0.10 | 1.09877 | 1.07991 | 1.11191 | 23.95 | 10365.54 |
| 15 | 2023.08.10 17:33 | sell | 5 | 0.10 | 1.09877 | 0.00000 | 0.00000 | ||
| 16 | 2023.08.10 17:33 | modify | 5 | 0.10 | 1.09877 | 1.11477 | 1.08277 | ||
| 17 | 2023.08.22 13:50 | modify | 5 | 0.10 | 1.09877 | 1.08677 | 1.08277 | ||
| 18 | 2023.08.22 14:32 | modify | 5 | 0.10 | 1.09877 | 1.08577 | 1.08277 | ||
| 19 | 2023.08.22 14:37 | modify | 5 | 0.10 | 1.09877 | 1.08477 | 1.08277 | ||
| 20 | 2023.08.22 14:45 | s/l | 5 | 0.10 | 1.08477 | 1.08477 | 1.08277 | 141.67 | 10507.20 |
| 21 | 2023.08.23 15:40 | buy | 6 | 0.10 | 1.08592 | 0.00000 | 0.00000 | ||
| 22 | 2023.08.23 15:40 | modify | 6 | 0.10 | 1.08592 | 1.06992 | 1.10192 | ||
| 23 | 2023.08.25 04:20 | modify | 6 | 0.10 | 1.08592 | 1.06992 | 1.09392 | ||
| 24 | 2023.08.30 13:45 | t/p | 6 | 0.10 | 1.09392 | 1.06992 | 1.09392 | 75.35 | 10582.55 |
| 25 | 2023.09.22 16:20 | sell | 7 | 0.10 | 1.06552 | 0.00000 | 0.00000 | ||
| 26 | 2023.09.22 16:20 | modify | 7 | 0.10 | 1.06552 | 1.08152 | 1.04952 | ||
| 27 | 2023.09.27 13:50 | modify | 7 | 0.10 | 1.06552 | 1.05352 | 1.04952 | ||
| 28 | 2023.09.27 16:10 | modify | 7 | 0.10 | 1.06552 | 1.05252 | 1.04952 | ||
| 29 | 2023.09.27 16:20 | modify | 7 | 0.10 | 1.06552 | 1.05152 | 1.04952 | ||
| 30 | 2023.09.27 17:20 | t/p | 7 | 0.10 | 1.04952 | 1.05152 | 1.04952 | 160.50 | 10743.05 |
| 31 | 2023.09.28 09:45 | buy | 8 | 0.10 | 1.05400 | 0.00000 | 0.00000 | ||
| 32 | 2023.09.28 09:45 | modify | 8 | 0.10 | 1.05400 | 1.03800 | 1.07000 | ||
| 33 | 2023.10.03 04:20 | modify | 8 | 0.10 | 1.05400 | 1.03800 | 1.06200 | ||
| 34 | 2023.10.11 07:32 | t/p | 8 | 0.10 | 1.06200 | 1.03800 | 1.06200 | 72.70 | 10815.75 |
| 35 | 2023.10.18 10:10 | sell | 9 | 0.10 | 1.05639 | 0.00000 | 0.00000 | ||
| 36 | 2023.10.18 10:10 | modify | 9 | 0.10 | 1.05639 | 1.07239 | 1.04039 | ||
| 37 | 2023.10.18 13:07 | close | 9 | 0.10 | 1.05671 | 1.07239 | 1.04039 | -3.20 | 10812.55 |
| 38 | 2023.10.18 13:07 | buy | 10 | 0.10 | 1.05671 | 0.00000 | 0.00000 | ||
| 39 | 2023.10.18 13:07 | modify | 10 | 0.10 | 1.05671 | 1.04071 | 1.07271 | ||
| 40 | 2023.10.20 12:20 | close | 10 | 0.10 | 1.05653 | 1.04071 | 1.07271 | -4.46 | 10808.09 |
| 41 | 2023.10.20 12:20 | sell | 11 | 0.10 | 1.05653 | 0.00000 | 0.00000 | ||
| 42 | 2023.10.20 12:20 | modify | 11 | 0.10 | 1.05653 | 1.07253 | 1.04053 | ||
| 43 | 2023.10.23 15:45 | modify | 11 | 0.10 | 1.05653 | 1.07253 | 1.04853 | ||
| 44 | 2023.10.23 16:50 | modify | 11 | 0.10 | 1.05653 | 1.07253 | 1.05053 | ||
| 45 | 2023.10.24 02:26 | modify | 11 | 0.10 | 1.05653 | 1.07253 | 1.05253 | ||
| 46 | 2023.10.26 12:40 | t/p | 11 | 0.10 | 1.05253 | 1.07253 | 1.05253 | 41.00 | 10849.09 |
| 47 | 2023.10.26 18:50 | buy | 12 | 0.10 | 1.05675 | 0.00000 | 0.00000 | ||
| 48 | 2023.10.26 18:50 | modify | 12 | 0.10 | 1.05675 | 1.04075 | 1.07275 | ||
| 49 | 2023.11.03 12:46 | modify | 12 | 0.10 | 1.05675 | 1.07075 | 1.07275 | ||
| 50 | 2023.11.03 12:56 | s/l | 12 | 0.10 | 1.07075 | 1.07075 | 1.07275 | 134.69 | 10983.78 |
| 51 | 2023.12.28 13:50 | sell | 13 | 0.10 | 1.10724 | 0.00000 | 0.00000 | ||
| 52 | 2023.12.28 13:50 | modify | 13 | 0.10 | 1.10724 | 1.12324 | 1.09124 | ||
| 53 | 2024.01.03 10:20 | modify | 13 | 0.10 | 1.10724 | 1.09524 | 1.09124 | ||
| 54 | 2024.01.03 11:15 | modify | 13 | 0.10 | 1.10724 | 1.09424 | 1.09124 | ||
| 55 | 2024.01.03 11:45 | modify | 13 | 0.10 | 1.10724 | 1.09324 | 1.09124 | ||
| 56 | 2024.01.03 12:20 | s/l | 13 | 0.10 | 1.09324 | 1.09324 | 1.09124 | 140.67 | 11124.45 |
| 57 | 2024.01.11 13:45 | sell | 14 | 0.10 | 1.09590 | 0.00000 | 0.00000 | ||
| 58 | 2024.01.11 13:45 | modify | 14 | 0.10 | 1.09590 | 1.11190 | 1.07990 | ||
| 59 | 2024.01.26 07:20 | modify | 14 | 0.10 | 1.09590 | 1.08390 | 1.07990 | ||
| 60 | 2024.01.26 08:45 | s/l | 14 | 0.10 | 1.08390 | 1.08390 | 1.07990 | 122.50 | 11246.94 |
| 61 | 2024.01.26 15:16 | sell | 15 | 0.10 | 1.08550 | 0.00000 | 0.00000 | ||
| 62 | 2024.01.26 15:16 | modify | 15 | 0.10 | 1.08550 | 1.10150 | 1.06950 | ||
| 63 | 2024.02.12 17:20 | close | 15 | 0.10 | 1.07826 | 1.10150 | 1.06950 | 74.90 | 11321.84 |
| 64 | 2024.02.12 17:20 | buy | 16 | 0.10 | 1.07826 | 0.00000 | 0.00000 | ||
| 65 | 2024.02.12 17:20 | modify | 16 | 0.10 | 1.07826 | 1.06226 | 1.09426 | ||
| 66 | 2024.02.13 14:02 | modify | 16 | 0.10 | 1.07826 | 1.06226 | 1.08626 | ||
| 67 | 2024.02.22 08:10 | t/p | 16 | 0.10 | 1.08626 | 1.06226 | 1.08626 | 72.03 | 11393.87 |
| 68 | 2024.02.23 19:15 | sell | 17 | 0.10 | 1.08224 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.23 19:15 | modify | 17 | 0.10 | 1.08224 | 1.09824 | 1.06624 | ||
| 70 | 2024.03.01 12:15 | close | 17 | 0.10 | 1.08257 | 1.09824 | 1.06624 | -2.13 | 11391.74 |
| 71 | 2024.03.01 12:15 | buy | 18 | 0.10 | 1.08257 | 0.00000 | 0.00000 | ||
| 72 | 2024.03.01 12:15 | modify | 18 | 0.10 | 1.08257 | 1.06657 | 1.09857 | ||
| 73 | 2024.03.08 13:50 | modify | 18 | 0.10 | 1.08257 | 1.09757 | 1.09857 | ||
| 74 | 2024.03.08 13:52 | s/l | 18 | 0.10 | 1.09757 | 1.09757 | 1.09857 | 145.35 | 11537.09 |
| 75 | 2024.03.21 08:46 | sell | 19 | 0.10 | 1.08872 | 0.00000 | 0.00000 | ||
| 76 | 2024.03.21 08:46 | modify | 19 | 0.10 | 1.08872 | 1.10472 | 1.07272 | ||
| 77 | 2024.04.01 14:16 | modify | 19 | 0.10 | 1.08872 | 1.07672 | 1.07272 | ||
| 78 | 2024.04.01 15:20 | modify | 19 | 0.10 | 1.08872 | 1.07572 | 1.07272 | ||
| 79 | 2024.04.01 15:45 | modify | 19 | 0.10 | 1.08872 | 1.07472 | 1.07272 | ||
| 80 | 2024.04.01 21:20 | s/l | 19 | 0.10 | 1.07472 | 1.07472 | 1.07272 | 141.50 | 11678.59 |
| 81 | 2024.04.05 11:02 | sell | 20 | 0.10 | 1.08312 | 0.00000 | 0.00000 | ||
| 82 | 2024.04.05 11:02 | modify | 20 | 0.10 | 1.08312 | 1.09912 | 1.06712 | ||
| 83 | 2024.04.12 06:50 | modify | 20 | 0.10 | 1.08312 | 1.07012 | 1.06712 | ||
| 84 | 2024.04.12 07:20 | modify | 20 | 0.10 | 1.08312 | 1.06912 | 1.06712 | ||
| 85 | 2024.04.12 08:50 | modify | 20 | 0.10 | 1.08312 | 1.06812 | 1.06712 | ||
| 86 | 2024.04.12 09:10 | t/p | 20 | 0.10 | 1.06712 | 1.06812 | 1.06712 | 161.17 | 11839.76 |
| 87 | 2024.05.02 09:20 | sell | 21 | 0.10 | 1.06976 | 0.00000 | 0.00000 | ||
| 88 | 2024.05.02 09:20 | modify | 21 | 0.10 | 1.06976 | 1.08576 | 1.05376 | ||
| 89 | 2024.05.03 12:40 | modify | 21 | 0.10 | 1.06976 | 1.08576 | 1.06176 | ||
| 90 | 2024.05.03 12:45 | modify | 21 | 0.10 | 1.06976 | 1.08576 | 1.06376 | ||
| 91 | 2024.05.09 12:33 | close | 21 | 0.10 | 1.07497 | 1.08576 | 1.06376 | -50.93 | 11788.82 |
| 92 | 2024.05.09 12:33 | buy | 22 | 0.10 | 1.07497 | 0.00000 | 0.00000 | ||
| 93 | 2024.05.09 12:33 | modify | 22 | 0.10 | 1.07497 | 1.05897 | 1.09097 | ||
| 94 | 2024.05.15 22:46 | modify | 22 | 0.10 | 1.07497 | 1.08697 | 1.09097 | ||
| 95 | 2024.05.16 00:50 | modify | 22 | 0.10 | 1.07497 | 1.08797 | 1.09097 | ||
| 96 | 2024.05.16 05:50 | s/l | 22 | 0.10 | 1.08797 | 1.08797 | 1.09097 | 125.35 | 11914.18 |
| 97 | 2024.05.28 14:02 | sell | 23 | 0.10 | 1.08588 | 0.00000 | 0.00000 | ||
| 98 | 2024.05.28 14:02 | modify | 23 | 0.10 | 1.08588 | 1.10188 | 1.06988 | ||
| 99 | 2024.06.14 06:50 | modify | 23 | 0.10 | 1.08588 | 1.07388 | 1.06988 | ||
| 100 | 2024.06.14 07:20 | modify | 23 | 0.10 | 1.08588 | 1.07288 | 1.06988 | ||
| 101 | 2024.06.14 08:20 | modify | 23 | 0.10 | 1.08588 | 1.07188 | 1.06988 | ||
| 102 | 2024.06.14 08:40 | modify | 23 | 0.10 | 1.08588 | 1.07088 | 1.06988 | ||
| 103 | 2024.06.14 08:45 | t/p | 23 | 0.10 | 1.06988 | 1.07088 | 1.06988 | 163.16 | 12077.34 |