Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=3; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=140; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1903 | Ticks modelled | 42373570 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1432.41 | Gross profit | 2382.81 | Gross loss | -950.40 |
| Profit factor | 2.51 | Expected payoff | 34.94 | ||
| Absolute drawdown | 60.70 | Maximal drawdown | 323.95 (2.89%) | Relative drawdown | 2.89% (323.95) |
| Total trades | 41 | Short positions (won %) | 20 (40.00%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 23 (56.10%) | Loss trades (% of total) | 18 (43.90%) | ||
| Largest | profit trade | 157.89 | loss trade | -241.31 | |
| Average | profit trade | 103.60 | loss trade | -52.80 | |
| Maximum | consecutive wins (profit in money) | 7 (655.94) | consecutive losses (loss in money) | 6 (-97.91) | |
| Maximal | consecutive profit (count of wins) | 655.94 (7) | consecutive loss (count of losses) | -241.31 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.04 02:00 | buy | 1 | 0.10 | 157.756 | 0.000 | 0.000 | ||
| 2 | 2023.07.04 02:00 | modify | 1 | 0.10 | 157.756 | 0.000 | 160.156 | ||
| 3 | 2023.07.05 12:06 | close | 1 | 0.10 | 157.255 | 0.000 | 160.156 | -31.03 | 9968.97 |
| 4 | 2023.07.05 12:06 | sell | 2 | 0.10 | 157.255 | 0.000 | 0.000 | ||
| 5 | 2023.07.05 12:06 | modify | 2 | 0.10 | 157.255 | 0.000 | 154.855 | ||
| 6 | 2023.07.06 03:02 | modify | 2 | 0.10 | 157.255 | 157.205 | 154.855 | ||
| 7 | 2023.07.11 07:38 | t/p | 2 | 0.10 | 154.855 | 157.205 | 154.855 | 142.89 | 10111.85 |
| 8 | 2023.07.12 12:53 | sell | 3 | 0.10 | 154.037 | 0.000 | 0.000 | ||
| 9 | 2023.07.12 12:53 | modify | 3 | 0.10 | 154.037 | 0.000 | 151.637 | ||
| 10 | 2023.07.14 02:00 | close | 3 | 0.10 | 154.465 | 0.000 | 151.637 | -32.46 | 10079.40 |
| 11 | 2023.07.14 02:00 | buy | 4 | 0.10 | 154.465 | 0.000 | 0.000 | ||
| 12 | 2023.07.14 02:00 | modify | 4 | 0.10 | 154.465 | 0.000 | 156.865 | ||
| 13 | 2023.07.14 07:05 | modify | 4 | 0.10 | 154.465 | 154.515 | 156.865 | ||
| 14 | 2023.07.19 08:57 | t/p | 4 | 0.10 | 156.865 | 154.515 | 156.865 | 152.72 | 10232.12 |
| 15 | 2023.07.27 04:54 | sell | 5 | 0.10 | 155.445 | 0.000 | 0.000 | ||
| 16 | 2023.07.27 04:54 | modify | 5 | 0.10 | 155.445 | 0.000 | 153.045 | ||
| 17 | 2023.07.27 17:04 | modify | 5 | 0.10 | 155.445 | 155.395 | 153.045 | ||
| 18 | 2023.07.27 18:55 | t/p | 5 | 0.10 | 153.045 | 155.395 | 153.045 | 151.13 | 10383.25 |
| 19 | 2023.07.28 12:10 | sell | 6 | 0.10 | 153.416 | 0.000 | 0.000 | ||
| 20 | 2023.07.28 12:10 | modify | 6 | 0.10 | 153.416 | 0.000 | 151.016 | ||
| 21 | 2023.07.28 14:17 | modify | 6 | 0.10 | 153.416 | 0.000 | 152.616 | ||
| 22 | 2023.07.28 19:00 | modify | 6 | 0.10 | 153.416 | 0.000 | 153.116 | ||
| 23 | 2023.07.31 01:36 | modify | 6 | 0.10 | 153.416 | 0.000 | 153.616 | ||
| 24 | 2023.07.31 06:51 | modify | 6 | 0.10 | 153.416 | 0.000 | 154.116 | ||
| 25 | 2023.07.31 08:51 | modify | 6 | 0.10 | 153.416 | 0.000 | 154.616 | ||
| 26 | 2023.08.01 20:07 | modify | 6 | 0.10 | 153.416 | 0.000 | 155.116 | ||
| 27 | 2023.08.09 06:42 | close | 6 | 0.10 | 157.030 | 0.000 | 155.116 | -241.31 | 10141.93 |
| 28 | 2023.08.09 06:42 | buy | 7 | 0.10 | 157.030 | 0.000 | 0.000 | ||
| 29 | 2023.08.09 06:42 | modify | 7 | 0.10 | 157.030 | 0.000 | 159.430 | ||
| 30 | 2023.08.09 14:51 | modify | 7 | 0.10 | 157.030 | 157.080 | 159.430 | ||
| 31 | 2023.08.22 00:01 | t/p | 7 | 0.10 | 159.430 | 157.080 | 159.430 | 157.89 | 10299.83 |
| 32 | 2023.08.23 07:15 | sell | 8 | 0.10 | 158.319 | 0.000 | 0.000 | ||
| 33 | 2023.08.23 07:15 | modify | 8 | 0.10 | 158.319 | 0.000 | 155.919 | ||
| 34 | 2023.08.23 07:32 | modify | 8 | 0.10 | 158.319 | 158.269 | 155.919 | ||
| 35 | 2023.08.25 19:20 | s/l | 8 | 0.10 | 158.269 | 158.269 | 155.919 | -2.35 | 10297.48 |
| 36 | 2023.09.04 02:00 | sell | 9 | 0.10 | 157.569 | 0.000 | 0.000 | ||
| 37 | 2023.09.04 02:00 | modify | 9 | 0.10 | 157.569 | 0.000 | 155.169 | ||
| 38 | 2023.09.11 06:07 | modify | 9 | 0.10 | 157.569 | 157.519 | 155.169 | ||
| 39 | 2023.09.11 10:20 | s/l | 9 | 0.10 | 157.519 | 157.519 | 155.169 | -6.47 | 10291.01 |
| 40 | 2023.09.15 05:01 | sell | 10 | 0.10 | 157.172 | 0.000 | 0.000 | ||
| 41 | 2023.09.15 05:01 | modify | 10 | 0.10 | 157.172 | 0.000 | 154.772 | ||
| 42 | 2023.09.19 08:06 | close | 10 | 0.10 | 157.835 | 0.000 | 154.772 | -44.50 | 10246.51 |
| 43 | 2023.09.19 08:06 | buy | 11 | 0.10 | 157.835 | 0.000 | 0.000 | ||
| 44 | 2023.09.19 08:06 | modify | 11 | 0.10 | 157.835 | 0.000 | 160.235 | ||
| 45 | 2023.09.26 04:38 | close | 11 | 0.10 | 157.674 | 0.000 | 160.235 | -6.50 | 10240.01 |
| 46 | 2023.09.26 04:38 | sell | 12 | 0.10 | 157.674 | 0.000 | 0.000 | ||
| 47 | 2023.09.26 04:38 | modify | 12 | 0.10 | 157.674 | 0.000 | 155.274 | ||
| 48 | 2023.09.27 21:49 | modify | 12 | 0.10 | 157.674 | 157.624 | 155.274 | ||
| 49 | 2023.09.28 14:35 | s/l | 12 | 0.10 | 157.624 | 157.624 | 155.274 | -2.35 | 10237.66 |
| 50 | 2023.09.29 06:38 | buy | 13 | 0.10 | 157.721 | 0.000 | 0.000 | ||
| 51 | 2023.09.29 06:38 | modify | 13 | 0.10 | 157.721 | 0.000 | 160.121 | ||
| 52 | 2023.10.03 08:17 | close | 13 | 0.10 | 157.137 | 0.000 | 160.121 | -35.74 | 10201.92 |
| 53 | 2023.10.03 08:17 | sell | 14 | 0.10 | 157.137 | 0.000 | 0.000 | ||
| 54 | 2023.10.03 08:17 | modify | 14 | 0.10 | 157.137 | 0.000 | 154.737 | ||
| 55 | 2023.10.03 14:12 | modify | 14 | 0.10 | 157.137 | 157.087 | 154.737 | ||
| 56 | 2023.10.03 14:12 | t/p | 14 | 0.10 | 154.737 | 157.087 | 154.737 | 151.13 | 10353.05 |
| 57 | 2023.10.13 08:00 | sell | 15 | 0.10 | 157.945 | 0.000 | 0.000 | ||
| 58 | 2023.10.13 08:00 | modify | 15 | 0.10 | 157.945 | 0.000 | 155.545 | ||
| 59 | 2023.10.13 15:03 | modify | 15 | 0.10 | 157.945 | 157.895 | 155.545 | ||
| 60 | 2023.10.16 14:37 | s/l | 15 | 0.10 | 157.895 | 157.895 | 155.545 | 1.78 | 10354.82 |
| 61 | 2023.10.17 12:30 | buy | 16 | 0.10 | 157.885 | 0.000 | 0.000 | ||
| 62 | 2023.10.17 12:30 | modify | 16 | 0.10 | 157.885 | 0.000 | 160.285 | ||
| 63 | 2023.10.19 07:02 | close | 16 | 0.10 | 157.910 | 0.000 | 160.285 | 3.65 | 10358.47 |
| 64 | 2023.10.19 07:02 | sell | 17 | 0.10 | 157.910 | 0.000 | 0.000 | ||
| 65 | 2023.10.19 07:02 | modify | 17 | 0.10 | 157.910 | 0.000 | 155.510 | ||
| 66 | 2023.10.23 16:07 | modify | 17 | 0.10 | 157.910 | 0.000 | 157.110 | ||
| 67 | 2023.10.31 08:55 | modify | 17 | 0.10 | 157.910 | 0.000 | 157.610 | ||
| 68 | 2023.10.31 09:57 | modify | 17 | 0.10 | 157.910 | 0.000 | 158.110 | ||
| 69 | 2023.11.07 06:08 | modify | 17 | 0.10 | 157.910 | 0.000 | 158.610 | ||
| 70 | 2023.11.07 08:51 | close | 17 | 0.10 | 160.867 | 0.000 | 158.610 | -209.55 | 10148.92 |
| 71 | 2023.11.07 08:51 | buy | 18 | 0.10 | 160.867 | 0.000 | 0.000 | ||
| 72 | 2023.11.07 08:51 | modify | 18 | 0.10 | 160.867 | 0.000 | 163.267 | ||
| 73 | 2023.11.08 18:46 | modify | 18 | 0.10 | 160.867 | 160.917 | 163.267 | ||
| 74 | 2023.11.14 14:27 | t/p | 18 | 0.10 | 163.267 | 160.917 | 163.267 | 154.78 | 10303.70 |
| 75 | 2023.11.23 02:00 | buy | 19 | 0.10 | 162.557 | 0.000 | 0.000 | ||
| 76 | 2023.11.23 02:00 | modify | 19 | 0.10 | 162.557 | 0.000 | 164.957 | ||
| 77 | 2023.11.24 13:51 | modify | 19 | 0.10 | 162.557 | 162.607 | 164.957 | ||
| 78 | 2023.11.27 14:41 | s/l | 19 | 0.10 | 162.607 | 162.607 | 164.957 | 4.19 | 10307.88 |
| 79 | 2023.11.29 08:07 | sell | 20 | 0.10 | 162.038 | 0.000 | 0.000 | ||
| 80 | 2023.11.29 08:07 | modify | 20 | 0.10 | 162.038 | 0.000 | 159.638 | ||
| 81 | 2023.11.29 23:03 | modify | 20 | 0.10 | 162.038 | 161.988 | 159.638 | ||
| 82 | 2023.12.03 22:04 | t/p | 20 | 0.10 | 159.638 | 161.988 | 159.638 | 145.62 | 10453.51 |
| 83 | 2023.12.04 08:03 | sell | 21 | 0.10 | 159.730 | 0.000 | 0.000 | ||
| 84 | 2023.12.04 08:03 | modify | 21 | 0.10 | 159.730 | 0.000 | 157.330 | ||
| 85 | 2023.12.04 15:02 | modify | 21 | 0.10 | 159.730 | 159.680 | 157.330 | ||
| 86 | 2023.12.04 23:57 | s/l | 21 | 0.10 | 159.680 | 159.680 | 157.330 | 3.15 | 10456.66 |
| 87 | 2023.12.19 06:36 | buy | 22 | 0.10 | 156.156 | 0.000 | 0.000 | ||
| 88 | 2023.12.19 06:36 | modify | 22 | 0.10 | 156.156 | 0.000 | 158.556 | ||
| 89 | 2023.12.19 06:58 | modify | 22 | 0.10 | 156.156 | 156.206 | 158.556 | ||
| 90 | 2023.12.19 10:48 | t/p | 22 | 0.10 | 158.556 | 156.206 | 158.556 | 151.13 | 10607.79 |
| 91 | 2023.12.22 02:00 | sell | 23 | 0.10 | 156.506 | 0.000 | 0.000 | ||
| 92 | 2023.12.22 02:00 | modify | 23 | 0.10 | 156.506 | 0.000 | 154.106 | ||
| 93 | 2023.12.27 14:50 | modify | 23 | 0.10 | 156.506 | 0.000 | 155.706 | ||
| 94 | 2023.12.29 15:58 | t/p | 23 | 0.10 | 155.706 | 0.000 | 155.706 | 40.75 | 10648.54 |
| 95 | 2024.01.05 08:04 | buy | 24 | 0.10 | 158.300 | 0.000 | 0.000 | ||
| 96 | 2024.01.05 08:04 | modify | 24 | 0.10 | 158.300 | 0.000 | 160.700 | ||
| 97 | 2024.01.10 14:59 | modify | 24 | 0.10 | 158.300 | 158.350 | 160.700 | ||
| 98 | 2024.01.17 07:18 | t/p | 24 | 0.10 | 160.700 | 158.350 | 160.700 | 156.32 | 10804.86 |
| 99 | 2024.01.18 07:16 | buy | 25 | 0.10 | 161.090 | 0.000 | 0.000 | ||
| 100 | 2024.01.18 07:16 | modify | 25 | 0.10 | 161.090 | 0.000 | 163.490 | ||
| 101 | 2024.01.29 15:54 | modify | 25 | 0.10 | 161.090 | 0.000 | 161.890 | ||
| 102 | 2024.01.30 08:11 | close | 25 | 0.10 | 159.649 | 0.000 | 161.890 | -85.55 | 10719.31 |
| 103 | 2024.01.30 08:11 | sell | 26 | 0.10 | 159.649 | 0.000 | 0.000 | ||
| 104 | 2024.01.30 08:11 | modify | 26 | 0.10 | 159.649 | 0.000 | 157.249 | ||
| 105 | 2024.01.31 15:56 | modify | 26 | 0.10 | 159.649 | 159.599 | 157.249 | ||
| 106 | 2024.02.02 07:59 | s/l | 26 | 0.10 | 159.599 | 159.599 | 157.249 | -3.73 | 10715.58 |
| 107 | 2024.02.09 09:25 | buy | 27 | 0.10 | 160.884 | 0.000 | 0.000 | ||
| 108 | 2024.02.09 09:25 | modify | 27 | 0.10 | 160.884 | 0.000 | 163.284 | ||
| 109 | 2024.02.16 02:50 | modify | 27 | 0.10 | 160.884 | 160.934 | 163.284 | ||
| 110 | 2024.02.22 08:15 | t/p | 27 | 0.10 | 163.284 | 160.934 | 163.284 | 157.88 | 10873.47 |
| 111 | 2024.03.01 02:00 | sell | 28 | 0.10 | 162.702 | 0.000 | 0.000 | ||
| 112 | 2024.03.01 02:00 | modify | 28 | 0.10 | 162.702 | 0.000 | 160.302 | ||
| 113 | 2024.03.07 04:20 | modify | 28 | 0.10 | 162.702 | 162.652 | 160.302 | ||
| 114 | 2024.03.11 09:48 | t/p | 28 | 0.10 | 160.302 | 162.652 | 160.302 | 140.13 | 11013.59 |
| 115 | 2024.03.12 02:00 | sell | 29 | 0.10 | 160.653 | 0.000 | 0.000 | ||
| 116 | 2024.03.12 02:00 | modify | 29 | 0.10 | 160.653 | 0.000 | 158.253 | ||
| 117 | 2024.03.12 12:40 | close | 29 | 0.10 | 160.997 | 0.000 | 158.253 | -21.66 | 10991.93 |
| 118 | 2024.03.12 12:40 | buy | 30 | 0.10 | 160.997 | 0.000 | 0.000 | ||
| 119 | 2024.03.12 12:40 | modify | 30 | 0.10 | 160.997 | 0.000 | 163.397 | ||
| 120 | 2024.03.13 11:14 | modify | 30 | 0.10 | 160.997 | 161.047 | 163.397 | ||
| 121 | 2024.03.19 05:24 | t/p | 30 | 0.10 | 163.397 | 161.047 | 163.397 | 154.77 | 11146.70 |
| 122 | 2024.03.21 02:00 | buy | 31 | 0.10 | 164.606 | 0.000 | 0.000 | ||
| 123 | 2024.03.21 02:00 | modify | 31 | 0.10 | 164.606 | 0.000 | 167.006 | ||
| 124 | 2024.03.25 04:52 | close | 31 | 0.10 | 163.654 | 0.000 | 167.006 | -58.91 | 11087.79 |
| 125 | 2024.03.25 04:52 | sell | 32 | 0.10 | 163.654 | 0.000 | 0.000 | ||
| 126 | 2024.03.25 04:52 | modify | 32 | 0.10 | 163.654 | 0.000 | 161.254 | ||
| 127 | 2024.04.01 16:03 | modify | 32 | 0.10 | 163.654 | 163.604 | 161.254 | ||
| 128 | 2024.04.03 11:11 | s/l | 32 | 0.10 | 163.604 | 163.604 | 161.254 | -9.22 | 11078.57 |
| 129 | 2024.04.05 08:08 | sell | 33 | 0.10 | 164.045 | 0.000 | 0.000 | ||
| 130 | 2024.04.05 08:08 | modify | 33 | 0.10 | 164.045 | 0.000 | 161.645 | ||
| 131 | 2024.04.09 08:04 | close | 33 | 0.10 | 164.822 | 0.000 | 161.645 | -51.68 | 11026.89 |
| 132 | 2024.04.09 08:04 | buy | 34 | 0.10 | 164.822 | 0.000 | 0.000 | ||
| 133 | 2024.04.09 08:04 | modify | 34 | 0.10 | 164.822 | 0.000 | 167.222 | ||
| 134 | 2024.04.12 10:49 | modify | 34 | 0.10 | 164.822 | 0.000 | 165.622 | ||
| 135 | 2024.04.12 12:42 | modify | 34 | 0.10 | 164.822 | 0.000 | 165.122 | ||
| 136 | 2024.04.23 07:26 | t/p | 34 | 0.10 | 165.122 | 0.000 | 165.122 | 26.16 | 11053.05 |
| 137 | 2024.04.24 07:12 | buy | 35 | 0.10 | 165.601 | 0.000 | 0.000 | ||
| 138 | 2024.04.24 07:12 | modify | 35 | 0.10 | 165.601 | 0.000 | 168.001 | ||
| 139 | 2024.04.25 01:30 | modify | 35 | 0.10 | 165.601 | 165.651 | 168.001 | ||
| 140 | 2024.04.26 07:04 | t/p | 35 | 0.10 | 168.001 | 165.651 | 168.001 | 153.21 | 11206.26 |
| 141 | 2024.05.07 07:26 | buy | 36 | 0.10 | 166.013 | 0.000 | 0.000 | ||
| 142 | 2024.05.07 07:26 | modify | 36 | 0.10 | 166.013 | 0.000 | 168.413 | ||
| 143 | 2024.05.08 06:17 | modify | 36 | 0.10 | 166.013 | 166.063 | 168.413 | ||
| 144 | 2024.05.13 14:27 | t/p | 36 | 0.10 | 168.413 | 166.063 | 168.413 | 154.26 | 11360.51 |
| 145 | 2024.05.14 08:15 | buy | 37 | 0.10 | 168.625 | 0.000 | 0.000 | ||
| 146 | 2024.05.14 08:15 | modify | 37 | 0.10 | 168.625 | 0.000 | 171.025 | ||
| 147 | 2024.05.16 08:17 | close | 37 | 0.10 | 168.107 | 0.000 | 171.025 | -30.54 | 11329.97 |
| 148 | 2024.05.16 08:17 | sell | 38 | 0.10 | 168.107 | 0.000 | 0.000 | ||
| 149 | 2024.05.16 08:17 | modify | 38 | 0.10 | 168.107 | 0.000 | 165.707 | ||
| 150 | 2024.05.20 07:13 | close | 38 | 0.10 | 169.284 | 0.000 | 165.707 | -76.86 | 11253.11 |
| 151 | 2024.05.20 07:13 | buy | 39 | 0.10 | 169.284 | 0.000 | 0.000 | ||
| 152 | 2024.05.20 07:13 | modify | 39 | 0.10 | 169.284 | 0.000 | 171.684 | ||
| 153 | 2024.05.23 12:55 | modify | 39 | 0.10 | 169.284 | 169.334 | 171.684 | ||
| 154 | 2024.05.30 05:53 | s/l | 39 | 0.10 | 169.334 | 169.334 | 171.684 | 9.38 | 11262.49 |
| 155 | 2024.06.20 12:00 | buy | 40 | 0.10 | 169.771 | 0.000 | 0.000 | ||
| 156 | 2024.06.20 12:00 | modify | 40 | 0.10 | 169.771 | 0.000 | 172.171 | ||
| 157 | 2024.06.21 17:16 | modify | 40 | 0.10 | 169.771 | 169.821 | 172.171 | ||
| 158 | 2024.06.28 00:53 | t/p | 40 | 0.10 | 172.171 | 169.821 | 172.171 | 155.30 | 11417.80 |
| 159 | 2024.06.28 08:20 | buy | 41 | 0.10 | 172.076 | 0.000 | 0.000 | ||
| 160 | 2024.06.28 08:20 | modify | 41 | 0.10 | 172.076 | 0.000 | 174.476 | ||
| 161 | 2024.06.28 20:59 | close at stop | 41 | 0.10 | 172.308 | 0.000 | 174.476 | 14.61 | 11432.41 |