Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| 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=2; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=160; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7200 | Ticks modelled | 156024 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1605.83 | Gross profit | 1672.42 | Gross loss | -66.59 |
| Profit factor | 25.12 | Expected payoff | 178.43 | ||
| Absolute drawdown | 13.43 | Maximal drawdown | 365.84 (3.19%) | Relative drawdown | 3.19% (365.84) |
| Total trades | 9 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 358.40 | loss trade | -66.59 | |
| Average | profit trade | 209.05 | loss trade | -66.59 | |
| Maximum | consecutive wins (profit in money) | 6 (1324.09) | consecutive losses (loss in money) | 1 (-66.59) | |
| Maximal | consecutive profit (count of wins) | 1324.09 (6) | consecutive loss (count of losses) | -66.59 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.03 12:10 | buy | 1 | 0.10 | 1.68020 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.06 10:45 | modify | 1 | 0.10 | 1.68020 | 1.68060 | 0.00000 | ||
| 3 | 2023.07.06 12:15 | modify | 1 | 0.10 | 1.68020 | 1.68219 | 0.00000 | ||
| 4 | 2023.07.06 16:15 | modify | 1 | 0.10 | 1.68020 | 1.68379 | 0.00000 | ||
| 5 | 2023.07.06 16:32 | modify | 1 | 0.10 | 1.68020 | 1.68546 | 0.00000 | ||
| 6 | 2023.07.06 19:50 | modify | 1 | 0.10 | 1.68020 | 1.68704 | 0.00000 | ||
| 7 | 2023.07.07 07:20 | modify | 1 | 0.10 | 1.68020 | 1.68855 | 0.00000 | ||
| 8 | 2023.07.07 10:40 | modify | 1 | 0.10 | 1.68020 | 1.69008 | 0.00000 | ||
| 9 | 2023.07.10 19:15 | modify | 1 | 0.10 | 1.68020 | 1.69195 | 0.00000 | ||
| 10 | 2023.07.11 06:15 | modify | 1 | 0.10 | 1.68020 | 1.69400 | 0.00000 | ||
| 11 | 2023.07.11 08:20 | modify | 1 | 0.10 | 1.68020 | 1.69568 | 0.00000 | ||
| 12 | 2023.07.11 09:32 | modify | 1 | 0.10 | 1.68020 | 1.69772 | 0.00000 | ||
| 13 | 2023.07.11 10:45 | modify | 1 | 0.10 | 1.68020 | 1.69926 | 0.00000 | ||
| 14 | 2023.07.13 08:15 | modify | 1 | 0.10 | 1.68020 | 1.70106 | 0.00000 | ||
| 15 | 2023.07.13 09:40 | modify | 1 | 0.10 | 1.68020 | 1.70285 | 0.00000 | ||
| 16 | 2023.07.13 09:50 | modify | 1 | 0.10 | 1.68020 | 1.70516 | 0.00000 | ||
| 17 | 2023.07.13 13:10 | modify | 1 | 0.10 | 1.68020 | 1.70697 | 0.00000 | ||
| 18 | 2023.07.13 13:20 | modify | 1 | 0.10 | 1.68020 | 1.70899 | 0.00000 | ||
| 19 | 2023.07.14 14:20 | modify | 1 | 0.10 | 1.68020 | 1.71058 | 0.00000 | ||
| 20 | 2023.07.14 14:50 | modify | 1 | 0.10 | 1.68020 | 1.71255 | 0.00000 | ||
| 21 | 2023.07.14 15:45 | modify | 1 | 0.10 | 1.68020 | 1.71448 | 0.00000 | ||
| 22 | 2023.07.14 16:20 | modify | 1 | 0.10 | 1.68020 | 1.71633 | 0.00000 | ||
| 23 | 2023.07.18 07:02 | close | 1 | 0.10 | 1.72680 | 1.71633 | 0.00000 | 340.03 | 10340.03 |
| 24 | 2023.07.18 07:02 | sell | 2 | 0.10 | 1.72680 | 0.00000 | 0.00000 | ||
| 25 | 2023.07.19 06:15 | modify | 2 | 0.10 | 1.72680 | 1.72417 | 0.00000 | ||
| 26 | 2023.07.19 06:20 | modify | 2 | 0.10 | 1.72680 | 1.71976 | 0.00000 | ||
| 27 | 2023.07.19 11:45 | modify | 2 | 0.10 | 1.72680 | 1.71792 | 0.00000 | ||
| 28 | 2023.07.19 13:20 | modify | 2 | 0.10 | 1.72680 | 1.71499 | 0.00000 | ||
| 29 | 2023.07.19 13:50 | modify | 2 | 0.10 | 1.72680 | 1.71315 | 0.00000 | ||
| 30 | 2023.07.19 14:20 | modify | 2 | 0.10 | 1.72680 | 1.71111 | 0.00000 | ||
| 31 | 2023.07.20 10:45 | modify | 2 | 0.10 | 1.72680 | 1.70937 | 0.00000 | ||
| 32 | 2023.07.20 12:20 | modify | 2 | 0.10 | 1.72680 | 1.70779 | 0.00000 | ||
| 33 | 2023.07.21 10:50 | modify | 2 | 0.10 | 1.72680 | 1.70586 | 0.00000 | ||
| 34 | 2023.07.24 14:20 | modify | 2 | 0.10 | 1.72680 | 1.70249 | 0.00000 | ||
| 35 | 2023.07.26 07:50 | s/l | 2 | 0.10 | 1.70249 | 1.70249 | 0.00000 | 175.66 | 10515.68 |
| 36 | 2023.08.28 05:50 | sell | 3 | 0.10 | 1.71203 | 0.00000 | 0.00000 | ||
| 37 | 2023.09.12 07:50 | modify | 3 | 0.10 | 1.71203 | 1.71139 | 0.00000 | ||
| 38 | 2023.09.12 08:16 | modify | 3 | 0.10 | 1.71203 | 1.70975 | 0.00000 | ||
| 39 | 2023.09.12 13:40 | modify | 3 | 0.10 | 1.71203 | 1.70786 | 0.00000 | ||
| 40 | 2023.09.12 13:50 | modify | 3 | 0.10 | 1.71203 | 1.70482 | 0.00000 | ||
| 41 | 2023.09.14 10:15 | modify | 3 | 0.10 | 1.71203 | 1.70285 | 0.00000 | ||
| 42 | 2023.09.14 10:50 | modify | 3 | 0.10 | 1.71203 | 1.70084 | 0.00000 | ||
| 43 | 2023.09.14 12:45 | modify | 3 | 0.10 | 1.71203 | 1.69821 | 0.00000 | ||
| 44 | 2023.09.14 12:50 | modify | 3 | 0.10 | 1.71203 | 1.69664 | 0.00000 | ||
| 45 | 2023.09.14 14:20 | modify | 3 | 0.10 | 1.71203 | 1.69461 | 0.00000 | ||
| 46 | 2023.09.14 15:20 | modify | 3 | 0.10 | 1.71203 | 1.69308 | 0.00000 | ||
| 47 | 2023.09.14 16:50 | modify | 3 | 0.10 | 1.71203 | 1.69153 | 0.00000 | ||
| 48 | 2023.09.14 21:20 | modify | 3 | 0.10 | 1.71203 | 1.68982 | 0.00000 | ||
| 49 | 2023.09.18 07:16 | modify | 3 | 0.10 | 1.71203 | 1.68804 | 0.00000 | ||
| 50 | 2023.09.18 13:15 | modify | 3 | 0.10 | 1.71203 | 1.68621 | 0.00000 | ||
| 51 | 2023.09.19 03:45 | modify | 3 | 0.10 | 1.71203 | 1.68462 | 0.00000 | ||
| 52 | 2023.09.19 07:20 | modify | 3 | 0.10 | 1.71203 | 1.68284 | 0.00000 | ||
| 53 | 2023.09.19 08:30 | modify | 3 | 0.10 | 1.71203 | 1.68072 | 0.00000 | ||
| 54 | 2023.09.19 12:45 | modify | 3 | 0.10 | 1.71203 | 1.67917 | 0.00000 | ||
| 55 | 2023.09.19 13:10 | modify | 3 | 0.10 | 1.71203 | 1.67748 | 0.00000 | ||
| 56 | 2023.09.19 13:20 | modify | 3 | 0.10 | 1.71203 | 1.67534 | 0.00000 | ||
| 57 | 2023.09.20 12:20 | close | 3 | 0.10 | 1.66213 | 1.67534 | 0.00000 | 358.40 | 10874.08 |
| 58 | 2023.09.20 12:20 | buy | 4 | 0.10 | 1.66213 | 0.00000 | 0.00000 | ||
| 59 | 2023.10.24 05:50 | modify | 4 | 0.10 | 1.66213 | 1.66241 | 0.00000 | ||
| 60 | 2023.10.27 13:40 | modify | 4 | 0.10 | 1.66213 | 1.66472 | 0.00000 | ||
| 61 | 2023.10.27 13:50 | modify | 4 | 0.10 | 1.66213 | 1.66663 | 0.00000 | ||
| 62 | 2023.10.27 15:40 | modify | 4 | 0.10 | 1.66213 | 1.66819 | 0.00000 | ||
| 63 | 2023.10.31 10:50 | modify | 4 | 0.10 | 1.66213 | 1.66995 | 0.00000 | ||
| 64 | 2023.11.02 12:20 | modify | 4 | 0.10 | 1.66213 | 1.67243 | 0.00000 | ||
| 65 | 2023.11.03 14:40 | modify | 4 | 0.10 | 1.66213 | 1.67418 | 0.00000 | ||
| 66 | 2023.11.03 15:15 | modify | 4 | 0.10 | 1.66213 | 1.67589 | 0.00000 | ||
| 67 | 2023.11.03 17:40 | modify | 4 | 0.10 | 1.66213 | 1.67752 | 0.00000 | ||
| 68 | 2023.11.06 12:02 | modify | 4 | 0.10 | 1.66213 | 1.67957 | 0.00000 | ||
| 69 | 2023.11.08 16:50 | modify | 4 | 0.10 | 1.66213 | 1.68143 | 0.00000 | ||
| 70 | 2023.11.14 07:32 | modify | 4 | 0.10 | 1.66213 | 1.68299 | 0.00000 | ||
| 71 | 2023.11.14 10:15 | modify | 4 | 0.10 | 1.66213 | 1.68455 | 0.00000 | ||
| 72 | 2023.11.14 13:15 | close | 4 | 0.10 | 1.69897 | 1.68455 | 0.00000 | 263.68 | 11137.75 |
| 73 | 2023.11.14 13:15 | sell | 5 | 0.10 | 1.69897 | 0.00000 | 0.00000 | ||
| 74 | 2023.12.20 13:10 | close | 5 | 0.10 | 1.68794 | 0.00000 | 0.00000 | 69.05 | 11206.80 |
| 75 | 2023.12.20 13:10 | buy | 6 | 0.10 | 1.68794 | 0.00000 | 0.00000 | ||
| 76 | 2024.01.08 14:40 | modify | 6 | 0.10 | 1.68794 | 1.68808 | 0.00000 | ||
| 77 | 2024.01.08 15:50 | modify | 6 | 0.10 | 1.68794 | 1.68989 | 0.00000 | ||
| 78 | 2024.01.11 16:15 | modify | 6 | 0.10 | 1.68794 | 1.69188 | 0.00000 | ||
| 79 | 2024.01.11 19:15 | modify | 6 | 0.10 | 1.68794 | 1.69377 | 0.00000 | ||
| 80 | 2024.01.15 16:15 | modify | 6 | 0.10 | 1.68794 | 1.69584 | 0.00000 | ||
| 81 | 2024.01.17 08:20 | modify | 6 | 0.10 | 1.68794 | 1.69771 | 0.00000 | ||
| 82 | 2024.01.17 10:16 | modify | 6 | 0.10 | 1.68794 | 1.69940 | 0.00000 | ||
| 83 | 2024.01.24 09:46 | modify | 6 | 0.10 | 1.68794 | 1.70092 | 0.00000 | ||
| 84 | 2024.01.24 15:20 | modify | 6 | 0.10 | 1.68794 | 1.70287 | 0.00000 | ||
| 85 | 2024.01.24 20:20 | modify | 6 | 0.10 | 1.68794 | 1.70458 | 0.00000 | ||
| 86 | 2024.01.29 13:16 | s/l | 6 | 0.10 | 1.70458 | 1.70458 | 0.00000 | 117.29 | 11324.09 |
| 87 | 2024.02.13 13:26 | sell | 7 | 0.10 | 1.70344 | 0.00000 | 0.00000 | ||
| 88 | 2024.04.04 07:10 | close | 7 | 0.10 | 1.71014 | 0.00000 | 0.00000 | -66.59 | 11257.50 |
| 89 | 2024.04.04 07:10 | buy | 8 | 0.10 | 1.71014 | 0.00000 | 0.00000 | ||
| 90 | 2024.05.16 01:20 | modify | 8 | 0.10 | 1.71014 | 1.71016 | 0.00000 | ||
| 91 | 2024.05.17 15:10 | modify | 8 | 0.10 | 1.71014 | 1.71195 | 0.00000 | ||
| 92 | 2024.05.17 15:50 | modify | 8 | 0.10 | 1.71014 | 1.71352 | 0.00000 | ||
| 93 | 2024.05.20 12:50 | modify | 8 | 0.10 | 1.71014 | 1.71512 | 0.00000 | ||
| 94 | 2024.05.21 02:50 | modify | 8 | 0.10 | 1.71014 | 1.71669 | 0.00000 | ||
| 95 | 2024.05.21 12:45 | modify | 8 | 0.10 | 1.71014 | 1.71886 | 0.00000 | ||
| 96 | 2024.05.21 12:50 | modify | 8 | 0.10 | 1.71014 | 1.72045 | 0.00000 | ||
| 97 | 2024.05.22 06:16 | modify | 8 | 0.10 | 1.71014 | 1.72366 | 0.00000 | ||
| 98 | 2024.05.22 06:46 | modify | 8 | 0.10 | 1.71014 | 1.72550 | 0.00000 | ||
| 99 | 2024.05.23 17:20 | modify | 8 | 0.10 | 1.71014 | 1.72723 | 0.00000 | ||
| 100 | 2024.05.24 10:45 | modify | 8 | 0.10 | 1.71014 | 1.72888 | 0.00000 | ||
| 101 | 2024.06.04 01:32 | modify | 8 | 0.10 | 1.71014 | 1.73076 | 0.00000 | ||
| 102 | 2024.06.04 07:50 | modify | 8 | 0.10 | 1.71014 | 1.73263 | 0.00000 | ||
| 103 | 2024.06.04 16:15 | modify | 8 | 0.10 | 1.71014 | 1.73416 | 0.00000 | ||
| 104 | 2024.06.05 13:50 | modify | 8 | 0.10 | 1.71014 | 1.73707 | 0.00000 | ||
| 105 | 2024.06.07 12:02 | close | 8 | 0.10 | 1.75049 | 1.73707 | 0.00000 | 288.35 | 11545.86 |
| 106 | 2024.06.07 12:02 | sell | 9 | 0.10 | 1.75049 | 0.00000 | 0.00000 | ||
| 107 | 2024.06.20 19:10 | modify | 9 | 0.10 | 1.75049 | 1.75040 | 0.00000 | ||
| 108 | 2024.06.20 20:20 | modify | 9 | 0.10 | 1.75049 | 1.74883 | 0.00000 | ||
| 109 | 2024.06.21 07:15 | modify | 9 | 0.10 | 1.75049 | 1.74728 | 0.00000 | ||
| 110 | 2024.06.21 08:37 | modify | 9 | 0.10 | 1.75049 | 1.74577 | 0.00000 | ||
| 111 | 2024.06.25 12:46 | modify | 9 | 0.10 | 1.75049 | 1.74137 | 0.00000 | ||
| 112 | 2024.06.28 20:43 | s/l | 9 | 0.10 | 1.74137 | 1.74137 | 0.00000 | 59.98 | 11605.83 |