Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| 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=2; RSI_OBSLevels=0; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=100; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=20; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 78157 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1480.01 | Gross profit | 1751.11 | Gross loss | -271.11 |
| Profit factor | 6.46 | Expected payoff | 70.48 | ||
| Absolute drawdown | 35.30 | Maximal drawdown | 278.32 (2.58%) | Relative drawdown | 2.58% (278.32) |
| Total trades | 21 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
| Largest | profit trade | 126.94 | loss trade | -161.99 | |
| Average | profit trade | 97.28 | loss trade | -90.37 | |
| Maximum | consecutive wins (profit in money) | 10 (832.62) | consecutive losses (loss in money) | 1 (-161.99) | |
| Maximal | consecutive profit (count of wins) | 832.62 (10) | consecutive loss (count of losses) | -161.99 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 01:20 | sell | 1 | 0.10 | 1.08496 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.01 01:20 | modify | 1 | 0.10 | 1.08496 | 1.10096 | 1.07296 | ||
| 3 | 2023.09.05 11:20 | modify | 1 | 0.10 | 1.08496 | 1.07996 | 1.07296 | ||
| 4 | 2023.09.05 12:05 | t/p | 1 | 0.10 | 1.07296 | 1.07996 | 1.07296 | 120.69 | 10120.69 |
| 5 | 2023.09.26 08:20 | sell | 2 | 0.10 | 1.05905 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.26 08:20 | modify | 2 | 0.10 | 1.05905 | 1.07505 | 1.04705 | ||
| 7 | 2023.09.29 12:05 | close | 2 | 0.10 | 1.05932 | 1.07505 | 1.04705 | -0.97 | 10119.73 |
| 8 | 2023.09.29 12:05 | buy | 3 | 0.10 | 1.05932 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.29 12:05 | modify | 3 | 0.10 | 1.05932 | 1.04332 | 1.07132 | ||
| 10 | 2023.11.03 12:40 | t/p | 3 | 0.10 | 1.07132 | 1.04332 | 1.07132 | 96.76 | 10216.49 |
| 11 | 2023.11.06 12:40 | buy | 4 | 0.10 | 1.07420 | 0.00000 | 0.00000 | ||
| 12 | 2023.11.06 12:40 | modify | 4 | 0.10 | 1.07420 | 1.05820 | 1.08620 | ||
| 13 | 2023.11.14 16:30 | modify | 4 | 0.10 | 1.07420 | 1.07920 | 1.08620 | ||
| 14 | 2023.11.14 16:40 | t/p | 4 | 0.10 | 1.08620 | 1.07920 | 1.08620 | 114.69 | 10331.18 |
| 15 | 2023.11.15 07:40 | buy | 5 | 0.10 | 1.08677 | 0.00000 | 0.00000 | ||
| 16 | 2023.11.15 07:40 | modify | 5 | 0.10 | 1.08677 | 1.07077 | 1.09877 | ||
| 17 | 2023.11.28 14:30 | modify | 5 | 0.10 | 1.08677 | 1.09177 | 1.09877 | ||
| 18 | 2023.11.28 15:30 | t/p | 5 | 0.10 | 1.09877 | 1.09177 | 1.09877 | 111.37 | 10442.54 |
| 19 | 2023.12.14 07:40 | buy | 6 | 0.10 | 1.08838 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.14 07:40 | modify | 6 | 0.10 | 1.08838 | 1.07238 | 1.10038 | ||
| 21 | 2023.12.14 15:40 | modify | 6 | 0.10 | 1.08838 | 1.09338 | 1.10038 | ||
| 22 | 2023.12.14 17:40 | t/p | 6 | 0.10 | 1.10038 | 1.09338 | 1.10038 | 120.00 | 10562.54 |
| 23 | 2023.12.22 13:05 | buy | 7 | 0.10 | 1.10071 | 0.00000 | 0.00000 | ||
| 24 | 2023.12.22 13:05 | modify | 7 | 0.10 | 1.10071 | 1.08471 | 1.11271 | ||
| 25 | 2023.12.27 16:30 | modify | 7 | 0.10 | 1.10071 | 1.10571 | 1.11271 | ||
| 26 | 2023.12.28 09:30 | t/p | 7 | 0.10 | 1.11271 | 1.10571 | 1.11271 | 116.02 | 10678.56 |
| 27 | 2023.12.28 12:30 | buy | 8 | 0.10 | 1.11173 | 0.00000 | 0.00000 | ||
| 28 | 2023.12.28 12:30 | modify | 8 | 0.10 | 1.11173 | 1.09573 | 1.12373 | ||
| 29 | 2024.01.02 12:53 | s/l | 8 | 0.10 | 1.09573 | 1.09573 | 1.12373 | -161.99 | 10516.57 |
| 30 | 2024.01.03 00:40 | sell | 9 | 0.10 | 1.09505 | 0.00000 | 0.00000 | ||
| 31 | 2024.01.03 00:40 | modify | 9 | 0.10 | 1.09505 | 1.11105 | 1.08305 | ||
| 32 | 2024.01.23 15:30 | modify | 9 | 0.10 | 1.09505 | 1.09005 | 1.08305 | ||
| 33 | 2024.01.23 15:40 | t/p | 9 | 0.10 | 1.08305 | 1.09005 | 1.08305 | 126.94 | 10643.51 |
| 34 | 2024.02.27 08:15 | buy | 10 | 0.10 | 1.08559 | 0.00000 | 0.00000 | ||
| 35 | 2024.02.27 08:15 | modify | 10 | 0.10 | 1.08559 | 1.06959 | 1.09759 | ||
| 36 | 2024.03.08 13:40 | t/p | 10 | 0.10 | 1.09759 | 1.06959 | 1.09759 | 112.03 | 10755.54 |
| 37 | 2024.03.26 08:15 | buy | 11 | 0.10 | 1.08416 | 0.00000 | 0.00000 | ||
| 38 | 2024.03.26 08:15 | modify | 11 | 0.10 | 1.08416 | 1.06816 | 1.09616 | ||
| 39 | 2024.04.02 07:30 | close | 11 | 0.10 | 1.07381 | 1.06816 | 1.09616 | -108.15 | 10647.39 |
| 40 | 2024.04.02 07:30 | sell | 12 | 0.10 | 1.07381 | 0.00000 | 0.00000 | ||
| 41 | 2024.04.02 07:30 | modify | 12 | 0.10 | 1.07381 | 1.08981 | 1.06181 | ||
| 42 | 2024.04.12 14:40 | modify | 12 | 0.10 | 1.07381 | 1.06881 | 1.06181 | ||
| 43 | 2024.04.16 01:20 | t/p | 12 | 0.10 | 1.06181 | 1.06881 | 1.06181 | 124.86 | 10772.25 |
| 44 | 2024.04.18 08:40 | buy | 13 | 0.10 | 1.06778 | 0.00000 | 0.00000 | ||
| 45 | 2024.04.18 08:40 | modify | 13 | 0.10 | 1.06778 | 1.05178 | 1.07978 | ||
| 46 | 2024.05.03 12:30 | modify | 13 | 0.10 | 1.06778 | 1.07278 | 1.07978 | ||
| 47 | 2024.05.03 12:40 | t/p | 13 | 0.10 | 1.07978 | 1.07278 | 1.07978 | 110.04 | 10882.29 |
| 48 | 2024.05.15 11:06 | buy | 14 | 0.10 | 1.08255 | 0.00000 | 0.00000 | ||
| 49 | 2024.05.15 11:06 | modify | 14 | 0.10 | 1.08255 | 1.06655 | 1.09455 | ||
| 50 | 2024.05.29 12:06 | close | 14 | 0.10 | 1.08574 | 1.06655 | 1.09455 | 22.60 | 10904.89 |
| 51 | 2024.05.29 12:06 | sell | 15 | 0.10 | 1.08574 | 0.00000 | 0.00000 | ||
| 52 | 2024.05.29 12:06 | modify | 15 | 0.10 | 1.08574 | 1.10174 | 1.07374 | ||
| 53 | 2024.06.10 09:40 | modify | 15 | 0.10 | 1.08574 | 1.08074 | 1.07374 | ||
| 54 | 2024.06.10 10:40 | t/p | 15 | 0.10 | 1.07374 | 1.08074 | 1.07374 | 124.16 | 11029.06 |
| 55 | 2024.06.10 16:30 | sell | 16 | 0.10 | 1.07563 | 0.00000 | 0.00000 | ||
| 56 | 2024.06.10 16:30 | modify | 16 | 0.10 | 1.07563 | 1.09163 | 1.06363 | ||
| 57 | 2024.06.25 06:33 | close | 16 | 0.10 | 1.07343 | 1.09163 | 1.06363 | 27.21 | 11056.26 |
| 58 | 2024.06.25 06:33 | buy | 17 | 0.10 | 1.07343 | 0.00000 | 0.00000 | ||
| 59 | 2024.06.25 06:33 | modify | 17 | 0.10 | 1.07343 | 1.05743 | 1.08543 | ||
| 60 | 2024.07.08 12:40 | modify | 17 | 0.10 | 1.07343 | 1.07843 | 1.08543 | ||
| 61 | 2024.07.11 11:20 | t/p | 17 | 0.10 | 1.08543 | 1.07843 | 1.08543 | 108.05 | 11164.31 |
| 62 | 2024.07.19 11:40 | sell | 18 | 0.10 | 1.08932 | 0.00000 | 0.00000 | ||
| 63 | 2024.07.19 11:40 | modify | 18 | 0.10 | 1.08932 | 1.10532 | 1.07732 | ||
| 64 | 2024.08.01 09:40 | modify | 18 | 0.10 | 1.08932 | 1.08432 | 1.07732 | ||
| 65 | 2024.08.02 12:10 | s/l | 18 | 0.10 | 1.08432 | 1.08432 | 1.07732 | 54.86 | 11219.17 |
| 66 | 2024.08.05 05:40 | buy | 19 | 0.10 | 1.09149 | 0.00000 | 0.00000 | ||
| 67 | 2024.08.05 05:40 | modify | 19 | 0.10 | 1.09149 | 1.07549 | 1.10349 | ||
| 68 | 2024.08.14 09:30 | modify | 19 | 0.10 | 1.09149 | 1.09649 | 1.10349 | ||
| 69 | 2024.08.14 12:15 | t/p | 19 | 0.10 | 1.10349 | 1.09649 | 1.10349 | 114.02 | 11333.19 |
| 70 | 2024.08.14 12:40 | buy | 20 | 0.10 | 1.10069 | 0.00000 | 0.00000 | ||
| 71 | 2024.08.14 12:40 | modify | 20 | 0.10 | 1.10069 | 1.08469 | 1.11269 | ||
| 72 | 2024.08.20 16:40 | modify | 20 | 0.10 | 1.10069 | 1.10569 | 1.11269 | ||
| 73 | 2024.08.20 19:40 | t/p | 20 | 0.10 | 1.11269 | 1.10569 | 1.11269 | 116.02 | 11449.21 |
| 74 | 2024.08.30 06:20 | sell | 21 | 0.10 | 1.10794 | 0.00000 | 0.00000 | ||
| 75 | 2024.08.30 06:20 | modify | 21 | 0.10 | 1.10794 | 1.12394 | 1.09594 | ||
| 76 | 2024.08.30 23:59 | close at stop | 21 | 0.10 | 1.10486 | 1.12394 | 1.09594 | 30.80 | 11480.01 |