Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=9; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=220; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=160; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=25; DTHelp="------------------------------------"; DynamicTarget_Start=20; DynamicTarget_Step=30; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2608 | Ticks modelled | 79518 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1373.10 | Gross profit | 1512.56 | Gross loss | -139.46 |
| Profit factor | 10.85 | Expected payoff | 59.70 | ||
| Absolute drawdown | 111.12 | Maximal drawdown | 160.51 (1.48%) | Relative drawdown | 1.48% (160.51) |
| Total trades | 23 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 160.20 | loss trade | -61.79 | |
| Average | profit trade | 84.03 | loss trade | -27.89 | |
| Maximum | consecutive wins (profit in money) | 6 (272.45) | consecutive losses (loss in money) | 2 (-62.65) | |
| Maximal | consecutive profit (count of wins) | 549.21 (5) | consecutive loss (count of losses) | -62.65 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 00:40 | sell | 1 | 0.10 | 1.67325 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.05 00:40 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.64925 | ||
| 3 | 2023.09.05 01:30 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.65125 | ||
| 4 | 2023.09.05 02:30 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.65425 | ||
| 5 | 2023.09.05 04:40 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.65725 | ||
| 6 | 2023.09.05 05:53 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.66025 | ||
| 7 | 2023.09.05 06:30 | modify | 1 | 0.10 | 1.67325 | 1.69525 | 1.66325 | ||
| 8 | 2023.09.14 12:30 | t/p | 1 | 0.10 | 1.66325 | 1.69525 | 1.66325 | 66.09 | 10066.09 |
| 9 | 2023.10.09 00:53 | buy | 2 | 0.10 | 1.65744 | 0.00000 | 0.00000 | ||
| 10 | 2023.10.09 00:53 | modify | 2 | 0.10 | 1.65744 | 1.63544 | 1.68144 | ||
| 11 | 2023.10.09 08:05 | modify | 2 | 0.10 | 1.65744 | 1.63544 | 1.67944 | ||
| 12 | 2023.10.09 14:40 | modify | 2 | 0.10 | 1.65744 | 1.63544 | 1.67644 | ||
| 13 | 2023.10.09 18:20 | modify | 2 | 0.10 | 1.65744 | 1.63544 | 1.67344 | ||
| 14 | 2023.10.10 00:05 | modify | 2 | 0.10 | 1.65744 | 1.63544 | 1.67044 | ||
| 15 | 2023.10.12 17:20 | modify | 2 | 0.10 | 1.65744 | 1.65844 | 1.67044 | ||
| 16 | 2023.10.13 16:15 | t/p | 2 | 0.10 | 1.67044 | 1.65844 | 1.67044 | 84.40 | 10150.49 |
| 17 | 2023.10.16 02:40 | buy | 3 | 0.10 | 1.66384 | 0.00000 | 0.00000 | ||
| 18 | 2023.10.16 02:40 | modify | 3 | 0.10 | 1.66384 | 1.64184 | 1.68784 | ||
| 19 | 2023.10.17 00:40 | modify | 3 | 0.10 | 1.66384 | 1.64184 | 1.68584 | ||
| 20 | 2023.10.17 03:30 | modify | 3 | 0.10 | 1.66384 | 1.64184 | 1.68284 | ||
| 21 | 2023.10.18 07:05 | modify | 3 | 0.10 | 1.66384 | 1.64184 | 1.67984 | ||
| 22 | 2023.10.19 12:40 | modify | 3 | 0.10 | 1.66384 | 1.66484 | 1.67984 | ||
| 23 | 2023.10.23 07:40 | t/p | 3 | 0.10 | 1.67984 | 1.66484 | 1.67984 | 104.06 | 10254.55 |
| 24 | 2023.10.24 06:20 | buy | 4 | 0.10 | 1.67758 | 0.00000 | 0.00000 | ||
| 25 | 2023.10.24 06:20 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.70158 | ||
| 26 | 2023.10.24 06:33 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.69958 | ||
| 27 | 2023.10.24 08:33 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.69658 | ||
| 28 | 2023.10.24 12:30 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.69358 | ||
| 29 | 2023.10.24 14:40 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.69058 | ||
| 30 | 2023.10.25 00:20 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.68758 | ||
| 31 | 2023.10.25 00:30 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.68458 | ||
| 32 | 2023.10.25 00:40 | modify | 4 | 0.10 | 1.67758 | 1.65558 | 1.68158 | ||
| 33 | 2023.10.26 00:40 | t/p | 4 | 0.10 | 1.68158 | 1.65558 | 1.68158 | 24.89 | 10279.45 |
| 34 | 2023.10.30 16:05 | sell | 5 | 0.10 | 1.66661 | 0.00000 | 0.00000 | ||
| 35 | 2023.10.30 16:05 | modify | 5 | 0.10 | 1.66661 | 1.68861 | 1.64261 | ||
| 36 | 2023.10.31 02:40 | modify | 5 | 0.10 | 1.66661 | 1.68861 | 1.64461 | ||
| 37 | 2023.10.31 08:40 | modify | 5 | 0.10 | 1.66661 | 1.68861 | 1.64761 | ||
| 38 | 2023.10.31 09:40 | modify | 5 | 0.10 | 1.66661 | 1.68861 | 1.65061 | ||
| 39 | 2023.11.01 13:40 | modify | 5 | 0.10 | 1.66661 | 1.66561 | 1.65061 | ||
| 40 | 2023.11.01 19:15 | t/p | 5 | 0.10 | 1.65061 | 1.66561 | 1.65061 | 107.36 | 10386.81 |
| 41 | 2023.11.13 12:30 | buy | 6 | 0.10 | 1.67525 | 0.00000 | 0.00000 | ||
| 42 | 2023.11.13 12:30 | modify | 6 | 0.10 | 1.67525 | 1.65325 | 1.69925 | ||
| 43 | 2023.11.14 14:30 | modify | 6 | 0.10 | 1.67525 | 1.65325 | 1.69725 | ||
| 44 | 2023.11.14 22:15 | modify | 6 | 0.10 | 1.67525 | 1.65325 | 1.69425 | ||
| 45 | 2023.11.15 09:40 | modify | 6 | 0.10 | 1.67525 | 1.65325 | 1.69125 | ||
| 46 | 2023.11.15 11:40 | modify | 6 | 0.10 | 1.67525 | 1.65325 | 1.68825 | ||
| 47 | 2023.11.22 06:20 | close | 6 | 0.10 | 1.66806 | 1.65325 | 1.68825 | -52.80 | 10334.01 |
| 48 | 2023.11.22 06:20 | sell | 7 | 0.10 | 1.66806 | 0.00000 | 0.00000 | ||
| 49 | 2023.11.22 06:20 | modify | 7 | 0.10 | 1.66806 | 1.69006 | 1.64406 | ||
| 50 | 2023.11.27 11:05 | modify | 7 | 0.10 | 1.66806 | 1.66706 | 1.64406 | ||
| 51 | 2023.11.30 15:33 | modify | 7 | 0.10 | 1.66806 | 1.66089 | 1.64406 | ||
| 52 | 2023.12.01 09:30 | t/p | 7 | 0.10 | 1.64406 | 1.66089 | 1.64406 | 160.20 | 10494.21 |
| 53 | 2024.01.08 20:40 | buy | 8 | 0.10 | 1.63045 | 0.00000 | 0.00000 | ||
| 54 | 2024.01.08 20:40 | modify | 8 | 0.10 | 1.63045 | 1.60845 | 1.65445 | ||
| 55 | 2024.01.08 22:05 | modify | 8 | 0.10 | 1.63045 | 1.60845 | 1.65245 | ||
| 56 | 2024.01.11 13:40 | modify | 8 | 0.10 | 1.63045 | 1.63145 | 1.65245 | ||
| 57 | 2024.01.16 03:40 | modify | 8 | 0.10 | 1.63045 | 1.63508 | 1.65245 | ||
| 58 | 2024.01.16 19:05 | t/p | 8 | 0.10 | 1.65245 | 1.63508 | 1.65245 | 143.90 | 10638.11 |
| 59 | 2024.01.30 11:30 | sell | 9 | 0.10 | 1.64377 | 0.00000 | 0.00000 | ||
| 60 | 2024.01.30 11:30 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.61977 | ||
| 61 | 2024.01.30 12:40 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.62177 | ||
| 62 | 2024.01.31 01:40 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.62477 | ||
| 63 | 2024.02.01 05:30 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.62777 | ||
| 64 | 2024.02.01 09:30 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.63077 | ||
| 65 | 2024.02.01 10:40 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.63377 | ||
| 66 | 2024.02.01 13:15 | modify | 9 | 0.10 | 1.64377 | 1.66577 | 1.63677 | ||
| 67 | 2024.02.05 11:15 | close | 9 | 0.10 | 1.65287 | 1.66577 | 1.63677 | -61.79 | 10576.31 |
| 68 | 2024.02.05 11:15 | buy | 10 | 0.10 | 1.65287 | 0.00000 | 0.00000 | ||
| 69 | 2024.02.05 11:15 | modify | 10 | 0.10 | 1.65287 | 1.63087 | 1.67687 | ||
| 70 | 2024.02.06 04:30 | modify | 10 | 0.10 | 1.65287 | 1.63087 | 1.67487 | ||
| 71 | 2024.02.06 22:00 | modify | 10 | 0.10 | 1.65287 | 1.63087 | 1.67187 | ||
| 72 | 2024.02.15 16:40 | close | 10 | 0.10 | 1.65363 | 1.63087 | 1.67187 | -0.86 | 10575.46 |
| 73 | 2024.02.15 16:40 | sell | 11 | 0.10 | 1.65363 | 0.00000 | 0.00000 | ||
| 74 | 2024.02.15 16:40 | modify | 11 | 0.10 | 1.65363 | 1.67563 | 1.62963 | ||
| 75 | 2024.02.22 06:30 | close | 11 | 0.10 | 1.64992 | 1.67563 | 1.62963 | 24.21 | 10599.67 |
| 76 | 2024.02.22 06:30 | buy | 12 | 0.10 | 1.64992 | 0.00000 | 0.00000 | ||
| 77 | 2024.02.22 06:30 | modify | 12 | 0.10 | 1.64992 | 1.62792 | 1.67392 | ||
| 78 | 2024.02.22 07:30 | modify | 12 | 0.10 | 1.64992 | 1.62792 | 1.67192 | ||
| 79 | 2024.02.26 16:30 | modify | 12 | 0.10 | 1.64992 | 1.65092 | 1.67192 | ||
| 80 | 2024.03.05 05:30 | modify | 12 | 0.10 | 1.64992 | 1.65526 | 1.67192 | ||
| 81 | 2024.03.05 05:50 | t/p | 12 | 0.10 | 1.67192 | 1.65526 | 1.67192 | 142.91 | 10742.58 |
| 82 | 2024.03.18 13:15 | buy | 13 | 0.10 | 1.65734 | 0.00000 | 0.00000 | ||
| 83 | 2024.03.18 13:15 | modify | 13 | 0.10 | 1.65734 | 1.63534 | 1.68134 | ||
| 84 | 2024.03.19 06:30 | modify | 13 | 0.10 | 1.65734 | 1.65834 | 1.68134 | ||
| 85 | 2024.03.20 19:40 | s/l | 13 | 0.10 | 1.65834 | 1.65834 | 1.68134 | 5.73 | 10748.30 |
| 86 | 2024.04.05 02:40 | sell | 14 | 0.10 | 1.64940 | 0.00000 | 0.00000 | ||
| 87 | 2024.04.05 02:40 | modify | 14 | 0.10 | 1.64940 | 1.67140 | 1.62540 | ||
| 88 | 2024.04.09 13:30 | modify | 14 | 0.10 | 1.64940 | 1.64840 | 1.62540 | ||
| 89 | 2024.04.10 13:30 | s/l | 14 | 0.10 | 1.64840 | 1.64840 | 1.62540 | 6.42 | 10754.72 |
| 90 | 2024.04.10 13:30 | sell | 15 | 0.10 | 1.64867 | 0.00000 | 0.00000 | ||
| 91 | 2024.04.10 13:30 | modify | 15 | 0.10 | 1.64867 | 1.67067 | 1.62467 | ||
| 92 | 2024.04.10 13:40 | modify | 15 | 0.10 | 1.64867 | 1.67067 | 1.62667 | ||
| 93 | 2024.04.12 08:20 | modify | 15 | 0.10 | 1.64867 | 1.64767 | 1.62667 | ||
| 94 | 2024.04.12 17:05 | s/l | 15 | 0.10 | 1.64767 | 1.64767 | 1.62667 | 6.30 | 10761.03 |
| 95 | 2024.04.30 02:40 | sell | 16 | 0.10 | 1.63721 | 0.00000 | 0.00000 | ||
| 96 | 2024.04.30 02:40 | modify | 16 | 0.10 | 1.63721 | 1.65921 | 1.61321 | ||
| 97 | 2024.04.30 03:40 | modify | 16 | 0.10 | 1.63721 | 1.65921 | 1.61521 | ||
| 98 | 2024.04.30 09:30 | modify | 16 | 0.10 | 1.63721 | 1.65921 | 1.61821 | ||
| 99 | 2024.04.30 12:30 | modify | 16 | 0.10 | 1.63721 | 1.65921 | 1.62121 | ||
| 100 | 2024.04.30 13:30 | modify | 16 | 0.10 | 1.63721 | 1.65921 | 1.62421 | ||
| 101 | 2024.05.03 12:40 | modify | 16 | 0.10 | 1.63721 | 1.63621 | 1.62421 | ||
| 102 | 2024.05.03 14:05 | t/p | 16 | 0.10 | 1.62421 | 1.63621 | 1.62421 | 86.88 | 10847.91 |
| 103 | 2024.05.07 04:30 | sell | 17 | 0.10 | 1.62941 | 0.00000 | 0.00000 | ||
| 104 | 2024.05.07 04:30 | modify | 17 | 0.10 | 1.62941 | 1.65141 | 1.60541 | ||
| 105 | 2024.05.07 04:40 | modify | 17 | 0.10 | 1.62941 | 1.65141 | 1.60741 | ||
| 106 | 2024.05.08 01:30 | modify | 17 | 0.10 | 1.62941 | 1.65141 | 1.61041 | ||
| 107 | 2024.05.08 10:40 | modify | 17 | 0.10 | 1.62941 | 1.65141 | 1.61341 | ||
| 108 | 2024.05.14 20:40 | close | 17 | 0.10 | 1.63253 | 1.65141 | 1.61341 | -21.70 | 10826.21 |
| 109 | 2024.05.14 20:40 | buy | 18 | 0.10 | 1.63253 | 0.00000 | 0.00000 | ||
| 110 | 2024.05.14 20:40 | modify | 18 | 0.10 | 1.63253 | 1.61053 | 1.65653 | ||
| 111 | 2024.05.15 02:30 | modify | 18 | 0.10 | 1.63253 | 1.61053 | 1.65453 | ||
| 112 | 2024.05.15 12:40 | modify | 18 | 0.10 | 1.63253 | 1.61053 | 1.65153 | ||
| 113 | 2024.05.16 00:20 | modify | 18 | 0.10 | 1.63253 | 1.61053 | 1.64853 | ||
| 114 | 2024.05.20 01:40 | modify | 18 | 0.10 | 1.63253 | 1.61053 | 1.64553 | ||
| 115 | 2024.05.28 17:20 | close | 18 | 0.10 | 1.63322 | 1.61053 | 1.64553 | -2.31 | 10823.90 |
| 116 | 2024.05.28 17:20 | sell | 19 | 0.10 | 1.63322 | 0.00000 | 0.00000 | ||
| 117 | 2024.05.28 17:20 | modify | 19 | 0.10 | 1.63322 | 1.65522 | 1.60922 | ||
| 118 | 2024.05.29 10:40 | modify | 19 | 0.10 | 1.63322 | 1.65522 | 1.61122 | ||
| 119 | 2024.06.04 10:05 | modify | 19 | 0.10 | 1.63322 | 1.65522 | 1.61422 | ||
| 120 | 2024.06.07 13:40 | modify | 19 | 0.10 | 1.63322 | 1.65522 | 1.61722 | ||
| 121 | 2024.06.12 05:30 | modify | 19 | 0.10 | 1.63322 | 1.63222 | 1.61722 | ||
| 122 | 2024.06.13 21:05 | t/p | 19 | 0.10 | 1.61722 | 1.63222 | 1.61722 | 105.69 | 10929.59 |
| 123 | 2024.06.17 01:30 | sell | 20 | 0.10 | 1.62053 | 0.00000 | 0.00000 | ||
| 124 | 2024.06.17 01:30 | modify | 20 | 0.10 | 1.62053 | 1.64253 | 1.59653 | ||
| 125 | 2024.06.17 06:40 | modify | 20 | 0.10 | 1.62053 | 1.64253 | 1.59853 | ||
| 126 | 2024.06.17 12:30 | modify | 20 | 0.10 | 1.62053 | 1.64253 | 1.60153 | ||
| 127 | 2024.06.19 05:40 | modify | 20 | 0.10 | 1.62053 | 1.61953 | 1.60153 | ||
| 128 | 2024.06.26 05:40 | t/p | 20 | 0.10 | 1.60153 | 1.61953 | 1.60153 | 126.80 | 11056.38 |
| 129 | 2024.07.15 08:15 | buy | 21 | 0.10 | 1.60680 | 0.00000 | 0.00000 | ||
| 130 | 2024.07.15 08:15 | modify | 21 | 0.10 | 1.60680 | 1.58480 | 1.63080 | ||
| 131 | 2024.07.16 08:20 | modify | 21 | 0.10 | 1.60680 | 1.60780 | 1.63080 | ||
| 132 | 2024.07.18 01:05 | modify | 21 | 0.10 | 1.60680 | 1.61192 | 1.63080 | ||
| 133 | 2024.07.22 01:40 | t/p | 21 | 0.10 | 1.63080 | 1.61192 | 1.63080 | 157.84 | 11214.23 |
| 134 | 2024.08.07 18:20 | sell | 22 | 0.10 | 1.67393 | 0.00000 | 0.00000 | ||
| 135 | 2024.08.07 18:20 | modify | 22 | 0.10 | 1.67393 | 1.69593 | 1.64993 | ||
| 136 | 2024.08.07 18:40 | modify | 22 | 0.10 | 1.67393 | 1.69593 | 1.65193 | ||
| 137 | 2024.08.07 23:05 | modify | 22 | 0.10 | 1.67393 | 1.69593 | 1.65493 | ||
| 138 | 2024.08.08 12:40 | modify | 22 | 0.10 | 1.67393 | 1.67293 | 1.65493 | ||
| 139 | 2024.08.09 02:40 | t/p | 22 | 0.10 | 1.65493 | 1.67293 | 1.65493 | 127.32 | 11341.55 |
| 140 | 2024.08.27 13:40 | sell | 23 | 0.10 | 1.64902 | 0.00000 | 0.00000 | ||
| 141 | 2024.08.27 13:40 | modify | 23 | 0.10 | 1.64902 | 1.67102 | 1.62502 | ||
| 142 | 2024.08.28 09:05 | modify | 23 | 0.10 | 1.64902 | 1.64802 | 1.62502 | ||
| 143 | 2024.08.29 08:33 | modify | 23 | 0.10 | 1.64902 | 1.64425 | 1.62502 | ||
| 144 | 2024.08.30 23:59 | s/l | 23 | 0.10 | 1.64425 | 1.64425 | 1.62502 | 31.55 | 11373.10 |