Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=4; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=120; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=40; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2604 | Ticks modelled | 77920 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1742.37 | Gross profit | 2037.64 | Gross loss | -295.27 |
| Profit factor | 6.90 | Expected payoff | 91.70 | ||
| Absolute drawdown | 200.53 | Maximal drawdown | 251.93 (2.51%) | Relative drawdown | 2.51% (251.93) |
| Total trades | 19 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 236.02 | loss trade | -178.83 | |
| Average | profit trade | 135.84 | loss trade | -73.82 | |
| Maximum | consecutive wins (profit in money) | 8 (1207.13) | consecutive losses (loss in money) | 1 (-178.83) | |
| Maximal | consecutive profit (count of wins) | 1207.13 (8) | consecutive loss (count of losses) | -178.83 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.05 12:20 | sell | 1 | 0.10 | 1.08876 | 0.00000 | 0.00000 | ||
| 2 | 2023.07.05 12:20 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.06476 | ||
| 3 | 2023.07.07 12:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.06926 | ||
| 4 | 2023.07.07 14:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07026 | ||
| 5 | 2023.07.07 14:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07126 | ||
| 6 | 2023.07.07 15:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07176 | ||
| 7 | 2023.07.07 15:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07226 | ||
| 8 | 2023.07.07 16:10 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07276 | ||
| 9 | 2023.07.07 16:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07326 | ||
| 10 | 2023.07.10 14:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07376 | ||
| 11 | 2023.07.10 14:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07426 | ||
| 12 | 2023.07.10 15:20 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07476 | ||
| 13 | 2023.07.10 15:33 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07526 | ||
| 14 | 2023.07.10 17:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07576 | ||
| 15 | 2023.07.10 19:05 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07626 | ||
| 16 | 2023.07.10 23:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07676 | ||
| 17 | 2023.07.11 01:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07726 | ||
| 18 | 2023.07.11 02:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07776 | ||
| 19 | 2023.07.11 02:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07826 | ||
| 20 | 2023.07.11 06:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07876 | ||
| 21 | 2023.07.12 01:40 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07926 | ||
| 22 | 2023.07.12 04:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.07976 | ||
| 23 | 2023.07.12 12:20 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.08026 | ||
| 24 | 2023.07.12 12:30 | modify | 1 | 0.10 | 1.08876 | 1.10676 | 1.08176 | ||
| 25 | 2023.07.12 12:40 | s/l | 1 | 0.10 | 1.10676 | 1.10676 | 1.08176 | -178.83 | 9821.17 |
| 26 | 2023.07.17 05:15 | buy | 2 | 0.10 | 1.12250 | 0.00000 | 0.00000 | ||
| 27 | 2023.07.17 05:15 | modify | 2 | 0.10 | 1.12250 | 1.10450 | 1.14650 | ||
| 28 | 2023.07.19 05:40 | close | 2 | 0.10 | 1.12356 | 1.10450 | 1.14650 | 9.27 | 9830.44 |
| 29 | 2023.07.19 05:40 | sell | 3 | 0.10 | 1.12356 | 0.00000 | 0.00000 | ||
| 30 | 2023.07.19 05:40 | modify | 3 | 0.10 | 1.12356 | 1.14156 | 1.09956 | ||
| 31 | 2023.07.25 13:40 | modify | 3 | 0.10 | 1.12356 | 1.10756 | 1.09956 | ||
| 32 | 2023.07.26 07:40 | s/l | 3 | 0.10 | 1.10756 | 1.10756 | 1.09956 | 161.17 | 9991.60 |
| 33 | 2023.07.26 07:40 | sell | 4 | 0.10 | 1.10748 | 0.00000 | 0.00000 | ||
| 34 | 2023.07.26 07:40 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08348 | ||
| 35 | 2023.07.27 02:20 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08748 | ||
| 36 | 2023.07.27 02:33 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08798 | ||
| 37 | 2023.07.27 07:30 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08848 | ||
| 38 | 2023.07.27 07:40 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08948 | ||
| 39 | 2023.07.27 08:40 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.08998 | ||
| 40 | 2023.07.27 09:40 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.09048 | ||
| 41 | 2023.07.27 10:05 | modify | 4 | 0.10 | 1.10748 | 1.12548 | 1.09098 | ||
| 42 | 2023.08.14 12:40 | t/p | 4 | 0.10 | 1.09098 | 1.12548 | 1.09098 | 168.16 | 10159.77 |
| 43 | 2023.08.15 06:40 | sell | 5 | 0.10 | 1.09263 | 0.00000 | 0.00000 | ||
| 44 | 2023.08.15 06:40 | modify | 5 | 0.10 | 1.09263 | 1.11063 | 1.06863 | ||
| 45 | 2023.08.22 09:30 | close | 5 | 0.10 | 1.09064 | 1.11063 | 1.06863 | 21.07 | 10180.83 |
| 46 | 2023.08.22 09:30 | buy | 6 | 0.10 | 1.09064 | 0.00000 | 0.00000 | ||
| 47 | 2023.08.22 09:30 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.11464 | ||
| 48 | 2023.08.22 12:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.11064 | ||
| 49 | 2023.08.22 13:20 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.11014 | ||
| 50 | 2023.08.22 13:30 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10964 | ||
| 51 | 2023.08.22 13:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10814 | ||
| 52 | 2023.08.22 14:05 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10764 | ||
| 53 | 2023.08.23 07:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10564 | ||
| 54 | 2023.08.23 09:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10514 | ||
| 55 | 2023.08.23 10:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10464 | ||
| 56 | 2023.08.24 23:20 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10414 | ||
| 57 | 2023.08.24 23:33 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10364 | ||
| 58 | 2023.08.25 01:30 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10314 | ||
| 59 | 2023.08.25 02:30 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10264 | ||
| 60 | 2023.08.25 03:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10214 | ||
| 61 | 2023.08.25 07:40 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10114 | ||
| 62 | 2023.08.25 08:15 | modify | 6 | 0.10 | 1.09064 | 1.07264 | 1.10064 | ||
| 63 | 2023.09.01 07:40 | close | 6 | 0.10 | 1.08595 | 1.07264 | 1.10064 | -54.87 | 10125.97 |
| 64 | 2023.09.01 07:40 | sell | 7 | 0.10 | 1.08595 | 0.00000 | 0.00000 | ||
| 65 | 2023.09.01 07:40 | modify | 7 | 0.10 | 1.08595 | 1.10395 | 1.06195 | ||
| 66 | 2023.09.14 12:40 | modify | 7 | 0.10 | 1.08595 | 1.06995 | 1.06195 | ||
| 67 | 2023.09.14 13:15 | s/l | 7 | 0.10 | 1.06995 | 1.06995 | 1.06195 | 162.17 | 10288.13 |
| 68 | 2023.09.26 09:40 | sell | 8 | 0.10 | 1.06030 | 0.00000 | 0.00000 | ||
| 69 | 2023.09.26 09:40 | modify | 8 | 0.10 | 1.06030 | 1.07830 | 1.03630 | ||
| 70 | 2023.10.17 12:30 | close | 8 | 0.10 | 1.05557 | 1.07830 | 1.03630 | 50.80 | 10338.93 |
| 71 | 2023.10.17 12:30 | buy | 9 | 0.10 | 1.05557 | 0.00000 | 0.00000 | ||
| 72 | 2023.10.17 12:30 | modify | 9 | 0.10 | 1.05557 | 1.03757 | 1.07957 | ||
| 73 | 2023.11.06 08:40 | modify | 9 | 0.10 | 1.05557 | 1.07157 | 1.07957 | ||
| 74 | 2023.11.06 22:05 | s/l | 9 | 0.10 | 1.07157 | 1.07157 | 1.07957 | 146.72 | 10485.65 |
| 75 | 2023.11.14 08:40 | buy | 10 | 0.10 | 1.06992 | 0.00000 | 0.00000 | ||
| 76 | 2023.11.14 08:40 | modify | 10 | 0.10 | 1.06992 | 1.05192 | 1.09392 | ||
| 77 | 2023.11.17 18:30 | modify | 10 | 0.10 | 1.06992 | 1.08592 | 1.09392 | ||
| 78 | 2023.11.20 09:40 | t/p | 10 | 0.10 | 1.09392 | 1.08592 | 1.09392 | 236.02 | 10721.66 |
| 79 | 2023.12.15 08:30 | buy | 11 | 0.10 | 1.09683 | 0.00000 | 0.00000 | ||
| 80 | 2023.12.15 08:30 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.12083 | ||
| 81 | 2023.12.15 13:30 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.11633 | ||
| 82 | 2023.12.15 13:40 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.11483 | ||
| 83 | 2023.12.15 16:40 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.11433 | ||
| 84 | 2023.12.15 18:30 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.11383 | ||
| 85 | 2023.12.15 18:40 | modify | 11 | 0.10 | 1.09683 | 1.07883 | 1.11333 | ||
| 86 | 2023.12.28 09:40 | t/p | 11 | 0.10 | 1.11333 | 1.07883 | 1.11333 | 156.37 | 10878.03 |
| 87 | 2024.01.04 06:40 | sell | 12 | 0.10 | 1.09346 | 0.00000 | 0.00000 | ||
| 88 | 2024.01.04 06:40 | modify | 12 | 0.10 | 1.09346 | 1.11146 | 1.06946 | ||
| 89 | 2024.01.04 10:15 | modify | 12 | 0.10 | 1.09346 | 1.11146 | 1.07346 | ||
| 90 | 2024.01.05 15:30 | modify | 12 | 0.10 | 1.09346 | 1.11146 | 1.07446 | ||
| 91 | 2024.01.05 15:40 | modify | 12 | 0.10 | 1.09346 | 1.11146 | 1.07596 | ||
| 92 | 2024.02.05 09:40 | t/p | 12 | 0.10 | 1.07596 | 1.11146 | 1.07596 | 180.00 | 11058.03 |
| 93 | 2024.02.12 08:20 | buy | 13 | 0.10 | 1.07877 | 0.00000 | 0.00000 | ||
| 94 | 2024.02.12 08:20 | modify | 13 | 0.10 | 1.07877 | 1.06077 | 1.10277 | ||
| 95 | 2024.02.13 13:30 | modify | 13 | 0.10 | 1.07877 | 1.06077 | 1.09827 | ||
| 96 | 2024.02.13 13:40 | modify | 13 | 0.10 | 1.07877 | 1.06077 | 1.09477 | ||
| 97 | 2024.02.13 14:15 | modify | 13 | 0.10 | 1.07877 | 1.06077 | 1.09427 | ||
| 98 | 2024.02.14 08:40 | modify | 13 | 0.10 | 1.07877 | 1.06077 | 1.09377 | ||
| 99 | 2024.03.07 16:40 | t/p | 13 | 0.10 | 1.09377 | 1.06077 | 1.09377 | 132.74 | 11190.76 |
| 100 | 2024.03.29 10:40 | sell | 14 | 0.10 | 1.07879 | 0.00000 | 0.00000 | ||
| 101 | 2024.03.29 10:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.05479 | ||
| 102 | 2024.04.03 15:30 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.05879 | ||
| 103 | 2024.04.03 15:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.05929 | ||
| 104 | 2024.04.03 16:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.05979 | ||
| 105 | 2024.04.03 23:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06029 | ||
| 106 | 2024.04.04 05:05 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06079 | ||
| 107 | 2024.04.04 07:30 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06129 | ||
| 108 | 2024.04.04 07:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06179 | ||
| 109 | 2024.04.04 08:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06229 | ||
| 110 | 2024.04.04 09:15 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06279 | ||
| 111 | 2024.04.04 12:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06329 | ||
| 112 | 2024.04.04 13:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06379 | ||
| 113 | 2024.04.09 12:40 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06429 | ||
| 114 | 2024.04.09 13:15 | modify | 14 | 0.10 | 1.07879 | 1.09679 | 1.06479 | ||
| 115 | 2024.04.12 10:40 | t/p | 14 | 0.10 | 1.06479 | 1.09679 | 1.06479 | 142.33 | 11333.10 |
| 116 | 2024.04.16 09:33 | sell | 15 | 0.10 | 1.06349 | 0.00000 | 0.00000 | ||
| 117 | 2024.04.16 09:33 | modify | 15 | 0.10 | 1.06349 | 1.08149 | 1.03949 | ||
| 118 | 2024.04.17 18:20 | modify | 15 | 0.10 | 1.06349 | 1.08149 | 1.04349 | ||
| 119 | 2024.04.17 18:40 | modify | 15 | 0.10 | 1.06349 | 1.08149 | 1.04399 | ||
| 120 | 2024.04.18 05:40 | modify | 15 | 0.10 | 1.06349 | 1.08149 | 1.04449 | ||
| 121 | 2024.04.18 06:30 | modify | 15 | 0.10 | 1.06349 | 1.08149 | 1.04499 | ||
| 122 | 2024.04.18 12:40 | close | 15 | 0.10 | 1.06628 | 1.08149 | 1.04499 | -27.23 | 11305.86 |
| 123 | 2024.04.18 12:40 | buy | 16 | 0.10 | 1.06628 | 0.00000 | 0.00000 | ||
| 124 | 2024.04.18 12:40 | modify | 16 | 0.10 | 1.06628 | 1.04828 | 1.09028 | ||
| 125 | 2024.04.19 01:40 | modify | 16 | 0.10 | 1.06628 | 1.04828 | 1.08578 | ||
| 126 | 2024.04.19 02:40 | modify | 16 | 0.10 | 1.06628 | 1.04828 | 1.08528 | ||
| 127 | 2024.05.15 12:30 | t/p | 16 | 0.10 | 1.08528 | 1.04828 | 1.08528 | 173.40 | 11479.26 |
| 128 | 2024.05.23 08:20 | sell | 17 | 0.10 | 1.08357 | 0.00000 | 0.00000 | ||
| 129 | 2024.05.23 08:20 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.05957 | ||
| 130 | 2024.05.28 01:40 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06357 | ||
| 131 | 2024.05.28 03:40 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06407 | ||
| 132 | 2024.05.28 11:20 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06457 | ||
| 133 | 2024.05.28 11:40 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06507 | ||
| 134 | 2024.06.03 18:30 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06557 | ||
| 135 | 2024.06.03 19:26 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06607 | ||
| 136 | 2024.06.03 20:30 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06657 | ||
| 137 | 2024.06.03 22:40 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06707 | ||
| 138 | 2024.06.04 00:20 | modify | 17 | 0.10 | 1.08357 | 1.10157 | 1.06757 | ||
| 139 | 2024.06.14 09:40 | t/p | 17 | 0.10 | 1.06757 | 1.10157 | 1.06757 | 163.66 | 11642.93 |
| 140 | 2024.06.24 04:30 | sell | 18 | 0.10 | 1.06937 | 0.00000 | 0.00000 | ||
| 141 | 2024.06.24 04:30 | modify | 18 | 0.10 | 1.06937 | 1.08737 | 1.04537 | ||
| 142 | 2024.06.24 10:40 | modify | 18 | 0.10 | 1.06937 | 1.08737 | 1.04937 | ||
| 143 | 2024.06.24 11:40 | modify | 18 | 0.10 | 1.06937 | 1.08737 | 1.04987 | ||
| 144 | 2024.06.24 13:20 | modify | 18 | 0.10 | 1.06937 | 1.08737 | 1.05037 | ||
| 145 | 2024.06.24 14:15 | modify | 18 | 0.10 | 1.06937 | 1.08737 | 1.05087 | ||
| 146 | 2024.06.25 07:30 | close | 18 | 0.10 | 1.07282 | 1.08737 | 1.05087 | -34.33 | 11608.59 |
| 147 | 2024.06.25 07:30 | buy | 19 | 0.10 | 1.07282 | 0.00000 | 0.00000 | ||
| 148 | 2024.06.25 07:30 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09682 | ||
| 149 | 2024.06.26 07:40 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09282 | ||
| 150 | 2024.06.26 10:33 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09232 | ||
| 151 | 2024.06.26 12:53 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09182 | ||
| 152 | 2024.06.26 13:30 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09132 | ||
| 153 | 2024.06.26 13:40 | modify | 19 | 0.10 | 1.07282 | 1.05482 | 1.09082 | ||
| 154 | 2024.06.28 23:59 | close at stop | 19 | 0.10 | 1.08653 | 1.05482 | 1.09082 | 133.78 | 11742.37 |