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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1902 | Ticks modelled | 23231966 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 981.25 | Gross profit | 1203.70 | Gross loss | -222.45 |
| Profit factor | 5.41 | Expected payoff | 51.64 | ||
| Absolute drawdown | 249.79 | Maximal drawdown | 288.64 (2.88%) | Relative drawdown | 2.88% (288.64) |
| 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 | -111.59 | |
| Average | profit trade | 85.98 | loss trade | -44.49 | |
| Maximum | consecutive wins (profit in money) | 5 (576.97) | consecutive losses (loss in money) | 2 (-134.86) | |
| Maximal | consecutive profit (count of wins) | 576.97 (5) | consecutive loss (count of losses) | -134.86 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 04:30 | buy | 1 | 0.10 | 96.217 | 0.000 | 0.000 | ||
| 2 | 2023.07.04 04:30 | modify | 1 | 0.10 | 96.217 | 94.417 | 98.017 | ||
| 3 | 2023.07.10 12:00 | s/l | 1 | 0.10 | 94.417 | 94.417 | 98.017 | -111.59 | 9888.41 |
| 4 | 2023.07.12 13:39 | sell | 2 | 0.10 | 94.192 | 0.000 | 0.000 | ||
| 5 | 2023.07.12 13:39 | modify | 2 | 0.10 | 94.192 | 95.992 | 92.392 | ||
| 6 | 2023.07.17 02:00 | close | 2 | 0.10 | 94.485 | 95.992 | 92.392 | -23.28 | 9865.14 |
| 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 08:06 | modify | 3 | 0.10 | 94.485 | 94.685 | 96.285 | ||
| 10 | 2023.07.26 11:38 | s/l | 3 | 0.10 | 94.685 | 94.685 | 96.285 | 15.26 | 9880.39 |
| 11 | 2023.08.07 03:02 | sell | 4 | 0.10 | 93.612 | 0.000 | 0.000 | ||
| 12 | 2023.08.07 03:02 | modify | 4 | 0.10 | 93.612 | 95.412 | 91.812 | ||
| 13 | 2023.08.15 02:07 | close | 4 | 0.10 | 94.184 | 95.412 | 91.812 | -43.74 | 9836.65 |
| 14 | 2023.08.15 02:07 | buy | 5 | 0.10 | 94.184 | 0.000 | 0.000 | ||
| 15 | 2023.08.15 02:07 | modify | 5 | 0.10 | 94.184 | 92.384 | 95.984 | ||
| 16 | 2023.09.15 02:46 | modify | 5 | 0.10 | 94.184 | 94.384 | 95.984 | ||
| 17 | 2023.09.20 10:10 | modify | 5 | 0.10 | 94.184 | 95.184 | 95.984 | ||
| 18 | 2023.09.20 11:33 | modify | 5 | 0.10 | 94.184 | 95.343 | 95.984 | ||
| 19 | 2023.09.20 13:51 | t/p | 5 | 0.10 | 95.984 | 95.343 | 95.984 | 124.01 | 9960.66 |
| 20 | 2023.09.28 02:00 | sell | 6 | 0.10 | 95.220 | 0.000 | 0.000 | ||
| 21 | 2023.09.28 02:00 | modify | 6 | 0.10 | 95.220 | 97.020 | 93.420 | ||
| 22 | 2023.10.03 14:12 | modify | 6 | 0.10 | 95.220 | 95.020 | 93.420 | ||
| 23 | 2023.10.03 14:12 | modify | 6 | 0.10 | 95.220 | 94.192 | 93.420 | ||
| 24 | 2023.10.03 14:12 | modify | 6 | 0.10 | 95.220 | 94.033 | 93.420 | ||
| 25 | 2023.10.03 14:12 | t/p | 6 | 0.10 | 93.420 | 94.033 | 93.420 | 110.46 | 10071.12 |
| 26 | 2023.10.18 14:32 | buy | 7 | 0.10 | 95.124 | 0.000 | 0.000 | ||
| 27 | 2023.10.18 14:32 | modify | 7 | 0.10 | 95.124 | 93.324 | 96.924 | ||
| 28 | 2023.11.01 12:46 | modify | 7 | 0.10 | 95.124 | 95.324 | 96.924 | ||
| 29 | 2023.11.02 00:00 | modify | 7 | 0.10 | 95.124 | 96.133 | 96.924 | ||
| 30 | 2023.11.02 10:52 | modify | 7 | 0.10 | 95.124 | 96.285 | 96.924 | ||
| 31 | 2023.11.02 10:55 | t/p | 7 | 0.10 | 96.924 | 96.285 | 96.924 | 118.39 | 10189.51 |
| 32 | 2023.11.14 05:13 | buy | 8 | 0.10 | 96.625 | 0.000 | 0.000 | ||
| 33 | 2023.11.14 05:13 | modify | 8 | 0.10 | 96.625 | 94.825 | 98.425 | ||
| 34 | 2023.11.14 15:23 | modify | 8 | 0.10 | 96.625 | 96.825 | 98.425 | ||
| 35 | 2023.11.15 13:30 | modify | 8 | 0.10 | 96.625 | 97.625 | 98.425 | ||
| 36 | 2023.11.15 15:48 | modify | 8 | 0.10 | 96.625 | 97.777 | 98.425 | ||
| 37 | 2023.11.15 15:55 | t/p | 8 | 0.10 | 98.425 | 97.777 | 98.425 | 113.66 | 10303.17 |
| 38 | 2023.12.06 03:47 | sell | 9 | 0.10 | 97.143 | 0.000 | 0.000 | ||
| 39 | 2023.12.06 03:47 | modify | 9 | 0.10 | 97.143 | 98.943 | 95.343 | ||
| 40 | 2023.12.07 02:29 | modify | 9 | 0.10 | 97.143 | 96.943 | 95.343 | ||
| 41 | 2023.12.07 07:45 | modify | 9 | 0.10 | 97.143 | 96.143 | 95.343 | ||
| 42 | 2023.12.07 08:28 | modify | 9 | 0.10 | 97.143 | 95.992 | 95.343 | ||
| 43 | 2023.12.07 08:30 | t/p | 9 | 0.10 | 95.343 | 95.992 | 95.343 | 110.45 | 10413.62 |
| 44 | 2024.01.02 03:42 | sell | 10 | 0.10 | 96.526 | 0.000 | 0.000 | ||
| 45 | 2024.01.02 03:42 | modify | 10 | 0.10 | 96.526 | 98.326 | 94.726 | ||
| 46 | 2024.01.08 03:40 | close | 10 | 0.10 | 96.914 | 98.326 | 94.726 | -30.22 | 10383.40 |
| 47 | 2024.01.08 03:40 | buy | 11 | 0.10 | 96.914 | 0.000 | 0.000 | ||
| 48 | 2024.01.08 03:40 | modify | 11 | 0.10 | 96.914 | 95.114 | 98.714 | ||
| 49 | 2024.01.25 11:02 | close | 11 | 0.10 | 97.255 | 95.114 | 98.714 | 27.08 | 10410.48 |
| 50 | 2024.01.25 11:02 | sell | 12 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 51 | 2024.01.25 11:02 | modify | 12 | 0.10 | 97.255 | 99.055 | 95.455 | ||
| 52 | 2024.02.01 05:11 | modify | 12 | 0.10 | 97.255 | 97.055 | 95.455 | ||
| 53 | 2024.02.01 10:44 | modify | 12 | 0.10 | 97.255 | 96.254 | 95.455 | ||
| 54 | 2024.02.01 21:08 | s/l | 12 | 0.10 | 96.254 | 96.254 | 95.455 | 56.27 | 10466.76 |
| 55 | 2024.02.13 13:30 | buy | 13 | 0.10 | 97.310 | 0.000 | 0.000 | ||
| 56 | 2024.02.13 13:30 | modify | 13 | 0.10 | 97.310 | 95.510 | 99.110 | ||
| 57 | 2024.02.20 09:18 | modify | 13 | 0.10 | 97.310 | 97.510 | 99.110 | ||
| 58 | 2024.02.22 07:52 | modify | 13 | 0.10 | 97.310 | 98.310 | 99.110 | ||
| 59 | 2024.02.27 01:52 | s/l | 13 | 0.10 | 98.310 | 98.310 | 99.110 | 67.12 | 10533.87 |
| 60 | 2024.03.06 12:09 | sell | 14 | 0.10 | 97.768 | 0.000 | 0.000 | ||
| 61 | 2024.03.06 12:09 | modify | 14 | 0.10 | 97.768 | 99.568 | 95.968 | ||
| 62 | 2024.03.19 02:00 | close | 14 | 0.10 | 97.785 | 99.568 | 95.968 | -13.62 | 10520.25 |
| 63 | 2024.03.19 02:00 | buy | 15 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 64 | 2024.03.19 02:00 | modify | 15 | 0.10 | 97.785 | 95.985 | 99.585 | ||
| 65 | 2024.03.20 02:57 | modify | 15 | 0.10 | 97.785 | 97.985 | 99.585 | ||
| 66 | 2024.03.20 19:24 | modify | 15 | 0.10 | 97.785 | 98.785 | 99.585 | ||
| 67 | 2024.03.20 19:56 | modify | 15 | 0.10 | 97.785 | 98.936 | 99.585 | ||
| 68 | 2024.03.20 20:00 | t/p | 15 | 0.10 | 99.585 | 98.936 | 99.585 | 113.67 | 10633.92 |
| 69 | 2024.03.22 02:27 | buy | 16 | 0.10 | 99.128 | 0.000 | 0.000 | ||
| 70 | 2024.03.22 02:27 | modify | 16 | 0.10 | 99.128 | 97.328 | 100.928 | ||
| 71 | 2024.04.04 09:56 | modify | 16 | 0.10 | 99.128 | 99.328 | 100.928 | ||
| 72 | 2024.04.05 01:26 | s/l | 16 | 0.10 | 99.328 | 99.328 | 100.928 | 16.73 | 10650.64 |
| 73 | 2024.04.18 12:33 | buy | 17 | 0.10 | 99.426 | 0.000 | 0.000 | ||
| 74 | 2024.04.18 12:33 | modify | 17 | 0.10 | 99.426 | 97.626 | 101.226 | ||
| 75 | 2024.04.24 01:23 | modify | 17 | 0.10 | 99.426 | 99.626 | 101.226 | ||
| 76 | 2024.04.25 00:52 | modify | 17 | 0.10 | 99.426 | 100.426 | 101.226 | ||
| 77 | 2024.04.25 02:53 | modify | 17 | 0.10 | 99.426 | 100.577 | 101.226 | ||
| 78 | 2024.04.25 04:57 | t/p | 17 | 0.10 | 101.226 | 100.577 | 101.226 | 115.43 | 10766.07 |
| 79 | 2024.06.03 07:30 | buy | 18 | 0.10 | 104.380 | 0.000 | 0.000 | ||
| 80 | 2024.06.03 07:30 | modify | 18 | 0.10 | 104.380 | 102.580 | 106.180 | ||
| 81 | 2024.06.19 20:23 | modify | 18 | 0.10 | 104.380 | 104.580 | 106.180 | ||
| 82 | 2024.06.21 17:57 | modify | 18 | 0.10 | 104.380 | 105.380 | 106.180 | ||
| 83 | 2024.06.21 20:50 | modify | 18 | 0.10 | 104.380 | 105.533 | 106.180 | ||
| 84 | 2024.06.24 07:33 | t/p | 18 | 0.10 | 106.180 | 105.533 | 106.180 | 119.56 | 10885.64 |
| 85 | 2024.06.24 10:07 | buy | 19 | 0.10 | 105.734 | 0.000 | 0.000 | ||
| 86 | 2024.06.24 10:07 | modify | 19 | 0.10 | 105.734 | 103.934 | 107.534 | ||
| 87 | 2024.06.26 05:41 | modify | 19 | 0.10 | 105.734 | 105.934 | 107.534 | ||
| 88 | 2024.06.28 14:52 | modify | 19 | 0.10 | 105.734 | 106.734 | 107.534 | ||
| 89 | 2024.06.28 20:59 | close at stop | 19 | 0.10 | 107.224 | 106.734 | 107.534 | 95.61 | 10981.25 |