Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 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=10; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=180; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=60; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=180; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2603 | Ticks modelled | 78786 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1158.21 | Gross profit | 1377.59 | Gross loss | -219.38 |
| Profit factor | 6.28 | Expected payoff | 60.96 | ||
| Absolute drawdown | 247.79 | Maximal drawdown | 294.50 (2.93%) | Relative drawdown | 2.93% (294.50) |
| Total trades | 19 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 124.01 | loss trade | -111.60 | |
| Average | profit trade | 98.40 | loss trade | -43.88 | |
| Maximum | consecutive wins (profit in money) | 5 (581.59) | consecutive losses (loss in money) | 2 (-133.67) | |
| Maximal | consecutive profit (count of wins) | 581.59 (5) | consecutive loss (count of losses) | -133.67 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 04:40 | buy | 1 | 0.10 | 96.092 | 0.000 | 0.000 | ||
| 2 | 2023.07.04 04:40 | modify | 1 | 0.10 | 96.092 | 94.292 | 97.892 | ||
| 3 | 2023.07.10 13:30 | s/l | 1 | 0.10 | 94.292 | 94.292 | 97.892 | -111.60 | 9888.40 |
| 4 | 2023.07.12 13:40 | sell | 2 | 0.10 | 94.211 | 0.000 | 0.000 | ||
| 5 | 2023.07.12 13:40 | modify | 2 | 0.10 | 94.211 | 96.011 | 92.411 | ||
| 6 | 2023.07.17 02:00 | close | 2 | 0.10 | 94.485 | 96.011 | 92.411 | -22.08 | 9866.33 |
| 7 | 2023.07.17 02:00 | buy | 3 | 0.10 | 94.485 | 0.000 | 0.000 | ||
| 8 | 2023.07.17 02:00 | modify | 3 | 0.10 | 94.485 | 92.685 | 96.285 | ||
| 9 | 2023.07.21 08:20 | modify | 3 | 0.10 | 94.485 | 94.685 | 96.285 | ||
| 10 | 2023.07.26 11:40 | s/l | 3 | 0.10 | 94.685 | 94.685 | 96.285 | 15.25 | 9881.57 |
| 11 | 2023.08.07 03:15 | sell | 4 | 0.10 | 93.621 | 0.000 | 0.000 | ||
| 12 | 2023.08.07 03:15 | modify | 4 | 0.10 | 93.621 | 95.421 | 91.821 | ||
| 13 | 2023.08.15 02:15 | close | 4 | 0.10 | 94.182 | 95.421 | 91.821 | -43.05 | 9838.52 |
| 14 | 2023.08.15 02:15 | buy | 5 | 0.10 | 94.182 | 0.000 | 0.000 | ||
| 15 | 2023.08.15 02:15 | modify | 5 | 0.10 | 94.182 | 92.382 | 95.982 | ||
| 16 | 2023.09.15 02:33 | modify | 5 | 0.10 | 94.182 | 94.382 | 95.982 | ||
| 17 | 2023.09.20 10:30 | modify | 5 | 0.10 | 94.182 | 95.204 | 95.982 | ||
| 18 | 2023.09.20 13:40 | t/p | 5 | 0.10 | 95.982 | 95.204 | 95.982 | 124.01 | 9962.53 |
| 19 | 2023.09.28 02:00 | sell | 6 | 0.10 | 95.220 | 0.000 | 0.000 | ||
| 20 | 2023.09.28 02:00 | modify | 6 | 0.10 | 95.220 | 97.020 | 93.420 | ||
| 21 | 2023.10.03 14:06 | modify | 6 | 0.10 | 95.220 | 95.020 | 93.420 | ||
| 22 | 2023.10.03 14:33 | t/p | 6 | 0.10 | 93.420 | 95.020 | 93.420 | 110.46 | 10072.99 |
| 23 | 2023.10.18 14:30 | buy | 7 | 0.10 | 95.079 | 0.000 | 0.000 | ||
| 24 | 2023.10.18 14:30 | modify | 7 | 0.10 | 95.079 | 93.279 | 96.879 | ||
| 25 | 2023.11.01 12:40 | modify | 7 | 0.10 | 95.079 | 95.279 | 96.879 | ||
| 26 | 2023.11.01 23:40 | modify | 7 | 0.10 | 95.079 | 96.112 | 96.879 | ||
| 27 | 2023.11.02 09:40 | modify | 7 | 0.10 | 95.079 | 96.269 | 96.879 | ||
| 28 | 2023.11.02 10:30 | t/p | 7 | 0.10 | 96.879 | 96.269 | 96.879 | 118.38 | 10191.37 |
| 29 | 2023.11.14 05:30 | buy | 8 | 0.10 | 96.615 | 0.000 | 0.000 | ||
| 30 | 2023.11.14 05:30 | modify | 8 | 0.10 | 96.615 | 94.815 | 98.415 | ||
| 31 | 2023.11.14 15:30 | modify | 8 | 0.10 | 96.615 | 96.815 | 98.415 | ||
| 32 | 2023.11.15 13:05 | modify | 8 | 0.10 | 96.615 | 97.635 | 98.415 | ||
| 33 | 2023.11.15 15:40 | t/p | 8 | 0.10 | 98.415 | 97.635 | 98.415 | 113.67 | 10305.04 |
| 34 | 2023.12.06 03:40 | sell | 9 | 0.10 | 97.152 | 0.000 | 0.000 | ||
| 35 | 2023.12.06 03:40 | modify | 9 | 0.10 | 97.152 | 98.952 | 95.352 | ||
| 36 | 2023.12.07 02:40 | modify | 9 | 0.10 | 97.152 | 96.952 | 95.352 | ||
| 37 | 2023.12.07 07:33 | modify | 9 | 0.10 | 97.152 | 96.134 | 95.352 | ||
| 38 | 2023.12.07 08:30 | t/p | 9 | 0.10 | 95.352 | 96.134 | 95.352 | 110.45 | 10415.49 |
| 39 | 2024.01.02 03:40 | sell | 10 | 0.10 | 96.540 | 0.000 | 0.000 | ||
| 40 | 2024.01.02 03:40 | modify | 10 | 0.10 | 96.540 | 98.340 | 94.740 | ||
| 41 | 2024.01.08 03:30 | close | 10 | 0.10 | 96.910 | 98.340 | 94.740 | -29.09 | 10386.40 |
| 42 | 2024.01.08 03:30 | buy | 11 | 0.10 | 96.910 | 0.000 | 0.000 | ||
| 43 | 2024.01.08 03:30 | modify | 11 | 0.10 | 96.910 | 95.110 | 98.710 | ||
| 44 | 2024.01.25 11:05 | close | 11 | 0.10 | 97.263 | 95.110 | 98.710 | 27.85 | 10414.25 |
| 45 | 2024.01.25 11:05 | sell | 12 | 0.10 | 97.263 | 0.000 | 0.000 | ||
| 46 | 2024.01.25 11:05 | modify | 12 | 0.10 | 97.263 | 99.063 | 95.463 | ||
| 47 | 2024.02.01 04:33 | modify | 12 | 0.10 | 97.263 | 97.063 | 95.463 | ||
| 48 | 2024.02.01 10:40 | modify | 12 | 0.10 | 97.263 | 96.214 | 95.463 | ||
| 49 | 2024.02.01 18:40 | s/l | 12 | 0.10 | 96.214 | 96.214 | 95.463 | 59.30 | 10473.56 |
| 50 | 2024.02.13 13:40 | buy | 13 | 0.10 | 97.215 | 0.000 | 0.000 | ||
| 51 | 2024.02.13 13:40 | modify | 13 | 0.10 | 97.215 | 95.415 | 99.015 | ||
| 52 | 2024.02.20 08:40 | modify | 13 | 0.10 | 97.215 | 97.415 | 99.015 | ||
| 53 | 2024.02.22 07:20 | modify | 13 | 0.10 | 97.215 | 98.235 | 99.015 | ||
| 54 | 2024.02.22 08:40 | t/p | 13 | 0.10 | 99.015 | 98.235 | 99.015 | 116.62 | 10590.18 |
| 55 | 2024.03.06 12:15 | sell | 14 | 0.10 | 97.769 | 0.000 | 0.000 | ||
| 56 | 2024.03.06 12:15 | modify | 14 | 0.10 | 97.769 | 99.569 | 95.969 | ||
| 57 | 2024.03.19 02:00 | close | 14 | 0.10 | 97.785 | 99.569 | 95.969 | -13.56 | 10576.61 |
| 58 | 2024.03.19 02:00 | buy | 15 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 59 | 2024.03.19 02:00 | modify | 15 | 0.10 | 97.785 | 95.985 | 99.585 | ||
| 60 | 2024.03.20 02:40 | modify | 15 | 0.10 | 97.785 | 97.985 | 99.585 | ||
| 61 | 2024.03.20 19:30 | modify | 15 | 0.10 | 97.785 | 98.869 | 99.585 | ||
| 62 | 2024.03.20 20:10 | t/p | 15 | 0.10 | 99.585 | 98.869 | 99.585 | 113.67 | 10690.28 |
| 63 | 2024.03.22 02:40 | buy | 16 | 0.10 | 98.975 | 0.000 | 0.000 | ||
| 64 | 2024.03.22 02:40 | modify | 16 | 0.10 | 98.975 | 97.175 | 100.775 | ||
| 65 | 2024.04.04 07:40 | modify | 16 | 0.10 | 98.975 | 99.175 | 100.775 | ||
| 66 | 2024.04.09 10:05 | modify | 16 | 0.10 | 98.975 | 99.979 | 100.775 | ||
| 67 | 2024.04.09 13:30 | modify | 16 | 0.10 | 98.975 | 100.151 | 100.775 | ||
| 68 | 2024.04.09 13:40 | t/p | 16 | 0.10 | 100.775 | 100.151 | 100.775 | 118.09 | 10808.37 |
| 69 | 2024.04.18 12:40 | buy | 17 | 0.10 | 99.391 | 0.000 | 0.000 | ||
| 70 | 2024.04.18 12:40 | modify | 17 | 0.10 | 99.391 | 97.591 | 101.191 | ||
| 71 | 2024.04.24 00:40 | modify | 17 | 0.10 | 99.391 | 99.591 | 101.191 | ||
| 72 | 2024.04.24 02:05 | modify | 17 | 0.10 | 99.391 | 100.403 | 101.191 | ||
| 73 | 2024.04.25 02:40 | modify | 17 | 0.10 | 99.391 | 100.579 | 101.191 | ||
| 74 | 2024.04.25 04:30 | t/p | 17 | 0.10 | 101.191 | 100.579 | 101.191 | 115.43 | 10923.80 |
| 75 | 2024.06.03 07:30 | buy | 18 | 0.10 | 104.341 | 0.000 | 0.000 | ||
| 76 | 2024.06.03 07:30 | modify | 18 | 0.10 | 104.341 | 102.541 | 106.141 | ||
| 77 | 2024.06.19 20:20 | modify | 18 | 0.10 | 104.341 | 104.541 | 106.141 | ||
| 78 | 2024.06.21 01:15 | modify | 18 | 0.10 | 104.341 | 105.341 | 106.141 | ||
| 79 | 2024.06.21 20:30 | modify | 18 | 0.10 | 104.341 | 105.512 | 106.141 | ||
| 80 | 2024.06.21 20:40 | t/p | 18 | 0.10 | 106.141 | 105.512 | 106.141 | 119.27 | 11043.07 |
| 81 | 2024.06.24 10:40 | buy | 19 | 0.10 | 105.603 | 0.000 | 0.000 | ||
| 82 | 2024.06.24 10:40 | modify | 19 | 0.10 | 105.603 | 103.803 | 107.403 | ||
| 83 | 2024.06.26 02:05 | modify | 19 | 0.10 | 105.603 | 105.803 | 107.403 | ||
| 84 | 2024.06.28 14:30 | modify | 19 | 0.10 | 105.603 | 106.717 | 107.403 | ||
| 85 | 2024.06.28 14:40 | t/p | 19 | 0.10 | 107.403 | 106.717 | 107.403 | 115.14 | 11158.21 |